MOEX static and streaming data provider

Modified on 2020/05/31 05:44 by Eugene — Categorized as: Providers

What is it

This is a static and streaming data provider for Wealth-Lab Developer that downloads free intraday (60-minute) and Daily historical price data provided by the Moscow Exchange (MOEX). Available are Russian stocks, futures, options, bonds, currencies and indices traded at the MOEX. The historical data downloads are fast.

Sample 60-minute chart

Setting up

1. Choose a market group. Instruments which belong to different asset classes cannot be mixed!

Market group choice

2. Look up the symbols at the MOEX website:

Symbol lookup

3. Choose a bar scale and type in your symbols in the next Wizard page:

Symbol input

Done! Now you're ready to update your new DataSet.

Usage notes

The provider can be installed and used in Wealth-Lab Developer v6.9.20+ only. Neither WLP nor WLD 6.9.15 is compatible. Please update to the latest version from our website.

If you see lines like these in the Data Update Log and no data on the chart, you have chosen an incorrect market group for your symbol. For example, Stocks and BRM0 (Brent futures) are incompatible:

Downloading new symbols...
Symbol skipped, data error: BRM0
...
Symbol: SBER, Bars: 0

If it still doesn't work and you're sure it's set correctly, ask us on the Wealth-Lab forum and don't forget to indicate the symbol(s) and market groups. We'll try to help.

The data contains premarket for stocks. If you wish to hide it, simply use the Market Manager:
1. define a new market,
2. choose open/close time (e.g. 10:00 - 19:00),
3. add your symbols to the new market and Apply Changes.

Before you can use Strategy Monitor, first you must update a MOEX DataSet with your symbols.

Before you can use Streaming provider, first you must create and correctly update a MOEX DataSet with the streaming symbols.

Limitations

Once created, DataSets cannot be edited. Neither can you add/remove symbols.
Support for intraday data is limited to 60-Minute. Currently, 1-minute and 10-minute data aren't supported.
MOEX doesn't return company names in their data.