Начало работы

Установка

$ pip install aiomoex

Пример использования реализованных запросов

История котировок SNGSP в режиме TQBR:

import asyncio

 import aiohttp

 import aiomoex
 import pandas as pd


 async def main():
     async with aiohttp.ClientSession() as session:
         data = await aiomoex.get_board_history(session, 'SNGSP')
         df = pd.DataFrame(data)
         df.set_index('TRADEDATE', inplace=True)
         print(df.head(), '\n')
         print(df.tail(), '\n')
         df.info()


 asyncio.run(main())
           BOARDID  CLOSE    VOLUME         VALUE
TRADEDATE
2014-06-09    TQBR  27.48  12674200  3.484352e+08
2014-06-10    TQBR  27.55  14035900  3.856417e+08
2014-06-11    TQBR  28.15  27208800  7.602146e+08
2014-06-16    TQBR  28.27  68059900  1.913160e+09
2014-06-17    TQBR  28.20  22101600  6.292844e+08

           BOARDID   CLOSE    VOLUME         VALUE
TRADEDATE
2020-09-01    TQBR  37.245  15671200  5.824013e+08
2020-09-02    TQBR  37.535  34659700  1.296441e+09
2020-09-03    TQBR  36.955  28177000  1.049745e+09
2020-09-04    TQBR  36.915  21908000  8.076767e+08
2020-09-07    TQBR  37.200  13334400  4.955280e+08

<class 'pandas.core.frame.DataFrame'>
Index: 1573 entries, 2014-06-09 to 2020-09-07
Data columns (total 4 columns):
 #   Column   Non-Null Count  Dtype
---  ------   --------------  -----
 0   BOARDID  1573 non-null   object
 1   CLOSE    1573 non-null   float64
 2   VOLUME   1573 non-null   int64
 3   VALUE    1573 non-null   float64
dtypes: float64(2), int64(1), object(1)
memory usage: 61.4+ KB

Пример реализации запроса с помощью клиента

Перечень акций, торгующихся в режиме TQBR (описание запроса):

import asyncio

import aiohttp

import aiomoex
import pandas as pd


async def main():
    request_url = "https://iss.moex.com/iss/engines/stock/" "markets/shares/boards/TQBR/securities.json"
    arguments = {"securities.columns": ("SECID," "REGNUMBER," "LOTSIZE," "SHORTNAME")}

    async with aiohttp.ClientSession() as session:
        iss = aiomoex.ISSClient(session, request_url, arguments)
        data = await iss.get()
        df = pd.DataFrame(data["securities"])
        df.set_index("SECID", inplace=True)
        print(df.head(), "\n")
        print(df.tail(), "\n")
        df.info()


asyncio.run(main())
          REGNUMBER  LOTSIZE   SHORTNAME
SECID
ABRD   1-02-12500-A       10  АбрауДюрсо
AFKS   1-05-01669-A      100  Система ао
AFLT   1-01-00010-A       10    Аэрофлот
AGRO           None        1    AGRO-гдр
AKRN   1-03-00207-A        1       Акрон

          REGNUMBER  LOTSIZE   SHORTNAME
SECID
YNDX           None        1  Yandex clA
YRSB   1-01-50099-A       10     ТНСэнЯр
YRSBP  2-01-50099-A       10   ТНСэнЯр-п
ZILL   1-02-00036-A        1      ЗИЛ ао
ZVEZ   1-01-00169-D     1000   ЗВЕЗДА ао

<class 'pandas.core.frame.DataFrame'>
Index: 260 entries, ABRD to ZVEZ
Data columns (total 3 columns):
 #   Column     Non-Null Count  Dtype
---  ------     --------------  -----
 0   REGNUMBER  248 non-null    object
 1   LOTSIZE    260 non-null    int64
 2   SHORTNAME  260 non-null    object
dtypes: int64(1), object(2)
memory usage: 8.1+ KB