Moscow Exchange (MOEX)

class pandas_datareader.moex.MoexReader(*args, **kwargs)

Returns a DataFrame of historical stock prices from symbols from Moex

Parameters
  • symbols (str, an array-like object (list, tuple, Series), or a DataFrame) – A single stock symbol (secid), an array-like object of symbols or a DataFrame with an index containing stock symbols.

  • start (string, int, date, datetime, Timestamp) – Starting date. Parses many different kind of date representations (e.g., ‘JAN-01-2010’, ‘1/1/10’, ‘Jan, 1, 1980’). Defaults to 20 years before current date.

  • end (string, int, date, datetime, Timestamp) – Ending date

  • retry_count (int, default 3) – The number of times to retry query request.

  • pause (int, default 0.1) – Time, in seconds, to pause between consecutive queries of chunks. If single value given for symbol, represents the pause between retries.

  • chunksize (int, default 25) – The number of symbols to download consecutively before intiating pause.

  • session (Session, default None) – requests.sessions.Session instance to be used

Notes

To avoid being penalized by Moex servers, pauses more than 0.1s between downloading ‘chunks’ of symbols can be specified.

close()

Close network session

default_start_date

Default start date for reader. Defaults to 5 years before current date

params

Parameters to use in API calls

read()

Read data from the primary board for each ticker

read_all_boards()

Read all data from every board for every ticker

url

Return a list of API URLs per symbol