Historical data

Moscow Exchange provides full set of historical market data which can be used trading strategies optimization, technical analysis, back office needs, etc.

The service is provided as the following groups of products:

  1. Full Time and Sales data ("order log")
  2. Best Bid, Best Ask and Trades ("top of book")
  3. Intraday (1 minute bars) data

Supported markets:

  1. Equities (Main and Standard sectors)
  2. Derivatives
  3. FX market
  4. OTC market (RTS Board)

Order log sample for Derivatives market

Order log sample for FX and Equity (main sector) markets.