Terms (pdf, 230 kb)
Terms (pdf, 230 kb)
50 USD (Aggregated trading rusults on Stock market)
50 USD (Aggregated trading rusults on Bond market)
50 USD (Aggregated trading rusults on FX market)
50 USD (Aggregated trading rusults on Money market)
50 USD (Aggregated trading rusults on Derivatives market)
Detailed information with official closing prices, quotes and trading volumesas of the end of trading day.The Aggregated Trading Results service allows you to get archived data or subscribe to daily updates of data grouped by Moscow Exchange markets.
The minimum period of access to the data under fee-liable subscription is 1 calendar month.
Example: You want to receive updates on aggregated trading results for 3 months and subscribe on May 20. From the date following the date of your payment (for example, May 21), you will have access to aggregated trading results for the period from May 1 to July 31 (3 calendar months), which will end on August 21.
All data is impersonal.
You may view and download the data in xml and csv (xls) files via:
Available periods | |
---|---|
Markets | Aggregated trading results |
Equities | Since March 1997 |
Bonds | Since June 1997 |
Currencies | Since August 1997 |
Derivatives Market | Since September 2001 |
Money Market | Since March 2002 |
Aggregated trading results
- Equities (csv, xml)
- Bonds (csv, xml)
- Currencies (csv, xml)
- Derivatives Market (csv, xml)
- Money Market (csv, xml)
1. Equities (USD / month)
up to 3 months 4 to 6 months 7 to 12 months |
100.00 95.00 90.00 |
2. Bonds (USD / month)
up to 3 months 4 to 6 months 7 to 12 months |
100.00 95.00 90.00 |
3. Currencies (USD / month)
up to 3 months 4 to 6 months 7 to 12 months |
100.00 95.00 90.00 |
4. Futures & options (USD / month)
up to 3 months 4 to 6 months 7 to 12 months |
100.00 95.00 90.00 |
5. REPO (USD / month)
up to 3 months 4 to 6 months 7 to 12 months |
100.00 95.00 90.00 |
Prices without VAT
For complete version of the tariffs please refer to the exchange’s website
Detailed file layout (pdf, 113 Кb)
Terms (pdf, 230 kb)
Full OrderBook Product description (pdf, 113 Кb)
Available data types (pdf, 120 Кb)
All trades and all orders - TypeА
1 market (month / year ) – 500 USD / 5 000 USD
1 instrument (month / year ) – 150 USD / 1 500 USD
All trades and best orders -Type B
1 market (month / year ) – 150 USD / 1 500 USD
1 instrument (month / year ) – 50 USD / 500 USD
All trades -Type C
50 USD (Registers of trades on Stock market)
50 USD (Registers of trades on Bond market)
50 USD (Registers of trades on FX market)
50 USD (Registers of trades on Money market)
50 USD (Registers of trades on Derivatives market)
All trades and all orders – TypeА
Full samples:
- Derivatives (csv.7z, 447 Мб)
- Currencies (csv.zip, 37 Мб)
- Equities (csv.zip, 1,6 Гб)
- Bonds (csv.zip, 94 Мб)
Shortened samples:
- Derivatives (csv.zip, 13 Мб)
- Currencies (csv.zip, 4,5 Мб)
- Equities (csv.zip, 6,2 Мб)
- Bonds (csv.zip, 14 Мб)
All trades and best orders – Type B
Full samples:
- Derivatives (csv.7z, 100 Мб)
- Currencies (csv.zip, 4,3 Мб)
- Equities (csv.zip, 187 Мб)
- Bonds (csv.zip, 27 Мб)
Shortened samples:
- Derivatives (csv.zip, 10 Мб)
- Currencies (csv.zip, 2,9 Мб)
- Equities (csv.zip, 4 Мб)
- Bonds (csv.zip, 10 Мб)
All trades -Type C
- Equities(csv.zip, 259 Кб, xml.zip, 375 Кб)
- Bonds (csv.zip, 259 Кб, xml.zip, 375 Кб)
- Currencies(csv.zip, 259 Кб, xml.zip, 375 Кб)
- DerivativesMarket(csv.zip, 259 Кб, xml.zip, 375 Кб))
- Money Market (csv.zip, 259 Кб, xml.zip, 375 Кб)
A complete set of End of day data for the selected period on prices, volumes of transactions and orders grouped by Moscow Exchange markets. The data will be useful fortrading strategy optimisation, technical analysis, back offices support, etc
The minimum period of access to the data under fee-liable subscription is 1 calendar month.
Example: You want to receive updates on Type C data (see below) for 3 months and subscribe on May 20. From the date following the date of your payment (for example, May 21), you will have access to Type C data for the period from May 1 to July 31 (3 calendar months), which will end on August 21.
Available products:
- All trades and all orders: Full Orderbook – Type А
- All trades and best orders: Top of Book – Type B
- All trades – Type С
All data is impersonal.
Types А and B provided in csv format, type С in both xml and csv formats.
Available periods | |||
---|---|---|---|
Markets | Type A | Type B | Type С |
Equities | Since April 2016 | Since April 2016 | since January 2000 |
Bonds | Since January 2006 | Since January 2006 | since January 2000 |
Currencies | Since January 2006 | Since January 2006 | since January 2000 |
Derivatives Market | Since January 2006 | Since January 2016 | since January 2000 |
Money Market | - | - | since March 2011 |
Terms (pdf, 230 kb)
1-10 data points
- USD 100*
More than 10 data points
- USD 10* per item
*without VAT
Real-time data on tradings at the markets of the "Moscow Exchange" Group (incl. the "Equities", "Bonds", "Currencies (FX)", "Futures&Options" products). The data products contain trades prices and order books of 5x5 market depth (for "Futures&Options") and 10x10 (for "Equities", "Bonds", "Currencies (FX)").
You may view and download the data via:
- Website
- Viewing terminal "MOEX Trade Info"
- mobile devices
- API
You may receive a formal response to your request for the data on trading results on the Moscow Exchange Group markets for submission to judicial agencies, notaries, and certain other entities.
Provision of up to 10 data points at once, or information with no data points, costs USD 100 (ex. VAT). Provision of more than 10 data points costs USD 10 (ex. VAT) per item.
Data points mean numerical values of any parameter, for example exchange rate of a specific currency for a specific date, average daily turnover for a specific market for a specific period, the weighted average or other price of a specific security for a specific date, the yield to maturity for a specific security for a specific date, etc.
Provision of a full data set (without excerpts) of trading results for a specific market for a specific trading day costs USD 100 (ex. VAT). Repeat provision of such information costs the same.
Requests are processed within five business days.
Urgent processing is available for a double fee.
These prices are not applicable to requests from bailiffs, Russia's Chamber of Accounts, lawyers, notaries, tax authorities, the Bank of Russia and its Financial Markets Service, or other government, regulatory, judicial, or prosecutory authorities.
During the trial period, the "Reference Data" product is available at no cost
Daily updated reference data for all instruments of the Securities, Derivatives and FX markets in machine-readable format. Allows tracking the list of traded instruments and changes in their parameters (names, codes, and trading and risk parameters).
Data is available in CSV and XML formats. Link for downloading data (subscription required).
Securities market
- Securities Full (csv, xml)
- Securities Light (csv, xml)
- Securities per Boards (csv, xml)
- Spot Risk Rates (csv, xml)
- IR Risk Rates (csv, xml)
- Concentration Limits (csv, xml)
Derivatives market
- Futures (csv, xml)
- Options (csv, xml)
- Futures and Options Extras (csv, xml)
- Futures Risk Parameters (csv, xml)
- Options Risk Parameters (csv, xml)
FX market
- FX Instruments (csv, xml)
- Central Rates (csv, xml)
- SWAPS Indicative Rates (csv, xml)
- Spot Risk Rates (csv, xml)
- IR Risk Rates (csv, xml)
Data format specification
- Securities market (pdf)
- Derivatives market (pdf)
- FX market (pdf)
The National Settlement Depository (NSD) is a member of the Moscow Exchange Group, which provides a wide range of reference data. For conditions and types of the information provided as well as the API for the NSD database access please refer to the NSD website.
Index reporting
Index reports are generated at the end of the day and contain detailed information about the composition of the index, weight coefficients, opening and closing prices, etc. An example of the information included in the reports, as well as its format and description of the fields, can be found in the example bulletins. Reports are provided in a machine-readable format.
You can also get acquainted with other index management products.
Key highlights
- Our subscription service becomes available once you have accepted an offer;
- A minimum subscription period is one month, maximum 1 year;
- The subscription includes all stock and bond indices;
- After subscribing, you can view historical values of prices and weights, as well as download index reports using the API.
Rates
Simple
TradingInfo
An annual subscription to index reports covering MOEX indices is $8,000
A monthly subscription to index reports covering MOEX indices is $900
Daily Index Bulletins:
Constituents from ISS:
MOEX Currency Fixings
Fixing is a method of setting (calculating) a widely recognized single benchmark price of a financial asset (currency, precious metal or others) during certain calculation period of time according to specified, transparent and agreed methodology and released after a calculation period by a benchmark administrator.
Moscow Exchange FX Fixings – currency rates of a country expressed in a currency of another country that are determined daily at 12:30 MSK in accordance with the calculation methodology. The initial data for the calculation of currency fixings are orders and transactions on the FX market of the Moscow Exchange for certain spot instruments. The MOEX Fixings family includes MOEX USD/RUB FX FIXING as well as fixings for EUR/RUB, EUR/USD, CNY/RUB, representing the most liquid segments of the Russian FX market and as such offering the useful reference for all market participants.
After purchasing a subscription to the MOEX Currency Fixings, users get access to current exchange rates and fixings in real time, as well as historical values in machine-readable formats.
After subscribing, you can browse the latest data and archived values or download it using the API.
Moscow Exchange FX Fixings - 65 USD / month, not including VAT
Terms (pdf, 230 kb)
Step-by-step registration procedure (pdf, 680kb)
Step-by-step logon procedure (pdf, 590Кkb)
Step-by-step fixings ordering procedure (pdf, 1,7mb)
User guide (pdf, 75 kb)