Moscow Exchange offers for free downloading a sample-file of historical data “Full Order Book - type A” for internal testing and analysis of market depth and liquidity of the MOEX markets. Historical data enables to recreate full Order Book at any point in time and contains all trades, orders and deletions in Order Book.
- Futures (csv, 230 Mb)
- FX (csv, 370 Mb)
- Equity (csv, 206 Mb)
- Options (csv, 114 Mb)
