Market Data subscription

Real-time data

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

Trading results

The data containing official closing prices, trades volumes, best bids and offers as of  the end of trading day. The "End of Day Data (daily updates)" service provides the daily downloading of the files with the official end of day data and registers of trades from all markets of the "Moscow Exchange" Group (FX, Derivative, Stock, incl. tradings in the mode for qualified investors).

You may view and download the data in xml and csv (xls) files via:

• website
• API

The minimum period of access to the data under fee-liable subscription is 1 calendar month

Historical Data

Moscow Exchange provides a full range of historical market data to allow for trading strategy optimisation, technical analysis, back offices support, etc

Available products:

• All trades and all orders: Full Orderbook – Type А
• All trades and best orders: Top of Book – Type B
• End-of-day results: End of Day Data – Type С

Types А and B provided in csv format, type С in both xml and csv formats.

Provision of responses to requests from individuals and companies for the data on trading results on the Moscow Exchange Group markets

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.

Reference data

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).

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.