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
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
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:
The minimum period of access to the data under fee-liable subscription is 1 calendar month
End-of-Day Data from all markets of the Moscow Exchange Group (daily updates being provided during the subscription period) – 90 USD
*without VAT
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.
| Available periods | |||
| type А | type В | type С | |
| Bonds market (NEW) | April 2016 | April 2016 | January 2000 |
| Equities market | January 2006 | January 2006 | January 2000 |
| FX market | January 2006 | January 2006 | January 2000 |
| Derivatives market | January 2008 | January 2008 | September 2001 |
All trades and all orders - Type А
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
End of Day Data (history) - Type C
All markets (month) – 90 USD
*Prices without VAT
All trades and all orders - Type А
- Derivatives market (csv.zip, 88 Mb)
- FX market (csv.zip, 3,3 Mb)
- Equities market (csv.zip, 23 Mb)
- Bonds market (csv.zip, 6,3 Mb)
All trades and best orders - Type B
- Derivatives market (csv.zip, 28 Mb)
- FX market (csv,zip, 491 Kb)
- Equities market (csv.zip, 5,6 Mb)
- Bonds market (csv.zip, 1,3 Mb)
End of Day Data (history) - Type C
Detailed file layout (pdf, 113 Кb)
Terms (pdf, 230 kb)
Full OrderBook Product description (pdf, 113 Кb)
Available data types (pdf, 120 Кb)
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.
1-10 data points
- USD 100*
More than 10 data points
- USD 10* per item
*without VAT
Terms (pdf, 230 kb)
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).
During the trial period, the "Reference Data" product is available at no cost
Data format specification
- Securities market (pdf)
- Derivatives market (pdf)
- FX market (pdf)
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
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.
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.
During the trial period, the "Fixings" product is available at no cost.
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)