Russia Extensions
Russia Extensions caters to Russian traders' needs in quality data for the local markets. Expect free data for all Russian and some U.S. stocks, bonds, indices, ETFs, cryptos and Forex. The provider library currently includes 4 data providers:
- Finam - free intraday and daily data from Finam
- MFD - free intraday and daily data by MFD
- MOEX - official API of the Moscow exchange returns free intraday and daily data for Russian stocks, futures, options, bonds, currencies and indices traded at the MOEX
- QUIK - free streaming and historical data from QUIK terminal (requires build 10+)
Starting from extension's build 6 it's expanded with broker providers for live and paper trading:
- QUIK - the most popular trading platform in Russia. Powered by QuikSharp library
DISCLAIMER:
The third party data is subject to the availability of the respective provider (website) and may be delayed or inaccessible periodically due to network or technical reasons. As the data is not guaranteed to be accurate, it is your responsibility to confirm that it does not contain errors before utilizing it for any type of backtesting or trading activities. Quantacula LLC is not to be held liable for any errors in market data or its inavailability.
Quantacula LLC is willing to license the QUIK broker provider (Licensed Software) to you only upon the condition that you accept the terms contained in this license agreement (EULA). By downloading, installing or using it you acknowledge to be bound by this EULA.
The Licensed Software is provided "as is" and "with all faults" and without any warranty. It is designed for the purposes of paper trading (simulated trading) only. You use it in a live broker account for trading real money at your own risk. No support is provided from the creator for either paper or live trading.
You acknowledge that Quantacula LLC shall not be liable for any losses, costs, damages, technical problems, bugs, system or equipment or software failures and malfunctions, and other similar problems or defects related to the Licensed Software.
Screenshots
Change Log
- Target .NET8.
- Fixed Daily+ updates broken by a change at Finam. Note! All EOD+ data updates will be slower due to forced pagination of requests.
- Adapt to changes in base class signatures in WL8.
- Fixed breaking change in Finam data provider
- Support new base class methods for returning MarketDetails.
- Fix: restored “New DataSet Wizard” broken by a website change.
- Upgrade to latest version of Newtonsoft Json support library.
- Finam: display batch count progress in status bar
- Updated Finam's embedded resources for temporary support of New DataSet Wizard.
- Restored New DataSet Wizard's ability to create DataSets (fixed breaking change at Finam's side).
- Fixes an issue where partial bars may not be correctly detected for illiquid symbols.
- Data Providers are now more careful about checking Offline Mode before making web requests (requires WL8 Build 10+).
- Finam now uses native 60-minute data requests.
- The embedded resource used to split older intraday histories was overlooked in the migration to Verison 8. Refresh intraday histories for split adjustments.
- QUIK broker was not using the mapped symbol defined in Symbol Mappings.
- Adaptation for new LimitClose Order Type.
- Initial WL8 release.
- QUIK provider: fixed stop price in Unmapped Blocks.
- Added second Streaming Provider for QUIK.
- MOEX Provider: added support for fund symbols.
- MOEX Provider: fixed streaming provider.
- Fix for QUIK Provider's duplicate positions in Accounts.
- Fixed QUIK cancel orders in live trading.
- QUIK provider supports showing active orders in Order Manager after WL7 restarts.
- Changes to adapt to WL7 framework changes in Build 42.
- Avoid requesting entire intraday history when a Max Bars Data Range is selected.
- Minor changes to take advantage of better data loading mechanisms in WL7 Build 37.
- Fixed some internal Parameter handling routines.
- Prevented creation of empty DataSets by MOEX, MFD and Finam Providers.
- Finam Provider marked as not supporting parallel updates.
- Set Default Market to Moscow Stock Exchange.
- Improve performance when canceling Data Requests.
- Several miscellaneous QUIK fixes.
- Update for new Accounts framework, display accounts and positions info in Accounts window.
- Fix for QUIK streaming not canceled, other minor tweaks to QUIK HDP/SDP.
- QUIK streaming: fix bad Change in Quotes windows.
- QUIK historical: fix no data in intraday DataSets.
- QUIK added order error handling.
- QUIK support for SPB exchange.
- QUIK fix stop orders.
- Added QUIK streaming provider.
- Added QUIK historical provider.
- QUIK to pass on client code to exchange.
- QUIK fix adjustment of size to lots.
- QUIK re-request clientCode on empty.
- QUIK attempt fix "incorrect client code" case.
- QUIK added junk bonds detection.
- Fixed incorrect detection of security class which may cause instrument mismatch when sending orders.
- Added support for the security class of high risk stocks.
- Fixed MOEX streaming broken.
- Added QUIK broker provider.
- Finam: Possible to add all symbols from a group in New DataSet.
- Finam: Symbol codes are used when creating new DataSets, not names.
- Requires WL Build 8 to work.
- Fixed bad data in MOEX in Russian locale.
- Removed partial bar from intraday data by Finam and MFD.
- Fixed Bulk Update: excessive requests and Cancel behavior.
- Fixed Update DataSet: background download of intraday data in Update DataSet for non-intraday bar scales and symbols left with zero bars after update.
- Added filter by symbol in New DataSet.
- Baseline release.