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FinamTicksDownloader

Ticks Downloader for Finam.ru

Limited to FORTS market only.

Description

Standard download form has several limitations like: period restrictions, file size restriction, user sometimes must wait too long for the file being prepared. In this repository you'll find my implementation of ticks downloader.

Usage

FinamTicksDownloader.exe <ticker> <timeframe> <from> <to>

Parameters:

  • ticker - valid FORTS ticker (RTS, SBRF, Si, etc.)
  • timeframe - valid timeframe. Supported timeframes are:
    • M30 - 30 minutes timeframe
    • M15 - 15 minutes timeframe
    • M10 - 10 minutes timeframe
    • M5 - 5 minute timeframe
    • M1 - 1 minute timeframe
    • ticks - tick data
  • from - date to start from
  • to - final date

Example 1:

FinamTicksDownloader.exe RTS M5 2013.01.01 2013.12.31

Will download 5 minute candle series for RTS ticker since 1 January till 31 December 2013.

Like it?

Please contribute!

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Ticks Downloader for Finam.ru

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