Moscow Exchange: Algopack Algorithmic trading through API

ALGOPACK provides access to a large set of historical and online data on all MOEX shares. Customers will now be able to test and run their own trading robots on unique data.

2025: Full Feature Version Launch

The Moscow Exchange has expanded the capabilities of investors and traders by launching a fully functional version of the Algopac analytical service. Now all users of the service have access to a graphical interface for presenting data on all shares and futures traded on the Moscow Exchange. The exchange announced this on February 18, 2025.

The updated Algopac has included visualization of several powerful tools at once that help monitor the market and work with its signals:

• heat map of the market - the current state of all shares and futures on one screen;
• MegaAlerts - radar of sharp changes in stock prices and large volumes of trading on them;
• FUTOI - open positions of individuals and legal entities under futures contracts;
• SuperCandles - extended candle charts by stock, broken down by buyers and sellers;
• HI2- Herfindal-Hirschmann index (market concentration index).

Depending on the instrument, the signals are updated in real time (real-time market data), every minute, five minutes or daily. For the MegaAlerts tool, historical data are available from 2024, for the rest of the tools - from 2020.

Data is accessed through the API architecture and Python library, which facilitates integration with existing trading systems and provides flexibility in using information to create their own trading strategies.

Шаблон:Quote 'author=said Sergey Yakovlev, Managing Director for Data Development and Monetization of the Moscow Exchange.

2023: Providing Access to the Beta

Moscow Exchange December 20, 2023 provided all users with access to the beta version of ALGOPAC. This is an innovative product for, algorithmic trade which makes it possible to use a large range of publicly available historical and online on data all shares traded on the Moscow Exchange for testing and launching trading robots. ALGOPAC is a product of the DATASHOP information and financial Marketplace, which is scheduled for launch in the second quarter of 2024.

ALGOPAC includes a set of useful tools for algotraders, including:

• analytical signals about the market movement, based on mathematical analysis of stock prices in the flow of transactions and applications;
• The ability to test trading strategies using access to historical data
• libraries and code samples for creating and automating trading algorithms through online data.

{{quote 'author=said Andrej Arshavsky, managing director for data management and monetization of the Moscow Exchange. | ALGOPAC is a significant step by the Moscow Exchange towards algorithmic trading. The product opens up new horizons for algotraders and investors, allowing them to use the calculated data to create and test strategies in real time. We provide the most up-to-date and accurate information so that users can most effectively implement their trading strategies. We invite all interested traders and developers to join the testing of the beta version of ALGOPAC and contribute to the development of algorithmic trading on the Moscow Exchange, }}

The Moscow Exchange will continue the active development of ALGOPAC: futures contracts will be added in the near future, and in the first quarter of 2024 - the main currency pairs, as well as notifications about the identification of price fluctuations and applications using artificial intelligence models.

The beta version of ALGOPAC is available to everyone when registering on the Moscow Exchange website and requesting an API connection on the ALGOPAC page.

All metrics submitted under the ALGOPAC product are calculated by PJSC Moscow Exchange on the basis of publicly available impersonal data. Metrics are provided for informational purposes only, are not an incentive to perform any actions at the Moscow Exchange trading, are not an individual investment recommendation.

The user of the ALGOPAC product independently makes decisions on the use or non-use of the obtained data in his trading strategies. The user must independently evaluate his trading strategy for its compliance with the current regulation.