Os Data Finam. Downloading historical data from the Moscow Exchange using Os Engine.

Os Data Finam. Downloading historical data from the Moscow Exchange using Os Engine.

We will learn how to connect to Finam and download historical data for testing strategies and trading on the Moscow Exchange using the OsEngine terminal.

From the main menu of OsEngine, we launch Data:

The main settings window will open.

1. In the "Source" tab, find Finam and double-click on it with the left mouse button.

2. Then click "Connect."

We wait for the connection and loading of securities.

1. After the highlighting turns green (1),

2. and the message "N securities loaded" appears (2) (the number of instruments may vary),

3. close this window (3).

Next:

1. Right-click on the empty field under the "Sets" tab and choose "add," or click the "Add new data set" button.

A window for setting up the data set to download opens.

1. You need to give the set a meaningful name (1).

2. Select the Finam source by clicking the arrows (2).

3. Check the box next to the desired timeframe (3).

You can select several at once. By default, some may already be checked. If the chosen timeframes are not needed, uncheck them.

Now we set the period for which we will download data (from several days to several years):

1. Enter the calendar (1).

2. You can switch months and years here (2).

Next, we connect securities:

1. Next to "Securities," click the "+" button (1) to enter the securities selection window.

2. Select the desired class of securities by clicking the arrows (2).

3. In the quick search window, you can type the name of the security to quickly find it (3),

4. Check the box next to those you want to download (4).

5. You can select several securities at once or select ALL by checking the "Select all" box. The "Accept" button confirms the selection (5).

All added securities are displayed in the "Name" field. Unwanted items can be removed with the "-" button.

Other settings:

Auto update – constant auto-updating of data in online mode will accumulate new data in the file system and save it while Os Engine is on and Data is running. Data will be automatically accumulated and updated each time you run Data from time to time.

“Regime” – fixes all settings and prepares for download. Switch to “On”:

Click the "Accept" button, and the data download begins.

In the main OsData window, you can monitor the data loading:

The loading time depends on the volume of the downloaded data and the power of your PC. It may take from several minutes to several days.

“Log” displays information on data loading. We also see the loading bar and the loading percentage.

“Chart” opens the chart of the downloaded data:

“More info” – visual inspection of the data cache. The dataset consists of N parts requested from the source. Here we can clear a piece of data that has identified issues, as tests should not be conducted on such data.

Successful testing and profitable trading!

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