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                Service description

                Moscow Exchange (ex. MICEX and RTS) offers a full range of historical trading data used for optimizing Participants' trading algorithms, carrying out technical analysis, meeting needs of back offices, etc for Securities market, FX market, Derivatives market.

                We offer the following historical data products:

                1. Information on all trades and all orders (Order Book) – Type А
                2. Information on all trades and best orders (Top Of Book) – Type B

                Also You may obtain access to a comprehensive database containing historical trading results data (end of day aggregated data and registers of executed transactions) from all Moscow Exchange markets, including equity, FX, and derivatives. The data are provided under subscription for monthly periods starting from the 1st of the month specified in the subscription order.

                1. Trading results (End-of-Day History) from all markets (trading floors) of the Moscow Exchange Group (archives for the past periods prior to the start date of the subscription) including
                  – Type C

                Example: after completing a subscription application to receive access to archives of historical data for a three month period (e.g. January – March), you will receive, starting on the date following the date of your payment, access to the database containing trading results data for the period from 1 January to 31 March (three calendar months).

                The access period for downloading historical data from Moscow Exchange's archive database is one month from the date when access to the database begins.

                Daily trading results (end of day aggregated data and registers of executed transactions) come in xml and csv (excel) formats, which are compatible with most database and spreadsheet applications.

                Historical data are available for the following time periods:

                Type A, Type B

                • Stock market: from August 2002
                • FX market: from с January 2006
                • Derivative market: from January 2008

                For the trading results (End-of-Day History) - Type C

                • Stock market: from March 1997
                • FX market: from June 1997
                • Derivative market: from September 2001
                • Stock market: from February 2000
                • FX market: from January 2000
                • Derivative market: from September 2001
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