Ticks Downloader for Finam.ru
Limited to FORTS market only.
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.
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.
Please contribute!