Finam: incomplete intraday data downloaded in certain bar scales
Author: davidusr
Creation Date: 7/23/2018 7:46 AM
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davidusr

#1
Hi!

trying to use finam data adapter, but faced issue.
For example, ticker MOEX.
if i use scale 1 minute, last bar is dated with last tradedate. it's ok.
but if i use scale 60 minute, last bar is dated 31.03.2014. it's not ok.

with SBER the same problem, last date for 60 minute is 31.07.2012.

Can someone help me here?
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Eugene

#2
Hi,

I see the issue so let me try to explain what's going on. Finam has always been imposing various limitations to prevent the data export server from abuse. Our data provider has to obey the rules and request intraday data in chunks, one by one. As you already know, in April they've improved bot detection which now affects the intraday data downloads. It turns out that this is why you either can't get the intraday data at all or get incompete data.

I'm going to fix the issue in upcoming version v2018.08. Prepare for intraday data backfill to become considerably slower (by an order of magnitude) but the entire available data will get downloaded without issues.
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Eugene

#3
The issue has been fixed. Thanks for bringing it to my attention. Please update the extension to version 2018.08 and restart Wealth-Lab.
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