Hi guys!
I can’t download intraday (60 min, 10 min) market data via Finam data provider on some futures contracts. Meanwhile it is possible to download daily chart on the same contracts.
Could you help to fix this problem? Or is there this bug on Finam’s side?

Hi Sergey,

Thanks for drawing my attention to this issue. I see you're trying to backfill the data for expired futures contracts from 2008-2018 and get 0 bars. This is a drawback of fixing the problem you raised last month: Finam provider data download takes too long. Although I've reached a considerable speed improvement, this has effectively broken the intraday history backfill for archived symbols on intraday bar scales (only). Due to the way the downloader now works, the intraday data for expired futures contracts or delisted stock symbols can no longer be downloaded. Let me think if we can work around this.

Sergey, got a question for you as I'm trying to lay out a workaround. Does Finam put all expired futures and delisted stocks into groups which end with "Архив" (e.g. "ММВБ Архив", "ФОРТС Архив" etc)? If my assumption is correct this we may be onto something.

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JPEG or PNG – Which Image Format Offers Better Quality?

Indeed my assumption seems to hold true. So we do have a quick and easy fix. I've just tested it and an intraday DataSet which contains both an actively trading symbol and an expired futures or delisted stock symbol is updated correctly. The tradable symbol is processed with the new 'fast' update method and the expired one is updated slowly but correctly:

QUOTE:
Updating DataSet TEST ...
Up-to-date symbols: 0, Update required for: 0, New symbols: 2
Downloading new symbols...
Symbol: AFLT-6.19(AFM9), Downloaded bars: 100, Last date: 01.03.2019
Symbol: AFLT-12.17(AFZ7), Downloaded bars: 922, Last date: 21.12.2017
Update completed (4 min 40.107 sec)
----------------

This is how it will work from now on. Note that the fix will only work for "archived" groups. If it happens so that Finam puts any expired/delisted symbol inside a regular market group then such symbol will not get updated (will return 0 bars)!

Sergey, you can update the Finam extension to v2019.03.1 which has just been uploaded.

Eugene!
You did a lot while I was off line.
You were right in all points!
Thank you. It works now.

You're welcome.