Finam static/streaming intraday/daily data provider
Author: Eugene
Creation Date: 12/20/2009 1:44 AM
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Eugene

#1
Finam Static Data Provider

This is a static provider that downloads free intraday and daily historical price data provided by Russian brokerage company "Finam".

Check out the project's Wiki page for more information:

Finam static data provider
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Eugene

#2
Update:

Finam static data provider (full version) becomes available for download from our site to Wealth-Lab Developer 5 users (only). Compared to its initial release, added Strategy Monitor support and Bar data editing feature.
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Eugene

#3
Finam static provider for Wealth-Lab Developer 6 customers updated to version 2010.09.

Highlights of the new version:

* Implemented intraday historical data download up to 1-minute (worked around Finam's artificial limitation)
* Fixed Finam's bizarre EOD Forex data, merging Saturday and Sunday sessions with Friday and Monday bars
* Last existing bar in the data will now always be considered partial and overwritten on each update

View the complete summary of changes: HERE.
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Eugene

#4
Finam static provider version 2010.10 for Wealth-Lab Developer 6 customers released.

Besides adding a new market group in the data feed (update to v2010.10 and perform "Refresh Classification" to reflect changes), there's one important bug fix. It's recommended to update to the actual version to avoid getting the wrong data for non-unique symbols such as LKOH, SBER etc. which could be a stock and a futures contract at the same time.

Important note:

Despite the fix, if any DataSet contains a non-unique symbol (e.g. GAZP, RTKM, LKOH...), their data may get mixed up and broken in two cases:

1. Do not perform "Update All Data" with Finam provider enabled. Instead, use "Update DataSet" to update them one by one.
2. Do not create DataSets with non-unique symbols from different groups.
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Eugene

#5
Finam static provider version 2010.11 for Wealth-Lab Developer 6 customers released.

In this release, all known issues affecting non-unique symbols have been fixed. Now you can return to update the Finam data in a usual manner.

This version's highlight is the [b]Quotes pane in the Data Manager, allowing to take a quick peek at the market dynamics of a selected Finam DataSet. Visit the Wiki for a screenshot of this convenient feature:

Finam provider Wiki
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Magnum

#6
Can't receive data for ticker "RTS" (continious future on FORTS market). It's bug?
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Eugene

#7
It's an insufficient description of a problem (that I can't reproduce). Please explain what are you doing step by step and what exactly fails.
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Magnum

#8
Not only RTS ticker. I think, every ticker, where a lot of data (1-minute period).
I think, it shall be useful to do a custom timeout time.

Here is log:

Updating DataSet Finam ...
Up-to-date symbols: 0, Update required for: 0, New symbols: 20
Downloading new symbols...
Error: The operation has timed out
Symbol: Eu, Downloaded bars: 0
Error: The operation has timed out
Error: The operation has timed out
Symbol: ED, Downloaded bars: 0
Error: The operation has timed out
Symbol: GOLD, Downloaded bars: 0
Error: The operation has timed out
Symbol: MIBR, Downloaded bars: 0
Symbol: NOTK, Downloaded bars: 2510, Last date: 30.12.2010
Symbol: PLZL, Downloaded bars: 33216, Last date: 09.12.2010
Symbol: ROSN, Downloaded bars: 261042, Last date: 30.12.2010
Symbol: RTKM, Downloaded bars: 106575, Last date: 05.03.2010
Error: The operation has timed out
Symbol: SILV, Downloaded bars: 0
Symbol: SNGR, Downloaded bars: 0
Error: The operation has timed out
Symbol: TRNF, Downloaded bars: 0
Symbol: URSI, Downloaded bars: 0
Symbol: VTBR, Downloaded bars: 0
Update completed (5 min 48.15 sec)
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Eugene

#9
Intraday historical requests internally are being split into smaller chunks to work around Finam's data loading depth limitations. Doing so also helps their server - a known slowpoke when it comes to downloading complete 1-min history for a symbol. I think that either you were hitting the server at some unlucky time or (less likely) your connection bandwidth could've been the bottleneck.

Suggestions to try right now:

* Download high frequency data from Finam at a different time to avoid potential server load problem
* Use a different internet connection (different provider, higher speed) and stop any background downloads/p2p you may have
* Repeat updating the DataSet until the provider completes grabbing the "missing" symbols' data (1-2 times)

Currently, requests time out after 10 seconds of inactivity which has been reasonable so far. For a future build, I may consider a custom timeout option or will just bump up the value (this is far more likely).
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Eugene

#10
Finam provider for Wealth-Lab Developer 6 customers has been updated to version 2011.01 on 01/12/2010.

Among the highlights of this important release are: Streaming data provider, support for WL 6.1 features, and bug fixes. It's strongly suggested to update to Wealth-Lab Developer 6.1 and Finam 2011.01.

* The provider now supports Streaming data based on snapshot quotes (pulled every 10 seconds).
* Supports GetSessionOpen (in WL 6.1 and above) - a trading session's open price is returned
* Attempts fix timeout problems (re: message from Magnum dated 1/5/2011 3:55 PM), potential network errors and other issues
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Magnum

#11
I use last version of this addon with 6.1 WLD.

This is a log of updating:
------
Updating DataSet finam-rts-1min ...
Up-to-date symbols: 0, Update required for: 0, New symbols: 1
Downloading new symbols...
Symbol: RTS, Downloaded bars: 232411, Last date: 28.12.2007
Update completed (57.15 sec)
----------------

Updating DataSet finam-rts-1min ...
Up-to-date symbols: 0, Update required for: 1, New symbols: 0
Updating existing symbols...
Symbol: RTS, existing bars : 232411, downloaded bars: 0
Update completed (15.937 sec)
------
Why it updates only till 28.12.2007?
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Magnum

#12
Re-updating add no more bars.
For experiment, i deleted dataset and created it again and updated it. It was updated 232411 bars again (may be it's a limit of Finam's site functional?!). I think, the right way is to update it beginning on time of last bar, but not beginniong of all times.
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Magnum

#13
Data not ends on this date. I've just downloaded today's 1-minutes data for this ticker from this page http://www.finam.ru/analysis/export/default.asp. But if i choose large range, for example, 01.01.2000 - 01.01.2011 it returns a file with message that range is too large.
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Magnum

#14
As a decision i see a possibility to set update range manually. So, user can manually download all data by parts.
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Eugene

#15
Found what seems to be an algorithmically elegant and hopefully more robust solution w/o having to deal with timeouts at all. The symbol 'RTS' in 1-min bar scale appears to be fixed:
QUOTE:
Downloading new symbols...
Symbol: RTS, Downloaded bars: 782043, Last date: 01/14/2011

In Extension Manager, update Finam provider to version 2011.01.1. Let me know how it goes.

Version 2011.01.1 change summary:

* Fixed: incomplete data download problem for certain symbols (e.g. RTS) in 1-min data scale
* Fixed: improved large data request reliability
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Magnum

#16
Updating DataSet RTSfinam1min ...
Up-to-date symbols: 0, Update required for: 0, New symbols: 1
Downloading new symbols...
Symbol: RTS, Downloaded bars: 0
Update completed (2 min 6.687 sec)
----------------

P.S. But in firewall i see WLD downloaded 56.1Mb...
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Eugene

#17
Indeed. What striked me is that only Windows XP is affected: you're using XP, and the issue could be reproduced on an XP machine. You'll be surprised to know that it never happened with Windows 7 or Vista boxes I tried the provider with.

Debugging showed that after successfully receiving those 56 Mb of data, on Windows XP an internal exception is thrown by .NET itself while internally processing the data. It's worth noting that the data per se weren't the cuprit - just their size after reaching some threshold. Chances are I hit some internal issue of .NET 2.0. So here goes a new build with a workaround.

Version 2011.01.2 change summary:

* Fixed: Windows XP issue (very large downloaded data not saved to disk)
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Magnum

#18
Looks like it works! Thanks a lot! :)

Updating DataSet RTSfinam1min ...
Up-to-date symbols: 0, Update required for: 0, New symbols: 1
Downloading new symbols...
Symbol: RTS, Downloaded bars: 782815, Last date: 17.01.2011
Update completed (2 min 18.687 sec)
----------------
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Eugene

#19
You're welcome. Thanks for pointing out the issue.
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bishop

#20
Hello,
I have created a portfolio of 5 russian stocks with a chart for each, chose Finam streaming provider in the "Settings", enabled "Stream" for each stock and set current workspace as default.

Unfortunately upon a startup a get an error with a description "Stopped Working" and have two options to choose: Check online for a solution or close the program.

That repeats after several start-ups of the program.

I also have noticed, that if i disable Finam as a streaming adapter everything works fine.

Is there a way how to resolve this problem?
Thanks.

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Eugene

#21
Hello,

To resolve something, first we need to reproduce that something and then understand what may have caused it. Since you're the first to report, let's troubleshoot it step by step:

1. Under Preferences > Streaming Data, clear any Streaming Ticker Symbols you may have. (By default, the box is filled with 3 indices missing in the Finam data feed.) Did this help?

2. What regional settings do you have? Have you adjusted them in any way in Regional Options (Windows Control Panel)? If yes, close Wealth-Lab, make sure your decimal and currency separators are set to "." (and not ","), restart Wealth-Lab. If this change made WL crash, fix it as instructed here: Wealth-Lab crashes on start after changing regional settings and restart WL. Did it help?

3.1. Which exact symbols, from which Finam market group, which BarScale and BarInterval?
3.2. Have you updated the DataSet before turning Streaming on? Is 'Update Data on Demand' enabled or disabled?
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bishop

#22
Eugene, step 1 resolved the problem. I cleared default streaming symbols and now everything is ok, thanks.
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Eugene

#23
Good to know that #1 helped. I'll mark the issue for investigation.
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bishop

#24
Hello,
Should Finam Streaming Data provider automatically refresh the chart after the end of each period?

I have created a dataset with RTS-6.11(RIM1) and chose a 1 minute time-frame for that symbol.

The quotes are updating every 10 seconds as supposed to be, but the chart didn't updates automatically, so I see only 1 real-time bar, which updates continiously and draw 1 big bar.
For example, the last bar time is 14:12:00 (current time is 14:22). If i press F5 on the chart the bars with time 14:13, 14:14, 14:15 etc. will be visible on the chart.

Is there a way to reload chart automatically every minute?

Thanks in advance
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Eugene

#25
Hello,

That's unexpected. Of course the new bars should be added each minute. Currently it's not clear what's causing the issue but thanks for the heads-up.
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bishop

#26
Eugene, thanks for your reply.
Did you the get the same behavior of Finam Data adapter on your computer?
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Eugene

#27
Yes. I tracked down the bug to an internal optimization of data requests made in 2011.01.1 which negatively affects any Streaming charts from 1- to 60-minute bar scales. Sorry about that.

I'll fix it in the upcoming release 2011.04.
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bishop

#28
Thanks, I will wait impatiently.
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Eugene

#29
One thing worth noting is that since Finam does not provide streaming data natively and this has to be emulated, the data quality isn't guaranteed: bad ticks and differences between streaming vs. static bars are possible (that's the price to pay for this goodness).
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Eugene

#30
Finam static provider has been updated to version 2011.04 (for Wealth-Lab Developer 6 customers only).

The only fix is that a malfunctioning optimization from v2011.01.1 has been reverted (thanks bishop).

* Fixed: Streaming bug: partial bar not closed on intraday bar scales due to an optimization in 2011.01.1 (reverted)
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alexZ8

#31
Eugene, I've found a critical issue with accuracy of day data obtained with Finam provider.

For example, when loading data for SBER03 ticker (Sberbank) I cannot see the bar for 05 March 2011. Seems that day's bar is silently lost.

Please check this.
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Eugene

#32
Thank you for the heads-up. Let me explain what goes on here.

Finam covers a lot of markets including Forex but their data feed runs in GMT+3(4) time zone, so when Forex closes on Friday 5 pm EST, a fake Saturday bar is created. The provider has special logic to merge these (Daily) bars with previous session's bar to arrive at a proper OHLC.

March 05, 2011 fell on a Saturday, and that was a normal trading session for your stock & futures exchanges. Unfortunately, the provider is mistakenly treating your Equity symbol as a Forex one, merging Saturday's OHLC with Friday's bar.

In an upcoming build, I'll make sure that this logic is turned on for Forex symbols exclusively and disabled for any other market group. When it's out, it will be recommended to refresh all Daily data downloaded from Finam to make the missing Saturday bar reappear.
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alexZ8

#33
Eugene, thank you for quick response. I'll be eagerly waiting for this fix. Without it, I can't run backtesting strategies with Finam provider. Please alert me when the fix is ready.

Thanks
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Eugene

#34
Re: alert, check out the Extension Manager Overview > "New Extension available".
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bishop

#35
Hello Eugene.
I have noticed a new problem.
I use Finam adapter for generating 5-minutes intraday charts.
I tried different symbols and found that the new version of adapter generates new bar prior to the end of the period.
For example, the new bar must become visible to WL at the 1st second of a new period, i.e. at 16:10:01, 16:15:01, 16:20:01 etc.
But with that version of adapter the new bar becomes visible to WL either at 16:09:10 or 16:09:20 (16:14:10, 16:19:10....), actually before the current 5 minute period ends.

Is it a bug? If so, can you, please, fix it?

Thanks

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Eugene

#36
Thank you for your report. This bug will be fixed in the next build.
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Eugene

#37
QUOTE:
[QUOTE]Eugene, step 1 resolved the problem. I cleared default streaming symbols and now everything is ok, thanks.
Good to know that #1 helped. I'll mark the issue for investigation.[/QUOTE]
Just revisited this. Was never able to duplicate that crash with either real or non-existent/fictituous streaming symbols.
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Eugene

#38
Finam static provider has been updated to version 2011.05.

In this release, several bugs are fixed and traffic consumption is greatly reduced. Summary of changes:

* Fixed: static: erroneously skipped otherwise valid Saturday bars in Russian markets
* Fixed: static: reduced data amount downloaded when updating intraday bars
* Fixed: streaming: live bars were closing prematurely (~1 minute ahead)
* Fixed: streaming: Streaming traffic consumption greatly reduced

This extension can only be installed and used by Wealth-Lab Developer 6 customers.
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Eugene

#39
Finam static provider version 2011.06 released.

Starting from this version, the Market Manager tool is supported. In short, this allows to:

* Define Market Groups and specify custom market open/close times (Ability to hide premarket and/or aftermarket data)
* Define holidays and shortened sessions.

For more details please check out the online reference.
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Eugene

#40
Finam static/streaming data provider updated to 2011.09.

Change summary:

* Changed: MarketInfo returned w.r.t current time zone (reverts a 2011.06 change)
* Removed: "Quotes" panel now is obsolete. Install the integrated "Data Tool" addin for universal Quotes pane and data managing utilities!
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kas

#41
Hello! I have problems trying to download history for SandP-500* ticker using Finam extension. It is just 2 months of hourly timeframe. The error is "Path contains illegal symbols", so it seems maybe the symbol "*" at the end is the problem, or I don't know. Help me please to solve this.
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kas

#42
Yes any ticker with "*" at the end has the same mistake while loading - "Path contains illegal symbols". Any other tickers loads perfectly. So it may be a bug.
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Eugene

#43
Yes, special character '*' is the problem. Any Finam symbol with an invalid character like '*' that can't be created on a Windows file system, can not be handled by the provider. It's usually not an issue for other data providers but Finam, with its own symbology allowing for duplicate symbols, is different.

I'm long aware of this bug but do not intend to fix it because it's not severe and has zero importance (IMHO). For U.S. symbols, you're better off subscribing to a dedicated quote feed like IQFeed. The handful U.S. symbols Finam provides is not the strongest part of their data feed. Its highlight, for sure, is the ability to have a static/streaming intraday/daily data solution for thousands of Russian symbols for the price one can't beat (free as in beer). Fortunately, these tickers don't seem to contain invalid characters at all.

Resume: due to the provider's complicated internals, fixing the low-importance issue ain't worth the trouble.
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Eugene

#44
P.S. Thank you for the heads-up. A note has been just added to the provider's online help page: Known issues.
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kas

#45
I think there might be another issue with this provider. When I create a dataset of Finam weekly data, they are scaled as daily. The same thing, when I create a Finam montly scaled dataset, I have a daily data in there. Although the original Finam datafeed allows to save weekly and monthly timeframes.

So my strategy, trying to look for weekly or monthly timeframes shows a mistake, because there are only daily.
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Eugene

#46
You're right, thanks. That's going to be an easy fix.

While waiting for the fix you can load Weekly/Monthly by applying the following workaround:

1. Create a Weekly/Monthly DataSet
2. Close WL6
3. Find the folder where DataSets are stored, on Win7 it's usually:

C:\Users\username\AppData\Roaming\Fidelity Investments\WealthLabDev\1.0.0.0\Data\DataSets

4. Using Notepad or your favorite text/XML editor, find the XML file of your Finam DataSet and edit this line:
QUOTE:
<Scale>Daily</Scale>

this way:
QUOTE:
<Scale>Weekly</Scale>

or this way, depending on desired bar scale:
QUOTE:
<Scale>Monthly</Scale>

5. Start WL6 again.
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Eugene

#47
Finam static/streaming data provider updated to 2012.02. This release fixes a couple of bugs:

* Fix: the inability to create Weekly/Monthly DataSets has been resolved.
* Fix: Market Manager time zone changed in Streaming provider
* Change: enabled Heartbeat to force update streaming charts (of illiquid instruments) that have not had tick updates in time
* Change: (internal) upgraded user agent string
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Eugene

#48
Finam static/streaming data provider has been updated to 2012.03.

Summary of changes:

* Change: Finam made changes to Classification
* Change: updated Finam Classification groups
* New: suggested DataSet name

Finam has made some structural changes to their Classification Groups. At the same time, the data vendor seems to be inclined towards supporting their old classification groups. So while upgrading to 2012.03 is not mandatory and existing users can continue, I believe that the old classifcation might not get updated with new symbols and groups any more.

Note: after upgrading the provider, you will be prompted to refresh Classification upon creating a new DataSet.
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Eugene

#49
Warning

Finam has recently made some breaking changes to their classification groups. Do not click "Refresh Classification" or creating new Finam DataSets will break! To be fixed.
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Eugene

#50
Finam static/streaming data provider has been updated to 2012.05.

As Finam has made a number of changes to their symbol classification, this update is mandatory if you like to keep the Classification groups feature working. In previous versions it may be broken.

* Change: classification groups were hardcoded before, from now on they are retrieved automatically as they appear in Finam classification
* Change: http user-agent string updated (internal)
* Change: possible to install in Wealth-Lab 6.3+
* Fix: creating Finam DataSets not possible after reloading Classification (Finam made a breaking change to Classification groups)
* Fix: uninstalling Finam provider will preserve Market Manager library
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Rebelion

#51
I have a problem with tick data through this provider now - can't download no one bar. Is this connected with the same Finam data server changes?
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Eugene

#52
No. It's because being a popular free source of data, Finam imposes serious limitations, trying to avoid high server load issues:

1. tick data requests by download managers and custom software are detected/prevented
2. there's a time window during the day when tick-based data can be requested only for a single day
3. multiple requests within some short period are throttled
4.1. certain market groups do not have tick data, and
4.2. for some individual emitents, tick data may not be available.

I've withdrawn multi-threaded data updates, falling back to single-threaded requests for the same reason: it simply was not possible to overcome all Finam's limitations, especially the throtlling.

Having said the above, I don't feel it's reasonable to continue offering Ticks in the provider. The option will be removed starting from the upcoming build 2012.11.
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Eugene

#53
Finam static/streaming data provider has been updated to 2012.11.

Summary of changes:

Fix: crash when enabling Streaming on unrecognizable/inexistent symbols (e.g. WL's built-in index symbols .DJI etc)
Change: reduced memory footprint after refactoring and fixing Finam Classification
New: added support for Change/% Change in Quotes windows
Change: disabled Tick data option in New DataSet Wizard. Tick data is not supported due to Finam's restrictions.
Change: Wealth-Lab 6.4+ required to install/update (.NET 4.0 required)
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Eugene

#54
Note!

Finam has again changed the location of its classification groups file on their server. While Classification Groups in "New DataSet" continue to work, they're out of date (stuck in late Autumn 2012 state). This will be fixed in new build of the Finam provider in a few months from today.
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Eugene

#55
Finam static/streaming data provider has been updated to 2013.05.

1. The ability to use Classification Groups has been restored.
2. Also, fixed a bug causing error message in Strategy Monitor by virtue of broken classification file.
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yegor

#56
Hello Sirs,

kindly ask to advise how to connect to this Finam data provider.

here, I've found that I need "to download classification groups" , but nowhere indicated what is it and how to do that .

Please help
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Eugene

#57
Extensions (including the Finam provider) are not available to free trial users. To download extensions, first you have to purchase Wealth-Lab Developer.

FAQ: I can't download an Extension: the site says Wealth-Lab extensions are available only to Wealth-Lab Version 6 customers.
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TCust

#58
If use Russian name symbol, more ticker contains "space" example Gazprom Ao, this not correct work in Market Manager

I change in xml files and *.wl delete all spaces, not good idea use Russian name of tickers

May be change on exchange tickers, this international standard in trading platform ?

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Eugene

#59
Those international standard tickers like "RU000A0JPM63" (a random ticker for example) look way less user-friendly than "Gazprom ao", aren't they? By the way, Finam has duplicate tickers (e.g. several GAZP which belong to different markets) and this makes lookup less reliable. Not to mention that what you've proposed is impossible because we can not afford a breaking change to all existing DataSets of a popular data provider.

The Finam provider has no problem with the symbol names separated with space, so it's a MM defect. The correct way to approach this problem would naturally be to fix the Market Manager to honor symbol names with spaces (e.g. by wrapping them in quotes). Thanks for the heads-up, I added a note about this limitation to the Wiki and a bug to the product backlog.
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TCust

#60
Eugene try quick change ticker on chart GAZP or GMKNorNik :)

How I understand WLD converts finam id ticker 11752 to other name GAZP or Gazprom ao

You will may have problem in future, in other WLD module or user code, with names contains space :)

For me its not critical, I change for normal use.

Ps. Option's in IQFeed have large name too, but universal symbol ticker name, need that not have problem in most software who use it.

May be change space in WLD on ( _ ) and use autoconversion ? Idea for you :)
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Eugene

#61
Some symbol codes like GAZP, LKOH, GMKN etc. are not unique and this may cause various issues. This is a Finam website bug/feature known for years, please see the online guide for an explanation:

Finam static/streaming data provider > Usage notes > Important!
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Eugene

#62
Mikhail_K wrote:

Dear All,
I trade on Russian exchange only. I need to test the datasets from FORTS and MiCEX. But Finam provider delivers the non correct data (see. Screen). Help me solve this problem.
Looking forward your responce.
Thanks in advance.
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Eugene

#63
The provider is working correctly, there are no issues.

Due to having forgotten to click "Add attachments", your screenshot didn't attach. Please retry and this time indicate in the body of your message which exact symbols from which exact market group you're requesting (note that symbols are not unique at Finam).
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Eugene

#64
What's new in mandatory update 2015.10:

* Fix: Classification broken by Finam website update
* Change: .NET 4.5 and Wealth-Lab 6.8+ are required to install/update
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Eugene

#65
Finam static/streaming data provider has been updated to 2015.12. This is a maintenance release with improvements in handling Finam's incorrect weekend data:

* Change: weekend data (EOD) detection enhancement: include crude oil symbols and more currencies
* Fix: incorrect (duplicate) volume for EOD Monday bars of Forex/currencies symbols whose fake weekend bars are being merged with Monday's
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Eugene

#66
Finam provider v2016.06 is a minor release not bringing any improvements of fixes. The only (internal) change is better mimicking of a modern browser through updating a HTTP UserAgent field. It's believed to spoof site from recognizing provider activity too easily.
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davidusr

#67
Hi!faced issue with adapdet when creating new dataset.Need help.
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Eugene

#68
It was a temporary issue caused by deploying an updated version of our website and associated services. Please retry, everything works correctly now.
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davidusr

#69
Should I reinstall adapter?
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Eugene

#70
Yes. I've just figured out that the reason is a sudden change at Finam that has broken its Classification Groups. Please update to v2017.05 from our website's Extension section.

What's new in mandatory update 2017.05:

* Fix: This is a must have release. Classification Groups stopped working due to a URL change (https) at Finam
* Fix: Potential error on resolving hostname when checking connection
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davidusr

#71
Thanks!Issue fixed! thanks for great work!
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Eugene

#72
What's new in v2017.10?

* Fix: automatic last bar data correction no longer overwrites user's edits
* Change: minor change to download URI generation
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Eugene

#73
Important!

As of Jan 13, 2017 the Finam server may return incorrect (crippled) intraday data. Even if you do a data export manually on their website. This is not our provider's fault. Ask Finam to fix their bug:

http://forum.finam.ru/topics/61-Ehksport-dannykh
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Eugene

#74
What's new in v.2018.04?

This is a hotfix for an issue discovered earlier this week. If you get a message stating 0 bars added when updating the Finam data please update the extension and restart WLD.

Note! Data updates will now become much slower due to an extra delay introduced to avoid the new anti-bot protection.
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Eugene

#75
What's new in version 2018.08:

To get your intraday data backfilled completely, Finam provider users are advised to update to the latest version:

* Fix: intraday data sometimes couldn't be downloaded completely (due to anti-bot protection at Finam). Kudos to @davidusr for his problem report.
* Change: (internal) user agent change
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Eugene

#76
What's new in version 2018.09:

To get their symbol lists up to date, Finam provider users are advised to update the extension.

* Fix: this build makes new symbols and instrument groups (e.g. cryptocurrency) available. As Finam stopped updating classification groups at its old location, update the extension and click Refresh Classification if you wish to keep your symbol groups up to date!
* New: From now on, provider will try to autodetect the location of symbol lists at Finam's website.
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Eugene

#77
What's new in version 2019.03:

* New: historical backfill of intraday data now works much faster. See this post for details.

* Fix: an empty Classification Groups file no longer causes exception that doesn't let refresh the broken Classification and create DataSets
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Eugene

#78
Version 2019.03.1:

* Hotfix: intraday data for expired futures contracts and delisted stock symbols cannot be downloaded (0 bars)
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Eugene

#79
What's new in version 2019.05:

* New: add all instruments from a market group at once (requested by GolfPlayer)
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Eugene

#80
To anybody interested: we've released a new data provider for the Russian markets (mainly) - MFD.ru. Although its intraday backfill isn't as powerful as Finam's (MFD returns just 1 year of intraday data), speed is its advantage. As there are no delays, backfill and daily updates are multi-threaded and very fast.

Check it out here:

Direct installation link
Online user guide

We hope it becomes a good backup solution to the Finam data feed.
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Eugene

#81
What's new in mandatory update 2020.01:

* Fix: Classification Groups parser could make provider return no data or data for incorrect symbols (potentially)
* Change: .NET 4.6.2 or above is required

Update is highly recommended to ensure data integrity!
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algotradingwl

#82
Hello!
Ticker ВТБ ао has stopped opening.
Version Finam Static/Streaming Data Provider 2020.01
Installed Microsoft .NET Framework 4.8
Could you check the situation?
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Eugene

#83
Which one? It's up to date as of 02/12/2020:

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algotradingwl

#84
The same ticker!
I have the black screen from Monday. Before that everything was OK. Other tickers are opening normally.
If waiting for a long time, the window appears:
WealthLabDev: Array dimensions exceeded supported range.
Version 6.9.23.1 64-bit Edition.
What can be done?



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Eugene

#85
Thanks, I stumbled on the issue you're talking about before. Unfortunately I wasn't able to reproduce it consistently and fix it. Here's workaround:

1. Enable hidden file/folder visibility

2. Open this folder in Explorer (depending on chosen bar scale):
c:\Users\Windows username\AppData\Roaming\Fidelity Investments\WealthLabDev\1.0.0.0\Data\FinamProvider\bar scale\

3. Find the .WL file for your symbol (e.g. "ВТБ ао.WL"). You will notice that it has grown to a huge size - maybe hundreds of Megabytes or even a Gigabyte.

4. Delete it. Then update your Finam DataSet.
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algotradingwl

#86
Thank you very much!
It helped!
Data is displayed!
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Eugene

#87
Glad to have helped. Note that since the issue is intermittent it can reappear for random symbol(s). You already know what to do in this case, and I've just updated the Wiki with the procedure until we squish the bug:

Finam static/streaming data provider > Known issues
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Eugene

#88
Bad news. Provider stopped working. Finam added Google Recaptcha to protect their data.

Workaround: use the MFD data provider for now.
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algotradingwl

#89
Thank you for the warning!
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Eugene

#90
Kudos to our customer GolfPlayer who asked Finam to reconsider, and they listened! The Finam provider has started delivering data again.
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Eugene

#91
Russian customers, meet new data provider! The MOEX provider delivers free intraday and daily historical and streaming data (for stocks, bonds, indices, currencies and futures/options) straight from the Moscow Exchange.

Install extension
Read this before using
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Eugene

#92
Unfortunately, the WL6 provider extension for Finam has stopped working due to a breaking change at Finam's website. In Wealth-Lab 8 this will be fixed by upcoming build 11 of the Russia extension:

https://www.wealth-lab.com/Software/Download
https://www.wealth-lab.com/extension/detail/Russia

As fixing the WL6 version is not planned, please consider upgrading to WL8.
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