Moscow Exchange ISS Client

A PHP library that provides easy access to Moscow Exchange data via its Informational & Statistical Server.

Installation

Download via Composer:

composer require panychek/moex

Include the autoloader:

require_once 'vendor/autoload.php';

Getting started

The basic usage pattern is to instantiate a Security object for the security you want to interact with. You can pass any string you want (in Russian or English) - the library will perform a search and pick the best match.

use Panychek\MoEx\Security;
use Panychek\MoEx\Exception\ExceptionInterface as MoexException;

try {
    $security = new Security('Sberbank');
    $last_price = $security->getLastPrice();
    
} catch (MoexException $e) {
    echo $e->getMessage();
}

You can also access the security by its code (prefix it with a hash symbol (#)). This will be slightly faster, since you avoid an extra API call to find it.

$security = new Security('#SBER');

The default language is Russian. You can switch to English like this:

Exchange::setLanguage('en');

Authentication

If you're subscribed to any paid services and want to access their private data, you should authenticate yourself first using your Passport account credentials:

Exchange::authenticate($username, $password);

Search

You can easily find the needed financial instrument. This call will return a collection of matched securities:

$securities = Exchange::findSecurities('Alrosa');

You can also limit the results:

$securities = Exchange::findSecurities('Gazprom', 5);

Retrieving market data

Shares, currency pairs and futures

Available methods:

Method	Input parameters	Returns
getLastPrice		float
getOpeningPrice		float
getClosingPrice		float
getDailyHigh		float
getDailyLow		float
getLastUpdate		object(\DateTime)
getDailyChange		float
getDailyPercentageChange		float
getVolume	string $currency Possible values: RUB or USD Defaults to: RUB	int

Fetching the ruble's exchange rate from the FX market:

If omitted, the base currency defaults to US dollar

$usd_rub = Exchange::getRubleRate();
$eur_rub = Exchange::getRubleRate('EUR');

Bonds

In addition, bonds also support the following methods:

Method	Input parameters	Returns
getYield		float
getDuration		int
getFaceValue		string
getCouponValue		string
getCouponRate		string
getCouponDate		string
getMaturityDate		string

Indices

Available methods:

Method	Input parameters	Returns
getValue		float
getOpeningValue		float
getPreviousClose		float
getDailyHigh		float
getDailyLow		float
getLastUpdate		object(\DateTime)
getChange	string $range Possible values: day, MTD or YTD Defaults to: day string $measurement Possible values: points or % Defaults to: points	float or int
getVolume	string $currency Possible values: RUB or USD Defaults to: RUB	int
getCapitalization	string $currency Possible values: RUB or USD Defaults to: RUB	int

Example usage

$rtsi = new Security('RTS Index');

$year_to_date_return = $rtsi->getChange('YTD', '%');
$month_to_date_return = $rtsi->getChange('MTD', '%');

$volume_rub = $rtsi->getVolume('RUB');
$volume_usd = $rtsi->getVolume('USD');

$capitalization_rub = $rtsi->getCapitalization('RUB');
$capitalization_usd = $rtsi->getCapitalization('USD');

Historical quotes

For a specific date range:

$security = new Security('MICEX Index');
$data = $security->getHistoricalQuotes('2014-01-01', '2014-12-31');

Starting from a particular day:

$data = $security->getHistoricalQuotes('2017-01-01');

Profile

$security = new Security('#GAZP');
$security->setLanguage('en');

$code = $security->getId(); // "GAZP"
$name = $security->getName(); // "Gazprom"
$short_name = $security->getShortName(); // "Gazprom"
$isin_code = $security->getIsin(); // "RU0007661625"

$market_title = $security->getMarket()->getTitle(); // "Equities Market"
$engine_title = $security->getEngine()->getTitle(); // "Securities Market"
$board_title = $security->getBoard()->getTitle(); // "T+: Stocks, DRs"
$capitalization = $security->getEngine()->getCapitalization(); // 33015281259414 RUB

$issuer_title = $security->getIssuer()->getTitle(); // "Публичное акционерное общество "Газпром""

$indices = $security->getIndices();
foreach ($indices as $index) {
    $code = $index->getId(); // "MICEX10INDEX", "MICEXBMI", "MICEXINDEXCF", etc.
    $short_name = $index->getShortName(); // "MICEX10 Index", "Moscow Exchange Broad Market Index", "MICEX Index", etc.
}

Turnovers

Totals for the exchange

Last available trade day:

$exchange = $security->getExchange();

$turnovers_rub = $exchange->getTurnovers('rub'); 
$turnovers_usd = $exchange->getTurnovers('usd');
$num_trades = $exchange->getNumberOfTrades(); 

For a specific day:

$christmas_turnovers = $exchange->getTurnovers('usd', '2015-12-25');
$christmas_num_trades = $exchange->getNumberOfTrades('2015-12-25');

Totals for a specific market

Last available trade day:

$security = new Security('USDRUB');
$fx_market = $security->getEngine();

$fx_turnovers_rub = $fx_market->getTurnovers('rub');
$fx_turnovers_usd = $security->getEngine()->getTurnovers('usd');
$fx_num_trades = $security->getEngine()->getNumberOfTrades(); 

For a specific day:

$fx_christmas_turnovers = $fx_market->getTurnovers('usd', '2015-12-25');
$fx_christmas_num_trades = $fx_market->getNumberOfTrades('2015-12-25');

Groups

Get the most reliable stocks (that are on the First Level quotation list):

$shares_group = SecurityGroup::getInstance('stock_shares');
$first_level = $shares_group->getCollection('one');
$securities = $first_level->getSecurities();

Debugging

To see what's going on at the network level, define a logging callback function and pass it to the client. Once done, it will be invoked on each API call with its statistics.

$logger = function(\GuzzleHttp\TransferStats $stats) {
    $request = $stats->getRequest();    
    $uri = $request->getUri();
    
    $time = $stats->getTransferTime();
    
    $html = 'Request URI: %s<br />Time: %s<br /><br />';
    echo sprintf($html, $uri, $time);
};

Client::getInstance()->setRequestLogger($logger);

Handling errors

A Panychek\MoEx\Exception\DataException exception is thrown in the event of any data related error. The following codes indicate the reason for the failure:

• FAILED_REQUEST - all network errors
• INVALID_RESPONSE - the response is not a valid JSON string or its format is not supported
• EMPTY_RESULT - the response contains no actual data

A Panychek\MoEx\Exception\AuthenticationException exception is thrown in case of authentication failure.

All exceptions thrown by the library implement the Panychek\MoEx\Exception\ExceptionInterface interface.

Tests

There are two types of tests distributed with the package: unit tests and integration tests.

The unit tests are run against mock data and hence are ready out-of-the-box. In order to run them, execute the following command:

phpunit --group Unit

The integration tests make real API calls and ensure that nothing has changed with the responses, so they require network access. You can perform integration testing by running:

phpunit --group Integration