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RTS RU data

by Tom Huggens, 3619 days ago
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The Russian Trading System (RTS) website (www.rts.ru) allows investor to download EOD quotes for all listed securities (Stocks, Bonds, and Inv. Funds). This data is automatically retrieved by this downloader, parsed and then added to your quotes database.

This RTS RU data item requires that you select a start and end date and then you press the download button. Quotes are downloaded by date and they contain data not only for stocks, but also bonds and Inv. Funds.

The downloaded CSV file from rts.ru contains data only for securities that were traded during a particular date (the other symbols will get no values), and thus only few securities data are reported each trading day. The solution I have found to that problem is to create a script that tells the application to grab the last quotes data whenever a symbol is reported empty for a particular date.
Here is the issue explained with an example:
After downloading some quotes, the NKNCP symbol will contain the following price series: (Just an example)
16/10/2009 - 1.55
23/10/2009 - 1.6
26/10/2009 - 1.8


Here is the result after applying the script I have implemented in the RTS RU data object:
16/10/2009 - 1.55
19/10/2009 - 1.55 - Added (Monday)
20/10/2009 - 1.55 - Added (Tuesday)
21/10/2009 - 1.55 - Added (Wednesday)
22/10/2009 - 1.55 - Added (Thursday)
23/10/2009 - 1.6
26/10/2009 - 1.8

All of this is done automatically by this RTS RU data object.

The current downloader adds unknown symbols to the database. These symbols will not contain any information about the company, bond security or investment fund. However, you can download a list of symbols that contains such data. This list can be found here: Russian Stock Market.
Before retrieving quotes, download the above list of symbols and select a new account where to add symbols. After that, download this RTS RU data item and start downloading quotes.


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Type: Download Script

Object ID: 332


Country:
Russia

Market: Stock Market

Style:
All

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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.