batiaev / derivatives

Simple parser for moex derivative tickers

Derivatives

Futures and option tickers parser for Moscow Exchange.

Demo

https://demo.batiaev.com/derivatives/

REST API

• GET ./parse?ticker=SiH8
• GET ./parse?ticker=RI130000BC6
• GET ./parseFutures?ticker=SiH8
• GET ./parseOption?ticker=RI130000BC6

Test run

$ ./gradlew bootRun

Request

GET http://localhost:9001/derivatives/parse?ticker=SR25000BC8

Response

{
    "type": "OPTION",
    "moexDetails": "http://www.moex.com/ru/contract.aspx?code=SR25000BC8",
    "ticker": "SR25000BC8",
    "baseAsset": {
        "code": "SR",
        "ticker": "SBRF",
        "name": "ПАО Сбербанк (о.а.)"
    },
    "strike": "25000",
    "optionType": "CALL",
    "year": 2018,
    "month": "MARCH",
    "optionExpirationWeek": 3,
    "weekly": false
}

Author

Anton Batiaev