Trades / Ticks
Exchange trade events with price, quantity, timestamp and direction-related fields where available.
AVIN · Trading Research Platform
Market data.
Ready for research.
Historical datasets for Moscow Exchange instruments: trades, bars, order books and precomputed market clusters. Clean structure, research-friendly formats, predictable time series.
4
market data layers
MOEX
equities & derivatives
Parquet
research-ready storage
UTC+3
exchange time convention
Data layers
From raw events to derived data.
Download only the layer you need. Raw market events stay separate
from normalized and derived datasets so research pipelines remain reproducible.
Bars
Normalized OHLCV series, prepared for fast slicing and analysis.
Order Book
Historical depth snapshots and updates for instruments where full market depth history is available.
Clusters
Precomputed footprint-style aggregations by price level: volume, delta and trade activity.
Data catalog
Available instruments.
Public mirror contains a limited subset of the research archive.
Search by ticker or instrument name.
| Instrument | Board / Market | Layers | |
|---|---|---|---|
|
SB
SBER
Sberbank |
TQBR · Shares | ticksbarsbookclusters |
|
|
GZ
GAZP
Gazprom |
TQBR · Shares | ticksbarsbookclusters |
|
|
LK
LKOH
LUKOIL |
TQBR · Shares | ticksbarsbookclusters |
|
|
VT
VTBR
VTB Bank |
TQBR · Shares | ticksbarsbookclusters |
|
|
IM
IMOEXF
MOEX Index Futures |
FORTS · Futures | ticksbarsbookclusters |
|
|
GL
GLDRUBF
Gold / RUB Futures |
FORTS · Futures | ticksbarsbookclusters |
No matching instruments in the public catalog.
Research workflow
Simple files. Predictable layout.
Datasets are optimized for local analytical workflows rather than
proprietary terminals or vendor-specific APIs.
Storage formats
Columnar files for fast scans, compression and efficient loading from Python, Polars, DuckDB and similar tools.
TradesParquet / zstd
BarsParquet / zstd
Order BookParquet / zstd
ClustersParquet / zstd
Local-first research
Download a dataset once and keep experiments close to the data. No session-bound terminal and no vendor SDK required.
$ duckdb
D SELECT count(*)
FROM read_parquet('sber/trades/*.parquet');
128734920
$ avin analyse trend --symbol SBER
Built for repeatable trading research.
AVIN turns raw market history into a consistent data layer for analysis and experimentation.