Hey!

According to this page http://www2.wealth-lab.com/WL5WIKI/FinamStaticProvider.ashx
and usage notes

CODE:
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I have 5 DataSets:
1) MOEX_Futures_d1
2) MOEX_Futures_m60
3) MOEX_Futures_m15
4) MOEX_Futures_m5
5) MOEX_Futures_m1
All with the same symbols: BR ED EU GAZP GMKN GOLD LKOH MIX ROSN RTS SBRF SI SILV VTBR
There are no other DataDets with these symbols.

WLD updates GAZP and VTBR of 1-minute data, but does not update any other timeframe data.
WLD updates LKOH for every timeframe data.

See attached.

There are GAZP stock and GAZP futures in Finam Data Provider, right?
Same with VTBR, ROSN, LKOH stock and VTBR, ROSN, LKOH futures.

But data update works for LKOH and does not work for GAZP, VTBR and ROSN.

How is this possible?

Dmitry,

At Finam each ticker is assigned a unique ID code. When deserializing a Finam DataSet which can be comprised of symbols which pertain to different market groups, there really is no surefire way to tell if this particular GAZP or VTBR is a Future or Stock symbol. (Okay, probably not so without making significant changes to the provider code that we do not consider.) To match a symbol name the provider has to make a lookup in the classification group. It looks up the ticker, finds the first match and quits happily. But if the match was wrong this may even cause mixed up data which you obviously wouldn't want. For one symbol it may work but not for another. Your symbols (LKOH GAZP etc.) are exactly this kind of Russian symbols - often duplicate across the market groups (stocks/futures). As I showed you in a previous conversation, there was no issue to update EOD data for VTBR ROSN and GAZP for me.

That's why the online user guide says it as clearly as possible:

"Do not include more than one non-unique symbol across your DataSets! There is no workaround for this."

You've hit the limitation. The only solution is to not do it. Hope this helps.

Thank you!

Created Datasets with GAZP, VTBR and ROSN only. It works now.

Looks like you have a solution. Glad to have helped.

What exactly "Do not include more than one non-unique symbol across your DataSets!" means?

GAZP, VTBR, ROSN are non-unique, right?

I created DataSet:
MOEX_nuFutures_m60 with GAZP, ROSN, VTBR (as you did) and it works, everything updates.

So there are three non-unique symbol in one DataSet - am i right?

QUOTE:
What exactly "Do not include more than one non-unique symbol across your DataSets!" means?

This means that if you have for example two GAZP and/or two VTBR in your DataSets and each duplicate ticker belongs to a different asset category (like futures and stock etc.), you may run into various data issues like inability to update and/or mixed data.

Have you reviewed the charts after they updated?

I created 4 DataSets:
1) MOEX_nuFutures_m60 (60-min timeframe)
2) MOEX_nuFutures_m15 (15-min timeframe)
3) MOEX_nuFutures_m5 (5-min timeframe)
4) MOEX_nuFutures_m1 (1-min timeframe)

all with GAZP, ROSN, VTBR (only these 3 symbols) from "MOEX Futures" category (no stock category).

Updates work. Charts are OK.

Did i hit any limitations here?

Considering your topic's title "Finam Data Provider: stocks and futures data for the same symbol name", I was under impression that you're mixing those two categories. As long as all those symbols are futures (as you now say) this shouldn't be an issue. No limitation here. And at the risk of repeating myself, update worked for me from the start. I'm fine with whatever approach works for you (i.e. put symbols which for whatever reason don't update into one DataSet).

Got it, thanks! :)

I just was confused that

5 DataSets:
1) MOEX_Futures_d1
2) MOEX_Futures_m60
3) MOEX_Futures_m15
4) MOEX_Futures_m5
5) MOEX_Futures_m1
all with the same symbols: BR ED EU GAZP GMKN GOLD LKOH MIX ROSN RTS SBRF SI SILV VTBR from "MOEX Futures" category (no stock category)

don't update GAZP, ROSN and VTBR, but

4 DataSets:
1) MOEX_nuFutures_m60 (60-min timeframe)
2) MOEX_nuFutures_m15 (15-min timeframe)
3) MOEX_nuFutures_m5 (5-min timeframe)
4) MOEX_nuFutures_m1 (1-min timeframe)
all with GAZP, ROSN, VTBR (only these 3 symbols) from "MOEX Futures" category (no stock category)

DO update them!

You're welcome.

I've created two DataSets each containing just one future symbol VTBR: MOEX_nuFutures_m60 and MOEX_nuFutures_EOD. Backfilling both went just fine. Truncating part of data using the Data Tool with subsequent update also went without a hitch. Couldn't duplicate the issue.

At any rate, glad it works for you now.