Instrument cards by tickers (batch) or ISINs: name, type, boards (classCode/exchange — classCode is needed by candles/orders), lot size, ISIN, issuer; for bonds — face value, maturity, coupon rate/frequency, accrued interest; for stocks — dividend yield, sector, EPS growth, credit rating, BCS score. Start here to resolve a ticker before other calls. By default one merged card per instrument is returned (primary board; other listings in otherBoards; off-exchange rows flagged offExchange) — pass allBoards=true for the raw per-board cards.

OHLCV candles. timeFrame: M1/M5/M15/M30/H1/H4/D/W/MN. The API caps one request at 1000 bars; inline calls return the most recent ~1000 TRADING bars of the range (truncated flag set when the range was not fully covered). Pass outputPath to fetch the FULL period via chunked requests (streamed to disk, deduplicated, with progress). Bond prices are quoted in % of face value, not currency.

Margin discount rates per instrument from the marginal-indicators service. The API exposes discountLong only (no short rates), and values are raw BCS coefficients — observed as 1 for every instrument, so verify against the web cabinet before relying on them. Optional tickers filter is applied client-side.

Tradable instruments of a type, paginated (page/size, max 100 per page). Pass outputPath to fetch ALL pages into a file; without it a single page is returned inline. baseAssetTicker is required for type=OPTIONS.

Account limits: money limits per currency with computed free (= quantity − locked, summarized in freeByCurrency), securities (depo) limits, futures holdings and limits. Note: the API returns a start-of-day snapshot (see loadDate) in a single T365 slice — not intraday. Zero rows are hidden unless includeZero=true.

Order book (L2 depth of market) for one instrument: bids/asks with prices and quantities, total volumes. Bond prices are quoted in % of face value, not currency. Outside the trading session the API may report 404 "no data".

Your orders on the account (data since 2026-01-26): ticker, side, type, quantity/filled, price, orderStatus (cancelled/filled/active), timestamps. Paginated (page/size), optional date and ticker filters; with outputPath ALL pages are dumped to a file. Orders rejected before reaching the exchange do NOT appear here — check them via get_order_status by client UUID.

Status of one order by ID. orderIdType 1 = client UUID (from place_order), 2 = exchange order number in the form YYMMDD-CLASSCODE-NUMBER with a 6-digit date (e.g. 260501-TQBR-79628540663).

Portfolio of the account bound to the token: every position (securities, money, metals) with quantity, average/current price, value in RUB/USD/EUR, unrealized and daily P&L, portfolio share, accrued interest for bonds. Includes totals by instrument type. The API reports each position once per settlement term (T0/T1/T2/T365) — by default a single slice is returned and totals cover only it; term=all returns the raw duplicates (totals then count every position several times). csv output writes the positions array.

Real-time quotes for up to 100 instruments: bid/offer, last price, day open/close/high/low, change. classCode is resolved via find_instrument when omitted. Bond prices are quoted in % of face value, not currency. Note: your own positions already carry currentPrice in get_portfolio.

Anonymized recent trades feed for one instrument: time, side, price, quantity, volume. Returns the newest limit trades, fetched hour-by-hour backwards from to (the BCS backend caps one request at a 1-hour period and ~4 MB response). Optional from/to select an explicit window. IMPORTANT: the API serves trades of the CURRENT UTC DAY only (from 00:00 UTC = 03:00 MSK) — earlier window starts are clamped, yesterday is unavailable. Records carry no trade id: identical rows within the same second are genuine distinct trades, not duplicates. Pass outputPath to dump a period (default: the whole current UTC day) to a file via hour-by-hour windows. Bond prices are quoted in % of face value, not currency.

Server diagnostics for support/feedback reports: version, runtime, mode flags (trading/confirmation), output root. No broker API calls, never includes tokens.

Your executed trades on the account (data since 2026-01-26): ticker, side, quantity, price, volume, trade time (tradeDateTime, MSK). Paginated (page/size), optional date and ticker filters; with outputPath ALL pages are dumped to a file. Note: trades only — cash operations (dividends received, fees, deposits) are not available in BCS Trade API.

Trading sessions of an instrument for the current day: session types with start/end times in MSK (+03:00), sorted. Intervals with tradingSessionStatus=OPEN are the periods when trading is on.

Current trading session status per instrument: session type, OPEN/CLOSE, time of the next status change. Each row is cross-checked against today's schedule; on mismatch a warning + scheduleSaysNow field is added (the upstream status endpoint has been observed reporting CLOSE during an open evening session).