Download data to excel table from moex

moex_downloader.py

import requests
import xlsxwriter
import json

start_date = "2000-03-01"
end_date = "2019-03-02"

link = f"https://iss.moex.com/iss/history/engines/stock/markets/shares/boardgroups/57/securities/SBER.jsonp?lang=ru&from=2000-03-01&till=2019-03-02&iss.json=extended&iss.meta=off&sort_order=TRADEDATE&sort_order_desc=desc&start="

resp = requests.get(link + "0")
data_json = resp.json()
record_count = data_json[1]['history.cursor'][0]['TOTAL']

data = data_json[1]['history']

for page in range(0, record_count, 100):
    resp = requests.get(link + str(page))
    data += resp.json()[1]['history']


workbook = xlsxwriter.Workbook('data.xlsx')
worksheet = workbook.add_worksheet()

keys = list(enumerate(data[0].keys()))
for col, key in keys:
    worksheet.write(0, col, key)

for row, obj in enumerate(data):
    for col, key in keys:
        worksheet.write(row + 1, col, str(obj[key]))

workbook.close()