Wallenberg used his diplomatic powers to help thousands of Jews flee Nazi-controlled Hungary during World War II and has been compared to Germany's Oskar Schindler.
After the Soviets entered Budapest just before the end of World War II he was jailed in the notorious headquarters of the secret police in Moscow and his family have spent decades trying to learn the truth about his eventual fate.
On Thursday, representatives for the FSB security service and a lawyer for Wallenberg's relatives held talks at Moscow's Meshchansky district court, which announced the first hearing in the case on September 18.
Wallenberg's niece Marie Dupuy last month filed a lawsuit against the FSB demanding full access to its files on his case after it rejected requests or handed over incomplete documents.
"There are still many shadowy areas in the fate of Raoul Wallenberg. His relatives want to know the whole truth," the family's lawyer Darya Sukhikh told journalists in Moscow on Thursday.
The family particularly wants to gain access to lists of prisoners held in the secret police headquarters in Moscow, known as the Lubyanka, as well as to transcripts of interrogations and information on prisoner transfers, Sukhikh said.
At initial talks on Thursday the FSB "was not ready to present its position" and the court postponed the case to next month, when "there will probably be a preliminary hearing, an initial exchange of arguments," the lawyer said.
In 1957, the Soviet Union released a document saying Wallenberg had been jailed in the Lubyanka and died of heart failure on July 17, 1947.
In 2000 the head of a Russian investigative commission conceded Wallenberg had been shot and killed by secret police in the Lubyanka in 1947 for political reasons, but declined to be more specific or to cite hard evidence.
Last year Sweden officially declared Wallenberg dead, but his body has never been returned to his family.
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