You Do Need power plug adapter while traveling from Russia to Canary Islands.

Here is Why You Need An Adapter

The outlet and plug type used in Canary Islands are C, E and F and in Russia are C and F. This is how they look like.

Russia

In Russia, outlets of type C and F are in use.

Type C

Type F

Canary Islands

In Canary Islands, outlets of type C, E and F are in use.

Type C

Type E

Type F