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Add new indexes, including market hours - part 4
1 parent 956ffdf commit 1379a7d

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3 files changed

+347
-3
lines changed

3 files changed

+347
-3
lines changed

‎Common/Market.cs‎

Lines changed: 7 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -70,7 +70,8 @@ public static class Market
7070
Tuple.Create(Coinbase, 38),
7171
Tuple.Create(InteractiveBrokers, 39),
7272
Tuple.Create(EUREX, 40),
73-
Tuple.Create(OSE, 41)
73+
Tuple.Create(OSE, 41),
74+
Tuple.Create(ASX, 42)
7475
};
7576

7677
static Market()
@@ -88,6 +89,11 @@ static Market()
8889
/// </summary>
8990
public const string USA = "usa";
9091

92+
/// <summary>
93+
/// ASX Market
94+
/// </summary>
95+
public const string ASX = "asx";
96+
9197
/// <summary>
9298
/// Oanda Market
9399
/// </summary>

‎Common/Securities/Index/IndexSymbol.cs‎

Lines changed: 10 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -62,14 +62,22 @@ public static class IndexSymbol
6262
{ "NYXBT", "NYSE" },
6363
{ "OEX", Market.CBOE },
6464
{ "OSX", "PHLX" },
65-
{ "OVX", Market.CBOE }
65+
{ "OVX", Market.CBOE },
66+
{ "XJO", Market.ASX },
67+
{ "INDU", Market.CME },
68+
{ "DWCPF", Market.CME },
69+
{ "GSCI", Market.CME },
70+
{ "UTIL", Market.CME },
71+
{ "DAX", Market.EUREX },
6672
};
6773

6874
private static readonly Dictionary<string, string> _indexMarket = new(StringComparer.InvariantCultureIgnoreCase)
6975
{
7076
{ "HSI", Market.HKFE },
7177
{ "N225", Market.OSE },
72-
{ "SX5E", Market.EUREX }
78+
{ "SX5E", Market.EUREX },
79+
{ "DAX", Market.EUREX },
80+
{ "XJO", Market.ASX }
7381
};
7482

7583
/// <summary>

‎Data/market-hours/market-hours-database.json‎

Lines changed: 330 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -110902,6 +110902,252 @@
110902110902
"saturday": [],
110903110903
"holidays": []
110904110904
},
110905+
"Index-usa-INDU": {
110906+
"dataTimeZone": "America/New_York",
110907+
"exchangeTimeZone": "America/Chicago",
110908+
"sunday": [],
110909+
"monday": [
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{
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"start": "08:30:00",
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"end": "15:15:00",
110913+
"state": "market"
110914+
}
110915+
],
110916+
"tuesday": [
110917+
{
110918+
"start": "08:30:00",
110919+
"end": "15:15:00",
110920+
"state": "market"
110921+
}
110922+
],
110923+
"wednesday": [
110924+
{
110925+
"start": "08:30:00",
110926+
"end": "15:15:00",
110927+
"state": "market"
110928+
}
110929+
],
110930+
"thursday": [
110931+
{
110932+
"start": "08:30:00",
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"end": "15:15:00",
110934+
"state": "market"
110935+
}
110936+
],
110937+
"friday": [
110938+
{
110939+
"start": "08:30:00",
110940+
"end": "15:15:00",
110941+
"state": "market"
110942+
}
110943+
],
110944+
"saturday": [],
110945+
"holidays": []
110946+
},
110947+
"Index-usa-DWCPF": {
110948+
"dataTimeZone": "America/New_York",
110949+
"exchangeTimeZone": "America/Chicago",
110950+
"sunday": [
110951+
{
110952+
"start": "17:00:00",
110953+
"end": "1:00:00:00",
110954+
"state": "market"
110955+
}
110956+
],
110957+
"monday": [
110958+
{
110959+
"start": "00:00:00",
110960+
"end": "16:00:00",
110961+
"state": "market"
110962+
},
110963+
{
110964+
"start": "17:00:00",
110965+
"end": "1:00:00:00",
110966+
"state": "market"
110967+
}
110968+
],
110969+
"tuesday": [
110970+
{
110971+
"start": "00:00:00",
110972+
"end": "16:00:00",
110973+
"state": "market"
110974+
},
110975+
{
110976+
"start": "17:00:00",
110977+
"end": "1:00:00:00",
110978+
"state": "market"
110979+
}
110980+
],
110981+
"wednesday": [
110982+
{
110983+
"start": "00:00:00",
110984+
"end": "16:00:00",
110985+
"state": "market"
110986+
},
110987+
{
110988+
"start": "17:00:00",
110989+
"end": "1:00:00:00",
110990+
"state": "market"
110991+
}
110992+
],
110993+
"thursday": [
110994+
{
110995+
"start": "00:00:00",
110996+
"end": "16:00:00",
110997+
"state": "market"
110998+
},
110999+
{
111000+
"start": "17:00:00",
111001+
"end": "1:00:00:00",
111002+
"state": "market"
111003+
}
111004+
],
111005+
"friday": [
111006+
{
111007+
"start": "00:00:00",
111008+
"end": "16:00:00",
111009+
"state": "market"
111010+
}
111011+
],
111012+
"saturday": [],
111013+
"holidays": []
111014+
},
111015+
"Index-usa-GSCI": {
111016+
"dataTimeZone": "America/New_York",
111017+
"exchangeTimeZone": "America/Chicago",
111018+
"sunday": [
111019+
{
111020+
"start": "17:00:00",
111021+
"end": "1:00:00:00",
111022+
"state": "market"
111023+
}
111024+
],
111025+
"monday": [
111026+
{
111027+
"start": "00:00:00",
111028+
"end": "16:00:00",
111029+
"state": "market"
111030+
},
111031+
{
111032+
"start": "17:00:00",
111033+
"end": "1:00:00:00",
111034+
"state": "market"
111035+
}
111036+
],
111037+
"tuesday": [
111038+
{
111039+
"start": "00:00:00",
111040+
"end": "16:00:00",
111041+
"state": "market"
111042+
},
111043+
{
111044+
"start": "17:00:00",
111045+
"end": "1:00:00:00",
111046+
"state": "market"
111047+
}
111048+
],
111049+
"wednesday": [
111050+
{
111051+
"start": "00:00:00",
111052+
"end": "16:00:00",
111053+
"state": "market"
111054+
},
111055+
{
111056+
"start": "17:00:00",
111057+
"end": "1:00:00:00",
111058+
"state": "market"
111059+
}
111060+
],
111061+
"thursday": [
111062+
{
111063+
"start": "00:00:00",
111064+
"end": "16:00:00",
111065+
"state": "market"
111066+
},
111067+
{
111068+
"start": "17:00:00",
111069+
"end": "1:00:00:00",
111070+
"state": "market"
111071+
}
111072+
],
111073+
"friday": [
111074+
{
111075+
"start": "00:00:00",
111076+
"end": "16:00:00",
111077+
"state": "market"
111078+
}
111079+
],
111080+
"saturday": [],
111081+
"holidays": []
111082+
},
111083+
"Index-usa-UTIL": {
111084+
"dataTimeZone": "America/New_York",
111085+
"exchangeTimeZone": "America/Chicago",
111086+
"sunday": [
111087+
{
111088+
"start": "17:00:00",
111089+
"end": "1:00:00:00",
111090+
"state": "market"
111091+
}
111092+
],
111093+
"monday": [
111094+
{
111095+
"start": "00:00:00",
111096+
"end": "16:00:00",
111097+
"state": "market"
111098+
},
111099+
{
111100+
"start": "17:00:00",
111101+
"end": "1:00:00:00",
111102+
"state": "market"
111103+
}
111104+
],
111105+
"tuesday": [
111106+
{
111107+
"start": "00:00:00",
111108+
"end": "16:00:00",
111109+
"state": "market"
111110+
},
111111+
{
111112+
"start": "17:00:00",
111113+
"end": "1:00:00:00",
111114+
"state": "market"
111115+
}
111116+
],
111117+
"wednesday": [
111118+
{
111119+
"start": "00:00:00",
111120+
"end": "16:00:00",
111121+
"state": "market"
111122+
},
111123+
{
111124+
"start": "17:00:00",
111125+
"end": "1:00:00:00",
111126+
"state": "market"
111127+
}
111128+
],
111129+
"thursday": [
111130+
{
111131+
"start": "00:00:00",
111132+
"end": "16:00:00",
111133+
"state": "market"
111134+
},
111135+
{
111136+
"start": "17:00:00",
111137+
"end": "1:00:00:00",
111138+
"state": "market"
111139+
}
111140+
],
111141+
"friday": [
111142+
{
111143+
"start": "00:00:00",
111144+
"end": "16:00:00",
111145+
"state": "market"
111146+
}
111147+
],
111148+
"saturday": [],
111149+
"holidays": []
111150+
},
110905111151
"IndexOption-usa-[*]": {
110906111152
"dataTimeZone": "America/New_York",
110907111153
"exchangeTimeZone": "America/Chicago",
@@ -124232,6 +124478,90 @@
124232124478
"12/31/2024"
124233124479
]
124234124480
},
124481+
"Index-eurex-DAX": {
124482+
"dataTimeZone": "Europe/Berlin",
124483+
"exchangeTimeZone": "Europe/Berlin",
124484+
"sunday": [],
124485+
"monday": [
124486+
{
124487+
"start": "09:00:00",
124488+
"end": "17:40:00",
124489+
"state": "market"
124490+
}
124491+
],
124492+
"tuesday": [
124493+
{
124494+
"start": "09:00:00",
124495+
"end": "17:40:00",
124496+
"state": "market"
124497+
}
124498+
],
124499+
"wednesday": [
124500+
{
124501+
"start": "09:00:00",
124502+
"end": "17:40:00",
124503+
"state": "market"
124504+
}
124505+
],
124506+
"thursday": [
124507+
{
124508+
"start": "09:00:00",
124509+
"end": "17:40:00",
124510+
"state": "market"
124511+
}
124512+
],
124513+
"friday": [
124514+
{
124515+
"start": "09:00:00",
124516+
"end": "17:40:00",
124517+
"state": "market"
124518+
}
124519+
],
124520+
"saturday": [],
124521+
"holidays": []
124522+
},
124523+
"Index-asx-XJO": {
124524+
"dataTimeZone": "UTC",
124525+
"exchangeTimeZone": "Australia/Sydney",
124526+
"sunday": [],
124527+
"monday": [
124528+
{
124529+
"start": "09:50:00",
124530+
"end": "16:30:00",
124531+
"state": "market"
124532+
}
124533+
],
124534+
"tuesday": [
124535+
{
124536+
"start": "09:50:00",
124537+
"end": "16:30:00",
124538+
"state": "market"
124539+
}
124540+
],
124541+
"wednesday": [
124542+
{
124543+
"start": "09:50:00",
124544+
"end": "16:30:00",
124545+
"state": "market"
124546+
}
124547+
],
124548+
"thursday": [
124549+
{
124550+
"start": "09:50:00",
124551+
"end": "16:30:00",
124552+
"state": "market"
124553+
}
124554+
],
124555+
"friday": [
124556+
{
124557+
"start": "09:50:00",
124558+
"end": "16:30:00",
124559+
"state": "market"
124560+
}
124561+
],
124562+
"saturday": [],
124563+
"holidays": []
124564+
},
124235124565
"Future-eurex-FESX": {
124236124566
"dataTimeZone": "Europe/Berlin",
124237124567
"exchangeTimeZone": "Europe/Berlin",

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