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JosueNinaJosueNina
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Add entries to SPDB
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3 files changed

+129
-86
lines changed

‎Common/Securities/Index/IndexSymbol.cs‎

Lines changed: 1 addition & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -131,15 +131,14 @@ public static class IndexSymbol
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{ "SP600", Market.CBOE },
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{ "SPSV", "PSE" },
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{ "FTW5000", "AMEX" },
134+
{ "DWCF", "PSE" },
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};
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136137
private static readonly Dictionary<string, string> _indexMarket = new(StringComparer.InvariantCultureIgnoreCase)
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{
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{ "HSI", Market.HKFE },
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{ "N225", Market.OSE },
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{ "SX5E", Market.EUREX },
141-
{ "DAX", Market.EUREX },
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{ "AEX", Market.EUREX },
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};
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/// <summary>

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

Lines changed: 126 additions & 84 deletions
Original file line numberDiff line numberDiff line change
@@ -108465,6 +108465,90 @@
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"12/24/2024": "12:00:00"
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}
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},
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"Index-usa-DAX": {
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"dataTimeZone": "America/New_York",
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"exchangeTimeZone": "Europe/Berlin",
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"sunday": [],
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"monday": [
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{
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"start": "09:00:00",
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"end": "17:40:00",
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"state": "market"
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}
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],
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"tuesday": [
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{
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"start": "09:00:00",
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"end": "17:40:00",
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"state": "market"
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}
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],
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"wednesday": [
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{
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"start": "09:00:00",
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"end": "17:40:00",
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"state": "market"
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}
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],
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"thursday": [
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{
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"start": "09:00:00",
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"end": "17:40:00",
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"state": "market"
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}
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],
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"friday": [
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{
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"start": "09:00:00",
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"end": "17:40:00",
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"state": "market"
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}
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],
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"saturday": [],
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"holidays": []
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},
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"Index-usa-AEX": {
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"dataTimeZone": "America/New_York",
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"exchangeTimeZone": "Europe/Berlin",
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"sunday": [],
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"monday": [
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{
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"start": "09:00:00",
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"end": "17:40:00",
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"state": "market"
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}
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],
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"tuesday": [
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{
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"start": "09:00:00",
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"end": "17:40:00",
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"state": "market"
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}
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],
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"wednesday": [
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{
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"start": "09:00:00",
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"end": "17:40:00",
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"state": "market"
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}
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],
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"thursday": [
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{
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"start": "09:00:00",
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"end": "17:40:00",
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"state": "market"
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}
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],
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"friday": [
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{
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"start": "09:00:00",
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"end": "17:40:00",
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"state": "market"
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}
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],
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"saturday": [],
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"holidays": []
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},
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"Index-usa-VIX": {
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"dataTimeZone": "America/Chicago",
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"exchangeTimeZone": "America/Chicago",
@@ -111344,6 +111428,48 @@
111344111428
"saturday": [],
111345111429
"holidays": []
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},
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"Index-usa-DWCF": {
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"dataTimeZone": "America/New_York",
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"exchangeTimeZone": "America/Los_Angeles",
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"sunday": [],
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"monday": [
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{
111437+
"start": "06:30:00",
111438+
"end": "13:00:00",
111439+
"state": "market"
111440+
}
111441+
],
111442+
"tuesday": [
111443+
{
111444+
"start": "06:30:00",
111445+
"end": "13:00:00",
111446+
"state": "market"
111447+
}
111448+
],
111449+
"wednesday": [
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{
111451+
"start": "06:30:00",
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"end": "13:00:00",
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"state": "market"
111454+
}
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],
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"thursday": [
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{
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"start": "06:30:00",
111459+
"end": "13:00:00",
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"state": "market"
111461+
}
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],
111463+
"friday": [
111464+
{
111465+
"start": "06:30:00",
111466+
"end": "13:00:00",
111467+
"state": "market"
111468+
}
111469+
],
111470+
"saturday": [],
111471+
"holidays": []
111472+
},
111347111473
"Index-usa-DXL": {
111348111474
"dataTimeZone": "America/New_York",
111349111475
"exchangeTimeZone": "America/Chicago",
@@ -127345,90 +127471,6 @@
127345127471
"12/31/2024"
127346127472
]
127347127473
},
127348-
"Index-eurex-DAX": {
127349-
"dataTimeZone": "Europe/Berlin",
127350-
"exchangeTimeZone": "Europe/Berlin",
127351-
"sunday": [],
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"monday": [
127353-
{
127354-
"start": "09:00:00",
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"end": "17:40:00",
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"state": "market"
127357-
}
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],
127359-
"tuesday": [
127360-
{
127361-
"start": "09:00:00",
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"end": "17:40:00",
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"state": "market"
127364-
}
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],
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"wednesday": [
127367-
{
127368-
"start": "09:00:00",
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"end": "17:40:00",
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"state": "market"
127371-
}
127372-
],
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"thursday": [
127374-
{
127375-
"start": "09:00:00",
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"end": "17:40:00",
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"state": "market"
127378-
}
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],
127380-
"friday": [
127381-
{
127382-
"start": "09:00:00",
127383-
"end": "17:40:00",
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"state": "market"
127385-
}
127386-
],
127387-
"saturday": [],
127388-
"holidays": []
127389-
},
127390-
"Index-eurex-AEX": {
127391-
"dataTimeZone": "Europe/Berlin",
127392-
"exchangeTimeZone": "Europe/Berlin",
127393-
"sunday": [],
127394-
"monday": [
127395-
{
127396-
"start": "09:00:00",
127397-
"end": "17:40:00",
127398-
"state": "market"
127399-
}
127400-
],
127401-
"tuesday": [
127402-
{
127403-
"start": "09:00:00",
127404-
"end": "17:40:00",
127405-
"state": "market"
127406-
}
127407-
],
127408-
"wednesday": [
127409-
{
127410-
"start": "09:00:00",
127411-
"end": "17:40:00",
127412-
"state": "market"
127413-
}
127414-
],
127415-
"thursday": [
127416-
{
127417-
"start": "09:00:00",
127418-
"end": "17:40:00",
127419-
"state": "market"
127420-
}
127421-
],
127422-
"friday": [
127423-
{
127424-
"start": "09:00:00",
127425-
"end": "17:40:00",
127426-
"state": "market"
127427-
}
127428-
],
127429-
"saturday": [],
127430-
"holidays": []
127431-
},
127432127474
"Future-eurex-FESX": {
127433127475
"dataTimeZone": "Europe/Berlin",
127434127476
"exchangeTimeZone": "Europe/Berlin",

‎Data/symbol-properties/symbol-properties-database.csv‎

Lines changed: 2 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -201,6 +201,8 @@ usa,[*],indexoption,,USD,100,0.05,1
201201
usa,NQX,indexoption,Nasdaq-100 Reduced-Value Index Options,USD,100,0.05,1,,,,5
202202

203203
usa,RUT,index,,USD,1,0.001,1
204+
usa,DAX,index,,EUR,1,0.01,1
205+
usa,AEX,index,,EUR,1,0.01,1
204206

205207
# for backwards compatibility, order here is important for futures, since we could have the same symbol for more than 1 market in which case Lean will use the first
206208
cfe,VX,future,VIX futures ,USD,1000.0,0.05,1.0

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