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Expand index market map (#8540)
* Expand index market map * Cleanup
1 parent 41f9d1b commit 0fccf60

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3 files changed

+4
-3
lines changed

3 files changed

+4
-3
lines changed

Algorithm.CSharp/BasicTemplateEurexFuturesAlgorithm.cs

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -56,7 +56,7 @@ public override void Initialize()
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_continuousContract.SetFilter(TimeSpan.Zero, TimeSpan.FromDays(180));
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_mappedSymbol = _continuousContract.Mapped;
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var benchmark = AddIndex("SX5E", market: Market.EUREX);
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var benchmark = AddIndex("SX5E");
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SetBenchmark(benchmark.Symbol);
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var seeder = new FuncSecuritySeeder(GetLastKnownPrices);

Algorithm.Python/BasicTemplateEurexFuturesAlgorithm.py

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -47,7 +47,7 @@ def initialize(self):
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self._continuous_contract.set_filter(timedelta(days=0), timedelta(days=180))
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self._mapped_symbol = self._continuous_contract.mapped
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benchmark = self.add_index("SX5E", market=Market.EUREX)
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benchmark = self.add_index("SX5E")
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self.set_benchmark(benchmark.symbol)
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func_seeder = FuncSecuritySeeder(self.get_last_known_prices)

Common/Securities/Index/IndexSymbol.cs

Lines changed: 2 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -37,7 +37,8 @@ public static class IndexSymbol
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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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{ "N225", Market.OSE },
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{ "SX5E", Market.EUREX }
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};
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/// <summary>

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