Description

Add 20 new indexes, including market hours and exchange information.

XDA
XDB
XEO
XMI
XNDX
XSP
BRR
BRTI
CEX
COMP
DJCIAGC
DJCICC
DJCIGC
DJCIGR
DJCIIK
DJCIKC
DJCISB
DJCISI
DJR
DRG

Source: IB TWS

Related Issue

N/A

Motivation and Context

Adds support for new indexes in LEAN.

Requires Documentation Change

N/A

How Has This Been Tested?

• Verified that tickers match between LEAN and Interactive Brokers.
• Deployed algorithms on Interactive Brokers and confirmed correct execution

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• Refactor (non-breaking change which improves implementation)
• Performance (non-breaking change which improves performance. Please add associated performance test and results)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Non-functional change (xml comments/documentation/etc)

Checklist:

• My code follows the code style of this project.
• I have read the CONTRIBUTING document.
• I have added tests to cover my changes.
• All new and existing tests passed.
• My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>