From 956ffdfa9c680dc7d8651dbeea2d011b2fbdcb92 Mon Sep 17 00:00:00 2001 From: JosueNina <36119850+JosueNina@users.noreply.github.com> Date: Wed, 5 Feb 2025 10:32:13 -0500 Subject: [PATCH] Add new indexes, including market hours (#8571) --- Common/Securities/Index/IndexSymbol.cs | 44 +- Data/market-hours/market-hours-database.json | 756 +++++++++++++++++++ 2 files changed, 787 insertions(+), 13 deletions(-) diff --git a/Common/Securities/Index/IndexSymbol.cs b/Common/Securities/Index/IndexSymbol.cs index 9fe7d5db91c9..cbce8b7a9135 100644 --- a/Common/Securities/Index/IndexSymbol.cs +++ b/Common/Securities/Index/IndexSymbol.cs @@ -32,19 +32,37 @@ public static class IndexSymbol { "NQX", "NASDAQ" }, { "VIXW", Market.CBOE }, { "RUT", "RUSSELL" }, - { "BKX", "PHLX"}, - { "BXD", Market.CBOE}, - { "BXM", Market.CBOE}, - { "BXN", Market.CBOE}, - { "BXR", Market.CBOE}, - { "CLL", Market.CBOE}, - { "COR1M", Market.CBOE}, - { "COR1Y", Market.CBOE}, - { "COR30D", Market.CBOE}, - { "COR3M", Market.CBOE}, - { "COR6M", Market.CBOE}, - { "COR9M", Market.CBOE}, - { "DJX", Market.CBOE} + { "BKX", "PHLX" }, + { "BXD", Market.CBOE }, + { "BXM", Market.CBOE }, + { "BXN", Market.CBOE }, + { "BXR", Market.CBOE }, + { "CLL", Market.CBOE }, + { "COR1M", Market.CBOE }, + { "COR1Y", Market.CBOE }, + { "COR30D", Market.CBOE }, + { "COR3M", Market.CBOE }, + { "COR6M", Market.CBOE }, + { "COR9M", Market.CBOE }, + { "DJX", Market.CBOE }, + { "DUX", Market.CBOE }, + { "DVS", Market.CBOE }, + { "DWCF", "AMEX" }, + { "DXL", Market.CBOE }, + { "EVZ", Market.CBOE }, + { "FVX", Market.CBOE }, + { "GVZ", Market.CBOE }, + { "HGX", "PHLX" }, + { "MID", "PSE" }, + { "MIDG", Market.CBOE }, + { "MIDV", Market.CBOE }, + { "MRUT", "RUSSELL" }, + { "NYA", "PSE" }, + { "NYFANG", "NYSE" }, + { "NYXBT", "NYSE" }, + { "OEX", Market.CBOE }, + { "OSX", "PHLX" }, + { "OVX", Market.CBOE } }; private static readonly Dictionary _indexMarket = new(StringComparer.InvariantCultureIgnoreCase) diff --git a/Data/market-hours/market-hours-database.json b/Data/market-hours/market-hours-database.json index 3f043d5930a2..259b01aabe3c 100644 --- a/Data/market-hours/market-hours-database.json +++ b/Data/market-hours/market-hours-database.json @@ -110146,6 +110146,762 @@ "saturday": [], "holidays": [] }, + "Index-usa-DUX": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/Chicago", + "sunday": [], + "monday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "friday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "saturday": [], + "holidays": [] + }, + "Index-usa-DVS": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/Chicago", + "sunday": [], + "monday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "friday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "saturday": [], + "holidays": [] + }, + "Index-usa-DWCF": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/New_York", + "sunday": [], + "monday": [ + { + "start": "07:00:00", + "end": "20:00:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "07:00:00", + "end": "20:00:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "07:00:00", + "end": "20:00:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "07:00:00", + "end": "20:00:00", + "state": "market" + } + ], + "friday": [ + { + "start": "07:00:00", + "end": "20:00:00", + "state": "market" + } + ], + "saturday": [], + "holidays": [] + }, + "Index-usa-DXL": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/Chicago", + "sunday": [], + "monday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "friday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "saturday": [], + "holidays": [] + }, + "Index-usa-EVZ": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/Chicago", + "sunday": [], + "monday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "friday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "saturday": [], + "holidays": [] + }, + "Index-usa-FVX": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/Chicago", + "sunday": [], + "monday": [ + { + "start": "07:20:00", + "end": "14:00:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "07:20:00", + "end": "14:00:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "07:20:00", + "end": "14:00:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "07:20:00", + "end": "14:00:00", + "state": "market" + } + ], + "friday": [ + { + "start": "07:20:00", + "end": "14:00:00", + "state": "market" + } + ], + "saturday": [], + "holidays": [] + }, + "Index-usa-GVZ": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/Chicago", + "sunday": [], + "monday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "friday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "saturday": [], + "holidays": [] + }, + "Index-usa-HGX": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/New_York", + "sunday": [], + "monday": [ + { + "start": "09:30:00", + "end": "16:00:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "09:30:00", + "end": "16:00:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "09:30:00", + "end": "16:00:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "09:30:00", + "end": "16:00:00", + "state": "market" + } + ], + "friday": [ + { + "start": "09:30:00", + "end": "16:00:00", + "state": "market" + } + ], + "saturday": [], + "holidays": [] + }, + "Index-usa-MID": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/Los_Angeles", + "sunday": [], + "monday": [ + { + "start": "06:30:00", + "end": "13:00:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "06:30:00", + "end": "13:00:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "06:30:00", + "end": "13:00:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "06:30:00", + "end": "13:00:00", + "state": "market" + } + ], + "friday": [ + { + "start": "06:30:00", + "end": "13:00:00", + "state": "market" + } + ], + "saturday": [], + "holidays": [] + }, + "Index-usa-MIDG": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/Chicago", + "sunday": [], + "monday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "friday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "saturday": [], + "holidays": [] + }, + "Index-usa-MIDV": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/Chicago", + "sunday": [], + "monday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "friday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "saturday": [], + "holidays": [] + }, + "Index-usa-MRUT": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/Chicago", + "sunday": [], + "monday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "friday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "saturday": [], + "holidays": [] + }, + "Index-usa-NYA": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/Los_Angeles", + "sunday": [], + "monday": [ + { + "start": "06:30:00", + "end": "13:00:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "06:30:00", + "end": "13:00:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "06:30:00", + "end": "13:00:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "06:30:00", + "end": "13:00:00", + "state": "market" + } + ], + "friday": [ + { + "start": "06:30:00", + "end": "13:00:00", + "state": "market" + } + ], + "saturday": [], + "holidays": [] + }, + "Index-usa-NYFANG": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/New_York", + "sunday": [], + "monday": [ + { + "start": "09:30:00", + "end": "16:00:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "09:30:00", + "end": "16:00:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "09:30:00", + "end": "16:00:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "09:30:00", + "end": "16:00:00", + "state": "market" + } + ], + "friday": [ + { + "start": "09:30:00", + "end": "16:00:00", + "state": "market" + } + ], + "saturday": [], + "holidays": [] + }, + "Index-usa-NYXBT": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/New_York", + "sunday": [], + "monday": [ + { + "start": "09:30:00", + "end": "16:00:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "09:30:00", + "end": "16:00:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "09:30:00", + "end": "16:00:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "09:30:00", + "end": "16:00:00", + "state": "market" + } + ], + "friday": [ + { + "start": "09:30:00", + "end": "16:00:00", + "state": "market" + } + ], + "saturday": [], + "holidays": [] + }, + "Index-usa-OEX": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/Chicago", + "sunday": [], + "monday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "friday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "saturday": [], + "holidays": [] + }, + "Index-usa-OSX": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/New_York", + "sunday": [], + "monday": [ + { + "start": "09:30:00", + "end": "16:00:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "09:30:00", + "end": "16:00:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "09:30:00", + "end": "16:00:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "09:30:00", + "end": "16:00:00", + "state": "market" + } + ], + "friday": [ + { + "start": "09:30:00", + "end": "16:00:00", + "state": "market" + } + ], + "saturday": [], + "holidays": [] + }, + "Index-usa-OVX": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/Chicago", + "sunday": [], + "monday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "friday": [ + { + "start": "08:30:00", + "end": "15:00:00", + "state": "market" + } + ], + "saturday": [], + "holidays": [] + }, "IndexOption-usa-[*]": { "dataTimeZone": "America/New_York", "exchangeTimeZone": "America/Chicago",