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Add an entry to SPDB for ASX
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JosueNina committed Feb 7, 2025
1 parent 410bbe6 commit 126006f
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Showing 4 changed files with 4 additions and 10 deletions.
8 changes: 1 addition & 7 deletions Common/Market.cs
Original file line number Diff line number Diff line change
Expand Up @@ -70,8 +70,7 @@ public static class Market
Tuple.Create(Coinbase, 38),
Tuple.Create(InteractiveBrokers, 39),
Tuple.Create(EUREX, 40),
Tuple.Create(OSE, 41),
Tuple.Create(ASX, 42)
Tuple.Create(OSE, 41)
};

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

/// <summary>
/// ASX Market
/// </summary>
public const string ASX = "asx";

/// <summary>
/// Oanda Market
/// </summary>
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3 changes: 1 addition & 2 deletions Common/Securities/Index/IndexSymbol.cs
Original file line number Diff line number Diff line change
Expand Up @@ -116,7 +116,7 @@ public static class IndexSymbol
{ "VXTH", Market.CBOE },
{ "VXTLT", Market.CBOE },
{ "XAU", "PHLX" },
{ "ASX", Market.ASX },
{ "ASX", "ASX" },
{ "DJI", Market.CME },
{ "DWCPF", Market.CME },
{ "SPGSCI", Market.CME },
Expand All @@ -130,7 +130,6 @@ public static class IndexSymbol
{ "N225", Market.OSE },
{ "SX5E", Market.EUREX },
{ "DAX", Market.EUREX },
{ "ASX", Market.ASX },
};

/// <summary>
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2 changes: 1 addition & 1 deletion Data/market-hours/market-hours-database.json
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Expand Up @@ -126978,7 +126978,7 @@
"saturday": [],
"holidays": []
},
"Index-asx-ASX": {
"Index-usa-ASX": {
"dataTimeZone": "UTC",
"exchangeTimeZone": "Australia/Sydney",
"sunday": [],
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1 change: 1 addition & 0 deletions Data/symbol-properties/symbol-properties-database.csv
Original file line number Diff line number Diff line change
Expand Up @@ -201,6 +201,7 @@ usa,[*],indexoption,,USD,100,0.05,1
usa,NQX,indexoption,Nasdaq-100 Reduced-Value Index Options,USD,100,0.05,1,,,,5

usa,RUT,index,,USD,1,0.001,1
usa,ASX,index,,AUD,1,0.1,0.1

# 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
cfe,VX,future,VIX futures ,USD,1000.0,0.05,1.0
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