From 1d169a19ce50a9d164e52a0317d900595c3594d9 Mon Sep 17 00:00:00 2001 From: JosueNina <36119850+JosueNina@users.noreply.github.com> Date: Thu, 6 Feb 2025 09:08:53 -0500 Subject: [PATCH 1/2] Add new indexes, including market hours (#8573) --- Common/Securities/Index/IndexSymbol.cs | 35 +- Data/market-hours/market-hours-database.json | 1386 ++++++++++++++++++ 2 files changed, 1420 insertions(+), 1 deletion(-) diff --git a/Common/Securities/Index/IndexSymbol.cs b/Common/Securities/Index/IndexSymbol.cs index cbce8b7a9135..9f4410d73d1e 100644 --- a/Common/Securities/Index/IndexSymbol.cs +++ b/Common/Securities/Index/IndexSymbol.cs @@ -62,7 +62,40 @@ public static class IndexSymbol { "NYXBT", "NYSE" }, { "OEX", Market.CBOE }, { "OSX", "PHLX" }, - { "OVX", Market.CBOE } + { "OVX", Market.CBOE }, + { "PUT", Market.CBOE }, + { "RUA", "RUSSELL" }, + { "RUI", "RUSSELL" }, + { "RVX", Market.CBOE }, + { "SET", Market.CBOE }, + { "SGX", Market.CBOE }, + { "SKEW", Market.CBOE }, + { "SPSIBI", "PSE" }, + { "SVX", Market.CBOE }, + { "TNX", Market.CBOE }, + { "TYX", Market.CBOE }, + { "UKX", "ISE" }, + { "UTY", "PHLX" }, + { "VIF", Market.CBOE }, + { "VIN", Market.CBOE }, + { "VIX1D", Market.CBOE }, + { "VIX1Y", Market.CBOE }, + { "VIX3M", Market.CBOE }, + { "VIX6M", Market.CBOE }, + { "VIX9D", Market.CBOE }, + { "VOLI", "NASDAQ" }, + { "VPD", Market.CBOE }, + { "VPN", Market.CBOE }, + { "VVIX", Market.CBOE }, + { "VWA", Market.CBOE }, + { "VWB", Market.CBOE }, + { "VXD", Market.CBOE }, + { "VXN", Market.CBOE }, + { "VXO", Market.CBOE }, + { "VXSLV", Market.CBOE }, + { "VXTH", Market.CBOE }, + { "VXTLT", Market.CBOE }, + { "XAU", "PHLX" } }; 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 259b01aabe3c..e763949628a5 100644 --- a/Data/market-hours/market-hours-database.json +++ b/Data/market-hours/market-hours-database.json @@ -110902,6 +110902,1392 @@ "saturday": [], "holidays": [] }, + "Index-usa-PUT": { + "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-RUA": { + "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-RUI": { + "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-RVX": { + "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-SET": { + "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-SGX": { + "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-SKEW": { + "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-SPSIBI": { + "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-SVX": { + "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-TNX": { + "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-TYX": { + "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-UKX": { + "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-UTY": { + "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-VIF": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/Chicago", + "sunday": [], + "monday": [ + { + "start": "08:30:00", + "end": "15:15:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "08:30:00", + "end": "15:15:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "08:30:00", + "end": "15:15:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "08:30:00", + "end": "15:15:00", + "state": "market" + } + ], + "friday": [ + { + "start": "08:30:00", + "end": "15:15:00", + "state": "market" + } + ], + "saturday": [], + "holidays": [] + }, + "Index-usa-VIN": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/Chicago", + "sunday": [], + "monday": [ + { + "start": "08:30:00", + "end": "15:15:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "08:30:00", + "end": "15:15:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "08:30:00", + "end": "15:15:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "08:30:00", + "end": "15:15:00", + "state": "market" + } + ], + "friday": [ + { + "start": "08:30:00", + "end": "15:15:00", + "state": "market" + } + ], + "saturday": [], + "holidays": [] + }, + "Index-usa-VIX1D": { + "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-VIX1Y": { + "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-VIX3M": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/Chicago", + "sunday": [], + "monday": [ + { + "start": "08:30:00", + "end": "15:15:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "08:30:00", + "end": "15:15:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "08:30:00", + "end": "15:15:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "08:30:00", + "end": "15:15:00", + "state": "market" + } + ], + "friday": [ + { + "start": "08:30:00", + "end": "15:15:00", + "state": "market" + } + ], + "saturday": [], + "holidays": [] + }, + "Index-usa-VIX6M": { + "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-VIX9D": { + "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-VOLI": { + "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-VPD": { + "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-VPN": { + "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-VVIX": { + "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-VWA": { + "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-VWB": { + "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-VXD": { + "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-VXN": { + "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-VXO": { + "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-VXSLV": { + "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-VXTH": { + "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-VXTLT": { + "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-XAU": { + "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": [] + }, "IndexOption-usa-[*]": { "dataTimeZone": "America/New_York", "exchangeTimeZone": "America/Chicago", From 55c995e13fb0191f081c2b17bb44337b1fa38c30 Mon Sep 17 00:00:00 2001 From: JosueNina <36119850+JosueNina@users.noreply.github.com> Date: Thu, 6 Feb 2025 11:02:05 -0500 Subject: [PATCH 2/2] Add new indexes, including market hours - part 3 (#8576) * Add new indexes, including market hours - part 3 * Fix market hours --- Common/Securities/Index/IndexSymbol.cs | 20 + Data/market-hours/market-hours-database.json | 1074 +++++++++++++++++- 2 files changed, 1093 insertions(+), 1 deletion(-) diff --git a/Common/Securities/Index/IndexSymbol.cs b/Common/Securities/Index/IndexSymbol.cs index 9f4410d73d1e..db195f65db04 100644 --- a/Common/Securities/Index/IndexSymbol.cs +++ b/Common/Securities/Index/IndexSymbol.cs @@ -63,6 +63,26 @@ public static class IndexSymbol { "OEX", Market.CBOE }, { "OSX", "PHLX" }, { "OVX", Market.CBOE }, + { "XDA", "PHLX" }, + { "XDB", "PHLX" }, + { "XEO", Market.CBOE }, + { "XMI", "PSE" }, + { "XNDX", "NASDAQ" }, + { "XSP", Market.CBOE }, + { "BRR", Market.CME }, + { "BRTI", Market.CME }, + { "CEX", Market.CBOE }, + { "COMP", "NASDAQ" }, + { "DJCIAGC", Market.CME }, + { "DJCICC", Market.CME }, + { "DJCIGC", Market.CME }, + { "DJCIGR", Market.CME }, + { "DJCIIK", Market.CME }, + { "DJCIKC", Market.CME }, + { "DJCISB", Market.CME }, + { "DJCISI", Market.CME }, + { "DJR", Market.CBOE }, + { "DRG", "PSE" }, { "PUT", Market.CBOE }, { "RUA", "RUSSELL" }, { "RUI", "RUSSELL" }, diff --git a/Data/market-hours/market-hours-database.json b/Data/market-hours/market-hours-database.json index e763949628a5..043f796e39e9 100644 --- a/Data/market-hours/market-hours-database.json +++ b/Data/market-hours/market-hours-database.json @@ -109642,6 +109642,114 @@ "saturday": [], "holidays": [] }, + "Index-usa-BRR": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/Chicago", + "sunday": [ + { + "start": "00:00:00", + "end": "23:58:00", + "state": "market" + } + ], + "monday": [ + { + "start": "00:00:00", + "end": "23:58:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "00:00:00", + "end": "23:58:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "00:00:00", + "end": "23:58:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "00:00:00", + "end": "23:58:00", + "state": "market" + } + ], + "friday": [ + { + "start": "00:00:00", + "end": "23:58:00", + "state": "market" + } + ], + "saturday": [ + { + "start": "00:00:00", + "end": "23:58:00", + "state": "market" + } + ], + "holidays": [] + }, + "Index-usa-BRTI": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/Chicago", + "sunday": [ + { + "start": "00:00:00", + "end": "23:58:00", + "state": "market" + } + ], + "monday": [ + { + "start": "00:00:00", + "end": "23:58:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "00:00:00", + "end": "23:58:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "00:00:00", + "end": "23:58:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "00:00:00", + "end": "23:58:00", + "state": "market" + } + ], + "friday": [ + { + "start": "00:00:00", + "end": "23:58:00", + "state": "market" + } + ], + "saturday": [ + { + "start": "00:00:00", + "end": "23:58:00", + "state": "market" + } + ], + "holidays": [] + }, "Index-usa-BXD": { "dataTimeZone": "America/New_York", "exchangeTimeZone": "America/Chicago", @@ -109810,6 +109918,48 @@ "saturday": [], "holidays": [] }, + "Index-usa-CEX": { + "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-CLL": { "dataTimeZone": "America/New_York", "exchangeTimeZone": "America/Chicago", @@ -109852,6 +110002,48 @@ "saturday": [], "holidays": [] }, + "Index-usa-COMP": { + "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-COR1M": { "dataTimeZone": "America/New_York", "exchangeTimeZone": "America/Chicago", @@ -110104,7 +110296,887 @@ "saturday": [], "holidays": [] }, - "Index-usa-DJX": { + "Index-usa-DJCIAGC": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/Chicago", + "sunday": [ + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "monday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + }, + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + }, + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + }, + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + }, + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "friday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + } + ], + "saturday": [], + "holidays": [] + }, + "Index-usa-DJCICC": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/Chicago", + "sunday": [ + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "monday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + }, + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + }, + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + }, + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + }, + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "friday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + } + ], + "saturday": [], + "holidays": [] + }, + "Index-usa-DJCIGC": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/Chicago", + "sunday": [ + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "monday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + }, + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + }, + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + }, + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + }, + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "friday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + } + ], + "saturday": [], + "holidays": [] + }, + "Index-usa-DJCIGR": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/Chicago", + "sunday": [ + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "monday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + }, + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + }, + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + }, + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + }, + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "friday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + } + ], + "saturday": [], + "holidays": [] + }, + "Index-usa-DJCIIK": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/Chicago", + "sunday": [ + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "monday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + }, + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + }, + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + }, + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + }, + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "friday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + } + ], + "saturday": [], + "holidays": [] + }, + "Index-usa-DJCIKC": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/Chicago", + "sunday": [ + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "monday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + }, + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "tuesday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + }, + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "wednesday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + }, + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "thursday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + }, + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "friday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + } + ], + "saturday": [], + "holidays": [] + }, + "Index-usa-DJCISB": { + "dataTimeZone": "America/New_York", + "exchangeTimeZone": "America/Chicago", + "sunday": [ + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "monday": [ + { + "start": "00:00:00", + "end": "16:00:00", + "state": "market" + }, + { + "start": "17:00:00", + "end": "1:00:00:00", + "state": "market" + } + ], + "tuesday": [ + { + 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