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Add new indexes, including market hours #8571

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JosueNina
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@JosueNina JosueNina commented Feb 3, 2025

Description

Add 18 new indexes, including market hours and exchange information.

DUX
DVS
DWCF
DXL
EVZ
FVX
GVZ
HGX
MID
MIDG
MIDV
MRUT
NYA
NYFANG
NYXBT
OEX
OSX
OVX

Source: IB TWS
image image

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>

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@jhonabreul jhonabreul left a comment

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Thank you!

@Martin-Molinero Martin-Molinero merged commit 956ffdf into QuantConnect:master Feb 5, 2025
6 of 7 checks passed
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3 participants