Commit Graph

1 Commits

Author SHA1 Message Date
Jhonathan Abreu fa9ff399cc Euro Stoxx 50 Index and Index Futures support (#8278)
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* EUREX data

EUREX data model and sample data

* Add EUREX futures expiry function and sample algorithms

* Add EuroStoxx50 futures map and factor files

* Reduce eurex data for repo

* Map eurex market to primary exchange

* Update Euro Stoxx 50 (FESX) map and factol files

* Update Euro Stoxx 50 (FESX) minute data

* Added EURSD data

* Added 2 basic FESX futures algorithms in CSharp and Python (#2)

* Add regression algorithms

* Update regression algorithms and data

* Minor change

* Cleanup

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Co-authored-by: paulius-an <118921953+paulius-an@users.noreply.github.com>
2024-09-12 10:00:16 -04:00