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* feature: add NASDAQ_SC and NASDAQ_INT equity exchanges
- map primary exchange codes S and T to new NASDAQ tier exchanges
- T was previously folded into NASDAQ, now returns NASDAQ_INT
- add V as alias for IEX in equity switch
- fix MEMX description (was copy of LTSE)
* feature: map equity exchange codes H and U to MIAX_PEARL and MEMX
* feature: consolidate NASDAQ_INT code T into NASDAQ_SC
Remove the separate NASDAQ_INT mapping in GetPrimaryExchange and map
exchange code "T" to NASDAQ_SC. Update ExchangeTest cases accordingly
and add coverage for IEX ("V") and MEMX ("U").
* feature: remove orphaned NASDAQ_INT exchange entry
Drop the NASDAQ_INT class entry from Exchange.cs. The "T" tape letter
already routes to Exchange.NASDAQ via GetPrimaryExchange, leaving the
class definition unreachable and inconsistent.
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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
---------
Co-authored-by: paulius-an <118921953+paulius-an@users.noreply.github.com>
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* refactor: adding OrderId in GroupOrderManger
* feat: new support of OrderTypes in TradeStationBrokerageModel
feat: unSupported OrderTypes in CanUpdateOrder's TradeStationBrokerageModel
* feat: AllOrNone property in TradeStationOrderProperties
* feat: unsupported SubmitCrossZero of Combo Order in TSBrokerageModel
* test:feat: submit / update CrossZero Combo Orders
* feat: new Message Brokerage error message
refactor: use new Message in TradeStationBrokerageModel
* feat: setter of Id in GroupOrderManager
* feat: new constructor of GroupOrderManager
* feat: develop GroupOrderCacheManager service
* fix: groupOrderManger.Id in OrderProvider
* fix: incrementOrderGroupOrderManagerID in BrokerageTransactionHandler
feat: add _groupOrderManagerId in OrderProvider
* remove: extra semicolon
* refactor: prevent increment GroupOrderID
* feat: add new Exchanges
* feat: Try Get Group Combo Orders extension
* refactor: ComboORderType in TSBrokerageModel
* remove: implementing of prop ID in GroupOrderManager
* refactor: UnsupportedCrossZeroByOrderType message
* fix: warning of UnsupportedCrossZeroByOrderType
* fix: several exchanges code based on tradier docs
https://documentation.tradier.com/brokerage-api/reference/exchanges
* feat: add missed Exchange in Global class
* refactor: possible update LimitPrice in TSBrokerageModel
test:feat: validate upddate LimitPrice of ComboLimit Order
* refactor: GroupOrderCacheManager
remove: TryGetGroupCachedOrders from extension
* refactor: exchange SPHR to MIAX_SAPPHIRE
* remove: Exchange BYX cuz It is BATS_Y
* refactor: change position of Exchange C2
* refactor: change constructor's access modifier in class Exchange
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* Added NYSELIFFE exchange support to Interactive Brokers brokerage.
* Fixed unit test AddSecurityWithSymbol by adding market hours for Equity-nyseliffe-[*], Index-nyseliffe-[*], Option-nyseliffe-[*].
* Added NYSELIFFE exchange support to Interactive Brokers brokerage.
* Fixed unit test AddSecurityWithSymbol by adding market hours for Equity-nyseliffe-[*], Index-nyseliffe-[*], Option-nyseliffe-[*].
* Added NYSELIFFE exchange support to Interactive Brokers brokerage.
* Fixed unit test AddSecurityWithSymbol by adding market hours for Equity-nyseliffe-[*], Index-nyseliffe-[*], Option-nyseliffe-[*].
* - Added NYSELIFFE futures to Futures.cs
- Added method GetGoodFriday() to calculate Good Friday to FuturesExpiryUtilityFunctions.cs.
- Added unit tests for GetGoodFriday().
- Added NYSELIFFE futures expiries to FuturesExpiryFunctions.cs which uses GetGoodFriday() instead of hardcoding the date of Good Friday in the market-hours-database.json.
- Added unit tests for NYSELIFFE futures expiry.
- Added NYSELIFFE to Exchange.cs
- Removed Equity-nyseliffe-[*] and Index-nyseliffe-[*] from market-hours-database.json
- Updated Option-nyseliffe-[*] to FutureOption-nyseliffe-[*] on market-hours-database.json
- Added the supported NYSELIFFE futureoptions to symbol-properties-database.csv.
* Removed blanks after India tuple
* Added the dates for 2022 and 2023 to the market-hours-database.json.
Removed "FutureOption-nyseliffe-[]" from market-hours-database.json.
Added to FuturesOptionsSymbolMappings.cs:
{ "YG", "OYG" },
{ "ZG", "OZG" },
{ "ZI", "OZI" }
* Minor tweaks for nyseliffe FOPs
Co-authored-by: Chris Coetzee <chris@polidata.ai>
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
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* Lean exchanges improvements
- Adding new Exchange class to avoid exchange code clash.
Adding and updating unit test
* Add Market for MapFile API
* Self review
Roman Yavnikov