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Add index data part 1#8549

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Martin-Molinero merged 3 commits intoQuantConnect:masterfrom
ashutoshrana171:Add-Index-data-part-1
Jan 28, 2025
Merged

Add index data part 1#8549
Martin-Molinero merged 3 commits intoQuantConnect:masterfrom
ashutoshrana171:Add-Index-data-part-1

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@ashutoshrana171
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@ashutoshrana171 ashutoshrana171 commented Jan 22, 2025

Description

Adding MHDB updates to new supported indexes - part 1

Motivation and Context

QC is supporting ~100 new indexes which need MHDB and SPDB (if needed)

The following are the index MHDB updates in this PR with links as proof:

  1. bkx -> DONE (NASDAQ, NYC) -> IBKR
  2. xd -> DONE (CBOE, CHICAGO) -> Wikipedia
  3. bxm -> DONE (CBOE, CHICAGO) -> Wikipedia
  4. bxn -> DONE (CBOE, CHICAGO) -> CBOE
  5. bxr -> DONE (CBOE, CHICAGO) -> CBOE
  6. cll -> DONE (CBOE, CHICAGO) -> https://www.cboe.com/us/indices/dashboard/cll/
  7. cor1m -> DONE (CBOE, CHICAGO) -> CBOE, WhitePaper, IBKR
  8. cor1y -> DONE (CBOE, CHICAGO) -> CBOE, WhitePaper, IBKR
  9. cor30d -> DONE (CBOE, CHICAGO) -> CBOE, WhitePaper, IBKR
  10. cor3m -> DONE (CBOE, CHICAGO) -> CBOE, WhitePaper, IBKR
  11. cor6m -> DONE (CBOE, CHICAGO) -> CBOE, WhitePaper, IBKR
  12. cor9m -> DONE (CBOE, CHICAGO) -> CBOE, WhitePaper, IBKR
  13. djx -> DONE (CBOE, CHICAGO) -> CBOE, IBKR

Requires Documentation Change

N/A

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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Looks good, thank you!

Just one comment, the PR description says DJX index was added but it is not in the mhdb file. Also, no specific symbol properties required for any of these indices?

@ashutoshrana171
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Looks good, thank you!

Just one comment, the PR description says DJX index was added but it is not in the mhdb file. Also, no specific symbol properties required for any of these indices?

Added DJX, sorry missed out in the PR
I did not find a solid source for SPDB changes, I will create a new PR with changes in SPDB for all index together if I see a good resource.

@Martin-Molinero
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@JosueNina will follow up with a PR to add support for live IB feed

@Martin-Molinero Martin-Molinero merged commit 2e0c3a0 into QuantConnect:master Jan 28, 2025
@JosueNina JosueNina mentioned this pull request Feb 3, 2025
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3 participants