Add IndexOption support to TerminalLinkBrokerageModel - #9633
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Martin-Molinero merged 1 commit intoJul 22, 2026
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Matches Lean.Brokerages.TerminalLink#131, which maps IndexOption contracts to the Bloomberg Index yellow key for EMSX order routing. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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Description
Adds
SecurityType.IndexOptionto the supported security types ofTerminalLinkBrokerageModel, so index option orders (e.g. SPX/SPXW contracts) are no longer rejected by the brokerage model.Companion to QuantConnect/Lean.Brokerages.TerminalLink#131, which maps
IndexOptioncontracts to the BloombergIndexyellow key on the EMSX order-routing and market-data paths.Unit tests updated:
IndexOptionmoved to the supported-security-type cases.🤖 Generated with Claude Code