chore: import upstream snapshot with attribution
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wehub-resource-sync
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/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using System.Collections.Generic;
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namespace QuantConnect.Securities.Index
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{
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/// <summary>
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/// Helper methods for Index Symbols
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/// </summary>
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public static class IndexSymbol
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{
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private static readonly Dictionary<string, string> _indexExchange = new(StringComparer.InvariantCultureIgnoreCase)
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{
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{ "SPX", Market.CBOE },
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{ "NDX", "NASDAQ" },
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{ "VIX", Market.CBOE },
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{ "SPXW", Market.CBOE },
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{ "NQX", "NASDAQ" },
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{ "VIXW", Market.CBOE },
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{ "RUT", "RUSSELL" },
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{ "BKX", "PHLX" },
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{ "BXD", Market.CBOE },
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{ "BXM", Market.CBOE },
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{ "BXN", Market.CBOE },
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{ "BXR", Market.CBOE },
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{ "CLL", Market.CBOE },
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{ "COR1M", Market.CBOE },
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{ "COR1Y", Market.CBOE },
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{ "COR30D", Market.CBOE },
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{ "COR3M", Market.CBOE },
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{ "COR6M", Market.CBOE },
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{ "COR9M", Market.CBOE },
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{ "DJX", Market.CBOE },
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{ "DUX", Market.CBOE },
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{ "DVS", Market.CBOE },
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{ "DXL", Market.CBOE },
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{ "EVZ", Market.CBOE },
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{ "FVX", Market.CBOE },
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{ "GVZ", Market.CBOE },
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{ "HGX", "PHLX" },
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{ "MID", "PSE" },
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{ "MIDG", Market.CBOE },
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{ "MIDV", Market.CBOE },
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{ "MRUT", "RUSSELL" },
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{ "NYA", "PSE" },
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{ "NYFANG", "NYSE" },
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{ "NYXBT", "NYSE" },
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{ "OEX", Market.CBOE },
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{ "OSX", "PHLX" },
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{ "OVX", Market.CBOE },
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{ "XDA", "PHLX" },
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{ "XDB", "PHLX" },
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{ "XEO", Market.CBOE },
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{ "XMI", "PSE" },
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{ "XNDX", "NASDAQ" },
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{ "XSP", Market.CBOE },
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{ "BRR", Market.CME },
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{ "BRTI", Market.CME },
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{ "CEX", Market.CBOE },
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{ "COMP", "NASDAQ" },
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{ "DJCIAGC", Market.CME },
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{ "DJCICC", Market.CME },
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{ "DJCIGC", Market.CME },
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{ "DJCIGR", Market.CME },
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{ "DJCIIK", Market.CME },
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{ "DJCIKC", Market.CME },
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{ "DJCISB", Market.CME },
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{ "DJCISI", Market.CME },
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{ "DJR", Market.CBOE },
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{ "DRG", "PSE" },
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{ "PUT", Market.CBOE },
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{ "RUA", "RUSSELL" },
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{ "RUI", "RUSSELL" },
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{ "RVX", Market.CBOE },
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{ "SET", Market.CBOE },
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{ "SGX", Market.CBOE },
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{ "SKEW", Market.CBOE },
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{ "SPSIBI", "PSE" },
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{ "SVX", Market.CBOE },
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{ "TNX", Market.CBOE },
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{ "TYX", Market.CBOE },
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{ "UKX", "ISE" },
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{ "UTY", "PHLX" },
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{ "VIF", Market.CBOE },
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{ "VIN", Market.CBOE },
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{ "VIX1D", Market.CBOE },
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{ "VIX1Y", Market.CBOE },
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{ "VIX3M", Market.CBOE },
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{ "VIX6M", Market.CBOE },
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{ "VIX9D", Market.CBOE },
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{ "VOLI", "NASDAQ" },
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{ "VPD", Market.CBOE },
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{ "VPN", Market.CBOE },
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{ "VVIX", Market.CBOE },
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{ "VWA", Market.CBOE },
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{ "VWB", Market.CBOE },
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{ "VXD", Market.CBOE },
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{ "VXN", Market.CBOE },
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{ "VXO", Market.CBOE },
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{ "VXSLV", Market.CBOE },
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{ "VXTH", Market.CBOE },
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{ "VXTLT", Market.CBOE },
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{ "XAU", "PHLX" },
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{ "DJI", Market.CME },
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{ "DWCPF", Market.CME },
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{ "UTIL", Market.CME },
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{ "DAX", Market.EUREX },
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{ "DXY", "NYBOT" },
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{ "RLS", Market.CBOE },
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{ "SMLG", "PSE" },
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{ "SPGSCI", Market.CME },
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{ "VAF", Market.CBOE },
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{ "VRO", Market.CBOE },
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{ "AEX", "FTA" },
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{ "DJINET", Market.CBOE },
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{ "DTX", Market.CBOE },
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{ "SP600", Market.CBOE },
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{ "SPSV", "PSE" },
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{ "FTW5000", "AMEX" },
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{ "DWCF", "PSE" },
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};
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private static readonly Dictionary<string, string> _indexMarket = new(StringComparer.InvariantCultureIgnoreCase)
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{
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{ "HSI", Market.HKFE },
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{ "N225", Market.OSE },
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{ "SX5E", Market.EUREX },
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{ "DAX", Market.EUREX }
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};
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/// <summary>
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/// Gets the actual exchange the index lives on
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/// </summary>
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/// <remarks>Useful for live trading</remarks>
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/// <returns>The exchange of the index</returns>
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public static string GetIndexExchange(Symbol symbol)
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{
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return _indexExchange.TryGetValue(symbol.Value, out var market)
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? market
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: symbol.ID.Market;
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}
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/// <summary>
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/// Gets the lean market for this index ticker
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/// </summary>
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/// <returns>The market of the index</returns>
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public static bool TryGetIndexMarket(string ticker, out string market)
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{
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return _indexMarket.TryGetValue(ticker, out market);
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}
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}
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}
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