Lean  $LEAN_TAG$
IndexSymbol.cs
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14 */
15 
16 using System;
17 using System.Collections.Generic;
18 
19 namespace QuantConnect.Securities.Index
20 {
21  /// <summary>
22  /// Helper methods for Index Symbols
23  /// </summary>
24  public static class IndexSymbol
25  {
26  private static readonly Dictionary<string, string> _indexExchange = new(StringComparer.InvariantCultureIgnoreCase)
27  {
28  { "SPX", Market.CBOE },
29  { "NDX", "NASDAQ" },
30  { "VIX", Market.CBOE },
31  { "SPXW", Market.CBOE },
32  { "NQX", "NASDAQ" },
33  { "VIXW", Market.CBOE },
34  { "RUT", "RUSSELL" },
35  { "BKX", "PHLX" },
36  { "BXD", Market.CBOE },
37  { "BXM", Market.CBOE },
38  { "BXN", Market.CBOE },
39  { "BXR", Market.CBOE },
40  { "CLL", Market.CBOE },
41  { "COR1M", Market.CBOE },
42  { "COR1Y", Market.CBOE },
43  { "COR30D", Market.CBOE },
44  { "COR3M", Market.CBOE },
45  { "COR6M", Market.CBOE },
46  { "COR9M", Market.CBOE },
47  { "DJX", Market.CBOE },
48  { "DUX", Market.CBOE },
49  { "DVS", Market.CBOE },
50  { "DXL", Market.CBOE },
51  { "EVZ", Market.CBOE },
52  { "FVX", Market.CBOE },
53  { "GVZ", Market.CBOE },
54  { "HGX", "PHLX" },
55  { "MID", "PSE" },
56  { "MIDG", Market.CBOE },
57  { "MIDV", Market.CBOE },
58  { "MRUT", "RUSSELL" },
59  { "NYA", "PSE" },
60  { "NYFANG", "NYSE" },
61  { "NYXBT", "NYSE" },
62  { "OEX", Market.CBOE },
63  { "OSX", "PHLX" },
64  { "OVX", Market.CBOE },
65  { "XDA", "PHLX" },
66  { "XDB", "PHLX" },
67  { "XEO", Market.CBOE },
68  { "XMI", "PSE" },
69  { "XNDX", "NASDAQ" },
70  { "XSP", Market.CBOE },
71  { "BRR", Market.CME },
72  { "BRTI", Market.CME },
73  { "CEX", Market.CBOE },
74  { "COMP", "NASDAQ" },
75  { "DJCIAGC", Market.CME },
76  { "DJCICC", Market.CME },
77  { "DJCIGC", Market.CME },
78  { "DJCIGR", Market.CME },
79  { "DJCIIK", Market.CME },
80  { "DJCIKC", Market.CME },
81  { "DJCISB", Market.CME },
82  { "DJCISI", Market.CME },
83  { "DJR", Market.CBOE },
84  { "DRG", "PSE" },
85  { "PUT", Market.CBOE },
86  { "RUA", "RUSSELL" },
87  { "RUI", "RUSSELL" },
88  { "RVX", Market.CBOE },
89  { "SET", Market.CBOE },
90  { "SGX", Market.CBOE },
91  { "SKEW", Market.CBOE },
92  { "SPSIBI", "PSE" },
93  { "SVX", Market.CBOE },
94  { "TNX", Market.CBOE },
95  { "TYX", Market.CBOE },
96  { "UKX", "ISE" },
97  { "UTY", "PHLX" },
98  { "VIF", Market.CBOE },
99  { "VIN", Market.CBOE },
100  { "VIX1D", Market.CBOE },
101  { "VIX1Y", Market.CBOE },
102  { "VIX3M", Market.CBOE },
103  { "VIX6M", Market.CBOE },
104  { "VIX9D", Market.CBOE },
105  { "VOLI", "NASDAQ" },
106  { "VPD", Market.CBOE },
107  { "VPN", Market.CBOE },
108  { "VVIX", Market.CBOE },
109  { "VWA", Market.CBOE },
110  { "VWB", Market.CBOE },
111  { "VXD", Market.CBOE },
112  { "VXN", Market.CBOE },
113  { "VXO", Market.CBOE },
114  { "VXSLV", Market.CBOE },
115  { "VXTH", Market.CBOE },
116  { "VXTLT", Market.CBOE },
117  { "XAU", "PHLX" },
118  { "DJI", Market.CME },
119  { "DWCPF", Market.CME },
120  { "UTIL", Market.CME },
121  { "DAX", Market.EUREX },
122  { "DXY", "NYBOT" },
123  { "RLS", Market.CBOE },
124  { "SMLG", "PSE" },
125  { "SPGSCI", Market.CME },
126  { "VAF", Market.CBOE },
127  { "VRO", Market.CBOE },
128  { "AEX", "FTA" },
129  { "DJINET", Market.CBOE },
130  { "DTX", Market.CBOE },
131  { "SP600", Market.CBOE },
132  { "SPSV", "PSE" },
133  { "FTW5000", "AMEX" },
134  { "DWCF", "PSE" },
135  };
136 
137  private static readonly Dictionary<string, string> _indexMarket = new(StringComparer.InvariantCultureIgnoreCase)
138  {
139  { "HSI", Market.HKFE },
140  { "N225", Market.OSE },
141  { "SX5E", Market.EUREX }
142  };
143 
144  /// <summary>
145  /// Gets the actual exchange the index lives on
146  /// </summary>
147  /// <remarks>Useful for live trading</remarks>
148  /// <returns>The exchange of the index</returns>
149  public static string GetIndexExchange(Symbol symbol)
150  {
151  return _indexExchange.TryGetValue(symbol.Value, out var market)
152  ? market
153  : symbol.ID.Market;
154  }
155 
156  /// <summary>
157  /// Gets the lean market for this index ticker
158  /// </summary>
159  /// <returns>The market of the index</returns>
160  public static bool TryGetIndexMarket(string ticker, out string market)
161  {
162  return _indexMarket.TryGetValue(ticker, out market);
163  }
164  }
165 }