feature: add NASDAQ_SC and NASDAQ_INT equity exchanges#9422
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Romazes wants to merge 2 commits intoQuantConnect:masterfrom
Open
feature: add NASDAQ_SC and NASDAQ_INT equity exchanges#9422Romazes wants to merge 2 commits intoQuantConnect:masterfrom
Romazes wants to merge 2 commits intoQuantConnect:masterfrom
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- 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)
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Description
Extends the equity branch of
Exchanges.GetPrimaryExchangeto recognise tape letters that previously fell through toExchange.UNKNOWNor were mis-routed, addsNASDAQ_SCandNASDAQ_INTas newExchangeentries, and fixes a copy-paste typo in theExchange.MEMXdescription.SNASDAQ_SCUNKNOWNTNASDAQ_INTNASDAQ(conflated)VIEX"IEX"recognisedHMIAX_PEARLUNKNOWNUMEMXUNKNOWNRelated PR(s)
N/A
Related Issue
N/A
Motivation and Context
Brokerage and market-data feeds emit these tape letters in primary-exchange fields, but the equity switch in
GetPrimaryExchangedid not cover them.S(NASDAQ Small Cap) andT(NASDAQ Intermarket) were missing or conflated with generic NASDAQ,V(IEX) required the long-form alias, andH/Ufell through toUNKNOWN. TheExchange.MEMXdescription was also a leftover copy of the LTSE string.Behaviour change:
"T".GetPrimaryExchange(SecurityType.Equity)now returnsExchange.NASDAQ_INTinstead ofExchange.NASDAQ.Evidence for each mapping
STVIEXG)HURequires Documentation Change
No
How Has This Been Tested?
Extended
Tests/Common/ExchangeTest.cs:ExchangeCorrectlyReturnedAsSingleLetter— new[TestCase]rows forNASDAQ_SCandNASDAQ_INTexercise the round-trip assertionprimaryExchange.Code.GetPrimaryExchange().ExchangeCases— new rows asserting"S"→Exchange.NASDAQ_SCand"T"→Exchange.NASDAQ_INTthrough bothStringExchangeCorrectlyReturnedAsSingleLetterandExchangeAsString.V→IEX,H→MIAX_PEARL, andU→MEMXare one-way string aliases onto existingExchangeentries (no new round-trip to assert) and are not covered by additional test cases.Types of changes
Checklist: