Add Russell 2000 (RUT) market hours and symbol properties entries (#8530

)
QuantConnect · Jan 14, 2025 · 2d4ca75 · 2d4ca75
1 parent cda769d
commit 2d4ca75
Show file tree

Hide file tree

Showing 2 changed files with 44 additions and 0 deletions.
diff --git a/Data/market-hours/market-hours-database.json b/Data/market-hours/market-hours-database.json
@@ -109425,6 +109425,48 @@
         "12/24/2024": "12:00:00"
       }
     },
+    "Index-usa-RUT": {
+      "dataTimeZone": "America/New_York",
+      "exchangeTimeZone": "America/Chicago",
+      "sunday": [],
+      "monday": [
+        {
+          "start": "08:30:00",
+          "end": "15:00:00",
+          "state": "market"
+        }
+      ],
+      "tuesday": [
+        {
+          "start": "08:30:00",
+          "end": "15:00:00",
+          "state": "market"
+        }
+      ],
+      "wednesday": [
+        {
+          "start": "08:30:00",
+          "end": "15:00:00",
+          "state": "market"
+        }
+      ],
+      "thursday": [
+        {
+          "start": "08:30:00",
+          "end": "15:00:00",
+          "state": "market"
+        }
+      ],
+      "friday": [
+        {
+          "start": "08:30:00",
+          "end": "15:00:00",
+          "state": "market"
+        }
+      ],
+      "saturday": [],
+      "holidays": []
+    },
     "IndexOption-usa-[*]": {
       "dataTimeZone": "America/New_York",
       "exchangeTimeZone": "America/Chicago",

diff --git a/Data/symbol-properties/symbol-properties-database.csv b/Data/symbol-properties/symbol-properties-database.csv
@@ -200,6 +200,8 @@ usa,[*],index,,USD,1,0.01,1
 usa,[*],indexoption,,USD,100,0.05,1
 usa,NQX,indexoption,Nasdaq-100 Reduced-Value Index Options,USD,100,0.05,1,,,,5
 
+usa,RUT,index,,USD,1,0.001,1
+
 # for backwards compatibility, order here is important for futures, since we could have the same symbol for more than 1 market in which case Lean will use the first
 cfe,VX,future,VIX futures ,USD,1000.0,0.05,1.0
 cbot,2YY,future,Micro 2-Year Yield Futures,USD,1000,0.001,1