From 2d4ca756707251ff89ec9bed9d431b258b5f3125 Mon Sep 17 00:00:00 2001 From: Jhonathan Abreu Date: Tue, 14 Jan 2025 17:23:08 -0400 Subject: [PATCH] Add Russell 2000 (RUT) market hours and symbol properties entries (#8530) --- Data/market-hours/market-hours-database.json | 42 +++++++++++++++++++ .../symbol-properties-database.csv | 2 + 2 files changed, 44 insertions(+) diff --git a/Data/market-hours/market-hours-database.json b/Data/market-hours/market-hours-database.json index ca0956353325..b42cc4551035 100644 --- 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 index 947fb46b2dd6..9bf404cbcb3c 100644 --- 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