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Add new indexes, including market hours - Part 2 #8573

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Description

Add 33 new indexes, including market hours and exchange information.

PUT
RUA
RUI
RVX
SET
SGX
SKEW
SPSIBI
SVX
TNX
TYX
UKX
UTY
VIF
VIN
VIX1D
VIX1Y
VIX3M
VIX6M
VIX9D
VOLI
VPD
VPN
VVIX
VWA
VWB
VXD
VXN
VXO
VXSLV
VXTH
VXTLT
XAU

Source: IB TWS
image image

Related Issue

N/A

Motivation and Context

Adds support for new indexes in LEAN.

Requires Documentation Change

N/A

How Has This Been Tested?

  • Verified that tickers match between LEAN and Interactive Brokers.
  • Deployed algorithms on Interactive Brokers and confirmed correct execution

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

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