QuantConnect / QuantConnect/Lean
Support Non-US Government Bond and Index Futures
Open
Nobody has claimed this yet.
depth
feature
- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
Expected Behavior
Supports the Non-US Government Bond and Index Futures:
Bonds:
- Euro Buxl (EUREX)
- Euro Bund (EUREX)
- Euro Bobl (EUREX)
- Euro Schatz (EUREX)
- Euro OAT (EUREX)
- Euro BTP (EUREX)
- Long-term Gilt (ICEEUR)
- Canadian 10-Year (TMX)
- Japanese 10-Year (SGX)
Index Futures:
- CAC 40 (EURONEXT)
- S&P Canada 60 (TMX)
- China A50 (OSE)
All future markets are available on TickData: https://www.tickdata.com/historical-market-data-products/futures-data/available-futures-data/
Actual Behavior
Not supported.
Potential Solution
See FDAX and FESX
Checklist
- I have completely filled out this template
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by locating the existing FDAX and FESX implementations referenced in the issue and compare how their futures markets are defined. Determine how the listed bond and index futures should be represented, then verify that each requested market is recognized and supported using the repository's existing futures tests or validation path.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- fintech-quant
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100