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Add CME Ether futures to symbols database #6884

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merged 6 commits into from
Feb 9, 2023
Merged

Add CME Ether futures to symbols database #6884

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d8bb437
Add Ether futures to symbols database
jhonabreul Jan 20, 2023
b43c126
Change ETH futures exchange time zone to US/Central
jhonabreul Jan 27, 2023
c4cf425
Add new contracts FuturesExpiryFuntions
jhonabreul Feb 9, 2023
bfcb3e2
Remove BTIC Micro BTC and BTIC Micro Ether securities
jhonabreul Feb 9, 2023
7379f28
Add Ether futures IB fees and price multiplier entry
jhonabreul Feb 9, 2023
28464c1
Update Ethereum price multiplier
jhonabreul Feb 9, 2023
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254 changes: 254 additions & 0 deletions Data/market-hours/market-hours-database.json
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Original file line number Diff line number Diff line change
Expand Up @@ -22758,6 +22758,260 @@
"11/25/2022": "12:15:00"
}
},
"Future-cme-ETH": {
"dataTimeZone": "UTC",
"exchangeTimeZone": "US/Central",
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"sunday": [
{
"start": "17:00:00",
"end": "1.00:00:00",
"state": "premarket"
}
],
"monday": [
{
"start": "00:00:00",
"end": "09:30:00",
"state": "premarket"
},
{
"start": "09:30:00",
"end": "16:00:00",
"state": "market"
},
{
"start": "17:00:00",
"end": "1.00:00:00",
"state": "postmarket"
}
],
"tuesday": [
{
"start": "00:00:00",
"end": "09:30:00",
"state": "premarket"
},
{
"start": "09:30:00",
"end": "16:00:00",
"state": "market"
},
{
"start": "17:00:00",
"end": "1.00:00:00",
"state": "postmarket"
}
],
"wednesday": [
{
"start": "00:00:00",
"end": "09:30:00",
"state": "premarket"
},
{
"start": "09:30:00",
"end": "16:00:00",
"state": "market"
},
{
"start": "17:00:00",
"end": "1.00:00:00",
"state": "postmarket"
}
],
"thursday": [
{
"start": "00:00:00",
"end": "09:30:00",
"state": "premarket"
},
{
"start": "09:30:00",
"end": "16:00:00",
"state": "market"
},
{
"start": "17:00:00",
"end": "1.00:00:00",
"state": "postmarket"
}
],
"friday": [
{
"start": "00:00:00",
"end": "09:30:00",
"state": "premarket"
},
{
"start": "09:30:00",
"end": "16:00:00",
"state": "market"
}
],
"saturday": [],
"holidays": [
"4/10/2009",
"12/25/2009",
"1/1/2010",
"4/2/2010",
"12/24/2010",
"1/1/2011",
"4/22/2011",
"12/26/2011",
"4/6/2012",
"12/25/2012",
"1/2/2013",
"3/29/2013",
"12/25/2013",
"1/1/2014",
"4/18/2014",
"12/25/2014",
"1/1/2015",
"12/25/2015",
"1/1/2016",
"3/25/2016",
"12/26/2016",
"1/2/2017",
"4/14/2017",
"12/25/2017",
"1/1/2018",
"3/30/2018",
"12/25/2018",
"1/1/2019",
"4/19/2019",
"12/25/2019",
"1/1/2020",
"4/10/2020",
"12/25/2020",
"1/1/2021",
"12/24/2021",
"1/1/2022",
"4/15/2022",
"12/25/2022",
"12/26/2022",
"1/1/2023",
"1/2/2023"
],
"earlyCloses": {
"1/19/2009": "10:30:00",
"2/16/2009": "10:30:00",
"5/25/2009": "10:30:00",
"7/3/2009": "10:30:00",
"9/7/2009": "10:30:00",
"11/26/2009": "10:30:00",
"11/27/2009": "12:15:00",
"12/24/2009": "12:15:00",
"1/18/2010": "10:30:00",
"2/15/2010": "10:30:00",
"5/31/2010": "10:30:00",
"7/5/2010": "10:30:00",
"9/6/2010": "10:30:00",
"11/25/2010": "10:30:00",
"11/26/2010": "12:15:00",
"1/17/2011": "10:30:00",
"2/21/2011": "10:30:00",
"5/30/2011": "10:30:00",
"7/4/2011": "10:30:00",
"9/5/2011": "10:30:00",
"11/24/2011": "10:30:00",
"11/25/2011": "12:15:00",
"1/16/2012": "10:30:00",
"2/20/2012": "10:30:00",
"5/28/2012": "10:30:00",
"7/3/2012": "12:15:00",
"7/4/2012": "10:30:00",
"9/3/2012": "10:30:00",
"11/22/2012": "10:30:00",
"11/23/2012": "12:15:00",
"12/24/2012": "12:15:00",
"1/21/2013": "10:30:00",
"2/18/2013": "10:30:00",
"5/27/2013": "10:30:00",
"7/3/2013": "12:15:00",
"7/4/2013": "10:30:00",
"7/5/2013": "15:15:00",
"9/2/2013": "10:30:00",
"11/28/2013": "10:30:00",
"11/29/2013": "12:15:00",
"12/24/2013": "12:15:00",
"12/26/2013": "15:15:00",
"1/2/2014": "15:15:00",
"1/20/2014": "10:30:00",
"2/17/2014": "10:30:00",
"5/26/2014": "12:00:00",
"7/3/2014": "12:00:00",
"9/1/2014": "12:00:00",
"11/27/2014": "12:00:00",
"11/28/2014": "12:15:00",
"12/24/2014": "12:15:00",
"1/19/2015": "12:00:00",
"2/16/2015": "12:00:00",
"4/3/2015": "08:15:00",
"5/25/2015": "12:00:00",
"7/3/2015": "12:00:00",
"9/7/2015": "12:00:00",
"11/26/2015": "12:00:00",
"11/27/2015": "12:15:00",
"12/24/2015": "12:15:00",
"1/18/2016": "12:00:00",
"2/15/2016": "12:00:00",
"5/30/2016": "12:00:00",
"7/4/2016": "12:00:00",
"9/5/2016": "12:00:00",
"11/24/2016": "12:00:00",
"11/25/2016": "12:15:00",
"1/16/2017": "12:00:00",
"2/20/2017": "12:00:00",
"5/29/2017": "12:00:00",
"7/3/2017": "12:15:00",
"7/4/2017": "12:00:00",
"9/4/2017": "12:00:00",
"11/23/2017": "12:00:00",
"11/24/2017": "12:15:00",
"1/15/2018": "12:00:00",
"2/19/2018": "12:00:00",
"5/28/2018": "12:00:00",
"7/3/2018": "12:15:00",
"7/4/2018": "12:00:00",
"9/3/2018": "12:00:00",
"11/22/2018": "12:00:00",
"11/23/2018": "12:15:00",
"12/24/2018": "12:15:00",
"1/21/2019": "12:00:00",
"2/18/2019": "12:00:00",
"5/27/2019": "12:00:00",
"7/3/2019": "12:15:00",
"7/4/2019": "12:00:00",
"9/2/2019": "12:00:00",
"11/28/2019": "12:00:00",
"11/29/2019": "12:15:00",
"12/24/2019": "12:15:00",
"1/20/2020": "12:00:00",
"2/17/2020": "12:00:00",
"5/25/2020": "12:00:00",
"7/3/2020": "12:00:00",
"9/7/2020": "12:00:00",
"11/26/2020": "12:00:00",
"11/27/2020": "12:15:00",
"12/24/2020": "12:15:00",
"1/18/2021": "12:00:00",
"2/15/2021": "12:00:00",
"4/2/2021": "8:15:00",
"5/31/2021": "12:00:00",
"7/5/2021": "12:00:00",
"9/6/2021": "12:00:00",
"11/25/2021": "12:00:00",
"11/26/2021": "12:15:00",
"1/17/2022": "12:00:00",
"2/21/2022": "12:00:00",
"5/30/2022": "12:00:00",
"6/20/2022": "12:00:00",
"7/4/2022": "12:00:00",
"9/5/2022": "12:00:00",
"11/24/2022": "12:00:00",
"11/25/2022": "12:15:00"
}
},
"Future-nymex-EVC": {
"dataTimeZone": "UTC",
"exchangeTimeZone": "America/New_York",
Expand Down
1 change: 1 addition & 0 deletions Data/symbol-properties/symbol-properties-database.csv
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Original file line number Diff line number Diff line change
Expand Up @@ -142,6 +142,7 @@ cme,EI,future,E-mini FTSE Emerging Index Futures,USD,100.0,0.1,1.0
cme,EMD,future,E-mini S&P MidCap 400 Futures,USD,100.0,0.1,1.0
cme,ES,future,E-mini S&P 500 Futures,USD,50.0,0.25,1.0
cme,ESK,future,Euro/Swedish Krona Futures,SEK,125000.0,0.0005,1.0
cme,ETH,future,Ether Futures,USD,50.0,5.50,1.0
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cme,GD,future,S&P-GSCI Commodity Index Futures,USD,250.0,0.05,1.0
cme,GDK,future,Class IV Milk Futures,USD,2000.0,0.01,1.0
cme,GE,future,Eurodollar Futures,USD,2500.0,0.0025,1.0
Expand Down