Euro Stoxx 50 Index and Index Futures support #8278
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EUREX data model and sample data
wtindall1
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Nov 10, 2024
* EUREX data EUREX data model and sample data * Add EUREX futures expiry function and sample algorithms * Add EuroStoxx50 futures map and factor files * Reduce eurex data for repo * Map eurex market to primary exchange * Update Euro Stoxx 50 (FESX) map and factol files * Update Euro Stoxx 50 (FESX) minute data * Added EURSD data * Added 2 basic FESX futures algorithms in CSharp and Python (QuantConnect#2) * Add regression algorithms * Update regression algorithms and data * Minor change * Cleanup --------- Co-authored-by: paulius-an <[email protected]>
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Description
Add backtesting support for Euro Stoxx 50 Index and Index Futures
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Motivation and Context
Requires Documentation Change
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Types of changes
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bug-<issue#>-<description>orfeature-<issue#>-<description>