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Update CME Future entries MHDB #8488

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merged 6 commits into from
Dec 30, 2024

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Marinovsky
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@Marinovsky Marinovsky commented Dec 30, 2024

Description

Update CME futures entries in MHDB with missing 2024/2025 early closes, late opens and holidays. For more info, please visit https://www.cmegroup.com/trading-hours.html as well as the python module used for this task: https://github.com/Marinovsky/LEAN-MHDB

Related Issue

N/A

Motivation and Context

With this change MHDB will keep updated

Requires Documentation Change

N/A

How Has This Been Tested?

N/A

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>

@Martin-Molinero Martin-Molinero merged commit fb49f5d into QuantConnect:master Dec 30, 2024
6 of 7 checks passed
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2 participants