/// <summary>
/// Delete an instrument and all locally stored data.
/// </summary>
public static void RemoveInstrument(Instrument instrument)
{
using (var entityContext = new MyDBContext())
{
//hacking around the circular reference issue
if (instrument.IsContinuousFuture)
{
entityContext.Instruments.Attach(instrument);
var tmpCF = instrument.ContinuousFuture;
instrument.ContinuousFuture = null;
instrument.ContinuousFutureID = null;
entityContext.SaveChanges();
entityContext.ContinuousFutures.Attach(tmpCF);
entityContext.ContinuousFutures.Remove(tmpCF);
entityContext.SaveChanges();
}
entityContext.Instruments.Attach(instrument);
entityContext.Instruments.Remove(instrument);
entityContext.SaveChanges();
}
using (var localStorage = DataStorageFactory.Get())
{
localStorage.Connect();
localStorage.DeleteAllInstrumentData(instrument);
}
}
/// <summary>
/// Add a new instrument or update an existing instrument in the database.
/// </summary>
/// <param name="instrument"></param>
/// <param name="updateIfExists"></param>
/// <param name="saveChanges">Set to true if saving to db should be done.</param>
/// <returns>True if the insertion or update succeeded. False if it did not.</returns>
public static bool AddInstrument(Instrument instrument, bool updateIfExists = false, bool saveChanges = true)
{
if (instrument.IsContinuousFuture)
{
throw new Exception("Cannot add continuous futures using this method");
}
using (var context = new MyDBContext())
{
var existingInstrument = context.Instruments.SingleOrDefault(x =>
(x.ID == instrument.ID) ||
(x.Symbol == instrument.Symbol && x.DatasourceID == instrument.DatasourceID && x.ExchangeID == instrument.ExchangeID));
if (existingInstrument == null) //object doesn't exist, so we add it
{
//if necessary, load sessions from teplate or exchange
if (instrument.SessionsSource == SessionsSource.Exchange)
{
instrument.Sessions = new List<InstrumentSession>();
var exchange = context.Exchanges.Include("Sessions").First(x => x.ID == instrument.ExchangeID);
foreach (ExchangeSession s in exchange.Sessions)
{
instrument.Sessions.Add(MyUtils.SessionConverter(s));
}
}
else if (instrument.SessionsSource == SessionsSource.Template)
{
instrument.Sessions = new List<InstrumentSession>();
var template = context.SessionTemplates.Include("Sessions").First(x => x.ID == instrument.SessionTemplateID);
foreach (TemplateSession s in template.Sessions)
{
instrument.Sessions.Add(MyUtils.SessionConverter(s));
}
}
context.Instruments.Add(instrument);
context.Database.Connection.Open();
if (saveChanges) context.SaveChanges();
return true;
}
else if (updateIfExists) //object exist, but we want to update it
{
context.Entry(existingInstrument).CurrentValues.SetValues(instrument);
if (saveChanges) context.SaveChanges();
return true;
}
}
return false; //object exists and we don't update it
}
public static void SeedDatasources(MyDBContext context)
{
var ib = new Datasource { Name = "Interactive Brokers" };
var yahoo = new Datasource { Name = "Yahoo" };
var quandl = new Datasource { Name = "Quandl" };
var fred = new Datasource { Name = "FRED" };
var google = new Datasource { Name = "Google" };
context.Datasources.AddOrUpdate(x => x.Name, ib, yahoo, quandl, fred, google);
context.SaveChanges();
}
private void AddBtn_Click(object sender, RoutedEventArgs e)
{
var job = new DataUpdateJobDetails { Name = "NewJob", UseTag = true, Frequency = BarSize.OneDay, Time = new TimeSpan(8, 0, 0), WeekDaysOnly = true };
Jobs.Add(job);
JobsGrid.SelectedItem = job;
using (var context = new MyDBContext())
{
context.DataUpdateJobs.Add(job);
context.SaveChanges();
}
}
private void ExecuteSave()
{
using (var context = new MyDBContext())
{
if (Job.UseTag)
{
Job.Instrument = null;
Job.InstrumentID = null;
Job.TagID = Job.Tag.ID;
}
else //Job is for a specific instrument, not a tag
{
Job.InstrumentID = Job.Instrument.ID;
Job.Tag = null;
Job.TagID = null;
}
context.DataUpdateJobs.Attach(Job);
context.Entry(Job).State = EntityState.Modified;
context.SaveChanges();
}
}
private void AddBtn_Click(object sender, RoutedEventArgs e)
{
using (var context = new MyDBContext())
{
if (_addingNew &&
context.Instruments.Any(
x => x.DatasourceID == TheInstrument.DatasourceID &&
x.ExchangeID == TheInstrument.ExchangeID &&
x.Symbol == TheInstrument.Symbol &&
x.Expiration == TheInstrument.Expiration)
)
{
//there's already an instrument with this key
MessageBox.Show("Instrument already exists. Change datasource, exchange, or symbol.");
return;
}
//check that if the user picked a template-based session set, he actually selected one of the templates
if (TheInstrument.SessionsSource == SessionsSource.Template && TheInstrument.SessionTemplateID == -1)
{
MessageBox.Show("You must pick a session template.");
return;
}
TheInstrument.Tags.Clear();
foreach (Tag t in Tags.Where(x=> x.IsChecked).Select(x => x.Item))
{
context.Tags.Attach(t);
TheInstrument.Tags.Add(t);
}
if (_addingNew)
{
if (TheInstrument.Exchange != null) context.Exchanges.Attach(TheInstrument.Exchange);
if (TheInstrument.PrimaryExchange != null) context.Exchanges.Attach(TheInstrument.PrimaryExchange);
context.Datasources.Attach(TheInstrument.Datasource);
context.Instruments.Add(TheInstrument);
}
else //simply manipulating an existing instrument
{
context.Exchanges.Attach(TheInstrument.Exchange);
context.Exchanges.Attach(TheInstrument.PrimaryExchange);
context.Datasources.Attach(TheInstrument.Datasource);
context.Instruments.Attach(_originalInstrument);
context.Entry(_originalInstrument).CurrentValues.SetValues(TheInstrument);
_originalInstrument.Tags.Clear();
foreach (Tag t in TheInstrument.Tags)
{
_originalInstrument.Tags.Add(t);
}
var sessions = _originalInstrument.Sessions.ToList();
foreach (InstrumentSession i in sessions)
{
context.Entry(i).State = System.Data.Entity.EntityState.Deleted;
}
_originalInstrument.Sessions.Clear();
foreach (InstrumentSession s in TheInstrument.Sessions)
{
_originalInstrument.Sessions.Add(s);
}
}
context.Database.Connection.Open();
context.SaveChanges();
}
InstrumentAdded = true;
Hide();
}
private void ModifyBtn_Click(object sender, RoutedEventArgs e)
{
if (string.IsNullOrEmpty(TheSymbol.Symbol))
{
MessageBox.Show("Must have a symbol.");
return;
}
using (var entityContext = new MyDBContext())
{
//check that the symbol doesn't already exist
bool symbolExists = entityContext.UnderlyingSymbols.Count(x => x.Symbol == TheSymbol.Symbol) > 0;
bool addingNew = TheSymbol.ID == -1;
if (symbolExists && addingNew)
{
MessageBox.Show("Must have a symbol.");
return;
}
if (addingNew)
{
entityContext.UnderlyingSymbols.Add(TheSymbol);
}
else
{
entityContext.UnderlyingSymbols.Attach(_originalSymbol);
entityContext.Entry(_originalSymbol).CurrentValues.SetValues(TheSymbol);
}
entityContext.SaveChanges();
}
SymbolAdded = true;
Hide();
}
public static void DoSeed()
{
var context = new MyDBContext();
#region datasources
var ib = new Datasource { Name = "Interactive Brokers" };
var yahoo = new Datasource { Name = "Yahoo" };
var quandl = new Datasource { Name = "Quandl" };
context.Datasources.AddOrUpdate(x => x.Name, ib, yahoo, quandl);
#endregion
#region underlyingSymbols
var eur = new UnderlyingSymbol
{
Symbol = "6E",
Rule = new ExpirationRule
{
DaysBefore = 2,
DayType = DayType.Business,
ReferenceRelativeMonth = RelativeMonth.CurrentMonth,
ReferenceUsesDays = false,
ReferenceWeekDay = DayOfTheWeek.Wednesday,
ReferenceWeekDayCount = WeekDayCount.Third
}
};
context.UnderlyingSymbols.AddOrUpdate(x => x.Symbol, eur);
var cl = new UnderlyingSymbol
{
Symbol = "CL",
Rule = new ExpirationRule
{
DaysBefore = 3,
DayType = DayType.Business,
ReferenceRelativeMonth = RelativeMonth.PreviousMonth,
ReferenceUsesDays = true,
ReferenceDays = 25,
ReferenceDayMustBeBusinessDay = true
}
};
context.UnderlyingSymbols.AddOrUpdate(x => x.Symbol, cl);
var zw = new UnderlyingSymbol
{
Symbol = "ZW",
Rule = new ExpirationRule
{
DaysBefore = 1,
DayType = DayType.Business,
ReferenceRelativeMonth = RelativeMonth.CurrentMonth,
ReferenceUsesDays = true,
ReferenceDays = 15
}
};
context.UnderlyingSymbols.AddOrUpdate(x => x.Symbol, zw);
var es = new UnderlyingSymbol
{
Symbol = "ES",
Rule = new ExpirationRule
{
DaysBefore = 0,
DayType = DayType.Calendar,
ReferenceRelativeMonth = RelativeMonth.CurrentMonth,
ReferenceUsesDays = false,
ReferenceWeekDay = DayOfTheWeek.Friday,
ReferenceWeekDayCount = WeekDayCount.Third
}
};
context.UnderlyingSymbols.AddOrUpdate(x => x.Symbol, es);
var nq = new UnderlyingSymbol
{
Symbol = "NQ",
Rule = new ExpirationRule
{
DaysBefore = 0,
DayType = DayType.Calendar,
ReferenceRelativeMonth = RelativeMonth.CurrentMonth,
ReferenceUsesDays = false,
ReferenceWeekDay = DayOfTheWeek.Friday,
ReferenceWeekDayCount = WeekDayCount.Third
}
};
context.UnderlyingSymbols.AddOrUpdate(x => x.Symbol, nq);
var gc = new UnderlyingSymbol
{
Symbol = "GC",
Rule = new ExpirationRule
{
DaysBefore = 2,
DayType = DayType.Business,
ReferenceRelativeMonth = RelativeMonth.CurrentMonth,
ReferenceUsesDays = false,
ReferenceDayIsLastBusinessDayOfMonth = true
}
};
context.UnderlyingSymbols.AddOrUpdate(x => x.Symbol, gc);
var ub = new UnderlyingSymbol
{
Symbol = "UB",
Rule = new ExpirationRule
{
DaysBefore = 7,
DayType = DayType.Business,
ReferenceRelativeMonth = RelativeMonth.CurrentMonth,
ReferenceUsesDays = false,
ReferenceDayIsLastBusinessDayOfMonth = true
}
};
context.UnderlyingSymbols.AddOrUpdate(x => x.Symbol, ub);
var vix = new UnderlyingSymbol
{
Symbol = "VIX",
Rule = new ExpirationRule
{
DaysBefore = 30,
DayType = DayType.Calendar,
ReferenceRelativeMonth = RelativeMonth.NextMonth,
ReferenceUsesDays = false,
ReferenceWeekDay = DayOfTheWeek.Friday,
ReferenceWeekDayCount = WeekDayCount.Third,
ReferenceDayMustBeBusinessDay = true
}
};
context.UnderlyingSymbols.AddOrUpdate(x => x.Symbol, vix);
#endregion
#region sessiontemplates
var sessiontemplates = new []
{
new SessionTemplate { Name = "U.S. Equities RTH" },
new SessionTemplate { Name = "U.S. Equities (w/ Post)" },
new SessionTemplate { Name = "U.S. Equities (w/ Pre)" },
new SessionTemplate { Name = "U.S. Equities (w/ Pre & Post)" },
new SessionTemplate { Name = "CME: Equity Index Futures (GLOBEX)" },
new SessionTemplate { Name = "CME: Equity Index Futures (Open Outcry)" },
new SessionTemplate { Name = "CME: Equity Index Futures [E-Mini] (GLOBEX)" },
new SessionTemplate { Name = "CME: FX Futures (GLOBEX)" },
};
foreach (SessionTemplate s in sessiontemplates)
{
context.SessionTemplates.AddOrUpdate(x => x.Name, s);
}
#endregion
#region templatesessions
var templatesessions = new[]
{
new TemplateSession
{
OpeningTime = new TimeSpan(9, 30, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Monday,
ClosingDay = DayOfTheWeek.Monday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities RTH")
},
new TemplateSession
{
OpeningTime = new TimeSpan(9, 30, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Tuesday,
ClosingDay = DayOfTheWeek.Tuesday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities RTH")
},
new TemplateSession
{
OpeningTime = new TimeSpan(9, 30, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Wednesday,
ClosingDay = DayOfTheWeek.Wednesday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities RTH")
},
new TemplateSession
{
OpeningTime = new TimeSpan(9, 30, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Thursday,
ClosingDay = DayOfTheWeek.Thursday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities RTH")
},
new TemplateSession
{
OpeningTime = new TimeSpan(9, 30, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Friday,
ClosingDay = DayOfTheWeek.Friday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities RTH")
},
new TemplateSession
{
OpeningTime = new TimeSpan(9, 30, 0),
ClosingTime = new TimeSpan(20, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Monday,
ClosingDay = DayOfTheWeek.Monday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Post)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(9, 30, 0),
ClosingTime = new TimeSpan(20, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Tuesday,
ClosingDay = DayOfTheWeek.Tuesday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Post)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(9, 30, 0),
ClosingTime = new TimeSpan(20, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Wednesday,
ClosingDay = DayOfTheWeek.Wednesday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Post)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(9, 30, 0),
ClosingTime = new TimeSpan(20, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Thursday,
ClosingDay = DayOfTheWeek.Thursday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Post)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(9, 30, 0),
ClosingTime = new TimeSpan(20, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Friday,
ClosingDay = DayOfTheWeek.Friday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Post)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 0, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Monday,
ClosingDay = DayOfTheWeek.Monday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Pre)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 0, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Tuesday,
ClosingDay = DayOfTheWeek.Tuesday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Pre)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 0, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Wednesday,
ClosingDay = DayOfTheWeek.Wednesday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Pre)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 0, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Thursday,
ClosingDay = DayOfTheWeek.Thursday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Pre)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 0, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Friday,
ClosingDay = DayOfTheWeek.Friday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Pre)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 0, 0),
ClosingTime = new TimeSpan(20, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Monday,
ClosingDay = DayOfTheWeek.Monday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Pre & Post)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 0, 0),
ClosingTime = new TimeSpan(20, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Tuesday,
ClosingDay = DayOfTheWeek.Tuesday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Pre & Post)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 0, 0),
ClosingTime = new TimeSpan(20, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Wednesday,
ClosingDay = DayOfTheWeek.Wednesday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Pre & Post)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 0, 0),
ClosingTime = new TimeSpan(20, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Thursday,
ClosingDay = DayOfTheWeek.Thursday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Pre & Post)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 0, 0),
ClosingTime = new TimeSpan(20, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Friday,
ClosingDay = DayOfTheWeek.Friday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Pre & Post)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(15, 30, 0),
ClosingTime = new TimeSpan(16, 30, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Monday,
ClosingDay = DayOfTheWeek.Monday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(8, 15, 0),
IsSessionEnd = false,
OpeningDay = DayOfTheWeek.Monday,
ClosingDay = DayOfTheWeek.Tuesday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(15, 30, 0),
ClosingTime = new TimeSpan(16, 30, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Tuesday,
ClosingDay = DayOfTheWeek.Tuesday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(8, 15, 0),
IsSessionEnd = false,
OpeningDay = DayOfTheWeek.Tuesday,
ClosingDay = DayOfTheWeek.Wednesday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(15, 30, 0),
ClosingTime = new TimeSpan(16, 30, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Wednesday,
ClosingDay = DayOfTheWeek.Wednesday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(8, 15, 0),
IsSessionEnd = false,
OpeningDay = DayOfTheWeek.Wednesday,
ClosingDay = DayOfTheWeek.Thursday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(15, 30, 0),
ClosingTime = new TimeSpan(16, 30, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Thursday,
ClosingDay = DayOfTheWeek.Thursday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(8, 15, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Thursday,
ClosingDay = DayOfTheWeek.Friday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(8, 15, 0),
IsSessionEnd = false,
OpeningDay = DayOfTheWeek.Sunday,
ClosingDay = DayOfTheWeek.Monday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 30, 0),
ClosingTime = new TimeSpan(15, 15, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Monday,
ClosingDay = DayOfTheWeek.Monday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (Open Outcry)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 30, 0),
ClosingTime = new TimeSpan(15, 15, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Tuesday,
ClosingDay = DayOfTheWeek.Tuesday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (Open Outcry)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 30, 0),
ClosingTime = new TimeSpan(15, 15, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Wednesday,
ClosingDay = DayOfTheWeek.Wednesday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (Open Outcry)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 30, 0),
ClosingTime = new TimeSpan(15, 15, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Thursday,
ClosingDay = DayOfTheWeek.Thursday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (Open Outcry)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 30, 0),
ClosingTime = new TimeSpan(15, 15, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Friday,
ClosingDay = DayOfTheWeek.Friday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (Open Outcry)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(15, 30, 0),
ClosingTime = new TimeSpan(16, 30, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Monday,
ClosingDay = DayOfTheWeek.Monday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures [E-Mini] (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(15, 15, 0),
IsSessionEnd = false,
OpeningDay = DayOfTheWeek.Monday,
ClosingDay = DayOfTheWeek.Tuesday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures [E-Mini] (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(15, 30, 0),
ClosingTime = new TimeSpan(16, 30, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Tuesday,
ClosingDay = DayOfTheWeek.Tuesday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures [E-Mini] (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(15, 15, 0),
IsSessionEnd = false,
OpeningDay = DayOfTheWeek.Tuesday,
ClosingDay = DayOfTheWeek.Wednesday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures [E-Mini] (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(15, 30, 0),
ClosingTime = new TimeSpan(16, 30, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Wednesday,
ClosingDay = DayOfTheWeek.Wednesday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures [E-Mini] (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(15, 15, 0),
IsSessionEnd = false,
OpeningDay = DayOfTheWeek.Wednesday,
ClosingDay = DayOfTheWeek.Thursday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures [E-Mini] (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(15, 30, 0),
ClosingTime = new TimeSpan(16, 30, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Thursday,
ClosingDay = DayOfTheWeek.Thursday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures [E-Mini] (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(15, 15, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Thursday,
ClosingDay = DayOfTheWeek.Friday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures [E-Mini] (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(15, 15, 0),
IsSessionEnd = false,
OpeningDay = DayOfTheWeek.Sunday,
ClosingDay = DayOfTheWeek.Monday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures [E-Mini] (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Monday,
ClosingDay = DayOfTheWeek.Tuesday,
Template = sessiontemplates.First(x => x.Name == "CME: FX Futures (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Tuesday,
ClosingDay = DayOfTheWeek.Wednesday,
Template = sessiontemplates.First(x => x.Name == "CME: FX Futures (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Wednesday,
ClosingDay = DayOfTheWeek.Thursday,
Template = sessiontemplates.First(x => x.Name == "CME: FX Futures (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Thursday,
ClosingDay = DayOfTheWeek.Friday,
Template = sessiontemplates.First(x => x.Name == "CME: FX Futures (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Sunday,
ClosingDay = DayOfTheWeek.Monday,
Template = sessiontemplates.First(x => x.Name == "CME: FX Futures (GLOBEX)")
}
};
foreach (TemplateSession t in templatesessions)
{
context.TemplateSessions.Add(t);
}
#endregion
#region exchanges
var exchanges = new[]
{
new Exchange { Name = "AB", LongName = "American Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "AEB", LongName = "Euronext Netherlands", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "ALSE", LongName = "Alberta Stock Exchange", Timezone = "Mountain Standard Time" },
new Exchange { Name = "AMEX", LongName = "American Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "AMS", LongName = "Euronext Equities", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "ANTSE", LongName = "Antwerp Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "AO", LongName = "American Stock Exchange (Options)", Timezone = "Eastern Standard Time" },
new Exchange { Name = "API", LongName = "American Petroleum Institute", Timezone = "Eastern Standard Time" },
new Exchange { Name = "ARCA", LongName = "Archipelago", Timezone = "Eastern Standard Time" },
new Exchange { Name = "ARCX", LongName = "Archipelago Electronic Communications Network", Timezone = "Eastern Standard Time" },
new Exchange { Name = "ASE", LongName = "Amsterdam Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "ASX", LongName = "Australian Stock Exchange", Timezone = "A.U.S. Eastern Standard Time" },
new Exchange { Name = "ASXI", LongName = "Australian Stock Exchange", Timezone = "A.U.S. Eastern Standard Time" },
new Exchange { Name = "ATA", LongName = "AEX-Agrarische Termynmarkt", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "ATAASE", LongName = "Athens Stock Exchange", Timezone = "GTB Standard Time" },
new Exchange { Name = "ATH", LongName = "Athens Stock Exchange", Timezone = "GTB Standard Time" },
new Exchange { Name = "ATHI", LongName = "Athens Stock Exchange", Timezone = "GTB Standard Time" },
new Exchange { Name = "AUSSE", LongName = "Australian Stock Exchange", Timezone = "A.U.S. Eastern Standard Time" },
new Exchange { Name = "B", LongName = "Boston Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "BARB", LongName = "Barclays Bank", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BARSE", LongName = "Barcelona Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BASB", LongName = "Basle Bonds", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BASE", LongName = "Buenos Aires Stock Exchange", Timezone = "S.A. Eastern Standard Time" },
new Exchange { Name = "BASLE", LongName = "Basle Stocks", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BB", LongName = "Bulletin Board", Timezone = "Eastern Standard Time" },
new Exchange { Name = "BELFOX", LongName = "Euronext Brussels", Timezone = "Eastern Standard Time" },
new Exchange { Name = "BER", LongName = "Deutshe Borse Stocks Level 1", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BERNB", LongName = "Bern Bonds", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BERSE", LongName = "Berlin Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BET", LongName = "Budapest Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BFE", LongName = "Baltic Freight Futures Exchange", Timezone = "GMT Standard Time" },
new Exchange { Name = "BMBSE", LongName = "Bombay Stock Exchange", Timezone = "India Standard Time" },
new Exchange { Name = "BMF", LongName = "Bolsa Mecadario Futuro", Timezone = "E. South America Standard Time" },
new Exchange { Name = "BO", LongName = "Boston Options Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "BOGSE", LongName = "Bogota Stock Exchange", Timezone = "S.A. Pacific Standard Time" },
new Exchange { Name = "BOX", LongName = "Boston Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "BRN", LongName = "Swiss Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BRU", LongName = "Euronext Equities", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BRUSE", LongName = "Brussels Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BRUT", LongName = "Brut", Timezone = "Eastern Standard Time" },
new Exchange { Name = "BSE", LongName = "Bern Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BSP", LongName = "Sao Paulo Stock Exchange", Timezone = "E. South America Standard Time" },
new Exchange { Name = "BSPI", LongName = "Sao Paulo Stock Exchange", Timezone = "E. South America Standard Time" },
new Exchange { Name = "BT", LongName = "Chicago Board of Trade", Timezone = "Central Standard Time" },
new Exchange { Name = "BTRADE", LongName = "Bloomberg Tradebook", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BUD", LongName = "Budapest Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BUDI", LongName = "Budapest Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BUE", LongName = "Buenos Aires Stock Exchange", Timezone = "S.A. Eastern Standard Time" },
new Exchange { Name = "BUEI", LongName = "Buenos Aires Stock Exchange", Timezone = "S.A. Eastern Standard Time" },
new Exchange { Name = "BUTLR", LongName = "Butler Harlow", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BVME", LongName = "Italian Exchange - Cash Market", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "C", LongName = "Cincinnati Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CAES", LongName = "Computer Assisted Execution System", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CALC", LongName = "Calculated Indices", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CANX", LongName = "Canadian Mutual Funds (Cannex)", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CARSE", LongName = "Caracas Stock Exchange", Timezone = "Pacific S.A. Standard Time" },
new Exchange { Name = "CBFX", LongName = "Chemical Bank Forex", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CBOE", LongName = "Chicago Board Options Exchange", Timezone = "Central Standard Time" },
new Exchange { Name = "CBOT", LongName = "Chicago Board of Trade", Timezone = "Central Standard Time" },
new Exchange { Name = "CBT", LongName = "Chicago Board of Trade", Timezone = "Central Standard Time" },
new Exchange { Name = "CDE", LongName = "Canadian Derivatives Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CEC", LongName = "Comodities Exchange Center", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CEX", LongName = "Citibank Forex", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CF", LongName = "CBOE Futures Exchange", Timezone = "Central Standard Time" },
new Exchange { Name = "CFE", LongName = "CBOE Futures Exchange", Timezone = "Central Standard Time" },
new Exchange { Name = "CFFE", LongName = "Cantor Financial Futures Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CFOREX", LongName = "Crossmar Foreign Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CFXT", LongName = "S&P Comstock Composite Forex", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CME", LongName = "Chicago Mercantile Exchange", Timezone = "Central Standard Time" },
new Exchange { Name = "CO", LongName = "Chicago Board Options Exchange", Timezone = "Central Standard Time" },
new Exchange { Name = "COATS", LongName = "Candian OTC Automated Trading System", Timezone = "Eastern Standard Time" },
new Exchange { Name = "COLSE", LongName = "Colombo Stock Exchange", Timezone = "Central Asia Standard Time" },
new Exchange { Name = "COMEX", LongName = "Commodity Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "COMP", LongName = "Composite Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "COMX", LongName = "Comex Metals", Timezone = "Eastern Standard Time" },
new Exchange { Name = "COPSE", LongName = "Copenhagen Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "CPC", LongName = "Computer Petroleum Corp", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CSC", LongName = "Coffee, Sugar, and Cocoa Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CSE", LongName = "Cincinnati Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CSEI", LongName = "Coppenhagen Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "D", LongName = "NASDAQ ADF", Timezone = "Eastern Standard Time" },
new Exchange { Name = "DBN", LongName = "STOXX Indices", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "DBX", LongName = "Stuttgart Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "DBXI", LongName = "Stuttgart Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "DSE", LongName = "Dusseldorf Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "DT", LongName = "Dow Jones", Timezone = "Eastern Standard Time" },
new Exchange { Name = "DTB", LongName = "EUREX", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "DUB", LongName = "Ireland Stock Exchange", Timezone = "Greenwich Standard Time" },
new Exchange { Name = "DUS", LongName = "Deutshe Borse Stocks Level 1", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "EBS", LongName = "Swiss Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "EBSBW", LongName = "Swiss Market Feed's EBS Project - Bonds & Warrant", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "EBSSTK", LongName = "Swiss Market Feed's EBS Project - Stocks", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "EC", LongName = "Chicago Board of Trade (E-mini)", Timezone = "Central Standard Time" },
new Exchange { Name = "ECBOT", LongName = "Chicago Board of Trade E-CBOT", Timezone = "Central Standard Time" },
new Exchange { Name = "EEB", LongName = "Euronext Equities", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "EEX", LongName = "European Energy Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "EIBI", LongName = "Euronext Equities", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "EM", LongName = "Chicago Mercantile Exchange (E-mini)", Timezone = "Central Standard Time" },
new Exchange { Name = "EOE", LongName = "European Options Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "ESE", LongName = "Edmonton Stock Exchange", Timezone = "Mountain Standard Time" },
new Exchange { Name = "EUREX", LongName = "Eurex Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "EUREXUS", LongName = "Eurex US", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "EUS", LongName = "Eurex US Futures", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "EUX", LongName = "Eurex", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "FOREX", LongName = "FOREX", Timezone = "Eastern Standard Time" },
new Exchange { Name = "FOX", LongName = "London Future & Options Exchange", Timezone = "Greenwich Standard Time" },
new Exchange { Name = "FRA", LongName = "Deutshe Borse Stocks Level 1", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "FTA", LongName = "Euronext NL", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "FTSA", LongName = "Athens FTSE Indices", Timezone = "GTB Standard Time" },
new Exchange { Name = "FTSE", LongName = "FTSE Index Values", Timezone = "Greenwich Standard Time" },
new Exchange { Name = "FTSJ", LongName = "Johannesburg FTSE Indices", Timezone = "South Africa Standard Time" },
new Exchange { Name = "FUKSE", LongName = "Fukuoaka Stock Exchange", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "FWB", LongName = "Frankfurt Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "FX", LongName = "FOREX", Timezone = "Central Standard Time" },
new Exchange { Name = "GARVIN", LongName = "Garvin Bonds", Timezone = "Greenwich Standard Time" },
new Exchange { Name = "GB", LongName = "ICAP (Garvin) Bonds", Timezone = "Greenwich Standard Time" },
new Exchange { Name = "GENEVA", LongName = "Geneva Stocks", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "GENEVB", LongName = "Geneva Bonds", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "GLOBEX", LongName = "Chicago Mercantile Exchange (CME GLOBEX)", Timezone = "Central Standard Time" },
new Exchange { Name = "HAM", LongName = "Deutshe Borse Stocks Level 1", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "HAN", LongName = "Deutshe Borse Stocks Level 1", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "HEL", LongName = "Helsinski Stock Exchange", Timezone = "FLE Standard Time" },
new Exchange { Name = "HELI", LongName = "Helsinski Stock Exchange", Timezone = "FLE Standard Time" },
new Exchange { Name = "HELSE", LongName = "Helsinski Stock Exchange", Timezone = "FLE Standard Time" },
new Exchange { Name = "HIRSE", LongName = "Hiroshima Stock Exchange", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "HKEX", LongName = "Hong Kong Stock Exchange", Timezone = "China Standard Time" },
new Exchange { Name = "HKFE", LongName = "Hong Kong Futures Exchange", Timezone = "China Standard Time" },
new Exchange { Name = "HKG", LongName = "Hong Kong Stock Exchange", Timezone = "China Standard Time" },
new Exchange { Name = "HKGI", LongName = "Hang Seng Indices", Timezone = "Singapore Standard Time" },
new Exchange { Name = "HKME", LongName = "Hong Kong Metals Exchange", Timezone = "China Standard Time" },
new Exchange { Name = "HKSE", LongName = "Hong Kong Stock Exchange", Timezone = "China Standard Time" },
new Exchange { Name = "HMBSE", LongName = "Hamburg Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "HSE", LongName = "Helsinski Stock Exchange", Timezone = "FLE Standard Time" },
new Exchange { Name = "HSEI", LongName = "Helsinski Stock Exchange", Timezone = "FLE Standard Time" },
new Exchange { Name = "HY", LongName = "", Timezone = "" },
new Exchange { Name = "IBIS", LongName = "Ibis", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "ICE", LongName = "Intercontinental Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "ICEI", LongName = "Iceland Stock Exchange", Timezone = "Greenwich Standard Time" },
new Exchange { Name = "ICP", LongName = "ICAP OTC", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "IDEAL", LongName = "IDEAL IB FOREX", Timezone = "Eastern Standard Time" },
new Exchange { Name = "IDEALPRO", LongName = "IDEAL IB FOREX PRO", Timezone = "Eastern Standard Time" },
new Exchange { Name = "IDEM", LongName = "Borsa Italiana", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "IDX", LongName = "World Indices", Timezone = "Eastern Standard Time" },
new Exchange { Name = "IGB", LongName = "Italian Government Bonds", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "INDEX", LongName = "", Timezone = "Eastern Standard Time" },
new Exchange { Name = "INSNET", LongName = "Instinet", Timezone = "Eastern Standard Time" },
new Exchange { Name = "INT3B", LongName = "", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "INT3P", LongName = "", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "IO", LongName = "International Securities Exchange (Options)", Timezone = "Eastern Standard Time" },
new Exchange { Name = "IPE", LongName = "International Petroleum Exchange", Timezone = "GMT Standard Time" },
new Exchange { Name = "IRISE", LongName = "Irish Stock Exchange", Timezone = "GMT Standard Time" },
new Exchange { Name = "ISE", LongName = "Istanbul Stock Exchange", Timezone = "GTB Standard Time" },
new Exchange { Name = "ISEI", LongName = "Iceland Stock Exchange", Timezone = "Greenwich Standard Time" },
new Exchange { Name = "ISLAND", LongName = "INET", Timezone = "Eastern Standard Time" },
new Exchange { Name = "JAKSE", LongName = "Jakarta Stock Exchange", Timezone = "S.E. Asia Standard Time" },
new Exchange { Name = "JASDA", LongName = "Japan Securities Dealers Association", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "JOH", LongName = "Johannesburg Stock Exchange", Timezone = "South Africa Standard Time" },
new Exchange { Name = "JOHSE", LongName = "Johannesburg Stock Exchange", Timezone = "South Africa Standard Time" },
new Exchange { Name = "JSE", LongName = "Johannesburg Stock Exchange", Timezone = "South Africa Standard Time" },
new Exchange { Name = "KARSE", LongName = "Karachi Stock Exchange", Timezone = "West Asia Standard Time" },
new Exchange { Name = "KCBOT", LongName = "Kansas City Board of Trade", Timezone = "Central Standard Time" },
new Exchange { Name = "KCBT", LongName = "Kansas City Board of Trade", Timezone = "Central Standard Time" },
new Exchange { Name = "KLS", LongName = "Kuala Lumpur Stock Exchange", Timezone = "Singapore Standard Time" },
new Exchange { Name = "KLSI", LongName = "Kuala Lumpur Stock Exchange", Timezone = "Singapore Standard Time" },
new Exchange { Name = "KOQ", LongName = "KOSDAQ", Timezone = "Korea Standard Time" },
new Exchange { Name = "KOQI", LongName = "KOSDAQ", Timezone = "Korea Standard Time" },
new Exchange { Name = "KOR", LongName = "Korea Stock Exchange", Timezone = "Korea Standard Time" },
new Exchange { Name = "KOREA", LongName = "Seoul Korea Stock Exchange", Timezone = "Korea Standard Time" },
new Exchange { Name = "KORI", LongName = "Korea Stock Exchange", Timezone = "Korea Standard Time" },
new Exchange { Name = "KRX", LongName = "Korea Stock Exchange", Timezone = "Korea Standard Time" },
new Exchange { Name = "KSE", LongName = "Korea Stock Exchange", Timezone = "Korea Standard Time" },
new Exchange { Name = "KUALA", LongName = "Kuala Lumpur Stock Exchange", Timezone = "Singapore Standard Time" },
new Exchange { Name = "KYOSE", LongName = "Kyoto Stock Exchange", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "LCE", LongName = "London Commodity Exchange", Timezone = "GMT Standard Time" },
new Exchange { Name = "LIFE", LongName = "London Inter. Financial Futures Exchange", Timezone = "GMT Standard Time" },
new Exchange { Name = "LIFFE", LongName = "London Inter. Financial Futures Exchange", Timezone = "GMT Standard Time" },
new Exchange { Name = "LIFFE_NF", LongName = "London Inter. Financial Futures Exchange", Timezone = "GMT Standard Time" },
new Exchange { Name = "LIMSE", LongName = "Lima Stock Exchange", Timezone = "S.A. Pacific Standard Time" },
new Exchange { Name = "LINC", LongName = "Data Broadcasting Corporation", Timezone = "Eastern Standard Time" },
new Exchange { Name = "LIS", LongName = "Euronext Equities", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "LISSE", LongName = "Lisbon Stock Exchange", Timezone = "GMT Standard Time" },
new Exchange { Name = "LME", LongName = "London Metal Exchange", Timezone = "GMT Standard Time" },
new Exchange { Name = "LON", LongName = "LSE UK Level 1", Timezone = "GMT Standard Time" },
new Exchange { Name = "LSE", LongName = "London Stock Exchange", Timezone = "GMT Standard Time" },
new Exchange { Name = "LSIN", LongName = "LSE International Market Service", Timezone = "GMT Standard Time" },
new Exchange { Name = "LSO", LongName = "LIFFE short options add ons and delta factors", Timezone = "GMT Standard Time" },
new Exchange { Name = "LTO", LongName = "London Traded Options", Timezone = "GMT Standard Time" },
new Exchange { Name = "LUX", LongName = "Luxembourg Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "LUXI", LongName = "Luxembourg Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "LUXSE", LongName = "Luxembourg Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "M", LongName = "Chicago (Midwest) Stock Exchange", Timezone = "Central Standard Time" },
new Exchange { Name = "MAC", LongName = "Madrid Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MADSE", LongName = "Madrid Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MASE", LongName = "MASE Westpac (London Bullion Market)", Timezone = "GMT Standard Time" },
new Exchange { Name = "MATF", LongName = "Matif", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MATIF", LongName = "Euronext France", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MATIFF", LongName = "MATIF Financial Futures", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MBFX", LongName = "Midland Bank Forex", Timezone = "GMT Standard Time" },
new Exchange { Name = "MC", LongName = "Montreal Futures Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "MCEDB", LongName = "Milan CED Borsa", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MDE", LongName = "Madrid Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MDEI", LongName = "Madrid Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "ME", LongName = "Montreal Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "MEFF", LongName = "Spanish Financial Futures Market: Barcelona", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MEFFO", LongName = "Spanish Options Market: Madrid", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MEFFRV", LongName = "Spanish Futures & Options Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MEFFRY", LongName = "Mercando Ispaniol de Futuros Finansial", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MEX", LongName = "Mexico Stock Exchange", Timezone = "Mexico Standard Time" },
new Exchange { Name = "MEXI", LongName = "Mexico Stock Exchange", Timezone = "Mexico Standard Time" },
new Exchange { Name = "MEXSE", LongName = "Mexico Stock Exchange", Timezone = "Mexico Standard Time" },
new Exchange { Name = "MF", LongName = "Mutual Funds", Timezone = "Eastern Standard Time" },
new Exchange { Name = "MFE", LongName = "Montreal Futures Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "MGE", LongName = "Minneapolis Grain Exchange", Timezone = "Central Standard Time" },
new Exchange { Name = "MIC", LongName = "Bonneville Market Information Corp.", Timezone = "S.A. Pacific Standard Time" },
new Exchange { Name = "MICEX", LongName = "Moscow Interbank Currency Exchange", Timezone = "Russian Standard Time" },
new Exchange { Name = "MIDAM", LongName = "MidAmerica Commodity Exchange", Timezone = "Central America Standard Time" },
new Exchange { Name = "MIDWES", LongName = "Midwest Stock Exchange", Timezone = "Central Standard Time" },
new Exchange { Name = "MM", LongName = "Money Market Fund", Timezone = "Eastern Standard Time" },
new Exchange { Name = "MONE", LongName = "Mercado Espanol de Futuros Finacial", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MONEP", LongName = "Paris Options", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MSE", LongName = "Montreal Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "MSEI", LongName = "Milan Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MSO", LongName = "Montreal Stock Options", Timezone = "Eastern Standard Time" },
new Exchange { Name = "MSPT", LongName = "Milan Stock Pit trading and corporate bonds", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MT", LongName = "Chicago Mercantile Exchange", Timezone = "Central Standard Time" },
new Exchange { Name = "MTS", LongName = "Milan Telematico Stocks", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MUN", LongName = "Deutshe Borse Stocks Level 1", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MUNSE", LongName = "Munich Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MVSE", LongName = "Montevideo Stock Exchange", Timezone = "S.A. Eastern Standard Time" },
new Exchange { Name = "MX", LongName = "Montreal Futures Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "N", LongName = "New York Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NASD", LongName = "NASDAQ", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NASDAQ", LongName = "NASDAQ National Market", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NASDC", LongName = "National Assoc. of Securities Dealers (Canada)", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NASDSC", LongName = "NASDAQ Small Caps", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NAT", LongName = "Nat West Bank Forex", Timezone = "GMT Standard Time" },
new Exchange { Name = "NB", LongName = "New York Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NGYSE", LongName = "Nagoya Stock Exchange", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "NIGSE", LongName = "Niigata Stock Exchange", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "NIKKEI", LongName = "Nikkei-Needs Database", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "NLK", LongName = "Amsterdam", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "NLX", LongName = "National Labor Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NO", LongName = "New York Stock Exchange (Options)", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NOTCBF", LongName = "Nasdaq OTC Bulletin Board Service : Foreign Issues", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NPE", LongName = "OMX Nordpool", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "NQLX", LongName = "Nasdaq LIFFE Markets", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NSE", LongName = "National Stock Exchange of India", Timezone = "India Standard Time" },
new Exchange { Name = "NYBOT", LongName = "New York Board of Trade", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NYCE", LongName = "New York Cotton Exchange(CEC)", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NYFE", LongName = "New York Futures Exchange(CEC)", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NYLCD", LongName = "London Inter. Financial Futures Exchange", Timezone = "GMT Standard Time" },
new Exchange { Name = "NYLID", LongName = "London Inter. Financial Futures Exchange", Timezone = "GMT Standard Time" },
new Exchange { Name = "NYLUS", LongName = "Chicago Board of Trade", Timezone = "Central Standard Time" },
new Exchange { Name = "NYME", LongName = "New York Mercantile Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NYMEX", LongName = "New York Mercantile Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NYMI", LongName = "New York Mercantile Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NYSE", LongName = "New York Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NYSELIFFE", LongName = "New York Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NZSE", LongName = "New Zealand Stock Exchange", Timezone = "New Zealand Standard Time" },
new Exchange { Name = "NZX", LongName = "New Zealand Stock Exchange", Timezone = "New Zealand Standard Time" },
new Exchange { Name = "NZXI", LongName = "New Zealand Stock Exchange", Timezone = "New Zealand Standard Time" },
new Exchange { Name = "OETOB", LongName = "Austrian Stock and Options Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "OFX", LongName = "OFEX London", Timezone = "GMT Standard Time" },
new Exchange { Name = "OM", LongName = "OMX Derivatives Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "OMFE", LongName = "Oslo Opsjon", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "OMS", LongName = "Stockholm Exchange - Derivatives Market", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "ONE", LongName = "OneChicago", Timezone = "Central Standard Time" },
new Exchange { Name = "OPRA", LongName = "Option Price Reporting Authority", Timezone = "Eastern Standard Time" },
new Exchange { Name = "OPTS", LongName = "Generic Options Exchange", Timezone = "Central Standard Time" },
new Exchange { Name = "OSASE", LongName = "Osaka Stock Exchange", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "OSE", LongName = "Osaka Securities Exchange", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "OSE.JPN", LongName = "Osaka Securities Exchange", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "OSEI", LongName = "Osaka Securities Exchange", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "OSL", LongName = "Oslo Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "OSLI", LongName = "Oslo Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "OSLSE", LongName = "Oslo Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "OT", LongName = "Pink Sheets", Timezone = "Eastern Standard Time" },
new Exchange { Name = "OTC", LongName = "Over The Counter", Timezone = "Eastern Standard Time" },
new Exchange { Name = "OTCBB", LongName = "OTC Bulletin Board", Timezone = "Eastern Standard Time" },
new Exchange { Name = "P", LongName = "Pacific Stock Exchange", Timezone = "Pacific Standard Time" },
new Exchange { Name = "PACIFI", LongName = "Pacific Stock Exchange", Timezone = "Pacific Standard Time" },
new Exchange { Name = "PAR", LongName = "Euronext Equities", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "PASE", LongName = "Paris Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "PBT", LongName = "Philadelphia Board of Trade", Timezone = "Eastern Standard Time" },
new Exchange { Name = "PF", LongName = "PetroFlash", Timezone = "Eastern Standard Time" },
new Exchange { Name = "PHLX", LongName = "Philadelphia Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "PHPSE", LongName = "Philippine Stock Exchange", Timezone = "Singapore Standard Time" },
new Exchange { Name = "PO", LongName = "Pacific Stock Exchange (Options)", Timezone = "Pacific Standard Time" },
new Exchange { Name = "PRIMI", LongName = "Milan Option", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "PSE", LongName = "Pacific Exchange", Timezone = "Pacific Standard Time" },
new Exchange { Name = "PSOFT", LongName = "Paris Softs", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "Q", LongName = "NASDAQ NMS", Timezone = "Eastern Standard Time" },
new Exchange { Name = "RIOSE", LongName = "Rio de Janeiro Stock Exchange", Timezone = "E. South America Standard Time" },
new Exchange { Name = "RTS", LongName = "Russian Trading System", Timezone = "Russian Standard Time" },
new Exchange { Name = "S", LongName = "NASDAQ Small Cap", Timezone = "Eastern Standard Time" },
new Exchange { Name = "SANSE", LongName = "Santiago Stock Exchange", Timezone = "Pacific S.A. Standard Time" },
new Exchange { Name = "SAPSE", LongName = "Sapporo Stock Exchange", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "SBF", LongName = "Euronext France", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "SEAQ", LongName = "International (US Securities traded on London Exch", Timezone = "GMT Standard Time" },
new Exchange { Name = "SEAQL2", LongName = "SEAQ International Level 2", Timezone = "GMT Standard Time" },
new Exchange { Name = "SEAQTR", LongName = "SEAQ International Trades Data", Timezone = "GMT Standard Time" },
new Exchange { Name = "SES", LongName = "Singapore Stock Exchange", Timezone = "Singapore Standard Time" },
new Exchange { Name = "SESI", LongName = "Singapore Stock Exchange", Timezone = "Singapore Standard Time" },
new Exchange { Name = "SET", LongName = "Bangkok Stock Exchange of Thailand", Timezone = "S.E. Asia Standard Time" },
new Exchange { Name = "SETI", LongName = "Bangkok Stock Exchange of Thailand", Timezone = "S.E. Asia Standard Time" },
new Exchange { Name = "SFB", LongName = "Stockholm Exchange - Stock Market", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "SFE", LongName = "Sydney Futures Exchange", Timezone = "A.U.S. Eastern Standard Time" },
new Exchange { Name = "SGX", LongName = "Singapore Exchange", Timezone = "Singapore Standard Time" },
new Exchange { Name = "SHANG", LongName = "Shanghai Stock Exchange", Timezone = "China Standard Time" },
new Exchange { Name = "SHENZ", LongName = "Shenzen Stock Exchange", Timezone = "China Standard Time" },
new Exchange { Name = "SICOVA", LongName = "Paris Bonds", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "SIMEX", LongName = "Singapore International Monetary Exchange", Timezone = "Singapore Standard Time" },
new Exchange { Name = "SIMX", LongName = "Singapore International Monetary Exchange", Timezone = "Singapore Standard Time" },
new Exchange { Name = "SING", LongName = "Stock Exchange of Singapore", Timezone = "Singapore Standard Time" },
new Exchange { Name = "SMART", LongName = "Smart", Timezone = "Eastern Standard Time" },
new Exchange { Name = "SNFE", LongName = "Sydney Futures Exchange", Timezone = "A.U.S. Eastern Standard Time" },
new Exchange { Name = "SOFET", LongName = "Soffex Swiss Futures Financial Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "SOFFEX", LongName = "EUREX", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "SPAIN", LongName = "Mercato Continue Espana", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "SPCC", LongName = "SPC Combined", Timezone = "Central European Standard Time" },
new Exchange { Name = "SPE", LongName = "SPECTRON", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "SPECI", LongName = "Special", Timezone = "Eastern Standard Time" },
new Exchange { Name = "SPSE", LongName = "Sao Paulo Stock Exchange", Timezone = "E. South America Standard Time" },
new Exchange { Name = "SSE", LongName = "Stockholm Stock Exchange", Timezone = "Central European Standard Time" },
new Exchange { Name = "SSEI", LongName = "Stockholm Stock Exchange", Timezone = "Central European Standard Time" },
new Exchange { Name = "STKSE", LongName = "Stockholm Stock Exchange", Timezone = "Central European Standard Time" },
new Exchange { Name = "STREET", LongName = "Street Software", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "STX", LongName = "STOXX Indices", Timezone = "Central European Standard Time" },
new Exchange { Name = "SWB", LongName = "Stuttgart Stock Exchange", Timezone = "Central European Standard Time" },
new Exchange { Name = "SWE", LongName = "Swiss Exchange", Timezone = "Central European Standard Time" },
new Exchange { Name = "SWEI", LongName = "Swiss Exchange", Timezone = "Central European Standard Time" },
new Exchange { Name = "SWX", LongName = "Swiss Exchange", Timezone = "Central European Standard Time" },
new Exchange { Name = "SWXI", LongName = "Swiss Exchange", Timezone = "Central European Standard Time" },
new Exchange { Name = "T", LongName = "NASDAQ Listed Stocks", Timezone = "Eastern Standard Time" },
new Exchange { Name = "TAISE", LongName = "Taipei Stock Exchange of Taiwan", Timezone = "Singapore Standard Time" },
new Exchange { Name = "TC", LongName = "Toronto Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "TELSE", LongName = "Tel Aviv Stock Exchange", Timezone = "Israel Standard Time" },
new Exchange { Name = "TFE", LongName = "Toronto Futures Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "TIFFE", LongName = "Tokyo International Financial Futures Exchange", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "TSE", LongName = "Toronto Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "TSE.JPN", LongName = "Tokyo Stock Exchange", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "TSEI", LongName = "Tokyo Stock Exchange", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "TSO", LongName = "Toronto Stock Options", Timezone = "Eastern Standard Time" },
new Exchange { Name = "TUL", LongName = "Tullett and Tokyo", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "U", LongName = "NASDAQ Bulletin Board", Timezone = "Eastern Standard Time" },
new Exchange { Name = "UNDEF", LongName = "Undefined", Timezone = "Eastern Standard Time" },
new Exchange { Name = "USDA", LongName = "U.S. Department of Agriculture", Timezone = "Eastern Standard Time" },
new Exchange { Name = "USDC", LongName = "U.S. Department of Commerce", Timezone = "Eastern Standard Time" },
new Exchange { Name = "UT", LongName = "Chicago Board of Trade", Timezone = "Central Standard Time" },
new Exchange { Name = "V", LongName = "NASDAQ Bulletin Board (pink)", Timezone = "Eastern Standard Time" },
new Exchange { Name = "VC", LongName = "TSX Venture Exchange (CDNX)", Timezone = "Eastern Standard Time" },
new Exchange { Name = "VIE", LongName = "Wiener Borse Vienna Stock Exchange", Timezone = "W. Europe Standard Time" },
new Exchange { Name = "VIEI", LongName = "Wiener Borse Vienna Stock Exchange", Timezone = "W. Europe Standard Time" },
new Exchange { Name = "VIESE", LongName = "Vienna Stock Exchange", Timezone = "Central European Standard Time" },
new Exchange { Name = "VIRTX", LongName = "VIRT-X", Timezone = "GMT Standard Time" },
new Exchange { Name = "VSE", LongName = "Vancouver Stock Exchange", Timezone = "Pacific Standard Time" },
new Exchange { Name = "VSO", LongName = "Vancouver Stock Options", Timezone = "Pacific Standard Time" },
new Exchange { Name = "VWAP", LongName = "IB VWAP Dealing Network", Timezone = "Eastern Standard Time" },
new Exchange { Name = "W", LongName = "CBOE (Non options) (QQQ, SPY)", Timezone = "Central Standard Time" },
new Exchange { Name = "WAR", LongName = "Warsaw Stock Exchange", Timezone = "Central European Standard Time" },
new Exchange { Name = "WARI", LongName = "Warsaw Stock Exchange", Timezone = "Central European Standard Time" },
new Exchange { Name = "WBE", LongName = "Wiener Borse Vienna Stock Exchange", Timezone = "W. Europe Standard Time" },
new Exchange { Name = "WBEI", LongName = "Wiener Borse Vienna Stock Exchange", Timezone = "W. Europe Standard Time" },
new Exchange { Name = "WCE", LongName = "Winnipeg Commodity Exchange", Timezone = "Central Standard Time" },
new Exchange { Name = "WOLFF", LongName = "Rudolf Wolff (London Metals)", Timezone = "GMT Standard Time" },
new Exchange { Name = "X", LongName = "Philadelphia Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "XET", LongName = "Deutshe Borse Stocks Level 1", Timezone = "W. Europe Standard Time" },
new Exchange { Name = "XETRA", LongName = "XETRA Exchange", Timezone = "W. Europe Standard Time" },
new Exchange { Name = "XO", LongName = "Philadelphia Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "ZS", LongName = "Zurich Stocks", Timezone = "W. Europe Standard Time" },
new Exchange { Name = "ZURIB", LongName = "Zurich Bonds", Timezone = "W. Europe Standard Time" },
new Exchange { Name = "VENTURE", LongName = "TSX Venture", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CHX", LongName = " Chicago Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "DRCTEDGE", LongName = "Direct Edge", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NSX", LongName = "National Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "BEX", LongName = "NASDAQ OMX BX", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CBSX", LongName = "CBOE Stock Exchange", Timezone = "Central Standard Time" },
new Exchange { Name = "BATS", LongName = "BATS", Timezone = "Eastern Standard Time" },
new Exchange { Name = "EDGEA", LongName = "Direct Edge", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CHIXEN", LongName = "CHI-X Europe Ltd Clearnet", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BATEEN", LongName = "BATS Europe", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "VALUE", LongName = "IB Value Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "LAVA", LongName = "LavaFlow ECN", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CSFBALGO", LongName = "", Timezone = "Eastern Standard Time" },
new Exchange { Name = "JEFFALGO", LongName = "", Timezone = "Eastern Standard Time" },
new Exchange { Name = "BYX", LongName = "BATS BYX", Timezone = "Eastern Standard Time" },
new Exchange { Name = "PSX", LongName = "NASDAQ OMX PSX", Timezone = "Eastern Standard Time" },
new Exchange { Name = "GEMINI", LongName = "ISE Gemini", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NASDAQBX", LongName = "NASDAQ OMX BX Options Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NASDAQOM", LongName = "NASDAQ OMX", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CBOE2", LongName = "CBOE C2", Timezone = "Central Standard Time" },
new Exchange { Name = "MIAX", LongName = "MIAX Options Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "A", LongName = "American Stock Exchange", Timezone = "Eastern Standard Time" }
};
foreach (Exchange e in exchanges)
{
context.Exchanges.AddOrUpdate(x => x.Name, e);
}
#endregion
context.SaveChanges();
#region exchangesessions
#endregion
#region instruments
var spy = new Instrument
{
Symbol = "SPY",
Currency = "USD",
Type = InstrumentType.Stock,
UnderlyingSymbol = "SPY",
Datasource = context.Datasources.First(x => x.Name == "Yahoo"),
Name = "SPDR S&P 500 ETF Trust",
Multiplier = 1,
MinTick = 0.01m,
Industry = "Funds",
Category = "Equity Fund",
Subcategory = "Growth&Income-Large Cap",
Exchange = context.Exchanges.First(x => x.Name == "NYSE"),
SessionsSource = SessionsSource.Template,
SessionTemplateID = context.SessionTemplates.First(x => x.Name == "U.S. Equities RTH").ID,
};
spy.Sessions = new List<InstrumentSession>();
foreach (TemplateSession t in context.TemplateSessions.Where(x => x.TemplateID == spy.SessionTemplateID))
{
spy.Sessions.Add(MyUtils.SessionConverter(t));
}
context.Instruments.AddOrUpdate(x => new {x.Symbol, x.DatasourceID, x.Expiration, x.ExchangeID}, spy);
#endregion
context.SaveChanges();
context.Dispose();
}
private void DeleteBtn_Click(object sender, RoutedEventArgs e)
{
var selectedExchange = (Exchange)ExchangesGrid.SelectedItem;
if(selectedExchange == null) return;
using (var context = new MyDBContext())
{
var instrumentCount = context.Instruments.Count(x => x.ExchangeID == selectedExchange.ID);
if (instrumentCount > 0)
{
MessageBox.Show(string.Format("Can't delete this exchange it has {0} instruments assigned to it.", instrumentCount));
return;
}
}
var result = MessageBox.Show(string.Format("Are you sure you want to delete {0}?", selectedExchange.Name), "Delete", MessageBoxButton.YesNo);
if (result == MessageBoxResult.No) return;
using (var entityContext = new MyDBContext())
{
entityContext.Exchanges.Attach(selectedExchange);
entityContext.Exchanges.Remove(selectedExchange);
entityContext.SaveChanges();
}
Exchanges.Remove(selectedExchange);
CollectionViewSource.GetDefaultView(ExchangesGrid.ItemsSource).Refresh();
}
private void ExecuteAdd()
{
var job = new DataUpdateJobDetails { Name = "NewJob", UseTag = true, Frequency = BarSize.OneDay, Time = new TimeSpan(8, 0, 0), WeekDaysOnly = true };
Jobs.Add(new DataUpdateJobDetailsViewModel(job));
using (var context = new MyDBContext())
{
context.DataUpdateJobs.Add(job);
context.SaveChanges();
}
}
//adds or removes a tag from one or more instruments
private void SetTag_ItemClick(object sender, RoutedEventArgs routedEventArgs)
{
using (var context = new MyDBContext())
{
var selectedInstruments = InstrumentsGrid.SelectedItems;
var btn = (MenuItem)routedEventArgs.Source;
//one instrument selected
foreach (Instrument instrument in selectedInstruments)
{
context.Instruments.Attach(instrument);
if (btn.IsChecked)
{
var tag = context.Tags.First(x => x.ID == (int)btn.Tag);
context.Tags.Attach(tag);
instrument.Tags.Add(tag);
}
else
{
btn.IsChecked = false;
var tmpTag = instrument.Tags.First(x => x.ID == (int)btn.Tag);
context.Tags.Attach(tmpTag);
instrument.Tags.Remove(tmpTag);
}
}
context.SaveChanges();
CollectionViewSource.GetDefaultView(InstrumentsGrid.ItemsSource).Refresh();
}
}
//add a new tag from the context menu and then apply it to the selected instruments
private void NewTagTextBox_KeyDown(object sender, KeyEventArgs e)
{
if (e.Key != Key.Enter) return;
using (var context = new MyDBContext())
{
string newTagName = ((TextBox)sender).Text;
if (context.Tags.Any(x => x.Name == newTagName)) return; //tag already exists
//add the tag
var newTag = new Tag { Name = newTagName };
context.Tags.Add(newTag);
//apply the tag to the selected instruments
var selectedInstruments = InstrumentsGrid.SelectedItems.Cast<Instrument>();
foreach (Instrument i in selectedInstruments)
{
context.Instruments.Attach(i);
i.Tags.Add(newTag);
}
//update the tag menu
var allTags = context.Tags.ToList();
BuildTagContextMenu(allTags);
context.SaveChanges();
}
CollectionViewSource.GetDefaultView(InstrumentsGrid.ItemsSource).Refresh();
}
//delete one or more instruments
private void DeleteInstrumentBtn_ItemClick(object sender, RoutedEventArgs routedEventArgs)
{
using (var entityContext = new MyDBContext())
{
var selectedInstruments = InstrumentsGrid.SelectedItems;
if (selectedInstruments.Count == 0) return;
if (selectedInstruments.Count == 1)
{
var inst = (Instrument)selectedInstruments[0];
MessageBoxResult res = MessageBox.Show(string.Format("Are you sure you want to delete {0} @ {1}?", inst.Symbol, inst.Datasource.Name),
"Delete", MessageBoxButton.YesNo);
if (res == MessageBoxResult.No) return;
}
else
{
MessageBoxResult res = MessageBox.Show(string.Format("Are you sure you want to delete {0} instruments?", selectedInstruments.Count),
"Delete", MessageBoxButton.YesNo);
if (res == MessageBoxResult.No) return;
}
List<Instrument> toRemove = new List<Instrument>();
foreach (Instrument i in InstrumentsGrid.SelectedItems)
{
entityContext.Instruments.Attach(i);
entityContext.Instruments.Remove(i);
toRemove.Add(i);
}
using (var localStorage = new LocalStorage())
{
localStorage.Connect();
while (toRemove.Count > 0)
{
Instruments.Remove(toRemove[toRemove.Count - 1]);
localStorage.DeleteAllInstrumentData(toRemove[toRemove.Count - 1]);
toRemove.RemoveAt(toRemove.Count - 1);
}
}
entityContext.SaveChanges();
}
}
private void AddBtn_Click(object sender, RoutedEventArgs e)
{
using (var context = new MyDBContext())
{
if (_addingNew &&
context.Instruments.Any(
x => x.DatasourceID == TheInstrument.DatasourceID &&
x.ExchangeID == TheInstrument.ExchangeID &&
x.Symbol == TheInstrument.Symbol &&
x.Expiration == TheInstrument.Expiration)
)
{
//there's already an instrument with this key
MessageBox.Show("Instrument already exists. Change datasource, exchange, or symbol.");
return;
}
//check that if the user picked a template-based session set, he actually selected one of the templates
if (TheInstrument.SessionsSource == SessionsSource.Template && TheInstrument.SessionTemplateID == -1)
{
MessageBox.Show("You must pick a session template.");
return;
}
if (TheInstrument.IsContinuousFuture && TheInstrument.Type != InstrumentType.Future)
{
MessageBox.Show("Continuous futures type must be Future.");
return;
}
if (TheInstrument.Datasource == null)
{
MessageBox.Show("You must select a data source.");
return;
}
if (TheInstrument.Multiplier == null)
{
MessageBox.Show("Must have a multiplier value.");
return;
}
TheInstrument.Tags.Clear();
foreach (Tag t in Tags.Where(x=> x.IsChecked).Select(x => x.Item))
{
context.Tags.Attach(t);
TheInstrument.Tags.Add(t);
}
ContinuousFuture tmpCF = null;
if (_addingNew)
{
if (TheInstrument.Exchange != null) context.Exchanges.Attach(TheInstrument.Exchange);
if (TheInstrument.PrimaryExchange != null) context.Exchanges.Attach(TheInstrument.PrimaryExchange);
context.Datasources.Attach(TheInstrument.Datasource);
if (TheInstrument.IsContinuousFuture)
{
tmpCF = TheInstrument.ContinuousFuture; //EF can't handle circular references, so we hack around it
TheInstrument.ContinuousFuture = null;
TheInstrument.ContinuousFutureID = null;
}
context.Instruments.Add(TheInstrument);
}
else //simply manipulating an existing instrument
{
if (TheInstrument.Exchange != null)
context.Exchanges.Attach(TheInstrument.Exchange);
if(TheInstrument.PrimaryExchange != null)
context.Exchanges.Attach(TheInstrument.PrimaryExchange);
context.Datasources.Attach(TheInstrument.Datasource);
context.Instruments.Attach(_originalInstrument);
context.Entry(_originalInstrument).CurrentValues.SetValues(TheInstrument);
if (TheInstrument.IsContinuousFuture)
{
//TheInstrument.ContinuousFuture.InstrumentID
context.ContinuousFutures.Attach(TheInstrument.ContinuousFuture);
}
_originalInstrument.Tags.Clear();
foreach (Tag t in TheInstrument.Tags)
{
_originalInstrument.Tags.Add(t);
}
var sessions = _originalInstrument.Sessions.ToList();
foreach (InstrumentSession i in sessions)
{
context.Entry(i).State = System.Data.Entity.EntityState.Deleted;
}
_originalInstrument.Sessions.Clear();
foreach (InstrumentSession s in TheInstrument.Sessions)
{
_originalInstrument.Sessions.Add(s);
}
}
context.Database.Connection.Open();
context.SaveChanges();
if (tmpCF != null)
{
context.UnderlyingSymbols.Attach(tmpCF.UnderlyingSymbol);
TheInstrument.ContinuousFuture = tmpCF;
TheInstrument.ContinuousFuture.Instrument = TheInstrument;
TheInstrument.ContinuousFuture.InstrumentID = TheInstrument.ID.Value;
context.SaveChanges();
}
}
InstrumentAdded = true;
Hide();
}
public static void DoSeed()
{
var context = new MyDBContext();
#region underlyingSymbols
var eur = new UnderlyingSymbol
{
Symbol = "6E",
Rule = new ExpirationRule
{
DaysBefore = 2,
DayType = DayType.Business,
ReferenceRelativeMonth = RelativeMonth.CurrentMonth,
ReferenceUsesDays = false,
ReferenceWeekDay = DayOfTheWeek.Wednesday,
ReferenceWeekDayCount = WeekDayCount.Third
}
};
context.UnderlyingSymbols.AddOrUpdate(x => x.Symbol, eur);
var cl = new UnderlyingSymbol
{
Symbol = "CL",
Rule = new ExpirationRule
{
DaysBefore = 3,
DayType = DayType.Business,
ReferenceRelativeMonth = RelativeMonth.PreviousMonth,
ReferenceUsesDays = true,
ReferenceDays = 25,
ReferenceDayMustBeBusinessDay = true
}
};
context.UnderlyingSymbols.AddOrUpdate(x => x.Symbol, cl);
var zw = new UnderlyingSymbol
{
Symbol = "ZW",
Rule = new ExpirationRule
{
DaysBefore = 1,
DayType = DayType.Business,
ReferenceRelativeMonth = RelativeMonth.CurrentMonth,
ReferenceUsesDays = true,
ReferenceDays = 15
}
};
context.UnderlyingSymbols.AddOrUpdate(x => x.Symbol, zw);
var es = new UnderlyingSymbol
{
Symbol = "ES",
Rule = new ExpirationRule
{
DaysBefore = 0,
DayType = DayType.Calendar,
ReferenceRelativeMonth = RelativeMonth.CurrentMonth,
ReferenceUsesDays = false,
ReferenceWeekDay = DayOfTheWeek.Friday,
ReferenceWeekDayCount = WeekDayCount.Third
}
};
context.UnderlyingSymbols.AddOrUpdate(x => x.Symbol, es);
var nq = new UnderlyingSymbol
{
Symbol = "NQ",
Rule = new ExpirationRule
{
DaysBefore = 0,
DayType = DayType.Calendar,
ReferenceRelativeMonth = RelativeMonth.CurrentMonth,
ReferenceUsesDays = false,
ReferenceWeekDay = DayOfTheWeek.Friday,
ReferenceWeekDayCount = WeekDayCount.Third
}
};
context.UnderlyingSymbols.AddOrUpdate(x => x.Symbol, nq);
var gc = new UnderlyingSymbol
{
Symbol = "GC",
Rule = new ExpirationRule
{
DaysBefore = 2,
DayType = DayType.Business,
ReferenceRelativeMonth = RelativeMonth.CurrentMonth,
ReferenceUsesDays = false,
ReferenceDayIsLastBusinessDayOfMonth = true
}
};
context.UnderlyingSymbols.AddOrUpdate(x => x.Symbol, gc);
var ub = new UnderlyingSymbol
{
Symbol = "UB",
Rule = new ExpirationRule
{
DaysBefore = 7,
DayType = DayType.Business,
ReferenceRelativeMonth = RelativeMonth.CurrentMonth,
ReferenceUsesDays = false,
ReferenceDayIsLastBusinessDayOfMonth = true
}
};
context.UnderlyingSymbols.AddOrUpdate(x => x.Symbol, ub);
var vix = new UnderlyingSymbol
{
Symbol = "VIX",
Rule = new ExpirationRule
{
DaysBefore = 30,
DayType = DayType.Calendar,
ReferenceRelativeMonth = RelativeMonth.NextMonth,
ReferenceUsesDays = false,
ReferenceWeekDay = DayOfTheWeek.Friday,
ReferenceWeekDayCount = WeekDayCount.Third,
ReferenceDayMustBeBusinessDay = true
}
};
context.UnderlyingSymbols.AddOrUpdate(x => x.Symbol, vix);
#endregion
#region sessiontemplates
var sessiontemplates = new []
{
new SessionTemplate { Name = "U.S. Equities RTH" },
new SessionTemplate { Name = "U.S. Equities (w/ Post)" },
new SessionTemplate { Name = "U.S. Equities (w/ Pre)" },
new SessionTemplate { Name = "U.S. Equities (w/ Pre & Post)" },
new SessionTemplate { Name = "CME: Equity Index Futures (GLOBEX)" },
new SessionTemplate { Name = "CME: Equity Index Futures (Open Outcry)" },
new SessionTemplate { Name = "CME: Equity Index Futures [E-Mini] (GLOBEX)" },
new SessionTemplate { Name = "CME: FX Futures (GLOBEX)" },
};
foreach (SessionTemplate s in sessiontemplates)
{
context.SessionTemplates.AddOrUpdate(x => x.Name, s);
}
#endregion
#region templatesessions
var templatesessions = new[]
{
new TemplateSession
{
OpeningTime = new TimeSpan(9, 30, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Monday,
ClosingDay = DayOfTheWeek.Monday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities RTH")
},
new TemplateSession
{
OpeningTime = new TimeSpan(9, 30, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Tuesday,
ClosingDay = DayOfTheWeek.Tuesday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities RTH")
},
new TemplateSession
{
OpeningTime = new TimeSpan(9, 30, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Wednesday,
ClosingDay = DayOfTheWeek.Wednesday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities RTH")
},
new TemplateSession
{
OpeningTime = new TimeSpan(9, 30, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Thursday,
ClosingDay = DayOfTheWeek.Thursday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities RTH")
},
new TemplateSession
{
OpeningTime = new TimeSpan(9, 30, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Friday,
ClosingDay = DayOfTheWeek.Friday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities RTH")
},
new TemplateSession
{
OpeningTime = new TimeSpan(9, 30, 0),
ClosingTime = new TimeSpan(20, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Monday,
ClosingDay = DayOfTheWeek.Monday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Post)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(9, 30, 0),
ClosingTime = new TimeSpan(20, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Tuesday,
ClosingDay = DayOfTheWeek.Tuesday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Post)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(9, 30, 0),
ClosingTime = new TimeSpan(20, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Wednesday,
ClosingDay = DayOfTheWeek.Wednesday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Post)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(9, 30, 0),
ClosingTime = new TimeSpan(20, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Thursday,
ClosingDay = DayOfTheWeek.Thursday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Post)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(9, 30, 0),
ClosingTime = new TimeSpan(20, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Friday,
ClosingDay = DayOfTheWeek.Friday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Post)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 0, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Monday,
ClosingDay = DayOfTheWeek.Monday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Pre)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 0, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Tuesday,
ClosingDay = DayOfTheWeek.Tuesday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Pre)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 0, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Wednesday,
ClosingDay = DayOfTheWeek.Wednesday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Pre)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 0, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Thursday,
ClosingDay = DayOfTheWeek.Thursday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Pre)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 0, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Friday,
ClosingDay = DayOfTheWeek.Friday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Pre)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 0, 0),
ClosingTime = new TimeSpan(20, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Monday,
ClosingDay = DayOfTheWeek.Monday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Pre & Post)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 0, 0),
ClosingTime = new TimeSpan(20, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Tuesday,
ClosingDay = DayOfTheWeek.Tuesday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Pre & Post)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 0, 0),
ClosingTime = new TimeSpan(20, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Wednesday,
ClosingDay = DayOfTheWeek.Wednesday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Pre & Post)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 0, 0),
ClosingTime = new TimeSpan(20, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Thursday,
ClosingDay = DayOfTheWeek.Thursday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Pre & Post)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 0, 0),
ClosingTime = new TimeSpan(20, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Friday,
ClosingDay = DayOfTheWeek.Friday,
Template = sessiontemplates.First(x => x.Name == "U.S. Equities (w/ Pre & Post)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(15, 30, 0),
ClosingTime = new TimeSpan(16, 30, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Monday,
ClosingDay = DayOfTheWeek.Monday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(8, 15, 0),
IsSessionEnd = false,
OpeningDay = DayOfTheWeek.Monday,
ClosingDay = DayOfTheWeek.Tuesday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(15, 30, 0),
ClosingTime = new TimeSpan(16, 30, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Tuesday,
ClosingDay = DayOfTheWeek.Tuesday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(8, 15, 0),
IsSessionEnd = false,
OpeningDay = DayOfTheWeek.Tuesday,
ClosingDay = DayOfTheWeek.Wednesday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(15, 30, 0),
ClosingTime = new TimeSpan(16, 30, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Wednesday,
ClosingDay = DayOfTheWeek.Wednesday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(8, 15, 0),
IsSessionEnd = false,
OpeningDay = DayOfTheWeek.Wednesday,
ClosingDay = DayOfTheWeek.Thursday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(15, 30, 0),
ClosingTime = new TimeSpan(16, 30, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Thursday,
ClosingDay = DayOfTheWeek.Thursday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(8, 15, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Thursday,
ClosingDay = DayOfTheWeek.Friday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(8, 15, 0),
IsSessionEnd = false,
OpeningDay = DayOfTheWeek.Sunday,
ClosingDay = DayOfTheWeek.Monday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 30, 0),
ClosingTime = new TimeSpan(15, 15, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Monday,
ClosingDay = DayOfTheWeek.Monday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (Open Outcry)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 30, 0),
ClosingTime = new TimeSpan(15, 15, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Tuesday,
ClosingDay = DayOfTheWeek.Tuesday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (Open Outcry)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 30, 0),
ClosingTime = new TimeSpan(15, 15, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Wednesday,
ClosingDay = DayOfTheWeek.Wednesday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (Open Outcry)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 30, 0),
ClosingTime = new TimeSpan(15, 15, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Thursday,
ClosingDay = DayOfTheWeek.Thursday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (Open Outcry)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(8, 30, 0),
ClosingTime = new TimeSpan(15, 15, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Friday,
ClosingDay = DayOfTheWeek.Friday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures (Open Outcry)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(15, 30, 0),
ClosingTime = new TimeSpan(16, 30, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Monday,
ClosingDay = DayOfTheWeek.Monday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures [E-Mini] (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(15, 15, 0),
IsSessionEnd = false,
OpeningDay = DayOfTheWeek.Monday,
ClosingDay = DayOfTheWeek.Tuesday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures [E-Mini] (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(15, 30, 0),
ClosingTime = new TimeSpan(16, 30, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Tuesday,
ClosingDay = DayOfTheWeek.Tuesday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures [E-Mini] (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(15, 15, 0),
IsSessionEnd = false,
OpeningDay = DayOfTheWeek.Tuesday,
ClosingDay = DayOfTheWeek.Wednesday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures [E-Mini] (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(15, 30, 0),
ClosingTime = new TimeSpan(16, 30, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Wednesday,
ClosingDay = DayOfTheWeek.Wednesday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures [E-Mini] (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(15, 15, 0),
IsSessionEnd = false,
OpeningDay = DayOfTheWeek.Wednesday,
ClosingDay = DayOfTheWeek.Thursday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures [E-Mini] (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(15, 30, 0),
ClosingTime = new TimeSpan(16, 30, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Thursday,
ClosingDay = DayOfTheWeek.Thursday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures [E-Mini] (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(15, 15, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Thursday,
ClosingDay = DayOfTheWeek.Friday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures [E-Mini] (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(15, 15, 0),
IsSessionEnd = false,
OpeningDay = DayOfTheWeek.Sunday,
ClosingDay = DayOfTheWeek.Monday,
Template = sessiontemplates.First(x => x.Name == "CME: Equity Index Futures [E-Mini] (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Monday,
ClosingDay = DayOfTheWeek.Tuesday,
Template = sessiontemplates.First(x => x.Name == "CME: FX Futures (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Tuesday,
ClosingDay = DayOfTheWeek.Wednesday,
Template = sessiontemplates.First(x => x.Name == "CME: FX Futures (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Wednesday,
ClosingDay = DayOfTheWeek.Thursday,
Template = sessiontemplates.First(x => x.Name == "CME: FX Futures (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Thursday,
ClosingDay = DayOfTheWeek.Friday,
Template = sessiontemplates.First(x => x.Name == "CME: FX Futures (GLOBEX)")
},
new TemplateSession
{
OpeningTime = new TimeSpan(17, 0, 0),
ClosingTime = new TimeSpan(16, 0, 0),
IsSessionEnd = true,
OpeningDay = DayOfTheWeek.Sunday,
ClosingDay = DayOfTheWeek.Monday,
Template = sessiontemplates.First(x => x.Name == "CME: FX Futures (GLOBEX)")
}
};
foreach (TemplateSession t in templatesessions)
{
context.TemplateSessions.Add(t);
}
#endregion
#region exchanges
var exchanges = new[]
{
new Exchange { Name = "AB", LongName = "American Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "AEB", LongName = "Euronext Netherlands", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "ALSE", LongName = "Alberta Stock Exchange", Timezone = "Mountain Standard Time" },
new Exchange { Name = "AMEX", LongName = "American Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "AMS", LongName = "Euronext Equities", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "ANTSE", LongName = "Antwerp Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "AO", LongName = "American Stock Exchange (Options)", Timezone = "Eastern Standard Time" },
new Exchange { Name = "API", LongName = "American Petroleum Institute", Timezone = "Eastern Standard Time" },
new Exchange { Name = "ARCA", LongName = "Archipelago", Timezone = "Eastern Standard Time" },
new Exchange { Name = "ARCX", LongName = "Archipelago Electronic Communications Network", Timezone = "Eastern Standard Time" },
new Exchange { Name = "ASE", LongName = "Amsterdam Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "ASX", LongName = "Australian Stock Exchange", Timezone = "A.U.S. Eastern Standard Time" },
new Exchange { Name = "ASXI", LongName = "Australian Stock Exchange", Timezone = "A.U.S. Eastern Standard Time" },
new Exchange { Name = "ATA", LongName = "AEX-Agrarische Termynmarkt", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "ATAASE", LongName = "Athens Stock Exchange", Timezone = "GTB Standard Time" },
new Exchange { Name = "ATH", LongName = "Athens Stock Exchange", Timezone = "GTB Standard Time" },
new Exchange { Name = "ATHI", LongName = "Athens Stock Exchange", Timezone = "GTB Standard Time" },
new Exchange { Name = "AUSSE", LongName = "Australian Stock Exchange", Timezone = "A.U.S. Eastern Standard Time" },
new Exchange { Name = "B", LongName = "Boston Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "BARB", LongName = "Barclays Bank", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BARSE", LongName = "Barcelona Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BASB", LongName = "Basle Bonds", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BASE", LongName = "Buenos Aires Stock Exchange", Timezone = "S.A. Eastern Standard Time" },
new Exchange { Name = "BASLE", LongName = "Basle Stocks", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BB", LongName = "Bulletin Board", Timezone = "Eastern Standard Time" },
new Exchange { Name = "BELFOX", LongName = "Euronext Brussels", Timezone = "Eastern Standard Time" },
new Exchange { Name = "BER", LongName = "Deutshe Borse Stocks Level 1", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BERNB", LongName = "Bern Bonds", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BERSE", LongName = "Berlin Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BET", LongName = "Budapest Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BFE", LongName = "Baltic Freight Futures Exchange", Timezone = "GMT Standard Time" },
new Exchange { Name = "BMBSE", LongName = "Bombay Stock Exchange", Timezone = "India Standard Time" },
new Exchange { Name = "BMF", LongName = "Bolsa Mecadario Futuro", Timezone = "E. South America Standard Time" },
new Exchange { Name = "BO", LongName = "Boston Options Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "BOGSE", LongName = "Bogota Stock Exchange", Timezone = "S.A. Pacific Standard Time" },
new Exchange { Name = "BOX", LongName = "Boston Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "BRN", LongName = "Swiss Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BRU", LongName = "Euronext Equities", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BRUSE", LongName = "Brussels Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BRUT", LongName = "Brut", Timezone = "Eastern Standard Time" },
new Exchange { Name = "BSE", LongName = "Bern Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BSP", LongName = "Sao Paulo Stock Exchange", Timezone = "E. South America Standard Time" },
new Exchange { Name = "BSPI", LongName = "Sao Paulo Stock Exchange", Timezone = "E. South America Standard Time" },
new Exchange { Name = "BT", LongName = "Chicago Board of Trade", Timezone = "Central Standard Time" },
new Exchange { Name = "BTRADE", LongName = "Bloomberg Tradebook", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BUD", LongName = "Budapest Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BUDI", LongName = "Budapest Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BUE", LongName = "Buenos Aires Stock Exchange", Timezone = "S.A. Eastern Standard Time" },
new Exchange { Name = "BUEI", LongName = "Buenos Aires Stock Exchange", Timezone = "S.A. Eastern Standard Time" },
new Exchange { Name = "BUTLR", LongName = "Butler Harlow", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BVME", LongName = "Italian Exchange - Cash Market", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "C", LongName = "Cincinnati Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CAES", LongName = "Computer Assisted Execution System", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CALC", LongName = "Calculated Indices", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CANX", LongName = "Canadian Mutual Funds (Cannex)", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CARSE", LongName = "Caracas Stock Exchange", Timezone = "Pacific S.A. Standard Time" },
new Exchange { Name = "CBFX", LongName = "Chemical Bank Forex", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CBOE", LongName = "Chicago Board Options Exchange", Timezone = "Central Standard Time" },
new Exchange { Name = "CBOT", LongName = "Chicago Board of Trade", Timezone = "Central Standard Time" },
new Exchange { Name = "CBT", LongName = "Chicago Board of Trade", Timezone = "Central Standard Time" },
new Exchange { Name = "CDE", LongName = "Canadian Derivatives Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CEC", LongName = "Comodities Exchange Center", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CEX", LongName = "Citibank Forex", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CF", LongName = "CBOE Futures Exchange", Timezone = "Central Standard Time" },
new Exchange { Name = "CFE", LongName = "CBOE Futures Exchange", Timezone = "Central Standard Time" },
new Exchange { Name = "CFFE", LongName = "Cantor Financial Futures Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CFOREX", LongName = "Crossmar Foreign Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CFXT", LongName = "S&P Comstock Composite Forex", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CME", LongName = "Chicago Mercantile Exchange", Timezone = "Central Standard Time" },
new Exchange { Name = "CO", LongName = "Chicago Board Options Exchange", Timezone = "Central Standard Time" },
new Exchange { Name = "COATS", LongName = "Candian OTC Automated Trading System", Timezone = "Eastern Standard Time" },
new Exchange { Name = "COLSE", LongName = "Colombo Stock Exchange", Timezone = "Central Asia Standard Time" },
new Exchange { Name = "COMEX", LongName = "Commodity Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "COMP", LongName = "Composite Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "COMX", LongName = "Comex Metals", Timezone = "Eastern Standard Time" },
new Exchange { Name = "COPSE", LongName = "Copenhagen Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "CPC", LongName = "Computer Petroleum Corp", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CSC", LongName = "Coffee, Sugar, and Cocoa Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CSE", LongName = "Cincinnati Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CSEI", LongName = "Coppenhagen Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "D", LongName = "NASDAQ ADF", Timezone = "Eastern Standard Time" },
new Exchange { Name = "DBN", LongName = "STOXX Indices", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "DBX", LongName = "Stuttgart Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "DBXI", LongName = "Stuttgart Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "DSE", LongName = "Dusseldorf Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "DT", LongName = "Dow Jones", Timezone = "Eastern Standard Time" },
new Exchange { Name = "DTB", LongName = "EUREX", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "DUB", LongName = "Ireland Stock Exchange", Timezone = "Greenwich Standard Time" },
new Exchange { Name = "DUS", LongName = "Deutshe Borse Stocks Level 1", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "EBS", LongName = "Swiss Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "EBSBW", LongName = "Swiss Market Feed's EBS Project - Bonds & Warrant", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "EBSSTK", LongName = "Swiss Market Feed's EBS Project - Stocks", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "EC", LongName = "Chicago Board of Trade (E-mini)", Timezone = "Central Standard Time" },
new Exchange { Name = "ECBOT", LongName = "Chicago Board of Trade E-CBOT", Timezone = "Central Standard Time" },
new Exchange { Name = "EEB", LongName = "Euronext Equities", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "EEX", LongName = "European Energy Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "EIBI", LongName = "Euronext Equities", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "EM", LongName = "Chicago Mercantile Exchange (E-mini)", Timezone = "Central Standard Time" },
new Exchange { Name = "EOE", LongName = "European Options Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "ESE", LongName = "Edmonton Stock Exchange", Timezone = "Mountain Standard Time" },
new Exchange { Name = "EUREX", LongName = "Eurex Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "EUREXUS", LongName = "Eurex US", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "EUS", LongName = "Eurex US Futures", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "EUX", LongName = "Eurex", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "FOREX", LongName = "FOREX", Timezone = "Eastern Standard Time" },
new Exchange { Name = "FOX", LongName = "London Future & Options Exchange", Timezone = "Greenwich Standard Time" },
new Exchange { Name = "FRA", LongName = "Deutshe Borse Stocks Level 1", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "FTA", LongName = "Euronext NL", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "FTSA", LongName = "Athens FTSE Indices", Timezone = "GTB Standard Time" },
new Exchange { Name = "FTSE", LongName = "FTSE Index Values", Timezone = "Greenwich Standard Time" },
new Exchange { Name = "FTSJ", LongName = "Johannesburg FTSE Indices", Timezone = "South Africa Standard Time" },
new Exchange { Name = "FUKSE", LongName = "Fukuoaka Stock Exchange", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "FWB", LongName = "Frankfurt Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "FX", LongName = "FOREX", Timezone = "Central Standard Time" },
new Exchange { Name = "GARVIN", LongName = "Garvin Bonds", Timezone = "Greenwich Standard Time" },
new Exchange { Name = "GB", LongName = "ICAP (Garvin) Bonds", Timezone = "Greenwich Standard Time" },
new Exchange { Name = "GENEVA", LongName = "Geneva Stocks", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "GENEVB", LongName = "Geneva Bonds", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "GLOBEX", LongName = "Chicago Mercantile Exchange (CME GLOBEX)", Timezone = "Central Standard Time" },
new Exchange { Name = "HAM", LongName = "Deutshe Borse Stocks Level 1", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "HAN", LongName = "Deutshe Borse Stocks Level 1", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "HEL", LongName = "Helsinski Stock Exchange", Timezone = "FLE Standard Time" },
new Exchange { Name = "HELI", LongName = "Helsinski Stock Exchange", Timezone = "FLE Standard Time" },
new Exchange { Name = "HELSE", LongName = "Helsinski Stock Exchange", Timezone = "FLE Standard Time" },
new Exchange { Name = "HIRSE", LongName = "Hiroshima Stock Exchange", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "HKEX", LongName = "Hong Kong Stock Exchange", Timezone = "China Standard Time" },
new Exchange { Name = "HKFE", LongName = "Hong Kong Futures Exchange", Timezone = "China Standard Time" },
new Exchange { Name = "HKG", LongName = "Hong Kong Stock Exchange", Timezone = "China Standard Time" },
new Exchange { Name = "HKGI", LongName = "Hang Seng Indices", Timezone = "Singapore Standard Time" },
new Exchange { Name = "HKME", LongName = "Hong Kong Metals Exchange", Timezone = "China Standard Time" },
new Exchange { Name = "HKSE", LongName = "Hong Kong Stock Exchange", Timezone = "China Standard Time" },
new Exchange { Name = "HMBSE", LongName = "Hamburg Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "HSE", LongName = "Helsinski Stock Exchange", Timezone = "FLE Standard Time" },
new Exchange { Name = "HSEI", LongName = "Helsinski Stock Exchange", Timezone = "FLE Standard Time" },
new Exchange { Name = "HY", LongName = "", Timezone = "" },
new Exchange { Name = "IBIS", LongName = "Ibis", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "ICE", LongName = "Intercontinental Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "ICEI", LongName = "Iceland Stock Exchange", Timezone = "Greenwich Standard Time" },
new Exchange { Name = "ICP", LongName = "ICAP OTC", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "IDEAL", LongName = "IDEAL IB FOREX", Timezone = "Eastern Standard Time" },
new Exchange { Name = "IDEALPRO", LongName = "IDEAL IB FOREX PRO", Timezone = "Eastern Standard Time" },
new Exchange { Name = "IDEM", LongName = "Borsa Italiana", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "IDX", LongName = "World Indices", Timezone = "Eastern Standard Time" },
new Exchange { Name = "IGB", LongName = "Italian Government Bonds", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "INDEX", LongName = "", Timezone = "Eastern Standard Time" },
new Exchange { Name = "INSNET", LongName = "Instinet", Timezone = "Eastern Standard Time" },
new Exchange { Name = "INT3B", LongName = "", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "INT3P", LongName = "", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "IO", LongName = "International Securities Exchange (Options)", Timezone = "Eastern Standard Time" },
new Exchange { Name = "IPE", LongName = "International Petroleum Exchange", Timezone = "GMT Standard Time" },
new Exchange { Name = "IRISE", LongName = "Irish Stock Exchange", Timezone = "GMT Standard Time" },
new Exchange { Name = "ISE", LongName = "Istanbul Stock Exchange", Timezone = "GTB Standard Time" },
new Exchange { Name = "ISEI", LongName = "Iceland Stock Exchange", Timezone = "Greenwich Standard Time" },
new Exchange { Name = "ISLAND", LongName = "INET", Timezone = "Eastern Standard Time" },
new Exchange { Name = "JAKSE", LongName = "Jakarta Stock Exchange", Timezone = "S.E. Asia Standard Time" },
new Exchange { Name = "JASDA", LongName = "Japan Securities Dealers Association", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "JOH", LongName = "Johannesburg Stock Exchange", Timezone = "South Africa Standard Time" },
new Exchange { Name = "JOHSE", LongName = "Johannesburg Stock Exchange", Timezone = "South Africa Standard Time" },
new Exchange { Name = "JSE", LongName = "Johannesburg Stock Exchange", Timezone = "South Africa Standard Time" },
new Exchange { Name = "KARSE", LongName = "Karachi Stock Exchange", Timezone = "West Asia Standard Time" },
new Exchange { Name = "KCBOT", LongName = "Kansas City Board of Trade", Timezone = "Central Standard Time" },
new Exchange { Name = "KCBT", LongName = "Kansas City Board of Trade", Timezone = "Central Standard Time" },
new Exchange { Name = "KLS", LongName = "Kuala Lumpur Stock Exchange", Timezone = "Singapore Standard Time" },
new Exchange { Name = "KLSI", LongName = "Kuala Lumpur Stock Exchange", Timezone = "Singapore Standard Time" },
new Exchange { Name = "KOQ", LongName = "KOSDAQ", Timezone = "Korea Standard Time" },
new Exchange { Name = "KOQI", LongName = "KOSDAQ", Timezone = "Korea Standard Time" },
new Exchange { Name = "KOR", LongName = "Korea Stock Exchange", Timezone = "Korea Standard Time" },
new Exchange { Name = "KOREA", LongName = "Seoul Korea Stock Exchange", Timezone = "Korea Standard Time" },
new Exchange { Name = "KORI", LongName = "Korea Stock Exchange", Timezone = "Korea Standard Time" },
new Exchange { Name = "KRX", LongName = "Korea Stock Exchange", Timezone = "Korea Standard Time" },
new Exchange { Name = "KSE", LongName = "Korea Stock Exchange", Timezone = "Korea Standard Time" },
new Exchange { Name = "KUALA", LongName = "Kuala Lumpur Stock Exchange", Timezone = "Singapore Standard Time" },
new Exchange { Name = "KYOSE", LongName = "Kyoto Stock Exchange", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "LCE", LongName = "London Commodity Exchange", Timezone = "GMT Standard Time" },
new Exchange { Name = "LIFE", LongName = "London Inter. Financial Futures Exchange", Timezone = "GMT Standard Time" },
new Exchange { Name = "LIFFE", LongName = "London Inter. Financial Futures Exchange", Timezone = "GMT Standard Time" },
new Exchange { Name = "LIFFE_NF", LongName = "London Inter. Financial Futures Exchange", Timezone = "GMT Standard Time" },
new Exchange { Name = "LIMSE", LongName = "Lima Stock Exchange", Timezone = "S.A. Pacific Standard Time" },
new Exchange { Name = "LINC", LongName = "Data Broadcasting Corporation", Timezone = "Eastern Standard Time" },
new Exchange { Name = "LIS", LongName = "Euronext Equities", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "LISSE", LongName = "Lisbon Stock Exchange", Timezone = "GMT Standard Time" },
new Exchange { Name = "LME", LongName = "London Metal Exchange", Timezone = "GMT Standard Time" },
new Exchange { Name = "LON", LongName = "LSE UK Level 1", Timezone = "GMT Standard Time" },
new Exchange { Name = "LSE", LongName = "London Stock Exchange", Timezone = "GMT Standard Time" },
new Exchange { Name = "LSIN", LongName = "LSE International Market Service", Timezone = "GMT Standard Time" },
new Exchange { Name = "LSO", LongName = "LIFFE short options add ons and delta factors", Timezone = "GMT Standard Time" },
new Exchange { Name = "LTO", LongName = "London Traded Options", Timezone = "GMT Standard Time" },
new Exchange { Name = "LUX", LongName = "Luxembourg Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "LUXI", LongName = "Luxembourg Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "LUXSE", LongName = "Luxembourg Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "M", LongName = "Chicago (Midwest) Stock Exchange", Timezone = "Central Standard Time" },
new Exchange { Name = "MAC", LongName = "Madrid Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MADSE", LongName = "Madrid Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MASE", LongName = "MASE Westpac (London Bullion Market)", Timezone = "GMT Standard Time" },
new Exchange { Name = "MATF", LongName = "Matif", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MATIF", LongName = "Euronext France", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MATIFF", LongName = "MATIF Financial Futures", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MBFX", LongName = "Midland Bank Forex", Timezone = "GMT Standard Time" },
new Exchange { Name = "MC", LongName = "Montreal Futures Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "MCEDB", LongName = "Milan CED Borsa", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MDE", LongName = "Madrid Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MDEI", LongName = "Madrid Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "ME", LongName = "Montreal Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "MEFF", LongName = "Spanish Financial Futures Market: Barcelona", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MEFFO", LongName = "Spanish Options Market: Madrid", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MEFFRV", LongName = "Spanish Futures & Options Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MEFFRY", LongName = "Mercando Ispaniol de Futuros Finansial", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MEX", LongName = "Mexico Stock Exchange", Timezone = "Mexico Standard Time" },
new Exchange { Name = "MEXI", LongName = "Mexico Stock Exchange", Timezone = "Mexico Standard Time" },
new Exchange { Name = "MEXSE", LongName = "Mexico Stock Exchange", Timezone = "Mexico Standard Time" },
new Exchange { Name = "MF", LongName = "Mutual Funds", Timezone = "Eastern Standard Time" },
new Exchange { Name = "MFE", LongName = "Montreal Futures Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "MGE", LongName = "Minneapolis Grain Exchange", Timezone = "Central Standard Time" },
new Exchange { Name = "MIC", LongName = "Bonneville Market Information Corp.", Timezone = "S.A. Pacific Standard Time" },
new Exchange { Name = "MICEX", LongName = "Moscow Interbank Currency Exchange", Timezone = "Russian Standard Time" },
new Exchange { Name = "MIDAM", LongName = "MidAmerica Commodity Exchange", Timezone = "Central America Standard Time" },
new Exchange { Name = "MIDWES", LongName = "Midwest Stock Exchange", Timezone = "Central Standard Time" },
new Exchange { Name = "MM", LongName = "Money Market Fund", Timezone = "Eastern Standard Time" },
new Exchange { Name = "MONE", LongName = "Mercado Espanol de Futuros Finacial", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MONEP", LongName = "Paris Options", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MSE", LongName = "Montreal Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "MSEI", LongName = "Milan Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MSO", LongName = "Montreal Stock Options", Timezone = "Eastern Standard Time" },
new Exchange { Name = "MSPT", LongName = "Milan Stock Pit trading and corporate bonds", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MT", LongName = "Chicago Mercantile Exchange", Timezone = "Central Standard Time" },
new Exchange { Name = "MTS", LongName = "Milan Telematico Stocks", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MUN", LongName = "Deutshe Borse Stocks Level 1", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MUNSE", LongName = "Munich Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "MVSE", LongName = "Montevideo Stock Exchange", Timezone = "S.A. Eastern Standard Time" },
new Exchange { Name = "MX", LongName = "Montreal Futures Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "N", LongName = "New York Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NASD", LongName = "NASDAQ", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NASDAQ", LongName = "NASDAQ National Market", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NASDC", LongName = "National Assoc. of Securities Dealers (Canada)", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NASDSC", LongName = "NASDAQ Small Caps", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NAT", LongName = "Nat West Bank Forex", Timezone = "GMT Standard Time" },
new Exchange { Name = "NB", LongName = "New York Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NGYSE", LongName = "Nagoya Stock Exchange", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "NIGSE", LongName = "Niigata Stock Exchange", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "NIKKEI", LongName = "Nikkei-Needs Database", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "NLK", LongName = "Amsterdam", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "NLX", LongName = "National Labor Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NO", LongName = "New York Stock Exchange (Options)", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NOTCBF", LongName = "Nasdaq OTC Bulletin Board Service : Foreign Issues", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NPE", LongName = "OMX Nordpool", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "NQLX", LongName = "Nasdaq LIFFE Markets", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NSE", LongName = "National Stock Exchange of India", Timezone = "India Standard Time" },
new Exchange { Name = "NYBOT", LongName = "New York Board of Trade", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NYCE", LongName = "New York Cotton Exchange(CEC)", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NYFE", LongName = "New York Futures Exchange(CEC)", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NYLCD", LongName = "London Inter. Financial Futures Exchange", Timezone = "GMT Standard Time" },
new Exchange { Name = "NYLID", LongName = "London Inter. Financial Futures Exchange", Timezone = "GMT Standard Time" },
new Exchange { Name = "NYLUS", LongName = "Chicago Board of Trade", Timezone = "Central Standard Time" },
new Exchange { Name = "NYME", LongName = "New York Mercantile Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NYMEX", LongName = "New York Mercantile Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NYMI", LongName = "New York Mercantile Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NYSE", LongName = "New York Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NYSELIFFE", LongName = "New York Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NZSE", LongName = "New Zealand Stock Exchange", Timezone = "New Zealand Standard Time" },
new Exchange { Name = "NZX", LongName = "New Zealand Stock Exchange", Timezone = "New Zealand Standard Time" },
new Exchange { Name = "NZXI", LongName = "New Zealand Stock Exchange", Timezone = "New Zealand Standard Time" },
new Exchange { Name = "OETOB", LongName = "Austrian Stock and Options Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "OFX", LongName = "OFEX London", Timezone = "GMT Standard Time" },
new Exchange { Name = "OM", LongName = "OMX Derivatives Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "OMFE", LongName = "Oslo Opsjon", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "OMS", LongName = "Stockholm Exchange - Derivatives Market", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "ONE", LongName = "OneChicago", Timezone = "Central Standard Time" },
new Exchange { Name = "OPRA", LongName = "Option Price Reporting Authority", Timezone = "Eastern Standard Time" },
new Exchange { Name = "OPTS", LongName = "Generic Options Exchange", Timezone = "Central Standard Time" },
new Exchange { Name = "OSASE", LongName = "Osaka Stock Exchange", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "OSE", LongName = "Osaka Securities Exchange", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "OSE.JPN", LongName = "Osaka Securities Exchange", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "OSEI", LongName = "Osaka Securities Exchange", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "OSL", LongName = "Oslo Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "OSLI", LongName = "Oslo Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "OSLSE", LongName = "Oslo Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "OT", LongName = "Pink Sheets", Timezone = "Eastern Standard Time" },
new Exchange { Name = "OTC", LongName = "Over The Counter", Timezone = "Eastern Standard Time" },
new Exchange { Name = "OTCBB", LongName = "OTC Bulletin Board", Timezone = "Eastern Standard Time" },
new Exchange { Name = "P", LongName = "Pacific Stock Exchange", Timezone = "Pacific Standard Time" },
new Exchange { Name = "PACIFI", LongName = "Pacific Stock Exchange", Timezone = "Pacific Standard Time" },
new Exchange { Name = "PAR", LongName = "Euronext Equities", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "PASE", LongName = "Paris Stock Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "PBT", LongName = "Philadelphia Board of Trade", Timezone = "Eastern Standard Time" },
new Exchange { Name = "PF", LongName = "PetroFlash", Timezone = "Eastern Standard Time" },
new Exchange { Name = "PHLX", LongName = "Philadelphia Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "PHPSE", LongName = "Philippine Stock Exchange", Timezone = "Singapore Standard Time" },
new Exchange { Name = "PO", LongName = "Pacific Stock Exchange (Options)", Timezone = "Pacific Standard Time" },
new Exchange { Name = "PRIMI", LongName = "Milan Option", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "PSE", LongName = "Pacific Exchange", Timezone = "Pacific Standard Time" },
new Exchange { Name = "PSOFT", LongName = "Paris Softs", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "Q", LongName = "NASDAQ NMS", Timezone = "Eastern Standard Time" },
new Exchange { Name = "RIOSE", LongName = "Rio de Janeiro Stock Exchange", Timezone = "E. South America Standard Time" },
new Exchange { Name = "RTS", LongName = "Russian Trading System", Timezone = "Russian Standard Time" },
new Exchange { Name = "S", LongName = "NASDAQ Small Cap", Timezone = "Eastern Standard Time" },
new Exchange { Name = "SANSE", LongName = "Santiago Stock Exchange", Timezone = "Pacific S.A. Standard Time" },
new Exchange { Name = "SAPSE", LongName = "Sapporo Stock Exchange", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "SBF", LongName = "Euronext France", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "SEAQ", LongName = "International (US Securities traded on London Exch", Timezone = "GMT Standard Time" },
new Exchange { Name = "SEAQL2", LongName = "SEAQ International Level 2", Timezone = "GMT Standard Time" },
new Exchange { Name = "SEAQTR", LongName = "SEAQ International Trades Data", Timezone = "GMT Standard Time" },
new Exchange { Name = "SES", LongName = "Singapore Stock Exchange", Timezone = "Singapore Standard Time" },
new Exchange { Name = "SESI", LongName = "Singapore Stock Exchange", Timezone = "Singapore Standard Time" },
new Exchange { Name = "SET", LongName = "Bangkok Stock Exchange of Thailand", Timezone = "S.E. Asia Standard Time" },
new Exchange { Name = "SETI", LongName = "Bangkok Stock Exchange of Thailand", Timezone = "S.E. Asia Standard Time" },
new Exchange { Name = "SFB", LongName = "Stockholm Exchange - Stock Market", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "SFE", LongName = "Sydney Futures Exchange", Timezone = "A.U.S. Eastern Standard Time" },
new Exchange { Name = "SGX", LongName = "Singapore Exchange", Timezone = "Singapore Standard Time" },
new Exchange { Name = "SHANG", LongName = "Shanghai Stock Exchange", Timezone = "China Standard Time" },
new Exchange { Name = "SHENZ", LongName = "Shenzen Stock Exchange", Timezone = "China Standard Time" },
new Exchange { Name = "SICOVA", LongName = "Paris Bonds", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "SIMEX", LongName = "Singapore International Monetary Exchange", Timezone = "Singapore Standard Time" },
new Exchange { Name = "SIMX", LongName = "Singapore International Monetary Exchange", Timezone = "Singapore Standard Time" },
new Exchange { Name = "SING", LongName = "Stock Exchange of Singapore", Timezone = "Singapore Standard Time" },
new Exchange { Name = "SMART", LongName = "Smart", Timezone = "Eastern Standard Time" },
new Exchange { Name = "SNFE", LongName = "Sydney Futures Exchange", Timezone = "A.U.S. Eastern Standard Time" },
new Exchange { Name = "SOFET", LongName = "Soffex Swiss Futures Financial Exchange", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "SOFFEX", LongName = "EUREX", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "SPAIN", LongName = "Mercato Continue Espana", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "SPCC", LongName = "SPC Combined", Timezone = "Central European Standard Time" },
new Exchange { Name = "SPE", LongName = "SPECTRON", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "SPECI", LongName = "Special", Timezone = "Eastern Standard Time" },
new Exchange { Name = "SPSE", LongName = "Sao Paulo Stock Exchange", Timezone = "E. South America Standard Time" },
new Exchange { Name = "SSE", LongName = "Stockholm Stock Exchange", Timezone = "Central European Standard Time" },
new Exchange { Name = "SSEI", LongName = "Stockholm Stock Exchange", Timezone = "Central European Standard Time" },
new Exchange { Name = "STKSE", LongName = "Stockholm Stock Exchange", Timezone = "Central European Standard Time" },
new Exchange { Name = "STREET", LongName = "Street Software", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "STX", LongName = "STOXX Indices", Timezone = "Central European Standard Time" },
new Exchange { Name = "SWB", LongName = "Stuttgart Stock Exchange", Timezone = "Central European Standard Time" },
new Exchange { Name = "SWE", LongName = "Swiss Exchange", Timezone = "Central European Standard Time" },
new Exchange { Name = "SWEI", LongName = "Swiss Exchange", Timezone = "Central European Standard Time" },
new Exchange { Name = "SWX", LongName = "Swiss Exchange", Timezone = "Central European Standard Time" },
new Exchange { Name = "SWXI", LongName = "Swiss Exchange", Timezone = "Central European Standard Time" },
new Exchange { Name = "T", LongName = "NASDAQ Listed Stocks", Timezone = "Eastern Standard Time" },
new Exchange { Name = "TAISE", LongName = "Taipei Stock Exchange of Taiwan", Timezone = "Singapore Standard Time" },
new Exchange { Name = "TC", LongName = "Toronto Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "TELSE", LongName = "Tel Aviv Stock Exchange", Timezone = "Israel Standard Time" },
new Exchange { Name = "TFE", LongName = "Toronto Futures Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "TIFFE", LongName = "Tokyo International Financial Futures Exchange", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "TSE", LongName = "Toronto Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "TSE.JPN", LongName = "Tokyo Stock Exchange", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "TSEI", LongName = "Tokyo Stock Exchange", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "TSO", LongName = "Toronto Stock Options", Timezone = "Eastern Standard Time" },
new Exchange { Name = "TUL", LongName = "Tullett and Tokyo", Timezone = "Tokyo Standard Time" },
new Exchange { Name = "U", LongName = "NASDAQ Bulletin Board", Timezone = "Eastern Standard Time" },
new Exchange { Name = "UNDEF", LongName = "Undefined", Timezone = "Eastern Standard Time" },
new Exchange { Name = "USDA", LongName = "U.S. Department of Agriculture", Timezone = "Eastern Standard Time" },
new Exchange { Name = "USDC", LongName = "U.S. Department of Commerce", Timezone = "Eastern Standard Time" },
new Exchange { Name = "UT", LongName = "Chicago Board of Trade", Timezone = "Central Standard Time" },
new Exchange { Name = "V", LongName = "NASDAQ Bulletin Board (pink)", Timezone = "Eastern Standard Time" },
new Exchange { Name = "VC", LongName = "TSX Venture Exchange (CDNX)", Timezone = "Eastern Standard Time" },
new Exchange { Name = "VIE", LongName = "Wiener Borse Vienna Stock Exchange", Timezone = "W. Europe Standard Time" },
new Exchange { Name = "VIEI", LongName = "Wiener Borse Vienna Stock Exchange", Timezone = "W. Europe Standard Time" },
new Exchange { Name = "VIESE", LongName = "Vienna Stock Exchange", Timezone = "Central European Standard Time" },
new Exchange { Name = "VIRTX", LongName = "VIRT-X", Timezone = "GMT Standard Time" },
new Exchange { Name = "VSE", LongName = "Vancouver Stock Exchange", Timezone = "Pacific Standard Time" },
new Exchange { Name = "VSO", LongName = "Vancouver Stock Options", Timezone = "Pacific Standard Time" },
new Exchange { Name = "VWAP", LongName = "IB VWAP Dealing Network", Timezone = "Eastern Standard Time" },
new Exchange { Name = "W", LongName = "CBOE (Non options) (QQQ, SPY)", Timezone = "Central Standard Time" },
new Exchange { Name = "WAR", LongName = "Warsaw Stock Exchange", Timezone = "Central European Standard Time" },
new Exchange { Name = "WARI", LongName = "Warsaw Stock Exchange", Timezone = "Central European Standard Time" },
new Exchange { Name = "WBE", LongName = "Wiener Borse Vienna Stock Exchange", Timezone = "W. Europe Standard Time" },
new Exchange { Name = "WBEI", LongName = "Wiener Borse Vienna Stock Exchange", Timezone = "W. Europe Standard Time" },
new Exchange { Name = "WCE", LongName = "Winnipeg Commodity Exchange", Timezone = "Central Standard Time" },
new Exchange { Name = "WOLFF", LongName = "Rudolf Wolff (London Metals)", Timezone = "GMT Standard Time" },
new Exchange { Name = "X", LongName = "Philadelphia Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "XET", LongName = "Deutshe Borse Stocks Level 1", Timezone = "W. Europe Standard Time" },
new Exchange { Name = "XETRA", LongName = "XETRA Exchange", Timezone = "W. Europe Standard Time" },
new Exchange { Name = "XO", LongName = "Philadelphia Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "ZS", LongName = "Zurich Stocks", Timezone = "W. Europe Standard Time" },
new Exchange { Name = "ZURIB", LongName = "Zurich Bonds", Timezone = "W. Europe Standard Time" },
new Exchange { Name = "VENTURE", LongName = "TSX Venture", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CHX", LongName = " Chicago Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "DRCTEDGE", LongName = "Direct Edge", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NSX", LongName = "National Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "BEX", LongName = "NASDAQ OMX BX", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CBSX", LongName = "CBOE Stock Exchange", Timezone = "Central Standard Time" },
new Exchange { Name = "BATS", LongName = "BATS", Timezone = "Eastern Standard Time" },
new Exchange { Name = "EDGEA", LongName = "Direct Edge", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CHIXEN", LongName = "CHI-X Europe Ltd Clearnet", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "BATEEN", LongName = "BATS Europe", Timezone = "Central Europe Standard Time" },
new Exchange { Name = "VALUE", LongName = "IB Value Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "LAVA", LongName = "LavaFlow ECN", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CSFBALGO", LongName = "", Timezone = "Eastern Standard Time" },
new Exchange { Name = "JEFFALGO", LongName = "", Timezone = "Eastern Standard Time" },
new Exchange { Name = "BYX", LongName = "BATS BYX", Timezone = "Eastern Standard Time" },
new Exchange { Name = "PSX", LongName = "NASDAQ OMX PSX", Timezone = "Eastern Standard Time" },
new Exchange { Name = "GEMINI", LongName = "ISE Gemini", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NASDAQBX", LongName = "NASDAQ OMX BX Options Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "NASDAQOM", LongName = "NASDAQ OMX", Timezone = "Eastern Standard Time" },
new Exchange { Name = "CBOE2", LongName = "CBOE C2", Timezone = "Central Standard Time" },
new Exchange { Name = "MIAX", LongName = "MIAX Options Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "A", LongName = "American Stock Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "EDGX", LongName = "Bats EDGX Options Exchange", Timezone = "Eastern Standard Time" },
new Exchange { Name = "MERCURY", LongName = "ISE Mercury", Timezone = "Eastern Standard Time" }
};
foreach (Exchange e in exchanges)
{
context.Exchanges.AddOrUpdate(x => x.Name, e);
}
#endregion
#region countries
foreach (Country c in Countries)
{
context.Countries.AddOrUpdate(x => x.Name, c);
}
#endregion
#region currencies
var currencies = new List<Currency>
{
new Currency { Name = "East Caribbean Dollar", Code = "XCD", NumericCode = 951 },
new Currency { Name = "Argentine Peso", Code = "ARS", NumericCode = 032 },
new Currency { Name = "Armenian Dram", Code = "AMD", NumericCode = 051 },
new Currency { Name = "Aruban Florin", Code = "AWG", NumericCode = 533 },
new Currency { Name = "Australian Dollar", Code = "AUD", NumericCode = 036 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "Azerbaijanian Manat", Code = "AZN", NumericCode = 944 },
new Currency { Name = "Bahamian Dollar", Code = "BSD", NumericCode = 044 },
new Currency { Name = "Bahraini Dinar", Code = "BHD", NumericCode = 048 },
new Currency { Name = "Taka", Code = "BDT", NumericCode = 050 },
new Currency { Name = "Barbados Dollar", Code = "BBD", NumericCode = 052 },
new Currency { Name = "Belarusian Ruble", Code = "BYN", NumericCode = 933 },
new Currency { Name = "Belarusian Ruble", Code = "BYR", NumericCode = 974 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "Belize Dollar", Code = "BZD", NumericCode = 084 },
new Currency { Name = "CFA Franc BCEAO", Code = "XOF", NumericCode = 952 },
new Currency { Name = "Bermudian Dollar", Code = "BMD", NumericCode = 060 },
new Currency { Name = "Indian Rupee", Code = "INR", NumericCode = 356 },
new Currency { Name = "Ngultrum", Code = "BTN", NumericCode = 064 },
new Currency { Name = "Boliviano", Code = "BOB", NumericCode = 068 },
new Currency { Name = "Mvdol", Code = "BOV", NumericCode = 984 },
new Currency { Name = "US Dollar", Code = "USD", NumericCode = 840 },
new Currency { Name = "Convertible Mark", Code = "BAM", NumericCode = 977 },
new Currency { Name = "Pula", Code = "BWP", NumericCode = 072 },
new Currency { Name = "Norwegian Krone", Code = "NOK", NumericCode = 578 },
new Currency { Name = "Brazilian Real", Code = "BRL", NumericCode = 986 },
new Currency { Name = "US Dollar", Code = "USD", NumericCode = 840 },
new Currency { Name = "Brunei Dollar", Code = "BND", NumericCode = 096 },
new Currency { Name = "Bulgarian Lev", Code = "BGN", NumericCode = 975 },
new Currency { Name = "CFA Franc BCEAO", Code = "XOF", NumericCode = 952 },
new Currency { Name = "Burundi Franc", Code = "BIF", NumericCode = 108 },
new Currency { Name = "Cabo Verde Escudo", Code = "CVE", NumericCode = 132 },
new Currency { Name = "Riel", Code = "KHR", NumericCode = 116 },
new Currency { Name = "CFA Franc BEAC", Code = "XAF", NumericCode = 950 },
new Currency { Name = "Canadian Dollar", Code = "CAD", NumericCode = 124 },
new Currency { Name = "Cayman Islands Dollar", Code = "KYD", NumericCode = 136 },
new Currency { Name = "CFA Franc BEAC", Code = "XAF", NumericCode = 950 },
new Currency { Name = "CFA Franc BEAC", Code = "XAF", NumericCode = 950 },
new Currency { Name = "Chilean Peso", Code = "CLP", NumericCode = 152 },
new Currency { Name = "Unidad de Fomento", Code = "CLF", NumericCode = 990 },
new Currency { Name = "Yuan Renminbi", Code = "CNY", NumericCode = 156 },
new Currency { Name = "Australian Dollar", Code = "AUD", NumericCode = 036 },
new Currency { Name = "Australian Dollar", Code = "AUD", NumericCode = 036 },
new Currency { Name = "Colombian Peso", Code = "COP", NumericCode = 170 },
new Currency { Name = "Unidad de Valor Real", Code = "COU", NumericCode = 970 },
new Currency { Name = "Comoro Franc", Code = "KMF", NumericCode = 174 },
new Currency { Name = "Congolese Franc", Code = "CDF", NumericCode = 976 },
new Currency { Name = "CFA Franc BEAC", Code = "XAF", NumericCode = 950 },
new Currency { Name = "New Zealand Dollar", Code = "NZD", NumericCode = 554 },
new Currency { Name = "Costa Rican Colon", Code = "CRC", NumericCode = 188 },
new Currency { Name = "CFA Franc BCEAO", Code = "XOF", NumericCode = 952 },
new Currency { Name = "Kuna", Code = "HRK", NumericCode = 191 },
new Currency { Name = "Cuban Peso", Code = "CUP", NumericCode = 192 },
new Currency { Name = "Peso Convertible", Code = "CUC", NumericCode = 931 },
new Currency { Name = "Netherlands Antillean Guilder", Code = "ANG", NumericCode = 532 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "Czech Koruna", Code = "CZK", NumericCode = 203 },
new Currency { Name = "Danish Krone", Code = "DKK", NumericCode = 208 },
new Currency { Name = "Djibouti Franc", Code = "DJF", NumericCode = 262 },
new Currency { Name = "East Caribbean Dollar", Code = "XCD", NumericCode = 951 },
new Currency { Name = "Dominican Peso", Code = "DOP", NumericCode = 214 },
new Currency { Name = "US Dollar", Code = "USD", NumericCode = 840 },
new Currency { Name = "Egyptian Pound", Code = "EGP", NumericCode = 818 },
new Currency { Name = "El Salvador Colon", Code = "SVC", NumericCode = 222 },
new Currency { Name = "US Dollar", Code = "USD", NumericCode = 840 },
new Currency { Name = "CFA Franc BEAC", Code = "XAF", NumericCode = 950 },
new Currency { Name = "Nakfa", Code = "ERN", NumericCode = 232 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "Ethiopian Birr", Code = "ETB", NumericCode = 230 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "Falkland Islands Pound", Code = "FKP", NumericCode = 238 },
new Currency { Name = "Danish Krone", Code = "DKK", NumericCode = 208 },
new Currency { Name = "Fiji Dollar", Code = "FJD", NumericCode = 242 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "CFP Franc", Code = "XPF", NumericCode = 953 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "CFA Franc BEAC", Code = "XAF", NumericCode = 950 },
new Currency { Name = "Dalasi", Code = "GMD", NumericCode = 270 },
new Currency { Name = "Lari", Code = "GEL", NumericCode = 981 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "Ghana Cedi", Code = "GHS", NumericCode = 936 },
new Currency { Name = "Gibraltar Pound", Code = "GIP", NumericCode = 292 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "Danish Krone", Code = "DKK", NumericCode = 208 },
new Currency { Name = "East Caribbean Dollar", Code = "XCD", NumericCode = 951 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "US Dollar", Code = "USD", NumericCode = 840 },
new Currency { Name = "Quetzal", Code = "GTQ", NumericCode = 320 },
new Currency { Name = "Pound Sterling", Code = "GBP", NumericCode = 826 },
new Currency { Name = "Guinea Franc", Code = "GNF", NumericCode = 324 },
new Currency { Name = "CFA Franc BCEAO", Code = "XOF", NumericCode = 952 },
new Currency { Name = "Guyana Dollar", Code = "GYD", NumericCode = 328 },
new Currency { Name = "Gourde", Code = "HTG", NumericCode = 332 },
new Currency { Name = "US Dollar", Code = "USD", NumericCode = 840 },
new Currency { Name = "Australian Dollar", Code = "AUD", NumericCode = 036 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "Lempira", Code = "HNL", NumericCode = 340 },
new Currency { Name = "Hong Kong Dollar", Code = "HKD", NumericCode = 344 },
new Currency { Name = "Forint", Code = "HUF", NumericCode = 348 },
new Currency { Name = "Iceland Krona", Code = "ISK", NumericCode = 352 },
new Currency { Name = "Indian Rupee", Code = "INR", NumericCode = 356 },
new Currency { Name = "Rupiah", Code = "IDR", NumericCode = 360 },
new Currency { Name = "SDR (Special Drawing Right)", Code = "XDR", NumericCode = 960 },
new Currency { Name = "Iranian Rial", Code = "IRR", NumericCode = 364 },
new Currency { Name = "Iraqi Dinar", Code = "IQD", NumericCode = 368 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "Pound Sterling", Code = "GBP", NumericCode = 826 },
new Currency { Name = "New Israeli Sheqel", Code = "ILS", NumericCode = 376 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "Jamaican Dollar", Code = "JMD", NumericCode = 388 },
new Currency { Name = "Yen", Code = "JPY", NumericCode = 392 },
new Currency { Name = "Pound Sterling", Code = "GBP", NumericCode = 826 },
new Currency { Name = "Jordanian Dinar", Code = "JOD", NumericCode = 400 },
new Currency { Name = "Tenge", Code = "KZT", NumericCode = 398 },
new Currency { Name = "Kenyan Shilling", Code = "KES", NumericCode = 404 },
new Currency { Name = "Australian Dollar", Code = "AUD", NumericCode = 036 },
new Currency { Name = "North Korean Won", Code = "KPW", NumericCode = 408 },
new Currency { Name = "Won", Code = "KRW", NumericCode = 410 },
new Currency { Name = "Kuwaiti Dinar", Code = "KWD", NumericCode = 414 },
new Currency { Name = "Som", Code = "KGS", NumericCode = 417 },
new Currency { Name = "Kip", Code = "LAK", NumericCode = 418 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "Lebanese Pound", Code = "LBP", NumericCode = 422 },
new Currency { Name = "Loti", Code = "LSL", NumericCode = 426 },
new Currency { Name = "Rand", Code = "ZAR", NumericCode = 710 },
new Currency { Name = "Liberian Dollar", Code = "LRD", NumericCode = 430 },
new Currency { Name = "Libyan Dinar", Code = "LYD", NumericCode = 434 },
new Currency { Name = "Swiss Franc", Code = "CHF", NumericCode = 756 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "Pataca", Code = "MOP", NumericCode = 446 },
new Currency { Name = "Denar", Code = "MKD", NumericCode = 807 },
new Currency { Name = "Malagasy Ariary", Code = "MGA", NumericCode = 969 },
new Currency { Name = "Malawi Kwacha", Code = "MWK", NumericCode = 454 },
new Currency { Name = "Malaysian Ringgit", Code = "MYR", NumericCode = 458 },
new Currency { Name = "Rufiyaa", Code = "MVR", NumericCode = 462 },
new Currency { Name = "CFA Franc BCEAO", Code = "XOF", NumericCode = 952 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "US Dollar", Code = "USD", NumericCode = 840 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "Ouguiya", Code = "MRO", NumericCode = 478 },
new Currency { Name = "Mauritius Rupee", Code = "MUR", NumericCode = 480 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "ADB Unit of Account", Code = "XUA", NumericCode = 965 },
new Currency { Name = "Mexican Peso", Code = "MXN", NumericCode = 484 },
new Currency { Name = "Mexican Unidad de Inversion (UDI)", Code = "MXV", NumericCode = 979 },
new Currency { Name = "US Dollar", Code = "USD", NumericCode = 840 },
new Currency { Name = "Moldovan Leu", Code = "MDL", NumericCode = 498 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "Tugrik", Code = "MNT", NumericCode = 496 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "East Caribbean Dollar", Code = "XCD", NumericCode = 951 },
new Currency { Name = "Moroccan Dirham", Code = "MAD", NumericCode = 504 },
new Currency { Name = "Mozambique Metical", Code = "MZN", NumericCode = 943 },
new Currency { Name = "Kyat", Code = "MMK", NumericCode = 104 },
new Currency { Name = "Namibia Dollar", Code = "NAD", NumericCode = 516 },
new Currency { Name = "Rand", Code = "ZAR", NumericCode = 710 },
new Currency { Name = "Australian Dollar", Code = "AUD", NumericCode = 036 },
new Currency { Name = "Nepalese Rupee", Code = "NPR", NumericCode = 524 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "CFP Franc", Code = "XPF", NumericCode = 953 },
new Currency { Name = "New Zealand Dollar", Code = "NZD", NumericCode = 554 },
new Currency { Name = "Cordoba Oro", Code = "NIO", NumericCode = 558 },
new Currency { Name = "CFA Franc BCEAO", Code = "XOF", NumericCode = 952 },
new Currency { Name = "Naira", Code = "NGN", NumericCode = 566 },
new Currency { Name = "New Zealand Dollar", Code = "NZD", NumericCode = 554 },
new Currency { Name = "Australian Dollar", Code = "AUD", NumericCode = 036 },
new Currency { Name = "US Dollar", Code = "USD", NumericCode = 840 },
new Currency { Name = "Norwegian Krone", Code = "NOK", NumericCode = 578 },
new Currency { Name = "Rial Omani", Code = "OMR", NumericCode = 512 },
new Currency { Name = "Pakistan Rupee", Code = "PKR", NumericCode = 586 },
new Currency { Name = "US Dollar", Code = "USD", NumericCode = 840 },
new Currency { Name = "Balboa", Code = "PAB", NumericCode = 590 },
new Currency { Name = "US Dollar", Code = "USD", NumericCode = 840 },
new Currency { Name = "Kina", Code = "PGK", NumericCode = 598 },
new Currency { Name = "Guarani", Code = "PYG", NumericCode = 600 },
new Currency { Name = "Sol", Code = "PEN", NumericCode = 604 },
new Currency { Name = "Philippine Peso", Code = "PHP", NumericCode = 608 },
new Currency { Name = "New Zealand Dollar", Code = "NZD", NumericCode = 554 },
new Currency { Name = "Zloty", Code = "PLN", NumericCode = 985 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "US Dollar", Code = "USD", NumericCode = 840 },
new Currency { Name = "Qatari Rial", Code = "QAR", NumericCode = 634 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "Romanian Leu", Code = "RON", NumericCode = 946 },
new Currency { Name = "Russian Ruble", Code = "RUB", NumericCode = 643 },
new Currency { Name = "Rwanda Franc", Code = "RWF", NumericCode = 646 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "Saint Helena Pound", Code = "SHP", NumericCode = 654 },
new Currency { Name = "East Caribbean Dollar", Code = "XCD", NumericCode = 951 },
new Currency { Name = "East Caribbean Dollar", Code = "XCD", NumericCode = 951 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "East Caribbean Dollar", Code = "XCD", NumericCode = 951 },
new Currency { Name = "Tala", Code = "WST", NumericCode = 882 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "Dobra", Code = "STD", NumericCode = 678 },
new Currency { Name = "Saudi Riyal", Code = "SAR", NumericCode = 682 },
new Currency { Name = "CFA Franc BCEAO", Code = "XOF", NumericCode = 952 },
new Currency { Name = "Serbian Dinar", Code = "RSD", NumericCode = 941 },
new Currency { Name = "Seychelles Rupee", Code = "SCR", NumericCode = 690 },
new Currency { Name = "Leone", Code = "SLL", NumericCode = 694 },
new Currency { Name = "Singapore Dollar", Code = "SGD", NumericCode = 702 },
new Currency { Name = "Netherlands Antillean Guilder", Code = "ANG", NumericCode = 532 },
new Currency { Name = "Sucre", Code = "XSU", NumericCode = 994 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "Solomon Islands Dollar", Code = "SBD", NumericCode = 090 },
new Currency { Name = "Somali Shilling", Code = "SOS", NumericCode = 706 },
new Currency { Name = "Rand", Code = "ZAR", NumericCode = 710 },
new Currency { Name = "South Sudanese Pound", Code = "SSP", NumericCode = 728 },
new Currency { Name = "Euro", Code = "EUR", NumericCode = 978 },
new Currency { Name = "Sri Lanka Rupee", Code = "LKR", NumericCode = 144 },
new Currency { Name = "Sudanese Pound", Code = "SDG", NumericCode = 938 },
new Currency { Name = "Surinam Dollar", Code = "SRD", NumericCode = 968 },
new Currency { Name = "Norwegian Krone", Code = "NOK", NumericCode = 578 },
new Currency { Name = "Lilangeni", Code = "SZL", NumericCode = 748 },
new Currency { Name = "Swedish Krona", Code = "SEK", NumericCode = 752 },
new Currency { Name = "Swiss Franc", Code = "CHF", NumericCode = 756 },
new Currency { Name = "WIR Euro", Code = "CHE", NumericCode = 947 },
new Currency { Name = "WIR Franc", Code = "CHW", NumericCode = 948 },
new Currency { Name = "Syrian Pound", Code = "SYP", NumericCode = 760 },
new Currency { Name = "New Taiwan Dollar", Code = "TWD", NumericCode = 901 },
new Currency { Name = "Somoni", Code = "TJS", NumericCode = 972 },
new Currency { Name = "Tanzanian Shilling", Code = "TZS", NumericCode = 834 },
new Currency { Name = "Baht", Code = "THB", NumericCode = 764 },
new Currency { Name = "US Dollar", Code = "USD", NumericCode = 840 },
new Currency { Name = "CFA Franc BCEAO", Code = "XOF", NumericCode = 952 },
new Currency { Name = "New Zealand Dollar", Code = "NZD", NumericCode = 554 },
new Currency { Name = "Pa’anga", Code = "TOP", NumericCode = 776 },
new Currency { Name = "Trinidad and Tobago Dollar", Code = "TTD", NumericCode = 780 },
new Currency { Name = "Tunisian Dinar", Code = "TND", NumericCode = 788 },
new Currency { Name = "Turkish Lira", Code = "TRY", NumericCode = 949 },
new Currency { Name = "Turkmenistan New Manat", Code = "TMT", NumericCode = 934 },
new Currency { Name = "US Dollar", Code = "USD", NumericCode = 840 },
new Currency { Name = "Australian Dollar", Code = "AUD", NumericCode = 036 },
new Currency { Name = "Uganda Shilling", Code = "UGX", NumericCode = 800 },
new Currency { Name = "Hryvnia", Code = "UAH", NumericCode = 980 },
new Currency { Name = "UAE Dirham", Code = "AED", NumericCode = 784 },
new Currency { Name = "Pound Sterling", Code = "GBP", NumericCode = 826 },
new Currency { Name = "US Dollar", Code = "USD", NumericCode = 840 },
new Currency { Name = "US Dollar", Code = "USD", NumericCode = 840 },
new Currency { Name = "US Dollar (Next day)", Code = "USN", NumericCode = 997 },
new Currency { Name = "Peso Uruguayo", Code = "UYU", NumericCode = 858 },
new Currency { Name = "Uruguay Peso en Unidades Indexadas (URUIURUI)", Code = "UYI", NumericCode = 940 },
new Currency { Name = "Uzbekistan Sum", Code = "UZS", NumericCode = 860 },
new Currency { Name = "Vatu", Code = "VUV", NumericCode = 548 },
new Currency { Name = "Bolívar", Code = "VEF", NumericCode = 937 },
new Currency { Name = "Dong", Code = "VND", NumericCode = 704 },
new Currency { Name = "US Dollar", Code = "USD", NumericCode = 840 },
new Currency { Name = "US Dollar", Code = "USD", NumericCode = 840 },
new Currency { Name = "CFP Franc", Code = "XPF", NumericCode = 953 },
new Currency { Name = "Moroccan Dirham", Code = "MAD", NumericCode = 504 },
new Currency { Name = "Yemeni Rial", Code = "YER", NumericCode = 886 },
new Currency { Name = "Zambian Kwacha", Code = "ZMW", NumericCode = 967 },
new Currency { Name = "Zimbabwe Dollar", Code = "ZWL", NumericCode = 932 },
new Currency { Name = "Bond Markets Unit European Composite Unit (EURCO)", Code = "XBA", NumericCode = 955 },
new Currency { Name = "Bond Markets Unit European Monetary Unit (E.M.U.-6)", Code = "XBB", NumericCode = 956 },
new Currency { Name = "Bond Markets Unit European Unit of Account 9 (E.U.A.-9)", Code = "XBC", NumericCode = 957 },
new Currency { Name = "Bond Markets Unit European Unit of Account 17 (E.U.A.-17)", Code = "XBD", NumericCode = 958 },
new Currency { Name = "Codes specifically reserved for testing purposes", Code = "XTS", NumericCode = 963 },
new Currency { Name = "The codes assigned for transactions where no currency is involved", Code = "XXX", NumericCode = 999 },
new Currency { Name = "Gold", Code = "XAU", NumericCode = 959 },
new Currency { Name = "Palladium", Code = "XPD", NumericCode = 964 },
new Currency { Name = "Platinum", Code = "XPT", NumericCode = 962 },
new Currency { Name = "Silver", Code = "XAG", NumericCode = 961 },
};
//there are duplicates in the ISO dataset, so grab only distinct entries
currencies = currencies.Distinct((x, y) => x.Code == y.Code).ToList();
foreach (Currency c in currencies)
{
context.Currencies.AddOrUpdate(x => x.Code, c);
}
#endregion
context.SaveChanges();
#region exchangesessions
#endregion
#region instruments
var spy = new Instrument
{
Symbol = "SPY",
Currency = "USD",
Type = InstrumentType.Stock,
UnderlyingSymbol = "SPY",
Datasource = context.Datasources.First(x => x.Name == "Yahoo"),
Name = "SPDR S&P 500 ETF Trust",
Multiplier = 1,
MinTick = 0.01m,
Industry = "Funds",
Category = "Equity Fund",
Subcategory = "Growth&Income-Large Cap",
Exchange = context.Exchanges.First(x => x.Name == "NYSE"),
SessionsSource = SessionsSource.Template,
SessionTemplateID = context.SessionTemplates.First(x => x.Name == "U.S. Equities RTH").ID,
};
spy.Sessions = new List<InstrumentSession>();
foreach (TemplateSession t in context.TemplateSessions.Where(x => x.TemplateID == spy.SessionTemplateID))
{
spy.Sessions.Add(t.ToInstrumentSession());
}
context.Instruments.AddOrUpdate(x => new {x.Symbol, x.DatasourceID, x.Expiration, x.ExchangeID}, spy);
#endregion
context.SaveChanges();
context.Dispose();
}
private async void ExecuteDelete(DataUpdateJobDetailsViewModel vm)
{
if (vm == null) throw new ArgumentNullException(nameof(vm));
var selectedJob = vm.Job;
MessageDialogResult dialogResult = await DialogService.ShowMessageAsync(this,
"Delete Job",
string.Format("Are you sure you want to delete {0}?", selectedJob.Name),
MessageDialogStyle.AffirmativeAndNegative);
if (dialogResult != MessageDialogResult.Affirmative) return;
using (var context = new MyDBContext())
{
var job = context.DataUpdateJobs.FirstOrDefault(x => x.ID == selectedJob.ID);
if (job == null) return;
context.DataUpdateJobs.Remove(job);
context.SaveChanges();
}
Jobs.Remove(vm);
}
private void DeleteBtn_Click(object sender, RoutedEventArgs e)
{
if(JobsGrid.SelectedItems.Count != 1) return;
var selectedJob = (DataUpdateJobDetails)JobsGrid.SelectedItem;
var dialogResult = MessageBox.Show(string.Format("Are you sure you want to delete {0}?", selectedJob.Name), "Delete Job", MessageBoxButton.YesNo);
if (dialogResult != MessageBoxResult.Yes) return;
using (var context = new MyDBContext())
{
var job = context.DataUpdateJobs.FirstOrDefault(x => x.ID == selectedJob.ID);
if (job == null) return;
context.DataUpdateJobs.Remove(job);
context.SaveChanges();
}
Jobs.Remove(selectedJob);
CollectionViewSource.GetDefaultView(JobsGrid.ItemsSource).Refresh();
}
/// <summary>
/// Add a new instrument or update an existing instrument in the database.
/// </summary>
/// <param name="instrument"></param>
/// <param name="updateIfExists"></param>
/// <param name="saveChanges">Set to true if saving to db should be done.</param>
/// <returns>True if the insertion or update succeeded. False if it did not.</returns>
public Instrument AddInstrument(Instrument instrument, bool updateIfExists = false, bool saveChanges = true)
{
if (instrument.IsContinuousFuture)
{
throw new Exception("Cannot add continuous futures using this method.");
}
using (var context = new MyDBContext())
{
//make sure data source is set and exists
if(instrument.Datasource == null || !context.Datasources.Any(x => x.Name == instrument.Datasource.Name))
{
throw new Exception("Failed to add instrument: invalid datasource.");
}
//make sure exchange exists, if it is set
if(instrument.Exchange != null && !context.Exchanges.Any(x => x.Name == instrument.Exchange.Name))
{
throw new Exception("Failed to add instrument: exchange does not exist.");
}
if (instrument.PrimaryExchange != null && !context.Exchanges.Any(x => x.Name == instrument.PrimaryExchange.Name))
{
throw new Exception("Failed to add instrument: primary exchange does not exist.");
}
//check if the instrument already exists in the database or not
var existingInstrument = context.Instruments.SingleOrDefault(x =>
(x.ID == instrument.ID) ||
(x.Symbol == instrument.Symbol &&
x.DatasourceID == instrument.DatasourceID &&
x.ExchangeID == instrument.ExchangeID &&
x.Expiration == instrument.Expiration));
if (existingInstrument == null) //object doesn't exist, so we add it
{
//attach the datasource, exchanges, etc. so it doesn't try to add them
//also load sessions at the same time
context.Datasources.Attach(instrument.Datasource);
if (instrument.PrimaryExchange != null)
{
context.Exchanges.Attach(instrument.PrimaryExchange);
context.Entry(instrument.PrimaryExchange).Collection(x => x.Sessions).Load();
}
if (instrument.PrimaryExchangeID != instrument.ExchangeID && instrument.Exchange != null)
{
context.Exchanges.Attach(instrument.Exchange);
context.Entry(instrument.Exchange).Collection(x => x.Sessions).Load();
}
//if necessary, load sessions from teplate or exchange
if (instrument.SessionsSource == SessionsSource.Exchange && instrument.Exchange != null)
{
instrument.Sessions = instrument.Exchange.Sessions.Select(x => x.ToInstrumentSession()).ToList();
}
else if (instrument.SessionsSource == SessionsSource.Exchange && instrument.Exchange == null)
{
instrument.SessionsSource = SessionsSource.Custom;
instrument.Sessions = new List<InstrumentSession>();
}
else if (instrument.SessionsSource == SessionsSource.Template)
{
instrument.Sessions = new List<InstrumentSession>();
var template = context.SessionTemplates.Include("Sessions").FirstOrDefault(x => x.ID == instrument.SessionTemplateID);
if (template != null)
{
foreach (TemplateSession s in template.Sessions)
{
instrument.Sessions.Add(s.ToInstrumentSession());
}
}
}
context.Instruments.Add(instrument);
context.Database.Connection.Open();
if (saveChanges) context.SaveChanges();
Log(LogLevel.Info, string.Format("Instrument Manager: successfully added instrument {0}", instrument));
return instrument;
}
else if (updateIfExists) //object exist, but we want to update it
{
Log(LogLevel.Info, string.Format("Instrument Manager: updating existing instrument ID {0} with the following details: {1}",
existingInstrument.ID,
instrument));
context.Entry(existingInstrument).CurrentValues.SetValues(instrument);
if (saveChanges) context.SaveChanges();
return existingInstrument;
}
}
return null; //object exists and we don't update it
}
private void SaveBtn_OnClick(object sender, RoutedEventArgs e)
{
if (JobsGrid.SelectedItems.Count != 1) return;
if (FrequencyComboBox.SelectedItem == null)
{
MessageBox.Show("You must select a frequency.");
return;
}
using (var context = new MyDBContext())
{
var job = (DataUpdateJobDetails)JobsGrid.SelectedItem;
if (job.UseTag)
{
if (TagsComboBox.SelectedItem == null)
{
MessageBox.Show("You must select a tag.");
return;
}
job.Instrument = null;
job.InstrumentID = null;
job.Tag = (Tag)TagsComboBox.SelectedItem;
job.TagID = job.Tag.ID;
}
else //job is for a specific instrument, not a tag
{
if (InstrumentsComboBox.SelectedItem == null)
{
MessageBox.Show("You must select an instrument.");
return;
}
job.Instrument = (Instrument)InstrumentsComboBox.SelectedItem;
job.InstrumentID = job.Instrument.ID;
job.Tag = null;
job.TagID = null;
}
context.DataUpdateJobs.Attach(job);
context.Entry(job).State = EntityState.Modified;
context.SaveChanges();
}
}
/// <summary>
/// Updates the instrument with new values. Instrument must have an ID.
/// </summary>
public static void UpdateInstrument(Instrument instrument)
{
if(!instrument.ID.HasValue) return;
using (var context = new MyDBContext())
{
try
{
//find it
Instrument instrumentFromDB = context.Instruments.First(x => x.ID == instrument.ID);
//update it
context.Entry(instrumentFromDB).CurrentValues.SetValues(instrument); //perhaps update all the underlying collections as well?
//save it
context.SaveChanges();
}
catch (Exception ex)
{
MessageBox.Show("Update instrument error: " + ex.Message);
}
}
}
private void ModifyBtn_Click(object sender, RoutedEventArgs e)
{
//ensure sessions don't overlap
try
{
MyUtils.ValidateSessions(TheTemplate.Sessions.ToList<ISession>());
}
catch (Exception ex)
{
MessageBox.Show(ex.Message);
return;
}
//save to db
using (var entityContext = new MyDBContext())
{
bool nameExists = entityContext.SessionTemplates.Any(x => x.Name == TheTemplate.Name);
bool addingNew = TheTemplate.ID == -1;
if (nameExists && (addingNew || _originalTemplate.Name != TheTemplate.Name))
{
MessageBox.Show("Name already exists, please change it.");
return;
}
if (addingNew)
{
entityContext.SessionTemplates.Add(TheTemplate);
}
else
{
entityContext.SessionTemplates.Attach(_originalTemplate);
entityContext.Entry(_originalTemplate).CurrentValues.SetValues(TheTemplate);
}
entityContext.SaveChanges();
//find removed sessions and mark them as deleted
if (_originalTemplate != null)
{
var removedSessions = _originalTemplate.Sessions.Where(x => !TheTemplate.Sessions.Any(y => y.ID == x.ID)).ToList();
foreach (TemplateSession t in removedSessions)
{
entityContext.Entry(t).State = System.Data.Entity.EntityState.Deleted;
}
//find the ones that overlap and modify them, if not add them
foreach (TemplateSession s in TheTemplate.Sessions)
{
if (s.ID != 0) //this means it's not newly added
{
var session = _originalTemplate.Sessions.First(x => x.ID == s.ID);
entityContext.TemplateSessions.Attach(session);
entityContext.Entry(session).CurrentValues.SetValues(s);
}
}
}
entityContext.SaveChanges();
//find instruments using this exchange as session source, and update their sessions
if (TheTemplate.ID != -1)
{
var instruments = entityContext.Instruments.Where(x => x.SessionsSource == SessionsSource.Template && x.ExchangeID == TheTemplate.ID).ToList();
foreach (Instrument i in instruments)
{
entityContext.InstrumentSessions.RemoveRange(i.Sessions);
i.Sessions.Clear();
foreach (TemplateSession s in TheTemplate.Sessions)
{
i.Sessions.Add(s.ToInstrumentSession());
}
}
}
entityContext.SaveChanges();
}
TemplateAdded = true;
Hide();
}
private void ModifyBtn_Click(object sender, RoutedEventArgs e)
{
using (var entityContext = new MyDBContext())
{
bool nameExists = entityContext.Exchanges.Any(x => x.Name == TheExchange.Name);
if (nameExists && (_addingNew || _originalExchange.Name != TheExchange.Name))
{
MessageBox.Show("Name already exists, please change it.");
return;
}
if (_addingNew)
{
entityContext.Exchanges.Add(TheExchange);
}
else
{
entityContext.Exchanges.Attach(_originalExchange);
entityContext.Entry(_originalExchange).CurrentValues.SetValues(TheExchange);
}
entityContext.SaveChanges();
//find removed sessions and mark them as deleted
var removedSessions = _originalExchange.Sessions.Where(x => !TheExchange.Sessions.Any(y => y.ID == x.ID)).ToList();
for (int i = 0; i < removedSessions.Count; i++)
{
entityContext.Entry(removedSessions[i]).State = System.Data.Entity.EntityState.Deleted;
}
//find the ones that overlap and modify them, if not add them
foreach (ExchangeSession s in TheExchange.Sessions)
{
if (s.ID != 0) //this means it's not newly added
{
var session = _originalExchange.Sessions.First(x => x.ID == s.ID);
entityContext.ExchangeSessions.Attach(session);
entityContext.Entry(session).CurrentValues.SetValues(s);
}
else //completely new
{
_originalExchange.Sessions.Add(s);
}
}
entityContext.SaveChanges();
//find instruments using this exchange as session source, and update their sessions
if (TheExchange.ID != -1)
{
var instruments = entityContext.Instruments.Where(x => x.SessionsSource == SessionsSource.Exchange && x.ExchangeID == TheExchange.ID).ToList();
foreach (Instrument i in instruments)
{
entityContext.InstrumentSessions.RemoveRange(i.Sessions);
i.Sessions.Clear();
foreach (ExchangeSession s in TheExchange.Sessions)
{
i.Sessions.Add(MyUtils.SessionConverter(s));
}
}
}
entityContext.SaveChanges();
}
ExchangeAdded = true;
Hide();
}
private void SetSession_ItemClick(object sender, RoutedEventArgs e)
{
using (var context = new MyDBContext())
{
var selectedInstruments = InstrumentsGrid.SelectedItems;
var btn = (MenuItem)e.Source;
int templateID = (int)btn.Tag;
var templateSessions = context.TemplateSessions.Where(x => x.TemplateID == templateID).ToList();
//one instrument selected
foreach (Instrument instrument in selectedInstruments)
{
context.Instruments.Attach(instrument);
instrument.SessionsSource = SessionsSource.Template;
instrument.SessionTemplateID = templateID;
if(instrument.Sessions == null)
{
instrument.Sessions = new List<InstrumentSession>();
}
//Remove any old sessions
var tmpSessions = new List<InstrumentSession>(instrument.Sessions);
foreach (InstrumentSession isession in tmpSessions)
{
context.InstrumentSessions.Attach(isession);
context.InstrumentSessions.Remove(isession);
}
instrument.Sessions.Clear();
//Add the new sessions
foreach(TemplateSession ts in templateSessions)
{
instrument.Sessions.Add(ts.ToInstrumentSession());
}
}
context.SaveChanges();
}
}