diff --git a/Common/Exchange.cs b/Common/Exchange.cs index 762171618c0d..4306a9b47bad 100644 --- a/Common/Exchange.cs +++ b/Common/Exchange.cs @@ -33,7 +33,7 @@ public class Exchange /// The Members Exchange (MEMX) is an independently owned, technology-driven stock exchange /// public static Exchange MEMX { get; } - = new("MEMX", "MM", "The Long-Term Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity); + = new("MEMX", "MM", "The Members Exchange", QuantConnect.Market.USA, SecurityType.Equity); /// /// Long-Term Stock Exchange @@ -47,6 +47,12 @@ public class Exchange public static Exchange NASDAQ { get; } = new("NASDAQ", "Q", "National Association of Securities Dealers Automated Quotation", QuantConnect.Market.USA, SecurityType.Equity); + /// + /// NASDAQ Small Cap + /// + public static Exchange NASDAQ_SC { get; } + = new("NASDAQ_SC", "S", "NASDAQ Small Cap", QuantConnect.Market.USA, SecurityType.Equity); + /// /// The NASDAQ options market /// diff --git a/Common/Global.cs b/Common/Global.cs index 4832b5e2ad08..ae4103c78565 100644 --- a/Common/Global.cs +++ b/Common/Global.cs @@ -1045,6 +1045,9 @@ public static Exchange GetPrimaryExchange(this string exchange, case "NASDAQ": case "NASDAQ_OMX": return Exchange.NASDAQ; + case "S": + case "NASDAQ_SC": + return Exchange.NASDAQ_SC; case "Z": case "BATS": case "BATS Z": @@ -1109,12 +1112,14 @@ public static Exchange GetPrimaryExchange(this string exchange, return Exchange.BOSTON; case "BSE": return Exchange.BSE; + case "V": case "IEX": return Exchange.IEX; case "SMART": return Exchange.SMART; case "OTCX": return Exchange.OTCX; + case "H": case "MP": case "MIAX PEARL": case "MIAX_PEARL": @@ -1122,6 +1127,7 @@ public static Exchange GetPrimaryExchange(this string exchange, case "L": case "LTSE": return Exchange.LTSE; + case "U": case "MM": case "MEMX": return Exchange.MEMX; diff --git a/Tests/Common/ExchangeTest.cs b/Tests/Common/ExchangeTest.cs index 577431d75f4b..10f7a5b1c518 100644 --- a/Tests/Common/ExchangeTest.cs +++ b/Tests/Common/ExchangeTest.cs @@ -1,4 +1,4 @@ -/* +/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * @@ -22,6 +22,7 @@ namespace QuantConnect.Tests.Common public class ExchangeTest { [TestCase("NASDAQ", "Q")] + [TestCase("NASDAQ_SC", "S")] [TestCase("NASDAQ BX", "B")] [TestCase("NASDAQ PSX", "X")] [TestCase("BATS", "Z")] @@ -129,6 +130,7 @@ private static TestCaseData[] ExchangeCases() { new TestCaseData(Exchange.UNKNOWN, null, "", SecurityType.Base), new TestCaseData(Exchange.NASDAQ, "Q", "NASDAQ", SecurityType.Equity), + new TestCaseData(Exchange.NASDAQ_SC, "S", "NASDAQ_SC", SecurityType.Equity), new TestCaseData(Exchange.NASDAQ_BX, "B", "NASDAQ_BX", SecurityType.Equity), new TestCaseData(Exchange.NASDAQ_PSX, "X", "NASDAQ_PSX", SecurityType.Equity), new TestCaseData(Exchange.BATS, "Z", "BATS", SecurityType.Equity), @@ -147,13 +149,15 @@ private static TestCaseData[] ExchangeCases() new TestCaseData(Exchange.BSE, "BSE", "BSE", SecurityType.Equity), new TestCaseData(Exchange.UNKNOWN, "O", "", SecurityType.Equity), - new TestCaseData(Exchange.UNKNOWN, "H", "", SecurityType.Equity), + new TestCaseData(Exchange.MIAX_PEARL, "H", "MIAX_PEARL", SecurityType.Equity), new TestCaseData(Exchange.EDGA, "J", "EDGA", SecurityType.Equity), new TestCaseData(Exchange.OPRA, "O", "OPRA", SecurityType.Option), new TestCaseData(Exchange.ISE_GEMINI, "H", "ISE_GEMINI", SecurityType.Option), new TestCaseData(Exchange.ISE_MERCURY, "J", "ISE_MERCURY", SecurityType.Option), + new TestCaseData(Exchange.IEX, "V", "IEX", SecurityType.Equity), + new TestCaseData(Exchange.MEMX, "U", "MEMX", SecurityType.Equity), }; } }