Lean  $LEAN_TAG$
IndexSymbol.cs
1 /*
2  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
3  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
4  *
5  * Licensed under the Apache License, Version 2.0 (the "License");
6  * you may not use this file except in compliance with the License.
7  * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
8  *
9  * Unless required by applicable law or agreed to in writing, software
10  * distributed under the License is distributed on an "AS IS" BASIS,
11  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12  * See the License for the specific language governing permissions and
13  * limitations under the License.
14 */
15 
16 using System.Collections.Generic;
17 
18 namespace QuantConnect.Securities.Index
19 {
20  /// <summary>
21  /// Helper methods for Index Symbols
22  /// </summary>
23  public static class IndexSymbol
24  {
25  private static readonly Dictionary<string, string> _indexMarket = new Dictionary<string, string>
26  {
27  { "SPX", Market.CBOE },
28  { "NDX", "NASDAQ" },
29  { "VIX", Market.CBOE },
30  { "SPXW", Market.CBOE },
31  { "NQX", "NASDAQ" },
32  { "VIXW", Market.CBOE }
33  };
34 
35  /// <summary>
36  /// Gets the actual exchange the index lives on
37  /// </summary>
38  /// <returns>The market of the index</returns>
39  public static string GetIndexExchange(Symbol symbol)
40  {
41  string market;
42  return _indexMarket.TryGetValue(symbol.Value, out market)
43  ? market
44  : symbol.ID.Market;
45  }
46  }
47 }