feature: recognise equity tape letters S/V/H/U and add NASDAQ_SC#9422
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Romazes merged 4 commits intoApr 21, 2026
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- map primary exchange codes S and T to new NASDAQ tier exchanges - T was previously folded into NASDAQ, now returns NASDAQ_INT - add V as alias for IEX in equity switch - fix MEMX description (was copy of LTSE)
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6 tasks
Remove the separate NASDAQ_INT mapping in GetPrimaryExchange and map
exchange code "T" to NASDAQ_SC. Update ExchangeTest cases accordingly
and add coverage for IEX ("V") and MEMX ("U").
Romazes
changed the title
Drop the NASDAQ_INT class entry from Exchange.cs. The "T" tape letter already routes to Exchange.NASDAQ via GetPrimaryExchange, leaving the class definition unreachable and inconsistent.
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Description
Extend the equity branch of
Exchanges.GetPrimaryExchangeto recognise tape letters that previously fell through toExchange.UNKNOWN(or to a long-form alias only), addNASDAQ_SC(andNASDAQ_INT) as newExchangeentries, and fix the copy-paste typo inExchange.MEMX's description.SNASDAQ_SCUNKNOWNVIEX"IEX"recognisedHMIAX_PEARLUNKNOWNUMEMXUNKNOWNExchange.NASDAQ_INTis added as a class entry for direct reference; the"T"tape letter continues to route toExchange.NASDAQfor backward compatibility.Motivation and Context
Brokerage and market-data feeds emit these tape letters in primary-exchange fields, but the equity switch in
GetPrimaryExchangedid not cover them.Evidence for each mapping
SVIEXG)HURequires Documentation Change
No
How Has This Been Tested?
Extended
Tests/Common/ExchangeTest.cs:ExchangeCorrectlyReturnedAsSingleLetter— round-trip[TestCase]forNASDAQ_SC.ExchangeCases— new rows forS→NASDAQ_SC,H→MIAX_PEARL,V→IEX,U→MEMX.Types of changes
Checklist