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feature: recognise equity tape letters S/V/H/U and add NASDAQ_SC #9422

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Merged
Romazes merged 4 commits into from
Apr 21, 2026
Merged

feature: recognise equity tape letters S/V/H/U and add NASDAQ_SC #9422

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b7b97c8
feature: add NASDAQ_SC and NASDAQ_INT equity exchanges
Romazes Apr 20, 2026
206f99f
feature: map equity exchange codes H and U to MIAX_PEARL and MEMX
Romazes Apr 21, 2026
944d596
feature: consolidate NASDAQ_INT code T into NASDAQ_SC
Romazes Apr 21, 2026
8a672da
feature: remove orphaned NASDAQ_INT exchange entry
Romazes Apr 21, 2026
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8 changes: 7 additions & 1 deletion Common/Exchange.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -33,7 +33,7 @@ public class Exchange
/// The Members Exchange (MEMX) is an independently owned, technology-driven stock exchange
/// </summary>
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);

/// <summary>
/// Long-Term Stock Exchange
Expand All @@ -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);

/// <summary>
/// NASDAQ Small Cap
/// </summary>
public static Exchange NASDAQ_SC { get; }
= new("NASDAQ_SC", "S", "NASDAQ Small Cap", QuantConnect.Market.USA, SecurityType.Equity);

/// <summary>
/// The NASDAQ options market
/// </summary>
Expand Down
6 changes: 6 additions & 0 deletions Common/Global.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -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":
Expand Down Expand Up @@ -1109,19 +1112,22 @@ 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":
return Exchange.MIAX_PEARL;
case "L":
case "LTSE":
return Exchange.LTSE;
case "U":
case "MM":
case "MEMX":
return Exchange.MEMX;
Expand Down
8 changes: 6 additions & 2 deletions Tests/Common/ExchangeTest.cs
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Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
/*
/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
Expand All @@ -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")]
Expand Down Expand Up @@ -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),
Expand All @@ -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),
};
}
}
Expand Down
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