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AlexCatarinoclaude
andauthored
Add IndexOption support to TerminalLinkBrokerageModel (#9633)
Matches Lean.Brokerages.TerminalLink#131, which maps IndexOption contracts to the Bloomberg Index yellow key for EMSX order routing. Co-authored-by: Claude Fable 5 <noreply@anthropic.com>
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Common/Brokerages/TerminalLinkBrokerageModel.cs

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@@ -28,6 +28,7 @@ public class TerminalLinkBrokerageModel : DefaultBrokerageModel
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{
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SecurityType.Equity,
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SecurityType.Option,
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SecurityType.IndexOption,
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SecurityType.Future,
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};
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Tests/Common/Brokerages/TerminalLinkBrokerageModelTests.cs

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@@ -29,6 +29,7 @@ public class TerminalLinkBrokerageModelTests
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[TestCase("SPY", SecurityType.Equity)]
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[TestCase("SPY", SecurityType.Option)]
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[TestCase("SPX", SecurityType.IndexOption)]
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[TestCase("ES", SecurityType.Future)]
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public void CanSubmitOrder_ForSupportedSecurityTypes(string ticker, SecurityType securityType)
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{
@@ -40,8 +41,8 @@ public void CanSubmitOrder_ForSupportedSecurityTypes(string ticker, SecurityType
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Assert.IsNull(message);
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}
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// Index is data-only on TerminalLink; Forex/Crypto/Cfd and option chains other than
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// equity options (IndexOption/FutureOption) are not supported for trading.
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// Index is data-only on TerminalLink; Forex/Crypto/Cfd and FutureOption
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// are not supported for trading.
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[TestCase("EURUSD", SecurityType.Forex)]
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[TestCase("BTCUSD", SecurityType.Crypto)]
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[TestCase("DE10YBEUR", SecurityType.Cfd)]

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