Feature request
Add symbol-master support for two CME Group futures products launched in 2025 that are currently missing from LEAN:
- 1-Ounce Gold futures — Globex/ClearPort code
1OZ, COMEX. Cash-settled to the 100-oz Gold (GC) contract at 1/100 size (1 troy oz). Tick $0.25/oz. Monthly listings in the Feb/Apr/Jun/Aug/Oct/Dec cycle. Specs: https://www.cmegroup.com/markets/metals/precious/1-ounce-gold.html · FAQ: https://www.cmegroup.com/articles/faqs/faq-1-oz-gold-futures.html
- Spot-Quoted Nasdaq-100 futures — code
QNDX, CME. Part of CME's Spot-Quoted futures family (launched June 2025): smaller than Micros, quoted at the cash-index spot level, long-dated expiries with a daily financing adjustment instead of monthly/quarterly rolls. Specs: https://www.cmegroup.com/markets/equities/nasdaq/spot-quoted-nasdaq-100.html · FAQ: https://www.cmegroup.com/articles/faqs/faq-spot-quoted-futures.html
Current state
Neither ticker is registered anywhere in LEAN, so AddFuture() cannot resolve them, which also blocks live trading and live data through the Interactive Brokers integration even when IB itself lists the products:
Common/Securities/Future/Futures.cs — Gold family has GC, MGC (line 1752), MGT, YG, ZG; Nasdaq family has NQ, MNQ. No 1OZ, no QNDX.
Common/Securities/Future/FuturesExpiryFunctions.cs — no expiry entries (nearest relatives: MGC at line 2843, MGT at line 2877).
Data/symbol-properties/symbol-properties-database.csv — no comex,1OZ,... / cme,QNDX,... rows (cf. comex,MGC,future,Micro Gold Futures,USD,10,0.1,1,,1 at line 314).
Data/market-hours/market-hours-database.json — no Future-comex-1OZ / Future-cme-QNDX entries (cf. Future-comex-MGC).
Proposed change
- Add ticker constants:
Futures.Metals.OneOunceGold = "1OZ" and Futures.Indices.SpotQuotedNasdaq100 = "QNDX" (naming up to maintainers).
- Add symbol-properties rows, market-hours entries, and expiry functions for both.
1OZ should be straightforward — it mirrors MGC/GC with a 1x multiplier and the standard COMEX gold calendar.
QNDX needs design attention: Spot-Quoted futures don't follow the quarterly-roll model (single long-dated expiry per contract, daily financing adjustment applied by the exchange). The expiry function and any continuous-contract mapping assumptions should be reviewed before wiring it into the standard futures chain machinery.
Notes
- Historical data: neither product is in the AlgoSeek US Futures dataset (157-product list), so backtest data onboarding is a separate, additional step. Symbol registration alone would at least unblock live trading + live IB data.
- No existing issues/PRs reference
1OZ, QNDX, or "spot-quoted" in this repo.
- Origin: customer request via Intercom conversation 215475081875338.
Feature request
Add symbol-master support for two CME Group futures products launched in 2025 that are currently missing from LEAN:
1OZ, COMEX. Cash-settled to the 100-oz Gold (GC) contract at 1/100 size (1 troy oz). Tick $0.25/oz. Monthly listings in the Feb/Apr/Jun/Aug/Oct/Dec cycle. Specs: https://www.cmegroup.com/markets/metals/precious/1-ounce-gold.html · FAQ: https://www.cmegroup.com/articles/faqs/faq-1-oz-gold-futures.htmlQNDX, CME. Part of CME's Spot-Quoted futures family (launched June 2025): smaller than Micros, quoted at the cash-index spot level, long-dated expiries with a daily financing adjustment instead of monthly/quarterly rolls. Specs: https://www.cmegroup.com/markets/equities/nasdaq/spot-quoted-nasdaq-100.html · FAQ: https://www.cmegroup.com/articles/faqs/faq-spot-quoted-futures.htmlCurrent state
Neither ticker is registered anywhere in LEAN, so
AddFuture()cannot resolve them, which also blocks live trading and live data through the Interactive Brokers integration even when IB itself lists the products:Common/Securities/Future/Futures.cs— Gold family hasGC,MGC(line 1752),MGT,YG,ZG; Nasdaq family hasNQ,MNQ. No1OZ, noQNDX.Common/Securities/Future/FuturesExpiryFunctions.cs— no expiry entries (nearest relatives: MGC at line 2843, MGT at line 2877).Data/symbol-properties/symbol-properties-database.csv— nocomex,1OZ,.../cme,QNDX,...rows (cf.comex,MGC,future,Micro Gold Futures,USD,10,0.1,1,,1at line 314).Data/market-hours/market-hours-database.json— noFuture-comex-1OZ/Future-cme-QNDXentries (cf.Future-comex-MGC).Proposed change
Futures.Metals.OneOunceGold = "1OZ"andFutures.Indices.SpotQuotedNasdaq100 = "QNDX"(naming up to maintainers).1OZshould be straightforward — it mirrors MGC/GC with a 1x multiplier and the standard COMEX gold calendar.QNDXneeds design attention: Spot-Quoted futures don't follow the quarterly-roll model (single long-dated expiry per contract, daily financing adjustment applied by the exchange). The expiry function and any continuous-contract mapping assumptions should be reviewed before wiring it into the standard futures chain machinery.Notes
1OZ,QNDX, or "spot-quoted" in this repo.