Support Non-US Government Bond and Index Futures

[chris0x42]

Expected Behavior

Supports the Non-US Government Bond and Index Futures:

Bonds:

• Euro Buxl (EUREX)
• Euro Bund (EUREX)
• Euro Bobl (EUREX)
• Euro Schatz (EUREX)
• Euro OAT (EUREX)
• Euro BTP (EUREX)
• Long-term Gilt (ICEEUR)
• Canadian 10-Year (TMX)
• Japanese 10-Year (SGX)

Index Futures:

• CAC 40 (EURONEXT)
• S&P Canada 60 (TMX)
• China A50 (OSE)

All future markets are available on TickData: https://www.tickdata.com/historical-market-data-products/futures-data/available-futures-data/

Actual Behavior

Not supported.

Potential Solution

See FDAX and FESX

Checklist

• [x] I have completely filled out this template
• [x] I have confirmed that this issue exists on the current master branch
• [x] I have confirmed that this is not a duplicate issue by searching issues

[chris0x42]

Are there plans to add more international future to the International Futures TickData dataset in the near future? For my strategy, I need the markets listed above on EUREX, EURONEXT, TMX, ICEEUR, OSE and SGX.

Dataset: https://www.quantconnect.com/datasets/tickdata-international-futures

Can I submit a pull request here for Lean with the following changes, even if the international futures dataset doesn't yet support the future symbols on EUREX and co.?

• Symbols added to the symbol properties database (excluding trades, map files, factor files, etc.)
• Future expiration rules/functions implemented
• Symbol mappings added to the IBKR brokerage to test the data download