ADD: Python client stub data for IFEU and NDEX

tests/data/generator.py

@@ -1,6 +1,7 @@
 """
 Utility to generate stub data for testing purposes.
 """
+
 from __future__ import annotations
 
 import argparse
@@ -55,16 +56,49 @@
         (Schema.TBBO, ["AAPL  230331C00157500"], "2023-03-28"),
         (Schema.TRADES, ["AAPL  230331C00157500"], "2023-03-28"),
         (Schema.OHLCV_1S, ["AAPL  230331C00157500"], "2023-03-28"),
+        (Schema.OHLCV_1M, ["AAPL  230331C00157500"], "2023-03-28"),
+        (Schema.OHLCV_1H, ["AAPL  230331C00157500"], "2023-03-28"),
+        (Schema.OHLCV_1D, ["AAPL  230331C00157500"], "2023-03-28"),
         (Schema.DEFINITION, ["AAPL  230331C00157500"], "2023-03-28"),
         (Schema.STATISTICS, ["AAPL  230331C00157500"], "2023-03-28"),
     ],
     Dataset.DBEQ_BASIC: [
         (Schema.MBP_1, ["QQQ"], "2023-03-28"),
+        (Schema.MBP_10, ["QQQ"], "2023-03-28"),
         (Schema.TBBO, ["QQQ"], "2023-03-28"),
         (Schema.TRADES, ["QQQ"], "2023-03-28"),
         (Schema.OHLCV_1S, ["QQQ"], "2023-03-28"),
+        (Schema.OHLCV_1M, ["QQQ"], "2023-03-28"),
+        (Schema.OHLCV_1H, ["QQQ"], "2023-03-28"),
+        (Schema.OHLCV_1D, ["QQQ"], "2023-03-28"),
         (Schema.DEFINITION, ["QQQ"], "2023-03-28"),
     ],
+    Dataset.IFEU_IMPACT: [
+        (Schema.MBO, ["BRN FMJ0024!"], "2024-01-18"),
+        (Schema.MBP_1, ["BRN FMJ0024!"], "2024-01-18"),
+        (Schema.MBP_10, ["BRN FMJ0024!"], "2024-01-18"),
+        (Schema.TBBO, ["BRN FMJ0024!"], "2024-01-18"),
+        (Schema.TRADES, ["BRN FMJ0024!"], "2024-01-18"),
+        (Schema.OHLCV_1S, ["BRN FMJ0024!"], "2024-01-18"),
+        (Schema.OHLCV_1M, ["BRN FMJ0024!"], "2024-01-18"),
+        (Schema.OHLCV_1H, ["BRN FMJ0024!"], "2024-01-18"),
+        (Schema.OHLCV_1D, ["BRN FMJ0024!"], "2024-01-18"),
+        (Schema.DEFINITION, ["BRN FMJ0024!"], "2024-01-18"),
+        (Schema.STATISTICS, ["BRN FMJ0024!"], "2024-01-18"),
+    ],
+    Dataset.NDEX_IMPACT: [
+        (Schema.MBO, ["TFM FMH0024!"], "2024-01-18"),
+        (Schema.MBP_1, ["TFM FMH0024!"], "2024-01-18"),
+        (Schema.MBP_10, ["TFM FMH0024!"], "2024-01-18"),
+        (Schema.TBBO, ["TFM FMH0024!"], "2024-01-18"),
+        (Schema.TRADES, ["TFM FMH0024!"], "2024-01-18"),
+        (Schema.OHLCV_1S, ["TFM FMH0024!"], "2024-01-18"),
+        (Schema.OHLCV_1M, ["TFM FMH0024!"], "2024-01-18"),
+        (Schema.OHLCV_1H, ["TFM FMH0024!"], "2024-01-18"),
+        (Schema.OHLCV_1D, ["TFM FMH0024!"], "2024-01-18"),
+        (Schema.DEFINITION, ["TFM FMH0024!"], "2024-01-18"),
+        (Schema.STATISTICS, ["TFM FMH0024!"], "2024-01-18"),
+    ],
 }
 
 

tests/test_bento_data_source.py

@@ -15,6 +15,8 @@
         Dataset.XNAS_ITCH,
         Dataset.OPRA_PILLAR,
         Dataset.DBEQ_BASIC,
+        Dataset.IFEU_IMPACT,
+        Dataset.NDEX_IMPACT,
     ],
 )
 @pytest.mark.parametrize("schema", [pytest.param(x) for x in Schema.variants()])
@@ -42,6 +44,8 @@ def test_memory_data_source(
         Dataset.XNAS_ITCH,
         Dataset.OPRA_PILLAR,
         Dataset.DBEQ_BASIC,
+        Dataset.IFEU_IMPACT,
+        Dataset.NDEX_IMPACT,
     ],
 )
 @pytest.mark.parametrize("schema", [pytest.param(x) for x in Schema.variants()])

tests/test_common_symbology.py

@@ -852,6 +852,8 @@ def test_instrument_map_ignore_duplicate(
         Dataset.XNAS_ITCH,
         Dataset.OPRA_PILLAR,
         Dataset.DBEQ_BASIC,
+        Dataset.IFEU_IMPACT,
+        Dataset.NDEX_IMPACT,
     ],
 )
 @pytest.mark.parametrize(

tests/test_historical_bento.py

@@ -449,6 +449,8 @@ def test_to_df_with_price_type_handles_null(
         Dataset.XNAS_ITCH,
         Dataset.OPRA_PILLAR,
         Dataset.DBEQ_BASIC,
+        Dataset.IFEU_IMPACT,
+        Dataset.NDEX_IMPACT,
     ],
 )
 @pytest.mark.parametrize(

tests/test_live_client.py

@@ -1003,6 +1003,8 @@ def callback(record: DBNRecord) -> None:
         Dataset.XNAS_ITCH,
         Dataset.OPRA_PILLAR,
         Dataset.DBEQ_BASIC,
+        Dataset.IFEU_IMPACT,
+        Dataset.NDEX_IMPACT,
     ],
 )
 @pytest.mark.parametrize(
@@ -1054,6 +1056,8 @@ async def test_live_stream_to_dbn(
         Dataset.XNAS_ITCH,
         Dataset.OPRA_PILLAR,
         Dataset.DBEQ_BASIC,
+        Dataset.IFEU_IMPACT,
+        Dataset.NDEX_IMPACT,
     ],
 )
 @pytest.mark.parametrize(

tests/test_live_protocol.py

@@ -17,6 +17,8 @@
         Dataset.XNAS_ITCH,
         Dataset.OPRA_PILLAR,
         Dataset.DBEQ_BASIC,
+        Dataset.IFEU_IMPACT,
+        Dataset.NDEX_IMPACT,
     ],
 )
 async def test_protocol_connection(
@@ -51,6 +53,8 @@ async def test_protocol_connection(
         Dataset.XNAS_ITCH,
         Dataset.OPRA_PILLAR,
         Dataset.DBEQ_BASIC,
+        Dataset.IFEU_IMPACT,
+        Dataset.NDEX_IMPACT,
     ],
 )
 async def test_protocol_connection_streaming(