Add early closes for U.S. Indices in MHDB

[Marinovsky]

Description

This PR adds early closes to the Indices entries in the MHDB, namely: VIX, NDX and SPX. After searching for this information in CBOE and Nasdaq webpages, it was found a common pattern between the early closes of U.S. Equities and the ones of the aforementioned indices; they were the same for both entries (they differed in the early close time, but the days were the same). Below, it can be found the sources of this information.

NASDAQ

• https://www.nasdaq.com/articles/2020-stock-market-holidays-and-bond-market-holidays-2019-12-28
• https://www.nasdaq.com/market-activity/stock-market-holiday-schedule
• http://www.nasdaqtrader.com/content/technicalsupport/2023tradingcalendar.pdf
• https://www.nasdaqtrader.com/TraderNews.aspx?id=ETA2022-99
• https://nasdaqtrader.com/TraderNews.aspx?id=ETA2021-91
• https://www.nasdaqtrader.com/TraderNews.aspx?id=2019-50
• https://www.nasdaqtrader.com/TraderNews.aspx?id=ETA2019-93
• https://www.nasdaqtrader.com/TraderNews.aspx?id=ETA2019-87
• https://www.nasdaqtrader.com/TraderNews.aspx?id=ETA2018-92
• https://www.nasdaqtrader.com/TraderNews.aspx?id=UTP2017-13
• https://www.nasdaqtrader.com/TraderNews.aspx?id=ETA2015-198

CBOE

• https://cdn.cboe.com/resources/schedule_update/2019/Cboe-Holiday-Reminder-Christmas-and-New-Year-s-Day.pdf
• https://cdn.cboe.com/resources/schedule_update/2013/BATS-Holiday-Reminder-Independence-Day-with-Early-Close-Wednesday-July-3-2013.pdf
• https://cdn.cboe.com/resources/schedule_update/2013/BATS-Holiday-Reminder-Closed-on-Thursday-November-28-2013-and-Closing-Early-on-Friday-November-29.pdf
• https://cdn.cboe.com/resources/schedule_update/2013/BATS-Holiday-Reminder-Closing-Early-on-Tuesday-December-24-2013-and-Closed-on-Wednesday-December-25-.pdf
• https://cdn.cboe.com/resources/schedule_update/2014/BATS-Holiday-Reminder-Independence-Day-with-Early-Close-Thursday-July-3-2014.pdf
• https://cdn.cboe.com/resources/schedule_update/2014/BATS-Holiday-Reminder-Closed-on-Thursday-November-27-2014-and-Closing-Early-on-Friday-November-28.pdf
• https://cdn.cboe.com/resources/schedule_update/2014/BATS-Holiday-Reminder-Closing-Early-on-Wednesday-December-24-2014-and-Closed-on-Thursday-December-25.pdf
• https://cdn.cboe.com/resources/schedule_update/2015/BATS-Holiday-Reminder-Closed-on-Thursday-November-26-2015-and-Closing-Early-on-Friday-November-27.pdf
• https://cdn.cboe.com/resources/schedule_update/2015/BATS-Holiday-Reminder-Closed-on-Friday-December-25-and-Closing-Early-on-Thursday-December-24.pdf
• https://cdn.cboe.com/resources/schedule_update/2016/Bats-Holiday-Reminder-Thanksgiving-2016.pdf
• https://www.cboe.com/us/options/notices/schedule_update/2020/
• https://cdn.cboe.com/resources/schedule_update/2020/Cboe-Holiday-Reminder-Independence-Day-2020.pdf
• https://cdn.cboe.com/resources/schedule_update/2017/Cboe-Holiday-Reminder-Thanksgiving-Day-2017.pdf
• https://cdn.cboe.com/resources/schedule_update/2021/Holiday-Reminder-Modified-Trading-Hours-on-Thursday-November-25-2021-and-Friday-November-26-2021.pdf
• https://cdn.cboe.com/resources/schedule_update/2021/Cboe-Holiday-Reminder-Closed-Friday-April-2-2021.pdf
• https://cdn.cboe.com/resources/schedule_update/2021/Cboe-Options-Exchange-Trading-Hours-for-U-S-Thanksgiving-Holiday-2021.pdf
• https://cdn.cboe.com/resources/schedule_update/2020/2020-Thanksgiving-Notice.pdf
• https://cdn.cboe.com/resources/schedule_update/2018/Cboe-Holiday-Reminder-Christmas-2018-and-New-Years-Day-2019.pdf
• https://cdn.cboe.com/resources/schedule_update/2018/Cboe-Thanksgiving-2018-Holiday-Reminder.pdf
• https://cdn.cboe.com/resources/schedule_update/2020/Cboe-Holiday-Reminder-2020.pdf
• https://cdn.cboe.com/resources/schedule_update/2022/Cboe-Holiday-Reminder-Modified-Trading-Hours-on-Thursday-November-24-2022-and-Friday-November-25-2022.pdf
• https://cdn.cboe.com/resources/schedule_update/2019/Cboe-Holiday-Reminder-Closed-on-Thursday-November-28-2019-and-Closing-Early-on-Friday-November-29-2019.pdf
• https://cdn.cboe.com/resources/schedule_update/2023/Cboe-Holiday-Reminder-Modified-Trading-Hours-on-Thursday-November-23-and-Friday-November-24.pdf
• https://cdn.cboe.com/resources/schedule_update/2023/Cboe-Holiday-Reminder-Modified-Trading-Hours-on-Monday-July-3-and-Tuesday-July-4-2023.pdf

Related Issue

Closes #7599

Motivation and Context

With this change, users will have accurate information regarding the market hours for U.S. indices on holidays

Requires Documentation Change

N/A

How Has This Been Tested?

It was created a unit test asserting the indices options relied on their underlyings to get the early closes.

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• Refactor (non-breaking change which improves implementation)
• Performance (non-breaking change which improves performance. Please add associated performance test and results)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Non-functional change (xml comments/documentation/etc)

Checklist:

• My code follows the code style of this project.
• I have read the CONTRIBUTING document.
• I have added tests to cover my changes.
• All new and existing tests passed.
• My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

[Martin-Molinero]

Thank you! Minor comment shared