QuantConnect · AlexCatarino · Jul 2, 2026
diff --git a/Common/Market.cs b/Common/Market.cs
@@ -71,7 +71,8 @@ public static class Market
             Tuple.Create(InteractiveBrokers, 39),
             Tuple.Create(EUREX, 40),
             Tuple.Create(OSE, 41),
-            Tuple.Create(DYDX, 42)
+            Tuple.Create(DYDX, 42),
+            Tuple.Create(KRX, 43)
         };
 
         static Market()
@@ -267,6 +268,11 @@ static Market()
         /// </summary>
         public const string DYDX = "dydx";
 
+        /// <summary>
+        /// Korea Exchange
+        /// </summary>
+        public const string KRX = "krx";
+
         /// <summary>
         /// Adds the specified market to the map of available markets with the specified identifier.
         /// </summary>

diff --git a/Common/Securities/Future/Futures.cs b/Common/Securities/Future/Futures.cs
@@ -1555,6 +1555,12 @@ public static class Indices
             /// <returns>The symbol</returns>
             public const string HangSeng = "HSI";
 
+            /// <summary>
+            /// KOSPI 200 Index Futures
+            /// </summary>
+            /// <returns>The symbol</returns>
+            public const string Kospi200 = "KM";
+
             /// <summary>
             /// Micro E-mini S&amp;P 500 Index Futures
             /// </summary>

diff --git a/Common/Securities/Future/FuturesExpiryFunctions.cs b/Common/Securities/Future/FuturesExpiryFunctions.cs
@@ -793,6 +793,25 @@ public static Func<DateTime, DateTime> FuturesExpiryFunction(Symbol symbol)
                 })
             },
 
+            // KOSPI 200 Index Futures (KM): http://global.krx.co.kr/contents/GLB/05/0503/0503010102/GLB0503010102.jsp
+            {Symbol.Create(Futures.Indices.Kospi200, SecurityType.Future, Market.KRX), (time =>
+                {
+                    // Contract months: the four nearest months of the quarterly cycle (March, June, September, December)
+                    // Last trading day: the second Thursday of the contract month. Trading terminates at 15:20 KST on that day.
+                    // If the second Thursday is a holiday, the last trading day is the preceding business day.
+                    var market = Market.KRX;
+                    var symbol = Futures.Indices.Kospi200;
+                    var holidays = FuturesExpiryUtilityFunctions.GetExpirationHolidays(market, symbol);
+
+                    var lastTradingDay = FuturesExpiryUtilityFunctions.NthWeekday(time, 2, DayOfWeek.Thursday);
+                    while (holidays.Contains(lastTradingDay) || !lastTradingDay.IsCommonBusinessDay())
+                    {
+                        lastTradingDay = lastTradingDay.AddDays(-1);
+                    }
+                    return lastTradingDay.Add(new TimeSpan(15, 20, 0));
+                })
+            },
+
             // MSCI Europe Net Total Return (USD) Futures: https://www.theice.com/products/71512951/MSCI-Europe-NTR-Index-Future-USD & https://www.theice.com/publicdocs/futures_us/exchange_notices/ICE_Futures_US_2022_TRADING_HOLIDAY_CALENDAR_20211118.pdf
             {Symbol.Create(Futures.Indices.MSCIEuropeNTR, SecurityType.Future, Market.NYSELIFFE), (time =>
                 {

diff --git a/Data/future/krx/margins/KM.csv b/Data/future/krx/margins/KM.csv
@@ -0,0 +1,3 @@
+# we don't have historical information for this symbol
+date,initial,maintenance
+19900101,7087500,4725000
diff --git a/Data/market-hours/market-hours-database.json b/Data/market-hours/market-hours-database.json
@@ -123301,6 +123301,144 @@
       "earlyCloses": {},
       "lateOpens": {}
     },
+    "Future-krx-[*]": {
+      "dataTimeZone": "Asia/Seoul",
+      "exchangeTimeZone": "Asia/Seoul",
+      "sunday": [],
+      "monday": [
+        {
+          "start": "08:00:00",
+          "end": "09:00:00",
+          "state": "premarket"
+        },
+        {
+          "start": "09:00:00",
+          "end": "15:45:00",
+          "state": "market"
+        }
+      ],
+      "tuesday": [
+        {
+          "start": "08:00:00",
+          "end": "09:00:00",
+          "state": "premarket"
+        },
+        {
+          "start": "09:00:00",
+          "end": "15:45:00",
+          "state": "market"
+        }
+      ],
+      "wednesday": [
+        {
+          "start": "08:00:00",
+          "end": "09:00:00",
+          "state": "premarket"
+        },
+        {
+          "start": "09:00:00",
+          "end": "15:45:00",
+          "state": "market"
+        }
+      ],
+      "thursday": [
+        {
+          "start": "08:00:00",
+          "end": "09:00:00",
+          "state": "premarket"
+        },
+        {
+          "start": "09:00:00",
+          "end": "15:45:00",
+          "state": "market"
+        }
+      ],
+      "friday": [
+        {
+          "start": "08:00:00",
+          "end": "09:00:00",
+          "state": "premarket"
+        },
+        {
+          "start": "09:00:00",
+          "end": "15:45:00",
+          "state": "market"
+        }
+      ],
+      "saturday": [],
+      "holidays": [],
+      "earlyCloses": {},
+      "lateOpens": {}
+    },
+    "Future-krx-KM": {
+      "dataTimeZone": "Asia/Seoul",
+      "exchangeTimeZone": "Asia/Seoul",
+      "sunday": [],
+      "monday": [
+        {
+          "start": "08:00:00",
+          "end": "09:00:00",
+          "state": "premarket"
+        },
+        {
+          "start": "09:00:00",
+          "end": "15:45:00",
+          "state": "market"
+        }
+      ],
+      "tuesday": [
+        {
+          "start": "08:00:00",
+          "end": "09:00:00",
+          "state": "premarket"
+        },
+        {
+          "start": "09:00:00",
+          "end": "15:45:00",
+          "state": "market"
+        }
+      ],
+      "wednesday": [
+        {
+          "start": "08:00:00",
+          "end": "09:00:00",
+          "state": "premarket"
+        },
+        {
+          "start": "09:00:00",
+          "end": "15:45:00",
+          "state": "market"
+        }
+      ],
+      "thursday": [
+        {
+          "start": "08:00:00",
+          "end": "09:00:00",
+          "state": "premarket"
+        },
+        {
+          "start": "09:00:00",
+          "end": "15:45:00",
+          "state": "market"
+        }
+      ],
+      "friday": [
+        {
+          "start": "08:00:00",
+          "end": "09:00:00",
+          "state": "premarket"
+        },
+        {
+          "start": "09:00:00",
+          "end": "15:45:00",
+          "state": "market"
+        }
+      ],
+      "saturday": [],
+      "holidays": [],
+      "earlyCloses": {},
+      "lateOpens": {}
+    },
     "Index-ose-[*]": {
       "dataTimeZone": "Asia/Tokyo",
       "exchangeTimeZone": "Asia/Tokyo",

diff --git a/Data/symbol-properties/symbol-properties-database.csv b/Data/symbol-properties/symbol-properties-database.csv
@@ -415,6 +415,9 @@ hkfe,[*],index,,HKD,1,0.01,1
 
 ose,[*],index,,JPY,1,0.01,1
 
+krx,KM,future,KOSPI 200 Index Futures,KRW,250000,0.05,1.0
+krx,[*],index,,KRW,1,0.01,1
+
 # Futures options -- will default to Futures contract specs in case no entry exists
 cbot,OZB,futureoption,U.S. Treasury Bond American Futures Options,USD,1000.0,0.015625,1.0
 cbot,OZC,futureoption,Corn American Futures Options,USD,5000.0,0.00125,1.0,,,100

diff --git a/Tests/Common/Securities/Futures/FuturesExpiryFunctionsTests.cs b/Tests/Common/Securities/Futures/FuturesExpiryFunctionsTests.cs
@@ -56,6 +56,7 @@ public class FuturesExpiryFunctionsTests
         private const string OneFortyFivePM = "13:45:00";
         private const string ThreeThirtyPM = "15:30:00";
         private const string FourFifteenPM = "16:15:00";
+        private const string ThreeTwentyPMKoreaTime = "15:20:00";
         private readonly SymbolPropertiesDatabase _symbolPropertiesDatabase = SymbolPropertiesDatabase.FromDataFolder();
 
         [OneTimeSetUp]
@@ -396,6 +397,7 @@ public void FinancialsExpiryDateFunction_WithDifferentDates_ShouldFollowContract
         [TestCase(QuantConnect.Securities.Futures.Indices.VIX, EightOClockChicagoTime)]
         [TestCase(QuantConnect.Securities.Futures.Indices.VIXMini, EightOClockChicagoTime)]
         [TestCase(QuantConnect.Securities.Futures.Indices.Nikkei225Yen, TwoThirtyPM)]
+        [TestCase(QuantConnect.Securities.Futures.Indices.Kospi200, ThreeTwentyPMKoreaTime)]
         [TestCase(QuantConnect.Securities.Futures.Indices.MSCITaiwanIndex, OneFortyFivePM)]
         [TestCase(QuantConnect.Securities.Futures.Indices.Nifty50, ThreeThirtyPM)]
         [TestCase(QuantConnect.Securities.Futures.Indices.BankNifty, ThreeThirtyPM)]

diff --git a/Tests/TestData/FuturesExpiryFunctionsTestData.xml b/Tests/TestData/FuturesExpiryFunctionsTestData.xml