Fix market close for Cboe indices

[JosueNina]

Description

Moves the market close of 22 Cboe indices to 15:16 CT so the session includes the 16:15 ET bar, where Cboe publishes the official closing value (16:15:01 ET). Affected indices: VIX9D, VIX6M, VIX3M, VIX1D, VIX1Y, VVIX, RVX, VXN, VXD, VWA, VWB, VXTH, COR1M, COR3M, COR6M, COR9M, COR1Y, COR30D, BXD, BXM, BXN and CLL.

Related Issue

Motivation and Context

These entries closed at 15:00 CT (16:00 ET), and VIX3M at 15:15 CT, so the minute bars through 16:15 ET were dropped as outside market hours and the hour and daily bars were consolidated without the official close. As a result our daily bars did not match Cboe's official values or Yahoo.

Requires Documentation Change

N/A

How Has This Been Tested?

Unit tests, plus a local backtest consolidating the minute data to daily for 21 trading days (2026-08-24 to 2026-09-22). With the new close, the daily close matches Cboe's official close on every day for all 22 indices, and the full OHLC matches where Cboe publishes it.

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>