Should exchange codes should be "Operating MICs"?

[pjmcdermott]

I was looking for calendar info for XCBO (which is CBOE Global Markets) and I didn't find a file. But there is a file exchange_calendar_xcbf.py for MIC XCBF (which is the CBOE Futures Exchange).

MICs seems to be collected under "operating MICs" and "segment MICS" (see for instance details for XCBO) and XCBF is a subsidiary exchange to XCBO. I think it would be better if the exchanges in exchange_calendars are organised by "operating MIC", rather than the subsidiary MIC. My understanding is that the "operating MICs" represent a superset of the exchanges and I believe there will generally have identical operating hours etc.

The implication for exchange_calendar_xcbf.py is that is should be moved to exchange_calendar_xcbo.py to represent all CBOD Global Markets. There may be others.