pandas-market-calendars 4.3.0__py3-none-any.whl → 4.3.1__py3-none-any.whl
Sign up to get free protection for your applications and to get access to all the features.
- pandas_market_calendars/calendars/__init__.py +0 -0
- pandas_market_calendars/calendars/asx.py +63 -0
- pandas_market_calendars/calendars/bmf.py +227 -0
- pandas_market_calendars/calendars/bse.py +409 -0
- pandas_market_calendars/calendars/cboe.py +115 -0
- pandas_market_calendars/calendars/cme.py +240 -0
- pandas_market_calendars/calendars/cme_globex_agriculture.py +103 -0
- pandas_market_calendars/calendars/cme_globex_base.py +103 -0
- pandas_market_calendars/calendars/cme_globex_crypto.py +147 -0
- pandas_market_calendars/calendars/cme_globex_energy_and_metals.py +138 -0
- pandas_market_calendars/calendars/cme_globex_equities.py +104 -0
- pandas_market_calendars/calendars/cme_globex_fixed_income.py +113 -0
- pandas_market_calendars/calendars/cme_globex_fx.py +78 -0
- pandas_market_calendars/calendars/eurex.py +119 -0
- pandas_market_calendars/calendars/hkex.py +408 -0
- pandas_market_calendars/calendars/ice.py +65 -0
- pandas_market_calendars/calendars/iex.py +98 -0
- pandas_market_calendars/calendars/jpx.py +103 -0
- pandas_market_calendars/calendars/lse.py +91 -0
- pandas_market_calendars/calendars/mirror.py +114 -0
- pandas_market_calendars/calendars/nyse.py +1127 -0
- pandas_market_calendars/calendars/ose.py +150 -0
- pandas_market_calendars/calendars/sifma.py +297 -0
- pandas_market_calendars/calendars/six.py +114 -0
- pandas_market_calendars/calendars/sse.py +290 -0
- pandas_market_calendars/calendars/tase.py +195 -0
- pandas_market_calendars/calendars/tsx.py +159 -0
- pandas_market_calendars/holidays/__init__.py +0 -0
- pandas_market_calendars/holidays/cme.py +340 -0
- pandas_market_calendars/holidays/cme_globex.py +198 -0
- pandas_market_calendars/holidays/cn.py +1436 -0
- pandas_market_calendars/holidays/jp.py +396 -0
- pandas_market_calendars/holidays/jpx_equinox.py +147 -0
- pandas_market_calendars/holidays/nyse.py +1472 -0
- pandas_market_calendars/holidays/oz.py +65 -0
- pandas_market_calendars/holidays/sifma.py +321 -0
- pandas_market_calendars/holidays/uk.py +180 -0
- pandas_market_calendars/holidays/us.py +360 -0
- {pandas_market_calendars-4.3.0.dist-info → pandas_market_calendars-4.3.1.dist-info}/METADATA +1 -1
- pandas_market_calendars-4.3.1.dist-info/RECORD +49 -0
- pandas_market_calendars-4.3.0.dist-info/RECORD +0 -11
- {pandas_market_calendars-4.3.0.dist-info → pandas_market_calendars-4.3.1.dist-info}/LICENSE +0 -0
- {pandas_market_calendars-4.3.0.dist-info → pandas_market_calendars-4.3.1.dist-info}/NOTICE +0 -0
- {pandas_market_calendars-4.3.0.dist-info → pandas_market_calendars-4.3.1.dist-info}/WHEEL +0 -0
- {pandas_market_calendars-4.3.0.dist-info → pandas_market_calendars-4.3.1.dist-info}/top_level.txt +0 -0
@@ -0,0 +1,1127 @@
|
|
1
|
+
#
|
2
|
+
# Copyright 2016 Quantopian, Inc.
|
3
|
+
#
|
4
|
+
# Licensed under the Apache License, Version 2.0 (the "License");
|
5
|
+
# you may not use this file except in compliance with the License.
|
6
|
+
# You may obtain a copy of the License at
|
7
|
+
#
|
8
|
+
# http://www.apache.org/licenses/LICENSE-2.0
|
9
|
+
#
|
10
|
+
# Unless required by applicable law or agreed to in writing, software
|
11
|
+
# distributed under the License is distributed on an "AS IS" BASIS,
|
12
|
+
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
13
|
+
# See the License for the specific language governing permissions and
|
14
|
+
# limitations under the License.
|
15
|
+
|
16
|
+
from datetime import time
|
17
|
+
from itertools import chain
|
18
|
+
|
19
|
+
import pandas as pd
|
20
|
+
from pandas.tseries.holiday import AbstractHolidayCalendar
|
21
|
+
from pytz import timezone
|
22
|
+
|
23
|
+
from pandas_market_calendars.holidays.nyse import (
|
24
|
+
# Always Celebrated Holidays
|
25
|
+
USNewYearsDayNYSEpost1952, USNewYearsDayNYSEpre1952, SatBeforeNewYearsAdhoc,
|
26
|
+
|
27
|
+
USPresidentsDay, USWashingtonsBirthDay1964to1970,
|
28
|
+
USWashingtonsBirthDayBefore1952, USWashingtonsBirthDay1952to1963,
|
29
|
+
USLincolnsBirthDayBefore1954, LincolnsBirthDayAdhoc,
|
30
|
+
SatBeforeWashingtonsBirthdayAdhoc, SatAfterWashingtonsBirthdayAdhoc,
|
31
|
+
SatBeforeAfterLincolnsBirthdayAdhoc, GrantsBirthDayAdhoc,
|
32
|
+
|
33
|
+
USMartinLutherKingJrAfter1998,
|
34
|
+
|
35
|
+
GoodFriday, GoodFridayPre1898, GoodFriday1899to1905, SatAfterGoodFridayAdhoc,
|
36
|
+
|
37
|
+
USMemorialDay, USMemorialDayBefore1952, USMemorialDay1952to1964, USMemorialDay1964to1969,
|
38
|
+
SatBeforeDecorationAdhoc, SatAfterDecorationAdhoc,
|
39
|
+
DayBeforeDecorationAdhoc,
|
40
|
+
|
41
|
+
USJuneteenthAfter2022,
|
42
|
+
|
43
|
+
USIndependenceDay, USIndependenceDayPre1952, USIndependenceDay1952to1954,
|
44
|
+
SatBeforeIndependenceDayAdhoc, SatAfterIndependenceDayAdhoc,
|
45
|
+
MonTuesThursBeforeIndependenceDay, FridayAfterIndependenceDayNYSEpre2013,
|
46
|
+
WednesdayBeforeIndependenceDayPost2013,
|
47
|
+
MonBeforeIndependenceDayAdhoc, DaysAfterIndependenceDayAdhoc,
|
48
|
+
# DaysBeforeIndependenceDay1pmEarlyCloseAdhoc,
|
49
|
+
|
50
|
+
USColumbusDayBefore1954, USElectionDay1848to1967,
|
51
|
+
|
52
|
+
USLaborDayStarting1887, SatBeforeLaborDayAdhoc,
|
53
|
+
|
54
|
+
USThanksgivingDay, USThanksgivingDay1939to1941,
|
55
|
+
USThanksgivingDayBefore1939,
|
56
|
+
DayAfterThanksgiving2pmEarlyCloseBefore1993,
|
57
|
+
DayAfterThanksgiving1pmEarlyCloseInOrAfter1993,
|
58
|
+
FridayAfterThanksgivingAdHoc,
|
59
|
+
|
60
|
+
USElectionDay1968to1980Adhoc,
|
61
|
+
|
62
|
+
ChristmasNYSE, Christmas54to98NYSE, ChristmasBefore1954,
|
63
|
+
ChristmasEvesAdhoc, DayAfterChristmasAdhoc, DayAfterChristmas1pmEarlyCloseAdhoc,
|
64
|
+
ChristmasEvePost1999Early1pmClose,
|
65
|
+
ChristmasEve1pmEarlyCloseAdhoc, ChristmasEve2pmEarlyCloseAdhoc,
|
66
|
+
SatBeforeChristmasAdhoc, SatAfterChristmasAdhoc,
|
67
|
+
|
68
|
+
# Retired Holidays
|
69
|
+
USVetransDayAdHoc, SatAfterColumbusDayAdHoc, USVeteransDay1934to1953,
|
70
|
+
|
71
|
+
# Adhoc Holidays
|
72
|
+
# 1885
|
73
|
+
UlyssesGrantFuneral1885,
|
74
|
+
# 1892
|
75
|
+
ColumbianCelebration1892,
|
76
|
+
# 1888
|
77
|
+
GreatBlizzardOf1888,
|
78
|
+
# 1889
|
79
|
+
WashingtonInaugurationCentennialCelebration1889,
|
80
|
+
# 1898
|
81
|
+
CharterDay1898, WelcomeNavalCommander1898,
|
82
|
+
# 1899
|
83
|
+
AdmiralDeweyCelebration1899, GarretHobartFuneral1899,
|
84
|
+
# 1901
|
85
|
+
McKinleyDeathAndFuneral1901, QueenVictoriaFuneral1901,
|
86
|
+
MovedToProduceExchange1901, EnlargedProduceExchange1901,
|
87
|
+
# 1902
|
88
|
+
KingEdwardVIIcoronation1902,
|
89
|
+
# 1903
|
90
|
+
NYSEnewBuildingOpen1903,
|
91
|
+
# 1908
|
92
|
+
GroverClevelandFuneral1pmClose1908,
|
93
|
+
# 1909
|
94
|
+
HudsonFultonCelebration1909,
|
95
|
+
# 1910
|
96
|
+
KingEdwardDeath11amyClose1910, KingEdwardFuneral12pmOpen1910,
|
97
|
+
# 1912
|
98
|
+
JamesShermanFuneral1912,
|
99
|
+
# 1913
|
100
|
+
JPMorganFuneral12pmOpen1913, WilliamGaynorFuneral12pmOpen1913,
|
101
|
+
# 1914
|
102
|
+
OnsetOfWWI1914,
|
103
|
+
# 1917
|
104
|
+
WeatherHeatClosing1917, ParadeOfNationalGuardEarlyClose1917,
|
105
|
+
LibertyDay12pmEarlyClose1917, DraftRegistrationDay1917,
|
106
|
+
# 1918
|
107
|
+
WeatherNoHeatClosing1918, DraftRegistrationDay1918,
|
108
|
+
LibertyDay12pmEarlyClose1918, FalseArmisticeReport1430EarlyClose1918,
|
109
|
+
ArmisticeSigned1918,
|
110
|
+
# 1919
|
111
|
+
RooseveltFuneral1230EarlyClose1919, Homecoming27Division1919,
|
112
|
+
ParadeOf77thDivision1919, BacklogRelief1919, GeneralPershingReturn1919,
|
113
|
+
TrafficBlockLateOpen1919,
|
114
|
+
# 1920
|
115
|
+
TrafficBlockLateOpen1920, OfficeLocationChange1920,
|
116
|
+
WallStreetExplosionEarlyClose1920,
|
117
|
+
# 1921
|
118
|
+
AnnunciatorBoardFire1pmLateOpen1921,
|
119
|
+
# 1923
|
120
|
+
HardingDeath1923, HardingFuneral1923,
|
121
|
+
# 1924
|
122
|
+
WoodrowWilsonFuneral1230EarlyClose1924,
|
123
|
+
# 1925
|
124
|
+
EclipseOfSunLateOpen1925, CromwellFuneral1430EarlyClose1925,
|
125
|
+
# 1927
|
126
|
+
LindberghParade1927,
|
127
|
+
# 1928
|
128
|
+
BacklogRelief1928, BacklogRelief2pmEarlyClose1928,
|
129
|
+
# 1929
|
130
|
+
BacklogRelief1929, BacklogRelief1pmEarlyClose1929, BacklogRelief12pmLateOpen1929,
|
131
|
+
# 1930
|
132
|
+
TaftFuneral1230EarlyClose1930,
|
133
|
+
# 1933
|
134
|
+
CoolidgeFuneral1933,
|
135
|
+
BankHolidays1933, GasFumesOnTradingFloor1230EarlyClose1933,
|
136
|
+
HeavyVolume1933, HeavyVolume12pmLateOpen1933, HeavyVolume11amLateOpen1933,
|
137
|
+
HeavyVolume2pmEarlyClose1933, NRAdemonstration12pmEarlyClose1933,
|
138
|
+
# 1924
|
139
|
+
Snow11amLateOpen1934,
|
140
|
+
# 1936
|
141
|
+
KingGeorgeVFuneral11amLateOpen1936,
|
142
|
+
# 1944
|
143
|
+
SatClosings1944,
|
144
|
+
# 1945
|
145
|
+
RooseveltDayOfMourning1945, SatClosings1945, VJday1945, NavyDay1945,
|
146
|
+
# 1946
|
147
|
+
RailroadStrike1946, SatClosings1946,
|
148
|
+
# 1947
|
149
|
+
SatClosings1947,
|
150
|
+
# 1948
|
151
|
+
SatClosings1948, SevereWeather1948,
|
152
|
+
# 1949
|
153
|
+
SatClosings1949,
|
154
|
+
# 1950
|
155
|
+
SatClosings1950,
|
156
|
+
# 1951
|
157
|
+
SatClosings1951,
|
158
|
+
# 1952
|
159
|
+
SatClosings1952,
|
160
|
+
# 1960
|
161
|
+
Snow11amLateOpening1960,
|
162
|
+
# 1963
|
163
|
+
KennedyAssassination1407EarlyClose,
|
164
|
+
KennedyFuneral1963,
|
165
|
+
# 1964
|
166
|
+
HooverFuneral1400EarlyClose1964,
|
167
|
+
# 1965
|
168
|
+
PowerFail1105LateOpen,
|
169
|
+
# 1966
|
170
|
+
TransitStrike2pmEarlyClose1966,
|
171
|
+
# 1967
|
172
|
+
Snow1015LateOpen1967,
|
173
|
+
Snow2pmEarlyClose1967,
|
174
|
+
Backlog2pmEarlyCloses1967,
|
175
|
+
# 1968
|
176
|
+
Backlog2pmEarlyCloses1968,
|
177
|
+
MLKdayOfMourning1968,
|
178
|
+
PaperworkCrisis1968,
|
179
|
+
# 1969 - 1970
|
180
|
+
PaperworkCrisis2pmEarlyCloses1969,
|
181
|
+
SnowClosing1969, Snow11amLateOpen1969,
|
182
|
+
EisenhowerFuneral1969, Storm1045LateOpen1969,
|
183
|
+
PaperworkCrisis230pmEarlyCloses1969, FirstLunarLandingClosing1969,
|
184
|
+
PaperworkCrisis3pmEarlyCloses1969to1970,
|
185
|
+
# 1972
|
186
|
+
TrumanFuneral1972,
|
187
|
+
# 1973
|
188
|
+
JohnsonFuneral1973,
|
189
|
+
Ice11amLateOpen1973,
|
190
|
+
# 1974
|
191
|
+
MerrillLynchComputer1015LateOpen1974, FireDrill1015LateOpen1974,
|
192
|
+
# 1975
|
193
|
+
Snow230EarlyClose1975,
|
194
|
+
# 1976
|
195
|
+
Storm1115LateOpen1976, FireDrill1015LateOpen1976,
|
196
|
+
HurricaneWatch3pmEarlyClose1976,
|
197
|
+
# 1977
|
198
|
+
NewYorkCityBlackout77,
|
199
|
+
# 1978
|
200
|
+
Snow12pmLateOpen1978, Snow2pmEarlyClose1978, Snow11amLateOpen1978,
|
201
|
+
# 1981
|
202
|
+
ReaganAssassAttempt317pmEarlyClose1981,
|
203
|
+
ConEdPowerFail328pmEarlyClose1981,
|
204
|
+
# 1985
|
205
|
+
HurricaneGloriaClosings1985,
|
206
|
+
# 1987
|
207
|
+
Backlog2pmEarlyCloses1987, Backlog230pmEarlyCloses1987,
|
208
|
+
Backlog3pmEarlyCloses1987, Backlog330pmEarlyCloses1987,
|
209
|
+
# 1989
|
210
|
+
Fire11amLateOpen1989,
|
211
|
+
# 1990
|
212
|
+
ConEdXformer931amLateOpen1990,
|
213
|
+
# 1991
|
214
|
+
TroopsInGulf931LateOpens1991,
|
215
|
+
# 1994
|
216
|
+
Snow230pmEarlyClose1994,
|
217
|
+
NixonFuneral1994,
|
218
|
+
# 1995
|
219
|
+
Computer1030LateOpen1995,
|
220
|
+
# 1996
|
221
|
+
Snow11amLateOpen1996,
|
222
|
+
Snow2pmEarlyClose1996,
|
223
|
+
# 1997
|
224
|
+
CircuitBreakerTriggered330pmEarlyClose1997,
|
225
|
+
# 2001
|
226
|
+
September11Closings2001,
|
227
|
+
Sept11MomentSilence933amLateOpen2001,
|
228
|
+
EnduringFreedomMomentSilence931amLateOpen2001,
|
229
|
+
# 2002
|
230
|
+
Sept11Anniversary12pmLateOpen2002,
|
231
|
+
# 2003
|
232
|
+
IraqiFreedom932amLateOpen2003,
|
233
|
+
# 2004
|
234
|
+
ReaganMomentSilence932amLateOpen2004,
|
235
|
+
ReaganMourning2004,
|
236
|
+
# 2005
|
237
|
+
SystemProb356pmEarlyClose2005,
|
238
|
+
# 2006
|
239
|
+
FordMomentSilence932amLateOpen2006,
|
240
|
+
# 2007
|
241
|
+
FordMourning2007,
|
242
|
+
# 2012
|
243
|
+
HurricaneSandyClosings2012,
|
244
|
+
# 2018
|
245
|
+
GeorgeHWBushDeath2018
|
246
|
+
)
|
247
|
+
from pandas_market_calendars.market_calendar import MarketCalendar
|
248
|
+
|
249
|
+
# Useful resources for making changes to this file:
|
250
|
+
# http://www.nyse.com/pdfs/closings.pdf
|
251
|
+
# http://www.stevemorse.org/jcal/whendid.html
|
252
|
+
|
253
|
+
# Overwrite the default holiday calendar start_date of 1/1/70
|
254
|
+
AbstractHolidayCalendar.start_date = '1885-01-01'
|
255
|
+
|
256
|
+
class NYSEExchangeCalendar(MarketCalendar):
|
257
|
+
"""
|
258
|
+
Exchange calendar for NYSE from 1885-01-01
|
259
|
+
- Note: DJIA was first recorded 1885-02-16
|
260
|
+
|
261
|
+
REFERENCES:
|
262
|
+
- https://web.archive.org/web/20141224054812/http://www.nyse.com/about/history/timeline_trading.html
|
263
|
+
- https://www.marketwatch.com/story/a-brief-history-of-trading-hours-on-wall-street-2015-05-29
|
264
|
+
- http://www.ltadvisors.net/Info/research/closings.pdf
|
265
|
+
- https://github.com/rsheftel/pandas_market_calendars/files/6827110/Stocks.NYSE-Closings.pdf
|
266
|
+
|
267
|
+
NYSE OVERVIEW:
|
268
|
+
- 1792: 5 securities traded
|
269
|
+
- 1871: Continuous trading begins
|
270
|
+
- 1885 to 1887: trading hours Mon-Sat 10am to variable 2pm thru 4pm (coded as 3pm)
|
271
|
+
- 1887: trading hours Mon-Fri 10am-3pm Sat 10am-noon
|
272
|
+
- 1952-09-29: trading hours Mon-Fri 10am-3:30pm,
|
273
|
+
- Sat trading removed after Sept 27
|
274
|
+
- Last effective Saturday traded was May 24, 1952
|
275
|
+
- 1974: trading hours Mon-Fri 10am-4pm
|
276
|
+
- 1985: trading hours Mon-Fri 9:30am-4pm
|
277
|
+
|
278
|
+
#######################################
|
279
|
+
Regularly-Observed Holidays as of 2021:
|
280
|
+
#######################################
|
281
|
+
- New Years Day (observed on monday when Jan 1 is a Sunday)
|
282
|
+
- Martin Luther King Jr. Day (3rd Monday in January, only after 1998)
|
283
|
+
- Lincoln's Birthday (February 12th, only before 1954 starting in 1896)
|
284
|
+
- Washington's Birthday (February 22nd, before 1971 with rule change in 1964)
|
285
|
+
- Washington's Birthday (aka President's Day, 3rd Monday in February, after 1970)
|
286
|
+
- Good Friday (two days before Easter Sunday)
|
287
|
+
- Memorial Day (May 30th, before 1970, with rule change in 1964)
|
288
|
+
- Memorial Day (last Monday in May, after 1970)
|
289
|
+
- Independence Day (July 4th Sunday to Monday, before 1954)
|
290
|
+
- Independence Day (observed on the nearest weekday to July 4th, after 1953)
|
291
|
+
- Election Day (First Tuesday starting on November 2nd, between 1848 and 1967)
|
292
|
+
- Election Day (Every four years, first Tuesday starting on November 2nd, between 1968 and 1980)
|
293
|
+
- Veterans Day (November 11th, between 1934 and 1953)
|
294
|
+
- Columbus Day (October 12th, before 1954)
|
295
|
+
- Labor Day (first Monday in September)
|
296
|
+
- Thanksgiving (last Thursday in November, before 1939)
|
297
|
+
- Thanksgiving (second to last Thursday in November, between 1939 and 1941)
|
298
|
+
- Thanksgiving (fourth Thursday in November, after 1941)
|
299
|
+
- Christmas (December 25th, Sunday to Monday, before 1954)
|
300
|
+
- Christmas (observed on nearest weekday to December 25, after 1953)
|
301
|
+
|
302
|
+
################################
|
303
|
+
Regularly-Observed Early Closes:
|
304
|
+
################################
|
305
|
+
- July 3rd (Mondays, Tuesdays, and Thursdays, 1995 onward)
|
306
|
+
- July 5th (Fridays, 1995 onward, except 2013)
|
307
|
+
- Christmas Eve (except on Fridays, when the exchange is closed entirely)
|
308
|
+
- Day After Thanksgiving (aka Black Friday, observed from 1992 onward)
|
309
|
+
|
310
|
+
NOTE: Until 1993, the standard early close time for the NYSE was 2:00 PM.
|
311
|
+
From 1993 onward, it has been 1:00 PM.
|
312
|
+
|
313
|
+
####################################
|
314
|
+
Retired Regularly-Observed Holidays:
|
315
|
+
####################################
|
316
|
+
- Columbus Day (after 1953)
|
317
|
+
- Armistice/Veterans Day (after 1953)
|
318
|
+
|
319
|
+
#################################
|
320
|
+
Irregularities Openings/Closings:
|
321
|
+
#################################
|
322
|
+
begin reference: https://github.com/rsheftel/pandas_market_calendars/files/6827110/Stocks.NYSE-Closings.pdf
|
323
|
+
- Closed on Aug 8, 1885 (Sat): President Ulysses S. Grant funeral
|
324
|
+
- Closed on Jul 2, 1887 (Sat): Saturday before Independence Day
|
325
|
+
- Closed on Dec 24, 1887 (Sat): Christmas Eve
|
326
|
+
- Closed on Mar 12-13, 1888 (Mon-Tue): Blizzard of 1888
|
327
|
+
- Closed on Sep 1, 1888 (Sat): Saturday before Labor Day
|
328
|
+
- Closed on Nov 30, 1888 (Fri): Friday after Thanksgiving
|
329
|
+
- Closed on Apr 29 - May 1, 1889 (Mon-Wed): Centennial celbration of Washington's inauguration
|
330
|
+
- Closed on Jul 5, 1890 (Sat): Saturday after Independence Day
|
331
|
+
- Closed on Dec 26, 1891 (Sat): Saturday after Christmas
|
332
|
+
- Closed on Jul 2, 1892 (Sat): Saturday before Independence Day
|
333
|
+
- Closed on Oct 12, 1892 (Wed) Columbian Celebration (Columbus discovery of America)
|
334
|
+
- Closed on Oct 21-22, 1892 (Fri-Sat): Columbian Celebration
|
335
|
+
- Closed on Apr 27, 1893 (Thu): Columbian Celebration
|
336
|
+
- Closed on Dec 26, 1896 (Sat): Saturday after Christmas
|
337
|
+
- Closed on Apr 27, 1897 (Tue): Grant's birthday
|
338
|
+
- Closed on May 4, 1898 (Wed): NYC Charter Day
|
339
|
+
- Closed on Jul 2, 1898 (Sat): Saturday before Independence Day
|
340
|
+
- Closed on Aug 20, 1898 (Sat): Welcome of naval commanders
|
341
|
+
- Closed on Sep 3, 1898 (Sat): Saturday before Labor Day
|
342
|
+
- Closed on Dec 24, 1898 (Sat): Saturday before Christmas
|
343
|
+
- Closed on Feb 11, 1899 (Sat): Saturday before Lincoln's birthday
|
344
|
+
- Closed on May 29, 1899 (Mon): Monday before Decoration Day
|
345
|
+
- Closed on Jul 3, 1899 (Mon): Monday before Independence Day
|
346
|
+
- Closed on Sep 29-30, 1899 (Fri-Sat): Admiral Dewey Celebration
|
347
|
+
- Closed on Nov 25, 1899 (Sat): Funeral of Vice-President Garret A. Hobart
|
348
|
+
- Closed on Apr 14, 1900 (Sat): Saturday after Good Friday
|
349
|
+
- Closed on Sep 1, 1900 (Sat): Saturday before Labor Day
|
350
|
+
- Closed on Dec 24, 1900 (Mon): Christmas Eve
|
351
|
+
- Closed on Feb 2, 1901 (Sat): Funderal of Queen Victoria of England
|
352
|
+
- Closed on Feb 23, 1901 (Sat): Saturday after Washington's birthday
|
353
|
+
- Closed on Apr 6, 1901 (Sat): Saturday after Good Friday
|
354
|
+
- Closed on Apr 27, 1901 (Sat): Moved to temporary quarters in Produce Exchange
|
355
|
+
- Closed on May 11, 1901 (Sat): Enlarged temporary quarters in Produce Exchange
|
356
|
+
- Closed on Jul 5-6, 1901 (Fri-Sat): Days after Independence Day
|
357
|
+
- Closed on Aug 31, 1901 (Sat): Saturday before Labor Day
|
358
|
+
- Closed on Sep 14, 1901 (Sat): Death of President William McKinley
|
359
|
+
- Closed on Sep 19, 1901 (Thu): Funeral of President William McKinley
|
360
|
+
- Closed on Mar 29, 1902 (Sat): Saturday after Good Friday
|
361
|
+
- Closed on May 31, 1902 (Sat): Saturday after Decoration Day
|
362
|
+
- Closed on Jul 5, 1902 (Sat): Saturday after Independence Day
|
363
|
+
- Closed on Aug 9, 1902 (Sat): Coronation of King Edward VII of England
|
364
|
+
- Closed on Aug 30, 1902 (Sat): Saturday before Labor Day
|
365
|
+
- Closed on Feb 21, 1903 (Sat): Saturday before Washington's birthday
|
366
|
+
- Closed on Apr 11, 1903 (Sat): Saturday after Good Friday
|
367
|
+
- Closed on Apr 22, 1903 (Wed): Opening of the new NYSE building
|
368
|
+
- Closed on Sep 5, 1903 (Sat): Saturday before Labor Day
|
369
|
+
- Closed on Dec 26, 1903 (Sat): Saturday after Christmas
|
370
|
+
- Closed on May 28, 1904 (Sat): Saturday before Decoration Day
|
371
|
+
- Closed on Jul 2, 1904 (Sat): Saturday before Independence Day
|
372
|
+
- Closed on Sep 3, 1904 (Sat): Saturday before Labor Day
|
373
|
+
- Closed on Dec 24, 1904 (Sat): Saturday before Christmas
|
374
|
+
- Closed on Apr 22, 1905 (Sat): Saturday after Good Friday
|
375
|
+
- Closed on Feb 23, 1907 (Sat): Saturday after Washington's birthday
|
376
|
+
- Closed on Mar 30, 1907 (Sat): Saturday after Good Friday
|
377
|
+
- Closed on Aug 31, 1907 (Sat): Saturday before Labor Day
|
378
|
+
- Closed on Apr 18, 1908 (Sat): Saturday after Good Friday
|
379
|
+
- Early Close 1pm on Jun 25, 1908 (Fri): Former President Grover Cleveland funeral
|
380
|
+
- Closed on Sep 5, 1908 (Sat): Saturday before Labor Day
|
381
|
+
- Closed on Dec 26, 1908 (Sat): Saturday after Christmas
|
382
|
+
- Closed on Feb 13, 1909 (Sat): Saturday after Lincoln's birthday
|
383
|
+
- Closed on Apr 10, 1909 (Sat): Saturday after Good Friday
|
384
|
+
- Closed on May 29, 1909 (Sat): Saturday before Decoration Day
|
385
|
+
- Closed on Jul 3, 1909 (Sat): Saturday before Independence Day
|
386
|
+
- Closed on Sep 4, 1909 (Sat) Saturday before Labor Day
|
387
|
+
- Closed on Sep 25, 1909 (Sat): Reception Day of the Hudson-Fulton Celebration
|
388
|
+
- Closed on Mar 26, 1910 (Sat): Saturday after Good Friday
|
389
|
+
- Early Close 11am on May 7, 1910 (Sat): King Edward VII of England Death
|
390
|
+
- Late Open 12pm on May 20, 1910 (Fri): King Edward VII of England Funeral
|
391
|
+
- Closed on May 28, 1910 (Sat): Saturday before Decoration Day
|
392
|
+
- Closed on Jul 2, 1910 (Sat): Saturday before Independence Day
|
393
|
+
- Closed on Sep 3, 1910 (Sat): Saturday before Labor Day
|
394
|
+
- Closed on Dec 24, 1910 (Sat): Saturday before Christmas
|
395
|
+
- Closed on Apr 15, 1911 (Sat): Saturday after Good Friday
|
396
|
+
- Closed on Sep 2, 1911 (Sat): Saturday before Labor Day
|
397
|
+
- Closed on Dec 23, 1911 (Sat): Saturday before Christmas
|
398
|
+
- Closed on Aug 31, 1912 (Sat): Saturday before Labor Day
|
399
|
+
- Closed on Nov 2, 1912 (Sat): Vice-President James S. Sherman funeral
|
400
|
+
- Closed on Mar 22, 1913 (Sat): Saturday after Good Friday
|
401
|
+
- Late Open 12pm on Apr 14, 1913 (Mon): JP Morgan funeral
|
402
|
+
- Closed on May 31, 1913 (Sat): Saturday after Decoration Day
|
403
|
+
- Closed on Jul 5, 1913 (Sat): Saturday after Independence Day
|
404
|
+
- Closed on Aug 30, 1913 (Sat): Saturday before Labor Day
|
405
|
+
- Late Open 12pm on Sep 22, 1913 (Mon): Mayor William J. Gaynor funeral
|
406
|
+
- Closed on Jul 31-Dec 11, 1914: Pending outbreak of World War I.
|
407
|
+
- Bonds reopn Nov 28, 1914 for limited trading with restrictions
|
408
|
+
- Stocks (limited in number) reopen Dec 12, 1914 with restrictions
|
409
|
+
- Stocks (all stocks) reopen Dec 14, 1914 with restrictions
|
410
|
+
- Restrictions removed on Apr 1, 1915
|
411
|
+
- Closed on Dec 30, 1916 (Sat): Saturday before New Year's Day
|
412
|
+
- Closed on Jun 5, 1917 (Tue): Draft Registraion Day
|
413
|
+
- Closed on Aug 4, 1917 (Sat): Heat
|
414
|
+
- Early Close 12pm on Aug 29, 1917 (Wed): Parade of National Guard
|
415
|
+
- Closed on Sep 1, 1917 (Sat): Saturday before Labor Day
|
416
|
+
- Closed on Oct 13, 1917 (Sat): Saturday after Columbus Day
|
417
|
+
- Early Close 12pm on Oct 24, 1917 (Wed): Liberty Day
|
418
|
+
- Closed on Jan 28, 1918 (Mon): Heatless day
|
419
|
+
- Closed on Feb 4, 1918 (Mon): Heatless day
|
420
|
+
- Closed on Feb 11, 1918 (Mon): Heatless day
|
421
|
+
- Early Close 12pm on Apr 26, 1918 (Fri): Liberty Day
|
422
|
+
- NOT IMPLEMENTED: Break from 11am to 12pm on Jul 11, 1918 (Thu): Former Mayor John Purroy Mitchell funeral
|
423
|
+
- Closed on Sep 12, 1918 (Thu): Draft registration day
|
424
|
+
- Early Close 2:30pm on Nov 7, 1918 (Thu): False armistice report
|
425
|
+
- Closed on Nov 11, 1918 (Mon): Armistice signed
|
426
|
+
- Early Close 12:30pm on Jan 7, 1919 (Tue): Former President Theodore Roosevelt funeral
|
427
|
+
- Closed on Mar 25, 1919 (Tue): Homecoming of 27th Division
|
428
|
+
- Closed on May 6, 1919 (Tue): Parade of 77th Division
|
429
|
+
- Closed on May 31, 1919 (Sat): Saturday after Decoratin Day
|
430
|
+
- Closed on Jul 5, 1919 (Sat): Saturday after Independence Day
|
431
|
+
- Closed on Jul 19, 1919 (Sat): Heat and backlog catch up
|
432
|
+
- Closed on Aug 2, 1919 (Sat): Backlog catch up
|
433
|
+
- Closed on Aug 16, 1919 (Sat): Backlog catch up
|
434
|
+
- Closed on Aug 30, 1919 (Sat): Saturday before Labor Day
|
435
|
+
- Closed on Sep 10, 1919 (Wed): Return of General John J. Pershing
|
436
|
+
- Late Open 10:30am on Dec 30, 1919 (Tue): Traffic block
|
437
|
+
- Late Open 10:30am on Feb 6, 1920 (Fri): Traffic block
|
438
|
+
- Closed on Apr 3, 1920 (Sat): Saturday after Good Friday
|
439
|
+
- Closed on May 1, 1920 (Sat): Many firms changed office locations
|
440
|
+
- Closed on Jul 3, 1920 (Sat): Saturday before Independence Day
|
441
|
+
- Closed on Sep 4, 1920 (Sat): Saturday before Labor Day
|
442
|
+
- Early Close 12pm on Sep 16, 1920 (Thu): Wall Street explosion
|
443
|
+
- Closed on May 28, 1921 (Sat): Saturday before Decoration Day
|
444
|
+
- Closed on Jul 2, 1921 (Sat): Saturday before Independence Day
|
445
|
+
- Late Open 1pm on Aug 2, 1921 (Tue): Fire in annunciator board
|
446
|
+
- Closed on Sep 3, 1921 (Sat): Saturday before Labor Day
|
447
|
+
- Closed on Dec 23, 1922 (Sat): Saturday before Christmas
|
448
|
+
- Closed on Aug 3, 1923 (Fri): President Warren G. Harding death
|
449
|
+
- NOT IMPLEMENTED: Break 11am to 12:30pm on Aug 8, 1923 (Wed): President Warren G. Harding funeral
|
450
|
+
- Closed on Aug 10, 1923 (Fri): President Warren G. Harding funeral
|
451
|
+
- Early Close 12:30pm on Feb 6, 1924 (Wed): Former President Woodrow Wilson funderal
|
452
|
+
- Closed on May 31, 1924 (Sat): Saturday after Decoration Day
|
453
|
+
- Late Open 10:45am on Jan 24, 1925 (Sat): Eclipse of sun
|
454
|
+
- Early Close 2:30pm on Sep 18, 1925 (Fri): Seymour L. Cromwell funeral (former NYSE president)
|
455
|
+
- Closed on Dec 26, 1925 (Sat): Saturday after Christmas
|
456
|
+
- Closed on May 29, 1926 (Sat): Saturday before Decoration Day
|
457
|
+
- Closed on Jul 3, 1926 (Sat): Saturday before Independence Day
|
458
|
+
- Closed on Sep 4, 1926 (Sat): Saturday before Labor Day
|
459
|
+
- Closed on Jun 13, 1927 (Mon): Colonel Charles A. Lindberg parade
|
460
|
+
- Closed on Apr 7, 1928 (Sat): Backlog catch up
|
461
|
+
- Closed on Apr 21, 1928 (Sat): Backlog catch up
|
462
|
+
- Closed on May 5, 1928 (Sat): Backlog catch up
|
463
|
+
- Closed on May 12, 1928 (Sat): Backlog catch up
|
464
|
+
- Closed on May 19, 1928 (Sat): Backlog catch up
|
465
|
+
- Early Closes May 21-25, 1928 (Mon-Fri): Backlog catch up
|
466
|
+
- Closed on May 26, 1928 (Sat): Backlog catch up
|
467
|
+
- Closed on Nov 24, 1928 (Sat): Backlog catch up
|
468
|
+
- Closed on Feb 9, 1929 (Sat): Backlog catch up
|
469
|
+
- Closed on Feb 23, 1929 (Sat): Saturday after Washington's birthday
|
470
|
+
- Closed on Mar 30, 1929 (Sat): Saturday after Good Friday
|
471
|
+
- Closed on Aug 31, 1929 (Sat): Saturday before Labor Day
|
472
|
+
- Late Open 12pm on Oct 31, 1929 (Thu): Backlog catch up and relieve personnel
|
473
|
+
- Closed on Nov 1-2, 1929 (Fri-Sat): Backlog catch up and relieve personnel
|
474
|
+
- Early Closes 1pm on Nov 6-8, 1929 (Wed-Fri): Backlog catch up and relieve personnel
|
475
|
+
- Closed on Nov 9, 1929 (Sat): Backlog catch up and relieve personnel
|
476
|
+
- Early Closes 1pm on Nov 11-15, 1929 (Mon-Fri): Backlog catch up and relieve personnel
|
477
|
+
- Closed on Nov 16, 1929 (Sat): Backlog catch up and relieve personnel
|
478
|
+
- Closed on Nov 18-22, 1929 (Mon-Fri): Backlog catch up and relieve personnel
|
479
|
+
- Closed on Nov 23, 1929 (Sat): Backlog catch up and relieve personnel
|
480
|
+
- Closed on Nov 29-30, 1929 (Fri-Sat): Backlog catch up and relieve personnel
|
481
|
+
- Early Close 12:30pm on Mar 11, 1930 (Tue): Former President William Howard Taft funeral
|
482
|
+
- Closed on Apr 19, 1930 (Sat): Saturday after Good Friday
|
483
|
+
- Closed on May 31, 1930 (Sat): Saturday after Decoration Dday
|
484
|
+
- Closed on Jul 5, 1930 (Sat): Saturday after Independence Day
|
485
|
+
- Closed on Aug 30, 1930 (Sat): Saturday before Labor Day
|
486
|
+
- Closed on Sep 5, 1931 (Sat): Saturday before Labor Day
|
487
|
+
- Closed on Dec 26, 1931 (Sat): Saturday after Christmas
|
488
|
+
- Closed on Jul 2, 1932 (Sat): Saturday before Independence Day
|
489
|
+
- Closed on Jan 7, 1933 (Sat): Former President Calvin Coolidge funeral
|
490
|
+
- Closed on Mar 4, 1933 (Sat): State banking holiday
|
491
|
+
- Closed on Mar 6-14, 1933 (Mon-Tue): National banking holiday
|
492
|
+
- Late Open 12pm on Jul 24-25, 1933 (Mon-Tue): Volume activity
|
493
|
+
- Late Opens AND Early Closes on Jul 26-28, 1933 (Wed-Fri): Volume activity
|
494
|
+
- Closed on July 29, 1933 (Sat): Volume activity
|
495
|
+
- Early Close 12:30pm on Aug 4, 1933 (Fri): Gas fumes on trading floor
|
496
|
+
- Closed on Aug 5, 1933 (Sat): Volume activity
|
497
|
+
- Closed on Aug 12, 1933 (Sat): Volume activity
|
498
|
+
- Closed on Aug 19, 1933 (Sat): Volume activity
|
499
|
+
- Closed on Aug 26, 1933 (Sat): Volume activity
|
500
|
+
- Closed on Sep 2, 1933 (Sat): Volume activity
|
501
|
+
- Early Close 12pm on Sep 13, 1933 (Wed): NRA demonstration
|
502
|
+
- Late Open 11am on Feb 20, 1934 (Tue): severe snowstorm
|
503
|
+
- Late Open 11am on Jan 28, 1936 (Tue): King George V of England funeral
|
504
|
+
- Closed on Dec 26, 1936 (Sat): Saturday after Christmas
|
505
|
+
- Closed on May 29, 1937 (Sat): Saturday before Decoration Day
|
506
|
+
- Closed on Jul 3, 1937 (Sat): Saturday before Independence Day
|
507
|
+
- NOT IMPLEMENTED Break from 12-13:00 on May 18, 1942 (Mon): NYSE 150th anniversary
|
508
|
+
- NOT IMPLEMENTED Break from 14:32-14:58 on Oct 22, 1942 (Thu): Civil Defense drill
|
509
|
+
- NOT IMPLEMENTED Break from 14:38-14:59 on Oct 26, 1943 (Tue): Civil Defense drill
|
510
|
+
- Reopened from 15:20-15:40 under special rule of the Board
|
511
|
+
- Closed on Aug 19, 1944 (Sat)
|
512
|
+
- Closed on Aug 26, 1944 (Sat)
|
513
|
+
- Closed on Sep 2, 1944 (Sat)
|
514
|
+
- Closed on Apr 14, 1945 (Sat): President Franklin D. Roosevelt National Day of mourning
|
515
|
+
- NOT IMPLEMENTED Break 11:00-13:00 on Jun 19, 1945 (Tue): Parade for General Eisenhower
|
516
|
+
- Closed on Saturdays Jul 7-Sep 1, 1945
|
517
|
+
- Closed on Aug 15-16, 1945 (Wed-Thu): VJ Day. End of World War II
|
518
|
+
- Closed on Oct 13, 1945 (Sat): Saturday after Columbus Day
|
519
|
+
- Closed on Oct 27, 1945 (Sat): Navy Day
|
520
|
+
- Closed on Dec 24, 1945 (Mon): Christmas Eve
|
521
|
+
- Closed on Feb 23, 1946 (Sat): Saturday after Washington's birthday
|
522
|
+
- Closed on May 25, 1946 (Sat): Railroad strike
|
523
|
+
- Closed on Saturdays Jun 1-Sep 28, 1946 (Sat-Sat)
|
524
|
+
- Closed on Saturdays May 31-Sep 27, 1947 (Sat-Sat)
|
525
|
+
- Closed on Jan 3, 1948 (Sat): severe weather
|
526
|
+
- Closed on Saturdays May 29-Sep 25, 1948 (Sat-Sat)
|
527
|
+
- Closed on Saturdays May 28-Sep 4, 1948 (Sat-Sat)
|
528
|
+
- Cosed on Dec 24, 1949 (Sat): Christmas Eve
|
529
|
+
- Closed on Saturdays Jun 3-Sep 30, 1950 (Sat-Sat)
|
530
|
+
- Closed on Dec 12, 1950 (Sat): Saturday before Christmas Eve
|
531
|
+
- NOT IMPLEMENTED Break from 11:00-13:00 on Apr 20, 1951 (Fri): Parade for General MacArthur
|
532
|
+
- Closed on Saturdays Jun 2-Sep 29, 1951 (Sat-Sat)
|
533
|
+
- NOT IMPLEMENTED Break from 10:33-11:05 (Wed): Civil Defense Drill
|
534
|
+
- Early Close 1pm on Dec 24, 1951 (Mon): Christmas Eve
|
535
|
+
- Closed on Saturdays May 31-Sep 27, 1952 (Sat-Sat)
|
536
|
+
- As of Sep 29, 1952 Saturdays were retired as trading days
|
537
|
+
- As of Sep 29, 1952, M-F trading closes at 3:30pm (30 minutes longer)
|
538
|
+
- NOT IMPLEMENTED Break 10:02-10:32 on Jun 14, 1954 (Mon): Civil Defense drill
|
539
|
+
- Closed on Dec 24, 1954 (Fri): Christmas Eve
|
540
|
+
- NOT IMPLEMENTED Break 14:05-14:35 on Jun 15, 1955 (Wed): Civil Defense drill
|
541
|
+
- Closed on Dec 24, 1956 (Mon): Christmas Eve
|
542
|
+
- NOT IMPLEMENTED Break 13:45-14:15 on Jul 12, 1957 (Fri): Civil Defense drill
|
543
|
+
- NOT IMPLEMENTED Break 10:30-10:50 on May 6, 1958 (Tue): Civil Defense drill
|
544
|
+
- Closed on Dec 26, 1958 (Fri): Day after Christmas
|
545
|
+
- NOT IMPLEMENTED Break 13:30-13:50 on Apr 17, 1959 (Fri): Civil Defense drill
|
546
|
+
- NOT IMPLEMENTED Break 14:16-14:40 on May 3, 1960 (Tue): Civil Defense drill
|
547
|
+
- Late Open 11:00 on Dec 12, 1960 (Mon): severe snowstorm
|
548
|
+
- Closed on May 29, 1961 (Mon): Day before Decoration Day
|
549
|
+
- Early Close 14:07 on Nov 22, 1963 (Fri): President John F. Kennedy assassintion
|
550
|
+
- Closed on Nov 25, 1963 (Mon): President John F. Kennedy funeral
|
551
|
+
- Early Close 14:00 on Oct 23, 1964 (Fri): Former President Herbert C. Hoover funeral
|
552
|
+
- NOT IMPLEMENTED Break 11:00-11:02 on Jan 25, 1965 (Mon): Sir Winston Churchill 2 minutes of silence
|
553
|
+
- Late Open 11:05 on Nov 10, 1965 (Wed): Power failure in NY grid supply
|
554
|
+
- Closed on Dec 24, 1965 (Fri): Christmas Eve
|
555
|
+
- Early Closes 14:00 on Jan 6-14, 1966 (Thu-Fri): Transit strike
|
556
|
+
- NOT IMPLEMENTED Break 13:00-13:01 on Feb 3, 1967 (Fri): Apollo I disaster moment of silence
|
557
|
+
- Late Open 10:15 AND Early Close 14:00 on Feb 7, 1967 (Tue): snowstorm
|
558
|
+
- NOT IMPLEMENTED Break 12:58-13:13 on May 17, 1967 (Wed): Vice President Humphrey spoke in honor of NYSE's 175th anniversary
|
559
|
+
- Early Closes 14:00 on Aug 8-18, 1967 (Tue-Fri): Backlog catch up
|
560
|
+
- Early Closes 14:00 on Jan 22-Mar 1, 1968 (Mon-Fri): Backlog catch up
|
561
|
+
- Closed on Feb 12, 1968 (Mon): Lincoln's birthday (offices open, trading closed)
|
562
|
+
- NOT IMPLEMENTED Break 11:00-11:01 on Apr 5, 1968 (Fri): Dr. Martin Luther King, Jr. moment of silence
|
563
|
+
- Closed on Apr 9, 1968 (Tue): Martin Luther King, Jr. day or mourning
|
564
|
+
- NOT IMPLEMENTED Break 11:00-11:02 on Jun 6, 1968 (Fri): Senator Robert F. Kennedy moment of silence
|
565
|
+
- 4 day workweek Closed on a Wednesday OR Holiday from Jun 12-Dec 31, 1968: Paperwork crisis
|
566
|
+
- Closed on July 5, 1968 (Fri): Day after Independence Day
|
567
|
+
- Early Closes 14:00 on Jan 2-Jul 3, 1969: Paperwork Crisis
|
568
|
+
- Closed on Feb 10, 1969 (Mon): heavy snow
|
569
|
+
- Late open 11am on Feb 11, 1969 (Tue): heavy snow
|
570
|
+
- NOT IMPLEMENTED Break 13:30-13:32 on Mar 28, 1969 (Fri): Former President Dwight D. Eisenhower moment of silence
|
571
|
+
- Closed on Mar 31, 1969 (Mon): Former President Dwight D. Eisenhower funeral
|
572
|
+
- Late Open 10:45 on Jun 2, 1969 (Mon): storm
|
573
|
+
- Early Closes 14:30 on Jul 7-Sep 26,1969 (Mon-Fri): Paperwork Crisis
|
574
|
+
- Closed on Jul 21, 1969 (Mon): National Day of Participation for lunar exploration
|
575
|
+
- NOT IMPLEMENTED Break 12:35-13:05 on Sep 3, 1969 (Wed): power failure
|
576
|
+
- Early Closes 15:00 on Sep 29, 1969 to May 1, 1970: Paperwork Crisis
|
577
|
+
- Closed on Dec 28, 1972 (Thu): Former President Harry S. Truman funeral
|
578
|
+
- Closed on Jan 25, 1973 (Thu): Former President Lyndon B. Johnson funeral
|
579
|
+
- Late Open 11am on Dec 17, 1973 (Mon): ice storm
|
580
|
+
- Late Open 10:15 on Jan 16, 1974 (Wed): Merrill Lynch computer trouble
|
581
|
+
- NOT IMPLEMENTED Break 11:09-11:35 on Apr 10, 1974 (Wed): computer malfunction
|
582
|
+
- NOT IMPLEMENTED Break 11:46-12:22 on Oct 15, 1974 (Wed): Ticker down at 11:37 to 12:22
|
583
|
+
- Late Open 10:15 on Nov 22, 1974 (Fri): Fire drill
|
584
|
+
- Early Close 14:00 on Dec 24, 1974 (Tue): Christmas Eve
|
585
|
+
- NOT IMPLEMENTED Break 10:07-10:50 on Jan 7, 1975 (Tue): Computer stopped
|
586
|
+
- NOT IMPLEMENTED Break 13:24-13:45 on Jan 15, 1975 (Wed): Computer stopped
|
587
|
+
- NOT IMPLEMENTED Break 10:24-11:00 on Feb 7, 1975 (Fri): Computer failure
|
588
|
+
- Early Close 14:30 on Feb 12, 1975 (Wed): snowstorm
|
589
|
+
- NOT IMPLEMENTED Break 10:09-10:35 on Apr 9, 1975 (Wed): Computer stopped
|
590
|
+
- Early Close 14:00 on Dec 24, 1975 (Wed): Christmas Eve
|
591
|
+
- Late Open 11:15 on Feb 2, 1976 (Mon): storm
|
592
|
+
- Late Open UNKNOWN (coded as 10:15) on Jun 8, 1976 (Tue): fire drill
|
593
|
+
- Early Close 15:00 on Aug 9, 1976 (Mon): hurricane watch
|
594
|
+
- NOT IMPLEMENTED Break 1 minute time UNKNOWN on Nov 4, 1976 (Thu): Former NYSE Chair Gustave L. Levy moment of silence
|
595
|
+
- NOT IMPLEMENTED Break 11:00-11:01 on Feb 24, 1977 (Thu): Former NYSE Chair John A. Coleman moment of silence
|
596
|
+
- NOT IMPLEMENTED Break 10:24-11:45 on Mar 1, 1977 (Tue): Fire on moving ramp between trading floor and Blue Room
|
597
|
+
- Closed on July 14, 1977 (Thu): Power failure in NYC
|
598
|
+
- Late Open 12pm on Jan 20, 1978 (Fri): snowstorm
|
599
|
+
- Early Close 2pm on Feb 6, 1978 (Mon): snowstorm
|
600
|
+
- Late Open 11am on Feb 7, 1978 (Tue): snowstorm
|
601
|
+
- NOT IMPLEMENTED Break 1 minute time UNKNOWN on Dec 13, 1979 (Thu): Former NYSE Chair Robert L. Stott minute of silence
|
602
|
+
- NOT IMPLEMENTED Break 11:11-12:04 on Oct 13, 1980 (Mon): Computer malfunction
|
603
|
+
- NOT IMPLEMENTED Break 1 minute time UNKNOWN on Dec 30, 1980 (Tue): Former NYSE Chair James Crane Kellogg III moment of silence
|
604
|
+
- Early Close 3:17pm on Mar 30, 1981 (Mon): President Reagan assassination attempt
|
605
|
+
- Early Close 3:28pm on Sep 9, 1981 (Wed): Con Edison power failure
|
606
|
+
- NOT IMPLEMENTED Break 12:26-12:45pm on Sep 16, 1981 (Wed): Fire alarm malfunction
|
607
|
+
- NOT IMPLEMENTED Break 10:25-11:00am on Dec 28, 1982 (Tue): small fire
|
608
|
+
- NOT IMPLEMENTED Break 13:51-15:30 on Oct 13, 1983 (Thu): low speed ticker malfunction
|
609
|
+
- Closed on Sep 27, 1985 (Fri): Hurricane Gloria
|
610
|
+
- NOT IMPLEMENTED Break 11:00-11:01 on Jan 29, 1986 (Wed): Challenger space crew moment of silence
|
611
|
+
- Early Closes 2pm on Oct 23-30, 1987 (Fri-Fri): October 19th break volume
|
612
|
+
- Early Closes 2:30pm on Nov 2-4, 1987 (Mon-Wed): reason not given volume assumed
|
613
|
+
- Early Closes 3pm on Nov 5-6, 1987 (Thu-Fri): reason not given volume assumed
|
614
|
+
- Early Closes 3:30pm on Nov 9-11, 1987 (Mon-Wed): Trading floor and clerical staff strike
|
615
|
+
- Late Open 11am on Nov 10, 1989 (Fri): Electrical fire
|
616
|
+
- NOT IMPLEMENTED Break 9:41-11:15 on Nov 23, 1990 (Fri): Internal power failure
|
617
|
+
- Early Close 2pm on Dec 24, 1990 (Mon): Christmas Eve
|
618
|
+
- Late Open 11am on Dec 27, 1990 (Thu): explosion of Con Edison transformer
|
619
|
+
- Late Open 9:31am on Jan 17, 1991 (Thu): American troops in Persian Gulf moment of silence
|
620
|
+
- Late Open 9:31am on Feb 25, 1991 (Thu): American troops in Persian Gulf moment of silence
|
621
|
+
- NOT IMPLEMENTED Break 10:21-10:45am on Oct 22, 1991 (Tue): power dip
|
622
|
+
- Early Close 2pm on Dec 24, 1991 (Tue): Christmas Eve
|
623
|
+
- NOT IMPLEMENTED Break 1 minute time UNKNOWN on Mar 19, 1992 (Thu): Former NYSE Chair Bernard J. Lasker moment of silence
|
624
|
+
- NOT IMPLEMENTED Break 1 minute time UNKNOWN on May 15, 1992 (Fri): Former NYSE President G. Keith Funston moment of silence
|
625
|
+
- NOT IMPELMENTED Break 1 minute time UNKNOWN on Jun 15, 1992 (Mon): Former NYSE President Robert W. Haack moment of silence
|
626
|
+
- Early Close 2pm on Nov 27, 1992 (Fri): Day after Thanksgiving
|
627
|
+
- Early Close 2pm on Dec 24, 1992 (Thu): Christmas Eve
|
628
|
+
- Early Close 1pm on Nov 26, 1993 (Fri): Day after Thanksgiving
|
629
|
+
- Early Close 14:30 on Feb 11, 1994 (Fri): snowstorm
|
630
|
+
- NOT IMPLEMENTED Break 12:00-12:02 on Apr 25, 1994 (Mon): Former President Richard M. Nixon moment of silence
|
631
|
+
- Closed on Apr 27, 1994 (Wed): Former President Richard M. Nixon funderal
|
632
|
+
- Early Close 1pm on Nov 25, 1994 (Fri): Day after Thanksgiving
|
633
|
+
- NOT IMPLEMENTED Break 10:02-10:03 on Apr 26, 1995 (Wed): Oklahoma City bombing victims moment of silence
|
634
|
+
- Early Close 1pm on Jul 3, 1995 (Mon): Day before Independence Day
|
635
|
+
- Early Close 1pm on Nov 24, 1995 (Fri): Day after Thanksgiving
|
636
|
+
- Late Open 10:30am on Dec 18, 1995 (Mon): Computer system troubles
|
637
|
+
- Late Open 11am AND Early Close 2pm on Jan 8, 1996 (Mon): snowstorm
|
638
|
+
- NOT IMPLEMENTED Break time UNKNOWN on Apr 4, 1996 (Thu): Commerce Secretary Ron Brown and others killed in Balkans plane crash
|
639
|
+
- Early Close 1pm on July 5, 1996 (Fri): Day after Independence Day
|
640
|
+
- Early Close 1pm on Nov 29, 1996 (Fri): Day after Thanksgiving
|
641
|
+
- Early Close 1pm on Dec 24, 1996 (Tue): Christmas Eve
|
642
|
+
- Early Close 1pm on Jul 3, 1997 (Thu): Day before Independence Day
|
643
|
+
- NOT IMPLEMENTED Break 14:35-15:05 on Oct 27, 1997 (Mon): Circuit breaker triggered
|
644
|
+
- Early Close 3:30pm on Oct 27, 1997 (Mon): Circuit breaker triggered
|
645
|
+
- Early Close 1pm on Nov 28, 1997 (Fri): Day after Thanksgiving
|
646
|
+
- Early Close 1pm on Dec 24, 1997 (Wed): Christmas Eve
|
647
|
+
- Early Close 1pm on Dec 26, 1997 (Fri): Friday after Christmas
|
648
|
+
- NOT IMPLEMENTED Break time UNKNOWN on Jul 29, 1998 (Wed): Former NYSE President William McChesney Marting, Jr. moment of silence
|
649
|
+
- NOT IMPLEMENTED Break 13:16-14:15 on Oct 26, 1998 (Mon): Computer switch malfunction
|
650
|
+
- Early Close 1pm on Nov 27, 1998 (Fri): Day after Thanksgiving
|
651
|
+
- Early Close 1pm on Dec 24, 1998 (Thu): Christmas Eve
|
652
|
+
- NOT IMPLEMENTED Break 10:00-10:02 on Mar 25, 1999 (Thu): NATO troops in Kosovo minute of silence
|
653
|
+
- NOT IMPLEMENTED Break 12:00-12:02 on Apr 26, 1999 (Mon): Columbine High School killings moment of silence
|
654
|
+
- Early Close 1pm on Nov 26, 1999 (Fri): Day after Thanksgiving
|
655
|
+
- Early Close 1pm on Dec 24, 1999 (Fri): Christmas Eve
|
656
|
+
- NOT IMPLEMENTED Break 12:00-12:01 on Feb 16, 2000 (Wed): Former NYSE Chair Walter N. Frank moment of silence
|
657
|
+
- NOT IMPLEMENTED Break 12:00-12:01 on May 4, 2000 (Thu): Archbishop of NY Cardinal John O'Connor moment of silence
|
658
|
+
- Early Close 1pm on Jul 3, 2000 (Mon): Day before Independence Day
|
659
|
+
- Early Close 1pm on Nov 24, 2000 (Fri): Day after Thanksgiving
|
660
|
+
- NOT IMPLEMENTED Break 10:10-11:35 on Jun 8, 2001 (Fri): computer systems connectivity problem
|
661
|
+
- Early Close 1pm on Jul 3, 2001 (Tue): Day before Independence Day
|
662
|
+
- Closed on Sep 11-14, 2001 (Tue-Fri): Terrorist attack on World Trade Center
|
663
|
+
- Late Open 9:33am on Sep 17, 2001 (Mon): 2 minutes silence in honor of lives lost on 9/11
|
664
|
+
- Late Open 9:31am on Oct 8, 2001 (Mon): 1 minute silence for troops engaged in Operation Enduring Freedom
|
665
|
+
- Early Close 1pm on Nov 23, 2001 (Fri): Day after Thanksgiving
|
666
|
+
- Early Close 1pm on Dec 24, 2001 (Mon): Christmas Eve
|
667
|
+
- NOT IMPLEMENTED Break 10:29-10:31 on May 30, 2002 (Thu): Commemorate end of recovery work at Ground Zero
|
668
|
+
- Early Close 1pm on Jul 5, 2002 (Fri): Day after Independence Day
|
669
|
+
- Late Opening 12:00pm on Sep 11, 2002 (Wed): 1 year anniversary of 9/11 attack
|
670
|
+
- Early Close 1pm on Nov 29, 2002 (Fri): Day after Thanksgiving
|
671
|
+
- Early Close 1pm on Dec 24, 2002 (Tue): Christmas Eve
|
672
|
+
- NOT IMPLEMENTED Break 11:00-11:02 on Feb 3, 2002 (Mon): Columbia Space Shuttle lives lost moment of silence
|
673
|
+
- Late Opening 9:32am on Mar 20, 2003 (Thu): Operation Iraqi Freedom Troops moment of silence
|
674
|
+
- Early Close 1pm on Jul 3, 2003 (Thu): Day before Independence Day
|
675
|
+
- NOT IMPLEMENTED multiple 1-minute Breaks 9:59 and 10:29 on Sep 11, 2003 (Thu): 9/11 Commemoration
|
676
|
+
- Early Close 1pm on Nov 28, 2003 (Fri): Day after Thanksgiving
|
677
|
+
- Early Close 1pm on Dec 24, 2003 (Wed): Christmas Eve
|
678
|
+
- Early Close 1pm on Dec 26, 2003 (Fri): Friday after Christmas
|
679
|
+
- Late Open 9:32am on Jun 7, 2004 (Mon): Former President Ronald Reagan death moment of silence
|
680
|
+
- Closed on Jun 11, 2004 (Fri): Former President Ronald Reagan National Day of Mourning
|
681
|
+
- Early Close 1pm on Nov 26, 2004 (Fri): Day after Thanksgiving
|
682
|
+
- Early Close 3:56pm on Jun 1, 2005 (Wed): Systems communication problem
|
683
|
+
- Early Close 1pm on Nov 25, 2005 (Fri): Day after Thanksgiving
|
684
|
+
- Early Close 1pm on Jul 3, 2006 (Mon): Day before Independence Day
|
685
|
+
- Early Close 1pm on Nov 24, 2006 (Fri): Day after Thanksgiving
|
686
|
+
- Late Open 9:32am on Dec 27, 2006 (Wed): Former President Gerald Ford moment of silence
|
687
|
+
- Closed on Jan 2, 2007 (Tue): Former President Gerald Ford National Day of Mourning
|
688
|
+
- Early Close 1pm on Jul 3, 2007 (Tue): Day before Independence Day
|
689
|
+
- Early Close 1pm on Nov 23, 2007 (Fri): Day after Thanksgiving
|
690
|
+
- Early Close 1pm on Dec 24, 2007 (Mon): Christmas Eve
|
691
|
+
- Early Close 1pm on Jul 4, 2008 (Thu): Day before Independence Day
|
692
|
+
- Early Close 1pm on Nov 28, 2008 (Fri): Day after Thanksgiving
|
693
|
+
- Early Close 1pm on Dec 24, 2008 (Wed): Christmas Eve
|
694
|
+
- NOT IMPLEMENTED Extended Close 4:15pm on Jul 2, 2009 (Thu): Execute customer orders impacted by system irregularities
|
695
|
+
- Early Close 1pm on Nov 27, 2009 (Fri): Day after Thanksgiving
|
696
|
+
- Early Close 1pm on Dec 24, 2009 (Thu): Christmas Eve
|
697
|
+
- Early Close 1pm on Nov 26, 2010 (Fri): Day after Thanksgiving
|
698
|
+
- NOT IMPLEMENTED Break 11:00-11:01 on Jan 10, 2011 (Mon): Arizona shooting victims moment of silence
|
699
|
+
|
700
|
+
end of reference: https://github.com/rsheftel/pandas_market_calendars/files/6827110/Stocks.NYSE-Closings.pdf
|
701
|
+
*******************************************************************
|
702
|
+
|
703
|
+
https://www.streetinsider.com/Insiders+Blog/NYSE+Releases+2010+and+2011+Holiday+Calendar/4915576.html
|
704
|
+
- Early Close 1pm on Nov 25, 2011 (Fri): Day after Thanksgiving
|
705
|
+
|
706
|
+
https://holidaystracker.com/stock-market/new-york-stock-exchange-holidays-2012/
|
707
|
+
- Early Close 1pm on Jul 4, 2012 (Tue): Day before Independence Day
|
708
|
+
- Closed on 10/29/2012 and 10/30/2012 due to Hurricane Sandy.
|
709
|
+
- Early Close 1pm on Nov 23, 2012 (Fri): Day after Thanksgiving
|
710
|
+
- Early Close 1pm on Dec 24, 2012 (Mon): Christmas Eve
|
711
|
+
|
712
|
+
https://holidaystracker.com/stock-market/new-york-stock-exchange-nyse-holidays-2013/
|
713
|
+
- Early Close 1pm on Jul 3, 2013 (Wed): Day before Independence Day
|
714
|
+
- Early Close 1pm on Nov 29, 2013 (Fri): Day after Thanksgiving
|
715
|
+
- Early Close 1pm on Dec 24, 2013 (Tue): Christmas Eve
|
716
|
+
|
717
|
+
https://www.streetinsider.com/Insiders+Blog/NYSE+2014+and+2015+Holiday+Hours/8999575.html - Early Close 1pm on Jul 3, 2014 (Thu): Day before Independence Day
|
718
|
+
- Early Close 1pm on Jul 3, 2014 (Thu): Day before Independence Day
|
719
|
+
- Early Close 1pm on Nov 28, 2014 (Fri): Day after Thanksgiving
|
720
|
+
- Early Close 1pm on Dec 24, 2014 (Wed): Christmas Eve
|
721
|
+
|
722
|
+
https://www.businesswire.com/news/home/20141208006349/en/NYSE-Group-2016-Holiday-Calendar-and-Early-Closings
|
723
|
+
- Early Close 1pm on Nov 27, 2015 (Fri): Day after Thanksgiving
|
724
|
+
- Early Close 1pm on Dec 24, 2015 (Thu): Christmas Eve
|
725
|
+
- Early Close 1pm on Nov 25, 2016 (Fri): Day after Thanksgiving
|
726
|
+
|
727
|
+
https://www.stockinvestor.com/30380/stock-market-holidays-2017/
|
728
|
+
- Early Close 1pm on Jul 3, 2017 (Mon): Day before Independence Day
|
729
|
+
- Early Close 1pm on Nov 24, 2017 (Fri): Day after Thanksgiving
|
730
|
+
- Early Close 1pm on Jul 3, 2018 (Tue): Day before Independence Day
|
731
|
+
- Early Close 1pm on Nov 23, 2018 (Fri): Day after Thanksgiving
|
732
|
+
- Closed on 12/5/2018 due to George H.W. Bush's death.
|
733
|
+
- Early Close 1pm on Dec 24, 2018 (Tue): Christmas Eve
|
734
|
+
- Early Close 1pm on Jul 3, 2019 (Wed): Day before Independence Day
|
735
|
+
- Early Close 1pm on Nov 29, 2019 (Fri): Day after Thanksgiving
|
736
|
+
- Early Close 1pm on Dec 24, 2019 (Wed): Christmas Eve
|
737
|
+
|
738
|
+
https://holidaystracker.com/stock-market/new-york-stock-exchange-nyse-holidays-2020/
|
739
|
+
- Early Close 1pm on Nov 27, 2020 (Fri): Day after Thanksgiving
|
740
|
+
- Early Close 1pm on Dec 24, 2020 (Thu): Christmas Eve
|
741
|
+
|
742
|
+
|
743
|
+
NOTE: The exchange was **not** closed early on Friday December 26, 2008,
|
744
|
+
nor was it closed on Friday December 26, 2014. The next Thursday Christmas
|
745
|
+
will be in 2025. If someone is still maintaining this code in 2025, then
|
746
|
+
we've done alright...and we should check if it's a half day.
|
747
|
+
|
748
|
+
"""
|
749
|
+
aliases = ['NYSE', 'stock', 'NASDAQ', 'BATS', 'DJIA', 'DOW']
|
750
|
+
|
751
|
+
regular_market_times = {
|
752
|
+
"pre": ((None, time(4)),),
|
753
|
+
"market_open": ((None, time(10)),
|
754
|
+
("1985-01-01", time(9, 30))),
|
755
|
+
"market_close":((None, time(15)),
|
756
|
+
("1952-09-29", time(15, 30)),
|
757
|
+
("1974-01-01", time(16))),
|
758
|
+
"post": ((None, time(20)),)
|
759
|
+
}
|
760
|
+
|
761
|
+
_saturday_close = time(12)
|
762
|
+
_saturday_end = pd.Timestamp('1952-09-29', tz='UTC')
|
763
|
+
|
764
|
+
@property
|
765
|
+
def name(self):
|
766
|
+
return "NYSE"
|
767
|
+
|
768
|
+
@property
|
769
|
+
def tz(self):
|
770
|
+
return timezone("America/New_York")
|
771
|
+
|
772
|
+
@property
|
773
|
+
def weekmask(self):
|
774
|
+
return "Mon Tue Wed Thu Fri Sat" #Market open on Saturdays thru 5/24/1952
|
775
|
+
|
776
|
+
@property
|
777
|
+
def regular_holidays(self):
|
778
|
+
return AbstractHolidayCalendar(rules=[
|
779
|
+
USNewYearsDayNYSEpost1952,
|
780
|
+
USNewYearsDayNYSEpre1952,
|
781
|
+
USMartinLutherKingJrAfter1998,
|
782
|
+
USPresidentsDay,
|
783
|
+
USWashingtonsBirthDayBefore1952,
|
784
|
+
USWashingtonsBirthDay1952to1963,
|
785
|
+
USWashingtonsBirthDay1964to1970,
|
786
|
+
USLincolnsBirthDayBefore1954,
|
787
|
+
GoodFriday,
|
788
|
+
GoodFridayPre1898,
|
789
|
+
GoodFriday1899to1905,
|
790
|
+
USMemorialDay,
|
791
|
+
USMemorialDayBefore1952,
|
792
|
+
USMemorialDay1952to1964,
|
793
|
+
USMemorialDay1964to1969,
|
794
|
+
USIndependenceDay,
|
795
|
+
USIndependenceDayPre1952,
|
796
|
+
USIndependenceDay1952to1954,
|
797
|
+
USLaborDayStarting1887,
|
798
|
+
USColumbusDayBefore1954,
|
799
|
+
USElectionDay1848to1967,
|
800
|
+
USVeteransDay1934to1953,
|
801
|
+
USThanksgivingDay,
|
802
|
+
USThanksgivingDayBefore1939,
|
803
|
+
USThanksgivingDay1939to1941,
|
804
|
+
ChristmasNYSE,
|
805
|
+
Christmas54to98NYSE,
|
806
|
+
ChristmasBefore1954,
|
807
|
+
USJuneteenthAfter2022,
|
808
|
+
])
|
809
|
+
|
810
|
+
@property
|
811
|
+
def adhoc_holidays(self):
|
812
|
+
return list(chain(
|
813
|
+
# Recurring Holidays
|
814
|
+
SatAfterGoodFridayAdhoc,
|
815
|
+
MonBeforeIndependenceDayAdhoc,
|
816
|
+
SatBeforeIndependenceDayAdhoc,
|
817
|
+
SatAfterIndependenceDayAdhoc,
|
818
|
+
DaysAfterIndependenceDayAdhoc,
|
819
|
+
SatBeforeLaborDayAdhoc,
|
820
|
+
USElectionDay1968to1980Adhoc,
|
821
|
+
FridayAfterThanksgivingAdHoc,
|
822
|
+
SatBeforeChristmasAdhoc,
|
823
|
+
SatAfterChristmasAdhoc,
|
824
|
+
ChristmasEvesAdhoc,
|
825
|
+
DayAfterChristmasAdhoc,
|
826
|
+
# Retired
|
827
|
+
USVetransDayAdHoc,
|
828
|
+
SatAfterColumbusDayAdHoc,
|
829
|
+
LincolnsBirthDayAdhoc,
|
830
|
+
GrantsBirthDayAdhoc,
|
831
|
+
SatBeforeNewYearsAdhoc,
|
832
|
+
SatBeforeWashingtonsBirthdayAdhoc,
|
833
|
+
SatAfterWashingtonsBirthdayAdhoc,
|
834
|
+
SatBeforeAfterLincolnsBirthdayAdhoc,
|
835
|
+
SatBeforeDecorationAdhoc,
|
836
|
+
SatAfterDecorationAdhoc,
|
837
|
+
DayBeforeDecorationAdhoc,
|
838
|
+
# Irregularities
|
839
|
+
UlyssesGrantFuneral1885,
|
840
|
+
ColumbianCelebration1892,
|
841
|
+
GreatBlizzardOf1888,
|
842
|
+
WashingtonInaugurationCentennialCelebration1889,
|
843
|
+
CharterDay1898,
|
844
|
+
WelcomeNavalCommander1898,
|
845
|
+
AdmiralDeweyCelebration1899,
|
846
|
+
GarretHobartFuneral1899,
|
847
|
+
QueenVictoriaFuneral1901,
|
848
|
+
MovedToProduceExchange1901,
|
849
|
+
EnlargedProduceExchange1901,
|
850
|
+
McKinleyDeathAndFuneral1901,
|
851
|
+
KingEdwardVIIcoronation1902,
|
852
|
+
NYSEnewBuildingOpen1903,
|
853
|
+
HudsonFultonCelebration1909,
|
854
|
+
JamesShermanFuneral1912,
|
855
|
+
OnsetOfWWI1914,
|
856
|
+
WeatherHeatClosing1917,
|
857
|
+
DraftRegistrationDay1917,
|
858
|
+
WeatherNoHeatClosing1918,
|
859
|
+
DraftRegistrationDay1918,
|
860
|
+
ArmisticeSigned1918,
|
861
|
+
Homecoming27Division1919,
|
862
|
+
ParadeOf77thDivision1919,
|
863
|
+
BacklogRelief1919,
|
864
|
+
GeneralPershingReturn1919,
|
865
|
+
OfficeLocationChange1920,
|
866
|
+
HardingDeath1923,
|
867
|
+
HardingFuneral1923,
|
868
|
+
LindberghParade1927,
|
869
|
+
BacklogRelief1928,
|
870
|
+
BacklogRelief1929,
|
871
|
+
CoolidgeFuneral1933,
|
872
|
+
BankHolidays1933,
|
873
|
+
HeavyVolume1933,
|
874
|
+
SatClosings1944,
|
875
|
+
RooseveltDayOfMourning1945,
|
876
|
+
SatClosings1945,
|
877
|
+
VJday1945,
|
878
|
+
NavyDay1945,
|
879
|
+
RailroadStrike1946,
|
880
|
+
SatClosings1946,
|
881
|
+
SatClosings1947,
|
882
|
+
SatClosings1948,
|
883
|
+
SevereWeather1948,
|
884
|
+
SatClosings1949,
|
885
|
+
SatClosings1950,
|
886
|
+
SatClosings1951,
|
887
|
+
SatClosings1952,
|
888
|
+
KennedyFuneral1963,
|
889
|
+
MLKdayOfMourning1968,
|
890
|
+
PaperworkCrisis1968,
|
891
|
+
SnowClosing1969,
|
892
|
+
EisenhowerFuneral1969,
|
893
|
+
FirstLunarLandingClosing1969,
|
894
|
+
TrumanFuneral1972,
|
895
|
+
JohnsonFuneral1973,
|
896
|
+
NewYorkCityBlackout77,
|
897
|
+
HurricaneGloriaClosings1985,
|
898
|
+
NixonFuneral1994,
|
899
|
+
ReaganMourning2004,
|
900
|
+
FordMourning2007,
|
901
|
+
September11Closings2001,
|
902
|
+
HurricaneSandyClosings2012,
|
903
|
+
GeorgeHWBushDeath2018,
|
904
|
+
))
|
905
|
+
#
|
906
|
+
@property
|
907
|
+
def special_closes(self):
|
908
|
+
return [
|
909
|
+
(time(11, tzinfo=timezone('America/New_York')), AbstractHolidayCalendar(rules=[
|
910
|
+
KingEdwardDeath11amyClose1910,
|
911
|
+
])),
|
912
|
+
(time(12, tzinfo=timezone('America/New_York')), AbstractHolidayCalendar(rules=[
|
913
|
+
ParadeOfNationalGuardEarlyClose1917,
|
914
|
+
LibertyDay12pmEarlyClose1917,
|
915
|
+
LibertyDay12pmEarlyClose1918,
|
916
|
+
WallStreetExplosionEarlyClose1920,
|
917
|
+
NRAdemonstration12pmEarlyClose1933,
|
918
|
+
])),
|
919
|
+
(time(hour=12, minute=30, tzinfo=timezone('America/New_York')), AbstractHolidayCalendar(rules=[
|
920
|
+
RooseveltFuneral1230EarlyClose1919,
|
921
|
+
WoodrowWilsonFuneral1230EarlyClose1924,
|
922
|
+
TaftFuneral1230EarlyClose1930,
|
923
|
+
GasFumesOnTradingFloor1230EarlyClose1933,
|
924
|
+
])),
|
925
|
+
(time(13, tzinfo=timezone('America/New_York')), AbstractHolidayCalendar(rules=[
|
926
|
+
FridayAfterIndependenceDayNYSEpre2013,
|
927
|
+
MonTuesThursBeforeIndependenceDay,
|
928
|
+
WednesdayBeforeIndependenceDayPost2013,
|
929
|
+
DayAfterThanksgiving1pmEarlyCloseInOrAfter1993,
|
930
|
+
ChristmasEvePost1999Early1pmClose,
|
931
|
+
GroverClevelandFuneral1pmClose1908,
|
932
|
+
])),
|
933
|
+
(time(14, tzinfo=timezone('America/New_York')), AbstractHolidayCalendar(rules=[
|
934
|
+
DayAfterThanksgiving2pmEarlyCloseBefore1993,
|
935
|
+
HooverFuneral1400EarlyClose1964,
|
936
|
+
Snow2pmEarlyClose1967,
|
937
|
+
Snow2pmEarlyClose1978,
|
938
|
+
Snow2pmEarlyClose1996,
|
939
|
+
])),
|
940
|
+
(time(14, 7, tzinfo=timezone('America/New_York')), AbstractHolidayCalendar(rules=[
|
941
|
+
KennedyAssassination1407EarlyClose,
|
942
|
+
])),
|
943
|
+
(time(hour=14, minute=30, tzinfo=timezone('America/New_York')), AbstractHolidayCalendar(rules=[
|
944
|
+
FalseArmisticeReport1430EarlyClose1918,
|
945
|
+
CromwellFuneral1430EarlyClose1925,
|
946
|
+
Snow230EarlyClose1975,
|
947
|
+
Snow230pmEarlyClose1994,
|
948
|
+
])),
|
949
|
+
(time(15, tzinfo=timezone('America/New_York')), AbstractHolidayCalendar(rules=[
|
950
|
+
HurricaneWatch3pmEarlyClose1976,
|
951
|
+
])),
|
952
|
+
(time(15, 17, tzinfo=timezone('America/New_York')), AbstractHolidayCalendar(rules=[
|
953
|
+
ReaganAssassAttempt317pmEarlyClose1981,
|
954
|
+
])),
|
955
|
+
(time(15, 28, tzinfo=timezone('America/New_York')), AbstractHolidayCalendar(rules=[
|
956
|
+
ConEdPowerFail328pmEarlyClose1981,
|
957
|
+
])),
|
958
|
+
(time(15, 30, tzinfo=timezone('America/New_York')), AbstractHolidayCalendar(rules=[
|
959
|
+
CircuitBreakerTriggered330pmEarlyClose1997,
|
960
|
+
])),
|
961
|
+
(time(15, 56, tzinfo=timezone('America/New_York')), AbstractHolidayCalendar(rules=[
|
962
|
+
SystemProb356pmEarlyClose2005,
|
963
|
+
])),
|
964
|
+
]
|
965
|
+
#
|
966
|
+
@property
|
967
|
+
def special_closes_adhoc(self):
|
968
|
+
def _union_many(indexes):
|
969
|
+
# Merges a list of pd.DatetimeIndex objects, returns merged DatetimeIndex
|
970
|
+
union_index = pd.DatetimeIndex([], tz="UTC")
|
971
|
+
for index in indexes:
|
972
|
+
union_index = union_index.union(index)
|
973
|
+
return union_index
|
974
|
+
|
975
|
+
return [
|
976
|
+
(time(13, tzinfo=timezone('America/New_York')),
|
977
|
+
# DaysBeforeIndependenceDay1pmEarlyCloseAdhoc # list
|
978
|
+
ChristmasEve1pmEarlyCloseAdhoc
|
979
|
+
+ DayAfterChristmas1pmEarlyCloseAdhoc
|
980
|
+
+ BacklogRelief1pmEarlyClose1929
|
981
|
+
),
|
982
|
+
(time(14, tzinfo=timezone('America/New_York')), _union_many(
|
983
|
+
[pd.DatetimeIndex(
|
984
|
+
ChristmasEve2pmEarlyCloseAdhoc
|
985
|
+
+ HeavyVolume2pmEarlyClose1933)] +
|
986
|
+
|
987
|
+
[BacklogRelief2pmEarlyClose1928,
|
988
|
+
TransitStrike2pmEarlyClose1966, # index
|
989
|
+
Backlog2pmEarlyCloses1967, # index
|
990
|
+
Backlog2pmEarlyCloses1968, # index
|
991
|
+
PaperworkCrisis2pmEarlyCloses1969, # index
|
992
|
+
Backlog2pmEarlyCloses1987 ])# index
|
993
|
+
),
|
994
|
+
(time(14, 30, tzinfo=timezone('America/New_York')), _union_many(
|
995
|
+
|
996
|
+
[PaperworkCrisis230pmEarlyCloses1969,
|
997
|
+
Backlog230pmEarlyCloses1987]) # index
|
998
|
+
),
|
999
|
+
(time(15, tzinfo=timezone('America/New_York')), _union_many(
|
1000
|
+
|
1001
|
+
[PaperworkCrisis3pmEarlyCloses1969to1970,
|
1002
|
+
Backlog3pmEarlyCloses1987]) # index
|
1003
|
+
),
|
1004
|
+
(time(15, 30, tzinfo=timezone('America/New_York')),
|
1005
|
+
Backlog330pmEarlyCloses1987 # index
|
1006
|
+
),
|
1007
|
+
]
|
1008
|
+
|
1009
|
+
#
|
1010
|
+
@property
|
1011
|
+
def special_opens(self):
|
1012
|
+
return [
|
1013
|
+
(time(hour=9, minute=31, tzinfo=timezone('America/New_York')), AbstractHolidayCalendar(rules=[
|
1014
|
+
ConEdXformer931amLateOpen1990,
|
1015
|
+
EnduringFreedomMomentSilence931amLateOpen2001,
|
1016
|
+
])),
|
1017
|
+
(time(hour=9, minute=32, tzinfo=timezone('America/New_York')), AbstractHolidayCalendar(rules=[
|
1018
|
+
IraqiFreedom932amLateOpen2003,
|
1019
|
+
ReaganMomentSilence932amLateOpen2004,
|
1020
|
+
FordMomentSilence932amLateOpen2006,
|
1021
|
+
])),
|
1022
|
+
(time(hour=9, minute=33, tzinfo=timezone('America/New_York')), AbstractHolidayCalendar(rules=[
|
1023
|
+
Sept11MomentSilence933amLateOpen2001,
|
1024
|
+
])),
|
1025
|
+
(time(hour=10, minute=15, tzinfo=timezone('America/New_York')), AbstractHolidayCalendar(rules=[
|
1026
|
+
Snow1015LateOpen1967,
|
1027
|
+
MerrillLynchComputer1015LateOpen1974,
|
1028
|
+
FireDrill1015LateOpen1974,
|
1029
|
+
FireDrill1015LateOpen1976,
|
1030
|
+
])),
|
1031
|
+
(time(hour=10, minute=30, tzinfo=timezone('America/New_York')), AbstractHolidayCalendar(rules=[
|
1032
|
+
TrafficBlockLateOpen1919,
|
1033
|
+
TrafficBlockLateOpen1920,
|
1034
|
+
Computer1030LateOpen1995,
|
1035
|
+
])),
|
1036
|
+
(time(hour=10, minute=45, tzinfo=timezone('America/New_York')), AbstractHolidayCalendar(rules=[
|
1037
|
+
EclipseOfSunLateOpen1925,
|
1038
|
+
Storm1045LateOpen1969,
|
1039
|
+
])),
|
1040
|
+
(time(11, tzinfo=timezone('America/New_York')), AbstractHolidayCalendar(rules=[
|
1041
|
+
Snow11amLateOpen1934,
|
1042
|
+
KingGeorgeVFuneral11amLateOpen1936,
|
1043
|
+
Snow11amLateOpening1960,
|
1044
|
+
Snow11amLateOpen1969,
|
1045
|
+
Ice11amLateOpen1973,
|
1046
|
+
Snow11amLateOpen1978,
|
1047
|
+
Fire11amLateOpen1989,
|
1048
|
+
Snow11amLateOpen1996,
|
1049
|
+
])),
|
1050
|
+
(time(11, 5, tzinfo=timezone('America/New_York')), AbstractHolidayCalendar(rules=[
|
1051
|
+
PowerFail1105LateOpen,
|
1052
|
+
])),
|
1053
|
+
(time(11, 15, tzinfo=timezone('America/New_York')), AbstractHolidayCalendar(rules=[
|
1054
|
+
Storm1115LateOpen1976,
|
1055
|
+
])),
|
1056
|
+
(time(12, tzinfo=timezone('America/New_York')), AbstractHolidayCalendar(rules=[
|
1057
|
+
KingEdwardFuneral12pmOpen1910,
|
1058
|
+
JPMorganFuneral12pmOpen1913,
|
1059
|
+
WilliamGaynorFuneral12pmOpen1913,
|
1060
|
+
Snow12pmLateOpen1978,
|
1061
|
+
Sept11Anniversary12pmLateOpen2002,
|
1062
|
+
])),
|
1063
|
+
(time(13, tzinfo=timezone('America/New_York')), AbstractHolidayCalendar(rules=[
|
1064
|
+
AnnunciatorBoardFire1pmLateOpen1921,
|
1065
|
+
])),
|
1066
|
+
]
|
1067
|
+
|
1068
|
+
#
|
1069
|
+
@property
|
1070
|
+
def special_opens_adhoc(self):
|
1071
|
+
return [
|
1072
|
+
(time(9, 31, tzinfo=timezone('America/New_York')), TroopsInGulf931LateOpens1991
|
1073
|
+
),
|
1074
|
+
(time(11, tzinfo=timezone('America/New_York')), HeavyVolume11amLateOpen1933
|
1075
|
+
),
|
1076
|
+
(time(12, tzinfo=timezone('America/New_York')),
|
1077
|
+
BacklogRelief12pmLateOpen1929
|
1078
|
+
+ HeavyVolume12pmLateOpen1933
|
1079
|
+
),
|
1080
|
+
]
|
1081
|
+
|
1082
|
+
# Override market_calendar.py
|
1083
|
+
def valid_days(self, start_date, end_date, tz='UTC'):
|
1084
|
+
"""
|
1085
|
+
Get a DatetimeIndex of valid open business days.
|
1086
|
+
|
1087
|
+
:param start_date: start date
|
1088
|
+
:param end_date: end date
|
1089
|
+
:param tz: time zone in either string or pytz.timezone
|
1090
|
+
:return: DatetimeIndex of valid business days
|
1091
|
+
"""
|
1092
|
+
trading_days = super().valid_days(start_date, end_date, tz= tz)
|
1093
|
+
|
1094
|
+
# Starting Monday Sept. 29, 1952, no more saturday trading days
|
1095
|
+
if tz is None: saturday_end = self._saturday_end.tz_localize(None)
|
1096
|
+
else: saturday_end = self._saturday_end
|
1097
|
+
|
1098
|
+
above_cut_off = trading_days >= saturday_end
|
1099
|
+
if above_cut_off.any():
|
1100
|
+
above_and_saturday = (trading_days.weekday == 5) & above_cut_off
|
1101
|
+
trading_days = trading_days[~above_and_saturday]
|
1102
|
+
|
1103
|
+
return trading_days
|
1104
|
+
|
1105
|
+
|
1106
|
+
def days_at_time(self, days, market_time, day_offset=0):
|
1107
|
+
days = super().days_at_time(days, market_time, day_offset= day_offset)
|
1108
|
+
|
1109
|
+
if market_time == "market_close" and not self.is_custom(market_time):
|
1110
|
+
days = days.dt.tz_convert(self.tz)
|
1111
|
+
days = days.where(days.dt.weekday != 5, days.dt.normalize()+ self._tdelta(self._saturday_close))
|
1112
|
+
days = days.dt.tz_convert("UTC")
|
1113
|
+
return days
|
1114
|
+
|
1115
|
+
def early_closes(self, schedule):
|
1116
|
+
"""
|
1117
|
+
Get a DataFrame of the dates that are an early close.
|
1118
|
+
|
1119
|
+
:param schedule: schedule DataFrame
|
1120
|
+
:return: schedule DataFrame with rows that are early closes
|
1121
|
+
"""
|
1122
|
+
early = super().early_closes(schedule)
|
1123
|
+
|
1124
|
+
# make sure saturdays are not considered early closes if they are >= 12pm
|
1125
|
+
mc = early.market_close.dt.tz_convert(self.tz)
|
1126
|
+
after_noon = (mc - mc.dt.normalize()).ge(self._tdelta(self._saturday_close))
|
1127
|
+
return early[~(mc.dt.weekday.eq(5) & after_noon)]
|