pandas-market-calendars 4.3.3__py3-none-any.whl → 4.6.0__py3-none-any.whl
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- pandas_market_calendars/__init__.py +39 -38
- pandas_market_calendars/calendar_registry.py +57 -53
- pandas_market_calendars/calendar_utils.py +1200 -261
- pandas_market_calendars/calendars/asx.py +66 -66
- pandas_market_calendars/calendars/bmf.py +223 -206
- pandas_market_calendars/calendars/bse.py +421 -407
- pandas_market_calendars/calendars/cboe.py +145 -145
- pandas_market_calendars/calendars/cme.py +405 -402
- pandas_market_calendars/calendars/cme_globex_agriculture.py +172 -126
- pandas_market_calendars/calendars/cme_globex_base.py +119 -119
- pandas_market_calendars/calendars/cme_globex_crypto.py +160 -160
- pandas_market_calendars/calendars/cme_globex_energy_and_metals.py +216 -216
- pandas_market_calendars/calendars/cme_globex_equities.py +123 -123
- pandas_market_calendars/calendars/cme_globex_fixed_income.py +136 -136
- pandas_market_calendars/calendars/cme_globex_fx.py +101 -101
- pandas_market_calendars/calendars/eurex.py +131 -139
- pandas_market_calendars/calendars/eurex_fixed_income.py +98 -98
- pandas_market_calendars/calendars/hkex.py +429 -426
- pandas_market_calendars/calendars/ice.py +81 -81
- pandas_market_calendars/calendars/iex.py +151 -112
- pandas_market_calendars/calendars/jpx.py +113 -109
- pandas_market_calendars/calendars/lse.py +114 -114
- pandas_market_calendars/calendars/mirror.py +149 -130
- pandas_market_calendars/calendars/nyse.py +1466 -1324
- pandas_market_calendars/calendars/ose.py +116 -116
- pandas_market_calendars/calendars/sifma.py +354 -350
- pandas_market_calendars/calendars/six.py +132 -132
- pandas_market_calendars/calendars/sse.py +311 -311
- pandas_market_calendars/calendars/tase.py +220 -197
- pandas_market_calendars/calendars/tsx.py +181 -181
- pandas_market_calendars/holidays/cme.py +385 -385
- pandas_market_calendars/holidays/cme_globex.py +214 -214
- pandas_market_calendars/holidays/cn.py +1476 -1455
- pandas_market_calendars/holidays/jp.py +401 -398
- pandas_market_calendars/holidays/jpx_equinox.py +1 -0
- pandas_market_calendars/holidays/nyse.py +1536 -1531
- pandas_market_calendars/holidays/oz.py +63 -63
- pandas_market_calendars/holidays/sifma.py +350 -338
- pandas_market_calendars/holidays/us.py +376 -376
- pandas_market_calendars/market_calendar.py +1057 -895
- {pandas_market_calendars-4.3.3.dist-info → pandas_market_calendars-4.6.0.dist-info}/METADATA +13 -9
- pandas_market_calendars-4.6.0.dist-info/RECORD +50 -0
- {pandas_market_calendars-4.3.3.dist-info → pandas_market_calendars-4.6.0.dist-info}/WHEEL +1 -1
- pandas_market_calendars-4.3.3.dist-info/RECORD +0 -50
- {pandas_market_calendars-4.3.3.dist-info → pandas_market_calendars-4.6.0.dist-info}/LICENSE +0 -0
- {pandas_market_calendars-4.3.3.dist-info → pandas_market_calendars-4.6.0.dist-info}/NOTICE +0 -0
- {pandas_market_calendars-4.3.3.dist-info → pandas_market_calendars-4.6.0.dist-info}/top_level.txt +0 -0
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# Copyright 2016 Quantopian, Inc.
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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# http://www.apache.org/licenses/LICENSE-2.0
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from datetime import time
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from itertools import chain
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import pandas as pd
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from pandas.tseries.holiday import AbstractHolidayCalendar
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494
|
-
- Closed on
|
495
|
-
- Closed on
|
496
|
-
- Closed on Sep
|
497
|
-
-
|
498
|
-
-
|
499
|
-
- Closed on
|
500
|
-
-
|
501
|
-
- Closed on
|
502
|
-
- Closed on
|
503
|
-
-
|
504
|
-
-
|
505
|
-
- Closed on
|
506
|
-
-
|
507
|
-
- Closed on
|
508
|
-
-
|
509
|
-
-
|
510
|
-
-
|
511
|
-
- Closed on
|
512
|
-
-
|
513
|
-
- Closed on
|
514
|
-
-
|
515
|
-
-
|
516
|
-
- Closed on
|
517
|
-
- Closed on May
|
518
|
-
- Closed on
|
519
|
-
- Closed on
|
520
|
-
-
|
521
|
-
- Closed on
|
522
|
-
- Closed on
|
523
|
-
- Closed on
|
524
|
-
- Closed on
|
525
|
-
- Closed on
|
526
|
-
-
|
527
|
-
-
|
528
|
-
- Closed on Nov
|
529
|
-
-
|
530
|
-
- Closed on
|
531
|
-
-
|
532
|
-
- Closed on
|
533
|
-
-
|
534
|
-
- Closed on Nov
|
535
|
-
-
|
536
|
-
-
|
537
|
-
-
|
538
|
-
- Closed on
|
539
|
-
- Closed on
|
540
|
-
- Closed on
|
541
|
-
- Closed on
|
542
|
-
-
|
543
|
-
- Closed on
|
544
|
-
- Closed on
|
545
|
-
- Closed on
|
546
|
-
- Closed on
|
547
|
-
-
|
548
|
-
-
|
549
|
-
- Closed on
|
550
|
-
-
|
551
|
-
- Closed on
|
552
|
-
- Closed on
|
553
|
-
-
|
554
|
-
-
|
555
|
-
- Closed on
|
556
|
-
- Early Close
|
557
|
-
-
|
558
|
-
-
|
559
|
-
- Closed on
|
560
|
-
- Closed on
|
561
|
-
- Closed on
|
562
|
-
-
|
563
|
-
-
|
564
|
-
-
|
565
|
-
|
566
|
-
- Closed on
|
567
|
-
- Closed on
|
568
|
-
-
|
569
|
-
-
|
570
|
-
- NOT IMPLEMENTED Break
|
571
|
-
|
572
|
-
- Closed on Aug
|
573
|
-
- Closed on
|
574
|
-
- Closed on
|
575
|
-
- Closed on
|
576
|
-
-
|
577
|
-
- Closed on
|
578
|
-
- Closed on
|
579
|
-
- Closed on
|
580
|
-
- Closed on
|
581
|
-
- Closed on
|
582
|
-
- Closed on
|
583
|
-
-
|
584
|
-
- Closed on Saturdays Jun
|
585
|
-
- Closed on
|
586
|
-
-
|
587
|
-
- Closed on Saturdays
|
588
|
-
-
|
589
|
-
-
|
590
|
-
- Closed on Saturdays
|
591
|
-
|
592
|
-
|
593
|
-
-
|
594
|
-
-
|
595
|
-
-
|
596
|
-
- Closed on
|
597
|
-
|
598
|
-
|
599
|
-
-
|
600
|
-
-
|
601
|
-
- NOT IMPLEMENTED Break 14:
|
602
|
-
-
|
603
|
-
-
|
604
|
-
-
|
605
|
-
- Closed on
|
606
|
-
-
|
607
|
-
- NOT IMPLEMENTED Break
|
608
|
-
- Late Open 11:
|
609
|
-
- Closed on
|
610
|
-
- Early
|
611
|
-
-
|
612
|
-
-
|
613
|
-
- NOT IMPLEMENTED Break
|
614
|
-
-
|
615
|
-
-
|
616
|
-
-
|
617
|
-
- NOT IMPLEMENTED Break
|
618
|
-
-
|
619
|
-
- NOT IMPLEMENTED Break
|
620
|
-
-
|
621
|
-
-
|
622
|
-
-
|
623
|
-
-
|
624
|
-
-
|
625
|
-
- NOT IMPLEMENTED Break
|
626
|
-
- Closed on
|
627
|
-
-
|
628
|
-
- Early Closes 14:
|
629
|
-
- Closed on
|
630
|
-
-
|
631
|
-
-
|
632
|
-
- Closed on
|
633
|
-
-
|
634
|
-
-
|
635
|
-
-
|
636
|
-
- NOT IMPLEMENTED Break
|
637
|
-
-
|
638
|
-
-
|
639
|
-
-
|
640
|
-
-
|
641
|
-
-
|
642
|
-
- NOT IMPLEMENTED Break
|
643
|
-
-
|
644
|
-
-
|
645
|
-
- Early Close 14:00 on Dec 24,
|
646
|
-
-
|
647
|
-
-
|
648
|
-
-
|
649
|
-
-
|
650
|
-
- NOT IMPLEMENTED Break
|
651
|
-
-
|
652
|
-
-
|
653
|
-
- Late Open
|
654
|
-
- Early Close
|
655
|
-
-
|
656
|
-
- NOT IMPLEMENTED Break
|
657
|
-
- NOT IMPLEMENTED Break
|
658
|
-
-
|
659
|
-
-
|
660
|
-
- Early Close
|
661
|
-
-
|
662
|
-
- NOT IMPLEMENTED Break
|
663
|
-
- NOT IMPLEMENTED Break
|
664
|
-
-
|
665
|
-
-
|
666
|
-
- Early
|
667
|
-
-
|
668
|
-
-
|
669
|
-
-
|
670
|
-
-
|
671
|
-
- NOT IMPLEMENTED Break
|
672
|
-
- Early
|
673
|
-
-
|
674
|
-
-
|
675
|
-
-
|
676
|
-
-
|
677
|
-
-
|
678
|
-
-
|
679
|
-
-
|
680
|
-
-
|
681
|
-
-
|
682
|
-
-
|
683
|
-
- Early Close
|
684
|
-
-
|
685
|
-
- NOT IMPLEMENTED Break
|
686
|
-
-
|
687
|
-
- Early Close
|
688
|
-
-
|
689
|
-
- Early Close 1pm on
|
690
|
-
- Early Close
|
691
|
-
-
|
692
|
-
-
|
693
|
-
-
|
694
|
-
-
|
695
|
-
- Early Close 1pm on
|
696
|
-
- Early Close 1pm on
|
697
|
-
-
|
698
|
-
-
|
699
|
-
-
|
700
|
-
- Early Close 1pm on
|
701
|
-
- Early Close 1pm on
|
702
|
-
- Early Close 1pm on Dec
|
703
|
-
-
|
704
|
-
- NOT IMPLEMENTED Break
|
705
|
-
- Early Close
|
706
|
-
- Early Close 1pm on
|
707
|
-
-
|
708
|
-
-
|
709
|
-
-
|
710
|
-
-
|
711
|
-
-
|
712
|
-
-
|
713
|
-
-
|
714
|
-
-
|
715
|
-
-
|
716
|
-
- Early Close 1pm on
|
717
|
-
-
|
718
|
-
-
|
719
|
-
-
|
720
|
-
- Early Close 1pm on Nov
|
721
|
-
-
|
722
|
-
-
|
723
|
-
-
|
724
|
-
- Late
|
725
|
-
-
|
726
|
-
- Early Close 1pm on
|
727
|
-
-
|
728
|
-
-
|
729
|
-
- Early Close 1pm on Jul
|
730
|
-
-
|
731
|
-
- Early Close 1pm on Nov
|
732
|
-
- Early Close 1pm on Dec 24,
|
733
|
-
-
|
734
|
-
- Late
|
735
|
-
-
|
736
|
-
-
|
737
|
-
- Early Close
|
738
|
-
- Early Close 1pm on
|
739
|
-
- Early Close 1pm on
|
740
|
-
-
|
741
|
-
-
|
742
|
-
-
|
743
|
-
- Early Close
|
744
|
-
- Early Close 1pm on Nov
|
745
|
-
- Early Close 1pm on
|
746
|
-
- Early Close 1pm on
|
747
|
-
-
|
748
|
-
-
|
749
|
-
-
|
750
|
-
- Early Close 1pm on Nov
|
751
|
-
- Early Close 1pm on Dec 24,
|
752
|
-
- Early Close 1pm on
|
753
|
-
-
|
754
|
-
|
755
|
-
|
756
|
-
|
757
|
-
|
758
|
-
|
759
|
-
-
|
760
|
-
|
761
|
-
https://
|
762
|
-
|
763
|
-
|
764
|
-
|
765
|
-
- Early Close 1pm on
|
766
|
-
|
767
|
-
https://holidaystracker.com/stock-market/new-york-stock-exchange-
|
768
|
-
- Early Close 1pm on Jul
|
769
|
-
-
|
770
|
-
- Early Close 1pm on
|
771
|
-
|
772
|
-
|
773
|
-
-
|
774
|
-
- Early Close 1pm on
|
775
|
-
- Early Close 1pm on
|
776
|
-
|
777
|
-
|
778
|
-
- Early Close 1pm on
|
779
|
-
- Early Close 1pm on
|
780
|
-
- Early Close 1pm on Nov
|
781
|
-
|
782
|
-
|
783
|
-
-
|
784
|
-
- Early Close 1pm on Nov
|
785
|
-
- Early Close 1pm on
|
786
|
-
- Early Close 1pm on Nov
|
787
|
-
|
788
|
-
-
|
789
|
-
- Early Close 1pm on Jul 3,
|
790
|
-
- Early Close 1pm on Nov
|
791
|
-
- Early Close 1pm on
|
792
|
-
|
793
|
-
|
794
|
-
- Early Close 1pm on
|
795
|
-
- Early Close 1pm on
|
796
|
-
|
797
|
-
|
798
|
-
|
799
|
-
|
800
|
-
|
801
|
-
|
802
|
-
|
803
|
-
|
804
|
-
|
805
|
-
|
806
|
-
|
807
|
-
|
808
|
-
|
809
|
-
|
810
|
-
|
811
|
-
|
812
|
-
|
813
|
-
|
814
|
-
),
|
815
|
-
"
|
816
|
-
|
817
|
-
|
818
|
-
|
819
|
-
|
820
|
-
|
821
|
-
|
822
|
-
|
823
|
-
|
824
|
-
|
825
|
-
|
826
|
-
|
827
|
-
|
828
|
-
|
829
|
-
|
830
|
-
|
831
|
-
|
832
|
-
|
833
|
-
|
834
|
-
|
835
|
-
|
836
|
-
|
837
|
-
|
838
|
-
|
839
|
-
|
840
|
-
|
841
|
-
|
842
|
-
|
843
|
-
|
844
|
-
|
845
|
-
|
846
|
-
|
847
|
-
|
848
|
-
|
849
|
-
|
850
|
-
|
851
|
-
|
852
|
-
|
853
|
-
|
854
|
-
|
855
|
-
|
856
|
-
|
857
|
-
|
858
|
-
|
859
|
-
|
860
|
-
|
861
|
-
|
862
|
-
|
863
|
-
|
864
|
-
|
865
|
-
|
866
|
-
|
867
|
-
|
868
|
-
|
869
|
-
|
870
|
-
|
871
|
-
|
872
|
-
|
873
|
-
|
874
|
-
|
875
|
-
|
876
|
-
|
877
|
-
|
878
|
-
|
879
|
-
|
880
|
-
|
881
|
-
|
882
|
-
|
883
|
-
|
884
|
-
|
885
|
-
|
886
|
-
|
887
|
-
|
888
|
-
|
889
|
-
|
890
|
-
|
891
|
-
|
892
|
-
|
893
|
-
|
894
|
-
|
895
|
-
|
896
|
-
|
897
|
-
|
898
|
-
|
899
|
-
|
900
|
-
|
901
|
-
|
902
|
-
|
903
|
-
|
904
|
-
|
905
|
-
|
906
|
-
|
907
|
-
|
908
|
-
|
909
|
-
|
910
|
-
|
911
|
-
|
912
|
-
|
913
|
-
|
914
|
-
|
915
|
-
|
916
|
-
|
917
|
-
|
918
|
-
|
919
|
-
|
920
|
-
|
921
|
-
|
922
|
-
|
923
|
-
|
924
|
-
|
925
|
-
|
926
|
-
|
927
|
-
|
928
|
-
|
929
|
-
|
930
|
-
|
931
|
-
|
932
|
-
|
933
|
-
|
934
|
-
|
935
|
-
|
936
|
-
|
937
|
-
|
938
|
-
|
939
|
-
|
940
|
-
|
941
|
-
|
942
|
-
|
943
|
-
|
944
|
-
|
945
|
-
|
946
|
-
|
947
|
-
|
948
|
-
|
949
|
-
|
950
|
-
|
951
|
-
|
952
|
-
|
953
|
-
|
954
|
-
|
955
|
-
|
956
|
-
|
957
|
-
|
958
|
-
|
959
|
-
|
960
|
-
|
961
|
-
|
962
|
-
|
963
|
-
|
964
|
-
|
965
|
-
|
966
|
-
|
967
|
-
|
968
|
-
|
969
|
-
|
970
|
-
|
971
|
-
|
972
|
-
|
973
|
-
|
974
|
-
|
975
|
-
|
976
|
-
|
977
|
-
|
978
|
-
|
979
|
-
|
980
|
-
|
981
|
-
|
982
|
-
|
983
|
-
|
984
|
-
|
985
|
-
|
986
|
-
|
987
|
-
|
988
|
-
|
989
|
-
|
990
|
-
|
991
|
-
|
992
|
-
|
993
|
-
|
994
|
-
|
995
|
-
|
996
|
-
|
997
|
-
|
998
|
-
|
999
|
-
|
1000
|
-
|
1001
|
-
|
1002
|
-
|
1003
|
-
|
1004
|
-
|
1005
|
-
|
1006
|
-
|
1007
|
-
|
1008
|
-
|
1009
|
-
|
1010
|
-
|
1011
|
-
|
1012
|
-
|
1013
|
-
|
1014
|
-
|
1015
|
-
|
1016
|
-
|
1017
|
-
|
1018
|
-
|
1019
|
-
|
1020
|
-
|
1021
|
-
|
1022
|
-
|
1023
|
-
|
1024
|
-
|
1025
|
-
|
1026
|
-
|
1027
|
-
|
1028
|
-
|
1029
|
-
|
1030
|
-
|
1031
|
-
|
1032
|
-
|
1033
|
-
|
1034
|
-
|
1035
|
-
|
1036
|
-
|
1037
|
-
|
1038
|
-
|
1039
|
-
|
1040
|
-
|
1041
|
-
|
1042
|
-
|
1043
|
-
|
1044
|
-
|
1045
|
-
|
1046
|
-
|
1047
|
-
|
1048
|
-
|
1049
|
-
|
1050
|
-
|
1051
|
-
]
|
1052
|
-
),
|
1053
|
-
),
|
1054
|
-
(
|
1055
|
-
time(
|
1056
|
-
AbstractHolidayCalendar(
|
1057
|
-
rules=[
|
1058
|
-
|
1059
|
-
]
|
1060
|
-
),
|
1061
|
-
),
|
1062
|
-
(
|
1063
|
-
time(
|
1064
|
-
AbstractHolidayCalendar(
|
1065
|
-
rules=[
|
1066
|
-
|
1067
|
-
|
1068
|
-
|
1069
|
-
|
1070
|
-
|
1071
|
-
|
1072
|
-
|
1073
|
-
|
1074
|
-
|
1075
|
-
|
1076
|
-
|
1077
|
-
|
1078
|
-
|
1079
|
-
|
1080
|
-
|
1081
|
-
|
1082
|
-
|
1083
|
-
|
1084
|
-
|
1085
|
-
|
1086
|
-
|
1087
|
-
|
1088
|
-
|
1089
|
-
|
1090
|
-
|
1091
|
-
|
1092
|
-
|
1093
|
-
|
1094
|
-
|
1095
|
-
|
1096
|
-
|
1097
|
-
|
1098
|
-
|
1099
|
-
|
1100
|
-
|
1101
|
-
|
1102
|
-
|
1103
|
-
|
1104
|
-
|
1105
|
-
|
1106
|
-
|
1107
|
-
|
1108
|
-
|
1109
|
-
|
1110
|
-
|
1111
|
-
|
1112
|
-
|
1113
|
-
|
1114
|
-
|
1115
|
-
|
1116
|
-
|
1117
|
-
|
1118
|
-
|
1119
|
-
|
1120
|
-
|
1121
|
-
|
1122
|
-
|
1123
|
-
|
1124
|
-
|
1125
|
-
(
|
1126
|
-
time(
|
1127
|
-
|
1128
|
-
|
1129
|
-
|
1130
|
-
|
1131
|
-
|
1132
|
-
|
1133
|
-
|
1134
|
-
|
1135
|
-
|
1136
|
-
|
1137
|
-
|
1138
|
-
|
1139
|
-
|
1140
|
-
|
1141
|
-
|
1142
|
-
|
1143
|
-
|
1144
|
-
|
1145
|
-
|
1146
|
-
|
1147
|
-
|
1148
|
-
|
1149
|
-
|
1150
|
-
|
1151
|
-
|
1152
|
-
|
1153
|
-
|
1154
|
-
|
1155
|
-
|
1156
|
-
|
1157
|
-
|
1158
|
-
|
1159
|
-
|
1160
|
-
|
1161
|
-
|
1162
|
-
|
1163
|
-
|
1164
|
-
),
|
1165
|
-
|
1166
|
-
|
1167
|
-
|
1168
|
-
|
1169
|
-
|
1170
|
-
|
1171
|
-
|
1172
|
-
|
1173
|
-
|
1174
|
-
|
1175
|
-
|
1176
|
-
|
1177
|
-
|
1178
|
-
|
1179
|
-
|
1180
|
-
|
1181
|
-
|
1182
|
-
|
1183
|
-
|
1184
|
-
|
1185
|
-
|
1186
|
-
|
1187
|
-
|
1188
|
-
|
1189
|
-
|
1190
|
-
|
1191
|
-
|
1192
|
-
|
1193
|
-
|
1194
|
-
|
1195
|
-
|
1196
|
-
|
1197
|
-
|
1198
|
-
|
1199
|
-
|
1200
|
-
|
1201
|
-
|
1202
|
-
|
1203
|
-
|
1204
|
-
|
1205
|
-
|
1206
|
-
|
1207
|
-
|
1208
|
-
|
1209
|
-
|
1210
|
-
|
1211
|
-
|
1212
|
-
|
1213
|
-
|
1214
|
-
|
1215
|
-
|
1216
|
-
|
1217
|
-
|
1218
|
-
|
1219
|
-
|
1220
|
-
|
1221
|
-
|
1222
|
-
|
1223
|
-
|
1224
|
-
|
1225
|
-
|
1226
|
-
|
1227
|
-
|
1228
|
-
|
1229
|
-
|
1230
|
-
|
1231
|
-
|
1232
|
-
|
1233
|
-
|
1234
|
-
|
1235
|
-
|
1236
|
-
|
1237
|
-
|
1238
|
-
|
1239
|
-
|
1240
|
-
|
1241
|
-
|
1242
|
-
|
1243
|
-
|
1244
|
-
|
1245
|
-
),
|
1246
|
-
|
1247
|
-
|
1248
|
-
|
1249
|
-
|
1250
|
-
|
1251
|
-
|
1252
|
-
|
1253
|
-
),
|
1254
|
-
|
1255
|
-
|
1256
|
-
|
1257
|
-
|
1258
|
-
|
1259
|
-
|
1260
|
-
|
1261
|
-
|
1262
|
-
|
1263
|
-
|
1264
|
-
|
1265
|
-
|
1266
|
-
|
1267
|
-
|
1268
|
-
|
1269
|
-
|
1270
|
-
|
1271
|
-
|
1272
|
-
|
1273
|
-
|
1274
|
-
|
1275
|
-
|
1276
|
-
|
1277
|
-
|
1278
|
-
|
1279
|
-
|
1280
|
-
|
1281
|
-
|
1282
|
-
|
1283
|
-
|
1284
|
-
|
1285
|
-
|
1286
|
-
|
1287
|
-
|
1288
|
-
|
1289
|
-
|
1290
|
-
|
1291
|
-
|
1292
|
-
|
1293
|
-
|
1294
|
-
|
1295
|
-
|
1296
|
-
|
1297
|
-
|
1298
|
-
|
1299
|
-
|
1300
|
-
def
|
1301
|
-
|
1302
|
-
|
1303
|
-
|
1304
|
-
|
1305
|
-
|
1306
|
-
|
1307
|
-
|
1308
|
-
|
1309
|
-
|
1310
|
-
|
1311
|
-
|
1312
|
-
|
1313
|
-
|
1314
|
-
|
1315
|
-
|
1316
|
-
|
1317
|
-
|
1318
|
-
|
1319
|
-
|
1320
|
-
|
1321
|
-
|
1322
|
-
|
1323
|
-
|
1324
|
-
|
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 pandas.tseries.offsets import CustomBusinessDay
|
22
|
+
from pytz import timezone
|
23
|
+
|
24
|
+
from typing import Literal, Union
|
25
|
+
from pandas_market_calendars import calendar_utils as u
|
26
|
+
|
27
|
+
from pandas_market_calendars.holidays.nyse import (
|
28
|
+
# Always Celebrated Holidays
|
29
|
+
USNewYearsDayNYSEpost1952,
|
30
|
+
USNewYearsDayNYSEpre1952,
|
31
|
+
SatBeforeNewYearsAdhoc,
|
32
|
+
USPresidentsDay,
|
33
|
+
USWashingtonsBirthDay1964to1970,
|
34
|
+
USWashingtonsBirthDayBefore1952,
|
35
|
+
USWashingtonsBirthDay1952to1963,
|
36
|
+
USLincolnsBirthDayBefore1954,
|
37
|
+
LincolnsBirthDayAdhoc,
|
38
|
+
SatBeforeWashingtonsBirthdayAdhoc,
|
39
|
+
SatAfterWashingtonsBirthdayAdhoc,
|
40
|
+
SatBeforeAfterLincolnsBirthdayAdhoc,
|
41
|
+
GrantsBirthDayAdhoc,
|
42
|
+
USMartinLutherKingJrAfter1998,
|
43
|
+
GoodFriday,
|
44
|
+
GoodFridayPre1898,
|
45
|
+
GoodFriday1899to1905,
|
46
|
+
SatAfterGoodFridayAdhoc,
|
47
|
+
USMemorialDay,
|
48
|
+
USMemorialDayBefore1952,
|
49
|
+
USMemorialDay1952to1964,
|
50
|
+
USMemorialDay1964to1969,
|
51
|
+
SatBeforeDecorationAdhoc,
|
52
|
+
SatAfterDecorationAdhoc,
|
53
|
+
DayBeforeDecorationAdhoc,
|
54
|
+
USJuneteenthAfter2022,
|
55
|
+
USIndependenceDay,
|
56
|
+
USIndependenceDayPre1952,
|
57
|
+
USIndependenceDay1952to1954,
|
58
|
+
SatBeforeIndependenceDayAdhoc,
|
59
|
+
SatAfterIndependenceDayAdhoc,
|
60
|
+
MonTuesThursBeforeIndependenceDay,
|
61
|
+
FridayAfterIndependenceDayNYSEpre2013,
|
62
|
+
WednesdayBeforeIndependenceDayPost2013,
|
63
|
+
MonBeforeIndependenceDayAdhoc,
|
64
|
+
DaysAfterIndependenceDayAdhoc,
|
65
|
+
# DaysBeforeIndependenceDay1pmEarlyCloseAdhoc,
|
66
|
+
USColumbusDayBefore1954,
|
67
|
+
USElectionDay1848to1967,
|
68
|
+
USLaborDayStarting1887,
|
69
|
+
SatBeforeLaborDayAdhoc,
|
70
|
+
USThanksgivingDay,
|
71
|
+
USThanksgivingDay1939to1941,
|
72
|
+
USThanksgivingDayBefore1939,
|
73
|
+
DayAfterThanksgiving2pmEarlyCloseBefore1993,
|
74
|
+
DayAfterThanksgiving1pmEarlyCloseInOrAfter1993,
|
75
|
+
FridayAfterThanksgivingAdHoc,
|
76
|
+
USElectionDay1968to1980Adhoc,
|
77
|
+
ChristmasNYSE,
|
78
|
+
Christmas54to98NYSE,
|
79
|
+
ChristmasBefore1954,
|
80
|
+
ChristmasEvesAdhoc,
|
81
|
+
DayAfterChristmasAdhoc,
|
82
|
+
DayAfterChristmas1pmEarlyCloseAdhoc,
|
83
|
+
ChristmasEvePost1999Early1pmClose,
|
84
|
+
ChristmasEve1pmEarlyCloseAdhoc,
|
85
|
+
ChristmasEve2pmEarlyCloseAdhoc,
|
86
|
+
SatBeforeChristmasAdhoc,
|
87
|
+
SatAfterChristmasAdhoc,
|
88
|
+
# Retired Holidays
|
89
|
+
USVetransDayAdHoc,
|
90
|
+
SatAfterColumbusDayAdHoc,
|
91
|
+
USVeteransDay1934to1953,
|
92
|
+
# Adhoc Holidays
|
93
|
+
# 1885
|
94
|
+
UlyssesGrantFuneral1885,
|
95
|
+
# 1892
|
96
|
+
ColumbianCelebration1892,
|
97
|
+
# 1888
|
98
|
+
GreatBlizzardOf1888,
|
99
|
+
# 1889
|
100
|
+
WashingtonInaugurationCentennialCelebration1889,
|
101
|
+
# 1898
|
102
|
+
CharterDay1898,
|
103
|
+
WelcomeNavalCommander1898,
|
104
|
+
# 1899
|
105
|
+
AdmiralDeweyCelebration1899,
|
106
|
+
GarretHobartFuneral1899,
|
107
|
+
# 1901
|
108
|
+
McKinleyDeathAndFuneral1901,
|
109
|
+
QueenVictoriaFuneral1901,
|
110
|
+
MovedToProduceExchange1901,
|
111
|
+
EnlargedProduceExchange1901,
|
112
|
+
# 1902
|
113
|
+
KingEdwardVIIcoronation1902,
|
114
|
+
# 1903
|
115
|
+
NYSEnewBuildingOpen1903,
|
116
|
+
# 1908
|
117
|
+
GroverClevelandFuneral1pmClose1908,
|
118
|
+
# 1909
|
119
|
+
HudsonFultonCelebration1909,
|
120
|
+
# 1910
|
121
|
+
KingEdwardDeath11amyClose1910,
|
122
|
+
KingEdwardFuneral12pmOpen1910,
|
123
|
+
# 1912
|
124
|
+
JamesShermanFuneral1912,
|
125
|
+
# 1913
|
126
|
+
JPMorganFuneral12pmOpen1913,
|
127
|
+
WilliamGaynorFuneral12pmOpen1913,
|
128
|
+
# 1914
|
129
|
+
OnsetOfWWI1914,
|
130
|
+
# 1917
|
131
|
+
WeatherHeatClosing1917,
|
132
|
+
ParadeOfNationalGuardEarlyClose1917,
|
133
|
+
LibertyDay12pmEarlyClose1917,
|
134
|
+
DraftRegistrationDay1917,
|
135
|
+
# 1918
|
136
|
+
WeatherNoHeatClosing1918,
|
137
|
+
DraftRegistrationDay1918,
|
138
|
+
LibertyDay12pmEarlyClose1918,
|
139
|
+
FalseArmisticeReport1430EarlyClose1918,
|
140
|
+
ArmisticeSigned1918,
|
141
|
+
# 1919
|
142
|
+
RooseveltFuneral1230EarlyClose1919,
|
143
|
+
Homecoming27Division1919,
|
144
|
+
ParadeOf77thDivision1919,
|
145
|
+
BacklogRelief1919,
|
146
|
+
GeneralPershingReturn1919,
|
147
|
+
TrafficBlockLateOpen1919,
|
148
|
+
# 1920
|
149
|
+
TrafficBlockLateOpen1920,
|
150
|
+
OfficeLocationChange1920,
|
151
|
+
WallStreetExplosionEarlyClose1920,
|
152
|
+
# 1921
|
153
|
+
AnnunciatorBoardFire1pmLateOpen1921,
|
154
|
+
# 1923
|
155
|
+
HardingDeath1923,
|
156
|
+
HardingFuneral1923,
|
157
|
+
# 1924
|
158
|
+
WoodrowWilsonFuneral1230EarlyClose1924,
|
159
|
+
# 1925
|
160
|
+
EclipseOfSunLateOpen1925,
|
161
|
+
CromwellFuneral1430EarlyClose1925,
|
162
|
+
# 1927
|
163
|
+
LindberghParade1927,
|
164
|
+
# 1928
|
165
|
+
BacklogRelief1928,
|
166
|
+
BacklogRelief2pmEarlyClose1928,
|
167
|
+
# 1929
|
168
|
+
BacklogRelief1929,
|
169
|
+
BacklogRelief1pmEarlyClose1929,
|
170
|
+
BacklogRelief12pmLateOpen1929,
|
171
|
+
# 1930
|
172
|
+
TaftFuneral1230EarlyClose1930,
|
173
|
+
# 1933
|
174
|
+
CoolidgeFuneral1933,
|
175
|
+
BankHolidays1933,
|
176
|
+
GasFumesOnTradingFloor1230EarlyClose1933,
|
177
|
+
HeavyVolume1933,
|
178
|
+
HeavyVolume12pmLateOpen1933,
|
179
|
+
HeavyVolume11amLateOpen1933,
|
180
|
+
HeavyVolume2pmEarlyClose1933,
|
181
|
+
NRAdemonstration12pmEarlyClose1933,
|
182
|
+
# 1924
|
183
|
+
Snow11amLateOpen1934,
|
184
|
+
# 1936
|
185
|
+
KingGeorgeVFuneral11amLateOpen1936,
|
186
|
+
# 1944
|
187
|
+
SatClosings1944,
|
188
|
+
# 1945
|
189
|
+
RooseveltDayOfMourning1945,
|
190
|
+
SatClosings1945,
|
191
|
+
VJday1945,
|
192
|
+
NavyDay1945,
|
193
|
+
# 1946
|
194
|
+
RailroadStrike1946,
|
195
|
+
SatClosings1946,
|
196
|
+
# 1947
|
197
|
+
SatClosings1947,
|
198
|
+
# 1948
|
199
|
+
SatClosings1948,
|
200
|
+
SevereWeather1948,
|
201
|
+
# 1949
|
202
|
+
SatClosings1949,
|
203
|
+
# 1950
|
204
|
+
SatClosings1950,
|
205
|
+
# 1951
|
206
|
+
SatClosings1951,
|
207
|
+
# 1952
|
208
|
+
SatClosings1952,
|
209
|
+
# 1960
|
210
|
+
Snow11amLateOpening1960,
|
211
|
+
# 1963
|
212
|
+
KennedyAssassination1407EarlyClose,
|
213
|
+
KennedyFuneral1963,
|
214
|
+
# 1964
|
215
|
+
HooverFuneral1400EarlyClose1964,
|
216
|
+
# 1965
|
217
|
+
PowerFail1105LateOpen,
|
218
|
+
# 1966
|
219
|
+
TransitStrike2pmEarlyClose1966,
|
220
|
+
# 1967
|
221
|
+
Snow1015LateOpen1967,
|
222
|
+
Snow2pmEarlyClose1967,
|
223
|
+
Backlog2pmEarlyCloses1967,
|
224
|
+
# 1968
|
225
|
+
Backlog2pmEarlyCloses1968,
|
226
|
+
MLKdayOfMourning1968,
|
227
|
+
PaperworkCrisis1968,
|
228
|
+
# 1969 - 1970
|
229
|
+
PaperworkCrisis2pmEarlyCloses1969,
|
230
|
+
SnowClosing1969,
|
231
|
+
Snow11amLateOpen1969,
|
232
|
+
EisenhowerFuneral1969,
|
233
|
+
Storm1045LateOpen1969,
|
234
|
+
PaperworkCrisis230pmEarlyCloses1969,
|
235
|
+
FirstLunarLandingClosing1969,
|
236
|
+
PaperworkCrisis3pmEarlyCloses1969to1970,
|
237
|
+
# 1972
|
238
|
+
TrumanFuneral1972,
|
239
|
+
# 1973
|
240
|
+
JohnsonFuneral1973,
|
241
|
+
Ice11amLateOpen1973,
|
242
|
+
# 1974
|
243
|
+
MerrillLynchComputer1015LateOpen1974,
|
244
|
+
FireDrill1015LateOpen1974,
|
245
|
+
# 1975
|
246
|
+
Snow230EarlyClose1975,
|
247
|
+
# 1976
|
248
|
+
Storm1115LateOpen1976,
|
249
|
+
FireDrill1015LateOpen1976,
|
250
|
+
HurricaneWatch3pmEarlyClose1976,
|
251
|
+
# 1977
|
252
|
+
NewYorkCityBlackout77,
|
253
|
+
# 1978
|
254
|
+
Snow12pmLateOpen1978,
|
255
|
+
Snow2pmEarlyClose1978,
|
256
|
+
Snow11amLateOpen1978,
|
257
|
+
# 1981
|
258
|
+
ReaganAssassAttempt317pmEarlyClose1981,
|
259
|
+
ConEdPowerFail328pmEarlyClose1981,
|
260
|
+
# 1985
|
261
|
+
HurricaneGloriaClosings1985,
|
262
|
+
# 1987
|
263
|
+
Backlog2pmEarlyCloses1987,
|
264
|
+
Backlog230pmEarlyCloses1987,
|
265
|
+
Backlog3pmEarlyCloses1987,
|
266
|
+
Backlog330pmEarlyCloses1987,
|
267
|
+
# 1989
|
268
|
+
Fire11amLateOpen1989,
|
269
|
+
# 1990
|
270
|
+
ConEdXformer931amLateOpen1990,
|
271
|
+
# 1991
|
272
|
+
TroopsInGulf931LateOpens1991,
|
273
|
+
# 1994
|
274
|
+
Snow230pmEarlyClose1994,
|
275
|
+
NixonFuneral1994,
|
276
|
+
# 1995
|
277
|
+
Computer1030LateOpen1995,
|
278
|
+
# 1996
|
279
|
+
Snow11amLateOpen1996,
|
280
|
+
Snow2pmEarlyClose1996,
|
281
|
+
# 1997
|
282
|
+
CircuitBreakerTriggered330pmEarlyClose1997,
|
283
|
+
# 2001
|
284
|
+
September11Closings2001,
|
285
|
+
Sept11MomentSilence933amLateOpen2001,
|
286
|
+
EnduringFreedomMomentSilence931amLateOpen2001,
|
287
|
+
# 2002
|
288
|
+
Sept11Anniversary12pmLateOpen2002,
|
289
|
+
# 2003
|
290
|
+
IraqiFreedom932amLateOpen2003,
|
291
|
+
# 2004
|
292
|
+
ReaganMomentSilence932amLateOpen2004,
|
293
|
+
ReaganMourning2004,
|
294
|
+
# 2005
|
295
|
+
SystemProb356pmEarlyClose2005,
|
296
|
+
# 2006
|
297
|
+
FordMomentSilence932amLateOpen2006,
|
298
|
+
# 2007
|
299
|
+
FordMourning2007,
|
300
|
+
# 2012
|
301
|
+
HurricaneSandyClosings2012,
|
302
|
+
# 2018
|
303
|
+
GeorgeHWBushDeath2018,
|
304
|
+
# 2025
|
305
|
+
JimmyCarterDeath2025,
|
306
|
+
)
|
307
|
+
from pandas_market_calendars.market_calendar import MarketCalendar
|
308
|
+
|
309
|
+
# Useful resources for making changes to this file:
|
310
|
+
# http://www.nyse.com/pdfs/closings.pdf
|
311
|
+
# http://www.stevemorse.org/jcal/whendid.html
|
312
|
+
|
313
|
+
# Overwrite the default holiday calendar start_date of 1/1/70
|
314
|
+
AbstractHolidayCalendar.start_date = "1885-01-01"
|
315
|
+
|
316
|
+
|
317
|
+
class NYSEExchangeCalendar(MarketCalendar):
|
318
|
+
"""
|
319
|
+
Exchange calendar for NYSE from 1885-01-01
|
320
|
+
- Note: DJIA was first recorded 1885-02-16
|
321
|
+
|
322
|
+
REFERENCES:
|
323
|
+
- https://web.archive.org/web/20141224054812/http://www.nyse.com/about/history/timeline_trading.html
|
324
|
+
- https://www.marketwatch.com/story/a-brief-history-of-trading-hours-on-wall-street-2015-05-29
|
325
|
+
- http://www.ltadvisors.net/Info/research/closings.pdf
|
326
|
+
- https://github.com/rsheftel/pandas_market_calendars/files/6827110/Stocks.NYSE-Closings.pdf
|
327
|
+
|
328
|
+
NYSE OVERVIEW:
|
329
|
+
- 1792: 5 securities traded
|
330
|
+
- 1871: Continuous trading begins
|
331
|
+
- 1885 to 1887: trading hours Mon-Sat 10am to variable 2pm thru 4pm (coded as 3pm)
|
332
|
+
- 1887: trading hours Mon-Fri 10am-3pm Sat 10am-noon
|
333
|
+
- 1952-09-29: trading hours Mon-Fri 10am-3:30pm,
|
334
|
+
- Sat trading removed after Sept 27
|
335
|
+
- Last effective Saturday traded was May 24, 1952
|
336
|
+
- 1974: trading hours Mon-Fri 10am-4pm
|
337
|
+
- 1985: trading hours Mon-Fri 9:30am-4pm
|
338
|
+
|
339
|
+
#######################################
|
340
|
+
Regularly-Observed Holidays as of 2021:
|
341
|
+
#######################################
|
342
|
+
- New Years Day (observed on monday when Jan 1 is a Sunday)
|
343
|
+
- Martin Luther King Jr. Day (3rd Monday in January, only after 1998)
|
344
|
+
- Lincoln's Birthday (February 12th, only before 1954 starting in 1896)
|
345
|
+
- Washington's Birthday (February 22nd, before 1971 with rule change in 1964)
|
346
|
+
- Washington's Birthday (aka President's Day, 3rd Monday in February, after 1970)
|
347
|
+
- Good Friday (two days before Easter Sunday)
|
348
|
+
- Memorial Day (May 30th, before 1970, with rule change in 1964)
|
349
|
+
- Memorial Day (last Monday in May, after 1970)
|
350
|
+
- Independence Day (July 4th Sunday to Monday, before 1954)
|
351
|
+
- Independence Day (observed on the nearest weekday to July 4th, after 1953)
|
352
|
+
- Election Day (First Tuesday starting on November 2nd, between 1848 and 1967)
|
353
|
+
- Election Day (Every four years, first Tuesday starting on November 2nd, between 1968 and 1980)
|
354
|
+
- Veterans Day (November 11th, between 1934 and 1953)
|
355
|
+
- Columbus Day (October 12th, before 1954)
|
356
|
+
- Labor Day (first Monday in September)
|
357
|
+
- Thanksgiving (last Thursday in November, before 1939)
|
358
|
+
- Thanksgiving (second to last Thursday in November, between 1939 and 1941)
|
359
|
+
- Thanksgiving (fourth Thursday in November, after 1941)
|
360
|
+
- Christmas (December 25th, Sunday to Monday, before 1954)
|
361
|
+
- Christmas (observed on nearest weekday to December 25, after 1953)
|
362
|
+
|
363
|
+
################################
|
364
|
+
Regularly-Observed Early Closes:
|
365
|
+
################################
|
366
|
+
- July 3rd (Mondays, Tuesdays, and Thursdays, 1995 onward)
|
367
|
+
- July 5th (Fridays, 1995 onward, except 2013)
|
368
|
+
- Christmas Eve (except on Fridays, when the exchange is closed entirely)
|
369
|
+
- Day After Thanksgiving (aka Black Friday, observed from 1992 onward)
|
370
|
+
|
371
|
+
NOTE: Until 1993, the standard early close time for the NYSE was 2:00 PM.
|
372
|
+
From 1993 onward, it has been 1:00 PM.
|
373
|
+
|
374
|
+
####################################
|
375
|
+
Retired Regularly-Observed Holidays:
|
376
|
+
####################################
|
377
|
+
- Columbus Day (after 1953)
|
378
|
+
- Armistice/Veterans Day (after 1953)
|
379
|
+
|
380
|
+
#################################
|
381
|
+
Irregularities Openings/Closings:
|
382
|
+
#################################
|
383
|
+
begin reference: https://github.com/rsheftel/pandas_market_calendars/files/6827110/Stocks.NYSE-Closings.pdf
|
384
|
+
- Closed on Aug 8, 1885 (Sat): President Ulysses S. Grant funeral
|
385
|
+
- Closed on Jul 2, 1887 (Sat): Saturday before Independence Day
|
386
|
+
- Closed on Dec 24, 1887 (Sat): Christmas Eve
|
387
|
+
- Closed on Mar 12-13, 1888 (Mon-Tue): Blizzard of 1888
|
388
|
+
- Closed on Sep 1, 1888 (Sat): Saturday before Labor Day
|
389
|
+
- Closed on Nov 30, 1888 (Fri): Friday after Thanksgiving
|
390
|
+
- Closed on Apr 29 - May 1, 1889 (Mon-Wed): Centennial celbration of Washington's inauguration
|
391
|
+
- Closed on Jul 5, 1890 (Sat): Saturday after Independence Day
|
392
|
+
- Closed on Dec 26, 1891 (Sat): Saturday after Christmas
|
393
|
+
- Closed on Jul 2, 1892 (Sat): Saturday before Independence Day
|
394
|
+
- Closed on Oct 12, 1892 (Wed) Columbian Celebration (Columbus discovery of America)
|
395
|
+
- Closed on Oct 21-22, 1892 (Fri-Sat): Columbian Celebration
|
396
|
+
- Closed on Apr 27, 1893 (Thu): Columbian Celebration
|
397
|
+
- Closed on Dec 26, 1896 (Sat): Saturday after Christmas
|
398
|
+
- Closed on Apr 27, 1897 (Tue): Grant's birthday
|
399
|
+
- Closed on May 4, 1898 (Wed): NYC Charter Day
|
400
|
+
- Closed on Jul 2, 1898 (Sat): Saturday before Independence Day
|
401
|
+
- Closed on Aug 20, 1898 (Sat): Welcome of naval commanders
|
402
|
+
- Closed on Sep 3, 1898 (Sat): Saturday before Labor Day
|
403
|
+
- Closed on Dec 24, 1898 (Sat): Saturday before Christmas
|
404
|
+
- Closed on Feb 11, 1899 (Sat): Saturday before Lincoln's birthday
|
405
|
+
- Closed on May 29, 1899 (Mon): Monday before Decoration Day
|
406
|
+
- Closed on Jul 3, 1899 (Mon): Monday before Independence Day
|
407
|
+
- Closed on Sep 29-30, 1899 (Fri-Sat): Admiral Dewey Celebration
|
408
|
+
- Closed on Nov 25, 1899 (Sat): Funeral of Vice-President Garret A. Hobart
|
409
|
+
- Closed on Apr 14, 1900 (Sat): Saturday after Good Friday
|
410
|
+
- Closed on Sep 1, 1900 (Sat): Saturday before Labor Day
|
411
|
+
- Closed on Dec 24, 1900 (Mon): Christmas Eve
|
412
|
+
- Closed on Feb 2, 1901 (Sat): Funderal of Queen Victoria of England
|
413
|
+
- Closed on Feb 23, 1901 (Sat): Saturday after Washington's birthday
|
414
|
+
- Closed on Apr 6, 1901 (Sat): Saturday after Good Friday
|
415
|
+
- Closed on Apr 27, 1901 (Sat): Moved to temporary quarters in Produce Exchange
|
416
|
+
- Closed on May 11, 1901 (Sat): Enlarged temporary quarters in Produce Exchange
|
417
|
+
- Closed on Jul 5-6, 1901 (Fri-Sat): Days after Independence Day
|
418
|
+
- Closed on Aug 31, 1901 (Sat): Saturday before Labor Day
|
419
|
+
- Closed on Sep 14, 1901 (Sat): Death of President William McKinley
|
420
|
+
- Closed on Sep 19, 1901 (Thu): Funeral of President William McKinley
|
421
|
+
- Closed on Mar 29, 1902 (Sat): Saturday after Good Friday
|
422
|
+
- Closed on May 31, 1902 (Sat): Saturday after Decoration Day
|
423
|
+
- Closed on Jul 5, 1902 (Sat): Saturday after Independence Day
|
424
|
+
- Closed on Aug 9, 1902 (Sat): Coronation of King Edward VII of England
|
425
|
+
- Closed on Aug 30, 1902 (Sat): Saturday before Labor Day
|
426
|
+
- Closed on Feb 21, 1903 (Sat): Saturday before Washington's birthday
|
427
|
+
- Closed on Apr 11, 1903 (Sat): Saturday after Good Friday
|
428
|
+
- Closed on Apr 22, 1903 (Wed): Opening of the new NYSE building
|
429
|
+
- Closed on Sep 5, 1903 (Sat): Saturday before Labor Day
|
430
|
+
- Closed on Dec 26, 1903 (Sat): Saturday after Christmas
|
431
|
+
- Closed on May 28, 1904 (Sat): Saturday before Decoration Day
|
432
|
+
- Closed on Jul 2, 1904 (Sat): Saturday before Independence Day
|
433
|
+
- Closed on Sep 3, 1904 (Sat): Saturday before Labor Day
|
434
|
+
- Closed on Dec 24, 1904 (Sat): Saturday before Christmas
|
435
|
+
- Closed on Apr 22, 1905 (Sat): Saturday after Good Friday
|
436
|
+
- Closed on Feb 23, 1907 (Sat): Saturday after Washington's birthday
|
437
|
+
- Closed on Mar 30, 1907 (Sat): Saturday after Good Friday
|
438
|
+
- Closed on Aug 31, 1907 (Sat): Saturday before Labor Day
|
439
|
+
- Closed on Apr 18, 1908 (Sat): Saturday after Good Friday
|
440
|
+
- Early Close 1pm on Jun 25, 1908 (Fri): Former President Grover Cleveland funeral
|
441
|
+
- Closed on Sep 5, 1908 (Sat): Saturday before Labor Day
|
442
|
+
- Closed on Dec 26, 1908 (Sat): Saturday after Christmas
|
443
|
+
- Closed on Feb 13, 1909 (Sat): Saturday after Lincoln's birthday
|
444
|
+
- Closed on Apr 10, 1909 (Sat): Saturday after Good Friday
|
445
|
+
- Closed on May 29, 1909 (Sat): Saturday before Decoration Day
|
446
|
+
- Closed on Jul 3, 1909 (Sat): Saturday before Independence Day
|
447
|
+
- Closed on Sep 4, 1909 (Sat) Saturday before Labor Day
|
448
|
+
- Closed on Sep 25, 1909 (Sat): Reception Day of the Hudson-Fulton Celebration
|
449
|
+
- Closed on Mar 26, 1910 (Sat): Saturday after Good Friday
|
450
|
+
- Early Close 11am on May 7, 1910 (Sat): King Edward VII of England Death
|
451
|
+
- Late Open 12pm on May 20, 1910 (Fri): King Edward VII of England Funeral
|
452
|
+
- Closed on May 28, 1910 (Sat): Saturday before Decoration Day
|
453
|
+
- Closed on Jul 2, 1910 (Sat): Saturday before Independence Day
|
454
|
+
- Closed on Sep 3, 1910 (Sat): Saturday before Labor Day
|
455
|
+
- Closed on Dec 24, 1910 (Sat): Saturday before Christmas
|
456
|
+
- Closed on Apr 15, 1911 (Sat): Saturday after Good Friday
|
457
|
+
- Closed on Sep 2, 1911 (Sat): Saturday before Labor Day
|
458
|
+
- Closed on Dec 23, 1911 (Sat): Saturday before Christmas
|
459
|
+
- Closed on Aug 31, 1912 (Sat): Saturday before Labor Day
|
460
|
+
- Closed on Nov 2, 1912 (Sat): Vice-President James S. Sherman funeral
|
461
|
+
- Closed on Mar 22, 1913 (Sat): Saturday after Good Friday
|
462
|
+
- Late Open 12pm on Apr 14, 1913 (Mon): JP Morgan funeral
|
463
|
+
- Closed on May 31, 1913 (Sat): Saturday after Decoration Day
|
464
|
+
- Closed on Jul 5, 1913 (Sat): Saturday after Independence Day
|
465
|
+
- Closed on Aug 30, 1913 (Sat): Saturday before Labor Day
|
466
|
+
- Late Open 12pm on Sep 22, 1913 (Mon): Mayor William J. Gaynor funeral
|
467
|
+
- Closed on Jul 31-Dec 11, 1914: Pending outbreak of World War I.
|
468
|
+
- Bonds reopn Nov 28, 1914 for limited trading with restrictions
|
469
|
+
- Stocks (limited in number) reopen Dec 12, 1914 with restrictions
|
470
|
+
- Stocks (all stocks) reopen Dec 14, 1914 with restrictions
|
471
|
+
- Restrictions removed on Apr 1, 1915
|
472
|
+
- Closed on Dec 30, 1916 (Sat): Saturday before New Year's Day
|
473
|
+
- Closed on Jun 5, 1917 (Tue): Draft Registraion Day
|
474
|
+
- Closed on Aug 4, 1917 (Sat): Heat
|
475
|
+
- Early Close 12pm on Aug 29, 1917 (Wed): Parade of National Guard
|
476
|
+
- Closed on Sep 1, 1917 (Sat): Saturday before Labor Day
|
477
|
+
- Closed on Oct 13, 1917 (Sat): Saturday after Columbus Day
|
478
|
+
- Early Close 12pm on Oct 24, 1917 (Wed): Liberty Day
|
479
|
+
- Closed on Jan 28, 1918 (Mon): Heatless day
|
480
|
+
- Closed on Feb 4, 1918 (Mon): Heatless day
|
481
|
+
- Closed on Feb 11, 1918 (Mon): Heatless day
|
482
|
+
- Early Close 12pm on Apr 26, 1918 (Fri): Liberty Day
|
483
|
+
- NOT IMPLEMENTED: Break from 11am to 12pm on Jul 11, 1918 (Thu): Former Mayor John Purroy Mitchell funeral
|
484
|
+
- Closed on Sep 12, 1918 (Thu): Draft registration day
|
485
|
+
- Early Close 2:30pm on Nov 7, 1918 (Thu): False armistice report
|
486
|
+
- Closed on Nov 11, 1918 (Mon): Armistice signed
|
487
|
+
- Early Close 12:30pm on Jan 7, 1919 (Tue): Former President Theodore Roosevelt funeral
|
488
|
+
- Closed on Mar 25, 1919 (Tue): Homecoming of 27th Division
|
489
|
+
- Closed on May 6, 1919 (Tue): Parade of 77th Division
|
490
|
+
- Closed on May 31, 1919 (Sat): Saturday after Decoratin Day
|
491
|
+
- Closed on Jul 5, 1919 (Sat): Saturday after Independence Day
|
492
|
+
- Closed on Jul 19, 1919 (Sat): Heat and backlog catch up
|
493
|
+
- Closed on Aug 2, 1919 (Sat): Backlog catch up
|
494
|
+
- Closed on Aug 16, 1919 (Sat): Backlog catch up
|
495
|
+
- Closed on Aug 30, 1919 (Sat): Saturday before Labor Day
|
496
|
+
- Closed on Sep 10, 1919 (Wed): Return of General John J. Pershing
|
497
|
+
- Late Open 10:30am on Dec 30, 1919 (Tue): Traffic block
|
498
|
+
- Late Open 10:30am on Feb 6, 1920 (Fri): Traffic block
|
499
|
+
- Closed on Apr 3, 1920 (Sat): Saturday after Good Friday
|
500
|
+
- Closed on May 1, 1920 (Sat): Many firms changed office locations
|
501
|
+
- Closed on Jul 3, 1920 (Sat): Saturday before Independence Day
|
502
|
+
- Closed on Sep 4, 1920 (Sat): Saturday before Labor Day
|
503
|
+
- Early Close 12pm on Sep 16, 1920 (Thu): Wall Street explosion
|
504
|
+
- Closed on May 28, 1921 (Sat): Saturday before Decoration Day
|
505
|
+
- Closed on Jul 2, 1921 (Sat): Saturday before Independence Day
|
506
|
+
- Late Open 1pm on Aug 2, 1921 (Tue): Fire in annunciator board
|
507
|
+
- Closed on Sep 3, 1921 (Sat): Saturday before Labor Day
|
508
|
+
- Closed on Dec 23, 1922 (Sat): Saturday before Christmas
|
509
|
+
- Closed on Aug 3, 1923 (Fri): President Warren G. Harding death
|
510
|
+
- NOT IMPLEMENTED: Break 11am to 12:30pm on Aug 8, 1923 (Wed): President Warren G. Harding funeral
|
511
|
+
- Closed on Aug 10, 1923 (Fri): President Warren G. Harding funeral
|
512
|
+
- Early Close 12:30pm on Feb 6, 1924 (Wed): Former President Woodrow Wilson funderal
|
513
|
+
- Closed on May 31, 1924 (Sat): Saturday after Decoration Day
|
514
|
+
- Late Open 10:45am on Jan 24, 1925 (Sat): Eclipse of sun
|
515
|
+
- Early Close 2:30pm on Sep 18, 1925 (Fri): Seymour L. Cromwell funeral (former NYSE president)
|
516
|
+
- Closed on Dec 26, 1925 (Sat): Saturday after Christmas
|
517
|
+
- Closed on May 29, 1926 (Sat): Saturday before Decoration Day
|
518
|
+
- Closed on Jul 3, 1926 (Sat): Saturday before Independence Day
|
519
|
+
- Closed on Sep 4, 1926 (Sat): Saturday before Labor Day
|
520
|
+
- Closed on Jun 13, 1927 (Mon): Colonel Charles A. Lindberg parade
|
521
|
+
- Closed on Apr 7, 1928 (Sat): Backlog catch up
|
522
|
+
- Closed on Apr 21, 1928 (Sat): Backlog catch up
|
523
|
+
- Closed on May 5, 1928 (Sat): Backlog catch up
|
524
|
+
- Closed on May 12, 1928 (Sat): Backlog catch up
|
525
|
+
- Closed on May 19, 1928 (Sat): Backlog catch up
|
526
|
+
- Early Closes May 21-25, 1928 (Mon-Fri): Backlog catch up
|
527
|
+
- Closed on May 26, 1928 (Sat): Backlog catch up
|
528
|
+
- Closed on Nov 24, 1928 (Sat): Backlog catch up
|
529
|
+
- Closed on Feb 9, 1929 (Sat): Backlog catch up
|
530
|
+
- Closed on Feb 23, 1929 (Sat): Saturday after Washington's birthday
|
531
|
+
- Closed on Mar 30, 1929 (Sat): Saturday after Good Friday
|
532
|
+
- Closed on Aug 31, 1929 (Sat): Saturday before Labor Day
|
533
|
+
- Late Open 12pm on Oct 31, 1929 (Thu): Backlog catch up and relieve personnel
|
534
|
+
- Closed on Nov 1-2, 1929 (Fri-Sat): Backlog catch up and relieve personnel
|
535
|
+
- Early Closes 1pm on Nov 6-8, 1929 (Wed-Fri): Backlog catch up and relieve personnel
|
536
|
+
- Closed on Nov 9, 1929 (Sat): Backlog catch up and relieve personnel
|
537
|
+
- Early Closes 1pm on Nov 11-15, 1929 (Mon-Fri): Backlog catch up and relieve personnel
|
538
|
+
- Closed on Nov 16, 1929 (Sat): Backlog catch up and relieve personnel
|
539
|
+
- Closed on Nov 18-22, 1929 (Mon-Fri): Backlog catch up and relieve personnel
|
540
|
+
- Closed on Nov 23, 1929 (Sat): Backlog catch up and relieve personnel
|
541
|
+
- Closed on Nov 29-30, 1929 (Fri-Sat): Backlog catch up and relieve personnel
|
542
|
+
- Early Close 12:30pm on Mar 11, 1930 (Tue): Former President William Howard Taft funeral
|
543
|
+
- Closed on Apr 19, 1930 (Sat): Saturday after Good Friday
|
544
|
+
- Closed on May 31, 1930 (Sat): Saturday after Decoration Dday
|
545
|
+
- Closed on Jul 5, 1930 (Sat): Saturday after Independence Day
|
546
|
+
- Closed on Aug 30, 1930 (Sat): Saturday before Labor Day
|
547
|
+
- Closed on Sep 5, 1931 (Sat): Saturday before Labor Day
|
548
|
+
- Closed on Dec 26, 1931 (Sat): Saturday after Christmas
|
549
|
+
- Closed on Jul 2, 1932 (Sat): Saturday before Independence Day
|
550
|
+
- Closed on Jan 7, 1933 (Sat): Former President Calvin Coolidge funeral
|
551
|
+
- Closed on Mar 4, 1933 (Sat): State banking holiday
|
552
|
+
- Closed on Mar 6-14, 1933 (Mon-Tue): National banking holiday
|
553
|
+
- Late Open 12pm on Jul 24-25, 1933 (Mon-Tue): Volume activity
|
554
|
+
- Late Opens AND Early Closes on Jul 26-28, 1933 (Wed-Fri): Volume activity
|
555
|
+
- Closed on July 29, 1933 (Sat): Volume activity
|
556
|
+
- Early Close 12:30pm on Aug 4, 1933 (Fri): Gas fumes on trading floor
|
557
|
+
- Closed on Aug 5, 1933 (Sat): Volume activity
|
558
|
+
- Closed on Aug 12, 1933 (Sat): Volume activity
|
559
|
+
- Closed on Aug 19, 1933 (Sat): Volume activity
|
560
|
+
- Closed on Aug 26, 1933 (Sat): Volume activity
|
561
|
+
- Closed on Sep 2, 1933 (Sat): Volume activity
|
562
|
+
- Early Close 12pm on Sep 13, 1933 (Wed): NRA demonstration
|
563
|
+
- Late Open 11am on Feb 20, 1934 (Tue): severe snowstorm
|
564
|
+
- Late Open 11am on Jan 28, 1936 (Tue): King George V of England funeral
|
565
|
+
- Closed on Dec 26, 1936 (Sat): Saturday after Christmas
|
566
|
+
- Closed on May 29, 1937 (Sat): Saturday before Decoration Day
|
567
|
+
- Closed on Jul 3, 1937 (Sat): Saturday before Independence Day
|
568
|
+
- NOT IMPLEMENTED Break from 12-13:00 on May 18, 1942 (Mon): NYSE 150th anniversary
|
569
|
+
- NOT IMPLEMENTED Break from 14:32-14:58 on Oct 22, 1942 (Thu): Civil Defense drill
|
570
|
+
- NOT IMPLEMENTED Break from 14:38-14:59 on Oct 26, 1943 (Tue): Civil Defense drill
|
571
|
+
- Reopened from 15:20-15:40 under special rule of the Board
|
572
|
+
- Closed on Aug 19, 1944 (Sat)
|
573
|
+
- Closed on Aug 26, 1944 (Sat)
|
574
|
+
- Closed on Sep 2, 1944 (Sat)
|
575
|
+
- Closed on Apr 14, 1945 (Sat): President Franklin D. Roosevelt National Day of mourning
|
576
|
+
- NOT IMPLEMENTED Break 11:00-13:00 on Jun 19, 1945 (Tue): Parade for General Eisenhower
|
577
|
+
- Closed on Saturdays Jul 7-Sep 1, 1945
|
578
|
+
- Closed on Aug 15-16, 1945 (Wed-Thu): VJ Day. End of World War II
|
579
|
+
- Closed on Oct 13, 1945 (Sat): Saturday after Columbus Day
|
580
|
+
- Closed on Oct 27, 1945 (Sat): Navy Day
|
581
|
+
- Closed on Dec 24, 1945 (Mon): Christmas Eve
|
582
|
+
- Closed on Feb 23, 1946 (Sat): Saturday after Washington's birthday
|
583
|
+
- Closed on May 25, 1946 (Sat): Railroad strike
|
584
|
+
- Closed on Saturdays Jun 1-Sep 28, 1946 (Sat-Sat)
|
585
|
+
- Closed on Saturdays May 31-Sep 27, 1947 (Sat-Sat)
|
586
|
+
- Closed on Jan 3, 1948 (Sat): severe weather
|
587
|
+
- Closed on Saturdays May 29-Sep 25, 1948 (Sat-Sat)
|
588
|
+
- Closed on Saturdays May 28-Sep 4, 1948 (Sat-Sat)
|
589
|
+
- Cosed on Dec 24, 1949 (Sat): Christmas Eve
|
590
|
+
- Closed on Saturdays Jun 3-Sep 30, 1950 (Sat-Sat)
|
591
|
+
- Closed on Dec 12, 1950 (Sat): Saturday before Christmas Eve
|
592
|
+
- NOT IMPLEMENTED Break from 11:00-13:00 on Apr 20, 1951 (Fri): Parade for General MacArthur
|
593
|
+
- Closed on Saturdays Jun 2-Sep 29, 1951 (Sat-Sat)
|
594
|
+
- NOT IMPLEMENTED Break from 10:33-11:05 (Wed): Civil Defense Drill
|
595
|
+
- Early Close 1pm on Dec 24, 1951 (Mon): Christmas Eve
|
596
|
+
- Closed on Saturdays May 31-Sep 27, 1952 (Sat-Sat)
|
597
|
+
- As of Sep 29, 1952 Saturdays were retired as trading days
|
598
|
+
- As of Sep 29, 1952, M-F trading closes at 3:30pm (30 minutes longer)
|
599
|
+
- NOT IMPLEMENTED Break 10:02-10:32 on Jun 14, 1954 (Mon): Civil Defense drill
|
600
|
+
- Closed on Dec 24, 1954 (Fri): Christmas Eve
|
601
|
+
- NOT IMPLEMENTED Break 14:05-14:35 on Jun 15, 1955 (Wed): Civil Defense drill
|
602
|
+
- Closed on Dec 24, 1956 (Mon): Christmas Eve
|
603
|
+
- NOT IMPLEMENTED Break 13:45-14:15 on Jul 12, 1957 (Fri): Civil Defense drill
|
604
|
+
- NOT IMPLEMENTED Break 10:30-10:50 on May 6, 1958 (Tue): Civil Defense drill
|
605
|
+
- Closed on Dec 26, 1958 (Fri): Day after Christmas
|
606
|
+
- NOT IMPLEMENTED Break 13:30-13:50 on Apr 17, 1959 (Fri): Civil Defense drill
|
607
|
+
- NOT IMPLEMENTED Break 14:16-14:40 on May 3, 1960 (Tue): Civil Defense drill
|
608
|
+
- Late Open 11:00 on Dec 12, 1960 (Mon): severe snowstorm
|
609
|
+
- Closed on May 29, 1961 (Mon): Day before Decoration Day
|
610
|
+
- Early Close 14:07 on Nov 22, 1963 (Fri): President John F. Kennedy assassintion
|
611
|
+
- Closed on Nov 25, 1963 (Mon): President John F. Kennedy funeral
|
612
|
+
- Early Close 14:00 on Oct 23, 1964 (Fri): Former President Herbert C. Hoover funeral
|
613
|
+
- NOT IMPLEMENTED Break 11:00-11:02 on Jan 25, 1965 (Mon): Sir Winston Churchill 2 minutes of silence
|
614
|
+
- Late Open 11:05 on Nov 10, 1965 (Wed): Power failure in NY grid supply
|
615
|
+
- Closed on Dec 24, 1965 (Fri): Christmas Eve
|
616
|
+
- Early Closes 14:00 on Jan 6-14, 1966 (Thu-Fri): Transit strike
|
617
|
+
- NOT IMPLEMENTED Break 13:00-13:01 on Feb 3, 1967 (Fri): Apollo I disaster moment of silence
|
618
|
+
- Late Open 10:15 AND Early Close 14:00 on Feb 7, 1967 (Tue): snowstorm
|
619
|
+
- NOT IMPLEMENTED Break 12:58-13:13 on May 17, 1967 (Wed): Vice President Humphrey spoke in honor of NYSE's 175th anniversary
|
620
|
+
- Early Closes 14:00 on Aug 8-18, 1967 (Tue-Fri): Backlog catch up
|
621
|
+
- Early Closes 14:00 on Jan 22-Mar 1, 1968 (Mon-Fri): Backlog catch up
|
622
|
+
- Closed on Feb 12, 1968 (Mon): Lincoln's birthday (offices open, trading closed)
|
623
|
+
- NOT IMPLEMENTED Break 11:00-11:01 on Apr 5, 1968 (Fri): Dr. Martin Luther King, Jr. moment of silence
|
624
|
+
- Closed on Apr 9, 1968 (Tue): Martin Luther King, Jr. day or mourning
|
625
|
+
- NOT IMPLEMENTED Break 11:00-11:02 on Jun 6, 1968 (Fri): Senator Robert F. Kennedy moment of silence
|
626
|
+
- 4 day workweek Closed on a Wednesday OR Holiday from Jun 12-Dec 31, 1968: Paperwork crisis
|
627
|
+
- Closed on July 5, 1968 (Fri): Day after Independence Day
|
628
|
+
- Early Closes 14:00 on Jan 2-Jul 3, 1969: Paperwork Crisis
|
629
|
+
- Closed on Feb 10, 1969 (Mon): heavy snow
|
630
|
+
- Late open 11am on Feb 11, 1969 (Tue): heavy snow
|
631
|
+
- NOT IMPLEMENTED Break 13:30-13:32 on Mar 28, 1969 (Fri): Former President Dwight D. Eisenhower moment of silence
|
632
|
+
- Closed on Mar 31, 1969 (Mon): Former President Dwight D. Eisenhower funeral
|
633
|
+
- Late Open 10:45 on Jun 2, 1969 (Mon): storm
|
634
|
+
- Early Closes 14:30 on Jul 7-Sep 26,1969 (Mon-Fri): Paperwork Crisis
|
635
|
+
- Closed on Jul 21, 1969 (Mon): National Day of Participation for lunar exploration
|
636
|
+
- NOT IMPLEMENTED Break 12:35-13:05 on Sep 3, 1969 (Wed): power failure
|
637
|
+
- Early Closes 15:00 on Sep 29, 1969 to May 1, 1970: Paperwork Crisis
|
638
|
+
- Closed on Dec 28, 1972 (Thu): Former President Harry S. Truman funeral
|
639
|
+
- Closed on Jan 25, 1973 (Thu): Former President Lyndon B. Johnson funeral
|
640
|
+
- Late Open 11am on Dec 17, 1973 (Mon): ice storm
|
641
|
+
- Late Open 10:15 on Jan 16, 1974 (Wed): Merrill Lynch computer trouble
|
642
|
+
- NOT IMPLEMENTED Break 11:09-11:35 on Apr 10, 1974 (Wed): computer malfunction
|
643
|
+
- NOT IMPLEMENTED Break 11:46-12:22 on Oct 15, 1974 (Wed): Ticker down at 11:37 to 12:22
|
644
|
+
- Late Open 10:15 on Nov 22, 1974 (Fri): Fire drill
|
645
|
+
- Early Close 14:00 on Dec 24, 1974 (Tue): Christmas Eve
|
646
|
+
- NOT IMPLEMENTED Break 10:07-10:50 on Jan 7, 1975 (Tue): Computer stopped
|
647
|
+
- NOT IMPLEMENTED Break 13:24-13:45 on Jan 15, 1975 (Wed): Computer stopped
|
648
|
+
- NOT IMPLEMENTED Break 10:24-11:00 on Feb 7, 1975 (Fri): Computer failure
|
649
|
+
- Early Close 14:30 on Feb 12, 1975 (Wed): snowstorm
|
650
|
+
- NOT IMPLEMENTED Break 10:09-10:35 on Apr 9, 1975 (Wed): Computer stopped
|
651
|
+
- Early Close 14:00 on Dec 24, 1975 (Wed): Christmas Eve
|
652
|
+
- Late Open 11:15 on Feb 2, 1976 (Mon): storm
|
653
|
+
- Late Open UNKNOWN (coded as 10:15) on Jun 8, 1976 (Tue): fire drill
|
654
|
+
- Early Close 15:00 on Aug 9, 1976 (Mon): hurricane watch
|
655
|
+
- NOT IMPLEMENTED Break 1 minute time UNKNOWN on Nov 4, 1976 (Thu): Former NYSE Chair Gustave L. Levy moment of silence
|
656
|
+
- NOT IMPLEMENTED Break 11:00-11:01 on Feb 24, 1977 (Thu): Former NYSE Chair John A. Coleman moment of silence
|
657
|
+
- NOT IMPLEMENTED Break 10:24-11:45 on Mar 1, 1977 (Tue): Fire on moving ramp between trading floor and Blue Room
|
658
|
+
- Closed on July 14, 1977 (Thu): Power failure in NYC
|
659
|
+
- Late Open 12pm on Jan 20, 1978 (Fri): snowstorm
|
660
|
+
- Early Close 2pm on Feb 6, 1978 (Mon): snowstorm
|
661
|
+
- Late Open 11am on Feb 7, 1978 (Tue): snowstorm
|
662
|
+
- NOT IMPLEMENTED Break 1 minute time UNKNOWN on Dec 13, 1979 (Thu): Former NYSE Chair Robert L. Stott minute of silence
|
663
|
+
- NOT IMPLEMENTED Break 11:11-12:04 on Oct 13, 1980 (Mon): Computer malfunction
|
664
|
+
- NOT IMPLEMENTED Break 1 minute time UNKNOWN on Dec 30, 1980 (Tue): Former NYSE Chair James Crane Kellogg III moment of silence
|
665
|
+
- Early Close 3:17pm on Mar 30, 1981 (Mon): President Reagan assassination attempt
|
666
|
+
- Early Close 3:28pm on Sep 9, 1981 (Wed): Con Edison power failure
|
667
|
+
- NOT IMPLEMENTED Break 12:26-12:45pm on Sep 16, 1981 (Wed): Fire alarm malfunction
|
668
|
+
- NOT IMPLEMENTED Break 10:25-11:00am on Dec 28, 1982 (Tue): small fire
|
669
|
+
- NOT IMPLEMENTED Break 13:51-15:30 on Oct 13, 1983 (Thu): low speed ticker malfunction
|
670
|
+
- Closed on Sep 27, 1985 (Fri): Hurricane Gloria
|
671
|
+
- NOT IMPLEMENTED Break 11:00-11:01 on Jan 29, 1986 (Wed): Challenger space crew moment of silence
|
672
|
+
- Early Closes 2pm on Oct 23-30, 1987 (Fri-Fri): October 19th break volume
|
673
|
+
- Early Closes 2:30pm on Nov 2-4, 1987 (Mon-Wed): reason not given volume assumed
|
674
|
+
- Early Closes 3pm on Nov 5-6, 1987 (Thu-Fri): reason not given volume assumed
|
675
|
+
- Early Closes 3:30pm on Nov 9-11, 1987 (Mon-Wed): Trading floor and clerical staff strike
|
676
|
+
- Late Open 11am on Nov 10, 1989 (Fri): Electrical fire
|
677
|
+
- NOT IMPLEMENTED Break 9:41-11:15 on Nov 23, 1990 (Fri): Internal power failure
|
678
|
+
- Early Close 2pm on Dec 24, 1990 (Mon): Christmas Eve
|
679
|
+
- Late Open 11am on Dec 27, 1990 (Thu): explosion of Con Edison transformer
|
680
|
+
- Late Open 9:31am on Jan 17, 1991 (Thu): American troops in Persian Gulf moment of silence
|
681
|
+
- Late Open 9:31am on Feb 25, 1991 (Thu): American troops in Persian Gulf moment of silence
|
682
|
+
- NOT IMPLEMENTED Break 10:21-10:45am on Oct 22, 1991 (Tue): power dip
|
683
|
+
- Early Close 2pm on Dec 24, 1991 (Tue): Christmas Eve
|
684
|
+
- NOT IMPLEMENTED Break 1 minute time UNKNOWN on Mar 19, 1992 (Thu): Former NYSE Chair Bernard J. Lasker moment of silence
|
685
|
+
- NOT IMPLEMENTED Break 1 minute time UNKNOWN on May 15, 1992 (Fri): Former NYSE President G. Keith Funston moment of silence
|
686
|
+
- NOT IMPELMENTED Break 1 minute time UNKNOWN on Jun 15, 1992 (Mon): Former NYSE President Robert W. Haack moment of silence
|
687
|
+
- Early Close 2pm on Nov 27, 1992 (Fri): Day after Thanksgiving
|
688
|
+
- Early Close 2pm on Dec 24, 1992 (Thu): Christmas Eve
|
689
|
+
- Early Close 1pm on Nov 26, 1993 (Fri): Day after Thanksgiving
|
690
|
+
- Early Close 14:30 on Feb 11, 1994 (Fri): snowstorm
|
691
|
+
- NOT IMPLEMENTED Break 12:00-12:02 on Apr 25, 1994 (Mon): Former President Richard M. Nixon moment of silence
|
692
|
+
- Closed on Apr 27, 1994 (Wed): Former President Richard M. Nixon funderal
|
693
|
+
- Early Close 1pm on Nov 25, 1994 (Fri): Day after Thanksgiving
|
694
|
+
- NOT IMPLEMENTED Break 10:02-10:03 on Apr 26, 1995 (Wed): Oklahoma City bombing victims moment of silence
|
695
|
+
- Early Close 1pm on Jul 3, 1995 (Mon): Day before Independence Day
|
696
|
+
- Early Close 1pm on Nov 24, 1995 (Fri): Day after Thanksgiving
|
697
|
+
- Late Open 10:30am on Dec 18, 1995 (Mon): Computer system troubles
|
698
|
+
- Late Open 11am AND Early Close 2pm on Jan 8, 1996 (Mon): snowstorm
|
699
|
+
- NOT IMPLEMENTED Break time UNKNOWN on Apr 4, 1996 (Thu): Commerce Secretary Ron Brown and others killed in Balkans plane crash
|
700
|
+
- Early Close 1pm on July 5, 1996 (Fri): Day after Independence Day
|
701
|
+
- Early Close 1pm on Nov 29, 1996 (Fri): Day after Thanksgiving
|
702
|
+
- Early Close 1pm on Dec 24, 1996 (Tue): Christmas Eve
|
703
|
+
- Early Close 1pm on Jul 3, 1997 (Thu): Day before Independence Day
|
704
|
+
- NOT IMPLEMENTED Break 14:35-15:05 on Oct 27, 1997 (Mon): Circuit breaker triggered
|
705
|
+
- Early Close 3:30pm on Oct 27, 1997 (Mon): Circuit breaker triggered
|
706
|
+
- Early Close 1pm on Nov 28, 1997 (Fri): Day after Thanksgiving
|
707
|
+
- Early Close 1pm on Dec 24, 1997 (Wed): Christmas Eve
|
708
|
+
- Early Close 1pm on Dec 26, 1997 (Fri): Friday after Christmas
|
709
|
+
- NOT IMPLEMENTED Break time UNKNOWN on Jul 29, 1998 (Wed): Former NYSE President William McChesney Marting, Jr. moment of silence
|
710
|
+
- NOT IMPLEMENTED Break 13:16-14:15 on Oct 26, 1998 (Mon): Computer switch malfunction
|
711
|
+
- Early Close 1pm on Nov 27, 1998 (Fri): Day after Thanksgiving
|
712
|
+
- Early Close 1pm on Dec 24, 1998 (Thu): Christmas Eve
|
713
|
+
- NOT IMPLEMENTED Break 10:00-10:02 on Mar 25, 1999 (Thu): NATO troops in Kosovo minute of silence
|
714
|
+
- NOT IMPLEMENTED Break 12:00-12:02 on Apr 26, 1999 (Mon): Columbine High School killings moment of silence
|
715
|
+
- Early Close 1pm on Nov 26, 1999 (Fri): Day after Thanksgiving
|
716
|
+
- Early Close 1pm on Dec 24, 1999 (Fri): Christmas Eve
|
717
|
+
- NOT IMPLEMENTED Break 12:00-12:01 on Feb 16, 2000 (Wed): Former NYSE Chair Walter N. Frank moment of silence
|
718
|
+
- NOT IMPLEMENTED Break 12:00-12:01 on May 4, 2000 (Thu): Archbishop of NY Cardinal John O'Connor moment of silence
|
719
|
+
- Early Close 1pm on Jul 3, 2000 (Mon): Day before Independence Day
|
720
|
+
- Early Close 1pm on Nov 24, 2000 (Fri): Day after Thanksgiving
|
721
|
+
- NOT IMPLEMENTED Break 10:10-11:35 on Jun 8, 2001 (Fri): computer systems connectivity problem
|
722
|
+
- Early Close 1pm on Jul 3, 2001 (Tue): Day before Independence Day
|
723
|
+
- Closed on Sep 11-14, 2001 (Tue-Fri): Terrorist attack on World Trade Center
|
724
|
+
- Late Open 9:33am on Sep 17, 2001 (Mon): 2 minutes silence in honor of lives lost on 9/11
|
725
|
+
- Late Open 9:31am on Oct 8, 2001 (Mon): 1 minute silence for troops engaged in Operation Enduring Freedom
|
726
|
+
- Early Close 1pm on Nov 23, 2001 (Fri): Day after Thanksgiving
|
727
|
+
- Early Close 1pm on Dec 24, 2001 (Mon): Christmas Eve
|
728
|
+
- NOT IMPLEMENTED Break 10:29-10:31 on May 30, 2002 (Thu): Commemorate end of recovery work at Ground Zero
|
729
|
+
- Early Close 1pm on Jul 5, 2002 (Fri): Day after Independence Day
|
730
|
+
- Late Opening 12:00pm on Sep 11, 2002 (Wed): 1 year anniversary of 9/11 attack
|
731
|
+
- Early Close 1pm on Nov 29, 2002 (Fri): Day after Thanksgiving
|
732
|
+
- Early Close 1pm on Dec 24, 2002 (Tue): Christmas Eve
|
733
|
+
- NOT IMPLEMENTED Break 11:00-11:02 on Feb 3, 2002 (Mon): Columbia Space Shuttle lives lost moment of silence
|
734
|
+
- Late Opening 9:32am on Mar 20, 2003 (Thu): Operation Iraqi Freedom Troops moment of silence
|
735
|
+
- Early Close 1pm on Jul 3, 2003 (Thu): Day before Independence Day
|
736
|
+
- NOT IMPLEMENTED multiple 1-minute Breaks 9:59 and 10:29 on Sep 11, 2003 (Thu): 9/11 Commemoration
|
737
|
+
- Early Close 1pm on Nov 28, 2003 (Fri): Day after Thanksgiving
|
738
|
+
- Early Close 1pm on Dec 24, 2003 (Wed): Christmas Eve
|
739
|
+
- Early Close 1pm on Dec 26, 2003 (Fri): Friday after Christmas
|
740
|
+
- Late Open 9:32am on Jun 7, 2004 (Mon): Former President Ronald Reagan death moment of silence
|
741
|
+
- Closed on Jun 11, 2004 (Fri): Former President Ronald Reagan National Day of Mourning
|
742
|
+
- Early Close 1pm on Nov 26, 2004 (Fri): Day after Thanksgiving
|
743
|
+
- Early Close 3:56pm on Jun 1, 2005 (Wed): Systems communication problem
|
744
|
+
- Early Close 1pm on Nov 25, 2005 (Fri): Day after Thanksgiving
|
745
|
+
- Early Close 1pm on Jul 3, 2006 (Mon): Day before Independence Day
|
746
|
+
- Early Close 1pm on Nov 24, 2006 (Fri): Day after Thanksgiving
|
747
|
+
- Late Open 9:32am on Dec 27, 2006 (Wed): Former President Gerald Ford moment of silence
|
748
|
+
- Closed on Jan 2, 2007 (Tue): Former President Gerald Ford National Day of Mourning
|
749
|
+
- Early Close 1pm on Jul 3, 2007 (Tue): Day before Independence Day
|
750
|
+
- Early Close 1pm on Nov 23, 2007 (Fri): Day after Thanksgiving
|
751
|
+
- Early Close 1pm on Dec 24, 2007 (Mon): Christmas Eve
|
752
|
+
- Early Close 1pm on Jul 4, 2008 (Thu): Day before Independence Day
|
753
|
+
- Early Close 1pm on Nov 28, 2008 (Fri): Day after Thanksgiving
|
754
|
+
- Early Close 1pm on Dec 24, 2008 (Wed): Christmas Eve
|
755
|
+
- NOT IMPLEMENTED Extended Close 4:15pm on Jul 2, 2009 (Thu): Execute customer orders impacted by system irregularities
|
756
|
+
- Early Close 1pm on Nov 27, 2009 (Fri): Day after Thanksgiving
|
757
|
+
- Early Close 1pm on Dec 24, 2009 (Thu): Christmas Eve
|
758
|
+
- Early Close 1pm on Nov 26, 2010 (Fri): Day after Thanksgiving
|
759
|
+
- NOT IMPLEMENTED Break 11:00-11:01 on Jan 10, 2011 (Mon): Arizona shooting victims moment of silence
|
760
|
+
|
761
|
+
end of reference: https://github.com/rsheftel/pandas_market_calendars/files/6827110/Stocks.NYSE-Closings.pdf
|
762
|
+
*******************************************************************
|
763
|
+
|
764
|
+
https://www.streetinsider.com/Insiders+Blog/NYSE+Releases+2010+and+2011+Holiday+Calendar/4915576.html
|
765
|
+
- Early Close 1pm on Nov 25, 2011 (Fri): Day after Thanksgiving
|
766
|
+
|
767
|
+
https://holidaystracker.com/stock-market/new-york-stock-exchange-holidays-2012/
|
768
|
+
- Early Close 1pm on Jul 4, 2012 (Tue): Day before Independence Day
|
769
|
+
- Closed on 10/29/2012 and 10/30/2012 due to Hurricane Sandy.
|
770
|
+
- Early Close 1pm on Nov 23, 2012 (Fri): Day after Thanksgiving
|
771
|
+
- Early Close 1pm on Dec 24, 2012 (Mon): Christmas Eve
|
772
|
+
|
773
|
+
https://holidaystracker.com/stock-market/new-york-stock-exchange-nyse-holidays-2013/
|
774
|
+
- Early Close 1pm on Jul 3, 2013 (Wed): Day before Independence Day
|
775
|
+
- Early Close 1pm on Nov 29, 2013 (Fri): Day after Thanksgiving
|
776
|
+
- Early Close 1pm on Dec 24, 2013 (Tue): Christmas Eve
|
777
|
+
|
778
|
+
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
|
779
|
+
- Early Close 1pm on Jul 3, 2014 (Thu): Day before Independence Day
|
780
|
+
- Early Close 1pm on Nov 28, 2014 (Fri): Day after Thanksgiving
|
781
|
+
- Early Close 1pm on Dec 24, 2014 (Wed): Christmas Eve
|
782
|
+
|
783
|
+
https://www.businesswire.com/news/home/20141208006349/en/NYSE-Group-2016-Holiday-Calendar-and-Early-Closings
|
784
|
+
- Early Close 1pm on Nov 27, 2015 (Fri): Day after Thanksgiving
|
785
|
+
- Early Close 1pm on Dec 24, 2015 (Thu): Christmas Eve
|
786
|
+
- Early Close 1pm on Nov 25, 2016 (Fri): Day after Thanksgiving
|
787
|
+
|
788
|
+
https://www.stockinvestor.com/30380/stock-market-holidays-2017/
|
789
|
+
- Early Close 1pm on Jul 3, 2017 (Mon): Day before Independence Day
|
790
|
+
- Early Close 1pm on Nov 24, 2017 (Fri): Day after Thanksgiving
|
791
|
+
- Early Close 1pm on Jul 3, 2018 (Tue): Day before Independence Day
|
792
|
+
- Early Close 1pm on Nov 23, 2018 (Fri): Day after Thanksgiving
|
793
|
+
- Closed on 12/5/2018 due to George H.W. Bush's death.
|
794
|
+
- Early Close 1pm on Dec 24, 2018 (Tue): Christmas Eve
|
795
|
+
- Early Close 1pm on Jul 3, 2019 (Wed): Day before Independence Day
|
796
|
+
- Early Close 1pm on Nov 29, 2019 (Fri): Day after Thanksgiving
|
797
|
+
- Early Close 1pm on Dec 24, 2019 (Wed): Christmas Eve
|
798
|
+
|
799
|
+
https://holidaystracker.com/stock-market/new-york-stock-exchange-nyse-holidays-2020/
|
800
|
+
- Early Close 1pm on Nov 27, 2020 (Fri): Day after Thanksgiving
|
801
|
+
- Early Close 1pm on Dec 24, 2020 (Thu): Christmas Eve
|
802
|
+
|
803
|
+
|
804
|
+
NOTE: The exchange was **not** closed early on Friday December 26, 2008,
|
805
|
+
nor was it closed on Friday December 26, 2014. The next Thursday Christmas
|
806
|
+
will be in 2025. If someone is still maintaining this code in 2025, then
|
807
|
+
we've done alright...and we should check if it's a half day.
|
808
|
+
|
809
|
+
"""
|
810
|
+
|
811
|
+
aliases = ["NYSE", "stock", "NASDAQ", "BATS", "DJIA", "DOW"]
|
812
|
+
|
813
|
+
regular_market_times = {
|
814
|
+
"pre": ((None, time(4)),),
|
815
|
+
"market_open": ((None, time(10)), ("1985-01-01", time(9, 30))),
|
816
|
+
"market_close": (
|
817
|
+
(None, time(15)),
|
818
|
+
("1952-09-29", time(15, 30)),
|
819
|
+
("1974-01-01", time(16)),
|
820
|
+
),
|
821
|
+
"post": ((None, time(20)),),
|
822
|
+
}
|
823
|
+
|
824
|
+
_saturday_close = time(12)
|
825
|
+
_saturday_end = pd.Timestamp("1952-09-29", tz="UTC")
|
826
|
+
|
827
|
+
@property
|
828
|
+
def name(self):
|
829
|
+
return "NYSE"
|
830
|
+
|
831
|
+
@property
|
832
|
+
def tz(self):
|
833
|
+
return timezone("America/New_York")
|
834
|
+
|
835
|
+
@property
|
836
|
+
def weekmask(self):
|
837
|
+
return "Mon Tue Wed Thu Fri"
|
838
|
+
|
839
|
+
@property
|
840
|
+
def weekmask_pre_1952(self):
|
841
|
+
return "Mon Tue Wed Thu Fri Sat"
|
842
|
+
|
843
|
+
def holidays_pre_1952(self):
|
844
|
+
"""
|
845
|
+
NYSE Market open on Saturdays pre 5/24/1952.
|
846
|
+
CustomBusinessDay object that can be used inplace of holidays() for dates prior to crossover
|
847
|
+
|
848
|
+
:return: CustomBusinessDay object of holidays
|
849
|
+
"""
|
850
|
+
if hasattr(self, "_holidays_hist"):
|
851
|
+
return self._holidays_hist
|
852
|
+
|
853
|
+
self._holidays_hist = CustomBusinessDay(
|
854
|
+
holidays=self.adhoc_holidays,
|
855
|
+
calendar=self.regular_holidays,
|
856
|
+
weekmask=self.weekmask_pre_1952,
|
857
|
+
)
|
858
|
+
return self._holidays_hist
|
859
|
+
|
860
|
+
@property
|
861
|
+
def regular_holidays(self):
|
862
|
+
return AbstractHolidayCalendar(
|
863
|
+
rules=[
|
864
|
+
USNewYearsDayNYSEpost1952,
|
865
|
+
USNewYearsDayNYSEpre1952,
|
866
|
+
USMartinLutherKingJrAfter1998,
|
867
|
+
USPresidentsDay,
|
868
|
+
USWashingtonsBirthDayBefore1952,
|
869
|
+
USWashingtonsBirthDay1952to1963,
|
870
|
+
USWashingtonsBirthDay1964to1970,
|
871
|
+
USLincolnsBirthDayBefore1954,
|
872
|
+
GoodFriday,
|
873
|
+
GoodFridayPre1898,
|
874
|
+
GoodFriday1899to1905,
|
875
|
+
USMemorialDay,
|
876
|
+
USMemorialDayBefore1952,
|
877
|
+
USMemorialDay1952to1964,
|
878
|
+
USMemorialDay1964to1969,
|
879
|
+
USIndependenceDay,
|
880
|
+
USIndependenceDayPre1952,
|
881
|
+
USIndependenceDay1952to1954,
|
882
|
+
USLaborDayStarting1887,
|
883
|
+
USColumbusDayBefore1954,
|
884
|
+
USElectionDay1848to1967,
|
885
|
+
USVeteransDay1934to1953,
|
886
|
+
USThanksgivingDay,
|
887
|
+
USThanksgivingDayBefore1939,
|
888
|
+
USThanksgivingDay1939to1941,
|
889
|
+
ChristmasNYSE,
|
890
|
+
Christmas54to98NYSE,
|
891
|
+
ChristmasBefore1954,
|
892
|
+
USJuneteenthAfter2022,
|
893
|
+
]
|
894
|
+
)
|
895
|
+
|
896
|
+
@property
|
897
|
+
def adhoc_holidays(self):
|
898
|
+
return list(
|
899
|
+
chain(
|
900
|
+
# Recurring Holidays
|
901
|
+
SatAfterGoodFridayAdhoc,
|
902
|
+
MonBeforeIndependenceDayAdhoc,
|
903
|
+
SatBeforeIndependenceDayAdhoc,
|
904
|
+
SatAfterIndependenceDayAdhoc,
|
905
|
+
DaysAfterIndependenceDayAdhoc,
|
906
|
+
SatBeforeLaborDayAdhoc,
|
907
|
+
USElectionDay1968to1980Adhoc,
|
908
|
+
FridayAfterThanksgivingAdHoc,
|
909
|
+
SatBeforeChristmasAdhoc,
|
910
|
+
SatAfterChristmasAdhoc,
|
911
|
+
ChristmasEvesAdhoc,
|
912
|
+
DayAfterChristmasAdhoc,
|
913
|
+
# Retired
|
914
|
+
USVetransDayAdHoc,
|
915
|
+
SatAfterColumbusDayAdHoc,
|
916
|
+
LincolnsBirthDayAdhoc,
|
917
|
+
GrantsBirthDayAdhoc,
|
918
|
+
SatBeforeNewYearsAdhoc,
|
919
|
+
SatBeforeWashingtonsBirthdayAdhoc,
|
920
|
+
SatAfterWashingtonsBirthdayAdhoc,
|
921
|
+
SatBeforeAfterLincolnsBirthdayAdhoc,
|
922
|
+
SatBeforeDecorationAdhoc,
|
923
|
+
SatAfterDecorationAdhoc,
|
924
|
+
DayBeforeDecorationAdhoc,
|
925
|
+
# Irregularities
|
926
|
+
UlyssesGrantFuneral1885,
|
927
|
+
ColumbianCelebration1892,
|
928
|
+
GreatBlizzardOf1888,
|
929
|
+
WashingtonInaugurationCentennialCelebration1889,
|
930
|
+
CharterDay1898,
|
931
|
+
WelcomeNavalCommander1898,
|
932
|
+
AdmiralDeweyCelebration1899,
|
933
|
+
GarretHobartFuneral1899,
|
934
|
+
QueenVictoriaFuneral1901,
|
935
|
+
MovedToProduceExchange1901,
|
936
|
+
EnlargedProduceExchange1901,
|
937
|
+
McKinleyDeathAndFuneral1901,
|
938
|
+
KingEdwardVIIcoronation1902,
|
939
|
+
NYSEnewBuildingOpen1903,
|
940
|
+
HudsonFultonCelebration1909,
|
941
|
+
JamesShermanFuneral1912,
|
942
|
+
OnsetOfWWI1914,
|
943
|
+
WeatherHeatClosing1917,
|
944
|
+
DraftRegistrationDay1917,
|
945
|
+
WeatherNoHeatClosing1918,
|
946
|
+
DraftRegistrationDay1918,
|
947
|
+
ArmisticeSigned1918,
|
948
|
+
Homecoming27Division1919,
|
949
|
+
ParadeOf77thDivision1919,
|
950
|
+
BacklogRelief1919,
|
951
|
+
GeneralPershingReturn1919,
|
952
|
+
OfficeLocationChange1920,
|
953
|
+
HardingDeath1923,
|
954
|
+
HardingFuneral1923,
|
955
|
+
LindberghParade1927,
|
956
|
+
BacklogRelief1928,
|
957
|
+
BacklogRelief1929,
|
958
|
+
CoolidgeFuneral1933,
|
959
|
+
BankHolidays1933,
|
960
|
+
HeavyVolume1933,
|
961
|
+
SatClosings1944,
|
962
|
+
RooseveltDayOfMourning1945,
|
963
|
+
SatClosings1945,
|
964
|
+
VJday1945,
|
965
|
+
NavyDay1945,
|
966
|
+
RailroadStrike1946,
|
967
|
+
SatClosings1946,
|
968
|
+
SatClosings1947,
|
969
|
+
SatClosings1948,
|
970
|
+
SevereWeather1948,
|
971
|
+
SatClosings1949,
|
972
|
+
SatClosings1950,
|
973
|
+
SatClosings1951,
|
974
|
+
SatClosings1952,
|
975
|
+
KennedyFuneral1963,
|
976
|
+
MLKdayOfMourning1968,
|
977
|
+
PaperworkCrisis1968,
|
978
|
+
SnowClosing1969,
|
979
|
+
EisenhowerFuneral1969,
|
980
|
+
FirstLunarLandingClosing1969,
|
981
|
+
TrumanFuneral1972,
|
982
|
+
JohnsonFuneral1973,
|
983
|
+
NewYorkCityBlackout77,
|
984
|
+
HurricaneGloriaClosings1985,
|
985
|
+
NixonFuneral1994,
|
986
|
+
ReaganMourning2004,
|
987
|
+
FordMourning2007,
|
988
|
+
September11Closings2001,
|
989
|
+
HurricaneSandyClosings2012,
|
990
|
+
GeorgeHWBushDeath2018,
|
991
|
+
JimmyCarterDeath2025,
|
992
|
+
)
|
993
|
+
)
|
994
|
+
|
995
|
+
@property
|
996
|
+
def special_closes(self):
|
997
|
+
return [
|
998
|
+
(
|
999
|
+
time(11, tzinfo=timezone("America/New_York")),
|
1000
|
+
AbstractHolidayCalendar(
|
1001
|
+
rules=[
|
1002
|
+
KingEdwardDeath11amyClose1910,
|
1003
|
+
]
|
1004
|
+
),
|
1005
|
+
),
|
1006
|
+
(
|
1007
|
+
time(12, tzinfo=timezone("America/New_York")),
|
1008
|
+
AbstractHolidayCalendar(
|
1009
|
+
rules=[
|
1010
|
+
ParadeOfNationalGuardEarlyClose1917,
|
1011
|
+
LibertyDay12pmEarlyClose1917,
|
1012
|
+
LibertyDay12pmEarlyClose1918,
|
1013
|
+
WallStreetExplosionEarlyClose1920,
|
1014
|
+
NRAdemonstration12pmEarlyClose1933,
|
1015
|
+
]
|
1016
|
+
),
|
1017
|
+
),
|
1018
|
+
(
|
1019
|
+
time(hour=12, minute=30, tzinfo=timezone("America/New_York")),
|
1020
|
+
AbstractHolidayCalendar(
|
1021
|
+
rules=[
|
1022
|
+
RooseveltFuneral1230EarlyClose1919,
|
1023
|
+
WoodrowWilsonFuneral1230EarlyClose1924,
|
1024
|
+
TaftFuneral1230EarlyClose1930,
|
1025
|
+
GasFumesOnTradingFloor1230EarlyClose1933,
|
1026
|
+
]
|
1027
|
+
),
|
1028
|
+
),
|
1029
|
+
(
|
1030
|
+
time(13, tzinfo=timezone("America/New_York")),
|
1031
|
+
AbstractHolidayCalendar(
|
1032
|
+
rules=[
|
1033
|
+
FridayAfterIndependenceDayNYSEpre2013,
|
1034
|
+
MonTuesThursBeforeIndependenceDay,
|
1035
|
+
WednesdayBeforeIndependenceDayPost2013,
|
1036
|
+
DayAfterThanksgiving1pmEarlyCloseInOrAfter1993,
|
1037
|
+
ChristmasEvePost1999Early1pmClose,
|
1038
|
+
GroverClevelandFuneral1pmClose1908,
|
1039
|
+
]
|
1040
|
+
),
|
1041
|
+
),
|
1042
|
+
(
|
1043
|
+
time(14, tzinfo=timezone("America/New_York")),
|
1044
|
+
AbstractHolidayCalendar(
|
1045
|
+
rules=[
|
1046
|
+
DayAfterThanksgiving2pmEarlyCloseBefore1993,
|
1047
|
+
HooverFuneral1400EarlyClose1964,
|
1048
|
+
Snow2pmEarlyClose1967,
|
1049
|
+
Snow2pmEarlyClose1978,
|
1050
|
+
Snow2pmEarlyClose1996,
|
1051
|
+
]
|
1052
|
+
),
|
1053
|
+
),
|
1054
|
+
(
|
1055
|
+
time(14, 7, tzinfo=timezone("America/New_York")),
|
1056
|
+
AbstractHolidayCalendar(
|
1057
|
+
rules=[
|
1058
|
+
KennedyAssassination1407EarlyClose,
|
1059
|
+
]
|
1060
|
+
),
|
1061
|
+
),
|
1062
|
+
(
|
1063
|
+
time(hour=14, minute=30, tzinfo=timezone("America/New_York")),
|
1064
|
+
AbstractHolidayCalendar(
|
1065
|
+
rules=[
|
1066
|
+
FalseArmisticeReport1430EarlyClose1918,
|
1067
|
+
CromwellFuneral1430EarlyClose1925,
|
1068
|
+
Snow230EarlyClose1975,
|
1069
|
+
Snow230pmEarlyClose1994,
|
1070
|
+
]
|
1071
|
+
),
|
1072
|
+
),
|
1073
|
+
(
|
1074
|
+
time(15, tzinfo=timezone("America/New_York")),
|
1075
|
+
AbstractHolidayCalendar(
|
1076
|
+
rules=[
|
1077
|
+
HurricaneWatch3pmEarlyClose1976,
|
1078
|
+
]
|
1079
|
+
),
|
1080
|
+
),
|
1081
|
+
(
|
1082
|
+
time(15, 17, tzinfo=timezone("America/New_York")),
|
1083
|
+
AbstractHolidayCalendar(
|
1084
|
+
rules=[
|
1085
|
+
ReaganAssassAttempt317pmEarlyClose1981,
|
1086
|
+
]
|
1087
|
+
),
|
1088
|
+
),
|
1089
|
+
(
|
1090
|
+
time(15, 28, tzinfo=timezone("America/New_York")),
|
1091
|
+
AbstractHolidayCalendar(
|
1092
|
+
rules=[
|
1093
|
+
ConEdPowerFail328pmEarlyClose1981,
|
1094
|
+
]
|
1095
|
+
),
|
1096
|
+
),
|
1097
|
+
(
|
1098
|
+
time(15, 30, tzinfo=timezone("America/New_York")),
|
1099
|
+
AbstractHolidayCalendar(
|
1100
|
+
rules=[
|
1101
|
+
CircuitBreakerTriggered330pmEarlyClose1997,
|
1102
|
+
]
|
1103
|
+
),
|
1104
|
+
),
|
1105
|
+
(
|
1106
|
+
time(15, 56, tzinfo=timezone("America/New_York")),
|
1107
|
+
AbstractHolidayCalendar(
|
1108
|
+
rules=[
|
1109
|
+
SystemProb356pmEarlyClose2005,
|
1110
|
+
]
|
1111
|
+
),
|
1112
|
+
),
|
1113
|
+
]
|
1114
|
+
|
1115
|
+
@property
|
1116
|
+
def special_closes_adhoc(self):
|
1117
|
+
def _union_many(indexes):
|
1118
|
+
# Merges a list of pd.DatetimeIndex objects, returns merged DatetimeIndex
|
1119
|
+
union_index = pd.DatetimeIndex([], tz="UTC")
|
1120
|
+
for index in indexes:
|
1121
|
+
union_index = union_index.union(index)
|
1122
|
+
return union_index
|
1123
|
+
|
1124
|
+
return [
|
1125
|
+
(
|
1126
|
+
time(13, tzinfo=timezone("America/New_York")),
|
1127
|
+
# DaysBeforeIndependenceDay1pmEarlyCloseAdhoc # list
|
1128
|
+
ChristmasEve1pmEarlyCloseAdhoc
|
1129
|
+
+ DayAfterChristmas1pmEarlyCloseAdhoc
|
1130
|
+
+ BacklogRelief1pmEarlyClose1929,
|
1131
|
+
),
|
1132
|
+
(
|
1133
|
+
time(14, tzinfo=timezone("America/New_York")),
|
1134
|
+
_union_many(
|
1135
|
+
[
|
1136
|
+
pd.DatetimeIndex(
|
1137
|
+
ChristmasEve2pmEarlyCloseAdhoc
|
1138
|
+
+ HeavyVolume2pmEarlyClose1933
|
1139
|
+
)
|
1140
|
+
]
|
1141
|
+
+ [
|
1142
|
+
BacklogRelief2pmEarlyClose1928,
|
1143
|
+
TransitStrike2pmEarlyClose1966, # index
|
1144
|
+
Backlog2pmEarlyCloses1967, # index
|
1145
|
+
Backlog2pmEarlyCloses1968, # index
|
1146
|
+
PaperworkCrisis2pmEarlyCloses1969, # index
|
1147
|
+
Backlog2pmEarlyCloses1987,
|
1148
|
+
]
|
1149
|
+
), # index
|
1150
|
+
),
|
1151
|
+
(
|
1152
|
+
time(14, 30, tzinfo=timezone("America/New_York")),
|
1153
|
+
_union_many(
|
1154
|
+
[PaperworkCrisis230pmEarlyCloses1969, Backlog230pmEarlyCloses1987]
|
1155
|
+
), # index
|
1156
|
+
),
|
1157
|
+
(
|
1158
|
+
time(15, tzinfo=timezone("America/New_York")),
|
1159
|
+
_union_many(
|
1160
|
+
[PaperworkCrisis3pmEarlyCloses1969to1970, Backlog3pmEarlyCloses1987]
|
1161
|
+
), # index
|
1162
|
+
),
|
1163
|
+
(
|
1164
|
+
time(15, 30, tzinfo=timezone("America/New_York")),
|
1165
|
+
Backlog330pmEarlyCloses1987, # index
|
1166
|
+
),
|
1167
|
+
]
|
1168
|
+
|
1169
|
+
@property
|
1170
|
+
def special_opens(self):
|
1171
|
+
return [
|
1172
|
+
(
|
1173
|
+
time(hour=9, minute=31, tzinfo=timezone("America/New_York")),
|
1174
|
+
AbstractHolidayCalendar(
|
1175
|
+
rules=[
|
1176
|
+
ConEdXformer931amLateOpen1990,
|
1177
|
+
EnduringFreedomMomentSilence931amLateOpen2001,
|
1178
|
+
]
|
1179
|
+
),
|
1180
|
+
),
|
1181
|
+
(
|
1182
|
+
time(hour=9, minute=32, tzinfo=timezone("America/New_York")),
|
1183
|
+
AbstractHolidayCalendar(
|
1184
|
+
rules=[
|
1185
|
+
IraqiFreedom932amLateOpen2003,
|
1186
|
+
ReaganMomentSilence932amLateOpen2004,
|
1187
|
+
FordMomentSilence932amLateOpen2006,
|
1188
|
+
]
|
1189
|
+
),
|
1190
|
+
),
|
1191
|
+
(
|
1192
|
+
time(hour=9, minute=33, tzinfo=timezone("America/New_York")),
|
1193
|
+
AbstractHolidayCalendar(
|
1194
|
+
rules=[
|
1195
|
+
Sept11MomentSilence933amLateOpen2001,
|
1196
|
+
]
|
1197
|
+
),
|
1198
|
+
),
|
1199
|
+
(
|
1200
|
+
time(hour=10, minute=15, tzinfo=timezone("America/New_York")),
|
1201
|
+
AbstractHolidayCalendar(
|
1202
|
+
rules=[
|
1203
|
+
Snow1015LateOpen1967,
|
1204
|
+
MerrillLynchComputer1015LateOpen1974,
|
1205
|
+
FireDrill1015LateOpen1974,
|
1206
|
+
FireDrill1015LateOpen1976,
|
1207
|
+
]
|
1208
|
+
),
|
1209
|
+
),
|
1210
|
+
(
|
1211
|
+
time(hour=10, minute=30, tzinfo=timezone("America/New_York")),
|
1212
|
+
AbstractHolidayCalendar(
|
1213
|
+
rules=[
|
1214
|
+
TrafficBlockLateOpen1919,
|
1215
|
+
TrafficBlockLateOpen1920,
|
1216
|
+
Computer1030LateOpen1995,
|
1217
|
+
]
|
1218
|
+
),
|
1219
|
+
),
|
1220
|
+
(
|
1221
|
+
time(hour=10, minute=45, tzinfo=timezone("America/New_York")),
|
1222
|
+
AbstractHolidayCalendar(
|
1223
|
+
rules=[
|
1224
|
+
EclipseOfSunLateOpen1925,
|
1225
|
+
Storm1045LateOpen1969,
|
1226
|
+
]
|
1227
|
+
),
|
1228
|
+
),
|
1229
|
+
(
|
1230
|
+
time(11, tzinfo=timezone("America/New_York")),
|
1231
|
+
AbstractHolidayCalendar(
|
1232
|
+
rules=[
|
1233
|
+
Snow11amLateOpen1934,
|
1234
|
+
KingGeorgeVFuneral11amLateOpen1936,
|
1235
|
+
Snow11amLateOpening1960,
|
1236
|
+
Snow11amLateOpen1969,
|
1237
|
+
Ice11amLateOpen1973,
|
1238
|
+
Snow11amLateOpen1978,
|
1239
|
+
Fire11amLateOpen1989,
|
1240
|
+
Snow11amLateOpen1996,
|
1241
|
+
]
|
1242
|
+
),
|
1243
|
+
),
|
1244
|
+
(
|
1245
|
+
time(11, 5, tzinfo=timezone("America/New_York")),
|
1246
|
+
AbstractHolidayCalendar(
|
1247
|
+
rules=[
|
1248
|
+
PowerFail1105LateOpen,
|
1249
|
+
]
|
1250
|
+
),
|
1251
|
+
),
|
1252
|
+
(
|
1253
|
+
time(11, 15, tzinfo=timezone("America/New_York")),
|
1254
|
+
AbstractHolidayCalendar(
|
1255
|
+
rules=[
|
1256
|
+
Storm1115LateOpen1976,
|
1257
|
+
]
|
1258
|
+
),
|
1259
|
+
),
|
1260
|
+
(
|
1261
|
+
time(12, tzinfo=timezone("America/New_York")),
|
1262
|
+
AbstractHolidayCalendar(
|
1263
|
+
rules=[
|
1264
|
+
KingEdwardFuneral12pmOpen1910,
|
1265
|
+
JPMorganFuneral12pmOpen1913,
|
1266
|
+
WilliamGaynorFuneral12pmOpen1913,
|
1267
|
+
Snow12pmLateOpen1978,
|
1268
|
+
Sept11Anniversary12pmLateOpen2002,
|
1269
|
+
]
|
1270
|
+
),
|
1271
|
+
),
|
1272
|
+
(
|
1273
|
+
time(13, tzinfo=timezone("America/New_York")),
|
1274
|
+
AbstractHolidayCalendar(
|
1275
|
+
rules=[
|
1276
|
+
AnnunciatorBoardFire1pmLateOpen1921,
|
1277
|
+
]
|
1278
|
+
),
|
1279
|
+
),
|
1280
|
+
]
|
1281
|
+
|
1282
|
+
@property
|
1283
|
+
def special_opens_adhoc(self):
|
1284
|
+
return [
|
1285
|
+
(
|
1286
|
+
time(9, 31, tzinfo=timezone("America/New_York")),
|
1287
|
+
TroopsInGulf931LateOpens1991,
|
1288
|
+
),
|
1289
|
+
(
|
1290
|
+
time(11, tzinfo=timezone("America/New_York")),
|
1291
|
+
HeavyVolume11amLateOpen1933,
|
1292
|
+
),
|
1293
|
+
(
|
1294
|
+
time(12, tzinfo=timezone("America/New_York")),
|
1295
|
+
BacklogRelief12pmLateOpen1929 + HeavyVolume12pmLateOpen1933,
|
1296
|
+
),
|
1297
|
+
]
|
1298
|
+
|
1299
|
+
# Override market_calendar.py to split calc between pre & post 1952 Saturday Close
|
1300
|
+
def valid_days(self, start_date, end_date, tz="UTC"):
|
1301
|
+
"""
|
1302
|
+
Get a DatetimeIndex of valid open business days.
|
1303
|
+
|
1304
|
+
:param start_date: start date
|
1305
|
+
:param end_date: end date
|
1306
|
+
:param tz: time zone in either string or pytz.timezone
|
1307
|
+
:return: DatetimeIndex of valid business days
|
1308
|
+
"""
|
1309
|
+
start_date = pd.Timestamp(start_date, tz=tz)
|
1310
|
+
end_date = pd.Timestamp(end_date, tz=tz)
|
1311
|
+
|
1312
|
+
# Starting Monday Sept. 29, 1952, no more saturday trading days
|
1313
|
+
if tz is None:
|
1314
|
+
saturday_end = self._saturday_end.tz_localize(None)
|
1315
|
+
else:
|
1316
|
+
saturday_end = self._saturday_end
|
1317
|
+
|
1318
|
+
# Don't care about Saturdays. Call super.
|
1319
|
+
if start_date > saturday_end:
|
1320
|
+
return super().valid_days(start_date, end_date, tz=tz)
|
1321
|
+
|
1322
|
+
# Full Date Range is pre 1952. Augment the Super call
|
1323
|
+
if end_date <= saturday_end:
|
1324
|
+
return pd.date_range(
|
1325
|
+
start_date,
|
1326
|
+
end_date,
|
1327
|
+
freq=self.holidays_pre_1952(),
|
1328
|
+
normalize=True,
|
1329
|
+
tz=tz,
|
1330
|
+
)
|
1331
|
+
|
1332
|
+
# Range is split across 1952. Concatenate Two different Date_Range calls
|
1333
|
+
days_pre = pd.date_range(
|
1334
|
+
start_date,
|
1335
|
+
saturday_end,
|
1336
|
+
freq=self.holidays_pre_1952(),
|
1337
|
+
normalize=True,
|
1338
|
+
tz=tz,
|
1339
|
+
)
|
1340
|
+
days_post = pd.date_range(
|
1341
|
+
saturday_end, end_date, freq=self.holidays(), normalize=True, tz=tz
|
1342
|
+
)
|
1343
|
+
return days_pre.union(days_post)
|
1344
|
+
|
1345
|
+
def days_at_time(self, days, market_time, day_offset=0):
|
1346
|
+
days = super().days_at_time(days, market_time, day_offset=day_offset)
|
1347
|
+
|
1348
|
+
if market_time == "market_close" and not self.is_custom(market_time):
|
1349
|
+
days = days.dt.tz_convert(self.tz)
|
1350
|
+
days = days.where(
|
1351
|
+
days.dt.weekday != 5,
|
1352
|
+
days.dt.normalize() + self._tdelta(self._saturday_close),
|
1353
|
+
)
|
1354
|
+
days = days.dt.tz_convert("UTC")
|
1355
|
+
return days
|
1356
|
+
|
1357
|
+
def date_range_htf(
|
1358
|
+
self,
|
1359
|
+
frequency: Union[str, pd.Timedelta, int, float],
|
1360
|
+
start: Union[str, pd.Timestamp, int, float, None] = None,
|
1361
|
+
end: Union[str, pd.Timestamp, int, float, None] = None,
|
1362
|
+
periods: Union[int, None] = None,
|
1363
|
+
closed: Union[Literal["left", "right"], None] = "right",
|
1364
|
+
*,
|
1365
|
+
day_anchor: u.Day_Anchor = "SUN",
|
1366
|
+
month_anchor: u.Month_Anchor = "JAN",
|
1367
|
+
) -> pd.DatetimeIndex:
|
1368
|
+
# __doc__ = MarketCalendar.date_range_htf.__doc__
|
1369
|
+
|
1370
|
+
start, end, periods = u._error_check_htf_range(start, end, periods)
|
1371
|
+
|
1372
|
+
args = {
|
1373
|
+
"frequency": frequency,
|
1374
|
+
"start": start,
|
1375
|
+
"end": end,
|
1376
|
+
"periods": periods,
|
1377
|
+
"closed": closed,
|
1378
|
+
"day_anchor": day_anchor,
|
1379
|
+
"month_anchor": month_anchor,
|
1380
|
+
}
|
1381
|
+
|
1382
|
+
saturday_end = self._saturday_end.tz_localize(None)
|
1383
|
+
|
1384
|
+
# All Dates post 1952 This is the most common use case so return it first
|
1385
|
+
if start is not None and start > saturday_end:
|
1386
|
+
return u.date_range_htf(self.holidays(), **args)
|
1387
|
+
|
1388
|
+
# ---- Start-Date to End-Date w/ pre-1952 ----
|
1389
|
+
if start is not None and end is not None:
|
1390
|
+
if end <= saturday_end:
|
1391
|
+
# All pre 1952 Dates
|
1392
|
+
return u.date_range_htf(self.holidays_pre_1952(), **args)
|
1393
|
+
else:
|
1394
|
+
# Split Range Across 1952
|
1395
|
+
pre = u.date_range_htf( # Only Generate to the last saturday
|
1396
|
+
self.holidays_pre_1952(), **(args | {"end": saturday_end})
|
1397
|
+
)
|
1398
|
+
post = u.date_range_htf( # start generating from the last date of 'pre'
|
1399
|
+
self.holidays(), **(args | {"start": pre[-1]})
|
1400
|
+
)
|
1401
|
+
return pd.DatetimeIndex(pre.union(post), dtype="datetime64[ns]")
|
1402
|
+
|
1403
|
+
# ---- Periods from Start-Date w/ pre-1952 ----
|
1404
|
+
elif start is not None and periods is not None:
|
1405
|
+
# Start prior to 1952 & Number of periods given
|
1406
|
+
rtn_dt = u.date_range_htf(self.holidays_pre_1952(), **args)
|
1407
|
+
if rtn_dt[-1] <= saturday_end:
|
1408
|
+
return rtn_dt # never passed 1952, good to return
|
1409
|
+
|
1410
|
+
# Date Range Split.
|
1411
|
+
pre = rtn_dt[rtn_dt <= saturday_end]
|
1412
|
+
post = u.date_range_htf(
|
1413
|
+
self.holidays(),
|
1414
|
+
**(args | {"start": pre[-1], "periods": periods - len(pre) + 1}),
|
1415
|
+
)
|
1416
|
+
return pd.DatetimeIndex(pre.union(post)[:periods], dtype="datetime64[ns]")
|
1417
|
+
|
1418
|
+
# ---- Periods from End-Date ----
|
1419
|
+
elif end is not None and periods is not None:
|
1420
|
+
if end <= saturday_end:
|
1421
|
+
# All Dates pre-1952, Good to return the normal call
|
1422
|
+
return u.date_range_htf(self.holidays_pre_1952(), **args)
|
1423
|
+
else:
|
1424
|
+
rtn_dt = u.date_range_htf(self.holidays(), **args)
|
1425
|
+
|
1426
|
+
if rtn_dt[0] > saturday_end:
|
1427
|
+
return rtn_dt # never passed 1952, good to return
|
1428
|
+
|
1429
|
+
# Date Range Split
|
1430
|
+
post = rtn_dt[rtn_dt > saturday_end]
|
1431
|
+
_, period_code = u._standardize_htf_freq(frequency)
|
1432
|
+
altered_args = {
|
1433
|
+
# This nonsense is to realign the schedules as best as possible. This
|
1434
|
+
# essentially creates the 'pre-1952' equivalent date to the last generated 'post-1952'
|
1435
|
+
# date. Start the Range from there, then pre[0:-1] trims off that extra date where we
|
1436
|
+
# started from
|
1437
|
+
"end": post[0].to_period(period_code).end_time.normalize(),
|
1438
|
+
"periods": periods - len(post) + 2,
|
1439
|
+
}
|
1440
|
+
pre = u.date_range_htf(
|
1441
|
+
self.holidays_pre_1952(),
|
1442
|
+
**(args | altered_args),
|
1443
|
+
)
|
1444
|
+
|
1445
|
+
return pd.DatetimeIndex(
|
1446
|
+
pre[:-1].union(post)[-periods:], dtype="datetime64[ns]"
|
1447
|
+
)
|
1448
|
+
else:
|
1449
|
+
_, _ = u._standardize_htf_freq(frequency)
|
1450
|
+
raise ValueError(
|
1451
|
+
"This should never be raised, the above call should error first"
|
1452
|
+
)
|
1453
|
+
|
1454
|
+
def early_closes(self, schedule):
|
1455
|
+
"""
|
1456
|
+
Get a DataFrame of the dates that are an early close.
|
1457
|
+
|
1458
|
+
:param schedule: schedule DataFrame
|
1459
|
+
:return: schedule DataFrame with rows that are early closes
|
1460
|
+
"""
|
1461
|
+
early = super().early_closes(schedule)
|
1462
|
+
|
1463
|
+
# make sure saturdays are not considered early closes if they are >= 12pm
|
1464
|
+
mc = early.market_close.dt.tz_convert(self.tz)
|
1465
|
+
after_noon = (mc - mc.dt.normalize()).ge(self._tdelta(self._saturday_close))
|
1466
|
+
return early[~(mc.dt.weekday.eq(5) & after_noon)]
|