A Python library of exchange calendars.
$ pip install exchange_calendarsimport exchange_calendars as ecals
import pandas as pd
import pytzGet all registered calendars with get_calendar_names:
>>> ecals.get_calendar_names()[:5]
['XPHS', 'FWB', 'CFE', 'CMES', 'XSGO']Get a calendar with get_calendar:
>>> xnys = ecals.get_calendar("XNYS")Working with sessions:
>>> xnys.is_session(pd.Timestamp("2020-01-01"))
False
>>> xnys.next_open(pd.Timestamp("2020-01-01"))
Timestamp('2020-01-02 14:31:00+0000', tz='UTC')
>>> pd.Timestamp("2020-01-01", tz=pytz.UTC)+xnys.day
Timestamp('2020-01-02 00:00:00+0000', tz='UTC')
>>> xnys.previous_close(pd.Timestamp("2020-01-01"))
Timestamp('2019-12-31 21:00:00+0000', tz='UTC')
>>> xnys.sessions_in_range(
>>> pd.Timestamp("2020-01-01", tz=pytz.UTC),
>>> pd.Timestamp("2020-01-10", tz=pytz.UTC)
>>> )
DatetimeIndex(['2020-01-02 00:00:00+00:00', '2020-01-03 00:00:00+00:00',
'2020-01-06 00:00:00+00:00', '2020-01-07 00:00:00+00:00',
'2020-01-08 00:00:00+00:00', '2020-01-09 00:00:00+00:00',
'2020-01-10 00:00:00+00:00'],
dtype='datetime64[ns, UTC]', freq='C')
>>> xnys.sessions_window(
>>> pd.Timestamp("2020-01-02", tz=pytz.UTC),
>>> 7
>>> )
DatetimeIndex(['2020-01-02 00:00:00+00:00', '2020-01-03 00:00:00+00:00',
'2020-01-06 00:00:00+00:00', '2020-01-07 00:00:00+00:00',
'2020-01-08 00:00:00+00:00', '2020-01-09 00:00:00+00:00',
'2020-01-10 00:00:00+00:00', '2020-01-13 00:00:00+00:00'],
dtype='datetime64[ns, UTC]', freq='C')NOTE: see the ExchangeCalendar class for more advanced usage.
Trading calendars also supports command line usage, printing a unix-cal like calendar indicating which days are trading sessions or holidays.
ecal XNYS 2020 2020
January February March
Su Mo Tu We Th Fr Sa Su Mo Tu We Th Fr Sa Su Mo Tu We Th Fr Sa
[ 1] 2 3 [ 4] [ 1]
[ 5] 6 7 8 9 10 [11] [ 2] 3 4 5 6 7 [ 8] [ 1] 2 3 4 5 6 [ 7]
[12] 13 14 15 16 17 [18] [ 9] 10 11 12 13 14 [15] [ 8] 9 10 11 12 13 [14]
[19][20] 21 22 23 24 [25] [16][17] 18 19 20 21 [22] [15] 16 17 18 19 20 [21]
[26] 27 28 29 30 31 [23] 24 25 26 27 28 [29] [22] 23 24 25 26 27 [28]
[29] 30 31
April May June
Su Mo Tu We Th Fr Sa Su Mo Tu We Th Fr Sa Su Mo Tu We Th Fr Sa
1 2 3 [ 4] 1 [ 2] 1 2 3 4 5 [ 6]
[ 5] 6 7 8 9 [10][11] [ 3] 4 5 6 7 8 [ 9] [ 7] 8 9 10 11 12 [13]
[12] 13 14 15 16 17 [18] [10] 11 12 13 14 15 [16] [14] 15 16 17 18 19 [20]
[19] 20 21 22 23 24 [25] [17] 18 19 20 21 22 [23] [21] 22 23 24 25 26 [27]
[26] 27 28 29 30 [24][25] 26 27 28 29 [30] [28] 29 30
[31]
July August September
Su Mo Tu We Th Fr Sa Su Mo Tu We Th Fr Sa Su Mo Tu We Th Fr Sa
1 2 [ 3][ 4] [ 1] 1 2 3 4 [ 5]
[ 5] 6 7 8 9 10 [11] [ 2] 3 4 5 6 7 [ 8] [ 6][ 7] 8 9 10 11 [12]
[12] 13 14 15 16 17 [18] [ 9] 10 11 12 13 14 [15] [13] 14 15 16 17 18 [19]
[19] 20 21 22 23 24 [25] [16] 17 18 19 20 21 [22] [20] 21 22 23 24 25 [26]
[26] 27 28 29 30 31 [23] 24 25 26 27 28 [29] [27] 28 29 30
[30] 31
October November December
Su Mo Tu We Th Fr Sa Su Mo Tu We Th Fr Sa Su Mo Tu We Th Fr Sa
1 2 [ 3] 1 2 3 4 [ 5]
[ 4] 5 6 7 8 9 [10] [ 1] 2 3 4 5 6 [ 7] [ 6] 7 8 9 10 11 [12]
[11] 12 13 14 15 16 [17] [ 8] 9 10 11 12 13 [14] [13] 14 15 16 17 18 [19]
[18] 19 20 21 22 23 [24] [15] 16 17 18 19 20 [21] [20] 21 22 23 24 [25][26]
[25] 26 27 28 29 30 [31] [22] 23 24 25 [26] 27 [28] [27] 28 29 30 31
[29] 30
ecal XNYS 1 2020 January 2020
Su Mo Tu We Th Fr Sa
[ 1] 2 3 [ 4]
[ 5] 6 7 8 9 10 [11]
[12] 13 14 15 16 17 [18]
[19][20] 21 22 23 24 [25]
[26] 27 28 29 30 31
exchange_calendar holidays are all user contributed. If a calendar you care about is missing a holiday, please open a PR.
exchange_calendars attempts to be broadly useful and thus maps to "intuitive" exchange open/closings, rather than the technically true ones. This may hide some technical aspects of the exchange (for example: auction durations).
In general, the all times within the closed set [open_time, close_time] are treated as open.
On a regular trading day for NYSE (open 9:30 AM to 4:00 PM EST):
- 9:29:59 is treated as closed.
- 9:30:00 is the first time treated as open.
- 9:30:01 is treated as open.
- 16:00:00 is treated as open
- 16:00:01 is treated as closed
On a regular trading day for XHKG (open 9:30 AM to 12:00 PM, 1:00 PM to 4:00 PM HKT)
- 9:29:59 is treated as closed.
- 9:30:00 is the first time treated as open.
- 9:30:01 is treated as open.
- 12:00:00 is treated as open
- 12:00:01 is treated as closed
- 12:59:59 is treated as closed
- 13:00:00 is treated as open
- 16:00:00 is treated as open
- 16:00:01 is treated as closed
Similar logic applies to exchanges with lunchbreaks.
| Exchange | ISO Code | Country | Version Added | Exchange Website (English) |
|---|---|---|---|---|
| New York Stock Exchange | XNYS | USA | 1.0 | https://www.nyse.com/index |
| CBOE Futures | XCBF | USA | 1.0 | https://markets.cboe.com/us/futures/overview/ |
| Chicago Mercantile Exchange | CMES | USA | 1.0 | https://www.cmegroup.com/ |
| ICE US | IEPA | USA | 1.0 | https://www.theice.com/index |
| Toronto Stock Exchange | XTSE | Canada | 1.0 | https://www.tsx.com/ |
| BMF Bovespa | BVMF | Brazil | 1.0 | http://www.b3.com.br/en_us/ |
| London Stock Exchange | XLON | England | 1.0 | https://www.londonstockexchange.com/home/homepage.htm |
| Euronext Amsterdam | XAMS | Netherlands | 1.2 | https://www.euronext.com/en/regulation/amsterdam |
| Euronext Brussels | XBRU | Belgium | 1.2 | https://www.euronext.com/en/regulation/brussels |
| Euronext Lisbon | XLIS | Portugal | 1.2 | https://www.euronext.com/en/regulation/lisbon |
| Euronext Paris | XPAR | France | 1.2 | https://www.euronext.com/en/regulation/paris |
| Frankfurt Stock Exchange | XFRA | Germany | 1.2 | http://en.boerse-frankfurt.de/ |
| SIX Swiss Exchange | XSWX | Switzerland | 1.2 | https://www.six-group.com/exchanges/index.html |
| Tokyo Stock Exchange | XTKS | Japan | 1.2 | https://www.jpx.co.jp/english/ |
| Austrialian Securities Exchange | XASX | Australia | 1.3 | https://www.asx.com.au/ |
| Bolsa de Madrid | XMAD | Spain | 1.3 | http://www.bolsamadrid.es/ing/aspx/Portada/Portada.aspx |
| Borsa Italiana | XMIL | Italy | 1.3 | https://www.borsaitaliana.it/homepage/homepage.en.htm |
| New Zealand Exchange | XNZE | New Zealand | 1.3 | https://www.nzx.com/ |
| Wiener Borse | XWBO | Austria | 1.3 | https://www.wienerborse.at/en/ |
| Hong Kong Stock Exchange | XHKG | Hong Kong | 1.3 | https://www.hkex.com.hk/?sc_lang=en |
| Copenhagen Stock Exchange | XCSE | Denmark | 1.4 | http://www.nasdaqomxnordic.com/ |
| Helsinki Stock Exchange | XHEL | Finland | 1.4 | http://www.nasdaqomxnordic.com/ |
| Stockholm Stock Exchange | XSTO | Sweden | 1.4 | http://www.nasdaqomxnordic.com/ |
| Oslo Stock Exchange | XOSL | Norway | 1.4 | https://www.oslobors.no/ob_eng/ |
| Irish Stock Exchange | XDUB | Ireland | 1.4 | http://www.ise.ie/ |
| Bombay Stock Exchange | XBOM | India | 1.5 | https://www.bseindia.com |
| Singapore Exchange | XSES | Singapore | 1.5 | https://www.sgx.com |
| Shanghai Stock Exchange | XSHG | China | 1.5 | http://english.sse.com.cn |
| Korea Exchange | XKRX | South Korea | 1.6 | http://global.krx.co.kr |
| Iceland Stock Exchange | XICE | Iceland | 1.7 | http://www.nasdaqomxnordic.com/ |
| Poland Stock Exchange | XWAR | Poland | 1.9 | http://www.gpw.pl |
| Santiago Stock Exchange | XSGO | Chile | 1.9 | http://inter.bolsadesantiago.com/sitios/en/Paginas/home.aspx |
| Colombia Securities Exchange | XBOG | Colombia | 1.9 | https://www.bvc.com.co/nueva/index_en.html |
| Mexican Stock Exchange | XMEX | Mexico | 1.9 | https://www.bmv.com.mx |
| Lima Stock Exchange | XLIM | Peru | 1.9 | https://www.bvl.com.pe |
| Prague Stock Exchange | XPRA | Czech Republic | 1.9 | https://www.pse.cz/en/ |
| Budapest Stock Exchange | XBUD | Hungary | 1.10 | https://bse.hu/ |
| Athens Stock Exchange | ASEX | Greece | 1.10 | http://www.helex.gr/ |
| Istanbul Stock Exchange | XIST | Turkey | 1.10 | https://www.borsaistanbul.com/en/ |
| Johannesburg Stock Exchange | XJSE | South Africa | 1.10 | https://www.jse.co.za/z |
| Malaysia Stock Exchange | XKLS | Malaysia | 1.11 | http://www.bursamalaysia.com/market/ |
| Moscow Exchange | XMOS | Russia | 1.11 | https://www.moex.com/en/ |
| Philippine Stock Exchange | XPHS | Philippines | 1.11 | https://www.pse.com.ph/stockMarket/home.html |
| Stock Exchange of Thailand | XBKK | Thailand | 1.11 | https://www.set.or.th/set/mainpage.do?language=en&country=US |
| Indonesia Stock Exchange | XIDX | Indonesia | 1.11 | https://www.idx.co.id/ |
| Taiwan Stock Exchange Corp. | XTAI | Taiwan | 1.11 | https://www.twse.com.tw/en/ |
| Buenos Aires Stock Exchange | XBUE | Argentina | 1.11 | https://www.bcba.sba.com.ar/ |
| Pakistan Stock Exchange | XKAR | Pakistan | 1.11 | https://www.psx.com.pk/ |
| Astana International Exchange | AIXK | Kazakhstan | 3.2 | https://www.aix.kz/ |
| Bucharest Stock Exchange | XBSE | Romania | 3.2 | https://www.bvb.ro/ |
Note that exchange calendars are defined by their ISO-10383 market identifier code.