data_updater_v2.tables.calendars

calendars.py — the raw calendar tables, per exchange (NYSE: Nasdaq’s days are the same).

Built by DataClient.build_calendar (merge_calendar): NYSE’s own announced calendar decides the years it covers, mcal decides the history (it matches NYSE’s record of closings, early closes and late opens, and what traded), NYSE’s record overrides the one day mcal misses, and FMP is compared only — every day the sources disagree on is marked. From 1900 through the end of next year.

market_holidays   every weekday the exchange closes or shortens        1 row per day
market_sessions   every day the exchange trades, Saturdays before 1952  1 row per day

Classes

MarketHoliday

Bases: Base

One weekday an exchange closes, or trades a shortened session.

MarketSession

Bases: Base

One day an exchange trades, with its actual hours.