US Equity Market Calendar Guide

version 1.0 (Nov 2023)

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TABLE OF CONTENTS

INTRODUCTION        3

DATA ORGANIZATION AND FILE FORMAT        4

INTRODUCTION

During each year there is a list of days when the US market is closed, such as Independence Day, Christmas, etc. Also, the market sometimes is closed early on the day before holidays such as Independence Day and Thanksgiving. For more information follow the link: https://www.nyse.com/markets/hours-calendars. It is very important to know holidays and early closes for the market for building data processing infrastructure for Equity/Options on a daily basis or historical backtesting. When you know that it is a holiday, daily processing infrastructure will not wait for data inputs and won’t raise an alert that it is missing. Also, everything goes smoothly when the scheduled early close day appears, not raising an alert for cutting data feed. Early Closes data can help to identify historical unscheduled data feed cut-offs as well.

Both Holidays and Early Closes data as a part of the Market Calendar dataset provide dedicated information from 1998 up to the end of the current year.

DATA ORGANIZATION AND FILE FORMAT

Algoseek provides US Equity Market Holidays and Early Closes data in plain text CSV files. The first row of the CSV file is a fixed header, and then rows of data correspond to a specific date ( see Table 1 and Table 2).

Table 1: Holidays Sample Data

Table 2: Early Closes Sample Data

Tables 3 and 4 below provide the name, description, and data type for each data field in both Holidays and Early Closes data files.

Table 3: Holidays CSV File Fields Schema

Table 4: Early Closes CSV File Fields Schema

Holidays and Early Closes data is publicly available at:

1. s3://us-equity-market-holidays/holidays.csv (direct download link: https://us-equity-market-holidays.s3.amazonaws.com/holidays.csv);
2. s3://us-equity-market-holidays/earlycloses.csv (or use a direct link us-equity-market-holidays.s3.amazonaws.com/earlycloses.csv).