market-calendar

Exchange trading calendars for JavaScript: sessions, holidays, early closes and bar timestamps for 36 markets.

A JavaScript port of pandas_market_calendars by Ryan Sheftel. The exchange data and the behaviour are that project's work; see Credits.

npm install market-calendar

Usage

import { getCalendar } from 'market-calendar'

const nyse = getCalendar('NYSE')

nyse.validDays('2024-07-01', '2024-07-08')
// the trading days, with Independence Day and the weekend left out

nyse.schedule('2024-07-03', '2024-07-03')
// [{ date, pre: 04:00, market_open: 09:30, market_close: 13:00, post: 17:00 }]
//   the half-day before Independence Day, and its shortened post session

nyse.openAtTime(
  DateTime.fromISO('2024-07-03T15:00', { zone: 'America/New_York' }),
)
// true — regular hours have ended but the post session runs to 17:00

Bar timestamps

import { dateRange, dateRangeHTF } from 'market-calendar'

dateRange(nyse.schedule('2024-07-01', '2024-07-01'), '1h', { closed: 'left' })
// 09:30  10:30  11:30  12:30  13:30  14:30  15:30

dateRangeHTF(nyse.validDays('2024-01-01', '2024-12-31'), 'ME')
// the last trading day of each month, which is rarely the last of the month

Early closes and late opens

const year = nyse.schedule('2024-01-01', '2024-12-31')
nyse.earlyCloses(year).map((d) => d.date.toISODate())
// ['2024-07-03', '2024-11-29', '2024-12-24']

Calendars

Thirty-six calendars, 152 names. calendarNames() lists them all.

| Region | Exchanges | | ------------ | ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | Americas | NYSE, IEX, CFE, CBOE equity and index options, CME equity / bond / agriculture / trade dates, CME Globex equities / fixed income / FX / energy and metals / crypto / livestock / grains, ICE, SIFMA US, TSX, BMF | | EMEA | LSE, EUREX, EUREX pre/post, EUREX bond, SIX, OSE, SIFMA UK, TASE | | Asia Pacific | JPX, HKEX, SSE, ASX, BSE, NSE, SIFMA JP | | Other | FOREX |

Exchanges answer to their aliases too, so NASDAQ, DOW and BATS all reach the NYSE calendar, and CL, NG and GC reach CME Globex energy and metals.

History

Calendars carry their own history rather than only their current rules. NYSE opened at 10:00 until 1985 and traded on Saturdays until 1952; CME's equity session moved twice; JPX moved its close in November 2024. Ask for a schedule in 1970 and you get 1970's hours.

Credits and attribution

This library is a JavaScript port of pandas_market_calendars, created and maintained by Ryan Sheftel and its contributors, and released under the MIT License.

Nearly everything of substance here originates in that project. Its exchange rules, holiday data and the semantics of the schedule and date-range functions were followed deliberately and closely, so that answers agree with it. Where this port departs — a renamed function, a generalised structure, a rule corrected — the reason is recorded in the changelog and in the code.

pandas_market_calendars itself builds on earlier work by Quantopian, and some of its calendars carry that lineage.

This project is an independent port. It is not affiliated with, endorsed by, or supported by the authors of pandas_market_calendars; please raise issues with this port here rather than with them.

Both projects are MIT licensed. See LICENSE for this one, and the upstream repository for theirs.