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trading_calendars is a Python library with securities exchange calendars used by Quantopian's Zipline.

Project description

trading_calendars

CI

A Python library of exchange calendars meant to be used with Zipline.

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/

Note that exchange calendars are defined by their ISO-10383 market identifier code.

Installation

$ pip install trading-calendars

Usage

from trading_calendars import get_calendar

# US Stock Exchanges (includes NASDAQ)
us_calendar = get_calendar('XNYS')
# London Stock Exchange
london_calendar = get_calendar('XLON')
# Toronto Stock Exchange
toronto_calendar = get_calendar('XTSE')
# Tokyo Stock Exchange
tokyo_calendar = get_calendar('XTKS')
# Frankfurt Stock Exchange
frankfurt_calendar = get_calendar('XFRA')

# US Futures
us_futures_calendar = get_calendar('us_futures')
# Chicago Mercantile Exchange
cme_calendar = get_calendar('CMES')
# Intercontinental Exchange
ice_calendar = get_calendar('IEPA')
# CBOE Futures Exchange
cfe_calendar = get_calendar('XCBF')
# Brazilian Mercantile and Futures Exchange
bmf_calendar = get_calendar('BVMF')

Project details


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