Represents the market hours under normal conditions for an exchange and a specific day of the week in terms of local time More...

Public Member Functions
	LocalMarketHours (DayOfWeek day, params MarketHoursSegment[] segments)
	Initializes a new instance of the LocalMarketHours class More...

	LocalMarketHours (DayOfWeek day, IEnumerable< MarketHoursSegment > segments)
	Initializes a new instance of the LocalMarketHours class More...

	LocalMarketHours (DayOfWeek day, TimeSpan extendedMarketOpen, TimeSpan marketOpen, TimeSpan marketClose, TimeSpan extendedMarketClose)
	Initializes a new instance of the LocalMarketHours class from the specified open/close times More...

	LocalMarketHours (DayOfWeek day, TimeSpan marketOpen, TimeSpan marketClose)
	Initializes a new instance of the LocalMarketHours class from the specified open/close times using the market open as the extended market open and the market close as the extended market close, effectively removing any 'extended' session from these exchange hours More...

TimeSpan?	GetMarketOpen (TimeSpan time, bool extendedMarketHours, TimeSpan? previousDayLastSegment=null)
	Gets the market opening time of day More...

TimeSpan?	GetMarketClose (TimeSpan time, bool extendedMarketHours, TimeSpan? nextDaySegmentStart=null)
	Gets the market closing time of day More...

bool	IsOpen (TimeSpan time, bool extendedMarketHours)
	Determines if the exchange is open at the specified time More...

bool	IsOpen (TimeSpan start, TimeSpan end, bool extendedMarketHours)
	Determines if the exchange is open during the specified interval More...

override string	ToString ()
	Returns a string that represents the current object. More...

Static Public Member Functions
static LocalMarketHours	ClosedAllDay (DayOfWeek dayOfWeek)
	Gets a LocalMarketHours instance that is always closed More...

static LocalMarketHours	OpenAllDay (DayOfWeek dayOfWeek)
	Gets a LocalMarketHours instance that is always open More...

static bool	IsContinuousMarketOpen (TimeSpan? previousSegmentEnd, TimeSpan? nextSegmentStart, bool prevSegmentIsFromPrevDay=true)
	Check the given segment is not part of the current previous segment More...

Properties
bool	IsClosedAllDay `[get]`
	Gets whether or not this exchange is closed all day More...

bool	IsOpenAllDay `[get]`
	Gets whether or not this exchange is closed all day More...

DayOfWeek	DayOfWeek `[get]`
	Gets the day of week these hours apply to More...

TimeSpan	MarketDuration `[get]`
	Gets the tradable time during the market day. For a normal US equity trading day this is 6.5 hours. This does NOT account for extended market hours and only considers MarketHoursState.Market More...

ReadOnlyCollection< MarketHoursSegment >	Segments `[get]`
	Gets the individual market hours segments that define the hours of operation for this day More...

Detailed Description

Represents the market hours under normal conditions for an exchange and a specific day of the week in terms of local time

Definition at line 27 of file LocalMarketHours.cs.

Constructor & Destructor Documentation

◆ LocalMarketHours() [1/4]

QuantConnect.Securities.LocalMarketHours.LocalMarketHours	(	DayOfWeek	day,
		params MarketHoursSegment[]	segments
	)

Initializes a new instance of the LocalMarketHours class

Parameters

day	The day of the week these hours are applicable
segments	The open/close segments defining the market hours for one day

Definition at line 62 of file LocalMarketHours.cs.

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◆ LocalMarketHours() [2/4]

QuantConnect.Securities.LocalMarketHours.LocalMarketHours	(	DayOfWeek	day,
		IEnumerable< MarketHoursSegment >	segments
	)

Initializes a new instance of the LocalMarketHours class

Parameters

day	The day of the week these hours are applicable
segments	The open/close segments defining the market hours for one day

Definition at line 72 of file LocalMarketHours.cs.

◆ LocalMarketHours() [3/4]

QuantConnect.Securities.LocalMarketHours.LocalMarketHours	(	DayOfWeek	day,
		TimeSpan	extendedMarketOpen,
		TimeSpan	marketOpen,
		TimeSpan	marketClose,
		TimeSpan	extendedMarketClose
	)

Initializes a new instance of the LocalMarketHours class from the specified open/close times

Parameters

day	The day of week these hours apply to
extendedMarketOpen	The extended market open time
marketOpen	The regular market open time, must be greater than or equal to the extended market open time
marketClose	The regular market close time, must be greater than the regular market open time
extendedMarketClose	The extended market close time, must be greater than or equal to the regular market close time

Definition at line 101 of file LocalMarketHours.cs.

◆ LocalMarketHours() [4/4]

QuantConnect.Securities.LocalMarketHours.LocalMarketHours	(	DayOfWeek	day,
		TimeSpan	marketOpen,
		TimeSpan	marketClose
	)

Initializes a new instance of the LocalMarketHours class from the specified open/close times using the market open as the extended market open and the market close as the extended market close, effectively removing any 'extended' session from these exchange hours

Parameters

day	The day of week these hours apply to
marketOpen	The regular market open time
marketClose	The regular market close time, must be greater than the regular market open time

Definition at line 114 of file LocalMarketHours.cs.

Member Function Documentation

◆ GetMarketOpen()

TimeSpan? QuantConnect.Securities.LocalMarketHours.GetMarketOpen	(	TimeSpan	time,
		bool	extendedMarketHours,
		TimeSpan?	previousDayLastSegment = `null`
	)

Gets the market opening time of day

Parameters

time	The reference time, the open returned will be the first open after the specified time if there are multiple market open segments
extendedMarketHours	True to include extended market hours, false for regular market hours
previousDayLastSegment	The previous days last segment. This is used when the potential next market open is the first segment of the day so we need to check that segment is not part of previous day last segment. If null, it means there were no segments on the last day

Returns: The market's opening time of day

Definition at line 127 of file LocalMarketHours.cs.

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◆ GetMarketClose()

TimeSpan? QuantConnect.Securities.LocalMarketHours.GetMarketClose	(	TimeSpan	time,
		bool	extendedMarketHours,
		TimeSpan?	nextDaySegmentStart = `null`
	)

Gets the market closing time of day

Parameters

time	The reference time, the close returned will be the first close after the specified time if there are multiple market open segments
extendedMarketHours	True to include extended market hours, false for regular market hours
nextDaySegmentStart	Next day first segment start. This is used when the potential next market close is the last segment of the day so we need to check that segment is not continued on next day first segment. If null, it means there are no segments on the next day

Returns: The market's closing time of day

Definition at line 173 of file LocalMarketHours.cs.

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◆ IsOpen() [1/2]

bool QuantConnect.Securities.LocalMarketHours.IsOpen	(	TimeSpan	time,
		bool	extendedMarketHours
	)

Determines if the exchange is open at the specified time

Parameters

time	The time of day to check
extendedMarketHours	True to check exended market hours, false to check regular market hours

Returns: True if the exchange is considered open, false otherwise

Definition at line 222 of file LocalMarketHours.cs.

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◆ IsOpen() [2/2]

bool QuantConnect.Securities.LocalMarketHours.IsOpen	(	TimeSpan	start,
		TimeSpan	end,
		bool	extendedMarketHours
	)

Determines if the exchange is open during the specified interval

Parameters

start	The start time of the interval
end	The end time of the interval
extendedMarketHours	True to check exended market hours, false to check regular market hours

Returns: True if the exchange is considered open, false otherwise

Definition at line 249 of file LocalMarketHours.cs.

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◆ ClosedAllDay()

static LocalMarketHours QuantConnect.Securities.LocalMarketHours.ClosedAllDay ( DayOfWeek dayOfWeek )

static

Gets a LocalMarketHours instance that is always closed

Parameters

dayOfWeek The day of week

Returns: A LocalMarketHours instance that is always closed

Definition at line 282 of file LocalMarketHours.cs.

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◆ OpenAllDay()

static LocalMarketHours QuantConnect.Securities.LocalMarketHours.OpenAllDay ( DayOfWeek dayOfWeek )

static

Gets a LocalMarketHours instance that is always open

Parameters

dayOfWeek The day of week

Returns: A LocalMarketHours instance that is always open

Definition at line 292 of file LocalMarketHours.cs.

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◆ IsContinuousMarketOpen()

static bool QuantConnect.Securities.LocalMarketHours.IsContinuousMarketOpen	(	TimeSpan?	previousSegmentEnd,
		TimeSpan?	nextSegmentStart,
		bool	prevSegmentIsFromPrevDay = `true`
	)

static

Check the given segment is not part of the current previous segment

Parameters

previousSegmentEnd	Previous segment end time before the current segment
nextSegmentStart	The next segment start time
prevSegmentIsFromPrevDay	Indicated whether the previous segment is from the previous day or not (then it is from the same day as the next segment). Defaults to true

Returns: True if indeed the given segment is part of the last segment. False otherwise

Definition at line 305 of file LocalMarketHours.cs.

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◆ ToString()

override string QuantConnect.Securities.LocalMarketHours.ToString ( )

Returns a string that represents the current object.

Returns: A string that represents the current object.

Definition at line 328 of file LocalMarketHours.cs.

Property Documentation

◆ IsClosedAllDay

bool QuantConnect.Securities.LocalMarketHours.IsClosedAllDay

get

Gets whether or not this exchange is closed all day

Definition at line 32 of file LocalMarketHours.cs.

◆ IsOpenAllDay

bool QuantConnect.Securities.LocalMarketHours.IsOpenAllDay

get

Gets whether or not this exchange is closed all day

Definition at line 37 of file LocalMarketHours.cs.

◆ DayOfWeek

DayOfWeek QuantConnect.Securities.LocalMarketHours.DayOfWeek

get

Gets the day of week these hours apply to

Definition at line 42 of file LocalMarketHours.cs.

◆ MarketDuration

TimeSpan QuantConnect.Securities.LocalMarketHours.MarketDuration

get

Gets the tradable time during the market day. For a normal US equity trading day this is 6.5 hours. This does NOT account for extended market hours and only considers MarketHoursState.Market

Definition at line 50 of file LocalMarketHours.cs.

◆ Segments

ReadOnlyCollection<MarketHoursSegment> QuantConnect.Securities.LocalMarketHours.Segments

get

Gets the individual market hours segments that define the hours of operation for this day

Definition at line 55 of file LocalMarketHours.cs.

The documentation for this class was generated from the following file:

Common/Securities/LocalMarketHours.cs

Public Member Functions

Static Public Member Functions

Properties

Detailed Description

Constructor & Destructor Documentation

◆ LocalMarketHours() [1/4]

◆ LocalMarketHours() [2/4]

◆ LocalMarketHours() [3/4]

◆ LocalMarketHours() [4/4]

Member Function Documentation

◆ GetMarketOpen()

◆ GetMarketClose()

◆ IsOpen() [1/2]

◆ IsOpen() [2/2]

◆ ClosedAllDay()

◆ OpenAllDay()

◆ IsContinuousMarketOpen()

◆ ToString()

Property Documentation

◆ IsClosedAllDay

◆ IsOpenAllDay

◆ DayOfWeek

◆ MarketDuration

◆ Segments