Represents the schedule of a security exchange. This includes daily regular and extended market hours as well as holidays, early closes and late opens. More...

Public Member Functions
	SecurityExchangeHours (DateTimeZone timeZone, IEnumerable< DateTime > holidayDates, Dictionary< DayOfWeek, LocalMarketHours > marketHoursForEachDayOfWeek, IReadOnlyDictionary< DateTime, TimeSpan > earlyCloses, IReadOnlyDictionary< DateTime, TimeSpan > lateOpens)
	Initializes a new instance of the SecurityExchangeHours class More...

bool	IsOpen (DateTime localDateTime, bool extendedMarketHours)
	Determines if the exchange is open at the specified local date time. More...

bool	IsOpen (DateTime startLocalDateTime, DateTime endLocalDateTime, bool extendedMarketHours)
	Determines if the exchange is open at any point in time over the specified interval. More...

bool	IsDateOpen (DateTime localDateTime)
	Determines if the exchange will be open on the date specified by the local date time More...

DateTime	GetPreviousMarketOpen (DateTime localDateTime, bool extendedMarketHours)
	Gets the local date time corresponding to the previous market open to the specified time More...

DateTime	GetNextMarketOpen (DateTime localDateTime, bool extendedMarketHours)
	Gets the local date time corresponding to the next market open following the specified time More...

DateTime	GetNextMarketClose (DateTime localDateTime, bool extendedMarketHours)
	Gets the local date time corresponding to the next market close following the specified time More...

LocalMarketHours	GetMarketHours (DateTime localDateTime)
	Helper to access the market hours field based on the day of week More...

DateTime	GetPreviousTradingDay (DateTime localDate)
	Gets the previous trading day More...

DateTime	GetNextTradingDay (DateTime date)
	Gets the next trading day More...

Static Public Member Functions
static SecurityExchangeHours	AlwaysOpen (DateTimeZone timeZone)
	Gets a SecurityExchangeHours instance that is always open More...

Public Attributes
IReadOnlyDictionary< DayOfWeek, LocalMarketHours >	MarketHours => _openHoursByDay
	Gets the market hours for this exchange More...

IReadOnlyDictionary< DateTime, TimeSpan >	EarlyCloses => _earlyCloses
	Gets the early closes for this exchange More...

IReadOnlyDictionary< DateTime, TimeSpan >	LateOpens => _lateOpens
	Gets the late opens for this exchange More...

Properties
DateTimeZone	TimeZone `[get]`
	Gets the time zone this exchange resides in More...

HashSet< DateTime >	Holidays `[get]`
	Gets the holidays for the exchange More...

TimeSpan	RegularMarketDuration `[get]`
	Gets the most common tradable time during the market week. 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...

bool	IsMarketAlwaysOpen `[get]`
	Checks whether the market is always open or not More...

Detailed Description

Represents the schedule of a security exchange. This includes daily regular and extended market hours as well as holidays, early closes and late opens.

This type assumes that IsOpen will be called with increasingly future times, that is, the calls should never back track in time. This assumption is required to prevent time zone conversions on every call.

Definition at line 33 of file SecurityExchangeHours.cs.

Constructor & Destructor Documentation

◆ SecurityExchangeHours()

QuantConnect.Securities.SecurityExchangeHours.SecurityExchangeHours	(	DateTimeZone	timeZone,
		IEnumerable< DateTime >	holidayDates,
		Dictionary< DayOfWeek, LocalMarketHours >	marketHoursForEachDayOfWeek,
		IReadOnlyDictionary< DateTime, TimeSpan >	earlyCloses,
		IReadOnlyDictionary< DateTime, TimeSpan >	lateOpens
	)

Initializes a new instance of the SecurityExchangeHours class

Parameters

timeZone	The time zone the dates and hours are represented in
holidayDates	The dates this exchange is closed for holiday
marketHoursForEachDayOfWeek	The exchange's schedule for each day of the week
earlyCloses	The dates this exchange has an early close
lateOpens	The dates this exchange has a late open

Definition at line 121 of file SecurityExchangeHours.cs.

Here is the caller graph for this function:

Member Function Documentation

◆ AlwaysOpen()

static SecurityExchangeHours QuantConnect.Securities.SecurityExchangeHours.AlwaysOpen ( DateTimeZone timeZone )

static

Gets a SecurityExchangeHours instance that is always open

Definition at line 102 of file SecurityExchangeHours.cs.

Here is the call graph for this function:

Here is the caller graph for this function:

◆ IsOpen() [1/2]

bool QuantConnect.Securities.SecurityExchangeHours.IsOpen	(	DateTime	localDateTime,
		bool	extendedMarketHours
	)

Determines if the exchange is open at the specified local date time.

Parameters

localDateTime	The time to check represented as a local time
extendedMarketHours	True to use the extended market hours, false for just regular market hours

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

Definition at line 157 of file SecurityExchangeHours.cs.

Here is the call graph for this function:

Here is the caller graph for this function:

◆ IsOpen() [2/2]

bool QuantConnect.Securities.SecurityExchangeHours.IsOpen	(	DateTime	startLocalDateTime,
		DateTime	endLocalDateTime,
		bool	extendedMarketHours
	)

Determines if the exchange is open at any point in time over the specified interval.

Parameters

startLocalDateTime	The start of the interval in local time
endLocalDateTime	The end of the interval in local time
extendedMarketHours	True to use the extended market hours, false for just regular market hours

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

Definition at line 175 of file SecurityExchangeHours.cs.

Here is the call graph for this function:

◆ IsDateOpen()

bool QuantConnect.Securities.SecurityExchangeHours.IsDateOpen ( DateTime localDateTime )

Determines if the exchange will be open on the date specified by the local date time

Parameters

localDateTime The date time to check if the day is open

Returns: True if the exchange will be open on the specified date, false otherwise

Definition at line 211 of file SecurityExchangeHours.cs.

Here is the call graph for this function:

Here is the caller graph for this function:

◆ GetPreviousMarketOpen()

DateTime QuantConnect.Securities.SecurityExchangeHours.GetPreviousMarketOpen	(	DateTime	localDateTime,
		bool	extendedMarketHours
	)

Gets the local date time corresponding to the previous market open to the specified time

Parameters

localDateTime	The time to begin searching for the last market open (non-inclusive)
extendedMarketHours	True to include extended market hours in the search

Returns: The previous market opening date time to the specified local date time

Definition at line 230 of file SecurityExchangeHours.cs.

Here is the call graph for this function:

◆ GetNextMarketOpen()

DateTime QuantConnect.Securities.SecurityExchangeHours.GetNextMarketOpen	(	DateTime	localDateTime,
		bool	extendedMarketHours
	)

Gets the local date time corresponding to the next market open following the specified time

Parameters

localDateTime	The time to begin searching for market open (non-inclusive)
extendedMarketHours	True to include extended market hours in the search

Returns: The next market opening date time following the specified local date time

Definition at line 271 of file SecurityExchangeHours.cs.

Here is the call graph for this function:

Here is the caller graph for this function:

◆ GetNextMarketClose()

DateTime QuantConnect.Securities.SecurityExchangeHours.GetNextMarketClose	(	DateTime	localDateTime,
		bool	extendedMarketHours
	)

Gets the local date time corresponding to the next market close following the specified time

Parameters

localDateTime	The time to begin searching for market close (non-inclusive)
extendedMarketHours	True to include extended market hours in the search

Returns: The next market closing date time following the specified local date time

Definition at line 324 of file SecurityExchangeHours.cs.

Here is the call graph for this function:

Here is the caller graph for this function:

◆ GetMarketHours()

LocalMarketHours QuantConnect.Securities.SecurityExchangeHours.GetMarketHours ( DateTime localDateTime )

Helper to access the market hours field based on the day of week

Parameters

localDateTime The local date time to retrieve market hours for

Definition at line 436 of file SecurityExchangeHours.cs.

Here is the caller graph for this function:

◆ GetPreviousTradingDay()

DateTime QuantConnect.Securities.SecurityExchangeHours.GetPreviousTradingDay ( DateTime localDate )

Gets the previous trading day

Parameters

localDate The date to start searching at in this exchange's time zones

Returns: The previous trading day

Definition at line 551 of file SecurityExchangeHours.cs.

Here is the call graph for this function:

Here is the caller graph for this function:

◆ GetNextTradingDay()

DateTime QuantConnect.Securities.SecurityExchangeHours.GetNextTradingDay ( DateTime date )

Gets the next trading day

Parameters

date	The date to start searching at

Returns: The next trading day

Definition at line 567 of file SecurityExchangeHours.cs.

Here is the call graph for this function:

Here is the caller graph for this function:

Member Data Documentation

◆ MarketHours

IReadOnlyDictionary<DayOfWeek, LocalMarketHours> QuantConnect.Securities.SecurityExchangeHours.MarketHours => _openHoursByDay

Gets the market hours for this exchange

Definition at line 74 of file SecurityExchangeHours.cs.

◆ EarlyCloses

IReadOnlyDictionary<DateTime, TimeSpan> QuantConnect.Securities.SecurityExchangeHours.EarlyCloses => _earlyCloses

Gets the early closes for this exchange

Definition at line 79 of file SecurityExchangeHours.cs.

◆ LateOpens

IReadOnlyDictionary<DateTime, TimeSpan> QuantConnect.Securities.SecurityExchangeHours.LateOpens => _lateOpens

Gets the late opens for this exchange

Definition at line 84 of file SecurityExchangeHours.cs.

Property Documentation

◆ TimeZone

DateTimeZone QuantConnect.Securities.SecurityExchangeHours.TimeZone

get

Gets the time zone this exchange resides in

Definition at line 61 of file SecurityExchangeHours.cs.

◆ Holidays

HashSet<DateTime> QuantConnect.Securities.SecurityExchangeHours.Holidays

get

Gets the holidays for the exchange

Definition at line 67 of file SecurityExchangeHours.cs.

◆ RegularMarketDuration

TimeSpan QuantConnect.Securities.SecurityExchangeHours.RegularMarketDuration

get

Gets the most common tradable time during the market week. 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 92 of file SecurityExchangeHours.cs.

◆ IsMarketAlwaysOpen

bool QuantConnect.Securities.SecurityExchangeHours.IsMarketAlwaysOpen

get

Checks whether the market is always open or not

Definition at line 97 of file SecurityExchangeHours.cs.

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

Common/Securities/SecurityExchangeHours.cs

Public Member Functions

Static Public Member Functions

Public Attributes

Properties

Detailed Description

Constructor & Destructor Documentation

◆ SecurityExchangeHours()

Member Function Documentation

◆ AlwaysOpen()

◆ IsOpen() [1/2]

◆ IsOpen() [2/2]

◆ IsDateOpen()

◆ GetPreviousMarketOpen()

◆ GetNextMarketOpen()

◆ GetNextMarketClose()

◆ GetMarketHours()

◆ GetPreviousTradingDay()

◆ GetNextTradingDay()

Member Data Documentation

◆ MarketHours

◆ EarlyCloses

◆ LateOpens

Property Documentation

◆ TimeZone

◆ Holidays

◆ RegularMarketDuration

◆ IsMarketAlwaysOpen