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, IEnumerable< DateTime > bankHolidayDates=null)
	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, bool extendedMarketHours=false)
	Determines if the exchange will be open on the date specified by the local date time More...

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

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

DateTime	GetPreviousMarketOpen (DateTime localDateTime, bool extendedMarketHours, bool firstOpen)
	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	GetLastDailyMarketClose (DateTime localDateTime, bool extendedMarketHours)
	Gets the local date time corresponding to the last market close following the specified date More...

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

DateTime	GetNextMarketClose (DateTime localDateTime, bool extendedMarketHours, bool lastClose)
	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...

HashSet< DateTime >	BankHolidays `[get]`
	Gets the bank 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,
		IEnumerable< DateTime >	bankHolidayDates = `null`
	)

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 137 of file SecurityExchangeHours.cs.

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Member Function Documentation

◆ AlwaysOpen()

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

static

Gets a SecurityExchangeHours instance that is always open

Definition at line 118 of file SecurityExchangeHours.cs.

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◆ 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 175 of file SecurityExchangeHours.cs.

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◆ 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 188 of file SecurityExchangeHours.cs.

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◆ IsDateOpen()

bool QuantConnect.Securities.SecurityExchangeHours.IsDateOpen	(	DateTime	localDateTime,
		bool	extendedMarketHours = `false`
	)

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
extendedMarketHours	True to consider days with extended market hours only as open

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

Definition at line 225 of file SecurityExchangeHours.cs.

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◆ GetFirstDailyMarketOpen()

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

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

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 248 of file SecurityExchangeHours.cs.

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◆ GetPreviousMarketOpen() [1/2]

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 259 of file SecurityExchangeHours.cs.

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◆ GetPreviousMarketOpen() [2/2]

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

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 270 of file SecurityExchangeHours.cs.

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◆ 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 321 of file SecurityExchangeHours.cs.

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◆ GetLastDailyMarketClose()

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

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

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 374 of file SecurityExchangeHours.cs.

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◆ GetNextMarketClose() [1/2]

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 385 of file SecurityExchangeHours.cs.

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◆ GetNextMarketClose() [2/2]

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

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
lastClose	True if the last available close of the date should be returned, else the first will be used

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

Definition at line 397 of file SecurityExchangeHours.cs.

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◆ 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

This method will return an adjusted instance of LocalMarketHours for the specified date, that is, it will account for holidays, early closes, and late opens (e.g. if the security trades regularly on Mondays, but a specific Monday is a holiday, this method will return a LocalMarketHours that is closed all day). In order to get the regular schedule, use the MarketHours property.

Definition at line 515 of file SecurityExchangeHours.cs.

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◆ 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 644 of file SecurityExchangeHours.cs.

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◆ 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 660 of file SecurityExchangeHours.cs.

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Member Data Documentation

◆ MarketHours

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

Gets the market hours for this exchange

This returns the regular schedule for each day, without taking into account special cases such as holidays, early closes, or late opens. In order to get the actual market hours for a specific date, use GetMarketHours(DateTime)

Definition at line 90 of file SecurityExchangeHours.cs.

◆ EarlyCloses

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

Gets the early closes for this exchange

Definition at line 95 of file SecurityExchangeHours.cs.

◆ LateOpens

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

Gets the late opens for this exchange

Definition at line 100 of file SecurityExchangeHours.cs.

Property Documentation

◆ TimeZone

DateTimeZone QuantConnect.Securities.SecurityExchangeHours.TimeZone

get

Gets the time zone this exchange resides in

Definition at line 62 of file SecurityExchangeHours.cs.

◆ Holidays

HashSet<DateTime> QuantConnect.Securities.SecurityExchangeHours.Holidays

get

Gets the holidays for the exchange

Definition at line 68 of file SecurityExchangeHours.cs.

◆ BankHolidays

HashSet<DateTime> QuantConnect.Securities.SecurityExchangeHours.BankHolidays

get

Gets the bank holidays for the exchange

In some markets and assets, like CME futures, there are tradable dates (market open) which should not be considered for expiration rules due to banks being closed

Definition at line 78 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 108 of file SecurityExchangeHours.cs.

◆ IsMarketAlwaysOpen

bool QuantConnect.Securities.SecurityExchangeHours.IsMarketAlwaysOpen

get

Checks whether the market is always open or not

Definition at line 113 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()

◆ GetFirstDailyMarketOpen()

◆ GetPreviousMarketOpen() [1/2]

◆ GetPreviousMarketOpen() [2/2]

◆ GetNextMarketOpen()

◆ GetLastDailyMarketClose()

◆ GetNextMarketClose() [1/2]

◆ GetNextMarketClose() [2/2]

◆ GetMarketHours()

◆ GetPreviousTradingDay()

◆ GetNextTradingDay()

Member Data Documentation

◆ MarketHours

◆ EarlyCloses

◆ LateOpens

Property Documentation

◆ TimeZone

◆ Holidays

◆ BankHolidays

◆ RegularMarketDuration

◆ IsMarketAlwaysOpen