IndexExchange

QuantConnect.Securities.Index.IndexExchange

IndexExchange(exchange_hours: SecurityExchangeHours)

INDEX exchange class - information and helper tools for Index exchange properties

Initializes a new instance of the IndexExchange class using the specified exchange hours to determine open/close times

Parameters:

Name	Type	Description	Default
`exchange_hours`	`SecurityExchangeHours`	Contains the weekly exchange schedule plus holidays	required

trading_days_per_year: int

Number of trading days per year for this security, used for performance statistics.

hours: SecurityExchangeHours

Gets the SecurityExchangeHours for this exchange

time_zone: Any

Gets the time zone for this exchange

local_time: datetime

Time from the most recent data

exchange_open: bool

Boolean property for quickly testing if the exchange is open.

closing_soon: bool

Boolean property for quickly testing if the exchange is 10 minutes away from closing.

date_is_open(
    date_to_check: Union[datetime, date],
    extended_market_hours: bool = False,
) -> bool

Check if the date is open.

Parameters:

Name	Type	Description	Default
`date_to_check`	`Union[datetime, date]`	Date to check	required
`extended_market_hours`	`bool`	True to consider days with extended market hours only as open	`False`

Returns:

Type	Description
`bool`	Return true if the exchange is open for this date.

date_time_is_open(date_time: Union[datetime, date]) -> bool

Check if this DateTime is open.

Parameters:

Name	Type	Description	Default
`date_time`	`Union[datetime, date]`	DateTime to check	required

Returns:

Type	Description
`bool`	Boolean true if the market is open.

is_closing_soon(minutes_to_close: int) -> bool

Determines if the exchange is going to close in the next provided minutes

Parameters:

Name	Type	Description	Default
`minutes_to_close`	`int`	Minutes to close to check	required

Returns:

Type	Description
`bool`	Returns true if the exchange is going to close in the next provided minutes.

is_open_during_bar(
    bar_start_time: Union[datetime, date],
    bar_end_time: Union[datetime, date],
    is_extended_market_hours: bool,
) -> bool

Determines if the exchange was open at any time between start and stop

set_local_date_time_frontier_provider(
    time_provider: LocalTimeKeeper,
) -> None

Set the current datetime in terms of the exchange's local time zone

Parameters:

Name	Type	Description	Default
`time_provider`	`LocalTimeKeeper`	Most recent data tick	required

set_market_hours(
    market_hours_segments: List[MarketHoursSegment],
    *days: Union[DayOfWeek, Iterable[DayOfWeek]]
) -> None

Sets the regular market hours for the specified days If no days are specified then all days will be updated.

Parameters:

Name	Type	Description	Default
`market_hours_segments`	`List[MarketHoursSegment]`	Specifies each segment of the market hours, such as premarket/market/postmark	required
`days`	`Union[DayOfWeek, Iterable[DayOfWeek]]`	The days of the week to set these times for	`()`