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TradingDay

QuantConnect.TradingDay

Bases: Object

Class contains trading events associated with particular day in TradingCalendar

date

date: datetime

The date that this instance is associated with

business_day

business_day: bool

Property returns true, if the day is a business day

public_holiday

public_holiday: bool

Property returns true, if the day is a public holiday

weekend

weekend: bool

Property returns true, if the day is a weekend

option_expirations

option_expirations: Iterable[Symbol]

Property returns the list of options (among currently traded) that expire on this day

future_expirations

future_expirations: Iterable[Symbol]

Property returns the list of futures (among currently traded) that expire on this day

future_rolls

future_rolls: Iterable[Symbol]

Property returns the list of futures (among currently traded) that roll forward on this day

symbol_delistings

symbol_delistings: Iterable[Symbol]

Property returns the list of symbols (among currently traded) that are delisted on this day

equity_dividends

equity_dividends: Iterable[Symbol]

Property returns the list of symbols (among currently traded) that have ex-dividend date on this day