API Exchange

Exchange

Concepts first: read Exchange Calendars before this page.

Signatures below are shown as the library declares them. From a script that imports it, every type and enum name takes your import alias: t.DateTime, t.Overflow.REJECT, t.Exchange.NYSE. A bare DateTime will not compile.

An Exchange is a market calendar: holidays, observance shifts, early closes and lunch breaks. These are not variations of one calendar. Most questions about a calendar are methods on DateTime, not on Exchange: d.is_trading_day(ex), not ex.is_trading_day(d).

Members

	Summary
calendar_from	The first year an exchange's calendar answers exactly.
calendar_through	The last year an exchange's calendar answers exactly, or na when its rules extrapolate without a horizon.
zone	The zone an exchange's local session times are quoted in.

Reference

calendar_from

Exchange.calendar_from()

The first year an exchange's calendar answers exactly. Before it the rules still run, but nothing has checked them and the tabled layers are empty, so a holiday there is the rules extrapolated backwards rather than the exchange's own record.

Returns   Calendar year, or na for a calendar with no lower bound to state.

Raises   on an Exchange the switch does not handle, a library bug.

calendar_through

Exchange.calendar_through()

The last year an exchange's calendar answers exactly, or na when its rules extrapolate without a horizon. A calendar built from rules keeps generating dates forever and only its unscheduled closures are unpredictable; one built from a table stops when the table does, and past that it would report every tabled holiday as an ordinary trading day. That is the difference this reports.

Returns   Calendar year of the last covered date, or na when no horizon applies.

Raises   on an Exchange the switch does not handle, a library bug. Comparing a year against na yields na, which is false, so if Year > ex.calendar_through() reads correctly as "never past it" for the unbounded calendars.

zone

Exchange.zone()

The zone an exchange's local session times are quoted in.

Returns   The Zone.

Raises   on an Exchange the switch does not handle, a library bug, and a loud one by design: every session boundary in this file resolves through here, so an unhandled member falling through to New York would move them all at once.

Enums

	Summary
Exchange	An exchange calendar.

Exchange

enum

An exchange calendar. These are not variations of one calendar: CME closes on three days a year and trades the other US federal holidays on a shortened session, while the LSE runs on UK bank holidays that share only Good Friday and Christmas with the NYSE.

Member	Declared as	Meaning
NYSE	NYSE = "NYSE"	New York Stock Exchange, 09:30-16:00 New York, early close 13:00.
LSE	LSE = "LSE"	London Stock Exchange, 08:00-16:30 London, early close 12:30.
CME	CME = "CME"	CME Globex equity index, 17:00 the previous day to 16:00 Chicago, early close 12:00.
JPX	JPX = "JPX"	Tokyo Stock Exchange, 09:00-15:30 Tokyo (15:00 through 2024), lunch 11:30-12:30, closed 31 December through 3 January, no half days.
EUREX	EUREX = "EUREX"	Eurex derivatives, 08:00-22:00 Berlin, TARGET2-shaped holidays, no early closes. The German cash market (Xetra) keeps different hours and more holidays; this is the derivatives calendar.
HKEX	HKEX = "HKEX"	Hong Kong Exchanges, 09:30-16:00 Hong Kong (10:00 through 2010), lunch 12:00-13:00, half days at 12:00 on Christmas Eve, New Year's Eve and Lunar New Year's Eve. The lunar holidays are tabled rather than computed, so this calendar answers exactly from 2000 to 2049 and no further; see calendar_through.
ASX	ASX = "ASX"	Australian Securities Exchange, 10:00-16:00 Sydney, half days at 14:10 on the last sessions before Christmas and New Year. New South Wales holidays: no Labour Day, and ANZAC Day does not move off a weekend.
TSX	TSX = "TSX"	Toronto Stock Exchange, 09:30-16:00 Toronto, half day at 13:00 on Christmas Eve only. No Easter Monday, and Family Day exists only from 2008.
SSE	SSE = "SSE"	Shanghai Stock Exchange, 09:30-15:00 Shanghai, lunch 11:30-13:00, no early closes. Wholly tabled and exact only through 2026; see calendar_through.
BSE	BSE = "BSE"	Bombay Stock Exchange, 09:15-15:30 Mumbai, no lunch break, no early closes. Six fixed dates with no substitution at all, and the rest tabled through 2026. The Muhurat evening session on Diwali is not modelled.
SGX	SGX = "SGX"	Singapore Exchange, 09:00-17:00 Singapore, no lunch break in the modelled era, no early closes. Four fixed dates with a Sunday-only substitute, and the rest tabled through 2026.
CRYPTO	CRYPTO = "Crypto"	Cryptocurrency, 24/7: every calendar day trades 00:00-24:00 UTC, no holidays, no weekends, no early closes.

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