Calendars for various securities exchanges.
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jbredeche Merge pull request #44 from oyvindwe/xice
 Added XICE (Nasdaq Nordic Iceland)
Latest commit cd001a0 Jan 10, 2019


A Python library of exchange calendars meant to be used with Zipline.

Exchange ISO Code Country Version Added Exchange Website (English)
New York Stock Exchange XNYS USA 1.0
CBOE Futures XCBF USA 1.0
Chicago Mercantile Exchange CMES USA 1.0
Toronto Stock Exchange XTSE Canada 1.0
BMF Bovespa BVMF Brazil 1.0
Euronext Amsterdam XAMS Netherlands 1.2
Euronext Brussels XBRU Belgium 1.2
Euronext Lisbon XLIS Portugal 1.2
Euronext Paris XPAR France 1.2
Frankfurt Stock Exchange XFRA Germany 1.2
SIX Swiss Exchange XSWX Switzerland 1.2
Tokyo Stock Exchange XTKS Japan 1.2
Austrialian Securities Exchange XASX Australia 1.3
Bolsa de Madrid XMAD Spain 1.3
Borsa Italiana XMIL Italy 1.3
New Zealand Exchange XNZE New Zealand 1.3
Wiener Borse XWBO Austria 1.3
Hong Kong Stock Exchange XHKG Hong Kong 1.3
Copenhagen Stock Exchange XCSE Denmark 1.4
Helsinki Stock Exchange XHEL Finland 1.4
Stockholm Stock Exchange XSTO Sweden 1.4
Oslo Stock Exchange XOSL Norway 1.4
Irish Stock Exchange XDUB Ireland 1.4
Bombay Stock Exchange XBOM India 1.5
Singapore Exchange XSES Singapore 1.5
Shanghai Stock Exchange XSHG China 1.5
Korea Exchange XKRX South Korea 1.6
Iceland Stock Exchange XICE Iceland 1.7

Calendars marked with an asterisk (*) have not yet been released.

Note that exchange calendars are defined by their ISO-10383 market identifier code.


from trading_calendars import get_calendar

# US Stock Exchanges (includes NASDAQ)
us_calendar = get_calendar('XNYS')
# London Stock Exchange
london_calendar = get_calendar('XLON')
# Toronto Stock Exchange
toronto_calendar = get_calendar('XTSE')
# Tokyo Stock Exchange
tokyo_calendar = get_calendar('XTKS')
# Frankfurt Stock Exchange
frankfurt_calendar = get_calendar('XFRA')

# US Futures
us_futures_calendar = get_calendar('us_futures')
# Chicago Mercantile Exchange
cme_calendar = get_calendar('CMES')
# Intercontinental Exchange
ice_calendar = get_calendar('IEPA')
# CBOE Futures Exchange
cfe_calendar = get_calendar('XCBF')
# Brazilian Mercantile and Futures Exchange
bmf_calendar = get_calendar('BVMF')