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Add XETR as a separate market. #197

Merged
merged 2 commits into from Dec 22, 2020
Merged

Add XETR as a separate market. #197

merged 2 commits into from Dec 22, 2020

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jenskeiner
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See discussion in #129. XFRA and XETR, while both part of Deutsche Börse AG, are actually two different markets represented by different operating MICs. They largely share the same properties, but exchange hours are different.

This PR is to add a separate calendar for XETR.

Compared to XFRA, I've adjusted the early close time to 14:00 CET (was 12:30 for XFRA, not entirely sure this is actually correct). Everything else already seemed to be consistent.

I've added a note in the code that the early close day towards the end of the year is decided upon separately each year in December. So, having a rule for this is basically just a working assumption of what will happen in the future as well.

With this merged in, XFRA could be adjusted independently if, according to #129, exchange times are indeed incorrect there.

@gerrymanoim
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Thanks - LGTM.

@richafrank

@gerrymanoim gerrymanoim merged commit 08b4eea into quantopian:master Dec 22, 2020
@jenskeiner jenskeiner deleted the add-XETR branch August 11, 2021 14:55
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2 participants