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 | https://www.nyse.com/index |
| CBOE Futures | XCBF | USA | 1.0 | https://markets.cboe.com/us/futures/overview/ |
| Chicago Mercantile Exchange | CMES | USA | 1.0 | https://www.cmegroup.com/ |
| ICE US | IEPA | USA | 1.0 | https://www.theice.com/index |
| Toronto Stock Exchange | XTSE | Canada | 1.0 | https://www.tsx.com/ |
| BMF Bovespa | BVMF | Brazil | 1.0 | http://www.b3.com.br/en_us/ |
| Euronext Amsterdam | XAMS | Netherlands | 1.2 | https://www.euronext.com/en/regulation/amsterdam |
| Euronext Brussels | XBRU | Belgium | 1.2 | https://www.euronext.com/en/regulation/brussels |
| Euronext Lisbon | XLIS | Portugal | 1.2 | https://www.euronext.com/en/regulation/lisbon |
| Euronext Paris | XPAR | France | 1.2 | https://www.euronext.com/en/regulation/paris |
| Frankfurt Stock Exchange | XFRA | Germany | 1.2 | http://en.boerse-frankfurt.de/ |
| SIX Swiss Exchange | XSWX | Switzerland | 1.2 | https://www.six-group.com/exchanges/index.html |
| Tokyo Stock Exchange | XTKS | Japan | 1.2 | https://www.jpx.co.jp/english/ |
| Austrialian Securities Exchange | XASX | Australia | 1.3 | https://www.asx.com.au/ |
| Bolsa de Madrid | XMAD | Spain | 1.3 | http://www.bolsamadrid.es/ing/aspx/Portada/Portada.aspx |
| Borsa Italiana | XMIL | Italy | 1.3 | https://www.borsaitaliana.it/homepage/homepage.en.htm |
| New Zealand Exchange | XNZE | New Zealand | 1.3 | https://www.nzx.com/ |
| Wiener Borse | XWBO | Austria | 1.3 | https://www.wienerborse.at/en/ |
| Hong Kong Stock Exchange | XHKG | Hong Kong | 1.3 | https://www.hkex.com.hk/?sc_lang=en |
| Copenhagen Stock Exchange | XCSE | Denmark | 1.4 | http://www.nasdaqomxnordic.com/ |
| Helsinki Stock Exchange | XHEL | Finland | 1.4 | http://www.nasdaqomxnordic.com/ |
| Stockholm Stock Exchange | XSTO | Sweden | 1.4 | http://www.nasdaqomxnordic.com/ |
| Oslo Stock Exchange | XOSL | Norway | 1.4 | https://www.oslobors.no/ob_eng/ |
| Irish Stock Exchange | XDUB | Ireland | 1.4 | http://www.ise.ie/ |
| Bombay Stock Exchange | XBOM | India | 1.5 | https://www.bseindia.com |
| Singapore Exchange | XSES | Singapore | 1.5 | https://www.sgx.com |
| Shanghai Stock Exchange | XSHG | China | 1.5 | http://english.sse.com.cn |
| Korea Exchange | XKRX | South Korea | 1.6 | http://global.krx.co.kr |
| Iceland Stock Exchange | XICE | Iceland | 1.7 | http://www.nasdaqomxnordic.com/ |
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')