exchange_calendars

Minutes represent the granular time increments within a session. Use these methods to check minute-level status:

• session_minutes(date): Returns a DatetimeIndex of all minutes in a session.
• is_trading_minute(minute): Returns True if the specific minute is a trading minute (defaults to closed on the left side).
• is_break_minute(minute): Returns True if the minute falls within a scheduled break.
• previous_close(minute): Returns the timestamp of the most recent close.
• previous_minute(minute): Returns the timestamp of the immediately preceding minute.

import exchange_calendars as xcals

xhkg = xcals.get_calendar("XHKG")

# Get all minutes for a session
print(xhkg.session_minutes("2022-01-03"))

# Check if specific minutes are trading minutes
mins = [ "2022-01-03 " + tm for tm in ["01:29", "01:30", "04:20", "07:59", "08:00"] ]
print([ xhkg.is_trading_minute(m) for m in mins ])

# Check if a minute is a break
print(xhkg.is_break_minute("2022-01-03 04:20"))

# Get previous close and minute
print(xhkg.previous_close("2022-01-03 08:10"))
print(xhkg.previous_minute("2022-01-03 08:10"))

Sessions represent the full trading days. Use the following methods to interrogate sessions:

• is_session(date): Returns True if the date is a trading session.
• sessions_in_range(start, end): Returns a DatetimeIndex of all sessions within a range.
• sessions_window(start, n): Returns a DatetimeIndex of the next n sessions starting from start.
• date_to_session(date, direction="next"): Finds the nearest session in the specified direction.
• previous_session(date): Returns the timestamp of the most recent previous session.
• trading_index(start, end, period, force=False): Returns an IntervalIndex of trading periods (e.g., 90-minute intervals).

import exchange_calendars as xcals
import pandas as pd

xnys = xcals.get_calendar("XNYS")

# Check if a date is a session
print(xnys.is_session("2022-01-01"))

# Get sessions in a range
print(xnys.sessions_in_range("2022-01-01", "2022-01-11"))

# Get a window of sessions
print(xnys.sessions_window("2022-01-03", 7))

# Find next session
print(xnys.date_to_session("2022-01-01", direction="next"))

# Get previous session
print(xnys.previous_session("2022-01-11"))

# Get trading intervals
xhkg = xcals.get_calendar("XHKG")
print(xhkg.trading_index("2021-12-30", "2021-12-31", period="90min", force=True))

When upgrading to version 4.0.1 or later, be aware of the following breaking changes and interface updates:

• Timezone Handling: Sessions are now timezone-naive (previously UTC). Schedule columns now have the timezone set as UTC.
• Column Renaming: The following schedule columns have been renamed:
  • market_open $\rightarrow$ open
  • market_close $\rightarrow$ close
• Default Side: The default calendar side is now "left" (previously "right" for 24-hour calendars and "both" for others). This affects which minutes are considered trading minutes by default.
• Window Methods: The count parameter in sessions_window and minutes_window now reflects the window length (previously it was window length + 1).
• Deprecated Methods:
  • Use .opens[start:end] instead of sessions_opens.
  • Use .closes[start:end] instead of sessions_closes.
• Python Version: The minimum supported Python version is 3.8.

If you are upgrading from older versions of exchange_calendars, be aware of the following breaking changes and renames to ensure your code remains compatible with version 4.3 and later.

Renames in version 4.0.3 (Removed in 4.3)

• Use bound_min instead of bound_start.
• Use bound_max instead of bound_end.

Deprecations in version 4.0 (Removed in 4.3)

• Instead of sessions_closes, use slicing on the .closes attribute: .closes[start:end].
• Instead of sessions_opens, use slicing on the .opens attribute: .opens[start:end].

Renames in version 3.4 (Removed in 4.0)

Many methods were renamed to be more concise or consistent. Key changes include:

• all_minutes $\rightarrow$ minutes
• all_sessions $\rightarrow$ sessions
• first_trading_minute $\rightarrow$ first_minute
• last_trading_session $\rightarrow$ last_session
• minute_to_session_label $\rightarrow$ minute_to_session
• session_closes_in_range $\rightarrow$ sessions_closes
• session_opens_in_range $\rightarrow$ sessions_opens
• market_opens_nanos $\rightarrow$ opens_nanos
• market_closes_nanos $\rightarrow$ closes_nanos

Removed methods (Version 4.0)

The following methods were removed in version 4.0:

• execution_minute_for_session
• execution_minute_for_sessions_in_range
• execution_time_from_close
• execution_time_from_open