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algotradingsoc / data_infrastructure

Research team for data infrastructure team.
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Build trading calendar for US Equities #6

Open Joearrowsmith opened 3 years ago

Joearrowsmith commented 3 years ago

Trading days of NYSE https://www.nyse.com/markets/hours-calendars

Examples of trading calendar (used in zipline) https://pandas-market-calendars.readthedocs.io/en/latest/usage.html