missing early close for independence day CBOE_Index_Options

[tvr101]

for 2017-07-03, noticed that CBOE_Index_Options thinks market is open until 3:15pm CT when it closed early that day at 12:15pm.

here is an old link to news release confirming it was an early close: https://ir.cboe.com/news-and-events/2017/06-28-2017/cboe-holdings-exchanges-trading-schedule-independence-day-holiday

in general, I think when NYSE closes early at 1pm ET / 12pm CT, CBOE_Index_Options close early as well, at 12:15pm CT. and CBOE_Equity_Options close at 12pm CT.

• https://www.businesswire.com/news/home/20160202006502/en/NYSE-Group-Announces-2017-Holiday-and-Early-Closings-Calendar

[glossner]

That alias is in exchange_calendar_cboe.py. When we started updating cboe using the globex calendar, we left that calendar untouched so as not to affect current users.

I wonder if exchange_calendar_cme_globex_equities.py can replace it for you? It has coded the 12:15pm closing.

[tvr101]

CBOE_Index_Options is helpful to know market open and close of index options like SPX options. most days 8:30am CT to 15:15pm CT. CME Globex Equities is following the schedule for equity futures (I think) which is 5pm the previous day to 4pm CT today.

In addition, there are other early closes for cboe that the cme calendar doesn't know - for instance July 3rd 2019. CME was open that day and closed early on July 4th while CBOE closed early on July 3rd and was fully closed for July 4th. Equity futures trade on many days when cboe index options do not.

I can certainly hack around it and use the NYSE calendar, use their open and just add 15 minutes to their close, but then why have CBOE_Index_Options around at all then?