github quantopian/trading_calendars 1.2.0

latest releases: 2.1.1, 2.1.0, 2.0.0...
6 years ago

We have switched to using the ISO 10383 market identifier codes to name calendars, and added several new trading calendars.

Calendars for the following exchanges were added:

  • Frankfurt stock exchange (XFRA)
  • Swiss stock exchange (XSWX)
  • Belgian stock exchange (XBRU)
  • French stock exchange (XPAR)
  • Netherlands stock exchange (XAMS)
  • Portuguese stock exchange (XLIS)
  • Tokyo stock exchange (XTKS)

The following calendars were renamed from their traditional abbreviation to their ISO 10383 identifier:

  • NYSE -> XNYS
  • LSE -> XLON
  • TSX -> XTSE
  • CME -> CMES
  • ICE -> IEPA
  • BMF -> BVMF

We have added aliases for the traditional abbreviations for backwards compatibility, so they will continue to resolve.

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