quantrocket-trading-calendars

Trading calendars for QuantRocket-supported exchanges


License
Apache-2.0
Install
pip install quantrocket-trading-calendars==2.0.4

Documentation

ib-trading-calendars

Trading calendars for Interactive Brokers-supported exchanges. Based on quantopian/trading_calendars.

This package differs from the underlying quantopian/trading_calendars package in that it uses IBKR exchange codes instead of MIC codes.

Installation

pip install ib-trading-calendars

Supported exchanges

Currently the supported IBKR exchange codes are:

  • AEB
  • AMEX
  • ARCA
  • ASX
  • BATS
  • BM
  • BUX
  • BVL
  • BVME
  • CBOE
  • EBS
  • ENEXT.BE
  • FWB
  • GLOBEX
  • ICEUS
  • IEX
  • KSE
  • LSE
  • MEXI
  • MOEX
  • NASDAQ
  • NYSE
  • OSE
  • PINK
  • SBF
  • SEHK
  • SEHKNTL
  • SEHKSZSE
  • SFB
  • SGX
  • TSE
  • TSEJ
  • VSE
  • WSE

Usage

from ib_trading_calendars import get_calendar
get_calendar("NYSE")

To see supported exchanges:

from ib_trading_calendars import ib_calendar_names
print(ib_calendar_names)

License

ib-trading-calendars is distributed under the Apache 2.0 License. See the LICENSE file in the release for details.