Hey guys, does anyone have the history of US holiday dates for the past 10 years? Or know a website I can scrape it off of?
I know what you are doing Make sure you have the half-days too. IIRC, quantopian has a market calendar class from which you can dump the dates and open/close times.
See attached US = NYSE USB = Bond Market Holidays (includes Veterans Day and Columbus Day) 1980-2030 Have this type of file for many other countries/exchanges so if you need mpre, just post a request.
Remember that not all trading days are "holidays". Consider 9-11 and weather-related events. Further back there's stupid events like shutdowns. Hmmm seems familiar to today. http://s3.amazonaws.com/armstrongeconomics-wp/2013/07/NYSE-Closings.pdf
What ever happened to the guy who used to start a thread every market holiday (definitely tongue in cheek) like: "Help, My quotes are frozen today! What do I do!..." Inevitably someone would patiently post "Markets are closed today...You need to check the NYSE calendar..." Was kind of funny, at least for the first 8 times he did it.
Great resource! Thanks for posting. Looks like I missed a few of the full closings since 1980 in the holiday file I posted. I'll incorporate them and re-post it.