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Update US equity market hours through 2028 #9646

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13 changes: 12 additions & 1 deletion Data/market-hours/market-hours-database.json
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Original file line number Diff line number Diff line change
Expand Up @@ -151,6 +151,7 @@
"1/20/2025",
"1/19/2026",
"1/18/2027",
"1/17/2028",
"2/16/1998",
"2/15/1999",
"2/21/2000",
Expand Down Expand Up @@ -181,6 +182,7 @@
"2/17/2025",
"2/16/2026",
"2/15/2027",
"2/21/2028",
"4/10/1998",
"4/2/1999",
"4/21/2000",
Expand Down Expand Up @@ -211,6 +213,7 @@
"4/18/2025",
"4/3/2026",
"3/26/2027",
"4/14/2028",
"5/25/1998",
"5/31/1999",
"5/29/2000",
Expand Down Expand Up @@ -241,13 +244,15 @@
"5/26/2025",
"5/25/2026",
"5/31/2027",
"5/29/2028",
"6/11/2004",
"6/20/2022",
"6/19/2023",
"6/19/2024",
"6/19/2025",
"6/19/2026",
"6/18/2027",
"6/19/2028",
"7/3/1998",
"7/5/1999",
"7/4/2000",
Expand Down Expand Up @@ -278,6 +283,7 @@
"7/4/2025",
"7/3/2026",
"7/5/2027",
"7/4/2028",
"9/7/1998",
"9/6/1999",
"9/4/2000",
Expand Down Expand Up @@ -308,6 +314,7 @@
"9/1/2025",
"9/7/2026",
"9/6/2027",
"9/4/2028",
"9/11/2001",
"9/12/2001",
"9/13/2001",
Expand Down Expand Up @@ -344,6 +351,7 @@
"11/27/2025",
"11/26/2026",
"11/25/2027",
"11/23/2028",
"12/05/2018",
"12/25/1998",
"12/24/1999",
Expand Down Expand Up @@ -374,7 +382,8 @@
"12/25/2024",
"12/25/2025",
"12/25/2026",
"12/24/2027"
"12/24/2027",
"12/25/2028"
],
"earlyCloses": {
"7/3/2000": "13:00:00",
Expand All @@ -393,6 +402,7 @@
"7/3/2023": "13:00:00",
"7/3/2024": "13:00:00",
"7/3/2025": "13:00:00",
"7/3/2028": "13:00:00",
"11/26/1999": "13:00:00",
"11/24/2000": "13:00:00",
"11/23/2001": "13:00:00",
Expand Down Expand Up @@ -422,6 +432,7 @@
"11/28/2025": "13:00:00",
"11/27/2026": "13:00:00",
"11/26/2027": "13:00:00",
"11/24/2028": "13:00:00",
"12/24/2001": "13:00:00",
"12/24/2002": "13:00:00",
"12/24/2003": "13:00:00",
Expand Down
30 changes: 30 additions & 0 deletions Tests/Common/Securities/MarketHoursDatabaseTests.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -128,6 +128,36 @@ public void CorrectlyReadsUsEquityEarlyCloses()
Assert.AreEqual(earlyCloseTime, equityHours.EarlyCloses[date]);
}

[Test]
public void CorrectlyReadsUsEquity2028SpecialHours()
{
var exchangeHours = MarketHoursDatabase.FromDataFolder()
.GetExchangeHours(Market.USA, null, SecurityType.Equity);

var holidays = new[]
{
new DateTime(2028, 1, 17),
new DateTime(2028, 2, 21),
new DateTime(2028, 4, 14),
new DateTime(2028, 5, 29),
new DateTime(2028, 6, 19),
new DateTime(2028, 7, 4),
new DateTime(2028, 9, 4),
new DateTime(2028, 11, 23),
new DateTime(2028, 12, 25)
};

foreach (var holiday in holidays)
{
Assert.IsTrue(exchangeHours.Holidays.Contains(holiday));
}
Assert.IsFalse(exchangeHours.Holidays.Contains(new DateTime(2028, 1, 1)));

var earlyCloseTime = new TimeSpan(13, 0, 0);
Assert.AreEqual(earlyCloseTime, exchangeHours.EarlyCloses[new DateTime(2028, 7, 3)]);
Assert.AreEqual(earlyCloseTime, exchangeHours.EarlyCloses[new DateTime(2028, 11, 24)]);
}

[TestCase("AUP", Market.COMEX, true)]
[TestCase("AA6", Market.NYMEX, true)]
[TestCase("6A", Market.CME, false)]
Expand Down