Is there a function within Quantopian that will:
- Retrieve open and close times for a specific market on a specific date in the past or the future, ex. Nasdaq on 2020-09-03 (last Friday).
Retrieving market open and close times
One can use trading calendars to get a number of handy details about market times, number of trading minutes between two dates etc. First get an instance of the specific trading calendar one wants.
# Import trading calendars
from zipline.utils import calendars
# Get an instance of the NYSE calendar
nyse = calendars.get_calendar('NYSE') Next, apply one of the several methods or get attributes of the object. For instance these methods will get the trading days between two dates and the open and close times.
# Get the trading days between two dates
trading_days = nyse.sessions_in_range('1-1-2020', '2-1-2020')
# One can get the open and close times between two dates
opens_in_UTC = nyse.session_opens_in_range('1-1-2020', '2-1-2020')
closes_in_UTC = nyse.session_closes_in_range('1-1-2020', '2-1-2020')
# All times are in UTC.
# To convert to market times use `.dt.tz_convert`
# For US markets the timezone is either 'US/Eastern' or 'America/New_York'
opens_in_market_time = opens_in_UTC.dt.tz_convert('America/New_York') These methods work in both notebooks and in an algo. There is more information in the docs but I like looking directly at the code on github which has a few more methods which aren't listed in the docs. Here is the code which shows the list of the exchange names one can use.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.
Here is a notebook with these calendar methods in action.
Disclaimer
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.