TradingCalendar
Description
SpiderRock Trading Calendar records enumerate every calendar date and classify each as a regular trading day, a modified (early-close) trading day, or a market holiday for a given exchange group. Records also carry sequential trading-day and calendar-day counters and a trading-year fraction used to annualize time spans measured in trading days.
Schema Definition
| Field Name | Data Type | Description |
|---|---|---|
| tradingDate | date | The calendar date this record describes |
| exchGroup | string | Exchange group the calendar entry applies to |
| tradingflg | int | Flag indicating whether the market is open for trading on this date (1 = trading day, 0 = non-trading day) |
| holiday | int | Flag indicating whether this date is a market holiday (1 = holiday, 0 = not) |
| weekday | int | ISO day-of-week number for the date (1 = Monday ... 7 = Sunday) |
| cardinal252 | int | Sequential trading-day counter that increments only on trading days, following the 252-trading-day-per-year convention |
| yearnumber | float | Fractional trading-year number derived from cardinal252, used to annualize time spans measured in trading days |
| marketclose | string | Reserved for future use |
| marketDayType | string | Classification of the trading day: RegularDay (full session), ModifiedDay (early-close session, e.g. day after Thanksgiving or Christmas Eve), or MarketClosed (exchange holiday) |
| cardinal365 | int | Sequential calendar-day counter that increments every calendar day, following the 365-day-per-year convention, regardless of trading status |
| cardinalMinute | float | Reserved for future use |
| timestamp | timestamp | Time the calendar record was generated |