MarketHoursConfigHist
Description
Expected trading day market schedule for each TradingPeriod and SecType. Including schedules for equity, futures, and options markets. The NMS schedule is the NYSE announced trading calendar. Other markets are from the listing exchange. Typically includes records for the current week, previous week and next week
Schema Definition
| Field Name | Data Type | Description |
|---|---|---|
| ticker_at | string | Underlying asset type. Note: should be "*-ANY-ANY" (wildcard) for the per-TradingPeriod default MarketHoursConfig messages |
| ticker_ts | string | Underlying ticker source |
| ticker_tk | string | Underlying ticker symbol |
| secType | string | Security type (e.g., 'EQT', 'FUT', 'OPT') |
| tradeDate | date | Trade date for this market hours configuration record |
| tradingPeriod | string | Note: this trading period should be the same for all tradeDates for each [ticker/secType] pair |
| timeZone | string | Note: this does not have to match the associated TradingPeriod timeZone (default is TradingPeriod.TimeZone) |
| marketDayType | string | Type of market day (e.g., 'RegularTradingDay', 'HalfDay', 'Holiday') |
| srCloseMarkTime | time | SpiderRock Close Mark Time; usually regular market close - 5 minute (C - 5M) |
| hasEarlySession | string | Indicates whether an early pre-market session exists for this record (Yes/No). Note: early session can start the previous day |
| earlyPreOpenTime | time | Early session pre-open (orders accepted) time. Note: Time is local to the exchange |
| earlySessionOpenTime | time | Early session market open time. Note: Time is local to the exchange |
| earlySessionCloseTime | time | Early session market close time. Note: Time is local to the exchange |
| hasRegularSession | string | Indicates whether a regular trading session exists for this record (Yes/No) |
| regPreOpenTime | time | Regular session pre-open (order accepted) time. Note: Time is local to the exchange |
| regSessionOpenTime | time | Regular session open time. Note: Time is local to the exchange |
| regSessionCloseTime | time | Regular session close time. Note: Time is local to the exchange |
| hasLateSession | string | Indicates whether a late (post-market) session exists for this record (Yes/No) |
| latePreOpenTime | time | Extended session pre-open (orders accepted) time. Note: Time is local to the exchange |
| lateSessionOpenTime | time | Extended session open time. Note: Time is local to the exchange |
| lateSessionCloseTime | time | Extended session close time. Note: Time is local to the exchange |
| hasExEarlyClose | string | options have an early close on expiry day (secType = Option only) |
| exEarlyCloseTime | time | Expiry day early close time. Note: Time is local to the exchange |