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2025 Holidays
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2025 Holidays
I realize everything may be closed today, but when you have a chance, there do not appear to be any 2025 holidays for the major symbols, including today, which is a full day market closure. This is on the latest version of NinjaTrader 8.1.4.1, and having updated Trading Hours templates.Tags: None
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Agree. Holiday updates, or lack thereof, has left me quite confused. This has been going on for a long time. Is it really that hard to have an up-to-date set of holidays? And to enter them accurately?
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Hi NinjaTrader_ChristopherJ
Originally posted by NinjaTrader_ChristopherJ View PostUnfortunately I do not have a specific date of when the Holidays will be updated however our development team has been made aware of this.
Regards,
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I hope they are looking into the many errors throughout the historical holidays as well.
As an example I analyzed all the holidays in the "CME US Index Futures RTH" trading hours template and compared them to the holidays I deduced directly from Kinetick ES 5 minute bars.
Here's the list of errors for the holidays in just this one trading hours template:- 4/3/2015 - Should be Full Day holiday for Good Friday, but says early close 8:15
- 12/5/2018 - Full Day Holiday missing - National Day of Mourning for President George H.W. Bush
- 4/2/2021 - Good Friday should be Full Day, listed as Early Close 8:15.
- 1/1/2022 - Should not be in the list since it's a Saturday
- 12/24/2022 - Should not be in the list since it's a Saturday
- 4/7/2023 - Listed as Early Close 08:15. Should be full day for Good Friday.
- 12/24/2023 - Not necessary. The 12/25/2023 Full Day Holiday should apply to the whole session ending on 12/25 which starts on Sun 12/24. However, I suppose it doesn't hurt anything.
- 11/28/2024 - Listed as Early Close 12:15. Should be 12:00.
Per QuantKey_Bruce's comments following this, I realize a few of those items above may be OK after all like the 8:15 early closes for Good Friday on 4/3/2015 and 4/2/2021 and 4/7/2023. I may have incorrectly assessed those days.
UPDATE2:
I re-ran my analysis on "CME US Index Futures ETH" and here is the breakdown of issues:
Errors with no impact:- 1/1/2022 - Not necessary. It's a Saturday.
- 12/24/2022 - Not necessary. It's a Saturday
- 12/24/2023 - Not necessary. The 12/25/2023 Full Day Holiday applies to the whole session which starts on Sun 12/24.
- 3/28/2024 - Not necessary. Listed as Early Close 16:00 (the normal session close) on Day before Good Friday.
- 7/1/2015 - Late Open 19:45 (This is in the data, not sure why)
- 4/30/2018 - Late Open 17:30 (This is in the data, not sure why)
- 12/5/2018 - Full Day Holiday missing - National Day of Mourning for President George H.W. Bush
- 4/15/2022 - Listed as Early Close 8:15 Good Friday, but there are no bars for the entire session. Should be Full Day.
- 12/25/2024 - Listed as Late Open of 17:00 for Christmas Day. This is incorrect. Christmas Day is a Full Day Holiday. The 17:00 open is the regular open for the 12/26/2024 session.
- 1/1/2025 - Missing Full Day Holiday
Last edited by BarzTrading; 01-11-2025, 02:16 PM.
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One note - if you look at a Default 24/7 chart, those "early close" vs "full day" holiday determinations make more sense - often on a "full day holiday" the overnight session can run yet the RTH is closed. So, you have a situation where if you're examining the "RTH" trading hours template, it appears it should be a full day (judging only by the RTH hours) but looking at the bigger picture, it's an early close before RTH starts. This goes to the question of whether the trading hours should be defined differently for each session based on how it looks from the perspective of each session or whether there's a single holiday list per exchange (which is pretty much the way it's been implemented - though the lists are copied separately into each session template).
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Further to this, in some cases it makes sense to code defensively and assume the trading hours templates are all garbage and just look at where the data comes in as you imply above - but the trading hours templates are indispensable if you are trying to do something like say "15 minutes until early close".
I would also add that CME US Index Futures RTH should match CME US Index Futures ETH (though it may not presently) if we're going to continue to define trading hours templates in terms of the broader exchange hours instead of specifically to each session. Making them "true" to each individual session (e.g. ETH vs RTH and much worse for some Asian sessions where they stop and start several times each day) would be a larger project, and would require substantial cleanup, although perhaps it could be automated by comparing with the data.
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I receive each time an email before holiday closings of the market.
I really appreciate that because the calendar from the CME in its recent layout, sucks.
I also don't understand why you have to register at the CME to download that calendar.Last edited by marcus2300; 01-16-2025, 11:15 AM.
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