How to get an exchange trading calendar as data

The short way

exchange_calendars is a pip install and needs no key, because the calendars are package code rather than a feed:

import exchange_calendars as xcals

nyse = xcals.get_calendar("XNYS", start="2026-01-01", end="2027-12-31")

sched = nyse.schedule                      # one row per session, times in UTC
closes = sched["close"].dt.tz_convert("America/New_York")
early = closes[closes.dt.hour < 16]

print(len(sched), "sessions")
print(early.dt.strftime("%Y-%m-%d %H:%M %Z").tolist())
print(nyse.next_session("2026-07-02"))

On 4 October 2026, with version 4.13.2, that printed 502 sessions, early closes at 13:00 on 27 November 2026, 24 December 2026 and 26 November 2027, and 6 July 2026 as the session after 2 July. Every weekday it leaves out — ten in each year — is a holiday on NYSE's own published list for 2026 and 2027, and the three early closes are the three NYSE lists. is_session, sessions_in_range and trading_index do the rest: a range of trading days, a minute index with the closed hours removed, the question "was it open".

The calendar names are ISO 10383 market codes — XNYS, XLON, XTKS, CMES — and the schedule's open, break_start, break_end and close columns are timezone-aware UTC, so a Hong Kong lunch break and a Thanksgiving half-day are rows of data rather than special cases.

What the options are

A library, offline. exchange_calendars covers 69 exchanges and answers instantly, because nothing is fetched. pandas_market_calendars mirrors the same calendars under its own schedule() API, depends on this package, and adds futures calendars plus a native NYSE class that is separate code from the mirrored XNYS; on 4 October 2026 its version 5.4.0 returned the same three NYSE early closes. The cost of offline is that a correction reaches you by upgrading — and the last PyPI release was 10 March 2026, with later fixes only in git.

An API, upcoming only. Massive's /v1/marketstatus/upcoming returns the next holidays for NYSE, Nasdaq and OTC separately, each with a status of closed or early-close and, for a half-day, open and close as UTC timestamps. It is in every Stocks plan including the free one, and Massive documents it as forward-looking only: it will tell you about next Thanksgiving and not about last year's.

An API, worldwide. EODHD's v2 exchange-details endpoint covers 73 exchanges with the timezone, regular and extended session hours, lunch breaks and an ExchangeHolidays object keyed by date, each entry typed Official, Bank or EarlyClose, with the early close time on the last. It comes with the $29.99 EOD+Intraday plan and the All-In-One plan, not the $19.99 end-of-day plan, and each request costs 5 API calls.

Business days, for settlement. QuantLib answers a different question — is this a business day for this market — with 47 national calendars and the machinery to combine them. ql.UnitedStates(ql.UnitedStates.NYSE) is the trading calendar; ql.UnitedStates(ql.UnitedStates.Settlement) is a different one, and the difference is the subject of the last section below.

Where this breaks

Closures nobody scheduled. NYSE closed on 9 January 2025 for the national day of mourning for President Carter, and on 5 December 2018 for President George H. W. Bush. No rule generates those; exchange_calendars lists them as hand-entered dates in its source, which means a calendar computed before the announcement had them as ordinary sessions. Weather closures work the same way. A library is only as current as the version installed, and an API's upcoming list only as current as its last refresh — re-pull, and treat any cached calendar as provisional for the coming weeks.

The future runs out. exchange_calendars builds twenty years back and one year forward by default. On 4 October 2026, get_calendar("XNYS") ended on 4 October 2027, and asking about a date in 2028 raised DateOutOfBounds — so Thanksgiving 2027 is outside the default calendar today. Pass end= explicitly. Those future sessions are generated from rules, not read from an exchange notice, which is why they matched NYSE's list for 2026–2027 and why that match is worth rechecking each year.

A half-day is 1 p.m., and not for everything. NYSE's early closes are at 1:00 p.m. Eastern, but eligible options close at 1:15 p.m. and the late trading sessions of NYSE American, Arca, National and Texas run to 5:00 p.m. on the same day. A bar series that expects a 4 p.m. close will show the final three hours missing, and a job scheduled for 4:05 p.m. runs after a close that happened three hours earlier.

Options and futures keep their own calendars. An equity calendar is not a derivatives calendar. In exchange_calendars on 4 October 2026, XNYS and Cboe Futures' XCBF both treated Juneteenth 2026 as closed, while CMES, the CME calendar, treated it as a session. Use the calendar of the venue the instrument trades on, not the one its underlying trades on.

Time zones, twice a year. Session times are stored in UTC, and the NYSE open is 14:30 UTC in January and 13:30 UTC in July. Code that hard-codes the UTC open is an hour wrong for half the year; code that compares a naive local timestamp with a UTC schedule is wrong on the two Sunday mornings the clocks change, and the US and Europe change clocks on different weekends.

Trading days are not settlement days. The Federal Reserve closes on Columbus Day and Veterans Day — 12 October and 11 November in 2026 — and NYSE trades on both. Going the other way, NYSE shuts on Good Friday and on 3 July 2026, and the Federal Reserve Banks are open. In QuantLib 1.43, 12 October and 11 November 2026 are business days on the NYSE calendar and holidays on the Settlement calendar. Count settlement or payment dates in exchange sessions and they come out a day early around both, in most years; count them on a bank calendar and the Good Friday case goes wrong instead. Keep both, and say which one each date column is.

Early close is not a holiday flag. QuantLib knows whether a day is a business day and nothing about what time the market shut: 27 November 2026 is simply a business day. Massive and EODHD mark half-days explicitly; exchange_calendars puts the earlier close in the schedule. If the question is "how many hours of trading", only those three answer it.

If you outgrow this

You need intraday auctions or the reason for a closure. exchange_calendars gives open and closed, not why, and models only the regular session, so pre-market and auctions read as closed. EODHD's v2 response carries pre-market and after-hours times for US exchanges; anything finer is the exchange's own notice.

You need the calendar to agree with your bars. Then take both from the same vendor, or generate your expected sessions from the calendar and diff them against the bars you have — a missing day is either a holiday or a gap, and only the calendar can tell you which. Backfilling minute bars is where that check pays for itself.

The rest of the field is in analysis libraries and market data APIs.