US Equities Market Holidays
US Equities Market Holidays
Production
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The U.S. Equities Market Holidays dataset provides authoritative reference information on trading calendar events that affect U.S. equities and equity options markets, including full market holidays and early market closes. The dataset delivers a historical record of market schedules from 1998 to the present, enabling accurate modeling of trading availability, session boundaries, and non-trading days. It is designed to support time-series analysis, back-testing, and operational systems that require precise awareness of market open, close, and holiday conditions. While U.S. market calendars are publicly available, this dataset consolidates and structures the information into a machine-readable, historical reference format, optimized for systematic ingestion and long-term analysis.
Dataset Info
SQL (ArdaDB)
CSV (S3)
Algoseek Dataset ID
US1023
Data Class
Equity
Dataset Name ID
eq_market_holidays
Data Format
Reference
Version
1.0
Time Granularity
Event
Region
US
Data Type
Reference
Universe
All stocks, ETFs/ETNs from US exchanges
Update Frequencies
End of day
Start Date
2007-01-01
End Date
Ongoing
Update Frequency
1 Month
Total Size
2.6 KB
Annual Size
2.6 KB / year
Update Size
1000 bytes
Start Date
01/01/2023
End Date
12/31/2023
Access Methods
SQL
Description
One year of data (2023) for the full universe of symbols
Included in Data Research Packages: