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CME_Equity valid_days wrong on holidays? #343

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Dev-iL opened this issue May 29, 2024 · 0 comments
Open

CME_Equity valid_days wrong on holidays? #343

Dev-iL opened this issue May 29, 2024 · 0 comments

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@Dev-iL
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Dev-iL commented May 29, 2024

A recent example from this week (2024-05-27):

>>> import pandas_market_calendars as mcal
>>> mcal.get_calendar("CME_Equity").valid_days("20240524", "20240529")
DatetimeIndex(['2024-05-24 00:00:00+00:00', '2024-05-27 00:00:00+00:00',
               '2024-05-28 00:00:00+00:00', '2024-05-29 00:00:00+00:00'],
              dtype='datetime64[ns, UTC]', freq='C')

Compare this to the CME calendar:
image

Unless I misunderstand something, the 27th shouldn't appear as a market day.

If this is indeed an issue, I've observed it on some other occasions as well (only checked starting 2022): 20220117, 20220221, 20220530, 20220620, 20220704, 20220905, 20221124, 20230116, 20230220, 20230529, 20230619, 20230704, 20230904, 20231123, 20240115, 20240219

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