How can I convert across time zones?

We do it for you, so you don’t have to. We present the data in the local time of the exchange and converted into any time zone of your choice (e.g. Toronto time, Universal Time, etc).

How do you incorporate holidays?

In the main data file, there is one row (record) for every trading session. In addition, dates when no trading takes place (due either to a weekend or a holiday) are also present as a separate line which contains a marker to indicate the reason for the closure.

What about randomized opens and closes?

By definition, it’s impossible to predict the exact time when trading will open or close at markets that randomize. However, we know the earliest and latest possible times, and we include this time range in your data.

How can I identify early closes?

There is a field called “Irregular” that flags all occasions when a market departs from its regular hours of operation, whether due to an early close, a late open, a system crash, etc.