Interface SessionCalendarSpec

Trading hours on their own: the calendar part of InstrumentMetadata with the zone its times are written in, for a host that knows a venue's hours but has no tick or quantity rules to supply.

interface SessionCalendarSpec {
    exceptions?: Readonly<Record<string, readonly string[]>>;
    extendedHours?: readonly string[];
    postMarketMinutes?: number;
    preMarketMinutes?: number;
    sessions: readonly string[];
    timezone: string;
}

Hierarchy (View Summary)

Properties

exceptions? extendedHours? postMarketMinutes? preMarketMinutes? sessions timezone

Properties

Optional Readonlyexceptions

exceptions?: Readonly<Record<string, readonly string[]>>

Local opening dates replace weekly sessions. An empty list closes that date.

Optional ReadonlyextendedHours

extendedHours?: readonly string[]

Extended hours of their own, such as an overnight session, written like sessions. They open on their own days, except on a date the exceptions close.

Optional ReadonlypostMarketMinutes

postMarketMinutes?: number

Whole minutes of post-close trading after each trading date's last regular close, 0 to 1439.

Optional ReadonlypreMarketMinutes

preMarketMinutes?: number

Whole minutes of pre-open trading before each trading date's first regular opening, 0 to 1439. Counted from the opening, so a shortened day, a special session and a closed date move it with them.

Readonlysessions

sessions: readonly string[]

HHMM-HHMM[:days], with opening weekdays 1 (Sunday) through 7.

Readonlytimezone

timezone: string

IANA zone the session windows and exception dates are read in.

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