US Equities Market Holidays
A list of the weekday dates on which the US equity (and equity options) market is closed all day, from 1998 onward. A companion file lists early-close days with open and close times. Used to schedule data processing and avoid false missing-data alerts in backtests.
How to use it
Rows are effective-dated. Answer point-in-time questions with the row in force on the as-of date, never the latest row. SecId and ASID are both durable AlgoSeek security keys but different values (the ASID lookup links them); tickers are reused across companies, so resolve a ticker to a key with a trade date.
Typical use
Point-in-time security identity, corporate-action adjustment, and universe construction for US equities.
Limitations
Vendor-curated reference data: rows can be restated when AlgoSeek learns of a late or corrected event, so land each delivery as a snapshot rather than overwriting history. Meaning: a TradeDate in holidays.csv is a weekday full-closure date; the sample contains weekdays only (Mon-Fri) and uses observed dates (e.g. 20051226 when Christmas fell on a Sunday, no 20000101 when New Year's Day fell on a Saturday), so weekends are NOT listed and consumers must combine the list with a weekend rule. Sample includes ad hoc closures as well as scheduled holidays (20010911-20010914 September 11 closure, 20040611 and 20070102 national days of mourning), so the list is the set of actual closures, not just statutory holidays. Early closes (earlycloses.csv, guide Tables 2 and 4): columns TradeDate (string yyyymmdd), MarketOpen (string HH:MM), MarketClose (string HH:MM); guide sample dates 20181224, 20190703, 20191129, 20191224, 20201127, 20201224, 20211126, 20221125, 20230703, 20231124, each 09:30-13:00. A date in earlycloses.csv is a trading day with a shortened session; it should not be in holidays.csv. Use cases per guide: avoid alerting on missing data on holidays, avoid alerting on a shortened feed on scheduled early-close days, and detect unscheduled historical feed cut-offs by comparing against early closes.
Coverage
Holidays and early closes from 1998 through the end of the year following the current year (forward-looking). Applies to US equity and equity options markets. The guide points to the NYSE hours and calendars page for further reference.
Usage constraints
- Licensed vendor data: never export raw rows to a tenant-local destination or include them verbatim in a public artifact; serve only through entitlement-checked platform reads.
- Do not treat the vendor's `Ticker` as a stable identity across time; join on an AlgoSeek security key (SecId or ASID, which are distinct) or the platform symbol mapping.
Known issues (6)
- Primary key is inferred; AlgoSeek's guide does not name one.
- Update cadence and publication latency are not stated in the guide; confirm with AlgoSeek (or GET /v1/meta/datasets/{id}/status).
- Documentation discrepancyPage description says the dataset covers 'full market holidays and early market closes'; the published sample (eq_market_holidays.csv, header TradeDate) contains only the holiday dates. Early closes are a separate file, earlycloses.csv, with columns TradeDate, MarketOpen, MarketClose (guide Table 4); that file is not in the catalog sample.
- Documentation discrepancyThe guide matches the public files named in the task: holidays.csv has the single header TradeDate and earlycloses.csv has TradeDate, MarketOpen, MarketClose; the guide's Table 2 early-close sample is garbled in text extraction but shows 09:30 / 13:00 for every row.
- Documentation discrepancyGuide cover is version 1.1 (Aug 2026) while the guide describes data 'through the end of the year following the current year'; the 100-row sample ends 20080704 (sample is truncated, not a coverage statement).
- Documentation discrepancyGuide gives no Missing column and no refresh cadence for the files.
1 columns in delivery order · file or table name eq_market_holidays. Types are ODCS logical types; the format line shows how values are written.
| Column | Type | Key | Description |
|---|---|---|---|
| TradeDate | dateyyyymmdd | Key 1 · Required | Trading date on which the US equity market is closed for the full day. Missing values: unstated (always populated) · Source: vendor guide and sample |
- errorrow_count_positivecompleteness
Every delivered partition (trade date, or snapshot) carries at least one row.
rowCount must be greater than 0
- errorprimary_key_uniqueuniqueness
The declared primary key is unique within each delivered partition (one file or table snapshot).
duplicateValues (properties: TradeDate) must be 0
Delivery
S3 flat files
AlgoSeek flat-file delivery (the layout the schema below describes).
- Layout:
- Two public plain-text CSV files, each with a fixed header and one row per date: s3://us-equity-market-holidays/holidays.csv (TradeDate) and s3://us-equity-market-holidays/earlycloses.csv (TradeDate,MarketOpen,MarketClose); direct HTTPS links https://us-equity-market-holidays.s3.amazonaws.com/holidays.csv and .../earlycloses.csv. Whole history in one file each.
- Compression:
- gzip
- Access:
- Bucket access is granted per subscription; bucket names arrive with license provisioning.
REST API
AlgoSeek Datasets REST API (X-API-KEY header; JSON, CSV or gzipped CSV). Returns AlgoSeek's normalized API layout, which differs from the flat-file columns in this contract's schema.
https://api.algoseek.com/v1/data/us-equity-ref/market-holidays
- Authentication:
- X-API-KEY header issued by AlgoSeek
- Response formats:
- json, csv, csv_gzip
- Pagination:
- offset + limit; tick endpoints take trade_date and identifier (Ticker or ASID) in the path
Service levels
- History starts
- 1998-01-01
- First trade date of the vendor history.
- Retention
- Bounded by the license term
- Retention of landed copies is bounded by the AlgoSeek license; purge on termination.
Service levels describe the vendor feed as documented. They are draft values, not a commitment by AlphaSwarm.
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