Securities

To check if the exchange is open at a specific time, call the IsOpenis_open method.

// Check if the exchange is currently open.
var isOpenNow = securityExchangeHours.IsOpen(Time, extendedMarketHours: false);

// Check if the exchange is open at any point in time over a specific interval.
var isOpen = securityExchangeHours.IsOpen(Time, Time.AddDays(1), extendedMarketHours: false);

# Check if the exchange is currently open.
is_open_now = security_exchange_hours.is_open(self.time, extended_market_hours=False)

# Check if the exchange is open at any point in time over a specific interval.
is_open = security_exchange_hours.is_open(self.time, self.time + timedelta(days=1), extended_market_hours=False)

To check if the exchange is open on a specific date, call the IsDateOpenis_date_open method.

// Check if the exchange is open at some time today.
var isOpen = securityExchangeHours.IsDateOpen(Time, extendedMarketHours: true);

# Check if the exchange is open at some time today.
is_open = security_exchange_hours.is_date_open(self.time, extended_market_hours=True)

To get the next market open time, call the GetNextMarketOpenget_next_market_open method.

// Get the next market open time.
var marketOpenTime = securityExchangeHours.GetNextMarketOpen(Time, extendedMarketHours: false);

# Get the next market open time.
market_open_time = security_exchange_hours.get_next_market_open(self.time, extended_market_hours=False)

To get the next market close time, call the GetNextMarketCloseget_next_market_close method.

// Get the next market close time.
var marketCloseTime = securityExchangeHours.GetNextMarketClose(Time, extendedMarketHours: false);

# Get the next market close time.
market_close_time = security_exchange_hours.get_next_market_close(self.time, extended_market_hours=False)

To get the previous trading day, call the GetPreviousTradingDayget_previous_trading_day method.

// Get the previous trading day.
var day = securityExchangeHours.GetPreviousTradingDay(Time);

# Get the previous trading day.
day = security_exchange_hours.get_previous_trading_day(self.time)

To get the next trading day, call the GetNextTradingDayget_next_trading_day method.

// Get the next trading day.
var day = securityExchangeHours.GetNextTradingDay(Time);

# Get the next trading day.
day = security_exchange_hours.get_next_trading_day(self.time)

By default, your security subscriptions only cover regular trading hours. To subscribe to pre and post-market trading hours for a specific asset, enable the extendedMarketHoursextended_market_hours argument when you create the security subscription.

AddEquity("SPY", extendedMarketHours: true);

self.add_equity("SPY", extended_market_hours=True)

You only receive extended market hours data if you create the subscription with minute, second, or tick resolution. If you create the subscription with daily or hourly resolution, the bars only reflect the regular trading hours.

The SecurityExchange object has the following attributes:

Example 1: Only Within 1 Hour Of Market Open And Close

Buying SPY shortly after market holidays or weekend breaks can be a profitable strategy. Historically, the market has tended to experience positive returns in the trading sessions immediately following extended market closures. This is often attributed to the release of pent-up demand and information during the downtime. By positioning into SPY at the open or within the first few trading hours after a holiday or weekend, investors may be able to capture this post-break bounce in the broader market.

public class MarketHourExampleAlgorithm : QCAlgorithm
{
    private Equity _spy;
        
    public override void Initialize()
    {
        // Daily data
        _spy = AddEquity("SPY", Resolution.Hour);
    }

    public override void OnData(Slice slice)
    {
        if (!slice.Bars.ContainsKey(_spy.Symbol)) return;

        // Check if the previous day is holiday
        if (_spy.Exchange.Hours.Holidays.Contains(slice.Bars[_spy.Symbol].Time.AddDays(-1)))
        {
            // Buy if it is a holiday a day before
            SetHoldings(_spy.Symbol, 1);
        }
        else if (Portfolio[_spy.Symbol].Invested)
        {
            // Liquidate otherwise if any open position
            Liquidate(_spy.Symbol);
        }
    }
}

class MarketHourExampleAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        # Daily data
        self.spy = self.add_equity("SPY", Resolution.HOUR)

    def on_data(self, slice: Slice) -> None:
        if self.spy.symbol not in slice.bars:
            return
        
        # Check if the previous day is holiday
        if slice.bars[self.spy.symbol].time - timedelta(1) not in self.spy.exchange.hours.holidays:
            # Buy if it is a holiday a day before
            self.set_holdings(self.spy.symbol, 1)
        elif self.portfolio[self.spy.symbol].invested:
            # Liquidate otherwise if any open position
            self.liquidate(self.spy.symbol)

Example 2: Pre-market Short Limit Order

A pre-market short limit order is a type of order placed before the regular trading session begins. It allows a trader to take a short position at a price higher than the current market price, with the intention of selling the position shortly after the market opens and profiting from the expected price decline. This strategy is often used by traders who anticipate a decline in the asset's value and want to capitalize on it.