Market data on 11-24-2023

Hello,

It appears you're inquiring about market data availability for November 24, 2023, which is the day after Thanksgiving, commonly referred to as Black Friday. On this day, U.S. stock markets, including the New York Stock Exchange (NYSE) and NASDAQ, are indeed open, but they traditionally close early, at 1:00 PM Eastern Time, which is 12:00 PM in the America/Chicago time zone.

If you're not seeing market data for this specific day, it could be due to the early market close. Many trading platforms and data providers adjust their schedules to align with these market hours, which might explain the absence or limited availability of data.

For handling such scenarios in QuantConnect, you should ensure your algorithm accounts for early market closes. This can be done by checking the market hours for the specific date and adjusting your trading logic accordingly. QuantConnect provides functionality to access market hours and holiday information through the MarketHoursDatabase.

Here's a basic example of how you might check if the market is open on a specific day and time:

from datetime import datetime, timedelta
from AlgorithmImports import *

class MyAlgorithm(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2023, 11, 24)  # Set Start Date
        self.SetEndDate(2023, 11, 24)    # Set End Date
        self.AddEquity("SPY", Resolution.Minute)

    def OnData(self, data):
        # Check if the market is open
        market_hours = self.Securities["SPY"].Exchange.Hours
        current_time = self.Time

        # Check if the market is open at the current time
        if market_hours.IsOpen(current_time, False):
            self.Debug(f"Market is open at {current_time}")
        else:
            self.Debug(f"Market is closed at {current_time}")

        # Check if the market is open at a specific time (e.g., 12:00 PM on 2023-11-24)
        specific_time = datetime(2023, 11, 24, 12, 0)
        if market_hours.IsOpen(specific_time, False):
            self.Debug(f"Market is open at {specific_time}")
        else:
            self.Debug(f"Market is closed at {specific_time}")

This example checks if the market is open at the current time and at a specific time on November 24, 2023. Adjusting your algorithm to consider early closes on specific days can help ensure it behaves as expected during these times.

If you're still encountering issues or have specific concerns about accessing market data for November 24, 2023, in QuantConnect, it might be helpful to reach out to QuantConnect's support for further assistance.