for the morning crowd/in case you missed it @macrocephalopod issued a standing duel challenge to all comers last night. Rumor has it if you beat him you inherit a mysterious programming package from him that adds .1 to your sharpe on any quant strategyhttps://twitter.com/macrocephalopod/status/1372338869262299136 …
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Like, before Nov 2020, 3rd June 2022 was not a holiday in the UK but after nov 2020 it was and the api needs to know that, and not return this as a hol if I ask for the UK holiday calendar as of Oct 2020
Most places buy the calendars/trading hours data from somewhere and then write their own API over it but of course that only supports a subset of use cases and is probably full of bugs
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Shouldn't all that be public information though? Like, the exchange should list its trading hours and governments should list holidays?
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In theory yes, but in practice the reliability of any data source is gonna be shaky for a variety of reasons (assuming you’re trying to programmatically scrape or whatever) and the alternative is checking like x num of sources daily w x going dec high to be a useful api
End of conversation
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