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Trading day

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The term "Trading day" is used to refer to a day on which a particular exchange is open. U.S. Stock exchanges, for example, are open on Mondays through Fridays. There are no trading days (The U.S. Stock Exchanges are closed) on weekends and on some holiday days (New Year's Day, Good Friday, Memorial Day, Independence Day, Christmas Day...).
For example, on each trading day, the regular trading hours on the NASDAQ starts at 9:30 a.m. and ends at 4:00 p.m. ET. The New York Stock Exchange is also open from 9:30 a.m. to 4:00 p.m. ET.

On some particular days, the trading day is shortened. For example, on the day after Thanksgiving, which is a Friday, U.S. markets closes at 1:00 p.m. ET.

There are also no trading days, for the U.S. Stock Markets, on some particular non-holiday days. Example, the market is closed on a Monday if a stock market holiday occurs on the previous day (Sunday).


Objects: Trading day
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Intraday Historical Data - Alphavantage
by QuantShare, uploaded several months ago

...trading days and the current day is updated with real time data.

Before using this intraday downloader, you need to obtain first a free ApiKey from the Alphavantage website.
- Visit the www.alphavantage.co website
- Click on the "Get your free Api Key today" button ...

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 Downloader 
Basic
New Darvas Box - Darly Guppy
by QuantShare, uploaded several months ago

...trading days followed by a retracement low that's not touched or penetrated for a further 3 days in a row, as shown in the picture above. Darvas tells us that sometimes the top and bottom of the box may form on the same day. In such a case, the requirement...
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 Indicator 
Basic
Short Term Trading System with RSI Ratios
by Brian Brown, uploaded several months ago

...trading day at the close of the session.

An additional market rule was added to prevent this short term trading system from entering any new trade when the market is bearish:
That rule consists of comparing the SPY (ETF/S&P 500) with its 60-bar moving average.
It instructs the backtester to enter new positions...

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 Trading System 
Basic
Historical Tick Data for U.S. Stocks
by QuantShare, uploaded several months ago

...trading days.

If you are not using the Auto-Manage feature of QuantShare, you must first update your symbols list:
- Select "Symbol -> Auto-Manage Symbols"
- Check "New York Stock Exchange", "American Stock Exchange" and "NASDAQ" exchanges ...

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 Downloader 
Basic
One-Minute Data for Intraday Futures
by bug man, uploaded several months ago

...trading days.

It downloads intraday data for the following 58 futures:
Australian Dollar (AD)
Soybean oil (BO) ...

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 Downloader 
Basic
Earnings Surprise Strategy
by QuantShare, uploaded several months ago

...trading days

The idea behind this trading system is that if a stock had a positive return following a positive surprise then it is likely to have a better return if the earnings surprise increases (compared to the previous quarter).
The strategy can be backtested using U.S. or international stocks data. Many...

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 Trading System 
Basic
Singapore Exchange EOD Data - SGX - Last 20 days
by QuantShare, uploaded several months ago

...trading day (given the start/end dates you provide)
- It decompresses that file and reads the content
- It parses the data and fixes few issues (such as when the high, low or open prices are set to zero. In that case, the high, low or open field is set to the...

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 Downloader 
Basic
Historical Intraday Data for U.S. Stocks
by QuantShare, uploaded several months ago

...trading days.

Other intraday downloaders for the U.S. market:
733: This item gets 1-minute intraday data for the previous 15 days. Data is downloaded by symbol.
734: This item downloads 1-minute intraday data (one day) for U.S. and International markets. ...

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 Downloader 
Basic
10-bar moving average return for S&P 500 stocks
by Patrick Fonce, uploaded several months ago

...trading day, the 10-bar moving average of each stock that composes the S&P 500 Index. The 10-bar return is then computed for each MA and the results are averaged.

The composite name is "_S&P500_AVGMA". It is added to your list of symbols after the first calculation.

Interpretation: ...

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 Composite 
Basic
Daily US Stocks Data
by bug man, uploaded several months ago

...trading day).

If you are downloading data for few stocks, the first solution should be more appropriate for you. However, if like me you are updating your whole end-of-day database daily then you will better appreciate the second solution.

There are several downloaders for US stocks that get data by symbol. I...

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 Downloader 
Basic
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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.