Data Downloads

Overview

This API allows you to access flat files containing all data available through the API, allowing you to use the data in your own applications.

The data is downloaded as a zip file containing all data in XLSX and CSV format.

Sample Data

Prospective customers can contact us to request sample dataopen in new window.

Example Request

Remember to use your authentication token for all requests.

https://api.tradinghours.com/v3/download

How often does data update?

When you first send a request to the download endpoint you will get a JSON response saying "Generating download. Check back in a few minutes." The HTTP status code will be 202: Acceptedopen in new window. In the background, our system starts generating the ZIP file with all data that you have access to. This usually takes 1-2 minutes.

On subsequent requests after the ZIP has been generated, the download will begin.

Whenever we update the database, the ZIP file on our server will be deleted. On the next request, our system will begin regenerating your ZIP file. This ensures you always receive the latest data.

Use the Last Updated API endpoint to check the data was last updated.

Please do not poll the Bulk Download endpoint to check for updates. Poll the Last Updated endpoint instead.

Data Dictionary

This section explains each of the tables and rows in the bulk download.

Notice - Breaking Changes

Additional fields may be added at anytime without prior notice. If a field is removed or renamed, we will release a new version of the API to prevent breaking your integration.

Having Trouble?

Having trouble working with the data in flat file format? Check out our python library. The library runs on top of the bulk download files and simplifies the task of interpreting the data.

Markets

FieldDescription
Exchange NameName of the financial center
Market NameName of market within the exchange
Security GroupGroup of securities with the same trading schedule
TimezoneTimezone of this trading venue (Olson timezone format)
Weekend DefinitionIndicates the days of the week when the market regularly closed. "Sat-Sun" for most markets.
FinIDProprietary code used to uniquely identify trading venues with distinct trading schedules.
MICMarket Identification Code (ISO10383)
AcronymCommon acronym for the exchange
Asset TypeDescription of types of assets traded on this market
MemoFurther description of this market, if required
Permanently ClosedDate when the market stopped operations. If empty, the market is not permanently closed. (YYYY-MM-DD)
Replaced ByIf a market is permanently closed this field may contain the FinID of another market that replaced it.

Holidays

FieldDescription
FinIDMarket identifier
DateHoliday date (YYYY-MM-DD)
Holiday NameNormalized holiday name. Holiday names are normalized to make it easier to track holidays year-to-year. For example, instead of saying markets are closed for "Christmas Eve", it will just be "Christmas."
ScheduleIndicates if the market is closed or has an irregular trading schedule. If this field is anything other than "Closed" the schedule and FinID can be looked up in the Schedules table for details.
SettlementIndicates if there is trade settlement on this date.
ObservedIndicates if a holiday officially falls on another date but the market is closed in observance.
MemoFurther description of this market, if required
StatusIndicates if the market is open or closed on the given date.

Schedules

Each row in the schedules table represents a single phase of the trading day.

FieldDescription
FinIDMarket identifier
Schedule GroupIdentifier used to group phases together. If there is no holiday then the “Regular” phase applies.
Schedule Group MemoFurther description of this market, if required
TimezoneTimezone of this trading venue (Olson timezone format)
Phase TypeNormalized name of the trading phase. See phase types table.
Phase NameFree-form name of the phase. This is the name the exchange uses to describe the phase.
Phase MemoFurther description of this market, if required
DaysDays this schedule applies. E.g. Mon-Fri
StartTime the phase starts
EndTime the phase ends
Offset DaysIndicates if the end time is on a different day
DurationDuration of the phase in seconds
Min StartIndicates random start/stop times
Max StartIndicates random start/stop times
Min EndIndicates random start/stop times
Max EndIndicates random start/stop times
In Force Start DateIndicates when a phase goes into effect or is retired
In Force End DateIndicates when a phase goes into effect or is retired
Season StartSome exchanges have different hours for e.g. winter vs summer. Season fields describe when the phase is active. See Season Definitions
Season EndSome exchanges have different hours for e.g. winter vs summer. Season fields describe when the phase is active. See Season Definitions

Phase Types

This table contains a list of possible phase types. Phases include Primary Trading Session, Pre-Trading Session, Post-Trading Session, etc.

In the case of over-night trading sessions, the status and settlement columns apply to the date the phase ends. For example, if a Primary Trading Session opens Sunday night and ends Monday, then Monday would be considered open but Sunday would be closed.

FieldDescription
NameName of the phase
StatusSpecifies whether this phase indicates that a market is considered "open" during this phase.
SettlementSpecifies whether this phase indicates that there is trade settlement on the given date.
Closing PriceSpecifies whether this phase indicates that there is a closing price published at the end of the phase.

MIC Mapping

The MIC Mapping table allows you to lookup the corresponding FinID for covered MICs. Note that MICs are insufficient to uniquely identify all distinct trading schedules. As a result, there can be ambiguity when mapping between MICs and FinIDs. A manual review of the securities covered by each FinID is needed to definitively determine the appropriate FinID.

FieldDescription
MICISO 10383 MIC Code
FinIDMarket identifier

You can download the full list of MIC Codes (with Operating and Segment MICs) from the ISO website: https://www.iso20022.org/market-identifier-codes

Regional & Religious Holidays

FieldDescription
CalendarThe ID for the calendar. This is the 2-letter country code for regional calendars and the name of the religion for religious holidays.
CountryFull name of the country, if applicable
DateHoliday date (YYYY-MM-DD)
NameName of the holiday
TypeType of holiday. Options include public, other, and religious.
MemoAdditional information, if needed

Currencies

FieldDescription
Currency Code3-letter currency code.
Currency NameEnglish name for the currency.
Country Code2-letter country code. ("Eurozone" for EUR)
Central BankName of the currency's central bank.
Financial CapitalCity where the central bank is located.
Financial Capital TimezoneTimezone Olson timezone identifier format.
Weekend DefinitionWeekend definition. Most markets are "Sat-Sun."

Currency Holidays

FieldDescription
Currency Code3-letter currency code.
DateHoliday date (YYYY-MM-DD)
Holiday NameHoliday name
SettlementIndicates if there is currency settlement on this date.
ObservedIndicates if a holiday officially falls on another date but settlement is closed in observance.
MemoAdditional information, if needed

Season Definitions

Some schedules change throughout the year. For example, some countries in South America change their schedules in the Summer months to align with US markets during US Daylight Saving Time.

The "Season Start" and "Season End" fields in the Schedules table are relative dates. For example, a season might be "Second Sunday of March". The Season Definitions table will let you look up that date for each year.

FieldDescription
SeasonRelative date string
YearYYYY
DateYYYY-MM-DD
Last Updated: