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 data.
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 response saying "Generating download. Check back in a few minutes." 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.
Our research team updates the database almost everyday. Frequently the data is updated multiple times per day.
We recommend that you re-request data once or twice per day to ensure you always have the latest data.
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.
Markets
| Field | Description |
|---|---|
| Exchange Name | Name of the financial center |
| Market Name | Name of market within the exchange |
| Security Group | Group of securities with the same trading schedule |
| Timezone | Timezone of this trading venue (Olson timezone format) |
| Weekend Definition | Indicates the days of the week when the market regularly closed. "Sat-Sun" for most markets. |
| FinID | Proprietary code used to uniquely identify trading venues with distinct trading schedules. |
| MIC | Market Identification Code (ISO10383) |
| Acronym | Common acronym for the exchange |
| Asset Type | Description of types of assets traded on this market |
| Memo | Further description of this market, if required |
| Permanently Closed | Date when the market stopped operations. If empty, the market is not permanently closed. (YYYY-MM-DD) |
Holidays
| Field | Description |
|---|---|
| FinID | Market identifier |
| Date | Holiday date (YYYY-MM-DD) |
| Holiday Name | Normalized 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." |
| Schedule | Indicates if the market is closed or has an irregular trading schedule. If this field is anything other than “Closed” you can look up the schedule and FinID in the Schedules table for details. |
| Settlement | Indicates if there is settlement on this date. |
| Observed | Indicates if a holiday officially falls on another date but the market is closed in observance. |
| Memo | Further description of this market, if required |
Schedules
Each row in the schedules table represents a single phase of the trading day.
| Field | Description |
|---|---|
| FinID | Market identifier |
| Schedule Group | Identifier used to group phases together. If there is no holiday then the “Regular” phase applies. |
| Schedule Group Memo | Further description of this market, if required |
| Timezone | Timezone of this trading venue (Olson timezone format) |
| Phase Type | Normalized name of the trading phase |
| Phase Name | Free-form name of the phase. This is the name the exchange uses to describe the phase. |
| Phase Memo | Further description of this market, if required |
| Days | Days this schedule applies. E.g. Mon-Fri |
| Start | Time the phase starts |
| End | Time the phase ends |
| Offset Days | Indicates if the end time is on a different day |
| Duration | Duration of the phase in seconds |
| Min Start | Indicates random start/stop times |
| Max Start | Indicates random start/stop times |
| Min End | Indicates random start/stop times |
| Max End | Indicates random start/stop times |
| In Force Start Date | Indicates when a phase goes into effect or is retired |
| In Force End Date | Indicates when a phase goes into effect or is retired |
| Season Start | Some exchanges have different hours for e.g. winter vs summer. Season fields describe when the phase is active. |
| Season End | Some exchanges have different hours for e.g. winter vs summer. Season fields describe when the phase is active. |
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.
| Field | Description |
|---|---|
| MIC | ISO 10383 MIC Code |
| FinID | Market 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
| Field | Description |
|---|---|
| Calendar | The ID for the calendar. This is the 2-letter country code for regional calendars and the name of the religion for religious holidays. |
| Country | Full name of the country, if applicable |
| Date | Holiday date (YYYY-MM-DD) |
| Name | Name of the holiday |
| Type | Type of holiday. Options include public, other, and religious. |
| Memo | Additional information, if needed |
Currencies
| Field | Description |
|---|---|
| Currency Code | 3-letter currency code. |
| Currency Name | English name for the currency. |
| Country Code | 2-letter country code. ("Eurozone" for EUR) |
| Central Bank | Name of the currency's central bank. |
| Financial Capital | City where the central bank is located. |
| Financial Capital Timezone | Timezone Olson timezone identifier format. |
| Weekend Definition | Weekend definition. Most markets are "Sat-Sun." |
Currency Holidays
| Field | Description |
|---|---|
| Currency Code | 3-letter currency code. |
| Date | Holiday date (YYYY-MM-DD) |
| Holiday Name | Holiday name |
| Memo | Additional information about the non-settlement date, if applicable. |