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

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

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)
Replaced By	If a market is permanently closed this field may contain the FinID of another market that replaced it.

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" the schedule and FinID can be looked up in the Schedules table for details.
Settlement	Indicates if there is trade 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
Status	Indicates 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.

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. See phases table.
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. See Season Definitions
Season End	Some exchanges have different hours for e.g. winter vs summer. Season fields describe when the phase is active. See Season Definitions

Phases

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.

Field	Description
Name	Name of the phase
Status	Specifies whether this phase indicates that a market is considered "open" during this phase.
Settlement	Specifies whether this phase indicates that there is trade settlement on the given date.

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
Settlement	Indicates if there is currency settlement on this date.
Observed	Indicates if a holiday officially falls on another date but settlement is closed in observance.
Memo	Additional 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.

Field	Description
Season	Relative date string
Year	YYYY
Date	YYYY-MM-DD