Overview

Library crate for looking up market holiday information as observed by the New York Stock Exchange.

Use-cases

• Determine if a specific date is/was an NYSE market holiday
• Determine which holiday NYSE observed or plans to observe on a specific date
• Iterate over sequences of consecutive business days
• Perform basic business-day arithmetic on dates
• Convert between dates and business day of month ordinals

Usage

This crate is designed to work with foreign date types which represent dates in the proleptic Gregorian calendar. By default, chrono::NaiveDate is used as the date type, but with optional crate feature time enabled, support for time::Date is added as well.

The main interface for looking up holiday and business day information is trait HolidayCal. This trait is implemented for all supported foreign date types.

The main interface for performing business-day arithmetic is struct DeltaBusinessDays. This struct represents an integer number of business days and can be used in arithmetic with supported foreign date types via the Add and Sub traits from the standard library.

Why not other crates?

There are several other holiday calendar crates in the Rust ecosystem, which provide a framework for developing holiday calendar functionality:

• bdays
• cal-calc
• holiday

However, these crates are ill-suited for implementing NYSE holiday calendars because they all assume that the holiday status of any date can be determined. In general, it is only possible to determine if a date is an NYSE market holiday if it is before 31 December of the year of the latest published official NYSE holiday calendar.

Design

The design of the this create is simple, it maintains a list of observed and planned market holidays according to NYSE's officially released schedule. This list of known market holidays defines a range spanning from 1 Jan in the year MIN_YEAR to 31 December in the year MAX_YEAR. Dates that fall in this range are considered market holidays if and only if they are equal to one of the dates in the holiday list. For dates that fall outside this range, it is not possible to determine whether or not they are NYSE market holidays and so generally, Err(OutOfRange) is returned for queries involving such dates.

When the NYSE publishes their market holiday calendar for a new year, the holidays list will be updated accordingly, MAX_YEAR will be incremented accordingly, and the patch version of this crate will be incremented.

Typically, NYSE publishes holiday calendars 1-2 years in advance of the current date.