pandas-market-calendars

pandas-market-calendars provides a comprehensive set of market and exchange trading calendars for use with pandas. It fills a critical gap by offering specific holiday, late open, and early close calendars for over 50 global equity and futures markets, which are not included in pandas by default. The library also includes functions to manipulate these calendars and generate pandas DatetimeIndex objects containing only market-open times. It is actively maintained with frequent updates, typically releasing new versions every few months.