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Start with: http://www1.nyse.com/pdfs/closings.pdf which covers all closings through 2011 then use the following... 2012/2013: http://www1.nyse.com/press/1294398514465.html Weather related closures happened on Monday, Oct. 29, 2012 and Tuesday, Oct. 30, 2012. (http://markets.nyx.com/nyse/trader-updates/view/11507) 2014/2015: ...


If you don't want to deal with NYX, check out TickData. You can purchase a date range for symbols, but the minimum order is $999.


You can download the time series of e.g. S&P500 prices from NYSE, then their dates should well represent approximately the real NYSE trading days.


SEC site showing Form 25 (delisting) filings from the last 4 years for all listing markets. As @user508 mentioned Nasdaq has then listed on their site here. NYSE lists them on their site here.

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