Is there a reliable machine readable source of stock market holiday calendars?
I found this source: https://eresearch.fidelity.com/eresearch/markets_sectors/global/holidayCalendar.jhtml
I could scrape it, but honestly, I have my doubts about it staying well formatted and conforming over time, or even exist at all over time. Also it doesn't seem to have historic data, including abnormal close times like 9/11.
A good thing about it is that it includes special close times. Some markets close early on some days, notably Stockholm has a bunch of them.
2020-06-08 Edit: My worries turned out to be warranted. The source now just reads:
International Holiday Calendar permanently unavailable.