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Does the NYSE provide a list of rules for determining when to close at 1:00 for a holiday? I have found a list of upcoming half-days here but I would like to know the rules so that I don't have to hard-code them in my application.

I found a list of all of the dates on which the NYSE closed early in its history here*. I could discern three rules for half-days that I would like to verify:

  • Thanksgiving: the Friday after Thanksgiving is always a half day (close at 1:00).
  • Christmas: if Dec 24th is a Mon, Tues, Wed, or Thur, close at 1:00.
  • July 4th: if July 4th is a Tues, Wed, or Fri, close at 1:00 on the previous day. If July 4th is a Thur, close at 1:00 on the next day.

The list of upcoming holidays shows that Wednesday, July 3, 2013 is a half-day. This conflicts with what looks like their previous policies. I'm guessing that in the future, July 5th will never be a half-day and that July 3rd will be a half-day if it falls on a Mon, Tues, Wed, or Thur (similar to the Dec 24th rule).

*According to that historic list I linked, the NYSE used to be open on Saturdays. I thought that was interesting.

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    $\begingroup$ Rather than hard-coding it into your application, you could have it read from a config file since they publish the schedule ahead of time. Also, if you think you're going to code it and not update it at least once a year you're wrong. $\endgroup$
    – Matthew
    Sep 5 '12 at 15:55
  • $\begingroup$ I shouldn't have said "hard-code". I would probably store those dates in a database somewhere. $\endgroup$
    – user1214135
    Sep 5 '12 at 16:01
  • $\begingroup$ Any idea on post market hours on these half days? I use this data raw.githubusercontent.com/QuantConnect/Lean/master/Data/… but not sure how to deal with early closes and post market (if any) $\endgroup$
    – morleyc
    Jun 1 '21 at 7:10
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I emailed one of my contacts at NYSE, who replied that there is no rule or policy governing half days (other than that the exchange must be opened for a full day on the last day of the year).

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