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@Marinovsky Marinovsky commented Jan 2, 2026

Description

Add 2026 EUREX, CFE and ICE holidays and early closes. Unfortunately, SGX has not yet published their whole holiday calendar for 2026, there is just info for New Year Holiday 2026(https://www.sgx.com/trading). The info for the other exchanges was extracted from:

Related Issue

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Motivation and Context

With this change the MHDB will keep updated

Requires Documentation Change

n/a

How Has This Been Tested?

I used the same python module (https://github.com/Marinovsky/LEAN-MHDB) I've been using to automatically add the holidays, early closes and late opens given a json file with the dates. Still, for some entries I add their holidays manually since their holiday list was not sorted (they have a kind of order but is not consistent in all dates). Here is the json file with the changes applied (as well as the changes for the CME futures)
changes.json

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

For some ICE Future entries, there were holidays that were already
present in their generic entry (Future-ice-[*]), so those dates were
removed from the entry
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@Martin-Molinero Martin-Molinero left a comment

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Thank you

@Martin-Molinero Martin-Molinero merged commit 1171e4f into QuantConnect:master Jan 2, 2026
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2 participants