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Description

For each entry of the markets CME, CBOT, NYMEX, COMEX, OANDA, HKFE and SGX, I removed the holidays, early closes, late opens and bank holidays that were already present in its generic entry (the ones ending with [*]). The following files contain, for each market and for each entry, the dates that were removed.
sgx_hkfe_logs.log
oanda_logs.log
comex_logs.log
nymex_logs.log
cbot_logs.log
cme_logs.log

Related Issue

n/a

Motivation and Context

With this change, the MHDB will have less redundant information

Requires Documentation Change

n/a

How Has This Been Tested?

I used the method check_disjoint_holidays_with_parent from the following python module (https://github.com/Marinovsky/LEAN-MHDB/blob/master/main.py#L523) to find and remove those redundant dates automatically.

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>

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@Martin-Molinero Martin-Molinero left a comment

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Thank you

@Martin-Molinero Martin-Molinero merged commit 1f3fd6e into QuantConnect:master Jan 6, 2026
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2 participants