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Description

Remove wrong holidays in CME group Dairy, Livestock and Lumber products. There was also a wrong holidays in Future-cbot-KE.

  • For CME group Dairy products, the wrong holidays were 1/16/2023, 7/4/2017, 7/4/2019, 7/4/2018, 2/20/2023, but 1/16/2023, 2/20/2023 were late opens, and all of them were bank holidays
image image image image image
  • For CME Livestock and Lumber, the wrong late opens were 1/16/2017, 2/20/2017, but both of them were holidays:
image image - For `Future-cbot-KE`, the wrong holiday was `9/4/2023`, but that date was a late open: image

Related Issue

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Motivation and Context

With this change the MHDB will be more accurate

Requires Documentation Change

n/a

How Has This Been Tested?

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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>

Remove wrong holidays in CME group Dairy, Livestock and Lumber products.
There was also a wrong holidays in Future-cbot-KE
@Martin-Molinero Martin-Molinero merged commit 3ee941f into QuantConnect:master Jan 7, 2026
7 of 8 checks passed
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2 participants