Libraries: CME equity index futures holiday calendar
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CME equity index futures holiday calendar:
Holidays and early halts of the CME equity index futures (S&P 500, Nasdaq-100, Dow, Russell 2000, E-mini and Micro), computed from the US holiday rules for any year, with a script that checks the calendar against your broker's own M1 history.
Author: Silviu-mihai Bere