gerrymanoim / exchange_calendars

Calendars for various securities exchanges.

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Is XTAE (Tel Aviv) start time wrong?

ValueRaider opened this issue · comments

Is XTAE (Tel Aviv) start time wrong? Simple fix but I wanted to allow discussion first.

Official start time Official start time is randomly between 9:59 and 10:00 ; end time randomly between 17:14 and 17.15. The last change to trading times acknowledges this, but decision process for which times are chosen not consistent. I'd expect either 9:59->17:15 or 10->17.14 to be chosen (ideally the wider range), but instead a hybrid is used: 10->17:15

Any reason why I shouldn't change the start time to 9:59?

Haven't come across an exchange that does this before.

Thinking in terms of trading minutes, if during regular trading a trade can be placed between 09:59 and 10.00 then this minute should be represented, same for 17:14 to 17.15.

So I agree with @ValueRaider, 09:59 -> 17.15.

Yep - agreed here, thanks for catching that.

Fixed in #247.