Comments (4)
rsheftel
commented on May 28, 2024
Thanks for this feedback. Right now the CME and ICE calendars are generic for all products. At some point in the future I may refactor into product specific calendars.
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mgellman-radix
commented on May 28, 2024
Since not all products were closed I'd vote this not be flagged as a holiday for the venue.
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rsheftel
commented on May 28, 2024
As of the new v1.4 https://github.com/rsheftel/pandas_market_calendars/releases/tag/1.4 futures products are properly handled and can now have explicit calendars for each product type.
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rsheftel
commented on May 28, 2024
Since we now have product specific calendar functionality I am going to close this issue. If there are specific calendars you would like to create to modify please let me know.
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