nyseclosures - New York Stock Exchange closures from 1885 to 2050

Syntax

Closures = nyseclosures(StartDate, EndDate, WorkWeekFormat) SatTransition = nyseclosures(StartDate, EndDate, WorkWeekFormat)

Description

Closures = nyseclosures(StartDate, EndDate, WorkWeekFormat) returns a vector of serial date numbers corresponding to market closures between StartDate and EndDate, inclusive. If you do not specify StartDate and EndDate, Closures contains all known or anticipated closures from January 1, 1885 to December 31, 2050. By default, WorkWeekFormat argument uses the 'Implicit' value.

SatTransition = nyseclosures(StartDate, EndDate,WorkWeekFormat) returns the date of transition for the New York Stock Exchange from a 6-day workweek to a 5-day workweek. The date for this transition is September 29, 1952 and this date returns the serial date number 713226.

Since the New York Stock Exchange was open on Saturdays before September 29, 1952, exact closures from 1885 to 1952 are based on a 6-day workweek. nyseclosures contains all holiday and special non-trading days for the New York Stock Exchange from 1885 through 2050 based on a six-day work week (always closed on Sundays). Use WorkWeekFormat to modify the list of dates.

Input Arguments

StartDate

First date of a specified date range that is a date string or a serial date number.

Default: January 1, 1885 (start of the default date range)

EndDate

Last date of a specified date range that is a date string or a serial date number. If specified, the EndDate must be a date after the StartDate.

Default: December 31, 2050 (end of the default date range)

WorkWeekFormat

Specifies method to handle the workweek. The default is 'Implicit'. This function accepts the first letter for each method as input and is not case sensitive. Acceptable values are:

'Modern' — 5-day workweek with all Saturday trading days removed
'Implicit' — 6-day workweek until 1952 and 5-day week afterward (no need to exclude Saturdays)
'Archaic' — 6-day workweek throughout and Saturdays treated as closures after 1952

Output Arguments

`Closures`	A vector of serial date numbers corresponding to market closures between the dates `StartDate` and `EndDate`, inclusive
`SatTransition`	The date of transition for the New York Stock Exchange from a 6-day workweek to a 5-day workweek.

Definitions

holidays is based on a modern 5-day workweek and contains all holidays and special nontrading days for the New York Stock Exchange from January 1, 1885 to December 31, 2050. Since the New York Stock Exchange was open on Saturdays before September 29, 1952, exact closures for the period from 1885 to 2050 should include Saturday trading days. To capture these dates, use the function nyseclosures. The results from holidays and nyseclosures are identical if the WorkWeekFormat in nyseclosures is 'modern'.

Examples

Find the NYSE closures for 1899:

datestr(nyseclosures('1-jan-1899','31-dec-1899'),'dd-mmm-yyyy ddd')

This returns:

ans =

02-Jan-1899 Mon
11-Feb-1899 Sat
13-Feb-1899 Mon
22-Feb-1899 Wed
31-Mar-1899 Fri
29-May-1899 Mon
30-May-1899 Tue
03-Jul-1899 Mon
04-Jul-1899 Tue
04-Sep-1899 Mon
29-Sep-1899 Fri
30-Sep-1899 Sat
07-Nov-1899 Tue
25-Nov-1899 Sat
30-Nov-1899 Thu
25-Dec-1899 Mon

Find the NYSE closure dates using the 'Archaic' value for WorkWeekFormat:

datestr(nyseclosures('1-sep-1952','31-oct-1952','a'),1)