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Open Feature request MC-1828

Suggestions re handling of holidays

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Description

I'd like to offer some feature requests concerning MultiChart's handling of holidays:
 
1. Currently, all of the holiday lists are predefined, generally by country (e.g., the "USA" list), and you can't add or rename holiday lists. It would be nice if we could define custom holiday lists, such as for individual exchanges. That way, for example, we could have custom lists for "USA - CME" or "USA - Nasdaq." If implemented, there should be a "clone" button so you could clone an existing list (like "USA") to a new name, and then customize the list.
 
2. Currently, "show data on holidays" is a global setting in QuoteManager. However, there might be times when you want to show data on holidays for some charts, but not for others. It would be helpful if the "show data on holidays" could selected or deselected for individual charts. (The QuoteManager setting could be used as a global default that could be overriden for individual charts.)
 
3. When "show data on holidays" is not selected, the data on the chart is hidden for the 24 hours of that particular holiday. This is a problem when trading during a session that overlaps two days.
 
For example, let's say that we're trading @ES on the combined session from 5:00 PM the previous day to 4:15 PM, and "show data on holidays" is not selected. If there's a one-day holiday, the chart will show data from 5:00 PM until 11:59 PM the day before the holiday, will pause for 24 hours during the holiday, and will then show data from midnight to 4:15 PM the day after the holiday. This results in two bifurcated, partial sessions.
 
It might be better to hide data on a session-by-session basis, i.e., for any session that ends on the day of the holiday. In the @ES example, this would mean that any data would be hidden from 5:00 PM the day before the holiday until 4:15 PM on the holiday. Then data would start being shown again for the next session that begins at 5:00 PM on the day of the holiday.
 
This is consistent with how CME typically handles holidays. For the New Year's holiday, for example, trading officially ends at 4:15 PM on New Year's Eve, and Globex trading then resumes at 5:00 PM on New Year's Day. Thus, there is actually some trading later in the day on New Year's Day, even though it's a holiday.

Steps to reproduce this issue

See above.

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    Feature request
  • Category
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    user-offline.png  Xyzzy (Xyzzy)
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