Package org.drip.oms.exchange

Class OperatingHours

java.lang.Object
org.drip.oms.exchange.OperatingHours
public class OperatingHours
extends java.lang.Object
OperatingHours maintains the Venue Specific Operating Hours. The References are:

  • Chen, J. (2021): Time in Force: Definition, Types, and Examples https://www.investopedia.com/terms/t/timeinforce.asp
  • Cont, R., and A. Kukanov (2017): Optimal Order Placement in Limit Order Markets Quantitative Finance 17 (1) 21-39
  • Vassilis, P. (2005b): Slow and Fast Markets Journal of Economics and Business 57 (6) 576-593
  • Weiss, D. (2006): After the Trade is Made: Processing Securities Transactions Portfolio Publishing London UK
  • Wikipedia (2023): Central Limit Order Book https://en.wikipedia.org/wiki/Central_limit_order_book


Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    OperatingHours()  

  • Method Summary

    Modifier and Type Method Description
    static java.time.ZonedDateTime USMarketClose()
    Retrieve the Current US Market Close Zoned Date Time Instance
    static java.time.ZonedDateTime USMarketClose​(java.time.LocalDate localDate)
    Retrieve the US Market Close Zoned Date Time Instance
    static java.time.ZonedDateTime USMarketOpen()
    Retrieve the Current US Market Open Zoned Date Time Instance
    static java.time.ZonedDateTime USMarketOpen​(java.time.LocalDate localDate)
    Retrieve the US Market Open Zoned Date Time Instance

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • OperatingHours

      public OperatingHours()

  • Method Details

    • USMarketClose

      public static final java.time.ZonedDateTime USMarketClose​(java.time.LocalDate localDate)
      Retrieve the US Market Close Zoned Date Time Instance
      Parameters:
      localDate - Local Date
      Returns:
      US Market Close Zoned Date Time Instance

    • USMarketClose

      public static final java.time.ZonedDateTime USMarketClose()
      Retrieve the Current US Market Close Zoned Date Time Instance
      Returns:
      Current US Market Open Close Date Time Instance

    • USMarketOpen

      public static final java.time.ZonedDateTime USMarketOpen​(java.time.LocalDate localDate)
      Retrieve the US Market Open Zoned Date Time Instance
      Parameters:
      localDate - Local Date
      Returns:
      US Market Open Zoned Date Time Instance

    • USMarketOpen

      public static final java.time.ZonedDateTime USMarketOpen()
      Retrieve the Current US Market Open Zoned Date Time Instance
      Returns:
      Current US Market Open Open Date Time Instance