public LSECalendar()
{
SkipDayTimeRange.Add(new TimeSpanRange(new TimeSpan(0, 0, 0), new TimeSpan(8, 0, 0))); // LSE is open at 08:00am GMT
SkipDayTimeRange.Add(new TimeSpanRange(new TimeSpan(16, 30, 0), new TimeSpan(24, 0, 0))); // LSE is closed at 16:30pm GMT
// LSE is closed on weekends
SkipDaysInWeek.Add(DayOfWeek.Saturday);
SkipDaysInWeek.Add(DayOfWeek.Sunday);
SkipDates.Add(new DateTime(2015, 12, 25)); // LSE Closed on Christmas Day 2015
SkipDates.Add(new DateTime(2016, 1, 1)); // LSE Closed on New Years day 2016
}
public NYSECalendar()
{
SkipDayTimeRange.Add(new TimeSpanRange(new TimeSpan(0, 0, 0), new TimeSpan(9, 30, 0))); // NYSE is open at 9:30 am EST
SkipDayTimeRange.Add(new TimeSpanRange(new TimeSpan(16, 0, 0), new TimeSpan(24, 0, 0))); // NYSE is closed at 16:00 pm EST
// NYSE is closed on weekends
SkipDaysInWeek.Add(DayOfWeek.Saturday);
SkipDaysInWeek.Add(DayOfWeek.Sunday);
SkipDates.Add(new DateTime(2015, 12, 25)); // NYSE Closed on Christmas Day 2015
SkipDates.Add(new DateTime(2016, 1, 1)); // NYSE Closed on New years day 2016
SkipDates.Add(new DateTime(2016, 1, 15)); // NYSE Clsoed on Martin Luther King Day 2016
SkipDates.Add(new DateTime(2016, 11, 24)); // NYSE Closed on Thanksgiving 2016
}
