public static DateTime ConvertTimeFromUtcToEt(DateTime p_dateTimeUtc)
{
TimeZoneInfo utcZone = TimeZoneInfo.Utc;
TimeZoneInfo?estZone = null;
try
{
estZone = Utils.FindSystemTimeZoneById(TimeZoneId.EST);
}
catch (Exception e)
{
Utils.Logger.Error(e, "Exception because of TimeZone conversion ");
return(DateTime.MaxValue);
}
return(TimeZoneInfo.ConvertTime(p_dateTimeUtc, utcZone, estZone));
}
// it is important that p_timeUtc can be a Time and it is in UTC. Convert it to ET to work with it.
public static bool DetermineUsaMarketTradingHours(DateTime p_timeUtc, out bool p_isMarketTradingDay, out DateTime p_openTimeUtc, out DateTime p_closeTimeUtc, TimeSpan p_maxAllowedStaleness)
{
p_openTimeUtc = p_closeTimeUtc = DateTime.MinValue;
p_isMarketTradingDay = false;
TimeZoneInfo utcZone = TimeZoneInfo.Utc;
TimeZoneInfo?estZone = null;
try
{
estZone = Utils.FindSystemTimeZoneById(TimeZoneId.EST);
}
catch (Exception e)
{
Utils.Logger.Error(e, "Exception because of TimeZone conversion ");
return(false);
}
DateTime timeET = TimeZoneInfo.ConvertTime(p_timeUtc, utcZone, estZone);
if (timeET.DayOfWeek == DayOfWeek.Saturday || timeET.DayOfWeek == DayOfWeek.Sunday)
{
p_isMarketTradingDay = false;
return(true);
}
List <Tuple <DateTime, DateTime?> >?holidaysAndHalfHolidays = GetHolidaysAndHalfHolidaysWithCloseTimesInET(p_maxAllowedStaleness);
if (holidaysAndHalfHolidays == null || holidaysAndHalfHolidays.Count == 0)
{
Logger.Error("holidaysAndHalfHolidays are not recognized");
return(false); // temporarily off
}
DateTime openInET = new DateTime(timeET.Year, timeET.Month, timeET.Day, 9, 30, 0);
DateTime closeInET;
var todayHoliday = holidaysAndHalfHolidays.FirstOrDefault(r => r.Item1 == timeET.Date);
if (todayHoliday == null) // it is a normal day, not holiday: "The NYSE and NYSE MKT are open from Monday through Friday 9:30 a.m. to 4:00 p.m. ET."
{
p_isMarketTradingDay = true;
closeInET = new DateTime(timeET.Year, timeET.Month, timeET.Day, 16, 0, 0);
}
else
{ // if it is a holiday or a half-holiday (that there is trading, but early close)
p_isMarketTradingDay = (todayHoliday.Item2 != null); // Item2 is the CloseTime (that is for half-holidays)
if (todayHoliday.Item2 == null)
{
p_isMarketTradingDay = false;
return(true);
}
else
{
p_isMarketTradingDay = true;
closeInET = (DateTime)todayHoliday.Item2; // yes, halfHolidays are in ET
}
}
if (!p_isMarketTradingDay)
{
return(true);
}
p_openTimeUtc = TimeZoneInfo.ConvertTime(openInET, estZone, utcZone);
p_closeTimeUtc = TimeZoneInfo.ConvertTime(closeInET, estZone, utcZone);
return(true);
}
