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6647

Pull #1294

travis-ci

web-flow 
BUG: Removes Hurricane Sandy closings from CME exchange calendar

Since the CME calendar was based off of the NYSE calendar, closings for
Hurricane Sandy were included, but shouldn't have been for CME.

This is the explanation we had included prior to the new exchange
calendars:

http://en.wikipedia.org/wiki/Hurricane_sandy

We *do not* add any non-trading days for Hurricane Sandy. Although
trading on CME Group exchanges was disrupted, trading still occurred at
some point on each day. Importantly, the disruptions do not appear to
have affected the expiration dates stipulated in the futures contracts
expiring during this period.

Trading of CME US equity index futures & NYMEX futures was disrupted due
to the hurricane's impact on New York. CME US equity index futures
markets were disrupted on October 29th 2012, but reopened at 5:00pm CT.

The US equity index markets were closed from 8:15am CT on October 30,
both for the trading floor and CME Globex. The trading floor of the
NYMEX was closed on October 30, but all floor-trading products were
available electronically on CME Globex.

Source:
http://investor.cmegroup.com/investor-relations/releasedetail.cfm?ReleaseID=716923

    October 2012
Su Mo Tu We Th Fr Sa
    1  2  3  4  5  6
 7  8  9 10 11 12 13
14 15 16 17 18 19 20
21 22 23 24 25 26 27
28 29 30 31

Also see:
-- http://www.chicagobusiness.com/article/20121029/NEWS01/121029818/cme-cboe-other-markets-closed-for-hurricane-sandy-about-500-local-flights-scrapped
-- http://money.cnn.com/2012/10/29/investing/hurricane-sandy-stock-markets
Pull Request #1294: BUG: Removes Hurricane Sandy closings from CME exchange calendar

10272 of 12883 relevant lines covered (79.73%)

0.8 hits per line

Jobs
ID Job ID Ran Files Coverage
1 6647.1 (PANDAS_VERSION=0.16.1 NUMPY_VERSION=1.9.2 SCIPY_VERSION=0.15.1) 153
79.73
 Travis Job 6647.1
Source Files on build 6647
Coverage ∆ File Lines Relevant Covered Missed Hits/Line