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It seems that the Quantopian backtesting database should contain a "market open" flag to indicate if trading was allowed for a given security during a historical calendar minute/day. Presently, there is no way to know if the market was open for trading. One application would be to do analysis of thinly traded securities (e.g. If the market was open for sid(n), did sid(n) trade?).

Along a similar vein, perhaps a "trading suspended" flag would make sense, too.

Has anyone given this consideration? Your feedback is welcome. Seems that in paper/live trading, something like this will be required, right?

Would you want the algorithm to be called irrespective of whether the market was open or not? What about overnight?

If an algorithm uses Facebook (IPO May 18, 2012) should the market be set as "closed" for it before this date?

Is there a distinction between a stock that cannot be traded, and the market actually being closed? (e.g. Facebook IPO was delayed by 30mins on NASDAQ)

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