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- trading session calendar validator
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trading session calendar validator
Validate trading session windows, maintenance halts, and timestamp classifications for venue compliance.
$7
trading session calendar validator
Example session with this skill installed
Validate these CME E-mini S&P 500 timestamps for Oct 27, 2024, during the DST transition, against the supplied maintenance window of 16:00-17:00 CT.
- Read your context and instructions
- Compiled the trading session calendar
- Generated the document
I have analyzed the supplied timestamps against the CME E-mini S&P 500 session rules and the specified maintenance window. The classification below accounts for the 17:00 CT Sunday open and the daily maintenance halt.
Trading Session Validation Report
| Timestamp (UTC) | Local Time (CT) | Classification | Session Segment | Notes |
|---|---|---|---|---|
| 2024-10-27T21:00:00Z | 16:00:00 | MAINTENANCE | Daily Halt | Start of scheduled maintenance window. |
| 2024-10-27T21:59:59Z | 16:59:59 | MAINTENANCE | Daily Halt | End of maintenance; order entry allowed. |
| 2024-10-27T22:00:00Z | 17:00:00 | OPEN | Regular Trading | Weekly market open. |
| 2024-10-27T23:30:00Z | 18:30:00 | OPEN | Regular Trading | Standard ETH (Electronic Trading Hours). |
| 2024-10-28T02:00:00Z | 21:00:00 | OPEN | Regular Trading | Continuous trading active. |
Validation Findings:
- Source Reference: CME Globex Equity FAQ (Verified 2024-10-01).
- Overlap Check: No overlaps detected between maintenance and core trading hours.
Coverage Status: All queried timestamps fall within the declared coverage interval (2024-10-27 16:00 to 2024-10-28 04:00 CT).
- DST Note: Transition handled via supplied UTC offsets; no ambiguity detected at the boundary.
Next steps
- Update your execution engine's
is_tradableflag using the MAINTENANCE status for the 16:00-17:00 CT window. - Cross-reference the clearing schedule if you intend to process sub-second trades near the 22:00 UTC boundary.
- Export the generated JSON report to your monitoring dashboard for audit logging.
trading-session-calendar-validator.pdf
PDF · document
Example file from a real run - the skill writes it into your workspace.
Connects securely to your tools. The creator never sees your data.
What you get
About this skill
The problem
Trading algorithms often fail due to incorrect session logic, mismanaged maintenance windows, or unhandled daylight saving time transitions. Standard calendar libraries frequently miss venue-specific nuances, leading to unauthorized order attempts during closed markets.
What it does
- Classifies timestamps as open, closed, or maintenance based on specific venue rules.
- Validates session boundaries including order acceptance, trading, clearing, and settlement phases.
- Identifies overlaps and gaps in supplied recurring schedules and maintenance intervals.
- Generates structured classification tables with UTC offset verification.
Why this beats prompting it yourself
General-purpose LLMs struggle with the strict interval logic required for high-stakes trading calendars, often hallucinating open hours or missing maintenance gaps. This skill enforces a rigorous validation workflow that separates operator assertions from helper calculations, ensuring zero ambiguity at session boundaries.
Use cases
- Audit trading bot session logic against authoritative venue schedules.
- Validate maintenance window overlaps before deploying infrastructure updates.
- Classify historical trade logs to detect out-of-session executions.
- Map settlement and clearing schedules for back-office automation.
Known limitations
Requires pre-expanded date schedules with UTC offsets. Does not include an automatic holiday downloader, DST resolver, or live venue-status feeds.
How to install
Works the same in every agent - Claude, Cursor, Codex, Copilot and 20+ more.
- 1
Download the ZIP
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- 2
Unzip into your skills folder
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- 3
Ask your agent to use it
Restart the agent if it was already running. It picks the skill up automatically - no config needed.
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