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US market sessions, including holidays and half-days.
Cover windows come from the NYSE calendar, not from a weekday rule. A hardcoded Monday-to-Friday clock would settle contracts on days the market never opened.
- Regular session: 9:30-16:00 ET.
- Half-days (day after Thanksgiving, Christmas Eve, and similar) close at 13:00 ET.
- Thanksgiving week: Thursday is closed. Friday is a half-day.
- A weekend window is the last session of the week through the next open, including Monday holidays.