MarketDelta uses a file named Holidays.txt located in the admin directory/folder to determine which trading sessions have trading holidays on which dates. By default, the Holidays.txt file included in MarketDelta installers specifies "global" (all sessions) holidays for all U.S. Market holidays for the year or two ahead.

Users who track instruments that trade on exchanges outside the U.S. must revise the Holidays.txt file to distinguish between U.S. session holidays and trading holidays specific to international exchange sessions.  Alternatively, simply save the attachment below to C:\Program Files MktDelta\Admin folder then reboot MarketDelta.  This file only has the holidays of Christmas and New Years day and will be suitable for just about everyone around the world. 

MarketDelta update installers will install the latest default holidays.txt file each time you update to a new release. It has therefore been necessary for users who have customized their holidays.txt file to assure that they reinstate their own customized holidays.txt file after each installation. Users can also permanently override the holidays.txt file normally used by MarketDelta by placing their own holidays file in the admin directory/folder under the filename "myholidays.txt". All users who now have customized holidays.txt file should duplicate the current holidays.txt file and name the duplicate myholidays.txt.

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NOTE: We do not honor the holiday for “overnight” sessions. This used to be optional but now is not. We  replaced it with the "no whitespace” option in the periodicity setup. You will see all the trading in the overnight session even on the holiday date itself, but with all whitespace removed.  This takes the gap out of the chart. See this FAQ for more information on whitespace: http://support.marketdelta.com/entries/118140-removing-white-space-on-multi-pane-charts

There is a configuration variable in the software to enable users to allow holiday processing for overnight sessions but I don’t recommend you use it as it can cause drawing anomalies if there were trades during the holiday date. Experiment with it if you like by setting:

File | Open | Configuration File and add this line

NoHolidaysOvernightSessions=FALSE

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DAYLIGHT SAVINGS TIME
Beginning with version 8.7 this file contains the dates when the U.S. (except Arizona) goes on Daylight 
- Savings Time. These dates are important if you use a data feed supplier that transmits real-time and/or
- historical data with U.S. Eastern Daylight Time timestamps. Data reception by clients in Arizona or locales outside
- the U.S. is handled properly during the time that the Eastern U.S.time zone is on DST. If you replicate the
- holidays.txt file to create myholidays.txt for your own purposes, be sure to include these rollover dates. 
- Rollover dates are coded with a DB or DE rather than an H (Holiday).

At startup MarketDelta will first look for myholidays.txt and if present, these override holiday definitions will be used. If there is no myholidays.txt file present in the admin folder, the standard holidays.txt file will be used. This will enable MarketDelta installers to update the standard holidays.txt file as time goes on without disturbing the user's customized holiday settings. It will be the responsibility of the user to periodically inspect the myholidays.txt file contents and keep it up-to-date.

SAMPLE HOLIDAYS.TXT file below. Feel free to copy this out and paste it into your holidays.txt file.

-BEGIN

- Year 2009 Trading Holidays & DST Dates
-
-YYMMDD
090101,H,New Years Day
090119,H,Martin Luther King, Jr. Day (U.S.)
090216,H,Presidents' Day (U.S.)
090308,DB,Daylight Savings Time Begins (U.S.) 
090410,H,Good Friday
090525,H,Memorial Day (U.S.)
090703,H,Independence Day (U.S. Observed)
090907,H,Labor Day (U.S.)
091101,DE,Daylight Savings Time Ends (U.S.) 
091126,H,Thanksgiving Day (U.S)
091225,H,Christmas Day
-
-
- Year 2010 Trading Holidays & DST Dates
-
-YYMMDD
100101,H,New Years Day
100118,H,Martin Luther King, Jr. Day (U.S.)
100215,H,Presidents' Day (U.S.)
100314,DB,Daylight Savings Time Begins (U.S.) 
100402,H,Good Friday
100531,H,Memorial Day (U.S.)
100705,H,Independence Day (U.S. Observed)
100906,H,Labor Day (U.S.)
101107,DE,Daylight Savings Time Ends (U.S.) 
101125,H,Thanksgiving Day (U.S)
101224,H,Christmas Day (U.S. Observed)
-
- Year 2011 Trading Holidays & DST Dates
-
-YYMMDD
110117,H,Martin Luther King, Jr. Day (U.S.)
110221,H,Presidents' Day (U.S.)
110313,DB,Daylight Savings Time Begins (U.S.) 
110422,H,Good Friday
110530,H,Memorial Day (U.S.)
110704,H,Independence Day (U.S. Observed)
110905,H,Labor Day (U.S.)
111106,DE,Daylight Savings Time Ends (U.S.) 
111124,H,Thanksgiving Day (U.S)
111226,H,Christmas Day (U.S. Observed)

-END

 Lines that begin with a hyphen are comments, other lines have the format:

yymmdd,code,holiday name

Be careful. The two digit year number must come first, then the month, then the day. Dates are always six numeric digits followed immediately by a comma. The code can be the letter H (it must be capital H) to designate a global (all sessions) holiday. The example above is from our default holidays.txt file. It is setup for U.S. Trading Holidays for all sessions. A MarketDelta user in Europe who tracks U.S. futures in session 2 and European exchanges using other session(s), can edit the holiday.txt file as follows:

These adjustments limit the holidays (except Christmas) to session #2 instruments only. All other trading sessions are considered open on those days.

The dates in the holidays.txt file must be in ascending date sequence. You may include the same date two or more times if you wish to declare that same date a holiday for two or more sessions, e.g.:

In this example of U.S. holidays May 28, July 4, Sep 3, and Nov 22, MarketDelta considers sessions 1 and 2 to have a trading holiday while all other sessions are considered open on those dates. Note that it is important to leave past holidays in the file since MarketDelta uses this information to eliminate those days from traditional charts.

On the actual date of a holiday, the System Status window will show the text “HOLIDAY” as the status of each affected session.