The Pandas package is widely used in finance and specifically for time series
analysis. It includes excellent functionality for generating sequences of dates
and capabilities for custom holiday calendars, but as an explicit design choice
it does not include the actual holiday calendars for specific exchanges or OTC
markets.

The pandas_market_calendars package looks to fill that role with the holiday,
late open and early close calendars for specific exchanges and OTC conventions.
pandas_market_calendars also adds several functions to manipulate the market
calendars and includes a date_range function to create a pandas DatetimeIndex
including only the datetimes when the markets are open. Additionally the package
contains product specific calendars for future exchanges which have different
market open, closes, breaks and holidays based on product type.