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XETR — Deutsche Börse Xetra Holidays

  • Standard: ISO 10383 MIC XETR
  • Category: Market/Exchange
  • Sibling calendars: DE (national) — XETR shares all 9 of DE's holidays verbatim via the DeHolidays factory, adding Christmas Eve and New Year's Eve as market-only closures on top.
  • Service class: HolidayCalendarServiceXETR (org.holiday.calendar.impl, module org.holiday.calendar.western)

Weekend & Date Roll

  • Weekend days: Saturday+Sunday
  • Roll strategy: DateRolls.previousFridayOrFollowingMonday() — same as DE
  • Rollability exceptions: Good Friday, Easter Monday, Ascension Day, and Whit Monday are rollable(false) (inherited from DeHolidays). Christmas Eve and New Year's Eve are rollable(false) by design — see Notes of Interest. All other FIXED holidays are rollable(true).

Holidays

Shares all 9 of DE's holidays verbatim — see DE.md for the full table. Xetra/Frankfurt is closed on every one of them.

Name Type First Year Rollable Notes
Christmas Eve FLOATING — No Full non-trading day (Erfüllungstag) at Xetra/Frankfurt; confirmed not a German public holiday
New Year's Eve FLOATING — No Full non-trading day (Erfüllungstag) at Xetra/Frankfurt; confirmed not a German public holiday

Early Closes

Not applicable — Christmas Eve and New Year's Eve are modeled as full FLOATING holidays here, not EARLY_CLOSE entries; see Notes of Interest for what actually happens on these days.

Notes of Interest

"Erfüllungstag" means settlement day, and the real-world behavior is more nuanced than "closed." Per Deutsche Börse's own trading-calendar pages, Christmas Eve and New Year's Eve are formally settlement days (Erfüllungstage) — they count toward settlement-date calculation for trades — but on-venue behavior that day is restricted rather than fully suspended: existing orders can still be queried, but participants cannot enter, change, or delete individual orders, and end-of-day processing (including publishing the securities master data file) proceeds at the usual time. This project models both days as full FLOATING non-trading holidays (Holiday.Type.FLOATING, not EARLY_CLOSE), which is directionally correct (no new trading activity) but doesn't capture the "orders queryable, master data still published" nuance — worth knowing if a consumer needs to distinguish "fully dark" from "restricted."

Omitted, not shifted, on a weekend. Both dates are modeled with rollable(false) and no weekend-substitution behavior — if December 24 or 31 falls on a Saturday or Sunday, there is simply no Xetra closure that year for that date, rather than a shifted weekday closure. This is a different behavior from calendars where an equivalent early close shifts to an adjacent weekday (e.g. LSE's, see XLON.md).

Sources