Skip to main content

Intraday Calendar

An intraday calendar represents all regular calendars that have time intervals of less than a whole day, e.g. Hourly


The intraday calendar is used for medium frequency data (between 1 second and 12 hour intervals) and has the following features:

  • Observations are stored at regular intervals between 1 seconds and 12 hours using a Duration
  • A Holiday Calendar can be applied which determines the days when observations are recorded
  • You can exclude specific hours of the day, essentially limiting the range of intraday observations

Creating an Intraday Calendar

There are 3 constructors for an Intraday Calendar:

cal = IntradayCalendar(Duration)
cal = IntradayCalendar(Duration, HolidayCalendar)
cal = IntradayCalendar(Duration, HolidayCalendar, excludeHours)

Here are some examples of creating Intraday Calendars:

// Create an hourly calendar
hourly = IntradayCalendar(1h)

// Create a 15 minutely calendar
fifteenmin = IntradayCalendar(15min)

Create an hourly calendar using a holiday calendar and
exclude hours 0-6 and 20-23
ukpeak = IntradayCalendar(1h, "HENG", [0,1,2,3,4,5,6,20,21,22,23]) = "UK Electricity Peak Hours"