Add the published 2027 CME holiday dates and hours

[AlexCatarino]

Fill in the 2027 holiday calendar for the CME, CBOT, NYMEX and COMEX entries, from CME's published schedule.

Description

The CME-family calendars carried nothing for 2027 beyond New Year's Day and the observed Juneteenth, so every session and every expiry computed into 2027 counted the rest of the year as ordinary business days.

Every 2026 record is carried to its 2027 counterpart - the same offset from the same named holiday, written into the same field - and the times come from the per-product schedule CME publishes through the endpoint behind its trading-hours page:

/services/trading-hours-by-product?fromEventDate=&toEventDate=

which serves 2026 and 2027 and no other years - exactly CME's publication window. The layout follows 2026: every holiday sits on the per-ticker entries, and the four market-wide entries carry only Good Friday, Columbus Day and Veterans Day.

Dates are confirmed twice over: each appears in OPM's published 2027 federal holiday schedule, and CME's 2027 holiday notes state the trade dates around it. Good Friday reads "No trading for Friday March 26th trade date"; Christmas gives Thursday the 23rd as the last trade date; the 2028 New Year note confirms Friday 31 December 2027 trades to its regular close and enters bankHolidays only, matching 31 December 2021.

Three rules the data has to respect, each learned from a wrong first draft:

• Full closes are mirrored from 2026, never inferred. The feed publishes no events for products it has no schedule for, and reading that as "does not trade" invents closures - it put Columbus Day holidays on TPY and TPD, which no entry carries in any year.
• A holiday that changes weekday changes shape. Independence Day moves from a Friday observance to a Monday one, so it moves from holidays to bankHolidays for dairy, gains the evening reopens a Friday cannot have, and takes the published Monday times - crude oil closes 14:30, not the 13:00 it used in 2026.
• The calendar day before a holiday carries the early close that cancels the evening session. 102 entries hold one on Holy Thursday, and the grain, dairy and lumber entries hold one before each Monday holiday, as they do in 2026.

The final commit replays every 2027 record against the published schedule and aligns the 22 that disagreed, including the twelve CBOT rate products, which close 13:30 on Independence Day 2027 where their other Monday holidays use 12:00 - a difference CME publishes, not a recording choice.

Notes

• The change is additive and forward-only: nothing removed, every touched date inside the September 2026 to December 2027 window, with one deliberate exception - YO's pre-existing 6/18/2027 early close moves from 12:00 to 16:00, because the published schedule shows YO trading an ordinary Friday in 2027, unlike 2026. It is a future date inside the window this PR is allowed to touch.
• Verified against the feed record by record: every early close, late open and closure in the window agrees with the published schedule. The only products not comparable are nine whose feed entries are placeholders (16:01 pre-open, 16:02 open) - they take their 2026-mirrored values.
• HRC and RX, unmaintained since 2019 and 2023, are filled back in from the feed for the whole window, Labor Day 2026 onward. On all thirty-one dates checked HRC publishes exactly crude oil's schedule and RX exactly the E-mini S&P's, and their own last records already match those peers to the minute, so each takes its peer's 74 window records verbatim.
• MRB cannot be fixed: the feed's MRB is Micro RBOB Gasoline, while this database's Future-cme-MRB is BTIC Micro Ether, unmaintained since 2022 - the same code on two different products. There is no published source for the entry we hold, and no entry at all for the product CME now calls MRB. Both are follow-up work, as are the remaining stale entries the feed does not serve (CSW, HCL, M5F and similar).
• EarlyClosesAndLateOpensFallOnTradingDays is added to MarketHoursDatabaseTests: it sweeps every resolved entry from 2026 forward and fails on an early close or late open stranded on a holiday or a non-trading weekday - the failure mode of carrying records across a weekday shift.
• 2028 and later are not included. The endpoint returns nothing for them, so they could only be projected.

Related Issue

n/a

Motivation and Context

Keeps trading sessions and futures expiry dates correct through 2027 for the CME family.

Requires Documentation Change

N/A. The QuantConnect/Documentation repo regenerates MHDB-related docs on a weekly schedule.

How Has This Been Tested?

FuturesExpiryFunctionsTests, MarketHoursDatabaseTests, SecurityExchangeHoursTests, SymbolPropertiesDatabaseTests, SymbolRepresentationTests - 532/532 pass, including the new sweep test.

Six recorded expiries move, all 2027 contracts. Each matches a 2021 contract in exactly the same weekday configuration that is already recorded that way:

Contract	Was	Now	Precedent already in the file
BK, CSX May 2027	2027-05-31	2027-05-28	2021-05-28, Memorial Day on the 31st
BK, CSX Dec 2027	2027-12-31	2027-12-30	2021-12-30, New Year observed Friday
HH Jun 2027	2027-05-27	2027-05-26	2021-05-26
HH Jan 2028	2027-12-29	2027-12-28	2021-12-28

Both expiry rules were replayed independently over every recorded row for those three roots: 106 of 108, 103 of 105 and 149 of 151 reproduce the recorded value exactly, and the only differences are the six above.

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