FTB-C000061 / Market data field

Trading Date

A trading date is the venue-calendar date to which a trading session or market record is assigned.

Also known assession datetrade date

Foundation 4 linked topicsPublished

Definitions

In plain terms

For overnight markets, the trading date may not match the local calendar date at every instant in the session.

Technical

Trading-date assignment is a product convention derived from a versioned calendar and session rule, not safely obtained by truncating a UTC timestamp.

Scope

Trade date, settlement date, and calendar date are distinct concepts.

Examples

  • A governed dataset records trading date explicitly instead of inferring it from an ambiguous field.

Common misconceptions

  • Trading Date does not have one universal meaning without its stated market, source, and time context.

Concept relationships

Prerequisites

Related

Required by

Where this concept is used

Tutorials planned

These catalogued topics use this concept, but their complete build has not shipped yet.

  • D01-F01-A01 Important
  • D01-F03-A04 Important
  • D01-F04-A01 Important
  • D03-F01-A01 Important

Evidence and governance

  1. NYSE Trading Hours and Calendars New York Stock Exchange · official exchange

    Supports: preferred label, short definition, technical definition

    Limits: Hours vary by venue, product, date, rule version, and exceptional notice; they are not a universal calendar.

  2. Fintech Builder Glossary Definition Contract The Fintech Builder · internal governed contract

    Supports: variant distinction

    Limits: Defines governed platform behavior rather than claiming these policies are universally prescribed by external McClellan methodology.

Reviewed by
Last reviewed
2026-07-26
Next review
2027-07-26
Record status
published
Written by

Fintech engineer building market-data and financial systems, and the author of every article, glossary record, and reference implementation on The Fintech Builder.