My current way of dealing with this is to simply have my script not trade between 11:00 and 11:15. However, I have that for every trading day, not just the Fed anncmnt days.
The better way to do this is to have my script not trade during that time only on those days. So, I’d like to put those dates in my script. Yes, I could go to the Fed’s webpage and put those dates into my script. But, before I do that, I’m wondering how others deal with this issue.
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