Indian algo traders and quant developers hit the same wall: they reach for pandas_market_calendars , set up XNSE , and get back answers that are silently wrong for three segments that matter most in India. Here is what breaks and what to use instead. The three failure cases 1. MCX evening sessions MCX commodity markets (crude oil, natural gas, gold, silver) run until 23:30 IST. pandas_market_calendars has no MCX calendar. Any check after 15:30 returns a wrong ...