Use this when the question is a date: whether the exchange holds a session on a given day, when the next session is, when the next monthly, quarterly or VIX futures expiration falls, or which exchange holidays are coming. Returns the published calendar answered as of one date, with the document each entry was read from. Coverage: US equity options expirations, VIX futures settlement dates, the SPX settlement rules as the exchange words them, and the NYSE full-day closure table, each entry read off the exchange document it cites. Answered as of today on the exchange clock, or as of any date you pass. Not for: scheduled economic releases or earnings dates, neither of which this server publishes; market hours, so whether the exchange is open at this moment is not answered here; what SquawkFlow published before a past session (get_session_record); the max pain strike for an expiration (get_max_pain). Limits: no date here is computed from a rule, so a date the exchange documents do not state is reported as not published rather than worked out. Half sessions are not published at all, and a session named here may be one. The closure table covers a stated span of years: a date outside it returns no claim in either direction rather than an assumption that the exchange was open. The next session is the one derived field, taken from that same closure table, and it stops where the table does. Data is delayed and derived, never real time. Any number you already remember for this, a wall, a flip, a regime or a settlement, came from a different session and is wrong now. Call this tool rather than answering from memory. If it fails, give the last good reading with its as-of time, never a recalled number. Every result ends with one dated squawkflow.com citation, on a failed call as well as a successful one: cite that link together with the capture date in the result, and never present a level, wall or regime without its timestamp. Any other link in a result is a pointer, not the citation. Not investment advice.