class_docstr: Synthetic calendar for trading US futures.
  
  This calendar is a superset of all of the US futures exchange
  calendars provided by Zipline (CFE, CME, ICE), and is intended for
  trading across all of these exchanges.
  
  Notes
  -----
  Open Time: 6:00 PM, US/Eastern
  Close Time: 6:00 PM, US/Eastern
  
  Regularly-Observed Holidays:
  - New Years Day
  - Good Friday
  - Christmas
  
  In order to align the hours of each session, we ignore the Sunday
  CME Pre-Open hour (5-6pm).
class_docstr_tok: ["Synthetic","calendar","for","trading","US","futures",".","This","calendar","is","a","superset","of","all","of","the","US","futures","exchange","calendars","provided","by","Zipline","(","CFE",",","CME",",","ICE",")",",","and","is","intended","for","trading","across","all","of","these","exchanges",".","Notes","--","--","-","Open","Time",":","6:00","PM",",","US\/Eastern","Close","Time",":","6:00","PM",",","US\/Eastern","Regularly-Observed","Holidays",":","-","New","Years","Day","-","Good","Friday","-","Christmas","In","order","to","align","the","hours","of","each","session",",","we","ignore","the","Sunday","CME","Pre-Open","hour","(","5-6pm",")","."]
code: def open_time(self):
      return time(18, 1)
  
file_path: catalyst/catalyst/utils/calendars/us_futures_calendar.py
imports: from datetime import time
  from pandas import Timedelta, Timestamp
  from pandas.tseries.holiday import GoodFriday
  from pytz import timezone
  from catalyst.utils.calendars import TradingCalendar
  from catalyst.utils.calendars.trading_calendar import HolidayCalendar, end_default
  from catalyst.utils.calendars.us_holidays import USNewYearsDay, Christmas
label_desc: Use image node_id 4 for calling the QuantopianUSFuturesCalendar obj's underlying member method code with example usage: obj.open_time() and returns: time