diff --git a/zipline/finance/risk/cumulative.py b/zipline/finance/risk/cumulative.py
index bddc48b3..1974756a 100644
--- a/zipline/finance/risk/cumulative.py
+++ b/zipline/finance/risk/cumulative.py
@@ -124,8 +124,7 @@ class RiskMetricsCumulative(object):
         """
         trading_minutes = None
         for day in self.trading_days:
-            mkt_open, mkt_close = trading.environment.get_open_and_close(day)
-            minutes_for_day = pd.date_range(mkt_open, mkt_close, freq='T')
+            minutes_for_day = trading.environment.market_minutes_for_day(day)
             if trading_minutes is None:
                 # Create container for all minutes on first iteration
                 trading_minutes = minutes_for_day
diff --git a/zipline/finance/trading.py b/zipline/finance/trading.py
index f861e7c2..9b46aa50 100644
--- a/zipline/finance/trading.py
+++ b/zipline/finance/trading.py
@@ -199,6 +199,10 @@ Last successful date: %s" % self.last_trading_day)
 
         return market_open, market_close
 
+    def market_minutes_for_day(self, midnight):
+        market_open, market_close = self.get_open_and_close(midnight)
+        return pd.date_range(market_open, market_close, freq='T')
+
     def get_trading_day_duration(self, trading_day):
         trading_day = self.normalize_date(trading_day)
         if trading_day in self.early_closes: