diff --git a/docs/source/appendix.rst b/docs/source/appendix.rst
index d26807e5..25142ba1 100644
--- a/docs/source/appendix.rst
+++ b/docs/source/appendix.rst
@@ -261,6 +261,24 @@ Asset Metadata
 .. autoclass:: zipline.assets.AssetConvertible
    :members:
 
+
+Trading Calendar API
+~~~~~~~~~~~~~~~~~~~~
+
+.. autofunction:: zipline.utils.calendars.get_calendar
+
+.. autoclass:: zipline.utils.calendars.TradingCalendar
+   :members:
+
+.. autofunction:: zipline.utils.calendars.register_calendar
+
+.. autofunction:: zipline.utils.calendars.register_calendar_type
+
+.. autofunction:: zipline.utils.calendars.deregister_calendar
+
+.. autofunction:: zipline.utils.calendars.clear_calendars
+
+
 Data API
 ~~~~~~~~
 
@@ -318,6 +336,7 @@ Bundles
 .. autofunction:: zipline.data.bundles.yahoo_equities
 
 
+
 Utilities
 ~~~~~~~~~
 
diff --git a/docs/source/bundles.rst b/docs/source/bundles.rst
index 56b4be04..6f1c0ad8 100644
--- a/docs/source/bundles.rst
+++ b/docs/source/bundles.rst
@@ -216,6 +216,8 @@ The signature of the ingest function should be:
           daily_bar_writer,
           adjustment_writer,
           calendar,
+          start_session,
+          end_session,
           cache,
           show_progress,
           output_dir)
@@ -300,9 +302,21 @@ have.
 ``calendar``
 ````````````
 
-``calendar`` is a ``pandas.DatetimeIndex`` object holding all of the trading
-days that the bundle should load data for. The calendar is provided to help some
-bundles generate queries for the days needed.
+``calendar`` is an instance of
+:class:`zipline.utils.calendars.TradingCalendar`. The calendar is provided to
+help some bundles generate queries for the days needed.
+
+``start_session``
+````````````
+
+``start_session`` is a :class:`pandas.Timestamp` object indicating the first
+day that the bundle should load data for.
+
+``end_session``
+````````````
+
+``end_session`` is a :class:`pandas.Timestamp` object indicating the last day
+that the bundle should load data for.
 
 ``cache``
 `````````
diff --git a/tests/data/bundles/test_core.py b/tests/data/bundles/test_core.py
index f79b3ef8..62284df0 100644
--- a/tests/data/bundles/test_core.py
+++ b/tests/data/bundles/test_core.py
@@ -30,7 +30,7 @@ from zipline.testing.predicates import (
 )
 from zipline.utils.cache import dataframe_cache
 from zipline.utils.functional import apply
-from zipline.utils.calendars import get_calendar
+from zipline.utils.calendars import TradingCalendar, get_calendar
 import zipline.utils.paths as pth
 
 
@@ -96,6 +96,8 @@ class BundleCoreTestCase(WithInstanceTmpDir, ZiplineTestCase):
                           daily_bar_writer,
                           adjustment_writer,
                           calendar,
+                          start_session,
+                          end_session,
                           cache,
                           show_progress,
                           output_dir):
@@ -111,20 +113,19 @@ class BundleCoreTestCase(WithInstanceTmpDir, ZiplineTestCase):
     def test_ingest(self):
         start = pd.Timestamp('2014-01-06', tz='utc')
         end = pd.Timestamp('2014-01-10', tz='utc')
-        trading_days = get_calendar('NYSE').all_sessions
-        calendar = trading_days[trading_days.slice_indexer(start, end)]
-        minutes = get_calendar('NYSE').minutes_for_sessions_in_range(
-            calendar[0], calendar[-1]
-        )
+        calendar = get_calendar('NYSE')
+
+        sessions = calendar.sessions_in_range(start, end)
+        minutes = calendar.minutes_for_sessions_in_range(start, end)
 
         sids = tuple(range(3))
         equities = make_simple_equity_info(
             sids,
-            calendar[0],
-            calendar[-1],
+            start,
+            end,
         )
 
-        daily_bar_data = make_bar_data(equities, calendar)
+        daily_bar_data = make_bar_data(equities, sessions)
         minute_bar_data = make_bar_data(equities, minutes)
         first_split_ratio = 0.5
         second_split_ratio = 0.1
@@ -141,13 +142,11 @@ class BundleCoreTestCase(WithInstanceTmpDir, ZiplineTestCase):
             },
         ])
 
-        schedule = get_calendar('NYSE').schedule
-
         @self.register(
             'bundle',
             calendar=calendar,
-            opens=schedule.market_open[calendar[0]:calendar[-1]],
-            closes=schedule.market_close[calendar[0]: calendar[-1]],
+            start_session=start,
+            end_session=end,
         )
         def bundle_ingest(environ,
                           asset_db_writer,
@@ -155,6 +154,8 @@ class BundleCoreTestCase(WithInstanceTmpDir, ZiplineTestCase):
                           daily_bar_writer,
                           adjustment_writer,
                           calendar,
+                          start_session,
+                          end_session,
                           cache,
                           show_progress,
                           output_dir):
@@ -165,7 +166,7 @@ class BundleCoreTestCase(WithInstanceTmpDir, ZiplineTestCase):
             daily_bar_writer.write(daily_bar_data)
             adjustment_writer.write(splits=splits)
 
-            assert_is_instance(calendar, pd.DatetimeIndex)
+            assert_is_instance(calendar, TradingCalendar)
             assert_is_instance(cache, dataframe_cache)
             assert_is_instance(show_progress, bool)
 
@@ -192,19 +193,19 @@ class BundleCoreTestCase(WithInstanceTmpDir, ZiplineTestCase):
 
         actual = bundle.equity_daily_bar_reader.load_raw_arrays(
             columns,
-            calendar[0],
-            calendar[-1],
+            start,
+            end,
             sids,
         )
         for actual_column, colname in zip(actual, columns):
             assert_equal(
                 actual_column,
-                expected_bar_values_2d(calendar, equities, colname),
+                expected_bar_values_2d(sessions, equities, colname),
                 msg=colname,
             )
         adjustments_for_cols = bundle.adjustment_reader.load_adjustments(
             columns,
-            calendar,
+            sessions,
             pd.Index(sids),
         )
         for column, adjustments in zip(columns, adjustments_for_cols[:-1]):
@@ -263,7 +264,7 @@ class BundleCoreTestCase(WithInstanceTmpDir, ZiplineTestCase):
         # register but do not ingest data
         self.register('bundle', lambda *args: None)
 
-        ts = pd.Timestamp('2014')
+        ts = pd.Timestamp('2014', tz='UTC')
 
         with assert_raises(ValueError) as e:
             self.load('bundle', timestamp=ts, environ=self.environ)
@@ -291,13 +292,17 @@ class BundleCoreTestCase(WithInstanceTmpDir, ZiplineTestCase):
         """
         if not self.bundles:
             @self.register('bundle',
-                           calendar=pd.DatetimeIndex([pd.Timestamp('2014')]))
+                           calendar=get_calendar('NYSE'),
+                           start_session=pd.Timestamp('2014', tz='UTC'),
+                           end_session=pd.Timestamp('2014', tz='UTC'))
             def _(environ,
                   asset_db_writer,
                   minute_bar_writer,
                   daily_bar_writer,
                   adjustment_writer,
                   calendar,
+                  start_session,
+                  end_session,
                   cache,
                   show_progress,
                   output_dir):
diff --git a/tests/data/bundles/test_quandl.py b/tests/data/bundles/test_quandl.py
index 4ed23dea..a98f7b81 100644
--- a/tests/data/bundles/test_quandl.py
+++ b/tests/data/bundles/test_quandl.py
@@ -27,9 +27,10 @@ class QuandlBundleTestCase(ZiplineTestCase):
     symbols = 'AAPL', 'BRK_A', 'MSFT', 'ZEN'
     asset_start = pd.Timestamp('2014-01', tz='utc')
     asset_end = pd.Timestamp('2015-01', tz='utc')
-    calendar = bundles['quandl'].calendar
-    start_date = calendar[0]
-    end_date = calendar[-1]
+    bundle = bundles['quandl']
+    calendar = bundle.calendar
+    start_date = bundle.start_session
+    end_date = bundle.end_session
     api_key = 'ayylmao'
     columns = 'open', 'high', 'low', 'close', 'volume'
 
@@ -87,7 +88,9 @@ class QuandlBundleTestCase(ZiplineTestCase):
                 yield vs
 
         # the first index our written data will appear in the files on disk
-        start_idx = self.calendar.get_loc(self.asset_start, 'ffill') + 1
+        start_idx = (
+            self.calendar.all_sessions.get_loc(self.asset_start, 'ffill') + 1
+        )
 
         # convert an index into the raw dataframe into an index into the
         # final data
@@ -215,11 +218,11 @@ class QuandlBundleTestCase(ZiplineTestCase):
             assert_equal(equity.start_date, self.asset_start, msg=equity)
             assert_equal(equity.end_date, self.asset_end, msg=equity)
 
-        cal = self.calendar
+        sessions = self.calendar.all_sessions
         actual = bundle.equity_daily_bar_reader.load_raw_arrays(
             self.columns,
-            cal[cal.get_loc(self.asset_start, 'bfill')],
-            cal[cal.get_loc(self.asset_end, 'ffill')],
+            sessions[sessions.get_loc(self.asset_start, 'bfill')],
+            sessions[sessions.get_loc(self.asset_end, 'ffill')],
             sids,
         )
         expected_pricing, expected_adjustments = self._expected_data(
@@ -229,7 +232,7 @@ class QuandlBundleTestCase(ZiplineTestCase):
 
         adjustments_for_cols = bundle.adjustment_reader.load_adjustments(
             self.columns,
-            cal,
+            sessions,
             pd.Index(sids),
         )
 
diff --git a/tests/data/bundles/test_yahoo.py b/tests/data/bundles/test_yahoo.py
index deae36dc..d88c4da0 100644
--- a/tests/data/bundles/test_yahoo.py
+++ b/tests/data/bundles/test_yahoo.py
@@ -20,11 +20,8 @@ class YahooBundleTestCase(WithResponses, ZiplineTestCase):
     columns = 'open', 'high', 'low', 'close', 'volume'
     asset_start = pd.Timestamp('2014-01-02', tz='utc')
     asset_end = pd.Timestamp('2014-12-31', tz='utc')
-    trading_days = get_calendar('NYSE').all_sessions
-    calendar = trading_days[
-        (trading_days >= asset_start) &
-        (trading_days <= asset_end)
-    ]
+    calendar = get_calendar('NYSE')
+    sessions = calendar.sessions_in_range(asset_start, asset_end)
 
     @classmethod
     def init_class_fixtures(cls):
@@ -157,11 +154,12 @@ class YahooBundleTestCase(WithResponses, ZiplineTestCase):
                 adjustments_callback,
             )
 
-        cal = self.calendar
         self.register(
             'bundle',
             yahoo_equities(self.symbols),
-            calendar=cal,
+            calendar=self.calendar,
+            start_session=self.asset_start,
+            end_session=self.asset_end,
         )
 
         zipline_root = self.enter_instance_context(tmp_dir()).path
@@ -181,10 +179,11 @@ class YahooBundleTestCase(WithResponses, ZiplineTestCase):
             assert_equal(equity.start_date, self.asset_start, msg=equity)
             assert_equal(equity.end_date, self.asset_end, msg=equity)
 
+        sessions = self.sessions
         actual = bundle.equity_daily_bar_reader.load_raw_arrays(
             self.columns,
-            cal[cal.get_loc(self.asset_start, 'bfill')],
-            cal[cal.get_loc(self.asset_end, 'ffill')],
+            sessions[sessions.get_loc(self.asset_start, 'bfill')],
+            sessions[sessions.get_loc(self.asset_end, 'ffill')],
             sids,
         )
         expected_pricing, expected_adjustments = self._expected_data()
@@ -192,7 +191,7 @@ class YahooBundleTestCase(WithResponses, ZiplineTestCase):
 
         adjustments_for_cols = bundle.adjustment_reader.load_adjustments(
             self.columns,
-            cal,
+            self.sessions,
             pd.Index(sids),
         )
 
diff --git a/zipline/data/bundles/core.py b/zipline/data/bundles/core.py
index f9525e05..7e20e639 100644
--- a/zipline/data/bundles/core.py
+++ b/zipline/data/bundles/core.py
@@ -30,10 +30,6 @@ import zipline.utils.paths as pth
 from zipline.utils.preprocess import preprocess
 from zipline.utils.calendars import get_calendar, register_calendar
 
-nyse_cal = get_calendar('NYSE')
-trading_days = nyse_cal.all_sessions
-open_and_closes = nyse_cal.schedule
-
 
 def asset_db_path(bundle_name, timestr, environ=None):
     return pth.data_path(
@@ -125,7 +121,7 @@ def from_bundle_ingest_dirname(cs):
 
 _BundlePayload = namedtuple(
     '_BundlePayload',
-    'calendar opens closes minutes_per_day ingest create_writers',
+    'calendar start_session end_session minutes_per_day ingest create_writers',
 )
 
 BundleData = namedtuple(
@@ -210,9 +206,9 @@ def _make_bundle_core():
     @curry
     def register(name,
                  f,
-                 calendar=trading_days,
-                 opens=open_and_closes['market_open'],
-                 closes=open_and_closes['market_close'],
+                 calendar='NYSE',
+                 start_session=None,
+                 end_session=None,
                  minutes_per_day=390,
                  create_writers=True):
         """Register a data bundle ingest function.
@@ -234,8 +230,12 @@ def _make_bundle_core():
                   The daily bar writer to write into.
               adjustment_writer : SQLiteAdjustmentWriter
                   The adjustment db writer to write into.
-              calendar : pd.DatetimeIndex
+              calendar : zipline.utils.calendars.TradingCalendar
                   The trading calendar to ingest for.
+              start_session : pd.Timestamp
+                  The first session of data to ingest.
+              end_session : pd.Timestamp
+                  The last session of data to ingest.
               cache : DataFrameCache
                   A mapping object to temporarily store dataframes.
                   This should be used to cache intermediates in case the load
@@ -243,15 +243,18 @@ def _make_bundle_core():
                   successful load.
               show_progress : bool
                   Show the progress for the current load where possible.
-        calendar : pd.DatetimeIndex, optional
-            The exchange calendar to align the data to. This defaults to the
-            NYSE calendar.
-        market_open : pd.DatetimeIndex, optional
-            The minute when the market opens each day. This defaults to the
-            NYSE calendar.
-        market_close : pd.DatetimeIndex, optional
-            The minute when the market closes each day. This defaults to the
-            NYSE calendar.
+        calendar : zipline.utils.calendars.TradingCalendar or str, optional
+            The trading calendar to align the data to, or the name of a trading
+            calendar. This defaults to 'NYSE', in which case we use the NYSE
+            calendar.
+        start_session : pd.Timestamp, optional
+            The first session for which we want data. If not provided,
+            or if the date lies outside the range supported by the
+            calendar, the first_session of the calendar is used.
+        end_session : pd.Timestamp, optional
+            The last session for which we want data. If not provided,
+            or if the date lies outside the range supported by the
+            calendar, the last_session of the calendar is used.
         minutes_per_day : int, optional
             The number of minutes in each normal trading day.
         create_writers : bool, optional
@@ -278,10 +281,22 @@ def _make_bundle_core():
                 'Overwriting bundle with name %r' % name,
                 stacklevel=3,
             )
+
+        if isinstance(calendar, str):
+            calendar = get_calendar(calendar)
+
+        # If the start and end sessions are not provided or lie outside
+        # the bounds of the calendar being used, set them to the first
+        # and last sessions of the calendar.
+        if start_session is None or start_session < calendar.first_session:
+            start_session = calendar.first_session
+        if end_session is None or end_session > calendar.last_session:
+            end_session = calendar.last_session
+
         _bundles[name] = _BundlePayload(
             calendar,
-            opens,
-            closes,
+            start_session,
+            end_session,
             minutes_per_day,
             f,
             create_writers,
@@ -355,9 +370,9 @@ def _make_bundle_core():
                 )
                 daily_bar_writer = BcolzDailyBarWriter(
                     daily_bars_path,
-                    nyse_cal,
-                    bundle.calendar[0],
-                    bundle.calendar[-1]
+                    bundle.calendar,
+                    bundle.start_session,
+                    bundle.end_session,
                 )
                 # Do an empty write to ensure that the daily ctables exist
                 # when we create the SQLiteAdjustmentWriter below. The
@@ -366,12 +381,12 @@ def _make_bundle_core():
 
                 daily_bar_writer.write(())
                 minute_bar_writer = BcolzMinuteBarWriter(
-                    bundle.calendar[0],
+                    bundle.start_session,
                     wd.ensure_dir(*minute_equity_relative(
                         name, timestr, environ=environ)
                     ),
-                    bundle.opens,
-                    bundle.closes,
+                    bundle.calendar.schedule['market_open'],
+                    bundle.calendar.schedule['market_close'],
                     minutes_per_day=bundle.minutes_per_day,
                 )
                 asset_db_writer = AssetDBWriter(
@@ -385,7 +400,7 @@ def _make_bundle_core():
                         wd.getpath(*adjustment_db_relative(
                             name, timestr, environ=environ)),
                         BcolzDailyBarReader(daily_bars_path),
-                        bundle.calendar,
+                        bundle.calendar.all_sessions,
                         overwrite=True,
                     )
                 )
@@ -401,6 +416,8 @@ def _make_bundle_core():
                 daily_bar_writer,
                 adjustment_db_writer,
                 bundle.calendar,
+                bundle.start_session,
+                bundle.end_session,
                 cache,
                 show_progress,
                 pth.data_path([name, timestr], environ=environ),
@@ -471,7 +488,7 @@ def _make_bundle_core():
                 asset_db_path(name, timestr, environ=environ),
             ),
             equity_minute_bar_reader=BcolzMinuteBarReader(
-                minute_equity_path(name, timestr,  environ=environ),
+                minute_equity_path(name, timestr, environ=environ),
             ),
             equity_daily_bar_reader=BcolzDailyBarReader(
                 daily_equity_path(name, timestr, environ=environ),
diff --git a/zipline/data/bundles/quandl.py b/zipline/data/bundles/quandl.py
index f0343c92..9e0d530d 100644
--- a/zipline/data/bundles/quandl.py
+++ b/zipline/data/bundles/quandl.py
@@ -234,11 +234,11 @@ def gen_symbol_data(api_key,
                     cache,
                     symbol_map,
                     calendar,
+                    start_session,
+                    end_session,
                     splits,
                     dividends,
                     retries):
-    start_date = calendar[0]
-    end_date = calendar[-1]
     for asset_id, symbol in symbol_map.iteritems():
         start_time = time()
         try:
@@ -250,16 +250,18 @@ def gen_symbol_data(api_key,
             raw_data = cache[symbol] = fetch_single_equity(
                 api_key,
                 symbol,
-                start_date=start_date,
-                end_date=end_date,
+                start_date=start_session,
+                end_date=end_session,
             )
             should_sleep = True
 
         _update_splits(splits, asset_id, raw_data)
         _update_dividends(dividends, asset_id, raw_data)
 
+        sessions = calendar.sessions_in_range(start_session, end_session)
+
         raw_data = raw_data.reindex(
-            calendar.tz_localize(None),
+            sessions.tz_localize(None),
             copy=False,
         ).fillna(0.0)
         yield asset_id, raw_data
@@ -277,6 +279,8 @@ def quandl_bundle(environ,
                   daily_bar_writer,
                   adjustment_writer,
                   calendar,
+                  start_session,
+                  end_session,
                   cache,
                   show_progress,
                   output_dir):
@@ -301,6 +305,8 @@ def quandl_bundle(environ,
             cache,
             symbol_map,
             calendar,
+            start_session,
+            end_session,
             splits,
             dividends,
             environ.get('QUANDL_DOWNLOAD_ATTEMPTS', 5),
@@ -378,6 +384,8 @@ def quantopian_quandl_bundle(environ,
                              daily_bar_writer,
                              adjustment_writer,
                              calendar,
+                             start_session,
+                             end_session,
                              cache,
                              show_progress,
                              output_dir):
diff --git a/zipline/data/bundles/yahoo.py b/zipline/data/bundles/yahoo.py
index 4a317516..0304113e 100644
--- a/zipline/data/bundles/yahoo.py
+++ b/zipline/data/bundles/yahoo.py
@@ -61,6 +61,8 @@ def yahoo_equities(symbols, start=None, end=None):
                daily_bar_writer,
                adjustment_writer,
                calendar,
+               start_session,
+               end_session,
                cache,
                show_progress,
                output_dir,
@@ -68,7 +70,7 @@ def yahoo_equities(symbols, start=None, end=None):
                start=start,
                end=end):
         if start is None:
-            start = calendar[0]
+            start = start_session
         if end is None:
             end = None