diff --git a/zipline/algorithm.py b/zipline/algorithm.py
index c9a15279..b58ab083 100644
--- a/zipline/algorithm.py
+++ b/zipline/algorithm.py
@@ -420,7 +420,7 @@ class TradingAlgorithm(object):
         if get_loader is not None:
             self.engine = SimplePipelineEngine(
                 get_loader,
-                self.trading_schedule.schedule.index,
+                self.trading_schedule.all_execution_days,
                 self.asset_finder,
             )
         else:
diff --git a/zipline/utils/calendars/trading_schedule.py b/zipline/utils/calendars/trading_schedule.py
index 9f0d0c7d..99a46cb5 100644
--- a/zipline/utils/calendars/trading_schedule.py
+++ b/zipline/utils/calendars/trading_schedule.py
@@ -393,12 +393,4 @@ class ExchangeTradingSchedule(TradingSchedule):
         return self._exchange_calendar.early_closes
 
 
-class NYSETradingSchedule(ExchangeTradingSchedule):
-    """
-    An ExchangeTradingSchedule for NYSE. Provided for convenience.
-    """
-    def __init__(self):
-        super(NYSETradingSchedule, self).__init__(cal=get_calendar('NYSE'))
-
-
-default_nyse_schedule = NYSETradingSchedule()
+default_nyse_schedule = ExchangeTradingSchedule(cal=get_calendar('NYSE'))