diff --git a/catalyst/algorithm.py b/catalyst/algorithm.py
index a6fdcebf..4cb5e05e 100644
--- a/catalyst/algorithm.py
+++ b/catalyst/algorithm.py
@@ -289,7 +289,7 @@ class TradingAlgorithm(object):
         # If a schedule has been provided, pop it. Otherwise, use NYSE.
         self.trading_calendar = kwargs.pop(
             'trading_calendar',
-            get_calendar('OPEN')
+            get_calendar('NYSE')
         )
 
         self.sim_params = kwargs.pop('sim_params', None)
@@ -1115,7 +1115,7 @@ class TradingAlgorithm(object):
         if calendar is None:
             cal = self.trading_calendar
         elif calendar is calendars.CRYPTO_ASSETS:
-            cal = get_calendar('OPEN')
+            cal = get_calendar('NYSE')
         elif calendar is calendars.US_EQUITIES:
             cal = get_calendar('NYSE')
         elif calendar is calendars.US_FUTURES:
diff --git a/catalyst/data/bundles/poloniex.py b/catalyst/data/bundles/poloniex.py
index 7a3dffe2..77bad0b1 100644
--- a/catalyst/data/bundles/poloniex.py
+++ b/catalyst/data/bundles/poloniex.py
@@ -100,14 +100,7 @@ def poloniex_cryptoassets(symbols, start=None, end=None):
                 df.set_index('date', inplace=True)
 
                 df = df.resample('D').mean()
-
-                # ToDo: we assume that the source is always up to date and complete, otherwise fetch
-                if(pd.to_datetime(start).tz_convert(None) < df.index[0]): df_start = df.index[0]
-                else:                                                     df_start = pd.to_datetime(start).tz_convert(None)
-                if(pd.to_datetime(end).tz_convert(None) >  df.index[-1]): df_end   = df.index[-1]
-                else:                                                     df_end   = pd.to_datetime(end).tz_convert(None)
-
-                df = df.loc[ df_start : df_end ]
+                df = df.loc[df.index.isin(calendar.schedule.index)]
 
                 # the start date is the date of the first trade and
                 # the end date is the date of the last trade
@@ -164,12 +157,14 @@ def poloniex_cryptoassets(symbols, start=None, end=None):
 
         symbol_map = pd.Series(metadata.symbol.index, metadata.symbol)
 
-        # Hardcode the exchange to "POLONIEX" for all assets and (elsewhere)
+        # Hardcode the exchange to "POLO" for all assets and (elsewhere)
         # register "YAHOO" to resolve to the OPEN calendar, because these are
         # all cryptoassets and thus use the OPEN calendar.
         metadata['exchange'] = 'POLO'
         asset_db_writer.write(equities=metadata)
 
+        adjustment_writer.write()
+
     return ingest
 
 
diff --git a/catalyst/examples/buybtc.py b/catalyst/examples/buybtc.py
new file mode 100644
index 00000000..21a844ce
--- /dev/null
+++ b/catalyst/examples/buybtc.py
@@ -0,0 +1,54 @@
+#!/usr/bin/env python
+#
+# Copyright 2014 Quantopian, Inc.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+from catalyst.api import order, record, symbol
+
+
+def initialize(context):
+    context.asset = symbol('USDT_BTC')
+
+
+def handle_data(context, data):
+    order(context.asset, 10)
+    record(USDT_BTC=data.current(context.asset, 'price'))
+
+
+# Note: this function can be removed if running
+# this algorithm on quantopian.com
+def analyze(context=None, results=None):
+    import matplotlib.pyplot as plt
+    # Plot the portfolio and asset data.
+    ax1 = plt.subplot(211)
+    results.portfolio_value.plot(ax=ax1)
+    ax1.set_ylabel('Portfolio value (USD)')
+    ax2 = plt.subplot(212, sharex=ax1)
+    results.USDT_BTC.plot(ax=ax2)
+    ax2.set_ylabel('USDT_BTC price (USD)')
+
+    # Show the plot.
+    plt.gcf().set_size_inches(18, 8)
+    plt.show()
+
+
+def _test_args():
+    """Extra arguments to use when catalyst's automated tests run this example.
+    """
+    import pandas as pd
+
+    return {
+        'start': pd.Timestamp('2014-01-01', tz='utc'),
+        'end': pd.Timestamp('2014-11-01', tz='utc'),
+    }
diff --git a/catalyst/pipeline/loaders/crypto_pricing_loader.py b/catalyst/pipeline/loaders/crypto_pricing_loader.py
index f8676cce..32fa3c14 100644
--- a/catalyst/pipeline/loaders/crypto_pricing_loader.py
+++ b/catalyst/pipeline/loaders/crypto_pricing_loader.py
@@ -37,7 +37,7 @@ class CryptoPricingLoader(PipelineLoader):
         self.raw_price_loader = raw_price_loader
         self._columns = dataset.columns
 
-        cal = get_calendar('OPEN')
+        cal = get_calendar('NYSE')
 
         self._all_sessions = cal.all_sessions
 
diff --git a/catalyst/utils/run_algo.py b/catalyst/utils/run_algo.py
index ff93bb87..696b8245 100644
--- a/catalyst/utils/run_algo.py
+++ b/catalyst/utils/run_algo.py
@@ -148,7 +148,7 @@ def _run(handle_data,
                 bundle_data.equity_minute_bar_reader.first_trading_day
             data = DataPortal(
                 env.asset_finder,
-                get_calendar('OPEN'),
+                get_calendar('NYSE'),
                 first_trading_day=first_trading_day,
                 equity_minute_reader=bundle_data.equity_minute_bar_reader,
                 equity_daily_reader=bundle_data.equity_daily_bar_reader,