diff --git a/zipline/utils/tradingcalendar.py b/zipline/utils/tradingcalendar.py
index dbf308fb..2e8cdf44 100644
--- a/zipline/utils/tradingcalendar.py
+++ b/zipline/utils/tradingcalendar.py
@@ -146,3 +146,21 @@ non_trading_days = non_trading_ruleset.between(start, end, inc=True)
 for day_num in range(11, 17):
     non_trading_days.append(
         datetime(2001, 9, day_num, tzinfo=pytz.utc))
+
+# Add closings due to Hurricane Sandy in 2012
+# http://en.wikipedia.org/wiki/Hurricane_sandy
+#
+# The stock exchange was closed due to Hurricane Sandy's
+# impact on New York.
+# It closed on 10/29 and 10/30, reopening on 10/31
+#     October 2012
+# Su Mo Tu We Th Fr Sa
+#     1  2  3  4  5  6
+#  7  8  9 10 11 12 13
+# 14 15 16 17 18 19 20
+# 21 22 23 24 25 26 27
+# 28 29 30 31
+
+for day_num in range(29, 31):
+    non_trading_days.append(
+        datetime(2012, 10, day_num, tzinfo=pytz.utc))