diff --git a/zipline/finance/performance/tracker.py b/zipline/finance/performance/tracker.py
index 9e2317e8..74b1291b 100644
--- a/zipline/finance/performance/tracker.py
+++ b/zipline/finance/performance/tracker.py
@@ -305,19 +305,15 @@ class PerformanceTracker(object):
         if dt == self.market_close:
             self.returns[todays_date] = self.todays_performance.returns
 
-    def handle_intraday_close(self):
+    def handle_intraday_close(self, new_mkt_open, new_mkt_close):
         # update_performance should have been called in handle_minute_close
         # so it is not repeated here.
         self.intraday_risk_metrics = \
             risk.RiskMetricsCumulative(self.sim_params)
         # increment the day counter before we move markers forward.
         self.day_count += 1.0
-        # move the market day markers forward
-        if self.market_close < trading.environment.last_trading_day:
-            self.market_open, self.market_close = \
-                trading.environment.next_open_and_close(self.market_open)
-        else:
-            self.market_close = self.sim_params.last_close
+        self.market_open = new_mkt_open
+        self.market_close = new_mkt_close
 
     def handle_market_close(self):
         self.update_performance()
diff --git a/zipline/gens/tradesimulation.py b/zipline/gens/tradesimulation.py
index 7f40e320..d5ed767b 100644
--- a/zipline/gens/tradesimulation.py
+++ b/zipline/gens/tradesimulation.py
@@ -97,6 +97,7 @@ class AlgorithmSimulator(object):
         Main generator work loop.
         """
         # Initialize the mkt_close
+        mkt_open = self.algo.perf_tracker.market_open
         mkt_close = self.algo.perf_tracker.market_close
 
         # inject the current algo
@@ -189,7 +190,7 @@ class AlgorithmSimulator(object):
                             tp.rollover()
                             if mkt_close <= self.algo.perf_tracker.last_close:
                                 try:
-                                    _, mkt_close = \
+                                    mkt_open, mkt_close = \
                                         trading.environment.\
                                         next_open_and_close(
                                             mkt_close
@@ -198,7 +199,8 @@ class AlgorithmSimulator(object):
                                     # If at the end of backtest history,
                                     # skip advancing market close.
                                     pass
-                                self.algo.perf_tracker.handle_intraday_close()
+                                self.algo.perf_tracker.handle_intraday_close(
+                                    mkt_open, mkt_close)
 
                     self.algo.portfolio_needs_update = True