@gerrymanoim I don't see the XKTS (JPX) calendar in your difference report, but doing a spot check the holiday 2021-09-23, the Autumnal Equinox (as shown here: https://www.tradinghours.com/exchanges/jpx/market-holidays/2021) is a holiday in pandas_market_calendars but not in trading_calendars
These holidays were provided to pandas_market_calendars in this PR: rsheftel/pandas_market_calendars#72