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CTD
Topic Author
Posts: 28
Joined: October 24th, 2007, 3:31 pm

Anyone have a reliable method for collecting market holidays?

November 15th, 2007, 11:48 pm

The best way I've yet found, as Bloomberg data for this is spotty and can't be easily downloaded, is to go to each exchange's website and manually collect holidays. Can anyone enlighten me as to a better (spelled, easier) way to do this? C
 
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PaperCut
Posts: 1616
Joined: May 14th, 2004, 6:45 pm

Anyone have a reliable method for collecting market holidays?

November 16th, 2007, 12:21 am

QuoteOriginally posted by: CTDThe best way I've yet found, as Bloomberg data for this is spotty and can't be easily downloaded, is to go to each exchange's website and manually collect holidays. Can anyone enlighten me as to a better (spelled, easier) way to do this? CQuantLibXL has some kind of test workbook that has worldwide holidays listed for years to come.
 
User avatar
CTD
Topic Author
Posts: 28
Joined: October 24th, 2007, 3:31 pm

Anyone have a reliable method for collecting market holidays?

November 27th, 2007, 6:49 pm

This might work...any idea from where they got this holiday data? I would potentially be trading on this so need to be confident in its accuracy. Thx
 
User avatar
PaperCut
Posts: 1616
Joined: May 14th, 2004, 6:45 pm

Anyone have a reliable method for collecting market holidays?

November 27th, 2007, 9:58 pm

Last edited by PaperCut on November 26th, 2007, 11:00 pm, edited 1 time in total.
 
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tep62
Posts: 2
Joined: July 14th, 2002, 3:00 am
Location: Washington DC

Anyone have a reliable method for collecting market holidays?

November 29th, 2007, 1:47 am

 
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strimp099
Posts: 84
Joined: November 24th, 2007, 6:51 pm

Anyone have a reliable method for collecting market holidays?

December 3rd, 2007, 10:01 pm

Check out the calendar module in quantlib.http://quantlib.org/reference/group__datetime.html
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