Anyone have a reliable method for collecting market holidays?

CTD · 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

PaperCut · 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.

CTD · 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

PaperCut · November 27th, 2007, 9:58 pm

tep62 · November 29th, 2007, 1:47 am

Take a look at www.financialcalendar.com

strimp099 · December 3rd, 2007, 10:01 pm

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