HOLIDAY LIST using Eikon API in Python Dataframe

I tried to get the Holiday List using Eikon API in Python but no help, can we get in Python pandas dataframe so that we can use it and play with it ? Please see attached my query in python script.

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Accepted answers

m.bunkowski

Hi anonymous user

You can get the similar output using one of the endpoints and refinitiv-data library

import refinitiv.data as rd
import pandas as pd

rd.open_session()
url = "https://api.refinitiv.com/analytics/functions/v1/common/list-holidays&quot;
body = {
    "universe": [
        {"startDate": "2023-01-01", 
         "endDate": "2023-12-29", 
         "calendarCodes": ["USA"]}
    ]
}

request = rd.delivery.endpoint_request.Definition(
    method=rd.delivery.endpoint_request.RequestMethod.POST,
    url=url,
    body_parameters=body,
)
response = request.get_data()
pd.DataFrame(response.data.raw["data"][0]["holidays"])

To get the calendarCodes from currency code:

url = "https://api.refinitiv.com/analytics/functions/v1/fx/fx-info&quot;
body = {"universe": 
        [{"currencyCodes": 
          ["USD"]}]}

request = rd.delivery.endpoint_request.Definition(
    method=rd.delivery.endpoint_request.RequestMethod.POST,
    url=url,
    body_parameters=body,
)
response = request.get_data()
response.data.raw

All comments

aramyan.h

Hi anonymous user ,

Thank you for your question. I believe the correct RIC for UK Holidays is 'GB/HOLIDAY' and for Ireland is 'NXT/HOLIDAY'.

Could you please try with this ticker and see if that resolves your issue?

Best regards,

Haykaz

screenshot-2023-07-07-at-103832.png

Wasim Akram01

Hi @aramyan.h, Thanks for above, however it is not helpful to our purpose. Can't we have the data based on HOL app using Python Eikon API, shown in the attached snapshot, where there is a option pull excel to get proper way in a table format for Holiday list, I want exactly in same in Pandas Python dataframe.

Wasim Akram01

Hi @aramyan.h , Can you please check my above comment ?

m.bunkowski

Hi anonymous user

You can get the similar output using one of the endpoints and refinitiv-data library

import refinitiv.data as rd
import pandas as pd

rd.open_session()
url = "https://api.refinitiv.com/analytics/functions/v1/common/list-holidays&quot;
body = {
    "universe": [
        {"startDate": "2023-01-01", 
         "endDate": "2023-12-29", 
         "calendarCodes": ["USA"]}
    ]
}

request = rd.delivery.endpoint_request.Definition(
    method=rd.delivery.endpoint_request.RequestMethod.POST,
    url=url,
    body_parameters=body,
)
response = request.get_data()
pd.DataFrame(response.data.raw["data"][0]["holidays"])

To get the calendarCodes from currency code:

url = "https://api.refinitiv.com/analytics/functions/v1/fx/fx-info&quot;
body = {"universe": 
        [{"currencyCodes": 
          ["USD"]}]}

request = rd.delivery.endpoint_request.Definition(
    method=rd.delivery.endpoint_request.RequestMethod.POST,
    url=url,
    body_parameters=body,
)
response = request.get_data()
response.data.raw

Wasim Akram01

Hi @m.bunkowski , Thank you so much, this is really very helpful. I need to know one more thing, USD works for United States, do I need to use currency as EUR for Irish Holidays ?

m.bunkowski

anonymous user

For Ireland specific you can use "IRL"

Wasim Akram01

@m.bunkowski , thank you very much. This would be my last query under this request/blog : Where can I get all the "calendarCodes" based on country ?

m.bunkowski

anonymous user

I can recommend you to use the second enpoint as a discovery reference and please use ISO_4217 standard currency codes. That also accepts historical codes like:
FRF for French Franc --> FRA

IEP for Irish Pound --> IRL

LilyC

Hi team,

is there a calendar code that references the whole universe aka all the countries?

Thanks

Jirapongse

@LilyC

You can use the following code in LD Library to retrieve the list of all calendars.

request_definition = ld.delivery.endpoint_request.Definition(
    url = '/data/quantitative-analytics-dates-and-calendars/v1/calendars',
    method = ld.delivery.endpoint_request.RequestMethod.GET
)
response = request_definition.get_data()
response.data.raw

The sample code is on GitHub.

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