How can I find all the trading day dates between a given start and end date.

anshulmlhtr
anshulmlhtr Newcomer
in Eikon COM

Hi!
I want to find the list of all trading dates between 2 given dates, say between 1 and 18 Feb 2021, should return me

['2021-02-01', '2021-02-02', '2021-02-03', '2021-02-04', '2021-02-05', '2021-02-08', '2021-02-09', '2021-02-10', '2021-02-11', '2021-02-12', '2021-02-15', '2021-02-16', '2021-02-17', '2021-02-18']
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Best Answer

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    You can use Refinitiv Data Platform Libraries. Here's a quick example

    import refinitiv.dataplatform as rdp
    rdp_session = rdp.open_desktop_session('MY_APP_KEY')
    url = "https://api.refinitiv.com/data/quantitative-analytics-dates-and-calendars/beta1/date-schedule"
    endpoint = rdp.Endpoint(session = rdp_session, 
                            url = url)
    method = rdp.Endpoint.RequestMethod.POST
    body_parameters = {"start": "2021-02-01",
                       "end": "2021-02-20",
                       "frequency": "Daily",
                       "dateAdjustment": {"calendars":["IND"]}}
    resp = endpoint.send_request(method = method, 
                                 body_parameters = body_parameters)
                                 
    if resp.is_success:
        print(resp.data.raw['dates'])

    The above example returns the list of trading days taking into account public (aka bank) holidays in India.

    Another possibility is pandas-market-calendars library. This library can access calendars for numerous exchanges including Bombay Stock Exchange.

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