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I want to build a calendar for FX trading So i need several market's holiday data, e.g. US,JP,CN,GB, I also need the historical data such as 2020-2023 to backtest How can i do this in Python? I've try the methods in Market Holiday in Websocket with time range and Currency holidays but I doesnt work
The Eikon desktop application has a "Description" page for swaps (USD1YOIS=) that presents contract specification data such as day-count convention, holiday calendar, and reference rate RIC. Is there a way to locate Python api field names for these items? I could not locate them in the Data Item Browser, or using the TR…
Hello, with this request in Excel using PI#S and DN (A2 = S&PCOMP ticker): =@DSGRID(Data!$A$2,"X(PI#S)","2021-12-31","","DN","RowHeader=true;ColHeader=true;DispSeriesDescription=false;YearlyTSFormat=false;QuarterlyTSFormat=false;AutoRefresh=false","") I am able to pull the S&P 500 last value excluding holidays (dates). How…
Dear Refinitiv Support, We would like your advice on 2 questions: * How should we best get information about Asia exchanges' trading hours from Elektron Real-time feed? e.g. Stock Connect, Hong Kong, Shanghai etc. * For the RICs that provide such data, what is the timeline of the data being published by Refinitiv? Since we…
Hello All, is it possible to pull the list of holidays for given RIC ex: RIC INGLH2:NS i want to pull all the 2022 holidays from RT. below is the snapshot of data i want to pull. Note: I am not interested in country holidays.
Hi, How can I get Market Holidays using Eikon for Excel?
When requesting Universal Close Price for some futures contracts on exchange holidays, the price is returned as -9999401 or -9999402. I get this when using the REST API. The prices are invalid, is there a way I can determine from the API that the day in question is an exchange holiday? Here's some Postman code: {…
Given an exchange code, is there an API to obtain the list of trading dates in a given date range or may be list of non-trading dates for an exchange or list of exchanges in a given date range ?
Hello Reuters Team, This is regarding the Exchange holiday calendar pages. (1) Are there logicised RICs available for Exchange holiday pages currently of the format <XX/HOLIDAY> (for e.g. US/HOLIDAY) ? (2) If logicised RICs are not available, is there a way to retrieve Exchange holiday calendar information via RFA and/or…
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