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 TRKD APIs ?
There may be a better answer, but I came across the chain 0#USHOLIDAY=MIAC, the constituents of which represent each US holiday e.g. USHOLJAN1=MIAC, USHOLJAN2=MIAC and so on.
If you then subscribe to the constituent RICs, you will note that various fields are populated e.g. VALUE_DT1 (FID 875) is a date field with value 01/01/2018.