Holiday Calendar

Discussion in 'Automated Trading' started by nitro, Oct 4, 2010.

  1. nitro


    Can anyone suggest a place to download a list of holidays in .XML or .CSV or whatever format that I can download from the internet? I guess I mean the actual observance day. Is the market open on this day is the question I am trying to get at.

    A world holiday calendar list would be great, but US is the only one I __really__ need.
  2. There are actually algorithms for this, I worked on one at work a few months ago.
  3. nitro



    I actually rolled my sleeves up last night and implemented this algorithm. While it works 95% of the time, if you go back far enough it gets very hairy and lookup is better.

    Someone actually PMed me an extremely useful document. Thanks you know who you are.
  4. rosy2


    i dont know about a list but quantlib has an ok holiday/calendar chunk of code.