Function to Retrieve Previous TradingDay Based on Exchange Calendar

Hafads

I want to know how to use python api, to build a function to retrieve previous trading day based on exchange calendar. For example, get_prev_n_trading_day(－1, calendar_para="tradingCalendar=SSE") returns last SSE trading day.

get_prev_n_trading_day(－3, calendar_para="tradingCalendar=SSE") returns the previous 3rd SSE trading day

Jirapongse

@Hafads

Thank you for reaching out to us.

As far as I know, there is the Dates & Calendars API to get Calendars information and how to use Calendars to generate date ranges with DataFrames.

I am not sure whether the add_periods method can do this but it isn't based on the Exchange Calendar. For example:

calculated_date = ld.dates_and_calendars.add_periods(
    start_date="2026-03-04",
    period="-3D",
    calendars=["THA"],
    date_moving_convention="PreviousBusinessDay",
    end_of_month_convention="Last"
)
calculated_date

The example is on GitHub.

You may need to contact the helpdesk team via LSEG Support to confirm whether this functionality is available in Workspace Excel. If it is, please request the specific function used in Workspace Excel. I can then verify whether the same data can be retrieved through the API.

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