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Clarification on Handling Unexpected Exchange Closures via Market Holiday API
client is considering using our Exchange/Market Holiday via API, he would like to clarify. How does the API cater for scenarios where the exchange closes unexpectedly for example, typhoon and how are such unexpected closure handled.
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Retrieving historical exchange trading session times (open/close) per RIC
hi! I need historical trading session boundaries (market open/close times) for futures contracts across multiple exchanges (CME, Eurex, ASX, TSE, ICE) going back to the mid-1990s. Specifically, a per-RIC or per-exchange, per-date record of session open/close times in UTC that reflects what the hours actually were on a…
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Query on Accessing Global Exchange Holiday Calendars via LSEG Python API
I am currently working on global equities data and need access to official trading holiday calendars across multiple exchanges. I am using the LSEG Python API for data ingestion and wondering if there is a way to retrieve: i) Future trading holidays across global equity exchanges ii) Historical holiday calendars, including…
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How to get exchange/venue holidays?
Hello, I would like to get the list of holidays given a specific exchange, wondering where and how I can find this information. Alternatively, it would also be fine if I can retrieve whether it is a trading day given a specific stock and a specific date. I ask this because during my discovery, I can only find calendars…
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Exchange Holidays
May I ask what’s the main difference between lseg and Refinitiv api ? When should I use one over the other ? Can you provide me the calendars code for the following markets: Hong Kong, India, Taiwan, Malaysia, Pakistan, Philippines, New Zealand, Vietnam, Japan, Indonesia, Australia, Korea, Thailand, Singapore, China,…
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How can i get market holidays history in Python API
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
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How to collect interest rate swap day count conventions in Eikon Python api?
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…
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Pull Closing Prices Without Market Holidays
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…
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Asia Exchange Trading Hours Information
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…
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How to get Holiday list for Derivative RICs from EIKON API
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.
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Getting Market Holidays with Excel Eikon.
Hi, How can I get Market Holidays using Eikon for Excel?
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Universal Close Price of -9999401in TimeSeriesExtractionRequest for exchange holidays using REST API
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: {…
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Exchange Trading Dates
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 ?
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logicised RICs for Exchange holidays
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…
