HOLIDAY LIST using Eikon API in Python Dataframe

I tried to get the Holiday List using Eikon API in Python but no help, can we get in Python pandas dataframe so that we can use it and play with it ? Please see attached my query in python script.

Best Answer

  • m.bunkowski
    Answer ✓

    Hi anonymous user

    You can get the similar output using one of the endpoints and refinitiv-data library

    import refinitiv.data as rd
    import pandas as pd

    rd.open_session()
    url = "https://api.refinitiv.com/analytics/functions/v1/common/list-holidays"
    body = {
    "universe": [
    {"startDate": "2023-01-01",
    "endDate": "2023-12-29",
    "calendarCodes": ["USA"]}
    ]
    }

    request = rd.delivery.endpoint_request.Definition(
    method=rd.delivery.endpoint_request.RequestMethod.POST,
    url=url,
    body_parameters=body,
    )
    response = request.get_data()
    pd.DataFrame(response.data.raw["data"][0]["holidays"])

    To get the calendarCodes from currency code:

    url = "https://api.refinitiv.com/analytics/functions/v1/fx/fx-info"
    body = {"universe":
    [{"currencyCodes":
    ["USD"]}]}

    request = rd.delivery.endpoint_request.Definition(
    method=rd.delivery.endpoint_request.RequestMethod.POST,
    url=url,
    body_parameters=body,
    )
    response = request.get_data()
    response.data.raw

Answers

  • Hi anonymous user ,


    Thank you for your question. I believe the correct RIC for UK Holidays is 'GB/HOLIDAY' and for Ireland is 'NXT/HOLIDAY'.

    screenshot-2023-07-07-at-103832.png

    Could you please try with this ticker and see if that resolves your issue?


    Best regards,

    Haykaz

  • Hi @h.aramyan01, Thanks for above, however it is not helpful to our purpose. Can't we have the data based on HOL app using Python Eikon API, shown in the attached snapshot, where there is a option pull excel to get proper way in a table format for Holiday list, I want exactly in same in Pandas Python dataframe.hol-list-from-hol-app.jpghol-app-data-using-python.jpg

  • Hi
    @h.aramyan01 , Can you please check my above comment ?
  • Hi
    @marcin.bunkowski01 , Thank you so much, this is really very helpful. I need to know one more thing, USD works for United States, do I need to use currency as EUR for Irish Holidays ?
  • anonymous user

    For Ireland specific you can use "IRL"

  • @marcin.bunkowski01 , thank you very much. This would be my last query under this request/blog : Where can I get all the "calendarCodes" based on country ?

  • anonymous user

    I can recommend you to use the second enpoint as a discovery reference and please use ISO_4217 standard currency codes. That also accepts historical codes like:
    FRF for French Franc --> FRA

    IEP for Irish Pound --> IRL