Is there a way to get holiday calendar for markets (instrumen wise or general) using Java API?

ahodlursuryakantha1
ahodlursuryakantha1
in EMA

Hi,


We are looking to monitor a specified set of RICs if rates don't come in for a specified amount of time. However, we want to exclude holidays for this purpose. Is there a Java API to get holiday calendar for thios purpose? Any help would be appreciated

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Best Answer

  • Jirapongse
    Jirapongse admin
    Answer ✓

    @ahodlursuryakantha1

    With the Realtime APIs, you can get holidays by subscribing to page records <HOLIDAYS>. This page contains RICs representing holidays of each country. For example, <TH/HOLIDAY> lists the public and exchange holidays for Thailand.

    image

    The text data is available in ROW80_1 to ROW80_25 fields. Therefore, the application needs to parse this text to retrieve the holidays.

    For more information, please refer to the How to parse page-based data using Elektron SDK Java article. You can also directly contact the content team via MyRefinitiv for the formats of these holidays page records.

Answers

  • ahodlursuryakantha1
    ahodlursuryakantha1

    Thank you. I see the response is country based holidays. Is there a way to obtain FX currency based holidays directly rather than we having to maintain a map between currency and country?

  • moragodkrit.chumsri_1
    moragodkrit.chumsri_1

    @ahodlursuryakantha1

    To add, from my understanding, we can not get FX currency based holidays directly from Elektron Real-Time feed. The FX instruments are OTC traded and hence there are no holidays for FX markets. If it is a holiday in a particular country/region, there will be some contributions from other countries/regions. On common holidays you might notice less liquidity. Therefore you need to know a country for the currency and then use it to get the holidays page as Jirapongse said. You may also double-check with the content team about the RIC.

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