How do I get trading holidays from the Bloomberg API

java api bloomberg
Shang Wang picture Shang Wang · Oct 26, 2011 · Viewed 11.1k times · Source

I'm using Bloomberg Java api to download trading data. I need somebody to tell me if there exists a function which can return a list of trading holidays. I looked through the manual but couldn't find one. If there's no such a thing, is there a good way that I can create one? Thanks.

Answer

9swampy picture 9swampy · Aug 30, 2012 
String field = "CALENDAR_HOLIDAYS";
//String field = "CALENDAR_NON_SETTLEMENT_DATES";
Request request = this._refDataServiceM.CreateRequest("ReferenceDataRequest");
Element securities = request.GetElement("securities");
securities.AppendValue("AAPL US Equity");
Element fields = request.GetElement("fields");
fields.AppendValue(field);

Element overridefields = request.GetElement("overrides");
Element overrides = request.GetElement("overrides");
Element override1 = overrides.AppendElement();
override1.SetElement("fieldId", "SETTLEMENT_CALENDAR_CODE");
override1.SetElement("value", calendar_code);
Element override2 = overrides.AppendElement();
override2.SetElement("fieldId", "CALENDAR_START_DATE");
override2.SetElement("value", startDate.ToString("yyyyMMdd"));
Element override3 = overrides.AppendElement();
override3.SetElement("fieldId", "CALENDAR_END_DATE");
override3.SetElement("value", endDate.ToString("yyyyMMdd"));

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