Tick History – Market Holidays

At this time of year, in many places, thoughts turn to holidays, hence a post about how to get hold of a log of market holidays around the world.

In generating a historical time series of financial markets data it is useful to have access to a list of official market holidays so that data can be appropriately adjusted. Tick History can give you access to this via the SpeedGuide feature.

See the post below about using the SpeedGuide for some introductory details.

Once you call up the SpeedGuide tap in “HOLIDAY1” in the box next to “Page”, this is the master index of market holidays on Thomson Reuters. Choose the jurisdiction which you are interested in by either clicking through the pages and then clicking on the relevant geography, or use the two letters denominating the country you are looking for and add a “/HOLIDAY…..for example: SG/HOLIDAY for Singapore, ES/HOLIDAY for Spain, etc.

A feature worth remembering is that you can ask the database to call up market holidays from previous years by changing the year in the “Date” box. This will request the database to snapshot the market holiday page from the year which you select.