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Market: Europe Holidays

by Patrick Fonce, 3635 days ago
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This item loads and saves a list of all European holidays. As with the US holidays object (Market: US Holidays), the data is retrieved from the InterContinental Exchange website (theice.com).
The data is downloaded from 2001 to 2012 and is saved into the following custom database: 'holidays_europe'. The symbol '^Holidays_EUROPE', which is associated with the data is automatically created

How to use it with the QuantShare vector-based formula:
You can create an indicator using the holiday data with the following function: 'GetDataExtern'
The complete formula is: GetDataExtern('holidays_europe', 'isholiday', 1, '^HOLIDAYS_EUROPE');

Because the market is closed on holidays, if you plot the above indicator, a value of one will be displayed on the previous bar (The trading day just before the holiday).
Example: For the 'Agilent Technologies Inc' stock, the 1 January 2005 holiday is displayed on the 30 December 2004 bar.
If you need to translate the indicator, just use the 'Ref' function.

You can also use the 'Custom Function' plug-in to create your own (more advanced) indicator. In this case, the function that should be used is 'cFunctions.GetCustomDatabaseData'
Example: VectorCustom holiday = cFunctions.GetCustomDatabaseData('holidays_europe', 'isholiday', '^HOLIDAYS_EUROPE');
The advantage of using the 'Custom Function' plug-in is that you have deeper control on the how to create your indicator. You can for example, create an indicator that returns a value of one only on some specific holidays.

Here are some other Holiday dates downloaders:
Market: US Holidays
Market: Canada Holidays

You will need EXCEL installed in your computer in order for this downloader to work.


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Type: Download Script

Object ID: 270


Country:
Switzerland

Market: All

Style:
All

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