Re: NYSE Holidays
Posted by
John Orford on
Jan 06, 2016; 11:21am
URL: http://quantlib.414.s1.nabble.com/NYSE-Holidays-tp17221p17238.html
I'd be v interested to know what you find - I will check a handful of other old stocks, see whether they too report.
Hi John,
the days you report seem to match existing holiday rules; to take the first two, 1950-02-20 is the third Monday in February (Washington's birthday) and 1950-05-29 is the last Monday in May (Memorial Day). Off the top of my head, it's possible that we just don't have the information on when a given holiday was declared, so we're reporting them as holiday even though they were not yet celebrated in those years. I'll have to look for the information.
Thanks for the heads-up,
Luigi
Hey Guys,
I noticed that Yahoo's S&P 500 index ('index_gspc') reports prices for dates which QuantLib NYSE calendar reports as holidays.
This is ancient history, but thought I'd flag it in any case.
(Note I am using my own JavaScript port of the QuantLib code, but no issues apart from the dates below).
Any quick thoughts? Perhaps I am missing something obvious...
Thanks,
John
1950-02-20
1950-05-29
1951-02-19
1951-05-28
1952-02-18
1952-05-26
1953-02-16
1953-05-25
1953-07-03
1954-02-15
1955-02-21
1955-11-01
1956-02-20
1956-05-28
1957-02-18
1957-05-27
1958-02-17
1958-05-26
1959-02-16
1959-05-25
1960-02-15
1960-11-01
1961-02-20
1962-02-19
1962-05-28
1963-02-18
1963-05-27
1964-02-17
1964-05-25
1965-02-15
1966-02-21
1966-11-01
1967-02-20
1967-05-29
1968-02-19
1968-05-27
1968-07-03
1968-09-04
1968-11-06
1968-11-13
1968-11-27
1969-02-17
1969-05-26
1970-02-16
1970-05-25
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