How can I get NYSE trading days in a date range

Question

How to generate a list of the NYSE trading days in a date range in DolphinDB?

Is there a function for that?

How can I get a trading day list? Thanks in advance！

Answer 1

You can specify NYSE holidays and then define a function to get the NYSE trading days.

Here is an example:

The month of January 2020 has two holidays (Jan 01 and Jan 20).

days=2020.01.01..2020.01.31

holiday=[2020.01.01,2020.01.20]

def getTradingDays(days,holiday){
       return days[weekday(days) between 1:5 and not days in holiday]
}

getTradingDays(days,holiday)