Business Dates

Overview

SDS maintains a current and next business date for each configured currency. These dates are used across the platform for settlement date calculation, instrument maturity checks, and any service that requires a tradeable date for a given market.

Business dates are:

• Timezone-aware — each currency has its own timezone and roll time
• Calendar-aware — rolls skip weekends and public holidays defined in a linked Holiday Calendar
• Auto-rolling — SDS schedules a roll at the configured time each day without manual intervention
• Editable — an operator can manually set the current date via SetCurrentBusinessDate

Fields

Field	Type	Description
currency	Currency enum	The currency this date applies to (e.g. USD, GBP, EUR)
currentDate	int (YYYYMMDD)	The current business date
nextDate	int (YYYYMMDD)	The next business date
timeZone	String	IANA timezone ID, e.g. America/New_York, Europe/London
rollTime	String (HHMMSS)	Time-of-day at which the date automatically rolls, in the currency's timezone
daysOffsetOnRoll	int	Number of calendar days to add before applying calendar adjustment on roll. Useful if you to do an early roll e.g. at 7pm on calendar date. Default 0.
calendars	String	Comma-separated holiday calendar names used for date adjustment

Adding a New Currency

To add support for a new currency:

1. In Key UI, navigate to Business Dates under Static Data Server and click New
2. Set the required fields: currency, timeZone, rollTime, and optionally calendars
3. Save — SDS will immediately compute the first business date and begin scheduling rolls

note

A currency entry must exist in the business date table before any instrument denominated in that currency can be accepted by SDS. Attempting to ingest an instrument in an unsupported currency will be rejected with an error.

Manual Override

Use the SetCurrentBusinessDate RPC to manually set a specific date for a currency. This is useful for:

• Running a simulation on a future date
• Recovering from a missed auto-roll after a system outage

The manual date takes effect immediately — the auto-roll scheduler is restarted from the new date.

Holiday Calendar Integration

The calendars field accepts a comma-separated list of calendar names. When computing the current and next business dates, SDS combines all listed calendars:

calendars = "US,LON"

A date is considered a holiday if it appears in any of the listed calendars. This union behaviour ensures that cross-market instruments respect all relevant holidays.

If no calendar is configured, SDS falls back to a simple Saturday/Sunday weekend calendar.