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Holiday Calendars

Overview​

Holiday Calendars define which dates are non-business days for a given market. They are used by SDS to compute business dates and settlement dates.

Each calendar has:

  • A name (unique, case-insensitive)
  • A weekend rule — which days of the week are always non-business days
  • A list of explicit holiday dates

Weekend Rules​

The weekend field controls which days of the week are treated as non-business days regardless of the holiday list.

ValueNon-business Days
SAT_SUNSaturday and Sunday (default)
FRI_SATFriday and Saturday (Middle East markets)
THU_FRIThursday and Friday

Holiday Dates​

The holidayDateEntry list contains explicit calendar dates that are non-business days (e.g. Christmas, New Year's Day, bank holidays). Dates are stored as integers in YYYYMMDD format.

There is no automatic import of public holidays at — they must be entered manually in the UI or via the AddHolidayDates RPC.

Managing Calendars​

Creating a Calendar​

  1. In Key UI, navigate to Holiday Calendars under Static Data Server and click New
  2. Enter a name (e.g. US, LON, NYC) and select the weekend rule
  3. Save — the calendar is immediately available for use in business date configurations
tip

Use short, uppercase names for calendars — they are referenced by name in BusinessDate.calendars and are case-insensitive when resolved.

add holiday calendar

Adding Holiday Dates​

  1. In Key UI, navigate to Holiday Calendars under Static Data Server
  2. Click 'Editor' action button for holiday calendar you want to add dates
  3. Select the holiday date and click Add
  4. Hit Save

add holiday dates

You can also bulk add holiday dates using the AddHolidayDates RPC or via the data-provider-api

Combined Calendars​

A business date entry can reference multiple calendars as a comma-separated string:

calendars = "US,LON"

When adjusting a date, SDS combines all listed calendars using a union rule — a date is a holiday if it falls in any of the named calendars.

Default Fallback​

If an instrument's businessDayCalendars field references a calendar that does not exist in SDS, SDS falls back to a simple SAT_SUN weekend calendar rather than throwing an error. A warning is logged in this case.