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Sample Holiday Data Layouts and Formats

The main Holiday Data file is available in three layouts, called Spreadsheet, TriCol and Compressed. Your choice of layout doesn't affect the cost of the data.

1. Spreadsheet layout

[Excel spreadsheet]
The sample Spreadsheet layout above shows how the month of January 1997 would be laid out for 24 randomly selected financial centers. The first column contains the date, with each subsequent column indicating the status of each day in each Center. Each Center is identified in the top row by a unique three letter code. For example, AmB represents Amsterdam bank holidays, while BrB is Brussels bank holidays, etc.

Every cell contains one of three entries: A "g" to indicate a good business day; a "w" to indicate a weekend; or a number to indicate a holiday. For example, Amsterdam banks had one holiday during the month, on January 1. If you need to know the name of the holiday, you can reference a separate lookup table (not shown here), which would tell you that the number 94 corresponds to New Year's Day.

2. TriCol layout
[Excel spreadsheet]

 

 

The sample TriCol layout above shows the period from January 1 to January 7, 1997 for seven randomly selected Centers. The left-hand column contains the date. The middle column contains the three letter identifier for each Center. And the right-hand column shows the status of that day in that Center, with a "w" indicating a weekend and a number indicating a holiday. There is one row for each non-business day in each Center. Unlike the Spreadsheet layout, the TriCol layout does not list good business days. However, since TriCol lists all non-business days, the dates for good business days can be inferred.

The first seven rows show that January 1 was a holiday in each of the seven centers. If you need to know the name of the holiday associated with the code number 94, we provide a separate lookup table (not shown here) which would tell you that it is New Year's Day. Rows 8 through 21 indicate that it was a weekend on January 4 and 5. Rows 22 and 23 indicate that January 6 in Bogota (BoB) and Zagreb (ZaB) was a bank holiday (Epiphany). Row 24 indicates that January 7 in Minsk (MkB) was a bank holiday (Orthodox Christmas Day). If this file were shown for 31 years, it would consist of approximately 23,400 rows.

3. Compressed layout

[Excel spreadsheet]

 


The sample Compressed layout above shows the year 2002 for six randomly selected Centers. There is one column for each Center. Below the name of each Center is a chronological listing of its holidays. Because different Centers have different numbers of holidays, the quantity of information varies from one Center to another.

4. Formats

The table below sets out the available formats for each layout.
Comma-delimited (.csv) Tab-delimited (.txt) Excel (.xls)
SpreadSheet Yes Yes Yes
TriCol Yes Yes No
Compressed Yes Yes Yes

We can also format the data with customized delimiters. Please let us know if you have special requirements.

5. Supporting files

No matter which layout you select, you'll receive a number of supporting files, including several lookup tables and full technical specifications. The layout of the lookup tables is standardized and they will be formatted in the same fashion as the Spreadsheet/TriCol/Compressed file.

Copyright © Swaps Monitor Publications, Inc., 2008.