I am trying to find a place where I can get S&P Emini contract trading days. I would like to get the contract first appearance (September 9th 1997) until today.
I can get Holidays but nothing for 1997. Is there a place where I can find this?
Quantitative Finance Stack Exchange is a question and answer site for finance professionals and academics. It only takes a minute to sign up.Sign up to join this community
The easiest way is to use a specific holiday code while downloading the schedule from Bloomberg ("cdr = CE", in the API formula). if not, you might have to rely on wikipedia or other public source, and just remove the holidays from a more complete list. While the date changes every year, the HOLIDAYS doesn't.