Bloomberg FTP Calendar Data

In this example, we are going to retrieve holiday schedules for several securities via Bloomberg FTP, starting from a generic ticker. With Bloomberg, we cannot make a single request to retrieve specific holiday data for a ticker. We need to know it calendar code first. Calendar codes can later be saved in a database to avoid multiple requests. Thus, we will make two requests:

  1. First, we retrieve calendar codes corresponding to generic tickers
  2. Next, we use calendar codes to holiday schedules (non-settlement dates)

Here is the first file we are going to send: