Calendars

A detailed explanation of all the supported calendars in OpenDataDSL

Introduction

The calendars in OpenDataDSL are one of the fundamental components necessary for a smart data management platform. They provide time-based intelligence for understanding when things should happen and enable you to highlight issues when things don’t happen. The key to the way calendars work in ODSL is in the flexibility and ease of use, this section describes all the built-in calendar types and how you can customise them to suit your needs.

Contents

Daily Calendar

A daily calendar is a simple calendar that represents every calendar day

Holiday Calendar

A holiday or trading calendar is a daily calendar with rules that determine which days are non-working or holiday days

Business Calendar

A business calendar is a basic holiday calendar that represents a standard working week with every day from Monday to Friday

Intraday Calendar

An intraday calendar represents all regular calendars that have time intervals of less than a whole day, e.g. Hourly

Sparse Calendar

A sparse calendar is used when there is no pre-defined period between intervals, each index can represent any point in time

Expiry Calendar

An expiry calendar is used to calculate the last trading date and the conversion of absolute and relative futures contracts

Period Code

A period code represents an absolute or relative delivery period for some commodity or financial future

Custom Calendar Examples

A set of examples that showcase the flexibility of the calendars in OpenDataDSL

Timeseries Scaling

In-depth information about how to rescale TimeSeries

Timeseries Ranges

In-depth information about how to use time ranges with Timeseries