PPY Data

[upani]

Hi All,

I have a data set which consists of 305 trading days (dailywise) per year. I have written the code for reading the data like this. Is the following is correct?

Code: Select all

CALENDAR(PPY=305) 2006:03
DATA(FORMAT=XLSX,ORG=COLUMNS) 2006:03 2013:305 FP SP

Waiting for your reply,

With sincere regards,
Upananda

[TomDoan]

As you have that written, there will only be 303 observations in 2006. If you have PPY=305, the first trading day of a year will be year:1, whether that's on Jan 1, 2 or 3.

[upani]

yes, for the year 2006, i have 303 trading days whereas for other years it will be 305 trading days.

With sincere regards,
Upananda