DateSeries
The DateSeries() function returns a sequence of dates within a specified range.
- The Frequency parameter determines the spacing between dates (e.g., daily, month-end, trading days only, week start, etc.)
If trading days are specified, weekends and public holidays (according to the relevant securities exchange or country) are excluded.
Syntax:
Qx.DateSeries(Start Date, End Date, Evaluation Date, Frequency, ShowError)- In Excel with Quintessence addin versions prior to 25.1, use:
DateSeries() - In the Quintessence Editor (Studio) using Quintessence language, use:
DateSeries() - In the Quintessence Editor (Studio) using Python language, use:
Qx.DateSeries()
ⓘ See parameter descriptions
| Start Date (optional) | The start date for the range. | |
| End Date (optional) | The end date for the range. | |
| Frequency (optional) | Specifies the unit and period type. Possible values: • “D” – Days • “WS” – Week starts • “WE” – Week ends • “MS” – Month starts • “ME” – Month ends • “QS” – Quarter starts • “QE” – Quarter ends • “YS” – Year starts • “YE” – Year ends Any value prefixed with T means trading days only. For example, “TWE” means week ends that are also trading days. | |
| ShowError (optional) | If TRUE, an error message is displayed when the function fails. |
Remarks:
- Unless changed by an administrator, the default parameters are:
- Start Date = today
- End Date = today
- Frequency = “TD”
- The default exchange code used for determining trading days is set by the administrator.
Examples:
> Example 1: Trading week starts in April 2015
Return all trading week starts in April 2015. April 7 is included because April 6 was a public holiday for the default exchange and not a trading day.
=Qx.DateSeries("1 April 2015","30 April 2015","tws")| 2015/04/07 |
| 2015/04/13 |
| 2015/04/20 |
| 2015/04/28 |
> Example 2: Trading month ends in 2015
=Qx.DateSeries("1 Jan 2015","31 Dec 2015","tme")| 2015/01/30 |
| 2015/02/27 |
| 2015/03/31 |
| 2015/04/30 |
| 2015/05/29 |
| 2015/06/30 |
| 2015/07/31 |
| 2015/08/31 |
| 2015/09/30 |
| 2015/10/30 |
| 2015/11/30 |
| 2015/12/31 |
> Example 3: Week starts for the next 60 days
Using DateOffset as 2 June 2015:
=Qx.DateSeries(Qx.DateOffset(),Qx.DateOffset()+60,"ws")| 2015/06/08 |
| 2015/06/15 |
| 2015/06/22 |
| 2015/06/29 |
| 2015/07/06 |
| 2015/07/13 |
| 2015/07/20 |
| 2015/07/27 |