The settlement date for every leg, in one request
A trade settles when every market it touches is open: the exchange, and the settlement system for the currency. Count T+2 on one calendar and you miss the other's holiday. Since US equities moved to T+1 in May 2024, there's no spare day to fix it.
How it works
Name every calendar the trade depends on, the exchange and the settlement currency, and the number of business days. The API counts only days when all of them are open and returns the settlement date.
It works the same for T+1 on the NYSE, T+2 in London, or a cross-border trade with a leg in each. The settlement-date tool runs the same request in your browser, so operations staff can check a date without writing code.
Questions
Can I combine an exchange and a currency calendar?
Yes. Pass up to 10 calendars and the API counts only days when all of them are open, so a USD trade on the NYSE skips both NYSE and Fedwire holidays.
Does it show which holidays it skipped?
The settlement-date tool lists the days it stepped over between the trade date and the result, and the holidays endpoint returns them for any range.
What about negative offsets?
N can be negative, which moves back through business days, for example to find the last business day before a date.
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