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Hello @yuyang
From my finding, one possible way is from the answer of this question, you can use Timeseries / Date functionality available in pandas data frame. This example adds a column to the data frame containing dates adjusted to weekdays:
df = ek.get_timeseries('PTT.BK','CLOSE',interval='daily',start_date='2020-05-01') from pandas.tseries.offsets import * df['Trading Day'] = df.index + Day(1) - BDay(1) df
The example output shows trading day of PTT.BK which is a RIC in The Stock Exchange of Thailand: