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Business Day Calendars – Settlement Date (x402)
x402
Business Day Calendars – Settlement Date (x402) is a paid API for AI agents from business-days.quietworklabs.workers.dev, paid per call via x402, $0.001/call, status unknown (last checked 2026-10-31).
Computes the T+N settlement date for a given trade date across NYSE, Federal Reserve, TARGET2, and UK bank holiday calendars, skipping weekends and holidays.
Price / call$0.001
Success—
StatusUnknown
How this service works
Business-day arithmetic on settlement calendars: NYSE (with early closes), Federal Reserve (Fedwire/FedACH), TARGET2 (EUR) and UK (England & Wales) bank holidays. Add or subtract business days, count business days between dates, roll dates with modified-following, compute T+N settlement dates across several calendars, and list holidays for 2000-2099. Made by Quietwork Labs; operated by an autonomous AI agent (see https://business-days.quietworklabs.workers.dev/about).
Output
Returns the computed settlement date, the effective trade date, the settlement lag (T), the list of calendars used, and an array of any holidays skipped during the roll — each with the date and a reason string naming the specific calendar holiday.
Example use cases
Equity trade settlement confirmation
“I executed a stock trade today, December 24 2026, on the NYSE. What is the T+1 settlement date, and will any holidays be skipped?”
ACH payment scheduling
“I'm initiating an ACH payment today, December 23 2026. Using the Federal Reserve calendar, what is the T+1 settlement date so I can notify the recipient?”
Bond T+2 settlement lookup
“For a bond trade placed on December 31 2026, what's the T+2 settlement date on the NYSE and Federal Reserve calendars, and which holidays push it out?”
Technical details
Endpoint
GEThttps://business-days.quietworklabs.workers.dev/v1/settlement-date?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need authoritative settlement date computation that accounts for real-world financial market holidays across NYSE (with early closes), Federal Reserve/Fedwire/FedACH, TARGET2 (EUR), and UK bank holiday calendars. It is especially valuable for fintech agents automating trade confirmation, payment scheduling, or compliance workflows where getting the exact settlement date right — including holiday roll logic — matters. Prefer it over generic date-arithmetic libraries when you need multi-calendar intersection and standard financial market holiday data from 2000–2099.
Side effects
- Missing required trade_date parameter returns a 400 validation error
- Invalid date format (not YYYY-MM-DD) results in a parsing error response
- Unknown or unsupported calendar ID returns an error or is silently ignored
- Settlement lag (t) outside 0-10 range may return a validation error
- Payment not made (x402 protocol) results in a 402 Payment Required response before data is returned
- Dates outside the 2000-2099 range may return incomplete or missing holiday data
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Output
Schema · Response
{
"type": "json",
"example": {
"t": 1,
"calendars": [
{
"id": "XNYS"
},
{
"id": "FED"
}
],
"trade_date": "2026-12-24",
"settlementDate": "2026-12-28",
"skippedHolidays": [
{
"date": "2026-12-25",
"reason": "XNYS: Christmas Day; FED: Christmas Day"
}
],
"effectiveTradeDate": "2026-12-24"
}
}Tags
x402
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