Historical holiday/weekend calendar?

[Ivo Karindi <ivo@xxxxxxxxx>]

I'm wondering if anyone has compiled a historical weekend/holiday
calendar?  I imagine these should be actually per-exchange calendars?

I would like to end up with a daily ASCII or Metastock file that could
be plotted as Data2.  All regular days would have value 0 and the last
working days before holidays/weekends would have value of the number
of days in that coming holiday/weekend.  For example, on a regular
Friday the value would be 2, but on a Thursday preceding some long
weekend, the value would be 3.

If nothing like this is available, I am willing to do this making it
later available to everyone but I need a place to start - where to get
the histories of holidays? Having to write the code for the holiday
schedule rules to come up with the calendar will be more
time-consuming than just getting the dates.

Or are there any other suggestions to come up with this?

Best regards,

Ivo Karindi                            
ivo@xxxxxxxxx