I was watching a Time Series video from a recent Mathematica experts live webinar (http://www.wolfram.com/training/special-event/new-in-mathematica-10/) and evaluating a notebook of the seminar using 10.0.1 on OS X 10.9.5. When evaluating this on slide 6:
TimeSeries[ Cases[nyxdata, {2014, date, , _, $vol_} :> $vol], {"Jan 2 2014", "Jun 30 2014", "BusinessDay"}, HolidayCalendar -> {"UnitedStates", "NYSE"}]
I got an error:
So is {"Jan 2 2014", "Jun 30 2014", "BusinessDay"} a valid option or was the presenter using a yet to be released build of Mathematica?