TimeSeries error in 10.0.1

I was watching a Time Series video from a recent Mathematica experts live webinar (Wolfram U Classes and Courses) 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?

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