holidays [time]
— Function File: h = holidays (startdate, enddate)

Return a vector of datenums that were holidays between startdate and enddate, inclusive. These holidays are trading holidays observed by the NYSE according to its rule 51.10. It does not take into account the exceptions for "unusual business conditions" or for additional days that have been called as holidays for one-time purposes.

The complete list can be found at http://www.chronos-st.org/NYSE_Observed_Holidays-1885-Present.html