I used Date::Calc as someone suggested to get the business days.

#!/usr/bin/perl

use strict;
use Date::Calc qw(:all);

while( <DATA> ) {
    my $old_data = $_;
    my ($old_date) = $_ =~ /^(\d{8})\d+,.*/;
    my ($year, $month, $day) = $old_date =~ /(\d{4})(\d{2})(\d{2})/;
    my $dow = Day_of_Week( $year, $month, $day );
    print "$old_data" if ( $dow >= 1 && $dow <= 5 );
}

__DATA__
2009030822,3558,1.68
2009030823,6385,5.47
2009030900,7485,1.82
2009030901,8563,4.35
2009031322,8860,3.68
2009031323,39224,14.16
2009031400,34553,7.34
2009031401,7353,5.74
2009032107,8860,3.68
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