Yes. Even though you might be working with a locum tenens staffing agency, you work as an independent contractor. What does that mean for you? It means that the agency won't hold payroll taxes and therefore, you will have larger paychecks than full-time employees. Independent contractors only earn money while they are busy at work so unfortunately, when it comes to taking time off for vacations or sick/personal days, there's no such thing as a paid day off.