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If you own a company which is held by holding company, how do you write the legal name of the company in documents and legal papers? Do you just include the name you do business as or also include name of holding company?

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You do not need to name the holding company as a party to the contract. In fact, holding companies are typically established minimize risk and liability for the group. Including the holding company as a party to a contract (it isn't uncommon for holding companies to not conduct any business activity) could defeat the purpose of the holding company's existence.

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Assuming that both are established as standalone corporations, where the shares of company A are owned by company B, you do not need to name company B ever in relation to business conducted by company A. The only time that might become relevant is if there are legal proceedings against the shareholders of the company (i.e. company A does something illegal, or does not remit taxes it collected as part of conducting business) in which case the directors of the company may be liable.

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