STRASMORE/EXPLORE 2,170 QUERIES

The session envelope, read from SPY minute bars (last two weeks, ET)

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-08-22, from Premarket and After-Hours Trading Hours (ET).

as of scalar 1×7read in context →
first bar et
04:00
last bar et
19:59
first bar minute of day
240
last bar minute of day
1,199
completed sessions
10
first session
2026-08-10
last session
2026-08-21
Rows × columns
1 × 7
Period covered
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for The session envelope, read from SPY minute bars (last two weeks, ET), derived from the stored result.
ColumnTypeRangeNotes
first_bar_et text 1 distinct value (04:00)
last_bar_et text 1 distinct value (19:59)
first_bar_minute_of_day number every row is 240
last_bar_minute_of_day number every row is 1,199
completed_sessions number every row is 10
first_session date 2026-08-10
last_session date 2026-08-21

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.

the exact SQL behind every number 
SELECT
    min(formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H:%i')) AS first_bar_et,
    max(formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H:%i')) AS last_bar_et,
    min(toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) AS first_bar_minute_of_day,
    max(toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) AS last_bar_minute_of_day,
    uniqExact(toDate(toTimeZone(window_start, 'America/New_York'))) AS completed_sessions,
    toString(min(toDate(toTimeZone(window_start, 'America/New_York')))) AS first_session,
    toString(max(toDate(toTimeZone(window_start, 'America/New_York')))) AS last_session
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
  AND window_start >= now() - INTERVAL 14 DAY
  AND toDate(toTimeZone(window_start, 'America/New_York')) < toDate(toTimeZone(now(), 'America/New_York'))
  AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 240 AND 1199

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisPremarket and After-Hours Trading Hours (ET)
AAPL median shares per traded minute, and the share of minutes that traded at all (ET) series 32×3 → Stock headlines by ET hour of publication (last 30 days, all days) ranking 24×3 → Share of a month's volume by clock window: SPY, AAPL, NVDA (full sessions only) table 3×5 → AAPL median quoted spread: regular session vs extended hours (past week, full sessions) series 2×3 → Regular trading sessions over the trailing year scalar 1×3 → The closure calendar ahead, at a glance scalar 1×6 → See all 2,170 queries →