First and last SPY print, Thanksgiving 2025 week and the week after
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 2026-11-01, from After-Hours Trading on Holidays and Weekends.
| session_date | weekday | first_print_et_minute | last_print_et_minute | last_print_et |
|---|---|---|---|---|
| 2025-11-24 | Mon | 240 | 1199 | 19:59 |
| 2025-11-25 | Tue | 240 | 1199 | 19:59 |
| 2025-11-26 | Wed | 240 | 1139 | 18:59 |
| 2025-11-27 | Thu | 0 | 0 | no trading |
| 2025-11-28 | Fri | 240 | 1019 | 16:59 |
| 2025-11-29 | Sat | 0 | 0 | no trading |
| 2025-11-30 | Sun | 0 | 0 | no trading |
| 2025-12-01 | Mon | 240 | 1199 | 19:59 |
| 2025-12-02 | Tue | 240 | 1199 | 19:59 |
| 2025-12-03 | Wed | 240 | 1199 | 19:59 |
| 2025-12-04 | Thu | 240 | 1199 | 19:59 |
| 2025-12-05 | Fri | 240 | 1139 | 18:59 |
- Rows × columns
- 12 × 5
- Period covered
- to
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
session_date |
date | 2025-11-24 to 2025-12-05 | |
weekday |
text | 7 distinct values (Fri, Mon, Sat…) | |
first_print_et_minute |
number | 0 to 240 | |
last_print_et_minute |
number | 0 to 1,199 | |
last_print_et |
text | 4 distinct values (16:59, 18:59, 19:59…) |
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.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
SELECT
toString(cal.day) AS session_date,
formatDateTime(cal.day, '%a') AS weekday,
toUInt32(ifNull(t.first_minute, 0)) AS first_print_et_minute,
toUInt32(ifNull(t.last_minute, 0)) AS last_print_et_minute,
if(last_print_et_minute = 0,
'no trading',
concat(leftPad(toString(intDiv(last_print_et_minute, 60)), 2, '0'), ':',
leftPad(toString(modulo(last_print_et_minute, 60)), 2, '0'))) AS last_print_et
FROM
(
SELECT toDate('2025-11-24') + arrayJoin(range(12)) AS day
) AS cal
LEFT JOIN
(
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS d,
min(toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) AS first_minute,
max(toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) AS last_minute
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= '2025-11-24 00:00:00'
AND window_start < '2025-12-06 06:00:00'
GROUP BY d
) AS t ON t.d = cal.day
ORDER BY cal.day
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