STRASMORE/EXPLORE 2,595 QUERIES

dax_settlement_clock

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 2026-09-25, from dax-options-settlement-price.

as of table 3×5read in context →
dax_settlement_clock — 3 rows by 5 columns, computed from US exchange, SIP and OPRA data.
series_codelast_trading_cetsettlement_auction_cetsettlement_hour_cethours_after_odax_print
ODAX monthly13:00Xetra intraday auction130
ODAX weekly13:00Xetra intraday auction130
ODAP daily17:30Xetra closing auction17.54.5
Rows × columns
3 × 5
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 dax_settlement_clock, derived from the stored result.
ColumnTypeRangeNotes
series_code text 3 distinct values (ODAP daily, ODAX monthly, ODAX weekly)
last_trading_cet text 2 distinct values (13:00, 17:30)
settlement_auction_cet text 2 distinct values
settlement_hour_cet number 13 to 17.5
hours_after_odax_print number 0 to 4.5

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
    series             AS series_code,
    last_trading_time  AS last_trading_cet,
    settlement_auction AS settlement_auction_cet,
    settlement_hour    AS settlement_hour_cet,
    settlement_hour - 13.0 AS hours_after_odax_print
FROM
(
    SELECT 'ODAX monthly' AS series, '13:00' AS last_trading_time, 'Xetra intraday auction' AS settlement_auction, 13.0 AS settlement_hour, 1 AS sort_order
    UNION ALL
    SELECT 'ODAX weekly',  '13:00', 'Xetra intraday auction', 13.0, 2
    UNION ALL
    SELECT 'ODAP daily',   '17:30', 'Xetra closing auction',  17.5, 3
)
ORDER BY sort_order
⌘/Ctrl + Enter

Work with this data in your AI assistant

Opens ready to query, with this page's data. Free, no account.

Related queries
The 2s10s spread, every print of the half table 124×2 → The 2s10s spread, every print of the half table 124×2 → Every half-year since 1976: the 2y and 10y change, the twist between them, and the half's lowest 2s10s print table 100×7 → SPY at one-minute resolution, 2:00–3:30 pm ET on May 6, 2010 table 90×4 → Executed volume by price level: the traded ladder (KO, 30 minutes) table 63×3 → The 2s10s spread and the 10-year through Q2, daily table 63×3 → See all 2,595 queries →