calendar_gaps
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 2026-09-23, from do-mutual-funds-trade-on-holidays.
| last_session_before | reopen_session | calendar_gap |
|---|---|---|
| Fri Jan 16 | Tue Jan 20 | 4 |
| Fri Feb 13 | Tue Feb 17 | 4 |
| Thu Apr 2 | Mon Apr 6 | 4 |
| Fri May 22 | Tue May 26 | 4 |
| Thu Jun 18 | Mon Jun 22 | 4 |
| Thu Jul 2 | Mon Jul 6 | 4 |
| Fri Sep 4 | Tue Sep 8 | 4 |
- Rows × columns
- 7 × 3
- 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 |
|---|---|---|---|
last_session_before |
text | 7 distinct values (Fri Feb 13, Fri Jan 16, Fri May 22…) | |
reopen_session |
text | 7 distinct values (Mon Apr 6, Mon Jul 6, Mon Jun 22…) | |
calendar_gap |
number | every row is 4 |
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.
WITH sessions AS
(
SELECT date AS d
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SPY'
AND date >= '2026-01-01'
AND date < '2026-09-23'
GROUP BY d
)
SELECT
concat(formatDateTime(g.prev, '%a %b '), toString(toDayOfMonth(g.prev))) AS last_session_before,
concat(formatDateTime(g.d, '%a %b '), toString(toDayOfMonth(g.d))) AS reopen_session,
dateDiff('day', g.prev, g.d) AS calendar_gap
FROM
(
SELECT
d,
lagInFrame(d, 1) OVER (ORDER BY d ASC) AS prev
FROM sessions
) AS g
WHERE g.prev >= toDate('2026-01-01')
AND dateDiff('day', g.prev, g.d) > 3
ORDER BY g.d
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