STRASMORE/EXPLORE 2,500 QUERIES

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.

as of series 7×3read in context →
calendar_gaps — 7 rows by 3 columns, computed from US exchange, SIP and OPRA data.
last_session_beforereopen_sessioncalendar_gap
Fri Jan 16Tue Jan 204
Fri Feb 13Tue Feb 174
Thu Apr 2Mon Apr 64
Fri May 22Tue May 264
Thu Jun 18Mon Jun 224
Thu Jul 2Mon Jul 64
Fri Sep 4Tue Sep 84
Rows × columns
7 × 3
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 calendar_gaps, derived from the stored result.
ColumnTypeRangeNotes
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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