upcoming_early_closes
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.
| early_close_label | holiday | session_ends_et | days_away |
|---|---|---|---|
| Fri Nov 27, 2026 | Thanksgiving | 01:00 PM | 65 |
| Thu Dec 24, 2026 | Christmas | 01:00 PM | 92 |
- Rows × columns
- 2 × 4
- 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 |
|---|---|---|---|
early_close_label |
text | 2 distinct values (Fri Nov 27, 2026, Thu Dec 24, 2026) | |
holiday |
text | 2 distinct values (Christmas, Thanksgiving) | |
session_ends_et |
text | 1 distinct value (01:00 PM) | |
days_away |
number | 65 to 92 |
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
concat(formatDateTime(date, '%a %b '), toString(toDayOfMonth(date)), ', ', toString(toYear(date))) AS early_close_label,
any(name) AS holiday,
any(formatDateTime(toTimeZone(close, 'America/New_York'), '%I:%i %p')) AS session_ends_et,
dateDiff('day', today(), date) AS days_away
FROM global_markets.stocks_market_holidays
WHERE date >= today()
AND status = 'early-close'
GROUP BY date
ORDER BY date
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