Scheduled early closes ahead, with the exchange close time
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 2026-11-07, from Do Mutual Funds Trade on Market Holidays?.
| early_close_label | holiday | session_ends_et | days_away |
|---|---|---|---|
| Fri Nov 27, 2026 | Thanksgiving | 01:00 PM | 20 |
| Thu Dec 24, 2026 | Christmas | 01:00 PM | 47 |
- 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 | 20 to 47 |
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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