STRASMORE/EXPLORE 2,830 QUERIES

us_thanksgiving_week

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 2026-09-30, from does-the-us-market-close-for-japanese-holidays.

as of series 7×3read in context →
us_thanksgiving_week — 7 rows by 3 columns, computed from US exchange, SIP and OPRA data.
session_datesession_labelregular_session_bars
2025-11-21Fri Nov 21390
2025-11-24Mon Nov 24390
2025-11-25Tue Nov 25390
2025-11-26Wed Nov 26390
2025-11-27Thu Nov 270
2025-11-28Fri Nov 28211
2025-12-01Mon Dec 1390
Rows × columns
7 × 3
Period covered
to
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 us_thanksgiving_week, derived from the stored result.
ColumnTypeRangeNotes
session_date date 2025-11-21 to 2025-12-01
session_label text 7 distinct values (Fri Nov 21, Fri Nov 28, Mon Dec 1…)
regular_session_bars number 0 to 390

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
    toString(cal.day)                    AS session_date,
    formatDateTime(cal.day, '%a %b %e')  AS session_label,
    toUInt32(ifNull(t.bars, 0))          AS regular_session_bars
FROM
(
    SELECT toDate('2025-11-21') + arrayJoin(range(11)) AS day
) AS cal
LEFT JOIN
(
    SELECT
        toDate(toTimeZone(window_start, 'America/New_York')) AS d,
        count()                                              AS bars
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= toDateTime('2025-11-21 00:00:00')
      AND window_start <  toDateTime('2025-12-03 00:00:00')
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
    GROUP BY d
) AS t ON t.d = cal.day
WHERE toDayOfWeek(cal.day) BETWEEN 1 AND 5
ORDER BY cal.day
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