STRASMORE/EXPLORE 3,171 QUERIES

jours_paris_fermee

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 2026-10-07, from euronext-paris-vs-us-market-holidays.

as of series 5×4read in context →
jours_paris_fermee — 5 rows by 4 columns, computed from US exchange, SIP and OPRA data.
seance_dateferie_parisbarres_seance_usvolume_millions
2025-04-21lundi de Pâques 202539061.1
2025-05-011er mai 202539051.8
2025-12-26lendemain de Noël 202539037.4
2026-04-06lundi de Pâques 202639032.5
2026-05-011er mai 202639035.8
Rows × columns
5 × 4
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 jours_paris_fermee, derived from the stored result.
ColumnTypeRangeNotes
seance_date date 2025-04-21 to 2026-05-01
ferie_paris text 5 distinct values
barres_seance_us number every row is 390
volume_millions number 32.5 to 61.1 count

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(d)                                      AS seance_date,
    multiIf(d = toDate('2025-04-21'), 'lundi de Pâques 2025',
            d = toDate('2025-05-01'), '1er mai 2025',
            d = toDate('2025-12-26'), 'lendemain de Noël 2025',
            d = toDate('2026-04-06'), 'lundi de Pâques 2026',
                                      '1er mai 2026') AS ferie_paris,
    toUInt32(bars)                                   AS barres_seance_us,
    round(volume_total / 1e6, 1)                     AS volume_millions
FROM
(
    SELECT
        toDate(toTimeZone(window_start, 'America/New_York')) AS d,
        count()                                              AS bars,
        sum(toFloat64(volume))                               AS volume_total
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= toDateTime('2025-04-20 00:00:00')
      AND window_start <  toDateTime('2026-05-02 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
)
WHERE d IN (toDate('2025-04-21'), toDate('2025-05-01'), toDate('2025-12-26'),
            toDate('2026-04-06'), toDate('2026-05-01'))
ORDER BY d
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