STRASMORE/EXPLORE 3,171 QUERIES

seances_anormales_us

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 12×4read in context →
seances_anormales_us — 12 rows by 4 columns, computed from US exchange, SIP and OPRA data.
seance_datejour_libellebarres_seance_usstatut_us
2025-11-2727/11/20250fermeture totale
2025-11-2828/11/2025211clôture anticipée
2025-12-2424/12/2025211clôture anticipée
2025-12-2525/12/20250fermeture totale
2026-01-0101/01/20260fermeture totale
2026-01-1919/01/20260fermeture totale
2026-02-1616/02/20260fermeture totale
2026-04-0303/04/20260fermeture totale
2026-05-2525/05/20260fermeture totale
2026-06-1919/06/20260fermeture totale
2026-07-0303/07/20260fermeture totale
2026-09-0707/09/20260fermeture totale
Rows × columns
12 × 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 seances_anormales_us, derived from the stored result.
ColumnTypeRangeNotes
seance_date date 2025-11-27 to 2026-09-07
jour_libelle text 12 distinct values (01/01/2026, 03/04/2026, 03/07/2026…)
barres_seance_us number 0 to 211
statut_us text 2 distinct values (clôture anticipée, fermeture totale)

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 seance_date,
    formatDateTime(cal.day, '%d/%m/%Y')    AS jour_libelle,
    toUInt32(ifNull(t.bars, 0))            AS barres_seance_us,
    if(ifNull(t.bars, 0) = 0,
       'fermeture totale',
       'clôture anticipée')                AS statut_us
FROM
(
    SELECT today() - 365 + arrayJoin(range(360)) 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 >= today() - 366
      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
  AND ifNull(t.bars, 0) < 300
ORDER BY cal.day
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