Regular trading sessions over the trailing year

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 2026-08-25, from Stock Market Holidays 2026–2027: NYSE & Nasdaq.

Rows × columns

1 × 3

Period covered

2025-08-20

Computed

2026-08-25

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

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 2026-08-25, and the query below is what returned them.

SELECT
    count()             AS trading_days,
    toString(min(d))    AS first_session,
    toString(max(d))    AS last_session
FROM
(
    SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS d
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= today() - 370
      AND window_start <  today() - 4
      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
)