STRASMORE/EXPLORE 2,170 QUERIES

Recently-passed weekday closures, recovered from the SPY tape

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.

as of series 4×3read in context →
Recently-passed weekday closures, recovered from the SPY tape — 4 rows by 3 columns, computed from US exchange, SIP and OPRA data.
session_dateweekdayregular_session_bars
2026-04-03Fri0
2026-05-25Mon0
2026-06-19Fri0
2026-07-03Fri0
Rows × columns
4 × 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 Recently-passed weekday closures, recovered from the SPY tape, derived from the stored result.
ColumnTypeRangeNotes
session_date date 2026-04-03 to 2026-07-03
weekday date Fri to Mon
regular_session_bars number every row is 0

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.

the exact SQL behind every number 
SELECT
    toString(cal.day)                    AS session_date,
    formatDateTime(cal.day, '%a')        AS weekday,
    toUInt32(ifNull(t.bars, 0))          AS regular_session_bars
FROM
(
    SELECT today() - 150 + arrayJoin(range(146)) 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() - 150
      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 cal.day <= today() - 5
  AND ifNull(t.bars, 0) = 0
ORDER BY cal.day

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