STRASMORE/EXPLORE 2,170 QUERIES

Session check: SPY's observed minute-bar span, and the July 3 closure on the 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 2026-07-26, from Market Recap: July 2, 2026, The Day in Numbers.

as of scalar 1×6read in context →
first spy bar et
04:00
last spy bar et
19:59
spy minute bars
886
regular session bars
390
day sessions
1
jul3 spy bars
0
Rows × columns
1 × 6
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 Session check: SPY's observed minute-bar span, and the July 3 closure on the tape, derived from the stored result.
ColumnTypeRangeNotes
first_spy_bar_et text 1 distinct value (04:00)
last_spy_bar_et text 1 distinct value (19:59)
spy_minute_bars number every row is 886
regular_session_bars number every row is 390
day_sessions number every row is 1
jul3_spy_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
    formatDateTime(min(toTimeZone(window_start, 'America/New_York')), '%H:%i') AS first_spy_bar_et,
    formatDateTime(max(toTimeZone(window_start, 'America/New_York')), '%H:%i') AS last_spy_bar_et,
    count() AS spy_minute_bars,
    countIf(window_start >= '2026-07-02 13:30:00' AND window_start < '2026-07-02 20:00:00') AS regular_session_bars,
    uniqExactIf(toDate(toTimeZone(window_start, 'America/New_York')), window_start >= '2026-07-02 13:30:00' AND window_start < '2026-07-02 20:00:00') AS day_sessions,
    (SELECT count() FROM global_markets.delayed_stocks_minute_aggs
     WHERE ticker = 'SPY' AND window_start >= '2026-07-03 00:00:00' AND window_start < '2026-07-04 00:00:00') AS jul3_spy_bars
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY' AND window_start >= '2026-07-02 00:00:00' AND window_start < '2026-07-03 00:00:00'

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The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisMarket Recap: July 2, 2026, The Day in Numbers
One row for the whole options day: volume, same-day expiry, the holiday-shifted week, and the July monthly scalar 1×19 → After the holiday: the next session, its ex-dividends and splits, the next scheduled closure, and the short-interest lag scalar 1×9 → The receipt: the July 2 treasury print is on file scalar 1×2 → SPY and QQQ ranked against the trailing month of sessions (rank 1 = biggest absolute move) scalar 1×7 → Was liquidity unusual? SPY's regular-hours median spread vs the trailing month of sessions scalar 1×6 → Stocks NBBO update count: July 2 vs July 1, with named-ticker updates (millions) scalar 1×6 → See all 2,170 queries →