STRASMORE/EXPLORE 2,170 QUERIES

Session verification: first/last SPY bar ET, regular-bar count, holiday receipts, next closure

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 2026-08-01, from Market Recap: July 29, 2026, The Day in Numbers.

as of scalar 1×7read in context →
first spy bar et
04:00
last spy bar et
19:59
regular session bars
390
day sessions
1
jul29 holiday rows
0
next closure date
2026-09-07
next closure name
Labor Day
Rows × columns
1 × 7
Period covered
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 verification: first/last SPY bar ET, regular-bar count, holiday receipts, next closure, 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)
regular_session_bars number every row is 390
day_sessions number every row is 1
jul29_holiday_rows number every row is 0
next_closure_date date 2026-09-07
next_closure_name text 1 distinct value (Labor Day)

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,
    countIf(window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00') AS regular_session_bars,
    uniqExactIf(toDate(toTimeZone(window_start, 'America/New_York')), window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00') AS day_sessions,
    (SELECT count() FROM global_markets.stocks_market_holidays WHERE date = '2026-07-29') AS jul29_holiday_rows,
    (SELECT toString(min(date)) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-29' AND date <= '2026-12-31' AND status = 'closed') AS next_closure_date,
    (SELECT argMin(name, date) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-29' AND date <= '2026-12-31' AND status = 'closed') AS next_closure_name
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY' AND window_start >= '2026-07-29 00:00:00' AND window_start < '2026-07-30 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 29, 2026, The Day in Numbers
July 30 and 31 on the calendar: closures, ex-dividends, splits, the Friday expiry, and the short-interest lag scalar 1×6 → Ex-dividends, splits, listings, news, and the July 29 SEC filing mix scalar 1×14 → SPY day move in trailing context (open-to-close, June 29 through July 29) scalar 1×4 → SPY's median spread ranked against every July session, tightest first scalar 1×4 → Stocks NBBO update count: July 29 vs July 28, with named-ticker updates (millions) scalar 1×6 → Options NBBO tape: total updates vs the stock tape, plus the SPY root slice, July 29 scalar 1×3 → See all 2,170 queries →