Minute bars and volume per session: early closes against full sessions, Nov-Dec 2025
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 2026-09-27, from Mutual Fund Cutoffs on Early-Close Days.
| category | sessions | avg_minute_bars | avg_volume_millions |
|---|---|---|---|
| Early close 1 p.m. | 2 | 211 | 37.1 |
| Full session 4 p.m. | 27 | 390 | 69.8 |
- Rows × columns
- 2 × 4
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
category |
text | 2 distinct values (Early close 1 p.m., Full session 4 p.m.) | |
sessions |
number | 2 to 27 | |
avg_minute_bars |
number | 211 to 390 | |
avg_volume_millions |
number | 37.1 to 69.8 | count |
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.
WITH day_totals AS
(
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
count() AS regular_bars,
sum(volume) AS regular_volume
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= '2025-11-20 00:00:00'
AND window_start < '2026-01-03 06:00:00'
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 et_date
)
SELECT
if(regular_bars < 300, 'Early close 1 p.m.', 'Full session 4 p.m.') AS category,
count() AS sessions,
round(avg(regular_bars)) AS avg_minute_bars,
round(avg(regular_volume) / 1e6, 1) AS avg_volume_millions
FROM day_totals
GROUP BY category
ORDER BY avg_minute_bars
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