session_gaps
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 2026-09-28, from mutual-fund-exchange-vs-sell-and-buy.
| gap_label | session_pairs | share_pct |
|---|---|---|
| 1 calendar day | 214 | 78.4 |
| 2 calendar days | 3 | 1.1 |
| 3 calendar days | 48 | 17.6 |
| 4 calendar days | 8 | 2.9 |
- Rows × columns
- 4 × 3
- 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 |
|---|---|---|---|
gap_label |
text | 4 distinct values | |
session_pairs |
number | 3 to 214 | |
share_pct |
number | 1.1 to 78.4 | percent |
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.
SELECT
concat(toString(gap_days), ' calendar day', if(gap_days = 1, '', 's')) AS gap_label,
count() AS session_pairs,
round(100 * count() / sum(count()) OVER (), 1) AS share_pct
FROM
(
SELECT arrayJoin(arrayDifference(arraySort(groupArray(session_day)))) AS gap_days
FROM
(
SELECT DISTINCT dateDiff('day', toDate('2000-01-01'), date) AS session_day
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SPY'
AND date >= today() - 400
AND date <= today() - 3
)
)
WHERE gap_days > 0
GROUP BY gap_days
ORDER BY gap_days
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