early_closes
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 2026-09-25, from mutual-fund-order-cutoff-times-by-broker.
| session_date | session_label | weekday | last_bar_et | session_minutes |
|---|---|---|---|---|
| 2024-07-03 | Jul 3, 2024 | Wed | 13:00 | 211 |
| 2024-11-29 | Nov 29, 2024 | Fri | 13:00 | 211 |
| 2024-12-24 | Dec 24, 2024 | Tue | 13:00 | 211 |
| 2025-07-03 | Jul 3, 2025 | Thu | 13:00 | 211 |
| 2025-11-28 | Nov 28, 2025 | Fri | 13:00 | 211 |
| 2025-12-24 | Dec 24, 2025 | Wed | 13:00 | 211 |
- Rows × columns
- 6 × 5
- Period covered
- to
- 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 |
|---|---|---|---|
session_date |
date | 2024-07-03 to 2025-12-24 | |
session_label |
text | 6 distinct values (Dec 24, 2024, Dec 24, 2025, Jul 3, 2024…) | |
weekday |
text | 4 distinct values (Fri, Thu, Tue…) | |
last_bar_et |
text | 1 distinct value (13:00) | |
session_minutes |
number | every row is 211 |
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
toString(session_day) AS session_date,
session_label,
weekday,
last_bar_et,
session_minutes
FROM
(
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS session_day,
formatDateTime(min(toTimeZone(window_start, 'America/New_York')), '%b %e, %Y') AS session_label,
formatDateTime(min(toTimeZone(window_start, 'America/New_York')), '%a') AS weekday,
formatDateTime(max(toTimeZone(window_start, 'America/New_York')), '%H:%i') AS last_bar_et,
toUInt32(count()) AS session_minutes
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2024-01-01 00:00:00')
AND window_start < today() - 2
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 session_day
HAVING session_minutes BETWEEN 60 AND 330
)
ORDER BY session_day
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