session_lengths
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_type | sessions |
|---|---|
| Full session (390 minutes) | 250 |
| Shortened session (about 210 minutes) | 2 |
- Rows × columns
- 2 × 2
- 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_type |
text | 2 distinct values | |
sessions |
number | 2 to 250 |
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
session_type,
toUInt32(count()) AS sessions
FROM
(
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS session_day,
if(count() >= 380,
'Full session (390 minutes)',
'Shortened session (about 210 minutes)') AS session_type
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= today() - 370
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 count() >= 60
)
GROUP BY session_type
ORDER BY sessions DESC
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