STRASMORE/EXPLORE 2,170 QUERIES

Every Friday of 2026 through July, shortest session first

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 2026-08-22, from Options Expiration Calendar 2026: All 12 Dates.

as of series 31×4read in context →
Every Friday of 2026 through July, shortest session first — 31 rows by 4 columns, computed from US exchange, SIP and OPRA data.
session_datesession_labelfriday_typeregular_session_bars
2026-04-03Apr 3other Friday0
2026-06-19Jun 19third Friday0
2026-07-03Jul 3other Friday0
2026-01-02Jan 2other Friday390
2026-01-09Jan 9other Friday390
2026-01-16Jan 16third Friday390
2026-01-23Jan 23other Friday390
2026-01-30Jan 30other Friday390
2026-02-06Feb 6other Friday390
2026-02-13Feb 13other Friday390
2026-02-20Feb 20third Friday390
2026-02-27Feb 27other Friday390
2026-03-06Mar 6other Friday390
2026-03-13Mar 13other Friday390
2026-03-20Mar 20third Friday390
2026-03-27Mar 27other Friday390
2026-04-10Apr 10other Friday390
2026-04-17Apr 17third Friday390
2026-04-24Apr 24other Friday390
2026-05-01May 1other Friday390
2026-05-08May 8other Friday390
2026-05-15May 15third Friday390
2026-05-22May 22other Friday390
2026-05-29May 29other Friday390
2026-06-05Jun 5other Friday390
2026-06-12Jun 12other Friday390
2026-06-26Jun 26other Friday390
2026-07-10Jul 10other Friday390
2026-07-17Jul 17third Friday390
2026-07-24Jul 24other Friday390
2026-07-31Jul 31other Friday390
Rows × columns
31 × 4
Period covered
to
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 Every Friday of 2026 through July, shortest session first, derived from the stored result.
ColumnTypeRangeNotes
session_date date 2026-01-02 to 2026-07-31
session_label text 31 distinct values (Apr 10, Apr 17, Apr 24…)
friday_type text 2 distinct values (other Friday, third Friday)
regular_session_bars number 0 to 390

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
    toString(cal.day)                                                         AS session_date,
    concat(formatDateTime(cal.day, '%b '), toString(toDayOfMonth(cal.day)))   AS session_label,
    if(toDayOfMonth(cal.day) BETWEEN 15 AND 21, 'third Friday', 'other Friday') AS friday_type,
    toUInt32(ifNull(tape.bars, 0))                                            AS regular_session_bars
FROM
(
    SELECT toDate('2026-01-01') + arrayJoin(range(212)) AS day
) AS cal
LEFT JOIN
(
    SELECT
        toDate(toTimeZone(window_start, 'America/New_York')) AS d,
        count()                                              AS bars
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= toDateTime('2026-01-01 00:00:00')
      AND window_start <  toDateTime('2026-08-02 00:00:00')
      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 d
) AS tape ON tape.d = cal.day
WHERE toDayOfWeek(cal.day) = 5
ORDER BY regular_session_bars ASC, cal.day ASC

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