STRASMORE/EXPLORE 2,170 QUERIES

The most recent early-close session on the SPY tape, split by session window

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 Stock Market Hours: Open 9:30, Close 4:00 ET.

as of scalar 1×13read in context →
session date
2025-12-24
weekday
Wednesday
morning session bars
210
last bar et
16:59
last bar minute of day
1,019
total shares m
35.6
premarket pct
1.3
regular pct
95.5
post close 30min pct
3.1
evening pct
0.1
first 30min pct
12.2
last 30min pct
23.8
close minus open pct
11.6
Rows × columns
1 × 13
Period covered
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 The most recent early-close session on the SPY tape, split by session window, derived from the stored result.
ColumnTypeRangeNotes
session_date date 2025-12-24
weekday date Wednesday
morning_session_bars number every row is 210
last_bar_et text 1 distinct value (16:59)
last_bar_minute_of_day number every row is 1,019
total_shares_m number every row is 35.6 count
premarket_pct number every row is 1.3 percent
regular_pct number every row is 95.5 percent
post_close_30min_pct number every row is 3.1 percent
evening_pct number every row is 0.1 percent
first_30min_pct number every row is 12.2 percent
last_30min_pct number every row is 23.8 percent
close_minus_open_pct number every row is 11.6 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.

the exact SQL behind every number 
WITH
(
    SELECT max(d)
    FROM
    (
        SELECT
            toDate(toTimeZone(window_start, 'America/New_York')) AS d,
            countIf((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) AS rth_bars
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'SPY'
          AND window_start >= today() - 400
          AND window_start < today() - 2
        GROUP BY d
        HAVING rth_bars >= 150 AND rth_bars <= 240
    )
) AS half_day
SELECT
    toString(half_day)                          AS session_date,
    formatDateTime(half_day, '%W')              AS weekday,
    countIf(et_min >= 570 AND et_min < 780)     AS morning_session_bars,
    formatDateTime(max(et_ts), '%H:%i')         AS last_bar_et,
    max(et_min)                                 AS last_bar_minute_of_day,
    round(sum(volume) / 1e6, 1)                 AS total_shares_m,
    round(100.0 * sumIf(volume, et_min < 570) / sum(volume), 1)                    AS premarket_pct,
    round(100.0 * sumIf(volume, et_min >= 570 AND et_min < 780) / sum(volume), 1)  AS regular_pct,
    round(100.0 * sumIf(volume, et_min >= 780 AND et_min < 810) / sum(volume), 1)  AS post_close_30min_pct,
    round(100.0 * sumIf(volume, et_min >= 810) / sum(volume), 1)                   AS evening_pct,
    round(100.0 * sumIf(volume, et_min >= 570 AND et_min < 600) / sum(volume), 1)  AS first_30min_pct,
    round(100.0 * sumIf(volume, et_min >= 750 AND et_min < 780) / sum(volume), 1)  AS last_30min_pct,
    round(100.0 * sumIf(volume, et_min >= 750 AND et_min < 780) / sum(volume)
        - 100.0 * sumIf(volume, et_min >= 570 AND et_min < 600) / sum(volume), 1)  AS close_minus_open_pct
FROM
(
    SELECT
        volume,
        toTimeZone(window_start, 'America/New_York') AS et_ts,
        toHour(toTimeZone(window_start, 'America/New_York')) * 60
        + toMinute(toTimeZone(window_start, 'America/New_York')) AS et_min
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= today() - 400
      AND toDate(toTimeZone(window_start, 'America/New_York')) = half_day
)

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The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

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