STRASMORE/EXPLORE 3,127 QUERIES

Trading sessions over the trailing year, counted from the SPY tape

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 2026-10-04, from Stock Market Hours: Open 9:30, Close 4:00 ET.

as of scalar 1×7read in context →
trading days
254
full length sessions
252
shortened sessions
2
irregular sessions
0
weekend sessions
0
first session
2025-09-29
last session
2026-10-01
Rows × columns
1 × 7
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 Trading sessions over the trailing year, counted from the SPY tape, derived from the stored result.
ColumnTypeRangeNotes
trading_days number every row is 254
full_length_sessions number every row is 252
shortened_sessions number every row is 2
irregular_sessions number every row is 0
weekend_sessions number every row is 0
first_session date 2025-09-29
last_session date 2026-10-01

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
    count()                              AS trading_days,
    countIf(rth_bars >= 380)             AS full_length_sessions,
    countIf(rth_bars <= 240)             AS shortened_sessions,
    countIf(rth_bars > 240 AND rth_bars < 380) AS irregular_sessions,
    countIf(is_weekend)                  AS weekend_sessions,
    toString(min(d))                     AS first_session,
    toString(max(d))                     AS last_session
FROM
(
    SELECT
        toDate(toTimeZone(window_start, 'America/New_York')) AS d,
        toDayOfWeek(toDate(toTimeZone(window_start, 'America/New_York'))) >= 6 AS is_weekend,
        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() - 370
      AND window_start < today() - 2
    GROUP BY d, is_weekend
    HAVING rth_bars > 0
)
⌘/Ctrl + Enter

Work with this data in your AI assistant

Opens ready to query, with this page's data. Free, no account.

Claude ChatGPT Gemini Muse Your own agent
More from this analysisStock Market Hours: Open 9:30, Close 4:00 ET
A full trading day on the SPY tape, split by session window (recent full-length session) scalar 1×15 → The most recent early-close session on the SPY tape, split by session window scalar 1×13 → SPY volume by half hour, premarket through after-hours (same session, ET clock) table 32×2 → SPY volume by half hour on the early-close session, premarket through the shortened after-hours (ET clock) table 26×2 → Upcoming US stock market holidays and early closes, from the exchange calendar series 12×6 → Single-name vs. ETF options at the 4:00 p.m. bell: AAPL and SPY options trades around the close (same session) series 2×6 → See all 3,127 queries →