STRASMORE/EXPLORE 3,293 QUERIES

Regular-session minutes in the last two weeks of December 2025 (SPY)

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 2026-10-16, from Tax-Loss Harvesting Deadlines: The Real Dates.

as of series 12×5read in context →
Regular-session minutes in the last two weeks of December 2025 (SPY) — 12 rows by 5 columns, computed from US exchange, SIP and OPRA data.
session_datesession_labelweekdayregular_minutesfull_session_pct
2025-12-15Dec 15, 2025Mon390100
2025-12-16Dec 16, 2025Tue390100
2025-12-17Dec 17, 2025Wed390100
2025-12-18Dec 18, 2025Thu390100
2025-12-19Dec 19, 2025Fri390100
2025-12-22Dec 22, 2025Mon390100
2025-12-23Dec 23, 2025Tue390100
2025-12-24Dec 24, 2025Wed21154.1
2025-12-26Dec 26, 2025Fri390100
2025-12-29Dec 29, 2025Mon390100
2025-12-30Dec 30, 2025Tue390100
2025-12-31Dec 31, 2025Wed390100
Rows × columns
12 × 5
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 Regular-session minutes in the last two weeks of December 2025 (SPY), derived from the stored result.
ColumnTypeRangeNotes
session_date date 2025-12-15 to 2025-12-31
session_label text 12 distinct values (Dec 15, 2025, Dec 16, 2025, Dec 17, 2025…)
weekday text 5 distinct values (Fri, Mon, Thu…)
regular_minutes number 211 to 390
full_session_pct number 54.1 to 100 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.

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(d)                            AS session_date,
    formatDateTime(d, '%b %e, %Y')         AS session_label,
    formatDateTime(d, '%a')                AS weekday,
    toUInt32(bars)                         AS regular_minutes,
    round(toFloat64(bars) / 390 * 100, 1)  AS full_session_pct
FROM
(
    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 >= '2025-12-14 00:00:00'
      AND window_start <  '2026-01-01 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
)
ORDER BY d
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