US trading sessions per month, January 2025 through June 2026

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 2026-08-01, from Pattern Day Trader Rule: What Replaced It.

Rows × columns

18 × 3

Period covered

2025-01 to 2026-06

Computed

2026-08-01

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

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 2026-08-01, and the query below is what returned them.

WITH trading_days AS (
    SELECT DISTINCT toDate(toTimeZone(window_start, 'America/New_York')) AS session_date
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= toDateTime('2025-01-01 05:00:00')
      AND window_start < toDateTime('2026-07-01 04:00:00')
)
SELECT formatDateTime(toStartOfMonth(session_date), '%Y-%m') AS month,
       formatDateTimeInJodaSyntax(toStartOfMonth(session_date), 'MMMM yyyy') AS month_label,
       count() AS sessions
FROM trading_days
GROUP BY month, month_label
ORDER BY month