STRASMORE/EXPLORE 3,256 QUERIES

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.

as of series 18×3read in context →
US trading sessions per month, January 2025 through June 2026 — 18 rows by 3 columns, computed from US exchange, SIP and OPRA data.
monthmonth_labelsessions
2025-01January 202520
2025-02February 202519
2025-03March 202521
2025-04April 202521
2025-05May 202521
2025-06June 202520
2025-07July 202522
2025-08August 202521
2025-09September 202521
2025-10October 202523
2025-11November 202519
2025-12December 202522
2026-01January 202620
2026-02February 202619
2026-03March 202622
2026-04April 202621
2026-05May 202620
2026-06June 202621
Rows × columns
18 × 3
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 US trading sessions per month, January 2025 through June 2026, derived from the stored result.
ColumnTypeRangeNotes
month text 18 distinct values (2025-01, 2025-02, 2025-03…)
month_label text 18 distinct values (April 2025, April 2026, August 2025…)
sessions number 19 to 23

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.

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
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