STRASMORE/EXPLORE 2,170 QUERIES

US volume on five sessions when the TSX was closed and New York was open

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 2026-08-19, from TSX Trading Hours and Holidays vs NYSE.

as of ranking 5×4read in context →
US volume on five sessions when the TSX was closed and New York was open — 5 rows by 4 columns, computed from US exchange, SIP and OPRA data.
labelinterlisted_volume_pctinterlisted_prints_pctus_only_volume_pct
Boxing Day26.636.339.6
Thanksgiving (CA)43.156.982.9
Canada Day49.865.8101.2
Victoria Day56.676.992.8
Civic Holiday80.87784.5
Rows × columns
5 × 4
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 volume on five sessions when the TSX was closed and New York was open, derived from the stored result.
ColumnTypeRangeNotes
label text 5 distinct values (Boxing Day, Canada Day, Civic Holiday…)
interlisted_volume_pct number 26.6 to 80.8 percent
interlisted_prints_pct number 36.3 to 77 percent
us_only_volume_pct number 39.6 to 101.2 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 
SELECT
    multiIf(
        d.date = '2025-10-13', 'Thanksgiving (CA)',
        d.date = '2025-12-26', 'Boxing Day',
        d.date = '2026-05-18', 'Victoria Day',
        d.date = '2026-07-01', 'Canada Day',
        'Civic Holiday')                                                        AS label,
    round(100 * sumIf(d.volume, d.ticker IN ('RY','TD','BNS','BMO','ENB','TRP','CNQ','SU','CP'))
              / sumIf(b.avg_volume, d.ticker IN ('RY','TD','BNS','BMO','ENB','TRP','CNQ','SU','CP')), 1)   AS interlisted_volume_pct,
    round(100 * sumIf(d.trades, d.ticker IN ('RY','TD','BNS','BMO','ENB','TRP','CNQ','SU','CP'))
              / sumIf(b.avg_trades, d.ticker IN ('RY','TD','BNS','BMO','ENB','TRP','CNQ','SU','CP')), 1)   AS interlisted_prints_pct,
    round(100 * sumIf(d.volume, d.ticker IN ('JPM','BAC','WFC','XOM','CVX','UNP','KO','PG','CAT'))
              / sumIf(b.avg_volume, d.ticker IN ('JPM','BAC','WFC','XOM','CVX','UNP','KO','PG','CAT')), 1) AS us_only_volume_pct
FROM
(
    SELECT
        ticker,
        date,
        max(toFloat64(volume))       AS volume,
        max(toFloat64(transactions)) AS trades
    FROM global_markets.stocks_daily_aggs
    WHERE date IN ('2025-10-13','2025-12-26','2026-05-18','2026-07-01','2026-08-03')
      AND ticker IN ('RY','TD','BNS','BMO','ENB','TRP','CNQ','SU','CP',
                     'JPM','BAC','WFC','XOM','CVX','UNP','KO','PG','CAT')
    GROUP BY ticker, date
) AS d
INNER JOIN
(
    SELECT
        ticker,
        avg(volume) AS avg_volume,
        avg(trades) AS avg_trades
    FROM
    (
        SELECT
            ticker,
            date,
            max(toFloat64(volume))       AS volume,
            max(toFloat64(transactions)) AS trades
        FROM global_markets.stocks_daily_aggs
        WHERE date >= '2025-09-02'
          AND date <  '2026-08-15'
          AND date NOT IN ('2025-10-13','2025-12-26','2026-05-18','2026-07-01','2026-08-03')
          AND ticker IN ('RY','TD','BNS','BMO','ENB','TRP','CNQ','SU','CP',
                         'JPM','BAC','WFC','XOM','CVX','UNP','KO','PG','CAT')
        GROUP BY ticker, date
    )
    GROUP BY ticker
) AS b ON b.ticker = d.ticker
GROUP BY label
HAVING sumIf(b.avg_volume, d.ticker IN ('RY','TD','BNS','BMO','ENB','TRP','CNQ','SU','CP')) > 0
   AND sumIf(b.avg_volume, d.ticker IN ('JPM','BAC','WFC','XOM','CVX','UNP','KO','PG','CAT')) > 0
ORDER BY interlisted_volume_pct

Run your own version of this

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.

More from this analysisTSX Trading Hours and Holidays vs NYSE
Where US volume prints across the Eastern clock, July 2026 series 16×3 → How far Shopify's US price wanders after the 4 p.m. close, May to July 2026 series 16×3 → Upcoming US stock market holidays and early closes series 12×6 → Every upcoming NYSE closure and early close on the calendar feed, with a countdown series 12×6 → SPY across recent weekends and holiday weekends: Friday's close vs. the reopening print series 11×6 → Unscheduled closures on the tape: zero regular-session bars on an ordinary weekday series 5×4 → See all 2,170 queries →