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.
| label | interlisted_volume_pct | interlisted_prints_pct | us_only_volume_pct |
|---|---|---|---|
| Boxing Day | 26.6 | 36.3 | 39.6 |
| Thanksgiving (CA) | 43.1 | 56.9 | 82.9 |
| Canada Day | 49.8 | 65.8 | 101.2 |
| Victoria Day | 56.6 | 76.9 | 92.8 |
| Civic Holiday | 80.8 | 77 | 84.5 |
- Rows × columns
- 5 × 4
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
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.
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
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
Work with this data in your AI assistant
Opens ready to query, with this page's data. Free, no account.