sessoes_da_virada

Name: sessoes_da_virada
Creator: Strasmore
Published: 2026-10-03
License: https://www.strasmore.com/terms/

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 2026-10-03, from us-daylight-saving-switch-brasilia-time.

as of 2026-10-03 table 4×7read in context →

sessoes_da_virada — 4 rows by 7 columns, computed 2026-10-03 from US exchange, SIP and OPRA data.
sessao_rotulo	pre_market_inicio_bsb	abertura_regular_bsb	fechamento_regular_bsb	after_market_fim_bsb	pre_market_minuto_bsb	after_market_minuto_bsb
01/11/2024 verão	05:00	10:30	17:00	21:00	300	1260
04/11/2024 padrão	06:00	11:30	18:00	22:00	360	1320
31/10/2025 verão	05:00	10:30	17:00	21:00	300	1260
03/11/2025 padrão	06:00	11:30	18:00	22:00	360	1320

Rows × columns: 4 × 7
Computed: 2026-10-03
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 sessoes_da_virada, derived from the stored result.
Column	Type	Range
`sessao_rotulo`	text	4 distinct values
`pre_market_inicio_bsb`	text	2 distinct values (05:00, 06:00)
`abertura_regular_bsb`	text	2 distinct values (10:30, 11:30)
`fechamento_regular_bsb`	text	2 distinct values (17:00, 18:00)
`after_market_fim_bsb`	text	2 distinct values (21:00, 22:00)
`pre_market_minuto_bsb`	number	300 to 360
`after_market_minuto_bsb`	number	1,260 to 1,320

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 2026-10-03, 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 bars AS
(
    SELECT
        toTimeZone(window_start, 'America/New_York')  AS ny,
        toTimeZone(window_start, 'America/Sao_Paulo') AS bsb,
        toHour(toTimeZone(window_start, 'America/New_York')) * 60
            + toMinute(toTimeZone(window_start, 'America/New_York')) AS et_minuto
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= toDateTime('2024-11-01 00:00:00', 'UTC')
      AND window_start <  toDateTime('2025-11-04 06:00:00', 'UTC')
      AND toDate(toTimeZone(window_start, 'America/New_York'))
          IN ('2024-11-01', '2024-11-04', '2025-10-31', '2025-11-03')
)
SELECT
    concat(
        formatDateTime(toDate(ny), '%d/%m/%Y'), ' ',
        if(any(timeZoneOffset(ny)) = -14400, 'verão', 'padrão')
    )                                                                            AS sessao_rotulo,
    formatDateTime(min(bsb), '%H:%i')                                            AS pre_market_inicio_bsb,
    formatDateTime(minIf(bsb, et_minuto >= 570 AND et_minuto < 960), '%H:%i')    AS abertura_regular_bsb,
    formatDateTime(maxIf(bsb, et_minuto >= 570 AND et_minuto < 960)
                   + toIntervalMinute(1), '%H:%i')                               AS fechamento_regular_bsb,
    formatDateTime(max(bsb) + toIntervalMinute(1), '%H:%i')                      AS after_market_fim_bsb,
    toHour(min(bsb)) * 60 + toMinute(min(bsb))                                   AS pre_market_minuto_bsb,
    toHour(max(bsb) + toIntervalMinute(1)) * 60
        + toMinute(max(bsb) + toIntervalMinute(1))                               AS after_market_minuto_bsb
FROM bars
WHERE et_minuto >= 240 AND et_minuto < 1200
GROUP BY toDate(ny)
HAVING countIf(et_minuto >= 570 AND et_minuto < 960) > 0
ORDER BY toDate(ny)

SQL to run

WITH bars AS
(
    SELECT
        toTimeZone(window_start, 'America/New_York')  AS ny,
        toTimeZone(window_start, 'America/Sao_Paulo') AS bsb,
        toHour(toTimeZone(window_start, 'America/New_York')) * 60
            + toMinute(toTimeZone(window_start, 'America/New_York')) AS et_minuto
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= toDateTime('2024-11-01 00:00:00', 'UTC')
      AND window_start <  toDateTime('2025-11-04 06:00:00', 'UTC')
      AND toDate(toTimeZone(window_start, 'America/New_York'))
          IN ('2024-11-01', '2024-11-04', '2025-10-31', '2025-11-03')
)
SELECT
    concat(
        formatDateTime(toDate(ny), '%d/%m/%Y'), ' ',
        if(any(timeZoneOffset(ny)) = -14400, 'verão', 'padrão')
    )                                                                            AS sessao_rotulo,
    formatDateTime(min(bsb), '%H:%i')                                            AS pre_market_inicio_bsb,
    formatDateTime(minIf(bsb, et_minuto >= 570 AND et_minuto < 960), '%H:%i')    AS abertura_regular_bsb,
    formatDateTime(maxIf(bsb, et_minuto >= 570 AND et_minuto < 960)
                   + toIntervalMinute(1), '%H:%i')                               AS fechamento_regular_bsb,
    formatDateTime(max(bsb) + toIntervalMinute(1), '%H:%i')                      AS after_market_fim_bsb,
    toHour(min(bsb)) * 60 + toMinute(min(bsb))                                   AS pre_market_minuto_bsb,
    toHour(max(bsb) + toIntervalMinute(1)) * 60
        + toMinute(max(bsb) + toIntervalMinute(1))                               AS after_market_minuto_bsb
FROM bars
WHERE et_minuto >= 240 AND et_minuto < 1200
GROUP BY toDate(ny)
HAVING countIf(et_minuto >= 570 AND et_minuto < 960) > 0
ORDER BY toDate(ny)

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