virada_marco
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.
| session_date | abertura_brasilia | fechamento_brasilia | abertura_minuto_brasilia |
|---|---|---|---|
| 2025-03-03 | 11:30 | 18:00 | 690 |
| 2025-03-04 | 11:30 | 18:00 | 690 |
| 2025-03-05 | 11:30 | 18:00 | 690 |
| 2025-03-06 | 11:30 | 18:00 | 690 |
| 2025-03-07 | 11:30 | 18:00 | 690 |
| 2025-03-10 | 10:30 | 17:00 | 630 |
| 2025-03-11 | 10:30 | 17:00 | 630 |
| 2025-03-12 | 10:30 | 17:00 | 630 |
| 2025-03-13 | 10:30 | 17:00 | 630 |
| 2025-03-14 | 10:30 | 17:00 | 630 |
- Rows × columns
- 10 × 4
- Period covered
- to
- 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 |
|---|---|---|---|
session_date |
date | 2025-03-03 to 2025-03-14 | |
abertura_brasilia |
text | 2 distinct values (10:30, 11:30) | |
fechamento_brasilia |
text | 2 distinct values (17:00, 18:00) | |
abertura_minuto_brasilia |
number | 630 to 690 |
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 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('2025-03-03 00:00:00', 'UTC')
AND window_start < toDateTime('2025-03-15 00:00:00', 'UTC')
)
SELECT
toString(toDate(ny)) AS session_date,
formatDateTime(minIf(bsb, et_minuto >= 570 AND et_minuto < 960), '%H:%i') AS abertura_brasilia,
formatDateTime(maxIf(bsb, et_minuto >= 570 AND et_minuto < 960)
+ toIntervalMinute(1), '%H:%i') AS fechamento_brasilia,
toHour(minIf(bsb, et_minuto >= 570 AND et_minuto < 960)) * 60
+ toMinute(minIf(bsb, et_minuto >= 570 AND et_minuto < 960)) AS abertura_minuto_brasilia
FROM bars
GROUP BY toDate(ny)
HAVING countIf(et_minuto >= 570 AND et_minuto < 960) > 0
ORDER BY session_date
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