STRASMORE/EXPLORE 2,749 QUERIES

autumn_flip

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 2026-09-28, from us-daylight-saving-switch-in-beijing-time.

as of series 12×6read in context →
autumn_flip — 12 rows by 6 columns, computed from US exchange, SIP and OPRA data.
session_datebeijing_premarketbeijing_openbeijing_closebeijing_afterhourstime_diff_hours
2025-10-2416:0021:3004:0008:0012
2025-10-2716:0021:3004:0008:0012
2025-10-2816:0021:3004:0008:0012
2025-10-2916:0021:3004:0008:0012
2025-10-3016:0021:3004:0008:0012
2025-10-3116:0021:3004:0008:0012
2025-11-0317:0022:3005:0009:0013
2025-11-0417:0022:3005:0009:0113
2025-11-0517:0022:3005:0009:0013
2025-11-0617:0022:3005:0009:0013
2025-11-0717:0022:3005:0008:0013
2025-11-1017:0022:3005:0009:0013
Rows × columns
12 × 6
Period covered
to
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 autumn_flip, derived from the stored result.
ColumnTypeRangeNotes
session_date date 2025-10-24 to 2025-11-10
beijing_premarket text 2 distinct values (16:00, 17:00)
beijing_open text 2 distinct values (21:30, 22:30)
beijing_close text 2 distinct values (04:00, 05:00)
beijing_afterhours text 3 distinct values (08:00, 09:00, 09:01)
time_diff_hours number 12 to 13

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
    toString(et_date)                                                AS session_date,
    formatDateTime(toTimeZone(pre_open, 'Asia/Shanghai'), '%H:%i')   AS beijing_premarket,
    formatDateTime(toTimeZone(reg_open, 'Asia/Shanghai'), '%H:%i')   AS beijing_open,
    formatDateTime(toTimeZone(reg_close, 'Asia/Shanghai'), '%H:%i')  AS beijing_close,
    formatDateTime(toTimeZone(post_close, 'Asia/Shanghai'), '%H:%i') AS beijing_afterhours,
    toHour(toTimeZone(reg_open, 'Asia/Shanghai'))
        - toHour(toTimeZone(reg_open, 'America/New_York'))           AS time_diff_hours
FROM
(
    SELECT
        toDate(toTimeZone(window_start, 'America/New_York'))      AS et_date,
        min(window_start)                                         AS pre_open,
        addMinutes(max(window_start), 1)                          AS post_close,
        minIf(window_start, et_minute >= 570 AND et_minute < 960) AS reg_open,
        addMinutes(maxIf(window_start, et_minute >= 570 AND et_minute < 960), 1) AS reg_close
    FROM
    (
        SELECT
            window_start,
            toHour(toTimeZone(window_start, 'America/New_York')) * 60
                + toMinute(toTimeZone(window_start, 'America/New_York')) AS et_minute
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'SPY'
          AND window_start >= toDateTime('2025-10-24 06:00:00', 'UTC')
          AND window_start <  toDateTime('2025-11-11 06:00:00', 'UTC')
    )
    GROUP BY et_date
    HAVING countIf(et_minute >= 570 AND et_minute < 960) > 0
)
ORDER BY session_date
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