spring_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.
| session_date | beijing_open | beijing_close | time_diff_hours |
|---|---|---|---|
| 2026-03-02 | 22:30 | 05:00 | 13 |
| 2026-03-03 | 22:30 | 05:00 | 13 |
| 2026-03-04 | 22:30 | 05:00 | 13 |
| 2026-03-05 | 22:30 | 05:00 | 13 |
| 2026-03-06 | 22:30 | 05:00 | 13 |
| 2026-03-09 | 21:30 | 04:00 | 12 |
| 2026-03-10 | 21:30 | 04:00 | 12 |
| 2026-03-11 | 21:30 | 04:00 | 12 |
| 2026-03-12 | 21:30 | 04:00 | 12 |
| 2026-03-13 | 21:30 | 04:00 | 12 |
- 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 | 2026-03-02 to 2026-03-13 | |
beijing_open |
text | 2 distinct values (21:30, 22:30) | |
beijing_close |
text | 2 distinct values (04:00, 05:00) | |
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(reg_open, 'Asia/Shanghai'), '%H:%i') AS beijing_open,
formatDateTime(toTimeZone(reg_close, 'Asia/Shanghai'), '%H:%i') AS beijing_close,
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,
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('2026-03-02 06:00:00', 'UTC')
AND window_start < toDateTime('2026-03-14 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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