fall_back_2025
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 2026-10-09, from us-daylight-saving-switch-lagos-time.
| session_date | day_label | weekday | open_lagos | close_lagos | open_lagos_hours | close_lagos_hours |
|---|---|---|---|---|---|---|
| 2025-10-27 | 27 Oct 2025 | Mon | 14:30 | 21:00 | 14.5 | 21 |
| 2025-10-28 | 28 Oct 2025 | Tue | 14:30 | 21:00 | 14.5 | 21 |
| 2025-10-29 | 29 Oct 2025 | Wed | 14:30 | 21:00 | 14.5 | 21 |
| 2025-10-30 | 30 Oct 2025 | Thu | 14:30 | 21:00 | 14.5 | 21 |
| 2025-10-31 | 31 Oct 2025 | Fri | 14:30 | 21:00 | 14.5 | 21 |
| 2025-11-03 | 3 Nov 2025 | Mon | 15:30 | 22:00 | 15.5 | 22 |
| 2025-11-04 | 4 Nov 2025 | Tue | 15:30 | 22:00 | 15.5 | 22 |
| 2025-11-05 | 5 Nov 2025 | Wed | 15:30 | 22:00 | 15.5 | 22 |
| 2025-11-06 | 6 Nov 2025 | Thu | 15:30 | 22:00 | 15.5 | 22 |
| 2025-11-07 | 7 Nov 2025 | Fri | 15:30 | 22:00 | 15.5 | 22 |
- Rows × columns
- 10 × 7
- 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 | 2025-10-27 to 2025-11-07 | |
day_label |
text | 10 distinct values (27 Oct 2025, 28 Oct 2025, 29 Oct 2025…) | |
weekday |
text | 5 distinct values (Fri, Mon, Thu…) | |
open_lagos |
text | 2 distinct values (14:30, 15:30) | |
close_lagos |
text | 2 distinct values (21:00, 22:00) | |
open_lagos_hours |
number | 14.5 to 15.5 | US dollars |
close_lagos_hours |
number | 21 to 22 | US dollars |
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(day) AS session_date,
formatDateTime(day, '%e %b %Y') AS day_label,
formatDateTime(day, '%a') AS weekday,
formatDateTime(regular_open, '%H:%i') AS open_lagos,
formatDateTime(regular_close, '%H:%i') AS close_lagos,
round(toHour(regular_open) + toMinute(regular_open) / 60, 2) AS open_lagos_hours,
round(toHour(regular_close) + toMinute(regular_close) / 60, 2) AS close_lagos_hours
FROM
(
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS day,
toTimeZone(min(window_start), 'Africa/Lagos') AS regular_open,
toTimeZone(max(window_start) + toIntervalMinute(1), 'Africa/Lagos') AS regular_close
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2025-10-27 04:00:00')
AND window_start < toDateTime('2025-11-08 05:00:00')
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
GROUP BY day
HAVING count() >= 380
)
ORDER BY day
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