half_day_tape
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-market-holidays-in-ist.
| session_date | weekday | last_bar_et | last_bar_ist | minute_bars |
|---|---|---|---|---|
| 2024-07-03 | Wed | 16:55 | 02:25 | 438 |
| 2024-11-29 | Fri | 16:59 | 03:29 | 446 |
| 2024-12-24 | Tue | 16:59 | 03:29 | 416 |
| 2025-07-03 | Thu | 16:59 | 02:29 | 504 |
| 2025-11-28 | Fri | 16:59 | 03:29 | 547 |
| 2025-12-24 | Wed | 16:59 | 03:29 | 526 |
| 2026-10-09 | Fri | 04:54 | 14:24 | 193 |
- Rows × columns
- 7 × 5
- 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 | 2024-07-03 to 2026-10-09 | |
weekday |
text | 4 distinct values (Fri, Thu, Tue…) | |
last_bar_et |
text | 3 distinct values (04:54, 16:55, 16:59) | |
last_bar_ist |
text | 4 distinct values (02:25, 02:29, 03:29…) | |
minute_bars |
number | 193 to 547 |
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(d) AS session_date,
formatDateTime(d, '%a') AS weekday,
last_bar_et,
last_bar_ist,
toUInt32(bars) AS minute_bars
FROM
(
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS d,
count() AS bars,
formatDateTime(toTimeZone(max(window_start), 'America/New_York'), '%H:%i') AS last_bar_et,
formatDateTime(toTimeZone(max(window_start), 'Asia/Kolkata'), '%H:%i') AS last_bar_ist
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2024-01-01 00:00:00')
GROUP BY d
HAVING toHour(toTimeZone(max(window_start), 'America/New_York')) < 18
AND count() > 60
)
ORDER BY d
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