indian_holiday_sessions

Name: indian_holiday_sessions
Creator: Strasmore
Published: 2026-10-09
License: https://www.strasmore.com/terms/

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.

as of 2026-10-09 series 5×3read in context →

indian_holiday_sessions — 5 rows by 3 columns, computed 2026-10-09 from US exchange, SIP and OPRA data.
indian_holiday	spy_move_pct	spy_volume_mn
होली, 14 मार्च 2025	1.2	62.7
स्वतंत्रता दिवस, 15 अगस्त 2025	0.39	68.6
गांधी जयंती, 2 अक्तूबर 2025	0.18	56.9
दिवाली सप्ताह, 22 अक्तूबर 2025	0.63	80.6
गणतंत्र दिवस, 26 जनवरी 2026	0.32	60.5

Rows × columns: 5 × 3
Computed: 2026-10-09
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 indian_holiday_sessions, derived from the stored result.
Column	Type	Range	Notes
`indian_holiday`	text	5 distinct values
`spy_move_pct`	number	0.18 to 1.2	percent
`spy_volume_mn`	number	56.9 to 80.6	count

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 2026-10-09, 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
    d.label                                                         AS indian_holiday,
    round(abs(toFloat64(a.close) / toFloat64(a.open) - 1) * 100, 2) AS spy_move_pct,
    round(toFloat64(a.volume) / 1000000, 1)                         AS spy_volume_mn
FROM
(
    SELECT
        pair.1         AS label,
        toDate(pair.2) AS session_day
    FROM
    (
        SELECT arrayJoin([
            ('होली, 14 मार्च 2025', '2025-03-14'),
            ('स्वतंत्रता दिवस, 15 अगस्त 2025', '2025-08-15'),
            ('गांधी जयंती, 2 अक्तूबर 2025', '2025-10-02'),
            ('दिवाली सप्ताह, 22 अक्तूबर 2025', '2025-10-22'),
            ('गणतंत्र दिवस, 26 जनवरी 2026', '2026-01-26')
        ]) AS pair
    )
) AS d
INNER JOIN
(
    SELECT
        date,
        open,
        close,
        volume
    FROM global_markets.stocks_daily_aggs
    WHERE ticker = 'SPY'
      AND date >= toDate('2025-03-01')
      AND date <= toDate('2026-02-01')
) AS a ON a.date = d.session_day
ORDER BY d.session_day

SQL to run

SELECT
    d.label                                                         AS indian_holiday,
    round(abs(toFloat64(a.close) / toFloat64(a.open) - 1) * 100, 2) AS spy_move_pct,
    round(toFloat64(a.volume) / 1000000, 1)                         AS spy_volume_mn
FROM
(
    SELECT
        pair.1         AS label,
        toDate(pair.2) AS session_day
    FROM
    (
        SELECT arrayJoin([
            ('होली, 14 मार्च 2025', '2025-03-14'),
            ('स्वतंत्रता दिवस, 15 अगस्त 2025', '2025-08-15'),
            ('गांधी जयंती, 2 अक्तूबर 2025', '2025-10-02'),
            ('दिवाली सप्ताह, 22 अक्तूबर 2025', '2025-10-22'),
            ('गणतंत्र दिवस, 26 जनवरी 2026', '2026-01-26')
        ]) AS pair
    )
) AS d
INNER JOIN
(
    SELECT
        date,
        open,
        close,
        volume
    FROM global_markets.stocks_daily_aggs
    WHERE ticker = 'SPY'
      AND date >= toDate('2025-03-01')
      AND date <= toDate('2026-02-01')
) AS a ON a.date = d.session_day
ORDER BY d.session_day

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