STRASMORE/EXPLORE 3,127 QUERIES

past_closures

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 2026-10-06, from us-market-holidays-in-japan-time.

as of series 11×5read in context →
past_closures — 11 rows by 5 columns, computed from US exchange, SIP and OPRA data.
session_datejp_weekdayus_date_labeljst_session_openregular_session_bars
2025-09-01月2025年9月1日22:300
2025-11-27木2025年11月27日23:300
2025-12-25木2025年12月25日23:300
2026-01-01木2026年1月1日23:300
2026-01-19月2026年1月19日23:300
2026-02-16月2026年2月16日23:300
2026-04-03金2026年4月3日22:300
2026-05-25月2026年5月25日22:300
2026-06-19金2026年6月19日22:300
2026-07-03金2026年7月3日22:300
2026-09-07月2026年9月7日22:300
Rows × columns
11 × 5
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 past_closures, derived from the stored result.
ColumnTypeRangeNotes
session_date date 2025-09-01 to 2026-09-07
jp_weekday text 3 distinct values (月, 木, 金)
us_date_label text 11 distinct values (2025年11月27日, 2025年12月25日, 2025年9月1日…)
jst_session_open text 2 distinct values (22:30, 23:30)
regular_session_bars number every row is 0

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(cal.day)                        AS session_date,
    arrayElement(['月', '火', '水', '木', '金', '土', '日'], toDayOfWeek(cal.day)) AS jp_weekday,
    concat(toString(toYear(cal.day)), '年',
           toString(toMonth(cal.day)), '月',
           toString(toDayOfMonth(cal.day)), '日') AS us_date_label,
    formatDateTime(
        toTimeZone(
            toDateTime(concat(toString(cal.day), ' 09:30:00'), 'America/New_York'),
            'Asia/Tokyo'),
        '%H:%i')                             AS jst_session_open,
    toUInt32(ifNull(t.bars, 0))              AS regular_session_bars
FROM
(
    SELECT today() - 400 + arrayJoin(range(396)) AS day
) AS cal
LEFT JOIN
(
    SELECT
        toDate(toTimeZone(window_start, 'America/New_York')) AS d,
        count()                                              AS bars
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= today() - 400
      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 d
) AS t ON t.d = cal.day
WHERE toDayOfWeek(cal.day) BETWEEN 1 AND 5
  AND cal.day <= today() - 5
  AND ifNull(t.bars, 0) = 0
ORDER BY cal.day
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