London and Tokyo distance from New York, session by session, October to November 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 2026-08-04, from US Market Hours and Daylight Saving Time.
| date | date_label | london_local_open | tokyo_local_open | london_hours_ahead | tokyo_hours_ahead |
|---|---|---|---|---|---|
| 2025-10-06 | Oct 6 | 14:30 | 22:30 | 5 | 13 |
| 2025-10-07 | Oct 7 | 14:30 | 22:30 | 5 | 13 |
| 2025-10-08 | Oct 8 | 14:30 | 22:30 | 5 | 13 |
| 2025-10-09 | Oct 9 | 14:30 | 22:30 | 5 | 13 |
| 2025-10-10 | Oct 10 | 14:30 | 22:30 | 5 | 13 |
| 2025-10-13 | Oct 13 | 14:30 | 22:30 | 5 | 13 |
| 2025-10-14 | Oct 14 | 14:30 | 22:30 | 5 | 13 |
| 2025-10-15 | Oct 15 | 14:30 | 22:30 | 5 | 13 |
| 2025-10-16 | Oct 16 | 14:30 | 22:30 | 5 | 13 |
| 2025-10-17 | Oct 17 | 14:30 | 22:30 | 5 | 13 |
| 2025-10-20 | Oct 20 | 14:30 | 22:30 | 5 | 13 |
| 2025-10-21 | Oct 21 | 14:30 | 22:30 | 5 | 13 |
| 2025-10-22 | Oct 22 | 14:30 | 22:30 | 5 | 13 |
| 2025-10-23 | Oct 23 | 14:30 | 22:30 | 5 | 13 |
| 2025-10-24 | Oct 24 | 14:30 | 22:30 | 5 | 13 |
| 2025-10-27 | Oct 27 | 13:30 | 22:30 | 4 | 13 |
| 2025-10-28 | Oct 28 | 13:30 | 22:30 | 4 | 13 |
| 2025-10-29 | Oct 29 | 13:30 | 22:30 | 4 | 13 |
| 2025-10-30 | Oct 30 | 13:30 | 22:30 | 4 | 13 |
| 2025-10-31 | Oct 31 | 13:30 | 22:30 | 4 | 13 |
| 2025-11-03 | Nov 3 | 14:30 | 23:30 | 5 | 14 |
| 2025-11-04 | Nov 4 | 14:30 | 23:30 | 5 | 14 |
| 2025-11-05 | Nov 5 | 14:30 | 23:30 | 5 | 14 |
| 2025-11-06 | Nov 6 | 14:30 | 23:30 | 5 | 14 |
| 2025-11-07 | Nov 7 | 14:30 | 23:30 | 5 | 14 |
- Rows × columns
- 25 × 6
- 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 |
|---|---|---|---|
date |
date | 2025-10-06 to 2025-11-07 | |
date_label |
text | 25 distinct values (Nov 3, Nov 4, Nov 5…) | |
london_local_open |
text | 2 distinct values (13:30, 14:30) | |
tokyo_local_open |
text | 2 distinct values (22:30, 23:30) | |
london_hours_ahead |
number | 4 to 5 | |
tokyo_hours_ahead |
number | 13 to 14 |
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.
WITH ny_open AS (
SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
min(window_start) AS open_utc
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND toDate(toTimeZone(window_start, 'America/New_York')) BETWEEN toDate('2025-10-06') AND toDate('2025-11-07')
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) = 570
GROUP BY session_date
)
SELECT session_date AS date,
formatDateTime(session_date, '%b %e') AS date_label,
formatDateTime(toTimeZone(open_utc, 'Europe/London'), '%H:%i') AS london_local_open,
formatDateTime(toTimeZone(open_utc, 'Asia/Tokyo'), '%H:%i') AS tokyo_local_open,
round(((toHour(toTimeZone(open_utc, 'Europe/London')) * 60
+ toMinute(toTimeZone(open_utc, 'Europe/London')) + 1440 - 570) % 1440) / 60, 1) AS london_hours_ahead,
round(((toHour(toTimeZone(open_utc, 'Asia/Tokyo')) * 60
+ toMinute(toTimeZone(open_utc, 'Asia/Tokyo')) + 1440 - 570) % 1440) / 60, 1) AS tokyo_hours_ahead
FROM ny_open
ORDER BY date