expiry_day_beijing_clock
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 2026-10-24, from us-options-expiration-dates-beijing-time.
| beijing_clock | et_clock | session_part | volume_millions |
|---|---|---|---|
| 08-21 16:00 | 04:00 | 盘前 | 0.1 |
| 08-21 17:00 | 05:00 | 盘前 | 0.02 |
| 08-21 18:00 | 06:00 | 盘前 | 0.03 |
| 08-21 19:00 | 07:00 | 盘前 | 0.31 |
| 08-21 20:00 | 08:00 | 盘前 | 0.27 |
| 08-21 21:00 | 09:00 | 盘前转常规（21:30 开盘） | 4.46 |
| 08-21 22:00 | 10:00 | 常规时段 | 4.54 |
| 08-21 23:00 | 11:00 | 常规时段 | 7.37 |
| 08-22 00:00 | 12:00 | 常规时段 | 4.46 |
| 08-22 01:00 | 13:00 | 常规时段 | 2.34 |
| 08-22 02:00 | 14:00 | 常规时段 | 2.69 |
| 08-22 03:00 | 15:00 | 常规时段 | 8.11 |
| 08-22 04:00 | 16:00 | 盘后 | 1.45 |
| 08-22 05:00 | 17:00 | 盘后 | 0.32 |
| 08-22 06:00 | 18:00 | 盘后 | 0.16 |
| 08-22 07:00 | 19:00 | 盘后 | 0.03 |
- Rows × columns
- 16 × 4
- 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 |
|---|---|---|---|
beijing_clock |
text | 16 distinct values (08-21 16:00, 08-21 17:00, 08-21 18:00…) | |
et_clock |
text | 16 distinct values (04:00, 05:00, 06:00…) | |
session_part |
text | 4 distinct values (常规时段, 盘前, 盘前转常规（21:30 开盘）…) | |
volume_millions |
number | 0.02 to 8.11 | 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 , 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
formatDateTime(h.hour_start, '%m-%d %H:00', 'Asia/Shanghai') AS beijing_clock,
formatDateTime(h.hour_start, '%H:00', 'America/New_York') AS et_clock,
multiIf(h.slot < 5, '盘前',
h.slot = 5, '盘前转常规（21:30 开盘）',
h.slot < 12, '常规时段',
'盘后') AS session_part,
ifNull(t.volume_millions, 0) AS volume_millions
FROM
(
SELECT
arrayJoin(range(16)) AS slot,
addHours(toDateTime('2026-08-21 04:00:00', 'America/New_York'), slot) AS hour_start,
toUnixTimestamp(hour_start) AS ts
) AS h
LEFT JOIN
(
SELECT
toUnixTimestamp(toStartOfHour(window_start)) AS ts,
round(toFloat64(sum(volume)) / 1e6, 2) AS volume_millions
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2026-08-21 04:00:00', 'America/New_York')
AND window_start < toDateTime('2026-08-21 20:00:00', 'America/New_York')
GROUP BY ts
) AS t ON t.ts = h.ts
ORDER BY h.slot
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