jst_weekday
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 2026-10-03, from us-premarket-and-after-hours-japan-time.
| jst_weekday | bar_count | session_days |
|---|---|---|
| 月 | 9317 | 24 |
| 火 | 22262 | 26 |
| 水 | 23290 | 26 |
| 木 | 23095 | 26 |
| 金 | 21699 | 25 |
| 土 | 11508 | 23 |
- Rows × columns
- 6 × 3
- 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 |
|---|---|---|---|
jst_weekday |
text | 6 distinct values (土, 月, 木…) | |
bar_count |
number | 9,317 to 23,290 | count |
session_days |
number | 23 to 26 |
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
jst_weekday,
bar_count,
session_days
FROM
(
SELECT
['月', '火', '水', '木', '金', '土', '日'][toDayOfWeek(toTimeZone(window_start, 'Asia/Tokyo'))] AS jst_weekday,
toDayOfWeek(toTimeZone(window_start, 'Asia/Tokyo')) AS weekday_order,
count() AS bar_count,
countDistinct(toDate(toTimeZone(window_start, 'Asia/Tokyo'))) AS session_days
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= today() - 180
AND window_start < today() - 2
GROUP BY jst_weekday, weekday_order
)
ORDER BY weekday_order
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