STRASMORE/EXPLORE 2,500 QUERIES

dst_shift

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 2026-09-23, from us-stock-market-hours-beijing-time.

as of series 14×5read in context →
dst_shift — 14 rows by 5 columns, computed from US exchange, SIP and OPRA data.
monthmonth_labelbeijing_minus_ny_hoursearliest_tape_start_bjlatest_tape_start_bj
2025-08-012025年8月1216:0016:00
2025-09-012025年9月1216:0016:01
2025-10-012025年10月1216:0016:00
2025-11-012025年11月1317:0017:00
2025-12-012025年12月1317:0017:00
2026-01-012026年1月1317:0017:00
2026-02-012026年2月1317:0017:00
2026-03-012026年3月12.2316:0017:00
2026-04-012026年4月1216:0016:00
2026-05-012026年5月1216:0016:00
2026-06-012026年6月1216:0016:00
2026-07-012026年7月1216:0016:00
2026-08-012026年8月1216:0016:00
2026-09-012026年9月1216:0016:00
Rows × columns
14 × 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 dst_shift, derived from the stored result.
ColumnTypeRangeNotes
month date 2025-08-01 to 2026-09-01
month_label text 14 distinct values (2025年10月, 2025年11月, 2025年12月…)
beijing_minus_ny_hours number 12 to 13
earliest_tape_start_bj text 2 distinct values (16:00, 17:00)
latest_tape_start_bj text 3 distinct values (16:00, 16:01, 17:00)

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(toStartOfMonth(session_date))                                              AS month,
    concat(toString(toYear(session_date)), '年', toString(toMonth(session_date)), '月')  AS month_label,
    round(avg(offset_hours), 2)                                                         AS beijing_minus_ny_hours,
    min(tape_start_bj)                                                                  AS earliest_tape_start_bj,
    max(tape_start_bj)                                                                  AS latest_tape_start_bj
FROM
(
    SELECT
        toDate(toTimeZone(window_start, 'America/New_York'))                     AS session_date,
        formatDateTime(toTimeZone(min(window_start), 'Asia/Shanghai'), '%H:%i')  AS tape_start_bj,
        (toHour(toTimeZone(min(window_start), 'Asia/Shanghai'))
         - toHour(toTimeZone(min(window_start), 'America/New_York')) + 24) % 24  AS offset_hours
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= today() - 400
      AND window_start <  today() - 2
    GROUP BY session_date
)
GROUP BY month, month_label
ORDER BY month
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