STRASMORE/EXPLORE 2,500 QUERIES

friday_morning

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 when-do-spx-options-stop-trading.

as of series 2×5read in context →
friday_morning — 2 rows by 5 columns, computed from US exchange, SIP and OPRA data.
et_timeam_settled_spx_contractsweekly_spxw_contractsam_settled_premarket_totalweekly_premarket_total
09:3002080220376724
09:4501687020376724
Rows × columns
2 × 5
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 friday_morning, derived from the stored result.
ColumnTypeRangeNotes
et_time text 2 distinct values (09:30, 09:45)
am_settled_spx_contracts number every row is 0 count
weekly_spxw_contracts number 168,702 to 208,022 count
am_settled_premarket_total number every row is 0
weekly_premarket_total number every row is 376,724

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
    et_time,
    am_settled_spx_contracts,
    weekly_spxw_contracts,
    sum(am_settled_spx_contracts) OVER () AS am_settled_premarket_total,
    sum(weekly_spxw_contracts)    OVER () AS weekly_premarket_total
FROM
(
    SELECT
        formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 15 MINUTE), '%H:%i') AS et_time,
        sum(if(startsWith(ticker, 'O:SPXW'), 0, volume)) AS am_settled_spx_contracts,
        sum(if(startsWith(ticker, 'O:SPXW'), volume, 0)) AS weekly_spxw_contracts
    FROM global_markets.options_minute_aggs
    WHERE (startsWith(ticker, 'O:SPX260515') OR startsWith(ticker, 'O:SPXW260515'))
      AND window_start >= toDateTime('2026-05-15 12:00:00', 'UTC')
      AND window_start <  toDateTime('2026-05-15 14:00:00', 'UTC')
    GROUP BY et_time
)
ORDER BY et_time
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