STRASMORE/EXPLORE 2,948 QUERIES

dst_offset

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 2026-10-02, from when-historical-market-data-is-revised.

as of series 10×5read in context →
dst_offset — 10 rows by 5 columns, computed from US exchange, SIP and OPRA data.
session_datesession_labelfirst_bar_utcfirst_bar_etet_utc_offset_hours
2025-10-27Oct 2708:0004:00-4
2025-10-28Oct 2808:0004:00-4
2025-10-29Oct 2908:0004:00-4
2025-10-30Oct 3008:0004:00-4
2025-10-31Oct 3108:0004:00-4
2025-11-03Nov 309:0004:00-5
2025-11-04Nov 409:0004:00-5
2025-11-05Nov 509:0004:00-5
2025-11-06Nov 609:0004:00-5
2025-11-07Nov 709:0004:00-5
Rows × columns
10 × 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_offset, derived from the stored result.
ColumnTypeRangeNotes
session_date date 2025-10-27 to 2025-11-07
session_label text 10 distinct values (Nov 3, Nov 4, Nov 5…)
first_bar_utc text 2 distinct values (08:00, 09:00)
first_bar_et text 1 distinct value (04:00)
et_utc_offset_hours number -5 to -4

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(toDate(toTimeZone(window_start, 'America/New_York')))                 AS session_date,
    formatDateTime(toDate(toTimeZone(window_start, 'America/New_York')), '%b %e')  AS session_label,
    formatDateTime(min(window_start), '%H:%i')                                     AS first_bar_utc,
    formatDateTime(toTimeZone(min(window_start), 'America/New_York'), '%H:%i')     AS first_bar_et,
    toInt16(toHour(toTimeZone(min(window_start), 'America/New_York')))
        - toInt16(toHour(min(window_start)))                                       AS et_utc_offset_hours
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'AAPL'
  AND window_start >= '2025-10-27 04:00:00'
  AND window_start <  '2025-11-08 05:00:00'
GROUP BY session_date, session_label
ORDER BY session_date
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