STRASMORE/EXPLORE 2,170 QUERIES

Window guard: the UTC session filter maps to a 9:30 a.m. ET start on both ends of the rolling window

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 2026-08-08, from Why Are Spreads Wider at the Open? Real Data.

as of scalar 1×2read in context →
win start et min
570
win end et min
570
Rows × columns
1 × 2
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 Window guard: the UTC session filter maps to a 9:30 a.m. ET start on both ends of the rolling window, derived from the stored result.
ColumnTypeRangeNotes
win_start_et_min number every row is 570
win_end_et_min number every row is 570

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.

the exact SQL behind every number 
SELECT toHour(toTimeZone(toDateTime(today() - 14) + toIntervalMinute(810), 'America/New_York')) * 60
         + toMinute(toTimeZone(toDateTime(today() - 14) + toIntervalMinute(810), 'America/New_York')) AS win_start_et_min,
       toHour(toTimeZone(toDateTime(today() - 4) + toIntervalMinute(810), 'America/New_York')) * 60
         + toMinute(toTimeZone(toDateTime(today() - 4) + toIntervalMinute(810), 'America/New_York')) AS win_end_et_min

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The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisWhy Are Spreads Wider at the Open? Real Data
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