This maqam is linked to the holiday of Purim due to the abundance of pizmonim related to the holiday in this maqam (no doubt because the maqam is of Persian origin, and the events of the book of Esther take place in Persia).
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Sigah (From Persian si-gāh, سه + گاه = سهگاه "third place") is named because the maqam starts on the third degree in relation to the "basic" Turko-Arabic scale found in Rast.