Ryll-Nardzewski has proved that an infinite sequence of random variables is exchangeable if every subsequence has the same distribution. We discuss some restatements and extensions of this result in terms of martingales and stopping times. In the other direction, we show that the distribution of a finite or infinite exchangeable sequence is invariant under sampling by means of a.s. distinct (but not necessarily ordered) predictable stopping times. Both types of result generalize to exchangeable processes in continuous time.
Olav Kallenberg. "Spreading and Predictable Sampling in Exchangeable Sequences and Processes." Ann. Probab. 16 (2) 508 - 534, April, 1988. https://doi.org/10.1214/aop/1176991771