2026년 13F 보고서 제출 기한 및 일정 안내

SELECT
    concat('Q', toString(toQuarter(quarter_end_date)), ' ', toString(toYear(quarter_end_date))) AS quarter,
    formatDateTime(quarter_end_date, '%b %e, %Y')      AS snapshot_date,
    formatDateTime(quarter_end_date + 45, '%b %e')     AS day_45,
    formatDateTime(quarter_end_date + 45, '%a')        AS day_45_weekday,
    formatDateTime(deadline, '%b %e, %Y')              AS filing_deadline,
    formatDateTime(deadline, '%a')                     AS deadline_weekday,
    toUInt16(dateDiff('day', quarter_end_date, deadline)) AS days_after_quarter_end
FROM
(
    SELECT
        quarter_end_date,
        arrayFilter(
            d -> (toDayOfWeek(d) <= 5)
                 AND NOT has([toDate('2026-05-25'), toDate('2026-06-19'), toDate('2026-07-03'),
                              toDate('2026-09-07'), toDate('2026-10-12'), toDate('2026-11-11'),
                              toDate('2026-11-26'), toDate('2026-12-25'), toDate('2027-01-01'),
                              toDate('2027-01-18'), toDate('2027-02-15')], d),
            arrayMap(i -> (quarter_end_date + 45) + i, range(7))
        )[1] AS deadline
    FROM
    (
        SELECT arrayJoin([toDate('2026-03-31'), toDate('2026-06-30'),
                          toDate('2026-09-30'), toDate('2026-12-31')]) AS quarter_end_date
    )
)
ORDER BY quarter_end_date

SELECT
    concat('Q', toString(toQuarter(as_of)), ' ', toString(toYear(as_of))) AS quarter,
    formatDateTime(as_of, '%b %e, %Y')                  AS snapshot_date,
    formatDateTime(deadline, '%b %e, %Y')               AS filing_deadline,
    round(toFloat64(argMaxIf(px, d, d <= as_of)), 2)    AS close_at_snapshot,
    round(toFloat64(argMaxIf(px, d, d <= deadline)), 2) AS close_at_deadline,
    round(100 * ((close_at_deadline / close_at_snapshot) - 1), 1) AS move_pct,
    abs(move_pct)                                       AS abs_move_pct
FROM
(
    SELECT
        toDate(toTimeZone(window_start, 'America/New_York')) AS d,
        argMax(close, window_start)                          AS px
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'AAPL'
      AND window_start >= '2024-06-20'
      AND window_start <  '2026-05-16'
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
    GROUP BY d
) AS tape
CROSS JOIN
(
    SELECT
        as_of,
        arrayFilter(
            x -> (toDayOfWeek(x) <= 5)
                 AND NOT has([toDate('2024-07-04'), toDate('2024-09-02'), toDate('2024-11-11'),
                              toDate('2024-11-28'), toDate('2024-12-25'), toDate('2025-01-01'),
                              toDate('2025-01-20'), toDate('2025-02-17'), toDate('2025-05-26'),
                              toDate('2025-06-19'), toDate('2025-07-04'), toDate('2025-09-01'),
                              toDate('2025-11-11'), toDate('2025-11-27'), toDate('2025-12-25'),
                              toDate('2026-01-01'), toDate('2026-01-19'), toDate('2026-02-16'),
                              toDate('2026-05-25')], x),
            arrayMap(i -> (as_of + 45) + i, range(7))
        )[1] AS deadline
    FROM
    (
        SELECT arrayJoin([toDate('2024-06-30'), toDate('2024-09-30'), toDate('2024-12-31'),
                          toDate('2025-03-31'), toDate('2025-06-30'), toDate('2025-09-30'),
                          toDate('2025-12-31'), toDate('2026-03-31')]) AS as_of
    )
) AS cal
GROUP BY as_of, deadline
HAVING countIf(d <= as_of) > 0 AND countIf(d <= deadline) > 0
ORDER BY as_of

SELECT
    ticker,
    uniqExact(toDate(toTimeZone(window_start, 'America/New_York'))) AS sessions,
    round(sum(volume) / 1e6, 1)                                     AS volume_millions,
    round(100 * ((toFloat64(argMax(close, window_start))
                  / toFloat64(argMin(open, window_start))) - 1), 1) AS move_pct
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('NVDA', 'AAPL', 'MSFT', 'SPY', 'KO')
  AND window_start >= '2026-04-01'
  AND window_start <  '2026-05-16'
  AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
       + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
  AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
       + toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
GROUP BY ticker
ORDER BY volume_millions DESC

SELECT
    ticker,
    round(100 * (sum(short_vol) / sum(total_vol)), 1) AS short_volume_pct,
    round(sum(total_vol) / 1e6, 1)                    AS reported_volume_millions
FROM
(
    SELECT
        ticker,
        date              AS session_date,
        max(short_volume) AS short_vol,
        max(total_volume) AS total_vol
    FROM global_markets.stocks_short_volume
    WHERE ticker IN ('NVDA', 'AAPL', 'MSFT', 'SPY', 'KO')
      AND date >= '2026-04-01'
      AND date <= '2026-05-15'
    GROUP BY ticker, session_date
)
GROUP BY ticker
HAVING sum(total_vol) > 0
ORDER BY short_volume_pct DESC