Strasmore Research
Deep Dives · 2026-07-04

The Quarter-End That Didn't File: an EDGAR Index Gap

Both 2026 quarter-end days are nearly empty in the SEC filing index — dozens of filings where thousands belong. The receipts, and what they understate.

A quarter's last trading day is normally one of the busier days in the SEC's filing index. So when we assembled the Q2 and H1 recaps, one number stopped the presses: the filing index for June 30, 2026 — the quarter's final day — is nearly empty. And so, it turns out, is March 31, 2026. This page lays out the receipts: what a normal quarter-end looks like, exactly what is and isn't on the two missing days, and what it means for any count that touches them. The question of WHY the days are empty — a vendor pipeline gap, an upstream index problem — cannot be answered from this data, and this page doesn't try.

What a normal quarter-end looks like

QueryFiling counts on recent quarter-end index days: full years back, near-empty in 2026
The exact SQL behind every number
SELECT d, filings FROM (
    SELECT '2024-06-28' AS d, (SELECT uniqExact(accession_number) FROM global_markets.stocks_sec_edgar_index WHERE filing_date = toDate('2024-06-28')) AS filings, 1 AS ord
    UNION ALL SELECT '2024-12-31', (SELECT uniqExact(accession_number) FROM global_markets.stocks_sec_edgar_index WHERE filing_date = toDate('2024-12-31')), 2
    UNION ALL SELECT '2025-03-31', (SELECT uniqExact(accession_number) FROM global_markets.stocks_sec_edgar_index WHERE filing_date = toDate('2025-03-31')), 3
    UNION ALL SELECT '2025-06-30', (SELECT uniqExact(accession_number) FROM global_markets.stocks_sec_edgar_index WHERE filing_date = toDate('2025-06-30')), 4
    UNION ALL SELECT '2025-12-31', (SELECT uniqExact(accession_number) FROM global_markets.stocks_sec_edgar_index WHERE filing_date = toDate('2025-12-31')), 5
    UNION ALL SELECT '2026-03-31', (SELECT uniqExact(accession_number) FROM global_markets.stocks_sec_edgar_index WHERE filing_date = toDate('2026-03-31')), 6
    UNION ALL SELECT '2026-06-30', (SELECT uniqExact(accession_number) FROM global_markets.stocks_sec_edgar_index WHERE filing_date = toDate('2026-06-30')), 7
) ORDER BY ord

The pattern is stark: 4377 filings indexed on the June 2024 quarter-end, 5105 on March 31, 2025, 3828 on June 30, 2025 — then 55 on March 31, 2026 and 31 on June 30, 2026. Both 2026 quarter-end days sit two orders of magnitude below every earlier one in the table.

The days around the gap are normal

QueryThe days around June 30, 2026: thousands of filings on every neighbor
The exact SQL behind every number
SELECT toString(filing_date) AS d, uniqExact(accession_number) AS filings
FROM global_markets.stocks_sec_edgar_index
WHERE filing_date >= toDate('2026-06-26') AND filing_date <= toDate('2026-07-02')
GROUP BY filing_date
ORDER BY filing_date

June 29 carries 4439 filings and July 1 carries 4282 — the collapse is a single-day crater, not a slow leak. June 30, 2026 was a Tuesday and a full trading session (the week recap carries its session receipts), so this is not a weekend or holiday artifact.

What IS on the missing day

QueryEvery form type indexed on June 30, 2026 — administrative filings only
The exact SQL behind every number
SELECT form_type, uniqExact(accession_number) AS filings, toString(toDate(max(_ingest_time))) AS ingested
FROM global_markets.stocks_sec_edgar_index
WHERE filing_date = toDate('2026-06-30')
GROUP BY form_type
ORDER BY filings DESC

The 6 form types present are administrative — effectiveness notices and municipal-advisor forms — with none of the day's expected bulk (the 4s, 8-Ks, 13Fs, S-filings that fill a normal day). The ingest column shows the rows arrived July 2: the pipeline ran and delivered a nearly empty day.

The feed is alive

QueryThe index around the gap: alive before, alive after
The exact SQL behind every number
SELECT
    (SELECT uniqExact(accession_number) FROM global_markets.stocks_sec_edgar_index WHERE filing_date = toDate('2026-07-02')) AS filings_jul2,
    (SELECT toString(max(filing_date)) FROM global_markets.stocks_sec_edgar_index WHERE filing_date <= toDate('2026-07-03')) AS latest_filing_day

5180 filings on July 2 and a latest filing day of 2026-07-02: the feed works. Two specific days do not.

What this means if you count filings

Any count whose window includes March 31 or June 30, 2026 is understated: monthly (March, June), quarterly (Q1, Q2), and half-year totals all clip the boundary day. Our own June, Q2, and H1 recaps publish their filing counts WITH this disclosure inline, and each regenerates when the index backfills — the sanity bounds on those pages hold a near-empty June 30, so a backfill will trip them and force the refresh. Cause unknown from this data; the receipts above are what a reader needs to weigh any 2026 filing statistic.

Methodology

  • All counts deduplicate by accession number (one filing can index under multiple entities).
  • Ingest timestamps are this warehouse's own arrival times — they measure the pipeline a reader of this page actually experiences.
  • Generation runs through the gated read-only path; warehouse state as of July 4, 2026.