STRASMORE/EXPLORE 3,171 QUERIES

delai_par_rythme

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 2026-10-07, from days-from-ex-date-to-dividend-payment.

as of table 4×5read in context →
delai_par_rythme — 4 rows by 5 columns, computed from US exchange, SIP and OPRA data.
labelevents_countjours_p10jours_medianjours_p90
annuel1132611037
semestriel2422352880
trimestriel8545331426
mensuel849692618
Rows × columns
4 × 5
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 delai_par_rythme, derived from the stored result.
ColumnTypeRangeNotes
label text 4 distinct values (annuel, mensuel, semestriel…)
events_count number 11,326 to 85,453 count
jours_p10 number 1 to 5
jours_median number 6 to 28
jours_p90 number 18 to 80

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.

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

SELECT
    multiIf(frequency = 12, 'mensuel',
            frequency =  4, 'trimestriel',
            frequency =  2, 'semestriel',
                            'annuel')                           AS label,
    count()                                                     AS events_count,
    toUInt16(round(quantileExact(0.1)(toFloat64(delai))))       AS jours_p10,
    toUInt16(round(quantileExact(0.5)(toFloat64(delai))))       AS jours_median,
    toUInt16(round(quantileExact(0.9)(toFloat64(delai))))       AS jours_p90
FROM
(
    SELECT
        frequency,
        dateDiff('day', ex_dividend_date, pay_date) AS delai
    FROM global_markets.stocks_dividends
    WHERE ex_dividend_date >= '2021-10-01'
      AND ex_dividend_date <  '2026-10-01'
      AND cash_amount > 0
      AND pay_date > ex_dividend_date
      AND dateDiff('day', ex_dividend_date, pay_date) <= 120
      AND frequency IN (1, 2, 4, 12)
    GROUP BY ticker, ex_dividend_date, pay_date, frequency
)
GROUP BY label, frequency
ORDER BY frequency
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