STRASMORE/EXPLORE 3,171 QUERIES

jours_bourse

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 ranking 12×4read in context →
jours_bourse — 12 rows by 4 columns, computed from US exchange, SIP and OPRA data.
tickerevents_countjours_calendaires_moyjours_bourse_moy
ABBV203222
PEP202819
XOM202718
PG202618
MSFT202416
CVX202316
CSCO202114
KO201712
JNJ201510
MCD201510
HD201410
AAPL2054
Rows × columns
12 × 4
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 jours_bourse, derived from the stored result.
ColumnTypeRangeNotes
ticker text 12 distinct values (AAPL, ABBV, CSCO…)
events_count number every row is 20 count
jours_calendaires_moy number 5 to 32
jours_bourse_moy number 4 to 22

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.

WITH
    (
        SELECT groupArray(seance)
        FROM
        (
            SELECT DISTINCT date AS seance
            FROM global_markets.stocks_daily_aggs
            WHERE ticker = 'SPY'
              AND date >= '2021-09-01'
              AND date <= today()
        )
    ) AS seances
SELECT
    ticker,
    count()                                                                   AS events_count,
    toUInt16(round(avg(dateDiff('day', ex_date, pay_date))))                  AS jours_calendaires_moy,
    toUInt16(round(avg(arrayCount(d -> (d > ex_date) AND (d <= pay_date),
                                  seances))))                                 AS jours_bourse_moy
FROM
(
    SELECT
        ticker,
        ex_dividend_date AS ex_date,
        pay_date
    FROM global_markets.stocks_dividends
    WHERE ticker IN ('AAPL', 'MSFT', 'KO', 'PG', 'JNJ', 'XOM',
                     'CVX', 'PEP', 'ABBV', 'CSCO', 'MCD', 'HD')
      AND ex_dividend_date >= '2021-10-01'
      AND pay_date > ex_dividend_date
      AND pay_date < today()
      AND cash_amount > 0
    GROUP BY ticker, ex_dividend_date, pay_date
)
GROUP BY ticker
ORDER BY jours_calendaires_moy DESC, ticker ASC
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