STRASMORE/EXPLORE 2,985 QUERIES

cash_by_weekday

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 2026-10-03, from etf-vs-mutual-fund-settlement.

as of series 5×4read in context →
cash_by_weekday — 5 rows by 4 columns, computed from US exchange, SIP and OPRA data.
weekdaysessions_countedavg_days_to_cashmax_days_to_cash
Monday1611
Tuesday1711
Wednesday171.062
Thursday161.384
Friday143.074
Rows × columns
5 × 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 cash_by_weekday, derived from the stored result.
ColumnTypeRangeNotes
weekday text 5 distinct values (Friday, Monday, Thursday…)
sessions_counted number 14 to 17
avg_days_to_cash number 1 to 3.07
max_days_to_cash number 1 to 4

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
    ['Monday', 'Tuesday', 'Wednesday', 'Thursday', 'Friday', 'Saturday', 'Sunday'][toDayOfWeek(trade_day)] AS weekday,
    count()                                                            AS sessions_counted,
    round(avg(dateDiff('day', trade_day, settle_day)), 2)              AS avg_days_to_cash,
    max(dateDiff('day', trade_day, settle_day))                        AS max_days_to_cash
FROM
(
    SELECT
        tupleElement(pair, 1) AS trade_day,
        tupleElement(pair, 2) AS settle_day
    FROM
    (
        SELECT arrayJoin(arrayZip(arrayPopBack(sessions), arrayPopFront(sessions))) AS pair
        FROM
        (
            SELECT arraySort(groupArray(d)) AS sessions
            FROM
            (
                SELECT today() + arrayJoin(range(120)) AS d
            )
            WHERE toDayOfWeek(d) BETWEEN 1 AND 5
              AND d NOT IN
              (
                  SELECT date
                  FROM global_markets.stocks_market_holidays
                  WHERE status = 'closed'
              )
        )
    )
)
GROUP BY weekday, toDayOfWeek(trade_day)
ORDER BY toDayOfWeek(trade_day)
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