STRASMORE/EXPLORE 2,985 QUERIES

settlement_clock

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 15×6read in context →
settlement_clock — 15 rows by 6 columns, computed from US exchange, SIP and OPRA data.
trade_datetrade_labelweekdaysettles_onsettle_labeldays_to_cash
2026-10-05Oct 5Monday2026-10-06Oct 61
2026-10-06Oct 6Tuesday2026-10-07Oct 71
2026-10-07Oct 7Wednesday2026-10-08Oct 81
2026-10-08Oct 8Thursday2026-10-09Oct 91
2026-10-09Oct 9Friday2026-10-12Oct 123
2026-10-12Oct 12Monday2026-10-13Oct 131
2026-10-13Oct 13Tuesday2026-10-14Oct 141
2026-10-14Oct 14Wednesday2026-10-15Oct 151
2026-10-15Oct 15Thursday2026-10-16Oct 161
2026-10-16Oct 16Friday2026-10-19Oct 193
2026-10-19Oct 19Monday2026-10-20Oct 201
2026-10-20Oct 20Tuesday2026-10-21Oct 211
2026-10-21Oct 21Wednesday2026-10-22Oct 221
2026-10-22Oct 22Thursday2026-10-23Oct 231
2026-10-23Oct 23Friday2026-10-26Oct 263
Rows × columns
15 × 6
Period covered
to
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 settlement_clock, derived from the stored result.
ColumnTypeRangeNotes
trade_date date 2026-10-05 to 2026-10-23
trade_label text 15 distinct values (Oct 12, Oct 13, Oct 14…)
weekday text 5 distinct values (Friday, Monday, Thursday…)
settles_on date 2026-10-06 to 2026-10-26
settle_label text 15 distinct values (Oct 12, Oct 13, Oct 14…)
days_to_cash number 1 to 3

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
    toString(trade_day)                                                       AS trade_date,
    concat(formatDateTime(trade_day, '%b'), ' ', toString(toDayOfMonth(trade_day))) AS trade_label,
    ['Monday', 'Tuesday', 'Wednesday', 'Thursday', 'Friday', 'Saturday', 'Sunday'][toDayOfWeek(trade_day)] AS weekday,
    toString(settle_day)                                                      AS settles_on,
    concat(formatDateTime(settle_day, '%b'), ' ', toString(toDayOfMonth(settle_day))) AS settle_label,
    dateDiff('day', trade_day, settle_day)                                    AS 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(30)) AS d
            )
            WHERE toDayOfWeek(d) BETWEEN 1 AND 5
              AND d NOT IN
              (
                  SELECT date
                  FROM global_markets.stocks_market_holidays
                  WHERE status = 'closed'
              )
        )
    )
)
ORDER BY trade_date
LIMIT 15
⌘/Ctrl + Enter

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