STRASMORE/EXPLORE 2,170 QUERIES

Every session ahead, and the day a sale made in it settles

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 2026-08-22, from Good Faith Violations in Cash Accounts.

as of series 15×4read in context →
Every session ahead, and the day a sale made in it settles — 15 rows by 4 columns, computed from US exchange, SIP and OPRA data.
trade_datetraded_onsettles_oncalendar_days_to_settle
2026-08-24Mon, Aug 24Tue, Aug 251
2026-08-25Tue, Aug 25Wed, Aug 261
2026-08-26Wed, Aug 26Thu, Aug 271
2026-08-27Thu, Aug 27Fri, Aug 281
2026-08-28Fri, Aug 28Mon, Aug 313
2026-08-31Mon, Aug 31Tue, Sep 11
2026-09-01Tue, Sep 1Wed, Sep 21
2026-09-02Wed, Sep 2Thu, Sep 31
2026-09-03Thu, Sep 3Fri, Sep 41
2026-09-04Fri, Sep 4Tue, Sep 84
2026-09-08Tue, Sep 8Wed, Sep 91
2026-09-09Wed, Sep 9Thu, Sep 101
2026-09-10Thu, Sep 10Fri, Sep 111
2026-09-11Fri, Sep 11Mon, Sep 143
2026-09-14Mon, Sep 14Tue, Sep 151
Rows × columns
15 × 4
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 Every session ahead, and the day a sale made in it settles, derived from the stored result.
ColumnTypeRangeNotes
trade_date date 2026-08-24 to 2026-09-14
traded_on text 15 distinct values (Fri, Aug 28, Fri, Sep 11, Fri, Sep 4…)
settles_on text 15 distinct values (Fri, Aug 28, Fri, Sep 11, Fri, Sep 4…)
calendar_days_to_settle 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.

the exact SQL behind every number
SELECT
    toString(s.d)                                                                                                    AS trade_date,
    concat(formatDateTime(s.d, '%a'), ', ', formatDateTime(s.d, '%b'), ' ', toString(toDayOfMonth(s.d)))              AS traded_on,
    concat(formatDateTime(s.next_open, '%a'), ', ', formatDateTime(s.next_open, '%b'), ' ', toString(toDayOfMonth(s.next_open))) AS settles_on,
    dateDiff('day', s.d, s.next_open)                                                                                AS calendar_days_to_settle
FROM
(
    SELECT
        d,
        leadInFrame(d) OVER (ORDER BY d ROWS BETWEEN 1 FOLLOWING AND 1 FOLLOWING) AS next_open
    FROM
    (
        SELECT d
        FROM
        (
            SELECT today() + arrayJoin(range(0, 45)) AS d
        )
        WHERE toDayOfWeek(d) BETWEEN 1 AND 5
          AND d NOT IN
          (
              SELECT date
              FROM global_markets.stocks_market_holidays
              WHERE status = 'closed'
          )
    )
) AS s
WHERE s.next_open > s.d
ORDER BY s.d
LIMIT 15

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisGood Faith Violations in Cash Accounts
KO and AAPL closes across the July 2026 holiday week, with settlement dates series 9×5 Trailing year: calendar days a sale waited to settle ranking 4×3 Near-dated versus long-dated SPY implied volatility, session by session series 81×3 One fixed short AAPL call strike: requirement as a percent of the share price, April to June 2026 series 62×4 SPY volume by ET clock minute around the open, 13 March vs 20 March 2026 series 46×3 SPY daily moves and drawdown, February to April 2020 series 45×4 See all 2,170 queries →