STRASMORE/EXPLORE 2,170 QUERIES

After the holiday: the next session, its ex-dividends and splits, the next scheduled closure, and the short-interest lag

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 2026-07-26, from Market Recap: July 2, 2026, The Day in Numbers.

as of scalar 1×9read in context →
jul6 spy regular bars
390
exdiv records jul6
119
household exdivs jul6
JPM
splits jul6
15
next scheduled closure
2026-09-07
next closure name
Labor Day
next closure status
closed
latest si settlement
2026-06-30
si settlement age days
2
Rows × columns
1 × 9
Period covered
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 After the holiday: the next session, its ex-dividends and splits, the next scheduled closure, and the short-interest lag, derived from the stored result.
ColumnTypeRangeNotes
jul6_spy_regular_bars number every row is 390
exdiv_records_jul6 number every row is 119
household_exdivs_jul6 text 1 distinct value (JPM)
splits_jul6 number every row is 15
next_scheduled_closure date 2026-09-07
next_closure_name text 1 distinct value (Labor Day)
next_closure_status text 1 distinct value (closed)
latest_si_settlement date 2026-06-30
si_settlement_age_days number every row is 2

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
    (SELECT count() FROM global_markets.delayed_stocks_minute_aggs
     WHERE ticker = 'SPY' AND window_start >= '2026-07-06 13:30:00' AND window_start < '2026-07-06 20:00:00') AS jul6_spy_regular_bars,
    (SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date = '2026-07-06') AS exdiv_records_jul6,
    (SELECT arrayStringConcat(groupArray(ticker), ', ') FROM global_markets.stocks_dividends
     WHERE ex_dividend_date = '2026-07-06'
       AND ticker IN ('AAPL', 'MSFT', 'JPM', 'JNJ', 'XOM', 'KO', 'PG', 'WMT', 'CVX', 'HD')) AS household_exdivs_jul6,
    (SELECT count() FROM global_markets.stocks_splits WHERE execution_date = '2026-07-06') AS splits_jul6,
    (SELECT toString(min(date)) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-02') AS next_scheduled_closure,
    (SELECT any(name) FROM global_markets.stocks_market_holidays
     WHERE date = (SELECT min(date) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-02')) AS next_closure_name,
    (SELECT any(status) FROM global_markets.stocks_market_holidays
     WHERE date = (SELECT min(date) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-02')) AS next_closure_status,
    (SELECT toString(max(settlement_date)) FROM global_markets.stocks_short_interest
     WHERE settlement_date <= '2026-07-02') AS latest_si_settlement,
    (SELECT dateDiff('day', max(settlement_date), toDate('2026-07-02')) FROM global_markets.stocks_short_interest
     WHERE settlement_date <= '2026-07-02') AS si_settlement_age_days

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More from this analysisMarket Recap: July 2, 2026, The Day in Numbers
Session check: SPY's observed minute-bar span, and the July 3 closure on the tape scalar 1×6 → One row for the whole options day: volume, same-day expiry, the holiday-shifted week, and the July monthly scalar 1×19 → The receipt: the July 2 treasury print is on file scalar 1×2 → SPY and QQQ ranked against the trailing month of sessions (rank 1 = biggest absolute move) scalar 1×7 → Was liquidity unusual? SPY's regular-hours median spread vs the trailing month of sessions scalar 1×6 → Stocks NBBO update count: July 2 vs July 1, with named-ticker updates (millions) scalar 1×6 → See all 2,170 queries →