On deck: the next session, its ex-dividend slate, the SPY expiry ladder, and the short-interest 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 2026-07-26, from Market Recap: July 9, 2026, The Day in Numbers.
- Rows × columns
- 1 × 8
- Period covered
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
next_session_date |
date | 2026-07-10 | |
next_session_holiday_rows |
number | every row is 0 | |
ex_div_records_next |
number | every row is 153 | |
household_ex_div_next |
number | every row is 0 | |
spy_next_expiry_contracts_m |
number | every row is 1.66 | count |
spy_monthly_expiry_contracts_m |
number | every row is 0.57 | count |
latest_short_settlement |
date | 2026-06-15 | |
jul15_short_rows |
number | every row is 0 |
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(min(d)) AS next_session_date,
(SELECT count() FROM global_markets.stocks_market_holidays WHERE date = '2026-07-10') AS next_session_holiday_rows,
(SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date = '2026-07-10') AS ex_div_records_next,
(SELECT countIf(ticker IN ('AAPL', 'MSFT', 'JNJ', 'KO', 'PG', 'XOM', 'CVX', 'JPM', 'WMT', 'PEP', 'HON', 'CAT'))
FROM global_markets.stocks_dividends WHERE ex_dividend_date = '2026-07-10') AS household_ex_div_next,
(SELECT round(toFloat64(sum(size)) / 1e6, 2) FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00'
AND underlying_symbol = 'SPY' AND substring(ticker, length(ticker) - 14, 6) = '260710') AS spy_next_expiry_contracts_m,
(SELECT round(toFloat64(sum(size)) / 1e6, 2) FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00'
AND underlying_symbol = 'SPY' AND substring(ticker, length(ticker) - 14, 6) = '260717') AS spy_monthly_expiry_contracts_m,
(SELECT toString(max(settlement_date)) FROM global_markets.stocks_short_interest
WHERE _ingest_time < '2026-07-11 00:00:00') AS latest_short_settlement,
(SELECT count() FROM global_markets.stocks_short_interest
WHERE settlement_date = '2026-07-15' AND _ingest_time < '2026-07-11 00:00:00') AS jul15_short_rows
FROM (
SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS d
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY' AND window_start >= '2026-07-10 00:00:00' AND window_start < '2026-07-14 00:00:00'
)
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