STRASMORE/EXPLORE 2,170 QUERIES

H1 2026's corporate calendar (all three month-end filing-index gaps disclosed)

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: H1 2026.

as of scalar 1×7read in context →
ex div events
28,356
splits
830
ipos
205
h1 filings
471,377
filings mar31
55
filings apr30
34
filings jun30
31
Rows × columns
1 × 7
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 H1 2026's corporate calendar (all three month-end filing-index gaps disclosed), derived from the stored result.
ColumnTypeRangeNotes
ex_div_events number every row is 28,356
splits number every row is 830
ipos number every row is 205
h1_filings number every row is 471,377
filings_mar31 number every row is 55
filings_apr30 number every row is 34
filings_jun30 number every row is 31

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.stocks_dividends WHERE ex_dividend_date >= toDate('2026-01-01') AND ex_dividend_date <= toDate('2026-06-30')) AS ex_div_events,
    (SELECT count() FROM global_markets.stocks_splits WHERE execution_date >= toDate('2026-01-01') AND execution_date <= toDate('2026-06-30')) AS splits,
    (SELECT count() FROM global_markets.stocks_ipos WHERE listing_date >= toDate('2026-01-01') AND listing_date <= toDate('2026-06-30')) AS ipos,
    (SELECT uniqExact(accession_number) FROM global_markets.stocks_sec_edgar_index WHERE filing_date >= toDate('2026-01-01') AND filing_date <= toDate('2026-06-30')) AS h1_filings,
    (SELECT uniqExact(accession_number) FROM global_markets.stocks_sec_edgar_index WHERE filing_date = toDate('2026-03-31')) AS filings_mar31,
    (SELECT uniqExact(accession_number) FROM global_markets.stocks_sec_edgar_index WHERE filing_date = toDate('2026-04-30')) AS filings_apr30,
    (SELECT uniqExact(accession_number) FROM global_markets.stocks_sec_edgar_index WHERE filing_date = toDate('2026-06-30')) AS filings_jun30

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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 analysisMarket Recap: H1 2026
Slope receipts: start, end, minimum, the spread never inverted this half scalar 1×4 → 123 sessions in the half, verified from the tape scalar 1×1 → June: whole-tape options contract volume and same-day-expiry share (one scan) scalar 1×3 → May: whole-tape options contract volume and same-day-expiry share (one scan) scalar 1×3 → April: whole-tape options contract volume and same-day-expiry share (one scan) scalar 1×3 → March: whole-tape options contract volume and same-day-expiry share (one scan) scalar 1×3 → See all 2,170 queries →