STRASMORE/EXPLORE 2,170 QUERIES

Q2's corporate calendar (the June 30 filing-index gap 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 2026-07-16, from Market Recap: Q2 2026.

as of scalar 1×6read in context →
ex div events
15,402
splits
435
ipos
105
q2 filings
235,075
filings apr30
34
filings jun30
31
Rows × columns
1 × 6
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 Q2's corporate calendar (the June 30 filing-index gap disclosed), derived from the stored result.
ColumnTypeRangeNotes
ex_div_events number every row is 15,402
splits number every row is 435
ipos number every row is 105
q2_filings number every row is 235,075
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('2026-04-01') AND ex_dividend_date <= toDate('2026-06-30')) AS ex_div_events,
    (SELECT count() FROM global_markets.stocks_splits WHERE execution_date >= toDate('2026-04-01') AND execution_date <= toDate('2026-06-30')) AS splits,
    (SELECT count() FROM global_markets.stocks_ipos WHERE listing_date >= toDate('2026-04-01') AND listing_date <= toDate('2026-06-30')) AS ipos,
    (SELECT uniqExact(accession_number) FROM global_markets.stocks_sec_edgar_index WHERE filing_date >= toDate('2026-04-01') AND filing_date <= toDate('2026-06-30')) AS q2_filings,
    (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

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 analysisMarket Recap: Q2 2026
62 sessions in the quarter, verified from the tape, month by month scalar 1×4 → SPY sessions up vs down across the quarter, one cheap receipt scalar 1×4 → 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 → The 2s10s spread and the 10-year through Q2, daily table 63×3 → See all 2,170 queries →