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Form types on the gap day (June 30, 2026) against the trading day before it

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 SEC EDGAR Index Gap: the Missing Month-Ends.

as of ranking 14×3read in context →
Form types on the gap day (June 30, 2026) against the trading day before it — 14 rows by 3 columns, computed from US exchange, SIP and OPRA data.
form_typenormal_day_jun29gap_day_jun30
EFFECT015
MA-I/A08
MA-I04
QUALIF02
ATS-N01
ATS-N/MA01
424B29260
NPORT-P6220
45950
1-Z2670
8-K2230
10-D2090
D1690
1441560
Rows × columns
14 × 3
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 Form types on the gap day (June 30, 2026) against the trading day before it, derived from the stored result.
ColumnTypeRangeNotes
form_type text 14 distinct values (1-Z, 10-D, 144…)
normal_day_jun29 number 0 to 926
gap_day_jun30 number 0 to 15

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
    form_type,
    uniqExactIf(accession_number, filing_date = toDate('2026-06-29')) AS normal_day_jun29,
    uniqExactIf(accession_number, filing_date = toDate('2026-06-30')) AS gap_day_jun30
FROM global_markets.stocks_sec_edgar_index
WHERE filing_date IN (toDate('2026-06-29'), toDate('2026-06-30'))
GROUP BY form_type
ORDER BY gap_day_jun30 DESC, normal_day_jun29 DESC, form_type
LIMIT 14

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