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.
| form_type | normal_day_jun29 | gap_day_jun30 |
|---|---|---|
| EFFECT | 0 | 15 |
| MA-I/A | 0 | 8 |
| MA-I | 0 | 4 |
| QUALIF | 0 | 2 |
| ATS-N | 0 | 1 |
| ATS-N/MA | 0 | 1 |
| 424B2 | 926 | 0 |
| NPORT-P | 622 | 0 |
| 4 | 595 | 0 |
| 1-Z | 267 | 0 |
| 8-K | 223 | 0 |
| 10-D | 209 | 0 |
| D | 169 | 0 |
| 144 | 156 | 0 |
- Rows × columns
- 14 × 3
- 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 |
|---|---|---|---|
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.
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
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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