season_waves
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 2026-10-09, from what-is-earnings-season.
| ticker | filed_label | calendar_offset |
|---|---|---|
| TSLA | 7월 2일 | 1 |
| AMZN | 7월 9일 | 8 |
| BAC | 7월 14일 | 13 |
| GS | 7월 14일 | 13 |
| WFC | 7월 14일 | 13 |
| MS | 7월 15일 | 14 |
| NFLX | 7월 16일 | 15 |
| MSFT | 7월 29일 | 28 |
| AAPL | 7월 30일 | 29 |
- Rows × columns
- 9 × 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 |
|---|---|---|---|
ticker |
text | 9 distinct values (AAPL, AMZN, BAC…) | |
filed_label |
text | 7 distinct values (7월 14일, 7월 15일, 7월 16일…) | |
calendar_offset |
number | 1 to 29 |
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
ticker,
concat(toString(toMonth(min(filing_date))), '월 ',
toString(toDayOfMonth(min(filing_date))), '일') AS filed_label,
dateDiff('day', toDate('2026-07-01'), toDate(min(filing_date))) AS calendar_offset
FROM global_markets.stocks_sec_edgar_index
WHERE form_type = '8-K'
AND ticker IN ('JPM', 'WFC', 'BAC', 'GS', 'MS', 'NFLX', 'TSLA', 'MSFT', 'AAPL', 'AMZN')
AND filing_date >= '2026-07-01'
AND filing_date < '2026-08-16'
GROUP BY ticker
ORDER BY calendar_offset
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