pay_lag
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 2026-09-30, from what-is-spy-etf-for-russian-investors.
| ticker | avg_days_in_cash | max_days_in_cash |
|---|---|---|
| SPY | 42.5 | 47 |
| QQQ | 25.8 | 43 |
| VOO | 3.6 | 6 |
| SPLG | 3 | 4 |
- Rows × columns
- 4 × 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 | 4 distinct values (QQQ, SPLG, SPY…) | |
avg_days_in_cash |
number | 3 to 42.5 | |
max_days_in_cash |
number | 4 to 47 |
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,
round(avg(lag_days), 1) AS avg_days_in_cash,
max(lag_days) AS max_days_in_cash
FROM
(
SELECT
ticker,
ex_dividend_date,
dateDiff('day', toDate(ex_dividend_date), max(toDate(pay_date))) AS lag_days
FROM global_markets.stocks_dividends
WHERE ticker IN ('SPY', 'VOO', 'SPLG', 'QQQ')
AND ex_dividend_date >= today() - 1130
AND pay_date > ex_dividend_date
GROUP BY ticker, ex_dividend_date
)
GROUP BY ticker
ORDER BY avg_days_in_cash DESC
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