STRASMORE/EXPLORE 2,170 QUERIES

The current state of the cycle: the newest print on file, and the one still in the pipeline

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 2026-08-22, from Why Short Interest Data Is Always Two Weeks Old.

as of scalar 1×6read in context →
latest settlement on file
2026-07-31
securities in that print
22,339
its publication lag days
11
next settlement rows on file
0
daily short volume files since
15
days from settlement to newest daily file
21
Rows × columns
1 × 6
Period covered
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 The current state of the cycle: the newest print on file, and the one still in the pipeline, derived from the stored result.
ColumnTypeRangeNotes
latest_settlement_on_file date 2026-07-31
securities_in_that_print number every row is 22,339
its_publication_lag_days number every row is 11
next_settlement_rows_on_file number every row is 0
daily_short_volume_files_since number every row is 15 count
days_from_settlement_to_newest_daily_file number every row is 21

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 
WITH (SELECT max(settlement_date) FROM global_markets.stocks_short_interest) AS latest
SELECT toString(latest) AS latest_settlement_on_file,
       (SELECT count() FROM global_markets.stocks_short_interest
        WHERE settlement_date = latest) AS securities_in_that_print,
       (SELECT dateDiff('day', latest, toDate(min(_ingest_time))) FROM global_markets.stocks_short_interest
        WHERE settlement_date = latest) AS its_publication_lag_days,
       (SELECT count() FROM global_markets.stocks_short_interest
        WHERE settlement_date > latest AND settlement_date <= latest + 16) AS next_settlement_rows_on_file,
       (SELECT count(DISTINCT date) FROM global_markets.stocks_short_volume
        WHERE date > latest) AS daily_short_volume_files_since,
       (SELECT dateDiff('day', latest, max(date)) FROM global_markets.stocks_short_volume) AS days_from_settlement_to_newest_daily_file

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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 analysisWhy Short Interest Data Is Always Two Weeks Old
The pipeline lag in one row: plus the bulk backfill these figures deliberately exclude scalar 1×6 → GME days to cover: as reported in the file, and recomputed on the volume that traded while the print was pending scalar 1×8 → Every incrementally-delivered settlement: measured on one date, on file days later series 10×3 → GME, winter 2020-21: each short interest print and the price move before it went public (as-traded prices) table 6×5 → The blind window: what five stocks did between the settlement date and the day its short interest was published table 5×6 → The publication lag in one row: fastest, median and slowest across incrementally-delivered settlements scalar 1×4 → See all 2,170 queries →