When each symbol last printed a daily bar

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 Ticker Symbols Break Your Dataset.

Rows × columns

6 × 3

Computed

2026-08-22

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

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 2026-08-22, and the query below is what returned them.

SELECT
    ticker,
    formatDateTime(max(date), '%b %e, %Y') AS last_print_label,
    dateDiff('day', max(date), today())    AS days_since_last_print
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('ABMD', 'TWTR', 'ATVI', 'VMW', 'SGEN', 'AAPL')
  AND date >= '2014-01-01'
GROUP BY ticker
ORDER BY days_since_last_print DESC