| Symbol▾ | Name▾ | IPO Date▾ | Price Range▾ | Exchange▾ | Classification▾ |
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Alpha Vantage's calendar only shows IPOs that already have a set date. It isn't a forecast of the full year ahead, just a floor on the near-term pipeline (see "Floor, not forecast" below). For context on a normal year's pace, here are the trailing five full calendar years from Jay Ritter's dataset (the same source as IPO Activity):
What this tracks. Alpha Vantage's IPO_CALENDAR endpoint returns the current IPO filing calendar (symbol, company name, scheduled IPO date, price range if set, currency and exchange) for roughly the next three months. It's a thin dataset. A single-digit number of new rows on a given pull is normal. This page pulls it weekly (Saturday), classifies every row, and builds two views: the current calendar (what's scheduled to list soon) and an aftermarket roster (what has listed since this page went live, and how it has traded).
Operating company vs. fund/trust. A meaningful share of a raw IPO calendar isn't an operating business at all. It's a new closed-end fund, unit investment trust or SPAC-style acquisition vehicle. Each row is tagged by a case-insensitive match on the company name for: trust, fund, etf, closed-end, depositor, index fund, acquisition corp(oration), acquisition co(mpany) and spac. The list isn't exhaustive. Only "operating" rows feed the aftermarket roster. Funds and trusts still show in the raw calendar table but aren't tracked further.
Why no historical backfill. The obvious approach would be to join a list of past IPOs to their price history. That doesn't work here. Jay Ritter's dataset (the source behind IPO Activity) has only year-level statistics (average first-day return, count, proceeds), with no list of individual tickers. IPO_CALENDAR is forward-looking only, so it can't fill the gap either. Instead, every operating-company IPO this page sees on a calendar pull is added to a roster, and once its IPO date passes, its price history is tracked going forward. The roster and the pipeline trend chart get more useful with each week. A short history is a start, not a full cycle.
Day-1/5/10/20 returns vs. SPY. For each roster entry, the "anchor day" is the first trading day at or after its IPO date. The anchor price is that day's open, since daily bars have no reliable offer-price data. Day-N return is the cumulative move from the anchor day's open to the close N trading days later (Day 1 is the anchor day's own close). SPY's return is computed over the same window, and the relative return is stock return minus SPY return. A horizon stays blank until enough trading days have passed. Once Day 20 is filled in, the entry is marked complete. If no price series appears for three straight weekly runs (or 45 calendar days pass with no trade), the entry is marked abandoned. Some filed IPOs get pulled or delayed indefinitely.
Floor, not forecast. The five-year Ritter counts are background on what a normal year looks like. They are not compared to the ~3-month forward calendar, because IPO_CALENDAR only shows filings that already have a date, so the true pipeline is always larger. Treat the current-calendar counts as a floor on near-term activity, not a full-year run rate.