1) God's vengeance has not fallen upon the wicked with what John sees at the opening of the 5th seal.
"And when he had opened the fifth seal, I saw under the altar the souls of them that were slain for the word of God, and for the testimony which they held: And they cried with a loud voice, saying, How long, O Lord, holy and true, dost thou not judge and avenge our blood on them that dwell on the earth? And white robes were given unto every one of them; and it was said unto them, that they should rest yet for a little season, until their fellowservants also and their brethren, that should be killed as they were, should be fulfilled." (Rev 6:9-11)
The wrath of God at Christ's second coming is described as retributive vengeance by Paul in 2Thes 1:6-10. This vengeance begins on the day of the Lord. In the event described at the opening of the fifth seal God’s retributive vengeance is yet to fall upon the Beast worshiping persecutors of Christ’s own. Jesus spoke of the recompense of His wrath upon those who persecuted His own. He alludes that it will be at His coming. "And shall not God avenge his own elect, which cry day and night unto him, though he bear long with them? I tell you that he will avenge them speedily. Nevertheless when the Son of man cometh, shall he find faith on the earth?" (Luk 18:7-8)
Moses prophesied concerning God avenging His people in recompense for their persecution in the day of the Lord.
Deu 32:43 Rejoice, O ye nations, with his people: for he will avenge the blood of his servants, and will render vengeance to his adversaries, and will be merciful unto his land, and to his people.
Isaiah prophesied of God coming with a recompence of vengeance.
Isa 35:4 Say to them that are of a fearful heart, Be strong, fear not: behold, your God will come with vengeance, even God with a recompence; he will come and save you.
Isa 66:5 Hear the word of the LORD, ye that tremble at his word; Your brethren that hated you, that cast you out for my name's sake, said, Let the LORD be glorified: but he shall appear to your joy, and they shall be ashamed.
Isa 66:6 A voice of noise from the city, a voice from the temple, a voice of the LORD that rendereth recompence to his enemies.
2) The sign prophesied to precede the day of the Lord is seen after the opening of the sixth seal.
The day of the Lord is the period of God's eschatological wrath and more. Prior to the day of the Lord a notable cosmic sign will take place. This cosmic sign is witnessed by John after the opening of the sixth seal.
Joe 2:30 And I will shew wonders in the heavens and in the earth, blood, and fire, and pillars of smoke.
Joe 2:31 The sun shall be turned into darkness, and the moon into blood, before the great and the terrible day of the LORD come.
Rev 6:12 And I beheld when he had opened the sixth seal, and, lo, there was a great earthquake; and the sun became black as sackcloth of hair, and the moon became as blood;
Rev 6:13 And the stars of heaven fell unto the earth, even as a fig tree casteth her untimely figs, when she is shaken of a mighty wind.
Rev 6:14 And the heaven departed as a scroll when it is rolled together; and every mountain and island were moved out of their places.
Rev 6:15 And the kings of the earth, and the great men, and the rich men, and the chief captains, and the mighty men, and every bondman, and every free man, hid themselves in the dens and in the rocks of the mountains;
Rev 6:16 And said to the mountains and rocks, Fall on us, and hide us from the face of him that sitteth on the throne, and from the wrath of the Lamb:
Rev 6:17 For the great day of his wrath is come; and who shall be able to stand?
3) After the opening of the sixth seal is the first use of the word wrath, in relation to it being God's wrath, in the Book of revelation.
When the great earthquake and cosmic sign take place, the earth-dwellers recognize that the great day of His wrath is come. God's wrath will begin to fall upon them later that very day beginning with the first trumpet judgment (Rev 8:7), but only after the 144,000 are sealed for protection from God's wrath and all those that are Christ’s are gathered unto Him to stand before the throne (Rev 7). Please note that Greek verb tense does not convey any time designation (past, present, future) to the action, the time of action is entirely dependent upon context. Notice also, that it says that “the day” of His wrath is come. The day is not the same as the first expression of His wrath. The first expression of His wrath takes place in the day of His wrath, but it is not the first activity of the day of His wrath. Just like a person’s wedding day begins before the actual wedding ceremony, the day of the Lord begins before the first expression of God’s wrath. That expression is the fire of the first trumpet judgment (Rev 8:7).
4) Jesus said that the notable cosmic sign that would precede His return and His wrath happens after the "tribulation of those days', which in context is the great tribulation (Matt 24:21-22).
Mat 24:29 Immediately after the tribulation of those days shall the sun be darkened, and the moon shall not give her light, and the stars shall fall from heaven, and the powers of the heavens shall be shaken:
Matt 24 verses 9-29 describe that period of great tribulation that takes place immediately before Christ’s one and only future coming (parousia). The “tribulation of those days” (vs 29) is the period of persecution that Jesus called great tribulation in verse 21 and “those days” that He says must be shortened to preserve some of the elect alive upon the earth in verse 22.