By Market Recap July 10 2026: NVDA wake lead tape
NVDA wake up lead di whole market afta im sit out Thursday, META double down, MU cool, small caps slip, and di index barely move. See di full Friday numbers wey dey inside.
Friday, July 10, 2026 na di third act of di rotation: NVDA, di chip wey no show for Thursday sector party, wake up come lead di whole market — +4.04% on 26.56B of dollars wey dem trade, di heaviest name for di session. META run +6.02% on top of Thursday reversal, while MU, di volume monster for di week, finally cool (-1.19%). Di indexes hardly show any of am: SPY +0.43%, QQQ +0.32%, and small caps close red. Every number wey dey below na from stored query — expand any panel for di exact SQL.
Di scoreboard
Everi change dey compare July 10 last regular-session minute bar wit Thursday July 9 own — consecutive trading sessions. Di rows dey alphabetical, so each ETF dey keep im fixed position.
The exact SQL behind every number
WITH prior AS (
SELECT ticker, argMax(close, window_start) AS prior_close
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'QQQ', 'DIA', 'IWM')
AND window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'
GROUP BY ticker
),
sess AS (
SELECT ticker,
argMin(open, window_start) AS day_open,
argMax(close, window_start) AS day_close,
max(high) AS day_high,
min(low) AS day_low,
round(toFloat64(sum(volume)) / 1e6, 1) AS shares_traded_m
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'QQQ', 'DIA', 'IWM')
AND window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00'
GROUP BY ticker
)
SELECT
s.ticker AS ticker,
round(toFloat64(p.prior_close), 2) AS prior_close,
round(toFloat64(s.day_open), 2) AS day_open,
round(toFloat64(s.day_close), 2) AS day_close,
round((toFloat64(s.day_open) / toFloat64(p.prior_close) - 1) * 100, 2) AS gap_pct,
round((toFloat64(s.day_close) / toFloat64(s.day_open) - 1) * 100, 2) AS intraday_pct,
round((toFloat64(s.day_close) / toFloat64(p.prior_close) - 1) * 100, 2) AS pct_change,
round(toFloat64(s.day_high), 2) AS day_high,
round(toFloat64(s.day_low), 2) AS day_low,
s.shares_traded_m
FROM sess s LEFT JOIN prior p ON s.ticker = p.ticker
ORDER BY tickerThree out of di four close green, none of dem do am big time: SPY +0.43% to $754.9, QQQ +0.32% (na -0.34% opening dip wey dem buy back as di day dey go), DIA +0.3%. Di one wey no follow na IWM at -0.44% — small caps, Thursday co-stars, dem return dia gains while di mega-cap end of di tape carry di day. Dat size split na di day cleanest divergence; wit both treasury prints still dey transit, im rates side never dey on record yet.
E get as di day be?
Di open-to-close move wey SPY make of +0.38% rank 11 for di last 22 sessions by absolute size — na di third straight session where serious single-name action just balance out to one normal index day.
The exact SQL behind every number
SELECT
round(anyIf(oc_pct, d = toDate('2026-07-10')), 2) AS spy_open_to_close_pct,
arrayCount(x -> x > abs(anyIf(oc_pct, d = toDate('2026-07-10'))), groupArrayIf(abs(oc_pct), d != toDate('2026-07-10'))) + 1 AS spy_abs_move_rank,
count() AS spy_sessions_compared,
toString(min(d)) AS first_session
FROM (
SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS d,
(argMax(toFloat64(close), window_start) / argMin(toFloat64(open), window_start) - 1) * 100 AS oc_pct
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2026-06-09 13:30:00')
AND window_start < toDateTime('2026-07-11 00:00:00')
AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
GROUP BY d
)Breadth: e don go back to split tape
The exact SQL behind every number
SELECT
countIf(close_10 > close_9 AND close_9 > 0 AND dv_10 >= 1000000) AS advancers,
countIf(close_10 < close_9 AND close_9 > 0 AND dv_10 >= 1000000) AS decliners,
countIf(close_9 > 0 AND close_10 > 0 AND dv_10 >= 1000000) AS liquid_tickers,
round(100.0 * countIf(close_10 > close_9 AND close_9 > 0 AND dv_10 >= 1000000) / countIf(close_9 > 0 AND close_10 > 0 AND dv_10 >= 1000000), 1) AS advancer_pct,
round(100.0 * countIf(close_9 > close_8 AND close_8 > 0 AND dv_9 >= 1000000) / countIf(close_9 > 0 AND close_8 > 0 AND dv_9 >= 1000000), 1) AS jul9_advancer_pct
FROM (
SELECT ticker,
toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00')) AS close_8,
toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00')) AS close_9,
toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00')) AS close_10,
sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00') AS dv_10,
sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00') AS dv_9
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-10 20:00:00'
GROUP BY ticker
)After Thursday 71.5% surge, the advancer share don settle back to 54.4% — 3191 up, 2580 down across the liquid tape. Green index day wey get barely-positive breadth: the gains dey concentrated for the biggest names. The practical read: cap-weighted gain on top split tape dey describe im heaviest names, no be the typical stock — na concentration on display, no be forecast.
Di day highlight: NVDA turn
Rows dey alphabetical, so each name keep im fixed position — ten names wey cover di chip complex and di mega-caps.
The exact SQL behind every number
WITH per_name AS (
SELECT
ticker,
toFloat64(argMaxIf(close, window_start, window_start < '2026-07-10 00:00:00')) AS prior_close,
toFloat64(argMinIf(open, window_start, window_start >= '2026-07-10 00:00:00')) AS day_open,
toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-10 00:00:00')) AS day_close,
round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-10 00:00:00') / 1e9, 2) AS day_dollar_bn
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('AAPL', 'AMD', 'AMZN', 'GOOGL', 'INTC', 'META', 'MSFT', 'MU', 'NVDA', 'SNDK')
AND ((window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00')
OR (window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00'))
GROUP BY ticker
)
SELECT
ticker,
round(prior_close, 2) AS prior_close,
round(day_open, 2) AS day_open,
round(day_close, 2) AS day_close,
round((day_open / prior_close - 1) * 100, 2) AS gap_pct,
round((day_close / day_open - 1) * 100, 2) AS intraday_pct,
round((day_close / prior_close - 1) * 100, 2) AS pct_chg,
day_dollar_bn
FROM per_name
ORDER BY tickerNVDA close +4.04% — na im best day for di week, one session afta e close red while everi oda chip rally (Thursday recap get di receipts). META add +6.02% on 22.82B of dollars — back-to-back big green days afta im violent Thursday reversal. Di memory trade cool down: MU close -1.19% afta two heavy green sessions, and INTC give back -2.42%. SNDK (+3.1%) and AMD (+2.07%) keep climbing. Di rest of di mega-cap shelf quiet — AAPL -0.27%, MSFT +0.2%, AMZN -0.66% — na one-stock day wey wear sector clothes.
Di rally spread reach oda parts of di market?
Di eleven SPDR sector funds, Friday close against Thursday own:
The exact SQL behind every number
WITH per_etf AS (
SELECT
ticker,
toFloat64(argMaxIf(close, window_start, window_start < '2026-07-10 00:00:00')) AS prior_close,
toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-10 00:00:00')) AS day_close,
round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-10 00:00:00') / 1e9, 2) AS day_dollar_bn
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('XLB', 'XLC', 'XLE', 'XLF', 'XLI', 'XLK', 'XLP', 'XLRE', 'XLU', 'XLV', 'XLY')
AND ((window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00')
OR (window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00'))
GROUP BY ticker
)
SELECT
ticker,
round(prior_close, 2) AS prior_close,
round(day_close, 2) AS day_close,
round((day_close / prior_close - 1) * 100, 2) AS pct_chg,
day_dollar_bn
FROM per_etf
ORDER BY tickerDi green spread wide pass just chip story — and e no show for where chip story suppose put am. Materials (+1.21%), consumer staples (+1.09%) and communication services (+1%) — di fund wey hold META — top di board, while technology, wey be house of di day headline stock with MU and INTC red inside am, add just 0.24%. Health care na im be di only one wey drop for -0.79%. No sector fund move reach even two points: ten out of eleven green, all shallow, di drama dey inside single names.
Wetin di news feed tok
Di panels show wetin move; di feed show wetin dem write. Every July 10 headline wey dem tag NVDA or META wey di title mention di company name:
The exact SQL behind every number
SELECT
formatDateTime(toTimeZone(published_utc, 'America/New_York'), '%H:%i') AS et_time,
title,
JSONExtractString(publisher, 'name') AS publisher
FROM global_markets.stocks_news
WHERE toDate(toTimeZone(published_utc, 'America/New_York')) = '2026-07-10'
AND (has(tickers, 'NVDA') OR has(tickers, 'META'))
AND NOT has(tickers, 'SPCX')
AND (positionCaseInsensitive(title, 'nvidia') > 0 OR positionCaseInsensitive(title, 'meta') > 0)
ORDER BY published_utc ASC, title ASCMETA back-to-back green days come with story join body: one overnight GlobeNewswire wire (03:05 ET) hail wetin e call Meta "historic" Alberta data-centre investment, and Investing.com midday framing (12:03 ET) read "AI Price War Breaks Out as Meta Tries to Buy Its Way Into the Frontier." NVDA no draw any catalyst headline at all: di only piece wey mention Nvidia name (11:19 ET, The Motley Fool) na valuation commentary. Di attributions na from di publishers; from di tape alone, nobody know wetin cause NVDA move — and to tok am straight pass to dey fabricate one.
Where di money trade
The exact SQL behind every number
SELECT leaderboard, ticker, dollar_volume_bn, shares_m,
round(1000 * dollar_volume_bn / shares_m, 2) AS implied_avg_price
FROM (
SELECT
'by dollars traded' AS leaderboard,
ticker,
round(sum(toFloat64(close) * toFloat64(volume)) / 1e9, 2) AS dollar_volume_bn,
round(sum(toFloat64(volume)) / 1e6, 1) AS shares_m
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00'
AND ticker NOT IN ('SPCX')
GROUP BY ticker
ORDER BY dollar_volume_bn DESC
LIMIT 6
UNION ALL
SELECT
'by shares traded' AS leaderboard,
ticker,
round(sum(toFloat64(close) * toFloat64(volume)) / 1e9, 2) AS dollar_volume_bn,
round(sum(toFloat64(volume)) / 1e6, 1) AS shares_m
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00'
AND ticker NOT IN ('SPCX')
GROUP BY ticker
ORDER BY shares_m DESC
LIMIT 4
)
ORDER BY leaderboard, dollar_volume_bn DESCDi dollar board top three finish within one billion of each oda — NVDA na 26.56B, SPY na 26.29B, MU na 25.9B — NVDA collect di crown afta MU reign for two sessions. META at 22.82B trade pass QQQ — one single stock print more dollars dan di index wey hold am. Wedge inside for number 5: one ticker wey no dey di day before — next section.
Di oda headline: mega-listing first tape
Friday still be debut day — di biggest US listing since SpaceX June offering: SK Hynix Inc US shares start to trade under one brand-new symbol and immediately rank among di tape heaviest names:
The exact SQL behind every number
SELECT
(SELECT round(toFloat64(final_issue_price), 2) FROM global_markets.stocks_ipos
WHERE issuer_name = 'SK Hynix Inc' AND listing_date = '2026-07-10') AS recorded_issue_price,
(SELECT round(total_offer_size / 1e9, 1) FROM global_markets.stocks_ipos
WHERE issuer_name = 'SK Hynix Inc' AND listing_date = '2026-07-10') AS raised_bn,
round(toFloat64(argMinIf(open, window_start, window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00')), 2) AS first_rth_open,
round(100 * (toFloat64(argMinIf(open, window_start, window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00'))
/ (SELECT toFloat64(final_issue_price) FROM global_markets.stocks_ipos
WHERE issuer_name = 'SK Hynix Inc' AND listing_date = '2026-07-10') - 1), 1) AS open_vs_issue_pct,
round(toFloat64(argMaxIf(close, window_start, window_start < '2026-07-10 20:00:00')), 2) AS regular_close,
round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00') / 1e9, 2) AS rth_dollar_bn,
round(sum(toFloat64(volume)) / 1e6, 1) AS day_shares_m,
(SELECT count() FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SKHYV' AND window_start < '2026-07-10 00:00:00') AS bars_before_debut
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SKHYV' AND window_start >= '2026-07-10 04:00:00' AND window_start < '2026-07-11 00:00:00'Di offering records show one recorded issue price of $158.14 and 28.1B wey dem raise — second among 2026 US listings only to SpaceX June deal, wey dem receipt just below. Di first regular-session print come at $170, 7.5% above am, and di day close at $168.33 on 18.03B of regular-hours dollars — fifth on di day board, ahead of QQQ, for im first session. Di symbol receipt: 0 bars dey for dis ticker before July 10 — one genuinely new listing, no be reused symbol. SK Hynix and Micron na di memory industry two listed giants — and MU, di week heaviest name, cool -1.19% on di very session wey im rival US line begin trade. Co-timing, on di record — di SpaceX debut playbook show wetin one listing first month fit add.
Where Friday raise sit for di year class:
The exact SQL behind every number
SELECT
issuer_name,
toString(listing_date) AS listed,
round(total_offer_size / 1e9, 1) AS raised_bn
FROM global_markets.stocks_ipos
WHERE listing_date >= '2026-01-01' AND listing_date < '2026-07-11'
AND total_offer_size > 0
ORDER BY total_offer_size DESC, issuer_name ASC
LIMIT 5SpaceX June deal raise $75B, Friday SK Hynix listing sit second at $28.1B, and third place (Cerebras Systems Inc, $5.6B) no dey near — di top two na tier of dia own. Di H1 IPO ledger carry di full record.
Di options tape
The exact SQL behind every number
WITH
(
SELECT (groupArray(und), groupArray(strike), groupArray(typ), groupArray(vol), groupArray(avg_px), groupArray(is_0dte))
FROM (
SELECT any(underlying_symbol) AS und, any(toFloat64(strike_price)) AS strike, any(option_type) AS typ,
sum(size) AS vol, round(avg(toFloat64(price)), 3) AS avg_px,
if(substring(ticker, length(ticker) - 14, 6) = '260710', 1, 0) AS is_0dte
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-10 00:00:00' AND sip_timestamp < '2026-07-11 00:00:00'
GROUP BY ticker
ORDER BY vol DESC
LIMIT 2
)
) AS top2,
(
SELECT round(toFloat64(argMax(close, window_start)), 2)
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY' AND window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00'
) AS spy_regular_close,
(
SELECT round(toFloat64(sum(size)) / 1e6, 2)
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00'
) AS jul9_contracts_m,
(
SELECT round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260709') / sum(size), 1)
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00'
) AS jul9_pct_0dte
SELECT
round(count() / 1e6, 2) AS option_prints_m,
round(toFloat64(sum(size)) / 1e6, 2) AS contracts_m,
jul9_contracts_m,
round(100.0 * sumIf(size, option_type = 'C') / sum(size), 1) AS call_pct_of_volume,
round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260710') / sum(size), 1) AS pct_0dte,
jul9_pct_0dte,
spy_regular_close,
top2.1[1] AS top1_und, top2.2[1] AS top1_strike, top2.3[1] AS top1_type, top2.4[1] AS top1_contracts, top2.5[1] AS top1_avg_px, top2.6[1] AS top1_is_0dte,
round(toFloat64(top2.2[1]) - spy_regular_close, 2) AS top1_moneyness
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-10 00:00:00' AND sip_timestamp < '2026-07-11 00:00:00'Friday na di week weekly-expiry session, and e print like one: 65.59M contracts — di busiest options day of di week — with di 0DTE share jump go 48.7% from Thursday own 28.7%, di signature of an expiry Friday (when options dey expire map di calendar). Calls run 59.4% of volume. Di busiest single contract: SPY 755C, a same-day contract wey finish 0.1 from SPY $754.9 close.
Di quote tape
The exact SQL behind every number
SELECT
round(countIf(toDate(sip_timestamp) = toDate('2026-07-10')) / 1e6, 2) AS jul10_updates_m,
round(countIf(toDate(sip_timestamp) = toDate('2026-07-09')) / 1e6, 2) AS jul9_updates_m,
round((countIf(toDate(sip_timestamp) = toDate('2026-07-10')) / countIf(toDate(sip_timestamp) = toDate('2026-07-09')) - 1) * 100, 1) AS day_over_day_pct,
round(countIf(toDate(sip_timestamp) = toDate('2026-07-10') AND ticker = 'SPY') / 1e6, 2) AS jul10_spy_updates_m,
round(countIf(toDate(sip_timestamp) = toDate('2026-07-10') AND ticker = 'QQQ') / 1e6, 2) AS jul10_qqq_updates_m,
round(countIf(toDate(sip_timestamp) = toDate('2026-07-10') AND ticker = 'NVDA') / 1e6, 2) AS jul10_nvda_updates_m
FROM global_markets.cache_stocks_quotes
WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-11 00:00:00'Di stock-quote tape carry 402.21M NBBO updates — 4.9% compare to Thursday, just normal Friday movement. QQQ (4.28M) lead di named counts ahead of SPY (2.48M) and NVDA (2.24M).
The exact SQL behind every number
SELECT
ticker,
round(quantileExact(0.5)((toFloat64(ask_price) - toFloat64(bid_price)) / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2) * 10000), 2) AS median_spread_bps
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('SPY', 'QQQ', 'NVDA', 'META', 'MU', 'SNDK', 'AVGO')
AND sip_timestamp >= '2026-07-10 13:30:00' AND sip_timestamp < '2026-07-10 20:00:00'
AND bid_price > 0 AND ask_price > 0 AND ask_price > bid_price
GROUP BY ticker
ORDER BY median_spread_bps ASCSPY quote one 0.27 bps RTH median spread, QQQ 0.55 bps, NVDA 0.96 bps — no stress for anywhere inside di quote, even as di leadership dey churn underneath.
The exact SQL behind every number
WITH
(SELECT count() FROM global_markets.cache_options_quotes WHERE sip_timestamp >= '2026-07-10 00:00:00' AND sip_timestamp < '2026-07-11 00:00:00') AS jul10_options_rows,
(SELECT count() FROM global_markets.cache_stocks_quotes WHERE sip_timestamp >= '2026-07-10 00:00:00' AND sip_timestamp < '2026-07-11 00:00:00') AS jul10_stock_quote_rows
SELECT
round(jul10_options_rows / 1e9, 2) AS jul10_options_bn,
round(jul10_options_rows / jul10_stock_quote_rows, 1) AS options_to_stock_ratio,
round((SELECT count() FROM global_markets.cache_options_quotes WHERE ticker >= 'O:SPY26' AND ticker < 'O:SPY27' AND sip_timestamp >= '2026-07-10 13:30:00' AND sip_timestamp < '2026-07-10 20:00:00') / 1e6, 0) AS jul10_spy_options_mDi options-quote tape run 6.73 billion NBBO updates — 16.7× di stock tape — with di SPY root at 243 million regular-hours updates for im expiry day.
Rates: both prints don show for file
The exact SQL behind every number
SELECT
(SELECT count() FROM global_markets.treasury_yields WHERE date = '2026-07-09') AS jul9_print_rows,
(SELECT count() FROM global_markets.treasury_yields WHERE date = '2026-07-10') AS jul10_print_rows,
toString(any(date)) AS latest_print_date,
round(toFloat64(any(yield_2_year)), 2) AS latest_2y_pct,
round(toFloat64(any(yield_10_year)), 2) AS latest_10y_pct,
round(toFloat64(any(yield_30_year)), 2) AS latest_30y_pct
FROM global_markets.treasury_yields
WHERE date = '2026-07-10'Di July 9 and July 10 treasury prints land afta we don write am, e take long pass di normal one-session lag wey di file dey get — 1 and 1 rows dey for record now. Friday curve (2026-07-10): 2-year na 4.21%, 10-year na 4.56%, 30-year na 5.06% — e don go back to July 8 marks afta Thursday small easing for di 2-year. Both receipt columns dey bound to one, so di section go stay tight to di prints wey e dey quote.
Di calendar wey dey behind di day
The exact SQL behind every number
WITH
(
SELECT (count(), uniqExact(publisher))
FROM global_markets.stocks_news
WHERE toDate(toTimeZone(published_utc, 'America/New_York')) = '2026-07-10'
) AS news,
(
SELECT (argMax(t, (n, t)), max(n))
FROM (
SELECT t, count() AS n
FROM (
SELECT arrayJoin(tickers) AS t
FROM global_markets.stocks_news
WHERE toDate(toTimeZone(published_utc, 'America/New_York')) = '2026-07-10'
)
WHERE t != 'SPCX'
GROUP BY t
)
) AS top_news,
(
SELECT (count(), uniqExact(cik), countIf(form_type = '4'), countIf(form_type = '424B2'), countIf(form_type = '8-K'), countIf(form_type = '13F-HR'), countIf(form_type = '10-Q'), countIf(form_type = '424B4' AND positionCaseInsensitive(issuer_name, 'hynix') > 0), countIf(form_type = '4') - (SELECT max(n) FROM (SELECT count() AS n FROM global_markets.stocks_sec_edgar_index WHERE filing_date = '2026-07-10' AND form_type != '4' GROUP BY form_type)))
FROM global_markets.stocks_sec_edgar_index
WHERE filing_date = '2026-07-10'
) AS fil
SELECT
(SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date = '2026-07-10') AS ex_dividend_records,
(SELECT countIf(toFloat64(split_from) > toFloat64(split_to)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-10') AS reverse_splits,
(SELECT countIf(toFloat64(split_to) > toFloat64(split_from)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-10') AS forward_splits,
fil.1 AS fil_total,
fil.2 AS fil_filers,
fil.3 AS fil_form4,
fil.4 AS fil_424b2,
fil.5 AS fil_8k,
fil.6 AS fil_13f,
fil.7 AS fil_10q,
fil.8 AS skhyv_final_prospectus,
fil.9 AS fil_form4_minus_next_form,
news.1 AS news_articles, news.2 AS news_publishers,
top_news.1 AS top_news_ticker, top_news.2 AS top_news_n153 ex-dividend records, 6 reverse and 4 forward splits wey dem execute, and 154 news articles across 3 publishers, with NVDA na im be di ticker wey dem cover pass at 11 articles. Di SEC EDGAR daily index carry 3135 filings for July 10, from 1778 distinct filers. Insider paperwork na im dominate di mix: 694 Form 4s, di filing wey officer or director dey submit after dem buy or sell dia own company stock (di common SEC filings dey explain each one). Di rest of di day mix na 532 424B2 pricing supplements (di prospectus wey bank dey file for each new structured note), 150 8-K current reports, 99 quarterly 13F-HR holdings reports from institutional managers, and just 7 10-Q quarterly reports, as July 10 dey between reporting seasons.
Di oda headline for di day leave im own paper trail. SK hynix Inc. file one 424B4, di final priced prospectus wey company dey file once im offering don finish, for di same session wey im US line start to trade: 1 such filing dey for July 10 index under dat issuer name.
Shey dat na busy filing day? Di week go give di answer.
The exact SQL behind every number
SELECT
toString(filing_date) AS filing_date,
count() AS filings,
uniqExact(cik) AS filers
FROM global_markets.stocks_sec_edgar_index
WHERE filing_date >= '2026-07-06' AND filing_date < '2026-07-11'
GROUP BY filing_date
ORDER BY filing_dateMonday July 6 na im be di week heaviest index at 5019 filings, Thursday na im lightest at 2979. Friday own 3135 dey between dem, from 1778 filers: na ordinary day for di paperwork tape, wetin di price tape dey do no matter.
Wey dey come
Next week, from the same tables:
The exact SQL behind every number
SELECT
(SELECT count() FROM global_markets.stocks_market_holidays
WHERE date >= '2026-07-13' AND date <= '2026-07-17') AS holiday_rows_next_week,
(SELECT count() FROM global_markets.stocks_dividends
WHERE ex_dividend_date >= '2026-07-13' AND ex_dividend_date <= '2026-07-17') AS exdiv_records_next_week,
(SELECT countIf(ticker IN ('AAPL', 'MSFT', 'JPM', 'JNJ', 'XOM', 'KO', 'PG', 'WMT', 'CVX', 'HD'))
FROM global_markets.stocks_dividends
WHERE ex_dividend_date >= '2026-07-13' AND ex_dividend_date <= '2026-07-17') AS household_exdivs,
(SELECT count() FROM global_markets.stocks_splits
WHERE execution_date >= '2026-07-13' AND execution_date <= '2026-07-17') AS splits_next_week,
round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260717') / sum(size), 1) AS jul17_expiry_pct_of_friday_volume,
round(toFloat64(sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260717')) / 1e6, 2) AS jul17_expiry_contracts_m,
(SELECT toString(max(settlement_date)) FROM global_markets.stocks_short_interest) AS latest_si_settlement,
(SELECT dateDiff('day', max(settlement_date), toDate('2026-07-10')) FROM global_markets.stocks_short_interest) AS si_settlement_age_days
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-10 00:00:00' AND sip_timestamp < '2026-07-11 00:00:00'Di holiday table get 0 rows for July 13–17 — five full sessions wey dem schedule, next closure na Labor Day (2026-09-07). 640 dividend records go ex-dividend — 0 among ten household names wey dem check — and 41 splits go execute. Di marked date na Friday, July 17: di third Friday, di July monthly options expiration, with 17.8% of Friday own option volume (11.69M contracts) wey don already dey inside dat expiry. Di newest short-interest settlement wey dey for file na 2026-06-30, wey be 10 days old — di mid-July print go land on di usual lag.
Di session, wey dem don verify
The exact SQL behind every number
SELECT
formatDateTime(min(toTimeZone(window_start, 'America/New_York')), '%H:%i') AS first_spy_bar_et,
formatDateTime(max(toTimeZone(window_start, 'America/New_York')), '%H:%i') AS last_spy_bar_et,
countIf(window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00') AS regular_session_bars,
uniqExactIf(toDate(toTimeZone(window_start, 'America/New_York')), window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00') AS day_sessions,
(SELECT count() FROM global_markets.stocks_market_holidays WHERE date = '2026-07-10') AS jul10_holiday_rows,
(SELECT toString(min(date)) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-10' AND status = 'closed') AS next_closure_date,
(SELECT argMin(name, date) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-10' AND status = 'closed') AS next_closure_name
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY' AND window_start >= '2026-07-10 00:00:00' AND window_start < '2026-07-11 00:00:00'Na full ordinary session: first SPY bar na 04:00 ET, last one na 19:59 ET, 390 regular-hours bars, 1 session inside di window, no holiday row. Di next closure wey dem schedule: na Labor Day for 2026-09-07.
FAQ
How stock market take be for Friday, July 10, 2026?
SPY close +0.43%, QQQ +0.32%, DIA +0.3%; small-cap IWM drop -0.44%, and na only 54.4% of liquid tickers move up — index show small green but plenty stocks no follow.
Why Nvidia stock go up for July 10, 2026?
NVDA close +4.04% with 26.56B dollars wey dem trade, na im be di heaviest name for di session, one day after e no join chip rally. Our news feed no carry any catalyst headline for am; we no fit see di reason from dis data.
Which one be di biggest IPO of 2026 so far?
By dollars wey dem raise, SpaceX June listing for $75 billion. SK Hynix July 10 debut dey second with $28.1 billion.
July 10, 2026 be options expiration day?
Yes — na weekly Friday expiry: 0DTE contracts collect 48.7% of option volume, e rise from 28.7% Thursday. Di next monthly expiration na Friday, July 17.
Data notes
Named per-ticker panels dey arranged alphabetically so any prose wey point to dem go always land for the same row; leaderboards dey follow value order, and we encode positional claims as sanity bounds. One data-arrival receipt na deliberate tripwire wey we bound to zero: the treasury prints for July 9 and July 10, wey none of dem dey on file yet, so their arrival dey hold the post for a rates rewrite. The July 10 EDGAR daily index na the second tripwire like that, e don land since, and this version dey read the real filing counts. The quote tapes (stock and options) we verify say dem complete before we write the quote section. The sector read dey use the eleven SPDR select-sector funds — na fixed, declared basket, no be vendor classification. The news panel dey list every July 10 headline wey dem tag NVDA or META wey the title name the company — na one feed attention, no be the world media. The on-deck block deliberately dey read the calendar week after the period.
How We Do Am
- Where market data dey come from: consolidated tape —
delayed_stocks_minute_aggsfor price and volume,options_tradesfor the options tape. - How we handle time zone: all the timestamps we keep na UTC; we dey compute ET labels with
toTimeZone(..., 'America/New_York')only inside SELECT lists; WHERE clauses dey use raw UTC numbers. - Regular-hours window: 13:30–20:00 UTC, we check am against SPY minute bars wey we see for the session-verification panel.
- Prior-session comparisons: we dey compute am inside query from July 9 — we no dey carry am come from any post wey don pass.
- Deterministic aggregates: we dey use tuple-keyed tie-breaks and one deterministic news tie-break so say regeneration go dey stable.
- Warehouse as-of date: July 13, 2026 (T+3 for the period); equity minute tapes, options trades, quote tapes and the EDGAR filing index don fully enter, but the treasury receipt wey dey up there dey mark the one dataset wey still dey come.
Cross-links: recap of July 9, 2026, recap of the full week, when options dey expire, 0DTE options, and relative volume.