Strasmore Research
Muhtasari wa soko Matt ConnorNa Matt Connor · Imeboreshwa 2026-08-03

Muhtasari wa soko la hisa Julai 29 2026

Pata uchambuzi wa kina wa soko la hisa kwa tarehe Julai 29 2026 ikijumuisha alama za index, mtiririko wa options, viwango vya riba na takwimu muhimu za kila sekta.

Muhtasari huu wa soko wa Jumatano, Julai 29, 2026 unasoma kikao kizima kutoka kwa hoja zilizohifadhiwa: mabadiliko ya bei ya kufunga ya SPY ikilinganishwa na ile ya awali yalifikia -1.52%, sehemu ya hisa zilizopanda katika soko lenye ukwasi ilikuwa 27.2%, na soko la options lilichapisha mikataba milioni 66.84. Kila dirisha hapa chini limefungwa kwenye tarehe mahususi pande zote mbili, hivyo kuendesha upya SQL ya paneli yoyote kunarejesha takwimu hizi hizi.

Ubao wa matokeo

Kila mabadiliko yanalinganisha dakika ya mwisho ya kipindi cha kawaida cha biashara cha Julai 29 na ile ya Jumanne Julai 28, katika vipindi mfululizo vya biashara. Safu zimepangwa kwa alfabeti, hivyo kila ETF inabaki katika nafasi isiyobadilika.

UlizaSPY / QQQ / DIA / IWM: Julai 29 dhidi ya kufungwa kwa Julai 28, saa za kawaida
SQL halisi nyuma ya kila namba
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 >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 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 >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 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 ticker
Run this yourself

DIA ilisogea -2.19%, IWM -1.63%, QQQ -2.07%, na SPY -1.52% hadi kufunga kwa $729.51. Kila safu hugawanya mabadiliko hayo katika sehemu zake mbili: SPY ilifungua -0.11% kutoka bei ya kufunga ya Jumanne na kusogea -1.41% kuanzia ufunguzi hadi kufunga. Sehemu ya usiku kucha na sehemu ya ndani ya siku hazilazimiki kuoana, na mgawanyo kati yao ndio alama ya kwanza ya kipindi cha biashara.

Je, siku hiyo ilikuwa ya kipekee?

Takwimu za kikao kimoja hazina maana kubwa bila usambazaji uliopo nyuma yake, kwa hivyo siku hiyo hupangiwa daraja ndani ya mwezi wake wa nyuma kwa kutumia mantiki ileile.

UlizaMwenendo wa SPY katika muktadha wa muda (open-to-close, Juni 29 hadi Julai 29)
SQL halisi nyuma ya kila namba
SELECT
    round(anyIf(oc_pct, d = toDate('2026-07-29')), 2) AS spy_open_to_close_pct,
    arrayCount(x -> x > abs(anyIf(oc_pct, d = toDate('2026-07-29'))), groupArrayIf(abs(oc_pct), d != toDate('2026-07-29'))) + 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('2026-06-29 13:30:00')
      AND window_start < toDateTime('2026-07-30 00:00:00')
      AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
    GROUP BY d
)
Run this yourself

Mabadiliko ya SPY kutoka ufunguzi hadi kufungwa kwa -1.41% yameshika nafasi ya 1 kati ya 22 ya vikao vya nyuma kwa ukubwa kamili, katika kipindi kinachorejea hadi 2026-06-29. Daraja hilo huhesabu ni vikao vingapi vingine katika kipindi hicho vilivyobadilika zaidi, pamoja na kimoja, kwa hivyo nafasi ya kwanza ingekuwa mabadiliko makubwa zaidi ya mwezi wa nyuma.

Upana wa Soko

Kiwango cha fahirisi ni namba moja tu. Upana wa soko hupima ni hisa ngapi zilizosonga sambamba na fahirisi hiyo.

UlizaUpana wa soko (Liquid-tape): Kufungwa kwa Julai 29 dhidi ya Julai 28, kichujio cha $1M-traded
SQL halisi nyuma ya kila namba
SELECT
    countIf(c29 > c28 AND liquid) AS advancers,
    countIf(c29 < c28 AND liquid) AS decliners,
    countIf(c29 = c28 AND liquid) AS unchanged,
    countIf(liquid) AS liquid_tickers,
    countIf(NOT liquid) AS dropped_by_liquidity_filter,
    round(100.0 * countIf(c29 > c28 AND liquid) / countIf(liquid), 1) AS advancer_pct
FROM (
    SELECT ticker, c28, c29, dv29 >= 1000000 AS liquid
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 20:00:00') AS c28,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00') AS c29,
               sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-29 13:30:00') AS dv29
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-29 20:00:00'
        GROUP BY ticker
        HAVING c28 > 0 AND c29 > 0
    )
)
Run this yourself

Katika majina 6066 yaliyofikisha mauzo ya dola milioni moja wakati wa saa za kawaida za soko, 1652 yalifunga juu ya bei ya kufunga ya Jumanne na 4342 yalifunga chini yake, ikiwa ni uwiano wa hisa zilizopanda wa 27.2%. Kichujio kiliweka kando majina 5363 yenye miamala michache, ambayo yamehesabiwa hapa badala ya kuondolewa kimyakimya.

Rafu ya kampuni kubwa (mega-cap)

Majina yaleyale manane ya kampuni kubwa hujitokeza hapa kila kikao, yamepangwa kialfabeti ili kila moja idumishe mstari wake. Kikapu kisichobadilika ndicho kiini: msomaji hujifunza mistari hiyo, na hakuna mkono wa wahariri unaochagua washindi baada ya ukweli.

UlizaMega-caps nane: mabadiliko dhidi ya Julai 28 na thamani ya dola katika saa za kawaida, Julai 29
SQL halisi nyuma ya kila namba
WITH per_name AS (
    SELECT
        ticker,
        toFloat64(argMaxIf(close, window_start, window_start < '2026-07-29 00:00:00')) AS prior_close,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-29 00:00:00')) AS day_close,
        round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-29 00:00:00') / 1e9, 2) AS day_dollar_bn
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('AAPL', 'AMZN', 'AVGO', 'GOOGL', 'META', 'MSFT', 'NVDA', 'TSLA')
      AND ((window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 20:00:00')
        OR (window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 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_name
ORDER BY ticker
Run this yourself

AAPL ilisogea kwa -0.63%, META kwa -1.12%, MSFT kwa -0.27%, na NVDA kwa -3.51% kwenye 22.26 bilioni za dola za mauzo ya kawaida ya soko, huku TSLA ikiwa katika -2.97%. Safu ya dola inaonyesha kiasi gani cha miamala (tape) ambacho majina haya manane yanabeba yenyewe; paneli ya upana (breadth) hapo juu ni kipimo cha jinsi soko lote lilivyosafiri pamoja nao.

Watendaji wa siku

Bodi zote mbili zinahitaji mauzo ya dola milioni tano wakati wa saa za kawaida za soko, hazijumuishi jina lolote ambalo mgawanyo wake wa hisa ulitekelezwa kati ya bei mbili za kufunga soko zinazopimwa, na hazijumuishi alama moja iliyotumika tena chini ya kanuni ya kuepuka utata wa kampuni iliyoelezwa katika madokezo.

UlizaWapandaji na washukaji wakubwa: Kufungwa kwa Julai 29 dhidi ya Julai 28, $5M+ traded, bila kujumuisha splits
SQL halisi nyuma ya kila namba
SELECT ticker, board, day_pct, day_dollar_m
FROM (
    SELECT 'gainers' AS board, ticker, round((c29 / c28 - 1) * 100, 1) AS day_pct, round(dv / 1e6, 1) AS day_dollar_m
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 20:00:00') AS c28,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00') AS c29,
               sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-29 13:30:00') AS dv
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker NOT IN ('SPCX')
          AND ticker NOT IN (SELECT ticker FROM global_markets.stocks_splits WHERE execution_date > '2026-07-28' AND execution_date <= '2026-07-29')
          AND window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-29 20:00:00'
        GROUP BY ticker
        HAVING c28 > 0 AND c29 > 0 AND dv >= 5000000
    )
    ORDER BY day_pct DESC
    LIMIT 8
    UNION ALL
    SELECT 'decliners' AS board, ticker, round((c29 / c28 - 1) * 100, 1) AS day_pct, round(dv / 1e6, 1) AS day_dollar_m
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 20:00:00') AS c28,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00') AS c29,
               sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-29 13:30:00') AS dv
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker NOT IN ('SPCX')
          AND ticker NOT IN (SELECT ticker FROM global_markets.stocks_splits WHERE execution_date > '2026-07-28' AND execution_date <= '2026-07-29')
          AND window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-29 20:00:00'
        GROUP BY ticker
        HAVING c28 > 0 AND c29 > 0 AND dv >= 5000000
    )
    ORDER BY day_pct ASC
    LIMIT 8
)
ORDER BY board DESC, abs(day_pct) DESC
Run this yourself

Aliyeongoza kwa kupanda thamani kwenye bodi, DFNS, alipanda kwa 119.8% kwa mauzo ya dola milioni 544.9. Aliyeongoza kwa kushuka kwa kasi zaidi, YYAI, alirekodi -68.1% kwa mauzo ya dola milioni 8.5. Ukurasa huu unarekodi ukubwa wa miamala na mapato; hauambatanishi maelezo yoyote nayo.

Mgawanyo wa sekta

Fedha kumi na moja za SPDR select-sector, kulingana na kufungwa kwa soko mnamo Julai 29 ikilinganishwa na Julai 28, zikiwa zimepangwa kutoka bora hadi mbaya zaidi. Kikapu hiki kimetangazwa na ni cha kudumu, si uainishaji wa muuzaji.

UlizaETF za sekta, kufungwa kwa Julai 29 dhidi ya Julai 28, zimepangwa kwa daraja
SQL halisi nyuma ya kila namba
SELECT sector, day_pct, round(max(day_pct) OVER () - day_pct, 2) AS points_behind_best
FROM (
    SELECT multiIf(ticker = 'XLK', 'Technology', ticker = 'XLC', 'Communications', ticker = 'XLE', 'Energy',
                   ticker = 'XLF', 'Financials', ticker = 'XLI', 'Industrials', ticker = 'XLB', 'Materials',
                   ticker = 'XLP', 'Staples', ticker = 'XLRE', 'Real Estate', ticker = 'XLU', 'Utilities',
                   ticker = 'XLV', 'Health Care', 'Consumer Discretionary') AS sector,
           round((c29 / c28 - 1) * 100, 2) AS day_pct
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start < '2026-07-29 00:00:00') AS c28,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-29 00:00:00') AS c29
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker IN ('XLB', 'XLC', 'XLE', 'XLF', 'XLI', 'XLK', 'XLP', 'XLRE', 'XLU', 'XLV', 'XLY')
          AND ((window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 20:00:00')
            OR (window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00'))
        GROUP BY ticker
        HAVING c28 > 0 AND c29 > 0
    )
)
ORDER BY day_pct DESC
Run this yourself

Energy iliongoza orodha kwa 1.89%, na Industrials ilikuwa mkiani kwa -3.21%, ikiwa nyuma kwa 5.1 percentage points. Spread hiyo ndiyo mgawanyo wa sekta wa siku hiyo: hali ya soko ambapo zote kumi na moja ziko ndani ya pointi moja huashiria kitu tofauti kabisa na ile iliyotawanyika katika viwango vingi.

Mahali ambapo dola zilifanyiwa biashara

Uliza6 bora kwa dola zilizouzwa, 4 bora kwa hisa zilizouzwa: Julai 29 saa za kawaida
SQL halisi nyuma ya kila namba
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 >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 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 >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00'
      AND ticker NOT IN ('SPCX')
    GROUP BY ticker
    ORDER BY shares_m DESC
    LIMIT 4
)
ORDER BY leaderboard, if(leaderboard = 'by shares traded', shares_m, dollar_volume_bn) DESC
Run this yourself

MU iliongoza ubao wa dola kwa mauzo ya kawaida ya 44.99 bilioni, huku SPY ikifuata kwa 42.29 bilioni. Ubao wa hisa unajibu swali tofauti: SNXX iliongoza kwa 173.4 milioni ya hisa ikiwa na wastani wa bei uliokadiriwa wa $7.32. Kiasi cha dola huonyesha umakini wa soko, kiasi cha hisa huonyesha mzunguko wake, na toleo la kipimo hiki kwa kila jina ni relative volume.

Utepe wa options

UlizaMkondo wa Options: mikataba, sehemu ya call, sehemu ya siku hiyo dhidi ya Jumanne, mkataba wa SPY wenye shughuli nyingi
SQL halisi nyuma ya kila namba
WITH
    (
        SELECT (strike, typ, vol_m, is_0dte)
        FROM (
            SELECT toFloat64(any(strike_price)) AS strike, any(option_type) AS typ,
                   round(toFloat64(sum(size)) / 1e6, 2) AS vol_m,
                   if(substring(ticker, length(ticker) - 14, 6) = '260729', 1, 0) AS is_0dte
            FROM global_markets.options_trades
            WHERE sip_timestamp >= '2026-07-29 00:00:00' AND sip_timestamp < '2026-07-30 00:00:00'
              AND underlying_symbol = 'SPY'
            GROUP BY ticker
            ORDER BY vol_m DESC, strike ASC
            LIMIT 1
        )
    ) AS top_spy,
    (
        SELECT round(toFloat64(argMax(close, window_start)), 2)
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'SPY' AND window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00'
    ) AS spy_regular_close,
    (
        SELECT round(toFloat64(sum(size)) / 1e6, 2)
        FROM global_markets.options_trades
        WHERE sip_timestamp >= '2026-07-28 00:00:00' AND sip_timestamp < '2026-07-29 00:00:00'
    ) AS jul28_contracts_m,
    (
        SELECT round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260728') / sum(size), 1)
        FROM global_markets.options_trades
        WHERE sip_timestamp >= '2026-07-28 00:00:00' AND sip_timestamp < '2026-07-29 00:00:00'
    ) AS jul28_pct_0dte
SELECT
    round(count() / 1e6, 2) AS option_prints_m,
    round(toFloat64(sum(size)) / 1e6, 2) AS contracts_m,
    jul28_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) = '260729') / sum(size), 1) AS pct_0dte,
    jul28_pct_0dte,
    spy_regular_close,
    top_spy.1 AS top_spy_strike,
    top_spy.2 AS top_spy_type,
    top_spy.3 AS top_spy_contracts_m,
    top_spy.4 AS top_spy_is_0dte,
    round(top_spy.1 - spy_regular_close, 2) AS top_spy_strike_minus_close
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-29 00:00:00' AND sip_timestamp < '2026-07-30 00:00:00'
Run this yourself

Utepe wa options ulichapisha miamala milioni 11.03 kwa mikataba milioni 66.84, ikilinganishwa na milioni 59.28 ya Jumanne. Mikataba ya call ilichukua 53.6% ya ujazo wa mikataba. Mikataba inayomalizika muda wake katika kikao hicho hicho, kundi la zero-days-to-expiry, ilichukua 33.1% dhidi ya 29% ya Jumanne, mdundo uliowekwa na expiration timing. Mkataba wa SPY uliokuwa na shughuli nyingi zaidi ulikuwa 735 P kwa mikataba milioni 0.36, huku strike price yake ikiwa umbali wa dola 5.49 kutoka kwenye bei ya kawaida ya kufunga ya SPY ya $729.51, ikipimwa kwa strike price kutoa bei ya kufunga.

Utepe wa bei (quote tape)

Data ya bei ndiyo mkusanyiko wa data adimu zaidi kwenye dawati hili, na hupimwa kila kikao. Siku za kawaida pia huwekwa kwenye rekodi.

UlizaHesabu ya sasisho za NBBO za hisa: Julai 29 dhidi ya Julai 28, pamoja na sasisho za ticker (mamilioni)
SQL halisi nyuma ya kila namba
SELECT
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-29')) / 1e6, 2) AS jul29_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-28')) / 1e6, 2) AS jul28_updates_m,
    round((countIf(toDate(sip_timestamp) = toDate('2026-07-29')) / countIf(toDate(sip_timestamp) = toDate('2026-07-28')) - 1) * 100, 1) AS day_over_day_pct,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-29') AND ticker = 'SPY') / 1e6, 2) AS jul29_spy_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-29') AND ticker = 'QQQ') / 1e6, 2) AS jul29_qqq_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-29') AND ticker = 'NVDA') / 1e6, 2) AS jul29_nvda_updates_m
FROM global_markets.cache_stocks_quotes
WHERE sip_timestamp >= '2026-07-28 00:00:00' AND sip_timestamp < '2026-07-30 00:00:00'
Run this yourself

Utepe wa bei za hisa ulichukua masasisho ya NBBO milioni 722.65 ikilinganishwa na milioni 536.07 siku ya Jumanne, mabadiliko ya siku hadi siku ya 34.8%. SPY ilirekodi masasisho milioni 7.32, QQQ milioni 8.72, na NVDA milioni 4.41.

UlizaMajina saba: Wastani wa RTH quoted spread katika basis points, pamoja na hesabu za ubora wa quote, Julai 29
SQL halisi nyuma ya kila namba
SELECT ticker,
       round(quantileExactIf(0.5)(10000 * (toFloat64(ask_price) - toFloat64(bid_price)) / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2), bid_price > 0 AND ask_price > 0 AND ask_price >= bid_price), 2) AS median_spread_bps,
       round(count() / 1e6, 2) AS quote_updates_m,
       countIf(bid_price <= 0 OR ask_price <= 0) AS one_sided_quote_count,
       countIf(bid_price > ask_price AND bid_price > 0 AND ask_price > 0) AS crossed_quote_count
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('AAPL', 'DIA', 'IWM', 'NVDA', 'QQQ', 'SPY', 'TSLA')
  AND sip_timestamp >= '2026-07-29 13:30:00' AND sip_timestamp < '2026-07-29 20:00:00'
GROUP BY ticker
HAVING countIf(bid_price > 0 AND ask_price > 0 AND ask_price >= bid_price) > 0
ORDER BY ticker
Run this yourself

Spread ya wastani ya bei zilizotolewa kwa SPY wakati wa saa za kawaida ilipimwa kwa basis points 0.27 ya bei ya katikati, QQQ ikiwa na 0.75 na NVDA 1.55. Safu mbili za mwisho ni ufafanuzi: bei za upande mmoja (one-sided) na bei zilizovuka (crossed quotes) huhesabiwa kwa kila jina na kutengwa badala ya kuondolewa kimyakimya. Bei iliyovuka, ambapo bei ya mnunuzi (bid) ni kubwa kuliko ya muuzaji (ask), ni jambo la kawaida katika mtiririko wa data uliounganishwa kutoka maeneo mengi ya biashara kwa usahihi wa nanosekunde.

UlizaWastani wa spread ya SPY iliyopangwa dhidi ya kila kikao cha Julai, kuanzia iliyobana zaidi
SQL halisi nyuma ya kila namba
SELECT round(anyIf(spread_bps, d = toDate('2026-07-29')), 2) AS jul29_median_spread_bps,
       arrayCount(x -> x < anyIf(spread_bps, d = toDate('2026-07-29')), groupArrayIf(spread_bps, d != toDate('2026-07-29'))) + 1 AS rank_tightest,
       count() AS sessions_compared,
       toString(min(d)) AS first_session
FROM (
    SELECT toDate(sip_timestamp) AS d,
           quantileExactIf(0.5)(10000 * (toFloat64(ask_price) - toFloat64(bid_price)) / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2), bid_price > 0 AND ask_price > 0 AND ask_price >= bid_price) AS spread_bps
    FROM global_markets.cache_stocks_quotes
    WHERE ticker = 'SPY'
      AND sip_timestamp >= '2026-07-01 13:30:00' AND sip_timestamp < '2026-07-29 20:00:00'
      AND (toHour(sip_timestamp) * 60 + toMinute(sip_timestamp)) BETWEEN 810 AND 1199
    GROUP BY d
    HAVING countIf(bid_price > 0 AND ask_price > 0 AND ask_price >= bid_price) > 0
)
Run this yourself

Ikilinganishwa na kila kikao cha Julai kwa kutumia mantiki ileile, spread ya wastani ya SPY ya siku hiyo ya basis points 0.27 ilikuwa 20 kati ya 20, ikianzia ile iliyo finyu zaidi, katika kipindi kilichoanza 2026-07-01. Katika utepe mtulivu, sentensi hiyo ndiyo kiini cha paneli hii: siku ya kawaida kwa ukwasi ni matokeo yanayochapishwa na kuwekewa mipaka.

UlizaMkondo wa NBBO wa Options: jumla ya sasisho dhidi ya mkondo wa hisa, pamoja na sehemu ya SPY root, Julai 29
SQL halisi nyuma ya kila namba
WITH
    (SELECT count() FROM global_markets.cache_options_quotes WHERE sip_timestamp >= '2026-07-29 00:00:00' AND sip_timestamp < '2026-07-30 00:00:00') AS jul29_options_rows,
    (SELECT count() FROM global_markets.cache_stocks_quotes WHERE sip_timestamp >= '2026-07-29 00:00:00' AND sip_timestamp < '2026-07-30 00:00:00') AS jul29_stock_quote_rows
SELECT
    round(jul29_options_rows / 1e9, 2) AS jul29_options_bn,
    round(jul29_options_rows / jul29_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 >= '2026-07-29 13:30:00' AND sip_timestamp < '2026-07-29 20:00:00') / 1e6, 0) AS jul29_spy_options_m
Run this yourself

Utepe wa NBBO wa chaguzi (options) ulikuwa na masasisho bilioni 13.55, mara 18.8 ya utepe wa bei za hisa, huku SPY pekee ikiwa na masasisho milioni 600 wakati wa saa za kawaida.

Viwango vya Riba

UlizaTreasury curve iliyorekodiwa, Julai 24 hadi Julai 29
SQL halisi nyuma ya kila namba
SELECT toString(date) AS date,
       round(toFloat64(yield_2_year), 2) AS yield_2y_pct,
       round(toFloat64(yield_10_year), 2) AS yield_10y_pct,
       round(toFloat64(yield_30_year), 2) AS yield_30y_pct,
       round((toFloat64(yield_10_year) - toFloat64(yield_2_year)) * 100) AS spread_2s10s_bp
FROM global_markets.treasury_yields
WHERE date >= '2026-07-24' AND date <= '2026-07-29'
ORDER BY date
Run this yourself

Faili ya Treasury huchelewa kwa kikao kimoja ikilinganishwa na soko, hivyo paneli hii inaripoti prints ilizonazo: 4 safu zenye tarehe katika dirisha hili. Ya hivi karibuni zaidi, yenye tarehe 2026-07-29, iliweka hati ya miaka miwili kwenye 4.22%, hati ya miaka kumi kwenye 4.67% na hati ya miaka thelathini kwenye 5.2%, ikiwa ni spread ya miaka miwili hadi kumi ya 45 basis points.

Kalenda ya siku hiyo

UlizaEx-dividends, splits, orodha, habari, na mchanganyiko wa faili za SEC za Julai 29
SQL halisi nyuma ya kila namba
WITH
    (
        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 published_utc >= '2026-07-29 04:00:00' AND published_utc < '2026-07-30 04:00:00'
            )
            WHERE t != 'SPCX'
            GROUP BY t
        )
    ) AS top_news,
    (
        SELECT (count(), uniqExact(cik), countIf(form_type = '4'), countIf(form_type = '8-K'), countIf(form_type = '424B2'), countIf(form_type = '10-Q'))
        FROM global_markets.stocks_sec_edgar_index
        WHERE filing_date = '2026-07-29'
    ) AS fil
SELECT
    (SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date = '2026-07-29') AS ex_dividend_records,
    (SELECT countIf(toFloat64(split_from) > toFloat64(split_to)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-29') AS reverse_splits,
    (SELECT countIf(toFloat64(split_to) > toFloat64(split_from)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-29') AS forward_splits,
    (SELECT count() FROM global_markets.stocks_ipos WHERE listing_date = '2026-07-29') AS listings,
    (SELECT count() FROM global_markets.stocks_news WHERE published_utc >= '2026-07-29 04:00:00' AND published_utc < '2026-07-30 04:00:00') AS news_articles,
    (SELECT uniqExact(JSONExtractString(publisher, 'name')) FROM global_markets.stocks_news WHERE published_utc >= '2026-07-29 04:00:00' AND published_utc < '2026-07-30 04:00:00') AS news_publishers,
    top_news.1 AS top_news_ticker,
    top_news.2 AS top_news_n,
    fil.1 AS fil_total,
    fil.2 AS fil_filers,
    fil.3 AS fil_form4,
    fil.4 AS fil_8k,
    fil.5 AS fil_424b2,
    fil.6 AS fil_10q
Run this yourself

85 rekodi za dividend ziliingia kwenye ex-dividend mnamo Julai 29, 2 reverse splits na 1 forward splits zilitekelezwa, na 1 orodha mpya za hisa zilianza kufanya biashara. Mtiririko wa habari ulibeba 190 makala kutoka kwa 2 wachapishaji, huku NVDA ikiwa ticker iliyopewa kipaumbele zaidi katika dirisha hili la habari kwa 13 makala. Faharisi ya kila siku ya EDGAR ina 5742 faili za tarehe hiyo kutoka kwa 3064 watoaji taarifa tofauti: 712 ripoti za ndani za Form 4, 440 ripoti za sasa za 8-K, 884 nyongeza za bei za 424B2 na 174 ripoti za robo mwaka za 10-Q. Faharisi hiyo hufuata ratiba yake yenyewe, na paneli hii huripoti chochote ilicho nacho wakati wa utengenezaji wa data.

Kinachofuata

Kwa siku zilizobaki za juma, soma kutoka kwenye majedwali hayohayo, huku ukiangalia kwa makusudi zaidi ya kipindi hiki.

UlizaJulai 30 na 31 kwenye kalenda: kufungwa, ex-dividends, splits, expiry ya Ijumaa, na muda wa short-interest
SQL halisi nyuma ya kila namba
SELECT
    (SELECT count() FROM global_markets.stocks_market_holidays WHERE date >= '2026-07-30' AND date <= '2026-07-31' AND status != 'open') AS closures_rest_of_week,
    (SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date >= '2026-07-30' AND ex_dividend_date <= '2026-07-31') AS exdiv_records_rest_of_week,
    (SELECT countIf(ticker IN ('AAPL', 'MSFT', 'JPM', 'KO', 'JNJ', 'XOM', 'CVX', 'PG', 'WMT', 'HD')) FROM global_markets.stocks_dividends WHERE ex_dividend_date >= '2026-07-30' AND ex_dividend_date <= '2026-07-31') AS household_exdivs,
    (SELECT count() FROM global_markets.stocks_splits WHERE execution_date >= '2026-07-30' AND execution_date <= '2026-07-31') AS splits_rest_of_week,
    round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260731') / sum(size), 1) AS jul31_expiry_pct_of_wed_volume,
    (SELECT toString(max(settlement_date)) FROM global_markets.stocks_short_interest WHERE settlement_date <= '2026-07-29') AS latest_short_interest_settlement
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-29 00:00:00' AND sip_timestamp < '2026-07-30 00:00:00'
Run this yourself

Jedwali la sikukuu linaonyesha kufungwa kwa 0 katika kipindi cha Alhamisi Julai 30 na Ijumaa Julai 31. Rekodi za dividend 611 zinaingia kwenye ex-dividend katika vipindi hivyo viwili, 0 kati ya hizo zikiwa ni miongoni mwa majina kumi maarufu yaliyokaguliwa, na migawanyo ya hisa (splits) 12 imepangwa kutekelezwa. Kati ya kiasi cha biashara ya options ya Jumatano, 19.7% tayari ilikuwa katika mikataba iliyopangwa kuisha muda wake Ijumaa, Julai 31. Taarifa mpya zaidi ya short-interest iliyopo kwenye faili ni 2026-07-15, faili ambalo huchapishwa kwa kuchelewa kwa muda mrefu kiasi cha kuwa na maelezo yake yenyewe.

Kikao, kimethibitishwa

UlizaUthibitishaji wa kikao: bar ya kwanza/ya mwisho ya SPY (ET), hesabu ya bar za kawaida, risiti za likizo, kufungwa kwa siku inayofuata
SQL halisi nyuma ya kila namba
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 >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00') AS regular_session_bars,
    uniqExactIf(toDate(toTimeZone(window_start, 'America/New_York')), window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00') AS day_sessions,
    (SELECT count() FROM global_markets.stocks_market_holidays WHERE date = '2026-07-29') AS jul29_holiday_rows,
    (SELECT toString(min(date)) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-29' AND date <= '2026-12-31' AND status = 'closed') AS next_closure_date,
    (SELECT argMin(name, date) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-29' AND date <= '2026-12-31' AND status = 'closed') AS next_closure_name
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY' AND window_start >= '2026-07-29 00:00:00' AND window_start < '2026-07-30 00:00:00'
Run this yourself

Kikao kamili cha kawaida: mshumaa wa kwanza wa SPY saa 04:00 ET, wa mwisho saa 19:59 ET, baa 390 za saa za kawaida, kikao 1 katika kipindi hiki, na safu 0 za likizo kwa tarehe hiyo. Kufungwa kwa soko kulikopangwa kwa mara nyingine ni Labor Day mnamo 2026-09-07.

Maswali Yanayoulizwa Mara Kwa Mara

Soko la hisa lilifanyaje kazi Jumatano, Julai 29, 2026?

SPY ilibadilika kwa -1.52% kulinganisha bei ya kufunga na ile ya awali hadi $729.51, huku QQQ ikiwa katika -2.07%, DIA katika -2.19% na IWM katika -1.63%. Miongoni mwa hisa zenye ukwasi mkubwa, 1652 ilipanda na 4342 ilishuka.

Sekta ipi iliongoza kwenye ubao mnamo Julai 29, 2026?

Energy, kwa 1.89%, iliyopimwa kupitia mifuko kumi na moja ya SPDR select-sector. Sekta dhaifu zaidi kati ya kumi na moja, Industrials, ilirekodi -3.21%.

Soko la options lilikuwa na shughuli kiasi gani mnamo Julai 29, 2026?

Mikataba milioni 66.84 ilifanyiwa biashara, ikilinganishwa na milioni 59.28 katika kikao kilichotangulia. Mikataba ya siku hiyo hiyo ilichukua 33.1% ya ujazo na call options zilichukua 53.6%.

Ni hisa ipi ilifanya biashara ya thamani kubwa zaidi ya dola mnamo Julai 29, 2026?

MU, kwa dola bilioni 44.99 ya ujazo wa dola katika saa za kawaida za biashara, ikifuatiwa na SPY kwa dola bilioni 42.29.

Vidokezo vya data

Toleo hili linaendeleza mfululizo wa kila siku; toleo la awali la kila siku ni Julai 10, 2026, na muhtasari wa kila wiki unahusu wiki iliyotangulia hii. Paneli zilizopewa majina kwa kila ticker zimepangwa kwa alfabeti ili marejeleo ya maandishi yaelekeze kwenye safu zisizobadilika; mbao za viongozi na mbao za wanaosonga zimepangwa kwa thamani, na kila madai ya kimsimamo yanayobeba yamefanyiwa usimbaji kama kikomo cha usahihi. Kikapu cha mega-cap na kikapu cha sekta ya fedha kumi na moja ni seti zilizotangazwa na zisizobadilika, si uainishaji wa wauzaji. Mbao za wanaosonga hutumia kizingiti cha mauzo ya dola milioni tano wakati wa saa za kawaida za soko, huondoa jina lolote ambalo mgawanyo wake ulitekelezwa kati ya bei mbili za kufunga zinazopimwa, na huondoa alama moja iliyotumika tena chini ya kanuni ya kutokuwa na utata, ili marejeleo yaweze kuelekeza kwenye jina linaloweza kuthibitishwa. Paneli za bei huhesabu bei za upande mmoja na zilizovuka kwa kila jina badala ya kuziondoa kimyakimya. Faili ya Treasury na index ya kila siku ya EDGAR hufika kulingana na ratiba zao wenyewe, kwa hivyo paneli hizo huripoti kile walichonacho badala ya kudhani kuwasili kwao. Hakuna index ya implied-volatility inayoonekana hapa: mfululizo huo hauna leseni katika ghala hili, kwa hivyo volatility inasomwa kutoka kwenye mkanda kupitia viwango, hisa za options za siku hiyo hiyo, na tabia ya bei.

Mbinu

  • Chanzo cha data ya soko: consolidated tape. delayed_stocks_minute_aggs kwa bei na ujazo, options_trades kwa mkanda wa options, cache_stocks_quotes na cache_options_quotes kwa paneli za NBBO.
  • Kufungwa kwa soko: dakika ya mwisho ya kipindi cha kawaida cha biashara, si print ya saa kumi kamili jioni na si print ya saa za ziada.
  • Usimamizi wa saa za kanda: mihuri yote ya muda iliyohifadhiwa ni UTC; vifungu vya WHERE hutumia literals za UTC ghafi, na toTimeZone huonekana tu katika orodha za SELECT kwa ajili ya lebo za ET.
  • Uthibitishaji wa kipindi: kutoka kwenye jedwali la sikukuu pamoja na baa zilizozingatiwa, si kwa kudhani kutoka kwenye kalenda.
  • Ulinganisho wa vipindi vya awali: huhesabiwa ndani ya query kuanzia Julai ishirini na nane, haichukuliwi kutoka kwenye chapisho la awali.
  • Desimali: safu wima za bei, ukubwa, na ujazo hubadilishwa kuwa Float64 kabla ya mgawanyo au uzidishaji wowote.
  • Jumla za kideterministi: quantiles kamili na tie-breaks za tuple-keyed kote; kila madai ya mpangilio au ishara katika maandishi yamefichwa kama kikomo cha usahihi.
  • Tarehe ya kumbukumbu ya ghala: Agosti moja, elfu mbili ishirini na sita, siku tatu baada ya kipindi, kupita muda wa kawaida wa siku moja hadi mbili wa kuingiza data kwenye mkanda; risiti zilizofungwa hapo juu hushikilia chapisho ikiwa seti ya data itakosekana wakati wa uzalishaji.

Viungo: muhtasari wa kila siku uliopita, muhtasari wa kila wiki, wakati options zinapoisha muda wake, maana ya bid-ask spread, na spread ya miaka miwili hadi kumi.

Kila query hapo juu huendeshwa bila kubadilishwa kwenye terminal ya Strasmore ikiwa unataka kuelekeza dirisha kwenye kipindi kingine.

#recap#daily#spy#qqq#market structure