Strasmore Research
Market recaps Matt ConnorNi Matt Connor · Na-update noong 2026-08-02

Market Recap Hulyo 27, 2026: Mga Numero

Market recap para Hulyo 27, 2026: scoreboard, breadth, sector spread, options flow, quote tape, rates at calendar, batay sa stored queries.

Ang market recap na ito para sa Lunes, Hulyo 27, 2026 ay sumasaklaw sa buong session batay sa stored queries: umabot sa 0.02% ang pagbabago ng SPY kumpara sa closing noong Biyernes, 65.4% ang bahagi ng mga umakyat sa liquid tape, at 64.69 milyong contracts ang naitala sa options tape. Ang bawat window sa ibaba ay may tahasang petsa sa magkabilang dulo, kaya kapag muling pinatakbo ang SQL ng anumang panel, pareho pa rin ang makukuhang figures.

Ang scoreboard

Ang bawat pagbabago ay paghahambing sa huling regular-session minute bar ng July 27 at ng Friday July 24, na magkasunod na trading sessions na pinaghiwalay ng weekend. Nakaayos ang mga row ayon sa alpabeto, kaya nananatiling pareho ang puwesto ng bawat ETF.

QuerySPY / QQQ / DIA / IWM: Hulyo 27 kumpara sa closing noong Hulyo 24, regular hours
Ang eksaktong SQL sa likod ng bawat numero
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 >= '2026-07-24 13:30:00' AND window_start < '2026-07-24 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 >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 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

Umusad ang DIA nang 0.49%, ang IWM nang 0.59%, ang QQQ nang -0.32%, at ang SPY nang 0.02% tungo sa pagsasara sa $739.02. Hinahati ng bawat row ang galaw sa dalawang bahagi: nagbukas ang SPY nang 0.82% mula sa closing price noong Friday, isang gap na sumasaklaw sa buong weekend, at gumalaw nang -0.79% mula open hanggang close. Tuwing Monday, ang overnight leg ay aktuwal na two-day leg. Ang paghahati nito at ng intraday leg ang unang fingerprint ng session.

Hindi karaniwan ang araw?

Maliit ang kahulugan ng numero ng isang session kung walang distribusyon sa likod nito. Kaya niraranggo ang araw sa loob ng sarili nitong nakaraang buwan gamit ang parehong lohika.

QueryGalaw ng SPY sa araw sa trailing context (open-to-close, Hunyo 26 hanggang Hulyo 27)
Ang eksaktong SQL sa likod ng bawat numero
SELECT
    round(anyIf(oc_pct, d = toDate('2026-07-27')), 2) AS spy_open_to_close_pct,
    arrayCount(x -> x > abs(anyIf(oc_pct, d = toDate('2026-07-27'))), groupArrayIf(abs(oc_pct), d != toDate('2026-07-27'))) + 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('2026-06-26 13:30:00')
      AND window_start < toDateTime('2026-07-28 00:00:00')
      AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
    GROUP BY d
)
Run this yourself

Ang open-to-close na galaw ng SPY na -0.79% ay nasa ika-1 sa 21 nakaraang session ayon sa absolute na laki, sa window na umaabot pabalik sa 2026-06-26. Binibilang ng ranggo kung ilang ibang session sa window ang may mas malaking galaw, at nagdaragdag ng isa. Kaya ang unang puwesto ay tumutukoy sa pinakamalaking galaw sa nakaraang buwan.

Lawak ng Partisipasyon

Ang index level ay isang numero. Sinusukat ng breadth kung ilang stock ang gumalaw kasabay nito sa weekend gap.

QueryBreadth ng liquid tape: closing noong Hulyo 27 kumpara sa closing noong Hulyo 24, $1M-traded filter
Ang eksaktong SQL sa likod ng bawat numero
SELECT
    countIf(c27 > c24 AND liquid) AS advancers,
    countIf(c27 < c24 AND liquid) AS decliners,
    countIf(c27 = c24 AND liquid) AS unchanged,
    countIf(liquid) AS liquid_tickers,
    countIf(NOT liquid) AS dropped_by_liquidity_filter,
    round(100.0 * countIf(c27 > c24 AND liquid) / countIf(liquid), 1) AS advancer_pct
FROM (
    SELECT ticker, c24, c27, dv27 >= 1000000 AS liquid
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-24 13:30:00' AND window_start < '2026-07-24 20:00:00') AS c24,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00') AS c27,
               sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-27 13:30:00') AS dv27
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE window_start >= '2026-07-24 13:30:00' AND window_start < '2026-07-27 20:00:00'
        GROUP BY ticker
        HAVING c24 > 0 AND c27 > 0
    )
)
Run this yourself

Sa 5935 stocks na lumampas sa one-million-dollar regular-hours turnover threshold, 3880 ang nagsara sa itaas ng Friday's close at 1972 ang nagsara sa ibaba nito. Katumbas ito ng advancer share na 65.4%. Isinantabi ng filter ang 5336 na mas mababa ang trading volume; isinama ang mga ito sa bilang sa halip na tahimik na alisin.

Ang shelf ng mega-cap

Lumalabas ang parehong walong mega-cap names sa bawat session, nakaayos ayon sa alpabeto para manatili ang bawat isa sa sariling row. Ang layunin ay isang fixed basket: natututunan ng reader ang mga row, at walang editorial na pumipili ng mga panalo pagkatapos ng pangyayari.

QueryWalong mega-cap: pagbabago kumpara sa Hulyo 24 at regular-hours dollars, Hulyo 27
Ang eksaktong SQL sa likod ng bawat numero
WITH per_name AS (
    SELECT
        ticker,
        toFloat64(argMaxIf(close, window_start, window_start < '2026-07-27 00:00:00')) AS prior_close,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-27 00:00:00')) AS day_close,
        round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-27 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 >= '2026-07-24 13:30:00' AND window_start < '2026-07-24 20:00:00')
        OR (window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 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

Umakyat o bumaba ang AAPL ng 1.16%, ang META ng -0.21%, ang MSFT ng 1.94%, at ang NVDA ng -5.04% sa regular-hours turnover na 25.42 bilyong dolyar, habang nasa -1.2% ang TSLA. Ipinapakita ng dollar column kung gaano kalaking bahagi ng tape ang kinakatawan ng walong names na ito; ang breadth panel sa itaas ang sumusukat kung gaano kalawak na sumabay sa kanila ang natitirang bahagi ng market.

Mga gumalaw sa araw

Parehong nangangailangan ang dalawang board ng turnover na limang milyong dolyar sa regular na oras ng trading. Hindi isinasama ang anumang pangalan na nagkaroon ng split sa pagitan ng dalawang closing na sinusukat nila. Hindi rin isinasama ang isang simbolong ginamit muli, alinsunod sa ambiguity guard ng kompanya na inilalarawan sa mga tala.

QueryPinakamalalaking gainers at decliners: closing noong Hulyo 27 kumpara sa closing noong Hulyo 24, $5M+ traded, hindi kasama ang splits
Ang eksaktong SQL sa likod ng bawat numero
SELECT ticker, board, day_pct, day_dollar_m
FROM (
    SELECT 'gainers' AS board, ticker, round((c27 / c24 - 1) * 100, 1) AS day_pct, round(dv / 1e6, 1) AS day_dollar_m
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-24 13:30:00' AND window_start < '2026-07-24 20:00:00') AS c24,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00') AS c27,
               sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-27 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 > '2026-07-24' AND execution_date <= '2026-07-27')
          AND window_start >= '2026-07-24 13:30:00' AND window_start < '2026-07-27 20:00:00'
        GROUP BY ticker
        HAVING c24 > 0 AND c27 > 0 AND dv >= 5000000
    )
    ORDER BY day_pct DESC
    LIMIT 8
    UNION ALL
    SELECT 'decliners' AS board, ticker, round((c27 / c24 - 1) * 100, 1) AS day_pct, round(dv / 1e6, 1) AS day_dollar_m
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-24 13:30:00' AND window_start < '2026-07-24 20:00:00') AS c24,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00') AS c27,
               sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-27 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 > '2026-07-24' AND execution_date <= '2026-07-27')
          AND window_start >= '2026-07-24 13:30:00' AND window_start < '2026-07-27 20:00:00'
        GROUP BY ticker
        HAVING c24 > 0 AND c27 > 0 AND dv >= 5000000
    )
    ORDER BY day_pct ASC
    LIMIT 8
)
ORDER BY board DESC, abs(day_pct) DESC
Run this yourself

Ang may pinakamalaking gain sa board, DFNS, ay gumalaw ng 214.9% sa 486.4 milyong dolyar na na-trade. Ang may pinakamalaking pagbaba, MPLT, ay nag-print ng -72.9% sa 83.3 milyon. Itinatala ng page na ito ang mga laki at resibo ng trades; wala itong iniuugnay na kuwento sa mga ito.

Dispersion ng sektor

Ang labing-isang SPDR select-sector funds, batay sa close noong July 27 kumpara sa July 24, ay niranggo mula sa pinakamahusay hanggang sa pinakamahina. Itinakda at hindi binago ang basket; hindi ito vendor classification.

QuerySector ETFs, closing noong Hulyo 27 kumpara sa closing noong Hulyo 24, niranggo
Ang eksaktong SQL sa likod ng bawat numero
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((c27 / c24 - 1) * 100, 2) AS day_pct
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start < '2026-07-27 00:00:00') AS c24,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-27 00:00:00') AS c27
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker IN ('XLB', 'XLC', 'XLE', 'XLF', 'XLI', 'XLK', 'XLP', 'XLRE', 'XLU', 'XLV', 'XLY')
          AND ((window_start >= '2026-07-24 13:30:00' AND window_start < '2026-07-24 20:00:00')
            OR (window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00'))
        GROUP BY ticker
        HAVING c24 > 0 AND c27 > 0
    )
)
ORDER BY day_pct DESC
Run this yourself

Nanguna ang Staples sa 1.5%, habang nasa hulihan ang Energy sa -2.06%, na may pagitan na 3.56 percentage points. Iyan ang sector dispersion para sa araw: ibang-iba ang market tape kapag ang lahat ng labing-isa ay nasa loob ng isang point kumpara sa tape na may agwat na ilang puntos.

Kung saan ipinagpalit ang mga dolyar

QueryNangungunang 6 batay sa dollars traded, nangungunang 4 batay sa shares traded: regular hours noong Hulyo 27
Ang eksaktong SQL sa likod ng bawat numero
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 >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 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 >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 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

Nanguna ang MU sa dollar board na may 35.71 bilyon na turnover sa regular hours, habang sumunod ang SPY sa 27.03 bilyon. Iba ang sinasagot ng share board: nanguna rito ang KIDZ na may 198.3 milyong shares at implied average price na $0.66. Ipinapakita ng dollar volume kung saan nakatuon ang atensiyon ng market, habang ipinapakita ng share volume ang dalas ng pagpapalit ng hawak. Ang bersiyon ng panukat na ito para sa bawat pangalan ay relative volume.

Ang options tape

QueryOptions tape: contracts, call share, same-day share kumpara sa Friday, pinakaabalang SPY contract
Ang eksaktong SQL sa likod ng bawat numero
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) = '260727', 1, 0) AS is_0dte
            FROM global_markets.options_trades
            WHERE sip_timestamp >= '2026-07-27 00:00:00' AND sip_timestamp < '2026-07-28 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 >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00'
    ) AS spy_regular_close,
    (
        SELECT round(toFloat64(sum(size)) / 1e6, 2)
        FROM global_markets.options_trades
        WHERE sip_timestamp >= '2026-07-24 00:00:00' AND sip_timestamp < '2026-07-25 00:00:00'
    ) AS jul24_contracts_m,
    (
        SELECT round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260724') / sum(size), 1)
        FROM global_markets.options_trades
        WHERE sip_timestamp >= '2026-07-24 00:00:00' AND sip_timestamp < '2026-07-25 00:00:00'
    ) AS jul24_pct_0dte
SELECT
    round(count() / 1e6, 2) AS option_prints_m,
    round(toFloat64(sum(size)) / 1e6, 2) AS contracts_m,
    jul24_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) = '260727') / sum(size), 1) AS pct_0dte,
    jul24_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 >= '2026-07-27 00:00:00' AND sip_timestamp < '2026-07-28 00:00:00'
Run this yourself

Nag-print ang options tape ng 11.07 milyong trades para sa 64.69 milyong contracts, kumpara sa 71.14 milyon noong Biyernes. Umabot sa 55.1% ang bahagi ng Calls sa volume ng contracts. Ang mga contract na nag-expire sa parehong session, ang grupo ng zero-days-to-expiry, ay umabot sa 39.3% kumpara sa 49% noong Biyernes. Ang takbo nito ay itinakda ng timing ng expiration. Ang pinakabalangkas na SPY contract ay ang 740 C, na may 0.59 milyong contracts. Ang strike nito ay 0.98 dollars mula sa regular close ng SPY na $739.02, batay sa strike minus close.

Ang quote tape

Ang quote data ang pinakakaunting dataset ng desk na ito, at sinusukat ito sa bawat session. Itinatala rin ang mga ordinaryong araw.

QueryBilang ng NBBO updates ng stocks: Hulyo 27 kumpara sa Hulyo 24, kasama ang updates ng mga pinangalanang ticker (millions)
Ang eksaktong SQL sa likod ng bawat numero
SELECT
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-27')) / 1e6, 2) AS jul27_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-24')) / 1e6, 2) AS jul24_updates_m,
    round((countIf(toDate(sip_timestamp) = toDate('2026-07-27')) / countIf(toDate(sip_timestamp) = toDate('2026-07-24')) - 1) * 100, 1) AS session_over_session_pct,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-27') AND ticker = 'SPY') / 1e6, 2) AS jul27_spy_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-27') AND ticker = 'QQQ') / 1e6, 2) AS jul27_qqq_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-27') AND ticker = 'NVDA') / 1e6, 2) AS jul27_nvda_updates_m
FROM global_markets.cache_stocks_quotes
WHERE sip_timestamp >= '2026-07-24 00:00:00' AND sip_timestamp < '2026-07-28 00:00:00'
Run this yourself

Nagtala ang stock-quote tape ng 553.53 milyong NBBO updates kumpara sa 500.88 milyon noong Biyernes, na may session-over-session na pagbabago na 10.5%. Nagtala ang SPY ng 4.84 milyong updates, ang QQQ ng 6.78 milyon, at ang NVDA ng 2.93 milyon.

QueryPitong pangalan: median quoted spread sa RTH sa basis points, kasama ang bilang ng quote-quality, Hulyo 27
Ang eksaktong SQL sa likod ng bawat numero
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 >= '2026-07-27 13:30:00' AND sip_timestamp < '2026-07-27 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

Ang median quoted spread ng SPY sa regular hours ay 0.27 basis points ng mid, ang QQQ ay 0.59, at ang NVDA ay 1.02. Ang huling dalawang column ang disclosure: binibilang ang one-sided at crossed quotes bawat pangalan at inihihiwalay ang mga ito sa median sa halip na tahimik na alisin. Ang crossed quote, kung saan mas mataas ang bid kaysa ask, ay karaniwang artifact ng consolidated feed na pinagsama mula sa maraming venue sa nanosecond resolution.

QueryMedian spread ng SPY kumpara sa bawat July session hanggang ika-27, pinakamakitid muna
Ang eksaktong SQL sa likod ng bawat numero
SELECT round(anyIf(spread_bps, d = toDate('2026-07-27')), 2) AS jul27_median_spread_bps,
       arrayCount(x -> x < anyIf(spread_bps, d = toDate('2026-07-27')), groupArrayIf(spread_bps, d != toDate('2026-07-27'))) + 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 < '2026-07-27 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

Kung ihahambing sa bawat July session gamit ang parehong logic, ang median spread ng SPY sa araw na iyon na 0.27 basis points ay nasa 18 ng 18, na binilang mula sa pinakamahigpit, sa window na nagsisimula noong 2026-07-01. Sa isang tahimik na tape, iyon ang punto ng panel: ang isang ordinaryong araw para sa liquidity ay isang finding na inilathala at may malinaw na saklaw.

QueryOptions NBBO tape: kabuuang updates kumpara sa stock tape, kasama ang SPY root slice, Hulyo 27
Ang eksaktong SQL sa likod ng bawat numero
WITH
    (SELECT count() FROM global_markets.cache_options_quotes WHERE sip_timestamp >= '2026-07-27 00:00:00' AND sip_timestamp < '2026-07-28 00:00:00') AS jul27_options_rows,
    (SELECT count() FROM global_markets.cache_stocks_quotes WHERE sip_timestamp >= '2026-07-27 00:00:00' AND sip_timestamp < '2026-07-28 00:00:00') AS jul27_stock_quote_rows
SELECT
    round(jul27_options_rows / 1e9, 2) AS jul27_options_bn,
    round(jul27_options_rows / jul27_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 >= '2026-07-27 13:30:00' AND sip_timestamp < '2026-07-27 20:00:00') / 1e6, 0) AS jul27_spy_options_m
Run this yourself

Umabot sa 10.38 bilyong updates ang options NBBO tape, o 18.8 beses ng stock quote tape, habang ang SPY root lamang ay nagtala ng 440 milyong updates sa regular hours.

Mga Rate

QueryTreasury curve prints na nasa file, Hulyo 22 hanggang Hulyo 27
Ang eksaktong SQL sa likod ng bawat numero
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 >= '2026-07-22' AND date <= '2026-07-27'
ORDER BY date
Run this yourself

Nahuhuli nang humigit-kumulang isang session ang file ng Treasury kumpara sa tape. Kaya ipinapakita ng panel na ito ang mga naitalang trade na hawak nito: 4 na mga row na may petsa sa saklaw mula July 22 hanggang July 27. Ang pinakabago, na may petsang 2026-07-27, ay naglagay sa two-year sa 4.31%, sa ten-year sa 4.65%, at sa thirty-year sa 5.12%. Ang spread sa pagitan ng two-year at ten-year ay 34 basis points.

The calendar behind the day

QueryEx-dividends, splits, listings, news, at ang mix ng SEC filings noong Hulyo 27
Ang eksaktong SQL sa likod ng bawat numero
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 >= '2026-07-27 04:00:00' AND published_utc < '2026-07-28 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 = '2026-07-27'
    ) AS fil
SELECT
    (SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date = '2026-07-27') AS ex_dividend_records,
    (SELECT countIf(toFloat64(split_from) > toFloat64(split_to)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-27') AS reverse_splits,
    (SELECT countIf(toFloat64(split_to) > toFloat64(split_from)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-27') AS forward_splits,
    (SELECT count() FROM global_markets.stocks_ipos WHERE listing_date = '2026-07-27') AS listings,
    (SELECT count() FROM global_markets.stocks_news WHERE published_utc >= '2026-07-27 04:00:00' AND published_utc < '2026-07-28 04:00:00') AS news_articles,
    (SELECT uniqExact(JSONExtractString(publisher, 'name')) FROM global_markets.stocks_news WHERE published_utc >= '2026-07-27 04:00:00' AND published_utc < '2026-07-28 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

91 dividend records went ex-dividend on July 27, 7 reverse and 1 forward splits executed, and 0 new listings hit the tape. The news feed carried 166 articles from 2 publishers, with MSFT the most-covered ticker in this one feed's window at 12 articles. The EDGAR daily index holds 3997 filings for the date from 2163 distinct filers: 587 insider Form 4 reports, 226 8-K current reports, 555 424B2 pricing supplements and 23 10-Q quarterly reports. That index lands on its own schedule, and this panel reports whatever it holds at generation time.

Nakaabang

Para sa natitirang bahagi ng linggo, mula Martes July 28 hanggang Biyernes July 31, basahin ang mga datos mula sa parehong tables at sadyang tingnan ang lagpas sa period.

QueryHulyo 28 hanggang 31 sa calendar: closures, ex-dividends, splits, Friday expiry, at ang lag ng short interest
Ang eksaktong SQL sa likod ng bawat numero
SELECT
    (SELECT count() FROM global_markets.stocks_market_holidays WHERE date >= '2026-07-28' AND date <= '2026-07-31' AND status != 'open') AS closures_rest_of_week,
    (SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date >= '2026-07-28' 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 >= '2026-07-28' AND ex_dividend_date <= '2026-07-31') AS household_exdivs,
    (SELECT count() FROM global_markets.stocks_splits WHERE execution_date >= '2026-07-28' 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_mon_volume,
    (SELECT toString(max(settlement_date)) FROM global_markets.stocks_short_interest WHERE settlement_date <= '2026-07-27') AS latest_short_interest_settlement
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-27 00:00:00' AND sip_timestamp < '2026-07-28 00:00:00'
Run this yourself

Ipinapakita ng holiday table ang 0 pagsasara sa apat na natitirang session ng linggo. Ang mga record ng 843 dividend ay magiging ex-dividend sa mga session na iyon. 0 dito ay kabilang sa sampung household name na sinuri. Nakatakdang ipatupad ang 18 stock split. Sa option volume noong Lunes, 17.1% ay nasa mga kontratang nakatakdang mag-expire sa Biyernes, July 31. Ang pinakabagong short-interest settlement na nasa file ay 2026-07-15. Nailalathala ang file na ito nang may sapat na lag upang magkaroon ng sarili nitong paliwanag.

Ang session, na-verify

QueryPag-verify ng session: unang/huling SPY bar ET, bilang ng regular bars, holiday receipts, susunod na closure
Ang eksaktong SQL sa likod ng bawat numero
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 >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00') AS regular_session_bars,
    uniqExactIf(toDate(toTimeZone(window_start, 'America/New_York')), window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00') AS day_sessions,
    (SELECT count() FROM global_markets.stocks_market_holidays WHERE date = '2026-07-27') AS jul27_holiday_rows,
    (SELECT toString(min(date)) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-27' AND date <= '2026-12-31' AND status = 'closed') AS next_closure_date,
    (SELECT argMin(name, date) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-27' 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 >= '2026-07-27 00:00:00' AND window_start < '2026-07-28 00:00:00'
Run this yourself

Isang buong regular session: unang SPY bar sa 04:00 ET, huling bar sa 19:59 ET, 390 regular-hours bars, 1 session sa window, at 0 holiday rows para sa petsa. Ang susunod na nakaiskedyul na pagsasara ay Labor Day sa 2026-09-07.

Mga Madalas Itanong

Kumusta ang stock market noong Lunes, Hulyo 27, 2026?

Nagbago ang SPY ng 0.02% mula sa pagsasara noong Biyernes, sa $739.02, habang nasa -0.32% ang QQQ, 0.49% ang DIA, at 0.59% ang IWM. Sa mga liquid na pangalan, tumaas ang 3880 at bumaba ang 1972.

Aling sector ang nanguna noong Hulyo 27, 2026?

Ang Staples, sa 1.5%, batay sa labing-isang SPDR select-sector funds. Ang pinakamahina sa labing-isa, ang Energy, ay nag-print ng -2.06%.

Gaano kaaktibo ang options market noong Hulyo 27, 2026?

64.69 milyong kontrata ang na-trade, kumpara sa 71.14 milyon noong nakaraang session. Ang same-day contracts ay umabot sa 39.3% ng volume, at ang calls ay umabot sa 55.1%.

Aling stock ang may pinakamalaking dollar volume noong Hulyo 27, 2026?

Ang MU, na may 35.71 bilyong regular-hours dollar volume, na sinundan ng SPY sa 27.03 bilyon.

Mga tala sa data

Isinasama ng edisyong ito ang isang Monday session sa ipinagpatuloy na daily series, na inilathala noong August 1. Ang naunang daily ayon sa session date ay July 10, 2026, saklaw ng July 29 edition ang Wednesday ng parehong linggo, at inilalahad ng weekly recap ang linggong nagtapos noong Friday, July 24—ang session na pinagbabatayan ng lahat ng comparison sa pahinang ito. Ang mga pinangalanang per-ticker panel ay nakaayos nang alphabetical upang tumukoy ang prose sa mga nakapirming row; ang leaderboards at mover boards ay nakaayos ayon sa value, at ang bawat positional claim na kasama ng mga ito ay naka-encode bilang sanity bound. Ang mega-cap basket at ang eleven-fund sector basket ay mga itinakda at fixed na set, hindi vendor classifications. Gumagamit ang mover boards ng five-million-dollar regular-hours turnover bar, hindi isinasama ang anumang pangalan na nag-execute ng split sa pagitan ng dalawang close na sinusukat ng mga ito, at hindi rin isinasama ang isang reused symbol sa ilalim ng house ambiguity guard, kaya laging nauuwi ang callout sa isang nave-verify na pangalan. Saklaw ng bawat close-over-close figure dito ang weekend, mula Friday July 24 hanggang Monday July 27, at kasama sa gap column ng scoreboard ang buong pagitan na iyon. Binibilang ng quote panels ang one-sided at crossed quotes bawat pangalan sa halip na tahimik na alisin ang mga ito. Dumarating ang file ng Treasury at ang EDGAR daily index ayon sa kani-kanilang schedule, kaya iniuulat ng mga panel na iyon ang aktuwal na laman ng mga ito sa halip na ipagpalagay na dumating na ang data. Walang implied-volatility index dito: hindi licensed sa warehouse na ito ang mga series na iyon, kaya binabasa ang volatility mula sa tape sa pamamagitan ng ranges, same-day options share, at quote behavior.

Pamamaraan

  • Pinagmumulan ng market data: consolidated tape. delayed_stocks_minute_aggs para sa mga presyo at volume, options_trades para sa options tape, at cache_stocks_quotes at cache_options_quotes para sa mga NBBO panel.
  • Pagsasara: ang huling one-minute bar ng regular session, hindi kailanman ipinapalagay na print sa 16:00 at hindi rin print sa extended hours.
  • Pangangasiwa sa time zone: lahat ng naka-store na timestamp ay UTC; gumagamit ang WHERE clauses ng raw UTC literals, at lumilitaw ang toTimeZone sa SELECT lists lamang para sa mga ET label.
  • Pag-verify ng session: mula sa holiday table at mga naobserbahang bar, at hindi kailanman ipinapalagay batay lamang sa calendar.
  • Mga paghahambing sa naunang session: kinukuwenta sa loob ng query mula Biyernes, July 24, ang naunang trading session bago ang weekend; hindi kinokopya mula sa naunang post.
  • Mga decimal: ang mga column para sa presyo, size at volume ay kino-convert sa Float64 bago ang anumang division o product.
  • Mga deterministic aggregate: exact quantiles at tuple-keyed tie-breaks sa buong query; bawat pahayag tungkol sa pagkakasunod-sunod o sign ay naka-encode bilang sanity bound.
  • As-of date ng warehouse: August 1, 2026, limang araw pagkatapos ng session at lampas sa karaniwang one-to-two-day ingest lag ng tape; pinananatili ng mga bounded receipt sa itaas ang post kung may dataset na hindi makita sa oras ng generation.

Mga cross-link: ang naunang daily recap, ang July 29 edition, ang weekly recap, kung kailan nag-e-expire ang options, kung ano ang bid-ask spread, at ang two-to-ten-year spread.

Tumatakbo nang hindi binabago ang bawat query sa itaas sa Strasmore terminal kung nais mong itutok muli ang isang window sa ibang session.

#recap#daily#spy#qqq#market structure