Strasmore Research
Market Recap

2026年6月市场回顾：SPY -1.2%

Matt ConnorBy Matt Connor Updated 2026-08-01

2026年6月呈现分化走势：大盘股指数下跌，小盘股上涨；但在指数层面之下，下跌股票多于上涨股票。SPY收于$746.32，当月-1.2%；代表小盘股的IWM上涨了4.2%。本月另一项突出且可量化的事实是：一家存储芯片制造商在21个交易日内成交额达到995.7十亿美元，超过SPY本身。这里的每个数字都来自已存储的查询结果；展开任一面板即可查看确切的SQL。

表格中的月份

查询2026年6月：四只指数ETF的开盘至收盘、区间和正常交易时段成交额
ticker月初开盘月末收盘月收益率（%）月内最高月内最低常规交易时段成交额（十亿美元）
DIA509.85522.282.4526.57500.154.1
IWM288.37300.424.2301.5277.62162.4
QQQ737.04735.76-0.2748.65686.37672.8
SPY755.36746.32-1.2760.4716.58771.5
每个数字背后的完整 SQL
SELECT ticker,
    round(argMinIf(toFloat64(open), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199), 2) AS month_open,
    round(argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199), 2) AS month_close,
    round((argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) / argMinIf(toFloat64(open), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) - 1) * 100, 1) AS month_return_pct,
    round(maxIf(toFloat64(high), (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199), 2) AS month_high,
    round(minIf(toFloat64(low), (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199), 2) AS month_low,
    round(sumIf(toFloat64(close) * toFloat64(volume), (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) / 1e9, 1) AS rth_dollar_bn
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'QQQ', 'DIA', 'IWM')
  AND window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
GROUP BY ticker
ORDER BY ticker
自己运行这个查询

表格中的分化一目了然：DIA 2.4% 和 IWM 4.2% 上涨，而 SPY 下跌 -1.2%，QQQ 收于 -0.2%。就在同一个月，小盘股上涨 four percent，超大市值成长股指数则持平至下跌。

六月与此前五个月相比

六月的下跌是否异常？下方面板通过一次查询，重新计算该半年中每个月的相同月度回报率。六月各行的生成方式与一月完全相同，并在生成时实时计算。

查询2026年1月至6月月度回报，实时重新计算（SPY和QQQ）
期间开始ticker月收益率（%）月末收盘
2026-01-01QQQ0.2621.43
2026-01-01SPY0.7690.57
2026-02-01QQQ-2604.93
2026-02-01SPY-0.8683.35
2026-03-01QQQ-3.9577.14
2026-03-01SPY-4.4650.24
2026-04-01QQQ14.8667.6
2026-04-01SPY9.9718.43
2026-05-01QQQ10.3738.25
2026-05-01SPY4.9756.4
2026-06-01QQQ-0.2735.76
2026-06-01SPY-1.2746.32
每个数字背后的完整 SQL
SELECT toString(toStartOfMonth(toDate(toTimeZone(window_start, 'America/New_York')))) AS period_start, ticker,
    round((argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) / argMinIf(toFloat64(open), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) - 1) * 100, 1) AS month_return_pct,
    round(argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199), 2) AS month_close
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'QQQ')
  AND window_start >= toDateTime('2026-01-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
GROUP BY period_start, ticker
ORDER BY period_start, ticker
自己运行这个查询

按这一标准，六月表现正常：SPY 的 -1.2% 位于该半年区间的中部。三月下跌 -4.4%，四月上涨 9.9%。当月的特征是轮动，而不是方向性行情。

六月与历史上每一个六月相比

查询每年6月行情：按年份以相同方法重新计算SPY（显示交易日数）
23 rows (showing 20)
年交易日数6月收益率（%）
2004211.8
200522-0.4
200622-0.3
200721-2.5
200821-8.6
200922-1.8
201022-4.8
201122-1.9
2012215.3
201320-2.2
2014211.4
201522-2.9
2016220.2
201722-0.1
201821-0.4
2019206.5
2020221.6
2021221.3
202221-9.1
2023216
每个数字背后的完整 SQL
SELECT toYear(toTimeZone(window_start, 'America/New_York')) AS y,
       uniqExact(toDate(toTimeZone(window_start, 'America/New_York'))) AS sessions,
       round((argMax(toFloat64(close), window_start) / argMin(toFloat64(open), window_start) - 1) * 100, 1) AS june_return_pct
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY')
  AND window_start >= toDateTime('2003-01-01 00:00:00')
  AND window_start < toDateTime('2026-07-01 00:00:00')
  AND toMonth(toTimeZone(window_start, 'America/New_York')) = 6
  AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
GROUP BY y
HAVING sessions >= 17
ORDER BY y ASC
自己运行这个查询
查询排名明细：本次6月与此前每次6月比较（第1名=最佳；排除本次）
2026年6月（%）最佳排名对比的6月数首年2026年交易日数
-1.21523200421
每个数字背后的完整 SQL
SELECT round(anyIf(ret, y = 2026), 1) AS june_2026_pct,
       arrayCount(x -> x > anyIf(ret, y = 2026), groupArrayIf(ret, y != 2026)) + 1 AS rank_best,
       count() AS junes_compared,
       min(y) AS first_year,
       anyIf(sessions, y = 2026) AS sessions_2026
FROM (
    SELECT toYear(toTimeZone(window_start, 'America/New_York')) AS y,
           uniqExact(toDate(toTimeZone(window_start, 'America/New_York'))) AS sessions,
           (argMax(toFloat64(close), window_start) / argMin(toFloat64(open), window_start) - 1) * 100 AS ret
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY')
      AND window_start >= toDateTime('2003-01-01 00:00:00')
      AND window_start < toDateTime('2026-07-01 00:00:00')
      AND toMonth(toTimeZone(window_start, 'America/New_York')) = 6
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
    GROUP BY y
    HAVING sessions >= 17
)
自己运行这个查询

SPY 的 -1.2% 在自 2004 以来的 23 个六月中排名第 15（第 1 名为最佳），处于中游，略低于中位数。这是一个普通的六月，而“普通”本身也是有效结论：与过去二十年的六月相比，本月指数层面的走势没有明显异常。真正突出的是其下方的轮动情况，见下方的市场广度面板。计算口径：每个日历六月内，采用常规交易时段的开盘至收盘表现；每年使用完全相同的计算方法；样本上限固定在本月月末，因此比较样本不会在不知不觉中扩大。

逐个交易日

查询SPY，6月全部21个交易日：收盘价及收盘对收盘变动
21 rows (showing 20)
美东日期SPY收盘价变动（%）
2026-06-01758.430.3
2026-06-02759.450.1
2026-06-03754.19-0.7
2026-06-04757.060.4
2026-06-05737.42-2.6
2026-06-08739.310.3
2026-06-09737.05-0.3
2026-06-10725.42-1.6
2026-06-11737.641.7
2026-06-12741.630.5
2026-06-15754.661.8
2026-06-16750.39-0.6
2026-06-17741.02-1.2
2026-06-18746.560.7
2026-06-22744.37-0.3
2026-06-23733.67-1.4
2026-06-24733.12-0.1
2026-06-25733.260
2026-06-26729.09-0.6
2026-06-29740.881.6
每个数字背后的完整 SQL
SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
    round(argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199), 2) AS spy_close,
    round((argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) / any(prev) - 1) * 100, 1) AS change_pct
FROM global_markets.delayed_stocks_minute_aggs
INNER JOIN (
    SELECT d, lagInFrame(c) OVER (ORDER BY d ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev
    FROM (
        SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS d, argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) AS c
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'SPY' AND window_start >= toDateTime('2026-05-29 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
        GROUP BY d
    )
) AS p ON toDate(toTimeZone(window_start, 'America/New_York')) = p.d
WHERE ticker = 'SPY' AND window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
GROUP BY et_date
ORDER BY et_date
自己运行这个查询

本月最大单日跌幅出现在月初，即-2.6%的2026-06-05。图表显示了本月的走势：6月中旬前持续走低，在716.58美元附近触底，随后在季度末前的最后几个交易日部分回升。有关这轮回升最后一周的逐个交易日详情，请参阅一周回顾。

市场广度：下跌股票多于上涨股票

查询6月上涨股与下跌股（收盘价对比5月最后收盘价），披露流动性筛选条件
上涨家数下跌家数持平家数因流动性筛选被剔除
42404608482896
每个数字背后的完整 SQL
SELECT
    countIf(chg > 0 AND NOT dropped) AS advancers,
    countIf(chg < 0 AND NOT dropped) AS decliners,
    countIf(chg = 0 AND NOT dropped) AS unchanged,
    countIf(dropped) AS dropped_by_liquidity_filter
FROM (
    SELECT ticker,
        argMaxIf(toFloat64(close), window_start, toDate(toTimeZone(window_start, 'America/New_York')) >= toDate('2026-06-01') AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199)
      - argMaxIf(toFloat64(close), window_start, toDate(toTimeZone(window_start, 'America/New_York')) <= toDate('2026-05-29') AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) AS chg,
        sumIf(toFloat64(close) * toFloat64(volume), toDate(toTimeZone(window_start, 'America/New_York')) >= toDate('2026-06-01')) < 5e6 AS dropped
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE window_start >= toDateTime('2026-05-29 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
    GROUP BY ticker
    HAVING countIf(toDate(toTimeZone(window_start, 'America/New_York')) <= toDate('2026-05-29') AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) > 0
       AND countIf(toDate(toTimeZone(window_start, 'America/New_York')) >= toDate('2026-06-01') AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) > 0
)
自己运行这个查询

本月下跌的股票代码有 4608 个，上涨的有 4240 个。尽管四只指数 ETF 中有两只上涨，但本月市场广度仍为负。指数加权和按股票数量计算的市场广度回答的是不同问题；六月正是两者出现分歧的月份。流动性筛选剔除了六月成交额低于 500 万美元的 2896 个股票代码。这里将其计入统计，而不是将其隐藏。按交易日统计的结果与按股票代码统计的结果一致：本月 21 个交易日中，有 12 个交易日 SPY 收低，收高的有 9 个。

查询SPY本月上涨与下跌交易日，一份简明明细
上涨交易日数下跌交易日数持平交易日数交易日总数
912021
每个数字背后的完整 SQL
SELECT countIf(day_ret > 0) AS up_sessions,
       countIf(day_ret < 0) AS down_sessions,
       countIf(day_ret = 0) AS flat_sessions,
       count() AS sessions_total
FROM (
    SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS d,
           round((argMax(toFloat64(close), window_start) / argMin(toFloat64(open), window_start) - 1) * 100, 2) AS day_ret
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= toDateTime('2026-06-01 00:00:00')
      AND window_start < toDateTime('2026-07-01 00:00:00')
      AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
    GROUP BY d
)
自己运行这个查询

成交记录中的领先者

查询6月正常交易时段美元成交量，全市场（排除一个待实体核验的重复代码条目）
ticker成交额（十亿美元）占领先者百分比
MU995.7100
SPY771.577.5
QQQ672.867.6
NVDA52352.5
SNDK381.638.3
TSLA342.734.4
MRVL302.730.4
INTC272.427.4
每个数字背后的完整 SQL
SELECT ticker,
    round(sum(toFloat64(close) * toFloat64(volume)) / 1e9, 1) AS dollar_bn,
    round(100 * sum(toFloat64(close) * toFloat64(volume)) / max(sum(toFloat64(close) * toFloat64(volume))) OVER (), 1) AS pct_of_leader
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
  AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
  AND ticker NOT IN ('SPCX')
GROUP BY ticker
ORDER BY dollar_bn DESC
LIMIT 8
自己运行这个查询

MU 以 $995.7 十亿美元 的成交额领跑整个月。排名第二的 SPY 成交额为其 77.5%。排名第四的 NVDA 成交额为 $523 十亿美元；该股当月表现详见逐笔成交深度分析。半导体主题占据榜单主导地位，八个标的中有四个属于该主题。统计口径：6月1日至30日正常交易时段；一个重复使用代码的6月上市标的仍在等待实体核实，因此不纳入统计；其首月表现详见单独文章。

期权交易带：六月对比五月

查询6月：全市场期权合约成交量及当日到期占比（一次扫描）
合约数（百万）0DTE占比（%）交易日数
1477.934.321
每个数字背后的完整 SQL
SELECT round(sum(toFloat64(volume)) / 1e6, 1) AS contracts_mm,
       round(100.0 * sumIf(toFloat64(volume), toDateOrNull(concat('20', substring(ticker, length(ticker) - 14, 6))) = toDate(toTimeZone(window_start, 'America/New_York'))) / sum(toFloat64(volume)), 1) AS zero_dte_pct,
       uniqExact(toDate(toTimeZone(window_start, 'America/New_York'))) AS sessions
FROM global_markets.options_minute_aggs
WHERE window_start >= toDateTime('2026-06-01 00:00:00')
  AND window_start < toDateTime('2026-07-01 00:00:00')
自己运行这个查询
查询5月，以相同方法重新计算以作对比（一次扫描）
合约数（百万）0DTE占比（%）交易日数
1394.630.320
每个数字背后的完整 SQL
SELECT round(sum(toFloat64(volume)) / 1e6, 1) AS contracts_mm,
       round(100.0 * sumIf(toFloat64(volume), toDateOrNull(concat('20', substring(ticker, length(ticker) - 14, 6))) = toDate(toTimeZone(window_start, 'America/New_York'))) / sum(toFloat64(volume)), 1) AS zero_dte_pct,
       uniqExact(toDate(toTimeZone(window_start, 'America/New_York'))) AS sessions
FROM global_markets.options_minute_aggs
WHERE window_start >= toDateTime('2026-05-01 00:00:00')
  AND window_start < toDateTime('2026-06-01 00:00:00')
自己运行这个查询

六月全市场期权成交量为1477.9百万张，其中34.3%张为当日到期合约；五月分别为1394.6百万张和30.3%。成交量增加，且当日到期合约占比也上升：六月0DTE占比为上半年各月最高，年初以来的变化见上半年回顾。六月有三分之一的期权成交量在成交当日到期。

查询SPY报价价差中位数：6月样本交易日与5月样本交易日（均为第二个周三）
交易时段中位价差（基点）报价更新（百万）已丢弃的无效项
2026-05-130.272.64661
2026-06-100.4097.4812382
每个数字背后的完整 SQL
SELECT toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS session,
       round(quantileDeterministicIf(0.5)((toFloat64(ask_price) - toFloat64(bid_price)) / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2) * 10000, toUInt64(toUnixTimestamp64Micro(sip_timestamp)), bid_price > 0 AND ask_price >= bid_price), 3) AS med_spread_bps,
       round(count() / 1e6, 2) AS quote_updates_m,
       countIf(NOT (bid_price > 0 AND ask_price > 0 AND ask_price >= bid_price)) AS invalid_dropped
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'SPY'
  AND ((sip_timestamp >= toDateTime64('2026-05-13 13:30:00', 9) AND sip_timestamp < toDateTime64('2026-05-13 20:00:00', 9))
    OR (sip_timestamp >= toDateTime64('2026-06-10 13:30:00', 9) AND sip_timestamp < toDateTime64('2026-06-10 20:00:00', 9)))
GROUP BY session
ORDER BY session ASC
自己运行这个查询

交易市场最大标的的成本也朝同一方向变化：六月样本交易日（0.409个基点，6月10日）SPY的报价中位spread宽于五月（0.27个基点，5月13日）。口径说明：样本为每月第二个星期三的单一指定交易日，并非整月中位数；无效报价计入面板。

利率：收益率曲线几乎未变

查询6月国债收益率：10年期、2年期及2s10s利差
21 rows (showing 20)
下跌y10y22s10s利差（基点）
2026-06-014.474.0542
2026-06-024.464.0541
2026-06-034.494.0841
2026-06-044.474.0542
2026-06-054.554.1738
2026-06-084.564.1541
2026-06-094.534.1340
2026-06-104.554.1342
2026-06-114.454.0540
2026-06-124.484.0939
2026-06-154.474.0740
2026-06-164.434.0538
2026-06-174.494.229
2026-06-184.464.1927
2026-06-224.514.2427
2026-06-234.54.1634
2026-06-244.414.1130
2026-06-254.44.0931
2026-06-264.384.0731
2026-06-294.384.128
每个数字背后的完整 SQL
SELECT toString(date) AS d,
    round(yield_10_year, 2) AS y10,
    round(yield_2_year, 2) AS y2,
    round((yield_10_year - yield_2_year) * 100, 0) AS spread_2s10s_bp
FROM global_markets.treasury_yields
WHERE date >= toDate('2026-06-01') AND date <= toDate('2026-06-30')
  AND isNotNull(yield_10_year) AND isNotNull(yield_2_year)
ORDER BY date
自己运行这个查询

10年期收益率6月底收于4.44%，2年期与10年期利差为30个基点。相较于波动更大的上半年，6月利率市场较为平静（上半年回顾介绍了过去六个月的收益率曲线走势）。

日历：季度末交易繁忙，但少了一个申报日

查询6月公司日历：股息、拆股、上市、文件披露（披露6月30日指数缺口）
除息事件拆股IPO6月申报截至6月30日的申报新闻文章
66511643568388315707
每个数字背后的完整 SQL
SELECT
    (SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date >= toDate('2026-06-01') AND ex_dividend_date <= toDate('2026-06-30')) AS ex_div_events,
    (SELECT count() FROM global_markets.stocks_splits WHERE execution_date >= toDate('2026-06-01') AND execution_date <= toDate('2026-06-30')) AS splits,
    (SELECT count() FROM global_markets.stocks_ipos WHERE listing_date >= toDate('2026-06-01') AND listing_date <= toDate('2026-06-30')) AS ipos,
    (SELECT uniqExact(accession_number) FROM global_markets.stocks_sec_edgar_index WHERE filing_date >= toDate('2026-06-01') AND filing_date <= toDate('2026-06-30')) AS june_filings,
    (SELECT uniqExact(accession_number) FROM global_markets.stocks_sec_edgar_index WHERE filing_date = toDate('2026-06-30')) AS filings_jun30,
    (SELECT count() FROM global_markets.stocks_news WHERE published_utc >= toDateTime('2026-06-01 00:00:00') AND published_utc < toDateTime('2026-07-01 00:00:00')) AS news_articles
自己运行这个查询

六月有 6651 次除息事件、164 次拆股和 35 个新上市项目。其中包括本月备受关注的首发，其逐笔收据分析见SpaceX 上市首月深度分析。关于申报数量，需要说明一点：SEC 指数显示六月共有 68388 份申报文件，但六月三十日当天只有 31 份。该月最后一天的指数明显不完整（相邻日期的申报量达数千份），因此六月总数在数据源补录前会被低估。这是二〇二六年月底数据模式的一部分，详见相关诊断说明。

股息浪潮

查询截至6月按日统计的除息事件
22 rows (showing 20)
下跌除息事件
2026-06-01807
2026-06-02116
2026-06-03131
2026-06-04190
2026-06-05200
2026-06-08108
2026-06-09135
2026-06-10129
2026-06-11164
2026-06-12211
2026-06-15773
2026-06-16153
2026-06-17118
2026-06-18439
2026-06-1912
2026-06-22407
2026-06-23355
2026-06-24286
2026-06-25505
2026-06-26259
每个数字背后的完整 SQL
SELECT toString(ex_dividend_date) AS d, count() AS ex_div_events
FROM global_markets.stocks_dividends
WHERE ex_dividend_date >= toDate('2026-06-01') AND ex_dividend_date <= toDate('2026-06-30')
GROUP BY d
ORDER BY d
自己运行这个查询

股息交易在月初和月末集中出现：六月首日就有 807 个除息事件，图表呈现了整个月的完整节奏——每日交易量在低数百笔之间波动，月界时则出现尖峰。除息日如何实际影响价格，请参阅除息日解析。

空头：六月两次数据均已公布

查询已记录的空头利息结算日：5月29日、6月15日和6月30日
结算股票代码
2026-05-2921987
2026-06-1522178
2026-06-3022207
每个数字背后的完整 SQL
SELECT toString(settlement_date) AS settlement, count() AS tickers
FROM global_markets.stocks_short_interest
WHERE settlement_date >= toDate('2026-05-20')
  AND settlement_date <= toDate('2026-06-30')
GROUP BY settlement
ORDER BY settlement
自己运行这个查询

空头利息每月结算两次，并延迟发布。六月两次数据现已公布：2026-06-30结算数据包含22207个股票代码；六月15日数据包含22178个，5月29日数据包含21987个。每日空头成交量属于另一数据集；六月需要注意的是，6月29日数据不完整，相关内容已在周度回顾和6月29日深度分析中说明。

交易时段统计

查询21个交易日，已根据行情核验（含六月节休市记录）
6月交易日六月节SPY交易柱6月常规交易柱
2108190
每个数字背后的完整 SQL
SELECT
    (SELECT uniqExact(toDate(toTimeZone(window_start, 'America/New_York'))) FROM global_markets.delayed_stocks_minute_aggs
     WHERE ticker = 'SPY' AND window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')) AS june_sessions,
    (SELECT count() FROM global_markets.delayed_stocks_minute_aggs
     WHERE ticker = 'SPY' AND window_start >= toDateTime('2026-06-19 00:00:00') AND window_start < toDateTime('2026-06-20 00:00:00')) AS juneteenth_spy_bars,
    (SELECT countIf((toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) FROM global_markets.delayed_stocks_minute_aggs
     WHERE ticker = 'SPY' AND window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')) AS regular_bars_june
自己运行这个查询

6月进行了 21 个交易时段。六月节（6月19日）显示 0 根 SPY K线。8190 根常规K线恰好对应21个完整的390分钟交易时段。

数据说明

完整数据说明
  • 空头权益数据截至六月三十日结算日，当月两次数据发布均已存档，并已内嵌于上文。
  • 六月三十日的申报索引日数据明显不完整（该日只有少量行政申报，而相邻日期有数千份申报）；数据源完成回补前，六月申报总量会被低估。2026年所有月末最后一个日历日为工作日的月份都呈现相同特征，诊断说明附有接收记录；第二季度回顾说明了这一季度层面的限制。
  • 六月二十九日的FINRA空头成交量文件在全市场范围内均不完整，接收记录见周度回顾和六月二十九日深度分析。
  • 成交量排名排除项： 六月有一只上市证券使用了重复启用的代码。在完成实体核验前，该证券不纳入排名；其单独发布的文章附有核验记录。
  • 广度比较各代码六月最后一个收盘价与五月最后一个收盘价；缺少这两个收盘价的代码按规则排除，流动性筛选排除的代码计入面板。

方法

  • 统计区间为2026年6月1日至30日，共21个交易时段。数据已通过观测到的K线核验（见上方回执面板）。月度收益率按区间内常规交易时段的首个开盘价至最后一个收盘价计算。
  • 时间戳以UTC存储，并使用原始UTC边界筛选。2026年6月全月处于EDT，因此常规交易时段为UTC 13:30至20:00。美元成交额按常规交易时段内每分钟收盘价乘以每分钟成交量计算。
  • 滚动月度比较会与6月自身的数据行在同一查询中实时重新计算，绝不读取存储值。“历年6月”历史区块也会对完整的分钟级行情带执行相同计算（采用东部时区挂钟时间的常规交易时段，即适用于多年比较且可安全处理夏令时的口径；上限固定为本月月底，并按年份显示最低交易时段数校验）；深度核验见H1回顾的方法说明。
  • 生成过程通过受控的只读路径执行；公开页面从不查询实时数据。数据仓库状态截至2026年7月5日。

这是本系列月度回顾的首期，7月版将链接回此处。若要查看本月最后一周逐交易时段的详细情况，请参阅6月29日当周回顾；若要查看本月收官的季度，请参阅Q2回顾。

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