作者： 7月7日市场复盘：半导体大跌，NVDA逆势上涨
半导体板块重挫但NVDA逆势上涨，市场下跌股约为上涨股两倍，SPY价差收窄至一个月来最小，查看QQQ、DIA与IWM完整数据。
2026年7月7日星期二，QQQ收复了周一重新开盘后的上涨幅度，而且涨幅更大：QQQ收于-1.82%，涨幅超过周一的上涨幅度；DIA则为-0.29%。从市场广度看，跌势明显占优：4034只股票下跌，2091只股票上涨。当天真正值得关注的是，半导体板块的跌幅数倍于指数，而该板块的一家巨头没有参与这轮下跌。以下所有数字均来自已存储的查询；展开任一面板即可查看完整SQL。
盘面评分
每项变化均比较7月7日常规交易时段最后一分钟K线与前一交易日、7月6日周一的对应数据。
| 股票代码 | 前收盘价 | 当日开盘价 | 当日收盘价 | 跳空幅度（%） | 日内涨跌幅（%） | 涨跌幅（%） | 当日最高价 | 当日最低价 | 成交股数（百万） |
|---|---|---|---|---|---|---|---|---|---|
| DIA | 530.03 | 532.5 | 528.48 | 0.47 | -0.76 | -0.29 | 532.54 | 527.11 | 4.1 |
| IWM | 298.88 | 299.17 | 296.2 | 0.1 | -0.99 | -0.9 | 299.97 | 295.18 | 16.4 |
| QQQ | 722.63 | 714.17 | 709.5 | -1.17 | -0.65 | -1.82 | 716.35 | 704.9 | 37.4 |
| SPY | 751.3 | 750.22 | 747.66 | -0.14 | -0.34 | -0.48 | 750.96 | 745.21 | 38.4 |
每个数字背后的完整 SQL
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 >= '2026-07-06 13:30:00' AND window_start < '2026-07-06 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 >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 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 AS shares_traded_m
FROM sess s
JOIN prior p ON s.ticker = p.ticker
ORDER BY s.tickerQQQ的-1.82%领跌四只指数ETF；SPY收于-0.48%，IWM收于-0.9%，DIA的-0.29%跌幅最小。跳空与盘中缓慢变动的拆分显示，开盘时行情两端走势不一致：QQQ隔夜跳空为-1.17%，开盘至收盘的盘中变动为-0.65%，跌幅主要来自跳空；DIA则跳空高开0.47%，最终仍收跌，开盘至收盘的变动为-0.76%。自周四以来，领涨者每个交易日都在变化：DIA周四领涨，QQQ在周一领涨，周二又轮到DIA。
这一天是否异常？
| QQQ收盘至收盘涨跌幅（%） | QQQ绝对波动排名 | QQQ比较交易日数 | SPY开盘至收盘涨跌幅（%） | SPY绝对波动排名 | SPY比较交易日数 | 首个交易日 |
|---|---|---|---|---|---|---|
| -1.82 | 9 | 21 | -0.34 | 15 | 21 | 2026-06-05 |
每个数字背后的完整 SQL
SELECT
round(anyIf(cc_pct, ticker = 'QQQ' AND d = toDate('2026-07-07')), 2) AS qqq_close_over_close_pct,
arrayCount(x -> x > abs(anyIf(cc_pct, ticker = 'QQQ' AND d = toDate('2026-07-07'))), groupArrayIf(abs(cc_pct), ticker = 'QQQ' AND d != toDate('2026-07-07'))) + 1 AS qqq_abs_move_rank,
countIf(ticker = 'QQQ') AS qqq_sessions_compared,
round(anyIf(oc_pct, ticker = 'SPY' AND d = toDate('2026-07-07')), 2) AS spy_open_to_close_pct,
arrayCount(x -> x > abs(anyIf(oc_pct, ticker = 'SPY' AND d = toDate('2026-07-07'))), groupArrayIf(abs(oc_pct), ticker = 'SPY' AND d != toDate('2026-07-07'))) + 1 AS spy_abs_move_rank,
countIf(ticker = 'SPY') AS spy_sessions_compared,
toString(min(d)) AS first_session
FROM (
SELECT ticker, d,
(close_px / lagInFrame(close_px) OVER (PARTITION BY ticker ORDER BY d) - 1) * 100 AS cc_pct,
oc_pct
FROM (
SELECT ticker, toDate(toTimeZone(window_start, 'America/New_York')) AS d,
argMax(toFloat64(close), window_start) AS close_px,
(argMax(toFloat64(close), window_start) / argMin(toFloat64(open), window_start) - 1) * 100 AS oc_pct
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'QQQ')
AND window_start >= toDateTime('2026-06-04 00:00:00')
AND window_start < toDateTime('2026-07-08 00:00:00')
AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
GROUP BY ticker, d
)
)
WHERE isFinite(cc_pct)从指数层面看，并不特别异常。QQQ的收盘至收盘变动为-1.82%，按绝对幅度计，在过去21个交易日中排名第9。SPY的开盘至收盘变动为-0.34%，在过去21个交易日中排名第15。过去一个月包含6月下旬“记忆复合体”相关的大幅波动，因此比较基准较高。真正让7月7日显得突出的是指数内部的分化。
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市场广度：每上涨一只，就有两只下跌
| 上涨股票数 | 下跌股票数 | 平盘股票数 | 高流动性股票代码数 | 两交易日均有交易的股票代码数 | 因流动性筛选剔除数 | 上涨股票占比（%） |
|---|---|---|---|---|---|---|
| 2091 | 4034 | 59 | 6184 | 11460 | 5276 | 33.8 |
每个数字背后的完整 SQL
WITH per_ticker AS (
SELECT
ticker,
toFloat64(argMaxIf(close, window_start, window_start < '2026-07-07 00:00:00')) AS prior_close,
toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-07 00:00:00')) AS day_close,
sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-07 00:00:00') AS day_dollar_volume
FROM global_markets.delayed_stocks_minute_aggs
WHERE (window_start >= '2026-07-06 13:30:00' AND window_start < '2026-07-06 20:00:00')
OR (window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00')
GROUP BY ticker
)
SELECT
countIf(day_close > prior_close AND day_dollar_volume >= 1000000) AS advancers,
countIf(day_close < prior_close AND day_dollar_volume >= 1000000) AS decliners,
countIf(day_close = prior_close AND day_dollar_volume >= 1000000) AS unchanged,
countIf(day_dollar_volume >= 1000000) AS liquid_tickers,
count() AS tickers_traded_both_sessions,
count() - countIf(day_dollar_volume >= 1000000) AS dropped_by_liquidity_filter,
round(100.0 * countIf(day_close > prior_close AND day_dollar_volume >= 1000000)
/ countIf(day_dollar_volume >= 1000000), 1) AS advancer_pct
FROM per_ticker
WHERE prior_close > 0 AND day_close > 02091只上涨，4034只下跌，59只持平；流动性较高的交易中，33.8%上涨，周一的上涨成交记录则出现反转。筛选条件剔除了成交额低于100万美元、跨两个交易时段交易的11460只股票；此处统计的剔除数量为5276。
芯片板块大幅下跌，但龙头股例外
抛售集中在半导体领域：芯片制造商、为其提供设备的设备商、相关存储股，以及在其基础上构建的杠杆ETF。下文报告的是联动性和跌幅，数据本身无法说明原因。
| 股票代码 | 前收盘价 | 当日收盘价 | 涨跌幅（%） | 当日最高价（ET） | 当日最低价（ET） | 最高价时间（ET） | 最低价时间（ET） | 振幅（%） | 当日成交额（十亿美元） |
|---|---|---|---|---|---|---|---|---|---|
| AMD | 551.95 | 516.57 | -6.41 | 12:29 | 10:46 | 749 | 646 | 4.34 | 12.48 |
| AVGO | 373.9 | 370.79 | -0.83 | 13:42 | 10:44 | 822 | 644 | 3.02 | 6.09 |
| INTC | 122.22 | 110.5 | -9.59 | 09:30 | 15:18 | 570 | 918 | 7.54 | 13.82 |
| KLAC | 233.39 | 216.52 | -7.23 | 09:30 | 10:43 | 570 | 643 | 6.13 | 2.91 |
| LRCX | 349.92 | 326.12 | -6.8 | 09:30 | 10:41 | 570 | 641 | 5.64 | 3.97 |
| MRVL | 249.29 | 230.81 | -7.41 | 09:30 | 10:42 | 570 | 642 | 6.5 | 6.42 |
| MU | 984.31 | 938.95 | -4.61 | 15:59 | 10:41 | 959 | 641 | 5.65 | 41.6 |
| NVDA | 195.62 | 196.93 | 0.67 | 13:07 | 10:35 | 787 | 635 | 3.8 | 19.95 |
| SNDK | 1743.08 | 1619.26 | -7.1 | 09:30 | 10:42 | 570 | 642 | 10.36 | 19.73 |
| SOXL | 194.77 | 165.27 | -15.15 | 09:30 | 10:44 | 570 | 644 | 14.53 | 10.8 |
| SOXS | 4.16 | 4.82 | 15.87 | 10:42 | 09:30 | 642 | 570 | 10.3 | 2.78 |
| STX | 869.5 | 827.4 | -4.84 | 09:45 | 10:44 | 585 | 644 | 6.58 | 3.1 |
| TER | 379.66 | 343.1 | -9.63 | 09:30 | 10:41 | 570 | 641 | 9.98 | 1.59 |
| WDC | 577.46 | 532.34 | -7.81 | 09:30 | 11:00 | 570 | 660 | 7.76 | 3.73 |
每个数字背后的完整 SQL
WITH per_name AS (
SELECT
ticker,
toFloat64(argMaxIf(close, window_start, window_start < '2026-07-07 00:00:00')) AS prior_close,
toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-07 00:00:00')) AS day_close,
maxIf(toFloat64(high), window_start >= '2026-07-07 00:00:00') AS day_high,
minIf(toFloat64(low), window_start >= '2026-07-07 00:00:00') AS day_low,
argMinIf(window_start, (toFloat64(low), toInt64(toUnixTimestamp(window_start))), window_start >= '2026-07-07 00:00:00') AS low_bar,
argMaxIf(window_start, (toFloat64(high), -toInt64(toUnixTimestamp(window_start))), window_start >= '2026-07-07 00:00:00') AS high_bar,
round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-07 00:00:00') / 1e9, 2) AS day_dollar_bn
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('AMD', 'AVGO', 'INTC', 'KLAC', 'LRCX', 'MRVL', 'MU', 'NVDA', 'SNDK', 'SOXL', 'SOXS', 'STX', 'TER', 'WDC')
AND ((window_start >= '2026-07-06 13:30:00' AND window_start < '2026-07-06 20:00:00')
OR (window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 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,
formatDateTime(toTimeZone(high_bar, 'America/New_York'), '%H:%i') AS day_high_et,
formatDateTime(toTimeZone(low_bar, 'America/New_York'), '%H:%i') AS day_low_et,
toHour(toTimeZone(high_bar, 'America/New_York')) * 60 + toMinute(toTimeZone(high_bar, 'America/New_York')) AS high_minute_et,
toHour(toTimeZone(low_bar, 'America/New_York')) * 60 + toMinute(toTimeZone(low_bar, 'America/New_York')) AS low_minute_et,
round((day_high / day_low - 1) * 100, 2) AS range_pct,
day_dollar_bn
FROM per_name
ORDER BY tickerTeradyne（-9.63%）和 Intel（-9.59%）市值缩水近十分之一，Marvell（-7.41%）、KLA（-7.23%）、Lam Research（-6.8%）和 AMD（-6.41%）紧随其后。周一短暂反弹一半的存储股和存储设备股再次全线回落：SanDisk在10.36%的盘中高低价区间内下跌-7.1%，Western Digital下跌-7.81%，Seagate下跌-4.84%，MU下跌-4.61%。MU成交额达$41.6十亿美元，超过另外三只存储股的成交额总和（MU深度分析介绍了背后的情况）。
板块两大巨头没有参与下跌：NVDA收盘上涨，涨幅为0.67%；Broadcom接近平收，涨跌幅为-0.83%。这形成了剔除最大成分股后的全板块普跌日（NVDA六月深度分析）。
下跌时点高度同步，集中在早盘的一次快速下挫中：TER、LRCX和MU分别于10:41、10:41和10:41 ET录得盘中低点；SanDisk、Marvell、KLA、AVGO和SOXL也在同几分钟内触及低点（面板列出了每个时间点）。相反，3倍做空半导体ETF SOXS于10:42录得盘中高点，走势完全相反。其他股票企稳后，Intel仍继续下跌，直至15:18才触及低点。杠杆产品放大了涨跌幅：SOXL下跌-15.15%，SOXS上涨+15.87%。
多空博弈的另一面
下跌股票与上涨股票的比例为二比一，但仍有三分之一的股票上涨。以下股票逆势走高：
| 股票代码 | 前收盘价 | 当日开盘价 | 当日收盘价 | 跳空幅度（%） | 日内涨跌幅（%） | 涨跌幅（%） | 当日成交额（十亿美元） |
|---|---|---|---|---|---|---|---|
| CRNX | 42.02 | 83.58 | 83.53 | 98.91 | -0.06 | 98.79 | 4.19 |
| CVX | 168.13 | 170.14 | 173.97 | 1.2 | 2.25 | 3.47 | 1.21 |
| JNJ | 259.33 | 264.89 | 267.29 | 2.14 | 0.91 | 3.07 | 1.92 |
| LLY | 1202.56 | 1232.88 | 1235.64 | 2.52 | 0.22 | 2.75 | 2.87 |
| META | 600.43 | 607.59 | 615.57 | 1.19 | 1.31 | 2.52 | 9.73 |
| TSLA | 419.77 | 416.96 | 402.88 | -0.67 | -3.38 | -4.02 | 13.36 |
| UNH | 418.1 | 423.95 | 428.18 | 1.4 | 1 | 2.41 | 1.61 |
| XOM | 136.49 | 138.56 | 141.65 | 1.52 | 2.23 | 3.78 | 1.63 |
每个数字背后的完整 SQL
WITH per_name AS (
SELECT
ticker,
toFloat64(argMaxIf(close, window_start, window_start < '2026-07-07 00:00:00')) AS prior_close_raw,
toFloat64(argMinIf(open, window_start, window_start >= '2026-07-07 00:00:00')) AS day_open_raw,
toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-07 00:00:00')) AS day_close_raw,
round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-07 00:00:00') / 1e9, 2) AS day_dollar_bn
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('CRNX', 'CVX', 'JNJ', 'LLY', 'META', 'TSLA', 'UNH', 'XOM')
AND ((window_start >= '2026-07-06 13:30:00' AND window_start < '2026-07-06 20:00:00')
OR (window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00'))
GROUP BY ticker
)
SELECT
ticker,
round(prior_close_raw, 2) AS prior_close,
round(day_open_raw, 2) AS day_open,
round(day_close_raw, 2) AS day_close,
round((day_open_raw / prior_close_raw - 1) * 100, 2) AS gap_pct,
round((day_close_raw / day_open_raw - 1) * 100, 2) AS intraday_pct,
round((day_close_raw / prior_close_raw - 1) * 100, 2) AS pct_chg,
day_dollar_bn
FROM per_name
ORDER BY ticker能源和医疗保健板块支撑上涨阵营：埃克森美孚上涨3.78%，雪佛龙上涨3.47%，强生上涨3.07%，礼来上涨2.75%，联合健康上涨2.41%。本栏中的两只超大市值股走势分化：META上涨2.52%，TSLA则回吐了周一的单边涨幅，收于-4.02%。盘中最引人注目的一笔成交来自Crinetics Pharmaceuticals（CRNX）：收盘上涨98.79%，成交额为$4.19十亿美元，股价接近翻倍。全部涨幅都来自隔夜跳空（开盘时为98.91%；常规交易时段仅变动-0.06%），这正是盘前交易所处市场中常见的跨交易时段重新定价。数据并未说明原因。
资金交易去向
| 排行榜 | 股票代码 | 成交额（十亿美元） | 股数（百万） | 占榜首百分比 |
|---|---|---|---|---|
| by dollars traded | MU | 41.6 | 45.3 | 100 |
| by dollars traded | SPY | 28.68 | 38.4 | 68.9 |
| by dollars traded | QQQ | 26.54 | 37.4 | 63.8 |
| by dollars traded | NVDA | 19.95 | 102.4 | 48 |
| by dollars traded | SNDK | 19.73 | 12.5 | 47.4 |
| by dollars traded | INTC | 13.82 | 124.8 | 33.2 |
| by shares traded | SOXS | 2.78 | 566.3 | 100 |
| by shares traded | BITO | 3.47 | 402.2 | 71 |
| by shares traded | TZA | 1.1 | 278.8 | 49.2 |
| by shares traded | CPOP | 0.02 | 161.3 | 28.5 |
每个数字背后的完整 SQL
SELECT leaderboard, ticker, dollar_volume_bn, shares_m,
round(100 * if(leaderboard = 'by dollars traded', dollar_volume_bn, shares_m)
/ max(if(leaderboard = 'by dollars traded', dollar_volume_bn, shares_m)) OVER (PARTITION BY leaderboard), 1) AS pct_of_board_leader
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 >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 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 >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00'
AND ticker NOT IN ('SPCX')
GROUP BY ticker
ORDER BY shares_m DESC
LIMIT 4
)
ORDER BY leaderboard ASC, if(leaderboard = 'by dollars traded', dollar_volume_bn, shares_m) DESCMU以41.6亿美元的成交额领跑美元计价成交榜。在前一交易日让出榜首后，该股重新夺回第一位。SPY（28.68亿美元）和QQQ（26.54亿美元）紧随其后。另有三只芯片股——NVDA（19.95亿美元）、SNDK（19.73亿美元）和INTC（13.82亿美元）——占据前六名的其余席位。单只股票成交额的集中度，正是相对成交量所揭示的内容。
按成交股数计算，SOXS成交566.3百万股。3倍做空半导体ETF连续第三个交易日位居成交股数榜首（周一和周四的成交记录在前）。这一次，恰逢其板块真正跌破关键位置。CPOP则说明了另一面：161.3百万股的成交仅对应0.02亿美元，股数容易让低价股显得更活跃。统计口径：7月7日正常交易时段；一个因实体信息仍待核实而排除的重复代码上市标的，详见其成交记录。
交易时段的形态
| 美东时间 | 股数（十亿） | 占最大分组百分比 |
|---|---|---|
| 09:30 | 2 | 61.6 |
| 10:00 | 1.58 | 48.8 |
| 10:30 | 1.34 | 41.3 |
| 11:00 | 1.09 | 33.6 |
| 11:30 | 0.99 | 30.4 |
| 12:00 | 0.91 | 28.1 |
| 12:30 | 0.76 | 23.3 |
| 13:00 | 0.72 | 22.1 |
| 13:30 | 0.64 | 19.6 |
| 14:00 | 0.71 | 21.8 |
| 14:30 | 0.91 | 28.1 |
| 15:00 | 1.14 | 35.1 |
| 15:30 | 3.25 | 100 |
每个数字背后的完整 SQL
SELECT
et_time,
round(sum(shares) / 1e9, 2) AS shares_bn,
round(100 * sum(shares) / max(sum(shares)) OVER (), 1) AS pct_of_biggest_bucket
FROM
(
SELECT
formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
toFloat64(volume) AS shares
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00'
UNION ALL
SELECT
'15:30' AS et_time,
toFloat64(size) AS shares
FROM global_markets.stocks_trades
WHERE sip_timestamp >= '2026-07-07 20:00:00' AND sip_timestamp < '2026-07-07 20:15:00'
AND has(conditions, 8)
)
GROUP BY et_time
ORDER BY et_time开盘半小时成交量为2十亿股，13:30时降至0.64十亿股，临近15:30收盘时达到3.25十亿股，呈现普通的微笑形态，收盘时成交最为活跃。
期权成交情况
| 期权成交笔数（百万） | 合约数（百万） | 看涨期权成交量占比 | 当日到期占比 | 当日到期合约数（百万） | SPY合约数（百万） | QQQ合约数（百万） | INTC合约数（百万） | 第一合约标的 | 第一合约行权价 | 第一合约类型 | 第一合约是否看涨 | 第一合约成交量 | 第一合约平均价格 | 第一行权价减SPY收盘价 | 第二合约标的 | 第二合约行权价 | 第二合约类型 | 第二合约是否看跌 | 第二合约成交量 | 第二合约平均价格 | SPY收盘价减第二行权价 | 两大合约均当日到期 | SPY收盘价 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10.6 | 61.13 | 55.6 | 31.2 | 19.08 | 12.48 | 8.36 | 0.69 | SPY | 749 | C | 1 | 873438 | 0.647 | 1.34 | SPY | 747 | P | 1 | 785834 | 0.88 | 0.66 | 2 | 747.66 |
每个数字背后的完整 SQL
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) = '260707', 1, 0) AS is_0dte
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-07 00:00:00' AND sip_timestamp < '2026-07-08 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 >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00'
) AS spy_regular_close
SELECT
round(count() / 1e6, 2) AS option_prints_m,
round(toFloat64(sum(size)) / 1e6, 2) AS 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) = '260707') / sum(size), 1) AS same_day_expiry_pct,
round(toFloat64(sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260707')) / 1e6, 2) AS same_day_contracts_m,
round(toFloat64(sumIf(size, underlying_symbol = 'SPY')) / 1e6, 2) AS spy_contracts_m,
round(toFloat64(sumIf(size, underlying_symbol = 'QQQ')) / 1e6, 2) AS qqq_contracts_m,
round(toFloat64(sumIf(size, underlying_symbol = 'INTC')) / 1e6, 2) AS intc_contracts_m,
top2.1[1] AS top_contract_underlying,
top2.2[1] AS top_contract_strike,
top2.3[1] AS top_contract_type,
if(top2.3[1] = 'C', 1, 0) AS top_contract_is_call,
top2.4[1] AS top_contract_volume,
top2.5[1] AS top_contract_avg_price,
round(top2.2[1] - spy_regular_close, 2) AS top_strike_minus_spy_close,
top2.1[2] AS second_contract_underlying,
top2.2[2] AS second_contract_strike,
top2.3[2] AS second_contract_type,
if(top2.3[2] = 'P', 1, 0) AS second_contract_is_put,
top2.4[2] AS second_contract_volume,
top2.5[2] AS second_contract_avg_price,
round(spy_regular_close - top2.2[2], 2) AS spy_close_minus_second_strike,
top2.6[1] + top2.6[2] AS both_top_contracts_same_day,
spy_regular_close AS spy_close
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-07 00:00:00' AND sip_timestamp < '2026-07-08 00:00:00'期权成交量为61.13百万张，分布在10.6百万笔成交中，规模与周一的相当。在下跌日，看涨期权仍占成交量的55.6%。当日到期合约占成交总量的31.2%（19.08百万张），相当于普通周二的0DTE占比。当日成交最活跃的两张合约分别位于收盘价两侧，且都是当日到期、行权价为SPY的合约：$749看涨期权成交873438张，平均权利金为$0.647，最终价外$1.34；$747看跌期权成交785834张，权利金为$0.88，最终在另一侧价外$0.66。SPY收于747.66，位于当日两笔最大押注之间，且这两张合约最终均无价值到期。
报价带
本页每个价格下方都有报价流：全国最佳买价和卖价（NBBO）在每只上市证券上持续更新。这是本数据仓库中最难获取的数据集。无论交易日是否异常，这里都会逐个交易日进行统计。
| 7月7日更新数（百万） | 7月6日更新数（百万） | 日变化率（%） | 7月7日美东时间最后报价分钟 | 7月7日收盘小时更新数（百万） |
|---|---|---|---|---|
| 492.76 | 391.96 | 25.7 | 1199 | 77.13 |
每个数字背后的完整 SQL
SELECT
round(countIf(toDate(sip_timestamp) = toDate('2026-07-07')) / 1e6, 2) AS jul7_updates_m,
round(countIf(toDate(sip_timestamp) = toDate('2026-07-06')) / 1e6, 2) AS jul6_updates_m,
round((countIf(toDate(sip_timestamp) = toDate('2026-07-07')) / countIf(toDate(sip_timestamp) = toDate('2026-07-06')) - 1) * 100, 1) AS day_over_day_pct,
toHour(toTimeZone(maxIf(sip_timestamp, toDate(sip_timestamp) = toDate('2026-07-07')), 'America/New_York')) * 60
+ toMinute(toTimeZone(maxIf(sip_timestamp, toDate(sip_timestamp) = toDate('2026-07-07')), 'America/New_York')) AS jul7_last_quote_et_minute,
round(countIf(sip_timestamp >= '2026-07-07 19:00:00' AND sip_timestamp < '2026-07-07 20:00:00') / 1e6, 2) AS jul7_close_hour_updates_m
FROM global_markets.cache_stocks_quotes
WHERE sip_timestamp >= '2026-07-06 00:00:00' AND sip_timestamp < '2026-07-08 00:00:00'7月7日，股票报价带产生了 492.76 百万条NBBO更新，比周一的391.96百万多25.7%。增加的是重新报价次数，而不是报价宽度：
| 股票代码 | 时段价差（基点） | 午间价差（基点） | 价差变化（基点） | 时段更新数（千） | 午间更新数（千） | 报价速率比 | 时段更新数（百万） | 剔除的无效报价 |
|---|---|---|---|---|---|---|---|---|
| AMD | 9.11 | 6.51 | 2.6 | 13.2 | 2.9 | 4.6 | 0.27 | 101 |
| INTC | 2.75 | 1.8 | 0.95 | 90.6 | 38.4 | 2.4 | 2.18 | 3498 |
| MU | 5.02 | 4.81 | 0.21 | 51.8 | 15.2 | 3.4 | 0.96 | 430 |
| NVDA | 1.04 | 1.01 | 0.03 | 122 | 44 | 2.8 | 2.41 | 266 |
| QQQ | 0.42 | 0.28 | 0.14 | 281.3 | 143.3 | 2 | 5.54 | 391 |
| SNDK | 8.65 | 8.89 | -0.24 | 19.1 | 4.6 | 4.1 | 0.3 | 91 |
| SOXL | 9.89 | 12.48 | -2.59 | 41.1 | 16.9 | 2.4 | 1.11 | 339 |
| SOXS | 19.59 | 21.07 | -1.49 | 50.1 | 13.4 | 3.8 | 0.95 | 0 |
| SPY | 0.27 | 0.27 | 0 | 237.9 | 70.6 | 3.4 | 4.23 | 803 |
| WDC | 10.77 | 12.01 | -1.25 | 6.3 | 2.3 | 2.7 | 0.13 | 22 |
每个数字背后的完整 SQL
SELECT
ticker,
round(quantileExactIf(0.5)((toFloat64(ask_price) - toFloat64(bid_price)) / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2) * 10000, bid_price > 0 AND ask_price >= bid_price AND sip_timestamp >= '2026-07-07 14:36:00' AND sip_timestamp < '2026-07-07 14:48:00'), 2) AS pocket_spread_bps,
round(quantileExactIf(0.5)((toFloat64(ask_price) - toFloat64(bid_price)) / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2) * 10000, bid_price > 0 AND ask_price >= bid_price AND sip_timestamp >= '2026-07-07 17:30:00' AND sip_timestamp < '2026-07-07 17:42:00'), 2) AS midday_spread_bps,
round(quantileExactIf(0.5)((toFloat64(ask_price) - toFloat64(bid_price)) / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2) * 10000, bid_price > 0 AND ask_price >= bid_price AND sip_timestamp >= '2026-07-07 14:36:00' AND sip_timestamp < '2026-07-07 14:48:00')
- quantileExactIf(0.5)((toFloat64(ask_price) - toFloat64(bid_price)) / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2) * 10000, bid_price > 0 AND ask_price >= bid_price AND sip_timestamp >= '2026-07-07 17:30:00' AND sip_timestamp < '2026-07-07 17:42:00'), 2) AS spread_delta_bps,
round(countIf(sip_timestamp >= '2026-07-07 14:36:00' AND sip_timestamp < '2026-07-07 14:48:00') / 1e3, 1) AS pocket_updates_k,
round(countIf(sip_timestamp >= '2026-07-07 17:30:00' AND sip_timestamp < '2026-07-07 17:42:00') / 1e3, 1) AS midday_updates_k,
round(countIf(sip_timestamp >= '2026-07-07 14:36:00' AND sip_timestamp < '2026-07-07 14:48:00') / countIf(sip_timestamp >= '2026-07-07 17:30:00' AND sip_timestamp < '2026-07-07 17:42:00'), 1) AS quote_rate_ratio,
round(count() / 1e6, 2) AS session_updates_m,
countIf(bid_price <= 0 OR ask_price <= 0 OR bid_price > ask_price) AS dropped_invalid_quotes
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('AMD', 'INTC', 'MU', 'NVDA', 'QQQ', 'SNDK', 'SOXL', 'SOXS', 'SPY', 'WDC')
AND sip_timestamp >= '2026-07-07 13:30:00' AND sip_timestamp < '2026-07-07 20:00:00'
GROUP BY ticker
ORDER BY ticker在早盘低点，所检查证券的重新报价速度达到午盘的数倍：MU为3.4倍，SanDisk为4.1倍，AMD为4.6倍。但买卖价差几乎没有变化：MU在该时段的中位价差为5.02个基点，而午盘为4.81个基点；NVDA为1.04个基点，而午盘为1.01个基点；SPY则完全没有变化（在0.27个基点的最优报价上，价差仅变化0个基点）。真正付出价差代价的两只证券是AMD（+2.6个基点）和Intel（+0.95个基点）。其中，Intel是唯一一只在该时段后仍持续下跌的证券；而这对杠杆产品在底部的价差实际上收窄了（SOXL为-2.59个基点，SOXS为-1.49个基点）。流动性真空通常表现为报价变宽、成交沉寂；这里的情况恰恰相反：报价极其活跃，但最优报价几乎没有移动。尽管如此，跨越买卖价差的成本仍取决于具体证券：底部时SOXS的报价宽度为19.59个基点，而NVDA为1.04个基点。
| 7月7日平均价差（美分） | 紧密度排名 | 比较时段数 | 最窄时段（美分） | 最宽时段（美分） | 首个交易日 | 剔除的无效报价 |
|---|---|---|---|---|---|---|
| 1.809 | 1 | 21 | 1.809 | 2.865 | 2026-06-05 | 41883 |
每个数字背后的完整 SQL
SELECT
round(anyIf(avg_spread_cents, d = toDate('2026-07-07')), 3) AS jul7_avg_spread_cents,
arrayCount(x -> x < anyIf(avg_spread_cents, d = toDate('2026-07-07')), groupArrayIf(avg_spread_cents, d != toDate('2026-07-07'))) + 1 AS tightness_rank,
count() AS sessions_compared,
round(min(avg_spread_cents), 3) AS tightest_session_cents,
round(max(avg_spread_cents), 3) AS widest_session_cents,
toString(min(d)) AS first_session,
sum(dropped_invalid) AS dropped_invalid_quotes
FROM (
SELECT toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS d,
avgIf(toFloat64(ask_price - bid_price), bid_price > 0 AND ask_price >= bid_price) * 100 AS avg_spread_cents,
countIf(NOT (bid_price > 0 AND ask_price >= bid_price)) AS dropped_invalid
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'SPY'
AND sip_timestamp >= toDateTime('2026-06-05 00:00:00')
AND sip_timestamp < toDateTime('2026-07-08 00:00:00')
AND (toHour(sip_timestamp) * 60 + toMinute(sip_timestamp)) BETWEEN 810 AND 1199
GROUP BY d
)本节每个交易日都会进行的常规检查显示：按更新次数加权的平均报价价差计算，7月7日是SPY过去一个月中 价差最窄的交易日，为1.809美分，在21个交易日中排名第1；而该月最宽时曾达到2.865美分。红色行情带以当月最窄的指数最优报价交易，达到二比一的程度。这一事实只有报价流能够确认。
| 7月7日期权报价行数 | 7月7日期权报价更新数（十亿） | 7月6日期权报价更新数（十亿） | 日变化率（%） | 7月7日股票报价更新数（百万） | 7月7日期权与股票比率 |
|---|---|---|---|---|---|
| 8694614147 | 8.69 | 6.49 | 34 | 492.76 | 17.6 |
每个数字背后的完整 SQL
WITH
(
SELECT count()
FROM global_markets.cache_options_quotes
WHERE toYYYYMMDD(sip_timestamp) = 20260707
) AS jul7_option_rows,
(
SELECT count()
FROM global_markets.cache_options_quotes
WHERE toYYYYMMDD(sip_timestamp) = 20260706
) AS jul6_option_rows,
(
SELECT count()
FROM global_markets.cache_stocks_quotes
WHERE toYYYYMMDD(sip_timestamp) = 20260707
) AS jul7_stock_quote_rows
SELECT
jul7_option_rows AS jul7_option_quote_rows,
round(jul7_option_rows / 1e9, 2) AS jul7_option_quote_updates_bn,
round(jul6_option_rows / 1e9, 2) AS jul6_option_quote_updates_bn,
round((jul7_option_rows / jul6_option_rows - 1) * 100, 1) AS day_over_day_pct,
round(jul7_stock_quote_rows / 1e6, 2) AS jul7_stock_quote_updates_m,
round(jul7_option_rows / jul7_stock_quote_rows, 1) AS jul7_option_to_stock_ratio期权报价流的规模更大，也是本数据仓库中最大的 数据集。7月7日产生了 8.69十亿条期权NBBO更新，是同一交易日股票报价带总量（492.76百万条更新）的17.6倍。周一的期权报价带为6.49十亿条，因此期权报价流较前一交易日扩大了34%，股票报价流则扩大了25.7%。
| SPY期权更新数（百万） | 占股票报价总量（%） | SPY报价合约数 | 当日更新数（百万） | SPY时段价格 | SPY午间价格 | 时段平值价差（美元） | 午间平值价差（美元） | 平值价差变化（美元） | Pocket ATM 更新（千） | 午间 ATM 更新（千） | ATM 报价率比值 | 丢弃的无效当日报价 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 327.55 | 66.5 | 9116 | 13.61 | 746 | 749.08 | 0.01 | 0.01 | 0 | 191.1 | 64 | 3 | 42872 |
每个数字背后的完整 SQL
WITH
(
SELECT count()
FROM global_markets.cache_stocks_quotes
WHERE toYYYYMMDD(sip_timestamp) = 20260707
) AS jul7_stock_quote_rows,
(
SELECT round(toFloat64(avg(close)), 2)
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= '2026-07-07 14:36:00' AND window_start < '2026-07-07 14:48:00'
) AS spy_pocket_price,
(
SELECT round(toFloat64(avg(close)), 2)
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= '2026-07-07 17:30:00' AND window_start < '2026-07-07 17:42:00'
) AS spy_midday_price
SELECT
round(count() / 1e6, 2) AS spy_option_updates_m,
round(100.0 * count() / jul7_stock_quote_rows, 1) AS pct_of_whole_equity_quote_tape,
uniqExact(ticker) AS spy_contracts_quoted,
round(countIf(substring(ticker, -15, 6) = '260707') / 1e6, 2) AS same_day_updates_m,
spy_pocket_price AS spy_price_in_pocket,
spy_midday_price AS spy_price_midday,
round(quantileExactIf(0.5)(toFloat64(ask_price - bid_price),
bid_price > 0 AND ask_price >= bid_price
AND substring(ticker, -15, 6) = '260707'
AND abs(toFloat64(toUInt32OrZero(substring(ticker, -8))) / 1000 - spy_pocket_price) <= 2
AND sip_timestamp >= '2026-07-07 14:36:00' AND sip_timestamp < '2026-07-07 14:48:00'), 3) AS pocket_atm_spread_dollars,
round(quantileExactIf(0.5)(toFloat64(ask_price - bid_price),
bid_price > 0 AND ask_price >= bid_price
AND substring(ticker, -15, 6) = '260707'
AND abs(toFloat64(toUInt32OrZero(substring(ticker, -8))) / 1000 - spy_midday_price) <= 2
AND sip_timestamp >= '2026-07-07 17:30:00' AND sip_timestamp < '2026-07-07 17:42:00'), 3) AS midday_atm_spread_dollars,
round(pocket_atm_spread_dollars - midday_atm_spread_dollars, 3) AS atm_spread_delta_dollars,
round(countIf(substring(ticker, -15, 6) = '260707'
AND abs(toFloat64(toUInt32OrZero(substring(ticker, -8))) / 1000 - spy_pocket_price) <= 2
AND sip_timestamp >= '2026-07-07 14:36:00' AND sip_timestamp < '2026-07-07 14:48:00') / 1e3, 1) AS pocket_atm_updates_k,
round(countIf(substring(ticker, -15, 6) = '260707'
AND abs(toFloat64(toUInt32OrZero(substring(ticker, -8))) / 1000 - spy_midday_price) <= 2
AND sip_timestamp >= '2026-07-07 17:30:00' AND sip_timestamp < '2026-07-07 17:42:00') / 1e3, 1) AS midday_atm_updates_k,
round(pocket_atm_updates_k / midday_atm_updates_k, 1) AS atm_quote_rate_ratio,
countIf(NOT (bid_price > 0 AND ask_price >= bid_price)
AND substring(ticker, -15, 6) = '260707') AS dropped_invalid_same_day_quotes
FROM global_markets.cache_options_quotes
WHERE ticker >= 'O:SPY26' AND ticker < 'O:SPY27'
AND sip_timestamp >= '2026-07-07 13:30:00' AND sip_timestamp < '2026-07-07 20:00:00'
HAVING pocket_atm_updates_k > 0 AND midday_atm_updates_k > 0仅SPY的2026年到期合约，在常规交易时段就产生了其中327.55百万条更新，覆盖9116只上市合约。这相当于当天整个股票市场报价总量的66.5%，而来源仅为一个标的。承载0DTE报价带的当日到期合约贡献了其中13.61百万条更新。
在早盘流动性断层持续的12分钟内，接近平值的当日到期合约报价中位宽度为 $0.01，与午盘对照时段的报价完全相同（$0.01，变化为0）。这组报价的更新速度为3倍：低点时为191.1千次更新，午盘时为64千次。期权最优报价的表现与股票最优报价一致：报价宽度保持不变，但报价系统高速运转。接近平值，是指同一时段内行权价与SPY平均价格相差不超过2美元；面板同时列出了两个价格（该时段为746，午盘为749.08）。
利率：收益率曲线随成长股走势走弱
| 曲线点 | 7月7日收益率（%） | 交易时段变动（bp） |
|---|---|---|
| 1 month | 3.69 | 0 |
| 3 month | 3.86 | -1 |
| 1 year | 4.06 | 11 |
| 2 year | 4.19 | 6 |
| 5 year | 4.27 | 6 |
| 10 year | 4.55 | 7 |
| 30 year | 5.05 | 6 |
| 2s10s spread | 0.36 | 1 |
每个数字背后的完整 SQL
SELECT
t.1 AS curve_point,
round(t.2, 2) AS jul7_yield_pct,
round((t.2 - t.3) * 100) AS session_change_bp
FROM (
SELECT arrayJoin([
('1 month', toFloat64(d.yield_1_month), toFloat64(p.yield_1_month)),
('3 month', toFloat64(d.yield_3_month), toFloat64(p.yield_3_month)),
('1 year', toFloat64(d.yield_1_year), toFloat64(p.yield_1_year)),
('2 year', toFloat64(d.yield_2_year), toFloat64(p.yield_2_year)),
('5 year', toFloat64(d.yield_5_year), toFloat64(p.yield_5_year)),
('10 year', toFloat64(d.yield_10_year), toFloat64(p.yield_10_year)),
('30 year', toFloat64(d.yield_30_year), toFloat64(p.yield_30_year)),
('2s10s spread', toFloat64(d.yield_10_year - d.yield_2_year), toFloat64(p.yield_10_year - p.yield_2_year))
]) AS t
FROM (SELECT * FROM global_markets.treasury_yields WHERE date = '2026-07-07') AS d,
(SELECT * FROM global_markets.treasury_yields WHERE date = '2026-07-06') AS p
)美国国债与成长股一同走弱。1年期收益率上升11个基点至4.06%，10年期上升7至4.55%，30年期上升6至5.05%，高于百分之五。2s10s利差维持在0.36个百分点（变动1个基点）：收益率曲线大致平行移动，并未发生形态重塑。
日历记录的市场动态
| 除息记录 | 已执行拆股 | 反向拆股 | 正向拆股 | 已上市 IPO | SEC 文件 | 内部人士 Form 4 文件 | 8-K 文件 | 新闻文章 | 新闻发布商 | 报道最多的 Ticker | 报道最多的是 NVDA | 报道最多的文章数 | 领先第二名的报道数 | CRNX 文章数 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 80 | 7 | 5 | 2 | 1 | 2438 | 463 | 173 | 215 | 3 | NVDA | 1 | 17 | 4 | 0 |
每个数字背后的完整 SQL
WITH
(
SELECT (count(), uniqExact(publisher))
FROM global_markets.stocks_news
WHERE toDate(toTimeZone(published_utc, 'America/New_York')) = '2026-07-07'
) AS news,
(
SELECT (argMax(t, n), max(n), max(n) - arraySort(x -> -x, groupArray(n))[2])
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')) = '2026-07-07'
)
WHERE t != 'SPCX'
GROUP BY t
)
) AS top_news
SELECT
(SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date = '2026-07-07') AS ex_dividend_records,
(SELECT count() FROM global_markets.stocks_splits WHERE execution_date = '2026-07-07') AS splits_executed,
(SELECT countIf(toFloat64(split_from) > toFloat64(split_to)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-07') AS reverse_splits,
(SELECT countIf(toFloat64(split_to) > toFloat64(split_from)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-07') AS forward_splits,
(SELECT count() FROM global_markets.stocks_ipos WHERE listing_date = '2026-07-07') AS ipos_listed,
(SELECT uniqExact(accession_number) FROM global_markets.stocks_sec_edgar_index WHERE filing_date = '2026-07-07') AS sec_filings,
(SELECT uniqExactIf(accession_number, form_type = '4') FROM global_markets.stocks_sec_edgar_index WHERE filing_date = '2026-07-07') AS insider_form4_filings,
(SELECT uniqExactIf(accession_number, form_type = '8-K') FROM global_markets.stocks_sec_edgar_index WHERE filing_date = '2026-07-07') AS filings_8k,
news.1 AS news_articles,
news.2 AS news_publishers,
top_news.1 AS most_covered_ticker,
if(top_news.1 = 'NVDA', 1, 0) AS most_covered_is_nvda,
top_news.2 AS most_covered_articles,
top_news.3 AS most_covered_lead_over_next,
(SELECT countIf(has(tickers, 'CRNX')) FROM global_markets.stocks_news
WHERE toDate(toTimeZone(published_utc, 'America/New_York')) = '2026-07-07') AS crnx_articles80条股息记录进入除息，完成7次拆股，其中5次为反向拆股。这类低于一美元股票的合并，会在未经调整的行情记录上制造虚假的三位数“涨幅”。期间有2次增发，1家公司完成新上市。SEC索引记录了2438份申报文件，其中包括463份Form 4和173份8-K。我们的新闻源收录了来自3家发布方的215篇文章。报道最多的股票是NVDA，相关文章有17篇，比下一只股票多4篇。该股票正是NVDA：在其所属板块下跌的当天，NVDA仍收涨。新闻源还收录了关于CRNX的0篇文章。CRNX是行情中涨幅最大的股票，但这只反映了一个新闻源的关注度，并不代表全球媒体的关注度。
交易时段已核实
| 首根 SPY K 线（美东时间） | 末根 SPY K 线（美东时间） | SPY 分钟 K 线 | 正常交易时段 K 线 | 交易日时段 | 7月7日假日行 | 下一次休市日期 | 下一次休市名称 |
|---|---|---|---|---|---|---|---|
| 04:00 | 19:59 | 902 | 390 | 1 | 0 | 2026-09-07 | Labor Day |
每个数字背后的完整 SQL
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,
count() AS spy_minute_bars,
countIf(window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00') AS regular_session_bars,
uniqExactIf(toDate(toTimeZone(window_start, 'America/New_York')), window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00') AS day_sessions,
(SELECT count() FROM global_markets.stocks_market_holidays WHERE date = '2026-07-07') AS jul7_holiday_rows,
(SELECT toString(min(date)) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-07' AND status = 'closed') AS next_closure_date,
(SELECT argMin(name, date) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-07' AND status = 'closed') AS next_closure_name
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY' AND window_start >= '2026-07-07 00:00:00' AND window_start < '2026-07-08 00:00:00'7月7日是完整交易时段，而非提前收盘：SPY的K线时间为纽约时间04:00至19:59，常规交易时段恰有390根K线；节假日表中该日期对应0行。下一次计划休市时间为Labor Day，2026-09-07。
数据说明
- 美元成交额是按分钟计算的代理指标：在正常交易时段内，将每个一分钟K线的收盘价乘以成交量后求和。
- 成交量面板的最后半小时包含收盘竞价成交记录。 一分钟K线不包含任何竞价成交记录，因此半小时面板会将每笔带有收盘成交条件的交易，加到最后一个时间区间。这些交易在综合行情中标记为美东时间下午4:00至4:15。
- 跳空与缓慢运行的拆分：以每只股票正常交易时段的第一根K线（开盘价）为起点，对比上一交易日最后一个正常收盘价；剩余部分为7月7日盘中的开盘至收盘变动。
- 同步出现的早盘低点已在撰稿时与相邻K线交叉核验。 每个低点都由相邻分钟的走势确认，并非单笔成交记录；没有任何一个需要异常收据。若某个极值在多个分钟出现，面板显示最早出现该极值的K线（采用确定性并列处理规则）。
- 一个重复使用代码的上市证券在完成实体核验前，不计入成交量排行榜，也不纳入新闻提示；其单独文章附有相关收据。
- 报价价差统计排除了无效报价，包括单边报价或NBBO交叉记录；每个价差面板都在单独一列中列出被排除的记录数。“更新加权平均价差”是对每次有效NBBO更新的报价宽度求平均，交易活跃时段的权重更高；这是报价统计指标，不是单笔交易成本。
- 7月7日的期权报价在本文首次发布后才到账。
cache_options_quotes记录了数据仓库最长的摄取延迟，因此第一版在期权报价面板所在位置显示了有边界的零行收据。数据行随后到账，重新生成时零行边界失效；本次修订读取了该交易日自身的8.69十亿次更新。股票报价行情从一开始就完整可用：7月7日的最后一次更新位于美东时间1199分钟，正常交易时段最后一小时包含77.13百万次更新（报价行情面板中列有收据字段）。 - 期权报价宽度在平值附近测量。 对所有当日上市合约按每次更新计算中位数，属于组合统计指标：深度实值合约的报价宽度可能以美元计，深度虚值合约的报价宽度可能仅为几美分，而且重新报价的合约会随交易时段变化。早盘与午盘的比较仅纳入每个时段内、行权价距离SPY平均价格不超过2美元的合约；两种价格均列在面板中。无效期权报价（单边报价或交叉报价）计入该面板，不会被静默剔除。
- 7月7日的美国国债成交记录延迟一个交易日才完成摄取。 第一版发布了披露延迟的收据；该成交记录于7月8日到账后触发了警戒机制，本次修订纳入实际收益率曲线。
方法论
- 统计区间为单个交易时段（1时段；根据实际观测到的K线和假日历核实，绝不假定）。时间戳以UTC存储，并在查询中转换为纽约时间。“收盘”指常规交易时段最后一分钟的K线；日间变化比较7月7日与7月6日这两个连续交易日。
- 小数列在进行比率运算前转换为64位浮点数；期权到期日重新从OCC ticker解析，因为表中的到期日字段存在错误。所有面板均在撰写时通过受限只读路径读取一次。数据仓库状态截至2026年7月8日。
- 报价磁带部分新增于7月8日修订版（该修订版同时将国债延迟回执替换为最终成交记录）；7月7日当天的期权NBBO记录入库后，期权报价面板也重新编写了一次。生成过程按设计采用批处理：SPY期权报价面板会扫描数亿条NBBO记录，而成交磁带数量统计直接读取各交易日分区的行数。因此，即使每个交易时段的表包含数十亿行，也能在不到一秒内返回计数结果。
每个面板都是一个已存储的查询结果，图表、表格和SQL属于同一对象。将其中任何一个粘贴到Strasmore终端，即可创建自己的版本。上一交易日：7月6日。