作者： 2026年7月7日市场回顾与数据
半导体板块大跌却被NVDA逆势打破，跌股与涨股二比一，SPY价差收窄至一个月最低，查看QQQ、DIA及盘面细节。
2026年7月7日（星期二）回吐了周一重启交易后的上涨，而且跌幅更大：QQQ收于-1.82%，跌幅完全抹去周一涨幅并进一步下挫；DIA则为-0.29%。盘面下跌占优，跌股与涨股的比例为二比一：4034只跌股，2091只涨股。当天真正值得关注的是，半导体板块的跌幅达到指数跌幅的数倍，而该板块的一家巨头并未参与这轮下跌。以下所有数字均来自存储查询；展开任一面板即可查看确切的SQL语句。
盘面记分板
每项变动均比较7月7日与前一交易日7月6日常规交易时段的最后一分钟K线。
| 代码 | 前收盘 | 日开盘 | 日收盘 | 跳空幅度（%） | 日内涨跌幅（%） | 涨跌幅（%） | 日最高 | 日最低 | 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。跳空与盘中缓慢走势的拆分显示，开盘时行情两端的表现并不一致：QQQ隔夜跳空为-1.17%，开盘至收盘的盘中走势为-0.65%，主要跌幅来自跳空；DIA则向上跳空0.47%，最终仍收跌，开盘至收盘的变动为-0.76%。自周四以来，领涨品种每个交易日都在切换：DIA在周四领涨，QQQ在周一领涨，周二再次由DIA领涨。
这一天是否异常？
| QQQ收盘至收盘涨跌幅（%） | QQQ绝对涨跌幅排名 | QQQ比较交易日数 | SPY开盘至收盘涨跌幅（%） | SPY绝对涨跌幅排名 | 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。QQQ收盘价较前一日收盘价的变动为-1.82%，按绝对幅度计，在过去21个交易日中排名第9；SPY开盘价至收盘价的变动为-0.34%，在21个交易日中排名第15。由于过去一个月包含6月下旬“记忆复合体”相关股票的大幅波动，比较基准本身就很高。真正使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：每上涨一只股票，就有两只下跌
| 上涨数 | 下跌数 | 平盘数 | 高流动性代码数 | 两日均有交易的代码数 | 因流动性筛选剔除数 | 上涨占比（%） |
|---|---|---|---|---|---|---|
| 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，扭转了周一的上涨走势。筛选条件剔除了成交额低于100万美元的双时段交易股票，占这里统计数量的5276，共计11460只。
芯片板块重挫，但最大几家公司除外
抛售集中在半导体领域：芯片制造商、为其提供设备的公司、相关存储板块，以及叠加使用杠杆的ETF。下文报告联动性和跌幅；数据本身无法说明原因。
| 代码 | 前收盘 | 日收盘 | 涨跌幅（%） | 日最高（美东时间） | 日最低（美东时间） | 最高价时间（美东时间） | 最低价时间（美东时间） | 振幅（%） | 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%）市值跌去近十分之一，Marvell（-7.41%）、KLA（-7.23%）、Lam Research（-6.8%）和 AMD（-6.41%）紧随其后。周一反弹一半的存储股和存储设备股随即重新转跌：SanDisk 在10.36%的高低区间内下跌-7.1%，Western Digital 下跌-7.81%，Seagate 下跌-4.84%，MU 下跌-4.61%。MU 的成交额达到41.6十亿美元，超过另外三家存储公司成交额的总和（MU深度分析介绍了背后的情况）。
该板块的两大巨头没有跟随下跌：NVDA 收盘上涨，报0.67%；Broadcom 接近平盘，报-0.83%。这是一个全板块收跌的交易日，但最大两家公司除外（NVDA六月深度分析）。
下跌时点高度同步，集中在早盘的一次流动性真空中：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 也在同一时间段内触及低点（面板列出了每笔交易的时间戳）。SOXS这只三倍做空半导体ETF则于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，直到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%。
行情的另一面
下跌与上涨之比为 two-to-one，但仍有三分之一的股票上涨。以下板块走高，而芯片股下跌：
| 代码 | 前收盘 | 日开盘 | 日收盘 | 跳空幅度（%） | 日内涨跌幅（%） | 涨跌幅（%） | 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一栏：Exxon 上涨 3.78%，Chevron 上涨 3.47%，Johnson & Johnson 上涨 3.07%，Eli Lilly 上涨 2.75%，UnitedHealth 上涨 2.41%。本栏中的两只超大盘股走势分化：META 上涨 2.52%，TSLA 则回吐了 周一的单边涨幅，下跌 -4.02%。盘面上最引人注目的单笔成交来自 Crinetics Pharmaceuticals（CRNX）：收盘上涨 98.79%，成交额为 $4.19 billion，涨幅接近翻倍。全部涨幅都来自隔夜跳空（开盘时为 98.91%；常规交易时段仅上涨 -0.06%）。这种跨交易时段的重新定价，通常发生在盘前交易的市场中。数据没有说明原因。
资金流向
| 排行榜 | 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。此前一个交易日，让出榜首位置后，MU又夺回第一。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）占据前六名的其余位置。单只股票成交额的集中度正是相对成交量所揭示的内容。
在成交股数榜上，SOXS成交了566.3百万股。这只三倍反向半导体ETF连续第三个交易日位居成交量榜首（周一和周四的成交记录在前）。这一次，半导体板块当天确实出现了突破。CPOP则说明了另一点：161.3百万股的成交仅对应0.02亿美元成交额，股数更容易被低价股抬高。统计口径：7月7日常规交易时段；一个重复使用代码的上市标的因实体仍待核实而被排除，其成交记录。
交易时段的成交形态
| 美东时间 | 股数（十亿） | 占最大分组百分比 |
|---|---|---|
| 09:30 | 2 | 93.4 |
| 10:00 | 1.58 | 74 |
| 10:30 | 1.34 | 62.7 |
| 11:00 | 1.09 | 50.9 |
| 11:30 | 0.99 | 46.1 |
| 12:00 | 0.91 | 42.6 |
| 12:30 | 0.76 | 35.3 |
| 13:00 | 0.72 | 33.6 |
| 13:30 | 0.64 | 29.8 |
| 14:00 | 0.71 | 33.1 |
| 14:30 | 0.91 | 42.7 |
| 15:00 | 1.14 | 53.2 |
| 15:30 | 2.14 | 100 |
每个数字背后的完整 SQL
SELECT
formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
round(sum(toFloat64(volume)) / 1e9, 2) AS shares_bn,
round(100 * sum(toFloat64(volume)) / max(sum(toFloat64(volume))) OVER (), 1) AS pct_of_biggest_bucket
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'
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0.64十亿股的低点，临近15:30收盘时升至2.14十亿股，呈现普通的微笑形态，收盘时成交最为活跃。
期权成交明细
| 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） | 第一大合约标的 | 第一大合约行权价 | 第一大合约类型 | 第一大合约是否看涨 | 第一大合约成交量 | 第一大合约平均价格 | 最高行权价减SPY收盘价 | 第二大合约标的 | 第二大合约行权价 | 第二大合约类型 | 第二大合约是否看跌 | 第二大合约成交量 | 第二大合约平均价格 | SPY收盘价减第二行权价 | 前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，成交规模与周一的相当。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明细的31.2%（19.08百万张），相当于普通周二的0DTE占比。当日最活跃的两份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，而这两份期权最终均归零。
报价流
本页每个价格下方都有报价流，即全国最佳买价和卖价（NBBO）。它覆盖每个上市标的并持续重新报价，是本数据仓库中最难获取的数据集。这里会在每个交易时段对其进行测量，无论该时段是否异常。
| 7月7日更新数（百万） | 7月6日更新数（百万） | 日环比（%） | 7月7日最后报价时间（ET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，股票报价流产生了 492.76百万 条NBBO更新，比周一的 391.96百万多 25.7%。重新报价次数增加了，但报价宽度并未扩大：
| 代码 | 时段价差（基点） | 午间价差（基点） | 价差变动（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） | 丢弃的无效报价 |
|---|---|---|---|---|---|---|---|---|
| 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，所检查标的的重新报价频率达到午盘水平的数倍：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分别为 1.04和 1.01个基点；SPY则完全没有变化（在 0.27个基点的买卖报价下，价差变化为 0个基点）。真正承受价差扩大影响的只有AMD（+2.6个基点）和Intel（+0.95个基点）。其中，Intel是唯一在该时段后仍持续下跌的标的；而杠杆ETF组合在低点时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且交易沉寂；这次情况相反，报价异常活跃，但最优报价基本固定。尽管如此，成交成本仍取决于具体标的：低点时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 | 最窄时段价差（美分） | 最宽时段价差（美分） | 首个交易日 | 丢弃的无效报价 |
|---|---|---|---|---|---|---|
| 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
)此外，本节每个交易时段都会进行常规检查：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时段，为 1.809美分，在 21个时段中排名第1；同期最宽价差达到 2.865美分。一个two-to-one的红色行情带，在当月最窄的指数最优报价处完成定价，这一事实只有报价流才能确认。
| 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） | 日环比（%） | 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库。7月7日产生了 8.69十亿 条期权NBBO更新，是同一交易时段全部股票报价流规模的 17.6倍（492.76百万条更新）。周一期权报价流为 6.49十亿条，因此期权报价流环比交易时段扩大了 34%，股票报价流则扩大了 25.7%。
| SPY期权更新数（百万） | 占全部股票报价流的比例（%） | 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ATM价差（美元） | 午间ATM价差（美元） | ATM价差变动（美元） | 时段ATM更新数（千） | 午盘ATM更新数（千） | ATM报价率比 | 剔除的无效当日报价 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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，在正常交易时段就产生了 327.55百万条更新，覆盖 9116个上市合约。这相当于整个股票市场当天报价更新量的 66.5%，而这些更新只来自一个标的。当天到期、构成0DTE报价流的合约产生了其中的 13.61百万条更新。
在早盘流动性缺口持续的12分钟内，平值附近的当日期权合约报价中位宽度为 $0.01，与午盘对照时段完全相同（$0.01，变化为 0）。这两个时段的报价频率为 3倍：低点时有 191.1千条更新，午盘时有 64千条。期权最优报价的表现与股票相同：在报价系统高速运转时，价差宽度仍保持稳定。平值附近指同一时间窗口内，行权价与SPY平均价格相差不超过$2；该面板同时列出两组价格（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
)美国国债与成长股同步走弱。1年期收益率上升11个基点，至4.06%；10年期收益率上升7，至4.55%；30年期收益率上升6，至5.05%，升至5%上方。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，而非发生形态重塑。
日历背后的市场活动
| 除息记录 | 已执行拆股 | 反向拆股 | 正向拆股 | 已上市IPO | SEC文件 | 内幕人士Form 4文件 | 8-K文件 | 新闻文章 | 新闻发布方 | 报道最多的代码 | 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只股票进入除息日，7次拆股完成，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”。此外，市场完成了2次正向拆股，并有1只新股上市。SEC索引记录了2438份文件，其中包括463份Form 4表格和173份8-K文件。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。该股就是NVDA；在其所属行业下跌的交易日，NVDA仍以上涨收盘。新闻源还收录了关于CRNX的0篇文章。CRNX是当日行情中涨幅最大的股票，但这反映的是一个新闻源的关注度，而非全球媒体的关注度。
交易时段已核实
| SPY首根K线（ET） | SPY末根K线（ET） | SPY分钟K线 | 常规时段K线 | 日交易时段 | 7月7日假日行数 | 下次休市日期 | 下次休市名称 |
|---|---|---|---|---|---|---|---|
| 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，而非提前收市：SPY的K线覆盖纽约时间04:00至19:59，常规交易时段恰好有390根K线，假日表中该日期有0条记录。下一次计划休市日为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，将每分钟K线的收盘价乘以成交量后求和。
- 跳空与缓慢推进的拆分：从各标的正常交易时段的第一根K线（开盘价）开始计算，并与前一交易日正常收盘时段的最后收盘价比较；剩余部分则为7月7日盘中从开盘到收盘的变动。
- 同步出现的早盘低点已在撰写时与相邻K线交叉核对：每个低点均由相邻分钟的数据追踪确认，并非单笔成交；没有任何一个需要出具异常凭证。如果某个极值在多个分钟出现，面板显示最早出现的那根K线（采用确定性平局处理规则）。
- 一个重复使用代码的上市实体在完成实体核验前，不纳入成交量排行榜和新闻重点；该实体自己的文章附有相关凭证。
- 报价价差统计排除了无效报价（单边报价或交叉NBBO记录），每个价差面板都会在单独一列中统计剔除数量。“按更新次数加权的平均价差”是对每次有效NBBO更新的报价宽度取平均，交易活跃时段的权重更高；这是一项报价统计指标，并非单笔交易成本。
- 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，因此第一版在当前期权报价面板所在位置提供了一条有界的零行凭证。数据行随后到账，重新生成时零行边界失效；本修订版读取了该交易时段自身的8.69十亿次更新。股票报价数据从一开始就完整：7月7日最后一次更新出现在美东时间1199分钟，最后一个正常交易时段小时包含77.13百万次更新（凭证列位于报价数据面板中）。 - 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，是一项构成统计：深度实值合约的报价价差可能以美元计，深度虚值合约的报价价差可能只有几美分，而且不同合约在交易时段内重新报价的频率也会变化。“时段初段与午盘”的比较仅纳入各窗口内行权价距离SPY平均价格不超过2美元的合约，两个价格均列在面板中。无效期权报价（单边或交叉报价）会在该面板中计数，不会被默默剔除。
- 7月7日的国债成交数据晚一个交易时段才完成摄取，第一版披露了这一延迟并提供相应凭证；数据到账后，触发器于7月8日触发，本修订版载入实际收益率曲线。
方法论
- 统计区间为单个交易时段（1 时段；该时段根据实际观测到的K线和节假日日历核实，绝非假定）。时间戳以UTC存储，并在查询中转换为纽约时间。“收盘”指常规交易时段的最后一分钟K线；日变化比较7月7日与7月6日这两个连续交易日。
- 小数列在进行比率计算前会转换为64位浮点数；期权到期日会根据OCC代码重新解析，因为表中的到期日列存在错误。所有面板均在编写时通过受控只读路径读取一次。数据仓库状态截至2026年7月8日。
- 行情磁带部分加入于7月8日修订版（该修订版同时将国债滞后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，期权行情面板也重新生成了一次。按设计，生成过程采用批处理：SPY期权行情面板会扫描数亿条NBBO记录，而成交磁带规模统计直接读取各交易日分区的行数总量。因此，即使表中每个交易时段包含数十亿行记录，也能在不到一秒内完成计数。
每个面板都是已存储的查询结果，图表、表格和SQL属于同一个对象。您可以将其中任何一个粘贴到Strasmore终端中，创建自己的版本。上一交易日：7月6日。