Strasmore Research
市场回顾 Matt Connor作者： Matt Connor · 更新于 2026-07-23

2026年7月9日股市行情回顾

芯片设备股大幅跳空后回落，权重股波动剧烈，市场最终转绿，NVDA收跌，点击查看详细数据。

2026年7月9日星期四，市场在开盘前一分钟便剧烈波动。盘前交易中，芯片设备股涨幅远超周三收盘价，而 META 则低迷 -3.16%；9:30 的开盘价证实了这一走势。随后市场出现部分回撤：芯片股的缺口收窄，META 涨回原位，最终全天收涨 71.5%，这是本周波动幅度最大的交易日。NVDA 在 周二大跌 后持续走高，但最终收跌。以下所有数据均来自历史查询。

开盘走势成因

缺口并非在 9:30 时刻形成。在美东时间凌晨 4:00 至上午 9:29 之间，盘前交易已经完成了这些股票的定价，开盘价直接落在该水平。

查询盘前走势 (4:00-9:29 am ET)：最后盘前成交价对比周三收盘价及随后开盘价
每个数字背后的完整 SQL
SELECT
    ticker,
    round(prior_close, 2) AS prior_close,
    formatDateTime(first_pm_bar, '%H:%i') AS first_premkt_bar_et,
    round(premkt_last, 2) AS premkt_last,
    round((premkt_last / prior_close - 1) * 100, 2) AS premkt_pct,
    round(premkt_shares / 1e3, 1) AS premkt_shares_k,
    round((day_open / prior_close - 1) * 100, 2) AS gap_pct,
    round((day_open / premkt_last - 1) * 100, 2) AS open_vs_premkt_pct
FROM (
    SELECT
        ticker,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00')) AS prior_close,
        minIf(toTimeZone(window_start, 'America/New_York'), window_start >= '2026-07-09 08:00:00' AND window_start < '2026-07-09 13:30:00') AS first_pm_bar,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-09 08:00:00' AND window_start < '2026-07-09 13:30:00')) AS premkt_last,
        sumIf(toFloat64(volume), window_start >= '2026-07-09 08:00:00' AND window_start < '2026-07-09 13:30:00') AS premkt_shares,
        toFloat64(argMinIf(open, window_start, window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00')) AS day_open
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'QQQ', 'KLAC', 'LRCX', 'META', 'NVDA')
      AND ((window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00')
        OR (window_start >= '2026-07-09 08:00:00' AND window_start < '2026-07-09 20:00:00'))
    GROUP BY ticker
)
ORDER BY ticker

KLAC 盘前最后成交价较周三收盘价上涨 8.49%，开盘涨幅为 8.14%；LRCX 盘前上涨 9.64%，开盘涨幅为 9.67%；META 盘前涨幅为 -3.16%，开盘涨幅为 -3.16%。阅读 open_vs_premkt_pct：这六只股票的开盘价与其盘前最后成交价的偏差均在 1% 以内。NVDA 的表现较为特殊——在 3741.7k 股的交易量下，其隔夜涨幅为 0.16%，该股盘前成交量在六只股票中最大，但波动幅度最小（盘前及盘后交易）。

是否存在催化剂？我们的数据未显示任何因素

回顾分析应说明股价波动的诱因。但在我们的表格中，涨跌幅最大的四只股票在新闻流和 SEC 备案索引中均无记录。

查询已记录的特定催化剂：各标的新闻及 SEC 文件，从周三收盘至周四
每个数字背后的完整 SQL
SELECT
    ticker,
    toUInt32(sum(overnight_articles)) AS overnight_articles,
    toUInt32(sum(session_articles)) AS session_articles,
    toUInt32(sum(sec_filings)) AS sec_filings,
    toUInt32(sum(filings_8k)) AS filings_8k
FROM (
    SELECT
        arrayJoin(['AMD', 'KLAC', 'LRCX', 'META', 'MSFT', 'MU', 'NVDA', 'TER', 'WDC']) AS ticker,
        toUInt64(0) AS overnight_articles, toUInt64(0) AS session_articles,
        toUInt64(0) AS sec_filings, toUInt64(0) AS filings_8k
    UNION ALL
    SELECT
        arrayJoin(tickers) AS ticker,
        countIf(published_utc < '2026-07-09 13:30:00') AS overnight_articles,
        countIf(published_utc >= '2026-07-09 13:30:00') AS session_articles,
        toUInt64(0) AS sec_filings, toUInt64(0) AS filings_8k
    FROM global_markets.stocks_news
    WHERE published_utc >= '2026-07-08 20:00:00' AND published_utc < '2026-07-09 20:00:00'
    GROUP BY ticker
    UNION ALL
    SELECT
        ticker, toUInt64(0), toUInt64(0),
        count() AS sec_filings,
        countIf(form_type = '8-K') AS filings_8k
    FROM global_markets.stocks_sec_edgar_index
    WHERE filing_date >= '2026-07-08' AND filing_date <= '2026-07-09'
    GROUP BY ticker
)
WHERE ticker IN ('AMD', 'KLAC', 'LRCX', 'META', 'MSFT', 'MU', 'NVDA', 'TER', 'WDC')
GROUP BY ticker
ORDER BY ticker

0 隔夜文章、0 日内文章、0 KLAC 的 SEC 备案——LRCX、TER 和 WDC 的情况也完全相同。NVDA 未出现跳空缺口，但在九只股票中获得的报道最多（7 隔夜、9 日内），最终收跌。这仅代表单一数据源的关注度，而非全球媒体的共识；数据缺失并不代表事件不存在，但我们的数据并未指出任何原因，而“原因不明”本身就是一个完整的结论。

市场表现

所有变动均基于 7 月 9 日常规交易时段的最后一分钟 K 线与周三的数据进行对比。行按字母顺序排列，因此每只 ETF 的位置保持固定。

查询SPY / QQQ / DIA / IWM — 7月9日对比 7月8日收盘 (常规交易时段)
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 >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 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 >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 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

四只 ETF 均收涨。QQQ 领涨，涨幅为 +1.67% —— 由 +0.99% 的缺口及 +0.68% 的涨幅组成；小盘股 IWM 涨幅为 +1.29%，SPY 涨至 $751.64，涨幅为 +0.85%，DIA 涨幅最小，为 +0.29%。增长型股领涨，道指表现垫底。

今日行情是否异常？

指数层面表现平稳：QQQ 的收盘涨幅为 +1.67%，在过去 21 个交易日中排名第 10；SPY 的日内涨幅为 8，在过去 22 个交易日中排名第 22。市场波动主要集中在不同板块之间。

查询SPY / QQQ 日内涨跌幅（基于约 22 个交易日的历史背景）
每个数字背后的完整 SQL
SELECT
    round(anyIf(cc_pct, ticker = 'QQQ' AND d = toDate('2026-07-09')), 2) AS qqq_close_over_close_pct,
    arrayCount(x -> x > abs(anyIf(cc_pct, ticker = 'QQQ' AND d = toDate('2026-07-09'))), groupArrayIf(abs(cc_pct), ticker = 'QQQ' AND d != toDate('2026-07-09'))) + 1 AS qqq_abs_move_rank,
    countIf(ticker = 'QQQ' AND isFinite(cc_pct)) AS qqq_sessions_compared,
    round(anyIf(oc_pct, ticker = 'SPY' AND d = toDate('2026-07-09')), 2) AS spy_open_to_close_pct,
    arrayCount(x -> x > abs(anyIf(oc_pct, ticker = 'SPY' AND d = toDate('2026-07-09'))), groupArrayIf(abs(oc_pct), ticker = 'SPY' AND d != toDate('2026-07-09'))) + 1 AS spy_abs_move_rank,
    countIf(ticker = 'SPY') AS spy_sessions_compared,
    toString(min(d)) AS first_session
FROM (
    SELECT ticker, d,
           if(isFinite(close_px / lagInFrame(close_px) OVER (PARTITION BY ticker ORDER BY d) - 1),
              (close_px / lagInFrame(close_px) OVER (PARTITION BY ticker ORDER BY d) - 1) * 100, NULL) 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('2026-06-08 13:30:00')
          AND window_start < toDateTime('2026-07-10 00:00:00')
          AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
        GROUP BY ticker, d
    )
)

Breadth: the broadest session of the week

查询流动性带宽：7月9日上涨股占比对比 7月8日 ($1M 成交额筛选)
每个数字背后的完整 SQL
SELECT
    countIf(close_9 > close_8 AND close_8 > 0 AND dv_9 >= 1000000) AS advancers,
    countIf(close_9 < close_8 AND close_8 > 0 AND dv_9 >= 1000000) AS decliners,
    countIf(close_9 = close_8 AND close_8 > 0 AND dv_9 >= 1000000) AS unchanged,
    countIf(close_8 > 0 AND close_9 > 0 AND dv_9 >= 1000000) AS liquid_tickers,
    countIf(close_8 > 0 AND close_9 > 0) AS traded_both_sessions,
    countIf(close_8 > 0 AND close_9 > 0) - countIf(close_8 > 0 AND close_9 > 0 AND dv_9 >= 1000000) AS dropped_by_liquidity_filter,
    round(100.0 * countIf(close_9 > close_8 AND close_8 > 0 AND dv_9 >= 1000000) / countIf(close_8 > 0 AND close_9 > 0 AND dv_9 >= 1000000), 1) AS advancer_pct,
    round(100.0 * countIf(close_8 > close_7 AND close_7 > 0 AND dv_8 >= 1000000) / countIf(close_8 > 0 AND close_7 > 0 AND dv_8 >= 1000000), 1) AS jul8_advancer_pct
FROM (
    SELECT ticker,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00')) AS close_7,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00')) AS close_8,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00')) AS close_9,
           sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00') AS dv_9,
           sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00') AS dv_8
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-09 20:00:00'
    GROUP BY ticker
)

4263 advancers against 1631 decliners — an advancer share of 71.5% after 29.6% on Wednesday, same computation, same $1M-traded filter (5385 of 11351 names fall below it). Against the rest of the week:

查询本周至今：各已完成交易日的指数走势及上涨股占比
每个数字背后的完整 SQL
WITH per_day AS (
    SELECT ticker,
           toDate(toTimeZone(window_start, 'America/New_York')) AS d,
           argMax(toFloat64(close), window_start) AS c,
           sum(toFloat64(close) * toFloat64(volume)) AS dv
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE window_start >= '2026-07-02 13:30:00' AND window_start < '2026-07-09 20:00:00'
      AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
    GROUP BY ticker, d
),
lagged AS (
    SELECT ticker, d, c, dv,
           lagInFrame(c) OVER (PARTITION BY ticker ORDER BY d) AS prev_c
    FROM per_day
)
SELECT
    toString(d) AS date,
    round(anyIf((c / prev_c - 1) * 100, ticker = 'SPY'), 2) AS spy_pct,
    round(anyIf((c / prev_c - 1) * 100, ticker = 'QQQ'), 2) AS qqq_pct,
    round(100.0 * countIf(c > prev_c AND prev_c > 0 AND dv >= 1000000) / countIf(c > 0 AND prev_c > 0 AND dv >= 1000000), 1) AS advancer_pct,
    countIf(c > 0 AND prev_c > 0 AND dv >= 1000000) AS liquid_names
FROM lagged
WHERE d >= toDate('2026-07-06')
GROUP BY d
ORDER BY d

Monday started at 62.4% advancers, Tuesday and Wednesday sank to 33.9% and 29.6%, and Thursday's 71.4% is the highest of the week's four completed sessions (Friday July 10 postdates this recap). QQQ traced it too: -1.82% Tuesday, 0.25% Wednesday, +1.67% Thursday.

芯片板块之外：其他市场表现

市场广度显示多数股票上涨，但涨幅并不均衡。以下是每日公布的等权重篮子，每个板块包含三只高流动性股票。

查询八大板块篮子（每篮子三只个股）：7月9日环比收盘价，等权重
每个数字背后的完整 SQL
SELECT
    sector,
    count() AS names,
    round(avg(pct_chg), 2) AS avg_pct_chg,
    round(min(pct_chg), 2) AS worst_name_pct,
    round(max(pct_chg), 2) AS best_name_pct,
    round(avg(pct_chg) - max(avg(pct_chg)) OVER (), 2) AS gap_to_best_sector_pct
FROM (
    SELECT
        ticker,
        multiIf(ticker IN ('AMD', 'AVGO', 'KLAC'), 'Semiconductors',
                ticker IN ('AAPL', 'MSFT', 'GOOGL'), 'Big tech',
                ticker IN ('JPM', 'BAC', 'GS'), 'Financials',
                ticker IN ('CAT', 'HON', 'GE'), 'Industrials',
                ticker IN ('XOM', 'CVX', 'COP'), 'Energy',
                ticker IN ('JNJ', 'UNH', 'PFE'), 'Healthcare',
                ticker IN ('KO', 'PG', 'WMT'), 'Staples',
                'Utilities') AS sector,
        (toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'))
         / toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00')) - 1) * 100 AS pct_chg
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('AMD', 'AVGO', 'KLAC', 'AAPL', 'MSFT', 'GOOGL', 'JPM', 'BAC', 'GS', 'CAT', 'HON', 'GE',
                     'XOM', 'CVX', 'COP', 'JNJ', 'UNH', 'PFE', 'KO', 'PG', 'WMT', 'NEE', 'DUK', 'SO')
      AND window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-09 20:00:00'
    GROUP BY ticker
)
GROUP BY sector
ORDER BY avg_pct_chg DESC

Semiconductors 领涨，涨幅为 +4.24%；Energy 表现落后，涨幅为 -2.01% —— 差距为 -6.25 点 (gap_to_best_sector_pct)。非芯片板块中，金融板块表现最强，涨幅为 +1.88%。必需消费品 (-0.91%)、公用事业 (-0.96%) 和能源板块收跌。大型科技股 (AAPL, MSFT 和 GOOGL) 平均涨幅仅为 +0.17%。META 经历了全天最大的日内反转，波动幅度为 +8.1%，但未包含在八个篮子之内；在本篮子中，MSFT 从 -2.25% 开盘到 +0.33% 收盘，是波动最剧烈的个股。

半导体板块开盘表现及随后的走势疲软

gap_pct 为相对于周三收盘价的开盘涨跌幅；intraday_pct 为当日全天涨跌幅。行按字母顺序排列。

查询十四只芯片股：7月9日开盘跳空对比日内走势
每个数字背后的完整 SQL
WITH per_name AS (
    SELECT
        ticker,
        toFloat64(argMaxIf(close, window_start, window_start < '2026-07-09 00:00:00')) AS prior_close,
        toFloat64(argMinIf(open, window_start, window_start >= '2026-07-09 00:00:00')) AS day_open,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-09 00:00:00')) AS day_close,
        maxIf(toFloat64(high), window_start >= '2026-07-09 00:00:00') AS day_high,
        minIf(toFloat64(low), window_start >= '2026-07-09 00:00:00') AS day_low,
        round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-09 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 >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00')
        OR (window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'))
    GROUP BY ticker
)
SELECT
    ticker,
    round(prior_close, 2) AS prior_close,
    round(day_open, 2) AS day_open,
    round(day_close, 2) AS day_close,
    round((day_open / prior_close - 1) * 100, 2) AS gap_pct,
    round((day_close / day_open - 1) * 100, 2) AS intraday_pct,
    round((day_close / prior_close - 1) * 100, 2) AS pct_chg,
    day_dollar_bn
FROM per_name
ORDER BY ticker

KLAC 开盘上涨 8.14%（高于周三收盘价），随后回落 -3.98%；LRCX 开盘上涨 9.67%，随后走低 -3.26%；TER (+7.87%) 与 WDC (+7.89%) 的走势趋势一致。MU 跳空上涨 7.07%，随后下跌 -2.56%，最终在 33.56B 规模的成交量下收涨 4.33% —— 这是该股连续第二个交易日成为市场成交最活跃的股票（周三回顾 包含首个交易日数据）。AMD 和 SNDK 是例外：AMD 在跳空上涨 3.87% 后又上涨 1.75%，最终收涨 5.68%；SNDK 开盘已上涨 6.14%，随后再涨 1.23%，最终收涨 7.45%。至于 NVDA：开盘上涨 0.16%（无跳空），最终收涨 -0.68%。

查询成交统计：7月9日十四只个股红绿计数及 NVDA 两日趋势
每个数字背后的完整 SQL
SELECT
    countIf(close_9 > close_8) AS jul9_green,
    countIf(close_9 < close_8) AS jul9_red,
    countIf(close_8 > close_7) AS jul8_green,
    round(anyIf((close_9 / close_8 - 1) * 100, ticker = 'NVDA'), 2) AS nvda_jul9_pct,
    round(anyIf((close_8 / close_7 - 1) * 100, ticker = 'NVDA'), 2) AS nvda_jul8_pct,
    count() AS names_counted
FROM (
    SELECT ticker,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00')) AS close_7,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00')) AS close_8,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00')) AS close_9
    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 >= '2026-07-07 13:30:00' AND window_start < '2026-07-09 20:00:00'
    GROUP BY ticker
)

14 只股票中有 12% 只收涨；2% 只收跌的股票呈现反向走势 —— 在上涨行情中表现异常 —— 其中 NVDA 收涨 -0.68%，而其前一交易日收涨 3.66%。这家芯片巨头在自身板块走强时表现平平，但其新闻报道量却是全场最高的。

另一面：巨头股开盘下跌后回升

查询八只超大盘及防御性个股：7月9日开盘跳空对比日内走势
每个数字背后的完整 SQL
WITH per_name AS (
    SELECT
        ticker,
        toFloat64(argMaxIf(close, window_start, window_start < '2026-07-09 00:00:00')) AS prior_close,
        toFloat64(argMinIf(open, window_start, window_start >= '2026-07-09 00:00:00')) AS day_open,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-09 00:00:00')) AS day_close,
        round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-09 00:00:00') / 1e9, 2) AS day_dollar_bn
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('AAPL', 'AMZN', 'CVX', 'GOOGL', 'JNJ', 'META', 'MSFT', 'TSLA')
      AND ((window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00')
        OR (window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'))
    GROUP BY ticker
)
SELECT
    ticker,
    round(prior_close, 2) AS prior_close,
    round(day_open, 2) AS day_open,
    round(day_close, 2) AS day_close,
    round((day_open / prior_close - 1) * 100, 2) AS gap_pct,
    round((day_close / day_open - 1) * 100, 2) AS intraday_pct,
    round((day_close / prior_close - 1) * 100, 2) AS pct_chg,
    day_dollar_bn
FROM per_name
ORDER BY ticker

八只股票中有七只开盘跌破周三收盘价；随后的走势决定了它们的差异。META 开盘下跌 -3.16%，随后反弹 8.1%，最终收涨 4.69% —— 这是全表波动最剧烈的日内反转。MSFT 开盘下跌 -2.25%，随后回升至 +0.33%；AMZN (+1.4%) 和 AAPL (+0.93%) 也呈现类似走势；TSLA 未出现跳空，最终收涨 +3.21%。持续下跌的股票并非成长股：GOOGL (-0.76%)、CVX (-1.06%)、JNJ (-1.62%)。为什么股票会出现隔夜跳空 解释了其原理。

资金流向

查询成交额前 6 及成交量前 4 —— 7月9日常规交易时段
每个数字背后的完整 SQL
SELECT leaderboard, ticker, dollar_volume_bn, shares_m,
    round(1000 * dollar_volume_bn / shares_m, 2) AS implied_avg_price,
    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 >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 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 >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'
      AND ticker NOT IN ('SPCX')
    GROUP BY ticker
    ORDER BY shares_m DESC
    LIMIT 4
)
ORDER BY leaderboard, pct_of_board_leader DESC

MU 的成交额再次位居榜首，达到 33.56B，超过了 SPY (24.37B)、NVDA (21.28B) 和 SNDK (20.59B) —— 前四名中有两家是存储芯片厂商。股票板块呈现不同走势：SOXS 以 558.1M 股的成交量领涨，隐含价格为 $3.91 (相对成交量)。

查询每 30 分钟 ET 时段成交量（常规交易时段），含占当日最大时段的 %
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 >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'
GROUP BY et_time
ORDER BY et_time

典型的 U 型走势：开盘阶段成交了 1.79B 股（占全天最大成交量的 91.4%），午间低谷为 0.64B，而 收盘竞价 阶段的半小时成交量最大，达 1.96B。尽管开盘时交易活跃，但全天成交量在收盘时达到峰值。

期权交易盘面

查询期权成交：成交记录、合约数、Call %、0DTE 占比对比周三、热门合约
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) = '260709', 1, 0) AS is_0dte
            FROM global_markets.options_trades
            WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00'
            GROUP BY ticker
            ORDER BY vol DESC
            LIMIT 3
        )
    ) AS top3,
    (
        SELECT round(toFloat64(argMax(close, window_start)), 2)
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'SPY' AND window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'
    ) AS spy_regular_close,
    (
        SELECT round(toFloat64(sum(size)) / 1e6, 2)
        FROM global_markets.options_trades
        WHERE sip_timestamp >= '2026-07-08 00:00:00' AND sip_timestamp < '2026-07-09 00:00:00'
    ) AS jul8_contracts_m,
    (
        SELECT round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260708') / sum(size), 1)
        FROM global_markets.options_trades
        WHERE sip_timestamp >= '2026-07-08 00:00:00' AND sip_timestamp < '2026-07-09 00:00:00'
    ) AS jul8_pct_0dte
SELECT
    round(count() / 1e6, 2) AS option_prints_m,
    round(toFloat64(sum(size)) / 1e6, 2) AS contracts_m,
    jul8_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) = '260709') / sum(size), 1) AS pct_0dte,
    jul8_pct_0dte,
    spy_regular_close,
    top3.1[1] AS top1_und, top3.2[1] AS top1_strike, top3.3[1] AS top1_type,
    round(toFloat64(top3.4[1]) / 1e3, 1) AS top1_contracts_k, top3.5[1] AS top1_avg_px, top3.6[1] AS top1_is_0dte,
    top3.1[2] AS top2_und, top3.2[2] AS top2_strike, top3.3[2] AS top2_type, top3.6[2] AS top2_is_0dte,
    top3.1[3] AS top3_und, top3.2[3] AS top3_strike, top3.3[3] AS top3_type, top3.6[3] AS top3_is_0dte,
    round(toFloat64(top3.2[1]) - spy_regular_close, 2) AS top1_moneyness
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00'

交易盘面记录了 9.99M 手成交量和 58.85M 手合约——低于周三的 63.26M。看涨期权占成交量的 58%，其中 0DTE（当日到期）份额从 38.7% 下降至 28.7%。交易最活跃的三种合约均为 SPY 当日到期的看涨期权，分别是：751C（846.6K 手，均价 $0.526）、752C 和 750C。这些合约的行权价围绕 SPY $751.64 的收盘价分布（详情请参阅 0DTE 期权）。

是对冲还是投机？对冲会买入价外（OTM）行权价；投机则买入预期的方向。

查询SPY 当日 (0DTE) 期权：按行权价与收盘价距离划分的合约数
每个数字背后的完整 SQL
WITH (
    SELECT toFloat64(argMax(close, window_start))
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY' AND window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'
) AS spy_close
SELECT
    multiIf(dist < -2, 'Strike >2% below close',
            dist < -0.5, 'Strike 0.5-2% below',
            dist <= 0.5, 'Strike within 0.5%',
            dist <= 2, 'Strike 0.5-2% above',
            'Strike >2% above close') AS strike_bucket,
    round(toFloat64(sumIf(size, option_type = 'C')) / 1e3, 1) AS call_contracts_k,
    round(toFloat64(sumIf(size, option_type = 'P')) / 1e3, 1) AS put_contracts_k,
    round(100.0 * sumIf(size, option_type = 'C') / sum(size), 1) AS call_share_pct
FROM (
    SELECT option_type, size, (toFloat64(strike_price) / spy_close - 1) * 100 AS dist
    FROM global_markets.options_trades
    WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00'
      AND underlying_symbol = 'SPY'
      AND substring(ticker, length(ticker) - 14, 6) = '260709'
)
GROUP BY strike_bucket
ORDER BY min(dist)

当日交易盘面集中在平值附近：收盘价上下 0.5% 范围内有 3768.9k 手看涨期权和 2563.3k 手看跌期权（看涨期权占比 59.5%）。价外期权（Wings）分布在不同方向：收盘价下方，1356.5k 手看跌期权对比 255.4k 手看涨期权（1.2% 的看涨期权分布在更深位置）；收盘价上方，看涨期权占 91.6% 的份额，而总规模仅为较薄的 29.1k 手。价外成交量集中在下行行权价，即避险需求所在：呈现平值阶梯状，而非上行阶梯状。

报价行情

查询股票 NBBO 更新次数：7月9日对比 7月8日（含个股更新量，单位：百万）
每个数字背后的完整 SQL
SELECT
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-09')) / 1e6, 2) AS jul9_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-08')) / 1e6, 2) AS jul8_updates_m,
    round((countIf(toDate(sip_timestamp) = toDate('2026-07-09')) / countIf(toDate(sip_timestamp) = toDate('2026-07-08')) - 1) * 100, 1) AS day_over_day_pct,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-09') AND ticker = 'SPY') / 1e6, 2) AS jul9_spy_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-09') AND ticker = 'QQQ') / 1e6, 2) AS jul9_qqq_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-09') AND ticker = 'NVDA') / 1e6, 2) AS jul9_nvda_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-09') AND ticker = 'TSLA') / 1e6, 2) AS jul9_tsla_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-09') AND ticker = 'MU') / 1e6, 2) AS jul9_mu_updates_m
FROM global_markets.cache_stocks_quotes
WHERE sip_timestamp >= '2026-07-08 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00'

今日最平稳的指标：股票行情中的 NBBO 更新量为 383.44M，较周三增长了 -27.7%。波动主要体现在价格水平上，而非成交频率。在主要个股中，QQQ 以 4.35M 位居首位，SPY 为 2.71M，NVDA 为 1.83M。

查询SPY / QQQ / NVDA / TSLA / MU / SNDK / AVGO：RTH 中值报价价差 (bps)
每个数字背后的完整 SQL
SELECT
    ticker,
    round(quantileExact(0.5)((toFloat64(ask_price) - toFloat64(bid_price)) / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2) * 10000), 2) AS median_spread_bps
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('SPY', 'QQQ', 'NVDA', 'TSLA', 'MU', 'SNDK', 'AVGO')
  AND sip_timestamp >= '2026-07-09 13:30:00' AND sip_timestamp < '2026-07-09 20:00:00'
  AND bid_price > 0 AND ask_price > 0 AND ask_price > bid_price
GROUP BY ticker
ORDER BY median_spread_bps ASC

SPY 的中位数报价价差为 0.27 bps，QQQ 为 0.42，NVDA 为 0.99 —— 数据表现平稳。价差较宽的个股包括：MU 为 4.23 bps，SNDK 为 8.79 bps（买卖价差 即为此项指标所衡量的成本）。

查询SPY RTH 平均报价价差的历史月度背景对比
每个数字背后的完整 SQL
SELECT
    round(anyIf(avg_spread_cents, d = toDate('2026-07-09')), 3) AS jul9_avg_spread_cents,
    arrayCount(x -> x < anyIf(avg_spread_cents, d = toDate('2026-07-09')), groupArrayIf(avg_spread_cents, d != toDate('2026-07-09'))) + 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
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
    FROM global_markets.cache_stocks_quotes
    WHERE ticker = 'SPY'
      AND sip_timestamp >= toDateTime('2026-06-08 00:00:00')
      AND sip_timestamp < toDateTime('2026-07-10 00:00:00')
      AND (toHour(sip_timestamp) * 60 + toMinute(sip_timestamp)) BETWEEN 810 AND 1199
    GROUP BY d
)

SPY 的平均报价价差为 2.071 美分，在过去 22 个交易日中排名第 10，处于 1.809–2.865 美分区间：即便在开盘阶段，报价压力也不大。

查询期权 NBBO 成交：总更新数对比股票成交，及 SPY 核心部分
每个数字背后的完整 SQL
WITH
    (SELECT count() FROM global_markets.cache_options_quotes WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00') AS jul9_options_rows,
    (SELECT count() FROM global_markets.cache_stocks_quotes WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00') AS jul9_stock_quote_rows
SELECT
    round(jul9_options_rows / 1e9, 2) AS jul9_options_bn,
    round(jul9_options_rows / jul9_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 >= '2026-07-09 13:30:00' AND sip_timestamp < '2026-07-09 20:00:00') / 1e6, 0) AS jul9_spy_options_m

期权报价行情包含 6.9 十亿 次 NBBO 更新 —— 是股票行情更新量的 18 倍，仅 SPY 的更新量就达到了 242M。

利率：7月9日数据

查询国债成交状态：7月9日记录及 7月8日收益率曲线（截至撰写时最新)
每个数字背后的完整 SQL
SELECT
    (SELECT count() FROM global_markets.treasury_yields WHERE date = '2026-07-09') AS jul9_print_rows,
    toString(any(date)) AS latest_print_date,
    round(toFloat64(any(yield_2_year)), 2) AS latest_2y_pct,
    round(toFloat64(any(yield_10_year)), 2) AS latest_10y_pct,
    round(toFloat64(any(yield_30_year)), 2) AS latest_30y_pct,
    round(toFloat64(any(yield_10_year)) - toFloat64(any(yield_2_year)), 2) AS latest_2s10s_pct
FROM global_markets.treasury_yields
WHERE date = '2026-07-09'

7月9日的国债数据在发布后，按每日收益率文件的常规延迟记录——目前已记录至第 1 行。当日收益率曲线 (2026-07-09)：2年期 4.16%，10年期 4.54%，30年期 5.05%，2s10s 0.38 点——2年期利率较7月8日有所下降，而长端利率保持稳定。

日历背后的行情

查询除权、拆股、SEC 文件、新闻关注度
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')) = '2026-07-09'
    ) AS news,
    (
        SELECT (argMax(t, (n, t)), 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')) = '2026-07-09'
            )
            WHERE t != 'SPCX'
            GROUP BY t
        )
    ) AS top_news
SELECT
    (SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date = '2026-07-09') AS ex_dividend_records,
    (SELECT count() FROM global_markets.stocks_splits WHERE execution_date = '2026-07-09') AS splits_executed,
    (SELECT countIf(toFloat64(split_from) > toFloat64(split_to)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-09') AS reverse_splits,
    (SELECT countIf(toFloat64(split_to) > toFloat64(split_from)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-09') AS forward_splits,
    (SELECT countIf(form_type = '424B2') FROM global_markets.stocks_sec_edgar_index WHERE filing_date = '2026-07-09') AS fil_424b2,
    (SELECT countIf(form_type = '4') FROM global_markets.stocks_sec_edgar_index WHERE filing_date = '2026-07-09') AS fil_form4,
    (SELECT countIf(form_type = '8-K') FROM global_markets.stocks_sec_edgar_index WHERE filing_date = '2026-07-09') AS fil_8k,
    (SELECT count() FROM global_markets.stocks_sec_edgar_index WHERE filing_date = '2026-07-09') AS fil_total,
    news.1 AS news_articles, news.2 AS news_publishers,
    top_news.1 AS top_news_ticker, top_news.2 AS top_news_n, top_news.3 AS top_news_lead_over_next,
    if(top_news.1 = 'NVDA', 1, 0) AS top_news_is_nvda

非寻常交易日下的常规日历：127 除权除息记录、5 反向拆股、1 拆股、2979 SEC 文件（623 Form 4、605 424B2、149 8-K）。该数据流涵盖了来自 3 家出版商的 184 篇文章；被报道最多的股票为 NVDA，共计 20 篇文章，紧随其后的股票为 8。

On deck

From our own tables — facts about the next session, not forecasts.

查询后续预告：下一交易日、除权列表、SPY 到期阶梯及空头头寸时钟
每个数字背后的完整 SQL
SELECT
    toString(min(d)) AS next_session_date,
    (SELECT count() FROM global_markets.stocks_market_holidays WHERE date = '2026-07-10') AS next_session_holiday_rows,
    (SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date = '2026-07-10') AS ex_div_records_next,
    (SELECT countIf(ticker IN ('AAPL', 'MSFT', 'JNJ', 'KO', 'PG', 'XOM', 'CVX', 'JPM', 'WMT', 'PEP', 'HON', 'CAT'))
     FROM global_markets.stocks_dividends WHERE ex_dividend_date = '2026-07-10') AS household_ex_div_next,
    (SELECT round(toFloat64(sum(size)) / 1e6, 2) FROM global_markets.options_trades
     WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00'
       AND underlying_symbol = 'SPY' AND substring(ticker, length(ticker) - 14, 6) = '260710') AS spy_next_expiry_contracts_m,
    (SELECT round(toFloat64(sum(size)) / 1e6, 2) FROM global_markets.options_trades
     WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00'
       AND underlying_symbol = 'SPY' AND substring(ticker, length(ticker) - 14, 6) = '260717') AS spy_monthly_expiry_contracts_m,
    (SELECT toString(max(settlement_date)) FROM global_markets.stocks_short_interest) AS latest_short_settlement,
    (SELECT count() FROM global_markets.stocks_short_interest WHERE settlement_date = '2026-07-15') AS jul15_short_rows
FROM (
    SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS d
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY' AND window_start >= '2026-07-10 00:00:00' AND window_start < '2026-07-14 00:00:00'
)

The next session is 2026-07-10, 0 holiday rows against it: a normal Friday. 153 companies go ex-dividend that morning, 0 from our household-name checklist. Friday's SPY expiry is the heaviest forward one already traded — 1.66M contracts on July 9 versus 0.57M against the July monthly. Short-interest clock: latest settlement on file 2026-06-30, 0 rows yet filed for mid-July — FINRA publishes about eight business days after settlement (why short interest is two weeks old).

会议已验证

查询交易时段验证：SPY 首末 ET 时间柱、常规交易柱计数、节假日成交、下次收盘
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 >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00') AS regular_session_bars,
    uniqExactIf(toDate(toTimeZone(window_start, 'America/New_York')), window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00') AS day_sessions,
    (SELECT count() FROM global_markets.stocks_market_holidays WHERE date = '2026-07-09') AS jul9_holiday_rows,
    (SELECT toString(min(date)) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-09' AND status = 'closed') AS next_closure_date,
    (SELECT concat(monthName(min(date)), ' ', toString(toDayOfMonth(min(date))), ', ', toString(toYear(min(date))))
     FROM global_markets.stocks_market_holidays WHERE date > '2026-07-09' AND status = 'closed') AS next_closure_label,
    (SELECT argMin(name, date) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-09' AND status = 'closed') AS next_closure_name
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY' AND window_start >= '2026-07-09 00:00:00' AND window_start < '2026-07-10 00:00:00'

完整常规交易时段：SPY 首根 K 线为 04:00 ET，最后一根为 19:59 ET，包含 390 根常规分钟线，无节假日数据。下次收盘时间：Labor Day, September 7, 2026。

常见问题

2026年7月9日的股市行情如何？

所有指数 ETF 均收涨：QQQ +1.67%，IWM +1.29%，SPY +0.85%，DIA +0.29%，71.5% 的高流动性股票上涨。芯片设备股开盘跳空高开后回落；权重股开盘跳空低开后反弹。

为什么 KLAC 和 LRCX 等芯片设备股在 2026年7月9日大涨？

我们的数据未显示原因：从周三收盘到周四，KLAC、LRCX、TER 或 WDC 均未发布公告或 SEC 文件。该走势在美东时间上午 9:30 之前的盘前交易中已反映在价格中。

为什么在芯片板块上涨时 NVDA 反而下跌？

NVDA 收跌 -0.68%，而 14 只芯片股中有 12 只收涨。该股并未出现跳空（开盘涨幅为 0.16%），且在 20 篇报道中被提及，覆盖度最高——这种关联性创下纪录，但本数据无法解释原因。

2026年7月9日是异常交易日吗？

从指数层面看并非异常：QQQ 的波动幅度在 21 个交易日中排名 10；SPY 的平均价差为 10 22。板块间的离散度为：表现最好与最差板块篮子之间相差 -6.25 点。

数据说明

常规交易时间为 13:30–20:00 UTC（美东时间上午 9:30–下午 4:00）；盘前面板使用 08:00–13:30 UTC。八个板块篮子经过筛选并采用等权重计算——每个板块包含三个高流动性标的，所有标的均列于该面板的 SQL 数据库中。这是既定的计算方法，而非供应商分类：三个标的仅代表该样本，并不代表整个板块。催化剂面板仅统计我们的新闻流和 EDGAR 指数。

完整数据说明

单标的面板按字母顺序排列，因此文中的每处引用均对应固定行；排行榜按数值排序，所有排名均有据可查。国债数据和 7 月中旬的卖空头寸结算仅包含零行数据——待数据更新后，本文将进行重写。

方法论

  • 数据来源：每个面板的 SQL 均引用其专属表——包括分钟级聚合数据、股票与期权 NBBO 缓存、期权成交数据、新闻源、EDGAR 索引、股息、卖空头寸、节假日及国债收益率。
  • 计算规范：WHERE 子句使用原始 UTC 时间，SELECT 子句仅使用 ET 时间；缺口计算公式为：首个常规交易时段开盘价 ÷ 前一交易日收盘价 − 1；前一交易日及前一周的数据在查询中实时计算，不沿用往期文章数据。数据仓库截至日期为 2026 年 7 月 13 日。
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