作者： 2026年7月27日市场回顾与数据
查看2026年7月27日市场全景：SPY表现、市场广度、板块分化、期权流、报价、利率与经济日历，所有数字均可查询验证。
这份 2026 年 7 月 27 日星期一的市场回顾基于存储查询，涵盖整个交易时段：SPY 较周五收盘价的变动为 0.02%，流动性较高的市场中上涨股占比为 65.4%，期权市场成交 64.69 百万张合约。下方每个时间窗口的起止日期均已明确设定，因此重新运行任一面板的 SQL 都会返回相同数据。
计分板
每项变动都将7月27日常规交易时段最后一分钟K线与7月24日星期五的最后一分钟K线进行比较。两者是相邻交易时段，中间隔着周末。各行按字母顺序排列，因此每只ETF的位置固定不变。
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 >= '2026-07-24 13:30:00' AND window_start < '2026-07-24 20:00:00'
GROUP BY ticker
),
sess AS (
SELECT ticker,
argMin(open, window_start) AS day_open,
argMax(close, window_start) AS day_close,
max(high) AS day_high,
min(low) AS day_low,
round(toFloat64(sum(volume)) / 1e6, 1) AS shares_traded_m
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'QQQ', 'DIA', 'IWM')
AND window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00'
GROUP BY ticker
)
SELECT
s.ticker AS ticker,
round(toFloat64(p.prior_close), 2) AS prior_close,
round(toFloat64(s.day_open), 2) AS day_open,
round(toFloat64(s.day_close), 2) AS day_close,
round((toFloat64(s.day_open) / toFloat64(p.prior_close) - 1) * 100, 2) AS gap_pct,
round((toFloat64(s.day_close) / toFloat64(s.day_open) - 1) * 100, 2) AS intraday_pct,
round((toFloat64(s.day_close) / toFloat64(p.prior_close) - 1) * 100, 2) AS pct_change,
round(toFloat64(s.day_high), 2) AS day_high,
round(toFloat64(s.day_low), 2) AS day_low,
s.shares_traded_m
FROM sess s LEFT JOIN prior p ON s.ticker = p.ticker
ORDER BY tickerDIA变动了0.49%，IWM变动了0.59%，QQQ变动了-0.32%，SPY变动了0.02%，收于$739.02。每行都将变动拆分为两个部分：SPY较周五收盘价高开或低开0.82%，这是覆盖整个周末的跳空；随后从开盘到收盘变动-0.79%。周一的隔夜部分实际上涵盖两天，因此它与盘中部分之间的划分，构成该交易时段的第一个特征。
这一天是否异常？
单个交易日的数据如果没有其背后的分布，意义有限。因此，我们使用相同逻辑，将这一天放在其自身过去一个月的交易日中进行排名。
每个数字背后的完整 SQL
SELECT
round(anyIf(oc_pct, d = toDate('2026-07-27')), 2) AS spy_open_to_close_pct,
arrayCount(x -> x > abs(anyIf(oc_pct, d = toDate('2026-07-27'))), groupArrayIf(abs(oc_pct), d != toDate('2026-07-27'))) + 1 AS spy_abs_move_rank,
count() AS spy_sessions_compared,
toString(min(d)) AS first_session
FROM (
SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS d,
(argMax(toFloat64(close), window_start) / argMin(toFloat64(open), window_start) - 1) * 100 AS oc_pct
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2026-06-26 13:30:00')
AND window_start < toDateTime('2026-07-28 00:00:00')
AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
GROUP BY d
)SPY从开盘到收盘的变动幅度为-0.79%，按绝对值计算，在过去21个交易日中排名第1，统计窗口追溯至2026-06-26。排名等于窗口内变动幅度更大的其他交易日数量加一。因此，排名第一代表过去一个月中变动幅度最大。
市场广度
指数点位只有一个数字。市场广度统计有多少只股票在周末跳空期间与指数同向波动。
每个数字背后的完整 SQL
SELECT
countIf(c27 > c24 AND liquid) AS advancers,
countIf(c27 < c24 AND liquid) AS decliners,
countIf(c27 = c24 AND liquid) AS unchanged,
countIf(liquid) AS liquid_tickers,
countIf(NOT liquid) AS dropped_by_liquidity_filter,
round(100.0 * countIf(c27 > c24 AND liquid) / countIf(liquid), 1) AS advancer_pct
FROM (
SELECT ticker, c24, c27, dv27 >= 1000000 AS liquid
FROM (
SELECT ticker,
argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-24 13:30:00' AND window_start < '2026-07-24 20:00:00') AS c24,
argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00') AS c27,
sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-27 13:30:00') AS dv27
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= '2026-07-24 13:30:00' AND window_start < '2026-07-27 20:00:00'
GROUP BY ticker
HAVING c24 > 0 AND c27 > 0
)
)在成交额达到一百万美元常规交易时段门槛的 5935 只股票中，3880 只收盘价高于周五收盘价，1972 只收盘价低于周五收盘价，上涨股占比为 65.4%。筛选剔除了 5336 只成交较为清淡的股票，但这些股票在此处单独列出，而不是被默默排除。
超大盘股名单
每个交易日，这八只超大盘股都会出现在这里，并按字母顺序排列，因此各自固定在同一行。固定篮子的意义在于，读者可以熟悉各行，编辑也不会事后挑选赢家。
每个数字背后的完整 SQL
WITH per_name AS (
SELECT
ticker,
toFloat64(argMaxIf(close, window_start, window_start < '2026-07-27 00:00:00')) AS prior_close,
toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-27 00:00:00')) AS day_close,
round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-27 00:00:00') / 1e9, 2) AS day_dollar_bn
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('AAPL', 'AMZN', 'AVGO', 'GOOGL', 'META', 'MSFT', 'NVDA', 'TSLA')
AND ((window_start >= '2026-07-24 13:30:00' AND window_start < '2026-07-24 20:00:00')
OR (window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00'))
GROUP BY ticker
)
SELECT
ticker,
round(prior_close, 2) AS prior_close,
round(day_close, 2) AS day_close,
round((day_close / prior_close - 1) * 100, 2) AS pct_chg,
day_dollar_bn
FROM per_name
ORDER BY tickerAAPL 变动了 1.16%，META 变动了 -0.21%，MSFT 变动了 1.94%，NVDA 变动了 -5.04%，常规交易时段成交额为 25.42 十亿美元，TSLA 为 -1.2%。美元金额栏显示，这八只股票单独占据了成交额的多大比重；上方的市场广度面板则用于检验市场其他部分有多大程度上跟随它们走势。
当日涨跌幅居前的股票
两个榜单均要求常规交易时段成交额达到五百万美元；如果某只股票的拆股发生在所比较的两个收盘时点之间，则将其排除。根据注释中所述的内部歧义防护规则，另有一个重复使用的代码也被排除。
每个数字背后的完整 SQL
SELECT ticker, board, day_pct, day_dollar_m
FROM (
SELECT 'gainers' AS board, ticker, round((c27 / c24 - 1) * 100, 1) AS day_pct, round(dv / 1e6, 1) AS day_dollar_m
FROM (
SELECT ticker,
argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-24 13:30:00' AND window_start < '2026-07-24 20:00:00') AS c24,
argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00') AS c27,
sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-27 13:30:00') AS dv
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker NOT IN ('SPCX')
AND ticker NOT IN (SELECT ticker FROM global_markets.stocks_splits WHERE execution_date > '2026-07-24' AND execution_date <= '2026-07-27')
AND window_start >= '2026-07-24 13:30:00' AND window_start < '2026-07-27 20:00:00'
GROUP BY ticker
HAVING c24 > 0 AND c27 > 0 AND dv >= 5000000
)
ORDER BY day_pct DESC
LIMIT 8
UNION ALL
SELECT 'decliners' AS board, ticker, round((c27 / c24 - 1) * 100, 1) AS day_pct, round(dv / 1e6, 1) AS day_dollar_m
FROM (
SELECT ticker,
argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-24 13:30:00' AND window_start < '2026-07-24 20:00:00') AS c24,
argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00') AS c27,
sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-27 13:30:00') AS dv
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker NOT IN ('SPCX')
AND ticker NOT IN (SELECT ticker FROM global_markets.stocks_splits WHERE execution_date > '2026-07-24' AND execution_date <= '2026-07-27')
AND window_start >= '2026-07-24 13:30:00' AND window_start < '2026-07-27 20:00:00'
GROUP BY ticker
HAVING c24 > 0 AND c27 > 0 AND dv >= 5000000
)
ORDER BY day_pct ASC
LIMIT 8
)
ORDER BY board DESC, abs(day_pct) DESC榜单中涨幅最大的股票是 DFNS，成交额为 486.4 百万美元，涨幅为 214.9%。跌幅最大的股票是 MPLT，成交额为 83.3 百万美元，跌幅为 -72.9%。本页记录这些涨跌幅和成交额，但不对其原因作出解释。
板块分化
十一只 SPDR 精选板块基金按 7 月 27 日收盘价相对 7 月 24 日收盘价的表现排序，从最好到最差。该篮子由本文预先确定且固定，不采用供应商的分类。
每个数字背后的完整 SQL
SELECT sector, day_pct, round(max(day_pct) OVER () - day_pct, 2) AS points_behind_best
FROM (
SELECT multiIf(ticker = 'XLK', 'Technology', ticker = 'XLC', 'Communications', ticker = 'XLE', 'Energy',
ticker = 'XLF', 'Financials', ticker = 'XLI', 'Industrials', ticker = 'XLB', 'Materials',
ticker = 'XLP', 'Staples', ticker = 'XLRE', 'Real Estate', ticker = 'XLU', 'Utilities',
ticker = 'XLV', 'Health Care', 'Consumer Discretionary') AS sector,
round((c27 / c24 - 1) * 100, 2) AS day_pct
FROM (
SELECT ticker,
argMaxIf(toFloat64(close), window_start, window_start < '2026-07-27 00:00:00') AS c24,
argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-27 00:00:00') AS c27
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('XLB', 'XLC', 'XLE', 'XLF', 'XLI', 'XLK', 'XLP', 'XLRE', 'XLU', 'XLV', 'XLY')
AND ((window_start >= '2026-07-24 13:30:00' AND window_start < '2026-07-24 20:00:00')
OR (window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00'))
GROUP BY ticker
HAVING c24 > 0 AND c27 > 0
)
)
ORDER BY day_pct DESCStaples 以 1.5% 居于榜首，Energy 则以 -2.06% 垫底，落后 3.56 个百分点。该差距就是当天的板块分化程度：如果十一只基金的表现都集中在一个百分点以内，市场表现与板块差距达到数个百分点时明显不同。
美元成交额分布
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
FROM (
SELECT
'by dollars traded' AS leaderboard,
ticker,
round(sum(toFloat64(close) * toFloat64(volume)) / 1e9, 2) AS dollar_volume_bn,
round(sum(toFloat64(volume)) / 1e6, 1) AS shares_m
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00'
AND ticker NOT IN ('SPCX')
GROUP BY ticker
ORDER BY dollar_volume_bn DESC
LIMIT 6
UNION ALL
SELECT
'by shares traded' AS leaderboard,
ticker,
round(sum(toFloat64(close) * toFloat64(volume)) / 1e9, 2) AS dollar_volume_bn,
round(sum(toFloat64(volume)) / 1e6, 1) AS shares_m
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00'
AND ticker NOT IN ('SPCX')
GROUP BY ticker
ORDER BY shares_m DESC
LIMIT 4
)
ORDER BY leaderboard, if(leaderboard = 'by shares traded', shares_m, dollar_volume_bn) DESCMU 以 35.71 亿美元的常规交易时段成交额位居美元成交额榜首，SPY 以 27.03 亿美元紧随其后。股票成交量榜反映的是另一项指标：KIDZ 以 198.3 百万股位居榜首，对应的隐含平均价格为每股 $0.66。美元成交额反映市场关注度，股票成交量反映换手活跃度，而按个股计算的这一指标称为相对成交量。
期权成交带
每个数字背后的完整 SQL
WITH
(
SELECT (strike, typ, vol_m, is_0dte)
FROM (
SELECT toFloat64(any(strike_price)) AS strike, any(option_type) AS typ,
round(toFloat64(sum(size)) / 1e6, 2) AS vol_m,
if(substring(ticker, length(ticker) - 14, 6) = '260727', 1, 0) AS is_0dte
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-27 00:00:00' AND sip_timestamp < '2026-07-28 00:00:00'
AND underlying_symbol = 'SPY'
GROUP BY ticker
ORDER BY vol_m DESC, strike ASC
LIMIT 1
)
) AS top_spy,
(
SELECT round(toFloat64(argMax(close, window_start)), 2)
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY' AND window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00'
) AS spy_regular_close,
(
SELECT round(toFloat64(sum(size)) / 1e6, 2)
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-24 00:00:00' AND sip_timestamp < '2026-07-25 00:00:00'
) AS jul24_contracts_m,
(
SELECT round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260724') / sum(size), 1)
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-24 00:00:00' AND sip_timestamp < '2026-07-25 00:00:00'
) AS jul24_pct_0dte
SELECT
round(count() / 1e6, 2) AS option_prints_m,
round(toFloat64(sum(size)) / 1e6, 2) AS contracts_m,
jul24_contracts_m,
round(100.0 * sumIf(size, option_type = 'C') / sum(size), 1) AS call_pct_of_volume,
round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260727') / sum(size), 1) AS pct_0dte,
jul24_pct_0dte,
spy_regular_close,
top_spy.1 AS top_spy_strike,
top_spy.2 AS top_spy_type,
top_spy.3 AS top_spy_contracts_m,
top_spy.4 AS top_spy_is_0dte,
round(top_spy.1 - spy_regular_close, 2) AS top_spy_strike_minus_close
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-27 00:00:00' AND sip_timestamp < '2026-07-28 00:00:00'期权成交带显示，成交量为11.07百万笔、涉及64.69百万张合约，而周五为71.14百万笔。看涨期权占合约成交量的55.1%。当日到期合约，即零日到期合约，占比为39.3%，周五为49%；这一节奏由到期时点决定。SPY最活跃的合约是740 C，成交量为0.59百万张。其行权价与SPY常规收盘价$739.02相差0.98美元，计算方式为行权价减收盘价。
报价带
报价数据是该交易台最稀缺的数据集，每个交易时段都会进行测量。普通交易日也会被记录在案。
每个数字背后的完整 SQL
SELECT
round(countIf(toDate(sip_timestamp) = toDate('2026-07-27')) / 1e6, 2) AS jul27_updates_m,
round(countIf(toDate(sip_timestamp) = toDate('2026-07-24')) / 1e6, 2) AS jul24_updates_m,
round((countIf(toDate(sip_timestamp) = toDate('2026-07-27')) / countIf(toDate(sip_timestamp) = toDate('2026-07-24')) - 1) * 100, 1) AS session_over_session_pct,
round(countIf(toDate(sip_timestamp) = toDate('2026-07-27') AND ticker = 'SPY') / 1e6, 2) AS jul27_spy_updates_m,
round(countIf(toDate(sip_timestamp) = toDate('2026-07-27') AND ticker = 'QQQ') / 1e6, 2) AS jul27_qqq_updates_m,
round(countIf(toDate(sip_timestamp) = toDate('2026-07-27') AND ticker = 'NVDA') / 1e6, 2) AS jul27_nvda_updates_m
FROM global_markets.cache_stocks_quotes
WHERE sip_timestamp >= '2026-07-24 00:00:00' AND sip_timestamp < '2026-07-28 00:00:00'股票报价带记录了 553.53 百万次 NBBO 更新，周五为 500.88 百万次，较上一交易时段变化 10.5%。SPY 记录 4.84 百万次更新，QQQ 为 6.78 百万次，NVDA 为 2.93 百万次。
每个数字背后的完整 SQL
SELECT ticker,
round(quantileExactIf(0.5)(10000 * (toFloat64(ask_price) - toFloat64(bid_price)) / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2), bid_price > 0 AND ask_price > 0 AND ask_price >= bid_price), 2) AS median_spread_bps,
round(count() / 1e6, 2) AS quote_updates_m,
countIf(bid_price <= 0 OR ask_price <= 0) AS one_sided_quote_count,
countIf(bid_price > ask_price AND bid_price > 0 AND ask_price > 0) AS crossed_quote_count
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('AAPL', 'DIA', 'IWM', 'NVDA', 'QQQ', 'SPY', 'TSLA')
AND sip_timestamp >= '2026-07-27 13:30:00' AND sip_timestamp < '2026-07-27 20:00:00'
GROUP BY ticker
HAVING countIf(bid_price > 0 AND ask_price > 0 AND ask_price >= bid_price) > 0
ORDER BY tickerSPY 正常交易时段的报价中位 价差 为中间价的 0.27 个基点，QQQ 为 0.59 个基点，NVDA 为 1.02 个基点。最后两列是披露数据：单边报价和交叉报价按每个名称分别计数，并从中位数计算中剔除，而不是被悄然删除。交叉报价是指买价高于卖价。这是由多个交易场所的数据以纳秒级分辨率整合而成的综合行情源中常见的正常现象。
每个数字背后的完整 SQL
SELECT round(anyIf(spread_bps, d = toDate('2026-07-27')), 2) AS jul27_median_spread_bps,
arrayCount(x -> x < anyIf(spread_bps, d = toDate('2026-07-27')), groupArrayIf(spread_bps, d != toDate('2026-07-27'))) + 1 AS rank_tightest,
count() AS sessions_compared,
toString(min(d)) AS first_session
FROM (
SELECT toDate(sip_timestamp) AS d,
quantileExactIf(0.5)(10000 * (toFloat64(ask_price) - toFloat64(bid_price)) / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2), bid_price > 0 AND ask_price > 0 AND ask_price >= bid_price) AS spread_bps
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'SPY'
AND sip_timestamp >= '2026-07-01 13:30:00' AND sip_timestamp < '2026-07-27 20:00:00'
AND (toHour(sip_timestamp) * 60 + toMinute(sip_timestamp)) BETWEEN 810 AND 1199
GROUP BY d
HAVING countIf(bid_price > 0 AND ask_price > 0 AND ask_price >= bid_price) > 0
)按照相同逻辑与七月的每个交易时段进行排名，当天 SPY 的 0.27 个基点报价价差，从最窄价差开始计算，位于 18，共计 18 个交易时段，统计窗口始于 2026-07-01。在行情平静的交易日，这句话正是该面板的意义所在：流动性的普通状态也是一项发现，且经过发布并明确界定。
每个数字背后的完整 SQL
WITH
(SELECT count() FROM global_markets.cache_options_quotes WHERE sip_timestamp >= '2026-07-27 00:00:00' AND sip_timestamp < '2026-07-28 00:00:00') AS jul27_options_rows,
(SELECT count() FROM global_markets.cache_stocks_quotes WHERE sip_timestamp >= '2026-07-27 00:00:00' AND sip_timestamp < '2026-07-28 00:00:00') AS jul27_stock_quote_rows
SELECT
round(jul27_options_rows / 1e9, 2) AS jul27_options_bn,
round(jul27_options_rows / jul27_stock_quote_rows, 1) AS options_to_stock_ratio,
round((SELECT count() FROM global_markets.cache_options_quotes WHERE ticker >= 'O:SPY26' AND ticker < 'O:SPY27' AND sip_timestamp >= '2026-07-27 13:30:00' AND sip_timestamp < '2026-07-27 20:00:00') / 1e6, 0) AS jul27_spy_options_m期权 NBBO 行情带记录了 10.38 十亿次更新，是股票报价带的 18.8 倍；仅 SPY 根标的在正常交易时段就有 440 百万次更新。
Rates
每个数字背后的完整 SQL
SELECT toString(date) AS date,
round(toFloat64(yield_2_year), 2) AS yield_2y_pct,
round(toFloat64(yield_10_year), 2) AS yield_10y_pct,
round(toFloat64(yield_30_year), 2) AS yield_30y_pct,
round((toFloat64(yield_10_year) - toFloat64(yield_2_year)) * 100) AS spread_2s10s_bp
FROM global_markets.treasury_yields
WHERE date >= '2026-07-22' AND date <= '2026-07-27'
ORDER BY dateTreasury's file runs about a session behind the tape, so this panel reports the prints it holds: 4 dated rows in the July 22 through July 27 window. The latest, dated 2026-07-27, put the two-year at 4.31%, the ten-year at 4.65% and the thirty-year at 5.12%, a two-to-ten-year spread of 34 basis points.
The calendar behind the day
每个数字背后的完整 SQL
WITH
(
SELECT (argMax(t, (n, t)), max(n))
FROM (
SELECT t, count() AS n
FROM (
SELECT arrayJoin(tickers) AS t
FROM global_markets.stocks_news
WHERE published_utc >= '2026-07-27 04:00:00' AND published_utc < '2026-07-28 04:00:00'
)
WHERE t != 'SPCX'
GROUP BY t
)
) AS top_news,
(
SELECT (count(), uniqExact(cik), countIf(form_type = '4'), countIf(form_type = '8-K'), countIf(form_type = '424B2'), countIf(form_type = '10-Q'))
FROM global_markets.stocks_sec_edgar_index
WHERE filing_date = '2026-07-27'
) AS fil
SELECT
(SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date = '2026-07-27') AS ex_dividend_records,
(SELECT countIf(toFloat64(split_from) > toFloat64(split_to)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-27') AS reverse_splits,
(SELECT countIf(toFloat64(split_to) > toFloat64(split_from)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-27') AS forward_splits,
(SELECT count() FROM global_markets.stocks_ipos WHERE listing_date = '2026-07-27') AS listings,
(SELECT count() FROM global_markets.stocks_news WHERE published_utc >= '2026-07-27 04:00:00' AND published_utc < '2026-07-28 04:00:00') AS news_articles,
(SELECT uniqExact(JSONExtractString(publisher, 'name')) FROM global_markets.stocks_news WHERE published_utc >= '2026-07-27 04:00:00' AND published_utc < '2026-07-28 04:00:00') AS news_publishers,
top_news.1 AS top_news_ticker,
top_news.2 AS top_news_n,
fil.1 AS fil_total,
fil.2 AS fil_filers,
fil.3 AS fil_form4,
fil.4 AS fil_8k,
fil.5 AS fil_424b2,
fil.6 AS fil_10q91 dividend records went ex-dividend on July 27, 7 reverse and 1 forward splits executed, and 0 new listings hit the tape. The news feed carried 166 articles from 2 publishers, with MSFT the most-covered ticker in this one feed's window at 12 articles. The EDGAR daily index holds 3997 filings for the date from 2163 distinct filers: 587 insider Form 4 reports, 226 8-K current reports, 555 424B2 pricing supplements and 23 10-Q quarterly reports. That index lands on its own schedule, and this panel reports whatever it holds at generation time.
后续安排
本周余下时间，即七月二十八日（星期二）至七月三十一日（星期五），仍需查阅相同表格，并有意关注该时段之后的情况。
每个数字背后的完整 SQL
SELECT
(SELECT count() FROM global_markets.stocks_market_holidays WHERE date >= '2026-07-28' AND date <= '2026-07-31' AND status != 'open') AS closures_rest_of_week,
(SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date >= '2026-07-28' AND ex_dividend_date <= '2026-07-31') AS exdiv_records_rest_of_week,
(SELECT countIf(ticker IN ('AAPL', 'MSFT', 'JPM', 'KO', 'JNJ', 'XOM', 'CVX', 'PG', 'WMT', 'HD')) FROM global_markets.stocks_dividends WHERE ex_dividend_date >= '2026-07-28' AND ex_dividend_date <= '2026-07-31') AS household_exdivs,
(SELECT count() FROM global_markets.stocks_splits WHERE execution_date >= '2026-07-28' AND execution_date <= '2026-07-31') AS splits_rest_of_week,
round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260731') / sum(size), 1) AS jul31_expiry_pct_of_mon_volume,
(SELECT toString(max(settlement_date)) FROM global_markets.stocks_short_interest WHERE settlement_date <= '2026-07-27') AS latest_short_interest_settlement
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-27 00:00:00' AND sip_timestamp < '2026-07-28 00:00:00'假日表显示，本周剩余四个交易日共有 0 个市场休市安排。股息记录中，有 843 项将在这些交易日除息；其中 0 项属于核查的十个知名家居品牌。另有 18 项拆股计划执行。星期一的期权成交量中，已有 17.1% 来自到期日为七月三十一日（星期五）的合约。档案中最新的卖空权益结算数据为 2026-07-15；该文件发布存在较长滞后，因此有专门的说明。
经核实的交易时段
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,
countIf(window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00') AS regular_session_bars,
uniqExactIf(toDate(toTimeZone(window_start, 'America/New_York')), window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00') AS day_sessions,
(SELECT count() FROM global_markets.stocks_market_holidays WHERE date = '2026-07-27') AS jul27_holiday_rows,
(SELECT toString(min(date)) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-27' AND date <= '2026-12-31' AND status = 'closed') AS next_closure_date,
(SELECT argMin(name, date) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-27' AND date <= '2026-12-31' AND status = 'closed') AS next_closure_name
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY' AND window_start >= '2026-07-27 00:00:00' AND window_start < '2026-07-28 00:00:00'完整的常规交易时段：第一根 SPY K线为美国东部时间 04:00，最后一根为 19:59；常规交易时段共有 390 根K线；该日期在窗口内的交易时段为 1；假日记录为 0 条。下一次计划休市时间为 Labor Day，日期为 2026-09-07。
常见问题
2026年7月27日星期一股市表现如何？
SPY较周五收盘价变动了0.02%，报$739.02；QQQ为-0.32%，DIA为0.49%，IWM为0.59%。在流动性较高的股票中，3880上涨，1972下跌。
2026年7月27日哪个板块表现最佳？
Staples，为1.5%，该数据覆盖11只SPDR精选行业基金。11只基金中表现最弱的是Energy，成交价为-2.06%。
2026年7月27日期权市场交投有多活跃？
成交量为64.69百万张，高于前一交易日的71.14百万张。当日到期合约占成交量的39.3%，看涨期权占55.1%。
2026年7月27日哪只股票成交金额最高？
MU，常规交易时段成交金额为35.71十亿美元，领先于成交金额为27.03十亿美元的SPY。
数据说明
本版补录了恢复后的日度序列中的周一交易时段，于8月1日发布。按交易时段日期计算，此前最近的一版是2026年7月10日；7月29日版涵盖同一周的周三；周度回顾涵盖截至7月24日周五的一周，而本页所有比较均以该交易时段为基准。按股票代码命名的面板按字母顺序排列，因此正文引用对应固定行；排行榜和涨跌幅榜按数值排序，其中每项位置判断均编码为合理性边界。超大市值股票篮子和11只基金组成的行业篮子均为预先定义的固定集合，并非供应商分类。涨跌幅榜要求正常交易时段成交额达到500万美元，排除两次收盘之间完成拆股交易的股票，并根据内部歧义防护规则排除一个重复使用的代码，因此每条重点提示都能对应到可核验的股票。本文所有收盘价对收盘价数据均覆盖周末，即7月24日周五至7月27日周一；记分板的跳空栏也涵盖整个区间。报价面板按股票统计单边报价和交叉报价，不会将其静默删除。财政部文件和EDGAR日度索引按各自时间表到达，因此相关面板仅报告已收到的内容，不假定数据已经到达。本文没有隐含波动率指数：这些序列未获授权进入本数据仓库，因此波动率通过价格区间、当日期权成交占比和报价行为从盘面中读取。
方法论
- 市场数据来源：综合行情。
delayed_stocks_minute_aggs用于价格和成交量，options_trades用于期权行情，cache_stocks_quotes和cache_options_quotes用于 NBBO 面板。 - 收盘价：常规交易时段最后一分钟 K 线的收盘价。绝不使用假定的 16:00 成交，也不使用盘后交易时段的成交。
- 时区处理：所有存储的时间戳均为 UTC；WHERE 子句使用原始 UTC 字面量，
toTimeZone仅出现在 SELECT 列表中，用于显示 ET 标签。 - 交易时段核验：根据假日表和实际观测到的 K 线核验，绝不根据日历推定。
- 前一交易时段比较：在查询中根据 7 月 24 日星期五这一周末前的上一交易时段计算，绝不沿用上一篇文章的数据。
- 小数处理：所有价格、数量和成交量列在任何除法或乘法运算前均转换为 Float64。
- 确定性聚合：全程使用精确分位数和以元组为键的平局决胜规则；正文中的每一项排序或方向性表述，均通过合理性边界进行编码。
- 数据仓库截至日期：2026 年 8 月 1 日，即该交易时段结束五天后，已超过行情通常一至两天的导入延迟；如果生成时发现数据集缺失，上述有界回执仍可保留这篇文章。
交叉链接：上一篇每日回顾、7 月 29 日版、每周回顾、期权到期时间、什么是买卖价差以及两年至十年期利差。
如果您希望将窗口重新指向其他交易时段，以上每条查询均可在 Strasmore 终端上原样运行。