Strasmore Research
市场回顾 Matt Connor作者： Matt Connor · 更新于 2026-08-02

2026年7月28日市场收盘数据与行情回顾

回顾2026年7月28日市场表现：指数、涨跌家数、行业分化、期权成交、报价、利率与日历，查看存储查询支持的完整数据。

这份 2026 年 7 月 28 日星期二的市场综述，依据存储查询回顾了整个交易时段：SPY 收盘价较前一日收盘价变动 0.24%，流动性较高股票的上涨股占比为 58.6%，期权市场成交 59.28 百万张合约。下方每个时间窗口的起止日期均已明确固定，因此重新运行任一面板的 SQL，都会返回相同数据。

记分板

每项变化都比较7月28日常规交易时段最后一分钟K线与7月27日周一的对应数据，且两者为连续交易日。各行按字母顺序排列，因此每只ETF的位置固定不变。

查询SPY / QQQ / DIA / IWM：7月28日与7月27日收盘比较，正常交易时段
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 >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 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 >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 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
Run this yourself

DIA变动了1.07%，IWM变动了0.15%，QQQ变动了-0.96%，SPY变动了0.24%，收于$740.76。每一行都将这次变动拆分为两个部分：SPY较周一收盘价高开或低开0.02%，并从开盘到收盘变动0.21%。隔夜部分与盘中部分不一定方向一致，而两者的分拆情况是一个交易时段的第一项特征。

这一天是否异常？

单个交易日的数值，如果没有其背后的分布，意义有限。因此，我们采用相同逻辑，将这一天放在过去一个月的自身数据中进行排名。

查询SPY日内涨跌的历史背景（开盘至收盘，6月29日至7月28日）
每个数字背后的完整 SQL
SELECT
    round(anyIf(oc_pct, d = toDate('2026-07-28')), 2) AS spy_open_to_close_pct,
    arrayCount(x -> x > abs(anyIf(oc_pct, d = toDate('2026-07-28'))), groupArrayIf(abs(oc_pct), d != toDate('2026-07-28'))) + 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('2026-06-29 13:30:00')
      AND window_start < toDateTime('2026-07-29 00:00:00')
      AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
    GROUP BY d
)
Run this yourself

SPY从开盘到收盘的变动为0.21%。按绝对值计算，这一变动在过去21个交易日中排名第14，统计窗口追溯至2026-06-29。排名的计算方式是：统计窗口内变动幅度更大的其他交易日数量，再加一。因此，排名第一表示这是过去一个月中幅度最大的变动。

市场广度

指数水平是一个数字。市场广度统计有多少只股票与指数同向变动。

查询流动性行情广度：7月28日与7月27日收盘比较，成交额$1M筛选
每个数字背后的完整 SQL
SELECT
    countIf(c28 > c27 AND liquid) AS advancers,
    countIf(c28 < c27 AND liquid) AS decliners,
    countIf(c28 = c27 AND liquid) AS unchanged,
    countIf(liquid) AS liquid_tickers,
    countIf(NOT liquid) AS dropped_by_liquidity_filter,
    round(100.0 * countIf(c28 > c27 AND liquid) / countIf(liquid), 1) AS advancer_pct
FROM (
    SELECT ticker, c27, c28, dv28 >= 1000000 AS liquid
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00') AS c27,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 20:00:00') AS c28,
               sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-28 13:30:00') AS dv28
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-28 20:00:00'
        GROUP BY ticker
        HAVING c27 > 0 AND c28 > 0
    )
)
Run this yourself

在成交额超过一百万美元常规交易时段门槛的 6008 只股票中，3519 只收盘价高于周一收盘价，2423 只收盘价低于周一收盘价，上涨股占比为 58.6%。该筛选排除了 5346 只成交较为清淡的股票，并将其计入此处，而不是悄然剔除。

超大市值股列表

每个交易日都列出相同的八只超大市值股票，并按字母顺序排列，确保每只股票固定占据一行。固定篮子是核心设计：读者可以熟悉各行内容，也不会出现事后由编辑挑选赢家的情况。

查询八大超大盘股：与7月27日相比的变动及7月28日正常时段成交额
每个数字背后的完整 SQL
WITH per_name AS (
    SELECT
        ticker,
        toFloat64(argMaxIf(close, window_start, window_start < '2026-07-28 00:00:00')) AS prior_close,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-28 00:00:00')) AS day_close,
        round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-28 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 >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00')
        OR (window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 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 ticker
Run this yourself

AAPL 变动 0.97%，META 变动 -0.05%，MSFT 变动 1.12%，NVDA 变动 0.23%，常规交易时段成交额为 21.11 十亿美元；TSLA 为 -0.57%。美元金额一栏显示这八只股票本身占据了成交额的多少；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与它们同步波动。

当日涨跌幅居前的股票

两个榜单都要求常规交易时段成交额达到五百万美元；如果某只股票在两个收盘价之间发生拆股，则将其排除。根据注释中所述的内部歧义排除规则，另有一个重复使用的代码也被排除。

查询涨幅和跌幅最大者：7月28日与7月27日收盘比较，成交额$5M以上，剔除拆股
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((c28 / c27 - 1) * 100, 1) AS day_pct, round(dv / 1e6, 1) AS day_dollar_m
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00') AS c27,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 20:00:00') AS c28,
               sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-28 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 > '2026-07-27' AND execution_date <= '2026-07-28')
          AND window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-28 20:00:00'
        GROUP BY ticker
        HAVING c27 > 0 AND c28 > 0 AND dv >= 5000000
    )
    ORDER BY day_pct DESC
    LIMIT 8
    UNION ALL
    SELECT 'decliners' AS board, ticker, round((c28 / c27 - 1) * 100, 1) AS day_pct, round(dv / 1e6, 1) AS day_dollar_m
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00') AS c27,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 20:00:00') AS c28,
               sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-28 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 > '2026-07-27' AND execution_date <= '2026-07-28')
          AND window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-28 20:00:00'
        GROUP BY ticker
        HAVING c27 > 0 AND c28 > 0 AND dv >= 5000000
    )
    ORDER BY day_pct ASC
    LIMIT 8
)
ORDER BY board DESC, abs(day_pct) DESC
Run this yourself

榜单中涨幅最高的股票是 STKH，成交额为 113.2 百万美元，涨幅为 166.7%。跌幅最大的股票是 YYAI，成交额为 18.3 百万美元，跌幅为 -71%。本页面仅记录涨跌幅和成交额，不对其原因作出解释。

行业分化

11只SPDR行业精选基金按7月28日收盘价相对于7月27日收盘价的表现排名，由优至劣。该篮子由本文预先确定且固定不变，并非供应商的分类结果。

查询行业ETF，7月28日与7月27日收盘比较，按排名
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((c28 / c27 - 1) * 100, 2) AS day_pct
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start < '2026-07-28 00:00:00') AS c27,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-28 00:00:00') AS c28
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker IN ('XLB', 'XLC', 'XLE', 'XLF', 'XLI', 'XLK', 'XLP', 'XLRE', 'XLU', 'XLV', 'XLY')
          AND ((window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00')
            OR (window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 20:00:00'))
        GROUP BY ticker
        HAVING c27 > 0 AND c28 > 0
    )
)
ORDER BY day_pct DESC
Run this yourself

Health Care 以2.36%位居榜首，Technology以-1.9%垫底，落后4.26个百分点。该差值就是当日的行业分化程度：11只基金的表现都在一个百分点以内时，市场走势与表现差距达到数个百分点时截然不同。

美元成交额分布

查询成交额前6名、成交股数前4名：7月28日正常交易时段
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
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 >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 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 >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 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) DESC
Run this yourself

MU 以 39.21 十亿美元的常规交易时段成交额位居美元成交额榜首，QQQ 以 29.98 十亿美元紧随其后。股票成交量榜反映的是另一个问题：ONFO 以 182.4 百万股居首，对应的隐含平均价格为每股 $0.16。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。

期权交易数据

查询期权行情：合约数、看涨期权占比、与周一相比的当日占比、最活跃SPY合约
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) = '260728', 1, 0) AS is_0dte
            FROM global_markets.options_trades
            WHERE sip_timestamp >= '2026-07-28 00:00:00' AND sip_timestamp < '2026-07-29 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 >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 20:00:00'
    ) AS spy_regular_close,
    (
        SELECT round(toFloat64(sum(size)) / 1e6, 2)
        FROM global_markets.options_trades
        WHERE sip_timestamp >= '2026-07-27 00:00:00' AND sip_timestamp < '2026-07-28 00:00:00'
    ) AS jul27_contracts_m,
    (
        SELECT round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260727') / sum(size), 1)
        FROM global_markets.options_trades
        WHERE sip_timestamp >= '2026-07-27 00:00:00' AND sip_timestamp < '2026-07-28 00:00:00'
    ) AS jul27_pct_0dte
SELECT
    round(count() / 1e6, 2) AS option_prints_m,
    round(toFloat64(sum(size)) / 1e6, 2) AS contracts_m,
    jul27_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) = '260728') / sum(size), 1) AS pct_0dte,
    jul27_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 >= '2026-07-28 00:00:00' AND sip_timestamp < '2026-07-29 00:00:00'
Run this yourself

期权交易数据显示，成交量为10.07百万笔，涉及59.28百万份合约，周一为64.69百万份。看涨期权占合约成交量的55%。当日到期合约，即零日到期合约，成交量为29%，周一为39.3%。这一节奏由到期时间决定。SPY最活跃的合约是742 C，成交量为0.72百万份。其行权价与SPY常规收盘价740.76美元的差额为1.24美元，按行权价减收盘价计算。

报价磁带

报价数据是本交易台最稀缺的数据集，每个交易日都会进行统计。普通交易日同样会被记录。

查询股票NBBO更新次数：7月28日与7月27日比较，含指定股票更新次数（百万）
每个数字背后的完整 SQL
SELECT
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-28')) / 1e6, 2) AS jul28_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-27')) / 1e6, 2) AS jul27_updates_m,
    round((countIf(toDate(sip_timestamp) = toDate('2026-07-28')) / countIf(toDate(sip_timestamp) = toDate('2026-07-27')) - 1) * 100, 1) AS day_over_day_pct,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-28') AND ticker = 'SPY') / 1e6, 2) AS jul28_spy_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-28') AND ticker = 'QQQ') / 1e6, 2) AS jul28_qqq_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-28') AND ticker = 'NVDA') / 1e6, 2) AS jul28_nvda_updates_m
FROM global_markets.cache_stocks_quotes
WHERE sip_timestamp >= '2026-07-27 00:00:00' AND sip_timestamp < '2026-07-29 00:00:00'
Run this yourself

股票报价磁带记录了 536.07 百万次 NBBO 更新，而周一为 553.53 百万次，日环比变动为 -3.2%。SPY 记录 4.72 百万次更新，QQQ 为 5.94 百万次，NVDA 为 3.01 百万次。

查询七只股票：7月28日正常交易时段中位报价价差（基点），含报价质量统计
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 >= '2026-07-28 13:30:00' AND sip_timestamp < '2026-07-28 20:00:00'
GROUP BY ticker
HAVING countIf(bid_price > 0 AND ask_price > 0 AND ask_price >= bid_price) > 0
ORDER BY ticker
Run this yourself

SPY 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 0.74 个基点，NVDA 为 1.52 个基点。最后两列是披露项：单边报价和交叉报价按每个名称分别计数，并从中位数统计中单独列出，而不是被悄然剔除。交叉报价是指买价高于卖价。这是由多个交易场所的报价以纳秒级分辨率汇总而成的综合行情数据中的常见现象。

查询SPY中位价差在7月各交易日中的排名，价差最窄者优先
每个数字背后的完整 SQL
SELECT round(anyIf(spread_bps, d = toDate('2026-07-28')), 2) AS jul28_median_spread_bps,
       arrayCount(x -> x < anyIf(spread_bps, d = toDate('2026-07-28')), groupArrayIf(spread_bps, d != toDate('2026-07-28'))) + 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 < '2026-07-28 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
)
Run this yourself

按照相同逻辑与每个七月交易日进行排名，当日 SPY 的 0.27 个基点中位价差，在从最窄价差开始计算的排名中位列 16，共计 19 个交易日，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：流动性处于普通水平本身就是一项发现，而且经过发布并设定了统计范围。

查询期权NBBO行情：总更新次数与股票行情比较，另含SPY根代码分项，7月28日
每个数字背后的完整 SQL
WITH
    (SELECT count() FROM global_markets.cache_options_quotes WHERE sip_timestamp >= '2026-07-28 00:00:00' AND sip_timestamp < '2026-07-29 00:00:00') AS jul28_options_rows,
    (SELECT count() FROM global_markets.cache_stocks_quotes WHERE sip_timestamp >= '2026-07-28 00:00:00' AND sip_timestamp < '2026-07-29 00:00:00') AS jul28_stock_quote_rows
SELECT
    round(jul28_options_rows / 1e9, 2) AS jul28_options_bn,
    round(jul28_options_rows / jul28_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 >= '2026-07-28 13:30:00' AND sip_timestamp < '2026-07-28 20:00:00') / 1e6, 0) AS jul28_spy_options_m
Run this yourself

期权 NBBO 行情磁带记录了 10.23 十亿次更新，是股票报价磁带的 19.1 倍；仅 SPY 根代码在正常交易时段就记录了 382 百万次更新。

利率

查询已记录的美国国债收益率曲线数据，7月23日至7月28日
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 >= '2026-07-23' AND date <= '2026-07-28'
ORDER BY date
Run this yourself

财政部的数据文件通常比市场行情落后一个交易日，因此本面板报告其持有的成交记录：窗口内共有 4 条带日期记录。最新记录日期为 2026-07-28，两年期收益率为 4.26%，十年期为 4.61%，三十年期为 5.09%；两年至十年期利差为 35 个基点。

The calendar behind the day

查询除息、拆股、上市、新闻及7月28日SEC文件类型
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 >= '2026-07-28 04:00:00' AND published_utc < '2026-07-29 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 = '2026-07-28'
    ) AS fil
SELECT
    (SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date = '2026-07-28') AS ex_dividend_records,
    (SELECT countIf(toFloat64(split_from) > toFloat64(split_to)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-28') AS reverse_splits,
    (SELECT countIf(toFloat64(split_to) > toFloat64(split_from)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-28') AS forward_splits,
    (SELECT count() FROM global_markets.stocks_ipos WHERE listing_date = '2026-07-28') AS listings,
    (SELECT count() FROM global_markets.stocks_news WHERE published_utc >= '2026-07-28 04:00:00' AND published_utc < '2026-07-29 04:00:00') AS news_articles,
    (SELECT uniqExact(JSONExtractString(publisher, 'name')) FROM global_markets.stocks_news WHERE published_utc >= '2026-07-28 04:00:00' AND published_utc < '2026-07-29 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_10q
Run this yourself

147 dividend records went ex-dividend on July 28, 3 reverse and 0 forward splits executed, and 2 new listings hit the tape. The news feed carried 161 articles from 2 publishers, with MSFT the most-covered ticker in this one feed's window at 9 articles. The EDGAR daily index holds 5915 filings for the date from 2898 distinct filers: 856 insider Form 4 reports, 315 8-K current reports, 900 424B2 pricing supplements and 100 10-Q quarterly reports. That index lands on its own schedule, and this panel reports whatever it holds at generation time.

接下来

本周余下时间继续读取同一组表格，但有意关注该期间之后的情况。

查询日历中的7月29日至31日：休市、除息、拆股、周五到期日及空头利息数据滞后
每个数字背后的完整 SQL
SELECT
    (SELECT count() FROM global_markets.stocks_market_holidays WHERE date >= '2026-07-29' AND date <= '2026-07-31' AND status != 'open') AS closures_rest_of_week,
    (SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date >= '2026-07-29' 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 >= '2026-07-29' AND ex_dividend_date <= '2026-07-31') AS household_exdivs,
    (SELECT count() FROM global_markets.stocks_splits WHERE execution_date >= '2026-07-29' 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_tue_volume,
    (SELECT toString(max(settlement_date)) FROM global_markets.stocks_short_interest WHERE settlement_date <= '2026-07-28') AS latest_short_interest_settlement
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-28 00:00:00' AND sip_timestamp < '2026-07-29 00:00:00'
Run this yourself

假日表显示，7月29日星期三、7月30日星期四和7月31日星期五共计有0个休市日。在这三个交易日中，696条股息记录进入除息状态。其中，0条来自抽查的十只知名家居股；另有15次拆股计划执行。周二的期权成交量中，17.5%已经来自到期日为7月31日星期五的合约。档案中最新的空头权益结算数据为2026-07-15。该数据发布时间存在明显滞后，因此另有专文解释。

交易时段已核实

查询交易时段核验：SPY首根/末根K线（ET）、正常交易时段K线数量、假日数据接收、下一次休市
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 >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 20:00:00') AS regular_session_bars,
    uniqExactIf(toDate(toTimeZone(window_start, 'America/New_York')), window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 20:00:00') AS day_sessions,
    (SELECT count() FROM global_markets.stocks_market_holidays WHERE date = '2026-07-28') AS jul28_holiday_rows,
    (SELECT toString(min(date)) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-28' AND date <= '2026-12-31' AND status = 'closed') AS next_closure_date,
    (SELECT argMin(name, date) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-28' 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 >= '2026-07-28 00:00:00' AND window_start < '2026-07-29 00:00:00'
Run this yourself

完整常规交易时段：第一根 SPY K线为 04:00 ET，最后一根为 19:59 ET，共有 390 根常规交易时段K线，窗口内包含 1 个交易时段，以及该日期对应的 0 条节假日记录。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28日星期二股市表现如何？

SPY较前一收盘价变动0.24%，收于$740.76；QQQ为-0.96%，DIA为1.07%，IWM为0.15%。在流动性较高的股票中，3519上涨，2423下跌。

2026年7月28日哪个板块表现最好？

Health Care，为2.36%，该表现根据十一只SPDR精选行业基金计算。十一只基金中表现最弱的是Technology，其涨跌幅为-1.9%。

2026年7月28日期权市场交易活跃度如何？

成交量为59.28百万张合约，高于前一交易日的64.69百万张。同日到期合约占成交量的29%，看涨期权占55%。

2026年7月28日哪只股票成交金额最高？

MU，常规交易时段成交金额为39.21十亿美元，领先于成交金额为29.98十亿美元的QQQ。

数据说明

本期补录日度序列中 7 月 28 日的缺口：7 月 27 日日报涵盖前一交易日，7 月 29 日日报涵盖后一交易日，周度回顾则涵盖此前一周。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，其中每一项的位置判断均编码为合理性边界。超大市值股票篮子和十一只基金组成的行业篮子均为预先声明的固定集合，并非供应商分类。涨跌幅榜采用五百万美元常规交易时段成交额门槛；剔除两次收盘之间发生拆股成交的股票，并根据内部歧义保护规则剔除一个重复使用的代码，因此每个提示都能回溯到可核验的股票。报价面板按股票统计单边报价和交叉报价，不会将其静默剔除。财政部文件和 EDGAR 日度索引各自按独立时间表到达，因此相关面板只报告已获取的数据，不假定文件已经到达。本文不包含隐含波动率指数：这些序列未获授权进入本数据仓库，因此波动率通过价格走势中的区间、当日期权成交占比和报价行为来观察。

方法

  • 市场数据源：综合行情带。delayed_stocks_minute_aggs用于价格和成交量，options_trades用于期权行情带，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线的价格。绝不使用假定的16:00成交记录，也不使用盘后交易时段的成交记录。
  • 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仅出现在用于显示ET标签的SELECT列表中。
  • 交易时段核验：依据假日表和实际观测到的K线核验，绝不根据日历假定。
  • 与前一交易时段比较：在查询中根据7月27日的数据计算，绝不沿用之前文章的结果。
  • 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并列项排序规则；正文中的每项排序或方向性表述均通过合理性边界编码。
  • 数据仓库截至日期：2026年8月1日，即该交易时段结束四天后，已超过行情带通常一至两天的导入延迟；如果生成时发现数据集缺失，上述有界收据会保留该文章。

交叉链接：7月27日每日回顾、7月29日每日回顾、期权何时到期、什么是买卖价差以及两年至十年期利差。

如果您希望将时间窗口重新指向其他交易时段，可在Strasmore终端上直接运行上述查询，无需修改。

#recap#daily#spy#qqq#market structure