市场回顾
作者： Matt Connor
作者： Matt Connor
2026年7月29日市场回顾与数据盘点
回顾2026年7月29日美股表现：指数、市场广度、板块分化、期权流、报价、利率与日历数据，查看存储查询支持的完整盘面。
这篇截至2026年7月29日（星期三）的市场回顾根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-1.52%，流动性较高的市场中上涨标的占比为27.2%，期权市场成交66.84百万张合约。下方每个时间窗口的起止日期均已明确设定，因此重新运行任何面板的SQL都会返回相同数据。
计分板
每项变化都将7月29日常规交易时段最后一分钟的K线与7月28日星期二的对应K线进行比较，两个交易日连续排列。各行按字母顺序排列，因此每只ETF的位置固定。
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 >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 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 >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 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-2.19%，IWM变动-1.63%，QQQ变动-2.07%，SPY变动-1.52%，收于$729.51。每行将变动拆分为两段：SPY较周二收盘价高开或低开-0.11%，随后从开盘至收盘变动-1.41%。隔夜阶段与日内阶段的方向不必一致，而两者的拆分情况构成该交易时段的第一项特征。
这一天是否异常？
单个交易日的数据脱离其分布没有太大意义。因此，我们使用相同逻辑，将当天放在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('2026-07-29')), 2) AS spy_open_to_close_pct,
arrayCount(x -> x > abs(anyIf(oc_pct, d = toDate('2026-07-29'))), groupArrayIf(abs(oc_pct), d != toDate('2026-07-29'))) + 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('2026-07-30 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为-1.41%，按绝对幅度计算，在过去22个交易日中排名第1，统计窗口回溯至2026-06-29。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，第一名代表过去一个月中幅度最大的变动。
市场广度
指数点位是一个数字。市场广度统计有多少只股票与指数同向变动。
每个数字背后的完整 SQL
SELECT
countIf(c29 > c28 AND liquid) AS advancers,
countIf(c29 < c28 AND liquid) AS decliners,
countIf(c29 = c28 AND liquid) AS unchanged,
countIf(liquid) AS liquid_tickers,
countIf(NOT liquid) AS dropped_by_liquidity_filter,
round(100.0 * countIf(c29 > c28 AND liquid) / countIf(liquid), 1) AS advancer_pct
FROM (
SELECT ticker, c28, c29, dv29 >= 1000000 AS liquid
FROM (
SELECT ticker,
argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 20:00:00') AS c28,
argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00') AS c29,
sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-29 13:30:00') AS dv29
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-29 20:00:00'
GROUP BY ticker
HAVING c28 > 0 AND c29 > 0
)
)在常规交易时段成交额超过一百万美元的 6066 只股票中，1652 只收盘价高于周二收盘价，4342 只收盘价低于周二收盘价，上涨股占比为 27.2%。该筛选排除了 5363 只成交更清淡的股票；这些股票计入此处，而不是被悄然忽略。
超大盘股货架
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，读者能够熟悉这些行，而且不会在事后由编辑挑选赢家。
每个数字背后的完整 SQL
WITH per_name AS (
SELECT
ticker,
toFloat64(argMaxIf(close, window_start, window_start < '2026-07-29 00:00:00')) AS prior_close,
toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-29 00:00:00')) AS day_close,
round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-29 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 >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 20:00:00')
OR (window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 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 -0.63%，META 变动了 -1.12%，MSFT 变动了 -0.27%，NVDA 变动了 -3.51%；正常交易时段成交额为 22.26 十亿美元，TSLA 为 -2.97%。美元金额一栏显示，这八只股票合计占据成交额的多少；上方的市场广度面板则用来检验市场其他部分在多大程度上与它们同步波动。
当日涨跌幅居前个股
两个榜单均要求常规交易时段成交额达到五百万美元，排除拆股执行时间介于所统计两个收盘价之间的任何股票，并根据注释中所述的内部歧义防护规则，排除一个重复使用的代码。
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((c29 / c28 - 1) * 100, 1) AS day_pct, round(dv / 1e6, 1) AS day_dollar_m
FROM (
SELECT ticker,
argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 20:00:00') AS c28,
argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00') AS c29,
sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-29 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 > '2026-07-28' AND execution_date <= '2026-07-29')
AND window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-29 20:00:00'
GROUP BY ticker
HAVING c28 > 0 AND c29 > 0 AND dv >= 5000000
)
ORDER BY day_pct DESC
LIMIT 8
UNION ALL
SELECT 'decliners' AS board, ticker, round((c29 / c28 - 1) * 100, 1) AS day_pct, round(dv / 1e6, 1) AS day_dollar_m
FROM (
SELECT ticker,
argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 20:00:00') AS c28,
argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00') AS c29,
sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-29 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 > '2026-07-28' AND execution_date <= '2026-07-29')
AND window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-29 20:00:00'
GROUP BY ticker
HAVING c28 > 0 AND c29 > 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 544.9 百万美元，涨幅为 119.8%。跌幅最大的股票是 YYAI，成交额为 8.5 百万美元，跌幅为 -68.1%。本页仅记录涨跌幅和成交额，不对其原因作出解释。
行业离散度
11只SPDR精选行业基金按7月29日收盘价相对7月28日收盘价的表现，从优到劣排名。该篮子由本文预先确定且固定，不采用供应商分类。
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((c29 / c28 - 1) * 100, 2) AS day_pct
FROM (
SELECT ticker,
argMaxIf(toFloat64(close), window_start, window_start < '2026-07-29 00:00:00') AS c28,
argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-29 00:00:00') AS c29
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('XLB', 'XLC', 'XLE', 'XLF', 'XLI', 'XLK', 'XLP', 'XLRE', 'XLU', 'XLV', 'XLY')
AND ((window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 20:00:00')
OR (window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00'))
GROUP BY ticker
HAVING c28 > 0 AND c29 > 0
)
)
ORDER BY day_pct DESCEnergy以1.89%居首，Industrials以-3.21%垫底，落后5.1个百分点。这一差值就是当日的行业离散度：如果11个行业的表现都集中在一个百分点以内，市场走势与表现分散在几个百分点区间时明显不同。
美元成交额排名
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 >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 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 >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 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 44.99 十亿美元的常规交易时段成交额领跑美元成交额榜，SPY 以 42.29 十亿美元紧随其后。股票成交量榜回答的是另一个问题：SNXX 以 173.4 百万股位居首位，对应隐含平均价格为每股 $7.32。美元成交额反映市场关注度，股票成交量反映换手活跃程度，而按个股计算的这一指标称为相对成交量。
期权成交记录
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) = '260729', 1, 0) AS is_0dte
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-29 00:00:00' AND sip_timestamp < '2026-07-30 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 >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00'
) AS spy_regular_close,
(
SELECT round(toFloat64(sum(size)) / 1e6, 2)
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-28 00:00:00' AND sip_timestamp < '2026-07-29 00:00:00'
) AS jul28_contracts_m,
(
SELECT round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260728') / sum(size), 1)
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-28 00:00:00' AND sip_timestamp < '2026-07-29 00:00:00'
) AS jul28_pct_0dte
SELECT
round(count() / 1e6, 2) AS option_prints_m,
round(toFloat64(sum(size)) / 1e6, 2) AS contracts_m,
jul28_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) = '260729') / sum(size), 1) AS pct_0dte,
jul28_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 >= '2026-07-29 00:00:00' AND sip_timestamp < '2026-07-30 00:00:00'期权成交记录显示，成交笔数为 11.03 百万笔，涉及 66.84 百万份合约；周二为 59.28 百万份。看涨期权占合约成交量的 53.6%。当日到期合约，即零日到期合约，成交量为 33.1%，周二为 29%，这一节奏由到期时间决定。SPY成交最活跃的合约是 735 P，成交量为 0.36 百万份；其行权价距离SPY常规收盘价 $729.51 为 5.49 美元，计算方式为行权价减收盘价。
行情报价带
报价数据是本交易台最稀缺的数据集，并且每个交易日都会进行测量。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('2026-07-29')) / 1e6, 2) AS jul29_updates_m,
round(countIf(toDate(sip_timestamp) = toDate('2026-07-28')) / 1e6, 2) AS jul28_updates_m,
round((countIf(toDate(sip_timestamp) = toDate('2026-07-29')) / countIf(toDate(sip_timestamp) = toDate('2026-07-28')) - 1) * 100, 1) AS day_over_day_pct,
round(countIf(toDate(sip_timestamp) = toDate('2026-07-29') AND ticker = 'SPY') / 1e6, 2) AS jul29_spy_updates_m,
round(countIf(toDate(sip_timestamp) = toDate('2026-07-29') AND ticker = 'QQQ') / 1e6, 2) AS jul29_qqq_updates_m,
round(countIf(toDate(sip_timestamp) = toDate('2026-07-29') AND ticker = 'NVDA') / 1e6, 2) AS jul29_nvda_updates_m
FROM global_markets.cache_stocks_quotes
WHERE sip_timestamp >= '2026-07-28 00:00:00' AND sip_timestamp < '2026-07-30 00:00:00'股票报价带记录了 722.65 百万次 NBBO 更新，而周二为 536.07 百万次，日变化为 34.8%。SPY 记录了 7.32 百万次更新，QQQ 为 8.72 百万次，NVDA 为 4.41 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 >= '2026-07-29 13:30:00' AND sip_timestamp < '2026-07-29 20:00:00'
GROUP BY ticker
HAVING countIf(bid_price > 0 AND ask_price > 0 AND ask_price >= bid_price) > 0
ORDER BY tickerSPY 常规交易时段的报价中位 价差为中间价的 0.27 个基点，QQQ 为 0.75 个基点，NVDA 为 1.55 个基点。最后两列是披露数据：按名称统计单边报价和交叉报价，并将其从中位数计算中单独列出，而不是悄然剔除。交叉报价是指买价高于卖价。这是由多个交易场所的行情以纳秒级分辨率汇总拼接而成的数据流中常见的正常现象。
每个数字背后的完整 SQL
SELECT round(anyIf(spread_bps, d = toDate('2026-07-29')), 2) AS jul29_median_spread_bps,
arrayCount(x -> x < anyIf(spread_bps, d = toDate('2026-07-29')), groupArrayIf(spread_bps, d != toDate('2026-07-29'))) + 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 < '2026-07-29 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
)按照完全相同的逻辑与每个七月交易日进行比较，当日 SPY 的中位价差为 0.27 个基点，在从最窄价差开始计数的排名中位列 20，共 20 个交易日，统计窗口始于 2026-07-01。在平静的行情带中，这句话正是该面板的意义所在：流动性的普通交易日也是一项发现，并且经过发布和界定。
每个数字背后的完整 SQL
WITH
(SELECT count() FROM global_markets.cache_options_quotes WHERE sip_timestamp >= '2026-07-29 00:00:00' AND sip_timestamp < '2026-07-30 00:00:00') AS jul29_options_rows,
(SELECT count() FROM global_markets.cache_stocks_quotes WHERE sip_timestamp >= '2026-07-29 00:00:00' AND sip_timestamp < '2026-07-30 00:00:00') AS jul29_stock_quote_rows
SELECT
round(jul29_options_rows / 1e9, 2) AS jul29_options_bn,
round(jul29_options_rows / jul29_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 >= '2026-07-29 13:30:00' AND sip_timestamp < '2026-07-29 20:00:00') / 1e6, 0) AS jul29_spy_options_m期权 NBBO 行情带记录了 13.55 十亿次更新，是股票报价带的 18.8 倍；其中仅 SPY 标的代码在常规交易时段就记录了 600 百万次更新。
利率
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 >= '2026-07-24' AND date <= '2026-07-29'
ORDER BY date财政部的数据文件通常比行情晚一个交易日左右，因此本面板显示其持有的成交数据：窗口内有 4 行带日期记录。最新记录日期为 2026-07-29，两年期收益率为 4.22%，十年期收益率为 4.67%，三十年期收益率为 5.2%；两年至十年期利差为 45 个基点。
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 >= '2026-07-29 04:00:00' AND published_utc < '2026-07-30 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 = '2026-07-29'
) AS fil
SELECT
(SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date = '2026-07-29') AS ex_dividend_records,
(SELECT countIf(toFloat64(split_from) > toFloat64(split_to)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-29') AS reverse_splits,
(SELECT countIf(toFloat64(split_to) > toFloat64(split_from)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-29') AS forward_splits,
(SELECT count() FROM global_markets.stocks_ipos WHERE listing_date = '2026-07-29') AS listings,
(SELECT count() FROM global_markets.stocks_news WHERE published_utc >= '2026-07-29 04:00:00' AND published_utc < '2026-07-30 04:00:00') AS news_articles,
(SELECT uniqExact(JSONExtractString(publisher, 'name')) FROM global_markets.stocks_news WHERE published_utc >= '2026-07-29 04:00:00' AND published_utc < '2026-07-30 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_10q85 dividend records went ex-dividend on July 29, 2 reverse and 1 forward splits executed, and 1 new listings hit the tape. The news feed carried 190 articles from 2 publishers, with NVDA the most-covered ticker in this one feed's window at 13 articles. The EDGAR daily index holds 5742 filings for the date from 3064 distinct filers: 712 insider Form 4 reports, 440 8-K current reports, 884 424B2 pricing supplements and 174 10-Q quarterly reports. That index lands on its own schedule, and this panel reports whatever it holds at generation time.
即将关注
本周剩余时间仍应查阅同一组表格，并有意关注后续时段。
每个数字背后的完整 SQL
SELECT
(SELECT count() FROM global_markets.stocks_market_holidays WHERE date >= '2026-07-30' AND date <= '2026-07-31' AND status != 'open') AS closures_rest_of_week,
(SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date >= '2026-07-30' 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 >= '2026-07-30' AND ex_dividend_date <= '2026-07-31') AS household_exdivs,
(SELECT count() FROM global_markets.stocks_splits WHERE execution_date >= '2026-07-30' 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_wed_volume,
(SELECT toString(max(settlement_date)) FROM global_markets.stocks_short_interest WHERE settlement_date <= '2026-07-29') AS latest_short_interest_settlement
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-29 00:00:00' AND sip_timestamp < '2026-07-30 00:00:00'假日表显示，7月30日星期四和7月31日星期五将有 0 个市场休市安排。611 条股息记录将在这两个交易日进入除息，抽查的十只知名消费股中有 0 条；另有 12 次拆股计划执行。在周三的期权成交量中，19.7% 已集中于到期日为7月31日星期五的合约。记录中最新的空头权益结算数据为 2026-07-15。这份文件发布滞后时间较长，甚至有专门的解读。
交易时段，已核验
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 >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00') AS regular_session_bars,
uniqExactIf(toDate(toTimeZone(window_start, 'America/New_York')), window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00') AS day_sessions,
(SELECT count() FROM global_markets.stocks_market_holidays WHERE date = '2026-07-29') AS jul29_holiday_rows,
(SELECT toString(min(date)) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-29' AND date <= '2026-12-31' AND status = 'closed') AS next_closure_date,
(SELECT argMin(name, date) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-29' 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 >= '2026-07-29 00:00:00' AND window_start < '2026-07-30 00:00:00'完整的常规交易时段：第一根 SPY K线为 04:00 ET，最后一根为 19:59 ET，常规交易时段K线共 390 根，窗口内有 1 个交易时段，日期对应 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29日星期三股市表现如何？
SPY较前一交易日收盘价变动-1.52%，收于$729.51；QQQ为-2.07%，DIA为-2.19%，IWM为-1.63%。在流动性较高的股票中，1652上涨，4342下跌。
2026年7月29日哪个板块表现最佳？
Energy，为1.89%，该数据基于十一只SPDR行业精选基金计算。十一只基金中表现最弱的是Industrials，其成交价为-3.21%。
2026年7月29日期权市场交易活跃度如何？
当日成交66.84百万张合约，上一交易日为59.28百万张。同日到期合约占成交量的33.1%，看涨期权占53.6%。
2026年7月29日哪只股票成交金额最高？
MU，常规交易时段成交金额为44.99十亿美元，高于SPY的42.29十亿美元。
数据说明
本期恢复每日系列；上一期每日版为2026年7月10日，周度回顾涵盖本期之前的一周。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，其中的每一项位置判断均以合理性边界编码。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确定的固定集合，不属于供应商分类。涨跌幅榜采用五百万美元正常交易时段成交额门槛；剔除两次收盘之间完成拆股的股票，也剔除因内部歧义防护规则而重复使用的一个代码，因此每个重点提示最终都对应一个可核验的股票。报价面板会统计每只股票的单边报价和交叉报价，不会静默删除。财政部文件和 EDGAR 每日索引按各自的时间表到达，因此相关面板只报告已获得的数据，不假设文件已经到达。本文不包含隐含波动率指数：这些序列未获授权进入该数据仓库，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市场成交数据中读取。
方法论
- 市场数据来源：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线的收盘价，绝不假定为16:00的成交，也不采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：根据节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28日的数据计算，绝不沿用上一篇文章的结果。
- 小数处理：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；文中每项排序或方向性表述均通过边界条件校验编码。
- 数据仓库截至日期：2026年8月1日，即该交易时段结束后三天，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，上述有界收据仍会保留这篇文章。
交叉链接：上一篇每日复盘、每周复盘、期权到期时、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。