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

2026年7月30日市场回顾与数据

2026年7月30日美股市场数据回顾：指数、涨跌家数、行业分化、期权流、报价、利率与日历，按存储查询逐项核对，快速定位当日交易线索。

这篇 2026 年 7 月 30 日（星期四）的市场回顾根据存储查询完整梳理了全天交易：SPY 收盘价较前一交易日的变动为 1.68%，流动性较高的交易中上涨标的占比为 63.5%，期权交易数据显示成交 67.06 百万张合约。以下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。

记分板

每一项变化都比较连续交易日中，7月30日常规交易时段最后一分钟K线与7月29日（周三）的最后一分钟K线。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30日与7月29日收盘对比，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 >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 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 >= '2026-07-30 13:30:00' AND window_start < '2026-07-30 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1.19%，IWM变动了1.37%，QQQ变动了3.34%，SPY变动了1.68%，收于$741.73。每一行都将变动拆分为两部分：SPY相对周三收盘价开盘变动0.9%，并从开盘至收盘变动0.77%。隔夜走势与日内走势不一定一致，而两者的拆分情况构成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，如果没有背后的分布作为参考，意义有限。因此，我们采用相同逻辑，将当天放在其自身过去一个月的交易日中进行排名。

查询SPY日内涨跌幅的历史排名（开盘至收盘，6月30日至7月30日）
每个数字背后的完整 SQL
SELECT
    round(anyIf(oc_pct, d = toDate('2026-07-30')), 2) AS spy_open_to_close_pct,
    arrayCount(x -> x > abs(anyIf(oc_pct, d = toDate('2026-07-30'))), groupArrayIf(abs(oc_pct), d != toDate('2026-07-30'))) + 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('2026-06-30 13:30:00')
      AND window_start < toDateTime('2026-07-31 00:00:00')
      AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
    GROUP BY d
)
Run this yourself

SPY从开盘到收盘的涨跌幅为0.77%，按绝对值计算，在截至2026-06-30的过去22个交易日中排名第3。排名等于窗口内涨跌幅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波动最大的一天。

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。

查询流动性市场广度：7月30日与7月29日收盘对比，成交额$1M筛选
每个数字背后的完整 SQL
SELECT
    countIf(c30 > c29 AND liquid) AS advancers,
    countIf(c30 < c29 AND liquid) AS decliners,
    countIf(c30 = c29 AND liquid) AS unchanged,
    countIf(liquid) AS liquid_tickers,
    countIf(NOT liquid) AS dropped_by_liquidity_filter,
    round(100.0 * countIf(c30 > c29 AND liquid) / countIf(liquid), 1) AS advancer_pct
FROM (
    SELECT ticker, c29, c30, dv30 >= 1000000 AS liquid
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00') AS c29,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-30 13:30:00' AND window_start < '2026-07-30 20:00:00') AS c30,
               sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-30 13:30:00') AS dv30
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-30 20:00:00'
        GROUP BY ticker
        HAVING c29 > 0 AND c30 > 0
    )
)
Run this yourself

在成交额超过一百万美元常规交易时段门槛的 5960 只股票中，3782 只收盘价高于周三收盘价，2122 只收盘价低于周三收盘价，上涨股占比为 63.5%。该筛选排除了 5492 只成交更清淡的股票；这些股票计入此处，而不是被悄然剔除。

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，读者可以熟悉这些行，编辑也不会事后挑选赢家。

查询八只超大盘股：与7月29日相比的变动及7月30日常规时段成交额
每个数字背后的完整 SQL
WITH per_name AS (
    SELECT
        ticker,
        toFloat64(argMaxIf(close, window_start, window_start < '2026-07-30 00:00:00')) AS prior_close,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-30 00:00:00')) AS day_close,
        round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-30 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 >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00')
        OR (window_start >= '2026-07-30 13:30:00' AND window_start < '2026-07-30 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上涨或下跌-1.24%，META上涨或下跌-8.17%，MSFT上涨或下跌15.06%，NVDA上涨或下跌2.67%。常规交易时段成交额为19.63十亿美元，TSLA为3.53%。美元金额栏显示，这八只股票自身占据了成交额的多大部分；上方的市场广度面板则用于检验市场其他部分在多大程度上与它们同步运行。

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；如果某只股票的拆股发生在所比较的两个收盘价之间，则排除该股票。按照注释中所述的名称歧义保护规则，另排除一个重复使用的代码。

查询最大涨幅股与跌幅股：7月30日与7月29日收盘对比，成交额$5M以上，不含拆股
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((c30 / c29 - 1) * 100, 1) AS day_pct, round(dv / 1e6, 1) AS day_dollar_m
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00') AS c29,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-30 13:30:00' AND window_start < '2026-07-30 20:00:00') AS c30,
               sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-30 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 > '2026-07-29' AND execution_date <= '2026-07-30')
          AND window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-30 20:00:00'
        GROUP BY ticker
        HAVING c29 > 0 AND c30 > 0 AND dv >= 5000000
    )
    ORDER BY day_pct DESC
    LIMIT 8
    UNION ALL
    SELECT 'decliners' AS board, ticker, round((c30 / c29 - 1) * 100, 1) AS day_pct, round(dv / 1e6, 1) AS day_dollar_m
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00') AS c29,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-30 13:30:00' AND window_start < '2026-07-30 20:00:00') AS c30,
               sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-30 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 > '2026-07-29' AND execution_date <= '2026-07-30')
          AND window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-30 20:00:00'
        GROUP BY ticker
        HAVING c29 > 0 AND c30 > 0 AND dv >= 5000000
    )
    ORDER BY day_pct ASC
    LIMIT 8
)
ORDER BY board DESC, abs(day_pct) DESC
Run this yourself

榜单中涨幅最大的股票是 CYCU，成交额为 474.4 百万美元，股价上涨 489.5%。跌幅最大的股票是 IREZ，成交额为 90.8 百万美元，股价下跌 -61.2%。本页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精选行业基金按7月30日收盘价相对7月29日收盘价的表现排序，由高到低排列。该篮子由本文明确设定并固定，不采用供应商分类。

查询行业ETF，7月30日与7月29日收盘对比，按排名排列
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((c30 / c29 - 1) * 100, 2) AS day_pct
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start < '2026-07-30 00:00:00') AS c29,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-30 00:00:00') AS c30
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker IN ('XLB', 'XLC', 'XLE', 'XLF', 'XLI', 'XLK', 'XLP', 'XLRE', 'XLU', 'XLV', 'XLY')
          AND ((window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00')
            OR (window_start >= '2026-07-30 13:30:00' AND window_start < '2026-07-30 20:00:00'))
        GROUP BY ticker
        HAVING c29 > 0 AND c30 > 0
    )
)
ORDER BY day_pct DESC
Run this yourself

Technology 以5.52%位居榜首，Communications垫底，报-2.69%，落后8.21个百分点。这一差距就是当日的行业分化：如果11只基金的表现都落在一个百分点以内，市场走势与其中一只基金大幅领先其他基金时明显不同。

美元成交额流向

查询成交额前6名、成交股数前4名：7月30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
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 >= '2026-07-30 13:30:00' AND window_start < '2026-07-30 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 >= '2026-07-30 13:30:00' AND window_start < '2026-07-30 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 43.29 十亿美元的常规交易时段成交额领跑美元成交额榜，MSFT 以 42.56 十亿美元紧随其后。股票成交量榜回答的是另一个问题：CYCU 以 544 百万股位居首位，对应的隐含平均价格为每股 $0.86。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。

期权成交记录

查询期权交易流：合约数、看涨期权占比、与周三相比的当日合约占比、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) = '260730', 1, 0) AS is_0dte
            FROM global_markets.options_trades
            WHERE sip_timestamp >= '2026-07-30 00:00:00' AND sip_timestamp < '2026-07-31 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 >= '2026-07-30 13:30:00' AND window_start < '2026-07-30 20:00:00'
    ) AS spy_regular_close,
    (
        SELECT round(toFloat64(sum(size)) / 1e6, 2)
        FROM global_markets.options_trades
        WHERE sip_timestamp >= '2026-07-29 00:00:00' AND sip_timestamp < '2026-07-30 00:00:00'
    ) AS jul29_contracts_m,
    (
        SELECT round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260729') / sum(size), 1)
        FROM global_markets.options_trades
        WHERE sip_timestamp >= '2026-07-29 00:00:00' AND sip_timestamp < '2026-07-30 00:00:00'
    ) AS jul29_pct_0dte
SELECT
    round(count() / 1e6, 2) AS option_prints_m,
    round(toFloat64(sum(size)) / 1e6, 2) AS contracts_m,
    jul29_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) = '260730') / sum(size), 1) AS pct_0dte,
    jul29_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 >= '2026-07-30 00:00:00' AND sip_timestamp < '2026-07-31 00:00:00'
Run this yourself

期权成交记录显示，成交量为 10.93 百万笔，涉及 67.06 百万份合约；周三为 66.84 百万份。看涨期权占合约成交量的 54.6%。当日到期的合约，即零日到期合约，成交量为 25.3%，而周三为 33.1%。这一节奏由到期时点决定。SPY成交最活跃的合约是 740 C，成交量为 0.56 百万份。其行权价与SPY常规收盘价741.73美元的差额为 -1.73美元，按行权价减收盘价计算。

报价带

报价数据是本交易台最稀缺的数据集，并且每个交易时段都会进行统计。普通交易日也会被记录。

查询股票NBBO更新次数：7月30日与7月29日对比，含指定股票更新次数（百万次）
每个数字背后的完整 SQL
SELECT
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-30')) / 1e6, 2) AS jul30_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-29')) / 1e6, 2) AS jul29_updates_m,
    round((countIf(toDate(sip_timestamp) = toDate('2026-07-30')) / countIf(toDate(sip_timestamp) = toDate('2026-07-29')) - 1) * 100, 1) AS day_over_day_pct,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-30') AND ticker = 'SPY') / 1e6, 2) AS jul30_spy_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-30') AND ticker = 'QQQ') / 1e6, 2) AS jul30_qqq_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-30') AND ticker = 'NVDA') / 1e6, 2) AS jul30_nvda_updates_m
FROM global_markets.cache_stocks_quotes
WHERE sip_timestamp >= '2026-07-29 00:00:00' AND sip_timestamp < '2026-07-31 00:00:00'
Run this yourself

股票报价带录得 560.75 百万次 NBBO 更新，周三为 722.65 百万次，日环比变动为 -22.4%。SPY 录得 5.55 百万次更新，QQQ 录得 6.75 百万次，NVDA 录得 2.39 百万次。

查询七只股票：7月30日常规交易时段报价中位价差（基点），含报价质量计数
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 >= '2026-07-30 13:30:00' AND sip_timestamp < '2026-07-30 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 0.59 个基点，NVDA 为 1.03 个基点。最后两列是披露项：单边报价和交叉报价按每只证券分别计数，并从中位数统计中单独列出，而不是被悄然剔除。交叉报价指买价高于卖价，这是由纳秒级分辨率下整合多个交易场所数据而成的综合行情中常见的技术性结果。

查询SPY中位价差在7月各交易日中的排名，最窄优先
每个数字背后的完整 SQL
SELECT round(anyIf(spread_bps, d = toDate('2026-07-30')), 2) AS jul30_median_spread_bps,
       arrayCount(x -> x < anyIf(spread_bps, d = toDate('2026-07-30')), groupArrayIf(spread_bps, d != toDate('2026-07-30'))) + 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 < '2026-07-30 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

按照相同逻辑与七月的每个交易时段进行排名，当天 SPY 的 0.27 个基点报价中位数，在从价差最窄开始计算的 19 个 21 中排名，统计窗口起始于 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，并且经过发布和限定。

查询期权NBBO行情：总更新次数与股票行情对比，以及SPY根代码分项，7月30日
每个数字背后的完整 SQL
WITH
    (SELECT count() FROM global_markets.cache_options_quotes WHERE sip_timestamp >= '2026-07-30 00:00:00' AND sip_timestamp < '2026-07-31 00:00:00') AS jul30_options_rows,
    (SELECT count() FROM global_markets.cache_stocks_quotes WHERE sip_timestamp >= '2026-07-30 00:00:00' AND sip_timestamp < '2026-07-31 00:00:00') AS jul30_stock_quote_rows
SELECT
    round(jul30_options_rows / 1e9, 2) AS jul30_options_bn,
    round(jul30_options_rows / jul30_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 >= '2026-07-30 13:30:00' AND sip_timestamp < '2026-07-30 20:00:00') / 1e6, 0) AS jul30_spy_options_m
Run this yourself

期权 NBBO 报价带录得 10.32 十亿次更新，是股票报价带的 18.4 倍。其中，仅 SPY 根代码在正常交易时段就录得 441 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27日至7月30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 >= '2026-07-27' AND date <= '2026-07-30'
ORDER BY date
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财政部的文件通常比市场行情滞后一 个交易日左右，因此本面板报告其持有的成交记录：窗口内有 4 行带日期数据。最新数据日期为 2026-07-30，两年期收益率为 4.23%，十年期收益率为 4.68%，三十年期收益率为 5.21%；两年至十年期利差为 45 个基点。

日期背后的日历

查询除息、拆股、上市、新闻及7月30日SEC文件构成
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 >= '2026-07-30 04:00:00' AND published_utc < '2026-07-31 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 = '2026-07-30'
    ) AS fil
SELECT
    (SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date = '2026-07-30') AS ex_dividend_records,
    (SELECT countIf(toFloat64(split_from) > toFloat64(split_to)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-30') AS reverse_splits,
    (SELECT countIf(toFloat64(split_to) > toFloat64(split_from)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-30') AS forward_splits,
    (SELECT count() FROM global_markets.stocks_ipos WHERE listing_date = '2026-07-30') AS listings,
    (SELECT count() FROM global_markets.stocks_news WHERE published_utc >= '2026-07-30 04:00:00' AND published_utc < '2026-07-31 04:00:00') AS news_articles,
    (SELECT uniqExact(JSONExtractString(publisher, 'name')) FROM global_markets.stocks_news WHERE published_utc >= '2026-07-30 04:00:00' AND published_utc < '2026-07-31 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

7月30日，200 笔股息记录进入除息日，执行了 3 次反向拆股和 3 次正向拆股，另有 3 只新上市证券开始交易。新闻源收录了来自 2 家媒体的 173 篇文章，其中报道最多的股票代码是 NVDA，在该新闻源的这一时间窗口内共有 11 篇相关文章。EDGAR 每日索引显示，当日共有 5544 份申报，来自 2743 家不同的申报方，包括 745 份内部人士Form 4报告、460 份 8-K 当前报告、1426 份 424B2 定价补充文件，以及 252 份 10-Q 季度报告。该索引按自身时间表发布，本面板仅报告生成时索引中已有的内容。

即将发生

接下来的两个交易日，请从同一组表格中读取数据，并有意关注该时段之后的情况。日历显示，7月31日星期五是本月最后一个交易日。

查询日历中的7月31日和8月3日：休市、除息、拆股、周五到期日及空头权益数据滞后
每个数字背后的完整 SQL
SELECT
    (SELECT count() FROM global_markets.stocks_market_holidays WHERE date >= '2026-07-31' AND date <= '2026-08-03' AND status != 'open') AS closures_next_two_sessions,
    (SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date >= '2026-07-31' AND ex_dividend_date <= '2026-08-03') AS exdiv_records_next_two_sessions,
    (SELECT countIf(ticker IN ('AAPL', 'MSFT', 'JPM', 'KO', 'JNJ', 'XOM', 'CVX', 'PG', 'WMT', 'HD')) FROM global_markets.stocks_dividends WHERE ex_dividend_date >= '2026-07-31' AND ex_dividend_date <= '2026-08-03') AS household_exdivs,
    (SELECT count() FROM global_markets.stocks_splits WHERE execution_date >= '2026-07-31' AND execution_date <= '2026-08-03') AS splits_next_two_sessions,
    round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260731') / sum(size), 1) AS jul31_expiry_pct_of_thu_volume,
    (SELECT toString(max(settlement_date)) FROM global_markets.stocks_short_interest WHERE settlement_date <= '2026-07-30') AS latest_short_interest_settlement
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-30 00:00:00' AND sip_timestamp < '2026-07-31 00:00:00'
Run this yourself

假日表显示，7月31日星期五和8月3日星期一共计有 0 个休市日。两天内共有 544 条股息记录进入除息状态，其中 0 条来自抽查的十家知名家庭品牌公司；另有 14 次拆股计划执行。周四的期权成交量中，已有 26.7% 来自到期日为7月31日星期五的合约。最新的已备案空头权益结算数据为 2026-07-15。该文件发布存在较长滞后，因此有专门的说明。

已核验的交易时段

查询交易时段核验：SPY首根/末根K线（ET）、常规K线数量、节假日记录、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 >= '2026-07-30 13:30:00' AND window_start < '2026-07-30 20:00:00') AS regular_session_bars,
    uniqExactIf(toDate(toTimeZone(window_start, 'America/New_York')), window_start >= '2026-07-30 13:30:00' AND window_start < '2026-07-30 20:00:00') AS day_sessions,
    (SELECT count() FROM global_markets.stocks_market_holidays WHERE date = '2026-07-30') AS jul30_holiday_rows,
    (SELECT toString(min(date)) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-30' AND date <= '2026-12-31' AND status = 'closed') AS next_closure_date,
    (SELECT argMin(name, date) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-30' 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 >= '2026-07-30 00:00:00' AND window_start < '2026-07-31 00:00:00'
Run this yourself

完整的常规交易时段：第一根 SPY K线为美东时间 04:00，最后一根为美东时间 19:59，共 390 根常规交易时段K线；窗口内有 1 个交易时段，并有 0 条该日期的节假日记录。下一次计划休市时间为 2026-09-07 的 Labor Day。

常见问题

2026年7月30日星期四股市表现如何？

SPY较前一交易日收盘价变动1.68%，收于$741.73；QQQ为3.34%，DIA为1.19%，IWM为1.37%。在流动性较高的股票中，3782上涨，2122下跌。

2026年7月30日哪个板块表现最好？

Technology，为5.52%，这一表现根据十一只SPDR精选行业基金计算。十一只基金中表现最弱的是Communications，其涨跌幅为-2.69%。

2026年7月30日期权市场交易活跃度如何？

成交量为67.06百万张合约，上一交易日为66.84百万张。同日到期合约占成交量的25.3%，看涨期权占54.6%。

2026年7月30日哪只股票成交额最高？

MU，常规交易时段成交额为43.29十亿美元，高于MSFT的42.56十亿美元。

数据说明

上一期日报是2026年7月29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，其中的每项位置表述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定义的固定集合，不是供应商分类。涨跌幅榜设有常规交易时段成交额五百万美元的门槛，排除两次收盘之间发生拆股执行的股票，并根据内部歧义保护规则排除一个重复使用的代码，因此每次重点提示最终都会对应一个可核验的股票。报价面板按股票统计单边报价和交叉报价，不会静默丢弃这些报价。美国财政部文件和 EDGAR 日索引各自按照自身时间表到达，因此相关面板仅报告实际收到的内容，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。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成交记录，也不使用延长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：根据假日表和实际观测到的K线核验，绝不根据日历推定。
  • 与前一交易时段比较：在查询中根据7月29日计算，绝不沿用上一篇文章的数据。
  • 小数处理：所有价格、规模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，即该交易时段结束两天后，处于行情数据通常一至两天写入延迟的边缘；如果生成时发现数据集缺失，上述有界回执可确保文章继续发布。

交叉链接：上一篇每日回顾、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。

如果您想将时间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。

#recap#daily#spy#qqq#market structure