Strasmore Research
市場回顧 Matt Connor作者： Matt Connor · 更新於 2026-07-25

2026年7月9日市場回顧

晶片設備開高走低，MEGA股開低走高，大盤翻紅唯獨NVDA收黑，開盤定價全在盤前一分鐘內完成。

2026年7月9日星期四的暴力走勢，全集中在開盤鈴響前的一分鐘內。晶片設備股在盤前交易中已遠高於週三收盤價，而META則低於該收盤價-3.16%；9:30的開盤價確認了這兩種走勢。隨後，當日行情部分回吐了自身的開盤動能：晶片股的跳空缺口收斂，META完全收復失地，大盤最終以71.5%的漲幅作收——這是本週涵蓋面最廣的一個交易日。NVDA在週二重挫期間仍維持上漲，但今日收黑。以下所有數據均取自儲存查詢結果。

開盤價是怎麼形成的

那些跳空缺口並不是在 9:30 才出現。在美東時間凌晨 4:00 到上午 9:29 之間，盤前交易就已經對這些股票重新定價，而開盤的第一筆成交價就落在那個水準上。

查詢盤前路徑，美東時間 4:00–9:29：最後一筆盤前成交價 vs 週三收盤價，以及隨後開盤價
每個數據背後的精確 SQL 語法
SELECT
    ticker,
    round(prior_close, 2) AS prior_close,
    formatDateTime(first_pm_bar, '%H:%i') AS first_premkt_bar_et,
    round(premkt_last, 2) AS premkt_last,
    round((premkt_last / prior_close - 1) * 100, 2) AS premkt_pct,
    round(premkt_shares / 1e3, 1) AS premkt_shares_k,
    round((day_open / prior_close - 1) * 100, 2) AS gap_pct,
    round((day_open / premkt_last - 1) * 100, 2) AS open_vs_premkt_pct
FROM (
    SELECT
        ticker,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00')) AS prior_close,
        minIf(toTimeZone(window_start, 'America/New_York'), window_start >= '2026-07-09 08:00:00' AND window_start < '2026-07-09 13:30:00') AS first_pm_bar,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-09 08:00:00' AND window_start < '2026-07-09 13:30:00')) AS premkt_last,
        sumIf(toFloat64(volume), window_start >= '2026-07-09 08:00:00' AND window_start < '2026-07-09 13:30:00') AS premkt_shares,
        toFloat64(argMinIf(open, window_start, window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00')) AS day_open
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'QQQ', 'KLAC', 'LRCX', 'META', 'NVDA')
      AND ((window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00')
        OR (window_start >= '2026-07-09 08:00:00' AND window_start < '2026-07-09 20:00:00'))
    GROUP BY ticker
)
ORDER BY ticker

KLAC 最後一筆盤前成交價比週三收盤價高出 +8.49%，開盤時則是 +8.14%；LRCX 盤前上漲 +9.64%，開盤時漲幅來到 +9.67%；META 盤前成交價為 -3.16%，開盤價為 -3.16%。請看 open_vs_premkt_pct：這六檔股票開盤價全都落在各自最後一筆盤前成交價的 1% 以內。NVDA 是唯一的例外——在 3741.7 千股的成交量下，隔夜變動為 0.16%，是六檔中盤前成交量最大、波動卻最小的股票（盤前與盤後交易）。

有觸發因素嗎？我們的數據並未指出任何原因

回顧應該說明是什麼推動了股價變動。但我們的表格中卻一無所獲：對於跳空幅度最大的四檔個股，新聞摘要和美國證管會申報索引均為空白。

查詢已登錄的指名催化事件：各股相關新聞與 SEC 申報文件，週三收盤至週四收盤
每個數據背後的精確 SQL 語法
SELECT
    ticker,
    toUInt32(sum(overnight_articles)) AS overnight_articles,
    toUInt32(sum(session_articles)) AS session_articles,
    toUInt32(sum(sec_filings)) AS sec_filings,
    toUInt32(sum(filings_8k)) AS filings_8k
FROM (
    SELECT
        arrayJoin(['AMD', 'KLAC', 'LRCX', 'META', 'MSFT', 'MU', 'NVDA', 'TER', 'WDC']) AS ticker,
        toUInt64(0) AS overnight_articles, toUInt64(0) AS session_articles,
        toUInt64(0) AS sec_filings, toUInt64(0) AS filings_8k
    UNION ALL
    SELECT
        arrayJoin(tickers) AS ticker,
        countIf(published_utc < '2026-07-09 13:30:00') AS overnight_articles,
        countIf(published_utc >= '2026-07-09 13:30:00') AS session_articles,
        toUInt64(0) AS sec_filings, toUInt64(0) AS filings_8k
    FROM global_markets.stocks_news
    WHERE published_utc >= '2026-07-08 20:00:00' AND published_utc < '2026-07-09 20:00:00'
    GROUP BY ticker
    UNION ALL
    SELECT
        ticker, toUInt64(0), toUInt64(0),
        count() AS sec_filings,
        countIf(form_type = '8-K') AS filings_8k
    FROM global_markets.stocks_sec_edgar_index
    WHERE filing_date >= '2026-07-08' AND filing_date <= '2026-07-09'
    GROUP BY ticker
)
WHERE ticker IN ('AMD', 'KLAC', 'LRCX', 'META', 'MSFT', 'MU', 'NVDA', 'TER', 'WDC')
GROUP BY ticker
ORDER BY ticker

0 篇隔夜文章、0 篇盤中、0 份KLAC的SEC申報——LRCX、TER和WDC也同樣是空白。從未跳空的NVDA，在這九檔中報導量最大（7 篇隔夜、9 篇盤中），卻收跌。這只是一個資訊來源的關注度，並非全球媒體，空白欄位也不代表沒有事件發生——但我們的數據中沒有任何東西指出原因，而「原因不明」本身就是一個完整的答案。

記分板

所有變動皆以 7 月 9 日最後一筆常規交易分鐘 K 棒與週三收盤價相比；各列按字母排序，因此每檔 ETF 維持固定位置。

查詢SPY / QQQ / DIA / IWM — 7 月 9 日 vs 7 月 8 日收盤價，一般交易時段
每個數據背後的精確 SQL 語法
WITH prior AS (
    SELECT ticker, argMax(close, window_start) AS prior_close
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'QQQ', 'DIA', 'IWM')
      AND window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00'
    GROUP BY ticker
),
sess AS (
    SELECT ticker,
           argMin(open, window_start) AS day_open,
           argMax(close, window_start) AS day_close,
           max(high) AS day_high,
           min(low) AS day_low,
           round(toFloat64(sum(volume)) / 1e6, 1) AS shares_traded_m
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'QQQ', 'DIA', 'IWM')
      AND window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'
    GROUP BY ticker
)
SELECT
    s.ticker AS ticker,
    round(toFloat64(p.prior_close), 2) AS prior_close,
    round(toFloat64(s.day_open), 2) AS day_open,
    round(toFloat64(s.day_close), 2) AS day_close,
    round((toFloat64(s.day_open) / toFloat64(p.prior_close) - 1) * 100, 2) AS gap_pct,
    round((toFloat64(s.day_close) / toFloat64(s.day_open) - 1) * 100, 2) AS intraday_pct,
    round((toFloat64(s.day_close) / toFloat64(p.prior_close) - 1) * 100, 2) AS pct_change,
    round(toFloat64(s.day_high), 2) AS day_high,
    round(toFloat64(s.day_low), 2) AS day_low,
    s.shares_traded_m
FROM sess s LEFT JOIN prior p ON s.ticker = p.ticker
ORDER BY ticker

四檔全數收紅。QQQ 以 +1.67% 領漲——跳空上漲 +0.99%，再攀升 +0.68%；小型股 IWM 上漲 +1.29%，SPY 上漲 +0.85% 至 $751.64，DIA 以 +0.29% 墊底。成長股在前，道瓊在後。

這一天是否異常？

就指數層面而言，並不異常：QQQ 收盤對收盤的 +1.67% 漲幅，在過去 21 個交易日中排名第 10 大；SPY 的開盤至收盤變動則排名第 8／22。真正的戲劇性，存在於當日各板塊之間。

查詢SPY / QQQ 日內波動的滾動脈絡（約 22 個交易日）
每個數據背後的精確 SQL 語法
SELECT
    round(anyIf(cc_pct, ticker = 'QQQ' AND d = toDate('2026-07-09')), 2) AS qqq_close_over_close_pct,
    arrayCount(x -> x > abs(anyIf(cc_pct, ticker = 'QQQ' AND d = toDate('2026-07-09'))), groupArrayIf(abs(cc_pct), ticker = 'QQQ' AND d != toDate('2026-07-09'))) + 1 AS qqq_abs_move_rank,
    countIf(ticker = 'QQQ' AND isFinite(cc_pct)) AS qqq_sessions_compared,
    round(anyIf(oc_pct, ticker = 'SPY' AND d = toDate('2026-07-09')), 2) AS spy_open_to_close_pct,
    arrayCount(x -> x > abs(anyIf(oc_pct, ticker = 'SPY' AND d = toDate('2026-07-09'))), groupArrayIf(abs(oc_pct), ticker = 'SPY' AND d != toDate('2026-07-09'))) + 1 AS spy_abs_move_rank,
    countIf(ticker = 'SPY') AS spy_sessions_compared,
    toString(min(d)) AS first_session
FROM (
    SELECT ticker, d,
           if(isFinite(close_px / lagInFrame(close_px) OVER (PARTITION BY ticker ORDER BY d) - 1),
              (close_px / lagInFrame(close_px) OVER (PARTITION BY ticker ORDER BY d) - 1) * 100, NULL) AS cc_pct,
           oc_pct
    FROM (
        SELECT ticker, toDate(toTimeZone(window_start, 'America/New_York')) AS d,
               argMax(toFloat64(close), window_start) AS close_px,
               (argMax(toFloat64(close), window_start) / argMin(toFloat64(open), window_start) - 1) * 100 AS oc_pct
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker IN ('SPY', 'QQQ')
          AND window_start >= toDateTime('2026-06-08 13:30:00')
          AND window_start < toDateTime('2026-07-10 00:00:00')
          AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
        GROUP BY ticker, d
    )
)

市場寬度：本週最廣泛的一次交易時段

查詢高流動性廣度：7 月 9 日上漲家數佔比 vs 7 月 8 日，篩選成交額逾 100 萬美元
每個數據背後的精確 SQL 語法
SELECT
    countIf(close_9 > close_8 AND close_8 > 0 AND dv_9 >= 1000000) AS advancers,
    countIf(close_9 < close_8 AND close_8 > 0 AND dv_9 >= 1000000) AS decliners,
    countIf(close_9 = close_8 AND close_8 > 0 AND dv_9 >= 1000000) AS unchanged,
    countIf(close_8 > 0 AND close_9 > 0 AND dv_9 >= 1000000) AS liquid_tickers,
    countIf(close_8 > 0 AND close_9 > 0) AS traded_both_sessions,
    countIf(close_8 > 0 AND close_9 > 0) - countIf(close_8 > 0 AND close_9 > 0 AND dv_9 >= 1000000) AS dropped_by_liquidity_filter,
    round(100.0 * countIf(close_9 > close_8 AND close_8 > 0 AND dv_9 >= 1000000) / countIf(close_8 > 0 AND close_9 > 0 AND dv_9 >= 1000000), 1) AS advancer_pct,
    round(100.0 * countIf(close_8 > close_7 AND close_7 > 0 AND dv_8 >= 1000000) / countIf(close_8 > 0 AND close_7 > 0 AND dv_8 >= 1000000), 1) AS jul8_advancer_pct
FROM (
    SELECT ticker,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00')) AS close_7,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00')) AS close_8,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00')) AS close_9,
           sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00') AS dv_9,
           sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00') AS dv_8
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-09 20:00:00'
    GROUP BY ticker
)

上漲家數 4263 對比下跌家數 1631 — 上漲比例為 71.5%，前一交易日週三為 29.6%，採用相同的計算方式與相同的 100 萬美元成交額篩選條件（5385 的 11351 檔標的未達此門檻）。與本週其餘交易日對照：

查詢本週至今：每個已結束交易日的指數波動與上漲家數佔比
每個數據背後的精確 SQL 語法
WITH per_day AS (
    SELECT ticker,
           toDate(toTimeZone(window_start, 'America/New_York')) AS d,
           argMax(toFloat64(close), window_start) AS c,
           sum(toFloat64(close) * toFloat64(volume)) AS dv
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE window_start >= '2026-07-02 13:30:00' AND window_start < '2026-07-09 20:00:00'
      AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
    GROUP BY ticker, d
),
lagged AS (
    SELECT ticker, d, c, dv,
           lagInFrame(c) OVER (PARTITION BY ticker ORDER BY d) AS prev_c
    FROM per_day
)
SELECT
    toString(d) AS date,
    round(anyIf((c / prev_c - 1) * 100, ticker = 'SPY'), 2) AS spy_pct,
    round(anyIf((c / prev_c - 1) * 100, ticker = 'QQQ'), 2) AS qqq_pct,
    round(100.0 * countIf(c > prev_c AND prev_c > 0 AND dv >= 1000000) / countIf(c > 0 AND prev_c > 0 AND dv >= 1000000), 1) AS advancer_pct,
    countIf(c > 0 AND prev_c > 0 AND dv >= 1000000) AS liquid_names
FROM lagged
WHERE d >= toDate('2026-07-06')
GROUP BY d
ORDER BY d

週一開局上漲比例為 62.4%，週二與週三分別降至 33.9% 與 29.6%，而週四的 71.4% 是本週已完成的四個交易時段中最高的（7 月 10 日週五的數據在此回顧發布之後才出爐）。QQQ 亦步亦趨：週二 -1.82%，週三 0.25%，週四 +1.67%。

晶片之外：市場其餘板塊的交易表現

廣度指標顯示多數股票上漲，但這並不代表漲勢是均勻的。下方是每個板塊選取三檔流動性高的股票所組成的等權重籃子，每天追蹤的都是同一個固定籃子。

查詢八個已宣告的產業籃子，各三檔：7 月 9 日收盤對收盤，等權重計算
每個數據背後的精確 SQL 語法
SELECT
    sector,
    count() AS names,
    round(avg(pct_chg), 2) AS avg_pct_chg,
    round(min(pct_chg), 2) AS worst_name_pct,
    round(max(pct_chg), 2) AS best_name_pct,
    round(avg(pct_chg) - max(avg(pct_chg)) OVER (), 2) AS gap_to_best_sector_pct
FROM (
    SELECT
        ticker,
        multiIf(ticker IN ('AMD', 'AVGO', 'KLAC'), 'Semiconductors',
                ticker IN ('AAPL', 'MSFT', 'GOOGL'), 'Big tech',
                ticker IN ('JPM', 'BAC', 'GS'), 'Financials',
                ticker IN ('CAT', 'HON', 'GE'), 'Industrials',
                ticker IN ('XOM', 'CVX', 'COP'), 'Energy',
                ticker IN ('JNJ', 'UNH', 'PFE'), 'Healthcare',
                ticker IN ('KO', 'PG', 'WMT'), 'Staples',
                'Utilities') AS sector,
        (toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'))
         / toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00')) - 1) * 100 AS pct_chg
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('AMD', 'AVGO', 'KLAC', 'AAPL', 'MSFT', 'GOOGL', 'JPM', 'BAC', 'GS', 'CAT', 'HON', 'GE',
                     'XOM', 'CVX', 'COP', 'JNJ', 'UNH', 'PFE', 'KO', 'PG', 'WMT', 'NEE', 'DUK', 'SO')
      AND window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-09 20:00:00'
    GROUP BY ticker
)
GROUP BY sector
ORDER BY avg_pct_chg DESC

Semiconductors 領漲，漲幅為 +4.24%，Energy 則表現落後，漲幅為 -2.01% — 差距達到 -6.25 個百分點（gap_to_best_sector_pct）。金融股是非晶片籃子中最強勢的，漲幅為 +1.88%；必需消費品（-0.91%）、公用事業（-0.96%）和能源股則收跌。大型科技股（AAPL、MSFT 和 GOOGL）平均僅小幅上漲 +0.17%。當日從開盤到收盤最大的反轉是 META 的 +8.1% 波動，這不包含在上述八個籃子中；而在這個籃子裡，MSFT 從 -2.25% 的開盤到 +0.33% 的收盤，是幅度最大的來回走勢。

半導體開盤強勢，隨後漲幅回吐

gap_pct 是相對於週三收盤的開盤表現；intraday_pct 則是當日剩餘時間的走勢。各股按字母順序排列。

查詢十四檔晶片股：開盤跳空 vs 當日剩餘時段，7 月 9 日
每個數據背後的精確 SQL 語法
WITH per_name AS (
    SELECT
        ticker,
        toFloat64(argMaxIf(close, window_start, window_start < '2026-07-09 00:00:00')) AS prior_close,
        toFloat64(argMinIf(open, window_start, window_start >= '2026-07-09 00:00:00')) AS day_open,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-09 00:00:00')) AS day_close,
        maxIf(toFloat64(high), window_start >= '2026-07-09 00:00:00') AS day_high,
        minIf(toFloat64(low), window_start >= '2026-07-09 00:00:00') AS day_low,
        round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-09 00:00:00') / 1e9, 2) AS day_dollar_bn
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('AMD', 'AVGO', 'INTC', 'KLAC', 'LRCX', 'MRVL', 'MU', 'NVDA', 'SNDK', 'SOXL', 'SOXS', 'STX', 'TER', 'WDC')
      AND ((window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00')
        OR (window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'))
    GROUP BY ticker
)
SELECT
    ticker,
    round(prior_close, 2) AS prior_close,
    round(day_open, 2) AS day_open,
    round(day_close, 2) AS day_close,
    round((day_open / prior_close - 1) * 100, 2) AS gap_pct,
    round((day_close / day_open - 1) * 100, 2) AS intraday_pct,
    round((day_close / prior_close - 1) * 100, 2) AS pct_chg,
    day_dollar_bn
FROM per_name
ORDER BY ticker

KLAC 開盤較週三收盤上漲 +8.14%，隨後回吐 -3.98%；LRCX 開盤 +9.67%，隨後回落 -3.26%；TER（+7.87%）和 WDC（+7.89%）走勢如出一轍。MU 跳空開高 +7.07%，下滑 -2.56%，最終仍收在 +4.33%，成交量達 33.56B——連續第二個交易日成為盤面上成交量最大的個股（週三回顧 記錄了第一個交易日）。AMD 和 SNDK 是例外：AMD 在開盤 +3.87% 後再添 1.75%，最終收在 +5.68%；SNDK 開盤已上漲 +6.14%，隨後再添 1.23%，收在 +7.45%。至於 NVDA：開盤 +0.16%——並未跳空——最終收在 -0.68%。

查詢收據：7 月 9 日十四檔個股漲跌家數統計，以及 NVDA 的兩日轉向
每個數據背後的精確 SQL 語法
SELECT
    countIf(close_9 > close_8) AS jul9_green,
    countIf(close_9 < close_8) AS jul9_red,
    countIf(close_8 > close_7) AS jul8_green,
    round(anyIf((close_9 / close_8 - 1) * 100, ticker = 'NVDA'), 2) AS nvda_jul9_pct,
    round(anyIf((close_8 / close_7 - 1) * 100, ticker = 'NVDA'), 2) AS nvda_jul8_pct,
    count() AS names_counted
FROM (
    SELECT ticker,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00')) AS close_7,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00')) AS close_8,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00')) AS close_9
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('AMD', 'AVGO', 'INTC', 'KLAC', 'LRCX', 'MRVL', 'MU', 'NVDA', 'SNDK', 'SOXL', 'SOXS', 'STX', 'TER', 'WDC')
      AND window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-09 20:00:00'
    GROUP BY ticker
)

十四檔個股中有 12 檔收漲；2 檔收跌的個股構成了反向包裝——在一個上漲交易日中屬於結構性現象——而 NVDA 收在 -0.68%，就在前一天收漲 +3.66% 之後。這檔晶片股龍頭缺席了自身板塊的慶祝行情。

另一面：巨型股開低後爬升

查詢八檔巨型股與防禦型股：開盤跳空 vs 當日剩餘時段，7 月 9 日
每個數據背後的精確 SQL 語法
WITH per_name AS (
    SELECT
        ticker,
        toFloat64(argMaxIf(close, window_start, window_start < '2026-07-09 00:00:00')) AS prior_close,
        toFloat64(argMinIf(open, window_start, window_start >= '2026-07-09 00:00:00')) AS day_open,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-09 00:00:00')) AS day_close,
        round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-09 00:00:00') / 1e9, 2) AS day_dollar_bn
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('AAPL', 'AMZN', 'CVX', 'GOOGL', 'JNJ', 'META', 'MSFT', 'TSLA')
      AND ((window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00')
        OR (window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'))
    GROUP BY ticker
)
SELECT
    ticker,
    round(prior_close, 2) AS prior_close,
    round(day_open, 2) AS day_open,
    round(day_close, 2) AS day_close,
    round((day_open / prior_close - 1) * 100, 2) AS gap_pct,
    round((day_close / day_open - 1) * 100, 2) AS intraday_pct,
    round((day_close / prior_close - 1) * 100, 2) AS pct_chg,
    day_dollar_bn
FROM per_name
ORDER BY ticker

八檔中有七檔開盤價低於週三收盤價；後續走勢則將它們區分開來。META 開盤下跌 -3.16%，隨後一路攀升 +8.1%，收盤 4.69% — 這是頁面上最劇烈的開盤至收盤反轉。MSFT 開盤下跌 -2.25%，隨後回升至 +0.33%；AMZN（+1.4%）與 AAPL（+0.93%）也循相同路徑；TSLA 從未出現缺口，並一路攀升至 +3.21%。持續走低的個股並非成長股：GOOGL（-0.76%）、CVX（-1.06%）、JNJ（-1.62%）。股票為何會在一夜之間出現缺口 說明了這項機制。

資金流向何處

查詢成交金額前 6 名、成交股數前 4 名 — 7 月 9 日一般交易時段
每個數據背後的精確 SQL 語法
SELECT leaderboard, ticker, dollar_volume_bn, shares_m,
    round(1000 * dollar_volume_bn / shares_m, 2) AS implied_avg_price,
    round(100 * if(leaderboard = 'by dollars traded', dollar_volume_bn, shares_m)
        / max(if(leaderboard = 'by dollars traded', dollar_volume_bn, shares_m)) OVER (PARTITION BY leaderboard), 1) AS pct_of_board_leader
FROM (
    SELECT
        'by dollars traded' AS leaderboard,
        ticker,
        round(sum(toFloat64(close) * toFloat64(volume)) / 1e9, 2) AS dollar_volume_bn,
        round(sum(toFloat64(volume)) / 1e6, 1) AS shares_m
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'
      AND ticker NOT IN ('SPCX')
    GROUP BY ticker
    ORDER BY dollar_volume_bn DESC
    LIMIT 6
    UNION ALL
    SELECT
        'by shares traded' AS leaderboard,
        ticker,
        round(sum(toFloat64(close) * toFloat64(volume)) / 1e9, 2) AS dollar_volume_bn,
        round(sum(toFloat64(volume)) / 1e6, 1) AS shares_m
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'
      AND ticker NOT IN ('SPCX')
    GROUP BY ticker
    ORDER BY shares_m DESC
    LIMIT 4
)
ORDER BY leaderboard, pct_of_board_leader DESC

MU 再次稱霸成交金額榜，達到 33.56B，超越 SPY（24.37B）、NVDA（21.28B）與 SNDK（20.59B）——記憶體相關個股佔據前四名中的兩席。成交量排行榜則是另一番景象：SOXS 以 558.1M 股居冠，隱含價格為 $3.91（相對成交量）。

查詢美東時間每 30 分鐘區間的股數，一般交易時段，附當日最大區間佔比
每個數據背後的精確 SQL 語法
SELECT
    formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
    round(sum(toFloat64(volume)) / 1e9, 2) AS shares_bn,
    round(100 * sum(toFloat64(volume)) / max(sum(toFloat64(volume))) OVER (), 1) AS pct_of_biggest_bucket
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'
GROUP BY et_time
ORDER BY et_time

典型的 U 型走勢：開盤時段成交 1.79B 股（佔最大時段的 91.4%），盤中低谷為 0.64B 股，而 收盤競價 半小時則以 1.96B 股成為全日最大量時段。即使行情在開盤時就已定調，成交量最終仍集中於收盤。

選擇權交易紀錄

查詢選擇權報價帶：成交筆數、合約量、買權佔比、0DTE 佔比 vs 週三、熱門合約
每個數據背後的精確 SQL 語法
WITH
    (
        SELECT (groupArray(und), groupArray(strike), groupArray(typ), groupArray(vol), groupArray(avg_px), groupArray(is_0dte))
        FROM (
            SELECT any(underlying_symbol) AS und, any(toFloat64(strike_price)) AS strike, any(option_type) AS typ,
                   sum(size) AS vol, round(avg(toFloat64(price)), 3) AS avg_px,
                   if(substring(ticker, length(ticker) - 14, 6) = '260709', 1, 0) AS is_0dte
            FROM global_markets.options_trades
            WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00'
            GROUP BY ticker
            ORDER BY vol DESC
            LIMIT 3
        )
    ) AS top3,
    (
        SELECT round(toFloat64(argMax(close, window_start)), 2)
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'SPY' AND window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'
    ) AS spy_regular_close,
    (
        SELECT round(toFloat64(sum(size)) / 1e6, 2)
        FROM global_markets.options_trades
        WHERE sip_timestamp >= '2026-07-08 00:00:00' AND sip_timestamp < '2026-07-09 00:00:00'
    ) AS jul8_contracts_m,
    (
        SELECT round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260708') / sum(size), 1)
        FROM global_markets.options_trades
        WHERE sip_timestamp >= '2026-07-08 00:00:00' AND sip_timestamp < '2026-07-09 00:00:00'
    ) AS jul8_pct_0dte
SELECT
    round(count() / 1e6, 2) AS option_prints_m,
    round(toFloat64(sum(size)) / 1e6, 2) AS contracts_m,
    jul8_contracts_m,
    round(100.0 * sumIf(size, option_type = 'C') / sum(size), 1) AS call_pct_of_volume,
    round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260709') / sum(size), 1) AS pct_0dte,
    jul8_pct_0dte,
    spy_regular_close,
    top3.1[1] AS top1_und, top3.2[1] AS top1_strike, top3.3[1] AS top1_type,
    round(toFloat64(top3.4[1]) / 1e3, 1) AS top1_contracts_k, top3.5[1] AS top1_avg_px, top3.6[1] AS top1_is_0dte,
    top3.1[2] AS top2_und, top3.2[2] AS top2_strike, top3.3[2] AS top2_type, top3.6[2] AS top2_is_0dte,
    top3.1[3] AS top3_und, top3.2[3] AS top3_strike, top3.3[3] AS top3_type, top3.6[3] AS top3_is_0dte,
    round(toFloat64(top3.2[1]) - spy_regular_close, 2) AS top1_moneyness
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00'

交易紀錄顯示 9.99M 筆成交與 58.85M 口合約——低於週三的 63.26M——買權佔成交量 58%，0DTE 佔比從 38.7% 降至 28.7%。最活躍的三個合約全是當日到期的 SPY 買權——751C（846.6K 口，均價 $0.526）、752C 與 750C——圍繞 SPY 收盤價 $751.64 形成的階梯（0DTE 選擇權 介紹該產品）。

避險還是投注？避險會買入遠離價平的履約價；投注則買入它想要的方向。

查詢SPY 當日到期（0DTE）選擇權：各履約價距收盤價的合約量分佈
每個數據背後的精確 SQL 語法
WITH (
    SELECT toFloat64(argMax(close, window_start))
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY' AND window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'
) AS spy_close
SELECT
    multiIf(dist < -2, 'Strike >2% below close',
            dist < -0.5, 'Strike 0.5-2% below',
            dist <= 0.5, 'Strike within 0.5%',
            dist <= 2, 'Strike 0.5-2% above',
            'Strike >2% above close') AS strike_bucket,
    round(toFloat64(sumIf(size, option_type = 'C')) / 1e3, 1) AS call_contracts_k,
    round(toFloat64(sumIf(size, option_type = 'P')) / 1e3, 1) AS put_contracts_k,
    round(100.0 * sumIf(size, option_type = 'C') / sum(size), 1) AS call_share_pct
FROM (
    SELECT option_type, size, (toFloat64(strike_price) / spy_close - 1) * 100 AS dist
    FROM global_markets.options_trades
    WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00'
      AND underlying_symbol = 'SPY'
      AND substring(ticker, length(ticker) - 14, 6) = '260709'
)
GROUP BY strike_bucket
ORDER BY min(dist)

當日交易紀錄集中在價平附近：收盤價上下 0.5% 以內有 3768.9k 口買權與 2563.3k 口賣權（59.5% 為買權）。兩翼按方向分化——收盤價以下，1356.5k 口賣權對 255.4k 口買權（更深價外區域買權佔比 1.2%）；收盤價以上，買權在總量僅 29.1k 口的區間中佔了 91.6%。兩翼成交量集中在下方履約價，也就是買入保護的位置：這是一個價平階梯，而非上方階梯。

報價紀錄

查詢股票 NBBO 更新次數：7 月 9 日 vs 7 月 8 日，含指名個股更新量（百萬次）
每個數據背後的精確 SQL 語法
SELECT
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-09')) / 1e6, 2) AS jul9_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-08')) / 1e6, 2) AS jul8_updates_m,
    round((countIf(toDate(sip_timestamp) = toDate('2026-07-09')) / countIf(toDate(sip_timestamp) = toDate('2026-07-08')) - 1) * 100, 1) AS day_over_day_pct,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-09') AND ticker = 'SPY') / 1e6, 2) AS jul9_spy_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-09') AND ticker = 'QQQ') / 1e6, 2) AS jul9_qqq_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-09') AND ticker = 'NVDA') / 1e6, 2) AS jul9_nvda_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-09') AND ticker = 'TSLA') / 1e6, 2) AS jul9_tsla_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-09') AND ticker = 'MU') / 1e6, 2) AS jul9_mu_updates_m
FROM global_markets.cache_stocks_quotes
WHERE sip_timestamp >= '2026-07-08 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00'

當日最安靜的事實：股票報價紀錄上出現 383.44M 次 NBBO 更新，相較週三為 -27.7%。劇烈波動發生在價格水準，而非最佳報價的頻繁變動。QQQ 在主要標的中以 4.35M 次更新領先，高於 SPY 的 2.71M 次與 NVDA 的 1.83M 次。

查詢SPY / QQQ / NVDA / TSLA / MU / SNDK / AVGO：一般交易時段中位數報價價差（基點）
每個數據背後的精確 SQL 語法
SELECT
    ticker,
    round(quantileExact(0.5)((toFloat64(ask_price) - toFloat64(bid_price)) / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2) * 10000), 2) AS median_spread_bps
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('SPY', 'QQQ', 'NVDA', 'TSLA', 'MU', 'SNDK', 'AVGO')
  AND sip_timestamp >= '2026-07-09 13:30:00' AND sip_timestamp < '2026-07-09 20:00:00'
  AND bid_price > 0 AND ask_price > 0 AND ask_price > bid_price
GROUP BY ticker
ORDER BY median_spread_bps ASC

SPY 的報價買賣價差中位數印出 0.27 個基點，QQQ 為 0.42，NVDA 為 0.99——均屬正常水準。尾端較寬者：MU 為 4.23 個基點，SNDK 為 8.79 個基點（買賣價差即此處衡量的成本）。

查詢SPY 一般交易時段平均報價價差的滾動月脈絡
每個數據背後的精確 SQL 語法
SELECT
    round(anyIf(avg_spread_cents, d = toDate('2026-07-09')), 3) AS jul9_avg_spread_cents,
    arrayCount(x -> x < anyIf(avg_spread_cents, d = toDate('2026-07-09')), groupArrayIf(avg_spread_cents, d != toDate('2026-07-09'))) + 1 AS tightness_rank,
    count() AS sessions_compared,
    round(min(avg_spread_cents), 3) AS tightest_session_cents,
    round(max(avg_spread_cents), 3) AS widest_session_cents,
    toString(min(d)) AS first_session
FROM (
    SELECT toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS d,
           avgIf(toFloat64(ask_price - bid_price), bid_price > 0 AND ask_price >= bid_price) * 100 AS avg_spread_cents
    FROM global_markets.cache_stocks_quotes
    WHERE ticker = 'SPY'
      AND sip_timestamp >= toDateTime('2026-06-08 00:00:00')
      AND sip_timestamp < toDateTime('2026-07-10 00:00:00')
      AND (toHour(sip_timestamp) * 60 + toMinute(sip_timestamp)) BETWEEN 810 AND 1199
    GROUP BY d
)

SPY 的平均報價買賣價差為 2.071 美分，在過去 22 個交易日中排名第 10，落在 1.809 至 2.865 美分的區間內：即便在開盤當下，報價亦未顯現壓力。

查詢選擇權 NBBO 報價帶：總更新次數 vs 股票報價帶，以及 SPY 相關部分
每個數據背後的精確 SQL 語法
WITH
    (SELECT count() FROM global_markets.cache_options_quotes WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00') AS jul9_options_rows,
    (SELECT count() FROM global_markets.cache_stocks_quotes WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00') AS jul9_stock_quote_rows
SELECT
    round(jul9_options_rows / 1e9, 2) AS jul9_options_bn,
    round(jul9_options_rows / jul9_stock_quote_rows, 1) AS options_to_stock_ratio,
    round((SELECT count() FROM global_markets.cache_options_quotes WHERE ticker >= 'O:SPY26' AND ticker < 'O:SPY27' AND sip_timestamp >= '2026-07-09 13:30:00' AND sip_timestamp < '2026-07-09 20:00:00') / 1e6, 0) AS jul9_spy_options_m

選擇權報價紀錄承載了 6.9 億次 NBBO 更新——為股票報價紀錄的 18 倍，僅 SPY 一個根代碼就達 242M 次。

利率：7月9日數據

查詢公債成交狀態：7 月 9 日記錄筆數，以及 7 月 8 日殖利率曲線（撰稿時最新）
每個數據背後的精確 SQL 語法
SELECT
    (SELECT count() FROM global_markets.treasury_yields WHERE date = '2026-07-09') AS jul9_print_rows,
    toString(any(date)) AS latest_print_date,
    round(toFloat64(any(yield_2_year)), 2) AS latest_2y_pct,
    round(toFloat64(any(yield_10_year)), 2) AS latest_10y_pct,
    round(toFloat64(any(yield_30_year)), 2) AS latest_30y_pct,
    round(toFloat64(any(yield_10_year)) - toFloat64(any(yield_2_year)), 2) AS latest_2s10s_pct
FROM global_markets.treasury_yields
WHERE date = '2026-07-09'

7月9日公債數據在撰稿後才公布，依每日殖利率檔案慣例延遲登錄——1 該列現已記錄在案。當日曲線（2026-07-09）：2年期 4.16%，10年期 4.54%，30年期 5.05%，2年10年利差 0.38 個基點——2年期自7月8日水準回落，長端則持穩。

這一天的行事曆背後

查詢除息、股票分割、SEC 申報、新聞關注度
每個數據背後的精確 SQL 語法
WITH
    (
        SELECT (count(), uniqExact(publisher))
        FROM global_markets.stocks_news
        WHERE toDate(toTimeZone(published_utc, 'America/New_York')) = '2026-07-09'
    ) AS news,
    (
        SELECT (argMax(t, (n, t)), max(n), max(n) - arraySort(x -> -x, groupArray(n))[2])
        FROM (
            SELECT t, count() AS n
            FROM (
                SELECT arrayJoin(tickers) AS t
                FROM global_markets.stocks_news
                WHERE toDate(toTimeZone(published_utc, 'America/New_York')) = '2026-07-09'
            )
            WHERE t != 'SPCX'
            GROUP BY t
        )
    ) AS top_news
SELECT
    (SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date = '2026-07-09') AS ex_dividend_records,
    (SELECT count() FROM global_markets.stocks_splits WHERE execution_date = '2026-07-09') AS splits_executed,
    (SELECT countIf(toFloat64(split_from) > toFloat64(split_to)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-09') AS reverse_splits,
    (SELECT countIf(toFloat64(split_to) > toFloat64(split_from)) FROM global_markets.stocks_splits WHERE execution_date = '2026-07-09') AS forward_splits,
    (SELECT countIf(form_type = '424B2') FROM global_markets.stocks_sec_edgar_index WHERE filing_date = '2026-07-09') AS fil_424b2,
    (SELECT countIf(form_type = '4') FROM global_markets.stocks_sec_edgar_index WHERE filing_date = '2026-07-09') AS fil_form4,
    (SELECT countIf(form_type = '8-K') FROM global_markets.stocks_sec_edgar_index WHERE filing_date = '2026-07-09') AS fil_8k,
    (SELECT count() FROM global_markets.stocks_sec_edgar_index WHERE filing_date = '2026-07-09') AS fil_total,
    news.1 AS news_articles, news.2 AS news_publishers,
    top_news.1 AS top_news_ticker, top_news.2 AS top_news_n, top_news.3 AS top_news_lead_over_next,
    if(top_news.1 = 'NVDA', 1, 0) AS top_news_is_nvda

一個平凡的行事曆，遇上不平凡的開盤：127 筆除息紀錄、5 筆反向股票分割、1 筆正向股票分割、2979 份 SEC 申報文件（623 份 Form 4、605 份 424B2、149 份 8-K）。資訊流共推送 184 篇文章，來自 3 家發布機構；報導最多的股票代號是 NVDA，共 20 篇文章，領先第二名 8 篇。

即將關注

來自我們自家表格——關於下一個交易日的客觀事實，而非預測。

查詢即將登場：下一個交易日、其除息名單、SPY 到期階梯、以及放空回補時鐘
每個數據背後的精確 SQL 語法
SELECT
    toString(min(d)) AS next_session_date,
    (SELECT count() FROM global_markets.stocks_market_holidays WHERE date = '2026-07-10') AS next_session_holiday_rows,
    (SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date = '2026-07-10') AS ex_div_records_next,
    (SELECT countIf(ticker IN ('AAPL', 'MSFT', 'JNJ', 'KO', 'PG', 'XOM', 'CVX', 'JPM', 'WMT', 'PEP', 'HON', 'CAT'))
     FROM global_markets.stocks_dividends WHERE ex_dividend_date = '2026-07-10') AS household_ex_div_next,
    (SELECT round(toFloat64(sum(size)) / 1e6, 2) FROM global_markets.options_trades
     WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00'
       AND underlying_symbol = 'SPY' AND substring(ticker, length(ticker) - 14, 6) = '260710') AS spy_next_expiry_contracts_m,
    (SELECT round(toFloat64(sum(size)) / 1e6, 2) FROM global_markets.options_trades
     WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00'
       AND underlying_symbol = 'SPY' AND substring(ticker, length(ticker) - 14, 6) = '260717') AS spy_monthly_expiry_contracts_m,
    (SELECT toString(max(settlement_date)) FROM global_markets.stocks_short_interest) AS latest_short_settlement,
    (SELECT count() FROM global_markets.stocks_short_interest WHERE settlement_date = '2026-07-15') AS jul15_short_rows
FROM (
    SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS d
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY' AND window_start >= '2026-07-10 00:00:00' AND window_start < '2026-07-14 00:00:00'
)

下一個交易日是2026-07-10，0 個假日因素與之抵觸：一個正常的週五。153 家公司將於當日早上除息，其中 0 家來自我們的家喻戶曉名單。週五到期的 SPY 是已交易中最重的遠期合約——7 月 9 日有 1.66 百萬張合約，相較於 7 月月度到期的 0.57 百萬張。未平倉空單時鐘：最新歸檔結算日為 2026-06-30，尚有 0 筆七月中旬的資料未歸檔——FINRA 約在結算日後八個工作日發布（為何空單數據落後兩週）。

該交易時段，已驗證

查詢交易時段驗證：SPY 第一根／最後一根 K 棒美東時間、一般交易 K 棒數、假期記錄
每個數據背後的精確 SQL 語法
SELECT
    formatDateTime(min(toTimeZone(window_start, 'America/New_York')), '%H:%i') AS first_spy_bar_et,
    formatDateTime(max(toTimeZone(window_start, 'America/New_York')), '%H:%i') AS last_spy_bar_et,
    count() AS spy_minute_bars,
    countIf(window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00') AS regular_session_bars,
    uniqExactIf(toDate(toTimeZone(window_start, 'America/New_York')), window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00') AS day_sessions,
    (SELECT count() FROM global_markets.stocks_market_holidays WHERE date = '2026-07-09') AS jul9_holiday_rows,
    (SELECT toString(min(date)) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-09' AND status = 'closed') AS next_closure_date,
    (SELECT concat(monthName(min(date)), ' ', toString(toDayOfMonth(min(date))), ', ', toString(toYear(min(date))))
     FROM global_markets.stocks_market_holidays WHERE date > '2026-07-09' AND status = 'closed') AS next_closure_label,
    (SELECT argMin(name, date) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-09' AND status = 'closed') AS next_closure_name
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY' AND window_start >= '2026-07-09 00:00:00' AND window_start < '2026-07-10 00:00:00'

一個完整的普通交易時段：第一根 SPY K 棒時間為美東時間 04:00，最後一根為美東時間 19:59，共 390 根常規分鐘 K 棒，無假日列。下次收盤：Labor Day, September 7, 2026。

常見問題

2026年7月9日股市發生了什麼事？

所有指數ETF皆收高——QQQ +1.67%，IWM +1.29%，SPY +0.85%，DIA +0.29%，71.5%的流動性股票上漲。晶片設備股開盤跳空後回落；大型股開盤跳空後收復失地。

為何KLAC和LRCX等晶片設備股在2026年7月9日大漲？

我們的數據未指出明確原因：從週三收盤到週四期間，KLAC、LRCX、TER或WDC均無相關文章或SEC申報文件。此波走勢在盤前、美東時間上午9:30之前即已反映在價格中。

為何NVDA在晶片族群上漲時卻下跌？

NVDA收盤-0.68%，而十四檔晶片股中有12檔收紅。它從未出現跳空缺口（開盤價0.16%），且是報導量最高的個股，共20篇文章——紀錄上存在共現關係，但此數據中未包含原因。

2026年7月9日對市場來說是不尋常的一天嗎？

就指數層面而言並非如此：QQQ的波動幅度在過去21個交易日中排名第10，SPY的平均買賣價差則為10，排名第22。底層的分散程度確實存在：表現最佳與最差的類股指數籃子之間差距達-6.25個百分點。

資料說明

常規交易時段為 13:30–20:00 UTC（美東時間上午9:30–下午4:00）；盤前面板使用 08:00–13:30 UTC。八個板塊籃子均為精選且等權重配置——每個籃子包含三檔流動性充足的個股，所有代碼均已列於該面板的 SQL 中。此為已宣告的方法論，而非供應商分類：三檔個股僅代表自身，不代表整個板塊。催化劑面板僅統計我們的新聞推送與 EDGAR 索引。

完整資料說明

逐檔面板按字母順序排列，因此每段文字敘述均指向固定的一列；排行榜則按數值排序，每一項排名主張皆有明確範圍。公債殖利率數據與七月中旬的沽空持倉結算均限制為零列——待其數據到位後，本文將進行改寫。

方法論

  • 資料來源：每個面板的 SQL 各自指名其資料表 — 分鐘匯總、股票與選擇權 NBBO 快取、選擇權成交紀錄、我們的新聞饋送、EDGAR 索引、股利、放空餘額、假日、公債殖利率。
  • 慣例：WHERE 子句使用原始 UTC 文字，ET 標籤僅在 SELECT 中出現；缺口 = 第一根常規 K 棒的開盤價 ÷ 前一常規收盤價 − 1；前一交易日與前一週的數據均在查詢中計算，絕不從先前貼文帶入。資料倉儲截至 2026 年 7 月 13 日。
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