作者： 2026年7月28日市場回顧：指數與選擇權數據
整理2026年7月28日市場表現，涵蓋指數收盤、漲跌家數、產業分化、選擇權流量、報價、利率與財經日曆，所有數據均來自儲存查詢。
這份2026年7月28日星期二的市場回顧，根據儲存查詢完整整理本交易時段：SPY的收盤價較前一交易日變動為0.24%，高流動性市場中上漲標的占比為58.6%，選擇權市場成交59.28百萬口合約。下方每個時間區間的起訖日期均已明確設定，因此重新執行任何面板的SQL，都會得到相同數據。
績效評比
每一項變化，都是將7月28日正常交易時段最後一根分鐘K線，與前一個交易日7月27日星期一的分鐘K線比較。各列依字母順序排列，因此每檔 ETF 的位置固定。
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 >= '2026-07-27 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 tickerDIA 變動 1.07%，IWM 變動 0.15%，QQQ 變動 -0.96%，SPY 變動 0.24%，收在 $740.76。每一列都將變動拆成兩個階段：SPY 開盤時較星期一收盤變動 0.02%，並自開盤至收盤變動 0.21%。盤後至開盤的階段與盤中階段不一定一致，而兩者的拆分情況，是該交易時段最初的特徵。
這一天是否異常？
單一交易日的數字若沒有背後的分布，意義有限。因此，我們以相同邏輯，將這一天放在自身的前一個月期間內排名。
每個數據背後的精確 SQL 語法
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
)SPY 從開盤到收盤的變動幅度為 0.21%，按絕對值計算，在回溯期間的 21 個交易日中排名第 14，該期間追溯至 2026-06-29。排名計算方式是：統計該期間內變動幅度更大的其他交易日數量，再加一。因此，第一名代表前一個月期間內最大的變動。
市場廣度
指數水準是一個數字。市場廣度則計算有多少檔股票與指數同向變動。
每個數據背後的精確 SQL 語法
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
)
)在成交金額超過一百萬美元常規交易時段門檻的 6008 檔股票中，3519 檔收盤價高於週一收盤價，2423 檔收盤價低於週一收盤價，上漲股占比為 58.6%。篩選條件排除了 5346 檔成交較不活躍的股票；這些股票在此處列入計算，而非逕行剔除。
超大型股名單
每個交易日都會出現相同的八檔超大型股，並依字母順序排列，讓每檔股票固定占據自己的列位。固定籃子正是這項設計的目的：讀者能熟悉各列內容，編輯也無法事後挑選贏家。
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 < '2026-07-28 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 tickerAAPL 上漲或下跌 0.97%，META 上漲或下跌 -0.05%，MSFT 上漲或下跌 1.12%，NVDA 上漲或下跌 0.23%；正常交易時段成交額為 21.11 十億美元，TSLA 則為 -0.57%。美元欄顯示這八檔股票本身占據整體成交額的比重；上方的市場廣度面板則用來檢視市場其餘部分有多大程度與它們同步走勢。
當日漲跌幅居前個股
兩個榜單都要求正常交易時段成交額達五百萬美元，排除拆股執行時間落在所比較兩個收盤時點之間的任何個股，也排除一個依照備註所述的內部歧義防護規則而重複使用的代號。
每個數據背後的精確 SQL 語法
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榜單中漲幅最大的個股為STKH，成交額為113.2百萬美元，股價上漲166.7%。跌幅最大的個股為YYAI，成交額為18.3百萬美元，股價下跌-71%。本頁記錄漲跌幅與成交額，不對其原因作任何解讀。
類股分化
十一檔 SPDR 選擇類股基金以7月28日收盤價相對於7月27日收盤價的表現計算，並由最佳至最差排名。這個籃子是預先指定且固定的，不是供應商的分類。
每個數據背後的精確 SQL 語法
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 DESCHealth Care 以 2.36% 居首，Technology 則以 -1.9% 墊底，落後 4.26 個百分點。這個差距就是當日的類股分化程度：十一檔基金的漲跌幅都在一個百分點內，與表現差距達數個百分點的市場，盤面呈現的樣貌截然不同。
美元成交集中在哪裡
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
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) DESCMU 以 39.21 billion 的正常交易時段成交金額位居美元成交榜首，QQQ 則以 29.98 billion 緊隨其後。股票成交量榜回答的是另一個問題：ONFO 以 182.4 million 股居首，隱含平均價格為 $0.16。美元成交金額反映市場注意力，股票成交量反映換手程度；以個別股票計算的相應指標則是相對成交量。
選擇權交易明細
每個數據背後的精確 SQL 語法
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'選擇權交易明細顯示，成交量為 10.07 百萬筆、合計 59.28 百萬張契約，週一則為 64.69 百萬張。買權占契約成交量的 55%。當日到期的契約，也就是 到期日為零天 的交易，占比為 29%，週一則為 39.3%；這種節奏由 到期時間 所決定。SPY 交易最活躍的契約為 742 C，成交量達 0.72 百萬張；其履約價與 SPY 常規收盤價 $740.76 相差 1.24 美元，計算方式為履約價減去收盤價。
報價資料流
報價資料是本交易團隊最稀缺的資料集，且每個交易日都會進行衡量。一般交易日也會納入紀錄。
每個數據背後的精確 SQL 語法
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'股票報價資料流承載了 536.07 百萬筆 NBBO 更新，週一則為 553.53 百萬筆，日對日變化為 -3.2%。SPY 記錄 4.72 百萬筆更新，QQQ 為 5.94 百萬筆，NVDA 為 3.01 百萬筆。
每個數據背後的精確 SQL 語法
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 tickerSPY 正常交易時段的報價中位價差為中間價的 0.27 個基點，QQQ 為 0.74 個基點，NVDA 為 1.52 個基點。最後兩欄是揭露資訊：單邊報價與交叉報價會按個別名稱計算，並自中位數中另行列出，而不是直接刪除。交叉報價是買價高於賣價，屬於由多個交易場所的報價以奈秒級解析度整合而成的綜合資料流中常見的結果。
每個數據背後的精確 SQL 語法
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
)按照相同邏輯與每個七月交易日比較，當日 SPY 的中位價差為 0.27 個基點，在自最窄價差起算的 19 個交易日中排名第 16，比較期間自 2026-07-01 開始。在平靜的報價資料流中，這句話正是該面板的意義：流動性的一般交易日也是一項發現，而且已公開並界定範圍。
每個數據背後的精確 SQL 語法
WITH
(SELECT count() FROM global_markets.cache_options_quotes WHERE sip_timestamp >= '2026-07-28 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選擇權 NBBO 資料流共計 10.23 十億筆更新，是股票報價資料流的 19.1 倍；僅 SPY 根代號在正常交易時段就有 382 百萬筆更新。
Rates
每個數據背後的精確 SQL 語法
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 dateTreasury's file runs about a session behind the tape, so this panel reports the prints it holds: 4 dated rows in the window. The latest, dated 2026-07-28, put the two-year at 4.26%, the ten-year at 4.61% and the thirty-year at 5.09%, a two-to-ten-year spread of 35 basis points.
The calendar behind the day
每個數據背後的精確 SQL 語法
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_10q147 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.
即將登場
本週剩餘時間仍可從相同表格讀取資料，但刻意不只著眼於當期。
每個數據背後的精確 SQL 語法
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'假日表顯示，7月29日星期三、7月30日星期四及7月31日星期五共計有 0 個休市日。這三個交易日共有 696 筆股息紀錄進入除息，當中 0 筆屬於十家受檢視的知名消費品牌公司；另有 15 起股票分割預定執行。星期二的選擇權成交量中，已有 17.5% 集中於到期日為7月31日星期五的合約。檔案中最新的融券餘額結算資料為 2026-07-15；該檔案發布延遲時間很長，甚至有專文說明其內容。
已驗證的交易時段
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,
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'完整的一般交易時段：第一根 SPY K線時間為美東時間 04:00，最後一根為 19:59；一般交易時段共有 390 根K線；該日期在指定期間內的交易時段為 1；假日資料列為 0。下一個預定休市日為 Labor Day，日期是 2026-09-07。
常見問答
2026年7月28日星期二股市表現如何？
SPY較前一交易日收盤價變動0.24%，收於$740.76；QQQ為-0.96%、DIA為1.07%，IWM為0.15%。在成交活躍的個股中，3519上漲，2423下跌。
2026年7月28日哪個類股表現最佳？
Health Care，為2.36%；該數據涵蓋十一檔SPDR精選類股基金。十一個類股中表現最弱的是Technology，其漲跌幅為-1.9%。
2026年7月28日期權市場交易有多熱絡？
成交59.28百萬張合約，高於前一交易日的64.69百萬張。同日到期合約占成交量29%，買權占55%。
2026年7月28日哪檔股票成交金額最高？
MU，正常交易時段成交金額為39.21十億美元，高於QQQ的29.98十億美元。
資料說明
本期補上7月28日每日序列中的缺口：7月27日每日資料涵蓋前一個交易時段，7月29日每日資料涵蓋後一個交易時段，而每週回顧則涵蓋兩者之前的那一週。具名的個股面板依字母順序排列，因此正文中的引用都指向固定列；排行榜與漲跌幅榜則依數值排序，其中的每項名次說明都編碼為合理性界限。大型股籃子與11檔基金組成的產業籃子都是明確定義且固定的集合，不是供應商的分類。
漲跌幅榜採用500萬美元的正常交易時段成交額門檻；若個股的拆股在所比較的兩個收盤價之間執行，便予以排除；此外，依內部歧義防護規則，還會排除一個重複使用的代號，確保每則重點說明最後都對應至可驗證的個股。報價面板會逐檔計入單邊報價與交叉報價，不會默默刪除這些資料。財政部檔案與 EDGAR 每日索引各自依不同時程抵達，因此相關面板呈現其實際持有的資料，不預設資料必然已到位。本頁未列入任何隱含波動率指數：這些序列未獲授權納入本資料倉儲，因此波動率是透過價格走勢中的區間、當日選擇權占比與報價行為來判讀。
方法
- 市場資料來源：整合行情。
delayed_stocks_minute_aggs用於價格與成交量，options_trades用於選擇權行情，cache_stocks_quotes與cache_options_quotes用於 NBBO 面板。 - 收盤價：採用正常交易時段最後一根分鐘 K 線，絕不假設為 16:00 的成交，也不採用盤後交易成交。
- 時區處理：所有儲存的時間戳記均為 UTC；WHERE 子句使用原始 UTC 常值，且
toTimeZone僅出現在 SELECT 清單中，用於標示 ET。 - 交易時段驗證：依據假日表與實際觀測到的 K 線，不從行事曆推定。
- 前一交易時段比較：在查詢中自 7月27日計算，不沿用先前文章的結果。
- 小數處理：價格、數量與成交量欄位在任何除法或乘法運算前，均轉換為 Float64。
- 具決定性的彙總：全程使用精確分位數與以 tuple 為鍵的同值排序規則；文中每項排序或方向性主張，均以合理性界限編碼。
- 資料倉儲截至日期：2026年8月1日，即該交易時段後四天，已超過行情通常一至兩天的匯入延遲；若產製時發現資料集缺漏，上述受限收據仍可保留本文。
交叉連結：7月27日每日回顧、7月29日每日回顧、選擇權何時到期、什麼是買賣價差，以及 兩年至十年期利差。
如果要將時間窗口重新指向其他交易時段，以上每個查詢均可在 Strasmore terminal 上原樣執行。