作者： 2026年7月30日市場回顧：盤面數字
整理2026年7月30日市場表現，涵蓋指數、上漲家數占比、產業差異、選擇權流量、報價、利率與財經日曆，所有數字均由查詢支援。
這篇2026年7月30日（星期四）的市場回顧，根據儲存查詢完整整理本交易時段：SPY收盤價較前一交易日的變動為1.68%，流動性高的市場中上漲標的占比為63.5%，選擇權市場成交量為67.06百萬口。下方每個期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。
盤面總覽
每項變動都是比較7月30日正常交易時段最後一根分鐘K線，與前一個交易日、7月29日的最後一根分鐘K線。各列按字母順序排列，因此每檔 ETF 的位置固定不變。
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 >= '2026-07-29 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 tickerDIA 變動 1.19%，IWM 變動 1.37%，QQQ 變動 3.34%，SPY 變動 1.68%，收在 741.73 美元。每一列都將變動拆成兩段：SPY 開盤時較週三收盤變動 0.9%，並自開盤至收盤變動 0.77%。隔夜波段與盤中波段不一定方向一致，兩者的分拆情況是該交易時段的第一個特徵。
當天是否異常？
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，將當天放在自身的過去一個月區間內排名。
每個數據背後的精確 SQL 語法
SELECT
round(anyIf(oc_pct, d = toDate('2026-07-30')), 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
)SPY從開盤到收盤的變動幅度為 0.77%，按絕對值計算，在回溯交易日中排名第 3，共有 22 個交易日；區間回溯至 2026-06-30。排名計算方式是：統計區間內變動幅度更大的其他交易日數量，再加一。因此，排名第一代表過去一個月內最大的變動。
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(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
)
)在成交額超過一百萬美元正常交易時段門檻的 5960 檔股票中，3782 檔收盤價高於週三收盤價，2122 檔收盤價低於週三收盤價，上漲股占比為 63.5%。篩選排除了 5492 檔成交較不活躍的股票；這些股票在此處列入計算，而不是直接略去。
超大型股清單
每個交易時段都會出現相同的八檔超大型股，並依字母順序排列，讓每檔股票固定在自己的列中。固定籃子是重點：讀者可以熟悉各列內容，編輯也不會在事後挑選贏家。
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 < '2026-07-30 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 tickerAAPL 變動 -1.24%，META 變動 -8.17%，MSFT 變動 15.06%，NVDA 變動 2.67%；正常交易時段成交額為 19.63 十億美元，TSLA 則為 3.53%。美元欄顯示這八檔股票各自占據整體成交金額的比重；上方的市場廣度面板則用來檢視市場其他部分有多大程度與它們同步變動。
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500萬美元，排除拆股執行時間介於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((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榜單上的最大漲幅個股為CYCU，在成交額達474.4百萬美元的情況下上漲489.5%。跌幅最大的個股為IREZ，成交額為90.8百萬美元，下跌-61.2%。本頁記錄變動幅度與成交明細，不對其附加任何解釋。
類股分化
11檔 SPDR 選擇類股基金，依7月30日收盤價相對於7月29日收盤價的表現，由佳至劣排列。這組基金為事先定義且固定的籃子，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((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 DESCTechnology以5.52%居首，Communications則以-2.69%墊底，落後8.21個百分點。這項差距就是當日的類股分化程度：11檔基金若全部落在一個百分點內，與表現分散至數個百分點的市場走勢，呈現出的樣貌截然不同。
美元成交額分布
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 >= '2026-07-30 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) DESCMU 以正常交易時段成交額 43.29 billion 居美元成交額排行榜首位，MSFT 以 42.56 billion 緊隨其後。股票成交量排行榜回答的是不同問題：CYCU 以 544 million 股居首，隱含平均價格為每股 $0.86。美元成交額反映市場關注焦點，股票成交量則反映換手程度；以個別標的計算的對應指標是 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) = '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'選擇權交易明細顯示，成交量為 10.93 百萬筆、合計 67.06 百萬張契約，前一交易日為 66.84 百萬張。買權占契約成交量的 54.6%。當日到期的契約，即零日到期交易，占 25.3%，前一交易日為 33.1%；交易節奏由到期時間決定。SPY最活躍的契約為 740 C，成交量為 0.56 百萬張。其履約價與SPY常規交易時段收盤價 $741.73 相差 -1.73 美元，計算方式為履約價減收盤價。
報價帶
報價資料是本交易團隊最稀缺的資料集，且每個交易時段都會進行衡量。一般交易日同樣會留存紀錄。
每個數據背後的精確 SQL 語法
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'股票報價帶記錄了 560.75 百萬筆 NBBO 更新，相較週三的 722.65 百萬筆，日對日變化為 -22.4%。SPY 記錄 5.55 百萬筆更新，QQQ 為 6.75 百萬筆，NVDA 為 2.39 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 >= '2026-07-30 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 tickerSPY 正常交易時段的報價中位數 價差 為中間價的 0.27 個基點，QQQ 為 0.59 個基點，NVDA 為 1.03 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標的計數，並從中位數中另行列出，而不是無聲捨棄。交叉報價是指買價高於賣價，通常是由多個交易場所的資料以奈秒級解析度整合而成的綜合行情所產生的正常現象。
每個數據背後的精確 SQL 語法
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
)按照完全相同的邏輯與每個7月交易日比較，當日 SPY 的中位數價差為 0.27 個基點，自 2026-07-01 開始的期間內，從價差最窄者起算，排名為 19／21。在報價平靜的交易帶中，這句話正是該面板的重點：對流動性而言，一般交易日也是一項研究結果，且已發布並界定其範圍。
每個數據背後的精確 SQL 語法
WITH
(SELECT count() FROM global_markets.cache_options_quotes WHERE sip_timestamp >= '2026-07-30 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選擇權 NBBO 報價帶記錄了 10.32 十億筆更新，為股票報價帶的 18.4 倍；僅 SPY 根標的在正常交易時段就有 441 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 >= '2026-07-27' AND date <= '2026-07-30'
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 2026-07-30, put the two-year at 4.23%, the ten-year at 4.68% and the thirty-year at 5.21%, a two-to-ten-year spread of 45 basis points.
日期背後的市場活動
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 >= '2026-07-30 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_10q200 筆股利紀錄於7月30日進入除息，執行了3次反向分割與3次正向分割，並有3檔新上市證券掛牌交易。新聞資訊流收錄來自2家出版商的173篇文章，其中這個資訊流涵蓋期間內，報導最多的股票代號為NVDA，共有11篇文章。EDGAR每日索引顯示，當日共有5544份申報文件，來自2743家不同申報人：745份內部人士Form 4申報、460份8-K即時報告、1426份424B2定價補充文件，以及252份10-Q季報。該索引依照自身時程更新，本面板僅呈現生成時已收錄的內容。
即將到來
接下來兩個交易日，請查閱相同表格，刻意將目光延伸至本期之後。日曆顯示，7月31日星期五是本月最後一個交易日。
每個數據背後的精確 SQL 語法
SELECT
(SELECT count() FROM global_markets.stocks_market_holidays WHERE date >= '2026-07-31' 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'假期表顯示，7月31日星期五與8月3日星期一合計有 0 個休市日。股息紀錄中，有 544 筆將在這兩個交易日除息；其中 0 筆來自抽查的十家家喻戶曉企業，另有 14 次股票分割預定執行。星期四的選擇權成交量中，26.7% 已經來自到期日為7月31日星期五的合約。目前存檔的最新融券餘額結算日為 2026-07-15；該檔案發布延遲時間足夠長，因此另有專文說明。
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 >= '2026-07-30 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'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；該日期在查詢區間內屬於第 1 個交易時段；日期對應的假日資料列為 0。下一個預定休市日為 Labor Day，日期為 2026-09-07。
常見問答
2026年7月30日星期四股市表現如何？
SPY較前一交易日收盤變動1.68%，收於$741.73；QQQ為3.34%，DIA為1.19%，IWM為1.37%。在流動性較高的個股中，3782上漲，2122下跌。
2026年7月30日哪個類股領漲？
Technology，為5.52%；該數據涵蓋十一檔SPDR選擇類股基金。十一檔基金中表現最弱的是Communications，收報-2.69%。
2026年7月30日選擇權市場交易有多活躍？
成交67.06百萬張合約，高於前一交易日的66.84百萬張。同日到期合約占成交量25.3%，買權占54.6%。
2026年7月30日哪檔股票成交金額最高？
MU，正常交易時段成交金額為43.29十億美元，高於MSFT的42.56十億美元。
資料說明
前一期日報為2026年7月29日，而每週回顧涵蓋本期之前的一週。具名的個別 ticker 面板按字母順序排列，因此正文引用會指向固定列；排行榜與漲跌幅榜則按數值排序，其中所有位置性說法均以合理性界限編碼。超大型股籃子與11檔基金的產業籃子均為預先設定且固定的集合，不是供應商的分類。漲跌幅榜設有500萬美元正常交易時段成交額門檻；若某名稱的股票分割在所衡量的兩個收盤價之間執行，則排除該名稱；另依內部歧義防護機制排除一個重複使用的代號，因此每項重點提示最終都會對應至可驗證的名稱。報價面板會逐一計入每個名稱的單邊報價與交叉報價，不會悄然刪除。Treasury 的檔案與 EDGAR 每日索引依各自時程到達，因此相關面板僅回報實際持有的資料，不預設資料已到達。本文未使用任何隱含波動率指數：這些序列未獲授權納入本資料倉，因此波動率是透過價格區間、當日選擇權占比與報價行為，從盤面讀取。
方法論
- 市場資料來源：整合交易帶。
delayed_stocks_minute_aggs用於價格與成交量，options_trades用於選擇權交易帶，cache_stocks_quotes與cache_options_quotes用於 NBBO 面板。 - 收盤價：採一般交易時段最後一根分鐘 K 棒，不使用假設的 16:00 成交，也不使用延長交易時段的成交。
- 時區處理：所有儲存的時間戳記均為 UTC；WHERE 子句使用原始 UTC 常數，而
toTimeZone僅出現在 SELECT 清單中，用於 ET 標籤。 - 交易時段驗證：根據假日表與實際觀測到的 K 棒判定，從不僅依據行事曆假設。
- 前一交易時段比較：在查詢中自 July 29 計算，從不沿用前一篇文章的數值。
- 小數位數：所有價格、數量與成交量欄位，在任何除法或乘法運算前均轉換為 Float64。
- 具確定性的彙總：全程使用精確分位數與以 tuple 為鍵的同值排序規則；文中每項排序或正負方向的敘述，均以合理性界限編碼。
- 資料倉儲截至日期：2026年8月1日，即該交易時段後兩天，正值交易帶通常一至兩天的資料匯入延遲邊界；若產生文章時發現資料集缺漏，上述受限收據可保留文章不被發布。
交叉連結：前一篇每日市場回顧、每週市場回顧、選擇權到期時間、買賣價差的定義，以及 兩年至十年期利差。
如果你想將時間窗口重新指向不同交易時段，上述每個查詢都可在 Strasmore 終端上直接執行，無須修改。