STRASMORE/EXPLORE 2,170 QUERIES

Advancers vs decliners among tickers with at least $1M traded on June 30

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-07-26, from Market Recap: June 30, 2026, The Day in Numbers.

as of scalar 1×9read in context →
advancers
3,349
decliners
3,033
unchanged
88
liquid tickers
6,470
tickers traded both sessions
11,525
dropped by liquidity filter
5,055
advancer pct
51.8
sector funds counted
10
sector funds up
4
Rows × columns
1 × 9
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for Advancers vs decliners among tickers with at least $1M traded on June 30, derived from the stored result.
ColumnTypeRangeNotes
advancers number every row is 3,349
decliners number every row is 3,033
unchanged number every row is 88
liquid_tickers number every row is 6,470
tickers_traded_both_sessions number every row is 11,525
dropped_by_liquidity_filter number every row is 5,055
advancer_pct number every row is 51.8 percent
sector_funds_counted number every row is 10
sector_funds_up number every row is 4

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.

the exact SQL behind every number 
WITH per_ticker AS (
    SELECT
        ticker,
        toFloat64(argMaxIf(close, window_start, window_start < '2026-06-30 00:00:00')) AS prior_close,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-06-30 00:00:00')) AS day_close,
        sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-06-30 00:00:00') AS day_dollar_volume
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE (window_start >= '2026-06-29 13:30:00' AND window_start < '2026-06-29 20:00:00')
       OR (window_start >= '2026-06-30 13:30:00' AND window_start < '2026-06-30 20:00:00')
    GROUP BY ticker
)
SELECT
    countIf(day_close > prior_close AND day_dollar_volume >= 1000000) AS advancers,
    countIf(day_close < prior_close AND day_dollar_volume >= 1000000) AS decliners,
    countIf(day_close = prior_close AND day_dollar_volume >= 1000000) AS unchanged,
    countIf(day_dollar_volume >= 1000000) AS liquid_tickers,
    count() AS tickers_traded_both_sessions,
    count() - countIf(day_dollar_volume >= 1000000) AS dropped_by_liquidity_filter,
    round(100.0 * countIf(day_close > prior_close AND day_dollar_volume >= 1000000)
        / countIf(day_dollar_volume >= 1000000), 1) AS advancer_pct,
    countIf(ticker IN ('XLB', 'XLE', 'XLF', 'XLI', 'XLK', 'XLP', 'XLRE', 'XLU', 'XLV', 'XLY')) AS sector_funds_counted,
    countIf(ticker IN ('XLB', 'XLE', 'XLF', 'XLI', 'XLK', 'XLP', 'XLRE', 'XLU', 'XLV', 'XLY')
        AND day_close > prior_close) AS sector_funds_up
FROM per_ticker
WHERE prior_close > 0 AND day_close > 0

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More from this analysisMarket Recap: June 30, 2026, The Day in Numbers
Session check: SPY's observed minute-bar span scalar 1×5 → One row for the whole options day: volume, same-day expiry, SPY's put/call skew by moneyness, the holiday-shifted week scalar 1×20 → SPY's open-to-close move ranked against the trailing month of sessions (rank 1 = biggest absolute move) scalar 1×4 → June 30's corporate calendar and information flow, in one row (the filing-index gap on display) scalar 1×12 → Shares traded per 30-minute bucket, regular hours (billions) series 13×3 → Volume leaders two ways: top 6 by dollars traded, top 4 by shares traded (one reused-symbol listing excluded pending entity verification) table 10×6 → See all 2,170 queries →