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.
- Rows × columns
- 1 × 9
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
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.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
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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