STRASMORE/EXPLORE 2,170 QUERIES

Advancers vs decliners among tickers with at least $1M traded on July 2

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: July 2, 2026, The Day in Numbers.

as of scalar 1×11read in context →
advancers
3,398
decliners
2,758
unchanged
63
liquid tickers
6,219
tickers traded both sessions
11,536
dropped by liquidity filter
5,317
advancer pct
54.6
advancers fmt
3,398
decliners fmt
2,758
dropped by liquidity filter fmt
5,317
tickers traded both sessions fmt
11,536
Rows × columns
1 × 11
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 July 2, derived from the stored result.
ColumnTypeRangeNotes
advancers number every row is 3,398
decliners number every row is 2,758
unchanged number every row is 63
liquid_tickers number every row is 6,219
tickers_traded_both_sessions number every row is 11,536
dropped_by_liquidity_filter number every row is 5,317
advancer_pct number every row is 54.6 percent
advancers_fmt text 1 distinct value (3,398)
decliners_fmt text 1 distinct value (2,758)
dropped_by_liquidity_filter_fmt text 1 distinct value (5,317)
tickers_traded_both_sessions_fmt text 1 distinct value (11,536)

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 < '2026-07-02 00:00:00')) AS prior_close,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-02 00:00:00')) AS day_close,
        sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-02 00:00:00') AS day_dollar_volume
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE (window_start >= '2026-07-01 13:30:00' AND window_start < '2026-07-01 20:00:00')
       OR (window_start >= '2026-07-02 13:30:00' AND window_start < '2026-07-02 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,
    reverse(arrayStringConcat(extractAll(reverse(toString(countIf(day_close > prior_close AND day_dollar_volume >= 1000000))), '[0-9]{1,3}'), ',')) AS advancers_fmt,
    reverse(arrayStringConcat(extractAll(reverse(toString(countIf(day_close < prior_close AND day_dollar_volume >= 1000000))), '[0-9]{1,3}'), ',')) AS decliners_fmt,
    reverse(arrayStringConcat(extractAll(reverse(toString(count() - countIf(day_dollar_volume >= 1000000))), '[0-9]{1,3}'), ',')) AS dropped_by_liquidity_filter_fmt,
    reverse(arrayStringConcat(extractAll(reverse(toString(count())), '[0-9]{1,3}'), ',')) AS tickers_traded_both_sessions_fmt
FROM per_ticker
WHERE prior_close > 0 AND day_close > 0

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More from this analysisMarket Recap: July 2, 2026, The Day in Numbers
Session check: SPY's observed minute-bar span, and the July 3 closure on the tape scalar 1×6 → One row for the whole options day: volume, same-day expiry, the holiday-shifted week, and the July monthly scalar 1×19 → After the holiday: the next session, its ex-dividends and splits, the next scheduled closure, and the short-interest lag scalar 1×9 → The receipt: the July 2 treasury print is on file scalar 1×2 → SPY and QQQ ranked against the trailing month of sessions (rank 1 = biggest absolute move) scalar 1×7 → Was liquidity unusual? SPY's regular-hours median spread vs the trailing month of sessions scalar 1×6 → See all 2,170 queries →