Stocks NBBO update count: July 2 vs July 1, with named-ticker updates (millions)

Name: Stocks NBBO update count: July 2 vs July 1, with named-ticker updates (millions)
Creator: Strasmore
Published: 2026-07-26
License: https://www.strasmore.com/terms/

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 2026-07-26 scalar 1×6read in context →

jul2 updates m

597.22

jul1 updates m

449.15

day over day pct

jul2 spy updates m

5.42

jul2 qqq updates m

7.56

jul2 mu updates m

1.01

Rows × columns: 1 × 6
Computed: 2026-07-26
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 Stocks NBBO update count: July 2 vs July 1, with named-ticker updates (millions), derived from the stored result.
Column	Type	Range	Notes
`jul2_updates_m`	number	every row is 597.22
`jul1_updates_m`	number	every row is 449.15
`day_over_day_pct`	number	every row is 33	percent
`jul2_spy_updates_m`	number	every row is 5.42
`jul2_qqq_updates_m`	number	every row is 7.56
`jul2_mu_updates_m`	number	every row is 1.01

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 2026-07-26, and the query below is what returned them.

the exact SQL behind every number

SELECT
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-02')) / 1e6, 2) AS jul2_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-01')) / 1e6, 2) AS jul1_updates_m,
    round((countIf(toDate(sip_timestamp) = toDate('2026-07-02')) / countIf(toDate(sip_timestamp) = toDate('2026-07-01')) - 1) * 100, 1) AS day_over_day_pct,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-02') AND ticker = 'SPY') / 1e6, 2) AS jul2_spy_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-02') AND ticker = 'QQQ') / 1e6, 2) AS jul2_qqq_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-02') AND ticker = 'MU') / 1e6, 2) AS jul2_mu_updates_m
FROM global_markets.cache_stocks_quotes
WHERE sip_timestamp >= '2026-07-01 00:00:00' AND sip_timestamp < '2026-07-03 00:00:00'

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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 →