STRASMORE/EXPLORE 2,170 QUERIES

Advancers vs decliners among tickers with at least $1M traded on July 6

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 6, 2026, The Day in Numbers.

as of scalar 1×7read in context →
advancers
3,861
decliners
2,242
unchanged
86
liquid tickers
6,189
tickers traded both sessions
11,550
dropped by liquidity filter
5,361
advancer pct
62.4
Rows × columns
1 × 7
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 6, derived from the stored result.
ColumnTypeRangeNotes
advancers number every row is 3,861
decliners number every row is 2,242
unchanged number every row is 86
liquid_tickers number every row is 6,189
tickers_traded_both_sessions number every row is 11,550
dropped_by_liquidity_filter number every row is 5,361
advancer_pct number every row is 62.4 percent

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 < '2026-07-06 00:00:00')) AS prior_close,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-06 00:00:00')) AS day_close,
        sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-06 00:00:00') AS day_dollar_volume
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE (window_start >= '2026-07-02 13:30:00' AND window_start < '2026-07-02 20:00:00')
       OR (window_start >= '2026-07-06 13:30:00' AND window_start < '2026-07-06 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
FROM per_ticker
WHERE prior_close > 0 AND day_close > 0

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisMarket Recap: July 6, 2026, The Day in Numbers
Session check: SPY's observed minute-bar span, the July 3 closure, and the next one on the calendar scalar 1×8 → One row for the whole options day: volume, call share, and the Monday same-day expiry scalar 1×16 → SPY's open-to-close move ranked against the trailing month of sessions (rank 1 = biggest absolute move) scalar 1×4 → SPY's update-weighted average quoted spread: July 6 ranked against the trailing month (rank 1 = tightest) scalar 1×7 → The whole equity NBBO stream: July 6 vs the July 2 session, and where Monday's quotes clustered scalar 1×6 → July 6's corporate calendar and information flow, in one row (including the reverse-split wall behind a screener trap) scalar 1×12 → See all 2,170 queries →