The whole equity NBBO stream: July 6 vs the July 2 session, and where Monday's quotes clustered

Name: The whole equity NBBO stream: July 6 vs the July 2 session, and where Monday's quotes clustered
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 6, 2026, The Day in Numbers.

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

jul6 updates m

391.96

jul2 updates m

597.22

day over day pct

-34.4

jul6 open half hour m

58.66

jul6 midday half hour m

20.74

jul6 close half hour m

33.7

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 The whole equity NBBO stream: July 6 vs the July 2 session, and where Monday's quotes clustered, derived from the stored result.
Column	Type	Range	Notes
`jul6_updates_m`	number	every row is 391.96
`jul2_updates_m`	number	every row is 597.22
`day_over_day_pct`	number	every row is -34.4	percent
`jul6_open_half_hour_m`	number	every row is 58.66	US dollars
`jul6_midday_half_hour_m`	number	every row is 20.74
`jul6_close_half_hour_m`	number	every row is 33.7	US dollars

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('2026-07-06')) / 1e6, 2) AS jul6_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-02')) / 1e6, 2) AS jul2_updates_m,
    round((countIf(toDate(sip_timestamp) = toDate('2026-07-06')) / countIf(toDate(sip_timestamp) = toDate('2026-07-02')) - 1) * 100, 1) AS day_over_day_pct,
    round(countIf(sip_timestamp >= '2026-07-06 13:30:00' AND sip_timestamp < '2026-07-06 14:00:00') / 1e6, 2) AS jul6_open_half_hour_m,
    round(countIf(sip_timestamp >= '2026-07-06 17:30:00' AND sip_timestamp < '2026-07-06 18:00:00') / 1e6, 2) AS jul6_midday_half_hour_m,
    round(countIf(sip_timestamp >= '2026-07-06 19:30:00' AND sip_timestamp < '2026-07-06 20:00:00') / 1e6, 2) AS jul6_close_half_hour_m
FROM global_markets.cache_stocks_quotes
WHERE (sip_timestamp >= '2026-07-02 00:00:00' AND sip_timestamp < '2026-07-03 00:00:00')
   OR (sip_timestamp >= '2026-07-06 00:00:00' AND sip_timestamp < '2026-07-07 00:00:00')

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More from this analysisMarket Recap: July 6, 2026, The Day in Numbers

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