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QQQ and SPY: July 7 ranked against the trailing month of sessions (rank 1 = biggest absolute move)

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 7, 2026, The Day in Numbers.

as of scalar 1×7read in context →
qqq close over close pct
-1.82
qqq abs move rank
9
qqq sessions compared
21
spy open to close pct
-0.34
spy abs move rank
15
spy sessions compared
21
first session
2026-06-05
Rows × columns
1 × 7
Period covered
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 QQQ and SPY: July 7 ranked against the trailing month of sessions (rank 1 = biggest absolute move), derived from the stored result.
ColumnTypeRangeNotes
qqq_close_over_close_pct number every row is -1.82 percent
qqq_abs_move_rank number every row is 9
qqq_sessions_compared number every row is 21
spy_open_to_close_pct number every row is -0.34 percent
spy_abs_move_rank number every row is 15
spy_sessions_compared number every row is 21
first_session date 2026-06-05

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 
SELECT
    round(anyIf(cc_pct, ticker = 'QQQ' AND d = toDate('2026-07-07')), 2) AS qqq_close_over_close_pct,
    arrayCount(x -> x > abs(anyIf(cc_pct, ticker = 'QQQ' AND d = toDate('2026-07-07'))), groupArrayIf(abs(cc_pct), ticker = 'QQQ' AND d != toDate('2026-07-07'))) + 1 AS qqq_abs_move_rank,
    countIf(ticker = 'QQQ') AS qqq_sessions_compared,
    round(anyIf(oc_pct, ticker = 'SPY' AND d = toDate('2026-07-07')), 2) AS spy_open_to_close_pct,
    arrayCount(x -> x > abs(anyIf(oc_pct, ticker = 'SPY' AND d = toDate('2026-07-07'))), groupArrayIf(abs(oc_pct), ticker = 'SPY' AND d != toDate('2026-07-07'))) + 1 AS spy_abs_move_rank,
    countIf(ticker = 'SPY') AS spy_sessions_compared,
    toString(min(d)) AS first_session
FROM (
    SELECT ticker, d,
           (close_px / lagInFrame(close_px) OVER (PARTITION BY ticker ORDER BY d) - 1) * 100 AS cc_pct,
           oc_pct
    FROM (
        SELECT ticker, toDate(toTimeZone(window_start, 'America/New_York')) AS d,
               argMax(toFloat64(close), window_start) AS close_px,
               (argMax(toFloat64(close), window_start) / argMin(toFloat64(open), window_start) - 1) * 100 AS oc_pct
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker IN ('SPY', 'QQQ')
          AND window_start >= toDateTime('2026-06-04 00:00:00')
          AND window_start < toDateTime('2026-07-08 00:00:00')
          AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
        GROUP BY ticker, d
    )
)
WHERE isFinite(cc_pct)

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More from this analysisMarket Recap: July 7, 2026, The Day in Numbers
SPY's option quotes on July 7: the whole root, and the near-the-money same-day touch through the air pocket against a midday control scalar 1×13 → Session check: SPY's observed minute-bar span, the holiday table, and the next closure on the calendar scalar 1×8 → One row for the whole options day: volume, call share, 0DTE, and the two contracts that bracketed SPY's close scalar 1×24 → July 7's corporate calendar and information flow, in one row scalar 1×15 → SPY's update-weighted average quoted spread: July 7 ranked against the trailing month (rank 1 = tightest) scalar 1×7 → The whole equity NBBO stream: July 7 vs July 6 update counts scalar 1×5 → See all 2,170 queries →