STRASMORE/EXPLORE 2,170 QUERIES

Liquid-tape breadth: July 8 advancer share vs July 7, $1M-traded filter

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 8, 2026, The Day in Numbers.

as of scalar 1×8read in context →
advancers
1,821
decliners
4,260
unchanged
74
liquid tickers
6,155
traded both sessions
11,439
dropped by liquidity filter
5,284
advancer pct
29.6
jul7 advancer pct
33.8
Rows × columns
1 × 8
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 Liquid-tape breadth: July 8 advancer share vs July 7, $1M-traded filter, derived from the stored result.
ColumnTypeRangeNotes
advancers number every row is 1,821
decliners number every row is 4,260
unchanged number every row is 74
liquid_tickers number every row is 6,155
traded_both_sessions number every row is 11,439
dropped_by_liquidity_filter number every row is 5,284
advancer_pct number every row is 29.6 percent
jul7_advancer_pct number every row is 33.8 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 
SELECT
    countIf(close_8 > close_7 AND close_7 > 0 AND dv_8 >= 1000000) AS advancers,
    countIf(close_8 < close_7 AND close_7 > 0 AND dv_8 >= 1000000) AS decliners,
    countIf(close_8 = close_7 AND close_7 > 0 AND dv_8 >= 1000000) AS unchanged,
    countIf(close_7 > 0 AND close_8 > 0 AND dv_8 >= 1000000) AS liquid_tickers,
    countIf(close_7 > 0 AND close_8 > 0) AS traded_both_sessions,
    countIf(close_7 > 0 AND close_8 > 0) - countIf(close_7 > 0 AND close_8 > 0 AND dv_8 >= 1000000) AS dropped_by_liquidity_filter,
    round(100.0 * countIf(close_8 > close_7 AND close_7 > 0 AND dv_8 >= 1000000) / countIf(close_7 > 0 AND close_8 > 0 AND dv_8 >= 1000000), 1) AS advancer_pct,
    round(100.0 * countIf(close_7 > close_6 AND close_6 > 0 AND dv_7 >= 1000000) / countIf(close_7 > 0 AND close_6 > 0 AND dv_7 >= 1000000), 1) AS jul7_advancer_pct
FROM (
    SELECT ticker,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-06 13:30:00' AND window_start < '2026-07-06 20:00:00')) AS close_6,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00')) AS close_7,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00')) AS close_8,
           sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00') AS dv_8,
           sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00') AS dv_7
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE window_start >= '2026-07-06 13:30:00' AND window_start < '2026-07-08 20:00:00'
    GROUP BY ticker
)

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