STRASMORE/EXPLORE 2,170 QUERIES

Receipts: July 8 and July 7 green/red counts across the same fourteen names

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 1×6read in context →
jul8 green
12
jul8 red
2
jul7 green
2
jul7 red
12
nvda jul7 pct
0.67
names counted
14
Rows × columns
1 × 6
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 Receipts: July 8 and July 7 green/red counts across the same fourteen names, derived from the stored result.
ColumnTypeRangeNotes
jul8_green number every row is 12
jul8_red number every row is 2
jul7_green number every row is 2
jul7_red number every row is 12
nvda_jul7_pct number every row is 0.67 percent
names_counted number every row is 14

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) AS jul8_green,
    countIf(close_8 < close_7) AS jul8_red,
    countIf(close_7 > close_6) AS jul7_green,
    countIf(close_7 < close_6) AS jul7_red,
    round(anyIf((close_7 / close_6 - 1) * 100, ticker = 'NVDA'), 2) AS nvda_jul7_pct,
    count() AS names_counted
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
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('AMD', 'AVGO', 'INTC', 'KLAC', 'LRCX', 'MRVL', 'MU', 'NVDA', 'SNDK', 'SOXL', 'SOXS', 'STX', 'TER', 'WDC')
      AND window_start >= '2026-07-06 13:30:00' AND window_start < '2026-07-08 20:00:00'
    GROUP BY ticker
)

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 8, 2026, The Day in Numbers
Session verification: first/last SPY bar ET, regular-bar count, holiday receipts, next closure scalar 1×8 → Ex-divs, splits, SEC filings, news attention scalar 1×13 → SPY / QQQ day move in trailing context (close-over-close, ~22 sessions) scalar 1×7 → SPY's RTH average quoted spread in trailing-month context scalar 1×7 → Stocks NBBO update count: July 8 vs July 7, with named-ticker updates (millions) scalar 1×8 → Options NBBO tape: total updates vs the stock tape, plus the SPY root slice scalar 1×3 → See all 2,170 queries →