STRASMORE/EXPLORE 2,170 QUERIES

Liquid-tape breadth: July 9 advancer share vs July 8, $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 9, 2026, The Day in Numbers.

as of scalar 1×8read in context →
advancers
4,263
decliners
1,631
unchanged
72
liquid tickers
5,966
traded both sessions
11,351
dropped by liquidity filter
5,385
advancer pct
71.5
jul8 advancer pct
29.6
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 9 advancer share vs July 8, $1M-traded filter, derived from the stored result.
ColumnTypeRangeNotes
advancers number every row is 4,263
decliners number every row is 1,631
unchanged number every row is 72
liquid_tickers number every row is 5,966
traded_both_sessions number every row is 11,351
dropped_by_liquidity_filter number every row is 5,385
advancer_pct number every row is 71.5 percent
jul8_advancer_pct number every row is 29.6 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_9 > close_8 AND close_8 > 0 AND dv_9 >= 1000000) AS advancers,
    countIf(close_9 < close_8 AND close_8 > 0 AND dv_9 >= 1000000) AS decliners,
    countIf(close_9 = close_8 AND close_8 > 0 AND dv_9 >= 1000000) AS unchanged,
    countIf(close_8 > 0 AND close_9 > 0 AND dv_9 >= 1000000) AS liquid_tickers,
    countIf(close_8 > 0 AND close_9 > 0) AS traded_both_sessions,
    countIf(close_8 > 0 AND close_9 > 0) - countIf(close_8 > 0 AND close_9 > 0 AND dv_9 >= 1000000) AS dropped_by_liquidity_filter,
    round(100.0 * countIf(close_9 > close_8 AND close_8 > 0 AND dv_9 >= 1000000) / countIf(close_8 > 0 AND close_9 > 0 AND dv_9 >= 1000000), 1) AS advancer_pct,
    round(100.0 * countIf(close_8 > close_7 AND close_7 > 0 AND dv_8 >= 1000000) / countIf(close_8 > 0 AND close_7 > 0 AND dv_8 >= 1000000), 1) AS jul8_advancer_pct
FROM (
    SELECT ticker,
           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,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00')) AS close_9,
           sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00') AS dv_9,
           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
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-09 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 9, 2026, The Day in Numbers
Session verification: first/last SPY bar ET, regular-bar count, holiday receipts, next closure scalar 1×9 → On deck: the next session, its ex-dividend slate, the SPY expiry ladder, and the short-interest clock scalar 1×8 → Ex-divs, splits, SEC filings, news attention scalar 1×14 → Treasury print status: July 9 rows on record, and the July 8 curve (latest at authoring) scalar 1×6 → SPY / QQQ day move in trailing context (~22 sessions) scalar 1×7 → SPY's RTH average quoted spread in trailing-month context scalar 1×6 → See all 2,170 queries →