The week so far: index moves and advancer share for each completed session

WITH per_day AS (
    SELECT ticker,
           toDate(toTimeZone(window_start, 'America/New_York')) AS d,
           argMax(toFloat64(close), window_start) AS c,
           sum(toFloat64(close) * toFloat64(volume)) AS dv
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE window_start >= '2026-07-02 13:30:00' AND window_start < '2026-07-09 20:00:00'
      AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
    GROUP BY ticker, d
),
lagged AS (
    SELECT ticker, d, c, dv,
           lagInFrame(c) OVER (PARTITION BY ticker ORDER BY d) AS prev_c
    FROM per_day
)
SELECT
    toString(d) AS date,
    round(anyIf((c / prev_c - 1) * 100, ticker = 'SPY'), 2) AS spy_pct,
    round(anyIf((c / prev_c - 1) * 100, ticker = 'QQQ'), 2) AS qqq_pct,
    round(100.0 * countIf(c > prev_c AND prev_c > 0 AND dv >= 1000000) / countIf(c > 0 AND prev_c > 0 AND dv >= 1000000), 1) AS advancer_pct,
    countIf(c > 0 AND prev_c > 0 AND dv >= 1000000) AS liquid_names
FROM lagged
WHERE d >= toDate('2026-07-06')
GROUP BY d
ORDER BY d