STRASMORE/EXPLORE 2,170 QUERIES

Liquid-tape breadth: July 28 close vs July 27 close, $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 2026-08-01, from Market Recap: July 28, 2026, The Day in Numbers.

as of scalar 1×6read in context →
advancers
3,519
decliners
2,423
unchanged
66
liquid tickers
6,008
dropped by liquidity filter
5,346
advancer pct
58.6
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 Liquid-tape breadth: July 28 close vs July 27 close, $1M-traded filter, derived from the stored result.
ColumnTypeRangeNotes
advancers number every row is 3,519
decliners number every row is 2,423
unchanged number every row is 66
liquid_tickers number every row is 6,008
dropped_by_liquidity_filter number every row is 5,346
advancer_pct number every row is 58.6 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(c28 > c27 AND liquid) AS advancers,
    countIf(c28 < c27 AND liquid) AS decliners,
    countIf(c28 = c27 AND liquid) AS unchanged,
    countIf(liquid) AS liquid_tickers,
    countIf(NOT liquid) AS dropped_by_liquidity_filter,
    round(100.0 * countIf(c28 > c27 AND liquid) / countIf(liquid), 1) AS advancer_pct
FROM (
    SELECT ticker, c27, c28, dv28 >= 1000000 AS liquid
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-27 20:00:00') AS c27,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-28 13:30:00' AND window_start < '2026-07-28 20:00:00') AS c28,
               sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-28 13:30:00') AS dv28
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE window_start >= '2026-07-27 13:30:00' AND window_start < '2026-07-28 20:00:00'
        GROUP BY ticker
        HAVING c27 > 0 AND c28 > 0
    )
)

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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.

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