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.
- Rows × columns
- 1 × 6
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
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.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
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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