STRASMORE/EXPLORE 2,170 QUERIES

Liquid-tape breadth: July 30 close vs July 29 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 30, 2026, The Day in Numbers.

as of scalar 1×6read in context →
advancers
3,782
decliners
2,122
unchanged
56
liquid tickers
5,960
dropped by liquidity filter
5,492
advancer pct
63.5
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 30 close vs July 29 close, $1M-traded filter, derived from the stored result.
ColumnTypeRangeNotes
advancers number every row is 3,782
decliners number every row is 2,122
unchanged number every row is 56
liquid_tickers number every row is 5,960
dropped_by_liquidity_filter number every row is 5,492
advancer_pct number every row is 63.5 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(c30 > c29 AND liquid) AS advancers,
    countIf(c30 < c29 AND liquid) AS decliners,
    countIf(c30 = c29 AND liquid) AS unchanged,
    countIf(liquid) AS liquid_tickers,
    countIf(NOT liquid) AS dropped_by_liquidity_filter,
    round(100.0 * countIf(c30 > c29 AND liquid) / countIf(liquid), 1) AS advancer_pct
FROM (
    SELECT ticker, c29, c30, dv30 >= 1000000 AS liquid
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-29 20:00:00') AS c29,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-30 13:30:00' AND window_start < '2026-07-30 20:00:00') AS c30,
               sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-30 13:30:00') AS dv30
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE window_start >= '2026-07-29 13:30:00' AND window_start < '2026-07-30 20:00:00'
        GROUP BY ticker
        HAVING c29 > 0 AND c30 > 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.

More from this analysisMarket Recap: July 30, 2026, The Day in Numbers
Session verification: first/last SPY bar ET, regular-bar count, holiday receipts, next closure scalar 1×7 → July 31 and August 3 on the calendar: closures, ex-dividends, splits, the Friday expiry, and the short-interest lag scalar 1×6 → Ex-dividends, splits, listings, news, and the July 30 SEC filing mix scalar 1×14 → SPY's median spread ranked against every July session, tightest first scalar 1×4 → Stocks NBBO update count: July 30 vs July 29, with named-ticker updates (millions) scalar 1×6 → Options NBBO tape: total updates vs the stock tape, plus the SPY root slice, July 30 scalar 1×3 → See all 2,170 queries →