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Daily market breadth: advancers vs decliners each session (names trading $500M+)

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 2026-08-25, from Weekly Market Recap: The Week in Numbers.

as of series 5×3read in context →
Daily market breadth: advancers vs decliners each session (names trading $500M+) — 5 rows by 3 columns, computed from US exchange, SIP and OPRA data.
dateadvancersdecliners
2026-08-1315176
2026-08-1486102
2026-08-1794127
2026-08-1891152
2026-08-19163107
Rows × columns
5 × 3
Period covered
to
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 Daily market breadth: advancers vs decliners each session (names trading $500M+), derived from the stored result.
ColumnTypeRangeNotes
date date 2026-08-13 to 2026-08-19
advancers number 86 to 163
decliners number 76 to 152

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 
WITH day AS (
    SELECT ticker, toDate(toTimeZone(window_start, 'America/New_York')) AS d,
        argMax(toFloat64(close), toTimeZone(window_start, 'America/New_York')) AS c,
        sum(toFloat64(close) * toFloat64(volume)) AS dv
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE window_start >= now() - INTERVAL 14 DAY AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
    GROUP BY ticker, d
),
chg AS (SELECT ticker, d, c, dv, lagInFrame(c) OVER (PARTITION BY ticker ORDER BY d) AS prev_c FROM day),
per_day AS (
    SELECT d,
        countIf(c > prev_c AND dv >= 500000000 AND prev_c > 3) AS advancers,
        countIf(c < prev_c AND dv >= 500000000 AND prev_c > 3) AS decliners,
        countIf(dv >= 500000000 AND prev_c > 3) AS total
    FROM chg WHERE d >= (SELECT max(d) FROM day) - 12 AND prev_c > 0
    GROUP BY d HAVING total >= 100
),
recent AS (SELECT d, advancers, decliners FROM per_day ORDER BY d DESC LIMIT 5)
SELECT d AS date, advancers, decliners FROM recent ORDER BY d ASC

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