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 2026-10-17, from Weekly Market Recap: The Week in Numbers.
| date | advancers | decliners |
|---|---|---|
| 2026-10-09 | 154 | 63 |
| 2026-10-12 | 80 | 106 |
| 2026-10-13 | 93 | 130 |
| 2026-10-14 | 87 | 187 |
| 2026-10-15 | 200 | 115 |
- 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
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
date |
date | 2026-10-09 to 2026-10-15 | |
advancers |
number | 80 to 200 | |
decliners |
number | 63 to 187 |
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.
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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