Market Recap: June 29, 2026 — The Day in Numbers
June 29, 2026 in two minutes, from stored SQL: the index scoreboard, breadth, a memory-stock round trip, options flow, rates, and the day's calendar.
Monday, June 29, 2026 was a broad, growth-led up day: QQQ gained 2.57%, SPY 1.62%, and 3968 liquid names rose against 2327 decliners across a regular 390-minute-bar session. Every number below is read from a stored query — expand any panel for the exact SQL. The tick-by-tick layer of the same day — the trade tape print by print, the quote stream, the spread math — lives in its own report: the June 29 microstructure deep dive.
The scoreboard
Every change compares June 29's last regular-session minute bar with Friday June 26's.
The exact SQL behind every number
WITH friday AS (
SELECT ticker, argMax(close, window_start) AS friday_close
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'QQQ', 'DIA', 'IWM')
AND window_start >= '2026-06-26 13:30:00' AND window_start < '2026-06-26 20:00:00'
GROUP BY ticker
),
monday AS (
SELECT ticker,
argMin(open, window_start) AS monday_open,
argMax(close, window_start) AS monday_close,
max(high) AS day_high,
min(low) AS day_low,
round(toFloat64(sum(volume)) / 1e6, 1) AS shares_traded_m
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'QQQ', 'DIA', 'IWM')
AND window_start >= '2026-06-29 13:30:00' AND window_start < '2026-06-29 20:00:00'
GROUP BY ticker
)
SELECT
m.ticker AS ticker,
toFloat64(f.friday_close) AS jun26_close,
toFloat64(m.monday_open) AS jun29_open,
toFloat64(m.monday_close) AS jun29_close,
round((toFloat64(m.monday_close) / toFloat64(f.friday_close) - 1) * 100, 2) AS pct_change,
round(100 * (toFloat64(m.monday_close) / toFloat64(f.friday_close) - 1) / max(toFloat64(m.monday_close) / toFloat64(f.friday_close) - 1) OVER (), 1) AS pct_of_best_change,
toFloat64(m.day_high) AS day_high,
toFloat64(m.day_low) AS day_low,
m.shares_traded_m AS shares_traded_m
FROM monday m
JOIN friday f ON m.ticker = f.ticker
ORDER BY m.tickerSPY opened at $736.525 against Friday's $729.09 close and finished at $740.88, just under its $741.56 high. QQQ's +2.57% against DIA's +0.81% marks a growth-and-tech day; IWM added 0.45%.
Breadth says the rally was wide. An advancer is a ticker whose Monday regular-session close beat Friday's, counted only among names with at least $1 million traded — a filter that drops 5108 of 11475 dual-session tickers — names with less than $1 million traded on the day.
The exact SQL behind every number
WITH per_ticker AS (
SELECT
ticker,
toFloat64(argMaxIf(close, window_start, window_start < '2026-06-27 00:00:00')) AS friday_close,
toFloat64(argMaxIf(close, window_start, window_start >= '2026-06-29 00:00:00')) AS monday_close,
sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-06-29 00:00:00') AS monday_dollar_volume
FROM global_markets.delayed_stocks_minute_aggs
WHERE (window_start >= '2026-06-26 13:30:00' AND window_start < '2026-06-26 20:00:00')
OR (window_start >= '2026-06-29 13:30:00' AND window_start < '2026-06-29 20:00:00')
GROUP BY ticker
)
SELECT
countIf(monday_close > friday_close AND monday_dollar_volume >= 1000000) AS advancers,
countIf(monday_close < friday_close AND monday_dollar_volume >= 1000000) AS decliners,
countIf(monday_close = friday_close AND monday_dollar_volume >= 1000000) AS unchanged,
countIf(monday_dollar_volume >= 1000000) AS liquid_tickers,
count() AS tickers_traded_both_sessions,
count() - countIf(monday_dollar_volume >= 1000000) AS dropped_by_liquidity_filter,
round(100.0 * countIf(monday_close > friday_close AND monday_dollar_volume >= 1000000)
/ countIf(monday_dollar_volume >= 1000000), 1) AS advancer_pct
FROM per_ticker
WHERE friday_close > 0 AND monday_close > 03968 advancers, 2327 decliners, 72 unchanged: 62.3% of the liquid tape rose.
The day's highlight: memory and storage
Four names traded the same theme with very different outcomes — we report co-movement and magnitude; the data does not say why.
The exact SQL behind every number
WITH per_name AS (
SELECT
ticker,
toFloat64(argMaxIf(close, window_start, window_start < '2026-06-27 00:00:00')) AS friday_close,
toFloat64(argMaxIf(close, window_start, window_start >= '2026-06-29 00:00:00')) AS monday_close,
maxIf(toFloat64(high), window_start >= '2026-06-29 00:00:00') AS day_high,
minIf(toFloat64(low), window_start >= '2026-06-29 00:00:00') AS day_low,
argMinIf(window_start, toFloat64(low), window_start >= '2026-06-29 00:00:00') AS low_bar,
argMaxIf(window_start, toFloat64(high), window_start >= '2026-06-29 00:00:00') AS high_bar
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('MU', 'SNDK', 'STX', 'WDC')
AND ((window_start >= '2026-06-26 13:30:00' AND window_start < '2026-06-26 20:00:00')
OR (window_start >= '2026-06-29 13:30:00' AND window_start < '2026-06-29 20:00:00'))
GROUP BY ticker
)
SELECT
ticker,
round(friday_close, 2) AS jun26_close,
round(monday_close, 2) AS jun29_close,
round((monday_close / friday_close - 1) * 100, 2) AS pct_chg,
round(day_high, 2) AS day_high,
formatDateTime(toTimeZone(high_bar, 'America/New_York'), '%H:%i') AS day_high_et,
round(day_low, 2) AS day_low,
formatDateTime(toTimeZone(low_bar, 'America/New_York'), '%H:%i') AS day_low_et,
round((day_high / day_low - 1) * 100, 2) AS range_pct
FROM per_name
ORDER BY tickerMU is the textbook case of range versus net change: a 12.22% intraday range — a $1023.65 low at 10:18 ET, a $1148.79 high at 15:59 — yet a close only 1.97% above Friday. Western Digital rose 11.15%, Seagate 8.17%; SanDisk closed -1.9% against Friday across a 10.33% range. A close hides what holders lived through.
Where the money traded
By dollars traded, Micron (MU) towered over everything, index funds included: $58.47 billion in regular hours against SPY's $33.97 billion. By share count the day looks completely different.
The exact SQL behind every number
SELECT ticker, leaderboard, dollar_volume_bn, if(dollar_volume_bn < 1, dollar_volume_m, NULL) AS dollar_value_m, shares_m,
round(100 * if(leaderboard = 'by dollars traded', dollar_volume_bn, shares_m)
/ max(if(leaderboard = 'by dollars traded', dollar_volume_bn, shares_m)) OVER (PARTITION BY leaderboard), 1) AS pct_of_board_leader
FROM (
SELECT
'by dollars traded' AS leaderboard,
ticker,
round(sum(toFloat64(close) * toFloat64(volume)) / 1e9, 2) AS dollar_volume_bn,
round(sum(toFloat64(close) * toFloat64(volume)) / 1e6, 0) AS dollar_volume_m,
round(sum(toFloat64(volume)) / 1e6, 1) AS shares_m
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= '2026-06-29 13:30:00' AND window_start < '2026-06-29 20:00:00'
GROUP BY ticker
ORDER BY dollar_volume_bn DESC
LIMIT 6
UNION ALL
SELECT
'by shares traded' AS leaderboard,
ticker,
round(sum(toFloat64(close) * toFloat64(volume)) / 1e9, 2) AS dollar_volume_bn,
round(sum(toFloat64(close) * toFloat64(volume)) / 1e6, 0) AS dollar_volume_m,
round(sum(toFloat64(volume)) / 1e6, 1) AS shares_m
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= '2026-06-29 13:30:00' AND window_start < '2026-06-29 20:00:00'
GROUP BY ticker
ORDER BY shares_m DESC
LIMIT 4
)
ORDER BY leaderboard ASC, if(leaderboard = 'by dollars traded', dollar_volume_bn, shares_m) DESCShare-count boards mislead: the share leaders were SOXS, a 3x-leveraged inverse semiconductor ETF (695.3 million shares), and INLF, a penny stock whose 353.8 million shares were worth only about $23 million all day. Dollar volume shows where money actually moved.
In 30-minute buckets of New York time, June 29 traces the classic volume "smile":
The exact SQL behind every number
SELECT
formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
round(sum(toFloat64(volume)) / 1e9, 2) AS shares_bn,
round(100 * sum(toFloat64(volume)) / max(sum(toFloat64(volume))) OVER (), 1) AS pct_of_biggest_bucket,
round(100 * (sum(toFloat64(volume)) / min(sum(toFloat64(volume))) OVER () - 1), 1) AS pct_above_trough
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= '2026-06-29 13:30:00' AND window_start < '2026-06-29 20:00:00'
GROUP BY et_time
ORDER BY et_time2.3 billion shares in the opening half hour, a 0.77 billion trough at 13:30, and the day's biggest bucket — 2.39 billion — in the closing half hour, the stretch where closing auctions and index-tracking flows traditionally concentrate. What sits underneath the minute bars — the busiest single minutes, the largest prints, odd lots, the quote stream — is in the microstructure deep dive.
The options tape
Options traded 66.33 million contracts across 11.04 million prints.
The exact SQL behind every number
WITH
(
SELECT (any(underlying_symbol), any(toFloat64(strike_price)), any(option_type),
any(toDateOrNull(concat('20', substring(ticker, length(ticker) - 14, 6)))),
sum(size), count(), round(avg(toFloat64(price)), 3))
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-06-29 00:00:00' AND sip_timestamp < '2026-06-30 00:00:00'
GROUP BY ticker
ORDER BY sum(size) DESC
LIMIT 1
) AS top_contract,
(
SELECT round(toFloat64(argMax(close, window_start)), 2)
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY' AND window_start >= '2026-06-29 13:30:00' AND window_start < '2026-06-29 20:00:00'
) AS spy_regular_close
SELECT
round(count() / 1e6, 2) AS option_prints_m,
round(toFloat64(sum(size)) / 1e6, 2) AS contracts_m,
round(100.0 * sumIf(size, option_type = 'C') / sum(size), 1) AS call_pct_of_volume,
round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260629') / sum(size), 1) AS same_day_expiry_pct,
round(toFloat64(sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260702')) / 1e6, 2) AS thu_jul2_expiry_contracts_m,
countIf(substring(ticker, length(ticker) - 14, 6) = '260703') AS fri_jul3_expiry_prints,
countIf(sip_timestamp < '2026-06-29 13:30:00') AS premarket_prints,
countIf(sip_timestamp < '2026-06-29 13:30:00'
AND underlying_symbol NOT IN ('SPX', 'SPXW', 'XSP', 'RUTW', 'VIX', 'VIXW')) AS premarket_non_index_prints,
arrayStringConcat(arraySort(groupUniqArrayIf(underlying_symbol, sip_timestamp < '2026-06-29 13:30:00')), ', ') AS premarket_underlyings,
round(toFloat64(sumIf(size, underlying_symbol = 'SPY')) / 1e6, 2) AS spy_contracts_m,
round(toFloat64(sumIf(size, underlying_symbol = 'QQQ')) / 1e6, 2) AS qqq_contracts_m,
top_contract.1 AS top_contract_underlying,
top_contract.2 AS top_contract_strike,
top_contract.3 AS top_contract_type,
top_contract.4 AS top_contract_expiry,
top_contract.5 AS top_contract_volume,
round(top_contract.7, 3) AS top_contract_avg_price,
round(top_contract.2 - spy_regular_close, 2) AS top_strike_minus_spy_close
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-06-29 00:00:00' AND sip_timestamp < '2026-06-30 00:00:00'Calls took 55.7% of contract volume, and 35.8% of everything that traded expired that same Monday — the zero-days-to-expiry (0DTE) share. The busiest single contract anywhere was the same-day SPY $741 call: 788133 contracts at a per-print average premium of $0.474, with SPY's last-minute-bar close landing 0.12 dollars below the strike — on our measure, the day's most-traded option finished out of the money. SPY led all underlyings at 12.01 million contracts; QQQ was second at 7.32 million.
The expiration calendar bends around holidays: contracts expiring Friday, July 3 traded 0 times all day — that expiration does not exist — while the Thursday, July 2 expiry traded 10.73 million contracts, the weekly having shifted ahead of the closure.
Rates: the curve barely moved
Treasuries had a quiet Monday. Yields are daily closes; changes are against Friday, June 26.
The exact SQL behind every number
SELECT
t.1 AS curve_point,
round(t.2, 2) AS jun29_yield_pct,
round((t.2 - t.3) * 100) AS one_day_change_bp
FROM (
SELECT arrayJoin([
('1 month', toFloat64(mon.yield_1_month), toFloat64(fri.yield_1_month)),
('3 month', toFloat64(mon.yield_3_month), toFloat64(fri.yield_3_month)),
('1 year', toFloat64(mon.yield_1_year), toFloat64(fri.yield_1_year)),
('2 year', toFloat64(mon.yield_2_year), toFloat64(fri.yield_2_year)),
('5 year', toFloat64(mon.yield_5_year), toFloat64(fri.yield_5_year)),
('10 year', toFloat64(mon.yield_10_year), toFloat64(fri.yield_10_year)),
('30 year', toFloat64(mon.yield_30_year), toFloat64(fri.yield_30_year)),
('2s10s spread', toFloat64(mon.yield_10_year - mon.yield_2_year), toFloat64(fri.yield_10_year - fri.yield_2_year))
]) AS t
FROM (SELECT * FROM global_markets.treasury_yields WHERE date = '2026-06-29') AS mon,
(SELECT * FROM global_markets.treasury_yields WHERE date = '2026-06-26') AS fri
)The 10-year closed at 4.38%, unchanged on the day (0 bp), while the 3-month bill added 4 bp to 3.87%. The 2s10s spread — the 10-year yield minus the 2-year — closed at 0.28 percentage points, a one-day change of -3 bp: still positive, slightly flatter.
The calendar behind the day
The exact SQL behind every number
WITH
(
SELECT (argMax(d, n), max(n))
FROM (
SELECT ex_dividend_date AS d, count() AS n
FROM global_markets.stocks_dividends
WHERE ex_dividend_date BETWEEN '2026-06-22' AND '2026-07-02'
GROUP BY d
)
) AS peak_ex_div,
(
SELECT (countIf(form_type = '424B2'), countIf(form_type = '4'), countIf(form_type = '8-K'), count())
FROM global_markets.stocks_sec_edgar_index
WHERE filing_date = '2026-06-29'
) AS filings,
(
SELECT (count(), uniqExact(publisher), countIf(has(tickers, 'NVDA')))
FROM global_markets.stocks_news
WHERE toDate(toTimeZone(published_utc, 'America/New_York')) = '2026-06-29'
) AS news,
(
SELECT max(n)
FROM (
SELECT t, count() AS n
FROM (
SELECT arrayJoin(tickers) AS t
FROM global_markets.stocks_news
WHERE toDate(toTimeZone(published_utc, 'America/New_York')) = '2026-06-29'
)
WHERE t NOT IN ('NVDA', 'SPCX')
GROUP BY t
)
) AS runner_up_articles,
(
SELECT (any(split_from), any(split_to), count())
FROM global_markets.stocks_splits
WHERE ticker = 'HON' AND execution_date = '2026-06-29'
) AS hon_split,
(
SELECT (
round(toFloat64(argMaxIf(close, window_start, window_start < '2026-06-27 00:00:00')), 2),
round(toFloat64(argMaxIf(close, window_start, window_start >= '2026-06-29 00:00:00')), 2)
)
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'HON'
AND ((window_start >= '2026-06-26 13:30:00' AND window_start < '2026-06-26 20:00:00')
OR (window_start >= '2026-06-29 13:30:00' AND window_start < '2026-06-29 20:00:00'))
) AS hon_close
SELECT
(SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date = '2026-06-29') AS ex_dividend_records_jun29,
(SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date = '2026-06-29'
AND ticker IN ('AAPL', 'MSFT', 'NVDA', 'AMZN', 'GOOGL', 'GOOG', 'META', 'TSLA', 'JPM', 'JNJ',
'XOM', 'KO', 'PG', 'V', 'MA', 'HD', 'WMT', 'CVX', 'MRK', 'PEP',
'SPY', 'QQQ', 'DIA', 'IWM', 'VTI')) AS household_name_ex_dividends,
peak_ex_div.1 AS busiest_ex_div_day_of_window,
peak_ex_div.2 AS busiest_ex_div_day_records,
(SELECT count() FROM global_markets.stocks_splits WHERE execution_date = '2026-06-29') AS splits_executed,
(SELECT count() FROM global_markets.stocks_ipos WHERE listing_date = '2026-06-29') AS ipos_listed_jun29,
(SELECT arrayStringConcat(groupArray(ticker), ', ') FROM (
SELECT ticker FROM global_markets.stocks_ipos WHERE listing_date = '2026-07-01' ORDER BY ticker
)) AS jul1_ipo_debuts,
filings.4 AS sec_filings,
filings.1 AS prospectus_424b2_filings,
filings.2 AS insider_form4_filings,
filings.3 AS filings_8k,
news.1 AS news_articles,
news.2 AS news_publishers,
news.3 AS nvda_articles,
runner_up_articles AS next_most_covered_articles,
news.3 - runner_up_articles AS nvda_minus_next_most_covered,
hon_split.3 AS hon_split_records,
hon_split.1 AS hon_split_from,
hon_split.2 AS hon_split_to,
hon_close.1 AS hon_close_jun26,
hon_close.2 AS hon_close_jun29,
(SELECT toDate(max(published)) FROM global_markets.news) AS second_feed_last_article449 dividend records went ex-dividend on June 29 — own the stock before its ex-dividend date or the payment is not yours — yet among 25 household names we checked, 0 appeared. The quarter-end wave crested at 747 records on 2026-07-01. 23 splits executed; 0 IPOs listed, the week's name-brand debuts (BSP, ITG, LIME) coming that Wednesday.
The SEC logged 6173 filings dated June 29: 1473 structured-product pricing supplements (form 424B2) and 1277 insider-trade reports (Form 4) dwarf the 231 8-Ks that make headlines. Our equity news feed carried 170 articles from just 3 publishers. Excluding one reused symbol the vendor tags ambiguously (dropped inside the query itself), the most-covered name was NVDA at 14 articles; the runner-up counted 12.
Data notes
Weird data gets a note, never silent exclusion — the three below touch this post's headline numbers; the rest live in the expander.
- Dollar volume is a per-minute proxy. Every dollar-volume figure here is close × volume summed per minute bar — close to, but not exactly, the sum of individual print values.
- A lone print can contaminate a minute bar's high or low. QQQ's 11:07 ET bar carries a $709.58 low while no surrounding bar dipped below $715.09 — a single print $5.51 under the concurrent market. Every high and low displayed above was cross-checked against adjacent bars; QQQ's session low of $705.172 is traced by a long run of consecutive mid-morning bars, not a lone print.
- Treasury coverage is thinner than the schema. Four advertised maturities (the 6-month, 3-, 7- and 20-year) have never been populated; the curve above shows the seven that exist, plus the 2s10s row.
Full data notes
- A Honeywell "reverse split" the tape contradicts. The corporate-actions feed carries 1 HON record dated June 29: a 2-for-1 reverse split. HON closed $231.3 Friday and $227.71 Monday — no doubling. We did not apply it.
- A second news feed is dead, not quiet. Its latest article is dated 2026-05-25 — the article count above is one vendor's feed, not "all market news."
- The tick-level receipts moved. Crossed quotes, the phantom-volume correction on the trade tape, and the truncated FINRA short-volume file (and why daily short volume is not short interest) are documented, with receipts, in the microstructure deep dive.
The session, verified
The exact SQL behind every number
WITH
(SELECT min(date) FROM global_markets.stocks_market_holidays WHERE date > '2026-06-29') AS next_closure,
(
SELECT (
round(toFloat64(minIf(low, formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H:%i') = '11:07')), 2),
round(toFloat64(minIf(low, formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H:%i') IN ('11:04', '11:05', '11:06', '11:08', '11:09', '11:10'))), 2)
)
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'QQQ' AND window_start >= '2026-06-29 13:30:00' AND window_start < '2026-06-29 20:00:00'
) AS qqq_lone
SELECT
(SELECT count() FROM global_markets.stocks_market_holidays WHERE date = '2026-06-29') AS holiday_rows_jun29,
next_closure AS next_closure_date,
(SELECT any(name) FROM global_markets.stocks_market_holidays WHERE date = next_closure) AS next_closure_name,
(SELECT any(status) FROM global_markets.stocks_market_holidays WHERE date = next_closure) AS next_closure_status,
formatDateTime(min(toTimeZone(window_start, 'America/New_York')), '%H:%i') AS first_spy_bar_et,
formatDateTime(max(toTimeZone(window_start, 'America/New_York')), '%H:%i') AS last_spy_bar_et,
count() AS spy_minute_bars,
countIf(window_start >= '2026-06-29 13:30:00' AND window_start < '2026-06-29 20:00:00') AS regular_session_bars,
qqq_lone.1 AS qqq_1107_lone_low,
qqq_lone.2 AS qqq_1107_adjacent_bars_low,
round(qqq_lone.2 - qqq_lone.1, 2) AS qqq_lone_print_below_adjacent
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY' AND window_start >= '2026-06-29 00:00:00' AND window_start < '2026-06-30 00:00:00'The holiday calendar holds 0 rows for June 29 — a regular full session — and SPY's bars run 04:00 to 19:59 New York time with exactly 390 regular-window bars. The next closure is 2026-07-03 ("Independence Day", status closed) — a full close, not a half-day, with July 4 landing on a Saturday in 2026.
Methodology
- Timestamps are stored in UTC and converted to New York time inside the queries. "Close" means the last regular-session minute bar, not the official auction print; day changes compare June 29 with June 26. The session type was verified against the holiday calendar and the observed bar span — never assumed. Equity minute bars come from the delayed consolidated feed — delayed by minutes intraday, complete well before this post's publication.
- Decimal columns are cast to 64-bit floats before ratio arithmetic; option expiries are re-parsed from the OCC ticker (the table's own expiry column is broken). The options panel is read once, at authoring time, through the gated read-only path — readers never trigger live queries. Warehouse state as of July 3, 2026.
Every panel is a stored query result — chart, table, and SQL are one object. Paste any of them into the Strasmore terminal and make them your own.