The receipts: file size, liquid names, thin names, and the liquid median
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 2026-09-26, from Highest Days to Cover Stocks Right Now.
- Rows × columns
- 1 × 5
- Period covered
- 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 |
|---|---|---|---|
tickers_reported |
number | every row is 22,593 | |
liquid_names |
number | every row is 693 | |
thin_names |
number | every row is 19,951 | |
liquid_median_dtc |
number | every row is 2.2 | |
settled |
date | 2026-09-15 |
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 count() AS tickers_reported,
countIf(avg_daily_volume >= 5e6 AND days_to_cover > 0) AS liquid_names,
countIf(avg_daily_volume < 1e6 AND days_to_cover > 0) AS thin_names,
round(quantileDeterministicIf(0.5)(days_to_cover, cityHash64(ticker), avg_daily_volume >= 5e6), 1) AS liquid_median_dtc,
toString(max(settlement_date)) AS settled
FROM global_markets.stocks_short_interest
WHERE settlement_date = (SELECT max(settlement_date) FROM global_markets.stocks_short_interest)
AND days_to_cover > 0
Work with this data in your AI assistant
Opens ready to query, with this page's data. Free, no account.