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Who left the tape: March 2021 symbols by daily dollar volume, checked against late July 2026

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 2026-08-05, from Local A-Share Data Lake for AI Agents.

as of ranking 5×4read in context →
Who left the tape: March 2021 symbols by daily dollar volume, checked against late July 2026 — 5 rows by 4 columns, computed from US exchange, SIP and OPRA data.
liquidity_bucketnames_countgone_countgone_pct
under $1M3968228057.5
$1M to $10M3137129841.4
$10M to $100M234864227.3
$100M to $1B81510813.3
$1B or more8933.4
Rows × columns
5 × 4
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 Who left the tape: March 2021 symbols by daily dollar volume, checked against late July 2026, derived from the stored result.
ColumnTypeRangeNotes
liquidity_bucket text 5 distinct values ($100M to $1B, $10M to $100M, $1B or more…)
names_count number 89 to 3,968 count
gone_count number 3 to 2,280 count
gone_pct number 3.4 to 57.5 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 
WITH on_tape_now AS (
    SELECT ticker
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE toDate(toTimeZone(window_start, 'America/New_York')) >= toDate('2026-07-20')
      AND toDate(toTimeZone(window_start, 'America/New_York')) <= toDate('2026-07-31')
    GROUP BY ticker
),
march_2021 AS (
    SELECT ticker,
           sum(toFloat64(close) * toFloat64(volume))
             / uniqExact(toDate(toTimeZone(window_start, 'America/New_York'))) AS avg_daily_dollar_volume
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE toDate(toTimeZone(window_start, 'America/New_York')) >= toDate('2021-03-01')
      AND toDate(toTimeZone(window_start, 'America/New_York')) <= toDate('2021-03-31')
    GROUP BY ticker
)
SELECT multiIf(d.avg_daily_dollar_volume >= 1000000000, '$1B or more',
               d.avg_daily_dollar_volume >= 100000000, '$100M to $1B',
               d.avg_daily_dollar_volume >= 10000000, '$10M to $100M',
               d.avg_daily_dollar_volume >= 1000000, '$1M to $10M',
               'under $1M') AS liquidity_bucket,
       count() AS names_count,
       countIf(n.ticker = '') AS gone_count,
       round(100 * countIf(n.ticker = '') / count(), 1) AS gone_pct
FROM march_2021 AS d
LEFT JOIN on_tape_now AS n ON d.ticker = n.ticker
GROUP BY liquidity_bucket
ORDER BY min(d.avg_daily_dollar_volume)

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