{"slug":"local-a-share-market-data-lake","qid":"vanished_by_liquidity","label":"Who left the tape: March 2021 symbols by daily dollar volume, checked against late July 2026","post_title":"Local A-Share Data Lake for AI Agents","post_url":"/blog/local-a-share-market-data-lake#q-vanished_by_liquidity","columns":["liquidity_bucket","names_count","gone_count","gone_pct"],"rows":[{"liquidity_bucket":"under $1M","names_count":3968,"gone_count":2280,"gone_pct":57.5},{"liquidity_bucket":"$1M to $10M","names_count":3137,"gone_count":1298,"gone_pct":41.4},{"liquidity_bucket":"$10M to $100M","names_count":2348,"gone_count":642,"gone_pct":27.3},{"liquidity_bucket":"$100M to $1B","names_count":815,"gone_count":108,"gone_pct":13.3},{"liquidity_bucket":"$1B or more","names_count":89,"gone_count":3,"gone_pct":3.4}],"shape":"ranking","sql":"WITH on_tape_now AS (\n    SELECT ticker\n    FROM global_markets.delayed_stocks_minute_aggs\n    WHERE toDate(toTimeZone(window_start, 'America/New_York')) >= toDate('2026-07-20')\n      AND toDate(toTimeZone(window_start, 'America/New_York')) <= toDate('2026-07-31')\n    GROUP BY ticker\n),\nmarch_2021 AS (\n    SELECT ticker,\n           sum(toFloat64(close) * toFloat64(volume))\n             / uniqExact(toDate(toTimeZone(window_start, 'America/New_York'))) AS avg_daily_dollar_volume\n    FROM global_markets.delayed_stocks_minute_aggs\n    WHERE toDate(toTimeZone(window_start, 'America/New_York')) >= toDate('2021-03-01')\n      AND toDate(toTimeZone(window_start, 'America/New_York')) <= toDate('2021-03-31')\n    GROUP BY ticker\n)\nSELECT multiIf(d.avg_daily_dollar_volume >= 1000000000, '$1B or more',\n               d.avg_daily_dollar_volume >= 100000000, '$100M to $1B',\n               d.avg_daily_dollar_volume >= 10000000, '$10M to $100M',\n               d.avg_daily_dollar_volume >= 1000000, '$1M to $10M',\n               'under $1M') AS liquidity_bucket,\n       count() AS names_count,\n       countIf(n.ticker = '') AS gone_count,\n       round(100 * countIf(n.ticker = '') / count(), 1) AS gone_pct\nFROM march_2021 AS d\nLEFT JOIN on_tape_now AS n ON d.ticker = n.ticker\nGROUP BY liquidity_bucket\nORDER BY min(d.avg_daily_dollar_volume)","computed_at":"2026-08-05T03:38:11.507186+00:00","elapsed":0.003391128}