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.
| liquidity_bucket | names_count | gone_count | gone_pct |
|---|---|---|---|
| under $1M | 3968 | 2280 | 57.5 |
| $1M to $10M | 3137 | 1298 | 41.4 |
| $10M to $100M | 2348 | 642 | 27.3 |
| $100M to $1B | 815 | 108 | 13.3 |
| $1B or more | 89 | 3 | 3.4 |
- Rows × columns
- 5 × 4
- 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 |
|---|---|---|---|
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.
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 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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