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Where the money trades: US dollar volume by liquidity rank tier, regular hours, June 30 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 2026-07-31, from Multi-Agent AI Trading Systems: What Is Real.

as of ranking 5×4read in context →
Where the money trades: US dollar volume by liquidity rank tier, regular hours, June 30 2026 — 5 rows by 4 columns, computed from US exchange, SIP and OPRA data.
liquidity_tiertickersdollar_volume_bnpct_of_dollar_volume
top 10 names10205.0422.5
ranks 11 to 5040186.4420.5
ranks 51 to 200150182.8320.1
ranks 201 to 1000800218.5724
ranks beyond 100010966117.8312.9
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 Where the money trades: US dollar volume by liquidity rank tier, regular hours, June 30 2026, derived from the stored result.
ColumnTypeRangeNotes
liquidity_tier text 5 distinct values
tickers number 10 to 10,966
dollar_volume_bn number 117.83 to 218.57 count
pct_of_dollar_volume number 12.9 to 24 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 tv AS (
    SELECT ticker,
           sum(toFloat64(close) * toFloat64(volume)) AS dollar_volume
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE toDate(toTimeZone(window_start, 'America/New_York')) = toDate('2026-06-30')
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
    GROUP BY ticker
    HAVING sum(toFloat64(close) * toFloat64(volume)) > 0
),
ranked AS (
    SELECT ticker, dollar_volume,
           row_number() OVER (ORDER BY dollar_volume DESC) AS rk
    FROM tv
)
SELECT multiIf(rk <= 10, 'top 10 names',
               rk <= 50, 'ranks 11 to 50',
               rk <= 200, 'ranks 51 to 200',
               rk <= 1000, 'ranks 201 to 1000',
               'ranks beyond 1000') AS liquidity_tier,
       count() AS tickers,
       round(sum(dollar_volume) / 1e9, 2) AS dollar_volume_bn,
       round(100 * sum(dollar_volume) / (SELECT sum(dollar_volume) FROM tv), 1) AS pct_of_dollar_volume
FROM ranked
GROUP BY liquidity_tier
ORDER BY min(rk)

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