Local A-Share Data Lake for AI Agents
Who left the tape: March 2021 symbols by daily dollar volume, checked against late July 2026ranking ·
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Survivorship, measured: March cohorts of US symbols still trading in late July 2026table ·
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One week of the US minute tape: symbols and bars per session, Jul 20-24, 2026series ·
2026-08-05 · 5×4
Market Data Skills for AI Agents
Trading sessions per month: SPY bars, July 2025 through June 2026series ·
2026-08-01 · 12×4
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One company, two tickers: share class volume split, June 2026ranking ·
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Who left the tape: March 2021 symbols by daily dollar volume, checked against late July 2026
Who left the tape: March 2021 symbols by daily dollar volume, checked against late July 2026
| 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 |
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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