liquidation — 4 answered market questions

How the tape behaved into the final session

most recentas of 2026-09-27 ranking 5×3read in context →

How the tape behaved into the final session — 5 rows by 3 columns, computed 2026-09-27 from US exchange, SIP and OPRA data.
wind_down_stage	median_daily_range_pct	median_dollar_volume_k
121 to 250 days out	2.49	70.1
61 to 120 days out	2.12	72.8
31 to 60 days out	1.76	82.9
11 to 30 days out	1.76	89.4
final 10 days	2.53	112.4

the exact SQL behind every number

WITH retired AS
(
    SELECT
        ticker,
        max(date) AS last_session
    FROM global_markets.stocks_daily_aggs
    WHERE date >= '2018-01-01'
      AND ticker NOT IN ('SPCX')
    GROUP BY ticker
    HAVING max(date) >= today() - 1130
       AND max(date) <  today() - 250
)
SELECT
    multiIf(
        dateDiff('day', d.date, r.last_session) <= 10,  'final 10 days',
        dateDiff('day', d.date, r.last_session) <= 30,  '11 to 30 days out',
        dateDiff('day', d.date, r.last_session) <= 60,  '31 to 60 days out',
        dateDiff('day', d.date, r.last_session) <= 120, '61 to 120 days out',
                                                        '121 to 250 days out')        AS wind_down_stage,
    round(quantileDeterministic(0.5)(
        toFloat64(d.high - d.low) / toFloat64(d.close) * 100,
        cityHash64(d.ticker, d.date)), 2)                                             AS median_daily_range_pct,
    round(quantileDeterministic(0.5)(
        toFloat64(d.volume) * toFloat64(d.close) / 1000,
        cityHash64(d.ticker, d.date)), 1)                                             AS median_dollar_volume_k
FROM global_markets.stocks_daily_aggs AS d
INNER JOIN retired AS r ON r.ticker = d.ticker
WHERE d.date >= today() - 1500
  AND d.date >  r.last_session - 250
  AND d.date <= r.last_session
  AND d.close > 0
GROUP BY wind_down_stage
ORDER BY min(dateDiff('day', d.date, r.last_session)) DESC

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