order_id
stringlengths
7
7
as_of_ts
stringdate
2025-10-27 09:35:01
2025-12-26 15:55:50
symbol
stringclasses
46 values
side
stringclasses
2 values
order_size_shares
int64
181
1.26M
arrival_price
float64
14.7
504
notional_usd
float64
4.59k
609M
arrival_spread_bps
float64
0.5
5.6
adv_pct
float64
0
2
liquidity_bucket
stringclasses
4 values
volatility_5m_bps
float64
3
40
queue_length_levels
int64
3
39
imbalance_pct
float64
-35
35
venue_candidates_ranked
stringlengths
8
26
primary_algo
stringclasses
5 values
urgency_1_5
int64
1
5
primary_order_type
stringclasses
4 values
expected_slippage_bps
float64
1.1
21.7
expected_fill_time_s
int64
60
320
fallback_threshold_slip_bps
int64
12
35
fallback_threshold_liq_frac
float64
0.4
0.85
fallback_trigger_logic
stringclasses
4 values
fallback_triggered
bool
2 classes
fallback_reason
stringclasses
4 values
fallback_action
stringclasses
5 values
fallback_time_s
int64
0
70
venue_path
stringlengths
8
26
order_type_path
stringclasses
16 values
toxicity_score_1_100
float64
0
100
realized_fill_ratio_pct
int64
58
100
realized_slippage_bps
float64
0
52.5
realized_fill_time_s
int64
8
476
post_trade_impact_5m_bps
int64
-20
60
post_trade_reversion_30m_bps
int64
-40
30
short_term_alpha_5m_bps
int64
-40
40
compliance_flags
stringclasses
3 values
reject_code
stringclasses
4 values
notes
stringclasses
5 values
X000101
2025-12-23 14:43:45
PEP
Sell
32,902
94.47
3,108,251.94
4.1
0.104
High
3.2
32
-28.3
BATS>EDGX>NYSE>NASDAQ
POV
5
IOC
5
81
26
0.46
Multi
false
null
null
0
BATS>EDGX>NYSE>NASDAQ
IOC
53.4
94
4
48
6
-9
-18
null
null
Stable book; normal liquidity
X000102
2025-11-21 10:25:16
XLB
Sell
134,421
279.12
37,519,589.52
1.7
0.342
Low
23.6
39
-11.9
EDGX>ARCA
VWAP
2
LMT
6.5
117
23
0.47
Multi
false
null
null
0
EDGX>ARCA
LMT
28.8
89
24.3
196
47
-2
-4
null
null
Toxic prints; widened spread
X000103
2025-12-14 09:54:32
CSCO
Sell
35,151
109.87
3,862,040.37
4.3
0.088
Medium
6.2
26
7.3
EDGX>NYSE>NASDAQ
Adaptive
2
MKT
4.1
74
32
0.71
ToxicitySpike
false
null
null
0
EDGX>NYSE>NASDAQ
MKT
54.5
93
10.2
137
35
-32
29
null
null
High urgency from PM
X000104
2025-11-15 12:25:46
PEP
Sell
116,879
44.8
5,236,179.2
4.5
0.369
Low
11.7
36
24.7
IEX>NASDAQ>ARCA
IS
5
MKT
10.4
135
29
0.44
Multi
false
null
null
0
IEX>NASDAQ>ARCA
MKT
47.2
85
22.8
120
-15
-32
19
null
null
Paused due to data glitch
X000105
2025-12-19 13:37:05
UNH
Sell
31,338
197.05
6,175,152.9
1.7
0.138
Medium
14.9
31
22.4
NASDAQ>IEX>EDGX
Adaptive
4
LMT
5.3
78
19
0.77
Slip>Thresh
false
null
null
0
NASDAQ>IEX>EDGX
LMT
12.2
85
13.2
87
12
6
29
Watchlist
null
Paused due to data glitch
X000106
2025-11-02 13:29:28
XLB
Sell
88,189
325.41
28,697,582.49
1.7
0.225
Low
10.5
25
-32.9
ARCA>NASDAQ>IEX
POV
4
MKT
5.8
110
24
0.54
Multi
false
null
null
0
ARCA>NASDAQ>IEX
MKT
72.5
92
1.9
54
47
-8
34
null
null
Paused due to data glitch
X000107
2025-12-03 13:57:36
WMT
Sell
28,153
221.12
6,225,191.36
2.9
0.087
Low
17.4
24
26.2
IEX>NYSE>EDGX>NASDAQ
POV
5
LMT
8.7
78
16
0.47
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
23
IEX>NYSE>EDGX>NASDAQ
LMT>PO
72.2
100
16.9
89
-14
28
39
null
null
Stable book; normal liquidity
X000108
2025-12-14 15:54:15
AAPL
Buy
34,323
181.05
6,214,179.15
2.4
0.101
Medium
8.6
30
12
ARCA>BATS>IEX>NASDAQ>NYSE
IS
4
IOC
5.8
79
29
0.4
LiqDrop
false
null
null
0
ARCA>BATS>IEX>NASDAQ>NYSE
IOC
33.1
85
5.2
10
20
-15
2
null
null
High urgency from PM
X000109
2025-11-11 09:35:30
IEF
Buy
17,282
97.75
1,689,315.5
2.8
0.066
Medium
12.9
38
13.8
NYSE>ARCA>IEX>BATS>EDGX
TWAP
1
PO
4.4
66
14
0.83
ToxicitySpike
false
null
null
0
NYSE>ARCA>IEX>BATS>EDGX
PO
59.9
97
7.3
10
54
-23
-37
null
null
High urgency from PM
X000110
2025-12-03 14:48:59
IWM
Sell
6,514
205.68
1,339,799.52
1.1
0.009
Ultra
13.8
21
30.2
IEX>EDGX>NASDAQ
TWAP
1
MKT
4.2
62
31
0.46
Slip>Thresh
false
null
null
0
IEX>EDGX>NASDAQ
MKT
89.1
99
10.7
94
17
9
2
null
null
High urgency from PM
X000111
2025-12-16 11:24:40
XLF
Buy
48,887
168.16
8,220,837.92
3
0.134
High
3.4
21
9.9
NYSE>IEX
IS
4
MKT
4.3
88
31
0.69
LiqDrop
false
null
null
0
NYSE>IEX
MKT
97.7
85
0
52
59
-9
18
Watchlist
null
Paused due to data glitch
X000112
2025-12-16 14:20:23
SPY
Sell
61,238
490.11
30,013,356.18
1.2
0.083
Ultra
7.9
22
-11.6
EDGX>BATS
TWAP
2
LMT
2.6
86
19
0.68
LiqDrop
false
null
null
0
EDGX>BATS
LMT
32.9
98
3.7
89
-4
1
-29
null
null
Venue switch reduced impact
X000113
2025-12-21 11:37:46
NKE
Sell
22,363
209.88
4,693,546.44
2.4
0.104
Medium
13.5
33
-25.1
NYSE>BATS
TWAP
2
LMT
4.6
69
15
0.71
Multi
false
null
null
0
NYSE>BATS
LMT
65.2
86
0
87
59
29
-38
Watchlist
null
Toxic prints; widened spread
X000114
2025-12-07 15:28:37
XLE
Buy
7,742
193.18
1,495,599.56
3.9
0.028
High
8.4
15
-20.4
IEX>EDGX>ARCA>BATS>NYSE
IS
5
LMT
6.6
65
30
0.6
Slip>Thresh
false
null
null
0
IEX>EDGX>ARCA>BATS>NYSE
LMT
38.4
62
11.6
62
13
27
-35
null
null
Paused due to data glitch
X000115
2025-11-09 13:33:31
SPY
Buy
216,514
461.49
99,919,045.86
1.1
0.292
Medium
11.2
21
-1.6
EDGX>IEX
POV
5
MKT
6.2
200
25
0.81
Multi
false
null
null
0
EDGX>IEX
MKT
66.5
96
0
103
17
-25
-31
NoShort
null
High urgency from PM
X000116
2025-12-08 15:15:01
TSLA
Sell
30,455
29.02
883,804.1
1.1
0.095
Medium
19.5
14
-1.7
EDGX>NYSE>BATS>ARCA
TWAP
1
MKT
5.7
70
25
0.82
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
14
EDGX>NYSE>BATS>ARCA
MKT>LMT
99.5
88
6.5
43
-12
14
33
NoShort
null
Paused due to data glitch
X000117
2025-11-21 13:42:27
TSLA
Buy
116,004
301.46
34,970,565.84
1.8
0.361
Low
18.1
28
16.1
NASDAQ>EDGX>ARCA>IEX
POV
5
IOC
9.5
135
35
0.72
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>ARCA>IEX
IOC
82.8
94
0
101
-15
-16
25
null
null
Toxic prints; widened spread
X000118
2025-12-16 13:56:18
BRK.B
Buy
6,487
118.67
769,812.29
2
0.029
Ultra
7.6
14
-23
NYSE>BATS>NASDAQ>EDGX
VWAP
1
LMT
2.4
62
22
0.61
Multi
false
null
null
0
NYSE>BATS>NASDAQ>EDGX
LMT
91.8
99
5.2
70
26
14
0
null
null
High urgency from PM
X000119
2025-11-08 10:16:35
UNH
Sell
6,323
176.08
1,113,353.84
2.3
0.028
Ultra
12.4
16
23.1
BATS>NYSE>ARCA>NASDAQ
IS
4
MKT
7.6
63
19
0.67
LiqDrop
false
null
null
0
BATS>NYSE>ARCA>NASDAQ
MKT
57.9
93
8.3
81
-19
15
-16
null
null
Paused due to data glitch
X000120
2025-11-24 15:10:00
XLB
Buy
91,712
300.99
27,604,394.88
2.5
0.234
Low
11.4
3
9.4
IEX>BATS>EDGX
VWAP
3
MKT
5.5
105
13
0.41
ToxicitySpike
false
null
null
0
IEX>BATS>EDGX
MKT
2.4
100
6.6
107
4
14
3
null
null
Paused due to data glitch
X000121
2025-11-19 13:09:54
NVDA
Sell
2,784
197.88
550,897.92
1.1
0.072
Ultra
5.1
12
15.8
EDGX>NASDAQ>NYSE>ARCA
TWAP
2
MKT
2.2
61
21
0.74
Multi
false
null
null
0
EDGX>NASDAQ>NYSE>ARCA
MKT
30.4
90
8.1
45
0
9
-24
null
null
Stable book; normal liquidity
X000122
2025-12-10 14:54:26
VZ
Sell
8,954
244.24
2,186,924.96
2.3
0.077
Medium
21.4
5
-30.5
NYSE>NASDAQ
Adaptive
3
LMT
6.7
64
33
0.46
Multi
false
null
null
0
NYSE>NASDAQ
LMT
96.5
98
13.1
103
-1
10
7
null
null
Paused due to data glitch
X000123
2025-11-08 11:55:00
AMZN
Buy
4,413
214.39
946,103.07
2.7
0.203
Low
29.3
21
29.2
ARCA>NYSE>NASDAQ
VWAP
3
MKT
11.5
62
15
0.5
ToxicitySpike
false
null
null
0
ARCA>NYSE>NASDAQ
MKT
51.1
96
15.2
67
36
-34
-18
NoShort
null
Stable book; normal liquidity
X000124
2025-11-10 15:28:28
XLV
Sell
30,046
286.22
8,599,766.12
1.8
0.084
Medium
17.7
35
-31.1
NASDAQ>EDGX
VWAP
1
LMT
4.4
70
19
0.41
Slip>Thresh
false
null
null
0
NASDAQ>EDGX
LMT
34
87
0
110
34
-14
-9
null
null
Toxic prints; widened spread
X000125
2025-12-24 13:07:51
IWM
Buy
38,737
197.06
7,633,513.22
1.6
0.053
Medium
23.6
21
-4.7
BATS>NASDAQ>IEX>NYSE
VWAP
2
PO
7.1
76
22
0.76
Slip>Thresh
false
null
null
0
BATS>NASDAQ>IEX>NYSE
PO
41.7
86
0
10
59
-40
-24
null
null
Paused due to data glitch
X000126
2025-12-02 13:22:06
IWM
Buy
39,655
207.26
8,218,895.3
1.1
0.055
High
19.2
39
-2.3
BATS>NYSE>IEX>ARCA>EDGX
VWAP
2
LMT
5.1
76
23
0.77
ToxicitySpike
false
null
null
0
BATS>NYSE>IEX>ARCA>EDGX
LMT
33.8
92
13.1
20
-12
-17
3
null
null
Venue switch reduced impact
X000127
2025-11-16 12:25:49
VZ
Sell
4,773
299.5
1,429,513.5
4.1
0.041
High
8
12
22.1
ARCA>NYSE
Adaptive
5
PO
5.7
63
24
0.48
Multi
false
null
null
0
ARCA>NYSE
PO
16.8
95
5.9
75
4
-24
29
null
null
Stable book; normal liquidity
X000128
2025-11-19 14:24:55
BA
Buy
42,085
314.66
13,242,466.1
2.1
0.14
Low
15.6
13
8.8
IEX>BATS>EDGX>NASDAQ
TWAP
2
LMT
5
77
27
0.49
LiqDrop
false
null
null
0
IEX>BATS>EDGX>NASDAQ
LMT
60.6
92
14.5
27
10
11
-34
null
null
Toxic prints; widened spread
X000129
2025-11-13 12:20:31
HYG
Buy
21,883
73.57
1,609,932.31
1.6
0.12
High
5.9
36
26.7
ARCA>NASDAQ>EDGX>IEX
POV
4
MKT
3.8
72
13
0.43
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>EDGX>IEX
MKT
6.4
93
6.5
134
-7
-18
20
null
null
Venue switch reduced impact
X000130
2025-12-07 09:40:22
XOM
Buy
11,670
116.38
1,358,154.6
2.1
0.107
Medium
7.5
7
34
NASDAQ>IEX>BATS>EDGX
TWAP
1
LMT
2.6
64
18
0.61
Slip>Thresh
false
null
null
0
NASDAQ>IEX>BATS>EDGX
LMT
72.7
90
11.4
69
37
-21
-27
Watchlist
null
High urgency from PM
X000131
2025-12-24 15:49:51
CSCO
Buy
12,919
82.81
1,069,822.39
3.7
0.032
Medium
17
11
33.6
EDGX>BATS>NYSE>ARCA>NASDAQ
VWAP
2
PO
6.4
65
35
0.59
Slip>Thresh
false
null
null
0
EDGX>BATS>NYSE>ARCA>NASDAQ
PO
26.1
92
9.4
51
57
-33
28
NoShort
null
Paused due to data glitch
X000132
2025-11-22 15:53:38
AMD
Buy
7,330
286.9
2,102,977
2
0.205
Medium
8
12
33.5
NYSE>BATS>EDGX>ARCA>IEX
TWAP
3
LMT
3.5
63
28
0.49
Multi
false
null
null
0
NYSE>BATS>EDGX>ARCA>IEX
LMT
81.2
95
0
51
35
-20
18
NoShort
null
Toxic prints; widened spread
X000133
2025-11-09 12:45:36
QQQ
Sell
166,477
396.07
65,936,545.39
0.8
0.528
Medium
8.7
8
-34.9
EDGX>IEX>NYSE>ARCA>BATS
VWAP
2
MKT
3.2
130
29
0.62
Slip>Thresh
false
null
null
0
EDGX>IEX>NYSE>ARCA>BATS
MKT
74.3
95
12.1
62
45
-30
-26
null
null
High urgency from PM
X000134
2025-12-15 13:17:21
CVX
Sell
72,694
123.75
8,995,882.5
1.4
0.432
Low
24.6
38
19.4
NASDAQ>BATS
VWAP
1
LMT
5.8
85
21
0.63
ToxicitySpike
false
null
null
0
NASDAQ>BATS
LMT
58
97
5
10
35
-3
30
null
null
Paused due to data glitch
X000135
2025-11-19 11:07:12
BAC
Sell
46,998
69.87
3,283,750.26
1.4
0.128
Ultra
3.8
6
30.2
ARCA>EDGX>IEX>BATS
Adaptive
4
LMT
1.9
87
32
0.41
LiqDrop
false
null
null
0
ARCA>EDGX>IEX>BATS
LMT
56.8
99
0
90
-15
10
37
null
null
High urgency from PM
X000136
2025-11-08 12:15:40
HYG
Sell
47,172
75.9
3,580,354.8
1.7
0.259
Low
18.9
37
20.4
NASDAQ>ARCA>NYSE>EDGX
Adaptive
1
LMT
4.4
76
14
0.67
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>NYSE>EDGX
LMT
20
93
9.1
10
55
-36
27
null
null
Venue switch reduced impact
X000137
2025-12-09 10:56:08
AAPL
Sell
47,737
150.21
7,170,574.77
1.5
0.14
High
7.2
13
-18.7
EDGX>IEX>NYSE>BATS>ARCA
Adaptive
3
MKT
3.2
83
33
0.74
ToxicitySpike
false
null
null
0
EDGX>IEX>NYSE>BATS>ARCA
MKT
49.6
86
0
78
-4
13
13
null
null
High urgency from PM
X000138
2025-12-09 14:46:54
TSLA
Buy
35,307
142.07
5,016,065.49
1.6
0.11
Medium
11.7
37
-17.6
ARCA>BATS>IEX>NYSE
IS
4
LMT
5.5
80
25
0.56
LiqDrop
false
null
null
0
ARCA>BATS>IEX>NYSE
LMT
1.9
93
10.6
133
8
-27
8
PositionLimitNear
PriceBand
Paused due to data glitch
X000139
2025-11-13 15:15:16
PFE
Buy
19,140
239.55
4,584,987
1.8
0.052
High
11.7
31
-6.5
BATS>NYSE
Adaptive
4
IOC
5.1
71
24
0.74
Slip>Thresh
false
null
null
0
BATS>NYSE
IOC
49
95
0
122
24
11
-11
null
VenueReject
Venue switch reduced impact
X000140
2025-11-27 11:00:54
TSLA
Sell
80,714
158.39
12,784,290.46
1.7
0.251
Medium
8
19
-16.7
NYSE>IEX>BATS
VWAP
1
LMT
2.4
88
26
0.69
ToxicitySpike
true
ToxicitySpike
VenueSwitch
12
NYSE>IEX>BATS
LMT>PO
79.5
95
1
96
49
-1
-32
Watchlist
null
Toxic prints; widened spread
X000141
2025-11-18 15:28:18
UNH
Buy
13,768
244.96
3,372,609.28
2.3
0.06
Medium
13
25
-13.6
BATS>IEX>ARCA>NASDAQ
TWAP
2
LMT
4.4
65
22
0.8
Slip>Thresh
false
null
null
0
BATS>IEX>ARCA>NASDAQ
LMT
76.4
85
10.4
76
31
3
-6
null
null
Toxic prints; widened spread
X000142
2025-12-12 09:35:38
META
Sell
12,130
325.45
3,947,708.5
1.4
0.034
High
23.1
17
32.6
EDGX>IEX
IS
5
PO
11.7
67
32
0.54
LiqDrop
false
null
null
0
EDGX>IEX
PO
25.9
100
17.7
51
4
30
35
NoShort
null
Venue switch reduced impact
X000143
2025-12-21 14:06:35
KO
Sell
8,039
68.63
551,716.57
2.7
0.2
Low
28
32
-32
NASDAQ>NYSE>EDGX>ARCA
POV
5
LMT
12.5
65
23
0.42
Multi
false
null
null
0
NASDAQ>NYSE>EDGX>ARCA
LMT
94.8
96
16.3
97
26
-15
1
null
null
Venue switch reduced impact
X000144
2025-12-06 11:39:22
PFE
Buy
17,284
302.84
5,234,286.56
2.8
0.047
Medium
18.2
32
-20.6
BATS>ARCA>EDGX>NASDAQ>NYSE
TWAP
2
MKT
7.2
67
15
0.41
LiqDrop
false
null
null
0
BATS>ARCA>EDGX>NASDAQ>NYSE
MKT
73.2
89
19.6
73
0
1
-25
null
null
Toxic prints; widened spread
X000145
2025-12-11 12:58:20
TLT
Sell
4,219
93.22
393,295.18
3.6
0.015
High
23.1
31
7.7
EDGX>BATS
Adaptive
5
MKT
11.7
62
21
0.8
LiqDrop
false
null
null
0
EDGX>BATS
MKT
72.5
96
8.9
10
-16
11
2
null
null
High urgency from PM
X000146
2025-12-08 15:07:25
XLY
Sell
53,916
246.03
13,264,953.48
1.1
0.225
Low
19.5
15
-29.5
BATS>ARCA>NYSE>IEX
TWAP
3
LMT
6.3
86
22
0.51
ToxicitySpike
false
null
null
0
BATS>ARCA>NYSE>IEX
LMT
3.4
91
13.8
115
36
24
-7
PositionLimitNear
null
Venue switch reduced impact
X000147
2025-11-06 10:39:50
CSCO
Buy
90,710
81.87
7,426,427.7
2.2
0.228
Low
10.4
24
33.7
ARCA>IEX
TWAP
3
MKT
5.2
105
20
0.73
ToxicitySpike
false
null
null
0
ARCA>IEX
MKT
0.4
93
0
96
-7
30
5
null
null
Stable book; normal liquidity
X000148
2025-11-26 15:04:19
AMD
Buy
1,018
208.39
212,141.02
1.3
0.028
High
24.3
8
-2.7
EDGX>ARCA>IEX>BATS
IS
5
IOC
12.7
60
20
0.55
Multi
false
null
null
0
EDGX>ARCA>IEX>BATS
IOC
88.5
91
17
83
9
2
15
null
null
Paused due to data glitch
X000149
2025-11-02 15:24:31
XLB
Buy
66,402
153.57
10,197,355.14
2.4
0.169
Low
23.5
3
24.6
NASDAQ>NYSE
IS
4
LMT
10.5
98
31
0.75
Slip>Thresh
false
null
null
0
NASDAQ>NYSE
LMT
48.9
99
18.7
40
-6
3
-21
null
null
High urgency from PM
X000150
2025-12-18 15:52:59
VZ
Buy
21,037
329.81
6,938,212.97
2.4
0.18
Low
24.7
31
15.2
BATS>IEX
TWAP
1
LMT
6.4
67
21
0.73
Multi
false
null
null
0
BATS>IEX
LMT
4.9
97
4.8
64
36
-16
17
PositionLimitNear
null
Toxic prints; widened spread
X000151
2025-11-22 14:03:11
AAPL
Sell
62,619
311.73
19,520,220.87
1.6
0.184
Low
24.6
31
27.4
EDGX>IEX>BATS>NYSE>NASDAQ
TWAP
3
MKT
9.7
91
33
0.83
Multi
false
null
null
0
EDGX>IEX>BATS>NYSE>NASDAQ
MKT
39.5
92
25.1
133
-4
-26
38
null
null
Venue switch reduced impact
X000152
2025-11-29 15:32:06
XLE
Sell
174,503
294.32
51,359,722.96
3.7
0.626
Low
7.6
25
5.5
ARCA>NASDAQ>IEX
POV
2
MKT
5
134
17
0.59
LiqDrop
false
null
null
0
ARCA>NASDAQ>IEX
MKT
58.1
87
0
30
-7
-33
-5
null
null
Paused due to data glitch
X000153
2025-11-22 14:51:15
DIS
Buy
6,267
29.8
186,756.6
1.5
0.027
Ultra
8.1
12
-8.1
NASDAQ>IEX>ARCA
POV
5
IOC
4.8
64
16
0.74
Multi
false
null
null
0
NASDAQ>IEX>ARCA
IOC
99
96
4.4
11
2
11
38
NoShort
null
Paused due to data glitch
X000154
2025-12-02 11:51:59
XLY
Sell
26,918
178.65
4,808,900.7
2.4
0.112
Low
17.6
10
-3.9
IEX>EDGX
TWAP
2
IOC
6.5
71
35
0.83
Multi
false
null
null
0
IEX>EDGX
IOC
6.2
89
10.5
100
24
13
23
Watchlist
null
Paused due to data glitch
X000155
2025-12-20 15:20:02
MSFT
Sell
30,461
68.82
2,096,326.02
3.3
0.162
Medium
4.8
31
25.9
NYSE>EDGX
TWAP
3
MKT
4
75
17
0.4
ToxicitySpike
true
ToxicitySpike
Cross
10
NYSE>EDGX
MKT>IOC
85.3
86
0
72
-13
-7
-37
null
null
Stable book; normal liquidity
X000156
2025-10-27 10:23:56
CVX
Sell
20,753
84.25
1,748,440.25
1.2
0.123
Ultra
4.2
21
-31.6
BATS>NASDAQ>IEX>NYSE>ARCA
VWAP
1
MKT
1.7
67
14
0.43
Slip>Thresh
false
null
null
0
BATS>NASDAQ>IEX>NYSE>ARCA
MKT
40.4
85
2.9
65
0
29
-1
null
null
Stable book; normal liquidity
X000157
2025-11-26 12:56:41
JNJ
Sell
17,855
211.4
3,774,547
5.3
0.066
Medium
9.7
20
4.9
BATS>ARCA
VWAP
2
LMT
4.9
67
34
0.7
ToxicitySpike
false
null
null
0
BATS>ARCA
LMT
9.4
92
0
124
0
-2
28
null
null
Stable book; normal liquidity
X000158
2025-11-07 11:10:45
HD
Buy
18,537
168.31
3,119,962.47
3
0.072
Medium
15.4
12
-34.1
EDGX>NASDAQ>BATS>NYSE>IEX
VWAP
3
LMT
5.8
69
20
0.46
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
25
EDGX>NASDAQ>BATS>NYSE>IEX
LMT>IOC
96.3
86
10.4
88
-4
-26
27
Watchlist
null
Paused due to data glitch
X000159
2025-12-24 12:18:18
AAPL
Sell
107,581
200.62
21,582,900.22
2.4
0.317
Low
24.6
14
-5.8
NASDAQ>NYSE
IS
5
MKT
14.7
129
12
0.61
Slip>Thresh
false
null
null
0
NASDAQ>NYSE
MKT
59.6
87
11
56
-17
-15
-2
null
null
Paused due to data glitch
X000160
2025-11-22 10:02:32
DIS
Sell
44,162
148.22
6,545,691.64
2
0.193
Low
22
7
-18.4
BATS>IEX>NYSE>ARCA>EDGX
TWAP
2
IOC
7.6
78
24
0.48
Slip>Thresh
false
null
null
0
BATS>IEX>NYSE>ARCA>EDGX
IOC
91.1
87
10.1
15
0
25
0
null
null
Paused due to data glitch
X000161
2025-11-06 10:59:20
XLP
Sell
161,032
243.65
39,235,446.8
2.5
0.557
Low
22.6
36
30.5
IEX>NASDAQ>NYSE>ARCA>EDGX
VWAP
1
LMT
5.8
116
14
0.5
Slip>Thresh
false
null
null
0
IEX>NASDAQ>NYSE>ARCA>EDGX
LMT
25.2
66
6.2
87
34
-20
5
null
null
Venue switch reduced impact
X000162
2025-11-17 10:28:06
AAPL
Buy
33,312
274.65
9,149,140.8
2.8
0.098
High
3.4
32
-9.5
NASDAQ>BATS>NYSE
IS
5
LMT
3.7
81
14
0.76
Slip>Thresh
false
null
null
0
NASDAQ>BATS>NYSE
LMT
31.9
96
3.9
76
15
26
33
null
null
Stable book; normal liquidity
X000163
2025-11-18 12:15:36
PEP
Buy
15,276
152.48
2,329,284.48
4.7
0.048
Medium
11.6
7
10.6
IEX>NYSE>BATS>ARCA
VWAP
1
MKT
5.2
65
23
0.82
Multi
false
null
null
0
IEX>NYSE>BATS>ARCA
MKT
15.7
90
9.8
10
-9
-29
29
null
null
Venue switch reduced impact
X000164
2025-11-13 11:51:01
CVX
Buy
30,595
314.42
9,619,679.9
0.9
0.182
Medium
21.4
22
13.3
BATS>EDGX
IS
5
PO
10.5
79
20
0.48
LiqDrop
false
null
null
0
BATS>EDGX
PO
60.3
91
6.8
20
22
-40
-27
null
null
Toxic prints; widened spread
X000165
2025-11-22 09:35:04
XLB
Sell
49,136
110.88
5,448,199.68
2.2
0.125
Low
23.2
37
-19.7
IEX>NASDAQ>BATS
TWAP
1
LMT
6
77
32
0.46
Slip>Thresh
false
null
null
0
IEX>NASDAQ>BATS
LMT
96.8
86
12.8
32
50
16
32
null
null
High urgency from PM
X000166
2025-12-03 10:54:22
NVDA
Sell
3,656
92.83
339,386.48
1.2
0.095
Ultra
6.3
23
-1
BATS>NYSE
Adaptive
5
MKT
3.4
62
35
0.4
LiqDrop
false
null
null
0
BATS>NYSE
MKT
31.8
88
2.7
73
-6
-7
19
null
null
Toxic prints; widened spread
X000167
2025-12-08 09:44:04
XLU
Buy
74,546
270.32
20,151,274.72
2.4
0.239
Low
19
15
33.1
IEX>NASDAQ>BATS>NYSE
Adaptive
3
LMT
6.2
97
29
0.6
LiqDrop
false
null
null
0
IEX>NASDAQ>BATS>NYSE
LMT
35.2
92
0
139
55
2
-33
null
null
High urgency from PM
X000168
2025-10-28 12:37:50
TLT
Sell
57,237
96.14
5,502,765.18
3.1
0.209
Low
7
34
14.5
NASDAQ>ARCA>NYSE>EDGX
VWAP
1
LMT
2.8
80
23
0.82
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>NYSE>EDGX
LMT
42.9
93
0
242
46
7
-2
null
null
Venue switch reduced impact
X000169
2025-11-24 13:28:32
XLU
Buy
8,367
345.27
2,888,874.09
1.5
0.027
Ultra
20.2
25
2.4
IEX>NASDAQ
IS
4
MKT
10.3
64
25
0.49
ToxicitySpike
false
null
null
0
IEX>NASDAQ
MKT
49.6
94
11.2
75
-15
-40
-1
null
null
Venue switch reduced impact
X000170
2025-10-28 14:16:23
WMT
Buy
13,864
72.22
1,001,258.08
3.9
0.043
Medium
14.2
22
18.6
ARCA>IEX>NASDAQ>EDGX>BATS
TWAP
3
LMT
6.3
66
25
0.59
ToxicitySpike
false
null
null
0
ARCA>IEX>NASDAQ>EDGX>BATS
LMT
6.4
87
11.4
10
25
-28
-8
NoShort
null
Toxic prints; widened spread
X000171
2025-11-07 11:47:08
XLV
Sell
20,389
132.53
2,702,154.17
1.7
0.057
High
13.1
3
27.1
IEX>ARCA>NYSE
VWAP
3
MKT
5.4
70
35
0.52
LiqDrop
false
null
null
0
IEX>ARCA>NYSE
MKT
32
99
0
99
45
-37
32
null
null
Toxic prints; widened spread
X000172
2025-12-21 14:20:30
JPM
Buy
1,343
250.36
336,233.48
4.7
0.033
Medium
16.4
16
3.1
EDGX>NASDAQ>BATS>IEX
Adaptive
4
MKT
9
60
35
0.74
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>BATS>IEX
MKT
31.3
93
11.3
52
15
21
1
null
null
Paused due to data glitch
X000173
2025-10-31 11:39:05
UNH
Sell
24,457
197.92
4,840,529.44
1.4
0.107
Medium
15.1
11
9.6
NASDAQ>EDGX>ARCA>BATS
Adaptive
4
LMT
5.2
74
16
0.84
Multi
false
null
null
0
NASDAQ>EDGX>ARCA>BATS
LMT
59.2
89
0
10
38
-25
27
null
null
Toxic prints; widened spread
X000174
2025-12-15 10:29:42
HD
Buy
103,564
153.41
15,887,753.24
2.6
0.402
Low
11.1
5
31
NYSE>ARCA>EDGX>BATS>NASDAQ
VWAP
3
LMT
4.6
111
35
0.51
Multi
false
null
null
0
NYSE>ARCA>EDGX>BATS>NASDAQ
LMT
66.7
93
7.1
163
56
14
18
null
null
High urgency from PM
X000175
2025-11-26 12:35:57
PFE
Sell
7,758
65.28
506,442.24
2.3
0.021
Ultra
10
10
-35
ARCA>NASDAQ>BATS
VWAP
1
LMT
3
62
22
0.6
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>BATS
LMT
5.4
99
4.5
71
32
13
-30
null
null
Venue switch reduced impact
X000176
2025-11-05 13:47:12
XLF
Buy
16,924
303.07
5,129,156.68
1.7
0.046
High
11.9
36
30.6
NASDAQ>EDGX>BATS>ARCA
POV
5
LMT
5.7
71
26
0.71
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>BATS>ARCA
LMT
22.7
90
10.4
89
7
26
-4
null
null
Paused due to data glitch
X000177
2025-12-14 15:31:44
VZ
Buy
11,251
33.11
372,520.61
3.3
0.096
Low
23.4
22
-25.1
EDGX>NYSE>BATS>NASDAQ>ARCA
Adaptive
5
MKT
11.6
67
15
0.83
Slip>Thresh
false
null
null
0
EDGX>NYSE>BATS>NASDAQ>ARCA
MKT
73
100
0
132
56
-21
-6
null
null
Stable book; normal liquidity
X000178
2025-12-19 12:48:35
VZ
Sell
9,202
228.16
2,099,528.32
4
0.079
Medium
6.6
9
-30.2
ARCA>BATS>EDGX>NASDAQ
VWAP
3
MKT
4.8
64
20
0.51
Slip>Thresh
false
null
null
0
ARCA>BATS>EDGX>NASDAQ
MKT
57.5
86
0
87
35
28
0
null
null
Venue switch reduced impact
X000179
2025-12-14 14:44:30
XLP
Buy
72,043
53.22
3,834,128.46
3.6
0.249
Low
16
34
9
BATS>NYSE>ARCA>NASDAQ
VWAP
1
LMT
4.8
85
34
0.54
Slip>Thresh
false
null
null
0
BATS>NYSE>ARCA>NASDAQ
LMT
99.5
81
0
78
45
21
-24
null
null
Venue switch reduced impact
X000180
2025-11-03 09:35:27
XLP
Buy
11,243
225.48
2,535,071.64
2.3
0.039
High
13.8
12
-5.3
ARCA>IEX>NASDAQ>EDGX>BATS
VWAP
3
LMT
5
65
18
0.77
LiqDrop
true
LiquidityDrop
AlgoSwitch
12
ARCA>IEX>NASDAQ>EDGX>BATS
LMT>IOC
55.3
97
0
133
15
-32
-5
null
null
Stable book; normal liquidity
X000181
2025-11-07 10:15:31
XLP
Sell
24,654
300.36
7,405,075.44
2.4
0.085
Low
24.8
12
-3
NYSE>IEX>ARCA>NASDAQ
TWAP
3
MKT
10.3
72
30
0.67
Multi
false
null
null
0
NYSE>IEX>ARCA>NASDAQ
MKT
33.2
99
23.3
77
-8
17
3
PositionLimitNear
null
Venue switch reduced impact
X000182
2025-11-23 14:08:57
GOOGL
Sell
31,556
18.33
578,421.48
1.7
0.094
High
9.2
22
-14.1
ARCA>NYSE>EDGX>NASDAQ>IEX
TWAP
2
LMT
3.2
73
15
0.85
Multi
false
null
null
0
ARCA>NYSE>EDGX>NASDAQ>IEX
LMT
67.2
90
0
71
49
-32
-37
null
null
High urgency from PM
X000183
2025-11-01 10:40:01
KO
Buy
1,185
29.6
35,076
3.3
0.029
Medium
33.3
23
-5.1
NYSE>IEX
VWAP
3
LMT
10.8
60
19
0.47
LiqDrop
false
null
null
0
NYSE>IEX
LMT
17.3
76
18.9
21
50
14
-10
PositionLimitNear
null
High urgency from PM
X000184
2025-12-03 13:26:04
XLY
Sell
9,039
172.18
1,556,335.02
2
0.038
High
19.7
31
20.2
IEX>ARCA>BATS
VWAP
3
MKT
7.8
64
29
0.43
Multi
false
null
null
0
IEX>ARCA>BATS
MKT
39
85
13.5
76
16
-4
-16
Watchlist
null
Paused due to data glitch
X000185
2025-11-15 10:16:20
XLB
Buy
29,918
89.77
2,685,738.86
1.5
0.076
High
7.3
18
9.8
BATS>EDGX>NASDAQ>ARCA
POV
5
MKT
4.7
79
26
0.41
Slip>Thresh
false
null
null
0
BATS>EDGX>NASDAQ>ARCA
MKT
81.1
99
23.2
81
7
-4
30
null
null
Stable book; normal liquidity
X000186
2025-11-29 15:14:46
AMZN
Sell
689
189.73
130,723.97
2.7
0.032
Medium
32.2
16
-4.4
IEX>ARCA>NASDAQ
IS
5
MKT
18.5
60
19
0.69
LiqDrop
true
LiquidityDrop
VenueSwitch
29
IEX>ARCA>NASDAQ
MKT>IOC
99.9
94
30.6
157
-4
11
16
NoShort
null
Stable book; normal liquidity
X000187
2025-11-02 13:28:55
GOOGL
Sell
179,955
192.59
34,657,533.45
1.6
0.536
Low
17.6
6
34.4
NASDAQ>BATS>EDGX>NYSE>IEX
POV
3
MKT
7.8
149
35
0.41
ToxicitySpike
false
null
null
0
NASDAQ>BATS>EDGX>NYSE>IEX
MKT
61.5
93
9.2
168
54
-17
-26
null
null
Venue switch reduced impact
X000188
2025-11-20 09:35:38
XOM
Sell
10,774
71.68
772,280.32
2.1
0.099
Medium
10.2
5
29.7
NASDAQ>NYSE>IEX>EDGX
TWAP
1
MKT
3.8
63
17
0.64
LiqDrop
false
null
null
0
NASDAQ>NYSE>IEX>EDGX
MKT
76.7
85
4.4
38
38
-23
37
null
null
Toxic prints; widened spread
X000189
2025-11-29 11:27:52
XLB
Buy
36,648
18.4
674,323.2
2.3
0.093
Medium
17.4
3
-33.6
NASDAQ>IEX>NYSE>ARCA>BATS
IS
4
IOC
9.4
81
19
0.48
Slip>Thresh
false
null
null
0
NASDAQ>IEX>NYSE>ARCA>BATS
IOC
39.8
97
7.5
107
17
22
-31
null
null
High urgency from PM
X000190
2025-12-09 14:33:11
DIS
Sell
62,118
157.84
9,804,705.12
2.3
0.271
Low
8.8
17
28.7
IEX>BATS>ARCA
Adaptive
3
LMT
3.5
91
19
0.52
Multi
false
null
null
0
IEX>BATS>ARCA
LMT
53.8
94
0
152
33
9
2
null
null
Toxic prints; widened spread
X000191
2025-12-26 13:05:09
XLF
Buy
170,786
162.83
27,809,084.38
3.3
0.467
Low
16.2
31
-5.2
NASDAQ>BATS>IEX>ARCA
IS
4
MKT
10.4
158
28
0.63
Slip>Thresh
false
null
null
0
NASDAQ>BATS>IEX>ARCA
MKT
44.7
92
4.6
256
10
7
-6
PositionLimitNear
null
Venue switch reduced impact
X000192
2025-11-13 09:46:55
AAPL
Sell
16,732
193.53
3,238,143.96
1.5
0.049
High
20
38
-10.4
NASDAQ>EDGX>NYSE
Adaptive
4
MKT
8
69
12
0.52
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
15
NASDAQ>EDGX>NYSE
MKT>IOC
89.8
84
6.2
36
42
-39
10
null
null
Paused due to data glitch
X000193
2025-11-07 14:03:53
AMD
Buy
1,050
69.69
73,174.5
2.3
0.029
Ultra
9.4
13
16.5
EDGX>NASDAQ
IS
4
LMT
5.2
60
19
0.58
LiqDrop
false
null
null
0
EDGX>NASDAQ
LMT
41.1
98
5.4
27
-15
-18
-28
PositionLimitNear
null
Paused due to data glitch
X000194
2025-12-26 09:35:31
TSLA
Buy
49,409
39.74
1,963,513.66
1.1
0.154
Medium
14.4
18
14.7
IEX>NYSE>BATS>ARCA
IS
4
LMT
6.2
88
27
0.83
LiqDrop
false
null
null
0
IEX>NYSE>BATS>ARCA
LMT
82.2
86
0
95
31
7
7
NoShort
null
Toxic prints; widened spread
X000195
2025-12-14 12:16:21
CSCO
Sell
35,371
193.32
6,837,921.72
2.4
0.089
Low
21.5
4
-12.9
NASDAQ>BATS>NYSE
TWAP
3
LMT
7.5
77
34
0.48
Slip>Thresh
false
null
null
0
NASDAQ>BATS>NYSE
LMT
96.6
85
10.6
114
1
-11
-12
null
null
Paused due to data glitch
X000196
2025-10-27 12:41:51
BA
Sell
13,046
326.97
4,265,650.62
2.3
0.043
High
15.2
7
29.7
ARCA>NYSE>BATS
TWAP
3
MKT
6.9
66
19
0.63
Slip>Thresh
false
null
null
0
ARCA>NYSE>BATS
MKT
50.3
93
0
48
36
-14
-8
Watchlist
null
Venue switch reduced impact
X000197
2025-11-05 10:06:16
XOM
Buy
16,268
259.41
4,220,081.88
3.8
0.149
Medium
5.1
22
4.7
BATS>NASDAQ>EDGX>IEX>ARCA
Adaptive
3
MKT
4
68
21
0.65
LiqDrop
false
null
null
0
BATS>NASDAQ>EDGX>IEX>ARCA
MKT
85.4
86
0
10
28
6
20
NoShort
PriceBand
Venue switch reduced impact
X000198
2025-12-16 09:35:23
META
Sell
8,965
130.89
1,173,428.85
1.1
0.025
Ultra
16.1
33
1.9
ARCA>NASDAQ
Adaptive
5
PO
6.4
65
12
0.6
LiqDrop
false
null
null
0
ARCA>NASDAQ
PO
10.1
100
7.1
48
18
0
2
Watchlist
null
Paused due to data glitch
X000199
2025-11-06 09:40:56
JPM
Sell
1,996
267.41
533,750.36
3.8
0.049
Low
25.6
5
13.1
NYSE>EDGX>ARCA>IEX>BATS
POV
4
MKT
13.5
61
23
0.47
Slip>Thresh
false
null
null
0
NYSE>EDGX>ARCA>IEX>BATS
MKT
4.7
96
17.8
71
-4
-3
-14
null
null
Toxic prints; widened spread
X000200
2025-12-07 12:52:52
XOM
Buy
8,433
154.31
1,301,296.23
4.2
0.077
Medium
5.9
7
25.2
NASDAQ>NYSE>IEX>ARCA
Adaptive
1
MKT
3.4
62
29
0.53
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>IEX>ARCA
MKT
46.6
85
5.8
21
-14
5
40
Watchlist
VenueReject
Stable book; normal liquidity