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
X001101
2025-12-14 11:02:58
KO
Buy
2,903
33.75
97,976.25
3.6
0.072
Low
24.9
14
-9
EDGX>NYSE>IEX>BATS>ARCA
VWAP
1
LMT
6.6
61
35
0.52
LiqDrop
false
null
null
0
EDGX>NYSE>IEX>BATS>ARCA
LMT
33.1
98
15.8
86
21
-8
21
PositionLimitNear
null
High urgency from PM
X001102
2025-12-12 09:39:17
XLI
Buy
2,415
45.04
108,771.6
2.5
0.11
Low
22.2
8
-20.4
ARCA>IEX>NASDAQ>NYSE>BATS
TWAP
3
MKT
9.4
61
32
0.79
ToxicitySpike
false
null
null
0
ARCA>IEX>NASDAQ>NYSE>BATS
MKT
91.5
94
18.3
51
8
3
16
null
null
Stable book; normal liquidity
X001103
2025-12-20 15:27:30
DIS
Buy
94,628
259.64
24,569,213.92
1.4
0.413
Low
11.7
24
21.4
IEX>NASDAQ>BATS>ARCA>EDGX
Adaptive
2
MKT
4.1
100
34
0.5
Slip>Thresh
false
null
null
0
IEX>NASDAQ>BATS>ARCA>EDGX
MKT
76.5
87
16.8
47
-18
-27
-28
Watchlist
null
High urgency from PM
X001104
2025-11-15 13:42:28
XLF
Sell
72,421
243.48
17,633,065.08
3.3
0.198
Low
11.8
28
-28.6
BATS>NASDAQ>ARCA>EDGX
TWAP
3
MKT
6.4
96
22
0.48
Slip>Thresh
false
null
null
0
BATS>NASDAQ>ARCA>EDGX
MKT
35.9
85
0
10
21
8
30
null
null
Venue switch reduced impact
X001105
2025-11-29 12:40:04
TSLA
Sell
36,178
238.6
8,632,070.8
1.2
0.112
Medium
15.5
35
11.7
NASDAQ>BATS
TWAP
1
MKT
4.7
72
29
0.54
LiqDrop
true
LiquidityDrop
OrderTypeChange
26
NASDAQ>BATS
MKT>LMT
4.1
93
16.1
129
23
-6
30
null
null
Paused due to data glitch
X001106
2025-11-08 15:36:33
CVX
Sell
6,612
141.11
933,019.32
0.7
0.039
Ultra
7.7
32
21.6
EDGX>NYSE
VWAP
2
MKT
2.6
62
27
0.44
LiqDrop
false
null
null
0
EDGX>NYSE
MKT
81.9
100
0
79
-19
-33
-27
null
null
Stable book; normal liquidity
X001107
2025-11-28 13:41:53
WMT
Buy
13,291
208.37
2,769,445.67
4.7
0.041
Medium
20.1
3
-19.4
IEX>ARCA>NASDAQ
Adaptive
1
LMT
5.8
64
30
0.8
Slip>Thresh
false
null
null
0
IEX>ARCA>NASDAQ
LMT
76.3
97
8.4
119
6
-13
22
PositionLimitNear
null
Venue switch reduced impact
X001108
2025-12-19 13:52:50
BAC
Buy
55,984
190.83
10,683,426.72
1.2
0.153
Medium
17.8
14
17
BATS>NYSE>ARCA>IEX>EDGX
VWAP
1
MKT
5.1
79
31
0.41
Slip>Thresh
false
null
null
0
BATS>NYSE>ARCA>IEX>EDGX
MKT
55.8
98
4.8
116
60
-18
27
null
null
High urgency from PM
X001109
2025-11-09 12:42:15
XLP
Buy
21,459
226.55
4,861,536.45
2.8
0.074
Medium
14.1
6
-6.3
IEX>NASDAQ>ARCA>EDGX>NYSE
VWAP
1
MKT
4.9
67
20
0.43
Multi
false
null
null
0
IEX>NASDAQ>ARCA>EDGX>NYSE
MKT
73.3
90
10.6
10
-3
-32
-23
NoShort
Throttle
Toxic prints; widened spread
X001110
2025-11-27 12:10:20
PEP
Buy
18,263
330.27
6,031,721.01
4.9
0.058
Low
17.7
10
-10
NASDAQ>BATS>NYSE>ARCA
POV
4
LMT
9.2
70
31
0.73
LiqDrop
false
null
null
0
NASDAQ>BATS>NYSE>ARCA
LMT
96.8
89
19.2
42
7
16
24
null
null
Toxic prints; widened spread
X001111
2025-10-30 10:16:21
TLT
Sell
8,516
94.33
803,314.28
3
0.031
Medium
18.4
25
-29.5
EDGX>NASDAQ>BATS>ARCA
VWAP
1
LMT
5
62
34
0.5
Multi
false
null
null
0
EDGX>NASDAQ>BATS>ARCA
LMT
73.7
92
2.4
93
-1
-20
40
PositionLimitNear
null
High urgency from PM
X001112
2025-11-03 15:13:25
XLE
Sell
31,892
239.77
7,646,744.84
2.1
0.114
Medium
8
28
-16
BATS>EDGX
IS
4
MKT
5.5
78
14
0.4
Slip>Thresh
false
null
null
0
BATS>EDGX
MKT
54
89
0
107
44
3
4
null
null
Stable book; normal liquidity
X001113
2025-11-18 15:39:40
XOM
Buy
38,108
26.93
1,026,248.44
4.2
0.349
Low
14.7
34
26.7
EDGX>NASDAQ
Adaptive
3
MKT
7.3
79
26
0.81
ToxicitySpike
false
null
null
0
EDGX>NASDAQ
MKT
62.5
89
13
69
38
1
34
null
null
High urgency from PM
X001114
2025-11-12 15:09:34
XOM
Buy
2,929
266.02
779,172.58
4
0.027
Medium
17.6
11
-23.3
EDGX>ARCA>NASDAQ>BATS
IS
4
IOC
10.9
61
23
0.67
Slip>Thresh
false
null
null
0
EDGX>ARCA>NASDAQ>BATS
IOC
69.2
92
14
101
32
-16
3
null
null
Toxic prints; widened spread
X001115
2025-12-11 11:20:18
BAC
Sell
47,586
88.1
4,192,326.6
1.6
0.13
Medium
11.6
7
-16
NASDAQ>ARCA
VWAP
3
MKT
4.9
83
13
0.71
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
49
NASDAQ>ARCA
MKT>IOC
66.1
86
14
178
7
-11
-17
PositionLimitNear
null
Stable book; normal liquidity
X001116
2025-11-03 13:51:50
JNJ
Sell
22,847
293.05
6,695,313.35
5
0.084
Low
21.8
25
-34.1
ARCA>BATS>NYSE>EDGX>NASDAQ
IS
4
MKT
14.2
73
26
0.68
ToxicitySpike
false
null
null
0
ARCA>BATS>NYSE>EDGX>NASDAQ
MKT
16
88
15.4
76
32
-11
-18
null
null
Venue switch reduced impact
X001117
2025-12-24 11:54:15
XLP
Sell
10,148
40.4
409,979.2
2.7
0.035
Ultra
6
13
31
NASDAQ>BATS>ARCA>NYSE
TWAP
2
MKT
3.5
64
27
0.74
LiqDrop
true
LiquidityDrop
Cross
15
NASDAQ>BATS>ARCA>NYSE
MKT>IOC
1
90
2.8
127
6
29
-5
PositionLimitNear
null
Venue switch reduced impact
X001118
2025-11-22 10:39:47
HYG
Buy
59,084
78.78
4,654,637.52
1.9
0.324
Medium
3.4
10
6.8
ARCA>BATS>EDGX>NASDAQ>NYSE
Adaptive
5
PO
2.7
98
17
0.44
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
18
ARCA>BATS>EDGX>NASDAQ>NYSE
PO>MKT
87.9
92
12.8
168
15
6
7
null
null
Stable book; normal liquidity
X001119
2025-12-07 14:38:22
XLF
Sell
30,203
343.8
10,383,791.4
1.7
0.083
Medium
14.7
30
-32.3
NASDAQ>BATS>ARCA>EDGX
Adaptive
5
MKT
7
79
15
0.82
Slip>Thresh
false
null
null
0
NASDAQ>BATS>ARCA>EDGX
MKT
35.5
94
4.7
45
38
17
26
null
null
Venue switch reduced impact
X001120
2025-12-26 14:45:39
XLK
Sell
111,637
227.64
25,413,046.68
1.9
0.313
Low
10.8
17
-30.9
NYSE>EDGX
VWAP
3
IOC
4.7
115
32
0.49
Multi
false
null
null
0
NYSE>EDGX
IOC
74.4
93
0
145
14
17
6
null
null
Stable book; normal liquidity
X001121
2025-11-02 11:57:28
NFLX
Sell
14,790
139.54
2,063,796.6
4.5
0.141
Low
13.5
15
21.4
NASDAQ>BATS>EDGX
IS
4
MKT
10.1
68
29
0.83
ToxicitySpike
false
null
null
0
NASDAQ>BATS>EDGX
MKT
56.2
91
0
26
42
4
-16
PositionLimitNear
null
Toxic prints; widened spread
X001122
2025-12-02 09:35:51
SPY
Buy
166,549
495.85
82,583,321.65
1
0.225
Medium
9
37
-19.9
NASDAQ>IEX>EDGX>BATS>ARCA
IS
4
LMT
4.1
155
27
0.58
ToxicitySpike
true
ToxicitySpike
VenueSwitch
41
NASDAQ>IEX>EDGX>BATS>ARCA
LMT>PO
93.4
100
0
221
-16
-33
-4
null
null
Toxic prints; widened spread
X001123
2025-11-28 14:35:56
AAPL
Buy
99,023
242.4
24,003,175.2
2.8
0.291
Low
12
36
-8.5
IEX>EDGX>ARCA>NASDAQ
Adaptive
5
MKT
6.9
124
33
0.72
LiqDrop
false
null
null
0
IEX>EDGX>ARCA>NASDAQ
MKT
16.5
89
5.5
35
29
-21
-17
null
null
Paused due to data glitch
X001124
2025-11-01 15:40:24
AMD
Sell
13,952
92.81
1,294,885.12
1.1
0.389
Medium
8.2
19
-3.5
NYSE>EDGX
VWAP
1
PO
2.5
64
12
0.85
ToxicitySpike
false
null
null
0
NYSE>EDGX
PO
41
98
0
69
28
29
30
NoShort
null
Venue switch reduced impact
X001125
2025-11-13 12:55:34
NVDA
Buy
3,841
54.3
208,566.3
1.1
0.099
Medium
36.3
37
-17.1
BATS>IEX>NASDAQ>EDGX
POV
4
MKT
15.7
62
26
0.42
Multi
false
null
null
0
BATS>IEX>NASDAQ>EDGX
MKT
0.2
98
0
129
-13
-13
19
null
null
Paused due to data glitch
X001126
2025-12-23 09:35:36
XLU
Sell
30,549
82.73
2,527,318.77
1.2
0.098
High
9.8
19
0.9
IEX>NYSE>EDGX
POV
4
LMT
4.1
77
31
0.41
Multi
false
null
null
0
IEX>NYSE>EDGX
LMT
69.6
87
0.6
88
47
-38
35
null
null
Toxic prints; widened spread
X001127
2025-10-29 12:41:16
LQD
Sell
50,135
107.34
5,381,490.9
1.7
0.247
Low
23.7
26
25.4
NASDAQ>IEX>NYSE>EDGX>ARCA
POV
4
MKT
11.1
88
23
0.66
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
16
NASDAQ>IEX>NYSE>EDGX>ARCA
MKT>PO
71.5
98
33.5
106
-1
-3
36
null
null
Venue switch reduced impact
X001128
2025-11-19 13:28:23
WMT
Sell
43,095
104.83
4,517,648.85
3.3
0.133
Low
17.9
34
-4
NASDAQ>NYSE>ARCA>IEX
VWAP
3
MKT
8.1
81
21
0.67
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>ARCA>IEX
MKT
65.6
100
3.8
189
37
-13
36
PositionLimitNear
null
High urgency from PM
X001129
2025-11-21 09:35:08
BA
Buy
88,563
182.41
16,154,776.83
2.8
0.295
Low
19.4
11
-7.9
NYSE>EDGX>BATS>IEX
TWAP
2
PO
7
97
19
0.54
ToxicitySpike
false
null
null
0
NYSE>EDGX>BATS>IEX
PO
78.5
86
2.1
135
42
14
22
null
null
Paused due to data glitch
X001130
2025-12-15 14:43:09
GOOGL
Buy
47,896
235.91
11,299,145.36
1.9
0.143
Low
14.8
12
5.7
NASDAQ>IEX>BATS>ARCA
TWAP
1
MKT
4.9
76
12
0.84
Slip>Thresh
false
null
null
0
NASDAQ>IEX>BATS>ARCA
MKT
76.5
95
9.7
83
49
-32
19
NoShort
null
Stable book; normal liquidity
X001131
2025-12-07 14:41:18
XLP
Buy
7,891
316.81
2,499,947.71
2
0.027
Ultra
10.7
17
18.1
NASDAQ>IEX>BATS
IS
5
MKT
7.2
65
23
0.45
LiqDrop
false
null
null
0
NASDAQ>IEX>BATS
MKT
23.3
94
4
82
49
-15
-18
PositionLimitNear
null
Paused due to data glitch
X001132
2025-11-27 14:08:07
BRK.B
Buy
59,910
176.92
10,599,277.2
2.1
0.272
Low
14.3
35
-4.7
NASDAQ>NYSE>BATS>ARCA>EDGX
IS
4
MKT
8.4
94
28
0.73
Multi
false
null
null
0
NASDAQ>NYSE>BATS>ARCA>EDGX
MKT
16.2
89
8.3
30
27
-36
0
Watchlist
null
Toxic prints; widened spread
X001133
2025-12-19 14:09:43
UNH
Sell
37,964
40.32
1,530,708.48
2.7
0.167
Low
11.5
36
-29.1
NYSE>IEX
IS
5
IOC
8.1
84
24
0.84
Multi
false
null
null
0
NYSE>IEX
IOC
22.5
85
0
43
9
-35
22
null
null
High urgency from PM
X001134
2025-11-29 11:57:14
XLY
Buy
14,773
287.89
4,252,998.97
1.4
0.062
High
12.7
28
-11.8
NASDAQ>ARCA>IEX>BATS
VWAP
2
LMT
3.7
66
18
0.63
Multi
false
null
null
0
NASDAQ>ARCA>IEX>BATS
LMT
51.2
67
7.7
39
19
-1
-33
PositionLimitNear
null
Venue switch reduced impact
X001135
2025-12-01 09:48:36
XLV
Buy
25,876
127.16
3,290,392.16
0.9
0.073
Ultra
6.1
12
-14.5
NYSE>NASDAQ
POV
5
LMT
3
76
25
0.57
Slip>Thresh
false
null
null
0
NYSE>NASDAQ
LMT
7.8
100
1.7
56
50
22
32
Watchlist
null
High urgency from PM
X001136
2025-11-05 12:09:20
PEP
Sell
34,020
180.75
6,149,115
4.1
0.107
Low
16.3
27
-14.6
NYSE>IEX>BATS
IS
4
MKT
11
79
18
0.45
ToxicitySpike
false
null
null
0
NYSE>IEX>BATS
MKT
5.9
92
5.4
51
-12
7
24
null
VenueReject
Paused due to data glitch
X001137
2025-11-18 13:45:09
IWM
Sell
143,518
195.2
28,014,713.6
1.1
0.198
Medium
10.4
26
-13.3
ARCA>NYSE>BATS>EDGX
Adaptive
1
MKT
3
110
34
0.84
Multi
false
null
null
0
ARCA>NYSE>BATS>EDGX
MKT
58.2
98
21.8
139
57
-10
14
Watchlist
null
Paused due to data glitch
X001138
2025-10-28 15:39:37
XLU
Buy
47,395
209.81
9,943,944.95
1.2
0.152
High
6.6
38
10.6
ARCA>NYSE
VWAP
3
MKT
3
83
35
0.53
Multi
false
null
null
0
ARCA>NYSE
MKT
0.9
98
0.8
87
-7
-29
-39
Watchlist
null
High urgency from PM
X001139
2025-11-08 14:34:41
BAC
Sell
62,753
277.59
17,419,605.27
1.4
0.171
Medium
16.6
9
27.2
NASDAQ>NYSE>ARCA
VWAP
1
LMT
4
81
21
0.6
LiqDrop
false
null
null
0
NASDAQ>NYSE>ARCA
LMT
52.5
92
6.3
110
7
-7
6
null
null
Toxic prints; widened spread
X001140
2025-12-07 13:02:50
BAC
Buy
237,471
121.03
28,741,115.13
1.7
0.648
Low
17.3
22
10.7
ARCA>NASDAQ>BATS>NYSE
Adaptive
5
LMT
6.9
214
24
0.83
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>BATS>NYSE
LMT
69.2
96
0
313
20
-28
-3
null
null
High urgency from PM
X001141
2025-11-04 09:35:18
V
Buy
33,180
84.92
2,817,645.6
4.5
0.432
Low
7.7
15
7.8
NASDAQ>NYSE>EDGX
IS
5
LMT
7
81
15
0.67
Multi
false
null
null
0
NASDAQ>NYSE>EDGX
LMT
90.4
87
4.3
80
19
-17
17
null
null
Paused due to data glitch
X001142
2025-10-31 09:51:09
NKE
Sell
218,593
336.06
73,460,363.58
2.7
1.016
Low
14.9
33
-27.3
BATS>ARCA
Adaptive
4
MKT
7.5
185
24
0.56
Multi
false
null
null
0
BATS>ARCA
MKT
72.8
99
11.2
232
-9
-11
-6
null
null
Venue switch reduced impact
X001143
2025-12-10 13:08:05
T
Buy
18,624
263.25
4,902,768
2.9
0.155
Low
21
12
-0
NASDAQ>NYSE
Adaptive
3
IOC
8
69
35
0.64
Multi
false
null
null
0
NASDAQ>NYSE
IOC
27.3
91
16.6
46
55
2
8
Watchlist
Unknown
Toxic prints; widened spread
X001144
2025-11-05 12:48:37
T
Buy
4,312
75.53
325,685.36
4.6
0.036
Medium
22.9
33
16.9
ARCA>NYSE>NASDAQ
POV
5
LMT
11.9
62
12
0.62
Multi
false
null
null
0
ARCA>NYSE>NASDAQ
LMT
16.3
76
10.9
69
57
28
22
null
null
High urgency from PM
X001145
2025-11-14 11:30:27
NKE
Sell
21,238
197.58
4,196,204.04
3
0.099
Medium
7.5
28
-1.5
ARCA>BATS
VWAP
3
MKT
4.5
70
13
0.81
ToxicitySpike
false
null
null
0
ARCA>BATS
MKT
32.6
95
9.8
40
8
-29
6
NoShort
null
Stable book; normal liquidity
X001146
2025-11-23 14:39:17
XLV
Sell
217,920
55.99
12,201,340.8
1.7
0.612
Low
6.1
27
31.3
IEX>ARCA
POV
4
PO
3.8
185
34
0.69
Slip>Thresh
false
null
null
0
IEX>ARCA
PO
29.2
85
7.5
203
54
18
-36
null
null
High urgency from PM
X001147
2025-11-07 10:44:30
XLI
Sell
2,066
313.59
647,876.94
2.1
0.094
Low
24.1
9
22.7
IEX>EDGX>NYSE>BATS>NASDAQ
TWAP
2
LMT
7.1
60
12
0.77
LiqDrop
false
null
null
0
IEX>EDGX>NYSE>BATS>NASDAQ
LMT
75.5
100
4.3
10
15
-10
28
Watchlist
null
Stable book; normal liquidity
X001148
2025-11-21 15:26:01
DIS
Sell
26,423
74.96
1,980,668.08
1.8
0.115
High
5.2
17
-10.2
EDGX>BATS>NYSE>NASDAQ
POV
5
MKT
4
77
26
0.68
LiqDrop
false
null
null
0
EDGX>BATS>NYSE>NASDAQ
MKT
81.3
96
4.9
55
38
22
-4
null
null
Toxic prints; widened spread
X001149
2025-12-10 15:34:21
NKE
Sell
271,532
339.22
92,109,085.04
3.1
1.262
Low
20.6
10
8.4
BATS>NASDAQ>EDGX>IEX>NYSE
VWAP
2
LMT
6.8
175
17
0.71
ToxicitySpike
false
null
null
0
BATS>NASDAQ>EDGX>IEX>NYSE
LMT
50.2
74
9
214
32
-3
27
Watchlist
null
Stable book; normal liquidity
X001150
2025-12-03 11:11:40
META
Sell
14,747
204.46
3,015,171.62
1.1
0.041
Ultra
14.2
9
24.2
ARCA>IEX>BATS>NYSE>EDGX
Adaptive
2
PO
4.1
66
35
0.53
Multi
false
null
null
0
ARCA>IEX>BATS>NYSE>EDGX
PO
27.7
87
4.3
50
49
-21
5
null
null
Paused due to data glitch
X001151
2025-11-16 12:49:30
MSFT
Buy
4,864
181.06
880,675.84
3.7
0.026
High
12.6
26
-28.2
NYSE>NASDAQ
Adaptive
4
MKT
7
62
33
0.47
LiqDrop
false
null
null
0
NYSE>NASDAQ
MKT
55.7
100
7.9
45
3
-33
40
null
null
Paused due to data glitch
X001152
2025-10-30 12:06:51
XLP
Buy
25,466
110.56
2,815,520.96
2.3
0.088
High
7.7
20
-24.5
BATS>NYSE>IEX
POV
5
LMT
4.6
76
14
0.72
ToxicitySpike
false
null
null
0
BATS>NYSE>IEX
LMT
57.8
90
0
65
16
-11
16
null
null
Paused due to data glitch
X001153
2025-12-07 13:35:09
AMZN
Sell
9,145
297.61
2,721,643.45
2.2
0.42
Low
33.1
25
-18.6
BATS>NYSE>ARCA>NASDAQ
IS
5
PO
17.1
65
16
0.76
Multi
true
MultiTrigger
VenueSwitch
15
BATS>NYSE>ARCA>NASDAQ
PO>IOC
72.6
98
17.2
8
41
-19
32
null
null
Stable book; normal liquidity
X001154
2025-11-14 12:24:42
HD
Buy
41,775
224.88
9,394,362
2.3
0.162
Low
21.6
11
-10.6
BATS>ARCA>NASDAQ>IEX
POV
4
MKT
10.7
84
24
0.74
Slip>Thresh
false
null
null
0
BATS>ARCA>NASDAQ>IEX
MKT
13.3
90
19.2
59
49
-28
10
null
null
Toxic prints; widened spread
X001155
2025-11-06 11:29:02
GOOGL
Sell
53,458
298.09
15,935,295.22
1.9
0.159
Low
19.1
15
7.7
BATS>NYSE
VWAP
1
MKT
5.8
78
15
0.81
ToxicitySpike
false
null
null
0
BATS>NYSE
MKT
7.6
96
0
88
46
-2
-34
null
null
Paused due to data glitch
X001156
2025-12-01 09:35:58
HD
Sell
46,746
310.88
14,532,396.48
1.9
0.181
Medium
6.3
16
26.2
EDGX>BATS>NASDAQ>ARCA>IEX
Adaptive
5
LMT
3.3
90
30
0.8
Multi
false
null
null
0
EDGX>BATS>NASDAQ>ARCA>IEX
LMT
61.3
79
7.4
142
50
-17
3
NoShort
null
Venue switch reduced impact
X001157
2025-11-03 10:55:52
AAPL
Buy
28,775
202.35
5,822,621.25
1.5
0.085
Medium
22
31
15.2
IEX>EDGX>ARCA>NYSE
Adaptive
1
MKT
5.9
70
33
0.65
LiqDrop
false
null
null
0
IEX>EDGX>ARCA>NYSE
MKT
48.4
89
1.2
78
36
-26
21
Watchlist
null
Paused due to data glitch
X001158
2025-11-24 12:55:05
XLP
Sell
86,071
262.34
22,579,866.14
2.1
0.298
Low
10.6
28
-8.9
NASDAQ>IEX>NYSE>EDGX
Adaptive
4
LMT
4.4
109
25
0.54
Slip>Thresh
false
null
null
0
NASDAQ>IEX>NYSE>EDGX
LMT
93.1
94
3.2
32
2
-16
-19
NoShort
null
Paused due to data glitch
X001159
2025-11-05 13:21:59
AAPL
Buy
15,148
160.22
2,427,012.56
1.4
0.045
High
19.3
21
-6.6
EDGX>NASDAQ>BATS>ARCA>NYSE
TWAP
1
MKT
5.8
65
20
0.72
ToxicitySpike
false
null
null
0
EDGX>NASDAQ>BATS>ARCA>NYSE
MKT
4.9
95
13.8
37
38
-34
28
null
null
Stable book; normal liquidity
X001160
2025-11-24 12:46:04
T
Sell
57,367
124.57
7,146,207.19
4.1
0.478
Low
19.5
27
-9.3
ARCA>IEX>EDGX>NYSE>BATS
VWAP
3
IOC
8.9
88
34
0.79
Slip>Thresh
false
null
null
0
ARCA>IEX>EDGX>NYSE>BATS
IOC
81
92
28.3
10
-6
-23
-35
null
null
High urgency from PM
X001161
2025-12-22 13:11:32
AAPL
Buy
17,624
50.48
889,659.52
2.8
0.052
Medium
12.1
26
4.5
BATS>NASDAQ>EDGX>IEX>ARCA
TWAP
3
LMT
5.1
68
34
0.79
LiqDrop
true
LiquidityDrop
VenueSwitch
11
BATS>NASDAQ>EDGX>IEX>ARCA
LMT>PO
43.9
88
15.8
101
53
-11
-7
null
null
High urgency from PM
X001162
2025-11-13 12:51:56
MSFT
Buy
27,630
198.69
5,489,804.7
2.2
0.147
High
3.8
21
26.6
NASDAQ>ARCA>IEX>NYSE>BATS
TWAP
3
IOC
2.8
73
17
0.48
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>IEX>NYSE>BATS
IOC
26.3
98
2.2
80
43
-12
17
Watchlist
null
Paused due to data glitch
X001163
2025-11-19 11:30:33
VZ
Sell
62,017
315.49
19,565,743.33
3.3
0.53
Low
6.6
7
-24.8
BATS>EDGX>NASDAQ
POV
1
IOC
3.7
81
14
0.5
ToxicitySpike
false
null
null
0
BATS>EDGX>NASDAQ
IOC
32
89
12.6
73
29
-21
31
null
null
High urgency from PM
X001164
2025-12-13 09:54:29
CSCO
Buy
127,670
188.05
24,008,343.5
2.3
0.32
Low
8.2
7
-13.5
IEX>BATS>NYSE>ARCA
VWAP
3
MKT
4.3
123
35
0.78
LiqDrop
false
null
null
0
IEX>BATS>NYSE>ARCA
MKT
25.5
89
0
54
-13
-19
-40
null
null
Stable book; normal liquidity
X001165
2025-11-20 13:43:16
PFE
Sell
55,311
34.34
1,899,379.74
3
0.15
Low
21.5
25
-6.3
IEX>NASDAQ>NYSE>EDGX
IS
4
LMT
10.2
91
19
0.61
Multi
false
null
null
0
IEX>NASDAQ>NYSE>EDGX
LMT
65.5
99
13.4
148
-16
-8
-15
Watchlist
null
Venue switch reduced impact
X001166
2025-12-11 12:48:19
PEP
Sell
18,397
180.11
3,313,483.67
4.5
0.058
High
4.4
5
-26.6
IEX>EDGX>ARCA>NYSE
TWAP
1
LMT
2.9
66
27
0.7
ToxicitySpike
false
null
null
0
IEX>EDGX>ARCA>NYSE
LMT
44.1
90
0
81
28
-9
-2
null
null
Paused due to data glitch
X001167
2025-11-12 12:11:29
XLY
Buy
115,887
253.79
29,410,961.73
1.7
0.483
Low
24.3
5
13.6
IEX>NYSE>EDGX
TWAP
1
MKT
7.4
100
12
0.64
ToxicitySpike
false
null
null
0
IEX>NYSE>EDGX
MKT
15.6
95
4
238
3
-12
6
null
null
High urgency from PM
X001168
2025-12-09 09:41:07
XLP
Buy
14,755
177.93
2,625,357.15
3
0.051
Medium
11.3
6
32.9
BATS>IEX>NASDAQ>ARCA>EDGX
TWAP
1
LMT
3.8
65
27
0.44
Multi
false
null
null
0
BATS>IEX>NASDAQ>ARCA>EDGX
LMT
54.2
92
0
48
55
-38
-24
null
null
Paused due to data glitch
X001169
2025-12-11 11:46:17
XLB
Sell
28,702
261.14
7,495,240.28
2
0.073
Ultra
4.3
20
18.3
ARCA>EDGX>NASDAQ>NYSE>IEX
TWAP
3
LMT
2.4
74
31
0.71
ToxicitySpike
false
null
null
0
ARCA>EDGX>NASDAQ>NYSE>IEX
LMT
69.6
85
0
102
8
-5
-13
null
null
Stable book; normal liquidity
X001170
2025-11-07 14:22:57
DIS
Buy
19,940
42.01
837,679.4
1.4
0.087
Medium
22
21
29
EDGX>NASDAQ>IEX>NYSE>BATS
IS
5
MKT
12.3
72
18
0.45
ToxicitySpike
false
null
null
0
EDGX>NASDAQ>IEX>NYSE>BATS
MKT
69
95
41.3
91
-7
-22
-22
NoShort
null
Toxic prints; widened spread
X001171
2025-12-14 11:40:55
BAC
Sell
133,195
104.52
13,921,541.4
1.1
0.363
Low
21.1
32
34.1
EDGX>ARCA>NASDAQ>IEX
TWAP
1
LMT
5.2
106
27
0.67
ToxicitySpike
false
null
null
0
EDGX>ARCA>NASDAQ>IEX
LMT
38.2
92
0
206
60
21
-14
null
null
Paused due to data glitch
X001172
2025-11-02 14:24:23
PFE
Buy
106,724
200.17
21,362,943.08
2.4
0.29
Low
6.9
31
33.5
IEX>NASDAQ>ARCA
Adaptive
5
MKT
4.7
129
21
0.74
LiqDrop
false
null
null
0
IEX>NASDAQ>ARCA
MKT
25.6
85
15.3
125
-3
-29
-30
null
null
Venue switch reduced impact
X001173
2025-11-20 15:18:52
SPY
Sell
117,651
503.05
59,184,335.55
1.4
0.159
Low
21.5
30
7.8
BATS>IEX
TWAP
3
MKT
8.5
118
32
0.81
LiqDrop
false
null
null
0
BATS>IEX
MKT
75.8
89
0
10
53
17
38
null
null
High urgency from PM
X001174
2025-11-07 12:50:53
NVDA
Buy
13,704
345.62
4,736,376.48
2
0.355
Low
24.8
34
6.1
BATS>NYSE>IEX>ARCA
VWAP
3
MKT
9.6
66
31
0.76
LiqDrop
true
LiquidityDrop
VenueSwitch
11
BATS>NYSE>IEX>ARCA
MKT>IOC
58.9
94
4.3
81
25
30
-25
Watchlist
null
Toxic prints; widened spread
X001175
2025-12-17 09:36:08
CVX
Buy
16,445
70.88
1,165,621.6
1.3
0.098
Medium
13.9
35
23.6
ARCA>EDGX>IEX>BATS
TWAP
1
MKT
4.4
65
23
0.82
Multi
false
null
null
0
ARCA>EDGX>IEX>BATS
MKT
32.2
99
15.7
82
58
-10
-6
null
null
Stable book; normal liquidity
X001176
2025-10-31 12:21:41
SPY
Sell
144,441
474.57
68,547,365.37
1.5
0.195
High
5.2
24
-11
ARCA>IEX
TWAP
3
IOC
2.8
132
21
0.44
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
12
ARCA>IEX
IOC>MKT
92.4
89
10.4
135
3
-37
5
PositionLimitNear
null
Venue switch reduced impact
X001177
2025-12-23 12:29:19
BAC
Buy
54,942
248.12
13,632,209.04
1.1
0.15
High
8.6
28
-22.5
EDGX>BATS
TWAP
1
IOC
2.8
79
25
0.75
LiqDrop
true
LiquidityDrop
AlgoSwitch
15
EDGX>BATS
IOC>MKT
86.9
99
11.6
93
0
20
-33
NoShort
null
Stable book; normal liquidity
X001178
2025-11-16 14:38:57
XLE
Buy
66,226
217.43
14,399,519.18
2.5
0.238
Low
12.3
26
-29.2
EDGX>NASDAQ>ARCA
VWAP
1
IOC
4.2
83
25
0.82
ToxicitySpike
false
null
null
0
EDGX>NASDAQ>ARCA
IOC
40.7
89
0
66
-4
-7
24
NoShort
null
Toxic prints; widened spread
X001179
2025-12-13 10:28:33
IEF
Sell
21,755
99.93
2,173,977.15
2.2
0.083
Medium
19.2
16
0.5
IEX>ARCA
POV
5
MKT
10.7
74
15
0.71
Slip>Thresh
true
SlippageAboveThreshold
Pause
17
IEX>ARCA
MKT>IOC
76.3
93
24.1
93
51
25
13
PositionLimitNear
null
Toxic prints; widened spread
X001180
2025-11-19 11:12:35
IWM
Buy
31,163
195.2
6,083,017.6
0.9
0.043
Ultra
14.5
7
27.6
BATS>NASDAQ>EDGX
IS
4
MKT
7.3
77
33
0.65
Slip>Thresh
false
null
null
0
BATS>NASDAQ>EDGX
MKT
72.6
97
9.4
100
48
0
-22
null
null
High urgency from PM
X001181
2025-11-25 12:02:28
BA
Buy
48,041
331.93
15,946,249.13
2.9
0.16
Low
24.6
38
24.4
EDGX>IEX>NASDAQ>BATS
Adaptive
1
LMT
6
76
17
0.51
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
18
EDGX>IEX>NASDAQ>BATS
LMT>MKT
37.2
58
17.1
60
-14
28
-12
null
null
Venue switch reduced impact
X001182
2025-12-12 10:24:30
BRK.B
Sell
23,928
80.88
1,935,296.64
2.2
0.109
Low
18.3
6
4.1
IEX>BATS>NYSE>NASDAQ>ARCA
VWAP
2
MKT
6.6
70
31
0.83
LiqDrop
false
null
null
0
IEX>BATS>NYSE>NASDAQ>ARCA
MKT
28.3
91
38.9
76
38
24
-32
Watchlist
null
Venue switch reduced impact
X001183
2025-12-14 09:41:16
XLU
Buy
58,167
44.47
2,586,686.49
1.6
0.186
High
4.4
3
-15.1
NYSE>IEX>NASDAQ>EDGX
POV
5
LMT
2.9
97
13
0.49
Multi
false
null
null
0
NYSE>IEX>NASDAQ>EDGX
LMT
22.4
96
0
62
-9
-31
29
null
null
High urgency from PM
X001184
2025-11-23 13:39:26
V
Buy
16,481
360.32
5,938,433.92
5
0.215
Low
16.7
37
-33.3
NASDAQ>BATS
TWAP
3
LMT
7.7
68
21
0.57
ToxicitySpike
false
null
null
0
NASDAQ>BATS
LMT
68.2
92
0
149
11
-12
-1
null
null
Toxic prints; widened spread
X001185
2025-12-13 09:35:32
JPM
Buy
1,987
246.99
490,769.13
5
0.049
Low
37.5
11
15.9
BATS>NASDAQ>ARCA>NYSE
Adaptive
4
LMT
13.7
61
24
0.64
Multi
false
null
null
0
BATS>NASDAQ>ARCA>NYSE
LMT
16.6
61
22.8
74
-10
12
-4
null
null
Toxic prints; widened spread
X001186
2025-12-04 11:07:45
BAC
Sell
72,037
227.83
16,412,189.71
1.4
0.196
Low
15
23
-6.7
IEX>ARCA>EDGX>NYSE
VWAP
1
IOC
4.3
85
21
0.61
ToxicitySpike
false
null
null
0
IEX>ARCA>EDGX>NYSE
IOC
20.1
91
11.1
83
18
12
18
null
null
High urgency from PM
X001187
2025-11-15 12:48:33
INTC
Buy
3,778
42.94
162,227.32
1
0.18
Medium
17.8
16
-21.6
BATS>NASDAQ
TWAP
1
MKT
5.3
61
20
0.41
LiqDrop
false
null
null
0
BATS>NASDAQ
MKT
6.9
85
4.4
28
40
16
-9
Watchlist
null
High urgency from PM
X001188
2025-12-21 14:50:03
TLT
Buy
39,514
98.56
3,894,499.84
1.9
0.144
Medium
13.5
18
-13.1
IEX>NYSE
TWAP
1
PO
4.2
73
25
0.71
Multi
false
null
null
0
IEX>NYSE
PO
56.1
96
11
123
-8
-19
-20
null
null
Venue switch reduced impact
X001189
2025-11-03 13:26:21
SPY
Sell
70,496
484.64
34,165,181.44
1.4
0.095
Medium
24.7
25
-11.4
ARCA>EDGX>NYSE>NASDAQ
TWAP
2
LMT
6.9
89
18
0.67
Multi
false
null
null
0
ARCA>EDGX>NYSE>NASDAQ
LMT
3.1
95
5.1
51
15
22
-9
null
null
Venue switch reduced impact
X001190
2025-11-03 15:25:40
NVDA
Sell
4,255
252.71
1,075,281.05
1.2
0.11
Medium
28.5
34
10.7
BATS>ARCA>NYSE>IEX
TWAP
2
MKT
9.4
61
30
0.82
ToxicitySpike
false
null
null
0
BATS>ARCA>NYSE>IEX
MKT
77.6
89
0.8
111
49
9
18
null
null
High urgency from PM
X001191
2025-11-15 12:27:30
XLI
Sell
3,053
161.26
492,326.78
2.6
0.139
Low
29.2
11
-15.1
ARCA>BATS>IEX>NASDAQ>EDGX
IS
4
MKT
15.4
61
26
0.52
ToxicitySpike
false
null
null
0
ARCA>BATS>IEX>NASDAQ>EDGX
MKT
38.3
94
27.7
78
12
-25
-30
null
null
Paused due to data glitch
X001192
2025-12-02 11:47:05
XLK
Sell
49,835
218.73
10,900,409.55
1.2
0.14
Medium
23.8
12
-19.6
NASDAQ>NYSE>ARCA
VWAP
1
MKT
6.6
77
26
0.59
ToxicitySpike
true
ToxicitySpike
VenueSwitch
15
NASDAQ>NYSE>ARCA
MKT>LMT
82.8
95
0
82
33
-29
13
PositionLimitNear
null
Stable book; normal liquidity
X001193
2025-12-19 14:12:19
BRK.B
Sell
38,744
189.9
7,357,485.6
2.6
0.176
Low
12.1
30
23.6
IEX>NASDAQ>BATS>EDGX>NYSE
Adaptive
5
LMT
5.6
85
23
0.76
Multi
false
null
null
0
IEX>NASDAQ>BATS>EDGX>NYSE
LMT
31.5
100
0.5
10
-1
-17
28
null
null
Stable book; normal liquidity
X001194
2025-10-28 12:32:37
XLP
Sell
131,550
337.9
44,450,745
3.1
0.455
Low
13.7
3
16
EDGX>NASDAQ
Adaptive
3
MKT
6.4
125
20
0.75
Multi
false
null
null
0
EDGX>NASDAQ
MKT
24.1
99
0
65
-18
-38
-10
null
null
High urgency from PM
X001195
2025-11-11 14:17:00
NKE
Sell
9,091
198.52
1,804,745.32
2.6
0.042
Medium
17.1
35
-20.8
EDGX>NASDAQ
Adaptive
5
LMT
7.1
65
14
0.6
Multi
false
null
null
0
EDGX>NASDAQ
LMT
26.7
76
3.5
10
-20
6
-16
Watchlist
null
Toxic prints; widened spread
X001196
2025-10-29 10:36:02
PFE
Sell
44,698
264.88
11,839,606.24
2.4
0.121
Low
19.8
35
-2
IEX>NASDAQ>NYSE
Adaptive
1
PO
5.3
75
21
0.61
LiqDrop
false
null
null
0
IEX>NASDAQ>NYSE
PO
52.1
95
13.3
80
-1
13
-8
null
null
Toxic prints; widened spread
X001197
2025-11-16 15:19:07
AMZN
Sell
1,726
234.42
404,608.92
1.9
0.079
Medium
16.7
10
-22.4
BATS>NASDAQ>IEX
VWAP
3
LMT
5.6
60
34
0.71
Slip>Thresh
false
null
null
0
BATS>NASDAQ>IEX
LMT
85.7
86
4.8
83
40
-37
39
null
null
High urgency from PM
X001198
2025-10-31 10:54:57
BA
Buy
33,859
87.04
2,947,087.36
2.5
0.113
Medium
11.6
15
-2.3
ARCA>EDGX>BATS>NASDAQ>IEX
TWAP
1
MKT
4.4
71
25
0.8
Multi
false
null
null
0
ARCA>EDGX>BATS>NASDAQ>IEX
MKT
68.2
86
0
91
-16
8
-2
null
null
Venue switch reduced impact
X001199
2025-12-03 11:06:30
BA
Sell
68,739
301.98
20,757,803.22
2.2
0.229
Low
8.9
7
10.5
NYSE>IEX>BATS
Adaptive
2
MKT
3.7
89
15
0.71
Slip>Thresh
false
null
null
0
NYSE>IEX>BATS
MKT
82.8
93
14.7
135
4
-37
-40
PositionLimitNear
null
Toxic prints; widened spread
X001200
2025-12-02 11:14:25
XLU
Buy
166,104
41
6,810,264
1.3
0.532
Low
24.7
26
-18.3
BATS>NYSE
IS
5
IOC
13.2
167
16
0.56
Multi
false
null
null
0
BATS>NYSE
IOC
79.7
86
5
135
16
16
-6
null
null
High urgency from PM