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
X001401
2025-11-15 09:46:17
DIS
Sell
8,355
274.73
2,295,369.15
2
0.036
Medium
23.9
30
-34.3
ARCA>IEX>BATS
IS
5
PO
12.6
65
30
0.71
Multi
false
null
null
0
ARCA>IEX>BATS
PO
46
90
0
158
19
-14
12
null
null
Stable book; normal liquidity
X001402
2025-12-07 09:35:28
AAPL
Sell
26,748
279.21
7,468,309.08
2.1
0.079
Medium
10.7
16
1
IEX>BATS>NYSE>NASDAQ
Adaptive
3
LMT
3.8
73
12
0.47
Slip>Thresh
false
null
null
0
IEX>BATS>NYSE>NASDAQ
LMT
80.9
88
1.2
95
5
-26
6
NoShort
null
Venue switch reduced impact
X001403
2025-12-14 14:03:12
VZ
Sell
15,412
216.77
3,340,859.24
3.6
0.132
Medium
4.6
39
13
ARCA>NYSE
Adaptive
3
LMT
3.1
67
33
0.59
Slip>Thresh
false
null
null
0
ARCA>NYSE
LMT
31.6
88
6.6
41
60
-40
21
NoShort
null
High urgency from PM
X001404
2025-11-11 13:05:47
T
Buy
23,549
133.83
3,151,562.67
3.8
0.196
Low
9.2
33
21.2
IEX>ARCA
Adaptive
5
MKT
6.6
75
30
0.73
LiqDrop
false
null
null
0
IEX>ARCA
MKT
56.7
87
21.6
10
14
-26
4
null
null
Venue switch reduced impact
X001405
2025-11-23 15:31:00
XLK
Sell
27,648
28.86
797,921.28
1
0.078
High
14
25
-10.3
NYSE>ARCA>EDGX>NASDAQ
TWAP
2
MKT
4.9
71
27
0.4
LiqDrop
false
null
null
0
NYSE>ARCA>EDGX>NASDAQ
MKT
51.3
92
11.1
124
39
-32
-12
null
null
Stable book; normal liquidity
X001406
2025-12-13 12:00:04
XLY
Sell
35,704
320.99
11,460,626.96
1.4
0.149
Medium
10.2
8
28.7
IEX>EDGX>NASDAQ>BATS>NYSE
POV
4
LMT
4.4
80
26
0.52
LiqDrop
false
null
null
0
IEX>EDGX>NASDAQ>BATS>NYSE
LMT
83.3
69
0
91
52
-26
37
null
null
Toxic prints; widened spread
X001407
2025-11-30 09:42:42
TSLA
Sell
21,296
144.38
3,074,716.48
1.3
0.066
Medium
20.1
29
1.8
NYSE>EDGX>IEX>ARCA>NASDAQ
VWAP
2
MKT
6.6
69
35
0.82
ToxicitySpike
false
null
null
0
NYSE>EDGX>IEX>ARCA>NASDAQ
MKT
41.4
93
17.2
62
33
-32
-6
PositionLimitNear
Throttle
Paused due to data glitch
X001408
2025-11-20 15:44:12
CVX
Sell
10,740
170.71
1,833,425.4
0.7
0.064
High
19.7
20
26.7
NASDAQ>NYSE>ARCA
IS
4
MKT
9.4
66
27
0.42
LiqDrop
false
null
null
0
NASDAQ>NYSE>ARCA
MKT
47.1
91
11.4
63
3
20
-8
null
null
Toxic prints; widened spread
X001409
2025-12-19 13:34:49
V
Buy
11,423
97.19
1,110,201.37
5.2
0.149
Low
13.9
21
24.4
BATS>EDGX>ARCA>NASDAQ>NYSE
IS
4
MKT
10.9
66
17
0.69
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
12
BATS>EDGX>ARCA>NASDAQ>NYSE
MKT>PO
93
97
18
74
49
-5
22
NoShort
null
Toxic prints; widened spread
X001410
2025-11-30 12:53:44
SPY
Buy
185,280
494.89
91,693,219.2
1.3
0.25
Low
19.5
27
27.3
EDGX>ARCA>NYSE>NASDAQ>IEX
TWAP
3
LMT
6.4
152
19
0.49
LiqDrop
false
null
null
0
EDGX>ARCA>NYSE>NASDAQ>IEX
LMT
14.2
90
0
140
36
5
3
PositionLimitNear
null
High urgency from PM
X001411
2025-12-03 13:25:35
HD
Sell
50,786
170.27
8,647,332.22
2.4
0.197
Low
23.5
18
-31.3
ARCA>NASDAQ
TWAP
1
LMT
6.2
77
17
0.51
Slip>Thresh
false
null
null
0
ARCA>NASDAQ
LMT
3.4
87
5.7
132
50
-14
5
NoShort
null
Stable book; normal liquidity
X001412
2025-10-31 11:56:09
MA
Sell
38,603
241.82
9,334,977.46
0.7
0.164
Medium
20.6
7
-21.4
NYSE>BATS
IS
4
MKT
9.9
82
19
0.61
ToxicitySpike
false
null
null
0
NYSE>BATS
MKT
27.1
93
0
121
15
29
33
null
null
Toxic prints; widened spread
X001413
2025-11-01 14:56:25
AAPL
Sell
45,388
239.47
10,869,064.36
2
0.134
Low
16.6
33
-24.5
ARCA>IEX>BATS>NASDAQ>NYSE
Adaptive
2
MKT
5.7
79
21
0.43
ToxicitySpike
false
null
null
0
ARCA>IEX>BATS>NASDAQ>NYSE
MKT
15.7
88
28.4
64
-17
16
19
null
VenueReject
Venue switch reduced impact
X001414
2025-12-08 14:33:46
WMT
Buy
48,705
41.29
2,011,029.45
3.4
0.15
Low
8.2
33
-1.3
BATS>EDGX>NYSE>NASDAQ
POV
5
LMT
5.6
91
31
0.67
Multi
false
null
null
0
BATS>EDGX>NYSE>NASDAQ
LMT
56.7
69
12
10
-2
-40
23
null
null
Venue switch reduced impact
X001415
2025-12-01 15:13:43
SPY
Sell
382,809
457.64
175,188,710.76
1.3
0.517
Low
19.1
26
-19.6
EDGX>BATS>NYSE>ARCA>IEX
Adaptive
2
LMT
5.1
222
20
0.57
ToxicitySpike
true
ToxicitySpike
VenueSwitch
35
EDGX>BATS>NYSE>ARCA>IEX
LMT>MKT
91.6
88
9.4
267
18
29
-20
null
null
Paused due to data glitch
X001416
2025-11-03 09:52:56
LQD
Buy
32,919
116.19
3,824,858.61
1.8
0.162
Low
23.2
14
0.7
BATS>NYSE>IEX>NASDAQ
TWAP
2
PO
7.5
73
34
0.69
Slip>Thresh
false
null
null
0
BATS>NYSE>IEX>NASDAQ
PO
32.4
89
0
70
36
-16
-25
null
null
Paused due to data glitch
X001417
2025-11-27 13:16:55
V
Buy
2,951
179.49
529,674.99
3.7
0.038
Medium
21.3
18
-18.2
IEX>BATS
TWAP
3
LMT
8.2
61
35
0.84
Slip>Thresh
false
null
null
0
IEX>BATS
LMT
48.9
98
2.6
114
-4
-7
-3
PositionLimitNear
null
Venue switch reduced impact
X001418
2025-10-27 10:27:12
PFE
Sell
100,585
114.53
11,520,000.05
3.2
0.273
Low
19.1
16
-4.2
IEX>NASDAQ>NYSE
POV
5
LMT
9.6
125
17
0.43
Multi
false
null
null
0
IEX>NASDAQ>NYSE
LMT
49.8
93
0
77
-7
-26
3
null
null
Venue switch reduced impact
X001419
2025-10-30 12:20:00
LQD
Buy
32,185
108.75
3,500,118.75
1.3
0.158
Ultra
3
35
27.3
IEX>BATS>ARCA>NYSE
TWAP
1
LMT
1.3
71
26
0.8
LiqDrop
false
null
null
0
IEX>BATS>ARCA>NYSE
LMT
3.8
85
1.1
65
-5
-34
35
Watchlist
null
Toxic prints; widened spread
X001420
2025-12-11 11:00:17
TSLA
Sell
15,194
314.7
4,781,551.8
1.3
0.047
Ultra
12.2
14
12
NYSE>BATS>ARCA>IEX>EDGX
POV
4
PO
5.5
68
29
0.6
Multi
false
null
null
0
NYSE>BATS>ARCA>IEX>EDGX
PO
91
95
4.5
58
0
-38
-12
null
null
High urgency from PM
X001421
2025-11-18 09:35:41
AMZN
Sell
1,969
83.39
164,194.91
2.3
0.09
Low
39
7
-26.5
NYSE>EDGX>NASDAQ>BATS
VWAP
2
PO
11.5
60
13
0.76
Multi
false
null
null
0
NYSE>EDGX>NASDAQ>BATS
PO
21.8
95
12.9
164
-6
28
-26
null
null
High urgency from PM
X001422
2025-11-12 11:08:14
SPY
Buy
135,486
457.51
61,986,199.86
1.8
0.183
Low
16
25
28.8
IEX>EDGX>NASDAQ
VWAP
3
LMT
5.4
127
28
0.46
LiqDrop
false
null
null
0
IEX>EDGX>NASDAQ
LMT
23.8
86
23.6
59
48
-33
-27
null
null
High urgency from PM
X001423
2025-12-04 11:07:24
V
Buy
8,028
141.07
1,132,509.96
4.8
0.104
Low
12.8
11
-16.3
IEX>NYSE>EDGX>NASDAQ
VWAP
1
MKT
5.6
62
28
0.43
ToxicitySpike
true
ToxicitySpike
VenueSwitch
10
IEX>NYSE>EDGX>NASDAQ
MKT>LMT
95.8
89
1
42
20
14
-29
null
null
Stable book; normal liquidity
X001424
2025-12-18 15:35:03
HYG
Buy
79,058
77.11
6,096,162.38
1.1
0.434
Low
21.5
3
9.9
BATS>IEX>ARCA
Adaptive
2
LMT
5.5
93
14
0.71
Multi
false
null
null
0
BATS>IEX>ARCA
LMT
34.3
91
0
125
13
24
-30
null
null
Toxic prints; widened spread
X001425
2025-12-08 12:03:21
TSLA
Sell
30,189
93.39
2,819,350.71
1.6
0.094
High
8.8
8
23.3
NASDAQ>BATS
TWAP
2
MKT
3.7
72
30
0.72
Multi
false
null
null
0
NASDAQ>BATS
MKT
36.8
91
4.7
111
54
23
-17
Watchlist
null
Paused due to data glitch
X001426
2025-11-16 14:50:38
JPM
Buy
3,342
144.33
482,350.86
5.3
0.083
Low
21.7
9
25.2
IEX>EDGX>BATS
POV
4
LMT
10.9
61
31
0.78
ToxicitySpike
false
null
null
0
IEX>EDGX>BATS
LMT
16.3
73
9.9
140
50
4
11
Watchlist
null
Stable book; normal liquidity
X001427
2025-11-22 13:26:25
META
Sell
73,055
17.12
1,250,701.6
0.9
0.204
Medium
17.3
3
-6
ARCA>IEX>BATS>NYSE>EDGX
VWAP
1
LMT
4
85
19
0.52
ToxicitySpike
false
null
null
0
ARCA>IEX>BATS>NYSE>EDGX
LMT
40.1
94
0.6
150
14
17
2
null
null
Paused due to data glitch
X001428
2025-11-13 09:35:18
XLY
Sell
44,267
207.28
9,175,663.76
1.8
0.185
Low
23
34
-24.9
EDGX>NASDAQ
Adaptive
2
MKT
7.3
78
20
0.75
Multi
false
null
null
0
EDGX>NASDAQ
MKT
62.5
94
6.1
116
-10
-15
-1
null
null
Stable book; normal liquidity
X001429
2025-12-08 15:41:36
QQQ
Buy
10,327
419.26
4,329,698.02
0.7
0.033
Ultra
24.4
30
9.1
BATS>IEX>ARCA>NYSE
TWAP
2
MKT
7.8
64
26
0.64
Slip>Thresh
false
null
null
0
BATS>IEX>ARCA>NYSE
MKT
8.6
99
7
63
16
-16
39
Watchlist
null
Venue switch reduced impact
X001430
2025-12-24 14:52:10
BRK.B
Sell
46,520
326.64
15,195,292.8
1.4
0.211
Low
20.3
26
-3.1
EDGX>NASDAQ>IEX>ARCA>NYSE
VWAP
2
IOC
6.5
79
13
0.51
Multi
false
null
null
0
EDGX>NASDAQ>IEX>ARCA>NYSE
IOC
45.5
97
0.8
95
54
18
-19
null
null
Paused due to data glitch
X001431
2025-12-12 15:13:29
AMZN
Buy
448
300.56
134,650.88
2.4
0.021
Ultra
11.3
19
-31.3
IEX>EDGX
VWAP
3
LMT
4.4
60
25
0.62
Slip>Thresh
false
null
null
0
IEX>EDGX
LMT
59.7
91
5.7
53
23
22
23
NoShort
null
Stable book; normal liquidity
X001432
2025-11-19 10:40:08
LQD
Sell
24,622
111.71
2,750,523.62
1.7
0.121
Medium
18.5
14
-8.1
ARCA>NASDAQ>BATS
TWAP
2
MKT
6.7
70
13
0.83
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
20
ARCA>NASDAQ>BATS
MKT>PO
75.6
88
19.5
82
-13
18
25
null
null
Toxic prints; widened spread
X001433
2025-11-10 12:40:32
XLK
Buy
11,341
259.13
2,938,793.33
1.7
0.032
Ultra
10.7
12
-3.8
EDGX>NASDAQ>NYSE>BATS>ARCA
IS
4
PO
5.7
66
19
0.61
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>NYSE>BATS>ARCA
PO
86.5
94
7.6
78
26
15
-24
PositionLimitNear
null
High urgency from PM
X001434
2025-12-22 13:00:49
UNH
Buy
46,578
315.94
14,715,853.32
2
0.205
Low
17.6
8
-16.5
ARCA>EDGX
VWAP
2
LMT
5.2
79
21
0.62
Multi
false
null
null
0
ARCA>EDGX
LMT
35
88
16.2
104
4
17
40
PositionLimitNear
null
Stable book; normal liquidity
X001435
2025-12-07 12:54:39
INTC
Sell
1,049
135.62
142,265.38
1
0.05
High
24
37
-7.3
BATS>ARCA>EDGX>NASDAQ>NYSE
VWAP
1
MKT
6.5
60
34
0.47
ToxicitySpike
false
null
null
0
BATS>ARCA>EDGX>NASDAQ>NYSE
MKT
43.4
85
17.3
31
34
-24
21
null
null
Stable book; normal liquidity
X001436
2025-11-10 09:35:25
V
Buy
31,246
61.49
1,921,316.54
4.6
0.407
Low
8.6
20
-2.1
NYSE>EDGX>NASDAQ>IEX
TWAP
3
PO
5.8
75
30
0.56
LiqDrop
true
LiquidityDrop
OrderTypeChange
16
NYSE>EDGX>NASDAQ>IEX
PO>LMT
50.3
99
17.9
121
-9
-6
-29
null
null
Toxic prints; widened spread
X001437
2025-11-29 09:35:45
JPM
Buy
4,967
28.3
140,566.1
3.6
0.123
Low
24.1
36
-15.6
NYSE>ARCA>BATS>IEX>NASDAQ
Adaptive
5
PO
11.1
63
27
0.58
Slip>Thresh
false
null
null
0
NYSE>ARCA>BATS>IEX>NASDAQ
PO
34.3
91
9.9
66
10
4
-12
null
null
High urgency from PM
X001438
2025-12-26 09:35:34
XLP
Buy
53,582
21.5
1,152,013
1.6
0.185
High
3.8
5
25.5
NASDAQ>EDGX>BATS>NYSE>ARCA
VWAP
2
MKT
2.1
82
25
0.43
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>BATS>NYSE>ARCA
MKT
16.3
100
0
113
-3
-18
-10
null
Throttle
High urgency from PM
X001439
2025-12-09 13:08:24
UNH
Sell
21,726
173.89
3,777,934.14
2.6
0.095
Medium
15.4
31
1.9
NYSE>BATS>IEX>ARCA>EDGX
Adaptive
1
LMT
4
67
17
0.48
Multi
false
null
null
0
NYSE>BATS>IEX>ARCA>EDGX
LMT
70.5
96
11.5
10
50
-29
13
null
null
Paused due to data glitch
X001440
2025-12-14 14:34:02
JPM
Buy
29,557
328.37
9,705,632.09
4.4
0.732
Low
16.6
20
-20.2
NYSE>BATS>NASDAQ>IEX
VWAP
3
LMT
7.1
74
30
0.61
Multi
false
null
null
0
NYSE>BATS>NASDAQ>IEX
LMT
75.4
97
0.5
20
26
-3
-4
null
null
Paused due to data glitch
X001441
2025-11-16 09:35:34
UNH
Buy
34,960
262.94
9,192,382.4
1.9
0.154
Low
15.5
20
-4.6
NASDAQ>ARCA>BATS>EDGX>IEX
Adaptive
5
LMT
6.2
82
31
0.81
LiqDrop
false
null
null
0
NASDAQ>ARCA>BATS>EDGX>IEX
LMT
28.6
97
22.3
101
-6
24
3
null
null
Toxic prints; widened spread
X001442
2025-11-08 10:45:20
PFE
Buy
66,996
227.53
15,243,599.88
2.1
0.182
Medium
7.6
27
21.3
ARCA>EDGX>NYSE>BATS>NASDAQ
Adaptive
2
LMT
2.7
88
19
0.51
LiqDrop
false
null
null
0
ARCA>EDGX>NYSE>BATS>NASDAQ
LMT
94.7
87
11.4
10
42
22
-3
null
null
Stable book; normal liquidity
X001443
2025-12-12 10:23:40
AMZN
Buy
6,922
260.37
1,802,281.14
1.8
0.318
Low
15.1
16
12.3
IEX>ARCA
Adaptive
3
MKT
5.9
63
18
0.46
LiqDrop
false
null
null
0
IEX>ARCA
MKT
20.3
88
25
117
39
13
-15
null
null
Toxic prints; widened spread
X001444
2025-12-11 12:55:35
XLE
Sell
54,005
349.78
18,889,868.9
2.7
0.194
Low
10
36
-27.9
ARCA>IEX>BATS>EDGX>NYSE
TWAP
3
LMT
4.5
87
24
0.74
Multi
false
null
null
0
ARCA>IEX>BATS>EDGX>NYSE
LMT
6.8
100
0
129
57
-26
0
PositionLimitNear
null
Paused due to data glitch
X001445
2025-12-19 11:52:55
XLY
Buy
35,964
17.26
620,738.64
1.4
0.15
High
4.3
3
-19.6
NASDAQ>ARCA>IEX>NYSE
VWAP
1
MKT
1.8
72
13
0.64
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>IEX>NYSE
MKT
56
97
0
102
57
-5
-31
null
null
Paused due to data glitch
X001446
2025-11-15 12:10:25
CSCO
Sell
57,606
62.45
3,597,494.7
4.2
0.145
Medium
4
30
27.5
ARCA>EDGX
Adaptive
2
LMT
2.8
84
25
0.83
Slip>Thresh
false
null
null
0
ARCA>EDGX
LMT
70.1
83
1.9
10
39
-40
-2
null
null
Stable book; normal liquidity
X001447
2025-12-15 14:21:56
GOOGL
Buy
20,323
295.06
5,996,504.38
1.8
0.061
High
11.6
22
6.8
EDGX>NYSE
TWAP
3
MKT
5.3
70
23
0.51
ToxicitySpike
false
null
null
0
EDGX>NYSE
MKT
6.7
90
9.6
10
19
14
22
PositionLimitNear
null
Stable book; normal liquidity
X001448
2025-11-21 10:15:02
BRK.B
Sell
70,087
132.11
9,259,193.57
2.7
0.319
Low
20.6
39
1.7
EDGX>NASDAQ>ARCA>NYSE
TWAP
1
MKT
6.9
84
32
0.59
ToxicitySpike
false
null
null
0
EDGX>NASDAQ>ARCA>NYSE
MKT
72.2
88
28.6
71
-20
-39
11
null
null
High urgency from PM
X001449
2025-12-09 13:59:47
HD
Sell
40,550
295.92
11,999,556
2.7
0.157
Low
19.9
20
8.3
NASDAQ>IEX>BATS>NYSE>ARCA
TWAP
1
LMT
5.5
74
25
0.46
ToxicitySpike
false
null
null
0
NASDAQ>IEX>BATS>NYSE>ARCA
LMT
56.9
97
30
13
35
-29
30
null
null
Venue switch reduced impact
X001450
2025-12-25 11:08:37
INTC
Sell
9,833
320.77
3,154,131.41
1.2
0.468
Low
26.9
5
-19.6
IEX>NASDAQ
POV
4
LMT
10
65
26
0.45
LiqDrop
false
null
null
0
IEX>NASDAQ
LMT
4.4
94
0
68
-9
-16
-31
PositionLimitNear
null
Toxic prints; widened spread
X001451
2025-10-30 10:27:57
AMD
Buy
4,425
209.59
927,435.75
1.8
0.123
Low
39.4
8
-30.3
ARCA>NASDAQ>IEX
IS
5
LMT
17.5
62
32
0.76
ToxicitySpike
true
ToxicitySpike
Pause
12
ARCA>NASDAQ>IEX
LMT>IOC
88.8
88
35.1
8
46
-13
5
Watchlist
null
Venue switch reduced impact
X001452
2025-12-26 14:44:12
AMZN
Buy
743
92.25
68,541.75
2.7
0.034
Medium
39.6
13
-19.3
NYSE>EDGX
Adaptive
2
LMT
10.2
60
18
0.44
Multi
false
null
null
0
NYSE>EDGX
LMT
24.7
92
6.9
65
52
-14
-30
null
null
Toxic prints; widened spread
X001453
2025-12-23 12:17:33
TLT
Sell
4,188
91.65
383,830.2
3.5
0.015
High
19.7
38
-26.3
ARCA>BATS>IEX
VWAP
1
MKT
6.7
61
12
0.68
Multi
false
null
null
0
ARCA>BATS>IEX
MKT
28.8
99
10
70
32
14
26
null
null
Toxic prints; widened spread
X001454
2025-12-10 14:26:31
CSCO
Buy
18,383
98.83
1,816,791.89
3.6
0.046
High
9.1
28
-25.7
NYSE>ARCA>IEX>EDGX
VWAP
2
LMT
3.9
67
17
0.65
LiqDrop
false
null
null
0
NYSE>ARCA>IEX>EDGX
LMT
56.2
99
9.5
76
19
-1
30
null
null
Toxic prints; widened spread
X001455
2025-11-25 13:45:19
XLE
Buy
19,294
92.59
1,786,431.46
3.9
0.069
Low
17.8
34
-16.4
NASDAQ>ARCA>EDGX>BATS
IS
4
MKT
11.4
71
29
0.57
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>EDGX>BATS
MKT
12.5
86
25
10
25
18
-10
null
null
Venue switch reduced impact
X001456
2025-12-23 12:13:39
IEF
Sell
22,327
93.9
2,096,505.3
1.7
0.085
Medium
24.9
22
-26.9
ARCA>BATS
TWAP
1
LMT
6.2
67
31
0.78
LiqDrop
false
null
null
0
ARCA>BATS
LMT
54.6
94
0
84
1
16
9
null
null
Paused due to data glitch
X001457
2025-12-08 15:11:55
XLF
Sell
86,605
244.64
21,187,047.2
2.1
0.237
Low
22.4
39
24.1
NYSE>NASDAQ>BATS
VWAP
2
LMT
6.4
96
34
0.78
ToxicitySpike
true
ToxicitySpike
VenueSwitch
15
NYSE>NASDAQ>BATS
LMT>IOC
76.3
92
0
75
12
-17
-3
PositionLimitNear
null
Stable book; normal liquidity
X001458
2025-11-27 10:08:48
LQD
Sell
14,145
113.13
1,600,223.85
1.1
0.07
Medium
23.2
19
-28.2
ARCA>NASDAQ>EDGX>IEX
TWAP
3
PO
8
67
16
0.41
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>EDGX>IEX
PO
1.9
93
12
58
5
-37
-19
null
null
High urgency from PM
X001459
2025-11-27 14:31:52
BRK.B
Sell
19,710
299.85
5,910,043.5
1.8
0.09
High
9.4
29
3.2
ARCA>NASDAQ>EDGX>NYSE
POV
4
PO
4.9
71
12
0.46
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>EDGX>NYSE
PO
43.3
100
3.2
79
-1
-10
-15
NoShort
null
Stable book; normal liquidity
X001460
2025-12-07 10:28:10
HYG
Sell
50,333
73.26
3,687,395.58
1.3
0.276
Low
12
23
-23.7
IEX>NASDAQ>BATS>NYSE>EDGX
Adaptive
3
MKT
4.6
85
21
0.84
LiqDrop
true
LiquidityDrop
AlgoSwitch
33
IEX>NASDAQ>BATS>NYSE>EDGX
MKT>IOC
44.1
91
8.5
106
-17
8
11
null
null
Toxic prints; widened spread
X001461
2025-12-03 11:58:00
SPY
Sell
45,118
456.29
20,586,892.22
1.5
0.061
Medium
24.3
21
-4.8
IEX>ARCA>EDGX>BATS
VWAP
3
PO
8.2
82
19
0.41
ToxicitySpike
true
ToxicitySpike
VenueSwitch
11
IEX>ARCA>EDGX>BATS
PO>MKT
90.8
95
7.6
9
24
-35
-13
null
null
Stable book; normal liquidity
X001462
2025-11-07 14:45:04
GOOGL
Sell
671,137
162.06
108,764,462.22
1.8
2
Low
21.1
9
9.6
NYSE>IEX>BATS>NASDAQ>EDGX
POV
1
LMT
6.2
200
24
0.62
ToxicitySpike
false
null
null
0
NYSE>IEX>BATS>NASDAQ>EDGX
LMT
17
81
8.9
318
3
4
16
null
null
Stable book; normal liquidity
X001463
2025-11-26 15:54:40
BAC
Buy
13,465
91.29
1,229,219.85
1.7
0.037
Ultra
11.5
17
23
EDGX>BATS
TWAP
2
MKT
4.5
65
24
0.77
Slip>Thresh
false
null
null
0
EDGX>BATS
MKT
74.7
91
0.2
96
-12
16
29
null
null
Toxic prints; widened spread
X001464
2025-11-04 09:35:59
KO
Sell
4,077
268.31
1,093,899.87
2
0.101
High
6.1
13
29.1
BATS>NYSE>NASDAQ
Adaptive
5
MKT
3.9
62
19
0.47
Multi
false
null
null
0
BATS>NYSE>NASDAQ
MKT
68.3
92
4.1
10
56
-35
4
PositionLimitNear
null
Venue switch reduced impact
X001465
2025-11-06 12:28:49
MSFT
Buy
12,660
244.97
3,101,320.2
1.9
0.067
Medium
16.8
16
7.8
ARCA>BATS>EDGX>IEX
Adaptive
3
LMT
5.3
66
32
0.71
ToxicitySpike
false
null
null
0
ARCA>BATS>EDGX>IEX
LMT
61.3
86
0
110
18
-25
-10
PositionLimitNear
null
High urgency from PM
X001466
2025-12-16 14:46:36
NFLX
Buy
24,440
65.77
1,607,418.8
4.7
0.234
Low
23.7
36
-22.8
NYSE>IEX>EDGX>NASDAQ>ARCA
POV
4
LMT
11.2
74
27
0.51
LiqDrop
false
null
null
0
NYSE>IEX>EDGX>NASDAQ>ARCA
LMT
75.8
92
1.5
10
55
-12
8
null
null
Stable book; normal liquidity
X001467
2025-12-10 10:08:52
SPY
Sell
54,926
501.03
27,519,573.78
1.3
0.074
High
14.1
18
14.8
BATS>NYSE>EDGX>IEX
VWAP
3
PO
5
87
19
0.64
ToxicitySpike
false
null
null
0
BATS>NYSE>EDGX>IEX
PO
84.1
89
7.2
122
42
-36
-39
null
null
Toxic prints; widened spread
X001468
2025-11-12 13:11:11
NVDA
Buy
3,024
208.69
631,078.56
2.1
0.078
Low
32.7
32
-19.9
EDGX>ARCA>BATS>NYSE
TWAP
2
LMT
9.3
61
12
0.82
Multi
true
MultiTrigger
OrderTypeChange
26
EDGX>ARCA>BATS>NYSE
LMT>IOC
48.1
94
20.5
100
50
-34
-12
Watchlist
null
Paused due to data glitch
X001469
2025-12-02 11:12:22
IEF
Buy
63,371
101.75
6,447,999.25
2.8
0.241
Low
12.1
12
1.9
IEX>NASDAQ>NYSE>EDGX
VWAP
2
MKT
5.2
86
35
0.55
LiqDrop
false
null
null
0
IEX>NASDAQ>NYSE>EDGX
MKT
82.1
94
23.8
55
31
-22
-30
Watchlist
null
Toxic prints; widened spread
X001470
2025-11-29 13:09:10
LQD
Sell
17,645
116.69
2,058,995.05
1
0.087
Medium
22
38
27.5
NASDAQ>NYSE
Adaptive
2
LMT
5.4
67
22
0.53
Slip>Thresh
false
null
null
0
NASDAQ>NYSE
LMT
1.8
92
0
10
-5
-27
-26
null
null
Paused due to data glitch
X001471
2025-12-13 09:59:41
TLT
Sell
29,451
95.84
2,822,583.84
3
0.108
Low
14.6
16
18.4
BATS>NYSE>EDGX>ARCA>NASDAQ
Adaptive
5
LMT
6.6
79
32
0.71
ToxicitySpike
false
null
null
0
BATS>NYSE>EDGX>ARCA>NASDAQ
LMT
22.2
85
6.7
101
27
9
-38
null
null
Venue switch reduced impact
X001472
2025-12-15 13:51:20
XLP
Buy
75,001
218.47
16,385,468.47
2.4
0.259
Low
15
8
-6
EDGX>IEX>NASDAQ>NYSE
TWAP
3
LMT
5.7
97
29
0.84
Slip>Thresh
false
null
null
0
EDGX>IEX>NASDAQ>NYSE
LMT
68.7
93
10.1
132
53
-5
-8
PositionLimitNear
null
Toxic prints; widened spread
X001473
2025-12-23 11:46:08
BRK.B
Sell
24,660
299.4
7,383,204
1.7
0.112
Medium
13.2
3
-25
EDGX>IEX
IS
4
LMT
6.1
74
23
0.6
ToxicitySpike
true
ToxicitySpike
VenueSwitch
16
EDGX>IEX
LMT>IOC
90.6
94
17.7
111
17
20
-15
null
null
Venue switch reduced impact
X001474
2025-12-07 11:19:31
MSFT
Buy
51,526
348.93
17,978,967.18
3.3
0.273
Low
16.5
15
-28.1
NASDAQ>BATS>NYSE
IS
5
MKT
11.5
93
17
0.51
Slip>Thresh
false
null
null
0
NASDAQ>BATS>NYSE
MKT
78
93
4
44
8
-7
7
null
null
Paused due to data glitch
X001475
2025-11-03 14:37:26
KO
Buy
3,795
52
197,340
2.6
0.094
Low
30.9
32
28.6
EDGX>NYSE>IEX>NASDAQ
POV
4
MKT
14.7
62
13
0.62
LiqDrop
false
null
null
0
EDGX>NYSE>IEX>NASDAQ
MKT
14.1
94
0.8
46
-18
-33
16
PositionLimitNear
null
Paused due to data glitch
X001476
2025-12-05 12:29:43
XLI
Sell
1,562
32.78
51,202.36
3.7
0.071
Medium
12.4
12
33.4
BATS>ARCA>EDGX>NASDAQ>NYSE
VWAP
3
LMT
5.4
60
26
0.4
Slip>Thresh
false
null
null
0
BATS>ARCA>EDGX>NASDAQ>NYSE
LMT
33.7
96
0
61
19
1
-34
NoShort
null
High urgency from PM
X001477
2025-11-18 14:45:25
XLE
Buy
343,597
141.81
48,725,490.57
2.3
1.233
Low
13.8
17
15.6
NASDAQ>EDGX>NYSE>BATS>ARCA
Adaptive
5
LMT
6.4
283
32
0.56
LiqDrop
false
null
null
0
NASDAQ>EDGX>NYSE>BATS>ARCA
LMT
28.7
88
11.5
199
-10
14
33
NoShort
null
Toxic prints; widened spread
X001478
2025-11-07 10:30:07
XLI
Buy
2,126
47.57
101,133.82
3
0.097
Medium
11
32
22.6
IEX>NASDAQ>NYSE>BATS
TWAP
1
IOC
4.3
60
26
0.53
LiqDrop
false
null
null
0
IEX>NASDAQ>NYSE>BATS
IOC
5.2
95
10.1
49
13
-24
14
null
null
High urgency from PM
X001479
2025-12-11 13:18:50
XLI
Buy
2,745
205.26
563,438.7
2
0.125
Low
29.6
20
14.3
NASDAQ>BATS>IEX>NYSE
POV
5
LMT
12.5
61
30
0.74
Slip>Thresh
true
SlippageAboveThreshold
AlgoSwitch
15
NASDAQ>BATS>IEX>NYSE
LMT>PO
68.8
97
34.5
25
7
7
-35
null
null
Venue switch reduced impact
X001480
2025-11-19 11:33:50
MSFT
Sell
77,252
171.41
13,241,765.32
2.7
0.41
Low
9.6
7
0.6
IEX>NASDAQ
IS
4
LMT
5.7
104
32
0.82
LiqDrop
true
LiquidityDrop
Cross
37
IEX>NASDAQ
LMT>PO
86.7
93
0
123
49
-11
31
PositionLimitNear
null
Paused due to data glitch
X001481
2025-12-11 12:00:02
META
Buy
157,491
292.36
46,044,068.76
1.5
0.439
Low
11.1
18
-21.4
EDGX>NYSE>IEX>ARCA>NASDAQ
Adaptive
2
LMT
3.3
126
23
0.75
Slip>Thresh
false
null
null
0
EDGX>NYSE>IEX>ARCA>NASDAQ
LMT
61.2
90
0
102
-8
30
20
PositionLimitNear
null
High urgency from PM
X001482
2025-12-01 11:32:25
SPY
Buy
159,941
484.56
77,501,010.96
0.8
0.216
Medium
10.9
23
-10.3
NYSE>IEX>NASDAQ
Adaptive
5
LMT
4.1
163
16
0.69
ToxicitySpike
false
null
null
0
NYSE>IEX>NASDAQ
LMT
84.2
96
7.7
150
-20
-39
36
NoShort
null
Stable book; normal liquidity
X001483
2025-12-26 10:16:32
BRK.B
Buy
37,664
290.18
10,929,339.52
2.2
0.171
Low
12.3
9
-31.2
BATS>ARCA
TWAP
3
PO
5.3
78
32
0.82
Multi
true
MultiTrigger
AlgoSwitch
23
BATS>ARCA
PO>IOC
92.9
93
0
88
-6
2
-33
null
null
Toxic prints; widened spread
X001484
2025-11-19 11:09:52
CSCO
Buy
80,112
188.29
15,084,288.48
3
0.201
Low
18.2
32
-33.1
IEX>EDGX>ARCA>BATS>NASDAQ
TWAP
1
MKT
6.4
88
28
0.71
LiqDrop
true
LiquidityDrop
Pause
30
IEX>EDGX>ARCA>BATS>NASDAQ
MKT>LMT
82.5
90
16.2
111
-20
-12
16
null
null
Venue switch reduced impact
X001485
2025-11-20 10:58:34
HYG
Buy
12,088
72.83
880,369.04
1.2
0.066
High
20.2
31
-16.3
EDGX>ARCA>IEX>NYSE>BATS
VWAP
2
MKT
6.5
65
35
0.85
LiqDrop
true
LiquidityDrop
AlgoSwitch
15
EDGX>ARCA>IEX>NYSE>BATS
MKT>IOC
88.7
87
12.2
87
26
6
11
null
null
Venue switch reduced impact
X001486
2025-12-09 12:01:29
PEP
Sell
24,274
238.09
5,779,396.66
4.5
0.077
Low
15.1
6
13.9
NASDAQ>EDGX
IS
5
MKT
11.9
75
19
0.81
LiqDrop
false
null
null
0
NASDAQ>EDGX
MKT
72.5
95
9.1
88
27
-12
-1
PositionLimitNear
null
Venue switch reduced impact
X001487
2025-12-23 15:55:28
HYG
Sell
4,334
76.41
331,160.94
1.4
0.024
Ultra
14.1
14
-21.7
NYSE>BATS>NASDAQ>EDGX
TWAP
2
LMT
4.2
61
13
0.62
Multi
false
null
null
0
NYSE>BATS>NASDAQ>EDGX
LMT
27.8
96
5.3
32
17
-26
17
null
null
High urgency from PM
X001488
2025-12-17 13:12:05
CSCO
Sell
23,422
89.47
2,095,566.34
4.9
0.059
Low
24
34
-4.3
IEX>ARCA>NYSE>BATS>NASDAQ
Adaptive
2
LMT
7.6
69
26
0.65
LiqDrop
false
null
null
0
IEX>ARCA>NYSE>BATS>NASDAQ
LMT
71.3
89
17.8
10
36
-38
-7
null
null
High urgency from PM
X001489
2025-12-12 11:53:01
GOOGL
Sell
30,627
164.09
5,025,584.43
2
0.091
Medium
10.3
6
-5.7
BATS>IEX>ARCA>EDGX>NASDAQ
IS
5
LMT
5.9
79
14
0.55
ToxicitySpike
false
null
null
0
BATS>IEX>ARCA>EDGX>NASDAQ
LMT
48.2
97
9.5
23
-2
16
31
null
null
Stable book; normal liquidity
X001490
2025-11-20 15:03:15
VZ
Sell
8,481
342.43
2,904,148.83
2.2
0.073
High
9.2
11
-3.9
EDGX>NYSE>IEX>NASDAQ>ARCA
TWAP
3
LMT
3.9
64
25
0.77
Multi
false
null
null
0
EDGX>NYSE>IEX>NASDAQ>ARCA
LMT
66.6
94
5.8
49
-3
-32
-34
PositionLimitNear
null
Stable book; normal liquidity
X001491
2025-12-24 10:52:43
INTC
Sell
1,713
292.91
501,754.83
0.8
0.082
High
14.2
4
24.2
NASDAQ>NYSE>IEX
Adaptive
5
LMT
5.1
61
17
0.6
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>IEX
LMT
39.5
87
0
88
-13
10
-29
null
null
High urgency from PM
X001492
2025-11-08 15:26:23
AMZN
Buy
2,104
299.93
631,052.72
1.9
0.097
High
6.5
24
9.9
NASDAQ>NYSE>IEX>EDGX
Adaptive
4
LMT
3
61
19
0.67
LiqDrop
true
LiquidityDrop
VenueSwitch
16
NASDAQ>NYSE>IEX>EDGX
LMT>PO
80.4
93
4.5
94
32
-15
17
null
null
Stable book; normal liquidity
X001493
2025-12-14 09:36:16
XOM
Sell
432
85.22
36,815.04
2.2
0.004
Ultra
22.3
11
11.3
IEX>NYSE>ARCA>NASDAQ>EDGX
Adaptive
3
LMT
6.8
60
21
0.42
Slip>Thresh
false
null
null
0
IEX>NYSE>ARCA>NASDAQ>EDGX
LMT
24.4
91
3.6
65
29
-12
-9
NoShort
null
Paused due to data glitch
X001494
2025-12-05 10:07:30
JPM
Sell
5,545
89.63
496,998.35
5.3
0.137
Low
12.6
5
-1.4
NYSE>ARCA>EDGX>IEX
Adaptive
1
MKT
5.5
61
18
0.42
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
10
NYSE>ARCA>EDGX>IEX
MKT>LMT
98.6
96
20.3
119
57
30
-37
Watchlist
null
High urgency from PM
X001495
2025-12-09 10:18:08
UNH
Buy
36,635
212.85
7,797,759.75
2.5
0.161
High
3
34
15.2
BATS>EDGX>IEX
IS
5
MKT
4
83
29
0.68
ToxicitySpike
false
null
null
0
BATS>EDGX>IEX
MKT
16.4
91
3.4
10
8
-10
30
PositionLimitNear
null
High urgency from PM
X001496
2025-11-27 15:50:45
IWM
Buy
48,669
190.56
9,274,364.64
0.8
0.067
High
19.6
7
-1.9
NYSE>EDGX
TWAP
2
LMT
5.3
80
15
0.8
Multi
false
null
null
0
NYSE>EDGX
LMT
95.4
87
3.7
64
-9
13
-17
NoShort
null
Stable book; normal liquidity
X001497
2025-11-21 11:50:34
MA
Sell
58,138
244.79
14,231,601.02
1
0.248
Medium
13.9
29
-17.2
NYSE>ARCA>IEX>EDGX
IS
5
PO
7.3
97
17
0.84
ToxicitySpike
true
ToxicitySpike
Cross
10
NYSE>ARCA>IEX>EDGX
PO>MKT
91
91
6.3
10
9
4
-1
Watchlist
null
Toxic prints; widened spread
X001498
2025-12-03 10:10:41
WMT
Buy
2,657
158.21
420,363.97
2.5
0.008
Ultra
22.9
25
3.7
NYSE>NASDAQ>EDGX>BATS>ARCA
Adaptive
3
MKT
8.7
61
29
0.7
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>EDGX>BATS>ARCA
MKT
30.8
95
10.4
69
15
-2
32
null
null
Toxic prints; widened spread
X001499
2025-11-27 11:46:58
IWM
Buy
109,546
193.05
21,147,855.3
0.9
0.151
High
9.1
36
-2.3
IEX>ARCA>EDGX
POV
4
PO
4.1
122
18
0.81
ToxicitySpike
false
null
null
0
IEX>ARCA>EDGX
PO
59.6
85
1.6
134
47
12
27
null
null
Toxic prints; widened spread
X001500
2025-11-14 10:06:23
NKE
Sell
15,397
24.68
379,997.96
2.6
0.072
Medium
10
27
29.1
NYSE>EDGX>NASDAQ>BATS>ARCA
Adaptive
4
IOC
5.1
68
22
0.57
LiqDrop
false
null
null
0
NYSE>EDGX>NASDAQ>BATS>ARCA
IOC
46
90
7.3
24
51
19
39
null
null
Venue switch reduced impact