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
X001501
2025-11-18 11:07:23
INTC
Sell
5,104
213.35
1,088,938.4
1.1
0.243
Medium
13.1
29
-5
ARCA>NASDAQ
IS
5
IOC
7.4
63
31
0.78
LiqDrop
true
LiquidityDrop
AlgoSwitch
14
ARCA>NASDAQ
IOC>MKT
85.3
89
0
71
32
-40
-15
null
null
Stable book; normal liquidity
X001502
2025-12-10 09:47:20
MSFT
Sell
10,784
264.89
2,856,573.76
3.7
0.057
Medium
14.5
3
32.4
BATS>NASDAQ>IEX>EDGX
TWAP
1
MKT
5.8
63
13
0.82
Multi
false
null
null
0
BATS>NASDAQ>IEX>EDGX
MKT
47.7
91
13
42
20
12
15
Watchlist
null
Toxic prints; widened spread
X001503
2025-11-25 11:35:58
IWM
Buy
42,215
209.42
8,840,665.3
1.7
0.058
Medium
21
5
-7.9
NYSE>ARCA>BATS
Adaptive
1
MKT
5.8
74
22
0.44
ToxicitySpike
false
null
null
0
NYSE>ARCA>BATS
MKT
24.7
88
1.4
97
42
-39
-19
null
null
Venue switch reduced impact
X001504
2025-11-04 13:17:16
INTC
Sell
2,549
343.25
874,944.25
1.1
0.121
Low
35.5
10
-22
EDGX>NYSE>NASDAQ>BATS
Adaptive
4
PO
12
61
18
0.45
Slip>Thresh
false
null
null
0
EDGX>NYSE>NASDAQ>BATS
PO
8.1
97
8.9
66
36
20
4
null
VenueReject
Venue switch reduced impact
X001505
2025-12-08 15:01:26
T
Sell
47,407
315.64
14,963,545.48
4.4
0.395
Low
9.9
21
28.4
NASDAQ>IEX
VWAP
1
MKT
4.8
76
18
0.51
ToxicitySpike
false
null
null
0
NASDAQ>IEX
MKT
47
94
0
68
17
14
7
PositionLimitNear
null
Stable book; normal liquidity
X001506
2025-11-23 14:20:07
QQQ
Sell
25,917
401.34
10,401,528.78
0.8
0.082
Ultra
7.9
5
19.1
NYSE>NASDAQ>IEX
TWAP
2
PO
2.7
71
21
0.44
ToxicitySpike
false
null
null
0
NYSE>NASDAQ>IEX
PO
70.6
85
3.7
86
54
7
23
null
null
Venue switch reduced impact
X001507
2025-10-30 10:55:33
XOM
Buy
5,341
17.81
95,123.21
4.3
0.049
Medium
14.6
35
10.4
EDGX>BATS>NASDAQ
IS
4
MKT
10.3
63
34
0.64
Slip>Thresh
false
null
null
0
EDGX>BATS>NASDAQ
MKT
76.2
93
10.9
89
-16
-27
-6
NoShort
null
Toxic prints; widened spread
X001508
2025-11-01 13:36:52
JNJ
Buy
99,116
237.28
23,518,244.48
3.1
0.364
Low
17.2
16
29.7
ARCA>IEX>NYSE>EDGX>BATS
Adaptive
5
LMT
7.6
124
30
0.77
ToxicitySpike
false
null
null
0
ARCA>IEX>NYSE>EDGX>BATS
LMT
50.4
99
24.1
196
7
-22
33
null
null
Stable book; normal liquidity
X001509
2025-11-11 15:02:46
QQQ
Sell
23,355
415.43
9,702,367.65
1
0.074
Ultra
9
22
4.3
NYSE>IEX>EDGX
VWAP
1
LMT
2.3
68
30
0.68
ToxicitySpike
false
null
null
0
NYSE>IEX>EDGX
LMT
46.8
100
0.8
62
32
28
26
null
null
Stable book; normal liquidity
X001510
2025-12-03 09:55:45
XLE
Buy
182,931
162.29
29,687,871.99
3.1
0.656
Low
23.5
24
22.3
NYSE>EDGX>ARCA>NASDAQ>BATS
Adaptive
2
LMT
6.9
137
14
0.85
Multi
false
null
null
0
NYSE>EDGX>ARCA>NASDAQ>BATS
LMT
11.4
98
6.1
350
43
-2
7
null
null
Stable book; normal liquidity
X001511
2025-11-16 11:20:16
MSFT
Sell
41,937
315.77
13,242,446.49
2.8
0.223
Low
20.8
35
0.3
ARCA>NYSE
TWAP
1
LMT
5.8
74
35
0.72
LiqDrop
false
null
null
0
ARCA>NYSE
LMT
75.8
97
8.6
62
60
-40
23
null
null
Venue switch reduced impact
X001512
2025-12-19 14:18:56
CSCO
Buy
61,108
209.02
12,772,794.16
3
0.153
Low
14.9
7
-5.4
EDGX>ARCA>NYSE>IEX
Adaptive
1
LMT
4.1
81
19
0.8
Slip>Thresh
false
null
null
0
EDGX>ARCA>NYSE>IEX
LMT
65.3
60
0
15
35
-5
7
Watchlist
null
Venue switch reduced impact
X001513
2025-12-05 14:56:41
DIS
Buy
53,044
30.31
1,607,763.64
1.6
0.231
Medium
7.9
3
16.1
IEX>BATS>EDGX
TWAP
3
MKT
3.9
86
33
0.41
Multi
false
null
null
0
IEX>BATS>EDGX
MKT
4.5
88
0
78
-16
-13
19
null
null
Stable book; normal liquidity
X001514
2025-11-14 10:06:05
PEP
Buy
76,489
97.15
7,430,906.35
2.7
0.242
Low
14.8
36
-29.8
IEX>NASDAQ>ARCA
VWAP
3
MKT
6.7
98
25
0.62
Multi
false
null
null
0
IEX>NASDAQ>ARCA
MKT
77.2
100
18.1
66
-14
-27
-24
NoShort
null
Toxic prints; widened spread
X001515
2025-11-04 15:34:16
QQQ
Buy
49,626
408.55
20,274,702.3
0.7
0.157
Ultra
3.5
21
28.5
NASDAQ>IEX>EDGX>ARCA>BATS
VWAP
1
IOC
1.2
77
16
0.64
LiqDrop
false
null
null
0
NASDAQ>IEX>EDGX>ARCA>BATS
IOC
72
86
2.9
84
17
6
-31
null
null
High urgency from PM
X001516
2025-12-07 11:38:54
IWM
Sell
83,544
204.56
17,089,760.64
0.9
0.115
Medium
17.4
21
23.6
EDGX>BATS>NASDAQ>IEX
TWAP
3
LMT
5.5
101
32
0.53
Multi
false
null
null
0
EDGX>BATS>NASDAQ>IEX
LMT
83.3
100
15.5
64
46
13
-6
null
null
Paused due to data glitch
X001517
2025-12-10 11:39:23
SPY
Buy
133,464
486.75
64,963,602
1.3
0.18
Medium
12.6
8
-26.2
BATS>NASDAQ>IEX>EDGX>ARCA
TWAP
3
LMT
4.4
126
32
0.75
Slip>Thresh
false
null
null
0
BATS>NASDAQ>IEX>EDGX>ARCA
LMT
61.7
91
6.7
144
29
-35
10
null
null
Toxic prints; widened spread
X001518
2025-11-06 14:12:54
NVDA
Sell
13,718
42.22
579,173.96
2.1
0.355
Low
23
6
32.5
NYSE>IEX
Adaptive
3
PO
7.8
66
22
0.69
ToxicitySpike
false
null
null
0
NYSE>IEX
PO
55.4
91
8.8
99
31
27
3
Watchlist
null
Paused due to data glitch
X001519
2025-12-15 10:45:44
XLV
Sell
28,617
158.71
4,541,804.07
1.1
0.08
Medium
19.6
30
29.4
ARCA>EDGX>NASDAQ>IEX
POV
5
LMT
8.1
78
31
0.76
Slip>Thresh
false
null
null
0
ARCA>EDGX>NASDAQ>IEX
LMT
64.2
96
7.3
161
-14
-38
-15
null
null
High urgency from PM
X001520
2025-12-03 12:22:24
DIS
Sell
35,559
272.73
9,698,006.07
1.1
0.155
High
5.4
3
25.9
NYSE>NASDAQ>EDGX>ARCA
VWAP
3
MKT
2.6
77
12
0.79
LiqDrop
true
LiquidityDrop
VenueSwitch
12
NYSE>NASDAQ>EDGX>ARCA
MKT>PO
45.8
88
0
109
-13
-17
26
null
null
Stable book; normal liquidity
X001521
2025-11-26 11:26:39
UNH
Buy
9,167
42.21
386,939.07
1.6
0.04
High
22.8
21
12.7
IEX>NYSE
IS
4
LMT
9.6
65
28
0.6
ToxicitySpike
false
null
null
0
IEX>NYSE
LMT
77.3
75
11.9
38
-9
4
20
null
null
Paused due to data glitch
X001522
2025-11-03 14:10:05
VZ
Buy
11,948
255.71
3,055,223.08
3.9
0.102
Low
13.5
21
-32.8
EDGX>NASDAQ>BATS>NYSE
TWAP
1
PO
5.1
64
32
0.82
Multi
false
null
null
0
EDGX>NASDAQ>BATS>NYSE
PO
55.6
93
0.3
92
13
-20
17
null
null
Stable book; normal liquidity
X001523
2025-11-26 13:44:39
MSFT
Buy
58,219
60.67
3,532,146.73
2.4
0.309
Low
24.1
15
20.8
ARCA>BATS>NASDAQ>EDGX>NYSE
POV
5
LMT
10.9
97
33
0.59
Slip>Thresh
false
null
null
0
ARCA>BATS>NASDAQ>EDGX>NYSE
LMT
9.7
98
15.6
211
48
-5
-23
null
null
High urgency from PM
X001524
2025-12-09 13:45:19
BRK.B
Buy
39,444
195.73
7,720,374.12
2.8
0.179
Low
8.1
9
-2.9
IEX>NASDAQ
Adaptive
4
MKT
4.8
82
34
0.53
ToxicitySpike
false
null
null
0
IEX>NASDAQ
MKT
1.7
92
0
143
-7
24
-6
NoShort
null
Toxic prints; widened spread
X001525
2025-11-15 09:35:20
MA
Sell
24,294
92.06
2,236,505.64
1.5
0.103
Medium
21
31
6
BATS>NYSE>ARCA>EDGX
Adaptive
1
LMT
4.7
68
12
0.51
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
15
BATS>NYSE>ARCA>EDGX
LMT>IOC
90.7
99
16.3
22
0
-32
34
null
PriceBand
High urgency from PM
X001526
2025-11-07 14:00:31
XLV
Buy
23,865
129.08
3,080,494.2
1.5
0.067
High
13.9
27
33.9
BATS>NASDAQ>EDGX
Adaptive
5
MKT
6.5
75
16
0.78
ToxicitySpike
false
null
null
0
BATS>NASDAQ>EDGX
MKT
0.4
92
12
18
9
29
5
Watchlist
null
Paused due to data glitch
X001527
2025-11-12 14:30:23
MA
Sell
126,902
205.54
26,083,437.08
1.4
0.541
Medium
4.8
13
-12.7
EDGX>NASDAQ>ARCA>BATS>NYSE
Adaptive
4
LMT
2.4
132
13
0.72
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>ARCA>BATS>NYSE
LMT
73
86
2
65
41
-23
-32
PositionLimitNear
null
Venue switch reduced impact
X001528
2025-12-13 13:33:51
T
Sell
46,871
74.77
3,504,544.67
5
0.391
Low
21.2
17
31.4
BATS>ARCA>IEX>NYSE>NASDAQ
POV
5
MKT
14.2
90
17
0.76
Multi
false
null
null
0
BATS>ARCA>IEX>NYSE>NASDAQ
MKT
81.2
98
12
113
-14
-30
-9
null
null
High urgency from PM
X001529
2025-11-23 12:06:29
PFE
Sell
32,978
254.72
8,400,156.16
2.8
0.09
High
4.1
23
-32.3
NASDAQ>IEX>BATS>NYSE>EDGX
VWAP
3
IOC
3.1
76
34
0.47
ToxicitySpike
false
null
null
0
NASDAQ>IEX>BATS>NYSE>EDGX
IOC
28
90
3.7
10
1
8
-18
null
null
Venue switch reduced impact
X001530
2025-11-09 15:30:35
PFE
Sell
16,626
287.51
4,780,141.26
2.6
0.045
Ultra
6.1
5
16.9
NYSE>BATS
VWAP
1
LMT
2.3
65
30
0.62
ToxicitySpike
false
null
null
0
NYSE>BATS
LMT
29.1
89
0.1
52
29
24
36
null
null
Stable book; normal liquidity
X001531
2025-12-01 09:35:00
IWM
Sell
47,734
197.32
9,418,872.88
1
0.066
High
20.6
30
5.1
EDGX>NASDAQ
VWAP
1
LMT
4.7
76
25
0.48
ToxicitySpike
false
null
null
0
EDGX>NASDAQ
LMT
4.1
90
0
94
25
-34
5
Watchlist
null
Stable book; normal liquidity
X001532
2025-11-25 14:25:05
HD
Buy
13,690
267.05
3,655,914.5
2.2
0.053
Ultra
4.7
21
-2.6
NASDAQ>BATS>EDGX
VWAP
3
LMT
2.5
66
19
0.76
Slip>Thresh
false
null
null
0
NASDAQ>BATS>EDGX
LMT
88.5
69
2.6
31
56
-10
-40
NoShort
null
Venue switch reduced impact
X001533
2025-11-13 15:52:55
GOOGL
Buy
39,758
137.04
5,448,436.32
1.3
0.118
Medium
18
13
-0.4
BATS>NASDAQ>IEX>EDGX>NYSE
TWAP
2
LMT
5.2
76
25
0.67
Slip>Thresh
false
null
null
0
BATS>NASDAQ>IEX>EDGX>NYSE
LMT
90.3
99
6.6
90
28
-26
19
null
null
Stable book; normal liquidity
X001534
2025-11-19 14:29:00
KO
Sell
22,965
24.02
551,619.3
2.2
0.572
Low
15.3
13
-6.3
ARCA>NASDAQ>NYSE
IS
5
MKT
10.1
74
15
0.64
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>NYSE
MKT
52.6
88
27
28
-9
-24
34
null
null
Toxic prints; widened spread
X001535
2025-11-29 12:04:03
LQD
Buy
21,222
113.67
2,412,304.74
1.4
0.104
Ultra
3.6
15
-15.5
NYSE>IEX
VWAP
2
MKT
1.9
69
17
0.78
Multi
false
null
null
0
NYSE>IEX
MKT
26.4
100
5.3
56
-4
-5
34
null
null
High urgency from PM
X001536
2025-11-23 15:01:00
QQQ
Buy
175,595
406.32
71,347,760.4
0.5
0.557
Medium
9.4
39
23.2
EDGX>BATS>NYSE>NASDAQ>IEX
VWAP
3
MKT
3.7
147
34
0.74
LiqDrop
false
null
null
0
EDGX>BATS>NYSE>NASDAQ>IEX
MKT
39
93
2.9
133
-15
-3
4
null
null
Venue switch reduced impact
X001537
2025-12-15 13:06:24
MSFT
Buy
20,690
154.58
3,198,260.2
1.9
0.11
Low
19.2
8
8.9
NASDAQ>EDGX
VWAP
2
LMT
5.5
68
16
0.7
Multi
false
null
null
0
NASDAQ>EDGX
LMT
50.4
88
27.7
10
49
-33
6
Watchlist
null
Stable book; normal liquidity
X001538
2025-10-31 15:46:37
VZ
Sell
40,465
102.84
4,161,420.6
3.6
0.346
Low
20
26
16.6
IEX>NYSE
TWAP
3
MKT
9.5
80
32
0.79
ToxicitySpike
false
null
null
0
IEX>NYSE
MKT
49.9
98
14.1
10
-13
22
-1
null
null
Paused due to data glitch
X001539
2025-10-31 13:55:58
MSFT
Sell
4,137
102.83
425,407.71
1.9
0.022
Ultra
11.9
36
30
IEX>EDGX>NASDAQ
Adaptive
2
MKT
4.3
61
22
0.69
LiqDrop
false
null
null
0
IEX>EDGX>NASDAQ
MKT
30.1
92
7.8
56
25
18
-32
null
null
High urgency from PM
X001540
2025-12-18 12:11:33
NVDA
Sell
1,153
356.19
410,687.07
1.7
0.03
High
21.1
9
-31.4
IEX>ARCA
TWAP
3
MKT
8.5
60
32
0.65
LiqDrop
false
null
null
0
IEX>ARCA
MKT
50.9
100
1.4
10
8
-26
27
null
null
High urgency from PM
X001541
2025-11-01 11:31:03
T
Buy
12,882
273.62
3,524,772.84
2.4
0.107
Medium
9.2
24
-17
BATS>ARCA>IEX
IS
4
LMT
5.2
67
34
0.71
LiqDrop
false
null
null
0
BATS>ARCA>IEX
LMT
95.5
86
0
78
7
26
-36
null
null
Venue switch reduced impact
X001542
2025-11-04 15:42:33
IWM
Sell
25,227
201.87
5,092,574.49
1.6
0.035
High
24
12
4.3
ARCA>EDGX>IEX
VWAP
2
LMT
6.5
70
20
0.68
Slip>Thresh
false
null
null
0
ARCA>EDGX>IEX
LMT
43.6
91
16.1
48
51
-5
9
PositionLimitNear
null
High urgency from PM
X001543
2025-12-06 12:53:14
VZ
Buy
25,722
78.99
2,031,780.78
3.1
0.22
Medium
5.4
28
-17.7
ARCA>EDGX>BATS
VWAP
3
MKT
3.9
72
16
0.43
LiqDrop
false
null
null
0
ARCA>EDGX>BATS
MKT
3
97
0.3
10
-1
-7
33
null
null
Venue switch reduced impact
X001544
2025-12-17 12:36:46
NVDA
Buy
2,400
99.46
238,704
1.1
0.062
Medium
27.5
13
-27.6
BATS>EDGX>NASDAQ>NYSE
TWAP
2
LMT
7.5
61
34
0.77
Slip>Thresh
false
null
null
0
BATS>EDGX>NASDAQ>NYSE
LMT
37.6
97
18.4
43
15
27
39
null
null
Toxic prints; widened spread
X001545
2025-11-05 12:18:15
AMD
Buy
18,244
141.02
2,572,768.88
1.3
0.509
Low
30.9
20
10.1
ARCA>NYSE>BATS
Adaptive
4
IOC
11.4
70
12
0.65
Multi
false
null
null
0
ARCA>NYSE>BATS
IOC
65.8
100
0.3
42
37
0
-26
null
null
Stable book; normal liquidity
X001546
2025-10-27 14:23:30
NKE
Buy
19,129
137.47
2,629,663.63
2.5
0.089
Medium
13.1
8
-3.4
EDGX>NYSE>ARCA>IEX>BATS
VWAP
3
PO
5.5
69
19
0.49
ToxicitySpike
false
null
null
0
EDGX>NYSE>ARCA>IEX>BATS
PO
66.7
97
0
21
28
30
-35
Watchlist
null
Stable book; normal liquidity
X001547
2025-12-10 11:05:55
XLI
Buy
29,315
347.88
10,198,102.2
3
1.337
Low
24.2
38
-22.5
ARCA>IEX
POV
2
PO
9.3
72
30
0.46
ToxicitySpike
false
null
null
0
ARCA>IEX
PO
6.7
90
26.5
98
33
-10
34
null
null
Stable book; normal liquidity
X001548
2025-10-31 11:20:58
NVDA
Buy
3,173
222.79
706,912.67
2
0.082
Low
33
30
21.2
ARCA>NASDAQ>BATS>IEX>EDGX
Adaptive
4
LMT
10.7
61
27
0.64
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>BATS>IEX>EDGX
LMT
29.9
91
17.1
89
54
-35
30
null
null
Paused due to data glitch
X001549
2025-11-11 15:43:29
XLI
Sell
12,981
39.55
513,398.55
1.8
0.592
Low
19.6
36
-4.7
EDGX>ARCA
IS
4
LMT
8.8
67
35
0.64
Multi
false
null
null
0
EDGX>ARCA
LMT
78.5
89
4.1
10
53
-27
-15
PositionLimitNear
null
High urgency from PM
X001550
2025-11-19 15:49:21
QQQ
Sell
38,704
409.32
15,842,321.28
1
0.123
High
8.5
7
-34.2
EDGX>NYSE
IS
5
IOC
5
85
24
0.62
LiqDrop
false
null
null
0
EDGX>NYSE
IOC
22.2
98
12.6
77
39
-32
8
PositionLimitNear
null
Paused due to data glitch
X001551
2025-11-25 11:11:51
KO
Sell
3,393
164.08
556,723.44
3
0.084
Low
27.7
25
-1.5
BATS>ARCA
Adaptive
3
LMT
8.7
61
26
0.79
Multi
true
MultiTrigger
VenueSwitch
20
BATS>ARCA
LMT>PO
90.8
70
0
73
24
3
-10
null
null
Toxic prints; widened spread
X001552
2025-11-14 09:35:13
XLK
Sell
32,266
270.39
8,724,403.74
1.7
0.091
Medium
22.3
18
-10.5
BATS>IEX>EDGX>ARCA
POV
4
LMT
8.7
78
31
0.42
Multi
false
null
null
0
BATS>IEX>EDGX>ARCA
LMT
60.4
91
6
110
-7
10
-22
null
PriceBand
Toxic prints; widened spread
X001553
2025-12-15 15:18:53
NFLX
Sell
6,348
137.16
870,691.68
3
0.061
Medium
10.8
8
-10.9
BATS>NASDAQ
IS
5
MKT
8.3
64
13
0.7
LiqDrop
false
null
null
0
BATS>NASDAQ
MKT
36.7
93
0
36
43
-12
-39
null
null
Paused due to data glitch
X001554
2025-11-07 13:44:24
AAPL
Sell
76,430
312.82
23,908,832.6
2.2
0.225
Low
20.9
4
13.3
NYSE>ARCA>BATS
IS
4
IOC
10.9
103
12
0.81
ToxicitySpike
false
null
null
0
NYSE>ARCA>BATS
IOC
63.6
99
11
164
20
-22
-38
PositionLimitNear
null
Toxic prints; widened spread
X001555
2025-11-23 12:59:30
IWM
Buy
325,656
192.24
62,604,109.44
1.5
0.449
Low
15.5
22
-28.6
NASDAQ>EDGX>ARCA>BATS
Adaptive
4
MKT
6.6
247
26
0.8
LiqDrop
false
null
null
0
NASDAQ>EDGX>ARCA>BATS
MKT
54.9
86
0
237
18
-40
-26
null
null
Toxic prints; widened spread
X001556
2025-12-02 13:04:13
JPM
Sell
11,196
110.17
1,233,463.32
5.4
0.277
Low
13.2
38
-11.5
NASDAQ>IEX
Adaptive
2
LMT
5.5
64
18
0.6
Multi
false
null
null
0
NASDAQ>IEX
LMT
62.8
87
0
201
53
13
-37
null
null
Paused due to data glitch
X001557
2025-10-30 13:41:31
IWM
Buy
245,744
206.34
50,706,816.96
1.5
0.339
Low
16.1
6
2
NYSE>BATS
Adaptive
5
LMT
6.2
219
31
0.51
Multi
false
null
null
0
NYSE>BATS
LMT
60.2
85
0
320
50
-18
5
null
null
Stable book; normal liquidity
X001558
2025-11-28 13:35:25
T
Buy
9,962
65.17
649,223.54
3.1
0.083
Low
17.4
27
-21.9
BATS>NASDAQ>NYSE
TWAP
1
MKT
6.2
63
29
0.59
Multi
false
null
null
0
BATS>NASDAQ>NYSE
MKT
77.8
93
20
33
50
29
-1
null
null
High urgency from PM
X001559
2025-11-03 11:37:53
TLT
Sell
210,298
96.02
20,192,813.96
2.3
0.769
Low
14.7
26
-34.7
BATS>NASDAQ>EDGX>ARCA
IS
5
MKT
10
196
22
0.5
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
25
BATS>NASDAQ>EDGX>ARCA
MKT>IOC
99.2
88
0
119
-12
-24
10
null
null
Stable book; normal liquidity
X001560
2025-11-24 11:29:21
BAC
Sell
44,334
82.37
3,651,791.58
1.4
0.121
Medium
10.9
5
3.1
IEX>NASDAQ>EDGX>BATS
TWAP
1
LMT
3
75
30
0.78
Multi
true
MultiTrigger
AlgoSwitch
27
IEX>NASDAQ>EDGX>BATS
LMT>MKT
99
90
1.3
117
37
18
-6
Watchlist
null
Stable book; normal liquidity
X001561
2025-11-25 12:20:19
HD
Sell
20,260
30.76
623,197.6
2.5
0.079
Medium
15.9
36
1.1
ARCA>BATS
Adaptive
3
LMT
5.4
70
28
0.54
Multi
false
null
null
0
ARCA>BATS
LMT
73.7
100
8.5
44
43
23
19
null
null
Venue switch reduced impact
X001562
2025-11-15 13:35:12
PFE
Buy
24,909
316.37
7,880,460.33
1.9
0.068
Ultra
5.5
17
-24.1
BATS>EDGX>IEX
POV
5
MKT
4.2
76
32
0.77
ToxicitySpike
false
null
null
0
BATS>EDGX>IEX
MKT
11.8
94
0
104
31
-24
11
NoShort
null
Paused due to data glitch
X001563
2025-12-21 12:04:15
XLB
Buy
295,446
304.24
89,886,491.04
2.1
0.753
Low
24.3
39
14.3
EDGX>NYSE>ARCA>BATS
POV
1
LMT
6.7
163
23
0.66
Multi
false
null
null
0
EDGX>NYSE>ARCA>BATS
LMT
36.1
95
8.1
236
33
-32
-14
null
null
Toxic prints; widened spread
X001564
2025-10-27 15:08:55
HYG
Buy
3,854
79.76
307,395.04
1.9
0.021
Ultra
3.4
5
19.1
BATS>IEX>ARCA>NYSE
TWAP
2
MKT
2.2
61
23
0.5
ToxicitySpike
false
null
null
0
BATS>IEX>ARCA>NYSE
MKT
55
88
4.6
108
59
-29
-16
Watchlist
null
Venue switch reduced impact
X001565
2025-12-25 12:51:15
SPY
Buy
60,116
486.27
29,232,607.32
1.6
0.081
Medium
20.3
27
-3.2
IEX>EDGX>NASDAQ
VWAP
1
MKT
5.9
81
34
0.71
Multi
false
null
null
0
IEX>EDGX>NASDAQ
MKT
89.1
91
11.2
121
-12
-2
37
null
null
High urgency from PM
X001566
2025-11-13 15:42:10
DIS
Buy
139,716
281.7
39,357,997.2
1.8
0.61
Low
10.2
39
-32.1
ARCA>IEX
VWAP
3
MKT
4.8
129
34
0.58
ToxicitySpike
false
null
null
0
ARCA>IEX
MKT
41.1
93
0
140
58
-9
-30
null
null
Paused due to data glitch
X001567
2025-11-23 15:09:54
XLY
Sell
88,588
243.81
21,598,640.28
1.5
0.369
Low
15
5
-20.8
EDGX>NYSE>IEX
TWAP
3
MKT
6.4
104
30
0.84
Slip>Thresh
false
null
null
0
EDGX>NYSE>IEX
MKT
52.8
92
0
210
52
8
-4
PositionLimitNear
Throttle
Stable book; normal liquidity
X001568
2025-11-29 13:51:53
VZ
Buy
31,038
337.5
10,475,325
2.8
0.265
Low
10
13
12.4
NYSE>IEX>ARCA>BATS>EDGX
IS
4
PO
6.5
77
34
0.72
LiqDrop
false
null
null
0
NYSE>IEX>ARCA>BATS>EDGX
PO
70.8
96
0
48
42
7
32
null
null
High urgency from PM
X001569
2025-12-19 10:35:15
BAC
Sell
16,768
44.82
751,541.76
1.7
0.046
High
19.2
24
-3.8
NASDAQ>EDGX>NYSE
POV
4
IOC
8.8
69
27
0.46
Multi
false
null
null
0
NASDAQ>EDGX>NYSE
IOC
24.4
94
5.6
27
-20
28
26
Watchlist
null
Stable book; normal liquidity
X001570
2025-12-09 14:30:41
NKE
Sell
7,261
72.48
526,277.28
1.9
0.034
High
23.8
31
18.1
BATS>IEX>EDGX
TWAP
3
LMT
7.9
63
14
0.6
LiqDrop
false
null
null
0
BATS>IEX>EDGX
LMT
40.5
97
4.1
25
43
1
-10
null
null
Stable book; normal liquidity
X001571
2025-12-12 14:51:02
HYG
Buy
55,458
75.2
4,170,441.6
2.2
0.304
Low
10.3
34
14.1
IEX>ARCA>BATS>NASDAQ
IS
5
LMT
6.1
96
13
0.57
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
14
IEX>ARCA>BATS>NASDAQ
LMT>MKT
78
86
12
162
51
-9
12
null
null
Paused due to data glitch
X001572
2025-11-18 15:51:23
NFLX
Buy
16,060
79.61
1,278,536.6
3.2
0.153
Low
14.8
5
-23.9
BATS>IEX>EDGX
TWAP
1
IOC
5.4
65
21
0.83
LiqDrop
false
null
null
0
BATS>IEX>EDGX
IOC
39.9
95
1.5
10
50
18
38
null
null
Stable book; normal liquidity
X001573
2025-11-08 15:11:54
T
Sell
9,145
136
1,243,720
4.6
0.076
Low
13.3
35
11.4
NASDAQ>ARCA>EDGX>BATS
IS
5
MKT
11.1
65
29
0.67
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>EDGX>BATS
MKT
21.7
94
4.9
60
14
-26
35
null
null
Toxic prints; widened spread
X001574
2025-11-10 15:08:02
LQD
Sell
18,352
115.28
2,115,618.56
1.6
0.09
Medium
17.3
30
-23.6
NYSE>BATS>NASDAQ
VWAP
3
IOC
6.5
69
24
0.75
LiqDrop
true
LiquidityDrop
OrderTypeChange
22
NYSE>BATS>NASDAQ
IOC>PO
81.3
95
5.1
139
21
-34
38
PositionLimitNear
null
Venue switch reduced impact
X001575
2025-10-31 14:11:55
MSFT
Buy
8,474
228.9
1,939,698.6
3.2
0.045
Medium
24.9
31
-23.6
ARCA>EDGX>NYSE>IEX>BATS
VWAP
1
LMT
6.5
62
32
0.83
LiqDrop
false
null
null
0
ARCA>EDGX>NYSE>IEX>BATS
LMT
48.8
85
10.4
71
5
28
3
Watchlist
null
Paused due to data glitch
X001576
2025-12-04 12:12:50
NFLX
Buy
15,473
94.34
1,459,722.82
5
0.148
Low
12.4
31
-2.4
NYSE>IEX>BATS
POV
4
LMT
7.6
68
19
0.78
Multi
false
null
null
0
NYSE>IEX>BATS
LMT
59.8
85
0
135
54
7
-34
null
null
Paused due to data glitch
X001577
2025-11-02 11:45:22
JPM
Sell
7,090
340.24
2,412,301.6
5.3
0.176
Low
13.4
21
-14.6
IEX>ARCA
IS
5
MKT
11.9
64
32
0.44
Slip>Thresh
false
null
null
0
IEX>ARCA
MKT
25.2
99
4.1
10
27
9
17
PositionLimitNear
null
High urgency from PM
X001578
2025-11-19 11:18:03
AAPL
Sell
202,213
277.05
56,023,111.65
2.8
0.595
Low
15.3
4
-10.4
NASDAQ>BATS>EDGX>ARCA
POV
1
PO
5.5
130
24
0.74
LiqDrop
false
null
null
0
NASDAQ>BATS>EDGX>ARCA
PO
40
92
24.4
159
27
-22
-4
NoShort
null
High urgency from PM
X001579
2025-12-20 09:35:36
XLP
Buy
53,026
48.04
2,547,369.04
2.2
0.183
Medium
9.3
4
-2.8
NASDAQ>NYSE
Adaptive
2
IOC
3.6
82
12
0.85
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
19
NASDAQ>NYSE
IOC>MKT
74.2
94
13.2
71
53
3
21
null
null
Paused due to data glitch
X001580
2025-12-08 14:17:47
BA
Buy
132,877
99.94
13,279,727.38
3
0.443
Low
17.5
22
23.6
ARCA>NYSE
Adaptive
5
MKT
9.3
146
16
0.54
ToxicitySpike
false
null
null
0
ARCA>NYSE
MKT
41.6
92
21.7
319
-10
19
13
null
null
Toxic prints; widened spread
X001581
2025-11-24 12:31:51
UNH
Sell
70,322
139.2
9,788,822.4
2.9
0.309
Low
5.9
22
-12
IEX>BATS
VWAP
3
LMT
3.3
95
26
0.41
Multi
false
null
null
0
IEX>BATS
LMT
25
98
10.3
64
9
-10
31
null
null
Toxic prints; widened spread
X001582
2025-12-24 09:35:56
CSCO
Buy
14,709
160.6
2,362,265.4
2.6
0.037
Medium
18.4
30
27.8
NASDAQ>EDGX
TWAP
2
MKT
7.2
66
22
0.68
Slip>Thresh
false
null
null
0
NASDAQ>EDGX
MKT
13.6
86
0
57
32
-28
28
null
null
Stable book; normal liquidity
X001583
2025-11-30 14:18:14
V
Sell
4,152
152.28
632,266.56
4.4
0.054
Low
19
30
20.9
EDGX>NYSE>NASDAQ>ARCA>BATS
Adaptive
2
LMT
6.3
61
31
0.81
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
15
EDGX>NYSE>NASDAQ>ARCA>BATS
LMT>MKT
79.1
84
2.5
35
40
13
-28
null
null
High urgency from PM
X001584
2025-12-24 12:56:04
XLV
Sell
9,392
233.61
2,194,065.12
1.4
0.026
Ultra
3.2
11
8.1
EDGX>IEX
IS
5
IOC
2.8
66
19
0.65
LiqDrop
false
null
null
0
EDGX>IEX
IOC
33.9
92
5.1
63
22
-33
0
null
null
Toxic prints; widened spread
X001585
2025-10-31 11:29:24
NFLX
Sell
79,035
195.08
15,418,147.8
2.6
0.755
Low
7.5
7
-3.2
EDGX>IEX>ARCA>NYSE
IS
4
LMT
5
105
34
0.71
LiqDrop
false
null
null
0
EDGX>IEX>ARCA>NYSE
LMT
80.6
100
21.5
10
40
6
-22
null
null
Paused due to data glitch
X001586
2025-11-12 13:59:29
XLE
Sell
70,101
356.85
25,015,541.85
2.9
0.252
Low
18.1
37
34.4
ARCA>EDGX
POV
5
LMT
9
105
18
0.75
Slip>Thresh
false
null
null
0
ARCA>EDGX
LMT
77.8
91
3.7
21
18
2
-5
null
null
Toxic prints; widened spread
X001587
2025-11-18 11:11:59
HYG
Buy
154,181
75.16
11,588,243.96
1.8
0.846
Low
4.5
21
-27.4
ARCA>NASDAQ>IEX>BATS
POV
3
LMT
2.8
137
21
0.69
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>IEX>BATS
LMT
5.6
91
8.7
81
41
-36
-1
null
null
Paused due to data glitch
X001588
2025-11-27 11:28:57
SPY
Sell
615,901
484.62
298,477,942.62
0.8
0.832
Low
20.1
27
-9.4
NASDAQ>BATS>EDGX>IEX>ARCA
Adaptive
2
MKT
6.2
230
35
0.76
Multi
false
null
null
0
NASDAQ>BATS>EDGX>IEX>ARCA
MKT
79.6
89
0
219
-7
11
-27
null
null
Venue switch reduced impact
X001589
2025-11-08 10:47:48
DIS
Sell
43,898
258.37
11,341,926.26
2.2
0.192
Low
20.3
23
2
NASDAQ>BATS>ARCA>NYSE>IEX
TWAP
3
LMT
7.1
81
31
0.67
ToxicitySpike
false
null
null
0
NASDAQ>BATS>ARCA>NYSE>IEX
LMT
8.5
86
12.4
147
-16
-37
36
null
null
Stable book; normal liquidity
X001590
2025-10-30 11:07:01
INTC
Sell
496
272.51
135,164.96
0.8
0.024
Ultra
12
32
17.5
ARCA>EDGX>IEX
POV
4
PO
5
60
31
0.54
Slip>Thresh
false
null
null
0
ARCA>EDGX>IEX
PO
70
99
12.9
92
22
17
7
null
null
Toxic prints; widened spread
X001591
2025-11-03 13:23:23
UNH
Sell
38,310
225.08
8,622,814.8
2.8
0.168
Medium
5.5
13
0.4
NASDAQ>BATS
IS
4
LMT
4.2
82
27
0.61
LiqDrop
false
null
null
0
NASDAQ>BATS
LMT
50.6
97
0.8
96
26
11
-11
null
null
High urgency from PM
X001592
2025-12-14 13:33:57
XLB
Buy
20,831
329.63
6,866,522.53
2.2
0.053
High
10.4
38
6.2
BATS>NYSE>ARCA
TWAP
2
MKT
4.5
68
15
0.5
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
11
BATS>NYSE>ARCA
MKT>LMT
73.7
92
23.7
26
60
26
-32
null
null
Toxic prints; widened spread
X001593
2025-12-19 10:21:31
NKE
Sell
95,548
233.74
22,333,389.52
2.5
0.444
Low
17.2
15
-32.5
IEX>BATS>NASDAQ>NYSE>ARCA
Adaptive
4
LMT
6.5
114
34
0.78
LiqDrop
false
null
null
0
IEX>BATS>NASDAQ>NYSE>ARCA
LMT
21.6
90
5.9
124
60
29
23
null
null
High urgency from PM
X001594
2025-11-19 10:10:58
GOOGL
Sell
60,188
282.39
16,996,489.32
1.3
0.179
Low
17.7
6
7.9
EDGX>ARCA
TWAP
3
LMT
5.9
90
35
0.5
ToxicitySpike
false
null
null
0
EDGX>ARCA
LMT
88.9
100
0.7
175
36
27
-39
null
null
Toxic prints; widened spread
X001595
2025-11-13 13:13:30
T
Buy
28,365
120.89
3,429,044.85
3.3
0.237
Low
13.1
22
14.2
NYSE>NASDAQ
TWAP
3
MKT
6.9
74
14
0.79
Slip>Thresh
false
null
null
0
NYSE>NASDAQ
MKT
26.2
86
11.9
36
6
16
29
null
null
High urgency from PM
X001596
2025-11-10 12:42:57
LQD
Buy
6,467
115.97
749,977.99
1.2
0.032
Ultra
17.5
4
-13.5
IEX>ARCA
VWAP
1
MKT
5
62
25
0.47
Multi
false
null
null
0
IEX>ARCA
MKT
42.1
89
14.6
39
51
-24
30
null
null
Toxic prints; widened spread
X001597
2025-11-11 14:21:34
UNH
Sell
95,781
39.37
3,770,897.97
1.6
0.421
Medium
4.3
4
-30.3
ARCA>NASDAQ>BATS
Adaptive
2
LMT
1.8
100
24
0.48
Multi
false
null
null
0
ARCA>NASDAQ>BATS
LMT
66.4
91
0
129
42
19
30
NoShort
null
High urgency from PM
X001598
2025-11-05 09:56:55
JNJ
Buy
39,825
284.81
11,342,558.25
2.6
0.146
Medium
5.2
15
6.8
ARCA>BATS>NASDAQ>NYSE
VWAP
3
MKT
3.5
79
27
0.65
LiqDrop
true
LiquidityDrop
VenueSwitch
27
ARCA>BATS>NASDAQ>NYSE
MKT>LMT
60.4
89
10.4
192
48
-8
-10
NoShort
null
Toxic prints; widened spread
X001599
2025-11-15 11:12:20
BAC
Buy
35,060
158.24
5,547,894.4
0.9
0.096
Ultra
4.2
29
14.6
NYSE>EDGX>BATS>NASDAQ>ARCA
Adaptive
1
LMT
1.2
72
32
0.54
LiqDrop
false
null
null
0
NYSE>EDGX>BATS>NASDAQ>ARCA
LMT
91.1
90
0
30
-8
-11
-9
null
null
Stable book; normal liquidity
X001600
2025-12-26 10:53:50
NVDA
Buy
16,164
255.76
4,134,104.64
1.1
0.418
Low
27.2
12
30.1
BATS>NYSE>EDGX>IEX>ARCA
IS
4
LMT
11
69
16
0.79
LiqDrop
true
LiquidityDrop
VenueSwitch
45
BATS>NYSE>EDGX>IEX>ARCA
LMT>MKT
75.4
88
27
154
29
-24
40
null
null
High urgency from PM