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
X001601
2025-11-13 11:10:39
VZ
Sell
12,065
166.93
2,014,010.45
2.5
0.103
Low
21.9
7
7.9
IEX>NYSE>BATS>ARCA>EDGX
POV
4
MKT
11
66
22
0.62
ToxicitySpike
false
null
null
0
IEX>NYSE>BATS>ARCA>EDGX
MKT
17.7
96
24
108
-19
-8
-39
NoShort
null
Venue switch reduced impact
X001602
2025-11-18 15:26:32
CVX
Buy
11,159
237.43
2,649,481.37
1.4
0.066
Medium
24.3
11
-30
IEX>BATS>ARCA
Adaptive
4
LMT
7.8
66
31
0.52
Multi
false
null
null
0
IEX>BATS>ARCA
LMT
11.4
76
13.5
29
55
-28
6
null
null
Paused due to data glitch
X001603
2025-11-30 11:33:23
BA
Buy
29,721
288.3
8,568,564.3
2.1
0.099
Medium
15.6
18
-32.2
EDGX>IEX>BATS>NASDAQ>ARCA
VWAP
3
LMT
5.4
74
24
0.46
Multi
false
null
null
0
EDGX>IEX>BATS>NASDAQ>ARCA
LMT
12.2
98
1.8
39
28
24
33
Watchlist
null
Paused due to data glitch
X001604
2025-12-21 13:47:45
SPY
Buy
150,980
466.35
70,409,523
1.4
0.204
High
4.4
26
-8.2
NYSE>EDGX>NASDAQ>IEX
TWAP
2
MKT
2.3
124
28
0.71
Multi
false
null
null
0
NYSE>EDGX>NASDAQ>IEX
MKT
40.9
99
0
81
36
9
-2
NoShort
null
Venue switch reduced impact
X001605
2025-12-08 12:55:53
XLI
Buy
4,153
58.92
244,694.76
2.7
0.189
Low
11.7
8
-15.2
ARCA>NYSE
POV
4
LMT
5.8
62
18
0.52
ToxicitySpike
false
null
null
0
ARCA>NYSE
LMT
6.1
91
3.9
55
12
23
-39
Watchlist
null
Toxic prints; widened spread
X001606
2025-12-18 11:53:26
WMT
Sell
23,306
75.63
1,762,632.78
3.6
0.072
Medium
12.8
19
13.7
IEX>EDGX
IS
4
IOC
8.5
73
29
0.43
LiqDrop
false
null
null
0
IEX>EDGX
IOC
53.6
94
18.7
103
6
18
-32
null
null
Toxic prints; widened spread
X001607
2025-10-31 09:51:38
UNH
Sell
28,915
319.36
9,234,294.4
2
0.127
Medium
11.8
31
-31.1
ARCA>EDGX
VWAP
2
MKT
4.6
72
30
0.54
LiqDrop
true
LiquidityDrop
AlgoSwitch
33
ARCA>EDGX
MKT>IOC
29.6
90
5
130
29
-1
21
Watchlist
null
Venue switch reduced impact
X001608
2025-11-23 15:18:21
PFE
Sell
48,103
332
15,970,196
2.4
0.131
Low
23.6
37
8.5
BATS>NYSE>EDGX>IEX>ARCA
VWAP
1
MKT
7.1
76
22
0.5
LiqDrop
true
LiquidityDrop
OrderTypeChange
33
BATS>NYSE>EDGX>IEX>ARCA
MKT>PO
29.1
90
0
140
28
-4
-7
null
null
Venue switch reduced impact
X001609
2025-12-10 12:44:29
CVX
Sell
14,554
65.59
954,596.86
1.4
0.086
Medium
18.7
26
-7.7
NYSE>BATS>IEX>NASDAQ
Adaptive
2
LMT
4.9
66
27
0.4
Slip>Thresh
false
null
null
0
NYSE>BATS>IEX>NASDAQ
LMT
71.7
92
12.4
85
34
13
26
null
null
Stable book; normal liquidity
X001610
2025-11-15 13:33:56
XLP
Buy
16,522
109.54
1,809,819.88
2.2
0.057
Ultra
3.8
5
-2.3
ARCA>IEX>EDGX>NYSE>BATS
VWAP
2
IOC
2.3
67
26
0.66
Slip>Thresh
false
null
null
0
ARCA>IEX>EDGX>NYSE>BATS
IOC
45.8
98
0
72
17
25
17
null
null
Stable book; normal liquidity
X001611
2025-11-10 12:58:18
XLV
Buy
105,208
210.4
22,135,763.2
1.1
0.295
Medium
9.6
4
23
EDGX>IEX>BATS>ARCA
POV
4
LMT
4.1
120
12
0.53
Multi
false
null
null
0
EDGX>IEX>BATS>ARCA
LMT
70.7
85
0
109
38
-40
-26
null
null
Paused due to data glitch
X001612
2025-11-21 10:20:20
T
Buy
12,152
355.55
4,320,643.6
4.7
0.101
High
3.4
39
-23
NYSE>IEX
VWAP
1
LMT
2.7
64
27
0.73
Multi
false
null
null
0
NYSE>IEX
LMT
2.2
83
0
10
38
-39
-35
Watchlist
null
Venue switch reduced impact
X001613
2025-11-30 15:53:26
HD
Buy
150,915
16.88
2,547,445.2
1.8
0.585
Low
11.6
3
-10.3
NYSE>ARCA>EDGX>IEX
Adaptive
1
LMT
3.1
112
26
0.77
Multi
false
null
null
0
NYSE>ARCA>EDGX>IEX
LMT
63.3
100
0
111
-18
-9
4
null
null
Toxic prints; widened spread
X001614
2025-11-26 13:10:13
XLF
Sell
40,112
25.36
1,017,240.32
2.1
0.11
Low
19.4
33
15.5
NYSE>NASDAQ>BATS>EDGX>ARCA
POV
5
MKT
10.7
86
27
0.67
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>BATS>EDGX>ARCA
MKT
14.7
96
25.7
57
7
-18
37
null
null
Stable book; normal liquidity
X001615
2025-11-27 11:41:02
V
Sell
11,491
56.17
645,449.47
3
0.15
Medium
6.8
17
-7.3
IEX>NYSE>ARCA>NASDAQ>BATS
VWAP
1
LMT
2.7
64
34
0.83
LiqDrop
true
LiquidityDrop
OrderTypeChange
24
IEX>NYSE>ARCA>NASDAQ>BATS
LMT>MKT
9.1
96
0
82
17
6
13
null
null
Paused due to data glitch
X001616
2025-11-13 09:35:17
AMD
Buy
2,391
141.62
338,613.42
1.4
0.067
High
10.6
20
-13.7
BATS>EDGX>ARCA>NYSE
POV
4
LMT
4.5
61
28
0.57
LiqDrop
false
null
null
0
BATS>EDGX>ARCA>NYSE
LMT
19.9
96
7.9
33
-9
4
19
null
null
Paused due to data glitch
X001617
2025-11-29 14:55:11
PEP
Buy
64,590
160.6
10,373,154
2.8
0.204
Medium
6.2
14
26
ARCA>EDGX>NYSE>NASDAQ
IS
4
MKT
5.4
97
19
0.6
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
15
ARCA>EDGX>NYSE>NASDAQ
MKT>IOC
95.9
100
10.5
44
19
9
35
null
null
Stable book; normal liquidity
X001618
2025-11-23 13:45:42
UNH
Sell
10,948
206.15
2,256,930.2
2.5
0.048
Ultra
4.2
18
-0.9
IEX>NASDAQ>BATS>NYSE
TWAP
1
LMT
2
63
20
0.7
Multi
false
null
null
0
IEX>NASDAQ>BATS>NYSE
LMT
76.8
86
0
68
-15
-38
24
null
null
Stable book; normal liquidity
X001619
2025-11-07 14:24:17
IWM
Buy
43,327
199.66
8,650,668.82
1
0.06
High
16.8
11
2.2
IEX>NYSE>BATS
TWAP
3
MKT
6.5
81
32
0.72
ToxicitySpike
false
null
null
0
IEX>NYSE>BATS
MKT
33.7
99
6
110
-20
-34
-32
null
null
Stable book; normal liquidity
X001620
2025-11-18 12:55:38
KO
Buy
7,740
242.69
1,878,420.6
3.4
0.193
Low
18.6
35
30.9
BATS>ARCA
TWAP
2
MKT
7.8
63
12
0.42
LiqDrop
false
null
null
0
BATS>ARCA
MKT
53.3
90
21.7
32
28
-36
-9
PositionLimitNear
null
Stable book; normal liquidity
X001621
2025-12-17 15:54:03
KO
Sell
8,825
277.58
2,449,643.5
1.8
0.22
Low
31.5
13
22.7
NASDAQ>ARCA>NYSE>IEX>EDGX
POV
4
MKT
14.4
65
18
0.53
Slip>Thresh
true
SlippageAboveThreshold
AlgoSwitch
13
NASDAQ>ARCA>NYSE>IEX>EDGX
MKT>LMT
69.7
89
15.9
41
1
-12
-13
null
null
High urgency from PM
X001622
2025-11-13 15:17:52
IEF
Buy
64,784
95.37
6,178,450.08
3.1
0.246
Low
6.3
16
-1.3
NASDAQ>IEX>EDGX
POV
4
MKT
5.2
97
26
0.81
Slip>Thresh
false
null
null
0
NASDAQ>IEX>EDGX
MKT
76.8
87
14.3
90
-12
-19
21
null
null
High urgency from PM
X001623
2025-11-26 09:40:18
XLK
Buy
34,391
79.4
2,730,645.4
1.7
0.097
Medium
23.5
38
-34.5
NYSE>BATS>EDGX>ARCA
VWAP
2
IOC
7.5
74
25
0.56
ToxicitySpike
false
null
null
0
NYSE>BATS>EDGX>ARCA
IOC
78.3
89
5.1
98
45
-12
6
null
null
Venue switch reduced impact
X001624
2025-10-28 09:41:59
PFE
Sell
206,940
127.97
26,482,111.8
3.3
0.562
Low
16.4
35
-10.8
NASDAQ>EDGX
POV
3
IOC
8.2
163
33
0.58
Slip>Thresh
false
null
null
0
NASDAQ>EDGX
IOC
29.4
98
7.4
170
1
2
-11
null
null
High urgency from PM
X001625
2025-12-16 15:04:32
XLP
Sell
27,291
161.64
4,411,317.24
1.8
0.094
Medium
18.9
8
-1.2
ARCA>BATS
POV
5
IOC
9.7
77
27
0.78
LiqDrop
false
null
null
0
ARCA>BATS
IOC
77.9
94
10.2
10
7
20
-23
null
null
Paused due to data glitch
X001626
2025-11-05 09:55:43
HD
Sell
21,123
176.75
3,733,490.25
1.7
0.082
High
9.2
5
19.4
NYSE>EDGX>NASDAQ>ARCA>IEX
Adaptive
3
MKT
3.9
70
22
0.47
Multi
false
null
null
0
NYSE>EDGX>NASDAQ>ARCA>IEX
MKT
5.6
93
10.2
27
-5
-1
26
null
null
Stable book; normal liquidity
X001627
2025-11-13 11:07:49
TSLA
Sell
287,264
147.85
42,471,982.4
1.9
0.893
Low
18.8
31
-25.6
EDGX>NYSE>BATS
IS
5
MKT
11.7
246
14
0.43
Slip>Thresh
true
SlippageAboveThreshold
Pause
25
EDGX>NYSE>BATS
MKT>IOC
78.6
96
13.1
96
2
14
-6
null
null
High urgency from PM
X001628
2025-11-28 12:33:14
V
Buy
6,866
284.95
1,956,466.7
3.3
0.089
Low
39.6
20
21.5
EDGX>IEX>ARCA
IS
4
MKT
20.6
63
16
0.51
Multi
false
null
null
0
EDGX>IEX>ARCA
MKT
56
87
16.5
23
-11
-7
26
null
null
Toxic prints; widened spread
X001629
2025-11-27 12:29:51
NKE
Buy
26,322
93.59
2,463,475.98
3
0.122
Medium
8.8
5
-23.2
NASDAQ>ARCA>IEX>EDGX
IS
5
LMT
6.1
77
13
0.46
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>IEX>EDGX
LMT
9.9
97
0
49
35
-8
-15
null
null
Venue switch reduced impact
X001630
2025-11-03 10:23:12
GOOGL
Buy
113,814
324.02
36,878,012.28
1.4
0.339
Low
17.7
28
5.9
NASDAQ>EDGX>BATS
TWAP
3
LMT
6
116
14
0.62
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>BATS
LMT
24.5
98
2.6
163
12
-18
-33
Watchlist
null
High urgency from PM
X001631
2025-11-03 15:18:34
CVX
Sell
45,112
72.43
3,267,462.16
1
0.268
Low
17.3
20
3.9
NYSE>ARCA>NASDAQ
IS
4
MKT
8.7
85
12
0.84
Multi
false
null
null
0
NYSE>ARCA>NASDAQ
MKT
27.5
94
0
53
32
-26
-36
null
null
High urgency from PM
X001632
2025-11-14 13:43:58
TLT
Buy
10,273
98
1,006,754
1.9
0.038
Ultra
8.9
23
25.3
BATS>ARCA>EDGX>IEX>NYSE
IS
4
MKT
5.7
65
24
0.57
Multi
false
null
null
0
BATS>ARCA>EDGX>IEX>NYSE
MKT
93.9
96
8.2
93
13
-35
31
null
null
High urgency from PM
X001633
2025-12-10 14:02:33
KO
Buy
7,740
173.23
1,340,800.2
1.8
0.193
Low
13
4
17.6
NYSE>BATS>IEX>NASDAQ>EDGX
Adaptive
5
IOC
6.2
65
32
0.41
Multi
false
null
null
0
NYSE>BATS>IEX>NASDAQ>EDGX
IOC
36.1
85
18.4
15
15
-9
26
null
null
Toxic prints; widened spread
X001634
2025-11-16 13:40:17
NKE
Sell
82,667
184.51
15,252,888.17
2.8
0.384
Low
20
5
7.3
ARCA>NASDAQ
IS
5
PO
11.7
113
22
0.52
Multi
false
null
null
0
ARCA>NASDAQ
PO
40.8
87
3.3
10
53
-21
-2
null
null
Paused due to data glitch
X001635
2025-10-29 15:12:52
AMZN
Buy
2,784
121.74
338,924.16
2.3
0.128
Medium
8.7
27
19.9
EDGX>BATS>ARCA>NASDAQ>IEX
TWAP
1
MKT
3.5
60
34
0.82
LiqDrop
true
LiquidityDrop
OrderTypeChange
16
EDGX>BATS>ARCA>NASDAQ>IEX
MKT>PO
55.2
89
0
76
-4
13
30
null
null
Paused due to data glitch
X001636
2025-11-30 09:57:03
WMT
Sell
37,775
346.09
13,073,549.75
4.6
0.116
Low
13.5
25
-20.7
NYSE>BATS
TWAP
2
LMT
5.7
76
24
0.43
Multi
false
null
null
0
NYSE>BATS
LMT
74.2
69
0
25
-12
10
19
null
null
Venue switch reduced impact
X001637
2025-11-26 09:49:59
BRK.B
Buy
20,581
213.37
4,391,367.97
1.5
0.094
Medium
14.6
13
4.6
NYSE>NASDAQ>BATS>EDGX>IEX
IS
5
IOC
8.3
73
28
0.43
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
14
NYSE>NASDAQ>BATS>EDGX>IEX
IOC>LMT
93.7
97
17.9
8
52
20
24
null
null
Paused due to data glitch
X001638
2025-11-27 13:33:02
AMZN
Buy
14,563
228.39
3,326,043.57
1.3
0.669
Low
25
36
-6.5
NYSE>EDGX
POV
1
LMT
6.5
65
16
0.67
Multi
false
null
null
0
NYSE>EDGX
LMT
53.3
95
8.7
134
47
-33
21
NoShort
null
Paused due to data glitch
X001639
2025-11-01 15:20:31
XLF
Sell
40,156
131.28
5,271,679.68
2.9
0.11
Low
17.4
25
14.1
ARCA>EDGX>BATS
VWAP
1
MKT
5.8
74
23
0.54
Multi
false
null
null
0
ARCA>EDGX>BATS
MKT
4.2
88
5.7
127
51
-4
-6
null
null
High urgency from PM
X001640
2025-12-19 12:09:27
XLP
Buy
15,528
210.26
3,264,917.28
2.2
0.054
Medium
15.5
4
12.7
EDGX>IEX
POV
5
LMT
7.4
70
25
0.67
Multi
false
null
null
0
EDGX>IEX
LMT
75.9
91
0
99
16
6
-30
null
null
Toxic prints; widened spread
X001641
2025-12-15 13:19:05
KO
Sell
3,905
326.33
1,274,318.65
1.6
0.097
Medium
23.1
20
-24.3
EDGX>IEX>NASDAQ>ARCA>BATS
TWAP
1
MKT
6.9
61
21
0.44
ToxicitySpike
false
null
null
0
EDGX>IEX>NASDAQ>ARCA>BATS
MKT
56.5
99
27.2
40
47
-39
28
null
null
Toxic prints; widened spread
X001642
2025-11-12 13:02:57
CVX
Buy
5,769
61.54
355,024.26
1.1
0.034
Ultra
15
28
14.9
EDGX>BATS>IEX>NYSE
VWAP
3
MKT
5.7
62
31
0.85
Multi
false
null
null
0
EDGX>BATS>IEX>NYSE
MKT
96.5
85
8.2
28
5
27
22
null
null
Paused due to data glitch
X001643
2025-12-08 13:58:12
XLU
Buy
7,190
103.3
742,727
2.2
0.023
Ultra
10.7
12
-11.9
IEX>ARCA>EDGX>NYSE
Adaptive
4
MKT
5.3
64
22
0.48
LiqDrop
false
null
null
0
IEX>ARCA>EDGX>NYSE
MKT
50.5
88
7.9
59
53
25
-27
null
null
Toxic prints; widened spread
X001644
2025-11-23 12:37:47
XLB
Buy
58,927
318.26
18,754,107.02
1.5
0.15
Low
18.1
4
28.2
BATS>ARCA>IEX>NYSE>EDGX
IS
5
MKT
10.5
98
32
0.67
LiqDrop
false
null
null
0
BATS>ARCA>IEX>NYSE>EDGX
MKT
45.3
96
20.1
118
6
-10
-8
null
null
Toxic prints; widened spread
X001645
2025-11-23 14:09:59
CSCO
Buy
138,769
316.07
43,860,717.83
2.2
0.348
Low
24.3
11
-21.6
IEX>ARCA>BATS>EDGX>NYSE
TWAP
2
IOC
8.5
118
13
0.53
Multi
false
null
null
0
IEX>ARCA>BATS>EDGX>NYSE
IOC
57.2
99
13.1
26
-13
-13
-17
null
null
Paused due to data glitch
X001646
2025-11-17 12:30:39
AAPL
Buy
32,218
175.89
5,666,824.02
1.7
0.095
Medium
21.2
11
-21
EDGX>IEX>NASDAQ>BATS
TWAP
3
MKT
8.5
76
33
0.42
Multi
false
null
null
0
EDGX>IEX>NASDAQ>BATS
MKT
10.2
87
36.6
122
50
-23
35
null
PriceBand
High urgency from PM
X001647
2025-11-05 12:53:17
PFE
Buy
25,462
279.94
7,127,832.28
1.7
0.069
Ultra
3.5
24
24.3
EDGX>NASDAQ>NYSE>ARCA
Adaptive
1
LMT
1.4
68
26
0.85
LiqDrop
false
null
null
0
EDGX>NASDAQ>NYSE>ARCA
LMT
45.3
100
0
63
39
-40
38
NoShort
null
Toxic prints; widened spread
X001648
2025-10-31 14:49:59
DIS
Buy
25,393
54.3
1,378,839.9
1.1
0.111
Medium
22.6
12
-25.5
NASDAQ>NYSE>BATS>IEX>EDGX
IS
4
LMT
9.2
74
21
0.73
Multi
false
null
null
0
NASDAQ>NYSE>BATS>IEX>EDGX
LMT
0.7
79
10.6
75
-1
23
-38
null
null
High urgency from PM
X001649
2025-12-15 14:12:23
DIS
Sell
24,648
160.53
3,956,743.44
1.8
0.108
Medium
19.9
37
-2.4
NYSE>ARCA>EDGX
TWAP
2
PO
6.6
70
13
0.46
Slip>Thresh
false
null
null
0
NYSE>ARCA>EDGX
PO
60.3
98
10.8
60
-9
21
22
null
null
Venue switch reduced impact
X001650
2025-12-24 13:43:44
BRK.B
Sell
8,868
128.43
1,138,917.24
2
0.04
High
20.3
31
-11.5
IEX>BATS>NASDAQ
IS
5
LMT
9.9
65
22
0.49
ToxicitySpike
false
null
null
0
IEX>BATS>NASDAQ
LMT
56.6
91
12.7
96
4
20
-40
null
null
High urgency from PM
X001651
2025-11-22 13:05:59
DIS
Buy
174,224
176.08
30,677,361.92
1.6
0.76
Low
16.2
18
-7.2
IEX>NASDAQ>NYSE>ARCA
Adaptive
2
LMT
4.6
134
31
0.43
Slip>Thresh
false
null
null
0
IEX>NASDAQ>NYSE>ARCA
LMT
94.4
91
13
146
45
-18
39
null
null
Stable book; normal liquidity
X001652
2025-12-03 13:53:37
XLE
Sell
16,953
248.88
4,219,262.64
3.7
0.061
Low
21.5
16
-25
ARCA>NASDAQ>IEX>NYSE
VWAP
1
PO
6.6
65
35
0.49
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>IEX>NYSE
PO
9.1
95
8.1
157
39
-15
-7
Watchlist
null
Paused due to data glitch
X001653
2025-12-13 12:41:57
TLT
Sell
23,021
95.35
2,195,052.35
3.3
0.084
Low
22.1
19
-10.2
IEX>NASDAQ>NYSE>EDGX
TWAP
2
LMT
7.2
69
34
0.77
Slip>Thresh
false
null
null
0
IEX>NASDAQ>NYSE>EDGX
LMT
84.3
100
15.3
143
4
6
29
null
null
Paused due to data glitch
X001654
2025-10-28 12:37:03
TSLA
Buy
36,952
343.34
12,687,099.68
2
0.115
High
6.5
24
-12.4
IEX>EDGX
TWAP
3
PO
3.4
78
30
0.59
Multi
true
MultiTrigger
VenueSwitch
21
IEX>EDGX
PO>LMT
90.6
100
0
128
8
-1
-39
null
null
Toxic prints; widened spread
X001655
2025-11-16 11:26:22
JNJ
Sell
317,358
69.71
22,123,026.18
2.4
1.165
Low
21.8
18
11.3
NASDAQ>EDGX>ARCA>BATS
VWAP
1
LMT
5.8
171
20
0.41
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>ARCA>BATS
LMT
17.3
70
0
200
-4
10
27
PositionLimitNear
null
Venue switch reduced impact
X001656
2025-12-22 12:48:24
XLE
Buy
14,968
332.76
4,980,751.68
2
0.054
Ultra
5.6
27
-14.1
EDGX>ARCA>NASDAQ>IEX
IS
4
IOC
4.1
68
24
0.41
LiqDrop
false
null
null
0
EDGX>ARCA>NASDAQ>IEX
IOC
52.9
85
6.7
61
-11
-22
-31
PositionLimitNear
null
Stable book; normal liquidity
X001657
2025-11-15 15:42:31
NVDA
Buy
8,760
183.28
1,605,532.8
1.4
0.227
Medium
10.9
34
-12
IEX>BATS
TWAP
1
MKT
3.7
63
17
0.59
Slip>Thresh
false
null
null
0
IEX>BATS
MKT
31.8
89
6.6
26
14
0
-39
PositionLimitNear
null
Venue switch reduced impact
X001658
2025-12-17 14:44:53
MSFT
Buy
15,308
223.94
3,428,073.52
3.3
0.081
Low
17.9
17
-20.5
ARCA>NASDAQ>NYSE>BATS>IEX
TWAP
3
LMT
7
67
22
0.49
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>NYSE>BATS>IEX
LMT
38.6
93
0.5
10
53
-38
-6
null
null
Stable book; normal liquidity
X001659
2025-12-01 12:26:48
INTC
Buy
5,744
316.57
1,818,378.08
0.6
0.274
Low
40
11
14.7
NASDAQ>NYSE>EDGX>BATS>ARCA
Adaptive
3
LMT
10.7
62
26
0.59
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>EDGX>BATS>ARCA
LMT
6.4
89
0
33
36
-9
34
null
null
Toxic prints; widened spread
X001660
2025-10-27 12:29:54
AMZN
Buy
5,630
61.75
347,652.5
1.9
0.259
Low
31.1
6
-21.2
IEX>NASDAQ
TWAP
1
MKT
9.2
61
25
0.69
Multi
false
null
null
0
IEX>NASDAQ
MKT
14
87
16.6
10
-12
18
-9
Watchlist
null
Toxic prints; widened spread
X001661
2025-11-16 12:49:07
GOOGL
Sell
82,114
128.69
10,567,250.66
1.9
0.245
Low
17.6
32
25.5
IEX>ARCA
POV
4
MKT
8.8
107
22
0.83
Multi
false
null
null
0
IEX>ARCA
MKT
77.7
89
11
200
52
17
35
null
null
Venue switch reduced impact
X001662
2025-10-31 12:53:45
IWM
Buy
547,661
195.62
107,133,444.82
1.3
0.756
Low
7.7
7
0.3
BATS>EDGX>NASDAQ>ARCA>IEX
Adaptive
2
PO
2.8
230
13
0.74
ToxicitySpike
false
null
null
0
BATS>EDGX>NASDAQ>ARCA>IEX
PO
63
87
0
356
-14
9
8
Watchlist
null
Paused due to data glitch
X001663
2025-11-17 09:46:10
XOM
Sell
1,588
70.33
111,684.04
3
0.015
Ultra
13.8
31
8.5
NASDAQ>NYSE>BATS>EDGX>IEX
TWAP
1
LMT
4.3
60
16
0.7
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>BATS>EDGX>IEX
LMT
18
89
4.2
107
35
22
-33
null
null
Paused due to data glitch
X001664
2025-12-13 12:28:58
NFLX
Sell
17,710
100.09
1,772,593.9
4
0.169
Low
11.1
28
30.4
IEX>NYSE>EDGX>NASDAQ
TWAP
1
MKT
5.1
66
30
0.8
Multi
false
null
null
0
IEX>NYSE>EDGX>NASDAQ
MKT
50.6
93
0
36
52
-20
2
null
null
Paused due to data glitch
X001665
2025-12-12 15:39:13
GOOGL
Sell
29,241
62.93
1,840,136.13
2
0.087
Medium
18.7
34
-27.4
NASDAQ>BATS>IEX
TWAP
1
LMT
4.9
70
14
0.51
ToxicitySpike
false
null
null
0
NASDAQ>BATS>IEX
LMT
83.9
92
4.5
79
-4
27
37
null
null
High urgency from PM
X001666
2025-11-07 09:35:57
T
Sell
5,874
41.81
245,591.94
2.3
0.049
High
13.8
29
-33.2
NASDAQ>BATS>EDGX>NYSE
TWAP
3
PO
5.8
62
33
0.66
ToxicitySpike
false
null
null
0
NASDAQ>BATS>EDGX>NYSE
PO
60.2
88
5.8
87
51
-35
-11
null
null
Venue switch reduced impact
X001667
2025-12-14 15:13:09
NVDA
Buy
25,992
196.86
5,116,785.12
2.1
0.673
Low
33.6
13
-12.6
ARCA>BATS>NASDAQ>EDGX>NYSE
Adaptive
1
MKT
9.1
69
20
0.73
ToxicitySpike
false
null
null
0
ARCA>BATS>NASDAQ>EDGX>NYSE
MKT
75.3
85
5.2
63
30
-30
-24
null
null
Toxic prints; widened spread
X001668
2025-10-29 14:29:15
TSLA
Sell
27,792
156.64
4,353,338.88
1.2
0.086
High
10.1
28
24.4
ARCA>NYSE>NASDAQ
VWAP
1
MKT
3.1
69
28
0.67
ToxicitySpike
false
null
null
0
ARCA>NYSE>NASDAQ
MKT
66.2
100
0
10
31
4
1
null
null
Stable book; normal liquidity
X001669
2025-11-05 10:27:44
NFLX
Sell
4,699
158.65
745,496.35
3.7
0.045
Medium
14.5
8
28.2
BATS>NASDAQ>EDGX>IEX>NYSE
POV
4
MKT
8.9
62
29
0.47
Multi
false
null
null
0
BATS>NASDAQ>EDGX>IEX>NYSE
MKT
91.4
89
21.8
42
39
-40
14
Watchlist
null
Venue switch reduced impact
X001670
2025-12-03 14:15:49
XLV
Sell
17,018
63.52
1,080,983.36
1.4
0.048
Ultra
8.3
17
-26.2
NYSE>IEX>BATS
Adaptive
5
MKT
4.3
71
20
0.56
LiqDrop
false
null
null
0
NYSE>IEX>BATS
MKT
90.8
86
0.2
40
18
13
-23
null
null
High urgency from PM
X001671
2025-11-15 11:57:15
BAC
Sell
24,502
54.43
1,333,643.86
1.7
0.067
Medium
22.2
4
-31.5
NYSE>ARCA
VWAP
1
LMT
5.3
68
30
0.73
LiqDrop
false
null
null
0
NYSE>ARCA
LMT
10
90
7.4
10
23
13
25
null
null
Stable book; normal liquidity
X001672
2025-12-04 10:50:18
BRK.B
Buy
23,430
229.73
5,382,573.9
1.7
0.106
Medium
11.8
9
-16.4
NYSE>EDGX>ARCA
TWAP
3
LMT
4.4
71
12
0.45
Slip>Thresh
false
null
null
0
NYSE>EDGX>ARCA
LMT
13.7
88
6.7
83
0
-29
31
null
null
Venue switch reduced impact
X001673
2025-11-24 14:07:29
IWM
Buy
65,140
190.46
12,406,564.4
1.7
0.09
High
7.7
36
16.5
BATS>IEX
IS
4
MKT
5
97
19
0.66
Multi
false
null
null
0
BATS>IEX
MKT
82
97
0
72
15
2
22
null
null
Toxic prints; widened spread
X001674
2025-11-03 15:40:07
XLI
Sell
2,724
294.69
802,735.56
3.5
0.124
Low
37.3
6
-27.1
NYSE>EDGX
IS
5
IOC
20.9
61
12
0.79
ToxicitySpike
false
null
null
0
NYSE>EDGX
IOC
1.5
99
42.4
43
-13
11
33
null
null
Venue switch reduced impact
X001675
2025-12-18 14:01:58
XLE
Sell
24,337
297.56
7,241,717.72
3.9
0.087
Medium
11.4
3
34.8
ARCA>EDGX
TWAP
1
LMT
4.2
68
26
0.78
LiqDrop
false
null
null
0
ARCA>EDGX
LMT
72.5
96
3.3
10
60
28
11
null
null
Paused due to data glitch
X001676
2025-11-14 15:12:11
XLK
Sell
18,488
24.41
451,292.08
1.1
0.052
Ultra
10
5
-26.9
IEX>NASDAQ
POV
4
PO
4.5
70
23
0.74
LiqDrop
false
null
null
0
IEX>NASDAQ
PO
37.1
100
4.3
78
15
-17
10
PositionLimitNear
null
High urgency from PM
X001677
2025-10-30 10:50:22
QQQ
Sell
53,502
429.75
22,992,484.5
0.8
0.17
Medium
18
21
11.4
BATS>NYSE>NASDAQ>IEX>ARCA
Adaptive
1
LMT
3.9
78
30
0.58
Multi
false
null
null
0
BATS>NYSE>NASDAQ>IEX>ARCA
LMT
63.9
96
11.2
108
3
8
-26
null
null
Venue switch reduced impact
X001678
2025-11-10 13:30:32
VZ
Buy
20,408
151.75
3,096,914
3.6
0.175
Low
19.7
36
18.8
ARCA>BATS>EDGX
TWAP
3
MKT
9.4
70
16
0.42
ToxicitySpike
false
null
null
0
ARCA>BATS>EDGX
MKT
1.8
97
0
10
4
7
26
null
null
Paused due to data glitch
X001679
2025-11-08 09:35:00
T
Sell
239,821
206.42
49,503,850.82
4.8
2
Low
5.7
11
-11.6
NASDAQ>BATS>EDGX>NYSE>IEX
POV
5
MKT
8.1
215
35
0.42
Slip>Thresh
false
null
null
0
NASDAQ>BATS>EDGX>NYSE>IEX
MKT
15.8
89
20.5
114
1
-8
-30
null
null
Paused due to data glitch
X001680
2025-11-10 11:05:16
QQQ
Buy
68,919
397.24
27,377,383.56
0.9
0.218
Medium
12.9
4
-26.4
NYSE>NASDAQ>BATS
IS
5
MKT
7.4
104
19
0.64
Multi
false
null
null
0
NYSE>NASDAQ>BATS
MKT
86.9
89
1.7
154
-8
-27
24
NoShort
null
Paused due to data glitch
X001681
2025-12-07 13:47:38
PEP
Buy
9,584
34.07
326,526.88
4.5
0.03
Medium
20.1
22
28.7
BATS>EDGX>NYSE
TWAP
3
IOC
9.6
64
34
0.63
ToxicitySpike
false
null
null
0
BATS>EDGX>NYSE
IOC
36.4
91
9.9
63
37
-9
-20
null
null
Stable book; normal liquidity
X001682
2025-11-05 11:58:53
HD
Sell
47,617
116.3
5,537,857.1
1.4
0.185
Low
21.8
3
-17.8
EDGX>NYSE
Adaptive
4
LMT
7.1
87
32
0.66
LiqDrop
false
null
null
0
EDGX>NYSE
LMT
43.1
88
5.6
101
5
24
39
null
null
Venue switch reduced impact
X001683
2025-10-29 14:47:12
CVX
Buy
5,230
310.28
1,622,764.4
0.9
0.031
Ultra
4.4
5
29.4
NYSE>IEX>ARCA>EDGX
Adaptive
4
PO
2
63
32
0.56
ToxicitySpike
false
null
null
0
NYSE>IEX>ARCA>EDGX
PO
10.5
94
5.1
39
41
-23
-16
null
null
Stable book; normal liquidity
X001684
2025-10-28 10:58:33
UNH
Sell
9,937
218.99
2,176,103.63
1.7
0.044
Ultra
4.4
20
-21
ARCA>NASDAQ>IEX>EDGX>BATS
VWAP
2
MKT
2.3
64
27
0.82
Multi
false
null
null
0
ARCA>NASDAQ>IEX>EDGX>BATS
MKT
23
91
0
95
-6
8
-26
NoShort
null
High urgency from PM
X001685
2025-10-28 11:03:49
META
Buy
54,565
109.58
5,979,232.7
0.8
0.152
Medium
22.9
6
-23.1
NYSE>NASDAQ>BATS>IEX
IS
5
PO
11.1
95
30
0.59
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>BATS>IEX
PO
74.6
93
7.6
124
18
-34
32
null
null
Venue switch reduced impact
X001686
2025-11-07 12:08:34
WMT
Buy
117,894
120.46
14,201,511.24
3.4
0.363
Low
13
19
26
IEX>BATS>ARCA>NYSE>NASDAQ
Adaptive
3
LMT
5.2
118
17
0.46
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
15
IEX>BATS>ARCA>NYSE>NASDAQ
LMT>MKT
97
92
11.5
49
-20
-31
23
PositionLimitNear
null
High urgency from PM
X001687
2025-11-21 15:49:44
BRK.B
Buy
114,597
46.23
5,297,819.31
2.7
0.521
Low
12.6
32
-32.1
NASDAQ>NYSE>IEX>EDGX
POV
3
MKT
6.8
117
26
0.6
LiqDrop
true
LiquidityDrop
VenueSwitch
31
NASDAQ>NYSE>IEX>EDGX
MKT>PO
18.4
93
0
207
18
27
5
null
null
Venue switch reduced impact
X001688
2025-11-27 12:12:54
NFLX
Sell
12,222
78.46
958,938.12
4.7
0.117
Low
9.4
37
1.5
EDGX>BATS>NASDAQ>IEX>NYSE
TWAP
3
LMT
5.4
66
20
0.74
ToxicitySpike
false
null
null
0
EDGX>BATS>NASDAQ>IEX>NYSE
LMT
38.2
96
2.6
10
-18
9
14
null
null
Stable book; normal liquidity
X001689
2025-11-17 09:35:46
XLK
Sell
52,904
144.23
7,630,343.92
1.4
0.148
Medium
18.4
16
4.2
ARCA>EDGX
Adaptive
5
LMT
6.8
94
35
0.53
Multi
false
null
null
0
ARCA>EDGX
LMT
25.8
85
0.6
59
21
-33
18
null
null
Toxic prints; widened spread
X001690
2025-11-22 13:53:02
PEP
Sell
106,744
324.54
34,642,697.76
3.6
0.337
Low
16.5
24
-1.3
ARCA>NASDAQ>IEX
Adaptive
2
MKT
6.6
105
15
0.81
LiqDrop
false
null
null
0
ARCA>NASDAQ>IEX
MKT
85.4
91
41.7
10
29
-35
6
Watchlist
null
Toxic prints; widened spread
X001691
2025-12-03 13:19:09
PFE
Sell
28,614
116.98
3,347,265.72
1.8
0.078
Medium
19.3
38
-6.5
ARCA>BATS>NYSE
TWAP
3
LMT
6.6
74
22
0.58
ToxicitySpike
false
null
null
0
ARCA>BATS>NYSE
LMT
2.9
95
9.1
51
52
9
-29
NoShort
null
Toxic prints; widened spread
X001692
2025-12-07 15:55:38
BAC
Sell
29,455
15.91
468,629.05
1.3
0.08
Ultra
6.9
21
-0.9
IEX>ARCA
IS
4
LMT
3.5
76
32
0.47
ToxicitySpike
false
null
null
0
IEX>ARCA
LMT
43.5
97
2.9
81
-1
-37
5
PositionLimitNear
null
High urgency from PM
X001693
2025-11-09 15:36:30
NVDA
Buy
1,600
291.64
466,624
2.1
0.041
Ultra
8.1
20
-11.6
ARCA>NASDAQ>EDGX>IEX>BATS
IS
5
LMT
5
61
18
0.75
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>EDGX>IEX>BATS
LMT
32.3
96
1.4
10
-10
-37
35
null
null
High urgency from PM
X001694
2025-12-14 09:35:33
INTC
Buy
8,704
235.12
2,046,484.48
1.2
0.414
Low
23
4
18.8
EDGX>NYSE
TWAP
1
LMT
5.6
63
31
0.54
ToxicitySpike
false
null
null
0
EDGX>NYSE
LMT
9.5
99
0
10
-11
18
-33
null
null
Paused due to data glitch
X001695
2025-10-27 13:41:36
NFLX
Sell
15,875
236.08
3,747,770
4.9
0.152
Low
18.6
33
30.6
ARCA>NASDAQ
VWAP
3
IOC
9
67
22
0.76
ToxicitySpike
false
null
null
0
ARCA>NASDAQ
IOC
64.2
95
13.9
100
3
-16
25
null
null
Stable book; normal liquidity
X001696
2025-11-14 09:35:41
XLI
Buy
5,835
198.3
1,157,080.5
2
0.266
Low
17.4
10
24.7
NYSE>BATS>EDGX>IEX>ARCA
IS
5
MKT
10.7
63
25
0.63
Slip>Thresh
false
null
null
0
NYSE>BATS>EDGX>IEX>ARCA
MKT
4.8
95
23.5
139
12
-33
36
null
null
Toxic prints; widened spread
X001697
2025-11-23 13:35:27
LQD
Buy
30,764
110.91
3,412,035.24
0.9
0.151
Medium
16.2
15
-6.3
NYSE>EDGX>IEX>BATS>NASDAQ
TWAP
2
LMT
4.6
73
30
0.41
Slip>Thresh
false
null
null
0
NYSE>EDGX>IEX>BATS>NASDAQ
LMT
50.6
89
16.1
25
45
-26
32
null
null
Paused due to data glitch
X001698
2025-10-29 09:38:03
UNH
Buy
69,602
174.01
12,111,444.02
2.3
0.306
Low
14.1
6
-7.9
NYSE>IEX>BATS>EDGX>ARCA
TWAP
3
LMT
5.4
94
24
0.78
ToxicitySpike
false
null
null
0
NYSE>IEX>BATS>EDGX>ARCA
LMT
19.9
97
8.7
10
33
0
-39
null
null
Paused due to data glitch
X001699
2025-12-12 14:16:20
GOOGL
Buy
299,277
252.57
75,588,391.89
1.9
0.892
Low
12.7
19
30.4
ARCA>IEX>BATS>EDGX
Adaptive
5
LMT
5.6
254
24
0.44
Slip>Thresh
false
null
null
0
ARCA>IEX>BATS>EDGX
LMT
11.6
89
15.6
260
42
22
11
null
null
Toxic prints; widened spread
X001700
2025-12-07 13:07:41
TLT
Sell
4,243
99.25
421,117.75
2
0.016
Ultra
13.3
23
10.9
EDGX>ARCA>NASDAQ>NYSE
VWAP
1
MKT
4.3
61
35
0.45
Slip>Thresh
false
null
null
0
EDGX>ARCA>NASDAQ>NYSE
MKT
72.2
87
8
52
49
-35
10
null
null
Paused due to data glitch