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
X001801
2025-11-02 11:11:59
SPY
Buy
28,465
498.44
14,188,094.6
1.2
0.038
Ultra
11.4
32
2.1
IEX>NASDAQ>EDGX>BATS
TWAP
1
PO
3.3
69
29
0.57
LiqDrop
false
null
null
0
IEX>NASDAQ>EDGX>BATS
PO
46.5
91
0
43
56
25
18
null
null
Paused due to data glitch
X001802
2025-12-03 10:31:35
PFE
Buy
8,077
101.88
822,884.76
2.2
0.022
Ultra
8.6
15
5.1
IEX>ARCA
Adaptive
1
PO
2.8
62
33
0.7
ToxicitySpike
false
null
null
0
IEX>ARCA
PO
66.8
90
8.2
80
17
-29
-17
null
null
Venue switch reduced impact
X001803
2025-11-19 13:49:12
NVDA
Sell
1,707
88.76
151,513.32
1.6
0.044
High
17.1
33
6.7
EDGX>IEX>ARCA>BATS
Adaptive
5
LMT
6.5
61
29
0.49
ToxicitySpike
false
null
null
0
EDGX>IEX>ARCA>BATS
LMT
15.9
88
7.7
86
15
4
-7
null
null
Paused due to data glitch
X001804
2025-11-27 10:24:34
UNH
Sell
32,813
134.17
4,402,520.21
1.4
0.144
Low
24.7
10
-21.8
EDGX>NASDAQ>BATS>IEX
Adaptive
1
LMT
5.4
71
19
0.46
LiqDrop
false
null
null
0
EDGX>NASDAQ>BATS>IEX
LMT
0.5
94
1.4
61
47
-17
-24
null
null
Stable book; normal liquidity
X001805
2025-11-19 09:39:27
INTC
Sell
12,948
273.44
3,540,501.12
0.7
0.617
Low
37.4
4
15.8
BATS>IEX>NASDAQ>ARCA>NYSE
Adaptive
4
LMT
11.4
67
13
0.64
ToxicitySpike
false
null
null
0
BATS>IEX>NASDAQ>ARCA>NYSE
LMT
19.3
94
24.9
10
2
-32
19
Watchlist
null
Venue switch reduced impact
X001806
2025-11-22 11:16:02
XOM
Sell
10,766
186.18
2,004,413.88
2.4
0.098
Medium
16.4
27
19.2
BATS>ARCA>EDGX>IEX
Adaptive
4
LMT
6.1
66
12
0.78
Multi
false
null
null
0
BATS>ARCA>EDGX>IEX
LMT
61.4
90
8.6
21
22
-22
3
Watchlist
null
Venue switch reduced impact
X001807
2025-12-26 10:43:26
KO
Buy
8,867
42.98
381,103.66
3.6
0.221
Low
16.5
26
15.8
IEX>NASDAQ>BATS
VWAP
3
LMT
6.5
64
17
0.85
Slip>Thresh
true
SlippageAboveThreshold
AlgoSwitch
14
IEX>NASDAQ>BATS
LMT>MKT
54.7
93
21.5
9
54
1
-24
null
null
High urgency from PM
X001808
2025-11-07 09:39:30
XLP
Buy
46,694
137.77
6,433,032.38
3.1
0.161
Low
10.4
10
-28.3
NASDAQ>IEX>NYSE
TWAP
3
PO
5.3
83
19
0.47
ToxicitySpike
false
null
null
0
NASDAQ>IEX>NYSE
PO
54.1
99
0
134
-2
7
29
null
null
High urgency from PM
X001809
2025-11-09 11:29:46
UNH
Buy
35,673
218.72
7,802,398.56
2.8
0.157
High
3.2
23
-6.7
IEX>EDGX>ARCA>NASDAQ
TWAP
1
LMT
2
72
24
0.59
ToxicitySpike
false
null
null
0
IEX>EDGX>ARCA>NASDAQ
LMT
59
89
0.4
48
22
17
-16
NoShort
null
High urgency from PM
X001810
2025-12-18 11:23:29
XLI
Sell
1,667
108.31
180,552.77
2.8
0.076
Low
22.4
25
25.8
BATS>NASDAQ>IEX>ARCA
Adaptive
2
MKT
7.7
60
20
0.71
LiqDrop
false
null
null
0
BATS>NASDAQ>IEX>ARCA
MKT
15.6
94
17
41
15
-38
-25
NoShort
null
Venue switch reduced impact
X001811
2025-11-23 15:07:14
MA
Buy
45,508
208.62
9,493,878.96
1.2
0.194
Low
19.4
28
-8.5
BATS>IEX>ARCA>NYSE
VWAP
1
LMT
4.5
75
20
0.55
LiqDrop
true
LiquidityDrop
AlgoSwitch
21
BATS>IEX>ARCA>NYSE
LMT>PO
36.8
86
15.1
122
27
-18
5
null
null
Stable book; normal liquidity
X001812
2025-12-17 10:42:18
XLK
Sell
55,156
212.96
11,746,021.76
1.4
0.155
Low
20.1
22
-4.8
ARCA>NYSE>NASDAQ>IEX>EDGX
Adaptive
4
LMT
6.6
91
21
0.76
LiqDrop
false
null
null
0
ARCA>NYSE>NASDAQ>IEX>EDGX
LMT
15
66
22.8
49
44
-16
-1
NoShort
null
Venue switch reduced impact
X001813
2025-11-05 15:11:01
MA
Buy
13,810
99.94
1,380,171.4
1
0.059
High
20.5
14
8.1
EDGX>IEX>BATS>NASDAQ>ARCA
VWAP
1
LMT
4.6
64
12
0.75
Slip>Thresh
false
null
null
0
EDGX>IEX>BATS>NASDAQ>ARCA
LMT
57.4
82
0
107
-13
25
33
null
null
Toxic prints; widened spread
X001814
2025-11-24 11:56:25
PEP
Sell
76,986
182.86
14,077,659.96
2.9
0.243
Low
17.2
5
30.1
NYSE>EDGX>BATS
Adaptive
2
LMT
5.3
92
22
0.59
Multi
false
null
null
0
NYSE>EDGX>BATS
LMT
70.4
87
5.8
10
57
-1
23
null
null
Toxic prints; widened spread
X001815
2025-11-18 09:53:27
NVDA
Buy
2,914
318.57
928,312.98
2
0.075
Medium
12.7
21
7.2
NASDAQ>EDGX>ARCA>IEX
IS
4
PO
6.8
61
28
0.55
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>ARCA>IEX
PO
41.3
99
19.4
30
34
4
-27
null
null
High urgency from PM
X001816
2025-12-07 12:14:42
TSLA
Buy
22,755
355.88
8,098,049.4
1.3
0.071
High
9.2
33
2.7
NYSE>ARCA
IS
5
IOC
5.6
74
27
0.75
Multi
false
null
null
0
NYSE>ARCA
IOC
39.3
97
0
147
20
17
23
null
null
Stable book; normal liquidity
X001817
2025-12-15 12:42:22
JPM
Sell
1,377
297.78
410,043.06
4.9
0.034
Medium
20.7
25
5.8
ARCA>BATS>NYSE>NASDAQ>EDGX
VWAP
1
LMT
6.3
60
23
0.6
Multi
false
null
null
0
ARCA>BATS>NYSE>NASDAQ>EDGX
LMT
84.2
96
13
10
41
13
-27
null
null
Toxic prints; widened spread
X001818
2025-12-08 12:16:11
LQD
Sell
109,644
110.77
12,145,265.88
0.9
0.54
Low
11.2
20
-32.9
NASDAQ>NYSE>BATS
VWAP
2
LMT
3.3
106
12
0.4
LiqDrop
false
null
null
0
NASDAQ>NYSE>BATS
LMT
6.2
98
15.1
69
15
10
3
PositionLimitNear
null
Toxic prints; widened spread
X001819
2025-12-22 12:46:41
PEP
Sell
22,777
165.85
3,777,565.45
3
0.072
Low
24.8
26
25.2
ARCA>EDGX>IEX>NASDAQ
Adaptive
4
LMT
8.9
73
15
0.55
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
13
ARCA>EDGX>IEX>NASDAQ
LMT>MKT
83.7
83
0
36
16
30
36
Watchlist
null
Paused due to data glitch
X001820
2025-12-21 10:06:14
HYG
Buy
47,248
75.48
3,566,279.04
1.8
0.259
Low
22.5
39
-24.4
ARCA>NYSE>IEX>EDGX>NASDAQ
TWAP
2
LMT
6.6
80
30
0.6
Slip>Thresh
false
null
null
0
ARCA>NYSE>IEX>EDGX>NASDAQ
LMT
26.4
91
0
66
34
12
7
null
null
Venue switch reduced impact
X001821
2025-11-25 11:12:16
XLF
Sell
22,528
257.56
5,802,311.68
2.8
0.062
Medium
15.4
23
6.3
ARCA>IEX>NASDAQ
TWAP
2
LMT
5.3
69
25
0.75
LiqDrop
true
LiquidityDrop
OrderTypeChange
29
ARCA>IEX>NASDAQ
LMT>IOC
31.3
94
12.2
146
-13
-29
-1
null
null
High urgency from PM
X001822
2025-12-12 11:58:15
CVX
Sell
12,582
157.35
1,979,777.7
1.3
0.075
Medium
20.4
15
31.4
NYSE>NASDAQ>BATS>EDGX
TWAP
1
PO
5.5
64
30
0.76
LiqDrop
false
null
null
0
NYSE>NASDAQ>BATS>EDGX
PO
41
85
0
70
41
-21
-9
null
PriceBand
Toxic prints; widened spread
X001823
2025-12-20 13:13:55
PEP
Sell
17,672
282.11
4,985,447.92
2.5
0.056
Medium
13.2
3
-4.4
NASDAQ>NYSE>BATS
VWAP
2
MKT
5.3
67
16
0.5
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>BATS
MKT
84.1
91
12.3
79
20
24
14
null
null
High urgency from PM
X001824
2025-11-24 13:27:23
T
Sell
9,136
261.4
2,388,150.4
2.9
0.076
Medium
14.7
37
-1
BATS>IEX>ARCA
TWAP
2
LMT
5.2
63
34
0.77
Slip>Thresh
false
null
null
0
BATS>IEX>ARCA
LMT
83.8
89
8.9
117
39
1
16
Watchlist
null
Toxic prints; widened spread
X001825
2025-11-05 14:10:10
BA
Sell
175,344
25.09
4,399,380.96
2.4
0.584
Low
15.5
38
33
NASDAQ>EDGX>BATS
IS
4
MKT
9.4
160
21
0.71
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>BATS
MKT
79.4
88
7.4
109
-3
5
-28
NoShort
null
Toxic prints; widened spread
X001826
2025-12-19 09:56:45
XLF
Sell
48,108
174.21
8,380,894.68
2.4
0.131
High
4.5
10
-8.5
IEX>NYSE>NASDAQ>BATS
Adaptive
2
LMT
2.1
80
34
0.75
Multi
false
null
null
0
IEX>NYSE>NASDAQ>BATS
LMT
59
90
8.4
134
5
1
-37
null
null
Venue switch reduced impact
X001827
2025-11-18 09:35:30
NKE
Buy
105,598
262.82
27,753,266.36
3.5
0.491
Low
9.1
32
2.8
BATS>ARCA>NYSE
IS
4
LMT
6.2
120
34
0.59
LiqDrop
false
null
null
0
BATS>ARCA>NYSE
LMT
56.8
91
20.2
152
-19
-9
-11
null
null
Stable book; normal liquidity
X001828
2025-12-10 10:02:16
VZ
Buy
7,839
247.36
1,939,055.04
3.4
0.067
Low
19.5
17
-29.5
NASDAQ>ARCA>EDGX>BATS>IEX
IS
5
PO
11.9
65
29
0.61
ToxicitySpike
true
ToxicitySpike
VenueSwitch
14
NASDAQ>ARCA>EDGX>BATS>IEX
PO>IOC
99.1
100
5.7
123
24
15
14
NoShort
null
Venue switch reduced impact
X001829
2025-11-23 15:48:14
CVX
Sell
67,859
148.74
10,093,347.66
0.9
0.403
Low
22.4
16
-32.3
EDGX>BATS
Adaptive
3
LMT
6.3
93
16
0.63
Slip>Thresh
false
null
null
0
EDGX>BATS
LMT
24.3
100
2
113
58
-37
27
null
null
Toxic prints; widened spread
X001830
2025-11-12 14:31:48
BRK.B
Buy
46,813
344.9
16,145,803.7
2.7
0.213
Low
19.6
12
17.7
NYSE>EDGX>BATS>IEX
VWAP
1
MKT
6.3
76
15
0.58
ToxicitySpike
false
null
null
0
NYSE>EDGX>BATS>IEX
MKT
18
95
22.5
113
31
-16
-40
null
null
Paused due to data glitch
X001831
2025-11-06 13:07:30
XLE
Buy
65,731
236.94
15,574,303.14
3.5
0.236
Low
19.3
9
27.3
EDGX>IEX>NYSE>ARCA
IS
4
PO
10.8
97
21
0.63
Multi
false
null
null
0
EDGX>IEX>NYSE>ARCA
PO
7.5
85
0
70
11
-19
-19
null
null
Stable book; normal liquidity
X001832
2025-11-24 10:18:27
HYG
Sell
9,265
73.12
677,456.8
2
0.051
Medium
20.7
13
17.9
NASDAQ>BATS>NYSE
VWAP
1
MKT
6.2
63
17
0.54
Slip>Thresh
false
null
null
0
NASDAQ>BATS>NYSE
MKT
96
92
12.7
13
37
-35
-28
null
null
Toxic prints; widened spread
X001833
2025-11-23 15:08:27
GOOGL
Buy
75,733
140.02
10,604,134.66
2.1
0.226
Low
23
9
29.3
IEX>NASDAQ
POV
4
LMT
9.2
103
16
0.43
LiqDrop
false
null
null
0
IEX>NASDAQ
LMT
22
91
21.3
157
17
-1
-11
null
null
High urgency from PM
X001834
2025-11-16 15:12:50
XLP
Sell
45,454
327.62
14,891,639.48
3.4
0.157
Low
12.9
14
1.7
NASDAQ>BATS>NYSE
IS
5
LMT
8.1
89
34
0.72
LiqDrop
true
LiquidityDrop
OrderTypeChange
31
NASDAQ>BATS>NYSE
LMT>PO
78.9
88
25.5
111
39
17
3
null
null
Paused due to data glitch
X001835
2025-11-01 13:13:55
TLT
Sell
41,076
93.27
3,831,158.52
3.1
0.15
Low
22.4
16
4.1
NASDAQ>ARCA>BATS
POV
4
LMT
9.7
83
24
0.68
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>BATS
LMT
80.8
86
5.6
183
60
-3
35
null
null
Stable book; normal liquidity
X001836
2025-12-05 15:00:25
DIS
Buy
91,709
337.09
30,914,186.81
1.5
0.4
Low
10.4
36
31.3
ARCA>IEX>NASDAQ>NYSE
Adaptive
4
PO
4.4
112
31
0.83
Slip>Thresh
false
null
null
0
ARCA>IEX>NASDAQ>NYSE
PO
0
100
28.7
79
46
6
-1
null
null
Paused due to data glitch
X001837
2025-12-17 12:06:08
T
Buy
3,295
208.74
687,798.3
3.5
0.027
Medium
21.8
39
-1.4
NYSE>EDGX>BATS>ARCA>NASDAQ
VWAP
2
IOC
8
61
17
0.42
Multi
false
null
null
0
NYSE>EDGX>BATS>ARCA>NASDAQ
IOC
72.2
88
0
20
9
-35
-33
PositionLimitNear
null
Paused due to data glitch
X001838
2025-11-26 15:34:17
IEF
Buy
19,591
100.47
1,968,307.77
2.3
0.074
High
7.2
33
-26.9
IEX>ARCA
Adaptive
3
LMT
3.1
69
28
0.65
Slip>Thresh
false
null
null
0
IEX>ARCA
LMT
69.7
93
8.6
38
-13
27
36
Watchlist
null
Paused due to data glitch
X001839
2025-11-12 11:01:27
HD
Buy
31,529
149.81
4,723,359.49
2.3
0.122
Low
18.6
4
29.5
BATS>ARCA>NYSE>IEX
IS
4
MKT
10.4
78
22
0.8
Multi
true
MultiTrigger
VenueSwitch
19
BATS>ARCA>NYSE>IEX
MKT>PO
85.9
92
0
106
46
6
23
null
null
Stable book; normal liquidity
X001840
2025-11-11 10:57:09
AMZN
Buy
7,168
326.04
2,337,054.72
2.1
0.329
Low
7.1
20
13.6
ARCA>NASDAQ>EDGX
VWAP
3
LMT
3.2
63
12
0.54
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>EDGX
LMT
65.6
91
2.3
111
-17
19
-34
null
null
High urgency from PM
X001841
2025-11-19 09:35:43
XLK
Sell
4,384
156.78
687,323.52
1.1
0.012
Ultra
8.1
7
18.6
IEX>ARCA>NASDAQ>BATS>NYSE
TWAP
2
IOC
3
61
15
0.63
Multi
false
null
null
0
IEX>ARCA>NASDAQ>BATS>NYSE
IOC
81
85
3.6
76
15
30
-14
null
null
Toxic prints; widened spread
X001842
2025-11-01 12:35:47
DIS
Buy
34,023
332.19
11,302,100.37
1.8
0.148
Medium
11.9
19
1.3
BATS>ARCA>EDGX>IEX>NASDAQ
IS
4
IOC
6.7
79
23
0.43
Slip>Thresh
false
null
null
0
BATS>ARCA>EDGX>IEX>NASDAQ
IOC
91.6
87
0
34
28
2
26
NoShort
null
High urgency from PM
X001843
2025-11-29 12:59:43
BAC
Buy
25,662
179.93
4,617,363.66
1.4
0.07
High
16.1
36
14.2
IEX>NYSE>BATS>NASDAQ>ARCA
Adaptive
1
LMT
3.7
68
15
0.52
Slip>Thresh
false
null
null
0
IEX>NYSE>BATS>NASDAQ>ARCA
LMT
62.8
77
9.3
62
23
-11
-3
PositionLimitNear
null
Paused due to data glitch
X001844
2025-10-30 10:59:11
XLY
Buy
85,231
99.86
8,511,167.66
2
0.355
Low
19.8
38
-3.2
ARCA>NASDAQ>IEX
VWAP
2
LMT
5.8
96
20
0.49
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>IEX
LMT
22.5
92
13
19
50
-18
-11
null
null
Toxic prints; widened spread
X001845
2025-11-14 09:35:41
XLE
Sell
52,124
325.48
16,965,319.52
3.5
0.187
Low
11
3
-29.7
NASDAQ>IEX
POV
5
MKT
8.2
93
31
0.83
ToxicitySpike
false
null
null
0
NASDAQ>IEX
MKT
62
96
27.2
93
54
6
4
null
null
Paused due to data glitch
X001846
2025-11-16 10:57:25
XLK
Sell
62,273
123.28
7,677,015.44
1
0.175
Medium
14.3
8
24.7
BATS>EDGX>IEX>NYSE>NASDAQ
VWAP
1
LMT
3.4
81
34
0.85
Multi
false
null
null
0
BATS>EDGX>IEX>NYSE>NASDAQ
LMT
79.2
95
0.8
42
6
-24
27
null
null
Stable book; normal liquidity
X001847
2025-12-21 10:31:49
XLP
Buy
15,665
161.1
2,523,631.5
2
0.054
High
11.9
15
25.5
IEX>ARCA>NASDAQ
Adaptive
1
MKT
3.8
65
21
0.5
Slip>Thresh
false
null
null
0
IEX>ARCA>NASDAQ
MKT
1.8
88
8.9
68
14
4
-32
null
null
High urgency from PM
X001848
2025-11-07 13:28:40
NKE
Sell
15,275
235.55
3,598,026.25
3
0.071
Low
19.9
4
23
NYSE>BATS>IEX>NASDAQ
VWAP
1
LMT
5.3
65
21
0.72
Multi
false
null
null
0
NYSE>BATS>IEX>NASDAQ
LMT
34.7
87
5.5
93
56
-6
40
PositionLimitNear
null
Venue switch reduced impact
X001849
2025-12-19 12:05:56
PEP
Sell
69,016
311.65
21,508,836.4
4.1
0.218
Low
18.5
12
-33.3
ARCA>IEX>NYSE>NASDAQ>EDGX
VWAP
2
IOC
7.4
89
29
0.6
Multi
false
null
null
0
ARCA>IEX>NYSE>NASDAQ>EDGX
IOC
43.5
89
3.3
110
13
12
-4
null
null
Toxic prints; widened spread
X001850
2025-12-04 14:57:09
PEP
Sell
144,311
253.12
36,528,000.32
3.1
0.456
Low
20.8
4
15.2
ARCA>IEX>NYSE>EDGX>BATS
IS
5
PO
12.4
153
16
0.65
Multi
true
MultiTrigger
VenueSwitch
15
ARCA>IEX>NYSE>EDGX>BATS
PO>MKT
61.7
90
16.7
215
17
1
27
null
null
High urgency from PM
X001851
2025-11-05 12:28:53
NVDA
Sell
6,393
317.34
2,028,754.62
1.1
0.165
High
5.7
20
2
ARCA>BATS
TWAP
1
MKT
2.1
62
19
0.75
Multi
false
null
null
0
ARCA>BATS
MKT
82.8
88
11.6
67
15
-11
14
NoShort
null
Paused due to data glitch
X001852
2025-11-17 13:33:40
MSFT
Buy
92,600
252.17
23,350,942
2.3
0.492
Low
16
10
17.9
NYSE>NASDAQ>BATS>IEX>ARCA
POV
5
LMT
7.9
120
28
0.43
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
11
NYSE>NASDAQ>BATS>IEX>ARCA
LMT>MKT
92.3
77
25.2
105
10
18
12
Watchlist
null
Venue switch reduced impact
X001853
2025-11-07 14:42:18
XOM
Sell
38,294
133.33
5,105,739.02
3.3
0.35
Low
16.7
33
-30
IEX>NYSE
IS
4
MKT
10.6
82
16
0.45
ToxicitySpike
true
ToxicitySpike
Pause
10
IEX>NYSE
MKT>PO
81.3
88
0.3
114
24
4
36
null
null
Paused due to data glitch
X001854
2025-11-19 13:04:51
WMT
Sell
10,128
44.97
455,456.16
4.9
0.031
Medium
14.1
27
19.7
IEX>ARCA>EDGX>NASDAQ>NYSE
POV
4
LMT
8
65
15
0.47
LiqDrop
false
null
null
0
IEX>ARCA>EDGX>NASDAQ>NYSE
LMT
46.4
100
5.2
53
-13
-29
-22
null
null
Venue switch reduced impact
X001855
2025-11-16 10:27:39
BAC
Sell
62,768
259.21
16,270,093.28
1.3
0.171
Low
23.5
30
8.8
NASDAQ>NYSE>ARCA>IEX>EDGX
VWAP
1
LMT
5.4
81
28
0.7
Multi
false
null
null
0
NASDAQ>NYSE>ARCA>IEX>EDGX
LMT
24.2
96
0
69
16
17
-28
PositionLimitNear
null
Paused due to data glitch
X001856
2025-12-06 10:47:38
AMZN
Buy
1,054
49.48
52,151.92
2.4
0.048
Medium
25.9
15
-16.8
BATS>ARCA>NASDAQ>EDGX
Adaptive
4
MKT
10.7
60
29
0.51
Multi
false
null
null
0
BATS>ARCA>NASDAQ>EDGX
MKT
40.4
95
11.8
63
2
-26
37
null
VenueReject
Paused due to data glitch
X001857
2025-12-04 12:35:23
IEF
Buy
55,293
99.09
5,478,983.37
2.3
0.21
Low
13.5
6
7.4
NASDAQ>BATS>NYSE>IEX>EDGX
TWAP
3
MKT
6.3
87
16
0.46
LiqDrop
false
null
null
0
NASDAQ>BATS>NYSE>IEX>EDGX
MKT
98.3
90
0
148
-4
-4
-34
null
null
Toxic prints; widened spread
X001858
2025-12-17 12:31:00
PEP
Buy
19,934
33.52
668,187.68
3.5
0.063
Low
24.3
33
20.8
NYSE>BATS
Adaptive
3
PO
8.9
69
26
0.66
LiqDrop
true
LiquidityDrop
Pause
14
NYSE>BATS
PO>IOC
27.8
85
10
101
36
-38
31
PositionLimitNear
null
Toxic prints; widened spread
X001859
2025-11-17 14:04:01
VZ
Sell
66,693
286.94
19,136,889.42
2.9
0.57
Low
6.8
10
-28.4
BATS>IEX>NYSE>NASDAQ
POV
5
LMT
5
103
31
0.72
Multi
false
null
null
0
BATS>IEX>NYSE>NASDAQ
LMT
68.5
91
0
153
5
-38
-9
null
null
High urgency from PM
X001860
2025-12-25 15:34:21
GOOGL
Buy
10,861
180.9
1,964,754.9
1.2
0.032
Ultra
12.3
23
9.5
ARCA>NASDAQ>IEX>NYSE>EDGX
TWAP
3
MKT
5.1
65
29
0.56
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
12
ARCA>NASDAQ>IEX>NYSE>EDGX
MKT>LMT
97.3
97
0
29
60
18
36
null
null
Venue switch reduced impact
X001861
2025-12-03 14:00:28
XLK
Buy
26,644
239.06
6,369,514.64
1.2
0.075
High
13.6
38
-15.4
IEX>NYSE>EDGX>BATS>NASDAQ
TWAP
1
IOC
4
69
27
0.69
LiqDrop
false
null
null
0
IEX>NYSE>EDGX>BATS>NASDAQ
IOC
96.5
89
1.5
52
8
-3
37
NoShort
null
Venue switch reduced impact
X001862
2025-12-17 11:39:11
QQQ
Sell
23,850
405.56
9,672,606
1
0.076
Ultra
4.6
27
5.6
ARCA>EDGX>IEX>BATS
VWAP
1
MKT
1.7
68
20
0.76
Slip>Thresh
false
null
null
0
ARCA>EDGX>IEX>BATS
MKT
45.7
94
9.1
24
-5
-6
10
null
null
Paused due to data glitch
X001863
2025-11-19 10:44:43
TLT
Sell
29,361
90.87
2,668,034.07
2.8
0.107
Low
17.1
6
0.2
ARCA>BATS
IS
4
PO
9.3
76
30
0.71
LiqDrop
false
null
null
0
ARCA>BATS
PO
28.2
90
15.3
10
54
4
-25
null
null
Toxic prints; widened spread
X001864
2025-12-04 11:11:47
AAPL
Buy
30,552
150.67
4,603,269.84
2.4
0.09
Medium
11.7
20
26.8
NASDAQ>NYSE>BATS
Adaptive
3
LMT
4.3
75
20
0.59
Multi
false
null
null
0
NASDAQ>NYSE>BATS
LMT
53.9
87
9.1
99
47
20
-16
null
null
Stable book; normal liquidity
X001865
2025-11-30 12:05:31
XLU
Buy
19,845
210.91
4,185,508.95
2.2
0.064
Medium
16.1
3
2.8
BATS>NYSE>EDGX>NASDAQ>IEX
VWAP
2
LMT
4.9
68
22
0.82
Slip>Thresh
false
null
null
0
BATS>NYSE>EDGX>NASDAQ>IEX
LMT
44.8
100
15.1
72
21
9
5
null
null
Paused due to data glitch
X001866
2025-12-09 11:04:52
XLB
Sell
19,841
28.96
574,595.36
1.6
0.051
Ultra
3.8
7
9.7
NYSE>IEX
VWAP
1
LMT
1.5
66
26
0.44
ToxicitySpike
false
null
null
0
NYSE>IEX
LMT
76.8
88
2.8
61
53
-16
23
null
Throttle
High urgency from PM
X001867
2025-11-20 13:16:34
NVDA
Sell
731
146.99
107,449.69
1.1
0.019
Ultra
17.9
20
-16.1
NASDAQ>EDGX>NYSE
TWAP
3
LMT
5.7
60
18
0.74
LiqDrop
false
null
null
0
NASDAQ>EDGX>NYSE
LMT
16.7
97
10.9
71
11
-13
-1
null
null
High urgency from PM
X001868
2025-11-11 12:29:12
IWM
Sell
81,021
207.75
16,832,112.75
1
0.112
High
8.3
11
7
BATS>NASDAQ>NYSE>ARCA
IS
4
LMT
3.8
106
18
0.47
LiqDrop
false
null
null
0
BATS>NASDAQ>NYSE>ARCA
LMT
78
67
2.9
56
59
4
-39
Watchlist
null
Stable book; normal liquidity
X001869
2025-12-10 14:41:08
TLT
Sell
48,835
97.15
4,744,320.25
2.2
0.179
Low
24.7
9
0.9
ARCA>IEX>BATS>EDGX
Adaptive
4
MKT
10.2
88
18
0.49
Multi
false
null
null
0
ARCA>IEX>BATS>EDGX
MKT
36.5
87
1.7
69
-13
-9
-6
NoShort
null
Paused due to data glitch
X001870
2025-10-29 09:52:34
NKE
Sell
28,014
297.08
8,322,399.12
1.9
0.13
High
3.5
36
-2.3
IEX>ARCA>EDGX>BATS
VWAP
3
MKT
2.4
74
12
0.68
Slip>Thresh
false
null
null
0
IEX>ARCA>EDGX>BATS
MKT
28.2
91
0
56
1
-8
25
Watchlist
null
Toxic prints; widened spread
X001871
2025-12-22 10:09:06
IEF
Buy
6,933
94.43
654,683.19
2.4
0.026
High
18
25
-16.8
IEX>EDGX>NYSE>BATS
TWAP
3
MKT
7.9
63
27
0.43
LiqDrop
false
null
null
0
IEX>EDGX>NYSE>BATS
MKT
27.3
90
3.6
66
10
28
-18
null
null
High urgency from PM
X001872
2025-11-13 11:36:18
IEF
Buy
47,950
98.43
4,719,718.5
3.5
0.182
Low
8.8
6
-15.5
NYSE>BATS
POV
4
PO
5.9
87
31
0.52
ToxicitySpike
false
null
null
0
NYSE>BATS
PO
3.3
93
13.8
81
-2
16
-10
null
null
Paused due to data glitch
X001873
2025-11-01 11:44:46
INTC
Buy
4,360
310.54
1,353,954.4
1
0.208
Medium
14.1
20
27.3
IEX>NYSE>BATS>ARCA>EDGX
TWAP
2
MKT
5
61
30
0.58
Slip>Thresh
false
null
null
0
IEX>NYSE>BATS>ARCA>EDGX
MKT
71.2
89
22.6
78
42
-24
13
Watchlist
null
Stable book; normal liquidity
X001874
2025-11-02 14:30:43
IEF
Sell
190,563
102.52
19,536,518.76
3.6
0.723
Low
12.4
26
-28.1
IEX>BATS>ARCA>NYSE
VWAP
3
LMT
5.6
155
23
0.56
LiqDrop
false
null
null
0
IEX>BATS>ARCA>NYSE
LMT
93.1
87
10.7
75
13
-30
-16
PositionLimitNear
null
Stable book; normal liquidity
X001875
2025-12-20 09:41:28
CVX
Sell
16,857
293.11
4,940,955.27
0.7
0.1
High
22.6
10
-19.3
NYSE>IEX>EDGX>ARCA
Adaptive
4
LMT
6.9
69
35
0.7
ToxicitySpike
true
ToxicitySpike
VenueSwitch
13
NYSE>IEX>EDGX>ARCA
LMT>PO
97.9
87
0
63
-13
-30
9
PositionLimitNear
null
High urgency from PM
X001876
2025-11-22 10:10:24
XLE
Buy
37,646
265.49
9,994,636.54
1.9
0.135
High
5.5
30
-15.3
NASDAQ>EDGX>NYSE>BATS>IEX
Adaptive
4
MKT
3.3
81
29
0.45
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
21
NASDAQ>EDGX>NYSE>BATS>IEX
MKT>IOC
79.7
85
0
101
-8
-17
20
PositionLimitNear
null
Paused due to data glitch
X001877
2025-12-06 09:55:22
NFLX
Sell
16,360
228.1
3,731,716
2.5
0.156
Low
22.7
21
27.6
ARCA>EDGX>NYSE>BATS>IEX
Adaptive
5
MKT
10.7
70
17
0.47
Multi
true
MultiTrigger
Pause
10
ARCA>EDGX>NYSE>BATS>IEX
MKT>LMT
78.4
93
18.3
9
-18
13
32
null
null
Stable book; normal liquidity
X001878
2025-10-31 11:36:15
MSFT
Buy
3,213
119.86
385,110.18
2.4
0.017
High
22.9
10
20.3
BATS>NASDAQ>EDGX>NYSE
VWAP
1
PO
6.3
61
17
0.5
Multi
false
null
null
0
BATS>NASDAQ>EDGX>NYSE
PO
69
98
1.2
106
28
10
-12
null
null
Venue switch reduced impact
X001879
2025-11-30 13:46:36
GOOGL
Buy
24,000
235.44
5,650,560
1.6
0.072
High
12.3
21
-27.3
EDGX>NYSE>ARCA
TWAP
3
MKT
5.4
72
35
0.83
Slip>Thresh
false
null
null
0
EDGX>NYSE>ARCA
MKT
59.4
99
3.2
10
22
22
25
null
null
Paused due to data glitch
X001880
2025-12-03 14:16:39
HYG
Buy
3,717
75.93
282,231.81
2.2
0.02
High
20.3
30
-17.4
IEX>NASDAQ
TWAP
3
LMT
7
61
34
0.76
Slip>Thresh
false
null
null
0
IEX>NASDAQ
LMT
17.3
93
7.6
61
41
20
-31
null
null
Paused due to data glitch
X001881
2025-12-09 15:51:47
CSCO
Sell
9,353
222.01
2,076,459.53
4.1
0.023
High
12.1
17
30.6
IEX>BATS>NASDAQ>NYSE>EDGX
IS
5
IOC
9.6
66
28
0.44
ToxicitySpike
true
ToxicitySpike
VenueSwitch
11
IEX>BATS>NASDAQ>NYSE>EDGX
IOC>PO
85.3
97
2.8
69
8
-37
-18
null
null
Stable book; normal liquidity
X001882
2025-11-16 12:15:16
BRK.B
Buy
33,660
82.2
2,766,852
2.6
0.153
Medium
9.6
37
-33.5
BATS>NASDAQ>ARCA
TWAP
1
MKT
3.9
71
19
0.6
Multi
false
null
null
0
BATS>NASDAQ>ARCA
MKT
4.1
100
6.7
78
44
-27
21
Watchlist
null
Toxic prints; widened spread
X001883
2025-12-01 15:18:53
IEF
Buy
20,874
101.31
2,114,744.94
2.2
0.079
Medium
13.5
12
27
NASDAQ>EDGX
VWAP
3
LMT
4.9
70
27
0.46
ToxicitySpike
false
null
null
0
NASDAQ>EDGX
LMT
52.8
93
1.1
10
11
-27
-1
Watchlist
null
Venue switch reduced impact
X001884
2025-10-29 14:21:21
T
Buy
5,582
238.74
1,332,646.68
4.3
0.047
High
4.2
29
8.7
NASDAQ>EDGX>BATS>NYSE>ARCA
TWAP
3
LMT
3.7
62
16
0.8
LiqDrop
false
null
null
0
NASDAQ>EDGX>BATS>NYSE>ARCA
LMT
46.7
85
2.3
19
41
17
7
null
null
High urgency from PM
X001885
2025-11-01 12:21:01
GOOGL
Buy
85,735
25.19
2,159,664.65
1.3
0.255
Low
17.6
16
33.7
IEX>NYSE>BATS
TWAP
1
LMT
4.4
90
31
0.79
ToxicitySpike
false
null
null
0
IEX>NYSE>BATS
LMT
17.1
99
0
108
-7
5
-22
null
null
Stable book; normal liquidity
X001886
2025-11-10 09:35:35
BRK.B
Sell
28,758
165.83
4,768,939.14
2
0.131
Medium
11.4
14
-10.6
ARCA>NYSE>BATS>IEX>EDGX
POV
4
LMT
5.2
76
17
0.76
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
12
ARCA>NYSE>BATS>IEX>EDGX
LMT>IOC
43.6
92
15.5
37
50
9
25
null
null
Paused due to data glitch
X001887
2025-11-08 11:09:38
T
Sell
24,418
233.06
5,690,859.08
5.2
0.204
Low
12
10
17.5
ARCA>EDGX>BATS>IEX
IS
5
IOC
10.7
75
28
0.55
Multi
false
null
null
0
ARCA>EDGX>BATS>IEX
IOC
5.3
86
0
215
-5
-40
26
null
null
Paused due to data glitch
X001888
2025-11-05 15:12:21
XLI
Buy
7,040
197.51
1,390,470.4
2.7
0.321
Low
21.9
38
34.8
ARCA>NASDAQ>IEX>EDGX
TWAP
3
LMT
7.9
63
22
0.68
LiqDrop
false
null
null
0
ARCA>NASDAQ>IEX>EDGX
LMT
55.7
92
1.9
10
48
-39
-34
null
Unknown
Toxic prints; widened spread
X001889
2025-11-06 10:09:46
XLU
Sell
19,416
199.34
3,870,385.44
1.4
0.062
Ultra
3.2
28
14.9
EDGX>NASDAQ>ARCA>IEX
IS
5
PO
2.7
72
26
0.7
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>ARCA>IEX
PO
99.8
96
5.5
86
46
13
-26
null
null
Toxic prints; widened spread
X001890
2025-12-18 14:21:28
MA
Buy
14,055
290.44
4,082,134.2
1
0.06
High
19
16
-23.2
IEX>NYSE>ARCA>NASDAQ>BATS
TWAP
2
PO
5.8
65
21
0.68
ToxicitySpike
false
null
null
0
IEX>NYSE>ARCA>NASDAQ>BATS
PO
61.4
87
5.2
101
-2
-21
-15
PositionLimitNear
null
High urgency from PM
X001891
2025-12-12 09:35:42
BAC
Buy
93,072
232.19
21,610,387.68
0.9
0.254
Medium
8.8
20
4.6
BATS>EDGX
TWAP
1
LMT
2.4
92
33
0.52
Multi
false
null
null
0
BATS>EDGX
LMT
80.5
90
13.2
155
56
-8
-19
null
null
High urgency from PM
X001892
2025-11-13 15:19:46
TLT
Sell
28,907
94.99
2,745,875.93
2.1
0.106
Medium
14.9
25
-4.8
IEX>NYSE
TWAP
3
IOC
6.3
74
30
0.58
Slip>Thresh
false
null
null
0
IEX>NYSE
IOC
50.9
100
14.6
166
48
14
-11
null
null
High urgency from PM
X001893
2025-11-23 11:51:02
HYG
Sell
27,518
72.29
1,989,276.22
2
0.151
Low
15.6
37
-9.4
BATS>IEX
POV
5
LMT
7.3
77
33
0.71
LiqDrop
false
null
null
0
BATS>IEX
LMT
79.3
99
22.6
101
-16
-17
34
PositionLimitNear
null
High urgency from PM
X001894
2025-12-04 09:35:57
V
Buy
24,964
325.12
8,116,295.68
5.5
0.325
Low
25.1
24
29.6
NYSE>EDGX>NASDAQ>BATS
Adaptive
5
IOC
13.5
76
25
0.54
Multi
false
null
null
0
NYSE>EDGX>NASDAQ>BATS
IOC
56.7
94
0
153
57
18
-28
null
null
High urgency from PM
X001895
2025-12-09 13:22:14
T
Buy
11,071
149.53
1,655,446.63
2.7
0.092
Medium
11.7
20
-14.2
NASDAQ>IEX>ARCA
VWAP
3
LMT
4.7
65
18
0.43
Multi
false
null
null
0
NASDAQ>IEX>ARCA
LMT
39.5
60
7.9
30
17
9
-11
null
null
Stable book; normal liquidity
X001896
2025-12-15 13:57:09
CSCO
Sell
15,711
26.38
414,456.18
3.3
0.039
Medium
24.8
33
16.9
IEX>EDGX>BATS
TWAP
2
MKT
9.5
66
12
0.52
Multi
false
null
null
0
IEX>EDGX>BATS
MKT
13.5
91
0
70
58
-17
-24
null
null
Toxic prints; widened spread
X001897
2025-12-23 14:54:53
JNJ
Buy
19,881
188.46
3,746,773.26
2.9
0.073
Medium
14.3
29
-4.9
ARCA>BATS>EDGX
POV
4
MKT
8.2
71
31
0.76
LiqDrop
false
null
null
0
ARCA>BATS>EDGX
MKT
23.5
100
0
41
24
-8
4
Watchlist
null
Venue switch reduced impact
X001898
2025-12-16 15:17:48
XLY
Sell
57,648
233.92
13,485,020.16
1.4
0.24
Medium
11.6
14
-9.6
NASDAQ>EDGX>ARCA>IEX
Adaptive
3
LMT
3.8
88
22
0.72
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>ARCA>IEX
LMT
22.4
91
7.8
96
-16
19
-17
null
null
Stable book; normal liquidity
X001899
2025-11-06 11:48:55
MSFT
Buy
72,598
220.81
16,030,364.38
2.9
0.385
Low
24.1
14
-32.9
EDGX>ARCA
IS
5
LMT
12.4
107
21
0.56
ToxicitySpike
false
null
null
0
EDGX>ARCA
LMT
55.7
87
16.1
47
19
-29
-23
null
null
Toxic prints; widened spread
X001900
2025-11-14 10:03:45
BRK.B
Buy
81,685
238.65
19,494,125.25
2.3
0.371
Low
20.8
23
-12.9
BATS>EDGX>ARCA
Adaptive
1
PO
5.6
88
13
0.59
LiqDrop
false
null
null
0
BATS>EDGX>ARCA
PO
15.9
98
10
138
46
-34
-4
null
null
High urgency from PM