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
X001901
2025-12-01 09:47:51
JPM
Buy
6,514
261.06
1,700,544.84
3.3
0.161
Low
39.6
15
2.2
IEX>ARCA>BATS>NASDAQ
Adaptive
3
PO
13.2
63
14
0.49
ToxicitySpike
false
null
null
0
IEX>ARCA>BATS>NASDAQ
PO
24
97
15.6
77
11
-31
-17
NoShort
null
High urgency from PM
X001902
2025-11-29 11:54:33
KO
Sell
12,229
317.93
3,887,965.97
2.3
0.304
Low
39.4
6
-22.4
EDGX>BATS
Adaptive
3
LMT
11.4
66
29
0.78
LiqDrop
true
LiquidityDrop
OrderTypeChange
15
EDGX>BATS
LMT>MKT
1
99
4.9
79
21
23
5
PositionLimitNear
null
Stable book; normal liquidity
X001903
2025-10-30 11:08:29
V
Buy
20,554
44.52
915,064.08
2.9
0.268
Low
9.9
25
34.9
BATS>ARCA>EDGX>NASDAQ
TWAP
1
LMT
3.5
67
22
0.72
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
15
BATS>ARCA>EDGX>NASDAQ
LMT>PO
97
98
2.4
8
56
-11
-38
null
null
Paused due to data glitch
X001904
2025-11-12 10:35:50
XLF
Sell
60,665
161.44
9,793,757.6
1.8
0.166
Low
19.9
9
17.9
IEX>BATS
Adaptive
2
MKT
6.5
85
33
0.54
ToxicitySpike
true
ToxicitySpike
VenueSwitch
15
IEX>BATS
MKT>LMT
85
100
2.9
63
-1
14
-36
Watchlist
null
Stable book; normal liquidity
X001905
2025-12-07 10:58:10
LQD
Buy
41,129
114.96
4,728,189.84
1.7
0.202
High
3.4
34
30.6
EDGX>NASDAQ
IS
5
LMT
2.9
86
23
0.8
ToxicitySpike
false
null
null
0
EDGX>NASDAQ
LMT
20
87
4.9
120
36
13
-3
null
null
Toxic prints; widened spread
X001906
2025-11-05 15:37:44
NFLX
Sell
15,463
53.29
824,023.27
3.1
0.148
Low
18.1
9
-21.9
NASDAQ>BATS>ARCA
IS
5
MKT
12.1
70
29
0.43
ToxicitySpike
false
null
null
0
NASDAQ>BATS>ARCA
MKT
88.7
93
25.5
78
23
19
2
null
null
Stable book; normal liquidity
X001907
2025-10-28 15:29:28
HYG
Buy
75,444
79.02
5,961,584.88
1.2
0.414
Low
10.7
24
-9.6
NASDAQ>BATS>IEX>ARCA>NYSE
Adaptive
3
PO
3.9
97
19
0.72
ToxicitySpike
false
null
null
0
NASDAQ>BATS>IEX>ARCA>NYSE
PO
51.2
94
4.6
45
47
-12
-15
null
null
Venue switch reduced impact
X001908
2025-12-18 15:44:59
XOM
Buy
6,262
289.48
1,812,723.76
2.2
0.057
High
10.8
9
-1.8
ARCA>EDGX>NASDAQ
POV
5
IOC
6.6
64
35
0.54
Multi
false
null
null
0
ARCA>EDGX>NASDAQ
IOC
18.1
90
8.5
108
50
28
-21
null
null
Paused due to data glitch
X001909
2025-11-03 11:20:12
TLT
Buy
3,705
90.83
336,525.15
3.6
0.014
Ultra
9.6
13
9.6
IEX>BATS>EDGX>ARCA
VWAP
2
MKT
4.9
61
16
0.6
Slip>Thresh
false
null
null
0
IEX>BATS>EDGX>ARCA
MKT
10.6
89
3.1
69
29
28
37
PositionLimitNear
null
Venue switch reduced impact
X001910
2025-10-31 11:27:43
JNJ
Sell
10,314
141.44
1,458,812.16
4.2
0.038
High
5.8
15
28.9
BATS>NYSE>NASDAQ>ARCA>IEX
TWAP
1
MKT
3.7
63
24
0.67
ToxicitySpike
false
null
null
0
BATS>NYSE>NASDAQ>ARCA>IEX
MKT
55.8
97
12
10
-11
21
-29
null
null
Toxic prints; widened spread
X001911
2025-10-29 11:28:01
NFLX
Sell
8,357
276.32
2,309,206.24
2.5
0.08
Medium
14
15
-15.4
BATS>IEX
VWAP
1
MKT
4.8
62
18
0.67
Slip>Thresh
false
null
null
0
BATS>IEX
MKT
78.9
97
0
10
23
-18
7
Watchlist
null
Venue switch reduced impact
X001912
2025-11-13 13:25:20
TSLA
Buy
53,523
316.25
16,926,648.75
1.2
0.166
High
7.4
11
32.8
IEX>NYSE>EDGX>ARCA>NASDAQ
TWAP
1
MKT
2.6
78
32
0.81
Multi
false
null
null
0
IEX>NYSE>EDGX>ARCA>NASDAQ
MKT
42.8
98
11.4
51
34
30
19
null
null
Stable book; normal liquidity
X001913
2025-12-05 10:05:15
XLV
Buy
18,764
59.27
1,112,142.28
1.5
0.053
High
11.9
8
-11.4
NASDAQ>ARCA
IS
5
LMT
6.1
72
33
0.46
Multi
false
null
null
0
NASDAQ>ARCA
LMT
9.9
96
17.9
75
-11
25
29
PositionLimitNear
null
Venue switch reduced impact
X001914
2025-10-29 11:58:42
XLK
Buy
42,964
195.34
8,392,587.76
1.3
0.121
Medium
19.5
39
1.9
ARCA>BATS>NASDAQ>IEX>EDGX
IS
5
LMT
9
87
15
0.75
ToxicitySpike
false
null
null
0
ARCA>BATS>NASDAQ>IEX>EDGX
LMT
24.2
85
2.4
49
56
13
7
Watchlist
null
Toxic prints; widened spread
X001915
2025-11-16 09:35:16
BAC
Buy
95,012
290.1
27,562,981.2
1.9
0.259
Medium
4.8
20
11.4
NYSE>ARCA>NASDAQ
IS
4
MKT
4
114
23
0.72
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
28
NYSE>ARCA>NASDAQ
MKT>PO
8.4
99
18.8
150
23
-37
-3
null
null
Stable book; normal liquidity
X001916
2025-12-16 12:27:16
QQQ
Sell
35,677
425.67
15,186,628.59
0.5
0.113
Ultra
3.2
13
25.8
EDGX>IEX>BATS>NYSE>ARCA
VWAP
1
MKT
1.1
72
14
0.59
Multi
false
null
null
0
EDGX>IEX>BATS>NYSE>ARCA
MKT
64.3
92
0
23
60
-36
13
null
null
High urgency from PM
X001917
2025-10-30 10:10:18
XLP
Sell
119,043
261.83
31,169,028.69
2
0.412
Low
19
21
21
EDGX>NASDAQ
TWAP
1
MKT
6.2
101
18
0.62
ToxicitySpike
true
ToxicitySpike
Pause
35
EDGX>NASDAQ
MKT>IOC
97.3
87
1.8
131
36
-29
-2
null
null
Paused due to data glitch
X001918
2025-12-19 14:49:29
MSFT
Sell
3,760
76.33
287,000.8
1.8
0.02
Ultra
3.8
23
32.6
IEX>BATS>EDGX>NYSE>ARCA
IS
4
LMT
2.7
62
24
0.5
ToxicitySpike
false
null
null
0
IEX>BATS>EDGX>NYSE>ARCA
LMT
72.3
89
8.1
56
39
-25
37
null
null
Venue switch reduced impact
X001919
2025-12-21 14:03:30
IEF
Sell
30,163
101.09
3,049,177.67
1.6
0.115
Medium
18.4
21
22.3
BATS>ARCA
IS
4
PO
8.8
77
33
0.8
Slip>Thresh
false
null
null
0
BATS>ARCA
PO
74.1
96
19.6
36
34
-23
5
null
null
High urgency from PM
X001920
2025-12-09 14:33:42
XLE
Buy
53,466
309.33
16,538,637.78
1.9
0.192
Low
11.3
9
-12.6
IEX>EDGX
Adaptive
4
LMT
4.4
90
33
0.73
Multi
false
null
null
0
IEX>EDGX
LMT
10
89
0
10
0
9
14
null
null
Toxic prints; widened spread
X001921
2025-12-19 15:15:47
GOOGL
Sell
208,202
168.22
35,023,740.44
1.9
0.62
Low
9.3
23
-13.6
NYSE>NASDAQ>ARCA
Adaptive
4
IOC
4.6
179
18
0.67
LiqDrop
false
null
null
0
NYSE>NASDAQ>ARCA
IOC
89
85
0
222
53
-26
-31
null
null
Venue switch reduced impact
X001922
2025-12-17 13:35:55
XLF
Sell
320,446
266.59
85,427,699.14
1.8
0.876
Low
23.5
37
29.5
NYSE>NASDAQ>EDGX>ARCA>BATS
VWAP
3
MKT
9.3
220
25
0.73
Multi
false
null
null
0
NYSE>NASDAQ>EDGX>ARCA>BATS
MKT
85.3
91
5.2
270
57
-2
20
null
null
Venue switch reduced impact
X001923
2025-11-19 12:35:30
XLK
Buy
12,986
213.33
2,770,303.38
1.8
0.036
High
23.1
6
8.5
BATS>IEX
VWAP
2
IOC
7.4
65
25
0.83
Slip>Thresh
false
null
null
0
BATS>IEX
IOC
78.5
99
16.2
59
26
28
-30
Watchlist
null
Venue switch reduced impact
X001924
2025-10-31 12:39:29
NFLX
Sell
17,067
291.54
4,975,713.18
4
0.163
Low
6.4
14
10.6
ARCA>EDGX>IEX
TWAP
3
MKT
5
68
31
0.43
Slip>Thresh
false
null
null
0
ARCA>EDGX>IEX
MKT
15.9
91
0
175
-6
-19
-15
null
null
High urgency from PM
X001925
2025-11-24 13:56:00
XLK
Sell
28,205
171.63
4,840,824.15
1.5
0.079
High
13.4
35
-28
IEX>BATS>EDGX>ARCA>NYSE
Adaptive
4
PO
5.2
76
35
0.71
LiqDrop
false
null
null
0
IEX>BATS>EDGX>ARCA>NYSE
PO
13.5
88
10.1
45
2
23
-8
null
null
High urgency from PM
X001926
2025-12-12 14:59:14
XLE
Sell
39,998
320.62
12,824,158.76
2.7
0.144
Low
15.4
4
15.8
IEX>ARCA>BATS
TWAP
1
MKT
5.5
73
15
0.47
Slip>Thresh
true
SlippageAboveThreshold
AlgoSwitch
11
IEX>ARCA>BATS
MKT>PO
93.3
98
15.4
10
1
26
-10
null
null
Paused due to data glitch
X001927
2025-11-09 14:58:02
DIS
Buy
13,641
238.87
3,258,425.67
1.6
0.06
Ultra
7.1
19
4.4
BATS>NASDAQ
Adaptive
1
LMT
2
64
23
0.47
Slip>Thresh
false
null
null
0
BATS>NASDAQ
LMT
78.4
93
0
49
14
22
4
NoShort
PriceBand
Stable book; normal liquidity
X001928
2025-12-26 13:23:05
XOM
Sell
8,062
51.65
416,402.3
2.1
0.074
Medium
17.4
37
-19
EDGX>BATS>IEX>NASDAQ
IS
5
LMT
8.8
65
21
0.74
Slip>Thresh
true
SlippageAboveThreshold
AlgoSwitch
11
EDGX>BATS>IEX>NASDAQ
LMT>PO
34.5
88
23.8
102
59
-21
-3
null
null
Toxic prints; widened spread
X001929
2025-11-20 10:19:09
XLF
Buy
298,675
128.01
38,233,386.75
2.6
0.816
Low
8.5
19
28.2
NASDAQ>ARCA>EDGX>BATS>IEX
POV
5
MKT
6.6
254
28
0.58
LiqDrop
false
null
null
0
NASDAQ>ARCA>EDGX>BATS>IEX
MKT
38.1
93
0.2
218
56
-29
-37
null
null
High urgency from PM
X001930
2025-11-14 10:29:28
BA
Sell
21,027
156.53
3,291,356.31
1.6
0.07
Medium
17.9
4
-4
NYSE>NASDAQ>BATS
TWAP
3
PO
6.7
70
20
0.62
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>BATS
PO
34.9
94
1
36
10
21
40
null
null
Venue switch reduced impact
X001931
2025-11-06 09:35:58
XLF
Buy
12,607
341.62
4,306,803.34
2.4
0.034
Ultra
7.6
23
-29.7
IEX>NASDAQ>ARCA
POV
4
PO
4.6
67
23
0.7
Multi
false
null
null
0
IEX>NASDAQ>ARCA
PO
63.5
91
2.1
90
43
8
-32
null
null
Toxic prints; widened spread
X001932
2025-11-26 14:38:11
CSCO
Buy
30,176
306.85
9,259,505.6
2.8
0.076
Medium
9.8
5
-28.7
NASDAQ>ARCA>BATS
VWAP
1
LMT
3.2
70
28
0.7
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>BATS
LMT
28.7
87
0
93
22
14
-9
null
null
Toxic prints; widened spread
X001933
2025-10-28 14:13:32
TSLA
Sell
85,966
26.54
2,281,537.64
1.3
0.267
Medium
8.5
7
9.1
EDGX>NASDAQ>IEX>BATS
IS
5
MKT
5.6
115
33
0.85
ToxicitySpike
false
null
null
0
EDGX>NASDAQ>IEX>BATS
MKT
19
86
8.8
144
10
-17
16
null
null
Stable book; normal liquidity
X001934
2025-12-12 09:52:49
DIS
Buy
6,680
123.33
823,844.4
1.2
0.029
Ultra
13.3
9
-21.6
NYSE>BATS>NASDAQ>IEX>EDGX
TWAP
3
LMT
4.5
63
32
0.63
Multi
false
null
null
0
NYSE>BATS>NASDAQ>IEX>EDGX
LMT
20.6
94
2.6
90
26
-14
-16
PositionLimitNear
null
Toxic prints; widened spread
X001935
2025-11-17 10:29:13
JNJ
Buy
56,119
355.19
19,932,907.61
3.5
0.206
Low
20.1
12
-31.1
NASDAQ>ARCA
IS
4
MKT
12.2
92
24
0.43
LiqDrop
false
null
null
0
NASDAQ>ARCA
MKT
99.8
97
16.3
69
32
25
10
null
PriceBand
Venue switch reduced impact
X001936
2025-12-06 14:09:35
TSLA
Buy
219,695
46.08
10,123,545.6
1.4
0.683
Low
17.8
12
-4.1
ARCA>NYSE>IEX>NASDAQ>BATS
POV
2
LMT
5.7
153
28
0.45
ToxicitySpike
true
ToxicitySpike
VenueSwitch
30
ARCA>NYSE>IEX>NASDAQ>BATS
LMT>MKT
89.9
99
1.7
140
4
-10
-18
null
null
Toxic prints; widened spread
X001937
2025-11-06 10:54:18
XLK
Sell
5,879
210.19
1,235,707.01
1.4
0.017
Ultra
11.5
19
-10.6
NYSE>BATS>NASDAQ>IEX
TWAP
1
LMT
3.1
62
31
0.56
Multi
false
null
null
0
NYSE>BATS>NASDAQ>IEX
LMT
96.5
96
4.4
39
57
-1
-3
null
null
High urgency from PM
X001938
2025-12-24 13:19:29
XLV
Sell
131,572
181.39
23,865,845.08
1
0.369
High
4.1
23
-1.9
ARCA>IEX>NYSE>NASDAQ>BATS
Adaptive
1
MKT
1.6
106
22
0.66
ToxicitySpike
false
null
null
0
ARCA>IEX>NYSE>NASDAQ>BATS
MKT
40.9
96
0
181
22
-4
37
null
null
Toxic prints; widened spread
X001939
2025-12-03 11:10:35
BRK.B
Sell
70,639
190.17
13,433,418.63
2.7
0.321
Low
15
32
3.7
EDGX>NYSE>NASDAQ
IS
5
MKT
10.2
105
29
0.64
Multi
false
null
null
0
EDGX>NYSE>NASDAQ
MKT
19.9
87
17.5
131
-10
-23
-18
null
null
High urgency from PM
X001940
2025-11-26 15:19:41
XLK
Sell
12,377
83.99
1,039,544.23
1.2
0.035
Ultra
14.1
26
-21.6
NYSE>EDGX>ARCA>IEX>NASDAQ
Adaptive
3
LMT
4.2
66
33
0.78
LiqDrop
false
null
null
0
NYSE>EDGX>ARCA>IEX>NASDAQ
LMT
69.7
91
0.5
42
-3
-1
5
PositionLimitNear
null
High urgency from PM
X001941
2025-11-17 10:36:44
MSFT
Sell
18,804
91.61
1,722,634.44
1.9
0.1
Medium
19.6
19
11.8
EDGX>NYSE
POV
4
LMT
7.9
70
21
0.47
Multi
false
null
null
0
EDGX>NYSE
LMT
44.5
68
4.7
112
1
23
-4
Watchlist
null
Toxic prints; widened spread
X001942
2025-12-13 12:14:35
TSLA
Buy
65,943
38.02
2,507,152.86
1.5
0.205
Medium
10.9
16
25.1
NYSE>ARCA
Adaptive
1
MKT
3.3
83
12
0.59
LiqDrop
false
null
null
0
NYSE>ARCA
MKT
72.2
93
2.7
72
19
-22
-17
null
null
Toxic prints; widened spread
X001943
2025-12-11 13:28:29
AMZN
Buy
998
288.15
287,573.7
2.6
0.046
Medium
26.1
30
-5
IEX>ARCA>NYSE>NASDAQ
Adaptive
3
LMT
8
60
28
0.7
ToxicitySpike
true
ToxicitySpike
Pause
11
IEX>ARCA>NYSE>NASDAQ
LMT>MKT
92.2
87
2.3
85
-15
6
-24
null
PriceBand
High urgency from PM
X001944
2025-12-07 11:42:28
XLE
Sell
17,257
276
4,762,932
2.1
0.062
Medium
15.6
4
-17.4
NASDAQ>BATS
VWAP
1
MKT
5
66
29
0.77
ToxicitySpike
false
null
null
0
NASDAQ>BATS
MKT
86.4
89
0
47
34
-35
2
Watchlist
null
Venue switch reduced impact
X001945
2025-11-20 10:32:17
NFLX
Sell
4,858
38.34
186,255.72
3.7
0.046
Medium
16.8
10
-31.9
BATS>NYSE
VWAP
1
LMT
5
61
34
0.72
Slip>Thresh
false
null
null
0
BATS>NYSE
LMT
73.2
94
19.2
68
13
14
40
null
null
Paused due to data glitch
X001946
2025-11-08 14:39:03
LQD
Buy
14,485
113.18
1,639,412.3
1.8
0.071
High
9.6
21
-18.1
IEX>BATS
TWAP
2
MKT
4
66
33
0.77
Slip>Thresh
false
null
null
0
IEX>BATS
MKT
19.4
94
0
71
51
-39
27
null
PriceBand
Venue switch reduced impact
X001947
2025-11-04 11:14:12
KO
Sell
5,043
308.07
1,553,597.01
1.7
0.126
Medium
15
15
30
BATS>EDGX>NASDAQ>ARCA>NYSE
POV
4
IOC
7.2
62
31
0.57
ToxicitySpike
false
null
null
0
BATS>EDGX>NASDAQ>ARCA>NYSE
IOC
70.9
91
5.3
168
30
-32
-32
null
null
High urgency from PM
X001948
2025-11-15 15:55:22
BA
Sell
16,961
119.91
2,033,793.51
2.9
0.057
Medium
14.1
17
24.5
NASDAQ>IEX>NYSE>EDGX>BATS
POV
5
LMT
7.4
71
19
0.62
Multi
false
null
null
0
NASDAQ>IEX>NYSE>EDGX>BATS
LMT
12.1
100
14.2
41
-16
-40
-10
null
null
Paused due to data glitch
X001949
2025-12-06 13:32:23
MSFT
Buy
4,415
45.78
202,118.7
1.9
0.023
High
24.1
28
2.5
ARCA>NYSE
POV
4
MKT
11.3
62
29
0.47
ToxicitySpike
false
null
null
0
ARCA>NYSE
MKT
71.8
98
15.3
54
14
-11
-21
PositionLimitNear
null
Paused due to data glitch
X001950
2025-12-24 09:35:56
AAPL
Buy
53,468
184.65
9,872,866.2
2
0.157
High
4.2
30
-21.2
IEX>BATS>EDGX
Adaptive
1
PO
1.8
78
22
0.82
LiqDrop
true
LiquidityDrop
VenueSwitch
20
IEX>BATS>EDGX
PO>MKT
38.9
86
0.3
81
43
-34
2
NoShort
null
Stable book; normal liquidity
X001951
2025-12-15 12:53:44
XLK
Buy
62,723
303.34
19,026,394.82
1.3
0.176
Medium
12
38
-32.3
NASDAQ>NYSE>ARCA
POV
5
MKT
6.7
100
21
0.83
LiqDrop
true
LiquidityDrop
AlgoSwitch
10
NASDAQ>NYSE>ARCA
MKT>IOC
46.3
94
7.6
165
54
-39
-31
null
null
Toxic prints; widened spread
X001952
2025-11-29 09:35:47
BA
Sell
132,624
88.48
11,734,571.52
1.4
0.442
Low
24.5
3
23.5
NYSE>ARCA>IEX>NASDAQ
POV
5
MKT
12.5
146
35
0.59
Multi
false
null
null
0
NYSE>ARCA>IEX>NASDAQ
MKT
67.4
96
7.8
150
29
-7
33
NoShort
null
Toxic prints; widened spread
X001953
2025-11-01 10:14:47
TLT
Sell
139,018
92.4
12,845,263.2
2.6
0.508
Low
4.4
8
-19
IEX>NASDAQ>EDGX
VWAP
2
LMT
2.4
119
31
0.82
Slip>Thresh
false
null
null
0
IEX>NASDAQ>EDGX
LMT
72.6
70
1.6
135
13
-10
-6
Watchlist
null
Stable book; normal liquidity
X001954
2025-12-04 09:42:53
AMD
Buy
2,624
164.25
430,992
1.1
0.073
Medium
26.6
16
19.2
ARCA>EDGX>NYSE>BATS>IEX
POV
5
LMT
10.7
61
12
0.69
LiqDrop
true
LiquidityDrop
OrderTypeChange
30
ARCA>EDGX>NYSE>BATS>IEX
LMT>MKT
17.7
81
20.2
128
26
-26
40
null
null
High urgency from PM
X001955
2025-11-07 12:02:10
TSLA
Buy
38,945
16.97
660,896.65
1.5
0.121
Low
24.7
10
-12.4
ARCA>NASDAQ
VWAP
3
MKT
9.1
79
29
0.43
ToxicitySpike
false
null
null
0
ARCA>NASDAQ
MKT
71.2
95
33.2
14
36
-1
0
NoShort
null
Stable book; normal liquidity
X001956
2025-11-29 14:06:38
INTC
Sell
5,303
61.05
323,748.15
0.7
0.253
Medium
20.7
10
-26.7
BATS>NYSE>NASDAQ
POV
5
LMT
8.3
63
34
0.68
ToxicitySpike
false
null
null
0
BATS>NYSE>NASDAQ
LMT
62.4
98
3.6
66
31
-35
-3
NoShort
null
Paused due to data glitch
X001957
2025-11-29 12:13:14
NVDA
Buy
2,076
266.51
553,274.76
1.3
0.054
High
18.6
37
4
BATS>IEX>NASDAQ>ARCA
IS
4
LMT
7.8
61
18
0.49
Multi
false
null
null
0
BATS>IEX>NASDAQ>ARCA
LMT
63
93
7.2
47
53
1
-39
null
null
Stable book; normal liquidity
X001958
2025-12-19 13:53:52
META
Buy
46,451
104.11
4,836,013.61
1.1
0.129
Medium
18.5
24
-7.4
BATS>ARCA>NYSE>EDGX>NASDAQ
Adaptive
1
MKT
4.9
76
19
0.78
ToxicitySpike
false
null
null
0
BATS>ARCA>NYSE>EDGX>NASDAQ
MKT
10.1
97
14.9
95
56
14
-2
Watchlist
null
Venue switch reduced impact
X001959
2025-12-09 11:25:21
PEP
Buy
44,198
163.17
7,211,787.66
4.8
0.14
Low
24.7
11
-30.8
BATS>EDGX
TWAP
2
LMT
8.6
78
28
0.51
ToxicitySpike
false
null
null
0
BATS>EDGX
LMT
33.6
87
19
10
10
10
-24
Watchlist
null
Stable book; normal liquidity
X001960
2025-11-10 09:35:21
BA
Sell
48,115
46.49
2,236,866.35
1.8
0.16
Medium
12.1
28
-3.1
IEX>EDGX>ARCA
POV
4
IOC
6.2
87
27
0.71
ToxicitySpike
false
null
null
0
IEX>EDGX>ARCA
IOC
21.2
85
0
32
33
-18
-24
null
null
Venue switch reduced impact
X001961
2025-11-01 12:59:41
IWM
Sell
41,548
197.17
8,192,019.16
1.4
0.057
High
17.9
11
-33.8
NASDAQ>BATS>EDGX>NYSE
IS
4
MKT
9.2
83
26
0.83
Multi
false
null
null
0
NASDAQ>BATS>EDGX>NYSE
MKT
52.2
94
6.2
55
25
-13
-36
null
null
Toxic prints; widened spread
X001962
2025-12-05 12:31:09
BAC
Sell
13,309
294.61
3,920,964.49
1
0.036
Ultra
14.2
8
22
ARCA>IEX
POV
4
MKT
6.6
67
14
0.75
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
11
ARCA>IEX
MKT>IOC
97
95
0
72
22
1
-6
null
null
Venue switch reduced impact
X001963
2025-11-27 14:10:29
PFE
Buy
164,152
43
7,058,536
1.6
0.446
Low
20.1
36
-26.3
BATS>EDGX>ARCA>NASDAQ>NYSE
VWAP
1
PO
5.4
117
23
0.81
Multi
false
null
null
0
BATS>EDGX>ARCA>NASDAQ>NYSE
PO
20.6
90
13.9
71
9
12
-22
NoShort
null
Paused due to data glitch
X001964
2025-11-23 15:55:07
PEP
Sell
190,616
337.47
64,327,181.52
4.2
0.602
Low
13.3
19
-2.4
EDGX>IEX>ARCA>NASDAQ
IS
5
LMT
9.1
183
15
0.55
LiqDrop
false
null
null
0
EDGX>IEX>ARCA>NASDAQ
LMT
0.3
90
31
178
57
-33
-16
NoShort
null
Paused due to data glitch
X001965
2025-12-05 13:20:41
TSLA
Sell
19,745
132.99
2,625,887.55
1.9
0.061
Medium
20
24
-31.9
BATS>EDGX>NYSE>NASDAQ
TWAP
3
PO
7.5
69
14
0.52
Slip>Thresh
false
null
null
0
BATS>EDGX>NYSE>NASDAQ
PO
76.5
93
2.9
91
26
-22
34
null
null
High urgency from PM
X001966
2025-12-06 10:41:33
IWM
Buy
135,376
209.18
28,317,951.68
1.3
0.187
Medium
11.2
6
-34
EDGX>NASDAQ>IEX>ARCA
IS
4
LMT
5.2
137
32
0.77
Multi
false
null
null
0
EDGX>NASDAQ>IEX>ARCA
LMT
51.3
90
0
99
48
24
-39
null
null
Venue switch reduced impact
X001967
2025-11-08 09:35:14
XLY
Buy
10,244
268.78
2,753,382.32
2
0.043
Ultra
7
7
-33.5
IEX>NYSE>EDGX>ARCA>BATS
IS
4
MKT
4.9
65
13
0.48
LiqDrop
false
null
null
0
IEX>NYSE>EDGX>ARCA>BATS
MKT
48.7
87
10.5
90
37
29
9
NoShort
null
High urgency from PM
X001968
2025-12-07 10:05:43
T
Buy
9,894
35.91
355,293.54
3.3
0.083
Medium
7.8
27
6.7
NYSE>ARCA
Adaptive
2
LMT
3.3
64
31
0.54
Slip>Thresh
false
null
null
0
NYSE>ARCA
LMT
79.4
88
0
54
59
15
10
null
null
Toxic prints; widened spread
X001969
2025-12-16 11:16:33
GOOGL
Sell
77,128
266.3
20,539,186.4
1.4
0.23
Medium
11.9
12
26.3
NASDAQ>IEX>BATS>EDGX>NYSE
Adaptive
5
LMT
4.8
110
15
0.44
Multi
false
null
null
0
NASDAQ>IEX>BATS>EDGX>NYSE
LMT
73.5
100
12.9
68
49
22
-1
null
PriceBand
Paused due to data glitch
X001970
2025-11-12 09:57:30
DIS
Buy
18,453
16.76
309,272.28
1.7
0.081
High
6.4
32
4.2
NYSE>BATS>ARCA
IS
4
MKT
4.4
70
35
0.77
LiqDrop
false
null
null
0
NYSE>BATS>ARCA
MKT
12.9
100
3.3
52
6
0
8
null
null
Paused due to data glitch
X001971
2025-12-15 12:44:46
LQD
Sell
49,351
108.41
5,350,141.91
1
0.243
Medium
10.6
6
-13.2
IEX>ARCA>EDGX>NYSE>BATS
TWAP
1
IOC
3.2
77
33
0.74
Multi
false
null
null
0
IEX>ARCA>EDGX>NYSE>BATS
IOC
70.3
95
3.4
118
2
-17
16
PositionLimitNear
null
Venue switch reduced impact
X001972
2025-11-13 13:54:49
AAPL
Sell
22,049
174.49
3,847,330.01
2.4
0.065
Medium
22.1
31
11.7
EDGX>IEX>BATS
POV
4
LMT
9
72
21
0.47
LiqDrop
false
null
null
0
EDGX>IEX>BATS
LMT
51.2
85
12.8
108
37
-18
25
NoShort
null
Stable book; normal liquidity
X001973
2025-11-12 10:48:59
SPY
Buy
95,540
490.66
46,877,656.4
0.9
0.129
Medium
21
39
-0.9
ARCA>NASDAQ>IEX
VWAP
1
MKT
5.7
93
33
0.7
Multi
false
null
null
0
ARCA>NASDAQ>IEX
MKT
35.3
100
7.3
98
-6
17
22
null
null
Venue switch reduced impact
X001974
2025-12-14 13:26:55
AMD
Sell
4,213
16.13
67,955.69
2.3
0.118
Low
21.9
20
17.4
NYSE>BATS>ARCA
TWAP
3
IOC
8.8
62
28
0.53
Multi
false
null
null
0
NYSE>BATS>ARCA
IOC
3.9
87
6.7
10
51
-35
6
null
null
High urgency from PM
X001975
2025-11-13 12:13:10
NKE
Sell
45,274
175.34
7,938,343.16
4
0.21
Low
19.5
23
19.2
ARCA>NASDAQ
IS
4
LMT
10.2
86
16
0.43
LiqDrop
false
null
null
0
ARCA>NASDAQ
LMT
76
91
0
18
10
-36
31
null
null
Paused due to data glitch
X001976
2025-12-26 15:55:07
HYG
Buy
34,415
77.29
2,659,935.35
2.1
0.189
Low
16.4
10
-24.2
NASDAQ>ARCA>IEX
IS
4
MKT
9.3
79
30
0.63
LiqDrop
true
LiquidityDrop
VenueSwitch
30
NASDAQ>ARCA>IEX
MKT>PO
53.6
96
19.6
183
30
4
-12
null
null
Stable book; normal liquidity
X001977
2025-11-02 14:45:26
XLP
Buy
32,828
358.41
11,765,883.48
2
0.113
High
3.8
3
-20.5
EDGX>BATS
Adaptive
5
LMT
2.5
81
19
0.79
LiqDrop
false
null
null
0
EDGX>BATS
LMT
22.7
96
0
24
10
21
-37
null
null
Paused due to data glitch
X001978
2025-10-31 10:50:43
BAC
Sell
92,527
212.85
19,694,371.95
1.6
0.252
Low
10.5
12
4.5
NYSE>IEX>NASDAQ>BATS>EDGX
Adaptive
3
LMT
3.6
106
20
0.65
Slip>Thresh
false
null
null
0
NYSE>IEX>NASDAQ>BATS>EDGX
LMT
48.8
98
0
173
17
-34
12
null
null
Stable book; normal liquidity
X001979
2025-12-12 10:46:14
UNH
Buy
11,033
121.84
1,344,260.72
2.2
0.048
Medium
20
18
18.4
NYSE>BATS>EDGX
IS
4
MKT
10.9
66
15
0.56
ToxicitySpike
false
null
null
0
NYSE>BATS>EDGX
MKT
35
98
0
41
43
-18
-33
null
null
Stable book; normal liquidity
X001980
2025-12-10 09:35:28
V
Buy
5,116
151.5
775,074
3.3
0.067
Low
35
33
-19.2
BATS>IEX>ARCA>NYSE
IS
5
LMT
16.9
63
28
0.55
LiqDrop
true
LiquidityDrop
VenueSwitch
10
BATS>IEX>ARCA>NYSE
LMT>IOC
69.3
89
5.9
110
24
-31
40
Watchlist
null
Paused due to data glitch
X001981
2025-11-22 13:06:58
BAC
Buy
45,598
97.08
4,426,653.84
1.3
0.124
Medium
10.6
13
-20.7
NYSE>NASDAQ>EDGX>BATS
TWAP
2
LMT
3.4
79
24
0.54
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>EDGX>BATS
LMT
13.1
92
0.5
90
-8
-4
0
null
null
Venue switch reduced impact
X001982
2025-12-23 13:28:48
HD
Sell
68,360
61.55
4,207,558
2.7
0.265
Low
19.6
9
-8.1
BATS>EDGX>NASDAQ>NYSE>ARCA
IS
4
LMT
9.3
99
19
0.62
ToxicitySpike
true
ToxicitySpike
VenueSwitch
15
BATS>EDGX>NASDAQ>NYSE>ARCA
LMT>MKT
90.3
95
4.5
25
-10
-35
-34
null
null
Venue switch reduced impact
X001983
2025-12-20 14:40:55
V
Buy
3,008
277.73
835,411.84
3.3
0.039
Medium
21.6
36
-30.5
EDGX>IEX
POV
5
LMT
10.5
61
14
0.57
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
20
EDGX>IEX
LMT>MKT
1.4
63
18.1
113
51
-36
4
PositionLimitNear
null
High urgency from PM
X001984
2025-12-17 10:25:27
AAPL
Sell
188,490
302.15
56,952,253.5
2.1
0.555
Low
4.4
22
14.2
EDGX>NYSE>BATS
IS
4
PO
3.8
168
15
0.79
Slip>Thresh
false
null
null
0
EDGX>NYSE>BATS
PO
21.5
95
2.9
214
-7
-2
40
null
null
High urgency from PM
X001985
2025-11-16 13:59:06
XOM
Sell
9,504
263.14
2,500,882.56
4.3
0.087
Low
22.7
14
20.6
ARCA>EDGX>BATS
POV
5
MKT
14.1
66
25
0.42
Multi
false
null
null
0
ARCA>EDGX>BATS
MKT
57.9
92
19.9
31
28
-20
-11
null
null
Paused due to data glitch
X001986
2025-11-05 14:54:53
GOOGL
Buy
15,191
265.36
4,031,083.76
2.1
0.045
Ultra
8
39
-6.4
NYSE>BATS>IEX>NASDAQ
TWAP
3
LMT
3.5
67
26
0.47
Slip>Thresh
false
null
null
0
NYSE>BATS>IEX>NASDAQ
LMT
25.7
99
2.6
52
42
12
-16
null
null
Venue switch reduced impact
X001987
2025-12-21 14:03:43
UNH
Sell
12,391
255.27
3,163,050.57
2
0.054
Medium
20.6
29
-27.5
EDGX>NYSE>IEX>BATS
Adaptive
4
IOC
8.2
67
31
0.61
Slip>Thresh
false
null
null
0
EDGX>NYSE>IEX>BATS
IOC
53.2
95
4.3
36
56
-4
4
NoShort
null
Toxic prints; widened spread
X001988
2025-11-21 09:53:24
T
Sell
33,845
272.59
9,225,808.55
3.5
0.282
Low
13.9
4
-10.9
BATS>NASDAQ>NYSE>IEX
IS
5
MKT
10.5
81
30
0.54
LiqDrop
false
null
null
0
BATS>NASDAQ>NYSE>IEX
MKT
47
96
31.2
143
-16
-38
31
PositionLimitNear
null
Stable book; normal liquidity
X001989
2025-12-06 13:09:15
TSLA
Sell
43,333
71.92
3,116,509.36
1.9
0.135
Medium
12.2
12
33.6
NYSE>EDGX>ARCA>BATS>IEX
VWAP
1
LMT
3.3
75
34
0.83
LiqDrop
true
LiquidityDrop
AlgoSwitch
23
NYSE>EDGX>ARCA>BATS>IEX
LMT>PO
64.4
100
12.9
97
51
-10
-3
PositionLimitNear
null
High urgency from PM
X001990
2025-11-18 15:17:35
JNJ
Buy
15,704
310.96
4,883,315.84
3.6
0.058
Medium
10.4
8
11.6
IEX>NASDAQ>EDGX>NYSE>BATS
VWAP
2
LMT
4.2
66
28
0.41
Multi
false
null
null
0
IEX>NASDAQ>EDGX>NYSE>BATS
LMT
32.8
91
8.7
28
-19
-30
39
null
null
High urgency from PM
X001991
2025-11-01 09:44:37
XLE
Buy
38,787
157.35
6,103,134.45
1.9
0.139
Low
18.8
28
-27
BATS>NASDAQ>EDGX>ARCA
Adaptive
1
LMT
4.4
73
15
0.61
Multi
false
null
null
0
BATS>NASDAQ>EDGX>ARCA
LMT
58.1
98
10.3
203
40
8
-36
NoShort
null
Stable book; normal liquidity
X001992
2025-11-02 10:22:13
V
Buy
23,684
223.69
5,297,873.96
3.2
0.308
Low
11.7
22
21
ARCA>BATS>IEX>EDGX>NYSE
TWAP
2
MKT
5.6
70
20
0.65
Slip>Thresh
false
null
null
0
ARCA>BATS>IEX>EDGX>NYSE
MKT
24.4
87
13.5
153
-2
10
-37
null
null
Toxic prints; widened spread
X001993
2025-11-13 11:25:24
PFE
Sell
21,125
209.76
4,431,180
1.9
0.057
High
10.2
12
16.5
NASDAQ>NYSE
Adaptive
1
LMT
2.7
67
14
0.76
ToxicitySpike
false
null
null
0
NASDAQ>NYSE
LMT
28.7
88
4.9
18
13
14
3
null
null
Toxic prints; widened spread
X001994
2025-12-18 13:14:22
BRK.B
Sell
15,897
317.91
5,053,815.27
3
0.072
Ultra
3.1
31
-22
BATS>NYSE>IEX>NASDAQ>EDGX
TWAP
3
LMT
2.6
67
25
0.78
LiqDrop
true
LiquidityDrop
Pause
12
BATS>NYSE>IEX>NASDAQ>EDGX
LMT>PO
88.1
96
0
75
54
-33
-7
null
null
Venue switch reduced impact
X001995
2025-11-05 09:46:10
INTC
Buy
1,345
113.14
152,173.3
0.6
0.064
Ultra
19.4
17
6.5
EDGX>IEX>BATS
VWAP
2
LMT
4.9
60
25
0.48
LiqDrop
false
null
null
0
EDGX>IEX>BATS
LMT
26
90
9.9
66
20
21
5
null
null
High urgency from PM
X001996
2025-11-14 13:03:08
INTC
Buy
3,039
268.64
816,396.96
0.8
0.145
Low
39
14
-9.2
NASDAQ>BATS>ARCA
TWAP
1
LMT
8.8
61
26
0.53
LiqDrop
false
null
null
0
NASDAQ>BATS>ARCA
LMT
45.9
97
0
102
-6
20
13
null
null
High urgency from PM
X001997
2025-12-08 12:32:26
IEF
Buy
5,490
100.41
551,250.9
2
0.021
Ultra
13.2
7
11.3
EDGX>IEX>BATS
IS
4
MKT
7.7
63
17
0.78
ToxicitySpike
false
null
null
0
EDGX>IEX>BATS
MKT
82.1
94
15
71
-15
-9
3
Watchlist
null
Stable book; normal liquidity
X001998
2025-11-28 15:13:13
IWM
Sell
61,789
192.03
11,865,341.67
1.2
0.085
Ultra
4.4
18
-15.6
NYSE>ARCA>NASDAQ>IEX
VWAP
3
LMT
1.9
90
23
0.64
Multi
false
null
null
0
NYSE>ARCA>NASDAQ>IEX
LMT
32.8
89
0
51
-7
6
12
null
null
Venue switch reduced impact
X001999
2025-11-26 09:35:46
UNH
Buy
37,851
65.4
2,475,455.4
2.8
0.166
Low
9.7
5
8.4
BATS>ARCA>EDGX>NASDAQ>NYSE
VWAP
1
LMT
3.2
73
16
0.76
LiqDrop
false
null
null
0
BATS>ARCA>EDGX>NASDAQ>NYSE
LMT
12.3
100
4.2
10
59
-19
3
null
Unknown
Toxic prints; widened spread
X002000
2025-11-02 13:46:42
XLP
Buy
16,660
90.17
1,502,232.2
3.4
0.058
High
6.1
24
-33.6
BATS>IEX
VWAP
3
MKT
4.3
68
12
0.62
ToxicitySpike
false
null
null
0
BATS>IEX
MKT
38.8
99
6.2
54
-4
-36
-30
Watchlist
null
Toxic prints; widened spread