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
X000201
2025-11-22 11:13:30
BAC
Sell
41,488
85.79
3,559,255.52
1.2
0.113
Medium
15.1
20
20.5
ARCA>NASDAQ>IEX>BATS
TWAP
1
MKT
4.6
74
33
0.4
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>IEX>BATS
MKT
24.1
99
11.2
158
0
-29
-30
null
null
Paused due to data glitch
X000202
2025-11-13 13:27:21
KO
Sell
3,662
252.61
925,057.82
1.7
0.091
Low
33.8
17
23.2
EDGX>BATS>ARCA>NASDAQ
IS
5
LMT
15.2
62
35
0.51
ToxicitySpike
false
null
null
0
EDGX>BATS>ARCA>NASDAQ
LMT
24
88
0
94
60
-32
37
null
null
Toxic prints; widened spread
X000203
2025-11-08 09:35:49
PEP
Buy
5,329
242.18
1,290,577.22
3.3
0.017
High
24.8
14
-8.7
BATS>IEX>NYSE>NASDAQ>ARCA
POV
5
MKT
14.1
63
27
0.46
ToxicitySpike
false
null
null
0
BATS>IEX>NYSE>NASDAQ>ARCA
MKT
67.4
93
28.8
10
45
-33
22
Watchlist
null
High urgency from PM
X000204
2025-12-17 15:04:08
XLI
Sell
1,483
174.15
258,264.45
1.9
0.068
Medium
28.9
37
-15.8
NYSE>EDGX
VWAP
2
LMT
7.8
60
31
0.68
Multi
false
null
null
0
NYSE>EDGX
LMT
58.3
80
19.8
60
-16
-39
6
PositionLimitNear
null
Venue switch reduced impact
X000205
2025-11-09 12:57:45
UNH
Buy
6,656
169.92
1,130,987.52
2
0.029
High
16.9
19
-11.1
EDGX>NYSE>ARCA>IEX>BATS
POV
4
PO
7.8
63
18
0.54
LiqDrop
false
null
null
0
EDGX>NYSE>ARCA>IEX>BATS
PO
99.4
91
10.4
111
42
10
-17
Watchlist
null
Venue switch reduced impact
X000206
2025-12-09 09:35:05
PFE
Sell
35,337
167.41
5,915,767.17
2
0.096
Medium
14.7
24
22.8
EDGX>IEX
TWAP
2
LMT
4.7
75
34
0.75
LiqDrop
false
null
null
0
EDGX>IEX
LMT
66.6
86
20
64
-15
5
-25
null
null
Stable book; normal liquidity
X000207
2025-11-21 09:46:54
MSFT
Sell
28,005
329.87
9,238,009.35
2
0.149
Medium
11.2
29
33.5
IEX>EDGX>ARCA
VWAP
3
LMT
4.2
74
15
0.6
Slip>Thresh
false
null
null
0
IEX>EDGX>ARCA
LMT
56.8
65
6.1
16
56
4
10
null
null
Toxic prints; widened spread
X000208
2025-11-12 14:29:23
XLI
Buy
1,216
353.94
430,391.04
3.8
0.055
Low
24.2
23
20.1
NASDAQ>BATS>ARCA
IS
4
LMT
11.7
60
31
0.81
Multi
false
null
null
0
NASDAQ>BATS>ARCA
LMT
51.1
93
38.2
39
2
17
17
null
null
Stable book; normal liquidity
X000209
2025-12-04 09:35:33
XLI
Buy
5,916
200.46
1,185,921.36
3.9
0.27
Low
25.1
29
0.4
NYSE>EDGX
VWAP
2
LMT
7.9
62
26
0.48
ToxicitySpike
false
null
null
0
NYSE>EDGX
LMT
16.3
98
4.5
10
-3
2
-23
null
null
High urgency from PM
X000210
2025-11-23 13:14:03
V
Sell
4,764
28.9
137,679.6
3.1
0.062
Medium
19.1
28
11.1
BATS>NYSE
VWAP
2
MKT
7.3
62
20
0.75
Multi
false
null
null
0
BATS>NYSE
MKT
73.8
97
5.9
57
59
-34
-3
null
null
High urgency from PM
X000211
2025-11-22 13:45:04
TSLA
Sell
65,454
72.2
4,725,778.8
1.7
0.203
Low
16.3
19
-17.7
EDGX>IEX
POV
4
MKT
8.1
97
24
0.64
Slip>Thresh
false
null
null
0
EDGX>IEX
MKT
91.2
89
17.4
205
38
7
-39
null
null
Paused due to data glitch
X000212
2025-12-02 14:58:26
XLY
Buy
31,677
201.46
6,381,648.42
2.4
0.132
Medium
8.6
11
0.8
NASDAQ>IEX>NYSE>ARCA>BATS
VWAP
2
MKT
3.9
73
27
0.71
Slip>Thresh
false
null
null
0
NASDAQ>IEX>NYSE>ARCA>BATS
MKT
64.7
98
21
61
-14
2
10
null
null
High urgency from PM
X000213
2025-12-20 11:09:18
T
Buy
6,318
265.71
1,678,755.78
4.5
0.053
Low
20.9
7
17.1
NYSE>BATS>IEX
TWAP
1
LMT
6.5
62
33
0.82
Slip>Thresh
false
null
null
0
NYSE>BATS>IEX
LMT
6.5
100
0
62
28
-39
-39
Watchlist
null
High urgency from PM
X000214
2025-11-27 12:15:32
XLU
Sell
33,706
65.25
2,199,316.5
1.6
0.108
Medium
15.3
38
30.2
BATS>ARCA
IS
5
PO
8.4
81
25
0.84
LiqDrop
true
LiquidityDrop
OrderTypeChange
22
BATS>ARCA
PO>MKT
76.5
86
2.8
85
58
-35
-29
PositionLimitNear
null
Stable book; normal liquidity
X000215
2025-11-03 10:40:56
CVX
Buy
16,777
301.05
5,050,715.85
1.2
0.1
Medium
21.1
27
-6.7
NASDAQ>BATS>ARCA>IEX
Adaptive
3
IOC
7
68
22
0.52
ToxicitySpike
false
null
null
0
NASDAQ>BATS>ARCA>IEX
IOC
60.1
99
10.7
113
55
-38
24
Watchlist
null
Paused due to data glitch
X000216
2025-11-17 10:19:28
XLP
Buy
7,448
159.72
1,189,594.56
1.9
0.026
Ultra
4.5
17
4.5
ARCA>BATS>NASDAQ>IEX>NYSE
TWAP
3
LMT
2.4
63
33
0.44
Multi
false
null
null
0
ARCA>BATS>NASDAQ>IEX>NYSE
LMT
16
95
2.6
44
29
22
-22
null
null
High urgency from PM
X000217
2025-12-24 10:05:56
INTC
Buy
2,695
110.99
299,118.05
0.8
0.128
High
14.9
8
14.9
EDGX>ARCA>BATS>NYSE>IEX
Adaptive
2
MKT
4.6
61
16
0.82
Slip>Thresh
false
null
null
0
EDGX>ARCA>BATS>NYSE>IEX
MKT
32.8
88
8.2
28
48
-9
-8
null
null
Stable book; normal liquidity
X000218
2025-11-10 14:36:38
V
Sell
4,666
49.39
230,453.74
4.6
0.061
Low
24.2
5
-1
EDGX>IEX>ARCA>BATS
VWAP
1
IOC
8
61
35
0.68
Slip>Thresh
false
null
null
0
EDGX>IEX>ARCA>BATS
IOC
59.1
86
0
10
-5
10
-35
NoShort
null
Paused due to data glitch
X000219
2025-11-12 09:41:15
MSFT
Sell
26,346
204.33
5,383,278.18
3.6
0.14
Medium
5.9
11
18.8
BATS>IEX
Adaptive
4
MKT
4.6
75
18
0.46
ToxicitySpike
false
null
null
0
BATS>IEX
MKT
7.8
85
2.4
91
-18
-23
1
Watchlist
null
Venue switch reduced impact
X000220
2025-11-02 15:14:58
XLK
Sell
132,608
202.96
26,914,119.68
1.4
0.372
Low
8.1
8
0.2
NYSE>ARCA>NASDAQ
TWAP
1
LMT
2.5
106
29
0.67
ToxicitySpike
false
null
null
0
NYSE>ARCA>NASDAQ
LMT
45
98
0
39
-13
-14
-32
Watchlist
null
Toxic prints; widened spread
X000221
2025-11-17 13:10:38
JNJ
Buy
73,637
244.85
18,030,019.45
3.2
0.27
Low
20.9
21
20.1
EDGX>ARCA>NASDAQ>NYSE
TWAP
2
LMT
6.9
91
31
0.49
Multi
false
null
null
0
EDGX>ARCA>NASDAQ>NYSE
LMT
25.7
92
0
107
9
20
-1
null
null
Paused due to data glitch
X000222
2025-11-11 13:22:01
XLU
Sell
9,940
120.85
1,201,249
1.4
0.032
Ultra
12
15
-12.2
NYSE>NASDAQ
TWAP
2
MKT
4.5
64
23
0.77
ToxicitySpike
false
null
null
0
NYSE>NASDAQ
MKT
88.5
86
1.7
44
-20
27
13
null
null
Venue switch reduced impact
X000223
2025-12-17 11:49:43
XLE
Buy
22,006
122.95
2,705,637.7
2.8
0.079
High
7.1
38
27
ARCA>EDGX>NASDAQ>BATS>NYSE
Adaptive
2
MKT
3.5
69
17
0.58
LiqDrop
false
null
null
0
ARCA>EDGX>NASDAQ>BATS>NYSE
MKT
10.3
86
0
94
45
30
-32
PositionLimitNear
null
Paused due to data glitch
X000224
2025-11-27 10:46:24
WMT
Buy
13,070
142.31
1,859,991.7
3.3
0.04
Medium
13.2
37
0.7
ARCA>IEX>EDGX>NYSE>NASDAQ
POV
5
PO
8.1
68
12
0.68
Slip>Thresh
false
null
null
0
ARCA>IEX>EDGX>NYSE>NASDAQ
PO
77.3
91
5.7
60
10
-39
1
null
null
Stable book; normal liquidity
X000225
2025-12-10 11:13:23
INTC
Buy
5,871
150.98
886,403.58
0.7
0.28
Low
33.8
32
21.7
BATS>EDGX
TWAP
1
MKT
9.3
62
21
0.83
Multi
false
null
null
0
BATS>EDGX
MKT
13.5
98
0
10
26
-15
-13
null
null
Stable book; normal liquidity
X000226
2025-11-28 14:20:48
GOOGL
Buy
209,795
320.96
67,335,803.2
1.5
0.625
Low
20.2
31
-7.4
IEX>NASDAQ>EDGX>BATS
VWAP
1
IOC
5.7
133
18
0.5
Multi
false
null
null
0
IEX>NASDAQ>EDGX>BATS
IOC
71.1
99
0
262
-18
-10
37
Watchlist
null
Toxic prints; widened spread
X000227
2025-11-09 09:47:49
XLV
Sell
46,629
188.66
8,797,027.14
1.4
0.131
Medium
11.9
23
8.3
IEX>ARCA>BATS>NASDAQ
TWAP
1
MKT
3.9
76
29
0.58
Slip>Thresh
false
null
null
0
IEX>ARCA>BATS>NASDAQ
MKT
34.7
86
2.9
23
-14
-22
-34
Watchlist
null
Stable book; normal liquidity
X000228
2025-11-17 14:49:58
GOOGL
Buy
13,482
237.09
3,196,447.38
1
0.04
Ultra
18.9
39
31.6
EDGX>IEX
POV
5
MKT
9.4
68
19
0.68
Slip>Thresh
false
null
null
0
EDGX>IEX
MKT
31.3
92
12.4
70
60
-19
-37
null
null
Toxic prints; widened spread
X000229
2025-10-28 10:08:02
CSCO
Buy
20,613
66.26
1,365,817.38
3.3
0.052
High
9.2
20
-14.6
NASDAQ>EDGX>NYSE>IEX
TWAP
3
LMT
4.5
70
14
0.71
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>NYSE>IEX
LMT
35.3
85
5.6
75
16
6
-21
null
Unknown
Stable book; normal liquidity
X000230
2025-11-13 14:04:46
JNJ
Buy
410,027
301.84
123,762,549.68
4.4
1.505
Low
21.2
36
31.1
NASDAQ>NYSE>EDGX
POV
3
MKT
11.6
260
27
0.71
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
43
NASDAQ>NYSE>EDGX
MKT>IOC
10.9
98
23.1
202
-4
-20
23
Watchlist
null
Paused due to data glitch
X000231
2025-12-20 12:48:08
QQQ
Sell
19,833
419.18
8,313,596.94
1.1
0.063
Ultra
9.1
21
-27.1
BATS>ARCA>NASDAQ
TWAP
2
MKT
3.5
68
21
0.51
ToxicitySpike
false
null
null
0
BATS>ARCA>NASDAQ
MKT
26.1
89
2.8
87
58
4
-30
Watchlist
null
High urgency from PM
X000232
2025-11-05 15:54:48
LQD
Sell
20,635
112.33
2,317,929.55
1.7
0.102
Medium
20
34
-32.5
ARCA>NASDAQ
TWAP
3
LMT
6.7
70
13
0.58
LiqDrop
false
null
null
0
ARCA>NASDAQ
LMT
28.7
72
11.5
10
37
-39
12
PositionLimitNear
null
Venue switch reduced impact
X000233
2025-10-27 15:36:20
BRK.B
Buy
27,971
246.77
6,902,403.67
1.6
0.127
Low
24.5
3
5.5
BATS>NYSE>IEX>NASDAQ
VWAP
2
MKT
8
71
15
0.45
ToxicitySpike
false
null
null
0
BATS>NYSE>IEX>NASDAQ
MKT
42.7
96
14.9
10
-13
19
-26
null
null
Stable book; normal liquidity
X000234
2025-11-24 11:13:35
T
Buy
7,687
44.45
341,687.15
2.5
0.064
Medium
19.4
33
-2.4
NYSE>BATS
VWAP
1
LMT
5
62
30
0.45
LiqDrop
false
null
null
0
NYSE>BATS
LMT
2.1
89
0
53
44
-13
27
null
null
High urgency from PM
X000235
2025-11-13 10:24:08
MSFT
Buy
16,245
26.85
436,178.25
1.8
0.086
Medium
17.4
35
-0.4
EDGX>ARCA>BATS
Adaptive
4
LMT
6.1
69
17
0.41
Slip>Thresh
false
null
null
0
EDGX>ARCA>BATS
LMT
48.6
61
1.2
133
32
-40
-6
null
null
Paused due to data glitch
X000236
2025-12-20 11:20:58
MA
Sell
31,807
178.18
5,667,371.26
1.3
0.135
Ultra
3.7
7
-33.7
NYSE>NASDAQ>BATS
Adaptive
1
IOC
1.5
71
19
0.47
Multi
false
null
null
0
NYSE>NASDAQ>BATS
IOC
10.9
98
0
85
57
-35
2
null
null
Toxic prints; widened spread
X000237
2025-12-07 13:55:12
NFLX
Sell
12,668
59.81
757,673.08
2.6
0.121
Medium
9.9
13
-32.5
ARCA>EDGX>NYSE
TWAP
1
MKT
4
64
22
0.46
Slip>Thresh
false
null
null
0
ARCA>EDGX>NYSE
MKT
96.9
100
12.3
19
-18
17
27
null
null
Venue switch reduced impact
X000238
2025-12-13 12:36:17
MSFT
Sell
20,055
352.5
7,069,387.5
1.8
0.106
Low
22.8
9
14.5
EDGX>IEX>BATS
IS
5
IOC
12.5
73
32
0.71
Slip>Thresh
false
null
null
0
EDGX>IEX>BATS
IOC
78
91
14.9
10
-13
-40
35
null
null
Toxic prints; widened spread
X000239
2025-11-04 15:08:08
MA
Sell
24,847
79.83
1,983,536.01
1.6
0.106
High
8.2
28
-10.4
NYSE>BATS>IEX>ARCA>NASDAQ
IS
5
LMT
4.7
76
21
0.51
LiqDrop
false
null
null
0
NYSE>BATS>IEX>ARCA>NASDAQ
LMT
51.9
98
7.4
47
51
-32
35
null
null
High urgency from PM
X000240
2025-12-22 13:43:50
XLE
Sell
17,120
272.09
4,658,180.8
1.8
0.061
High
12.1
12
28.3
BATS>ARCA>NYSE>IEX>NASDAQ
TWAP
1
IOC
4
65
24
0.68
Slip>Thresh
false
null
null
0
BATS>ARCA>NYSE>IEX>NASDAQ
IOC
95.8
88
0
77
-6
12
-32
null
null
Toxic prints; widened spread
X000241
2025-11-08 15:10:02
IWM
Sell
105,878
191.02
20,224,815.56
1.3
0.146
Medium
19.5
5
25.2
BATS>ARCA
VWAP
1
MKT
5.6
97
27
0.6
LiqDrop
false
null
null
0
BATS>ARCA
MKT
66.7
91
12.7
101
30
30
-24
null
null
Toxic prints; widened spread
X000242
2025-11-15 13:21:41
XLK
Buy
13,452
177.65
2,389,747.8
1.3
0.038
Ultra
15.3
34
3
IEX>ARCA>BATS>NYSE
IS
5
MKT
8.8
68
30
0.76
Multi
true
MultiTrigger
AlgoSwitch
16
IEX>ARCA>BATS>NYSE
MKT>IOC
85.7
93
11.7
85
-2
-2
-4
null
null
Stable book; normal liquidity
X000243
2025-11-08 11:37:02
JNJ
Buy
137,006
276.11
37,828,726.66
5
0.503
Low
17.2
20
-12.1
NASDAQ>NYSE>IEX>EDGX>BATS
VWAP
1
LMT
5.7
107
31
0.64
Multi
false
null
null
0
NASDAQ>NYSE>IEX>EDGX>BATS
LMT
49.3
88
12.7
164
4
-32
-8
null
null
High urgency from PM
X000244
2025-12-23 10:48:02
XLU
Buy
4,059
181.63
737,236.17
1.6
0.013
Ultra
15.7
14
-32.8
NYSE>IEX>EDGX>BATS>ARCA
POV
4
IOC
7.3
62
18
0.44
Multi
false
null
null
0
NYSE>IEX>EDGX>BATS>ARCA
IOC
74.7
95
11.1
47
5
-33
17
null
null
Stable book; normal liquidity
X000245
2025-11-02 10:53:21
MA
Buy
22,168
28.85
639,546.8
1.5
0.094
Medium
24
15
20.7
IEX>ARCA>EDGX>NYSE>BATS
POV
4
MKT
11
72
23
0.59
ToxicitySpike
false
null
null
0
IEX>ARCA>EDGX>NYSE>BATS
MKT
0.2
95
9.7
27
-16
-6
-40
null
null
Paused due to data glitch
X000246
2025-11-05 10:59:11
BAC
Buy
37,225
190.95
7,108,113.75
1.6
0.102
Medium
12.1
21
31.3
IEX>ARCA>EDGX>NYSE>BATS
VWAP
1
MKT
3.8
73
18
0.63
ToxicitySpike
true
ToxicitySpike
VenueSwitch
10
IEX>ARCA>EDGX>NYSE>BATS
MKT>IOC
98.7
88
0
12
32
27
2
null
null
Paused due to data glitch
X000247
2025-11-21 14:21:27
NVDA
Sell
26,496
247.97
6,570,213.12
1.4
0.686
Low
31.6
23
-20
NYSE>IEX>EDGX>ARCA
Adaptive
3
MKT
11
73
21
0.74
Slip>Thresh
false
null
null
0
NYSE>IEX>EDGX>ARCA
MKT
43.6
98
0
85
55
-9
0
null
null
High urgency from PM
X000248
2025-11-09 14:51:50
UNH
Buy
22,263
224.91
5,007,171.33
2
0.098
Medium
16.9
10
15.8
EDGX>NYSE>IEX>NASDAQ
VWAP
2
LMT
5
69
35
0.59
Multi
false
null
null
0
EDGX>NYSE>IEX>NASDAQ
LMT
9.8
97
1.3
120
44
-39
23
null
null
Toxic prints; widened spread
X000249
2025-12-14 14:17:59
DIS
Buy
12,406
28.14
349,104.84
2.2
0.054
Medium
19.4
22
29.3
IEX>BATS>ARCA
VWAP
2
MKT
6.9
65
31
0.84
LiqDrop
false
null
null
0
IEX>BATS>ARCA
MKT
10.4
89
14.8
10
21
-34
-11
null
null
Stable book; normal liquidity
X000250
2025-12-10 13:59:26
UNH
Sell
21,606
239.76
5,180,254.56
2
0.095
Low
24.5
3
10.7
NASDAQ>EDGX>IEX>BATS
TWAP
2
LMT
7.2
69
30
0.66
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>IEX>BATS
LMT
33.5
61
0
68
1
6
-3
null
null
Venue switch reduced impact
X000251
2025-12-12 09:57:33
META
Sell
30,348
289.51
8,786,049.48
1.4
0.085
Medium
20.9
29
-29
BATS>IEX>NASDAQ>ARCA>NYSE
IS
5
MKT
11.7
79
24
0.84
Multi
false
null
null
0
BATS>IEX>NASDAQ>ARCA>NYSE
MKT
41.1
98
19.5
20
47
19
-1
null
null
Venue switch reduced impact
X000252
2025-11-13 10:34:11
T
Buy
39,070
338.62
13,229,883.4
3.5
0.326
Low
5.9
23
31.3
BATS>IEX>EDGX>ARCA>NYSE
Adaptive
5
LMT
4.2
85
23
0.79
Multi
false
null
null
0
BATS>IEX>EDGX>ARCA>NYSE
LMT
47.7
97
0.2
90
31
-34
-33
null
null
Toxic prints; widened spread
X000253
2025-11-29 14:27:46
NVDA
Sell
663
74.78
49,579.14
1.8
0.017
High
35.9
36
24.8
BATS>EDGX>IEX>ARCA>NYSE
Adaptive
1
PO
8.5
60
22
0.55
Slip>Thresh
false
null
null
0
BATS>EDGX>IEX>ARCA>NYSE
PO
51.1
86
8.3
55
-13
-1
-12
Watchlist
null
Paused due to data glitch
X000254
2025-12-09 10:10:40
XLF
Sell
426,887
158.97
67,862,226.39
2.4
1.167
Low
22.4
39
-24.7
NASDAQ>NYSE>EDGX
VWAP
1
PO
6.5
200
12
0.46
Multi
false
null
null
0
NASDAQ>NYSE>EDGX
PO
98.7
85
0.1
284
52
-36
33
PositionLimitNear
null
Venue switch reduced impact
X000255
2025-12-18 09:52:15
T
Buy
9,144
223.7
2,045,512.8
4.7
0.076
Medium
6.6
36
15.1
NASDAQ>BATS
TWAP
1
MKT
4.2
63
32
0.44
Slip>Thresh
false
null
null
0
NASDAQ>BATS
MKT
9.2
89
0
59
22
-13
24
NoShort
null
High urgency from PM
X000256
2025-12-08 11:46:18
CVX
Sell
14,051
144.01
2,023,484.51
1.1
0.083
Ultra
3.1
30
-24.4
ARCA>NYSE
TWAP
1
MKT
1.4
64
25
0.42
LiqDrop
false
null
null
0
ARCA>NYSE
MKT
91.2
96
0
43
31
30
-34
null
PriceBand
Stable book; normal liquidity
X000257
2025-11-10 13:29:27
CVX
Buy
111,477
90.22
10,057,454.94
1.3
0.662
Low
19.3
7
14.3
ARCA>IEX>NYSE>BATS>NASDAQ
POV
2
PO
6.6
107
31
0.72
ToxicitySpike
false
null
null
0
ARCA>IEX>NYSE>BATS>NASDAQ
PO
42.4
94
4.7
98
60
-28
29
null
null
Toxic prints; widened spread
X000258
2025-12-24 12:00:26
XLE
Buy
63,003
269.31
16,967,337.93
2.5
0.226
Low
23.8
11
-2.6
IEX>NASDAQ>ARCA>BATS>EDGX
TWAP
1
IOC
7.3
82
18
0.8
Slip>Thresh
true
SlippageAboveThreshold
Pause
11
IEX>NASDAQ>ARCA>BATS>EDGX
IOC>LMT
71.6
99
24.6
10
26
-30
12
null
null
Toxic prints; widened spread
X000259
2025-12-11 11:25:35
AMZN
Buy
760
253.8
192,888
2
0.035
Medium
39.1
17
-28.9
NYSE>EDGX>BATS>ARCA
IS
5
MKT
21.2
60
34
0.76
Multi
false
null
null
0
NYSE>EDGX>BATS>ARCA
MKT
23.1
89
39.2
76
-12
-9
-2
null
null
Toxic prints; widened spread
X000260
2025-12-24 10:49:18
HD
Buy
24,879
27.68
688,650.72
1.3
0.097
Medium
13.4
16
-10.6
NYSE>NASDAQ>EDGX>ARCA
Adaptive
1
LMT
3.1
68
12
0.45
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>EDGX>ARCA
LMT
24.6
65
10.4
100
-14
-40
38
null
null
High urgency from PM
X000261
2025-12-16 15:55:35
QQQ
Sell
92,099
428.54
39,468,105.46
1
0.292
Low
19.2
30
-15.7
NYSE>EDGX
Adaptive
1
LMT
4.2
92
14
0.53
Slip>Thresh
false
null
null
0
NYSE>EDGX
LMT
24.4
95
0
141
58
-2
27
null
null
Toxic prints; widened spread
X000262
2025-11-29 09:53:30
TLT
Sell
44,439
98.26
4,366,576.14
3.3
0.163
Medium
3.2
6
30.2
BATS>EDGX>NYSE
TWAP
1
LMT
2.2
75
14
0.44
Multi
false
null
null
0
BATS>EDGX>NYSE
LMT
34
97
5.4
150
-4
12
-20
null
null
Paused due to data glitch
X000263
2025-12-01 14:42:08
INTC
Buy
1,166
254.34
296,560.44
0.8
0.056
High
22.2
34
-30.9
NYSE>ARCA>BATS
IS
5
PO
10.7
60
29
0.83
LiqDrop
false
null
null
0
NYSE>ARCA>BATS
PO
31.2
96
14.2
48
35
-17
-33
null
null
High urgency from PM
X000264
2025-11-03 12:00:39
BA
Sell
283,587
112.05
31,775,923.35
1.5
0.945
Low
24.5
6
-24.3
NYSE>IEX>EDGX
Adaptive
3
LMT
7.4
201
32
0.73
Slip>Thresh
false
null
null
0
NYSE>IEX>EDGX
LMT
55.9
93
0
172
54
8
32
null
null
High urgency from PM
X000265
2025-12-10 11:46:16
XLE
Buy
39,815
347.59
13,839,295.85
3.8
0.143
Low
23.8
18
10.5
ARCA>NYSE>IEX>NASDAQ
POV
5
MKT
14.2
85
35
0.61
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
14
ARCA>NYSE>IEX>NASDAQ
MKT>LMT
93.9
92
8.6
41
49
-40
33
Watchlist
null
Paused due to data glitch
X000266
2025-11-10 09:52:26
HYG
Sell
24,752
75.62
1,871,746.24
1.5
0.136
Medium
13.8
14
31.6
NASDAQ>NYSE>ARCA
POV
5
IOC
7.3
76
14
0.42
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>ARCA
IOC
3.5
99
0
123
48
-32
-11
PositionLimitNear
null
High urgency from PM
X000267
2025-11-25 13:44:03
PFE
Sell
51,322
188.89
9,694,212.58
1.6
0.139
Medium
17.3
7
15.6
NYSE>IEX
IS
4
IOC
8.8
89
15
0.56
Slip>Thresh
true
SlippageAboveThreshold
Cross
21
NYSE>IEX
IOC>LMT
4.5
98
15.8
76
52
12
-27
null
null
Paused due to data glitch
X000268
2025-11-12 10:52:13
V
Buy
3,902
281.95
1,100,168.9
3.9
0.051
Low
23.5
23
-33.5
NASDAQ>IEX>BATS>EDGX
TWAP
3
MKT
10.8
61
21
0.5
LiqDrop
true
LiquidityDrop
VenueSwitch
21
NASDAQ>IEX>BATS>EDGX
MKT>PO
36.9
100
17.4
118
16
-23
-25
null
null
Toxic prints; widened spread
X000269
2025-11-23 13:25:17
META
Buy
69,511
299.08
20,789,349.88
1.3
0.194
Medium
15.6
31
-18.2
IEX>EDGX
VWAP
3
LMT
5
94
27
0.75
Multi
false
null
null
0
IEX>EDGX
LMT
78.6
87
6.5
85
41
-28
20
null
PriceBand
Venue switch reduced impact
X000270
2025-12-12 11:06:28
NKE
Buy
17,522
220.77
3,868,331.94
4
0.081
Medium
6.1
11
-13.9
BATS>ARCA>IEX>NYSE>EDGX
Adaptive
2
MKT
3.9
67
17
0.47
Slip>Thresh
false
null
null
0
BATS>ARCA>IEX>NYSE>EDGX
MKT
30.7
92
10.1
88
-11
17
-12
null
null
High urgency from PM
X000271
2025-11-29 09:35:40
HD
Sell
52,559
71.8
3,773,736.2
1.9
0.204
Medium
9.2
17
-11.6
NASDAQ>ARCA>BATS>IEX
VWAP
1
LMT
2.7
78
20
0.42
LiqDrop
false
null
null
0
NASDAQ>ARCA>BATS>IEX
LMT
65.7
99
9.2
100
5
-7
1
null
Unknown
Paused due to data glitch
X000272
2025-11-24 13:37:53
XOM
Buy
14,908
263.12
3,922,592.96
3.4
0.136
Low
9.8
18
16.4
BATS>IEX>EDGX>NASDAQ
TWAP
3
MKT
5.8
67
18
0.81
LiqDrop
true
LiquidityDrop
OrderTypeChange
15
BATS>IEX>EDGX>NASDAQ
MKT>PO
7.2
90
15.1
103
20
-28
-24
null
null
Toxic prints; widened spread
X000273
2025-11-04 09:35:11
BA
Sell
24,961
175.95
4,391,887.95
1.5
0.083
Medium
19.6
32
-1
IEX>ARCA
POV
5
PO
9.3
76
27
0.5
Multi
false
null
null
0
IEX>ARCA
PO
96.3
86
14.2
37
-17
-12
-9
null
null
High urgency from PM
X000274
2025-12-20 12:00:35
PFE
Sell
23,927
265.32
6,348,311.64
2.8
0.065
Medium
20.4
36
30.7
NASDAQ>BATS>IEX>EDGX>ARCA
Adaptive
5
LMT
8.3
75
18
0.43
ToxicitySpike
false
null
null
0
NASDAQ>BATS>IEX>EDGX>ARCA
LMT
88.7
100
12.6
25
-16
-6
11
null
null
Stable book; normal liquidity
X000275
2025-12-13 10:51:07
VZ
Buy
22,941
289.36
6,638,207.76
4.1
0.196
Low
17.5
28
6
BATS>EDGX>IEX
TWAP
2
LMT
6.5
69
32
0.77
ToxicitySpike
true
ToxicitySpike
Cross
10
BATS>EDGX>IEX
LMT>IOC
97.6
93
0
8
24
-18
-22
null
null
Toxic prints; widened spread
X000276
2025-12-02 14:31:54
DIS
Buy
19,880
251.55
5,000,814
1.9
0.087
Medium
16.1
31
0.3
EDGX>BATS>ARCA
Adaptive
2
PO
5
68
13
0.82
Slip>Thresh
false
null
null
0
EDGX>BATS>ARCA
PO
52.5
91
0
107
2
-10
-6
NoShort
null
High urgency from PM
X000277
2025-12-17 10:02:47
XLP
Sell
32,074
47.5
1,523,515
3
0.111
Medium
11.9
19
32.8
NASDAQ>ARCA>IEX
TWAP
2
LMT
4.5
73
15
0.44
Multi
false
null
null
0
NASDAQ>ARCA>IEX
LMT
72.2
97
6.1
71
23
13
-22
null
null
Toxic prints; widened spread
X000278
2025-11-26 14:15:13
NFLX
Sell
9,688
231.28
2,240,640.64
3.8
0.093
Low
12.4
24
25.4
NASDAQ>EDGX>NYSE>ARCA
Adaptive
5
LMT
6.4
66
26
0.64
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>NYSE>ARCA
LMT
27.9
85
10.2
32
-18
-9
-25
null
null
Venue switch reduced impact
X000279
2025-11-19 12:42:10
V
Buy
10,796
349.84
3,776,872.64
2.8
0.141
Low
38
14
14.2
IEX>EDGX>BATS>NASDAQ>ARCA
IS
4
MKT
19.5
66
17
0.59
LiqDrop
false
null
null
0
IEX>EDGX>BATS>NASDAQ>ARCA
MKT
50.9
85
12.4
21
8
-17
-15
null
null
Stable book; normal liquidity
X000280
2025-12-11 10:55:27
BAC
Sell
40,690
68.2
2,775,058
1.8
0.111
Low
22.4
31
32.8
EDGX>BATS>ARCA
TWAP
3
LMT
7.5
80
27
0.55
Multi
false
null
null
0
EDGX>BATS>ARCA
LMT
38.5
91
8.9
114
19
5
-31
null
null
Toxic prints; widened spread
X000281
2025-11-22 09:45:14
VZ
Buy
124,139
318.94
39,592,892.66
3.1
1.062
Low
22
4
-31.5
NYSE>IEX>EDGX
POV
4
IOC
11.5
131
29
0.73
Multi
false
null
null
0
NYSE>IEX>EDGX
IOC
75.3
94
24.9
109
43
-21
-2
null
null
Paused due to data glitch
X000282
2025-12-14 13:36:13
AAPL
Sell
53,872
104.94
5,653,327.68
2.2
0.159
Low
14.5
24
21.9
NASDAQ>NYSE>ARCA>IEX>BATS
VWAP
2
LMT
4.6
82
21
0.64
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>ARCA>IEX>BATS
LMT
1.9
100
4.3
114
29
-29
13
null
null
Stable book; normal liquidity
X000283
2025-11-09 14:00:29
AMZN
Sell
556
265.45
147,590.2
2.7
0.026
Ultra
8.4
29
-33.3
NYSE>BATS
VWAP
3
LMT
3.7
60
29
0.74
Slip>Thresh
false
null
null
0
NYSE>BATS
LMT
59.3
86
7.4
56
8
21
16
PositionLimitNear
null
Toxic prints; widened spread
X000284
2025-12-24 11:39:24
BRK.B
Buy
268,986
141.04
37,937,785.44
2.1
1.223
Low
15.5
16
5.8
NYSE>EDGX>IEX>NASDAQ
IS
4
MKT
9.5
214
27
0.84
ToxicitySpike
false
null
null
0
NYSE>EDGX>IEX>NASDAQ
MKT
7.8
88
6.3
153
9
-2
-10
null
null
Venue switch reduced impact
X000285
2025-11-29 14:40:24
MSFT
Sell
48,322
205.95
9,951,915.9
3
0.256
Medium
4.2
21
-15.3
NYSE>EDGX>IEX
TWAP
1
LMT
2.3
76
28
0.63
Slip>Thresh
false
null
null
0
NYSE>EDGX>IEX
LMT
93.2
100
3
93
31
23
9
NoShort
null
Venue switch reduced impact
X000286
2025-12-25 15:10:51
XLB
Sell
88,549
110.96
9,825,397.04
2.1
0.226
Low
22.6
26
-0.8
BATS>ARCA
VWAP
2
MKT
7.8
97
21
0.54
Multi
true
MultiTrigger
OrderTypeChange
12
BATS>ARCA
MKT>PO
76
97
22.3
68
31
-31
29
Watchlist
null
Stable book; normal liquidity
X000287
2025-11-26 09:35:21
UNH
Sell
52,370
149.37
7,822,506.9
2.2
0.23
Low
12.3
14
-11.1
EDGX>ARCA>NYSE>NASDAQ
TWAP
1
LMT
3.7
78
32
0.4
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
14
EDGX>ARCA>NYSE>NASDAQ
LMT>IOC
84.2
79
0
9
15
-19
-35
null
null
Toxic prints; widened spread
X000288
2025-11-25 13:00:39
UNH
Buy
44,114
104.08
4,591,385.12
2.1
0.194
Low
11.9
18
0.2
IEX>BATS>NYSE>ARCA
VWAP
1
MKT
4.1
75
15
0.61
ToxicitySpike
true
ToxicitySpike
Pause
16
IEX>BATS>NYSE>ARCA
MKT>IOC
86.9
88
14.2
77
-11
19
-14
PositionLimitNear
null
Stable book; normal liquidity
X000289
2025-11-19 15:02:59
BRK.B
Buy
10,507
31.39
329,814.73
3
0.048
High
8.1
36
10.9
BATS>IEX>NYSE>ARCA>EDGX
Adaptive
4
MKT
4.9
66
21
0.48
LiqDrop
false
null
null
0
BATS>IEX>NYSE>ARCA>EDGX
MKT
45.1
94
15.5
106
56
-24
-9
null
null
Paused due to data glitch
X000290
2025-10-28 14:59:22
UNH
Buy
19,834
207.87
4,122,893.58
1.7
0.087
High
8.7
37
-4.9
NYSE>ARCA>BATS>NASDAQ>EDGX
IS
4
LMT
4.5
71
30
0.63
LiqDrop
false
null
null
0
NYSE>ARCA>BATS>NASDAQ>EDGX
LMT
38.8
86
0
33
34
22
15
null
null
Venue switch reduced impact
X000291
2025-10-27 12:28:40
HYG
Sell
11,392
73.53
837,653.76
2.3
0.063
Medium
23.5
7
-6
EDGX>IEX
IS
4
LMT
10.3
66
29
0.64
LiqDrop
false
null
null
0
EDGX>IEX
LMT
87.6
90
10.4
69
16
29
31
null
null
Toxic prints; widened spread
X000292
2025-11-07 12:17:41
XLE
Buy
17,560
318.72
5,596,723.2
2.3
0.063
High
8.3
16
34.6
BATS>IEX>EDGX>ARCA
VWAP
1
LMT
2.7
66
25
0.68
ToxicitySpike
false
null
null
0
BATS>IEX>EDGX>ARCA
LMT
51.9
87
9.8
103
0
4
-24
PositionLimitNear
null
Venue switch reduced impact
X000293
2025-11-09 13:33:53
VZ
Sell
2,019
276.19
557,627.61
3.5
0.017
High
24.3
14
-11.9
EDGX>ARCA>NASDAQ
VWAP
2
LMT
7.5
60
31
0.62
LiqDrop
false
null
null
0
EDGX>ARCA>NASDAQ
LMT
91.7
85
10.4
79
44
-35
-22
Watchlist
null
High urgency from PM
X000294
2025-10-27 13:47:48
XLB
Buy
65,934
322.81
21,284,154.54
2
0.168
Medium
7.6
13
1.8
NASDAQ>EDGX
VWAP
2
IOC
3.3
88
30
0.48
ToxicitySpike
false
null
null
0
NASDAQ>EDGX
IOC
23.5
100
7.6
104
12
16
24
null
null
Venue switch reduced impact
X000295
2025-12-07 11:20:42
XLF
Sell
57,363
150.77
8,648,619.51
2.7
0.157
Low
20.2
25
-23
EDGX>ARCA>NYSE>IEX
Adaptive
5
LMT
8.2
97
22
0.67
Multi
false
null
null
0
EDGX>ARCA>NYSE>IEX
LMT
44.4
94
16.1
114
-14
-39
8
null
null
Venue switch reduced impact
X000296
2025-11-04 15:29:47
T
Buy
10,282
191.84
1,972,498.88
2.6
0.086
Low
22.4
27
-34.8
BATS>EDGX>IEX
POV
5
PO
11.4
66
22
0.67
Slip>Thresh
false
null
null
0
BATS>EDGX>IEX
PO
36.5
100
9.9
10
16
0
-35
null
null
High urgency from PM
X000297
2025-11-25 09:57:58
GOOGL
Buy
86,809
132.76
11,524,762.84
1.6
0.259
Low
23.5
13
-21.2
EDGX>NYSE
IS
4
MKT
12
109
27
0.66
ToxicitySpike
false
null
null
0
EDGX>NYSE
MKT
21.9
92
2.9
129
37
9
27
null
null
High urgency from PM
X000298
2025-11-09 09:35:38
JNJ
Buy
30,155
201.29
6,069,899.95
3.3
0.111
Low
21
30
-9.8
NYSE>ARCA>NASDAQ>EDGX>BATS
VWAP
2
PO
7.3
72
30
0.84
Multi
false
null
null
0
NYSE>ARCA>NASDAQ>EDGX>BATS
PO
83.1
86
8.3
84
24
0
26
null
null
High urgency from PM
X000299
2025-12-22 10:33:13
WMT
Sell
78,671
336.46
26,469,644.66
4.5
0.242
Low
21
21
27.3
BATS>NASDAQ>NYSE>EDGX>IEX
POV
5
IOC
13
111
27
0.57
Slip>Thresh
false
null
null
0
BATS>NASDAQ>NYSE>EDGX>IEX
IOC
37
95
23.2
34
-12
-37
-16
null
null
Paused due to data glitch
X000300
2025-12-05 15:13:15
NKE
Buy
25,721
176.09
4,529,210.89
2
0.12
Medium
16.5
28
-16.5
NASDAQ>NYSE
IS
4
MKT
9.2
74
24
0.85
ToxicitySpike
false
null
null
0
NASDAQ>NYSE
MKT
14.8
92
14.8
42
55
-1
-10
null
null
Toxic prints; widened spread