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
X002001
2025-11-20 10:55:30
MSFT
Sell
18,877
176.89
3,339,152.53
2.8
0.1
Medium
6.9
13
-33
EDGX>ARCA>NYSE>IEX>BATS
POV
5
LMT
4.7
72
25
0.78
Multi
false
null
null
0
EDGX>ARCA>NYSE>IEX>BATS
LMT
56.7
93
14.7
133
1
28
27
null
null
Venue switch reduced impact
X002002
2025-11-12 15:11:01
V
Sell
19,604
262.24
5,140,952.96
4.4
0.255
Low
16
14
30.3
EDGX>BATS>NYSE>ARCA
VWAP
3
IOC
7.9
69
16
0.74
ToxicitySpike
false
null
null
0
EDGX>BATS>NYSE>ARCA
IOC
80.9
95
8.5
49
-20
2
23
null
null
Venue switch reduced impact
X002003
2025-11-01 13:30:02
XLB
Sell
73,202
159.82
11,699,143.64
2.4
0.187
High
3.6
22
13
ARCA>NASDAQ>NYSE
VWAP
1
LMT
1.8
85
21
0.69
Multi
false
null
null
0
ARCA>NASDAQ>NYSE
LMT
98
94
2.4
38
11
4
-9
null
null
Stable book; normal liquidity
X002004
2025-12-26 13:41:00
XLB
Buy
130,813
53.35
6,978,873.55
2.2
0.333
Low
8.4
38
30.8
BATS>NYSE>EDGX>IEX
IS
4
MKT
5.9
135
33
0.78
Slip>Thresh
true
SlippageAboveThreshold
Pause
15
BATS>NYSE>EDGX>IEX
MKT>IOC
35.1
95
32
73
-12
-29
5
null
null
High urgency from PM
X002005
2025-11-07 14:25:07
BRK.B
Sell
6,590
145.64
959,767.6
2.1
0.03
High
18.2
39
-30.8
IEX>EDGX>ARCA
TWAP
2
MKT
6.8
62
24
0.78
Multi
false
null
null
0
IEX>EDGX>ARCA
MKT
23.4
86
10.9
54
14
-30
28
null
null
Stable book; normal liquidity
X002006
2025-11-02 15:55:06
HYG
Sell
11,753
74.98
881,239.94
1.9
0.064
High
8.4
39
-17.9
NASDAQ>EDGX>ARCA>NYSE>BATS
TWAP
1
IOC
3.1
64
12
0.72
Multi
false
null
null
0
NASDAQ>EDGX>ARCA>NYSE>BATS
IOC
6.4
96
0
10
-10
-38
31
NoShort
null
High urgency from PM
X002007
2025-11-15 14:15:46
GOOGL
Sell
25,372
196.39
4,982,807.08
1.2
0.076
High
14.6
5
-7.3
NASDAQ>NYSE>BATS>EDGX>ARCA
TWAP
1
PO
4.1
68
30
0.64
Multi
false
null
null
0
NASDAQ>NYSE>BATS>EDGX>ARCA
PO
84
91
7.6
78
-2
2
20
PositionLimitNear
null
Stable book; normal liquidity
X002008
2025-11-30 13:16:12
HD
Buy
6,153
312.94
1,925,519.82
2.1
0.024
High
17.2
18
-30.5
EDGX>NYSE
TWAP
1
MKT
5.6
62
29
0.53
Multi
false
null
null
0
EDGX>NYSE
MKT
1.7
90
10.5
87
27
5
23
PositionLimitNear
null
Stable book; normal liquidity
X002009
2025-12-26 13:44:33
CVX
Buy
28,368
313.01
8,879,467.68
1
0.168
High
7.7
19
-29.2
ARCA>NASDAQ>IEX
Adaptive
1
LMT
1.9
69
19
0.52
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>IEX
LMT
23.9
90
0.9
52
-13
-15
-35
PositionLimitNear
Unknown
Venue switch reduced impact
X002010
2025-12-24 14:52:15
MSFT
Sell
58,635
70.68
4,144,321.8
3.6
0.311
Low
13.7
9
14.6
NYSE>ARCA>EDGX>NASDAQ>IEX
TWAP
1
LMT
4.6
80
32
0.46
ToxicitySpike
false
null
null
0
NYSE>ARCA>EDGX>NASDAQ>IEX
LMT
29.4
89
6.2
11
-15
-31
32
NoShort
null
High urgency from PM
X002011
2025-12-05 12:58:04
DIS
Buy
33,635
35.27
1,186,306.45
1.2
0.147
Medium
22.1
39
-26.8
ARCA>BATS>IEX>NYSE>NASDAQ
TWAP
3
MKT
8.5
76
18
0.57
Multi
false
null
null
0
ARCA>BATS>IEX>NYSE>NASDAQ
MKT
16.5
86
3.1
86
0
-16
29
null
null
Toxic prints; widened spread
X002012
2025-11-11 11:00:03
XLV
Buy
91,358
184.05
16,814,439.9
1.9
0.256
Medium
5.9
13
-12.6
NASDAQ>IEX>EDGX>ARCA>BATS
TWAP
3
LMT
2.9
105
35
0.74
ToxicitySpike
false
null
null
0
NASDAQ>IEX>EDGX>ARCA>BATS
LMT
45.9
97
0
99
-10
-18
-40
null
null
Venue switch reduced impact
X002013
2025-12-24 14:41:49
VZ
Buy
37,801
237.15
8,964,507.15
4.1
0.323
Low
10.1
25
32.1
NASDAQ>NYSE>BATS>ARCA>IEX
IS
4
MKT
8.3
81
13
0.78
Multi
false
null
null
0
NASDAQ>NYSE>BATS>ARCA>IEX
MKT
60.9
86
0
105
7
1
-33
Watchlist
null
Stable book; normal liquidity
X002014
2025-11-16 12:34:28
XOM
Sell
9,997
316.66
3,165,650.02
3.7
0.091
Medium
11.5
25
9.5
NYSE>NASDAQ>BATS>ARCA>IEX
Adaptive
5
IOC
7
66
24
0.78
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>BATS>ARCA>IEX
IOC
55.3
89
8.2
10
-7
9
15
NoShort
null
Venue switch reduced impact
X002015
2025-12-07 15:08:09
BAC
Buy
26,821
185.51
4,975,563.71
1.9
0.073
Medium
19.4
5
29.2
EDGX>NASDAQ>NYSE
TWAP
3
LMT
6.6
73
34
0.71
Multi
false
null
null
0
EDGX>NASDAQ>NYSE
LMT
15.8
85
5.5
154
29
-2
18
Watchlist
null
Toxic prints; widened spread
X002016
2025-12-10 13:11:55
PFE
Buy
72,638
160.67
11,670,747.46
3.2
0.197
Low
17.9
31
-33.8
IEX>BATS>ARCA>NASDAQ>EDGX
TWAP
3
MKT
8.5
96
20
0.59
LiqDrop
false
null
null
0
IEX>BATS>ARCA>NASDAQ>EDGX
MKT
22.4
91
8.9
27
43
-20
14
null
null
Venue switch reduced impact
X002017
2025-12-04 09:41:18
QQQ
Sell
22,004
402.42
8,854,849.68
1
0.07
High
14.7
25
-19.5
NASDAQ>IEX>NYSE
Adaptive
1
MKT
4
67
27
0.73
Slip>Thresh
false
null
null
0
NASDAQ>IEX>NYSE
MKT
17.7
93
0
80
19
-33
-35
null
null
Stable book; normal liquidity
X002018
2025-12-01 11:13:47
BRK.B
Sell
63,349
312.04
19,767,421.96
2.2
0.288
Low
11.7
35
32.5
NYSE>IEX>NASDAQ
VWAP
3
MKT
5.4
91
28
0.76
ToxicitySpike
false
null
null
0
NYSE>IEX>NASDAQ
MKT
38.6
95
0
10
15
-12
-18
null
null
Toxic prints; widened spread
X002019
2025-11-23 11:16:33
XLK
Sell
71,437
236.38
16,886,278.06
1.6
0.2
Low
16.7
36
-12.6
ARCA>BATS
IS
5
LMT
8.2
106
32
0.47
Multi
false
null
null
0
ARCA>BATS
LMT
67.3
94
5.8
152
51
14
-12
null
null
Toxic prints; widened spread
X002020
2025-11-01 10:21:49
MSFT
Sell
9,532
267.1
2,545,997.2
2.1
0.051
Medium
19.4
27
-26.2
BATS>EDGX>ARCA>NASDAQ
Adaptive
4
LMT
6.8
65
22
0.59
Slip>Thresh
false
null
null
0
BATS>EDGX>ARCA>NASDAQ
LMT
27.8
94
17.5
67
-15
1
32
Watchlist
VenueReject
Toxic prints; widened spread
X002021
2025-12-01 10:36:40
TSLA
Sell
9,587
70.41
675,020.67
1.3
0.03
Ultra
18
21
14.1
NYSE>NASDAQ>IEX>EDGX
Adaptive
4
MKT
7.2
65
24
0.65
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>IEX>EDGX
MKT
72.6
99
5.4
39
-10
-13
15
Watchlist
null
Venue switch reduced impact
X002022
2025-11-10 12:42:14
XLI
Buy
3,544
100.33
355,569.52
2.1
0.162
Low
26.4
36
-30.7
NYSE>IEX
Adaptive
3
MKT
9.6
61
35
0.57
LiqDrop
false
null
null
0
NYSE>IEX
MKT
96.3
100
16.9
11
23
30
-18
null
null
Toxic prints; widened spread
X002023
2025-11-07 12:29:47
AMD
Sell
7,162
180.39
1,291,953.18
1.5
0.2
Low
14.1
5
-6.6
NYSE>BATS
TWAP
2
LMT
4.4
63
28
0.71
ToxicitySpike
false
null
null
0
NYSE>BATS
LMT
34.6
94
12.7
10
41
27
-35
null
null
Venue switch reduced impact
X002024
2025-12-14 14:16:35
HD
Buy
13,976
225.12
3,146,277.12
1.7
0.054
High
17
39
-6.2
ARCA>IEX
VWAP
3
IOC
6.4
66
18
0.41
Multi
false
null
null
0
ARCA>IEX
IOC
44.4
89
10.3
72
42
-5
7
null
null
Paused due to data glitch
X002025
2025-11-21 15:28:49
XLY
Sell
29,965
78.57
2,354,350.05
1.3
0.125
Ultra
4.4
7
-0.2
NASDAQ>IEX>EDGX
VWAP
2
LMT
1.7
72
20
0.72
Slip>Thresh
false
null
null
0
NASDAQ>IEX>EDGX
LMT
73.9
90
0
97
36
-25
36
null
null
Paused due to data glitch
X002026
2025-12-14 13:57:23
MA
Sell
23,856
237.44
5,664,368.64
1.4
0.102
Medium
17.4
12
23.5
IEX>ARCA>BATS
VWAP
1
LMT
4.2
68
18
0.65
ToxicitySpike
false
null
null
0
IEX>ARCA>BATS
LMT
57.7
98
10.7
55
29
-27
-14
null
null
Venue switch reduced impact
X002027
2025-11-02 09:35:08
AAPL
Buy
28,199
181.71
5,124,040.29
1.7
0.083
Ultra
5.4
37
22.4
NASDAQ>ARCA>IEX>BATS>EDGX
VWAP
2
LMT
2.1
71
24
0.46
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>IEX>BATS>EDGX
LMT
36.3
93
2.4
52
44
-18
-32
NoShort
null
Toxic prints; widened spread
X002028
2025-12-26 09:35:59
XLK
Buy
15,410
271.65
4,186,126.5
1.2
0.043
High
22.8
5
-21.1
BATS>IEX>NASDAQ
TWAP
3
LMT
7.2
67
30
0.61
Multi
false
null
null
0
BATS>IEX>NASDAQ
LMT
26.3
86
12.3
29
23
30
-36
null
null
Toxic prints; widened spread
X002029
2025-11-21 13:03:52
CVX
Buy
19,735
203.79
4,021,795.65
1.1
0.117
Medium
20.9
39
-1.4
IEX>EDGX>ARCA
VWAP
2
IOC
6.4
68
31
0.4
Slip>Thresh
false
null
null
0
IEX>EDGX>ARCA
IOC
93.5
97
5.4
58
10
24
-32
null
null
Paused due to data glitch
X002030
2025-11-28 14:27:43
HD
Buy
81,865
54
4,420,710
2.7
0.318
Low
22.5
7
17.7
EDGX>IEX>NASDAQ
POV
4
LMT
9.5
107
33
0.6
LiqDrop
false
null
null
0
EDGX>IEX>NASDAQ
LMT
14.5
86
13.5
136
50
-29
-25
null
null
Toxic prints; widened spread
X002031
2025-11-15 13:46:48
XLF
Sell
18,704
98.66
1,845,336.64
3.4
0.051
Medium
11.1
35
-27.2
NASDAQ>BATS>NYSE>IEX>ARCA
VWAP
1
LMT
3.7
66
25
0.56
ToxicitySpike
false
null
null
0
NASDAQ>BATS>NYSE>IEX>ARCA
LMT
20.2
99
0.8
94
-13
-25
4
null
Unknown
Stable book; normal liquidity
X002032
2025-12-18 15:42:42
XLK
Buy
42,930
315.13
13,528,530.9
1
0.12
Medium
15.6
24
29.9
ARCA>NASDAQ>NYSE>EDGX>BATS
VWAP
3
MKT
5.8
81
15
0.57
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>NYSE>EDGX>BATS
MKT
29.8
99
3.9
10
48
7
35
null
null
Paused due to data glitch
X002033
2025-11-14 13:07:00
PFE
Sell
56,447
314.39
17,746,372.33
2.6
0.153
Medium
8.4
32
18.9
NYSE>BATS>IEX>EDGX
VWAP
3
MKT
4.5
88
32
0.61
LiqDrop
false
null
null
0
NYSE>BATS>IEX>EDGX
MKT
99
93
0
120
31
-19
27
null
null
Stable book; normal liquidity
X002034
2025-12-21 13:06:32
NFLX
Sell
20,583
121.31
2,496,923.73
3.3
0.197
Low
8.5
33
26.2
IEX>EDGX>NASDAQ>BATS>NYSE
Adaptive
2
LMT
3.5
68
12
0.45
Slip>Thresh
false
null
null
0
IEX>EDGX>NASDAQ>BATS>NYSE
LMT
50.7
86
4.2
10
14
-11
-40
null
null
Paused due to data glitch
X002035
2025-11-13 10:17:40
T
Buy
16,784
106.64
1,789,845.76
2.9
0.14
High
3.7
19
-19.1
NYSE>NASDAQ>ARCA>IEX>EDGX
VWAP
1
MKT
2.4
65
24
0.46
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>ARCA>IEX>EDGX
MKT
57.7
98
0
60
-11
-22
3
Watchlist
null
Stable book; normal liquidity
X002036
2025-12-14 14:13:42
BRK.B
Buy
44,754
265.79
11,895,165.66
1.7
0.203
Low
23.5
5
-14.5
BATS>IEX>ARCA
VWAP
3
LMT
7.4
82
32
0.83
Slip>Thresh
false
null
null
0
BATS>IEX>ARCA
LMT
39.5
82
3
16
34
11
22
NoShort
null
Paused due to data glitch
X002037
2025-12-10 11:06:12
XLP
Sell
114,311
129.32
14,782,698.52
3.2
0.395
Low
8.2
3
15
NASDAQ>IEX
Adaptive
1
LMT
2.9
100
12
0.4
LiqDrop
false
null
null
0
NASDAQ>IEX
LMT
22.5
99
4.7
146
17
-20
-38
null
null
Venue switch reduced impact
X002038
2025-11-02 12:21:13
NKE
Buy
28,323
91.88
2,602,317.24
2.1
0.132
Low
21.3
16
26.8
ARCA>NYSE>NASDAQ
TWAP
2
MKT
7.8
72
27
0.51
ToxicitySpike
false
null
null
0
ARCA>NYSE>NASDAQ
MKT
77.5
99
3.3
65
52
-1
-27
PositionLimitNear
null
Venue switch reduced impact
X002039
2025-12-08 15:32:03
XLP
Buy
17,896
253.52
4,536,993.92
2.1
0.062
Ultra
5.1
18
-19.7
NYSE>IEX>EDGX>BATS
Adaptive
2
LMT
2.1
67
31
0.8
ToxicitySpike
true
ToxicitySpike
VenueSwitch
11
NYSE>IEX>EDGX>BATS
LMT>PO
95.9
92
0.6
55
4
-17
1
null
null
Venue switch reduced impact
X002040
2025-11-07 15:45:28
HD
Sell
117,391
56.83
6,671,330.53
2.9
0.455
Low
6.9
13
-32.9
NASDAQ>NYSE>IEX>BATS
POV
5
MKT
6
136
14
0.79
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>IEX>BATS
MKT
20.8
88
0
94
-7
11
8
null
null
High urgency from PM
X002041
2025-11-08 15:37:48
QQQ
Buy
11,800
404.71
4,775,578
0.6
0.037
Ultra
20.5
20
-11.7
NYSE>ARCA
Adaptive
3
IOC
6.5
65
32
0.46
LiqDrop
false
null
null
0
NYSE>ARCA
IOC
55.8
98
2.5
59
29
20
17
null
null
Venue switch reduced impact
X002042
2025-11-17 11:34:53
CVX
Sell
95,036
250.68
23,823,624.48
1.5
0.564
Low
10.9
13
12
BATS>NASDAQ>NYSE>EDGX
VWAP
3
LMT
4
107
33
0.78
LiqDrop
false
null
null
0
BATS>NASDAQ>NYSE>EDGX
LMT
50.6
99
0
109
28
26
40
null
null
Venue switch reduced impact
X002043
2025-10-30 09:35:35
KO
Buy
11,190
213.79
2,392,310.1
2.9
0.278
Low
26.2
24
20.3
IEX>ARCA
TWAP
1
IOC
8.1
63
32
0.79
ToxicitySpike
false
null
null
0
IEX>ARCA
IOC
52.4
97
12.9
56
28
-14
21
null
null
Paused due to data glitch
X002044
2025-11-20 15:03:39
AMD
Sell
2,476
218.58
541,204.08
1.6
0.069
Medium
17.1
19
2.2
NYSE>ARCA>EDGX
TWAP
2
LMT
5.1
61
20
0.4
ToxicitySpike
true
ToxicitySpike
VenueSwitch
10
NYSE>ARCA>EDGX
LMT>MKT
89.1
86
16
37
30
22
-13
null
null
High urgency from PM
X002045
2025-12-16 13:01:38
NVDA
Buy
6,687
324.64
2,170,867.68
1.5
0.173
Low
22
5
19.7
BATS>NYSE>NASDAQ>IEX>ARCA
Adaptive
2
MKT
6.9
62
17
0.7
Slip>Thresh
false
null
null
0
BATS>NYSE>NASDAQ>IEX>ARCA
MKT
9.2
91
10.2
115
44
-6
22
null
null
High urgency from PM
X002046
2025-12-07 10:20:34
XLF
Buy
197,634
175.11
34,607,689.74
3.5
0.54
Low
10.5
34
-19.9
IEX>BATS>NYSE>EDGX>NASDAQ
POV
1
MKT
5
129
18
0.76
ToxicitySpike
false
null
null
0
IEX>BATS>NYSE>EDGX>NASDAQ
MKT
39.1
98
12.4
163
37
-31
-8
Watchlist
null
Toxic prints; widened spread
X002047
2025-12-20 15:37:05
AMZN
Sell
1,703
168.26
286,546.78
1.9
0.078
Low
27.8
26
-27.8
EDGX>NYSE
Adaptive
4
MKT
11
60
33
0.41
LiqDrop
false
null
null
0
EDGX>NYSE
MKT
36.2
90
1.3
113
42
16
13
null
null
Toxic prints; widened spread
X002048
2025-11-02 14:48:07
NVDA
Buy
4,990
238.38
1,189,516.2
1.4
0.129
Low
35.1
12
-16.7
NYSE>EDGX>BATS
IS
4
LMT
14
62
26
0.71
ToxicitySpike
false
null
null
0
NYSE>EDGX>BATS
LMT
43.6
85
14.1
77
-17
-26
10
null
Unknown
Paused due to data glitch
X002049
2025-11-21 10:21:17
XOM
Sell
15,520
336.51
5,222,635.2
4.3
0.142
Low
19.3
3
12
IEX>NASDAQ>BATS>ARCA
IS
5
LMT
11.4
70
30
0.72
Multi
false
null
null
0
IEX>NASDAQ>BATS>ARCA
LMT
87.7
88
10.9
95
18
-19
38
null
null
High urgency from PM
X002050
2025-11-22 09:35:40
CVX
Sell
41,704
37.54
1,565,568.16
1
0.248
Low
24.9
12
-13.8
BATS>ARCA>IEX>EDGX
TWAP
1
MKT
7.1
74
14
0.48
LiqDrop
false
null
null
0
BATS>ARCA>IEX>EDGX
MKT
87.6
91
12.2
153
-4
-17
3
PositionLimitNear
null
Venue switch reduced impact
X002051
2025-12-04 12:26:31
XLB
Buy
25,924
47.04
1,219,464.96
2
0.066
Ultra
6.1
17
-30.9
NASDAQ>EDGX>IEX
VWAP
1
LMT
2.1
69
31
0.44
Multi
false
null
null
0
NASDAQ>EDGX>IEX
LMT
8.8
99
3.1
58
-16
-21
39
null
null
Stable book; normal liquidity
X002052
2025-12-13 14:13:05
AAPL
Buy
19,805
149.05
2,951,935.25
1.5
0.058
High
14.8
39
-0
EDGX>ARCA
IS
5
LMT
7.3
72
29
0.8
Slip>Thresh
false
null
null
0
EDGX>ARCA
LMT
12.7
87
2.5
33
7
-20
16
null
null
Paused due to data glitch
X002053
2025-12-16 10:14:15
IEF
Sell
62,710
101.5
6,365,065
3.6
0.238
Low
15
25
-34.4
NYSE>IEX>NASDAQ>ARCA>EDGX
TWAP
2
LMT
5.6
86
15
0.75
LiqDrop
false
null
null
0
NYSE>IEX>NASDAQ>ARCA>EDGX
LMT
9.1
88
1.3
81
6
12
31
null
null
High urgency from PM
X002054
2025-12-05 13:12:09
QQQ
Sell
73,667
428.43
31,561,152.81
1
0.234
Medium
8.8
36
-5.9
NASDAQ>BATS>EDGX>ARCA>NYSE
VWAP
2
LMT
2.6
91
22
0.66
Multi
false
null
null
0
NASDAQ>BATS>EDGX>ARCA>NYSE
LMT
53.3
94
8.9
76
44
-4
22
null
null
High urgency from PM
X002055
2025-12-07 13:52:17
XLI
Buy
1,488
347.64
517,288.32
3.7
0.068
Low
37.2
24
-11
EDGX>NYSE
TWAP
2
LMT
11.2
60
32
0.43
LiqDrop
false
null
null
0
EDGX>NYSE
LMT
51.6
96
0
30
21
-12
-4
null
null
High urgency from PM
X002056
2025-10-28 09:35:39
XLY
Buy
19,205
213.91
4,108,141.55
1.6
0.08
Ultra
4.9
13
22.5
NASDAQ>NYSE>ARCA
IS
5
LMT
3.3
72
18
0.46
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>ARCA
LMT
26
95
7
84
7
-20
20
Watchlist
null
Paused due to data glitch
X002057
2025-12-10 10:16:51
AMZN
Sell
4,289
45.99
197,251.11
1.8
0.197
Low
39
27
1.1
BATS>NYSE>IEX>EDGX>ARCA
TWAP
1
LMT
9.3
61
33
0.75
LiqDrop
false
null
null
0
BATS>NYSE>IEX>EDGX>ARCA
LMT
85.5
99
6.8
29
-9
-18
-26
null
null
Stable book; normal liquidity
X002058
2025-11-23 15:00:00
XLY
Buy
13,302
127.4
1,694,674.8
1.6
0.055
Medium
22.4
18
-29.5
BATS>IEX>NASDAQ>NYSE
TWAP
3
IOC
8.5
66
25
0.7
Multi
false
null
null
0
BATS>IEX>NASDAQ>NYSE
IOC
55.5
100
9.7
10
57
-40
-39
null
null
Stable book; normal liquidity
X002059
2025-12-16 09:35:01
MA
Buy
104,788
260.96
27,345,476.48
1
0.446
Low
17.6
22
29.2
BATS>NYSE
POV
5
LMT
7.5
128
20
0.73
Multi
false
null
null
0
BATS>NYSE
LMT
66.2
86
0
86
46
22
26
null
null
Paused due to data glitch
X002060
2025-11-02 13:22:00
XLK
Buy
36,344
24.98
907,873.12
1.1
0.102
High
12.4
36
28.3
ARCA>IEX>EDGX>BATS>NASDAQ
IS
5
MKT
7.2
83
27
0.46
LiqDrop
false
null
null
0
ARCA>IEX>EDGX>BATS>NASDAQ
MKT
58.1
93
15.2
80
-15
-38
-36
null
null
Paused due to data glitch
X002061
2025-11-11 10:46:29
IEF
Sell
30,202
96.32
2,909,056.64
1.7
0.115
Medium
20
7
9.8
NASDAQ>BATS>EDGX>IEX
TWAP
3
LMT
6.7
75
22
0.72
Multi
false
null
null
0
NASDAQ>BATS>EDGX>IEX
LMT
39.8
96
8.8
15
21
22
-12
NoShort
null
High urgency from PM
X002062
2025-12-05 10:51:43
AMZN
Buy
2,385
209.15
498,822.75
2.3
0.11
Low
37.9
3
-16.6
BATS>EDGX>NYSE>NASDAQ>IEX
Adaptive
4
MKT
14.8
61
23
0.5
Slip>Thresh
true
SlippageAboveThreshold
AlgoSwitch
12
BATS>EDGX>NYSE>NASDAQ>IEX
MKT>PO
9
86
22
9
0
11
-7
Watchlist
null
High urgency from PM
X002063
2025-11-24 15:33:43
XLE
Buy
43,072
178.55
7,690,505.6
3.4
0.155
Low
18.4
34
-26.1
IEX>EDGX>NASDAQ>ARCA>BATS
IS
5
MKT
12.5
87
17
0.57
Multi
false
null
null
0
IEX>EDGX>NASDAQ>ARCA>BATS
MKT
67
95
5.2
10
-20
16
-35
null
VenueReject
Paused due to data glitch
X002064
2025-12-11 12:50:09
TSLA
Buy
36,842
37.96
1,398,522.32
2
0.115
Medium
11.8
37
-18.8
EDGX>ARCA>BATS>NASDAQ
VWAP
2
PO
4.2
75
34
0.75
ToxicitySpike
false
null
null
0
EDGX>ARCA>BATS>NASDAQ
PO
51.2
98
0
90
51
22
23
Watchlist
null
High urgency from PM
X002065
2025-12-15 11:16:45
DIS
Buy
20,996
116.99
2,456,322.04
1.4
0.092
Medium
14.6
20
-32.9
NASDAQ>BATS
POV
4
LMT
5.9
72
34
0.53
LiqDrop
false
null
null
0
NASDAQ>BATS
LMT
0.6
96
0
83
4
-36
0
null
null
Venue switch reduced impact
X002066
2025-11-16 10:53:46
XLY
Buy
112,169
75.08
8,421,648.52
2
0.468
Low
13.4
24
15.3
EDGX>IEX
TWAP
2
LMT
4.5
107
14
0.54
Slip>Thresh
false
null
null
0
EDGX>IEX
LMT
1
89
5.2
56
50
-20
-1
null
null
Paused due to data glitch
X002067
2025-12-18 11:53:26
PFE
Buy
33,759
104.43
3,525,452.37
1.5
0.092
High
7.6
27
-5.2
EDGX>BATS>IEX>ARCA
VWAP
1
IOC
2.6
71
17
0.67
Slip>Thresh
false
null
null
0
EDGX>BATS>IEX>ARCA
IOC
74.3
94
3.2
154
9
29
9
null
null
Toxic prints; widened spread
X002068
2025-12-14 11:19:50
GOOGL
Sell
24,633
145.77
3,590,752.41
1.2
0.073
Ultra
8.1
5
32.4
IEX>BATS>ARCA
Adaptive
2
PO
2.6
70
20
0.61
Multi
false
null
null
0
IEX>BATS>ARCA
PO
80.2
89
0.1
17
46
28
34
null
null
Venue switch reduced impact
X002069
2025-12-14 11:17:12
META
Buy
29,326
221.99
6,510,078.74
1.5
0.082
Ultra
6.2
25
-3.6
NYSE>IEX
POV
4
IOC
3.6
76
34
0.44
ToxicitySpike
false
null
null
0
NYSE>IEX
IOC
64.9
92
6
85
-19
-8
-30
Watchlist
null
Venue switch reduced impact
X002070
2025-11-27 12:44:19
NVDA
Buy
4,619
286.79
1,324,683.01
1.4
0.12
Medium
19.4
32
21.5
NYSE>BATS>NASDAQ>ARCA>EDGX
VWAP
3
MKT
7.3
62
31
0.48
Multi
false
null
null
0
NYSE>BATS>NASDAQ>ARCA>EDGX
MKT
78.9
89
0
10
-2
25
20
null
null
Toxic prints; widened spread
X002071
2025-12-13 15:51:12
LQD
Buy
5,954
117.46
699,356.84
1
0.029
Ultra
22.3
26
-1.2
NASDAQ>IEX>NYSE
TWAP
2
MKT
7.4
62
13
0.85
LiqDrop
false
null
null
0
NASDAQ>IEX>NYSE
MKT
79.6
90
8.3
70
47
-28
5
PositionLimitNear
null
Venue switch reduced impact
X002072
2025-12-24 15:10:56
SPY
Sell
88,485
496.86
43,964,657.1
0.9
0.12
Ultra
6.3
20
8.7
ARCA>IEX>NYSE
VWAP
2
LMT
2
97
27
0.81
Slip>Thresh
false
null
null
0
ARCA>IEX>NYSE
LMT
62.3
100
3.1
125
-13
-38
19
PositionLimitNear
null
Stable book; normal liquidity
X002073
2025-11-06 12:12:03
JPM
Buy
6,517
165.33
1,077,455.61
4.6
0.161
Low
14.7
17
-28.5
ARCA>NASDAQ>IEX>BATS
IS
5
LMT
9.8
64
18
0.81
LiqDrop
false
null
null
0
ARCA>NASDAQ>IEX>BATS
LMT
89.6
96
9.3
29
41
11
-29
null
null
Paused due to data glitch
X002074
2025-11-13 09:35:47
XLV
Sell
43,995
61.47
2,704,372.65
1.9
0.123
Medium
16.8
12
19.3
NASDAQ>ARCA>NYSE
VWAP
1
PO
4.7
75
13
0.69
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>NYSE
PO
1.3
86
14
105
32
-1
-12
null
null
Paused due to data glitch
X002075
2025-10-30 10:17:30
WMT
Buy
56,753
346.08
19,641,078.24
3.4
0.175
Low
19
12
0.8
EDGX>NASDAQ>NYSE>ARCA
POV
5
MKT
11.7
96
12
0.44
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>NYSE>ARCA
MKT
30.4
86
10.5
75
-1
-24
-31
Watchlist
null
Stable book; normal liquidity
X002076
2025-11-21 10:20:44
NFLX
Buy
15,023
186.82
2,806,596.86
3.6
0.144
Low
10.7
11
11.6
NYSE>EDGX
Adaptive
4
PO
5.7
68
23
0.42
ToxicitySpike
true
ToxicitySpike
Pause
15
NYSE>EDGX
PO>MKT
98.8
92
0
76
36
19
-14
null
null
Stable book; normal liquidity
X002077
2025-11-13 15:09:12
AMZN
Buy
4,536
69.3
314,344.8
2.9
0.208
Low
32.6
28
-15.5
NASDAQ>IEX>NYSE>BATS
POV
4
LMT
13
62
27
0.72
ToxicitySpike
false
null
null
0
NASDAQ>IEX>NYSE>BATS
LMT
36
95
19.3
10
27
2
7
null
null
Stable book; normal liquidity
X002078
2025-11-18 13:15:27
MA
Buy
106,460
298.96
31,827,281.6
1.5
0.453
Low
9.6
17
-8.6
BATS>NASDAQ>NYSE>IEX
Adaptive
4
MKT
4.6
121
15
0.56
Slip>Thresh
false
null
null
0
BATS>NASDAQ>NYSE>IEX
MKT
63.6
94
0
131
19
-22
-3
PositionLimitNear
null
Toxic prints; widened spread
X002079
2025-11-08 09:35:29
XLE
Buy
6,881
161.08
1,108,391.48
2.3
0.025
High
23.8
22
-30.2
BATS>IEX>NASDAQ>ARCA>EDGX
POV
5
PO
11.7
64
21
0.54
ToxicitySpike
false
null
null
0
BATS>IEX>NASDAQ>ARCA>EDGX
PO
33.9
90
8.7
67
1
10
6
null
null
Venue switch reduced impact
X002080
2025-11-17 09:35:42
DIS
Sell
58,345
129.81
7,573,764.45
1.6
0.255
High
3.9
16
28.2
BATS>NYSE>IEX>EDGX
POV
5
LMT
2.8
97
31
0.5
LiqDrop
false
null
null
0
BATS>NYSE>IEX>EDGX
LMT
30.3
97
0
149
25
18
-12
null
null
Venue switch reduced impact
X002081
2025-12-19 11:40:18
META
Buy
52,909
270.83
14,329,344.47
0.9
0.147
Medium
18.5
20
-1.5
ARCA>NYSE>NASDAQ>EDGX>IEX
TWAP
1
MKT
5.4
78
19
0.66
Multi
false
null
null
0
ARCA>NYSE>NASDAQ>EDGX>IEX
MKT
20.7
86
3.3
64
-9
21
40
PositionLimitNear
null
Stable book; normal liquidity
X002082
2025-11-23 12:39:31
META
Sell
17,461
319.39
5,576,868.79
0.8
0.049
Ultra
4.4
17
-29.5
ARCA>IEX>EDGX
POV
4
LMT
2
70
35
0.57
Multi
false
null
null
0
ARCA>IEX>EDGX
LMT
17.3
86
0
54
-4
18
-38
null
null
High urgency from PM
X002083
2025-11-29 09:35:15
XLI
Sell
2,030
45.06
91,471.8
2.7
0.093
Low
29.3
37
11.9
NYSE>NASDAQ
TWAP
1
LMT
7.5
60
21
0.74
Slip>Thresh
false
null
null
0
NYSE>NASDAQ
LMT
54.6
94
0
165
12
-7
2
null
null
Paused due to data glitch
X002084
2025-12-05 09:35:47
XLP
Sell
7,811
54.65
426,871.15
3
0.027
Ultra
7.6
22
-13
NASDAQ>EDGX
Adaptive
4
MKT
4.7
64
29
0.57
LiqDrop
false
null
null
0
NASDAQ>EDGX
MKT
13.2
97
0
48
51
1
35
Watchlist
null
Toxic prints; widened spread
X002085
2025-11-27 13:38:34
SPY
Sell
45,707
464.68
21,239,128.76
1.6
0.062
Ultra
8.2
19
-9.3
NYSE>ARCA>IEX>BATS>EDGX
IS
5
LMT
4.7
89
24
0.83
Slip>Thresh
false
null
null
0
NYSE>ARCA>IEX>BATS>EDGX
LMT
99.6
88
9.6
73
-4
-26
-28
NoShort
null
Venue switch reduced impact
X002086
2025-12-14 10:40:00
PFE
Sell
8,970
137.04
1,229,248.8
2.7
0.024
High
23.2
29
-9.7
ARCA>EDGX>NASDAQ>NYSE
VWAP
1
MKT
7.1
63
32
0.68
Multi
false
null
null
0
ARCA>EDGX>NASDAQ>NYSE
MKT
70.3
92
7.9
58
29
-13
-30
PositionLimitNear
null
Toxic prints; widened spread
X002087
2025-11-27 12:34:31
SPY
Buy
15,545
461.3
7,170,908.5
1.6
0.021
Ultra
3.5
31
-2.8
NASDAQ>ARCA>EDGX>NYSE>BATS
IS
5
PO
3
70
28
0.85
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>EDGX>NYSE>BATS
PO
71.1
86
4.3
72
43
9
9
PositionLimitNear
null
Venue switch reduced impact
X002088
2025-12-10 09:35:03
XLP
Sell
5,958
249.92
1,489,023.36
2.4
0.021
Ultra
16.1
10
5.8
NYSE>IEX>ARCA>NASDAQ>BATS
TWAP
1
LMT
4.5
62
32
0.52
Slip>Thresh
false
null
null
0
NYSE>IEX>ARCA>NASDAQ>BATS
LMT
8.7
91
1.7
98
-11
0
21
NoShort
null
Venue switch reduced impact
X002089
2025-12-04 14:09:05
CVX
Sell
8,415
103.17
868,175.55
1.4
0.05
High
15.5
36
0.2
BATS>NYSE>ARCA>IEX
TWAP
1
IOC
4.6
62
28
0.69
LiqDrop
true
LiquidityDrop
Pause
20
BATS>NYSE>ARCA>IEX
IOC>MKT
15
86
1.4
84
30
15
-12
null
null
Stable book; normal liquidity
X002090
2025-12-07 12:30:53
XLF
Buy
26,197
43.02
1,126,994.94
2.8
0.072
Low
23.5
35
-1.1
BATS>NASDAQ>IEX>EDGX>ARCA
IS
4
MKT
13
75
17
0.77
Multi
false
null
null
0
BATS>NASDAQ>IEX>EDGX>ARCA
MKT
5.7
88
11.4
151
41
12
30
null
null
High urgency from PM
X002091
2025-12-09 15:26:53
INTC
Sell
5,976
135.22
808,074.72
1.3
0.285
Low
38.5
38
-31.8
IEX>ARCA>EDGX>NYSE
IS
4
MKT
18.4
63
20
0.4
Multi
false
null
null
0
IEX>ARCA>EDGX>NYSE
MKT
22.6
96
12.2
90
-14
27
20
null
null
Paused due to data glitch
X002092
2025-11-21 10:31:42
TLT
Sell
179,482
94.77
17,009,509.14
2.8
0.656
Low
11.3
39
5
NASDAQ>NYSE>BATS>EDGX>ARCA
Adaptive
2
MKT
4.9
136
32
0.8
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
14
NASDAQ>NYSE>BATS>EDGX>ARCA
MKT>IOC
94.5
99
16.4
43
4
-17
15
null
null
Venue switch reduced impact
X002093
2025-12-12 13:33:27
JNJ
Sell
14,342
303.88
4,358,246.96
3.8
0.053
Low
24.4
5
-5.1
EDGX>NASDAQ
VWAP
3
LMT
8.7
67
35
0.73
ToxicitySpike
false
null
null
0
EDGX>NASDAQ
LMT
27.4
94
7.6
114
31
22
25
NoShort
null
Stable book; normal liquidity
X002094
2025-12-01 15:29:14
PEP
Buy
42,601
162.03
6,902,640.03
3.9
0.135
Low
17.6
6
-11
ARCA>IEX>EDGX>BATS
IS
4
LMT
9.4
84
26
0.5
Multi
false
null
null
0
ARCA>IEX>EDGX>BATS
LMT
21.2
86
15.9
170
35
0
28
NoShort
null
Paused due to data glitch
X002095
2025-11-08 12:01:26
NKE
Buy
81,398
109.54
8,916,336.92
2.6
0.378
Low
16.3
34
31.6
NYSE>NASDAQ>EDGX>IEX>BATS
Adaptive
4
MKT
7.7
106
32
0.78
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>EDGX>IEX>BATS
MKT
4
92
6.4
81
56
-5
36
Watchlist
null
Toxic prints; widened spread
X002096
2025-11-16 14:42:39
MA
Sell
14,074
262.8
3,698,647.2
1
0.06
Ultra
7.9
18
-17.9
BATS>IEX>NASDAQ>ARCA
IS
4
MKT
4.4
68
15
0.75
Multi
false
null
null
0
BATS>IEX>NASDAQ>ARCA
MKT
54.1
92
0
84
-20
-9
38
null
VenueReject
Toxic prints; widened spread
X002097
2025-11-18 11:07:31
JNJ
Buy
11,357
302.94
3,440,489.58
2.4
0.042
High
11.7
31
-27.7
NYSE>ARCA>IEX>EDGX
POV
4
LMT
5.5
66
34
0.43
Multi
false
null
null
0
NYSE>ARCA>IEX>EDGX
LMT
15.3
98
4
10
26
20
23
PositionLimitNear
null
Stable book; normal liquidity
X002098
2025-12-01 15:09:29
LQD
Buy
164,760
116.49
19,192,892.4
0.8
0.811
Low
24.6
12
-10.6
NYSE>IEX
VWAP
3
MKT
8.9
142
30
0.44
ToxicitySpike
false
null
null
0
NYSE>IEX
MKT
48.2
90
19.9
150
22
-17
8
null
null
High urgency from PM
X002099
2025-11-27 13:37:53
NVDA
Buy
1,052
232.9
245,010.8
1.2
0.027
High
27.8
39
33.2
IEX>ARCA
POV
5
LMT
11.2
60
19
0.71
Multi
false
null
null
0
IEX>ARCA
LMT
43
96
19.4
45
30
-21
35
null
null
Paused due to data glitch
X002100
2025-12-08 10:06:54
TSLA
Buy
72,611
158.83
11,532,805.13
1.2
0.226
Low
17.1
23
18.7
IEX>ARCA>EDGX>NASDAQ>NYSE
IS
5
LMT
8
107
23
0.74
Multi
false
null
null
0
IEX>ARCA>EDGX>NASDAQ>NYSE
LMT
83.5
60
15.6
19
22
-24
18
null
null
Paused due to data glitch