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
X002101
2025-10-28 11:03:58
VZ
Sell
23,060
191.36
4,412,761.6
3.5
0.197
Low
21
14
30.1
NYSE>EDGX>IEX
POV
4
LMT
9.5
73
20
0.61
ToxicitySpike
false
null
null
0
NYSE>EDGX>IEX
LMT
2.5
95
3.8
174
51
-25
-8
null
null
Paused due to data glitch
X002102
2025-11-15 12:49:58
T
Sell
67,068
82.98
5,565,302.64
4.9
0.559
Low
19.5
6
8.2
EDGX>NASDAQ>IEX>BATS>ARCA
IS
4
IOC
12.8
98
35
0.64
Multi
false
null
null
0
EDGX>NASDAQ>IEX>BATS>ARCA
IOC
77.6
99
0
156
41
-38
29
NoShort
null
Stable book; normal liquidity
X002103
2025-11-25 12:39:19
INTC
Buy
2,436
282.67
688,584.12
0.9
0.116
Medium
21.8
24
20.1
ARCA>EDGX>NYSE>NASDAQ>BATS
VWAP
1
LMT
4.9
60
16
0.71
LiqDrop
true
LiquidityDrop
AlgoSwitch
10
ARCA>EDGX>NYSE>NASDAQ>BATS
LMT>IOC
34.4
100
0
100
0
23
-27
null
null
Toxic prints; widened spread
X002104
2025-12-17 13:14:55
MSFT
Sell
20,688
86.5
1,789,512
2.2
0.11
Low
21.7
21
19.6
EDGX>NASDAQ
TWAP
3
LMT
7.5
70
34
0.79
ToxicitySpike
false
null
null
0
EDGX>NASDAQ
LMT
26.8
81
16.7
10
42
20
-15
Watchlist
null
High urgency from PM
X002105
2025-11-09 15:34:33
INTC
Sell
3,059
332.95
1,018,494.05
0.7
0.146
Medium
30.5
15
-31
IEX>ARCA>NYSE>NASDAQ>BATS
TWAP
1
MKT
8.4
61
33
0.45
ToxicitySpike
false
null
null
0
IEX>ARCA>NYSE>NASDAQ>BATS
MKT
10.3
99
10.6
32
-3
-15
26
null
null
Toxic prints; widened spread
X002106
2025-12-18 15:55:57
IWM
Sell
235,238
195.1
45,894,933.8
1.2
0.325
Low
13.6
19
33
ARCA>BATS>EDGX
Adaptive
4
LMT
4.7
195
23
0.58
LiqDrop
false
null
null
0
ARCA>BATS>EDGX
LMT
68.7
99
14.3
205
2
-28
-22
null
null
Toxic prints; widened spread
X002107
2025-11-16 13:16:32
NFLX
Sell
3,000
117.76
353,280
2.8
0.029
High
20.5
9
3.2
NYSE>EDGX>BATS
IS
4
MKT
11.6
61
32
0.43
ToxicitySpike
false
null
null
0
NYSE>EDGX>BATS
MKT
52.1
95
17
53
7
24
-19
PositionLimitNear
null
Paused due to data glitch
X002108
2025-11-04 09:35:16
HD
Sell
34,641
262.59
9,096,380.19
1.4
0.134
Medium
18.2
8
4.5
BATS>NYSE>ARCA>EDGX
VWAP
1
LMT
4.4
72
26
0.68
Slip>Thresh
false
null
null
0
BATS>NYSE>ARCA>EDGX
LMT
31
95
3.2
55
37
-28
-36
null
null
High urgency from PM
X002109
2025-10-27 12:28:21
VZ
Sell
9,978
63.98
638,392.44
3.4
0.085
High
4.2
13
17.5
IEX>NYSE
TWAP
3
IOC
3.7
64
18
0.49
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
12
IEX>NYSE
IOC>PO
87.2
87
4.8
40
58
16
-38
PositionLimitNear
null
Paused due to data glitch
X002110
2025-11-15 13:54:06
SPY
Sell
66,018
460.13
30,376,862.34
1.5
0.089
Medium
14.3
12
2.8
NYSE>IEX>BATS
VWAP
2
LMT
4.2
88
33
0.81
ToxicitySpike
false
null
null
0
NYSE>IEX>BATS
LMT
43.1
87
1.1
93
-7
-34
-10
null
null
Paused due to data glitch
X002111
2025-12-12 10:27:58
T
Sell
9,150
209.21
1,914,271.5
3.3
0.076
High
3.4
31
-10.3
ARCA>EDGX>BATS>IEX>NYSE
IS
4
LMT
3.7
65
19
0.48
LiqDrop
false
null
null
0
ARCA>EDGX>BATS>IEX>NYSE
LMT
19.8
99
12.8
64
-2
-6
-7
null
null
Toxic prints; widened spread
X002112
2025-11-20 09:35:29
IEF
Sell
23,498
100.66
2,365,308.68
2.2
0.089
Medium
18.2
19
-22.7
NASDAQ>NYSE>EDGX
TWAP
1
LMT
4.9
68
26
0.85
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>EDGX
LMT
40.2
100
5.4
126
34
-7
4
null
null
Venue switch reduced impact
X002113
2025-12-12 10:14:15
UNH
Buy
99,572
69.68
6,938,176.96
2.2
0.437
Low
24
36
18.2
ARCA>NASDAQ
POV
4
LMT
9.7
117
19
0.63
Multi
false
null
null
0
ARCA>NASDAQ
LMT
31.7
62
10
17
-7
-14
-26
PositionLimitNear
null
Venue switch reduced impact
X002114
2025-12-16 14:15:33
QQQ
Buy
40,408
404.17
16,331,701.36
0.9
0.128
High
12.2
37
24.4
ARCA>NASDAQ>EDGX>NYSE
Adaptive
3
IOC
4.2
80
12
0.58
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>EDGX>NYSE
IOC
14.7
85
11.4
93
37
-19
17
null
null
Stable book; normal liquidity
X002115
2025-11-26 12:43:47
META
Buy
85,854
125.4
10,766,091.6
1.4
0.239
Medium
8.1
5
-20.4
EDGX>ARCA>BATS>IEX>NASDAQ
VWAP
3
MKT
3.7
102
16
0.58
Slip>Thresh
false
null
null
0
EDGX>ARCA>BATS>IEX>NASDAQ
MKT
43.2
96
0
84
60
2
36
null
null
Paused due to data glitch
X002116
2025-12-24 13:18:06
IEF
Buy
61,513
102.4
6,298,931.2
2.6
0.234
Low
9.6
4
-7.7
NYSE>IEX
IS
4
LMT
5.5
95
21
0.7
Multi
false
null
null
0
NYSE>IEX
LMT
31.9
96
0
95
34
17
-11
null
null
Stable book; normal liquidity
X002117
2025-11-29 15:41:24
AMD
Sell
8,590
274.65
2,359,243.5
1.3
0.24
Low
14.3
20
27.9
IEX>BATS>NASDAQ>ARCA
Adaptive
3
LMT
4.4
64
34
0.78
ToxicitySpike
false
null
null
0
IEX>BATS>NASDAQ>ARCA
LMT
52.7
96
11.9
10
0
-34
-28
null
null
Toxic prints; widened spread
X002118
2025-11-21 13:42:22
HYG
Buy
28,117
76.81
2,159,666.77
1.4
0.154
Low
20.3
12
-22.6
EDGX>NYSE>NASDAQ>IEX>ARCA
VWAP
3
MKT
7.6
74
20
0.48
LiqDrop
false
null
null
0
EDGX>NYSE>NASDAQ>IEX>ARCA
MKT
63
85
12.6
82
3
-32
-4
null
null
Venue switch reduced impact
X002119
2025-12-08 10:04:02
GOOGL
Buy
15,031
316.78
4,761,520.18
1.9
0.045
High
15.6
8
-26.3
ARCA>NYSE>NASDAQ>IEX>EDGX
VWAP
1
MKT
4.8
65
32
0.74
ToxicitySpike
false
null
null
0
ARCA>NYSE>NASDAQ>IEX>EDGX
MKT
13.6
90
0
58
17
0
16
NoShort
null
High urgency from PM
X002120
2025-12-07 15:41:05
TSLA
Sell
296,182
302.26
89,523,971.32
1.7
0.921
Low
12.1
32
7.2
NASDAQ>EDGX>NYSE>IEX>BATS
IS
5
IOC
7.9
252
30
0.59
LiqDrop
false
null
null
0
NASDAQ>EDGX>NYSE>IEX>BATS
IOC
7.7
98
20
197
45
19
-23
null
null
Paused due to data glitch
X002121
2025-11-28 14:54:12
XLU
Buy
11,993
229.3
2,749,994.9
1.3
0.038
High
20.3
10
-24.5
ARCA>NYSE>EDGX>IEX
VWAP
1
IOC
5.5
64
16
0.67
Multi
false
null
null
0
ARCA>NYSE>EDGX>IEX
IOC
14.8
87
0.8
41
-8
-31
18
null
null
Paused due to data glitch
X002122
2025-12-18 09:35:48
HYG
Sell
10,564
74.84
790,609.76
1.7
0.058
Medium
19.3
18
-20
NASDAQ>EDGX>NYSE
Adaptive
2
MKT
6.2
64
16
0.83
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>NYSE
MKT
16.6
86
18.4
40
-8
8
-39
NoShort
null
High urgency from PM
X002123
2025-11-08 10:17:07
BA
Sell
34,339
113.5
3,897,476.5
1.8
0.114
Low
21.8
20
-11.5
IEX>ARCA>NYSE>EDGX
IS
5
PO
11.5
82
34
0.42
Slip>Thresh
false
null
null
0
IEX>ARCA>NYSE>EDGX
PO
99.2
85
17.9
10
54
3
-7
null
null
Stable book; normal liquidity
X002124
2025-11-19 12:12:07
BRK.B
Sell
292,395
312.28
91,309,110.6
2.6
1.329
Low
10.7
11
1.9
NASDAQ>EDGX>NYSE
IS
4
MKT
7.9
228
26
0.66
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>NYSE
MKT
81.7
92
4
162
26
-6
-39
NoShort
null
Toxic prints; widened spread
X002125
2025-11-30 15:21:57
NFLX
Sell
7,682
279.45
2,146,734.9
3.9
0.073
Low
19.6
23
2.8
IEX>NASDAQ
Adaptive
4
LMT
7.9
64
24
0.46
Slip>Thresh
false
null
null
0
IEX>NASDAQ
LMT
77.3
94
20.4
40
34
-16
28
null
null
High urgency from PM
X002126
2025-10-28 12:05:05
KO
Buy
4,521
298.58
1,349,880.18
3.1
0.113
Medium
7
32
28.7
ARCA>BATS>NYSE>NASDAQ
TWAP
1
PO
3.2
61
31
0.57
Slip>Thresh
false
null
null
0
ARCA>BATS>NYSE>NASDAQ
PO
7.4
87
10.6
28
22
-12
-21
PositionLimitNear
null
Paused due to data glitch
X002127
2025-10-28 15:45:50
XLY
Sell
11,934
270.29
3,225,640.86
1.1
0.05
Ultra
3.9
24
-28
EDGX>ARCA>IEX
Adaptive
1
PO
1.3
64
24
0.53
Slip>Thresh
false
null
null
0
EDGX>ARCA>IEX
PO
68.8
95
6.5
75
0
-35
-40
PositionLimitNear
null
Paused due to data glitch
X002128
2025-11-08 15:55:40
XLY
Buy
44,522
217.08
9,664,835.76
1.8
0.186
High
4.5
39
7.9
EDGX>IEX>BATS>NYSE>NASDAQ
VWAP
2
LMT
2
78
34
0.81
LiqDrop
false
null
null
0
EDGX>IEX>BATS>NYSE>NASDAQ
LMT
25.3
94
0.5
86
11
4
-32
null
Throttle
Venue switch reduced impact
X002129
2025-11-15 10:37:56
NFLX
Sell
12,747
113.85
1,451,245.95
2.4
0.122
Low
15.3
29
-20.8
EDGX>ARCA>NASDAQ
Adaptive
3
LMT
5.2
66
14
0.59
Multi
false
null
null
0
EDGX>ARCA>NASDAQ
LMT
65.3
94
18.1
10
36
28
-16
null
null
Stable book; normal liquidity
X002130
2025-12-19 11:00:21
JNJ
Buy
34,994
281.86
9,863,408.84
4.6
0.128
Low
7.5
34
-17.4
EDGX>NYSE>NASDAQ
POV
5
LMT
6.3
82
22
0.64
ToxicitySpike
false
null
null
0
EDGX>NYSE>NASDAQ
LMT
20.1
100
14
150
33
29
0
null
null
Venue switch reduced impact
X002131
2025-12-14 12:03:08
CVX
Buy
13,050
288.44
3,764,142
0.7
0.077
High
18.9
3
-29.4
ARCA>EDGX>IEX>NYSE>BATS
TWAP
2
MKT
6.2
65
20
0.44
ToxicitySpike
false
null
null
0
ARCA>EDGX>IEX>NYSE>BATS
MKT
25
89
3.1
29
46
-3
-23
null
null
Toxic prints; widened spread
X002132
2025-12-08 10:47:55
CVX
Sell
24,223
324
7,848,252
1.4
0.144
Medium
11.7
11
7.9
IEX>EDGX>BATS
IS
5
IOC
6.9
75
28
0.67
Multi
false
null
null
0
IEX>EDGX>BATS
IOC
39.4
88
11.7
57
50
-19
33
NoShort
null
Stable book; normal liquidity
X002133
2025-12-01 15:35:42
XLV
Buy
30,651
57.64
1,766,723.64
1.4
0.086
Ultra
3.8
27
9.8
NASDAQ>ARCA>EDGX>IEX
Adaptive
2
LMT
1.5
73
34
0.48
LiqDrop
false
null
null
0
NASDAQ>ARCA>EDGX>IEX
LMT
78.9
94
0
77
44
28
-30
null
null
Toxic prints; widened spread
X002134
2025-11-24 10:49:42
MSFT
Buy
65,462
268.44
17,572,619.28
3.4
0.347
Low
14.3
18
22.4
ARCA>EDGX>IEX
TWAP
1
MKT
5.7
82
18
0.55
Multi
true
MultiTrigger
AlgoSwitch
37
ARCA>EDGX>IEX
MKT>IOC
54.7
100
16
148
42
0
32
null
null
Venue switch reduced impact
X002135
2025-12-26 13:20:24
XLP
Sell
10,386
260.18
2,702,229.48
1.6
0.036
Ultra
7.9
26
7.7
NYSE>EDGX>BATS>NASDAQ
Adaptive
4
MKT
3.9
65
30
0.77
Multi
false
null
null
0
NYSE>EDGX>BATS>NASDAQ
MKT
52.5
88
0
91
46
-18
15
null
null
Toxic prints; widened spread
X002136
2025-11-08 09:35:28
QQQ
Sell
10,065
401.21
4,038,178.65
0.9
0.032
Ultra
9.6
27
-23.6
IEX>BATS>ARCA>NYSE>EDGX
Adaptive
2
LMT
2.6
64
32
0.71
LiqDrop
false
null
null
0
IEX>BATS>ARCA>NYSE>EDGX
LMT
25.6
89
5.7
87
31
-27
37
null
null
Toxic prints; widened spread
X002137
2025-10-31 15:53:19
SPY
Sell
110,478
483.84
53,453,675.52
1
0.149
Medium
18.2
27
17.8
EDGX>IEX>BATS>NASDAQ>NYSE
POV
4
LMT
6.8
123
25
0.68
Slip>Thresh
false
null
null
0
EDGX>IEX>BATS>NASDAQ>NYSE
LMT
13.7
90
9.2
51
30
-35
-24
null
null
Paused due to data glitch
X002138
2025-12-19 12:06:57
IWM
Sell
420,642
190.06
79,947,218.52
1.4
0.581
Low
11.8
3
-25.3
IEX>BATS>ARCA>EDGX
IS
5
MKT
7.6
320
33
0.77
Multi
false
null
null
0
IEX>BATS>ARCA>EDGX
MKT
11.9
93
34.7
240
50
21
20
null
null
High urgency from PM
X002139
2025-11-25 12:25:58
AMD
Buy
10,219
208.68
2,132,500.92
2.3
0.285
Low
8.8
20
-18.9
EDGX>ARCA>NASDAQ>BATS
IS
5
IOC
6.5
66
14
0.47
LiqDrop
true
LiquidityDrop
VenueSwitch
15
EDGX>ARCA>NASDAQ>BATS
IOC>LMT
9.7
99
0
204
59
24
-30
null
null
High urgency from PM
X002140
2025-11-12 13:35:18
XLK
Buy
69,820
40.41
2,821,426.2
0.9
0.196
Medium
17.9
9
-4.3
ARCA>BATS>IEX>NASDAQ
IS
5
MKT
9.8
105
16
0.69
Slip>Thresh
true
SlippageAboveThreshold
AlgoSwitch
14
ARCA>BATS>IEX>NASDAQ
MKT>IOC
10.6
89
18.2
72
40
6
6
NoShort
null
Toxic prints; widened spread
X002141
2025-10-30 15:46:12
PEP
Buy
13,813
295.73
4,084,918.49
4.9
0.044
Medium
15.1
21
25.7
NASDAQ>BATS>ARCA>NYSE
TWAP
1
IOC
6.3
64
21
0.61
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
11
NASDAQ>BATS>ARCA>NYSE
IOC>MKT
88.7
98
18.9
43
45
-6
22
null
null
Stable book; normal liquidity
X002142
2025-11-15 09:36:30
GOOGL
Buy
17,014
117.56
2,000,165.84
1.7
0.051
High
11.6
33
-0.4
NYSE>NASDAQ
VWAP
2
LMT
3.6
67
23
0.81
LiqDrop
false
null
null
0
NYSE>NASDAQ
LMT
77.2
98
2.4
77
34
26
-27
Watchlist
null
High urgency from PM
X002143
2025-12-21 14:47:47
NVDA
Sell
4,857
343.26
1,667,213.82
1.9
0.126
Low
30.7
4
25.6
BATS>EDGX>ARCA>NASDAQ>IEX
POV
4
MKT
14.1
62
16
0.54
LiqDrop
false
null
null
0
BATS>EDGX>ARCA>NASDAQ>IEX
MKT
32
88
13
10
-18
-7
31
null
null
High urgency from PM
X002144
2025-12-11 11:13:51
UNH
Sell
33,288
142.38
4,739,545.44
1.8
0.146
Medium
6.9
14
-13.7
ARCA>NYSE>EDGX>NASDAQ
POV
5
PO
4.4
81
17
0.83
Slip>Thresh
false
null
null
0
ARCA>NYSE>EDGX>NASDAQ
PO
8.2
89
6.4
18
0
27
-2
null
null
Paused due to data glitch
X002145
2025-11-01 15:20:16
TLT
Buy
75,834
91.67
6,951,702.78
2.5
0.277
Medium
4.8
21
6.3
NYSE>BATS
Adaptive
1
MKT
2.4
86
19
0.69
ToxicitySpike
false
null
null
0
NYSE>BATS
MKT
60.1
100
1.2
120
-2
-8
32
null
null
Paused due to data glitch
X002146
2025-11-09 15:37:01
XOM
Sell
4,852
42.45
205,967.4
2.4
0.044
High
9.3
3
-12.1
NYSE>BATS>IEX>NASDAQ
VWAP
3
MKT
4.6
62
20
0.76
Slip>Thresh
false
null
null
0
NYSE>BATS>IEX>NASDAQ
MKT
8.6
86
0
10
34
5
38
NoShort
null
High urgency from PM
X002147
2025-11-02 15:39:48
BA
Sell
35,465
294.86
10,457,209.9
2.1
0.118
High
5.8
34
-12.4
IEX>NASDAQ>BATS>ARCA>NYSE
POV
4
LMT
3.4
80
20
0.48
ToxicitySpike
false
null
null
0
IEX>NASDAQ>BATS>ARCA>NYSE
LMT
19.2
94
0.1
139
51
24
-36
null
null
Venue switch reduced impact
X002148
2025-12-11 10:03:17
GOOGL
Buy
31,579
110.28
3,482,532.12
1.7
0.094
High
6.1
22
15.4
NASDAQ>NYSE
Adaptive
3
MKT
3
75
28
0.6
LiqDrop
false
null
null
0
NASDAQ>NYSE
MKT
6.4
88
6.8
10
38
-37
-39
null
null
Paused due to data glitch
X002149
2025-11-07 09:35:55
PFE
Buy
11,743
16.95
199,043.85
2.5
0.032
Medium
24.3
29
-30.4
EDGX>NASDAQ
POV
5
MKT
13.2
67
32
0.53
ToxicitySpike
false
null
null
0
EDGX>NASDAQ
MKT
0.9
92
0.3
41
45
8
34
null
null
Venue switch reduced impact
X002150
2025-12-24 13:03:37
XLK
Buy
114,043
290.45
33,123,789.35
1.2
0.32
Medium
7.8
21
-7.4
EDGX>IEX
VWAP
2
MKT
3.1
108
20
0.63
Slip>Thresh
false
null
null
0
EDGX>IEX
MKT
30.5
94
0
103
43
1
23
null
null
Toxic prints; widened spread
X002151
2025-11-16 10:48:02
JPM
Sell
3,223
37.03
119,347.69
3.8
0.08
Low
16
16
28.7
BATS>IEX>ARCA>NYSE
TWAP
2
LMT
5.9
61
27
0.85
LiqDrop
true
LiquidityDrop
OrderTypeChange
24
BATS>IEX>ARCA>NYSE
LMT>IOC
63.8
86
0
207
38
-24
29
PositionLimitNear
null
Toxic prints; widened spread
X002152
2025-12-25 15:36:48
XLE
Sell
69,463
293.11
20,360,299.93
3.2
0.249
Low
11.8
37
28.5
BATS>EDGX>IEX
Adaptive
3
PO
5.3
94
32
0.6
Slip>Thresh
false
null
null
0
BATS>EDGX>IEX
PO
81.2
94
20.4
38
12
-34
14
null
null
Paused due to data glitch
X002153
2025-11-05 09:35:29
GOOGL
Sell
16,290
223.75
3,644,887.5
1.4
0.049
High
16.5
39
-13.7
IEX>NYSE>BATS
TWAP
2
MKT
5.9
66
22
0.48
Multi
false
null
null
0
IEX>NYSE>BATS
MKT
2.5
90
7.9
97
-8
3
-10
PositionLimitNear
null
Venue switch reduced impact
X002154
2025-12-04 12:50:37
AAPL
Sell
42,403
40.97
1,737,250.91
1.9
0.125
Medium
8.1
11
-3.4
NYSE>BATS
POV
5
PO
4.9
87
23
0.47
LiqDrop
false
null
null
0
NYSE>BATS
PO
81.2
98
19.5
76
3
29
-25
null
Unknown
Paused due to data glitch
X002155
2025-11-03 10:27:57
GOOGL
Buy
59,809
325.23
19,451,681.07
1.5
0.178
Low
19.3
33
32.1
NASDAQ>ARCA
IS
5
LMT
9.2
98
20
0.54
ToxicitySpike
false
null
null
0
NASDAQ>ARCA
LMT
47.8
93
13
37
-18
-27
-34
null
null
High urgency from PM
X002156
2025-11-23 11:40:47
SPY
Sell
133,264
502.03
66,902,525.92
0.9
0.18
Medium
22.6
32
-11.8
NASDAQ>NYSE>ARCA>IEX
Adaptive
2
LMT
5.6
116
27
0.59
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>ARCA>IEX
LMT
26.3
85
0
143
48
-24
4
null
null
Paused due to data glitch
X002157
2025-10-28 11:53:07
NKE
Buy
11,622
271.16
3,151,421.52
3.4
0.054
Medium
10.2
31
-17.3
NASDAQ>ARCA>IEX>NYSE
POV
4
PO
6.3
66
28
0.71
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>IEX>NYSE
PO
63.7
96
0
10
8
24
29
null
null
Venue switch reduced impact
X002158
2025-12-14 14:28:24
DIS
Buy
143,778
114.38
16,445,327.64
1.8
0.627
Low
22.7
21
10
NASDAQ>NYSE
IS
5
MKT
13.4
153
17
0.57
LiqDrop
false
null
null
0
NASDAQ>NYSE
MKT
66.7
97
10.9
232
23
-3
9
Watchlist
null
Stable book; normal liquidity
X002159
2025-11-16 11:28:12
SPY
Sell
130,677
458.87
59,963,754.99
1.5
0.176
Medium
11
4
3.4
BATS>NASDAQ>IEX>ARCA>NYSE
IS
5
LMT
5.8
144
24
0.67
LiqDrop
false
null
null
0
BATS>NASDAQ>IEX>ARCA>NYSE
LMT
24.4
99
7.4
82
51
29
16
null
null
High urgency from PM
X002160
2025-11-25 12:30:18
XLU
Sell
100,463
191.54
19,242,683.02
1.4
0.322
Low
21.5
22
4.2
IEX>NYSE>BATS>ARCA>NASDAQ
VWAP
2
LMT
5.9
102
34
0.82
Slip>Thresh
false
null
null
0
IEX>NYSE>BATS>ARCA>NASDAQ
LMT
31.8
85
0
10
-13
-39
-32
null
null
Paused due to data glitch
X002161
2025-12-13 11:59:04
XOM
Sell
57,215
322.86
18,472,434.9
2.4
0.523
Low
4.8
5
-15
EDGX>NASDAQ>IEX>ARCA>NYSE
Adaptive
4
LMT
3
92
30
0.52
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>IEX>ARCA>NYSE
LMT
22.8
85
7
93
54
24
28
null
null
High urgency from PM
X002162
2025-12-21 14:15:11
LQD
Sell
35,788
113.48
4,061,222.24
0.9
0.176
High
5.3
22
-32.9
NYSE>BATS>EDGX>ARCA>NASDAQ
TWAP
1
MKT
1.9
72
17
0.68
Slip>Thresh
false
null
null
0
NYSE>BATS>EDGX>ARCA>NASDAQ
MKT
73.6
94
5.8
63
33
-30
32
null
null
Venue switch reduced impact
X002163
2025-12-24 12:48:27
MA
Sell
34,730
281.43
9,774,063.9
1.1
0.148
Medium
15
22
-9.5
EDGX>NASDAQ>ARCA
TWAP
3
MKT
6
77
12
0.81
LiqDrop
false
null
null
0
EDGX>NASDAQ>ARCA
MKT
24.4
97
19.9
87
-15
-23
22
null
null
Venue switch reduced impact
X002164
2025-12-05 09:35:51
HD
Buy
117,600
356.09
41,876,184
2.4
0.456
Low
9.6
34
-15.8
IEX>BATS>NYSE>EDGX
TWAP
1
MKT
3.9
101
13
0.8
Multi
false
null
null
0
IEX>BATS>NYSE>EDGX
MKT
59.4
97
7.8
20
-14
-35
2
null
null
Paused due to data glitch
X002165
2025-12-11 11:53:30
INTC
Buy
1,720
166.77
286,844.4
1.1
0.082
Ultra
5.6
23
17.8
BATS>EDGX>NASDAQ>ARCA
TWAP
1
LMT
1.7
60
17
0.56
LiqDrop
false
null
null
0
BATS>EDGX>NASDAQ>ARCA
LMT
79.2
98
2.4
47
-20
9
6
null
null
Toxic prints; widened spread
X002166
2025-12-03 10:45:37
CVX
Buy
62,562
223.72
13,996,370.64
1.1
0.371
Low
12
26
-33.9
ARCA>NYSE
Adaptive
3
LMT
3.8
91
12
0.53
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
29
ARCA>NYSE
LMT>PO
90.3
66
5.4
112
-5
12
-3
null
null
Venue switch reduced impact
X002167
2025-11-20 11:03:49
META
Buy
77,262
61.44
4,746,977.28
1.3
0.215
Medium
12.3
33
-19
EDGX>NASDAQ>BATS>NYSE>IEX
TWAP
2
LMT
3.8
92
27
0.51
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>BATS>NYSE>IEX
LMT
99.6
89
4
71
38
18
-37
NoShort
null
Paused due to data glitch
X002168
2025-11-25 15:00:00
HD
Buy
57,165
147.76
8,446,700.4
2.7
0.222
Medium
4.1
34
21.1
BATS>NYSE
TWAP
1
MKT
2.6
80
21
0.79
Slip>Thresh
false
null
null
0
BATS>NYSE
MKT
4.9
86
0
19
10
-33
20
PositionLimitNear
null
High urgency from PM
X002169
2025-12-02 14:34:34
XLY
Sell
2,033
49.26
100,145.58
1.2
0.008
Ultra
14.4
39
10.3
BATS>NASDAQ
POV
5
IOC
7.2
61
24
0.77
LiqDrop
false
null
null
0
BATS>NASDAQ
IOC
3
89
7.4
72
-15
13
11
null
null
Paused due to data glitch
X002170
2025-11-04 13:54:20
XLE
Sell
32,628
99.65
3,251,380.2
2.5
0.117
Medium
5.9
4
-29.6
ARCA>EDGX
IS
5
LMT
4.5
81
33
0.6
Slip>Thresh
false
null
null
0
ARCA>EDGX
LMT
17
95
0
111
19
28
39
null
null
Paused due to data glitch
X002171
2025-12-06 15:28:18
NFLX
Sell
9,503
123.84
1,176,851.52
3.2
0.091
Medium
11.6
32
23.3
NYSE>BATS>EDGX>IEX
IS
5
LMT
7.4
66
18
0.76
Slip>Thresh
false
null
null
0
NYSE>BATS>EDGX>IEX
LMT
34.7
96
7.8
82
48
-6
35
null
null
Paused due to data glitch
X002172
2025-12-13 14:36:08
BA
Buy
27,654
173.29
4,792,161.66
2.6
0.092
Low
19.1
30
-26.7
ARCA>NYSE>EDGX>BATS>NASDAQ
VWAP
3
LMT
6.6
73
24
0.67
Slip>Thresh
false
null
null
0
ARCA>NYSE>EDGX>BATS>NASDAQ
LMT
14.8
91
12.2
112
0
-2
2
null
null
High urgency from PM
X002173
2025-12-04 11:56:18
XLB
Buy
36,620
74.23
2,718,302.6
2.4
0.093
Ultra
3.7
3
3.2
IEX>NASDAQ>ARCA>NYSE
TWAP
1
LMT
1.9
72
23
0.74
LiqDrop
false
null
null
0
IEX>NASDAQ>ARCA>NYSE
LMT
0.5
87
4.8
75
20
-13
40
PositionLimitNear
null
Toxic prints; widened spread
X002174
2025-12-23 09:35:39
AAPL
Sell
16,389
313.25
5,133,854.25
2.2
0.048
High
13.1
26
7.7
EDGX>NASDAQ>IEX
Adaptive
4
MKT
6.1
69
33
0.64
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>IEX
MKT
63.2
90
16.5
58
49
19
14
null
null
Toxic prints; widened spread
X002175
2025-11-01 09:35:26
XLI
Buy
1,815
86.09
156,253.35
3.3
0.083
Low
28.4
24
22.7
ARCA>NASDAQ>EDGX>IEX>BATS
TWAP
2
MKT
10.7
60
34
0.47
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>EDGX>IEX>BATS
MKT
66.2
87
24.3
84
53
10
33
null
null
Toxic prints; widened spread
X002176
2025-11-21 11:05:57
TLT
Sell
31,186
90.57
2,824,516.02
1.6
0.114
Medium
12.4
27
10.7
ARCA>BATS
VWAP
2
IOC
4.3
73
19
0.8
LiqDrop
false
null
null
0
ARCA>BATS
IOC
12.2
88
0
31
49
6
34
NoShort
null
Stable book; normal liquidity
X002177
2025-10-29 11:36:37
XLB
Buy
113,861
76.2
8,676,208.2
2.1
0.29
Low
8.9
13
-19.6
EDGX>IEX>BATS
IS
4
LMT
5
125
23
0.66
Slip>Thresh
false
null
null
0
EDGX>IEX>BATS
LMT
71.3
94
0
49
10
19
-4
null
null
High urgency from PM
X002178
2025-12-11 13:25:17
NVDA
Buy
2,575
128.33
330,449.75
1.1
0.067
Medium
37.7
38
-33.5
ARCA>EDGX>IEX
TWAP
2
LMT
10
61
16
0.81
LiqDrop
true
LiquidityDrop
OrderTypeChange
26
ARCA>EDGX>IEX
LMT>MKT
16.6
92
5.4
92
47
16
-20
NoShort
null
Venue switch reduced impact
X002179
2025-12-20 12:23:36
INTC
Buy
2,529
257.18
650,408.22
0.7
0.12
Ultra
6.6
30
-13.5
NYSE>EDGX
VWAP
3
LMT
2.2
61
20
0.82
Multi
false
null
null
0
NYSE>EDGX
LMT
68.8
69
1.4
35
-19
-16
26
null
null
Toxic prints; widened spread
X002180
2025-11-01 12:23:59
TSLA
Sell
9,873
252.62
2,494,117.26
1.4
0.031
Ultra
16.1
36
3.1
BATS>NASDAQ>ARCA>IEX
VWAP
1
MKT
4.7
63
35
0.4
LiqDrop
false
null
null
0
BATS>NASDAQ>ARCA>IEX
MKT
61.7
97
4.9
107
60
8
29
null
null
Toxic prints; widened spread
X002181
2025-12-08 11:24:44
JNJ
Sell
14,478
322.07
4,662,929.46
2.9
0.053
Medium
23.5
4
1.4
BATS>IEX>NASDAQ>ARCA>EDGX
IS
4
MKT
13.1
68
29
0.62
LiqDrop
false
null
null
0
BATS>IEX>NASDAQ>ARCA>EDGX
MKT
17.6
86
7.5
73
30
-31
12
null
null
High urgency from PM
X002182
2025-11-25 15:25:59
XLP
Sell
22,787
253.69
5,780,834.03
2.7
0.079
Low
20.3
29
2.8
IEX>NASDAQ>EDGX>BATS>NYSE
Adaptive
2
LMT
5.8
69
23
0.53
Slip>Thresh
false
null
null
0
IEX>NASDAQ>EDGX>BATS>NYSE
LMT
73.9
85
4.5
70
53
15
-27
null
null
Paused due to data glitch
X002183
2025-11-03 13:56:42
XLP
Sell
75,814
229.52
17,400,829.28
3.2
0.262
Low
10.3
32
-27.6
IEX>BATS>EDGX>NASDAQ>NYSE
Adaptive
1
MKT
4
86
28
0.71
Multi
false
null
null
0
IEX>BATS>EDGX>NASDAQ>NYSE
MKT
30.7
87
9.9
38
44
-29
-36
NoShort
null
Stable book; normal liquidity
X002184
2025-12-21 14:16:01
AMZN
Buy
1,851
187.54
347,136.54
2.3
0.085
Low
35.9
27
19.6
IEX>NASDAQ>NYSE>BATS
VWAP
1
LMT
8.4
60
16
0.59
Multi
true
MultiTrigger
AlgoSwitch
25
IEX>NASDAQ>NYSE>BATS
LMT>MKT
89.4
96
2.2
135
-1
24
34
null
null
Paused due to data glitch
X002185
2025-11-29 12:40:12
UNH
Sell
17,888
281.7
5,039,049.6
2.4
0.079
High
5.9
18
27.7
NYSE>IEX>NASDAQ>EDGX>BATS
TWAP
1
PO
2.6
66
18
0.58
Multi
false
null
null
0
NYSE>IEX>NASDAQ>EDGX>BATS
PO
21
90
13.9
126
41
28
-28
null
Throttle
Stable book; normal liquidity
X002186
2025-12-26 14:57:52
XLV
Buy
139,146
161.12
22,419,203.52
1.3
0.391
Low
17.7
24
10.8
NASDAQ>BATS>EDGX>NYSE
Adaptive
1
LMT
4.1
108
28
0.5
Multi
false
null
null
0
NASDAQ>BATS>EDGX>NYSE
LMT
30.4
98
0
107
55
12
-33
null
null
Stable book; normal liquidity
X002187
2025-12-12 10:42:05
SPY
Sell
314,148
458.29
143,970,886.92
1.4
0.424
Low
15.2
30
21.6
BATS>NASDAQ>EDGX>IEX>NYSE
POV
5
LMT
6.9
264
34
0.62
LiqDrop
false
null
null
0
BATS>NASDAQ>EDGX>IEX>NYSE
LMT
35.3
95
11.1
229
21
21
12
NoShort
null
Venue switch reduced impact
X002188
2025-10-29 13:14:20
HYG
Sell
16,619
76.06
1,264,041.14
2
0.091
Medium
11.4
34
-6.6
IEX>NYSE>EDGX>NASDAQ
VWAP
2
LMT
3.7
67
22
0.44
ToxicitySpike
false
null
null
0
IEX>NYSE>EDGX>NASDAQ
LMT
53.1
93
0
76
-15
-9
15
NoShort
null
High urgency from PM
X002189
2025-11-23 12:52:17
BRK.B
Sell
28,010
223.76
6,267,517.6
2.8
0.127
Medium
8.7
4
12.6
EDGX>NYSE>ARCA>IEX>BATS
TWAP
2
MKT
4.4
71
16
0.45
ToxicitySpike
false
null
null
0
EDGX>NYSE>ARCA>IEX>BATS
MKT
62.4
88
0
120
-5
13
34
null
null
Toxic prints; widened spread
X002190
2025-11-21 12:09:54
T
Buy
24,088
52.94
1,275,218.72
4.1
0.201
Low
24.1
29
11.2
IEX>NYSE>NASDAQ
IS
5
LMT
13.2
75
23
0.65
Slip>Thresh
false
null
null
0
IEX>NYSE>NASDAQ
LMT
34
87
19.9
56
5
11
8
null
null
High urgency from PM
X002191
2025-11-21 11:08:59
SPY
Sell
135,902
491.23
66,759,139.46
1.4
0.184
Medium
8.9
6
31.8
NASDAQ>NYSE>BATS>IEX>ARCA
POV
4
LMT
4
138
31
0.58
LiqDrop
false
null
null
0
NASDAQ>NYSE>BATS>IEX>ARCA
LMT
95.3
92
8.8
188
46
28
-6
null
null
Paused due to data glitch
X002192
2025-11-22 14:45:45
KO
Buy
15,680
315.65
4,949,392
3.1
0.39
Low
7.2
4
-26.1
ARCA>NYSE>EDGX>NASDAQ>BATS
IS
4
LMT
5.1
69
25
0.62
Slip>Thresh
false
null
null
0
ARCA>NYSE>EDGX>NASDAQ>BATS
LMT
24
79
0.2
72
42
-19
26
null
null
Stable book; normal liquidity
X002193
2025-12-16 11:18:55
UNH
Sell
21,018
128.8
2,707,118.4
2.3
0.092
Ultra
3
29
17.5
NYSE>NASDAQ>BATS>ARCA>IEX
VWAP
2
MKT
2.2
68
18
0.55
LiqDrop
false
null
null
0
NYSE>NASDAQ>BATS>ARCA>IEX
MKT
43.8
99
2.7
60
2
16
31
null
null
High urgency from PM
X002194
2025-11-01 13:54:56
TLT
Buy
16,830
95.6
1,608,948
3.2
0.062
Low
23.8
5
-28.9
NASDAQ>NYSE>EDGX
TWAP
2
MKT
9.2
67
33
0.49
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>EDGX
MKT
64.1
98
10.5
75
35
-13
-9
null
null
Stable book; normal liquidity
X002195
2025-11-11 14:22:56
META
Sell
40,056
337.94
13,536,524.64
1.7
0.112
High
7.8
25
-28.9
NASDAQ>ARCA>NYSE
VWAP
2
MKT
3.3
77
27
0.44
ToxicitySpike
true
ToxicitySpike
Pause
30
NASDAQ>ARCA>NYSE
MKT>PO
92.4
89
0.8
108
38
27
37
NoShort
null
Toxic prints; widened spread
X002196
2025-12-22 15:13:44
NFLX
Sell
14,705
163.73
2,407,649.65
3.7
0.141
High
3.1
28
-16.8
ARCA>NASDAQ>NYSE>EDGX>IEX
VWAP
2
LMT
2.5
66
23
0.68
LiqDrop
false
null
null
0
ARCA>NASDAQ>NYSE>EDGX>IEX
LMT
19.9
85
4.7
76
20
8
-12
PositionLimitNear
null
Toxic prints; widened spread
X002197
2025-11-29 09:35:56
HYG
Sell
41,418
79.22
3,281,133.96
1.3
0.227
Low
17.6
6
3.1
NASDAQ>IEX
POV
4
LMT
6.9
83
24
0.48
Slip>Thresh
false
null
null
0
NASDAQ>IEX
LMT
12.2
99
8.1
245
-18
-14
34
NoShort
null
Paused due to data glitch
X002198
2025-11-19 14:01:24
LQD
Sell
9,583
112.4
1,077,129.2
1.4
0.047
High
22.7
7
34.1
NASDAQ>NYSE
IS
4
IOC
10.9
65
18
0.62
Slip>Thresh
false
null
null
0
NASDAQ>NYSE
IOC
30
86
16.7
53
-14
5
28
null
null
Paused due to data glitch
X002199
2025-12-06 10:07:21
INTC
Buy
395
196.58
77,649.1
0.7
0.019
Ultra
5.2
23
32
EDGX>NASDAQ
IS
5
LMT
2.7
60
23
0.69
ToxicitySpike
false
null
null
0
EDGX>NASDAQ
LMT
56.5
93
2
53
46
21
21
null
null
Stable book; normal liquidity
X002200
2025-10-30 09:58:16
XLU
Buy
12,346
296.01
3,654,539.46
1.2
0.04
High
17.7
37
-2
EDGX>NYSE>ARCA>BATS
VWAP
3
MKT
6.6
66
28
0.45
Slip>Thresh
false
null
null
0
EDGX>NYSE>ARCA>BATS
MKT
94.5
90
13.4
70
18
16
7
null
null
Venue switch reduced impact