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
X002201
2025-11-16 11:49:39
JPM
Buy
2,411
83.68
201,752.48
3.6
0.06
Medium
17.4
38
-25.3
BATS>IEX
TWAP
2
MKT
7.5
61
34
0.61
ToxicitySpike
false
null
null
0
BATS>IEX
MKT
0.8
96
15.1
69
58
0
-23
null
null
Stable book; normal liquidity
X002202
2025-11-23 11:14:05
MSFT
Buy
15,037
163.94
2,465,165.78
2.3
0.08
Medium
10.5
20
14.6
ARCA>EDGX>IEX
IS
5
MKT
7.5
69
12
0.8
Slip>Thresh
false
null
null
0
ARCA>EDGX>IEX
MKT
96.1
100
1.1
69
-1
-28
-25
Watchlist
null
Venue switch reduced impact
X002203
2025-10-27 11:41:37
PFE
Sell
84,133
207.72
17,476,106.76
2
0.229
Low
20.3
4
-10.4
NASDAQ>BATS>EDGX
Adaptive
5
MKT
9.5
114
28
0.58
ToxicitySpike
false
null
null
0
NASDAQ>BATS>EDGX
MKT
48
100
13.9
78
-8
-5
18
null
null
Stable book; normal liquidity
X002204
2025-11-04 10:28:22
AMD
Sell
1,198
306.04
366,635.92
1.5
0.033
Medium
39.8
26
14.9
IEX>NASDAQ>NYSE>ARCA
Adaptive
5
LMT
13.6
60
12
0.77
LiqDrop
false
null
null
0
IEX>NASDAQ>NYSE>ARCA
LMT
82
99
9.4
10
36
19
-16
null
null
Venue switch reduced impact
X002205
2025-11-23 13:57:00
SPY
Sell
39,769
459.71
18,282,206.99
1
0.054
High
24.3
36
24.5
NYSE>ARCA>BATS
VWAP
3
LMT
7.1
79
24
0.5
Multi
false
null
null
0
NYSE>ARCA>BATS
LMT
87.2
63
12.4
42
7
2
-38
null
null
High urgency from PM
X002206
2025-10-29 11:24:53
XLU
Sell
39,616
324.39
12,851,034.24
1.7
0.127
Medium
7.8
3
-6.5
IEX>EDGX>BATS
IS
4
MKT
5.1
82
26
0.45
Slip>Thresh
false
null
null
0
IEX>EDGX>BATS
MKT
97.4
87
0
77
39
-18
32
null
null
High urgency from PM
X002207
2025-10-27 12:54:55
META
Buy
64,132
72.36
4,640,591.52
1.5
0.179
Low
23.6
4
34.5
NASDAQ>NYSE>BATS>IEX>EDGX
POV
5
MKT
12.1
101
25
0.47
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>BATS>IEX>EDGX
MKT
67.3
90
21.5
156
-1
-19
-10
null
null
High urgency from PM
X002208
2025-11-25 13:34:36
PEP
Buy
21,322
161.09
3,434,760.98
3.1
0.067
Medium
10.4
38
16.7
EDGX>ARCA>NASDAQ
TWAP
2
PO
4.6
69
24
0.74
Slip>Thresh
false
null
null
0
EDGX>ARCA>NASDAQ
PO
63.9
90
14
166
12
-38
21
Watchlist
null
Venue switch reduced impact
X002209
2025-12-01 11:50:35
XLE
Sell
15,175
138.53
2,102,192.75
3.5
0.054
High
6.5
29
0.5
NYSE>ARCA>IEX
IS
5
LMT
5.5
69
19
0.63
Slip>Thresh
false
null
null
0
NYSE>ARCA>IEX
LMT
63.6
96
0.5
45
6
-38
1
null
null
Venue switch reduced impact
X002210
2025-12-26 10:29:35
AMZN
Sell
3,755
226.16
849,230.8
1.4
0.173
Low
37
22
-23.2
NASDAQ>IEX>ARCA
IS
5
LMT
16.3
62
13
0.65
LiqDrop
false
null
null
0
NASDAQ>IEX>ARCA
LMT
46
99
21.3
10
57
-2
6
null
null
Venue switch reduced impact
X002211
2025-11-25 13:25:15
T
Sell
10,726
32.44
347,951.44
4.5
0.089
Medium
7.6
31
32.4
NYSE>EDGX>ARCA>NASDAQ
TWAP
1
LMT
3.6
63
13
0.7
ToxicitySpike
false
null
null
0
NYSE>EDGX>ARCA>NASDAQ
LMT
84.7
94
0
55
-20
-12
14
null
null
High urgency from PM
X002212
2025-12-20 10:46:33
PEP
Sell
21,389
126.6
2,707,847.4
3.5
0.068
Medium
10.8
14
26.1
IEX>NYSE
IS
4
LMT
6.6
72
15
0.57
Slip>Thresh
false
null
null
0
IEX>NYSE
LMT
57.7
98
3.3
68
-18
-9
26
null
null
Venue switch reduced impact
X002213
2025-12-06 15:55:58
XLF
Buy
136,207
299.29
40,765,393.03
2.1
0.372
Low
17.3
5
10.5
NYSE>BATS
Adaptive
2
LMT
5
117
21
0.69
Multi
true
MultiTrigger
OrderTypeChange
25
NYSE>BATS
LMT>MKT
89.1
99
2.5
169
7
-34
-37
Watchlist
null
Stable book; normal liquidity
X002214
2025-12-19 10:42:35
NKE
Buy
64,715
253.72
16,419,489.8
4
0.301
Low
12.3
4
-22.9
NYSE>NASDAQ>BATS>IEX>ARCA
IS
4
LMT
7.6
97
16
0.58
ToxicitySpike
false
null
null
0
NYSE>NASDAQ>BATS>IEX>ARCA
LMT
4
92
15.6
58
56
-18
0
null
null
Stable book; normal liquidity
X002215
2025-11-21 15:22:57
AMZN
Sell
5,024
268.66
1,349,747.84
2.8
0.231
Low
37.5
20
28.8
NYSE>IEX
TWAP
2
MKT
13.2
62
25
0.79
Multi
true
MultiTrigger
OrderTypeChange
11
NYSE>IEX
MKT>PO
87.5
84
0
77
33
-17
40
null
null
Venue switch reduced impact
X002216
2025-11-09 11:01:37
KO
Sell
2,823
332.62
938,986.26
2.3
0.07
Medium
20
31
29.3
NASDAQ>EDGX>NYSE>IEX
Adaptive
5
MKT
9.5
61
17
0.54
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
28
NASDAQ>EDGX>NYSE>IEX
MKT>LMT
4.1
97
17.7
111
13
-1
-14
null
null
Toxic prints; widened spread
X002217
2025-11-25 09:35:04
V
Buy
4,535
159.74
724,420.9
2.6
0.059
High
6.3
27
16
BATS>ARCA>IEX
POV
4
MKT
4.7
62
33
0.7
Slip>Thresh
false
null
null
0
BATS>ARCA>IEX
MKT
59.7
90
1.9
10
-5
-21
10
NoShort
null
High urgency from PM
X002218
2025-11-28 10:40:39
CSCO
Sell
15,014
118.97
1,786,215.58
2.3
0.038
High
9.8
13
7.3
NYSE>EDGX>BATS>ARCA
POV
5
LMT
5.4
69
30
0.81
Slip>Thresh
false
null
null
0
NYSE>EDGX>BATS>ARCA
LMT
24.1
91
0
10
-17
-20
33
null
null
Stable book; normal liquidity
X002219
2025-12-10 09:35:09
XOM
Sell
20,520
45.95
942,894
2.7
0.188
Low
19.3
27
-6.4
BATS>NASDAQ
VWAP
2
LMT
5.9
68
33
0.76
Multi
false
null
null
0
BATS>NASDAQ
LMT
9.5
97
3.7
156
21
-19
39
null
null
Venue switch reduced impact
X002220
2025-11-21 12:22:04
IWM
Sell
38,149
199.08
7,594,702.92
1.2
0.053
Ultra
12.3
20
-34.3
NYSE>BATS>NASDAQ>EDGX>IEX
VWAP
1
LMT
3
73
34
0.54
Slip>Thresh
false
null
null
0
NYSE>BATS>NASDAQ>EDGX>IEX
LMT
62.9
87
6.6
48
-18
1
-34
Watchlist
null
Toxic prints; widened spread
X002221
2025-10-27 15:00:47
NVDA
Sell
5,976
301.78
1,803,437.28
1.3
0.155
Medium
12.9
30
-30.6
NYSE>ARCA>IEX>BATS
IS
4
MKT
7
63
24
0.85
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
14
NYSE>ARCA>IEX>BATS
MKT>PO
50.3
100
19.8
9
11
9
37
NoShort
null
Toxic prints; widened spread
X002222
2025-12-20 15:52:41
IEF
Sell
10,507
101.7
1,068,561.9
2.7
0.04
Medium
22.1
5
13.9
BATS>IEX
Adaptive
4
LMT
7.9
66
32
0.78
ToxicitySpike
false
null
null
0
BATS>IEX
LMT
82.4
73
8
86
19
-17
-36
null
null
Toxic prints; widened spread
X002223
2025-11-09 14:40:45
XLE
Buy
13,309
195.38
2,600,312.42
2.9
0.048
Medium
23.5
5
22.4
BATS>NYSE>ARCA>EDGX>IEX
Adaptive
1
PO
6.3
64
20
0.5
Multi
false
null
null
0
BATS>NYSE>ARCA>EDGX>IEX
PO
40
96
0
28
57
10
-13
null
null
Venue switch reduced impact
X002224
2025-12-16 09:47:21
IEF
Buy
14,751
95
1,401,345
1.7
0.056
Medium
20.4
26
-21.8
BATS>ARCA>NYSE
IS
4
LMT
8.8
68
33
0.62
Multi
false
null
null
0
BATS>ARCA>NYSE
LMT
22.4
91
0
44
-4
12
40
null
null
Toxic prints; widened spread
X002225
2025-12-24 09:38:07
PFE
Sell
79,002
102.88
8,127,725.76
2.3
0.215
Medium
6.8
6
27.1
BATS>ARCA>NYSE>EDGX>NASDAQ
VWAP
2
LMT
2.8
93
17
0.64
Slip>Thresh
false
null
null
0
BATS>ARCA>NYSE>EDGX>NASDAQ
LMT
20.5
93
0
145
-1
29
8
null
null
Paused due to data glitch
X002226
2025-10-27 09:35:01
MSFT
Sell
11,747
152.24
1,788,363.28
3.7
0.062
Medium
13.5
12
-6.4
ARCA>NASDAQ>IEX
TWAP
1
LMT
4.5
64
17
0.64
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>IEX
LMT
79.9
97
6.5
133
42
14
-28
null
null
Stable book; normal liquidity
X002227
2025-12-20 10:49:59
BRK.B
Buy
9,730
347.33
3,379,520.9
1.4
0.044
Ultra
6.5
9
-25.2
NYSE>EDGX>ARCA>BATS>NASDAQ
TWAP
3
MKT
3.2
64
31
0.59
Multi
false
null
null
0
NYSE>EDGX>ARCA>BATS>NASDAQ
MKT
48
95
0.5
63
-9
-1
-21
PositionLimitNear
null
Toxic prints; widened spread
X002228
2025-12-06 15:14:18
NKE
Sell
39,181
98.88
3,874,217.28
1.9
0.182
Medium
7.4
4
-6.6
ARCA>NASDAQ>BATS>IEX
POV
4
LMT
3.8
82
33
0.8
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>BATS>IEX
LMT
74.9
94
13.5
157
46
-21
30
Watchlist
null
Stable book; normal liquidity
X002229
2025-11-06 13:42:57
TSLA
Sell
21,521
195.95
4,217,039.95
1.7
0.067
Ultra
4.5
19
-18
BATS>NYSE
Adaptive
1
MKT
1.9
67
34
0.83
Slip>Thresh
false
null
null
0
BATS>NYSE
MKT
7
91
4.1
42
-19
-13
9
PositionLimitNear
null
Stable book; normal liquidity
X002230
2025-11-12 09:57:53
LQD
Sell
21,001
113.04
2,373,953.04
1.6
0.103
High
8.7
7
33.6
NYSE>ARCA>BATS>IEX>EDGX
IS
5
LMT
4.9
73
34
0.47
Multi
false
null
null
0
NYSE>ARCA>BATS>IEX>EDGX
LMT
5.7
90
10.5
136
45
-33
3
null
null
Toxic prints; widened spread
X002231
2025-12-21 11:25:38
JPM
Sell
1,242
72.61
90,181.62
3.7
0.031
Low
37.6
28
22.6
ARCA>IEX
IS
4
MKT
20
60
31
0.77
Multi
false
null
null
0
ARCA>IEX
MKT
9.5
89
26.3
85
-2
-28
13
NoShort
null
Paused due to data glitch
X002232
2025-11-25 12:18:28
JPM
Buy
10,697
155.94
1,668,090.18
2.4
0.265
Medium
5.6
13
31.8
EDGX>BATS>NYSE>IEX>ARCA
TWAP
1
LMT
2.3
63
26
0.41
Multi
false
null
null
0
EDGX>BATS>NYSE>IEX>ARCA
LMT
5.5
95
0
10
59
-9
36
null
null
Stable book; normal liquidity
X002233
2025-11-12 15:17:48
BAC
Sell
45,836
35.79
1,640,470.44
1.3
0.125
High
5.4
16
-26.3
NASDAQ>NYSE>ARCA>IEX
Adaptive
4
MKT
2.8
86
25
0.79
LiqDrop
false
null
null
0
NASDAQ>NYSE>ARCA>IEX
MKT
59
94
5.3
24
31
7
5
PositionLimitNear
null
High urgency from PM
X002234
2025-11-27 10:05:06
XLK
Sell
73,858
222.96
16,467,379.68
1.5
0.207
Low
22.2
11
12
NYSE>IEX
TWAP
3
MKT
8.8
96
29
0.85
ToxicitySpike
false
null
null
0
NYSE>IEX
MKT
42.5
97
5.3
146
34
-28
17
Watchlist
null
Paused due to data glitch
X002235
2025-12-08 12:00:35
NFLX
Sell
5,878
161.5
949,297
3.7
0.056
Medium
18.2
15
20.7
IEX>NASDAQ>EDGX
IS
4
LMT
9.4
63
21
0.44
Multi
false
null
null
0
IEX>NASDAQ>EDGX
LMT
56.7
92
19.3
10
35
-32
-40
null
null
Toxic prints; widened spread
X002236
2025-11-24 10:37:46
NKE
Buy
3,858
268.72
1,036,721.76
4.1
0.018
Ultra
6.7
25
3.5
NYSE>BATS
TWAP
1
MKT
3.9
61
18
0.55
Multi
false
null
null
0
NYSE>BATS
MKT
64.7
90
6.5
42
54
29
-18
null
null
Stable book; normal liquidity
X002237
2025-12-16 14:43:09
PEP
Buy
19,530
361.01
7,050,525.3
3.6
0.062
Low
18.3
34
22.5
IEX>ARCA
Adaptive
1
MKT
6
66
20
0.43
Multi
false
null
null
0
IEX>ARCA
MKT
88.3
93
0.9
43
-2
13
-26
null
null
Stable book; normal liquidity
X002238
2025-12-08 12:05:24
IEF
Sell
39,494
94.81
3,744,426.14
3.6
0.15
Low
20.4
8
3.4
NYSE>EDGX
VWAP
3
MKT
9.1
79
19
0.75
LiqDrop
false
null
null
0
NYSE>EDGX
MKT
37.3
99
8.4
10
-18
10
7
null
null
Toxic prints; widened spread
X002239
2025-11-11 14:28:28
QQQ
Sell
98,275
419.34
41,210,638.5
0.7
0.312
Medium
8.4
36
17.9
EDGX>IEX>NASDAQ
TWAP
2
MKT
3.1
101
19
0.43
LiqDrop
false
null
null
0
EDGX>IEX>NASDAQ
MKT
76.5
98
0
118
52
-20
20
NoShort
null
Toxic prints; widened spread
X002240
2025-11-28 13:19:23
JPM
Sell
9,549
113.62
1,084,957.38
5.3
0.236
Low
25.4
6
16.6
EDGX>NYSE
IS
5
LMT
14.8
66
21
0.42
Multi
false
null
null
0
EDGX>NYSE
LMT
5.7
100
8.8
248
47
-18
5
null
null
Paused due to data glitch
X002241
2025-12-05 15:55:38
PEP
Buy
23,376
251.17
5,871,349.92
5.1
0.074
Low
18.6
3
-5.5
NYSE>IEX>EDGX>ARCA>BATS
TWAP
2
LMT
7.2
69
28
0.59
ToxicitySpike
false
null
null
0
NYSE>IEX>EDGX>ARCA>BATS
LMT
24.7
87
1.7
10
-7
-22
15
null
null
Stable book; normal liquidity
X002242
2025-12-12 13:29:53
SPY
Sell
92,863
480.88
44,655,959.44
0.9
0.125
High
12.6
39
3.6
ARCA>IEX>EDGX>BATS
TWAP
1
MKT
3.8
92
12
0.48
Slip>Thresh
false
null
null
0
ARCA>IEX>EDGX>BATS
MKT
76.2
98
0
87
17
-20
11
PositionLimitNear
null
Venue switch reduced impact
X002243
2025-12-06 14:42:31
LQD
Sell
30,871
107.84
3,329,128.64
1.5
0.152
Ultra
3.2
7
-0.2
EDGX>NASDAQ>IEX>ARCA>BATS
Adaptive
2
MKT
1.7
73
20
0.67
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>IEX>ARCA>BATS
MKT
49.7
99
3.1
81
56
-2
-11
null
null
Venue switch reduced impact
X002244
2025-11-02 09:47:56
UNH
Buy
14,525
47.14
684,708.5
1.6
0.064
Ultra
8
38
-28.3
NYSE>BATS>NASDAQ
IS
5
MKT
5.6
69
28
0.47
Multi
false
null
null
0
NYSE>BATS>NASDAQ
MKT
25.8
85
9.6
72
0
-5
38
null
null
Stable book; normal liquidity
X002245
2025-11-07 11:47:12
CVX
Buy
79,877
197.12
15,745,354.24
1
0.474
Low
21.6
10
-14.7
NYSE>ARCA>BATS>EDGX>IEX
TWAP
3
MKT
8.4
99
23
0.76
LiqDrop
false
null
null
0
NYSE>ARCA>BATS>EDGX>IEX
MKT
96.5
91
9
85
20
5
-32
Watchlist
null
High urgency from PM
X002246
2025-10-29 14:23:23
MSFT
Sell
68,051
257.89
17,549,672.39
1.8
0.361
Low
11.3
14
19.4
NASDAQ>ARCA>BATS>EDGX>NYSE
Adaptive
4
MKT
5.3
99
24
0.57
Multi
false
null
null
0
NASDAQ>ARCA>BATS>EDGX>NYSE
MKT
48.4
91
0
10
12
-25
-16
null
null
Toxic prints; widened spread
X002247
2025-11-30 10:22:44
XLV
Buy
16,029
25.39
406,976.31
1.4
0.045
High
13.5
15
-0.4
BATS>NYSE>EDGX
Adaptive
1
MKT
3.9
65
35
0.44
LiqDrop
false
null
null
0
BATS>NYSE>EDGX
MKT
19.7
94
13.4
64
6
-35
16
Watchlist
null
Paused due to data glitch
X002248
2025-12-17 14:33:07
NVDA
Sell
2,329
144.25
335,958.25
1.7
0.06
High
15
17
-15.9
NASDAQ>IEX>ARCA>NYSE
Adaptive
2
IOC
4.8
60
29
0.67
ToxicitySpike
false
null
null
0
NASDAQ>IEX>ARCA>NYSE
IOC
71.5
89
13.3
107
-7
21
-37
null
null
High urgency from PM
X002249
2025-10-29 09:59:32
MSFT
Buy
102,462
218.15
22,352,085.3
2
0.544
Low
18.8
19
12.9
ARCA>BATS>NYSE>NASDAQ
Adaptive
3
MKT
7.3
111
31
0.7
Slip>Thresh
false
null
null
0
ARCA>BATS>NYSE>NASDAQ
MKT
92.4
98
0
121
2
28
22
null
null
Stable book; normal liquidity
X002250
2025-11-24 13:28:30
TLT
Buy
62,866
99.29
6,241,965.14
3
0.23
Medium
4.9
7
-18.2
BATS>IEX>NYSE>ARCA>EDGX
VWAP
3
MKT
3.7
91
35
0.7
ToxicitySpike
false
null
null
0
BATS>IEX>NYSE>ARCA>EDGX
MKT
76.9
96
5.9
73
40
0
15
PositionLimitNear
null
Venue switch reduced impact
X002251
2025-10-30 10:52:23
XLU
Buy
53,574
106.26
5,692,773.24
1.7
0.172
Medium
12.7
30
33.3
IEX>BATS>ARCA>EDGX
IS
5
MKT
8
94
33
0.81
Slip>Thresh
false
null
null
0
IEX>BATS>ARCA>EDGX
MKT
45.6
100
13.9
74
57
14
13
null
null
Toxic prints; widened spread
X002252
2025-11-04 11:05:54
JNJ
Sell
51,160
348.12
17,809,819.2
5.2
0.188
Low
7.6
11
27.1
EDGX>NASDAQ>NYSE>IEX
TWAP
1
IOC
4.6
77
28
0.42
LiqDrop
false
null
null
0
EDGX>NASDAQ>NYSE>IEX
IOC
35.3
85
14.3
45
28
14
-33
null
null
High urgency from PM
X002253
2025-12-11 12:48:13
VZ
Buy
20,249
273.91
5,546,403.59
2.5
0.173
Low
13.4
31
-30.1
BATS>ARCA>NYSE
TWAP
3
MKT
6.4
70
29
0.63
Multi
false
null
null
0
BATS>ARCA>NYSE
MKT
21.3
87
0
10
-10
0
-36
Watchlist
null
Venue switch reduced impact
X002254
2025-12-01 14:49:39
IEF
Buy
49,680
97.33
4,835,354.4
3
0.189
Low
11.2
4
27.4
BATS>EDGX
TWAP
3
MKT
6
84
29
0.68
LiqDrop
false
null
null
0
BATS>EDGX
MKT
76.5
92
0
10
46
-10
-10
null
null
Toxic prints; widened spread
X002255
2025-12-24 15:10:13
WMT
Buy
68,425
268.26
18,355,690.5
4.4
0.211
Medium
4.3
4
-0.1
NYSE>BATS>IEX>EDGX>ARCA
IS
5
MKT
6.6
104
33
0.65
Slip>Thresh
false
null
null
0
NYSE>BATS>IEX>EDGX>ARCA
MKT
13.6
86
0.1
117
47
7
36
null
null
High urgency from PM
X002256
2025-11-19 10:53:43
MSFT
Sell
49,645
54.97
2,728,985.65
2.1
0.264
Medium
5.9
38
13.4
ARCA>EDGX
VWAP
3
LMT
2.8
84
18
0.73
Multi
false
null
null
0
ARCA>EDGX
LMT
28.2
83
0
40
29
-9
-3
null
null
High urgency from PM
X002257
2025-11-30 13:08:00
MSFT
Sell
8,679
346.35
3,005,971.65
3.2
0.046
Medium
16.4
19
19.9
NASDAQ>ARCA>BATS>NYSE>EDGX
VWAP
1
IOC
5.4
63
28
0.81
Multi
false
null
null
0
NASDAQ>ARCA>BATS>NYSE>EDGX
IOC
6.6
100
0
93
22
9
-9
null
null
Venue switch reduced impact
X002258
2025-12-15 12:26:31
META
Sell
79,397
159.91
12,696,374.27
1.6
0.221
Medium
10.4
29
12.8
BATS>NYSE>NASDAQ>IEX>ARCA
Adaptive
1
LMT
2.7
87
34
0.45
ToxicitySpike
false
null
null
0
BATS>NYSE>NASDAQ>IEX>ARCA
LMT
3.3
94
6.4
151
0
-7
-22
null
null
High urgency from PM
X002259
2025-11-30 09:35:55
AAPL
Buy
32,133
345.27
11,094,560.91
2.5
0.095
Low
23.4
33
-21
NYSE>ARCA>BATS>EDGX>IEX
TWAP
2
LMT
7.2
73
14
0.58
LiqDrop
false
null
null
0
NYSE>ARCA>BATS>EDGX>IEX
LMT
96.1
81
0
10
36
6
13
null
null
Stable book; normal liquidity
X002260
2025-11-22 13:07:06
XLY
Buy
20,287
160.27
3,251,397.49
1.1
0.085
Medium
25
25
-18.4
BATS>ARCA>NYSE
TWAP
1
LMT
5.9
67
26
0.4
Slip>Thresh
false
null
null
0
BATS>ARCA>NYSE
LMT
75.8
72
6.7
167
-19
3
26
null
null
Stable book; normal liquidity
X002261
2025-11-15 09:39:39
AMD
Buy
1,127
24.05
27,104.35
1.9
0.031
Medium
38.1
26
-2.1
EDGX>ARCA>BATS>NASDAQ
VWAP
1
LMT
8.6
60
30
0.73
LiqDrop
false
null
null
0
EDGX>ARCA>BATS>NASDAQ
LMT
33.4
96
0
42
21
-40
18
null
null
High urgency from PM
X002262
2025-11-20 14:38:13
XLB
Buy
83,194
89.81
7,471,653.14
1.4
0.212
Low
23.8
35
-25.7
NASDAQ>EDGX>IEX
IS
5
IOC
12.7
114
19
0.83
Multi
false
null
null
0
NASDAQ>EDGX>IEX
IOC
41.6
87
13.9
169
51
29
21
null
null
Stable book; normal liquidity
X002263
2025-12-08 15:15:15
AMD
Buy
11,963
91.97
1,100,237.11
1.6
0.334
Low
18.7
36
-9.3
IEX>EDGX>NYSE>NASDAQ>ARCA
Adaptive
3
LMT
5.7
65
15
0.52
Slip>Thresh
false
null
null
0
IEX>EDGX>NYSE>NASDAQ>ARCA
LMT
22.9
94
0.4
105
-9
-20
-13
Watchlist
null
Venue switch reduced impact
X002264
2025-11-08 10:21:04
NFLX
Sell
17,114
118.99
2,036,394.86
3.9
0.164
Low
7.4
34
28.4
IEX>NASDAQ
Adaptive
2
MKT
4.2
67
34
0.7
Multi
false
null
null
0
IEX>NASDAQ
MKT
40.3
99
1.5
28
47
-2
-37
Watchlist
null
Stable book; normal liquidity
X002265
2025-12-05 13:50:40
INTC
Sell
1,455
272.2
396,051
0.7
0.069
Ultra
10.2
4
11.7
ARCA>IEX
POV
4
LMT
3.9
60
16
0.79
LiqDrop
false
null
null
0
ARCA>IEX
LMT
58
98
0
50
-13
-33
-7
null
PriceBand
Toxic prints; widened spread
X002266
2025-12-02 13:49:41
VZ
Buy
27,674
211.05
5,840,597.7
3.1
0.237
Low
7
31
5.5
BATS>IEX
POV
5
MKT
6.1
77
31
0.73
Multi
false
null
null
0
BATS>IEX
MKT
63.5
95
1.3
10
-9
-4
36
null
null
Paused due to data glitch
X002267
2025-12-18 13:54:46
TSLA
Buy
53,021
287.06
15,220,208.26
1.6
0.165
High
5.4
30
9.7
ARCA>NASDAQ>BATS>EDGX
IS
4
LMT
3.2
90
33
0.55
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>BATS>EDGX
LMT
92.5
61
0
78
24
9
26
null
null
Toxic prints; widened spread
X002268
2025-11-16 10:30:52
PEP
Sell
38,780
234.66
9,100,114.8
5.1
0.122
Low
11.2
12
-4.7
ARCA>NYSE>IEX
TWAP
2
MKT
6.5
76
17
0.79
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
10
ARCA>NYSE>IEX
MKT>IOC
45.9
93
15.3
100
26
23
-21
PositionLimitNear
null
Paused due to data glitch
X002269
2025-11-12 14:10:40
META
Buy
172,173
167.28
28,801,099.44
1.3
0.48
Low
9.9
21
-3.9
EDGX>NASDAQ>BATS>NYSE>ARCA
VWAP
2
MKT
3.8
133
15
0.71
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>BATS>NYSE>ARCA
MKT
57
85
0
273
45
-30
7
NoShort
null
High urgency from PM
X002270
2025-12-20 11:29:50
TLT
Sell
242,284
94.41
22,874,032.44
3.1
0.886
Low
21.7
15
6.4
EDGX>BATS>IEX
IS
5
LMT
11.8
217
26
0.52
ToxicitySpike
false
null
null
0
EDGX>BATS>IEX
LMT
25.1
99
6.7
103
54
24
-11
Watchlist
null
Toxic prints; widened spread
X002271
2025-11-22 10:53:14
XLE
Buy
426,812
164.96
70,406,907.52
1.8
1.531
Low
12.2
22
23.3
ARCA>NASDAQ>BATS>EDGX>IEX
Adaptive
4
LMT
5.1
290
26
0.83
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>BATS>EDGX>IEX
LMT
67.1
74
18.2
305
-11
15
26
null
null
Stable book; normal liquidity
X002272
2025-12-26 13:34:02
CVX
Buy
19,511
254.48
4,965,159.28
1.4
0.116
Low
24.9
25
34.2
NASDAQ>BATS>ARCA
VWAP
1
LMT
5.7
66
13
0.45
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
11
NASDAQ>BATS>ARCA
LMT>MKT
47
96
12.6
46
-9
-40
-5
Watchlist
null
Venue switch reduced impact
X002273
2025-12-26 15:50:08
SPY
Buy
936,739
478.04
447,798,711.56
1.3
1.265
Low
16.4
18
-15
IEX>BATS>ARCA>NASDAQ>EDGX
IS
5
IOC
9.7
320
12
0.84
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
18
IEX>BATS>ARCA>NASDAQ>EDGX
IOC>MKT
30.1
98
26.7
305
14
-29
14
null
null
Stable book; normal liquidity
X002274
2025-11-03 13:32:59
V
Buy
9,516
114.98
1,094,149.68
5.3
0.124
Low
10
38
-28.7
IEX>NASDAQ>ARCA
IS
4
MKT
9.2
65
32
0.83
LiqDrop
false
null
null
0
IEX>NASDAQ>ARCA
MKT
56.2
96
17.6
74
-10
-25
16
null
null
Paused due to data glitch
X002275
2025-11-26 11:05:05
QQQ
Sell
8,827
396.25
3,497,698.75
0.8
0.028
Ultra
5.3
25
-10.7
IEX>NASDAQ>NYSE>EDGX
Adaptive
2
PO
1.7
63
27
0.49
ToxicitySpike
false
null
null
0
IEX>NASDAQ>NYSE>EDGX
PO
13.8
86
4.3
47
60
-7
23
null
null
Toxic prints; widened spread
X002276
2025-12-05 09:35:13
XLU
Buy
11,621
40.7
472,974.7
1.1
0.037
Ultra
8.3
38
-12.5
BATS>ARCA>EDGX>NYSE>NASDAQ
VWAP
2
LMT
2.5
64
27
0.49
ToxicitySpike
false
null
null
0
BATS>ARCA>EDGX>NYSE>NASDAQ
LMT
59.2
89
1.4
86
60
5
5
null
null
Toxic prints; widened spread
X002277
2025-11-29 11:23:50
VZ
Sell
22,352
311.78
6,968,906.56
2.7
0.191
Low
19.7
11
13.1
ARCA>EDGX
Adaptive
1
PO
5.5
67
31
0.53
Slip>Thresh
false
null
null
0
ARCA>EDGX
PO
4.7
86
15.9
83
49
-31
30
null
null
Toxic prints; widened spread
X002278
2025-10-28 15:55:49
XLB
Sell
21,749
190.55
4,144,271.95
2.3
0.055
High
10.8
20
23.7
NYSE>IEX>EDGX>BATS
TWAP
2
MKT
4.7
69
24
0.76
Multi
false
null
null
0
NYSE>IEX>EDGX>BATS
MKT
99
88
17.9
33
41
-35
-22
PositionLimitNear
null
Toxic prints; widened spread
X002279
2025-12-15 15:07:15
BRK.B
Sell
28,488
60.83
1,732,925.04
2.3
0.129
Medium
10.7
15
-13.9
NYSE>EDGX>IEX>BATS
IS
4
LMT
5.7
76
19
0.56
ToxicitySpike
true
ToxicitySpike
VenueSwitch
13
NYSE>EDGX>IEX>BATS
LMT>MKT
93.9
95
2.6
19
54
-29
21
null
null
Paused due to data glitch
X002280
2025-11-18 09:51:40
TLT
Sell
64,690
98.35
6,362,261.5
2
0.237
Low
17.7
38
16.3
NASDAQ>ARCA>IEX
TWAP
1
IOC
5.5
82
35
0.63
Multi
false
null
null
0
NASDAQ>ARCA>IEX
IOC
3
100
21.1
120
15
-38
12
PositionLimitNear
null
Stable book; normal liquidity
X002281
2025-12-15 10:17:49
QQQ
Buy
80,163
401.15
32,157,387.45
0.7
0.254
High
5.5
38
26.4
ARCA>NYSE>BATS
POV
4
IOC
2.8
106
28
0.7
Multi
false
null
null
0
ARCA>NYSE>BATS
IOC
93.7
97
11.5
42
-10
15
-9
null
null
Stable book; normal liquidity
X002282
2025-11-19 12:55:22
BAC
Sell
99,596
51.15
5,094,335.4
1.3
0.272
Low
20.1
3
-8
NASDAQ>BATS>ARCA>EDGX>IEX
TWAP
2
LMT
5.8
102
21
0.68
Multi
false
null
null
0
NASDAQ>BATS>ARCA>EDGX>IEX
LMT
85.4
99
0
127
11
21
-30
null
null
High urgency from PM
X002283
2025-12-08 11:14:16
WMT
Sell
49,991
216.62
10,829,050.42
4
0.154
Low
19.7
26
-21.5
IEX>ARCA
TWAP
3
LMT
8
84
26
0.45
Multi
false
null
null
0
IEX>ARCA
LMT
89.6
95
10
10
18
-1
34
NoShort
null
Venue switch reduced impact
X002284
2025-12-09 10:39:53
XLB
Buy
47,840
188.27
9,006,836.8
2
0.122
Medium
9.6
12
-23.3
ARCA>EDGX>IEX>NYSE>NASDAQ
TWAP
3
LMT
3.9
83
35
0.5
LiqDrop
false
null
null
0
ARCA>EDGX>IEX>NYSE>NASDAQ
LMT
99.1
91
10.3
49
43
8
-27
null
null
Stable book; normal liquidity
X002285
2025-11-08 12:46:10
QQQ
Sell
6,982
404.55
2,824,568.1
0.6
0.022
Ultra
4.8
18
2.5
BATS>IEX
IS
5
PO
2.7
64
28
0.41
LiqDrop
false
null
null
0
BATS>IEX
PO
65.7
90
3.8
29
-4
-37
17
null
null
Paused due to data glitch
X002286
2025-11-30 10:46:05
WMT
Buy
130,818
197.34
25,815,624.12
4.2
0.403
Low
23.9
38
-34.4
BATS>IEX>ARCA>NYSE>EDGX
Adaptive
5
MKT
12.6
145
35
0.73
ToxicitySpike
false
null
null
0
BATS>IEX>ARCA>NYSE>EDGX
MKT
26.7
94
0
33
44
1
10
Watchlist
null
High urgency from PM
X002287
2025-11-18 14:40:12
XLP
Sell
24,798
197.92
4,908,020.16
2.6
0.086
High
4.2
4
22.8
NYSE>EDGX
VWAP
3
LMT
2.6
72
24
0.52
Slip>Thresh
false
null
null
0
NYSE>EDGX
LMT
86.8
93
0
68
52
21
20
Watchlist
null
Venue switch reduced impact
X002288
2025-11-16 11:19:35
CSCO
Sell
55,366
331.46
18,351,614.36
4.2
0.139
Low
14.8
6
-6.4
BATS>EDGX>NYSE>ARCA>IEX
IS
5
LMT
9.5
95
22
0.62
LiqDrop
true
LiquidityDrop
VenueSwitch
12
BATS>EDGX>NYSE>ARCA>IEX
LMT>IOC
64.5
74
11.6
132
33
-4
-26
null
null
Stable book; normal liquidity
X002289
2025-11-13 13:19:51
WMT
Sell
9,731
29.48
286,869.88
3.4
0.03
Medium
24.9
30
3.9
IEX>BATS>ARCA>EDGX
TWAP
2
MKT
9.6
64
21
0.61
Slip>Thresh
false
null
null
0
IEX>BATS>ARCA>EDGX
MKT
43
93
8.8
162
53
22
-16
Watchlist
null
Venue switch reduced impact
X002290
2025-12-06 14:15:31
XLY
Sell
26,972
105.43
2,843,657.96
2.3
0.112
Low
17.1
30
-28.8
BATS>ARCA
VWAP
1
MKT
5.4
69
17
0.69
Multi
false
null
null
0
BATS>ARCA
MKT
2.4
100
1.6
25
42
-19
32
null
null
Stable book; normal liquidity
X002291
2025-11-22 11:53:55
UNH
Buy
103,194
260.92
26,925,378.48
1.8
0.453
Medium
3.5
28
-23.6
EDGX>ARCA>IEX>NASDAQ
VWAP
2
MKT
2.2
103
17
0.77
Multi
false
null
null
0
EDGX>ARCA>IEX>NASDAQ
MKT
66.2
96
0
86
22
0
-30
null
null
Stable book; normal liquidity
X002292
2025-11-12 09:35:24
INTC
Buy
3,501
317.98
1,113,247.98
0.9
0.167
Medium
14.8
12
24.2
NASDAQ>ARCA>EDGX>BATS
VWAP
3
PO
5
61
25
0.54
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>EDGX>BATS
PO
47.7
97
10.9
96
18
-38
15
null
null
High urgency from PM
X002293
2025-12-06 10:42:28
XLI
Buy
919
192.27
176,696.13
2.7
0.042
Medium
17.9
17
8.5
IEX>EDGX
IS
4
LMT
8.6
60
32
0.5
Slip>Thresh
false
null
null
0
IEX>EDGX
LMT
52.1
93
5.8
50
60
-6
-4
null
null
Toxic prints; widened spread
X002294
2025-11-23 10:29:32
CSCO
Sell
44,132
320.83
14,158,869.56
4.4
0.111
Low
24.1
9
-34.4
NASDAQ>EDGX>BATS>NYSE>IEX
VWAP
2
MKT
9.5
78
33
0.54
LiqDrop
false
null
null
0
NASDAQ>EDGX>BATS>NYSE>IEX
MKT
23
90
32.4
47
26
-29
22
null
null
Toxic prints; widened spread
X002295
2025-11-17 09:35:32
AMD
Sell
6,002
64.63
387,909.26
1.4
0.167
Low
26.6
37
8.3
NASDAQ>ARCA>EDGX>BATS>IEX
TWAP
1
MKT
7.8
62
13
0.47
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
10
NASDAQ>ARCA>EDGX>BATS>IEX
MKT>IOC
25.7
93
22.6
94
8
-17
25
null
null
Toxic prints; widened spread
X002296
2025-12-01 09:35:01
NKE
Sell
15,977
71.2
1,137,562.4
2.5
0.074
Medium
14.8
33
30.3
NYSE>EDGX>IEX>NASDAQ
TWAP
2
IOC
5.8
66
22
0.84
Multi
false
null
null
0
NYSE>EDGX>IEX>NASDAQ
IOC
38.4
87
10.8
106
-5
-30
-3
PositionLimitNear
null
High urgency from PM
X002297
2025-11-17 12:23:15
BA
Buy
34,263
56.38
1,931,747.94
2.6
0.114
Medium
12.8
9
29.3
IEX>BATS>EDGX
TWAP
2
MKT
5.5
74
22
0.4
Multi
false
null
null
0
IEX>BATS>EDGX
MKT
49.1
85
0
41
45
-30
22
null
null
High urgency from PM
X002298
2025-10-29 10:04:36
XLE
Sell
59,415
294.05
17,470,980.75
3.9
0.213
Low
19.7
32
-15.5
NYSE>NASDAQ>IEX
Adaptive
2
MKT
7.6
85
13
0.7
ToxicitySpike
false
null
null
0
NYSE>NASDAQ>IEX
MKT
55.7
85
9.6
117
40
1
31
null
VenueReject
Toxic prints; widened spread
X002299
2025-11-17 15:48:19
QQQ
Buy
10,705
410.31
4,392,368.55
0.8
0.034
Ultra
22.4
11
3.9
IEX>NASDAQ>BATS
VWAP
2
LMT
5.7
64
34
0.71
Slip>Thresh
false
null
null
0
IEX>NASDAQ>BATS
LMT
98.3
95
6.3
109
1
19
-7
Watchlist
null
Toxic prints; widened spread
X002300
2025-12-25 15:55:47
PFE
Buy
101,915
282.23
28,763,470.45
2.3
0.277
Low
7.6
23
16.6
IEX>NYSE
Adaptive
1
PO
2.7
95
35
0.47
LiqDrop
false
null
null
0
IEX>NYSE
PO
16.8
93
14.6
155
60
-40
28
null
null
Paused due to data glitch