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
X002301
2025-12-04 15:55:02
JPM
Sell
3,560
63.51
226,095.6
4.1
0.088
Low
26.5
31
21.4
EDGX>NYSE
Adaptive
1
MKT
8.2
61
32
0.66
Slip>Thresh
false
null
null
0
EDGX>NYSE
MKT
11.9
97
0
63
16
-39
26
Watchlist
null
High urgency from PM
X002302
2025-10-27 13:15:59
XLE
Sell
86,261
87.83
7,576,303.63
3.1
0.31
Low
9.9
13
-5.1
NASDAQ>BATS>IEX>EDGX>NYSE
TWAP
2
LMT
4.1
96
23
0.7
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
24
NASDAQ>BATS>IEX>EDGX>NYSE
LMT>PO
91.3
87
0
102
-13
-20
30
null
null
Stable book; normal liquidity
X002303
2025-11-19 11:12:59
XLV
Buy
48,870
331.29
16,190,142.3
1.1
0.137
Ultra
4.2
32
12.1
IEX>ARCA
POV
4
MKT
2.7
88
13
0.75
Multi
false
null
null
0
IEX>ARCA
MKT
62.2
88
4.5
124
45
12
35
null
null
Venue switch reduced impact
X002304
2025-12-19 11:03:58
XLU
Sell
85,908
177.83
15,277,019.64
1.2
0.275
Low
24.6
22
-0.5
NASDAQ>EDGX>NYSE
VWAP
3
LMT
7.4
102
18
0.55
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>NYSE
LMT
87.8
69
3.2
10
-4
15
-15
PositionLimitNear
null
Toxic prints; widened spread
X002305
2025-12-15 12:09:31
HYG
Buy
82,972
72.58
6,022,107.76
2.1
0.455
Low
4.7
28
-4.7
ARCA>NASDAQ
Adaptive
2
IOC
2.5
95
23
0.77
ToxicitySpike
false
null
null
0
ARCA>NASDAQ
IOC
27.1
100
0
136
20
6
-10
Watchlist
null
Stable book; normal liquidity
X002306
2025-11-22 14:16:35
PFE
Buy
14,468
21.01
303,972.68
3.3
0.039
Medium
22.3
13
11
ARCA>IEX
IS
4
MKT
12.9
68
15
0.47
LiqDrop
false
null
null
0
ARCA>IEX
MKT
11.8
96
41.9
22
39
-22
-29
null
null
Venue switch reduced impact
X002307
2025-11-11 14:45:09
VZ
Sell
2,763
354.34
979,041.42
2.3
0.024
High
24.6
33
33.1
BATS>EDGX
VWAP
2
LMT
7
61
30
0.56
LiqDrop
false
null
null
0
BATS>EDGX
LMT
97.8
95
10.5
77
-7
-19
21
null
null
Paused due to data glitch
X002308
2025-12-14 15:52:13
IEF
Buy
71,366
99.35
7,090,212.1
3.4
0.271
Low
19
7
33
IEX>NYSE>EDGX>BATS
Adaptive
1
IOC
5.9
84
20
0.61
ToxicitySpike
false
null
null
0
IEX>NYSE>EDGX>BATS
IOC
30.8
97
0
97
6
6
-9
null
null
Stable book; normal liquidity
X002309
2025-11-09 11:35:24
BAC
Sell
50,034
163.88
8,199,571.92
0.9
0.136
High
10.3
24
-33.2
IEX>EDGX>NYSE>NASDAQ>BATS
TWAP
3
PO
3.9
85
19
0.58
Multi
false
null
null
0
IEX>EDGX>NYSE>NASDAQ>BATS
PO
51.3
86
7.9
18
7
-39
40
null
null
Stable book; normal liquidity
X002310
2025-11-19 13:00:04
XLE
Sell
24,152
132.07
3,189,754.64
3.6
0.087
Low
24.4
38
-28.1
EDGX>ARCA>NYSE
Adaptive
4
LMT
9.1
73
12
0.47
ToxicitySpike
false
null
null
0
EDGX>ARCA>NYSE
LMT
55.1
100
0
48
33
-34
-9
null
null
High urgency from PM
X002311
2025-12-26 10:02:13
GOOGL
Sell
19,397
272.85
5,292,471.45
1.7
0.058
High
12.7
10
29.8
EDGX>ARCA
TWAP
1
MKT
4.2
66
31
0.6
Multi
false
null
null
0
EDGX>ARCA
MKT
89.1
89
4.6
90
27
14
-33
null
null
Venue switch reduced impact
X002312
2025-12-03 09:55:19
DIS
Buy
35,079
306.26
10,743,294.54
1.4
0.153
Medium
9
32
-20.9
IEX>NYSE>BATS>ARCA>NASDAQ
TWAP
2
MKT
3.6
74
22
0.51
Slip>Thresh
false
null
null
0
IEX>NYSE>BATS>ARCA>NASDAQ
MKT
12.7
90
12.8
38
1
2
38
null
null
Toxic prints; widened spread
X002313
2025-10-29 14:13:48
HYG
Sell
7,242
74.71
541,049.82
1.9
0.04
High
20.3
6
34.5
IEX>EDGX>NYSE
POV
4
IOC
9.4
64
33
0.73
LiqDrop
false
null
null
0
IEX>EDGX>NYSE
IOC
86.8
96
13.2
69
0
30
-27
null
null
Venue switch reduced impact
X002314
2025-12-19 10:08:12
AMZN
Sell
3,983
151.34
602,787.22
2.3
0.183
Low
30.3
34
-10.3
NASDAQ>ARCA>NYSE>EDGX
IS
5
LMT
14.3
62
31
0.73
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>NYSE>EDGX
LMT
64.4
87
17.8
17
31
-9
-5
null
null
Toxic prints; widened spread
X002315
2025-11-21 14:25:38
DIS
Sell
39,180
209.34
8,201,941.2
1.3
0.171
Medium
13.4
23
-33.1
ARCA>EDGX>NYSE
IS
4
PO
6.6
82
34
0.62
LiqDrop
false
null
null
0
ARCA>EDGX>NYSE
PO
80.2
90
13.6
71
20
-16
-38
null
null
Toxic prints; widened spread
X002316
2025-12-17 12:05:19
MSFT
Sell
150,338
118.62
17,833,093.56
3.5
0.798
Low
16.6
32
-26
BATS>ARCA
POV
2
LMT
6.5
123
34
0.52
Multi
false
null
null
0
BATS>ARCA
LMT
5.7
87
0
152
38
-31
33
PositionLimitNear
null
Toxic prints; widened spread
X002317
2025-11-02 11:14:53
MSFT
Buy
125,074
250.1
31,281,007.4
3.1
0.664
Low
23.1
18
24.1
EDGX>ARCA
POV
4
LMT
10.1
131
34
0.75
ToxicitySpike
false
null
null
0
EDGX>ARCA
LMT
38.5
89
6.3
120
1
8
-28
null
null
High urgency from PM
X002318
2025-11-27 13:11:49
DIS
Sell
112,621
330.2
37,187,454.2
2.2
0.491
Low
23.6
29
-31
IEX>NYSE>NASDAQ
IS
5
LMT
11.6
133
31
0.72
ToxicitySpike
false
null
null
0
IEX>NYSE>NASDAQ
LMT
46.3
87
18.9
79
44
14
12
null
null
Venue switch reduced impact
X002319
2025-11-18 13:48:42
HYG
Sell
18,898
74.61
1,409,979.78
2.1
0.104
Medium
16
18
30
BATS>NASDAQ>NYSE>EDGX>ARCA
TWAP
1
IOC
5.1
66
27
0.83
Multi
false
null
null
0
BATS>NASDAQ>NYSE>EDGX>ARCA
IOC
72.5
97
0
10
57
-30
-30
null
null
High urgency from PM
X002320
2025-12-07 12:42:33
XLB
Buy
352,365
168.92
59,521,495.8
2.8
0.898
Low
5.5
12
32.4
ARCA>NYSE>BATS
POV
1
MKT
3.4
183
17
0.82
ToxicitySpike
false
null
null
0
ARCA>NYSE>BATS
MKT
15.3
85
0
154
34
-35
6
null
null
Stable book; normal liquidity
X002321
2025-12-02 13:38:16
KO
Sell
6,868
216.76
1,488,707.68
3.3
0.171
Low
17.8
9
18.4
ARCA>IEX>NYSE>EDGX
VWAP
2
MKT
7.1
62
16
0.65
ToxicitySpike
false
null
null
0
ARCA>IEX>NYSE>EDGX
MKT
57.3
94
12.4
32
42
-1
-14
null
null
Toxic prints; widened spread
X002322
2025-12-19 10:34:51
DIS
Sell
29,471
192.63
5,676,998.73
2
0.129
Medium
13.2
27
-2.5
IEX>BATS>EDGX
VWAP
2
MKT
5
72
16
0.57
ToxicitySpike
false
null
null
0
IEX>BATS>EDGX
MKT
11
91
0
10
27
-28
-4
null
null
High urgency from PM
X002323
2025-10-31 10:53:56
AMD
Buy
11,191
162.44
1,817,866.04
1.8
0.312
Low
36.8
14
19.2
EDGX>BATS
Adaptive
4
LMT
11.7
66
35
0.47
ToxicitySpike
false
null
null
0
EDGX>BATS
LMT
16.7
91
8.7
167
51
20
-10
null
null
Venue switch reduced impact
X002324
2025-11-06 15:14:48
JNJ
Sell
95,991
283.01
27,166,412.91
3.3
0.352
Low
10.4
39
1.4
BATS>NYSE
TWAP
2
LMT
4.4
100
21
0.66
ToxicitySpike
false
null
null
0
BATS>NYSE
LMT
41.9
96
0
75
40
14
-3
null
null
High urgency from PM
X002325
2025-12-08 14:59:23
XLK
Buy
18,529
107.54
1,992,608.66
1.6
0.052
High
17.5
24
33.7
EDGX>ARCA>NYSE>NASDAQ>BATS
TWAP
3
PO
6.5
69
18
0.57
LiqDrop
false
null
null
0
EDGX>ARCA>NYSE>NASDAQ>BATS
PO
62.7
97
5.1
65
21
-32
19
null
null
Toxic prints; widened spread
X002326
2025-12-12 11:49:57
META
Buy
8,038
81.14
652,203.32
1.7
0.022
Ultra
5.4
7
-24.9
NYSE>ARCA>IEX>NASDAQ>EDGX
TWAP
2
MKT
2.7
63
27
0.41
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
12
NYSE>ARCA>IEX>NASDAQ>EDGX
MKT>PO
90.7
87
0
61
-8
-38
-34
null
null
Venue switch reduced impact
X002327
2025-11-30 10:07:21
META
Sell
133,285
18.66
2,487,098.1
1.6
0.372
Low
9.2
25
-16.2
ARCA>NYSE
TWAP
3
LMT
3.7
126
24
0.77
LiqDrop
false
null
null
0
ARCA>NYSE
LMT
22.6
89
3.7
16
8
-34
26
null
null
Paused due to data glitch
X002328
2025-11-30 14:16:53
XLB
Sell
99,822
327.41
32,682,721.02
2.5
0.254
Low
8
35
21.9
BATS>ARCA>NYSE>EDGX
TWAP
1
MKT
3.5
94
28
0.62
Slip>Thresh
false
null
null
0
BATS>ARCA>NYSE>EDGX
MKT
83.6
98
0
147
40
-5
17
Watchlist
null
Stable book; normal liquidity
X002329
2025-10-29 12:31:31
HYG
Buy
73,971
79.54
5,883,653.34
2.1
0.406
Low
20.2
13
-11.6
BATS>NYSE>ARCA>NASDAQ
Adaptive
4
LMT
7.2
102
13
0.45
Slip>Thresh
false
null
null
0
BATS>NYSE>ARCA>NASDAQ
LMT
97.2
98
11.9
67
17
1
10
null
null
High urgency from PM
X002330
2025-11-27 13:16:38
XLP
Buy
16,752
67.65
1,133,272.8
2.1
0.058
Ultra
3.3
36
21.7
IEX>EDGX>BATS>NYSE>NASDAQ
IS
5
MKT
3.7
70
28
0.57
Slip>Thresh
false
null
null
0
IEX>EDGX>BATS>NYSE>NASDAQ
MKT
95.6
97
5.5
96
37
-10
35
null
null
Paused due to data glitch
X002331
2025-11-02 13:03:48
TLT
Buy
44,071
98.02
4,319,839.42
3.3
0.161
Low
8.3
9
18.1
EDGX>BATS>IEX>NASDAQ
TWAP
3
LMT
4.3
82
30
0.69
Multi
false
null
null
0
EDGX>BATS>IEX>NASDAQ
LMT
58.9
97
7.3
169
-15
-13
27
null
null
High urgency from PM
X002332
2025-12-11 10:25:17
CVX
Buy
11,917
242.94
2,895,115.98
1.4
0.071
High
15.6
9
30.1
ARCA>IEX>NYSE>NASDAQ>EDGX
Adaptive
2
LMT
4.2
65
17
0.5
ToxicitySpike
false
null
null
0
ARCA>IEX>NYSE>NASDAQ>EDGX
LMT
7.2
94
0
86
29
-12
8
NoShort
null
Venue switch reduced impact
X002333
2025-11-02 15:22:20
DIS
Buy
34,789
211.6
7,361,352.4
1.5
0.152
Low
20
17
-22.6
BATS>NASDAQ>ARCA>NYSE
POV
4
LMT
7.8
80
18
0.62
LiqDrop
false
null
null
0
BATS>NASDAQ>ARCA>NYSE
LMT
28.4
95
9.8
101
-2
-26
-16
NoShort
null
Paused due to data glitch
X002334
2025-11-22 15:39:55
PEP
Buy
69,039
351.03
24,234,760.17
3.1
0.218
Low
24.2
20
4.9
ARCA>NASDAQ>NYSE>EDGX>IEX
Adaptive
5
LMT
9.8
104
32
0.7
LiqDrop
false
null
null
0
ARCA>NASDAQ>NYSE>EDGX>IEX
LMT
62.9
66
3.6
57
-3
11
-33
null
null
Toxic prints; widened spread
X002335
2025-12-19 14:44:21
META
Sell
24,466
191.55
4,686,462.3
1.4
0.068
Medium
20.9
17
22.7
BATS>NASDAQ>ARCA
POV
4
MKT
9.7
74
27
0.59
Multi
false
null
null
0
BATS>NASDAQ>ARCA
MKT
21.1
88
0
128
-9
-19
-12
NoShort
null
High urgency from PM
X002336
2025-11-11 09:35:36
XLU
Sell
74,293
166.92
12,400,987.56
1.6
0.238
Low
12.7
11
19.2
BATS>EDGX>NASDAQ
POV
4
PO
6
102
18
0.8
ToxicitySpike
false
null
null
0
BATS>EDGX>NASDAQ
PO
32
91
3.1
99
-15
1
29
null
null
Stable book; normal liquidity
X002337
2025-11-21 15:02:08
XLU
Buy
17,845
152.15
2,715,116.75
1.7
0.057
Ultra
8.2
7
-30.4
NYSE>BATS
Adaptive
2
MKT
3.2
67
16
0.69
ToxicitySpike
false
null
null
0
NYSE>BATS
MKT
47.9
85
7.5
74
24
-34
-28
Watchlist
null
Paused due to data glitch
X002338
2025-10-31 09:45:29
HYG
Sell
9,582
77.72
744,713.04
1.1
0.053
High
19.9
10
26.1
BATS>NASDAQ>NYSE
VWAP
3
MKT
7.3
64
28
0.58
LiqDrop
false
null
null
0
BATS>NASDAQ>NYSE
MKT
91.2
88
0.7
45
-19
-26
5
PositionLimitNear
null
Stable book; normal liquidity
X002339
2025-11-06 15:02:07
XLY
Buy
7,824
53.61
419,444.64
1.1
0.033
High
24.6
10
-32.6
EDGX>NYSE>IEX>BATS>ARCA
TWAP
2
LMT
6.7
63
34
0.62
ToxicitySpike
false
null
null
0
EDGX>NYSE>IEX>BATS>ARCA
LMT
22.6
86
0
19
-14
26
24
null
null
Toxic prints; widened spread
X002340
2025-12-24 11:36:15
T
Sell
15,234
127.67
1,944,924.78
4.9
0.127
Low
12.7
38
-27.8
IEX>ARCA
VWAP
2
IOC
6.3
66
30
0.47
Slip>Thresh
false
null
null
0
IEX>ARCA
IOC
3.7
90
0
10
-3
28
-21
null
null
Venue switch reduced impact
X002341
2025-12-05 15:30:01
TLT
Sell
20,095
97.42
1,957,654.9
3.4
0.073
Low
20.4
26
21.5
ARCA>IEX>NYSE
TWAP
3
LMT
7.8
70
12
0.69
LiqDrop
true
LiquidityDrop
OrderTypeChange
39
ARCA>IEX>NYSE
LMT>PO
98.4
89
8.2
138
6
3
31
null
null
Venue switch reduced impact
X002342
2025-12-12 09:35:02
XLU
Sell
26,182
249.58
6,534,503.56
1.7
0.084
Ultra
3.4
4
33.1
BATS>NASDAQ>EDGX
IS
4
MKT
3.1
75
29
0.75
Slip>Thresh
false
null
null
0
BATS>NASDAQ>EDGX
MKT
10.8
100
0
84
42
26
3
null
null
Paused due to data glitch
X002343
2025-12-24 13:15:51
KO
Buy
5,773
360.97
2,083,879.81
2.4
0.144
Low
25.2
10
22.5
NYSE>ARCA>IEX>NASDAQ>EDGX
TWAP
1
LMT
6.5
62
23
0.58
Multi
false
null
null
0
NYSE>ARCA>IEX>NASDAQ>EDGX
LMT
59.3
94
4.5
105
37
-16
22
PositionLimitNear
null
Venue switch reduced impact
X002344
2025-12-02 14:30:18
INTC
Buy
1,599
198.2
316,921.8
1.2
0.076
Medium
23.6
36
2
IEX>ARCA>EDGX>NASDAQ
VWAP
1
PO
5.9
60
17
0.74
Slip>Thresh
false
null
null
0
IEX>ARCA>EDGX>NASDAQ
PO
23.2
90
5.9
35
8
28
-27
null
null
Paused due to data glitch
X002345
2025-10-30 09:35:43
AMD
Sell
16,663
344.54
5,741,070.02
2.1
0.465
Low
17.2
18
-16.9
NASDAQ>EDGX>BATS>IEX>ARCA
TWAP
1
IOC
5.5
65
31
0.62
Multi
false
null
null
0
NASDAQ>EDGX>BATS>IEX>ARCA
IOC
32.4
95
0
60
53
6
0
null
PriceBand
High urgency from PM
X002346
2025-12-05 14:21:29
XLY
Sell
13,035
188.99
2,463,484.65
1.9
0.054
Ultra
3.2
30
-34.9
EDGX>NASDAQ>NYSE>IEX>ARCA
Adaptive
4
MKT
2.5
67
24
0.75
LiqDrop
false
null
null
0
EDGX>NASDAQ>NYSE>IEX>ARCA
MKT
11.4
96
0
68
54
-31
22
Watchlist
null
Stable book; normal liquidity
X002347
2025-12-05 10:47:06
PEP
Buy
125,743
189.24
23,795,605.32
4.7
0.397
Low
21.5
27
8
EDGX>BATS>IEX>NYSE>ARCA
TWAP
3
IOC
10.4
122
21
0.63
Multi
true
MultiTrigger
VenueSwitch
17
EDGX>BATS>IEX>NYSE>ARCA
IOC>LMT
94
87
27.7
61
3
1
8
null
null
High urgency from PM
X002348
2025-12-03 10:40:32
XOM
Buy
4,170
29.35
122,389.5
3.3
0.038
Medium
15.1
8
-6.9
IEX>NASDAQ
VWAP
3
MKT
7.1
62
24
0.6
LiqDrop
false
null
null
0
IEX>NASDAQ
MKT
0.1
87
5.1
31
20
4
-12
null
null
High urgency from PM
X002349
2025-11-14 11:20:24
MA
Sell
32,973
97.85
3,226,408.05
0.8
0.14
High
8.2
6
-25.2
NASDAQ>NYSE
Adaptive
1
MKT
2.4
71
32
0.41
LiqDrop
false
null
null
0
NASDAQ>NYSE
MKT
19.9
88
0
59
-15
0
-11
null
null
High urgency from PM
X002350
2025-11-06 12:22:58
VZ
Buy
12,853
58.61
753,314.33
3.9
0.11
Low
23.3
39
-34.1
NYSE>BATS>EDGX>NASDAQ
IS
4
MKT
13.9
67
33
0.63
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
15
NYSE>BATS>EDGX>NASDAQ
MKT>IOC
99.1
96
13.1
32
52
6
-27
null
null
Paused due to data glitch
X002351
2025-11-08 10:31:27
INTC
Sell
2,471
332.08
820,569.68
1.1
0.118
Medium
13.4
31
32.2
NYSE>BATS
TWAP
1
IOC
4
60
23
0.79
Multi
false
null
null
0
NYSE>BATS
IOC
73
85
0
82
20
-12
-4
null
null
Stable book; normal liquidity
X002352
2025-12-17 09:50:41
T
Sell
7,979
98.92
789,282.68
4.6
0.067
Medium
11.7
39
32
NASDAQ>ARCA>NYSE>EDGX>IEX
VWAP
3
MKT
6.9
63
33
0.51
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>NYSE>EDGX>IEX
MKT
81.2
98
2.7
59
7
-1
0
null
null
Paused due to data glitch
X002353
2025-11-26 11:33:22
CVX
Buy
59,219
141.01
8,350,471.19
1.4
0.352
Low
11.5
39
-31.6
ARCA>IEX
TWAP
3
LMT
4.2
89
15
0.81
ToxicitySpike
false
null
null
0
ARCA>IEX
LMT
46.1
100
0
208
-3
-35
20
Watchlist
null
High urgency from PM
X002354
2025-12-02 15:52:38
TLT
Buy
33,086
95.73
3,167,322.78
3.6
0.121
Low
24.2
10
-34.8
NASDAQ>BATS>EDGX>NYSE
VWAP
2
MKT
9.1
74
27
0.58
Multi
false
null
null
0
NASDAQ>BATS>EDGX>NYSE
MKT
45.3
90
0
65
25
-40
18
null
null
Toxic prints; widened spread
X002355
2025-11-10 12:21:28
IEF
Buy
37,811
101.15
3,824,582.65
2.7
0.144
Medium
9.6
5
4.7
BATS>NYSE
VWAP
3
MKT
5
78
28
0.41
Multi
false
null
null
0
BATS>NYSE
MKT
99.3
100
0
112
24
-15
1
Watchlist
null
Stable book; normal liquidity
X002356
2025-11-16 15:14:19
XLE
Sell
11,758
221.74
2,607,218.92
2.2
0.042
Medium
24.2
10
-16.7
NASDAQ>NYSE>IEX>EDGX>BATS
VWAP
1
MKT
7.1
64
33
0.74
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>IEX>EDGX>BATS
MKT
94.6
92
7
32
50
15
14
null
null
High urgency from PM
X002357
2025-11-08 13:54:08
VZ
Buy
35,040
146.82
5,144,572.8
2.5
0.3
Low
8.6
15
-25
IEX>EDGX>NYSE>ARCA>BATS
VWAP
1
PO
3.2
72
33
0.6
Slip>Thresh
false
null
null
0
IEX>EDGX>NYSE>ARCA>BATS
PO
27.4
92
4.7
10
52
30
4
NoShort
null
Venue switch reduced impact
X002358
2025-11-30 09:35:09
CVX
Sell
22,569
235.23
5,308,905.87
1.2
0.134
Low
25
39
-15
BATS>IEX>ARCA
IS
4
MKT
12.3
72
16
0.83
ToxicitySpike
false
null
null
0
BATS>IEX>ARCA
MKT
64.8
91
14.6
76
21
21
22
null
Throttle
Paused due to data glitch
X002359
2025-12-17 10:37:58
WMT
Buy
96,076
261.41
25,115,227.16
3.4
0.296
Low
23.3
27
-15.6
BATS>ARCA
Adaptive
2
MKT
8.3
100
15
0.73
Slip>Thresh
true
SlippageAboveThreshold
Pause
12
BATS>ARCA
MKT>PO
84.4
86
25.1
103
23
1
-25
null
null
Toxic prints; widened spread
X002360
2025-12-08 11:19:14
JPM
Sell
1,921
303.97
583,926.37
4.4
0.048
Low
39
12
23.3
NYSE>IEX>BATS>ARCA>EDGX
TWAP
1
PO
11.5
60
31
0.56
Multi
false
null
null
0
NYSE>IEX>BATS>ARCA>EDGX
PO
72.4
100
13.5
34
31
-20
-22
null
null
High urgency from PM
X002361
2025-11-08 12:42:56
XLK
Buy
47,906
142.13
6,808,879.78
1.5
0.134
Medium
12.6
4
-20.3
IEX>BATS>NASDAQ
Adaptive
2
LMT
3.6
80
34
0.83
Multi
false
null
null
0
IEX>BATS>NASDAQ
LMT
34.5
85
10.1
12
35
12
-26
null
null
Venue switch reduced impact
X002362
2025-12-13 10:04:16
TSLA
Buy
38,378
126.36
4,849,444.08
2.1
0.119
Medium
15.8
27
-29.1
NYSE>EDGX>BATS>IEX
POV
4
LMT
6.8
82
31
0.8
LiqDrop
false
null
null
0
NYSE>EDGX>BATS>IEX
LMT
40.3
89
2.7
50
-5
14
12
Watchlist
null
Venue switch reduced impact
X002363
2025-12-01 13:35:08
PEP
Sell
19,425
216.23
4,200,267.75
4
0.061
Medium
8.6
22
-6.9
EDGX>NYSE>ARCA>NASDAQ>IEX
Adaptive
1
LMT
3.3
66
17
0.46
LiqDrop
false
null
null
0
EDGX>NYSE>ARCA>NASDAQ>IEX
LMT
34.8
92
11.5
139
24
-37
39
NoShort
null
Paused due to data glitch
X002364
2025-12-13 10:56:13
BA
Sell
87,364
34.08
2,977,365.12
2.7
0.291
Low
9.9
21
22.5
ARCA>BATS>NASDAQ
Adaptive
4
IOC
5.2
110
13
0.65
LiqDrop
false
null
null
0
ARCA>BATS>NASDAQ
IOC
54.5
90
0
136
-9
-40
-24
null
null
Stable book; normal liquidity
X002365
2025-11-20 10:54:35
XLY
Buy
119,610
209.28
25,031,980.8
2
0.499
Low
19
33
-16.5
IEX>EDGX
TWAP
3
LMT
6.7
119
18
0.52
Multi
false
null
null
0
IEX>EDGX
LMT
95.4
89
7.5
99
38
-11
-18
null
null
Stable book; normal liquidity
X002366
2025-11-17 09:35:31
TSLA
Buy
53,815
62.09
3,341,373.35
1.9
0.167
Medium
12
13
-32.3
BATS>IEX>NASDAQ
TWAP
3
IOC
5.3
86
27
0.63
Multi
false
null
null
0
BATS>IEX>NASDAQ
IOC
15.2
99
1.7
95
49
20
27
null
null
Venue switch reduced impact
X002367
2025-11-17 10:00:55
HYG
Buy
4,844
72.76
352,449.44
2
0.027
Ultra
3.3
32
23.1
NYSE>ARCA
TWAP
2
LMT
1.8
62
29
0.58
Multi
false
null
null
0
NYSE>ARCA
LMT
79.2
89
0
65
31
28
-21
null
null
High urgency from PM
X002368
2025-12-07 11:23:12
IWM
Buy
54,113
206.88
11,194,897.44
1.3
0.075
Medium
19.6
25
-0.6
IEX>NYSE>BATS
Adaptive
3
MKT
6.9
87
27
0.61
ToxicitySpike
false
null
null
0
IEX>NYSE>BATS
MKT
67.1
91
3.8
100
4
-15
31
null
null
High urgency from PM
X002369
2025-12-21 10:07:57
XLV
Sell
30,352
30.44
923,914.88
1.5
0.085
Medium
20.4
36
-29
NASDAQ>NYSE>BATS
IS
5
LMT
9.6
79
26
0.71
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>BATS
LMT
51.1
69
14.1
87
-16
2
11
null
null
High urgency from PM
X002370
2025-12-07 09:55:03
INTC
Buy
13,667
180.04
2,460,606.68
0.6
0.651
Low
37.7
25
12.3
EDGX>BATS>IEX>NASDAQ>NYSE
IS
4
IOC
16.9
67
17
0.71
Multi
false
null
null
0
EDGX>BATS>IEX>NASDAQ>NYSE
IOC
0.8
92
0.4
79
11
13
24
null
null
Toxic prints; widened spread
X002371
2025-12-09 15:46:19
JNJ
Sell
32,843
124.81
4,099,134.83
4.9
0.121
Low
23.5
34
-32.8
IEX>EDGX>NASDAQ>ARCA
Adaptive
1
MKT
7.9
71
12
0.42
ToxicitySpike
false
null
null
0
IEX>EDGX>NASDAQ>ARCA
MKT
10.5
92
5.6
104
28
-25
-31
null
null
High urgency from PM
X002372
2025-11-27 13:14:26
LQD
Buy
57,554
106.88
6,151,371.52
1.8
0.283
Low
9.7
29
-28.4
ARCA>EDGX>NASDAQ
IS
5
LMT
5.6
97
30
0.46
ToxicitySpike
false
null
null
0
ARCA>EDGX>NASDAQ
LMT
77.4
85
12.7
66
18
13
-1
null
null
Stable book; normal liquidity
X002373
2025-12-23 13:21:39
UNH
Buy
34,659
277.95
9,633,469.05
2
0.152
Medium
10.2
20
-7.7
NYSE>IEX>EDGX
IS
5
MKT
7.1
82
27
0.72
Slip>Thresh
false
null
null
0
NYSE>IEX>EDGX
MKT
6
88
3.5
10
-19
5
22
null
null
Venue switch reduced impact
X002374
2025-11-07 10:48:11
BRK.B
Buy
53,687
162.1
8,702,662.7
1.4
0.244
Medium
5.7
38
15.1
NYSE>IEX
VWAP
3
LMT
2.4
86
31
0.58
Slip>Thresh
false
null
null
0
NYSE>IEX
LMT
15.9
87
0
27
-17
-29
-37
null
null
Venue switch reduced impact
X002375
2025-12-26 10:27:55
META
Buy
22,264
157.94
3,516,376.16
1.5
0.062
Medium
22.3
10
-19.5
IEX>BATS
IS
5
MKT
12.5
74
22
0.49
ToxicitySpike
false
null
null
0
IEX>BATS
MKT
21.4
94
10.2
122
12
27
18
null
null
Paused due to data glitch
X002376
2025-11-29 09:35:01
MSFT
Buy
46,167
96.18
4,440,342.06
2.6
0.245
Low
18.6
22
-24.6
ARCA>NASDAQ>BATS>EDGX
VWAP
1
MKT
6
76
12
0.76
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
10
ARCA>NASDAQ>BATS>EDGX
MKT>IOC
24
86
24
85
29
-26
-15
null
null
High urgency from PM
X002377
2025-12-25 15:01:29
XLE
Buy
46,042
332.49
15,308,504.58
3.8
0.165
Low
20.9
13
-1
IEX>NYSE>NASDAQ>ARCA>EDGX
VWAP
2
IOC
7.9
79
31
0.41
Slip>Thresh
false
null
null
0
IEX>NYSE>NASDAQ>ARCA>EDGX
IOC
52.5
94
0
10
52
-17
-34
null
null
Stable book; normal liquidity
X002378
2025-11-22 13:05:47
DIS
Sell
67,156
347.52
23,338,053.12
2
0.293
Low
23.5
28
-10.5
ARCA>EDGX>NYSE>NASDAQ>IEX
IS
5
MKT
13.7
103
32
0.78
Multi
false
null
null
0
ARCA>EDGX>NYSE>NASDAQ>IEX
MKT
25.8
89
42.3
95
34
26
-37
null
null
High urgency from PM
X002379
2025-12-13 09:35:48
T
Sell
36,737
66.23
2,433,091.51
3.1
0.306
Low
11.7
33
27.2
ARCA>BATS>IEX>NYSE>EDGX
IS
4
LMT
6.7
81
33
0.84
LiqDrop
false
null
null
0
ARCA>BATS>IEX>NYSE>EDGX
LMT
92.7
99
10.2
66
60
15
20
PositionLimitNear
null
Toxic prints; widened spread
X002380
2025-11-02 09:52:28
KO
Sell
2,155
301.63
650,012.65
2.3
0.054
Medium
18
22
-34.9
NYSE>EDGX>NASDAQ
IS
4
MKT
10.1
61
13
0.45
Slip>Thresh
false
null
null
0
NYSE>EDGX>NASDAQ
MKT
91.1
95
1.9
98
8
14
-4
null
null
Paused due to data glitch
X002381
2025-10-30 10:05:10
IEF
Buy
6,824
96.65
659,539.6
2.5
0.026
High
17.7
39
-19.5
ARCA>NYSE>IEX
Adaptive
4
IOC
7.6
63
24
0.56
ToxicitySpike
false
null
null
0
ARCA>NYSE>IEX
IOC
87.8
91
15.9
108
2
30
-12
NoShort
null
High urgency from PM
X002382
2025-12-11 13:00:31
META
Sell
16,475
114.33
1,883,586.75
1.7
0.046
High
11.3
34
-14.7
IEX>EDGX>NYSE>ARCA
VWAP
1
PO
3.4
65
12
0.68
Slip>Thresh
false
null
null
0
IEX>EDGX>NYSE>ARCA
PO
13.6
98
8.7
75
38
28
-1
null
null
High urgency from PM
X002383
2025-12-25 12:23:56
XLP
Sell
34,475
66.39
2,288,795.25
2.9
0.119
Low
13.2
35
29.9
IEX>NASDAQ>BATS>NYSE
VWAP
2
MKT
5.5
74
28
0.45
Multi
false
null
null
0
IEX>NASDAQ>BATS>NYSE
MKT
39.6
90
16.3
99
34
-4
-14
null
null
Venue switch reduced impact
X002384
2025-11-28 11:09:05
HYG
Buy
16,346
76.27
1,246,709.42
1.6
0.09
Medium
15.4
13
-6.3
BATS>EDGX
IS
5
LMT
7.6
70
15
0.64
LiqDrop
true
LiquidityDrop
Cross
14
BATS>EDGX
LMT>IOC
28.2
99
13.9
116
-2
-5
1
null
Unknown
Stable book; normal liquidity
X002385
2025-12-07 13:13:24
META
Sell
49,503
186.6
9,237,259.8
1.6
0.138
Low
20.2
26
-24.7
EDGX>NASDAQ
VWAP
2
MKT
6.8
81
21
0.76
Slip>Thresh
false
null
null
0
EDGX>NASDAQ
MKT
41.3
96
7.6
153
54
-5
-14
null
null
Stable book; normal liquidity
X002386
2025-12-24 11:04:41
KO
Sell
14,205
230.76
3,277,945.8
3
0.354
Low
31.7
33
-19.4
NASDAQ>NYSE
VWAP
2
MKT
11
66
23
0.71
Multi
false
null
null
0
NASDAQ>NYSE
MKT
17
92
7.1
91
20
-39
4
null
null
High urgency from PM
X002387
2025-11-12 13:18:31
KO
Buy
3,645
350.01
1,275,786.45
2
0.091
Low
28.3
35
-26.9
NASDAQ>BATS>ARCA>EDGX>NYSE
VWAP
1
MKT
8.1
61
14
0.63
Slip>Thresh
false
null
null
0
NASDAQ>BATS>ARCA>EDGX>NYSE
MKT
26.1
95
0
10
-6
29
25
null
null
High urgency from PM
X002388
2025-12-23 11:49:27
NFLX
Sell
37,044
179.85
6,662,363.4
4.9
0.354
Low
17.6
38
-15.1
IEX>NYSE>EDGX
Adaptive
1
LMT
5.4
72
16
0.47
Slip>Thresh
false
null
null
0
IEX>NYSE>EDGX
LMT
50
93
13.9
179
27
20
14
null
null
Toxic prints; widened spread
X002389
2025-11-09 11:15:53
TSLA
Sell
27,535
98.57
2,714,124.95
1.8
0.086
Medium
14.3
5
-17.5
IEX>NASDAQ
IS
4
IOC
7.7
75
30
0.59
Multi
false
null
null
0
IEX>NASDAQ
IOC
39.5
90
0
91
35
3
19
null
null
High urgency from PM
X002390
2025-12-15 15:33:43
IWM
Buy
40,176
196.97
7,913,466.72
0.8
0.055
High
19.6
11
-27.9
NYSE>ARCA
Adaptive
2
MKT
5.8
77
34
0.69
ToxicitySpike
false
null
null
0
NYSE>ARCA
MKT
32.7
92
0.5
95
-5
17
-39
Watchlist
null
Paused due to data glitch
X002391
2025-11-30 09:35:31
IEF
Buy
6,800
93.32
634,576
2.7
0.026
High
12.5
6
4.6
ARCA>IEX>NYSE
VWAP
1
MKT
4.5
62
14
0.76
LiqDrop
false
null
null
0
ARCA>IEX>NYSE
MKT
12.5
90
11.2
11
31
1
34
null
null
Stable book; normal liquidity
X002392
2025-11-21 15:31:46
XLF
Sell
4,656
149.77
697,329.12
3.9
0.013
Ultra
16.2
17
3.4
ARCA>BATS>IEX>NASDAQ
TWAP
2
LMT
6
61
13
0.63
ToxicitySpike
false
null
null
0
ARCA>BATS>IEX>NASDAQ
LMT
12.4
86
1.6
35
47
25
40
PositionLimitNear
null
Toxic prints; widened spread
X002393
2025-11-21 12:26:44
XLY
Buy
29,004
66.93
1,941,237.72
2.2
0.121
Low
15.9
10
12.2
NASDAQ>EDGX
IS
4
LMT
7.5
76
15
0.65
ToxicitySpike
false
null
null
0
NASDAQ>EDGX
LMT
34.2
86
18.1
72
50
-2
-6
null
null
Stable book; normal liquidity
X002394
2025-12-25 15:37:02
XLP
Sell
44,366
83.93
3,723,638.38
3.6
0.153
Low
16.2
26
-31.9
IEX>NYSE>BATS>ARCA>EDGX
POV
5
PO
9.7
88
29
0.82
ToxicitySpike
true
ToxicitySpike
VenueSwitch
10
IEX>NYSE>BATS>ARCA>EDGX
PO>MKT
94.9
94
9.8
65
50
7
20
NoShort
Unknown
High urgency from PM
X002395
2025-12-20 13:27:59
AMZN
Buy
43,544
278.11
12,110,021.84
1.6
2
Low
11.4
14
-28.3
BATS>IEX>ARCA
IS
4
MKT
7.7
85
29
0.64
Slip>Thresh
false
null
null
0
BATS>IEX>ARCA
MKT
75.2
88
0.3
48
-16
-16
-25
null
null
Venue switch reduced impact
X002396
2025-12-24 09:35:44
QQQ
Sell
79,898
407.06
32,523,279.88
0.8
0.253
High
5.7
36
14.9
NYSE>EDGX>ARCA>NASDAQ
Adaptive
3
PO
2.2
99
32
0.46
LiqDrop
false
null
null
0
NYSE>EDGX>ARCA>NASDAQ
PO
7.5
88
4.6
88
-15
4
-31
Watchlist
null
Venue switch reduced impact
X002397
2025-12-12 13:07:42
IWM
Buy
68,048
203.51
13,848,448.48
0.9
0.094
Medium
24.4
25
9.8
EDGX>IEX>BATS>NYSE
TWAP
1
IOC
6.6
83
21
0.7
Slip>Thresh
false
null
null
0
EDGX>IEX>BATS>NYSE
IOC
64.4
99
7.6
117
15
-34
-12
NoShort
null
Stable book; normal liquidity
X002398
2025-12-23 11:29:42
INTC
Buy
3,822
40.52
154,867.44
0.7
0.182
Low
36.2
29
2.5
ARCA>NYSE>NASDAQ>EDGX>IEX
Adaptive
1
LMT
7.4
61
27
0.48
Slip>Thresh
false
null
null
0
ARCA>NYSE>NASDAQ>EDGX>IEX
LMT
25.4
89
4.7
135
24
5
-26
NoShort
null
Venue switch reduced impact
X002399
2025-12-03 10:57:59
PFE
Buy
11,730
274.87
3,224,225.1
1.5
0.032
Ultra
16
7
14.1
EDGX>NYSE>NASDAQ>BATS>IEX
IS
5
MKT
9.4
67
17
0.5
ToxicitySpike
false
null
null
0
EDGX>NYSE>NASDAQ>BATS>IEX
MKT
48.7
85
12.6
49
-6
-38
3
null
null
Stable book; normal liquidity
X002400
2025-11-09 12:07:01
KO
Buy
9,185
170.41
1,565,215.85
2.2
0.229
Low
27.4
13
-34.7
EDGX>ARCA
POV
4
LMT
10.8
65
19
0.76
Multi
false
null
null
0
EDGX>ARCA
LMT
14.7
100
18.2
10
44
26
-15
null
null
High urgency from PM