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
X002601
2025-12-17 09:35:46
IWM
Sell
66,893
191.35
12,799,975.55
1.5
0.092
Medium
21.9
25
8.3
ARCA>NYSE>NASDAQ
VWAP
2
PO
6.6
88
12
0.84
ToxicitySpike
false
null
null
0
ARCA>NYSE>NASDAQ
PO
10.8
88
12.6
116
18
24
-35
null
null
Venue switch reduced impact
X002602
2025-10-27 10:43:19
UNH
Sell
267,355
87.49
23,390,888.95
1.8
1.174
Low
13.4
27
4
ARCA>NYSE
VWAP
3
MKT
6.1
193
20
0.8
Multi
false
null
null
0
ARCA>NYSE
MKT
42.6
93
0
283
33
17
39
null
null
Toxic prints; widened spread
X002603
2025-12-26 09:44:24
XLY
Buy
6,369
87.14
554,994.66
1.9
0.027
High
21.9
14
4.8
EDGX>ARCA>NASDAQ>IEX>BATS
TWAP
3
PO
8.1
63
13
0.69
Slip>Thresh
false
null
null
0
EDGX>ARCA>NASDAQ>IEX>BATS
PO
16.6
95
0
20
8
15
16
null
null
Stable book; normal liquidity
X002604
2025-11-08 13:09:45
AMD
Buy
12,063
234.48
2,828,532.24
1.7
0.337
Low
11.1
22
28.9
NYSE>BATS>NASDAQ
TWAP
3
LMT
4.3
66
14
0.69
ToxicitySpike
false
null
null
0
NYSE>BATS>NASDAQ
LMT
2.5
89
0
59
55
-34
-28
null
null
High urgency from PM
X002605
2025-11-14 10:49:57
XLF
Buy
127,502
108.2
13,795,716.4
3.7
0.348
Low
3.2
11
-15
NYSE>NASDAQ>ARCA>IEX>BATS
VWAP
2
LMT
2.6
114
34
0.82
LiqDrop
false
null
null
0
NYSE>NASDAQ>ARCA>IEX>BATS
LMT
99.8
88
0
85
-18
13
-36
null
null
High urgency from PM
X002606
2025-10-28 12:01:36
SPY
Buy
21,144
491.96
10,402,002.24
1.7
0.029
Ultra
10.2
12
-1.4
BATS>NYSE>NASDAQ
TWAP
2
MKT
4.1
68
20
0.74
Slip>Thresh
false
null
null
0
BATS>NYSE>NASDAQ
MKT
42.7
96
5.1
87
8
2
33
null
null
Venue switch reduced impact
X002607
2025-11-29 11:43:55
JNJ
Buy
11,897
95.21
1,132,713.37
3.3
0.044
Medium
24.2
37
-28.4
BATS>IEX>NASDAQ>EDGX>ARCA
IS
5
LMT
12.5
67
29
0.68
LiqDrop
false
null
null
0
BATS>IEX>NASDAQ>EDGX>ARCA
LMT
35.1
88
4.1
40
-12
-39
13
null
null
Toxic prints; widened spread
X002608
2025-10-28 11:31:53
KO
Buy
1,628
307.16
500,056.48
3.3
0.041
Medium
23.3
23
9.4
IEX>BATS>EDGX
TWAP
1
MKT
7.9
60
16
0.44
Multi
false
null
null
0
IEX>BATS>EDGX
MKT
91.3
97
0
86
-9
-18
-8
Watchlist
null
Paused due to data glitch
X002609
2025-11-15 13:34:59
PEP
Buy
56,031
239.13
13,398,693.03
4.9
0.177
Low
24.3
12
-22.7
IEX>BATS>NYSE>EDGX>NASDAQ
TWAP
3
LMT
9.8
88
12
0.5
ToxicitySpike
false
null
null
0
IEX>BATS>NYSE>EDGX>NASDAQ
LMT
33
97
3.1
114
27
20
13
null
null
Stable book; normal liquidity
X002610
2025-12-17 11:28:01
MSFT
Sell
41,507
108.51
4,503,924.57
1.9
0.22
Low
15.5
17
-28.2
NYSE>BATS>ARCA
Adaptive
2
IOC
5.1
77
28
0.64
Multi
false
null
null
0
NYSE>BATS>ARCA
IOC
11.7
92
0
27
-6
9
36
Watchlist
null
Paused due to data glitch
X002611
2025-11-29 10:35:15
TLT
Buy
51,947
91.31
4,743,280.57
2.8
0.19
Low
14
34
-11.3
IEX>NASDAQ>ARCA
VWAP
2
MKT
5.7
82
18
0.61
LiqDrop
false
null
null
0
IEX>NASDAQ>ARCA
MKT
78.3
90
0.4
22
34
-11
22
null
null
High urgency from PM
X002612
2025-10-30 09:56:24
XLV
Sell
22,349
259.36
5,796,436.64
1.1
0.063
Ultra
10.8
4
26.9
BATS>IEX>EDGX>ARCA>NYSE
POV
5
LMT
4.9
74
27
0.71
Multi
false
null
null
0
BATS>IEX>EDGX>ARCA>NYSE
LMT
50.3
90
0.7
48
0
-12
-3
Watchlist
null
Paused due to data glitch
X002613
2025-12-17 12:34:05
LQD
Buy
41,924
116.9
4,900,915.6
1.6
0.206
Low
12.6
14
31.6
EDGX>NYSE>IEX>NASDAQ
TWAP
2
PO
4.5
77
34
0.85
Slip>Thresh
false
null
null
0
EDGX>NYSE>IEX>NASDAQ
PO
22.8
100
0
166
32
-14
-17
Watchlist
null
High urgency from PM
X002614
2025-12-13 14:41:07
IWM
Buy
19,566
198.74
3,888,546.84
1.5
0.027
High
23.2
6
34
ARCA>IEX
POV
4
LMT
8.8
71
31
0.69
Slip>Thresh
false
null
null
0
ARCA>IEX
LMT
72.7
91
11.6
33
-7
12
-39
Watchlist
null
Stable book; normal liquidity
X002615
2025-12-06 10:43:00
AAPL
Buy
29,280
63.41
1,856,644.8
1.9
0.086
Medium
22
21
-21.3
IEX>EDGX>NASDAQ>NYSE>BATS
TWAP
3
MKT
8.9
74
16
0.61
Multi
false
null
null
0
IEX>EDGX>NASDAQ>NYSE>BATS
MKT
52.2
99
7.8
51
29
-40
-33
null
null
Venue switch reduced impact
X002616
2025-11-16 11:13:41
BAC
Buy
52,667
118.96
6,265,266.32
1.3
0.144
Medium
9.9
16
27.4
IEX>BATS>EDGX
IS
5
LMT
5.2
94
21
0.72
Slip>Thresh
true
SlippageAboveThreshold
Pause
13
IEX>BATS>EDGX
LMT>MKT
9.8
91
18.2
9
50
-31
-19
null
null
High urgency from PM
X002617
2025-12-13 13:55:26
AMZN
Buy
2,928
30.03
87,927.84
2.8
0.135
Low
24.9
12
21.3
IEX>BATS>NASDAQ>ARCA>NYSE
TWAP
2
IOC
8.9
61
16
0.61
LiqDrop
false
null
null
0
IEX>BATS>NASDAQ>ARCA>NYSE
IOC
79.8
88
16.6
93
31
-37
-25
null
null
High urgency from PM
X002618
2025-11-24 11:22:48
UNH
Buy
19,071
82.75
1,578,125.25
3
0.084
Low
16.3
32
11.2
IEX>EDGX>BATS>ARCA
POV
5
LMT
8.3
72
26
0.62
Multi
false
null
null
0
IEX>EDGX>BATS>ARCA
LMT
24.5
93
10.3
118
20
-34
24
null
null
High urgency from PM
X002619
2025-12-18 13:13:30
XLI
Buy
6,125
263.57
1,614,366.25
2.2
0.279
Low
7.5
25
-16.1
IEX>EDGX>BATS>NASDAQ
POV
4
IOC
4.8
63
16
0.48
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
26
IEX>EDGX>BATS>NASDAQ
IOC>MKT
85.3
91
11.1
124
2
-33
13
null
null
Paused due to data glitch
X002620
2025-11-18 12:57:48
WMT
Buy
47,630
95.32
4,540,091.6
3.9
0.147
Low
17.2
13
27.1
NASDAQ>ARCA>IEX>EDGX>BATS
VWAP
3
LMT
6.8
83
13
0.45
LiqDrop
true
LiquidityDrop
AlgoSwitch
57
NASDAQ>ARCA>IEX>EDGX>BATS
LMT>IOC
28.9
95
0
217
2
-14
4
null
null
Stable book; normal liquidity
X002621
2025-11-03 12:03:11
CVX
Sell
22,180
134.32
2,979,217.6
1.2
0.132
Medium
14.7
8
19.7
IEX>EDGX>BATS>NYSE>ARCA
POV
5
MKT
7.8
74
27
0.67
LiqDrop
false
null
null
0
IEX>EDGX>BATS>NYSE>ARCA
MKT
43.3
85
29.4
89
57
29
34
NoShort
null
High urgency from PM
X002622
2025-10-29 09:52:31
XLU
Buy
41,444
268.65
11,133,930.6
1.4
0.133
Ultra
3.7
6
21.5
EDGX>ARCA>IEX>BATS>NYSE
VWAP
2
LMT
1.6
77
35
0.71
LiqDrop
false
null
null
0
EDGX>ARCA>IEX>BATS>NYSE
LMT
57
92
0
51
22
11
16
null
null
High urgency from PM
X002623
2025-11-05 10:19:59
XLV
Buy
16,448
284.75
4,683,568
1.4
0.046
Ultra
8.8
13
-5.7
EDGX>IEX>BATS
TWAP
1
IOC
2.9
65
12
0.82
Multi
true
MultiTrigger
AlgoSwitch
12
EDGX>IEX>BATS
IOC>PO
95.7
89
0.4
86
-3
11
8
PositionLimitNear
null
Toxic prints; widened spread
X002624
2025-12-24 14:35:54
LQD
Sell
24,151
109.55
2,645,742.05
1.6
0.119
Medium
11.1
32
-10.2
NASDAQ>BATS>NYSE>EDGX
VWAP
1
MKT
3.6
68
28
0.84
ToxicitySpike
false
null
null
0
NASDAQ>BATS>NYSE>EDGX
MKT
78.6
92
29.1
10
39
-20
4
Watchlist
null
Toxic prints; widened spread
X002625
2025-12-04 14:36:59
IEF
Buy
48,639
94.61
4,601,735.79
3.2
0.185
Medium
4.2
3
-6.4
EDGX>NASDAQ>NYSE>ARCA>BATS
Adaptive
2
LMT
2.4
80
33
0.75
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>NYSE>ARCA>BATS
LMT
67.7
100
3.3
72
13
23
-26
Watchlist
null
Paused due to data glitch
X002626
2025-12-24 09:35:55
XLE
Sell
56,723
76.77
4,354,624.71
2.6
0.204
Medium
5.8
15
10.8
ARCA>EDGX>NASDAQ>IEX
Adaptive
3
LMT
2.9
88
22
0.5
Multi
false
null
null
0
ARCA>EDGX>NASDAQ>IEX
LMT
28.8
100
3.8
187
-9
19
5
null
null
Venue switch reduced impact
X002627
2025-12-17 10:21:11
SPY
Sell
85,778
490.31
42,057,811.18
1.8
0.116
Medium
17.9
21
13.3
BATS>ARCA>IEX>EDGX
VWAP
2
MKT
6.2
96
26
0.75
Multi
true
MultiTrigger
Cross
12
BATS>ARCA>IEX>EDGX
MKT>LMT
93.1
91
7.7
120
-11
-16
-23
null
null
Paused due to data glitch
X002628
2025-12-15 09:35:41
META
Sell
37,002
195.04
7,216,870.08
1.1
0.103
Ultra
5.1
32
-7.5
NASDAQ>NYSE>ARCA>IEX>BATS
VWAP
3
MKT
2.4
78
31
0.54
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>ARCA>IEX>BATS
MKT
85.4
86
0
60
13
30
-39
null
null
Stable book; normal liquidity
X002629
2025-11-13 13:36:49
XLV
Sell
19,227
150.76
2,898,662.52
1.4
0.054
Ultra
7.6
3
-16.8
EDGX>ARCA
POV
5
LMT
3.9
72
12
0.7
Multi
false
null
null
0
EDGX>ARCA
LMT
30.8
100
7.2
85
14
-23
-9
null
null
High urgency from PM
X002630
2025-10-27 15:01:57
LQD
Buy
11,180
116.6
1,303,588
1.2
0.055
High
19.1
17
-26
EDGX>IEX>NYSE
POV
5
IOC
9.3
67
28
0.67
LiqDrop
false
null
null
0
EDGX>IEX>NYSE
IOC
6.7
92
0
34
49
27
-7
null
null
Toxic prints; widened spread
X002631
2025-12-20 11:58:41
META
Sell
26,785
182.67
4,892,815.95
1.5
0.075
Medium
15.2
24
25.3
NYSE>IEX>BATS>ARCA
VWAP
1
MKT
4.6
69
28
0.64
ToxicitySpike
false
null
null
0
NYSE>IEX>BATS>ARCA
MKT
4.7
91
13.6
10
37
24
1
null
null
Paused due to data glitch
X002632
2025-11-02 14:19:20
PEP
Buy
13,247
36.75
486,827.25
5.1
0.042
Medium
14.7
24
10.2
EDGX>NASDAQ>BATS
Adaptive
1
LMT
4.9
64
21
0.62
LiqDrop
false
null
null
0
EDGX>NASDAQ>BATS
LMT
46.5
88
12.4
84
3
12
-24
null
null
Venue switch reduced impact
X002633
2025-10-31 12:05:03
SPY
Buy
27,541
465.7
12,825,843.7
1.4
0.037
Ultra
16
29
-16.5
EDGX>BATS>NYSE
Adaptive
2
LMT
4.3
71
13
0.58
ToxicitySpike
false
null
null
0
EDGX>BATS>NYSE
LMT
48.2
86
4.2
60
7
1
-17
null
null
Paused due to data glitch
X002634
2025-10-30 09:44:17
HD
Buy
24,368
258.12
6,289,868.16
1.7
0.095
Ultra
4
33
-9.2
NYSE>ARCA>NASDAQ>EDGX>BATS
Adaptive
3
MKT
2.3
72
24
0.67
Multi
false
null
null
0
NYSE>ARCA>NASDAQ>EDGX>BATS
MKT
57.4
96
0
110
-4
-5
-16
NoShort
null
Toxic prints; widened spread
X002635
2025-12-11 13:21:54
BRK.B
Buy
19,619
327.58
6,426,792.02
2.8
0.089
Low
23.2
8
-6.1
ARCA>NASDAQ>BATS>NYSE
Adaptive
2
LMT
6.5
68
13
0.57
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>BATS>NYSE
LMT
21.7
97
8.4
188
2
10
-31
null
Unknown
High urgency from PM
X002636
2025-11-30 13:22:03
NVDA
Sell
3,657
281.15
1,028,165.55
1.1
0.095
Medium
30.3
21
17.7
BATS>EDGX>ARCA
IS
4
MKT
14.5
62
19
0.43
LiqDrop
false
null
null
0
BATS>EDGX>ARCA
MKT
89
92
19.1
103
-10
-22
30
null
null
Toxic prints; widened spread
X002637
2025-12-24 15:04:24
GOOGL
Sell
33,581
98.65
3,312,765.65
1.5
0.1
Medium
24.7
8
-31.7
NYSE>EDGX>IEX>BATS>NASDAQ
IS
5
MKT
13.7
81
13
0.54
ToxicitySpike
false
null
null
0
NYSE>EDGX>IEX>BATS>NASDAQ
MKT
9.2
98
25.3
124
-14
-13
-16
PositionLimitNear
null
High urgency from PM
X002638
2025-11-30 12:38:42
NKE
Buy
9,839
137.13
1,349,222.07
2.2
0.046
High
9.2
5
32.5
IEX>NASDAQ>BATS>NYSE>EDGX
TWAP
3
LMT
3.9
64
24
0.41
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
13
IEX>NASDAQ>BATS>NYSE>EDGX
LMT>IOC
94.3
100
1.4
90
-17
-19
24
null
null
Paused due to data glitch
X002639
2025-11-09 13:17:01
IWM
Buy
53,514
202.8
10,852,639.2
1.2
0.074
Ultra
7.2
19
-25.7
EDGX>IEX
POV
5
MKT
4.4
94
26
0.6
Multi
false
null
null
0
EDGX>IEX
MKT
53.2
93
0
41
51
-13
33
NoShort
null
High urgency from PM
X002640
2025-11-09 12:27:39
AAPL
Buy
76,543
259.29
19,846,834.47
2
0.225
Low
23.4
39
25.7
NASDAQ>IEX>ARCA
TWAP
2
LMT
6.9
92
14
0.43
Multi
false
null
null
0
NASDAQ>IEX>ARCA
LMT
82.6
91
12.5
125
38
-31
5
null
null
Paused due to data glitch
X002641
2025-12-20 13:09:43
NFLX
Sell
9,396
257.67
2,421,067.32
4.8
0.09
Low
12.6
39
-18.9
IEX>BATS>NYSE
VWAP
2
LMT
5.3
63
35
0.84
LiqDrop
false
null
null
0
IEX>BATS>NYSE
LMT
87.6
95
1.7
10
14
-5
22
null
null
High urgency from PM
X002642
2025-10-31 09:35:12
PFE
Sell
58,720
310.78
18,249,001.6
2.8
0.16
Low
19.1
27
34.9
IEX>NASDAQ
IS
4
PO
10.1
93
30
0.76
LiqDrop
false
null
null
0
IEX>NASDAQ
PO
31.6
98
13.5
48
39
-10
1
PositionLimitNear
null
Toxic prints; widened spread
X002643
2025-11-15 13:08:52
V
Sell
18,845
145.33
2,738,743.85
3.5
0.245
Low
22.7
13
22.5
IEX>BATS>ARCA>EDGX>NASDAQ
TWAP
3
LMT
8.6
69
32
0.75
ToxicitySpike
false
null
null
0
IEX>BATS>ARCA>EDGX>NASDAQ
LMT
64
61
15.4
18
-3
3
-28
null
null
Stable book; normal liquidity
X002644
2025-12-01 11:30:13
JNJ
Sell
21,203
121.39
2,573,832.17
4.3
0.078
Medium
6.3
10
-0.3
NYSE>ARCA>NASDAQ
IS
5
PO
6.7
73
14
0.65
LiqDrop
false
null
null
0
NYSE>ARCA>NASDAQ
PO
44.5
97
0
12
7
10
16
Watchlist
null
Stable book; normal liquidity
X002645
2025-11-17 15:00:01
CSCO
Buy
21,467
285.65
6,132,048.55
3.9
0.054
Medium
12.2
25
-20.6
ARCA>NASDAQ>EDGX>IEX
VWAP
2
LMT
4.8
69
28
0.74
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>EDGX>IEX
LMT
38.6
97
0
10
38
0
6
null
null
Venue switch reduced impact
X002646
2025-12-08 14:04:01
INTC
Buy
11,893
301.35
3,583,955.55
0.7
0.566
Medium
5.5
8
-27.1
IEX>EDGX>ARCA>BATS
POV
1
LMT
1.7
64
27
0.65
Slip>Thresh
false
null
null
0
IEX>EDGX>ARCA>BATS
LMT
27.3
88
9.1
39
7
20
32
PositionLimitNear
null
High urgency from PM
X002647
2025-11-16 15:53:23
XOM
Buy
2,717
179.87
488,706.79
3.8
0.025
Ultra
5.2
4
24
IEX>ARCA>NASDAQ
IS
4
MKT
5.7
61
12
0.68
Slip>Thresh
false
null
null
0
IEX>ARCA>NASDAQ
MKT
88.9
89
4.4
10
6
15
-38
null
null
Toxic prints; widened spread
X002648
2025-12-08 09:35:20
DIS
Sell
40,299
200.38
8,075,113.62
1.8
0.176
Low
17.6
19
6.2
NASDAQ>EDGX>NYSE>IEX
TWAP
1
LMT
4.6
74
34
0.8
LiqDrop
false
null
null
0
NASDAQ>EDGX>NYSE>IEX
LMT
20.8
94
21.7
49
5
-3
-14
null
null
Toxic prints; widened spread
X002649
2025-11-15 09:35:18
HD
Sell
17,251
293.73
5,067,136.23
2.3
0.067
Medium
20.1
9
15.2
BATS>ARCA>NYSE>NASDAQ
TWAP
2
LMT
6.2
67
26
0.67
LiqDrop
false
null
null
0
BATS>ARCA>NYSE>NASDAQ
LMT
28.7
65
1.2
51
19
-7
-36
Watchlist
Unknown
Paused due to data glitch
X002650
2025-11-06 15:16:51
BRK.B
Buy
81,173
179.12
14,539,707.76
1.9
0.369
Low
15
18
-30.5
NASDAQ>EDGX>ARCA>BATS
IS
5
LMT
7.8
112
16
0.41
ToxicitySpike
true
ToxicitySpike
VenueSwitch
12
NASDAQ>EDGX>ARCA>BATS
LMT>MKT
96.1
86
11.2
125
9
-32
-29
null
null
Stable book; normal liquidity
X002651
2025-10-30 14:45:25
HYG
Sell
27,349
73.3
2,004,681.7
1.5
0.15
Medium
16.4
3
19.1
EDGX>NASDAQ>ARCA>IEX
POV
5
MKT
8.8
77
21
0.44
LiqDrop
false
null
null
0
EDGX>NASDAQ>ARCA>IEX
MKT
35.5
95
13
98
-19
-22
-4
null
null
Paused due to data glitch
X002652
2025-11-30 13:23:04
XLF
Buy
83,828
163.94
13,742,762.32
3
0.229
Medium
3.3
33
-5.2
NYSE>EDGX
TWAP
1
MKT
2.5
89
20
0.42
ToxicitySpike
false
null
null
0
NYSE>EDGX
MKT
28.4
92
2
149
-14
-23
-36
null
null
Paused due to data glitch
X002653
2025-11-01 11:01:55
VZ
Buy
11,992
123.36
1,479,333.12
2.1
0.103
Medium
11.6
29
-10.4
NASDAQ>EDGX>BATS
Adaptive
3
LMT
4.1
65
28
0.74
Multi
true
MultiTrigger
OrderTypeChange
13
NASDAQ>EDGX>BATS
LMT>MKT
79.4
73
0
84
9
-33
24
null
null
High urgency from PM
X002654
2025-11-04 10:26:00
MA
Sell
15,743
330.29
5,199,755.47
1.2
0.067
Ultra
9.8
24
-24
NASDAQ>IEX
VWAP
3
MKT
4
67
29
0.69
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
15
NASDAQ>IEX
MKT>LMT
88
86
0.9
54
23
13
-34
null
null
High urgency from PM
X002655
2025-11-09 15:47:09
XLU
Buy
7,417
328.46
2,436,187.82
1.4
0.024
Ultra
21.7
6
-33.1
NASDAQ>NYSE
Adaptive
5
LMT
7.8
64
22
0.83
LiqDrop
false
null
null
0
NASDAQ>NYSE
LMT
32.1
87
5.7
64
-15
-9
-1
PositionLimitNear
null
Toxic prints; widened spread
X002656
2025-11-06 11:35:23
XLY
Sell
8,173
63.1
515,716.3
2.3
0.034
High
12.7
31
10.8
IEX>EDGX>NYSE>ARCA
IS
4
MKT
7.7
64
32
0.42
LiqDrop
false
null
null
0
IEX>EDGX>NYSE>ARCA
MKT
11.4
89
0
78
-13
28
4
null
null
Venue switch reduced impact
X002657
2025-12-23 13:46:53
BRK.B
Sell
66,646
31.28
2,084,686.88
2.4
0.303
Low
8.4
38
-1.9
EDGX>NASDAQ>ARCA>IEX
TWAP
1
MKT
3.6
83
17
0.67
LiqDrop
false
null
null
0
EDGX>NASDAQ>ARCA>IEX
MKT
82.3
95
7.1
105
-15
-1
28
null
null
Venue switch reduced impact
X002658
2025-12-16 15:38:07
PFE
Sell
20,536
67.34
1,382,894.24
3.1
0.056
Medium
22.9
16
-20.6
NYSE>BATS>EDGX>NASDAQ
TWAP
3
LMT
8.3
70
31
0.79
Slip>Thresh
false
null
null
0
NYSE>BATS>EDGX>NASDAQ
LMT
70.5
91
0
10
52
1
26
NoShort
null
Venue switch reduced impact
X002659
2025-10-28 14:33:38
JPM
Sell
3,263
104.58
341,244.54
5.1
0.081
Low
9.8
13
-6
IEX>ARCA>BATS>NYSE>NASDAQ
IS
4
PO
8.2
61
21
0.64
Slip>Thresh
false
null
null
0
IEX>ARCA>BATS>NYSE>NASDAQ
PO
32.5
85
7.4
67
31
-34
-34
null
null
High urgency from PM
X002660
2025-11-21 12:50:02
HYG
Sell
11,331
77.04
872,940.24
2.3
0.062
Medium
15.3
18
-10.7
NYSE>IEX>EDGX>ARCA
IS
5
MKT
9.8
67
13
0.56
Multi
true
MultiTrigger
Cross
10
NYSE>IEX>EDGX>ARCA
MKT>PO
77.6
91
24.6
70
-8
2
-13
null
null
Paused due to data glitch
X002661
2025-12-11 12:52:07
HYG
Sell
26,113
78.18
2,041,514.34
2
0.143
Medium
6.9
10
4.4
NASDAQ>EDGX>NYSE
TWAP
2
LMT
2.8
71
26
0.43
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>NYSE
LMT
8.9
85
10.5
43
14
21
-14
NoShort
null
Toxic prints; widened spread
X002662
2025-11-23 11:05:33
LQD
Sell
10,245
114.3
1,171,003.5
1.7
0.05
High
14.3
24
8
NYSE>IEX
Adaptive
4
MKT
6.2
65
27
0.75
ToxicitySpike
false
null
null
0
NYSE>IEX
MKT
79
98
2.6
44
25
-36
28
null
null
Stable book; normal liquidity
X002663
2025-11-23 09:35:28
T
Buy
52,070
22.88
1,191,361.6
2.9
0.434
Low
22.6
29
-21.7
BATS>NYSE>IEX>ARCA>NASDAQ
TWAP
1
MKT
7.6
78
35
0.66
Slip>Thresh
false
null
null
0
BATS>NYSE>IEX>ARCA>NASDAQ
MKT
33.9
97
17.6
13
22
21
31
null
null
Stable book; normal liquidity
X002664
2025-11-01 10:37:03
PEP
Sell
23,167
222.05
5,144,232.35
4
0.073
Low
16.8
35
14.6
IEX>EDGX
TWAP
2
LMT
6.2
69
31
0.67
Multi
false
null
null
0
IEX>EDGX
LMT
84.1
99
6.7
64
11
-17
-18
null
null
Toxic prints; widened spread
X002665
2025-11-11 12:09:06
SPY
Sell
74,028
465.07
34,428,201.96
1.7
0.1
Medium
17.9
26
-0.9
ARCA>IEX>NYSE>EDGX
Adaptive
5
LMT
6.8
108
31
0.5
Multi
false
null
null
0
ARCA>IEX>NYSE>EDGX
LMT
33.2
100
14.2
48
57
-36
-34
Watchlist
null
Toxic prints; widened spread
X002666
2025-12-21 14:39:11
XLK
Buy
30,944
21.24
657,250.56
1.9
0.087
High
5.4
27
31.6
IEX>EDGX
IS
5
IOC
4.4
80
32
0.65
ToxicitySpike
false
null
null
0
IEX>EDGX
IOC
50.7
92
10
97
41
-34
40
null
Throttle
High urgency from PM
X002667
2025-10-29 14:18:16
SPY
Sell
222,266
457.34
101,651,132.44
1.7
0.3
Medium
5.4
10
-27.1
NASDAQ>ARCA
VWAP
2
MKT
2.7
154
18
0.7
Slip>Thresh
false
null
null
0
NASDAQ>ARCA
MKT
36
90
9.7
229
-10
-38
-16
null
null
Toxic prints; widened spread
X002668
2025-12-25 13:15:06
NVDA
Buy
2,317
245.64
569,147.88
1.2
0.06
Medium
27.4
19
-34
EDGX>ARCA>BATS>IEX>NASDAQ
VWAP
2
PO
7.9
60
31
0.85
Slip>Thresh
false
null
null
0
EDGX>ARCA>BATS>IEX>NASDAQ
PO
69.7
89
2.7
10
-18
-11
16
Watchlist
null
Toxic prints; widened spread
X002669
2025-12-22 11:20:29
XLP
Sell
107,659
184.81
19,896,459.79
2.4
0.372
Low
22.7
8
-30.4
EDGX>NASDAQ>ARCA>IEX>NYSE
TWAP
3
MKT
9.7
113
17
0.42
ToxicitySpike
false
null
null
0
EDGX>NASDAQ>ARCA>IEX>NYSE
MKT
59.6
92
0
23
5
19
20
null
null
Venue switch reduced impact
X002670
2025-11-14 15:04:37
BA
Sell
45,467
147.42
6,702,745.14
2.3
0.151
High
3.9
11
11.2
BATS>IEX>ARCA>EDGX>NASDAQ
IS
5
MKT
4.3
89
26
0.72
ToxicitySpike
false
null
null
0
BATS>IEX>ARCA>EDGX>NASDAQ
MKT
52.5
93
0
10
-3
-23
-17
null
null
Venue switch reduced impact
X002671
2025-12-24 15:06:21
VZ
Sell
8,858
201.79
1,787,455.82
3
0.076
High
6.3
31
23.1
BATS>EDGX
TWAP
1
LMT
2.7
63
23
0.64
Multi
false
null
null
0
BATS>EDGX
LMT
48.4
86
5.3
111
-11
22
14
Watchlist
null
Stable book; normal liquidity
X002672
2025-12-09 11:13:29
LQD
Buy
31,730
114.23
3,624,517.9
1.7
0.156
Medium
7.5
9
-14.5
EDGX>NASDAQ>IEX>ARCA>NYSE
Adaptive
4
LMT
3.2
78
23
0.46
LiqDrop
false
null
null
0
EDGX>NASDAQ>IEX>ARCA>NYSE
LMT
78.6
90
0
48
22
-20
-23
Watchlist
null
Stable book; normal liquidity
X002673
2025-10-28 11:55:52
AMZN
Buy
2,377
256.84
610,508.68
1.9
0.109
Low
25.6
11
-8.1
ARCA>NASDAQ>EDGX>IEX>NYSE
VWAP
3
MKT
9.7
61
16
0.63
Multi
false
null
null
0
ARCA>NASDAQ>EDGX>IEX>NYSE
MKT
71.3
92
0
71
-7
7
-13
null
null
Paused due to data glitch
X002674
2025-11-16 11:27:41
VZ
Buy
7,080
156.24
1,106,179.2
4.1
0.061
Low
18.6
37
3.1
NASDAQ>IEX>BATS
IS
5
MKT
13.2
64
28
0.41
Slip>Thresh
false
null
null
0
NASDAQ>IEX>BATS
MKT
35.4
97
0
20
9
-27
23
null
null
Venue switch reduced impact
X002675
2025-11-29 12:06:10
JNJ
Buy
179,028
219.31
39,262,630.68
5
0.657
Low
14.7
13
-24.6
EDGX>ARCA>BATS
VWAP
1
MKT
6.4
122
29
0.45
ToxicitySpike
false
null
null
0
EDGX>ARCA>BATS
MKT
60.8
96
0
166
-4
12
-19
null
null
Venue switch reduced impact
X002676
2025-11-07 14:47:02
QQQ
Buy
67,412
400.3
26,985,023.6
0.8
0.214
High
8.7
34
-30
ARCA>EDGX>IEX>NYSE
TWAP
3
LMT
3
93
14
0.55
Multi
false
null
null
0
ARCA>EDGX>IEX>NYSE
LMT
80.8
100
5.7
108
32
10
19
null
null
High urgency from PM
X002677
2025-12-20 10:06:32
HYG
Buy
2,257
74.91
169,071.87
1.5
0.012
Ultra
17.4
28
-11.5
EDGX>ARCA
Adaptive
1
MKT
4.8
60
26
0.56
Slip>Thresh
false
null
null
0
EDGX>ARCA
MKT
82.1
94
3.4
89
15
-12
-11
PositionLimitNear
null
Toxic prints; widened spread
X002678
2025-12-02 14:49:22
DIS
Buy
66,881
226.3
15,135,170.3
1.1
0.292
Low
21.5
7
23.9
BATS>NYSE>NASDAQ>IEX>ARCA
VWAP
1
LMT
5
83
31
0.41
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
24
BATS>NYSE>NASDAQ>IEX>ARCA
LMT>PO
89.7
95
3.9
81
18
7
33
Watchlist
null
Stable book; normal liquidity
X002679
2025-12-13 13:07:36
T
Buy
14,772
81.09
1,197,861.48
4.7
0.123
Low
15.8
4
11.7
NASDAQ>BATS
Adaptive
2
MKT
6.9
66
14
0.65
Multi
false
null
null
0
NASDAQ>BATS
MKT
66.9
100
0
70
36
3
14
Watchlist
null
Toxic prints; widened spread
X002680
2025-12-16 10:50:25
LQD
Sell
10,158
111.33
1,130,890.14
1
0.05
Ultra
3.9
9
17.2
NYSE>EDGX>BATS>ARCA
VWAP
1
LMT
1.2
63
26
0.61
Multi
false
null
null
0
NYSE>EDGX>BATS>ARCA
LMT
1.8
96
3.8
71
33
-5
-23
NoShort
null
Venue switch reduced impact
X002681
2025-11-13 10:38:40
T
Sell
12,334
358.34
4,419,765.56
3.2
0.103
Low
17.5
20
32.2
BATS>IEX>NYSE>EDGX>NASDAQ
POV
5
LMT
8.9
68
29
0.43
Multi
false
null
null
0
BATS>IEX>NYSE>EDGX>NASDAQ
LMT
78.2
92
10
85
-18
-17
-29
null
null
Toxic prints; widened spread
X002682
2025-12-16 15:11:15
TSLA
Buy
15,690
90.81
1,424,808.9
1.6
0.049
High
14.7
3
-0.3
ARCA>EDGX>NYSE
VWAP
2
MKT
5.2
66
29
0.6
ToxicitySpike
false
null
null
0
ARCA>EDGX>NYSE
MKT
76.7
86
14.4
152
26
-12
2
NoShort
null
Venue switch reduced impact
X002683
2025-11-26 11:36:37
WMT
Sell
58,713
75.63
4,440,464.19
5.3
0.181
Low
19
34
0.8
NASDAQ>ARCA
IS
4
IOC
12.7
93
14
0.52
Multi
false
null
null
0
NASDAQ>ARCA
IOC
36.6
100
21.4
77
-20
-9
16
PositionLimitNear
null
High urgency from PM
X002684
2025-12-16 09:35:43
XLE
Sell
33,795
170.55
5,763,737.25
3.8
0.121
Medium
8.3
9
22.1
NASDAQ>EDGX>IEX>ARCA>NYSE
POV
5
MKT
7.2
81
22
0.5
LiqDrop
false
null
null
0
NASDAQ>EDGX>IEX>ARCA>NYSE
MKT
31.7
97
2.8
68
17
-11
-3
Watchlist
null
Stable book; normal liquidity
X002685
2025-11-25 13:58:57
BRK.B
Sell
54,890
233.2
12,800,348
3.1
0.249
Low
15.8
10
8.8
IEX>NYSE>NASDAQ>BATS>EDGX
Adaptive
1
LMT
4.4
79
27
0.58
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
24
IEX>NYSE>NASDAQ>BATS>EDGX
LMT>PO
85.7
95
0
136
32
-24
18
NoShort
null
High urgency from PM
X002686
2025-12-11 14:12:05
AMZN
Buy
12,685
313.53
3,977,128.05
2.5
0.583
Low
19.4
26
-20
NASDAQ>EDGX>NYSE>BATS>ARCA
Adaptive
5
MKT
9.7
68
16
0.82
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>NYSE>BATS>ARCA
MKT
60.3
100
4.6
51
48
-16
-2
null
null
Stable book; normal liquidity
X002687
2025-12-26 09:36:05
QQQ
Sell
20,934
397.49
8,321,055.66
0.6
0.066
Ultra
8.7
18
-24.6
BATS>ARCA>EDGX>NYSE
VWAP
3
LMT
2.7
70
20
0.75
Multi
false
null
null
0
BATS>ARCA>EDGX>NYSE
LMT
94.5
95
6
68
57
-8
15
NoShort
null
Toxic prints; widened spread
X002688
2025-11-30 12:43:35
BAC
Buy
92,569
340.44
31,514,190.36
1.9
0.252
Low
13.4
28
-31.9
BATS>NASDAQ
IS
5
IOC
8.3
120
31
0.78
Slip>Thresh
false
null
null
0
BATS>NASDAQ
IOC
59.5
90
10.5
152
34
-13
0
null
null
Paused due to data glitch
X002689
2025-12-26 13:27:59
XLE
Buy
19,194
206.14
3,956,651.16
3
0.069
High
5.9
38
18.2
IEX>NYSE>NASDAQ
IS
4
MKT
5.3
71
15
0.6
ToxicitySpike
false
null
null
0
IEX>NYSE>NASDAQ
MKT
34.4
90
4.7
93
-20
-37
-38
null
null
Venue switch reduced impact
X002690
2025-11-08 12:30:23
META
Buy
78,848
174.22
13,736,898.56
1.6
0.22
Low
23.5
20
18.9
BATS>ARCA>IEX>NASDAQ
TWAP
1
LMT
5.8
87
13
0.76
LiqDrop
true
LiquidityDrop
OrderTypeChange
60
BATS>ARCA>IEX>NASDAQ
LMT>IOC
78.7
91
18.1
222
-14
-31
17
null
null
Paused due to data glitch
X002691
2025-11-07 15:05:48
IEF
Sell
44,498
100.91
4,490,293.18
1.8
0.169
Low
15.7
10
12.4
NASDAQ>NYSE>IEX>BATS
TWAP
2
MKT
5.9
78
24
0.53
Multi
false
null
null
0
NASDAQ>NYSE>IEX>BATS
MKT
21
93
19
106
45
4
10
null
null
Stable book; normal liquidity
X002692
2025-11-19 11:40:06
XLY
Buy
27,105
72.7
1,970,533.5
1.3
0.113
Medium
24.8
21
6
IEX>NASDAQ>NYSE
Adaptive
3
LMT
7.1
73
30
0.81
ToxicitySpike
false
null
null
0
IEX>NASDAQ>NYSE
LMT
35.5
87
23.8
130
-12
-22
-33
null
null
High urgency from PM
X002693
2025-12-19 12:06:09
HYG
Buy
25,374
74.97
1,902,288.78
1.5
0.139
Low
21
37
3.2
IEX>NYSE>ARCA
TWAP
1
LMT
5.2
68
35
0.61
LiqDrop
false
null
null
0
IEX>NYSE>ARCA
LMT
47
85
0
61
-20
16
27
PositionLimitNear
null
Stable book; normal liquidity
X002694
2025-12-22 11:13:52
IWM
Buy
139,677
194.69
27,193,715.13
1.5
0.193
Low
24.1
7
-16.1
NYSE>EDGX
VWAP
3
MKT
9
129
30
0.4
ToxicitySpike
false
null
null
0
NYSE>EDGX
MKT
25.3
90
0
135
-10
4
-29
Watchlist
VenueReject
Paused due to data glitch
X002695
2025-12-01 11:46:17
AAPL
Buy
104,448
275.42
28,767,068.16
1.4
0.307
Medium
7.8
37
23.8
EDGX>ARCA>NYSE>NASDAQ
IS
4
LMT
4
120
30
0.73
ToxicitySpike
false
null
null
0
EDGX>ARCA>NYSE>NASDAQ
LMT
10.2
77
0
13
48
21
24
null
null
Venue switch reduced impact
X002696
2025-12-21 09:35:46
XLF
Buy
31,576
160.32
5,062,264.32
3.2
0.086
Low
20.9
32
18.9
IEX>EDGX
Adaptive
4
LMT
7.9
78
17
0.61
ToxicitySpike
false
null
null
0
IEX>EDGX
LMT
13.5
91
1.6
126
5
-25
-19
null
null
Stable book; normal liquidity
X002697
2025-11-19 14:26:05
V
Buy
17,975
35.85
644,403.75
3.8
0.234
Low
8.3
12
-5.8
IEX>EDGX
Adaptive
1
LMT
3.2
66
18
0.45
LiqDrop
false
null
null
0
IEX>EDGX
LMT
80.6
89
0
106
12
-35
9
Watchlist
null
Paused due to data glitch
X002698
2025-10-28 15:03:58
CSCO
Sell
16,533
30.52
504,587.16
3.7
0.041
Medium
13.2
32
-15.6
BATS>NYSE>ARCA>EDGX
IS
5
MKT
10.2
70
32
0.76
LiqDrop
true
LiquidityDrop
Pause
26
BATS>NYSE>ARCA>EDGX
MKT>PO
85.1
100
28.9
111
3
-10
-19
null
null
High urgency from PM
X002699
2025-12-16 10:05:23
XLK
Sell
253,019
59.45
15,041,979.55
1.9
0.71
Low
15.1
9
-33.7
EDGX>BATS
POV
4
MKT
8.1
205
14
0.63
Slip>Thresh
false
null
null
0
EDGX>BATS
MKT
4.8
99
5.9
126
0
29
-18
NoShort
null
Stable book; normal liquidity
X002700
2025-12-14 11:23:31
CVX
Buy
13,172
330.31
4,350,843.32
1.4
0.078
Medium
19.6
32
-15.5
ARCA>IEX>BATS
TWAP
3
PO
7.1
66
34
0.71
Multi
false
null
null
0
ARCA>IEX>BATS
PO
35.9
96
0
68
55
-11
7
PositionLimitNear
null
Stable book; normal liquidity