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
X002701
2025-11-25 14:40:09
AAPL
Sell
32,922
182.01
5,992,133.22
2.4
0.097
Low
24.7
29
30
BATS>EDGX>ARCA
TWAP
2
PO
8.2
73
31
0.49
LiqDrop
false
null
null
0
BATS>EDGX>ARCA
PO
76.6
85
25.9
127
18
-14
24
null
null
Venue switch reduced impact
X002702
2025-11-18 13:10:50
XOM
Sell
18,523
231.08
4,280,294.84
2.4
0.169
Low
20.9
5
5.8
ARCA>BATS>IEX>NASDAQ
IS
4
LMT
9.5
70
13
0.66
Slip>Thresh
false
null
null
0
ARCA>BATS>IEX>NASDAQ
LMT
47.9
94
10.8
84
32
9
16
null
null
Stable book; normal liquidity
X002703
2025-12-16 15:32:56
NKE
Buy
29,932
122.2
3,657,690.4
2.8
0.139
Medium
8
27
7.7
NASDAQ>ARCA>EDGX>BATS>NYSE
TWAP
3
MKT
4.8
74
26
0.42
Multi
false
null
null
0
NASDAQ>ARCA>EDGX>BATS>NYSE
MKT
59.4
93
6
68
43
18
-3
NoShort
null
Stable book; normal liquidity
X002704
2025-12-20 12:23:56
UNH
Buy
73,810
57.41
4,237,432.1
2.3
0.324
Low
6.7
4
-8.8
BATS>ARCA>EDGX>NYSE
POV
5
LMT
4.4
107
18
0.7
LiqDrop
false
null
null
0
BATS>ARCA>EDGX>NYSE
LMT
12.9
91
0
87
9
-10
39
null
null
High urgency from PM
X002705
2025-10-30 11:32:43
XLV
Sell
49,112
295.87
14,530,767.44
1.4
0.138
Medium
13
17
13.8
ARCA>NYSE>BATS
VWAP
1
PO
3.6
77
25
0.79
ToxicitySpike
false
null
null
0
ARCA>NYSE>BATS
PO
71.1
93
0
131
4
29
-32
null
null
Venue switch reduced impact
X002706
2025-12-04 13:34:03
SPY
Sell
50,723
496.27
25,172,303.21
1.1
0.069
Ultra
3.1
29
30.3
EDGX>ARCA>NYSE>NASDAQ
IS
4
LMT
2
89
17
0.69
Slip>Thresh
false
null
null
0
EDGX>ARCA>NYSE>NASDAQ
LMT
39.9
99
5.1
95
5
26
39
null
null
High urgency from PM
X002707
2025-11-24 15:21:10
IWM
Sell
90,963
197.89
18,000,668.07
1
0.126
High
9.2
30
11.4
ARCA>NASDAQ>BATS>NYSE
TWAP
2
MKT
3.5
98
27
0.75
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>BATS>NYSE
MKT
59.6
86
9.7
118
48
-24
38
null
null
Toxic prints; widened spread
X002708
2025-11-10 10:03:45
XOM
Buy
7,265
40.63
295,176.95
3.7
0.066
High
5
7
21.5
BATS>ARCA>IEX>EDGX
IS
5
LMT
5.1
64
16
0.42
LiqDrop
false
null
null
0
BATS>ARCA>IEX>EDGX
LMT
68.8
95
4.4
64
56
-32
23
Watchlist
null
Paused due to data glitch
X002709
2025-11-16 11:26:03
JNJ
Sell
15,269
26.79
409,056.51
2.7
0.056
High
10.8
4
-33.4
ARCA>BATS
Adaptive
2
LMT
3.7
66
27
0.77
ToxicitySpike
false
null
null
0
ARCA>BATS
LMT
28.2
87
10.3
48
36
-36
34
null
null
Toxic prints; widened spread
X002710
2025-12-21 13:27:06
META
Buy
40,461
147.25
5,957,882.25
1.6
0.113
Medium
11.1
27
-15.2
NASDAQ>ARCA
IS
5
MKT
7.1
86
27
0.81
Multi
false
null
null
0
NASDAQ>ARCA
MKT
35.6
87
10
67
53
-28
0
null
null
Toxic prints; widened spread
X002711
2025-11-18 15:28:44
V
Sell
12,461
133.8
1,667,281.8
3.9
0.162
Low
30.4
5
-7.4
NYSE>IEX>BATS>EDGX>ARCA
POV
4
MKT
15.6
67
30
0.81
ToxicitySpike
false
null
null
0
NYSE>IEX>BATS>EDGX>ARCA
MKT
38.2
92
9
49
-5
-10
-35
null
null
Stable book; normal liquidity
X002712
2025-12-20 11:58:23
XLU
Sell
10,363
40.47
419,390.61
1.6
0.033
Ultra
8
14
-14.5
BATS>EDGX>ARCA>NYSE>IEX
IS
4
MKT
5
65
12
0.81
ToxicitySpike
false
null
null
0
BATS>EDGX>ARCA>NYSE>IEX
MKT
34.2
99
8
82
47
16
-24
null
null
Paused due to data glitch
X002713
2025-11-16 15:20:29
QQQ
Buy
214,081
398.98
85,414,037.38
0.5
0.679
Low
15.6
28
-33.5
IEX>NYSE>NASDAQ>EDGX
VWAP
2
LMT
4.2
150
26
0.85
Multi
false
null
null
0
IEX>NYSE>NASDAQ>EDGX
LMT
3.1
85
0.2
140
12
-37
-14
null
null
Toxic prints; widened spread
X002714
2025-12-23 11:33:36
TLT
Buy
18,473
92.85
1,715,218.05
3.4
0.068
High
4
39
-21.4
EDGX>NYSE>BATS
TWAP
3
LMT
3.1
69
32
0.47
ToxicitySpike
false
null
null
0
EDGX>NYSE>BATS
LMT
36.6
98
0
126
-19
30
3
null
null
Toxic prints; widened spread
X002715
2025-11-29 10:22:58
UNH
Sell
7,693
78.31
602,438.83
2.5
0.034
High
18.5
34
12.6
NYSE>IEX>NASDAQ
VWAP
1
LMT
4.8
62
28
0.54
Multi
false
null
null
0
NYSE>IEX>NASDAQ
LMT
38.1
100
10.1
143
57
-28
-13
null
null
Paused due to data glitch
X002716
2025-12-26 13:00:35
XLU
Sell
16,794
46.08
773,867.52
1.5
0.054
Medium
21.3
22
1.2
NYSE>ARCA>BATS>EDGX
VWAP
3
IOC
7.6
68
17
0.82
ToxicitySpike
false
null
null
0
NYSE>ARCA>BATS>EDGX
IOC
74
99
15.4
10
36
7
12
null
null
High urgency from PM
X002717
2025-11-30 12:53:06
CSCO
Buy
234,236
277.96
65,108,238.56
4.5
0.588
Low
20.2
25
22.7
EDGX>BATS>ARCA>IEX>NYSE
POV
2
LMT
7.9
159
28
0.71
Slip>Thresh
false
null
null
0
EDGX>BATS>ARCA>IEX>NYSE
LMT
12.4
97
0
77
59
-30
-1
null
null
Toxic prints; widened spread
X002718
2025-12-02 12:55:25
NVDA
Sell
3,389
38.34
129,934.26
1.2
0.088
Medium
29.9
7
-31.3
IEX>BATS
VWAP
1
LMT
6.7
61
13
0.76
Slip>Thresh
false
null
null
0
IEX>BATS
LMT
9.3
87
10.1
121
56
-2
-29
NoShort
null
High urgency from PM
X002719
2025-10-31 12:09:06
NFLX
Buy
4,752
56.1
266,587.2
4.6
0.045
Medium
10.2
35
13
ARCA>NASDAQ>IEX>NYSE
VWAP
2
PO
5.1
62
26
0.56
Multi
false
null
null
0
ARCA>NASDAQ>IEX>NYSE
PO
13.4
93
12.3
34
56
-13
31
null
null
Venue switch reduced impact
X002720
2025-11-10 14:08:11
NVDA
Sell
8,146
232.58
1,894,596.68
1.3
0.211
Low
20.3
25
-21.9
BATS>NASDAQ>NYSE
IS
5
MKT
11.4
65
22
0.76
ToxicitySpike
true
ToxicitySpike
Pause
10
BATS>NASDAQ>NYSE
MKT>LMT
98.8
98
17.2
9
-16
-9
14
Watchlist
null
Paused due to data glitch
X002721
2025-12-18 11:50:17
IWM
Buy
99,796
191.79
19,139,874.84
1.7
0.138
Medium
7.6
13
31.7
ARCA>NYSE>EDGX>NASDAQ>IEX
Adaptive
4
LMT
3.2
117
23
0.56
ToxicitySpike
false
null
null
0
ARCA>NYSE>EDGX>NASDAQ>IEX
LMT
3.8
99
6.1
146
58
-25
34
null
null
Toxic prints; widened spread
X002722
2025-11-23 10:27:15
XLP
Buy
64,986
203.39
13,217,502.54
2.2
0.225
Low
24.7
10
6.7
ARCA>IEX
TWAP
1
LMT
6.4
82
18
0.77
Slip>Thresh
false
null
null
0
ARCA>IEX
LMT
2.1
87
2.6
44
49
10
14
null
null
High urgency from PM
X002723
2025-11-15 12:49:00
HYG
Buy
23,055
72.78
1,677,942.9
2
0.126
Low
21.6
17
3.4
NASDAQ>EDGX
POV
5
IOC
11.1
74
17
0.49
LiqDrop
false
null
null
0
NASDAQ>EDGX
IOC
73.6
93
22
100
20
-23
-11
null
null
Venue switch reduced impact
X002724
2025-12-22 09:52:51
WMT
Sell
85,943
61.76
5,307,839.68
3.7
0.265
Low
10.8
3
-16
BATS>IEX
IS
5
LMT
7.5
115
25
0.55
Slip>Thresh
false
null
null
0
BATS>IEX
LMT
94
92
0.7
89
-3
15
30
null
null
Paused due to data glitch
X002725
2025-11-01 15:40:12
PEP
Sell
18,973
73.78
1,399,827.94
2.7
0.06
Medium
16.4
22
-30.6
NASDAQ>ARCA>EDGX
POV
5
LMT
8.1
72
12
0.58
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>EDGX
LMT
51
89
5.9
33
-3
18
23
null
null
Paused due to data glitch
X002726
2025-11-06 13:58:07
XLV
Sell
27,972
131.16
3,668,807.52
1.6
0.079
Medium
21
35
-12.3
ARCA>IEX>NYSE>NASDAQ>EDGX
POV
5
LMT
9
78
30
0.53
LiqDrop
false
null
null
0
ARCA>IEX>NYSE>NASDAQ>EDGX
LMT
83.3
86
0
76
-16
-13
19
null
null
Venue switch reduced impact
X002727
2025-11-30 14:16:27
INTC
Buy
1,273
320.87
408,467.51
1.1
0.061
Medium
28.3
6
-8
IEX>NYSE>NASDAQ
VWAP
3
MKT
10
60
29
0.82
ToxicitySpike
true
ToxicitySpike
Pause
10
IEX>NYSE>NASDAQ
MKT>PO
96.4
97
4.8
8
34
16
-9
null
null
Toxic prints; widened spread
X002728
2025-12-17 12:21:53
KO
Sell
5,637
335.96
1,893,806.52
2.9
0.14
Low
27.4
24
-24.6
BATS>ARCA
POV
5
MKT
15
63
16
0.71
ToxicitySpike
false
null
null
0
BATS>ARCA
MKT
14.8
98
2.3
123
2
14
-25
null
VenueReject
High urgency from PM
X002729
2025-10-31 13:42:47
IEF
Buy
7,406
101.27
750,005.62
2.1
0.028
High
18.3
23
-27.6
IEX>EDGX>ARCA
IS
5
IOC
10.6
64
19
0.55
Slip>Thresh
false
null
null
0
IEX>EDGX>ARCA
IOC
53.2
86
16.8
10
59
-9
5
null
null
Toxic prints; widened spread
X002730
2025-11-13 09:35:07
CVX
Sell
36,066
364.92
13,161,204.72
0.9
0.214
Medium
14.8
22
-24.8
EDGX>NYSE
TWAP
2
LMT
4.2
75
33
0.66
LiqDrop
false
null
null
0
EDGX>NYSE
LMT
56.6
100
11.1
15
2
7
-29
NoShort
null
High urgency from PM
X002731
2025-11-04 09:47:11
XLB
Buy
38,634
274.48
10,604,260.32
1.4
0.098
High
7.2
3
2.3
EDGX>IEX>NASDAQ
IS
5
MKT
5
85
28
0.78
LiqDrop
true
LiquidityDrop
OrderTypeChange
10
EDGX>IEX>NASDAQ
MKT>PO
22.8
85
3.5
120
32
-24
30
null
null
Toxic prints; widened spread
X002732
2025-10-31 14:29:17
TLT
Sell
36,530
97.81
3,572,999.3
2.2
0.134
Medium
9
39
-23.5
NASDAQ>IEX>EDGX>ARCA>NYSE
TWAP
2
MKT
4.1
75
20
0.72
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
12
NASDAQ>IEX>EDGX>ARCA>NYSE
MKT>LMT
79
94
0
123
-3
-6
31
NoShort
null
Venue switch reduced impact
X002733
2025-11-05 13:56:28
HD
Sell
6,547
148.01
969,021.47
1.7
0.025
Ultra
18.6
28
7.8
ARCA>IEX>NYSE>NASDAQ>EDGX
TWAP
3
MKT
7.6
63
33
0.78
ToxicitySpike
true
ToxicitySpike
VenueSwitch
13
ARCA>IEX>NYSE>NASDAQ>EDGX
MKT>IOC
93.5
84
11.5
59
30
-11
-39
null
null
Venue switch reduced impact
X002734
2025-11-10 13:34:31
XLK
Sell
56,740
218.94
12,422,655.6
0.9
0.159
Medium
22.4
29
-20.9
ARCA>NASDAQ>EDGX
TWAP
1
LMT
5.3
79
13
0.58
LiqDrop
false
null
null
0
ARCA>NASDAQ>EDGX
LMT
29.6
93
13.1
113
13
23
0
null
null
Paused due to data glitch
X002735
2025-12-11 14:53:17
V
Sell
3,775
99.14
374,253.5
3.5
0.049
Medium
14.6
15
-1.2
EDGX>IEX
POV
5
LMT
8
62
23
0.44
Multi
false
null
null
0
EDGX>IEX
LMT
55.4
93
1.5
83
36
-21
20
null
null
Venue switch reduced impact
X002736
2025-11-16 10:39:49
JPM
Buy
5,661
302.7
1,713,584.7
5
0.14
Low
32.7
25
13.3
NASDAQ>EDGX>NYSE>ARCA>BATS
Adaptive
4
LMT
12.3
63
14
0.73
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>NYSE>ARCA>BATS
LMT
41.7
85
6
136
38
26
-12
NoShort
null
Toxic prints; widened spread
X002737
2025-10-29 15:26:38
LQD
Buy
69,070
111.69
7,714,428.3
1.2
0.34
Low
22.6
33
-26
BATS>NASDAQ
Adaptive
2
MKT
7
89
28
0.64
Slip>Thresh
false
null
null
0
BATS>NASDAQ
MKT
65.2
98
1.1
134
17
-28
9
null
null
Stable book; normal liquidity
X002738
2025-11-16 13:44:10
PEP
Sell
13,523
324.28
4,385,238.44
3.8
0.043
Medium
11.4
22
-3.2
NASDAQ>EDGX>ARCA
IS
5
MKT
9.4
68
34
0.62
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>ARCA
MKT
37.6
85
3
26
39
-19
-10
null
null
High urgency from PM
X002739
2025-11-05 12:18:23
XLE
Sell
107,956
21.78
2,351,281.68
2.5
0.387
Low
19.1
33
28.7
NASDAQ>IEX>ARCA>BATS
Adaptive
2
MKT
6.7
105
19
0.65
ToxicitySpike
false
null
null
0
NASDAQ>IEX>ARCA>BATS
MKT
27.6
85
0
136
34
-8
-35
null
null
High urgency from PM
X002740
2025-12-23 11:10:06
CSCO
Buy
17,153
336.07
5,764,608.71
3.8
0.043
Medium
11.5
20
-15.9
IEX>ARCA
IS
4
MKT
8.5
69
28
0.84
ToxicitySpike
false
null
null
0
IEX>ARCA
MKT
74.4
86
1.1
126
46
22
-27
null
null
Stable book; normal liquidity
X002741
2025-12-26 15:01:16
META
Buy
96,531
243.17
23,473,443.27
0.9
0.269
Low
16.8
10
24.2
IEX>NASDAQ>NYSE
VWAP
3
MKT
6.2
108
30
0.81
ToxicitySpike
false
null
null
0
IEX>NASDAQ>NYSE
MKT
69.6
92
14.3
79
-13
-4
-23
Watchlist
null
Paused due to data glitch
X002742
2025-11-07 10:39:10
INTC
Buy
5,736
55.65
319,208.4
0.7
0.273
Low
33.3
32
21.4
NYSE>ARCA
VWAP
1
LMT
7.2
62
19
0.53
Multi
false
null
null
0
NYSE>ARCA
LMT
23.1
86
0.1
71
-5
25
37
NoShort
null
Paused due to data glitch
X002743
2025-11-28 10:09:28
V
Buy
22,757
157.01
3,573,076.57
3.3
0.296
Low
35.1
27
-27.4
NYSE>IEX>ARCA
IS
4
IOC
17.9
73
15
0.4
ToxicitySpike
false
null
null
0
NYSE>IEX>ARCA
IOC
55.6
94
14
30
-20
-30
29
PositionLimitNear
null
Paused due to data glitch
X002744
2025-12-04 13:28:13
BRK.B
Buy
11,242
255.75
2,875,141.5
1.8
0.051
High
18.1
13
18
NYSE>ARCA>BATS>IEX>EDGX
Adaptive
1
PO
4.7
63
27
0.55
Multi
false
null
null
0
NYSE>ARCA>BATS>IEX>EDGX
PO
58.2
96
5.8
76
-12
16
-9
null
null
Paused due to data glitch
X002745
2025-12-20 09:35:54
QQQ
Buy
209,572
409.27
85,771,532.44
0.9
0.664
Medium
3.1
34
-13
ARCA>BATS
POV
3
LMT
1.7
164
29
0.6
LiqDrop
false
null
null
0
ARCA>BATS
LMT
80.5
85
5
180
-13
18
5
null
null
Venue switch reduced impact
X002746
2025-11-12 15:28:57
AMD
Buy
3,011
257.08
774,067.88
2
0.084
Low
27.2
15
-20.2
BATS>NYSE
IS
4
LMT
11.5
61
15
0.59
Multi
false
null
null
0
BATS>NYSE
LMT
58.7
80
23.2
10
1
8
-38
null
null
Stable book; normal liquidity
X002747
2025-12-06 10:20:53
JPM
Sell
1,447
215.34
311,596.98
5.1
0.036
Low
29.3
35
13.9
IEX>EDGX>ARCA>NYSE>BATS
TWAP
1
IOC
9.9
60
21
0.83
Slip>Thresh
false
null
null
0
IEX>EDGX>ARCA>NYSE>BATS
IOC
36.2
89
10.2
10
-14
-19
35
null
null
Venue switch reduced impact
X002748
2025-11-24 13:52:52
NVDA
Sell
2,801
97.9
274,217.9
1.7
0.073
Medium
22
23
-5.7
EDGX>IEX>BATS>NYSE>ARCA
VWAP
2
LMT
6.1
61
32
0.79
Slip>Thresh
false
null
null
0
EDGX>IEX>BATS>NYSE>ARCA
LMT
14.3
92
3.7
66
-10
19
4
null
null
Stable book; normal liquidity
X002749
2025-11-03 10:44:06
TLT
Sell
20,543
97.29
1,998,628.47
2.5
0.075
Medium
9.3
31
-34.7
ARCA>EDGX>NYSE
TWAP
1
MKT
3.8
67
30
0.58
ToxicitySpike
false
null
null
0
ARCA>EDGX>NYSE
MKT
41.1
100
2.7
64
-4
-26
-8
null
null
Paused due to data glitch
X002750
2025-12-18 09:36:46
AMZN
Sell
1,874
172.27
322,833.98
2.5
0.086
Low
28.4
20
-5.6
IEX>NYSE>ARCA>EDGX>BATS
VWAP
1
LMT
6.9
60
25
0.8
ToxicitySpike
false
null
null
0
IEX>NYSE>ARCA>EDGX>BATS
LMT
65.3
91
0
100
25
3
27
null
null
Toxic prints; widened spread
X002751
2025-10-27 11:11:17
DIS
Sell
2,968
309.95
919,931.6
1.8
0.013
Ultra
22.6
11
-12
EDGX>IEX>NYSE>BATS
Adaptive
1
IOC
5.9
61
17
0.83
ToxicitySpike
false
null
null
0
EDGX>IEX>NYSE>BATS
IOC
32.9
90
14.9
88
26
8
-6
PositionLimitNear
null
High urgency from PM
X002752
2025-11-30 15:32:58
BAC
Buy
7,800
36.19
282,282
1.3
0.021
Ultra
17.7
32
33.3
NASDAQ>ARCA
IS
4
PO
8.2
64
20
0.76
ToxicitySpike
false
null
null
0
NASDAQ>ARCA
PO
54.8
93
8.7
64
42
-21
-9
null
null
Venue switch reduced impact
X002753
2025-12-25 12:04:25
DIS
Buy
27,528
86.65
2,385,301.2
2.2
0.12
High
5.2
28
16.9
EDGX>NASDAQ>NYSE
IS
5
LMT
4
77
26
0.72
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>NYSE
LMT
35.5
89
14.6
108
4
0
-40
null
null
Venue switch reduced impact
X002754
2025-11-14 14:38:59
CVX
Sell
6,926
301.57
2,088,673.82
1.4
0.041
Ultra
13.8
6
-4.4
IEX>BATS
Adaptive
5
LMT
5.3
64
22
0.45
LiqDrop
false
null
null
0
IEX>BATS
LMT
24
98
7.6
94
-12
16
11
Watchlist
null
Toxic prints; widened spread
X002755
2025-11-01 14:05:07
XLV
Buy
26,015
247.46
6,437,671.9
2.1
0.073
Medium
11.1
27
-16.6
EDGX>IEX>NASDAQ
IS
5
LMT
6.3
76
25
0.73
LiqDrop
false
null
null
0
EDGX>IEX>NASDAQ
LMT
13.4
98
0
97
-9
-6
-12
null
null
High urgency from PM
X002756
2025-12-12 09:35:10
CVX
Buy
6,988
306.63
2,142,730.44
1.2
0.041
Ultra
3.7
38
-3.1
ARCA>NYSE>BATS>NASDAQ
IS
4
MKT
2.7
64
12
0.55
Multi
false
null
null
0
ARCA>NYSE>BATS>NASDAQ
MKT
30.2
86
4
81
3
3
-23
null
null
High urgency from PM
X002757
2025-11-30 09:35:49
CSCO
Buy
23,080
76.26
1,760,080.8
2.9
0.058
Medium
13.7
30
-2.5
ARCA>BATS>EDGX>IEX
Adaptive
1
MKT
4.6
68
34
0.5
ToxicitySpike
false
null
null
0
ARCA>BATS>EDGX>IEX
MKT
42
94
0
91
-7
-32
-12
null
null
Venue switch reduced impact
X002758
2025-11-20 11:30:37
QQQ
Buy
21,305
391.39
8,338,563.95
0.8
0.068
Ultra
4.4
3
-4.6
BATS>ARCA>NASDAQ
TWAP
1
LMT
1.3
67
22
0.78
Multi
false
null
null
0
BATS>ARCA>NASDAQ
LMT
6.5
92
0
36
8
25
32
Watchlist
null
High urgency from PM
X002759
2025-10-31 10:47:06
BA
Sell
57,614
224.29
12,922,244.06
2
0.192
Low
13.3
7
-9
BATS>NYSE
Adaptive
2
MKT
4.8
84
31
0.71
ToxicitySpike
false
null
null
0
BATS>NYSE
MKT
6.7
90
13.6
103
13
-2
32
null
null
Paused due to data glitch
X002760
2025-12-12 15:44:58
TLT
Buy
26,324
96.52
2,540,792.48
2.6
0.096
Medium
13.9
20
22.2
IEX>NASDAQ>EDGX>NYSE>BATS
Adaptive
1
LMT
3.7
69
26
0.46
LiqDrop
false
null
null
0
IEX>NASDAQ>EDGX>NYSE>BATS
LMT
63.8
93
0
68
27
26
14
null
null
Stable book; normal liquidity
X002761
2025-12-07 13:47:58
GOOGL
Sell
15,665
114.58
1,794,895.7
1.4
0.047
Ultra
8
31
-21
NASDAQ>ARCA>EDGX>NYSE
VWAP
2
IOC
3
66
13
0.74
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>EDGX>NYSE
IOC
23
89
0
73
-16
-13
19
null
null
Venue switch reduced impact
X002762
2025-12-03 12:02:10
BA
Sell
13,455
65.79
885,204.45
1.8
0.045
Medium
22.6
23
-7.8
NASDAQ>EDGX>IEX
TWAP
2
MKT
8
65
21
0.41
Multi
false
null
null
0
NASDAQ>EDGX>IEX
MKT
43.7
96
8.1
10
2
-29
-5
null
null
Stable book; normal liquidity
X002763
2025-11-18 12:41:28
MSFT
Sell
4,784
75.08
359,182.72
2.8
0.025
Medium
24.7
18
-24.8
ARCA>IEX>NASDAQ>NYSE>BATS
VWAP
3
LMT
8.2
62
24
0.53
ToxicitySpike
false
null
null
0
ARCA>IEX>NASDAQ>NYSE>BATS
LMT
7.9
71
0
18
34
28
34
null
null
High urgency from PM
X002764
2025-12-01 13:45:34
SPY
Sell
118,733
485.86
57,687,615.38
1.1
0.16
High
6.7
22
6.5
NYSE>ARCA>NASDAQ>BATS>IEX
Adaptive
3
MKT
2.8
119
23
0.46
Slip>Thresh
false
null
null
0
NYSE>ARCA>NASDAQ>BATS>IEX
MKT
80.1
95
1.1
97
-6
-2
-21
null
null
Toxic prints; widened spread
X002765
2025-12-08 14:20:36
AMD
Buy
5,976
192.06
1,147,750.56
2.3
0.167
Medium
9.2
4
-16.7
ARCA>NASDAQ
VWAP
1
MKT
3.5
62
17
0.6
LiqDrop
false
null
null
0
ARCA>NASDAQ
MKT
55.4
89
3.3
78
15
7
3
null
null
High urgency from PM
X002766
2025-12-06 09:35:12
BRK.B
Buy
44,588
147.58
6,580,297.04
2.5
0.203
Medium
4.2
36
34.2
ARCA>IEX>NASDAQ>EDGX>BATS
TWAP
1
LMT
2.1
75
30
0.54
ToxicitySpike
false
null
null
0
ARCA>IEX>NASDAQ>EDGX>BATS
LMT
24.5
99
4.3
66
53
25
-25
null
null
Toxic prints; widened spread
X002767
2025-11-23 14:56:33
MSFT
Sell
13,499
208.95
2,820,616.05
1.7
0.072
Medium
24.4
36
-29.2
EDGX>NYSE>NASDAQ
VWAP
1
LMT
5.7
64
16
0.43
ToxicitySpike
false
null
null
0
EDGX>NYSE>NASDAQ
LMT
9.5
87
9.4
37
49
0
13
null
null
High urgency from PM
X002768
2025-11-18 15:55:59
HYG
Buy
88,919
74.83
6,653,808.77
1.5
0.488
Low
15.2
24
19.3
EDGX>IEX>NYSE
VWAP
2
MKT
5.4
97
16
0.5
LiqDrop
false
null
null
0
EDGX>IEX>NYSE
MKT
10.1
89
11.1
155
9
-14
0
Watchlist
null
Stable book; normal liquidity
X002769
2025-10-29 13:05:35
KO
Buy
8,309
171.11
1,421,752.99
3
0.207
Low
7.4
22
10
NASDAQ>IEX>ARCA
VWAP
1
LMT
2.8
62
28
0.42
ToxicitySpike
false
null
null
0
NASDAQ>IEX>ARCA
LMT
53.7
92
0
130
28
-9
-4
null
null
High urgency from PM
X002770
2025-11-05 15:45:16
IWM
Buy
117,009
209.84
24,553,168.56
1
0.162
Medium
17.6
4
22.3
EDGX>IEX>BATS>NASDAQ
VWAP
3
MKT
6.5
118
23
0.67
ToxicitySpike
false
null
null
0
EDGX>IEX>BATS>NASDAQ
MKT
3.8
100
0
189
22
-36
-38
null
null
Stable book; normal liquidity
X002771
2025-11-24 14:02:55
PEP
Buy
51,766
324.53
16,799,619.98
3.2
0.163
Low
21.8
35
-23.7
NASDAQ>BATS>ARCA
TWAP
2
LMT
7.1
82
16
0.48
LiqDrop
false
null
null
0
NASDAQ>BATS>ARCA
LMT
91
69
13.9
35
-17
6
-3
null
null
Venue switch reduced impact
X002772
2025-12-01 15:50:24
AMZN
Buy
6,524
228.6
1,491,386.4
2.5
0.3
Low
33.6
6
-22.7
NASDAQ>IEX
Adaptive
1
MKT
9.2
62
17
0.51
Multi
false
null
null
0
NASDAQ>IEX
MKT
58.3
97
0
243
43
20
14
null
PriceBand
Paused due to data glitch
X002773
2025-12-10 09:49:34
HYG
Sell
5,392
77.94
420,252.48
1.1
0.03
Ultra
18.2
24
8.8
EDGX>IEX>NYSE
POV
4
MKT
8.3
63
15
0.65
Multi
false
null
null
0
EDGX>IEX>NYSE
MKT
97.1
99
8.7
58
50
3
1
null
null
Stable book; normal liquidity
X002774
2025-10-28 12:55:30
AAPL
Buy
18,438
33.41
616,013.58
2
0.054
Medium
18.1
27
0.8
NASDAQ>ARCA>IEX
IS
5
MKT
10.9
71
12
0.74
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>IEX
MKT
7.7
89
0
80
16
-29
18
null
null
Venue switch reduced impact
X002775
2025-11-22 10:13:58
META
Sell
100,556
146.41
14,722,403.96
1.4
0.28
Low
21.6
17
17.9
BATS>ARCA>NASDAQ>NYSE
IS
4
LMT
9.1
117
22
0.46
Slip>Thresh
false
null
null
0
BATS>ARCA>NASDAQ>NYSE
LMT
53.7
88
10.2
15
26
1
-29
PositionLimitNear
null
Venue switch reduced impact
X002776
2025-12-18 12:54:27
NKE
Sell
82,105
115.59
9,490,516.95
2.3
0.381
Low
17.2
18
17.4
NASDAQ>BATS
VWAP
2
MKT
6.4
94
32
0.51
Slip>Thresh
false
null
null
0
NASDAQ>BATS
MKT
61.5
88
5.4
180
-7
-4
7
null
null
High urgency from PM
X002777
2025-11-22 14:42:52
QQQ
Sell
52,458
418.63
21,960,492.54
0.6
0.166
Medium
23.2
10
-3.6
ARCA>IEX>NASDAQ
Adaptive
4
LMT
7.1
90
28
0.52
LiqDrop
false
null
null
0
ARCA>IEX>NASDAQ
LMT
47.2
92
7.3
42
30
-1
22
null
null
Venue switch reduced impact
X002778
2025-11-15 15:00:49
MA
Sell
16,427
341.77
5,614,255.79
1.4
0.07
High
15.2
29
-3.4
IEX>NASDAQ>ARCA>BATS
TWAP
2
PO
5
66
33
0.65
Slip>Thresh
false
null
null
0
IEX>NASDAQ>ARCA>BATS
PO
99.1
89
9.8
141
-10
-24
17
null
null
High urgency from PM
X002779
2025-11-22 11:12:18
META
Buy
23,649
271.41
6,418,575.09
1.2
0.066
High
11.9
30
17.8
EDGX>BATS>IEX
Adaptive
2
LMT
3.2
70
35
0.62
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
18
EDGX>BATS>IEX
LMT>IOC
85
69
5.5
68
30
18
-23
null
null
Paused due to data glitch
X002780
2025-10-29 09:54:09
HYG
Sell
9,465
77.49
733,442.85
2.1
0.052
Medium
23.2
36
-1.7
IEX>ARCA
Adaptive
4
PO
8.7
65
30
0.8
Slip>Thresh
false
null
null
0
IEX>ARCA
PO
51.6
95
6.5
34
4
-13
-35
null
null
High urgency from PM
X002781
2025-11-08 15:49:07
MSFT
Sell
7,575
265.91
2,014,268.25
3.5
0.04
Ultra
3.3
26
9.4
NYSE>ARCA>BATS
VWAP
1
LMT
2.1
62
28
0.59
Slip>Thresh
false
null
null
0
NYSE>ARCA>BATS
LMT
18.3
97
3.2
36
17
14
-39
null
null
Stable book; normal liquidity
X002782
2025-11-27 15:10:03
UNH
Sell
20,195
273.43
5,521,918.85
3.2
0.089
Low
14.2
14
-1.1
IEX>BATS>NASDAQ
Adaptive
3
LMT
5.3
70
19
0.44
ToxicitySpike
false
null
null
0
IEX>BATS>NASDAQ
LMT
24.9
95
19.5
10
26
15
-34
null
null
High urgency from PM
X002783
2025-12-15 11:25:05
CVX
Buy
22,287
217.61
4,849,874.07
1.4
0.132
High
7.6
30
-9.5
NYSE>ARCA>IEX>EDGX>NASDAQ
IS
5
LMT
4.3
74
31
0.83
Multi
false
null
null
0
NYSE>ARCA>IEX>EDGX>NASDAQ
LMT
30.1
94
0
112
25
-36
-23
null
null
Toxic prints; widened spread
X002784
2025-11-15 14:35:37
CVX
Sell
171,657
229.66
39,422,746.62
1.1
1.019
Low
15.7
35
4.9
EDGX>BATS>NYSE>NASDAQ
POV
3
MKT
7
145
26
0.81
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
40
EDGX>BATS>NYSE>NASDAQ
MKT>IOC
46.4
95
25.1
173
12
-23
26
NoShort
null
Toxic prints; widened spread
X002785
2025-12-24 14:19:25
HYG
Buy
22,562
72.95
1,645,897.9
2.2
0.124
High
3.7
39
15.2
EDGX>BATS
POV
5
LMT
3.1
74
28
0.46
LiqDrop
false
null
null
0
EDGX>BATS
LMT
80.4
94
0
91
-2
-10
-30
null
null
Venue switch reduced impact
X002786
2025-11-25 13:40:16
JPM
Buy
5,810
271.65
1,578,286.5
5.2
0.144
Low
17
28
-34.8
NASDAQ>IEX>EDGX>NYSE>ARCA
TWAP
1
PO
6.6
62
31
0.76
Slip>Thresh
false
null
null
0
NASDAQ>IEX>EDGX>NYSE>ARCA
PO
38.3
92
13
18
39
-14
-34
null
null
Venue switch reduced impact
X002787
2025-11-15 12:48:01
IWM
Sell
380,659
195.37
74,369,348.83
1.5
0.525
Low
19.8
6
30.5
BATS>IEX>ARCA
POV
1
LMT
5.3
193
29
0.81
Slip>Thresh
false
null
null
0
BATS>IEX>ARCA
LMT
98.8
98
10.8
259
27
-25
-11
null
null
Venue switch reduced impact
X002788
2025-11-08 11:45:57
XLU
Buy
8,102
121.53
984,636.06
1.3
0.026
Ultra
9.9
37
-31.1
ARCA>IEX>NYSE>BATS
VWAP
1
MKT
3.1
62
27
0.84
ToxicitySpike
false
null
null
0
ARCA>IEX>NYSE>BATS
MKT
76.8
98
3.8
69
53
-27
8
NoShort
null
Stable book; normal liquidity
X002789
2025-12-15 11:06:10
INTC
Buy
819
37.29
30,540.51
1.1
0.039
High
20.8
9
3
NYSE>EDGX
POV
5
IOC
9.9
60
13
0.78
LiqDrop
false
null
null
0
NYSE>EDGX
IOC
72.6
96
9.1
43
-20
20
-39
NoShort
null
Paused due to data glitch
X002790
2025-11-03 09:35:45
KO
Buy
4,192
21.85
91,595.2
3
0.104
Medium
12.5
14
-5.3
EDGX>ARCA>NYSE>NASDAQ
VWAP
3
LMT
5
62
21
0.42
ToxicitySpike
false
null
null
0
EDGX>ARCA>NYSE>NASDAQ
LMT
7.1
94
3.5
34
16
4
11
null
null
Venue switch reduced impact
X002791
2025-11-28 12:17:03
BAC
Buy
30,540
299.04
9,132,681.6
1.6
0.083
Medium
24.3
9
-21.3
ARCA>IEX
VWAP
3
LMT
7.5
75
15
0.7
ToxicitySpike
false
null
null
0
ARCA>IEX
LMT
31.5
93
12.8
16
35
23
-34
null
null
Stable book; normal liquidity
X002792
2025-11-30 11:34:59
XLB
Buy
6,256
278.71
1,743,609.76
2.3
0.016
Ultra
20.2
31
1.2
EDGX>ARCA>BATS
POV
4
LMT
8.3
63
27
0.85
ToxicitySpike
true
ToxicitySpike
VenueSwitch
13
EDGX>ARCA>BATS
LMT>MKT
84.4
97
7.1
56
12
-11
-35
null
null
Toxic prints; widened spread
X002793
2025-12-06 15:52:28
QQQ
Sell
19,940
400.56
7,987,166.4
0.6
0.063
High
22.6
35
32.9
EDGX>NYSE
VWAP
2
LMT
5.7
68
28
0.63
Multi
false
null
null
0
EDGX>NYSE
LMT
69.5
100
3.2
44
55
-34
19
PositionLimitNear
null
Toxic prints; widened spread
X002794
2025-12-26 11:09:54
GOOGL
Sell
19,943
252.81
5,041,789.83
1.4
0.059
Medium
23.8
35
-18.8
BATS>ARCA
IS
5
MKT
13.1
72
24
0.56
ToxicitySpike
false
null
null
0
BATS>ARCA
MKT
59.5
90
28.7
83
53
-16
38
null
null
Venue switch reduced impact
X002795
2025-11-25 15:55:11
WMT
Sell
53,755
58.79
3,160,256.45
4.7
0.165
Low
14.8
3
-21.1
EDGX>BATS
IS
4
MKT
10.9
90
13
0.71
Slip>Thresh
false
null
null
0
EDGX>BATS
MKT
83
90
6.7
10
-6
-6
31
null
null
Venue switch reduced impact
X002796
2025-11-13 14:20:46
NKE
Buy
27,528
179.01
4,927,787.28
2.6
0.128
Low
18.2
27
-8.7
EDGX>IEX
VWAP
1
LMT
4.9
69
20
0.74
ToxicitySpike
false
null
null
0
EDGX>IEX
LMT
68.9
91
2.2
108
1
16
-14
null
null
High urgency from PM
X002797
2025-11-01 11:35:54
NKE
Sell
24,313
172.11
4,184,510.43
2.4
0.113
Low
18.3
21
10.2
NASDAQ>BATS>IEX>EDGX>NYSE
IS
4
MKT
10.3
73
18
0.44
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
11
NASDAQ>BATS>IEX>EDGX>NYSE
MKT>LMT
95.9
89
15.7
137
46
-4
-2
null
null
Venue switch reduced impact
X002798
2025-11-24 11:59:05
TLT
Buy
12,501
94.75
1,184,469.75
3.4
0.046
Ultra
3
18
-30.9
NASDAQ>NYSE>EDGX>IEX
IS
5
LMT
4
68
21
0.81
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>EDGX>IEX
LMT
12.1
87
5.8
40
12
-15
-36
null
VenueReject
Toxic prints; widened spread
X002799
2025-11-06 12:14:11
AAPL
Sell
103,365
93.95
9,711,141.75
2.7
0.304
Low
15
3
28.9
BATS>EDGX>NYSE>NASDAQ
Adaptive
1
MKT
4.9
96
25
0.46
Slip>Thresh
false
null
null
0
BATS>EDGX>NYSE>NASDAQ
MKT
92.4
99
22
73
47
-7
-10
null
null
High urgency from PM
X002800
2025-12-14 13:39:36
AAPL
Sell
59,584
210.06
12,516,215.04
1.6
0.175
Low
22.7
4
9.9
IEX>ARCA
POV
4
MKT
10.6
94
23
0.74
ToxicitySpike
false
null
null
0
IEX>ARCA
MKT
6.1
91
20.5
146
2
-22
20
null
null
Stable book; normal liquidity