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
X002801
2025-11-08 11:41:10
JNJ
Sell
3,734
122.23
456,406.82
3.8
0.014
High
23.7
6
19.7
ARCA>NASDAQ>EDGX>IEX>BATS
TWAP
1
LMT
6.8
61
16
0.75
Multi
false
null
null
0
ARCA>NASDAQ>EDGX>IEX>BATS
LMT
84.6
94
12.7
10
43
-2
28
null
null
Stable book; normal liquidity
X002802
2025-11-13 13:48:53
JNJ
Sell
341,438
152.28
51,994,178.64
4.6
1.254
Low
14.5
12
28.9
EDGX>NYSE
VWAP
3
MKT
8.3
230
29
0.62
Slip>Thresh
false
null
null
0
EDGX>NYSE
MKT
12.8
91
8.6
338
-7
27
-33
null
null
Toxic prints; widened spread
X002803
2025-10-30 12:56:47
XLK
Buy
9,160
116.15
1,063,934
1.8
0.026
High
20.6
22
15.2
EDGX>IEX
POV
5
MKT
10.9
65
16
0.77
Multi
false
null
null
0
EDGX>IEX
MKT
29.2
88
10.7
96
55
-19
21
Watchlist
null
Stable book; normal liquidity
X002804
2025-12-08 14:47:57
LQD
Buy
92,303
117.47
10,842,833.41
1.1
0.454
Medium
6.6
13
-12.3
IEX>BATS>ARCA>EDGX>NASDAQ
Adaptive
4
LMT
2.7
113
30
0.7
LiqDrop
false
null
null
0
IEX>BATS>ARCA>EDGX>NASDAQ
LMT
79.9
87
16
30
43
6
2
NoShort
null
Stable book; normal liquidity
X002805
2025-12-14 13:08:13
IWM
Buy
451,036
207.36
93,526,824.96
1.3
0.623
Low
19.5
29
-17.2
EDGX>BATS>NYSE
Adaptive
5
MKT
8.8
320
26
0.79
Slip>Thresh
false
null
null
0
EDGX>BATS>NYSE
MKT
5.1
99
25.3
315
-9
5
-27
null
null
Toxic prints; widened spread
X002806
2025-11-24 11:53:40
DIS
Sell
120,125
237.88
28,575,335
1.2
0.524
Low
9.5
38
0.9
ARCA>BATS>EDGX
POV
5
PO
5.2
138
20
0.67
LiqDrop
false
null
null
0
ARCA>BATS>EDGX
PO
76.4
89
6
155
57
-30
39
null
null
Toxic prints; widened spread
X002807
2025-12-14 13:21:21
UNH
Sell
10,837
219.3
2,376,554.1
1.7
0.048
Ultra
7.3
39
1.5
NYSE>IEX>ARCA
VWAP
3
LMT
2.9
65
29
0.4
Multi
false
null
null
0
NYSE>IEX>ARCA
LMT
13.7
90
1.8
50
-16
-20
-7
null
null
Toxic prints; widened spread
X002808
2025-11-28 09:35:36
TSLA
Buy
43,679
103.67
4,528,201.93
1.2
0.136
Medium
23.4
15
20.9
NYSE>ARCA
Adaptive
5
MKT
10
88
24
0.44
Slip>Thresh
false
null
null
0
NYSE>ARCA
MKT
81.8
98
3.5
139
19
-36
-31
null
null
High urgency from PM
X002809
2025-12-25 11:59:19
INTC
Buy
6,590
250.22
1,648,949.8
0.7
0.314
Low
21.5
8
-19
BATS>NYSE>NASDAQ
TWAP
1
MKT
6.1
62
24
0.49
Multi
false
null
null
0
BATS>NYSE>NASDAQ
MKT
23.4
98
0.6
82
54
20
15
null
null
Venue switch reduced impact
X002810
2025-12-12 15:01:30
XLP
Sell
59,158
40.6
2,401,814.8
3.2
0.205
Low
11.9
38
-10
NASDAQ>EDGX
VWAP
2
LMT
4.4
85
25
0.73
ToxicitySpike
false
null
null
0
NASDAQ>EDGX
LMT
6
97
7.5
117
-7
-27
-11
Watchlist
null
Venue switch reduced impact
X002811
2025-12-17 10:54:05
DIS
Buy
43,499
217.03
9,440,587.97
1.5
0.19
Low
18.7
26
33.6
BATS>ARCA>NYSE
TWAP
2
IOC
6.4
78
35
0.74
ToxicitySpike
false
null
null
0
BATS>ARCA>NYSE
IOC
54.5
90
6.2
10
-7
4
2
null
null
Stable book; normal liquidity
X002812
2025-11-27 12:43:46
IWM
Sell
75,067
205.06
15,393,239.02
1.5
0.104
Medium
18
18
-31.5
BATS>EDGX>IEX>NASDAQ
VWAP
3
PO
6.3
97
20
0.74
Multi
false
null
null
0
BATS>EDGX>IEX>NASDAQ
PO
6.9
85
9
63
-9
-19
-34
null
null
High urgency from PM
X002813
2025-10-31 12:24:25
META
Buy
134,490
194.85
26,205,376.5
1.5
0.375
Low
9.7
25
18.4
NASDAQ>EDGX>BATS>IEX
VWAP
3
MKT
4.3
127
26
0.47
Multi
false
null
null
0
NASDAQ>EDGX>BATS>IEX
MKT
36.8
96
0
151
-11
29
27
null
null
Toxic prints; widened spread
X002814
2025-12-01 10:49:11
LQD
Buy
3,226
110.34
355,956.84
1.2
0.016
Ultra
16.2
3
-17.2
BATS>IEX
TWAP
1
MKT
4.9
61
22
0.46
ToxicitySpike
false
null
null
0
BATS>IEX
MKT
18.9
89
7.7
57
-8
30
-10
PositionLimitNear
null
High urgency from PM
X002815
2025-11-28 09:35:21
BAC
Buy
125,908
238.28
30,001,358.24
1.1
0.343
Medium
7.9
24
-12.8
BATS>ARCA>NASDAQ>IEX>NYSE
Adaptive
1
LMT
2.1
104
18
0.47
ToxicitySpike
false
null
null
0
BATS>ARCA>NASDAQ>IEX>NYSE
LMT
64.1
96
10.8
135
56
-17
-24
null
null
Stable book; normal liquidity
X002816
2025-11-24 14:28:12
PEP
Sell
64,970
318.2
20,673,454
4.9
0.205
Low
13.9
11
-32.3
IEX>EDGX>BATS>NASDAQ
VWAP
1
MKT
6
82
19
0.55
Slip>Thresh
false
null
null
0
IEX>EDGX>BATS>NASDAQ
MKT
49.8
91
10.6
44
9
25
-5
PositionLimitNear
null
High urgency from PM
X002817
2025-12-02 15:40:02
XLY
Buy
37,688
286.68
10,804,395.84
1.5
0.157
High
4.5
35
0.9
BATS>ARCA>IEX>EDGX>NASDAQ
IS
4
IOC
3.3
81
29
0.61
Slip>Thresh
false
null
null
0
BATS>ARCA>IEX>EDGX>NASDAQ
IOC
32.2
100
2.8
119
37
-38
-14
null
null
High urgency from PM
X002818
2025-11-20 13:05:05
XLK
Buy
38,132
189.37
7,221,056.84
1.8
0.107
Medium
9.5
16
-17.6
NASDAQ>ARCA>IEX>BATS
IS
5
LMT
5.4
84
34
0.63
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>IEX>BATS
LMT
55.3
95
6.8
102
9
25
-15
null
null
Stable book; normal liquidity
X002819
2025-12-20 09:50:49
HYG
Buy
65,514
79.59
5,214,259.26
2
0.359
Low
9.4
21
5.5
IEX>ARCA>BATS
POV
5
IOC
6
102
33
0.62
LiqDrop
false
null
null
0
IEX>ARCA>BATS
IOC
17.2
95
0
112
16
-19
-8
null
null
Venue switch reduced impact
X002820
2025-11-03 15:52:04
MA
Buy
6,606
343.32
2,267,971.92
0.8
0.028
Ultra
3.2
24
14.8
IEX>NASDAQ>EDGX>BATS>ARCA
TWAP
3
PO
1.5
63
25
0.65
Slip>Thresh
false
null
null
0
IEX>NASDAQ>EDGX>BATS>ARCA
PO
28.5
88
0.5
19
60
-19
-24
PositionLimitNear
null
High urgency from PM
X002821
2025-12-11 11:35:51
SPY
Sell
22,144
497.18
11,009,553.92
0.9
0.03
Ultra
4
39
-8.8
BATS>ARCA>NASDAQ>IEX>EDGX
TWAP
2
LMT
1.5
69
12
0.4
Slip>Thresh
false
null
null
0
BATS>ARCA>NASDAQ>IEX>EDGX
LMT
1
93
2
53
6
27
6
Watchlist
null
Stable book; normal liquidity
X002822
2025-10-28 15:28:10
META
Buy
62,827
211.29
13,274,716.83
1.1
0.175
Medium
9.5
13
18.7
NASDAQ>IEX>ARCA>BATS
POV
5
MKT
5.4
100
13
0.81
ToxicitySpike
true
ToxicitySpike
VenueSwitch
39
NASDAQ>IEX>ARCA>BATS
MKT>LMT
92
100
0
128
42
12
-15
null
null
Toxic prints; widened spread
X002823
2025-11-23 11:07:02
BA
Buy
52,937
71.99
3,810,934.63
2.3
0.176
Low
21.8
16
6.5
ARCA>NYSE>IEX
TWAP
1
LMT
5.8
78
27
0.84
Multi
false
null
null
0
ARCA>NYSE>IEX
LMT
82.3
89
0
134
13
7
30
null
null
Venue switch reduced impact
X002824
2025-11-27 13:24:22
IWM
Buy
110,291
195.48
21,559,684.68
1.3
0.152
Medium
15.4
26
-4.8
NASDAQ>IEX>NYSE>EDGX>BATS
IS
5
LMT
7.4
131
12
0.46
Multi
false
null
null
0
NASDAQ>IEX>NYSE>EDGX>BATS
LMT
29.4
67
0.4
175
37
-23
-22
null
null
High urgency from PM
X002825
2025-12-17 15:30:13
BRK.B
Buy
9,353
33.23
310,800.19
1.8
0.043
High
11.2
8
16.7
ARCA>NASDAQ>IEX
TWAP
1
IOC
3.7
63
32
0.54
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>IEX
IOC
12.9
99
19.1
40
30
28
19
Watchlist
null
Stable book; normal liquidity
X002826
2025-11-28 12:21:18
CVX
Sell
4,095
168.98
691,973.1
1.1
0.024
Ultra
6.6
25
-21.9
IEX>ARCA>NYSE>EDGX>NASDAQ
IS
5
MKT
4.3
62
35
0.61
Slip>Thresh
false
null
null
0
IEX>ARCA>NYSE>EDGX>NASDAQ
MKT
36.4
86
2
75
18
-5
26
null
null
Stable book; normal liquidity
X002827
2025-10-30 14:59:59
NVDA
Sell
4,439
119.07
528,551.73
1.4
0.115
Low
32.9
10
28.1
EDGX>NASDAQ
TWAP
1
LMT
7.8
61
12
0.82
ToxicitySpike
false
null
null
0
EDGX>NASDAQ
LMT
46.6
86
2.4
22
17
19
9
null
null
High urgency from PM
X002828
2025-11-24 12:56:31
META
Sell
57,983
126.7
7,346,446.1
1.1
0.162
Medium
15.1
5
-29.1
NYSE>ARCA>NASDAQ
VWAP
1
MKT
4.4
80
24
0.79
Multi
false
null
null
0
NYSE>ARCA>NASDAQ
MKT
69.4
86
9.8
98
12
-7
23
null
null
Venue switch reduced impact
X002829
2025-12-23 13:30:20
XLI
Buy
2,514
42.34
106,442.76
2.1
0.115
Low
32.9
6
-32.9
BATS>IEX>EDGX>ARCA>NYSE
IS
5
LMT
15.1
61
15
0.63
LiqDrop
false
null
null
0
BATS>IEX>EDGX>ARCA>NYSE
LMT
17.5
94
25.8
46
18
-25
-17
PositionLimitNear
null
Venue switch reduced impact
X002830
2025-11-08 14:17:27
AMD
Buy
15,582
106.35
1,657,145.7
1.9
0.435
Low
18.5
32
27.2
ARCA>IEX>NASDAQ
TWAP
1
IOC
5.7
65
13
0.43
ToxicitySpike
false
null
null
0
ARCA>IEX>NASDAQ
IOC
10.1
94
0
138
52
1
-18
PositionLimitNear
null
Paused due to data glitch
X002831
2025-12-11 14:25:41
XLP
Buy
18,984
310.01
5,885,229.84
2
0.066
Medium
23.2
8
33
BATS>NYSE>IEX>ARCA>EDGX
Adaptive
5
LMT
8.7
72
25
0.78
Slip>Thresh
false
null
null
0
BATS>NYSE>IEX>ARCA>EDGX
LMT
49.9
99
10.5
91
43
-35
29
null
null
Toxic prints; widened spread
X002832
2025-11-21 09:42:14
TSLA
Sell
19,474
344.05
6,700,029.7
1.2
0.061
Ultra
7
20
1
EDGX>IEX>BATS
TWAP
2
PO
2.6
68
28
0.64
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
13
EDGX>IEX>BATS
PO>IOC
86.4
99
0
93
52
17
-6
null
null
Paused due to data glitch
X002833
2025-12-18 14:21:36
JNJ
Buy
29,353
89.41
2,624,451.73
3.1
0.108
High
4
9
-8.6
NYSE>NASDAQ
TWAP
1
IOC
2.6
70
17
0.43
Slip>Thresh
false
null
null
0
NYSE>NASDAQ
IOC
25.3
90
0
59
15
-18
-39
null
null
Paused due to data glitch
X002834
2025-11-27 12:36:42
XLU
Buy
10,821
46.67
505,016.07
1.8
0.035
High
17.2
16
20.4
NASDAQ>EDGX>IEX>BATS
Adaptive
5
LMT
6.6
67
24
0.48
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>IEX>BATS
LMT
28.7
85
4.1
61
-12
27
34
null
null
Paused due to data glitch
X002835
2025-12-23 13:15:37
META
Sell
26,603
249.54
6,638,512.62
0.8
0.074
High
19.5
34
5.6
EDGX>IEX>NASDAQ
TWAP
2
LMT
5.3
71
13
0.61
Slip>Thresh
false
null
null
0
EDGX>IEX>NASDAQ
LMT
92.5
85
10.4
46
24
-25
21
null
null
Venue switch reduced impact
X002836
2025-11-12 09:52:09
NFLX
Buy
20,919
137.9
2,884,730.1
4.9
0.2
Low
6.8
7
2.1
BATS>NASDAQ
TWAP
1
LMT
3.7
67
33
0.51
Slip>Thresh
false
null
null
0
BATS>NASDAQ
LMT
98.9
100
0
72
34
0
-32
null
null
High urgency from PM
X002837
2025-10-29 13:12:26
T
Buy
21,137
199.92
4,225,709.04
4.1
0.176
Medium
3.4
28
-9.3
IEX>EDGX>NYSE
TWAP
3
MKT
4.1
70
19
0.63
Slip>Thresh
false
null
null
0
IEX>EDGX>NYSE
MKT
73.8
87
0
94
-19
-40
12
null
null
High urgency from PM
X002838
2025-11-25 13:33:05
KO
Sell
5,588
295.26
1,649,912.88
3.5
0.139
Low
21.1
5
3.6
ARCA>NASDAQ>EDGX
POV
4
MKT
11.5
63
32
0.58
LiqDrop
false
null
null
0
ARCA>NASDAQ>EDGX
MKT
31.7
93
0
57
51
7
-25
null
null
Paused due to data glitch
X002839
2025-11-16 10:57:05
XLI
Buy
1,904
108.61
206,793.44
3.2
0.087
Medium
13.8
15
-23.1
ARCA>BATS>EDGX>NYSE
Adaptive
2
MKT
5.6
60
16
0.44
ToxicitySpike
false
null
null
0
ARCA>BATS>EDGX>NYSE
MKT
11.5
100
10
10
7
14
32
null
null
Paused due to data glitch
X002840
2025-11-27 12:56:53
XOM
Sell
3,792
242.3
918,801.6
3.2
0.035
Medium
21.6
5
8.1
EDGX>BATS>NASDAQ>ARCA>IEX
TWAP
3
LMT
8
61
25
0.42
Slip>Thresh
false
null
null
0
EDGX>BATS>NASDAQ>ARCA>IEX
LMT
35.8
88
8.5
10
8
-35
3
NoShort
null
High urgency from PM
X002841
2025-10-27 14:17:29
XOM
Sell
6,037
350.47
2,115,787.39
2.3
0.055
High
11.2
3
2.5
NYSE>BATS>ARCA>EDGX
TWAP
1
MKT
4.2
62
31
0.62
Multi
false
null
null
0
NYSE>BATS>ARCA>EDGX
MKT
61.9
89
4
81
13
10
2
PositionLimitNear
null
Toxic prints; widened spread
X002842
2025-11-14 09:44:12
BAC
Buy
160,622
39.94
6,415,242.68
0.9
0.438
Low
21.4
25
19.2
NASDAQ>ARCA>EDGX>BATS>IEX
IS
4
LMT
8.7
152
29
0.46
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>EDGX>BATS>IEX
LMT
35.3
85
0
240
29
-29
32
null
null
Stable book; normal liquidity
X002843
2025-12-17 12:59:56
JNJ
Sell
116,719
22.05
2,573,653.95
5
0.429
Low
18.9
21
23.2
BATS>IEX
TWAP
3
MKT
10.2
118
32
0.6
Slip>Thresh
false
null
null
0
BATS>IEX
MKT
83.6
85
14.8
131
-16
-17
-32
null
null
Stable book; normal liquidity
X002844
2025-11-23 12:02:32
GOOGL
Sell
8,192
313.7
2,569,830.4
1.1
0.024
Ultra
12.8
12
16.2
NYSE>IEX>ARCA
POV
4
MKT
6.1
64
21
0.51
LiqDrop
false
null
null
0
NYSE>IEX>ARCA
MKT
14.8
89
3.2
50
53
12
15
null
null
Stable book; normal liquidity
X002845
2025-10-31 15:03:34
XLE
Buy
72,164
317.63
22,921,451.32
2.9
0.259
Low
19.7
26
-16.5
EDGX>ARCA>NYSE
POV
5
MKT
11.6
106
15
0.76
ToxicitySpike
false
null
null
0
EDGX>ARCA>NYSE
MKT
18.6
96
8.1
112
57
6
40
null
null
Paused due to data glitch
X002846
2025-11-30 14:09:10
HD
Buy
60,081
51.49
3,093,570.69
2.1
0.233
Medium
5.1
29
30.9
IEX>NYSE
TWAP
3
MKT
3.3
90
17
0.77
ToxicitySpike
false
null
null
0
IEX>NYSE
MKT
86.7
95
16.8
126
25
-11
-20
null
null
Venue switch reduced impact
X002847
2025-11-10 15:22:42
XLE
Sell
108,669
228.11
24,788,485.59
3.8
0.39
Low
15.1
11
-14.2
IEX>NYSE
TWAP
3
LMT
6.6
114
21
0.7
Slip>Thresh
false
null
null
0
IEX>NYSE
LMT
0.7
94
16.7
165
27
-10
20
null
null
Venue switch reduced impact
X002848
2025-12-02 13:44:34
INTC
Buy
1,241
39.36
48,845.76
1.1
0.059
Medium
33.7
23
23.3
NYSE>IEX>ARCA>NASDAQ
POV
5
LMT
13.4
60
17
0.7
Multi
false
null
null
0
NYSE>IEX>ARCA>NASDAQ
LMT
63.2
88
15
59
31
-40
9
null
null
Paused due to data glitch
X002849
2025-12-10 15:22:26
MA
Buy
64,982
166.69
10,831,849.58
0.8
0.277
Low
22.2
28
27
EDGX>ARCA>NYSE
Adaptive
2
LMT
5.5
87
24
0.82
Multi
false
null
null
0
EDGX>ARCA>NYSE
LMT
85.4
93
20.3
33
-11
7
-13
null
null
Stable book; normal liquidity
X002850
2025-12-13 12:16:05
HYG
Buy
28,012
74.73
2,093,336.76
2.1
0.154
High
4.9
17
9.7
EDGX>BATS
IS
5
PO
4.2
78
30
0.69
ToxicitySpike
false
null
null
0
EDGX>BATS
PO
7.6
89
0
122
40
-40
-24
null
null
Venue switch reduced impact
X002851
2025-12-12 14:10:11
NFLX
Buy
11,313
35.83
405,344.79
4.5
0.108
Low
15.2
27
-34.7
BATS>NYSE>NASDAQ>ARCA>IEX
Adaptive
3
MKT
7.6
65
26
0.4
Multi
false
null
null
0
BATS>NYSE>NASDAQ>ARCA>IEX
MKT
16.5
91
21.4
14
30
-31
1
null
null
Toxic prints; widened spread
X002852
2025-11-13 09:35:13
JPM
Sell
6,751
346.05
2,336,183.55
5.2
0.167
Low
22.9
13
-30.4
IEX>BATS>NASDAQ>EDGX>ARCA
IS
5
PO
15.1
64
26
0.63
Slip>Thresh
false
null
null
0
IEX>BATS>NASDAQ>EDGX>ARCA
PO
58.9
100
4.3
50
50
-18
16
null
null
Toxic prints; widened spread
X002853
2025-12-23 12:03:27
AMZN
Sell
1,718
317.76
545,911.68
2.9
0.079
Medium
11.5
10
-9.7
EDGX>NASDAQ>NYSE>ARCA>BATS
VWAP
1
LMT
3.6
60
30
0.8
LiqDrop
true
LiquidityDrop
VenueSwitch
20
EDGX>NASDAQ>NYSE>ARCA>BATS
LMT>IOC
60.3
90
3.4
87
34
10
12
null
null
Toxic prints; widened spread
X002854
2025-12-18 11:02:13
AAPL
Buy
23,699
234.09
5,547,698.91
1.5
0.07
Medium
22.1
13
30.1
NASDAQ>EDGX
TWAP
1
MKT
6.6
68
18
0.81
ToxicitySpike
false
null
null
0
NASDAQ>EDGX
MKT
29
93
4.6
66
34
18
33
null
null
Toxic prints; widened spread
X002855
2025-11-29 09:35:49
AAPL
Buy
50,218
271.64
13,641,217.52
1.9
0.148
Low
17
27
32.5
NYSE>BATS>NASDAQ>IEX
IS
4
MKT
9.3
88
25
0.77
LiqDrop
true
LiquidityDrop
AlgoSwitch
27
NYSE>BATS>NASDAQ>IEX
MKT>PO
51.4
89
12.6
94
13
-25
15
Watchlist
null
High urgency from PM
X002856
2025-12-12 11:10:41
BRK.B
Sell
30,628
138.85
4,252,697.8
1.8
0.139
Medium
10.4
30
15.3
ARCA>IEX>NASDAQ>NYSE
TWAP
3
PO
4.5
75
21
0.56
Multi
false
null
null
0
ARCA>IEX>NASDAQ>NYSE
PO
83.5
98
15.4
115
22
-22
27
NoShort
null
Venue switch reduced impact
X002857
2025-11-15 14:49:14
HD
Sell
6,058
318.3
1,928,261.4
3
0.024
High
23.4
22
11.6
NYSE>IEX>NASDAQ>ARCA>BATS
TWAP
1
MKT
7.7
62
28
0.83
LiqDrop
true
LiquidityDrop
AlgoSwitch
10
NYSE>IEX>NASDAQ>ARCA>BATS
MKT>IOC
42.5
90
0.2
73
57
18
-32
PositionLimitNear
null
Stable book; normal liquidity
X002858
2025-11-07 12:29:26
QQQ
Buy
29,499
395.24
11,659,184.76
0.7
0.094
High
21.5
13
24
ARCA>IEX>EDGX
IS
4
IOC
9.8
76
17
0.76
Multi
false
null
null
0
ARCA>IEX>EDGX
IOC
33.1
93
12.5
83
-2
-18
39
null
null
High urgency from PM
X002859
2025-11-16 09:35:55
NFLX
Sell
45,625
315.78
14,407,462.5
3.9
0.436
Low
14.2
13
-12.3
NASDAQ>NYSE
TWAP
3
MKT
7.8
82
30
0.78
ToxicitySpike
false
null
null
0
NASDAQ>NYSE
MKT
40.5
100
25.6
95
29
-39
-38
null
null
Stable book; normal liquidity
X002860
2025-12-11 11:00:31
NFLX
Buy
13,238
297.39
3,936,848.82
3.1
0.126
Low
13.8
30
7.8
EDGX>IEX
TWAP
1
LMT
4.4
64
14
0.73
LiqDrop
false
null
null
0
EDGX>IEX
LMT
77.5
85
5.7
47
22
-17
32
null
null
Paused due to data glitch
X002861
2025-10-31 10:52:21
TSLA
Sell
161,136
74.65
12,028,802.4
1.9
0.501
Low
24.1
38
-6.8
ARCA>IEX>NASDAQ
VWAP
3
LMT
7.7
140
16
0.82
Slip>Thresh
false
null
null
0
ARCA>IEX>NASDAQ
LMT
49.3
88
3.8
209
11
-1
-34
null
null
Toxic prints; widened spread
X002862
2025-12-20 14:14:59
JNJ
Sell
78,952
323.03
25,503,864.56
4.2
0.29
Low
22.5
31
9.2
BATS>IEX>NASDAQ
Adaptive
1
MKT
7.4
87
34
0.69
Slip>Thresh
false
null
null
0
BATS>IEX>NASDAQ
MKT
15.3
85
0
141
7
-2
-21
null
null
Stable book; normal liquidity
X002863
2025-11-28 10:45:28
BAC
Buy
15,641
89.92
1,406,438.72
1.5
0.043
Ultra
6.6
7
7.7
ARCA>IEX
TWAP
3
MKT
3.3
67
30
0.66
Slip>Thresh
false
null
null
0
ARCA>IEX
MKT
59.5
87
0
74
29
-31
-6
null
null
Toxic prints; widened spread
X002864
2025-11-25 11:16:16
TLT
Buy
14,259
98.74
1,407,933.66
1.7
0.052
High
17.4
30
19.9
ARCA>NASDAQ>EDGX
VWAP
3
LMT
5.7
67
33
0.7
Multi
false
null
null
0
ARCA>NASDAQ>EDGX
LMT
16
92
2.8
34
51
-37
13
Watchlist
null
Stable book; normal liquidity
X002865
2025-11-25 14:29:14
XLF
Sell
34,410
279.62
9,621,724.2
2.2
0.094
Low
20
37
33.5
IEX>BATS>EDGX>ARCA>NYSE
VWAP
1
MKT
6.1
72
17
0.41
LiqDrop
false
null
null
0
IEX>BATS>EDGX>ARCA>NYSE
MKT
28.4
99
0
107
49
8
-35
NoShort
null
Toxic prints; widened spread
X002866
2025-11-29 09:35:15
TLT
Sell
70,394
97.4
6,856,375.6
2.3
0.257
Low
24.8
39
-9.2
NASDAQ>BATS>EDGX>ARCA
Adaptive
2
MKT
8.1
89
16
0.75
Multi
true
MultiTrigger
OrderTypeChange
20
NASDAQ>BATS>EDGX>ARCA
MKT>IOC
14.3
100
39.5
118
0
29
-21
null
null
Toxic prints; widened spread
X002867
2025-11-04 10:31:42
QQQ
Sell
174,970
413.68
72,381,589.6
0.7
0.555
High
3.6
16
10.5
IEX>BATS>NASDAQ
Adaptive
5
MKT
2.2
173
21
0.46
Multi
false
null
null
0
IEX>BATS>NASDAQ
MKT
23.7
95
2.6
130
9
-7
19
Watchlist
null
Stable book; normal liquidity
X002868
2025-12-20 09:35:27
VZ
Buy
28,626
30.82
882,253.32
3.1
0.245
Low
7.7
22
-19.3
BATS>IEX>EDGX
TWAP
2
PO
3.9
72
15
0.75
ToxicitySpike
false
null
null
0
BATS>IEX>EDGX
PO
52.1
86
13.4
66
-4
-5
12
NoShort
null
High urgency from PM
X002869
2025-12-12 10:57:51
CSCO
Buy
21,541
155.74
3,354,795.34
4.9
0.054
Low
15.8
31
-13.8
ARCA>NASDAQ>NYSE>BATS>IEX
TWAP
2
IOC
7.5
69
22
0.71
LiqDrop
false
null
null
0
ARCA>NASDAQ>NYSE>BATS>IEX
IOC
62.7
87
11.8
29
45
-39
-5
null
null
High urgency from PM
X002870
2025-12-06 14:05:12
IEF
Sell
123,062
102.88
12,660,618.56
2
0.467
Low
22.5
37
33
ARCA>IEX>BATS
IS
5
LMT
11
139
13
0.67
LiqDrop
false
null
null
0
ARCA>IEX>BATS
LMT
87
98
7.5
84
42
-13
4
NoShort
null
Stable book; normal liquidity
X002871
2025-12-10 14:50:24
V
Sell
6,122
170.4
1,043,188.8
3.1
0.08
Medium
14.5
12
-22
NASDAQ>ARCA
IS
4
MKT
9.2
63
21
0.53
ToxicitySpike
false
null
null
0
NASDAQ>ARCA
MKT
60.5
93
16.9
60
4
-26
-16
null
null
Stable book; normal liquidity
X002872
2025-11-02 12:53:10
GOOGL
Sell
9,729
163.84
1,593,999.36
1.5
0.029
Ultra
11.7
19
25
EDGX>BATS>ARCA>NYSE
IS
5
MKT
7.3
66
34
0.59
Slip>Thresh
false
null
null
0
EDGX>BATS>ARCA>NYSE
MKT
80.7
95
0
61
5
-6
-3
null
null
Venue switch reduced impact
X002873
2025-12-25 10:33:39
AMZN
Buy
3,162
290.11
917,327.82
1.9
0.145
Medium
12.7
16
-30.8
EDGX>NASDAQ>NYSE>IEX>ARCA
TWAP
2
LMT
4.2
61
17
0.73
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>NYSE>IEX>ARCA
LMT
21.8
90
4.1
97
-8
27
9
null
null
Toxic prints; widened spread
X002874
2025-11-02 14:32:13
JNJ
Buy
116,994
26.57
3,108,530.58
3.7
0.43
Low
13.4
16
12
IEX>BATS
POV
4
IOC
8.3
127
19
0.68
Slip>Thresh
false
null
null
0
IEX>BATS
IOC
3.4
90
3.8
183
12
5
-37
null
null
Stable book; normal liquidity
X002875
2025-10-29 12:57:22
UNH
Buy
12,565
287.34
3,610,427.1
1.4
0.055
High
12.7
32
23.7
ARCA>EDGX>NASDAQ
Adaptive
2
MKT
4.3
65
32
0.49
ToxicitySpike
false
null
null
0
ARCA>EDGX>NASDAQ
MKT
22.4
100
9
97
37
14
31
NoShort
null
Paused due to data glitch
X002876
2025-11-23 15:24:55
DIS
Sell
21,610
145.85
3,151,818.5
1.9
0.094
Medium
17.3
9
-28.4
NYSE>BATS>ARCA
TWAP
1
MKT
5.6
67
13
0.47
LiqDrop
false
null
null
0
NYSE>BATS>ARCA
MKT
20.7
99
0
92
1
19
24
null
VenueReject
Paused due to data glitch
X002877
2025-11-06 12:21:12
BRK.B
Sell
42,467
121.44
5,157,192.48
1.6
0.193
Low
24.3
13
4
BATS>IEX>NYSE>EDGX
Adaptive
2
PO
6.9
78
32
0.63
LiqDrop
false
null
null
0
BATS>IEX>NYSE>EDGX
PO
37.1
89
1.1
74
34
29
-28
null
null
High urgency from PM
X002878
2025-12-17 09:37:40
XLI
Sell
5,885
214.95
1,264,980.75
2.6
0.268
Low
10.6
38
-29.2
ARCA>NASDAQ>IEX>EDGX
POV
5
MKT
7.3
63
21
0.66
LiqDrop
true
LiquidityDrop
OrderTypeChange
20
ARCA>NASDAQ>IEX>EDGX
MKT>IOC
66.1
100
1.2
139
52
15
2
null
null
Toxic prints; widened spread
X002879
2025-11-29 10:28:19
XOM
Buy
30,976
235.36
7,290,511.36
2.3
0.283
Low
24.3
32
32.8
IEX>NYSE>BATS>EDGX>NASDAQ
TWAP
3
MKT
10.1
75
31
0.49
Multi
false
null
null
0
IEX>NYSE>BATS>EDGX>NASDAQ
MKT
6.6
100
0
94
47
1
-19
null
null
High urgency from PM
X002880
2025-11-18 14:49:53
XLV
Buy
48,496
139
6,740,944
1.8
0.136
Medium
9.8
8
-34.2
BATS>ARCA
Adaptive
2
MKT
3.7
80
32
0.77
ToxicitySpike
true
ToxicitySpike
VenueSwitch
21
BATS>ARCA
MKT>IOC
89.4
84
3.5
112
11
-1
-13
null
null
Toxic prints; widened spread
X002881
2025-12-18 13:24:54
KO
Sell
13,911
193.19
2,687,466.09
2.4
0.346
Low
26.2
4
-6.1
NYSE>NASDAQ>EDGX
TWAP
2
LMT
7.9
65
19
0.82
Multi
false
null
null
0
NYSE>NASDAQ>EDGX
LMT
58.2
92
27.9
29
25
-19
33
NoShort
null
Stable book; normal liquidity
X002882
2025-12-11 09:36:22
VZ
Sell
11,229
282.29
3,169,834.41
3.2
0.096
Low
17.2
17
-3
IEX>NASDAQ>EDGX>NYSE>ARCA
IS
5
LMT
9.6
67
31
0.74
Slip>Thresh
false
null
null
0
IEX>NASDAQ>EDGX>NYSE>ARCA
LMT
10.1
93
13.7
10
-4
-1
-35
null
null
Venue switch reduced impact
X002883
2025-11-04 14:41:40
XLI
Buy
7,853
33.8
265,431.4
3.3
0.358
Low
15.4
31
27.6
EDGX>BATS>NYSE
Adaptive
2
LMT
5.1
63
24
0.52
Slip>Thresh
false
null
null
0
EDGX>BATS>NYSE
LMT
99.2
91
6
79
5
8
-21
null
null
Venue switch reduced impact
X002884
2025-11-23 09:35:35
XLU
Sell
52,227
262.81
13,725,777.87
2
0.167
High
3.7
22
-5.3
IEX>BATS
IS
4
MKT
3.5
90
19
0.56
LiqDrop
false
null
null
0
IEX>BATS
MKT
52.5
100
19.1
64
-6
28
12
null
null
Paused due to data glitch
X002885
2025-11-03 11:28:36
MA
Buy
24,200
212.68
5,146,856
1.3
0.103
High
9.7
33
-29.7
IEX>NYSE>NASDAQ>EDGX
TWAP
2
IOC
3.6
70
33
0.76
Multi
false
null
null
0
IEX>NYSE>NASDAQ>EDGX
IOC
67.9
92
13.2
41
0
1
38
null
null
High urgency from PM
X002886
2025-11-17 10:25:41
XLV
Sell
48,673
36.84
1,793,113.32
1
0.137
High
11.2
38
-4.3
ARCA>NYSE>BATS
TWAP
3
IOC
4.4
84
32
0.43
Slip>Thresh
false
null
null
0
ARCA>NYSE>BATS
IOC
66.5
100
11.8
111
17
-34
-14
null
null
Paused due to data glitch
X002887
2025-12-24 12:14:11
XLI
Sell
6,602
55.75
368,061.5
2.1
0.301
Low
17.5
28
30.8
EDGX>NYSE
POV
5
MKT
9.9
64
18
0.45
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
17
EDGX>NYSE
MKT>IOC
47.8
88
17
165
56
-16
15
PositionLimitNear
null
Paused due to data glitch
X002888
2025-12-05 09:35:50
INTC
Sell
13,656
132.5
1,809,420
1.2
0.65
Low
18.8
9
-27.5
NASDAQ>ARCA>NYSE
POV
1
MKT
6.1
64
33
0.44
LiqDrop
false
null
null
0
NASDAQ>ARCA>NYSE
MKT
47.4
93
0
115
6
24
17
null
null
Venue switch reduced impact
X002889
2025-11-14 12:11:33
UNH
Sell
89,214
86.14
7,684,893.96
1.6
0.392
Low
13.9
3
-7.8
ARCA>EDGX>BATS>IEX>NASDAQ
VWAP
2
IOC
4.9
97
34
0.48
Slip>Thresh
false
null
null
0
ARCA>EDGX>BATS>IEX>NASDAQ
IOC
15.6
91
15
93
17
27
2
NoShort
null
High urgency from PM
X002890
2025-11-25 09:35:54
XLF
Buy
90,959
337.18
30,669,555.62
1.9
0.249
High
3.5
27
33.9
BATS>IEX
TWAP
2
PO
2.1
98
20
0.42
Slip>Thresh
false
null
null
0
BATS>IEX
PO
61.4
94
1.9
34
-14
-38
31
Watchlist
null
Toxic prints; widened spread
X002891
2025-12-07 15:22:00
PEP
Sell
51,379
258.47
13,279,930.13
4.3
0.162
Low
6.2
28
-28.6
BATS>IEX>NASDAQ>EDGX
POV
5
PO
6.2
93
20
0.56
Multi
false
null
null
0
BATS>IEX>NASDAQ>EDGX
PO
41.7
90
33.4
71
31
-38
-4
null
null
Paused due to data glitch
X002892
2025-11-15 14:28:11
HD
Sell
22,966
145.89
3,350,509.74
1.6
0.089
Medium
17.7
5
8.5
NASDAQ>EDGX>NYSE>BATS>IEX
VWAP
2
LMT
5
69
25
0.43
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>NYSE>BATS>IEX
LMT
12.1
99
8.5
51
9
30
-24
null
null
Toxic prints; widened spread
X002893
2025-12-19 11:06:06
HD
Sell
78,951
281.98
22,262,602.98
1.5
0.306
Low
21.6
14
20.6
NASDAQ>ARCA>BATS
IS
4
MKT
11.1
105
15
0.45
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
29
NASDAQ>ARCA>BATS
MKT>PO
58.8
100
19.7
113
0
18
29
null
null
High urgency from PM
X002894
2025-11-16 15:18:27
NFLX
Sell
7,092
310.2
2,199,938.4
3.6
0.068
Low
17.9
18
-34.1
BATS>IEX>NASDAQ
TWAP
1
LMT
5.5
62
25
0.49
ToxicitySpike
false
null
null
0
BATS>IEX>NASDAQ
LMT
4.8
84
5.1
93
-3
-38
19
Watchlist
null
Venue switch reduced impact
X002895
2025-11-06 11:48:13
HYG
Buy
85,116
74.67
6,355,611.72
1.7
0.467
Low
21
3
27.4
BATS>NASDAQ
TWAP
3
IOC
8.3
102
30
0.52
LiqDrop
false
null
null
0
BATS>NASDAQ
IOC
78.7
98
14.9
122
35
-3
5
null
null
Stable book; normal liquidity
X002896
2025-11-30 11:31:26
XLE
Buy
16,046
186.11
2,986,321.06
3.7
0.058
Ultra
3.5
34
-12.1
EDGX>ARCA
IS
5
LMT
4.5
70
15
0.63
Slip>Thresh
false
null
null
0
EDGX>ARCA
LMT
2.3
94
9.7
105
39
-7
10
NoShort
null
Stable book; normal liquidity
X002897
2025-11-15 15:45:49
INTC
Sell
13,121
56.33
739,105.93
0.9
0.625
Low
16.7
23
7.8
IEX>NASDAQ>ARCA>NYSE>EDGX
POV
5
MKT
8.7
68
31
0.46
LiqDrop
false
null
null
0
IEX>NASDAQ>ARCA>NYSE>EDGX
MKT
1.9
95
0
10
2
4
29
null
null
Paused due to data glitch
X002898
2025-12-03 09:35:50
XLP
Sell
81,819
137.81
11,275,476.39
2.1
0.283
Low
19.2
25
3.3
NYSE>BATS
VWAP
3
MKT
7.8
100
13
0.52
LiqDrop
false
null
null
0
NYSE>BATS
MKT
4.7
99
27
119
10
-15
-38
Watchlist
null
High urgency from PM
X002899
2025-12-16 10:31:37
WMT
Sell
11,086
193.1
2,140,706.6
3.7
0.034
High
8.8
39
8.6
NASDAQ>IEX>EDGX
Adaptive
5
LMT
5.2
67
18
0.61
LiqDrop
false
null
null
0
NASDAQ>IEX>EDGX
LMT
9.7
91
12.5
45
13
3
32
null
null
Venue switch reduced impact
X002900
2025-12-18 10:03:23
BRK.B
Sell
18,382
212.54
3,906,910.28
2.9
0.084
Low
17.9
29
-26.5
EDGX>IEX>NYSE>ARCA
Adaptive
1
LMT
4.6
66
35
0.84
LiqDrop
false
null
null
0
EDGX>IEX>NYSE>ARCA
LMT
64.1
86
0
45
51
-12
-13
NoShort
null
High urgency from PM