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
X003001
2025-11-16 15:18:44
INTC
Buy
450
87.89
39,550.5
0.7
0.021
Ultra
20.2
12
28.7
IEX>BATS>EDGX
VWAP
3
IOC
6.8
60
34
0.65
LiqDrop
false
null
null
0
IEX>BATS>EDGX
IOC
95.8
85
7.1
84
18
6
34
PositionLimitNear
null
High urgency from PM
X003002
2025-11-08 13:14:45
V
Sell
4,268
104.55
446,219.4
3.3
0.056
Low
26.2
4
-3.2
NASDAQ>EDGX>NYSE>BATS
POV
4
MKT
13.3
62
17
0.84
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>NYSE>BATS
MKT
5.1
91
5.4
80
6
6
-37
null
null
Toxic prints; widened spread
X003003
2025-11-27 09:35:44
XOM
Buy
31,351
84.25
2,641,321.75
2.8
0.287
Low
18.9
37
0.8
EDGX>NASDAQ>IEX
VWAP
3
MKT
8.2
75
30
0.51
ToxicitySpike
false
null
null
0
EDGX>NASDAQ>IEX
MKT
56.5
100
17.9
75
-7
-5
-33
null
null
Paused due to data glitch
X003004
2025-12-26 13:37:34
JNJ
Sell
39,105
76.85
3,005,219.25
4.3
0.144
Low
25
31
-9.6
BATS>NYSE>ARCA
TWAP
2
IOC
9.8
76
16
0.46
LiqDrop
false
null
null
0
BATS>NYSE>ARCA
IOC
78.6
85
7.9
10
52
23
13
NoShort
null
Toxic prints; widened spread
X003005
2025-11-16 14:23:25
BRK.B
Sell
124,382
183.9
22,873,849.8
2.3
0.565
Low
23.9
17
4.1
IEX>ARCA>NYSE
POV
1
MKT
8.1
103
15
0.52
Multi
true
MultiTrigger
OrderTypeChange
31
IEX>ARCA>NYSE
MKT>IOC
97.9
86
17.1
112
45
-6
-36
null
null
Toxic prints; widened spread
X003006
2025-12-11 10:57:32
UNH
Buy
19,338
198.69
3,842,267.22
3
0.085
Low
23.7
28
12.7
NYSE>IEX>ARCA
TWAP
1
LMT
6.5
66
24
0.68
Slip>Thresh
false
null
null
0
NYSE>IEX>ARCA
LMT
19.7
93
15.2
37
59
7
33
NoShort
null
Stable book; normal liquidity
X003007
2025-11-06 11:40:42
XLF
Sell
51,592
252.96
13,050,712.32
2.6
0.141
Low
17.3
10
32.3
NASDAQ>ARCA>NYSE
Adaptive
4
LMT
6.5
89
17
0.75
Multi
false
null
null
0
NASDAQ>ARCA>NYSE
LMT
11
95
13.8
126
2
27
-34
null
null
Venue switch reduced impact
X003008
2025-11-14 13:08:25
IWM
Sell
66,010
209.48
13,827,774.8
1.2
0.091
Ultra
4.8
7
7.8
NASDAQ>IEX>ARCA
IS
5
PO
3.3
102
14
0.42
Slip>Thresh
false
null
null
0
NASDAQ>IEX>ARCA
PO
63.2
86
4.5
59
5
5
6
Watchlist
null
High urgency from PM
X003009
2025-11-26 10:26:42
INTC
Buy
3,644
230.59
840,269.96
1.3
0.174
Low
40
28
-18.7
NASDAQ>IEX
TWAP
1
MKT
11.2
61
20
0.79
ToxicitySpike
false
null
null
0
NASDAQ>IEX
MKT
79.2
100
9.1
67
55
-30
-28
null
null
Paused due to data glitch
X003010
2025-11-15 09:35:24
PEP
Sell
34,532
94.93
3,278,122.76
3.9
0.109
Low
17.9
26
-5.7
ARCA>NYSE>IEX>BATS
POV
5
LMT
9.6
82
31
0.47
LiqDrop
false
null
null
0
ARCA>NYSE>IEX>BATS
LMT
24.7
85
14.9
10
38
-2
-21
null
null
Stable book; normal liquidity
X003011
2025-11-15 12:52:11
AMZN
Sell
1,839
324.96
597,601.44
1.3
0.084
Low
39.7
12
-30.7
ARCA>BATS>IEX>NASDAQ>EDGX
TWAP
3
MKT
14.6
60
27
0.61
LiqDrop
true
LiquidityDrop
Cross
29
ARCA>BATS>IEX>NASDAQ>EDGX
MKT>LMT
72
98
24.5
140
-8
-9
18
PositionLimitNear
null
Toxic prints; widened spread
X003012
2025-12-22 11:42:04
NVDA
Buy
12,474
158.05
1,971,515.7
1.3
0.323
Low
20.8
36
-5.3
NASDAQ>EDGX>IEX>BATS
VWAP
2
LMT
5.7
65
23
0.72
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>IEX>BATS
LMT
65.5
87
0
68
50
15
-3
null
null
Venue switch reduced impact
X003013
2025-11-23 11:17:17
XLK
Sell
255,079
21.89
5,583,679.31
1
0.716
Low
19.1
17
1.2
ARCA>IEX>EDGX>NYSE>NASDAQ
Adaptive
2
PO
5.5
168
30
0.47
Slip>Thresh
false
null
null
0
ARCA>IEX>EDGX>NYSE>NASDAQ
PO
63.3
91
15.4
335
59
-7
-39
null
null
High urgency from PM
X003014
2025-12-19 15:10:02
AMZN
Sell
2,074
159.18
330,139.32
2.5
0.095
Low
28.7
29
28.9
NYSE>ARCA>EDGX
IS
4
MKT
15
61
34
0.42
Slip>Thresh
false
null
null
0
NYSE>ARCA>EDGX
MKT
76.7
85
9.9
102
31
-1
-35
null
null
Paused due to data glitch
X003015
2025-11-13 12:22:33
XLI
Buy
3,501
83.3
291,633.3
2.9
0.16
Low
10
36
-16
NASDAQ>BATS>ARCA>EDGX>IEX
Adaptive
2
LMT
3.6
61
32
0.69
Multi
false
null
null
0
NASDAQ>BATS>ARCA>EDGX>IEX
LMT
16.4
93
0
10
3
-39
-5
null
null
High urgency from PM
X003016
2025-11-10 09:40:46
VZ
Buy
9,222
259.15
2,389,881.3
2.2
0.079
Medium
17.2
25
-0.4
BATS>ARCA>EDGX>NYSE
POV
5
MKT
9.7
65
20
0.63
LiqDrop
false
null
null
0
BATS>ARCA>EDGX>NYSE
MKT
72
98
18.1
62
55
-18
5
null
null
High urgency from PM
X003017
2025-12-13 09:38:51
TLT
Buy
49,163
93.31
4,587,399.53
1.8
0.18
Low
23.9
9
8.8
IEX>ARCA
POV
4
LMT
9.3
88
32
0.59
LiqDrop
false
null
null
0
IEX>ARCA
LMT
39.1
70
0
118
25
-2
-24
null
null
Paused due to data glitch
X003018
2025-11-18 13:25:50
JPM
Buy
585
331.54
193,950.9
4.3
0.014
High
13.5
22
-28.7
EDGX>NASDAQ>NYSE>IEX
TWAP
3
LMT
6.3
60
23
0.56
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>NYSE>IEX
LMT
46.5
96
0.6
99
10
-34
31
null
null
Stable book; normal liquidity
X003019
2025-12-18 13:17:48
JPM
Buy
1,318
110.11
145,124.98
5.1
0.033
Low
27.2
10
-33.5
ARCA>IEX>BATS>NASDAQ>NYSE
TWAP
2
PO
10.4
60
12
0.8
Slip>Thresh
false
null
null
0
ARCA>IEX>BATS>NASDAQ>NYSE
PO
54.7
97
7.2
31
10
-33
-21
null
null
Venue switch reduced impact
X003020
2025-12-17 15:32:51
IEF
Buy
22,735
102.44
2,328,973.4
3.3
0.086
Medium
13.3
35
3.4
BATS>IEX>ARCA
IS
5
MKT
9.8
74
25
0.45
ToxicitySpike
false
null
null
0
BATS>IEX>ARCA
MKT
48.8
99
12.2
100
11
-29
-13
NoShort
null
Stable book; normal liquidity
X003021
2025-11-16 10:32:12
XLP
Sell
163,687
57.45
9,403,818.15
2.1
0.566
Low
6.5
6
18.7
NYSE>ARCA
VWAP
2
MKT
3.3
129
12
0.62
Multi
false
null
null
0
NYSE>ARCA
MKT
57.9
88
0
152
-19
-21
-29
null
null
Stable book; normal liquidity
X003022
2025-12-06 15:03:18
NFLX
Sell
16,381
37.39
612,485.59
4.2
0.157
Low
16
19
-19
EDGX>NASDAQ>NYSE
IS
4
MKT
10.9
69
17
0.74
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
12
EDGX>NASDAQ>NYSE
MKT>PO
92.8
88
33
51
1
18
17
null
null
Stable book; normal liquidity
X003023
2025-12-21 14:28:54
V
Sell
3,904
87.86
343,005.44
3.7
0.051
Low
32.5
3
-12.7
ARCA>NYSE>EDGX
Adaptive
5
IOC
14.7
62
28
0.45
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
12
ARCA>NYSE>EDGX
IOC>LMT
0.2
86
23.6
8
29
12
19
Watchlist
null
Toxic prints; widened spread
X003024
2025-11-26 13:28:00
VZ
Sell
2,220
56.61
125,674.2
3.8
0.019
Ultra
10.8
22
24.3
NYSE>BATS>NASDAQ>ARCA>IEX
TWAP
1
MKT
4.8
60
24
0.65
Multi
false
null
null
0
NYSE>BATS>NASDAQ>ARCA>IEX
MKT
68.8
99
4.9
91
35
-20
16
null
null
Paused due to data glitch
X003025
2025-11-28 09:35:13
NFLX
Sell
9,807
90.86
891,064.02
2.4
0.094
Medium
9.2
30
-4.5
EDGX>NASDAQ>ARCA>NYSE>IEX
VWAP
3
LMT
3.8
64
29
0.73
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>ARCA>NYSE>IEX
LMT
79.5
88
7.5
133
-14
-36
36
null
null
Toxic prints; widened spread
X003026
2025-11-12 12:19:42
AAPL
Buy
7,102
318.94
2,265,111.88
1.8
0.021
Ultra
20.1
32
-20.3
NASDAQ>EDGX>ARCA>BATS
TWAP
1
LMT
5.1
62
29
0.72
Multi
false
null
null
0
NASDAQ>EDGX>ARCA>BATS
LMT
39.3
91
2.3
61
-3
0
-18
NoShort
null
High urgency from PM
X003027
2025-11-16 11:43:16
META
Sell
30,958
140.75
4,357,338.5
1
0.086
High
18.7
30
-29.3
NYSE>NASDAQ>ARCA>EDGX
Adaptive
4
LMT
6
77
31
0.53
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>ARCA>EDGX
LMT
8.4
96
0.2
95
54
-7
-37
null
VenueReject
Stable book; normal liquidity
X003028
2025-11-09 09:35:00
MSFT
Buy
18,473
158.73
2,932,219.29
2.8
0.098
Low
19.6
22
-4.3
NYSE>ARCA
VWAP
3
MKT
8.3
69
29
0.55
LiqDrop
true
LiquidityDrop
OrderTypeChange
32
NYSE>ARCA
MKT>IOC
14
93
0
132
20
-25
-25
null
null
Venue switch reduced impact
X003029
2025-12-10 14:07:48
JPM
Sell
4,494
151.88
682,548.72
3.6
0.111
Medium
6.9
30
-9.2
ARCA>EDGX>NASDAQ>NYSE
VWAP
3
LMT
3.9
62
17
0.79
Multi
false
null
null
0
ARCA>EDGX>NASDAQ>NYSE
LMT
56.4
98
0
40
8
-15
-34
null
null
Venue switch reduced impact
X003030
2025-11-09 12:55:26
PFE
Sell
57,708
53.87
3,108,729.96
2.4
0.157
Low
24.7
4
-10.3
NASDAQ>EDGX>ARCA
Adaptive
3
MKT
9.2
88
29
0.58
Multi
true
MultiTrigger
VenueSwitch
16
NASDAQ>EDGX>ARCA
MKT>IOC
93.5
96
28.6
131
34
25
-6
Watchlist
null
Stable book; normal liquidity
X003031
2025-12-06 15:20:16
XOM
Buy
46,074
95.62
4,405,595.88
3.4
0.421
Low
3
7
11.7
BATS>NASDAQ>EDGX
TWAP
3
MKT
3.6
83
22
0.81
Slip>Thresh
false
null
null
0
BATS>NASDAQ>EDGX
MKT
49.9
92
0
139
-1
-23
17
null
null
Toxic prints; widened spread
X003032
2025-11-09 14:18:32
DIS
Sell
51,070
140.71
7,186,059.7
2.3
0.223
Medium
6.4
8
-34.5
IEX>NASDAQ>NYSE>BATS
Adaptive
4
LMT
3.2
89
15
0.64
Slip>Thresh
false
null
null
0
IEX>NASDAQ>NYSE>BATS
LMT
65.5
76
9.4
106
6
2
14
null
null
High urgency from PM
X003033
2025-11-17 13:21:47
XLK
Sell
34,485
349.99
12,069,405.15
1.4
0.097
Medium
16.9
34
23.1
ARCA>NASDAQ>EDGX>BATS>IEX
IS
5
MKT
9.8
82
13
0.54
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>EDGX>BATS>IEX
MKT
90.7
98
7.1
47
-4
-25
-26
null
null
High urgency from PM
X003034
2025-12-11 15:29:02
BA
Buy
26,776
147.81
3,957,760.56
1.9
0.089
Medium
17.1
25
13.9
NASDAQ>NYSE>IEX>BATS
Adaptive
5
LMT
6.7
77
33
0.66
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>IEX>BATS
LMT
52.3
85
14.3
46
9
-33
-31
PositionLimitNear
null
Stable book; normal liquidity
X003035
2025-12-05 15:55:36
V
Buy
3,654
256.24
936,300.96
5.1
0.048
Low
25.6
17
-31.3
BATS>ARCA>EDGX
POV
5
MKT
16.1
62
20
0.68
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
11
BATS>ARCA>EDGX
MKT>PO
41.1
91
17.9
27
49
2
-17
null
null
Toxic prints; widened spread
X003036
2025-11-22 10:58:08
XLE
Sell
15,144
267.48
4,050,717.12
2.8
0.054
Medium
11.6
8
-0.1
EDGX>ARCA
VWAP
2
PO
4.5
66
26
0.58
Slip>Thresh
false
null
null
0
EDGX>ARCA
PO
32.4
85
0
86
6
-5
19
null
null
Paused due to data glitch
X003037
2025-12-21 13:40:29
PFE
Sell
123,617
289.15
35,743,855.55
2.5
0.336
Low
23
34
15.3
EDGX>NASDAQ
Adaptive
5
LMT
9
140
26
0.59
LiqDrop
true
LiquidityDrop
OrderTypeChange
13
EDGX>NASDAQ
LMT>PO
1.1
86
4.4
228
51
-23
-35
null
null
High urgency from PM
X003038
2025-12-23 15:25:23
XLV
Sell
30,397
56.5
1,717,430.5
1
0.085
High
11.3
17
-28.2
EDGX>ARCA>NYSE
Adaptive
1
LMT
2.6
70
34
0.62
Multi
false
null
null
0
EDGX>ARCA>NYSE
LMT
64.6
95
4.4
146
23
-7
-38
null
null
Paused due to data glitch
X003039
2025-11-28 11:39:02
XLY
Sell
58,332
304.03
17,734,677.96
2.2
0.243
Low
22.8
7
34
NASDAQ>ARCA>IEX>BATS>NYSE
TWAP
1
MKT
7.2
80
29
0.81
Multi
false
null
null
0
NASDAQ>ARCA>IEX>BATS>NYSE
MKT
3
88
0
121
29
11
-36
null
null
Venue switch reduced impact
X003040
2025-12-23 09:59:29
LQD
Buy
17,032
115.47
1,966,685.04
1.3
0.084
Ultra
4.1
24
-7.6
IEX>NYSE
Adaptive
2
LMT
1.5
67
21
0.57
Multi
false
null
null
0
IEX>NYSE
LMT
81.4
96
0.3
45
-7
6
-39
Watchlist
null
Stable book; normal liquidity
X003041
2025-11-14 09:58:13
TLT
Buy
70,078
96.35
6,752,015.3
3
0.256
Medium
5
25
26
NYSE>BATS>EDGX>ARCA>IEX
IS
4
LMT
4.2
100
27
0.74
Multi
false
null
null
0
NYSE>BATS>EDGX>ARCA>IEX
LMT
47.9
97
3.1
116
1
13
26
null
Throttle
Toxic prints; widened spread
X003042
2025-11-28 11:05:46
KO
Sell
688
263.01
180,950.88
2
0.017
High
26.9
12
8.7
NASDAQ>EDGX
VWAP
3
IOC
9.7
60
22
0.85
Multi
true
MultiTrigger
OrderTypeChange
17
NASDAQ>EDGX
IOC>PO
82.2
90
9.3
107
-13
-2
35
PositionLimitNear
null
Paused due to data glitch
X003043
2025-11-18 15:30:45
INTC
Buy
331
90.11
29,826.41
0.9
0.016
Ultra
20.9
15
-14
IEX>ARCA>EDGX>NASDAQ>NYSE
TWAP
2
IOC
6.6
60
31
0.55
LiqDrop
false
null
null
0
IEX>ARCA>EDGX>NASDAQ>NYSE
IOC
67.1
96
0.5
89
9
0
5
null
null
High urgency from PM
X003044
2025-12-11 12:51:52
TLT
Sell
31,814
97.62
3,105,682.68
2.7
0.116
Low
13.4
9
-27.3
BATS>NYSE
TWAP
2
LMT
4.8
73
24
0.73
Multi
false
null
null
0
BATS>NYSE
LMT
53.9
88
15
71
8
5
-8
PositionLimitNear
null
Venue switch reduced impact
X003045
2025-12-19 11:45:09
WMT
Sell
19,852
198.97
3,949,952.44
3.7
0.061
High
3.9
3
-20.1
ARCA>BATS
POV
4
MKT
4.6
71
25
0.45
LiqDrop
false
null
null
0
ARCA>BATS
MKT
28.6
89
4
50
39
-8
18
Watchlist
null
Venue switch reduced impact
X003046
2025-12-08 14:02:33
AMD
Sell
4,645
315.4
1,465,033
1.4
0.13
Medium
11.4
17
-28.9
EDGX>NASDAQ>BATS>ARCA>IEX
VWAP
2
LMT
3.4
61
33
0.62
Multi
false
null
null
0
EDGX>NASDAQ>BATS>ARCA>IEX
LMT
86.4
88
0
115
28
23
-15
null
null
Toxic prints; widened spread
X003047
2025-11-01 12:02:29
IEF
Buy
25,482
96.43
2,457,229.26
3.1
0.097
Medium
9.5
32
20.9
BATS>IEX>EDGX
IS
4
LMT
5.8
74
29
0.53
Multi
false
null
null
0
BATS>IEX>EDGX
LMT
1.4
99
0
89
-19
-37
33
null
null
Stable book; normal liquidity
X003048
2025-12-15 15:11:39
CVX
Sell
56,543
54.88
3,103,079.84
1.1
0.336
Low
21
38
-18.9
NYSE>IEX>ARCA>BATS
TWAP
1
MKT
6.2
79
21
0.75
Slip>Thresh
false
null
null
0
NYSE>IEX>ARCA>BATS
MKT
77.3
94
0
69
53
-31
8
null
null
Paused due to data glitch
X003049
2025-12-08 09:35:50
KO
Buy
6,886
91.89
632,754.54
2.3
0.171
Low
26
36
-5.7
NASDAQ>IEX
Adaptive
3
PO
8.7
63
29
0.72
LiqDrop
true
LiquidityDrop
AlgoSwitch
28
NASDAQ>IEX
PO>IOC
63
98
0
161
27
-4
33
PositionLimitNear
null
Toxic prints; widened spread
X003050
2025-12-26 13:14:54
DIS
Buy
107,719
152.01
16,374,365.19
2.2
0.47
Low
10.5
38
-2.6
ARCA>NASDAQ>EDGX
VWAP
1
LMT
3.2
97
27
0.4
LiqDrop
false
null
null
0
ARCA>NASDAQ>EDGX
LMT
10.5
90
22.2
40
12
20
40
NoShort
null
Toxic prints; widened spread
X003051
2025-11-12 15:24:50
IWM
Sell
68,792
193.93
13,340,832.56
1
0.095
Ultra
6.4
36
15.1
BATS>IEX>ARCA>NYSE
IS
4
LMT
3.1
99
23
0.63
LiqDrop
false
null
null
0
BATS>IEX>ARCA>NYSE
LMT
32
92
1.2
46
-10
-2
38
null
null
Stable book; normal liquidity
X003052
2025-12-03 10:10:11
MSFT
Buy
85,303
176.26
15,035,506.78
1.8
0.453
Low
14.5
4
23.2
NASDAQ>EDGX>ARCA>BATS>IEX
VWAP
1
MKT
4.7
89
29
0.5
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>ARCA>BATS>IEX
MKT
8
87
0
120
-8
6
32
null
null
Stable book; normal liquidity
X003053
2025-11-23 15:12:23
LQD
Sell
10,269
107.43
1,103,198.67
1.6
0.051
High
14.1
19
30
NASDAQ>NYSE>ARCA>EDGX>IEX
VWAP
3
MKT
5.7
65
28
0.41
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>ARCA>EDGX>IEX
MKT
1.2
89
0
83
20
-4
-34
NoShort
null
Stable book; normal liquidity
X003054
2025-12-03 15:53:51
UNH
Sell
55,284
54.83
3,031,221.72
2.9
0.243
Low
22.3
30
8.5
EDGX>ARCA>IEX>NYSE>BATS
IS
4
MKT
12.6
91
22
0.75
LiqDrop
false
null
null
0
EDGX>ARCA>IEX>NYSE>BATS
MKT
5.4
86
0.6
77
26
-33
18
null
null
Paused due to data glitch
X003055
2025-11-09 09:35:10
GOOGL
Sell
54,051
144.51
7,810,910.01
1.4
0.161
Low
22.7
35
16.4
NYSE>BATS>NASDAQ>ARCA
TWAP
2
LMT
6.4
82
13
0.52
ToxicitySpike
false
null
null
0
NYSE>BATS>NASDAQ>ARCA
LMT
82.9
92
0.4
30
27
0
32
null
null
High urgency from PM
X003056
2025-11-12 10:22:44
SPY
Buy
16,068
470.89
7,566,260.52
1.7
0.022
Ultra
9.6
32
-30.5
NYSE>IEX>EDGX>ARCA>NASDAQ
IS
5
LMT
5.3
70
33
0.8
Multi
false
null
null
0
NYSE>IEX>EDGX>ARCA>NASDAQ
LMT
94
60
6.7
61
8
20
11
null
null
High urgency from PM
X003057
2025-12-17 09:53:50
CVX
Buy
9,426
54.13
510,229.38
1.3
0.056
High
11.8
20
-33.5
BATS>ARCA>NYSE
Adaptive
3
LMT
3.7
64
13
0.85
Slip>Thresh
false
null
null
0
BATS>ARCA>NYSE
LMT
58.8
90
0
88
52
-24
40
null
null
Toxic prints; widened spread
X003058
2025-11-10 09:35:06
PFE
Buy
20,158
310.89
6,266,920.62
2.3
0.055
Ultra
3.8
10
-14.1
IEX>NASDAQ
Adaptive
4
LMT
2.4
71
33
0.73
Slip>Thresh
false
null
null
0
IEX>NASDAQ
LMT
99.7
77
5.1
83
24
-5
-5
null
null
Toxic prints; widened spread
X003059
2025-11-26 09:35:00
BRK.B
Buy
22,916
183.47
4,204,398.52
2.3
0.104
Low
23.2
22
15.7
EDGX>BATS>IEX
TWAP
3
LMT
8
71
23
0.53
LiqDrop
false
null
null
0
EDGX>BATS>IEX
LMT
95.2
91
12.6
117
-18
-23
11
null
null
High urgency from PM
X003060
2025-11-09 15:07:03
CSCO
Buy
78,615
37.72
2,965,357.8
3.5
0.197
Low
6.4
19
-26.8
NASDAQ>IEX>ARCA>BATS>EDGX
TWAP
2
MKT
4.1
93
13
0.49
ToxicitySpike
false
null
null
0
NASDAQ>IEX>ARCA>BATS>EDGX
MKT
36.6
96
2.6
64
-12
-30
-7
Watchlist
null
High urgency from PM
X003061
2025-12-17 11:48:09
NKE
Sell
4,382
94.16
412,609.12
1.9
0.02
Ultra
4.8
9
4
BATS>EDGX>NYSE>ARCA
VWAP
1
LMT
1.8
61
14
0.75
LiqDrop
true
LiquidityDrop
VenueSwitch
12
BATS>EDGX>NYSE>ARCA
LMT>IOC
10.1
93
2.9
87
55
-24
-26
null
null
Venue switch reduced impact
X003062
2025-12-11 15:25:14
SPY
Buy
54,049
480.64
25,978,111.36
1.1
0.073
High
16.4
18
-24
IEX>BATS>NYSE>EDGX
Adaptive
1
IOC
4.2
78
16
0.67
Slip>Thresh
false
null
null
0
IEX>BATS>NYSE>EDGX
IOC
95.2
90
4.7
43
58
-8
-20
null
null
Venue switch reduced impact
X003063
2025-11-08 10:32:35
LQD
Buy
54,784
116.2
6,365,900.8
0.8
0.27
Medium
11.7
15
17.1
NASDAQ>NYSE>IEX>EDGX>BATS
TWAP
3
LMT
3.9
87
32
0.45
Multi
false
null
null
0
NASDAQ>NYSE>IEX>EDGX>BATS
LMT
55.2
91
0
87
-9
-21
37
null
null
Paused due to data glitch
X003064
2025-12-05 09:35:26
CVX
Sell
10,703
97.69
1,045,576.07
1.1
0.064
High
16.5
20
-19.5
BATS>IEX>NYSE
Adaptive
2
IOC
4.9
64
22
0.42
LiqDrop
false
null
null
0
BATS>IEX>NYSE
IOC
57.3
93
0
35
49
20
26
PositionLimitNear
null
Stable book; normal liquidity
X003065
2025-11-24 10:05:36
XOM
Buy
6,923
212.01
1,467,745.23
3.4
0.063
Medium
8.9
20
-18.2
IEX>BATS>NYSE>ARCA>NASDAQ
TWAP
1
MKT
4.1
62
18
0.84
LiqDrop
false
null
null
0
IEX>BATS>NYSE>ARCA>NASDAQ
MKT
22.5
95
0
10
54
17
30
NoShort
null
Paused due to data glitch
X003066
2025-11-28 12:51:12
NFLX
Sell
28,011
255.04
7,143,925.44
3.3
0.268
Low
17.2
11
-27.1
BATS>NYSE
IS
4
IOC
10.3
76
15
0.52
LiqDrop
false
null
null
0
BATS>NYSE
IOC
64.6
85
8.4
143
-6
-17
-13
null
null
Toxic prints; widened spread
X003067
2025-11-01 15:55:39
TSLA
Sell
77,112
231.53
17,853,741.36
1.1
0.24
Medium
7.5
7
30.3
NASDAQ>NYSE>EDGX>ARCA
VWAP
1
MKT
2.5
86
29
0.83
LiqDrop
false
null
null
0
NASDAQ>NYSE>EDGX>ARCA
MKT
54.7
100
23.6
10
14
22
16
null
null
Paused due to data glitch
X003068
2025-11-02 12:27:35
CSCO
Buy
164,666
282.45
46,509,911.7
4.5
0.413
Low
24.9
11
-3.3
BATS>NASDAQ>EDGX>ARCA>IEX
POV
4
MKT
14
154
30
0.85
Multi
false
null
null
0
BATS>NASDAQ>EDGX>ARCA>IEX
MKT
27.8
90
3.9
201
17
-21
-6
Watchlist
null
Paused due to data glitch
X003069
2025-11-11 10:24:28
XLK
Buy
111,371
172.65
19,228,203.15
1.2
0.313
Low
14.6
19
8.4
NASDAQ>ARCA>IEX>BATS>EDGX
VWAP
2
MKT
5
107
12
0.81
LiqDrop
false
null
null
0
NASDAQ>ARCA>IEX>BATS>EDGX
MKT
80.5
97
15.1
123
4
23
18
null
null
Venue switch reduced impact
X003070
2025-12-13 12:07:17
AMZN
Buy
5,499
301.5
1,657,948.5
2.2
0.253
Low
18.8
31
-0.3
ARCA>NYSE
POV
4
LMT
7.9
63
34
0.43
LiqDrop
false
null
null
0
ARCA>NYSE
LMT
32.1
85
13.5
10
60
-2
-14
NoShort
null
Toxic prints; widened spread
X003071
2025-11-03 10:42:22
V
Buy
5,054
282.91
1,429,827.14
4.1
0.066
Medium
6.9
38
-0.5
NASDAQ>BATS>EDGX>IEX>ARCA
VWAP
3
MKT
5
62
22
0.72
ToxicitySpike
true
ToxicitySpike
Pause
14
NASDAQ>BATS>EDGX>IEX>ARCA
MKT>LMT
87.3
89
0
10
16
-37
-11
NoShort
PriceBand
Paused due to data glitch
X003072
2025-12-25 14:06:54
CVX
Sell
26,335
22.01
579,633.35
1.2
0.156
High
5.9
24
-8.3
NASDAQ>EDGX>ARCA
Adaptive
1
LMT
1.7
69
22
0.73
Multi
false
null
null
0
NASDAQ>EDGX>ARCA
LMT
21.6
86
6.1
97
30
21
-4
null
Unknown
Toxic prints; widened spread
X003073
2025-11-25 12:31:04
DIS
Sell
7,853
259.08
2,034,555.24
1.8
0.034
High
14.3
17
4.4
NYSE>IEX
VWAP
2
LMT
4.3
63
32
0.42
LiqDrop
false
null
null
0
NYSE>IEX
LMT
44.3
85
3.8
85
36
17
-28
NoShort
null
Stable book; normal liquidity
X003074
2025-11-21 10:36:26
XLE
Sell
57,918
336.91
19,513,153.38
3.7
0.208
Low
20.3
34
3.1
BATS>IEX
TWAP
2
MKT
8.5
84
33
0.44
Multi
false
null
null
0
BATS>IEX
MKT
63.4
98
20.6
118
12
13
-4
null
null
Stable book; normal liquidity
X003075
2025-12-16 15:06:24
BRK.B
Buy
27,252
250.75
6,833,439
1.6
0.124
High
5.9
38
-34.4
NASDAQ>BATS>NYSE>ARCA
Adaptive
2
MKT
2.5
71
30
0.5
Multi
false
null
null
0
NASDAQ>BATS>NYSE>ARCA
MKT
53.5
88
0.1
38
19
26
-3
PositionLimitNear
null
Venue switch reduced impact
X003076
2025-12-20 12:21:39
QQQ
Sell
228,005
428.8
97,768,544
0.6
0.723
Low
11.5
22
11.6
ARCA>IEX>NASDAQ>EDGX>NYSE
VWAP
1
MKT
3.4
139
25
0.5
Slip>Thresh
false
null
null
0
ARCA>IEX>NASDAQ>EDGX>NYSE
MKT
95.1
97
3.5
258
46
-39
-7
null
null
Paused due to data glitch
X003077
2025-11-03 09:35:11
AMZN
Buy
1,736
312
541,632
2.3
0.08
High
5.8
5
12.8
BATS>EDGX
Adaptive
4
LMT
3
60
30
0.76
Multi
false
null
null
0
BATS>EDGX
LMT
47.8
99
6.2
43
9
-26
-15
PositionLimitNear
null
Toxic prints; widened spread
X003078
2025-11-08 12:11:50
TLT
Buy
12,206
95.96
1,171,287.76
2
0.045
Medium
19.6
11
-34.6
EDGX>ARCA>IEX>NYSE
Adaptive
5
LMT
7.5
67
23
0.52
Slip>Thresh
false
null
null
0
EDGX>ARCA>IEX>NYSE
LMT
5.5
95
17
137
35
-32
-31
null
null
High urgency from PM
X003079
2025-12-13 15:55:46
GOOGL
Buy
47,709
240.54
11,475,922.86
1.8
0.142
Low
22.6
28
22.3
ARCA>IEX>EDGX>NASDAQ>NYSE
Adaptive
5
PO
9.3
91
31
0.74
Multi
false
null
null
0
ARCA>IEX>EDGX>NASDAQ>NYSE
PO
49.5
89
14.1
164
-7
9
36
null
null
Venue switch reduced impact
X003080
2025-12-15 11:35:51
XLI
Sell
12,339
327.27
4,038,184.53
3.7
0.563
Low
27.3
11
-9.5
EDGX>NYSE>BATS>NASDAQ>IEX
VWAP
3
LMT
9.6
66
31
0.71
LiqDrop
false
null
null
0
EDGX>NYSE>BATS>NASDAQ>IEX
LMT
11.5
95
0
10
41
14
12
null
null
Paused due to data glitch
X003081
2025-12-15 14:54:00
INTC
Buy
1,359
114.67
155,836.53
0.7
0.065
High
34.8
14
-11.7
ARCA>BATS>NYSE
VWAP
3
IOC
11.4
60
15
0.44
LiqDrop
false
null
null
0
ARCA>BATS>NYSE
IOC
29.8
100
2.1
41
-9
17
32
null
null
Venue switch reduced impact
X003082
2025-11-22 11:58:29
CVX
Buy
75,527
363.39
27,445,756.53
1
0.448
Low
22.3
23
31.4
IEX>NASDAQ
IS
4
PO
10.1
103
24
0.58
ToxicitySpike
false
null
null
0
IEX>NASDAQ
PO
65.6
89
21.7
88
10
0
-15
null
null
Stable book; normal liquidity
X003083
2025-11-22 09:35:23
BAC
Buy
30,164
66.81
2,015,256.84
1.6
0.082
High
9.8
3
-29.3
EDGX>IEX>NASDAQ>BATS>NYSE
TWAP
1
LMT
2.8
70
17
0.73
Multi
false
null
null
0
EDGX>IEX>NASDAQ>BATS>NYSE
LMT
63.9
99
13.1
79
16
-4
7
null
null
High urgency from PM
X003084
2025-11-15 13:51:34
NKE
Sell
54,938
32.79
1,801,417.02
2.2
0.255
Low
16.5
33
17.7
ARCA>BATS>NYSE>IEX>EDGX
IS
5
LMT
8.6
95
16
0.82
ToxicitySpike
false
null
null
0
ARCA>BATS>NYSE>IEX>EDGX
LMT
88.8
86
18.3
10
45
-15
-17
null
null
Stable book; normal liquidity
X003085
2025-12-25 09:37:03
AAPL
Buy
24,079
84.94
2,045,270.26
1.6
0.071
Medium
21.1
19
-27.2
ARCA>BATS
TWAP
2
IOC
7.1
70
17
0.44
ToxicitySpike
false
null
null
0
ARCA>BATS
IOC
24.6
85
23.5
88
59
15
21
null
null
Venue switch reduced impact
X003086
2025-10-31 09:35:52
V
Buy
7,685
112.59
865,254.15
3.1
0.1
Low
16.4
7
-28.6
BATS>NASDAQ
POV
4
LMT
7.6
64
30
0.51
LiqDrop
false
null
null
0
BATS>NASDAQ
LMT
59.8
98
0
10
1
2
4
NoShort
null
Venue switch reduced impact
X003087
2025-11-28 11:50:56
XLF
Buy
154,422
69.91
10,795,642.02
3.9
0.422
Low
3.4
29
-15.5
BATS>ARCA
Adaptive
3
MKT
3.7
137
31
0.73
LiqDrop
false
null
null
0
BATS>ARCA
MKT
49.4
87
0
140
8
-3
-13
PositionLimitNear
null
Stable book; normal liquidity
X003088
2025-12-20 10:22:17
BA
Buy
27,345
136.5
3,732,592.5
2.4
0.091
High
4.4
11
-1.3
NYSE>NASDAQ
Adaptive
3
MKT
2.9
73
32
0.59
ToxicitySpike
false
null
null
0
NYSE>NASDAQ
MKT
75.6
95
0.9
74
39
0
-39
Watchlist
null
High urgency from PM
X003089
2025-12-04 12:05:42
QQQ
Sell
48,104
427.41
20,560,130.64
1
0.152
Medium
14.5
26
25
NASDAQ>ARCA>BATS
TWAP
3
MKT
5.8
84
33
0.4
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
10
NASDAQ>ARCA>BATS
MKT>LMT
98.5
96
5.3
57
38
13
-15
null
null
Stable book; normal liquidity
X003090
2025-11-11 12:32:35
QQQ
Sell
41,320
412.45
17,042,434
0.6
0.131
Ultra
9.6
23
-15.6
BATS>IEX>NYSE>EDGX>NASDAQ
Adaptive
5
PO
3.9
86
31
0.57
LiqDrop
false
null
null
0
BATS>IEX>NYSE>EDGX>NASDAQ
PO
92.6
97
6.1
110
30
-29
9
null
null
Toxic prints; widened spread
X003091
2025-12-17 14:38:40
T
Buy
12,430
76.44
950,149.2
3.1
0.104
Medium
5.6
21
1.1
ARCA>NASDAQ>IEX>NYSE>BATS
TWAP
3
MKT
4.1
66
16
0.53
Multi
false
null
null
0
ARCA>NASDAQ>IEX>NYSE>BATS
MKT
80.5
85
12.6
87
54
18
-30
Watchlist
null
Paused due to data glitch
X003092
2025-12-11 15:53:42
V
Sell
23,566
249.5
5,879,717
2.8
0.307
Low
29
19
-11.9
EDGX>NASDAQ>IEX>NYSE
IS
4
LMT
12.9
73
16
0.62
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>IEX>NYSE
LMT
63.9
95
9.3
49
53
-31
30
null
null
Paused due to data glitch
X003093
2025-12-11 15:32:14
AMZN
Sell
25,191
155.54
3,918,208.14
2.7
1.157
Low
14.1
13
-5.7
IEX>NYSE>BATS>ARCA>NASDAQ
VWAP
1
LMT
4.3
68
17
0.5
Slip>Thresh
false
null
null
0
IEX>NYSE>BATS>ARCA>NASDAQ
LMT
91.2
96
14.5
10
53
-39
-38
NoShort
null
Stable book; normal liquidity
X003094
2025-11-02 15:46:44
NFLX
Buy
10,051
243.24
2,444,805.24
4.5
0.096
Low
15.8
4
33.6
ARCA>EDGX>NASDAQ>BATS
VWAP
3
MKT
8.2
65
13
0.42
ToxicitySpike
false
null
null
0
ARCA>EDGX>NASDAQ>BATS
MKT
49.6
92
26.5
71
11
0
19
null
null
Stable book; normal liquidity
X003095
2025-12-03 11:12:07
XLY
Sell
103,261
282.59
29,180,525.99
1.8
0.43
Low
22.1
19
-9
EDGX>IEX>ARCA>NYSE
VWAP
3
MKT
8.6
111
26
0.42
Slip>Thresh
false
null
null
0
EDGX>IEX>ARCA>NYSE
MKT
91.7
98
15.7
97
-14
-16
-30
null
null
Paused due to data glitch
X003096
2025-12-12 14:05:59
V
Sell
2,673
213.44
570,525.12
4.5
0.035
Medium
13.8
26
-9.1
EDGX>NYSE
VWAP
2
PO
6
61
19
0.78
LiqDrop
false
null
null
0
EDGX>NYSE
PO
82.7
95
16.6
49
-10
-1
-20
null
null
High urgency from PM
X003097
2025-11-20 15:33:55
MA
Sell
24,635
230.52
5,678,860.2
0.9
0.105
Ultra
8.6
16
-14.5
BATS>NYSE>NASDAQ
TWAP
2
LMT
2.6
70
15
0.79
ToxicitySpike
false
null
null
0
BATS>NYSE>NASDAQ
LMT
2.8
91
0
88
-15
-4
37
Watchlist
null
Paused due to data glitch
X003098
2025-12-25 10:04:42
XOM
Sell
8,138
95.91
780,515.58
2.8
0.074
High
4.3
24
-17.3
BATS>NASDAQ>NYSE>ARCA>IEX
IS
5
LMT
4.1
65
25
0.48
Multi
false
null
null
0
BATS>NASDAQ>NYSE>ARCA>IEX
LMT
40.8
99
6.8
24
47
22
14
null
null
Toxic prints; widened spread
X003099
2025-12-12 11:10:15
LQD
Buy
119,298
110.51
13,183,621.98
1.6
0.587
Low
23.8
17
21.1
NASDAQ>EDGX>BATS
IS
5
MKT
13.7
137
31
0.82
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>BATS
MKT
5.6
86
16
184
5
-31
10
null
null
Venue switch reduced impact
X003100
2025-12-15 15:27:23
TSLA
Sell
30,891
185.27
5,723,175.57
1.6
0.096
Medium
22
36
-2.2
IEX>BATS>NASDAQ
IS
4
LMT
9.3
77
28
0.6
LiqDrop
true
LiquidityDrop
Cross
24
IEX>BATS>NASDAQ
LMT>MKT
99.6
93
7.3
190
53
-35
-35
null
null
Toxic prints; widened spread