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
X003101
2025-11-19 14:23:50
IWM
Sell
24,708
202.1
4,993,486.8
1.1
0.034
Ultra
8
16
-26.5
BATS>NYSE>NASDAQ
VWAP
2
LMT
2.4
70
20
0.72
LiqDrop
false
null
null
0
BATS>NYSE>NASDAQ
LMT
82.1
97
0.1
97
3
-20
22
null
null
Venue switch reduced impact
X003102
2025-11-18 09:35:31
KO
Sell
9,846
330.21
3,251,247.66
3.6
0.245
Low
33.7
27
19.2
IEX>BATS>EDGX
POV
5
MKT
18.5
66
31
0.6
Multi
false
null
null
0
IEX>BATS>EDGX
MKT
18
86
18.6
112
2
10
31
null
null
High urgency from PM
X003103
2025-11-07 12:12:53
WMT
Sell
2,367
161.18
381,513.06
4.8
0.007
Ultra
9.4
29
-3.5
EDGX>NYSE>BATS>NASDAQ>IEX
TWAP
1
PO
4.6
60
35
0.44
Slip>Thresh
false
null
null
0
EDGX>NYSE>BATS>NASDAQ>IEX
PO
26.5
99
1.4
84
31
18
-28
NoShort
null
Stable book; normal liquidity
X003104
2025-12-17 15:12:39
XLF
Sell
20,201
192.36
3,885,864.36
2.2
0.055
Medium
15.3
23
-31.3
BATS>NYSE
POV
5
IOC
8.5
73
15
0.64
ToxicitySpike
false
null
null
0
BATS>NYSE
IOC
36.5
95
0
84
53
23
-33
null
null
High urgency from PM
X003105
2025-11-22 14:22:03
MA
Sell
20,830
151.95
3,165,118.5
1.2
0.089
High
10.7
37
3.2
NASDAQ>NYSE>ARCA>IEX>BATS
IS
4
LMT
4.9
71
18
0.44
Multi
false
null
null
0
NASDAQ>NYSE>ARCA>IEX>BATS
LMT
39
93
11.8
93
6
-4
15
null
null
Stable book; normal liquidity
X003106
2025-11-07 13:31:23
AMD
Buy
3,100
264.73
820,663
2.1
0.086
Low
37.3
9
-28.9
NASDAQ>ARCA
TWAP
1
LMT
9
61
15
0.6
Multi
false
null
null
0
NASDAQ>ARCA
LMT
41.2
74
9.8
15
60
5
22
null
null
Paused due to data glitch
X003107
2025-12-04 12:39:11
MSFT
Buy
59,181
89.85
5,317,412.85
2
0.314
Medium
5.9
12
-29.8
NASDAQ>EDGX>IEX>NYSE>ARCA
VWAP
2
IOC
2.8
85
29
0.58
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>IEX>NYSE>ARCA
IOC
47.5
91
10.5
33
27
5
-38
PositionLimitNear
null
Stable book; normal liquidity
X003108
2025-12-01 12:27:32
BRK.B
Sell
7,179
199.94
1,435,369.26
3.1
0.033
Medium
18.6
39
-22.6
NASDAQ>IEX>ARCA>BATS>NYSE
TWAP
1
LMT
5.4
62
33
0.53
LiqDrop
false
null
null
0
NASDAQ>IEX>ARCA>BATS>NYSE
LMT
25.6
90
1.4
54
14
-17
4
null
null
Toxic prints; widened spread
X003109
2025-10-28 12:14:49
AMZN
Buy
9,355
222.91
2,085,323.05
2.6
0.43
Low
31.4
17
-24.8
BATS>EDGX>IEX
Adaptive
1
LMT
7.2
63
15
0.69
LiqDrop
true
LiquidityDrop
VenueSwitch
28
BATS>EDGX>IEX
LMT>MKT
2
90
15.4
116
23
23
-35
PositionLimitNear
null
Venue switch reduced impact
X003110
2025-12-13 10:14:02
T
Sell
8,599
72.35
622,137.65
3.5
0.072
Low
18.7
19
6.4
NASDAQ>ARCA>IEX
VWAP
1
LMT
5.3
63
14
0.73
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>IEX
LMT
95.3
91
0.4
10
51
25
-31
NoShort
null
Venue switch reduced impact
X003111
2025-12-15 09:35:50
MA
Buy
25,040
171.37
4,291,104.8
1.1
0.107
Ultra
5.9
13
-6.1
NASDAQ>EDGX>ARCA>NYSE
POV
5
LMT
3.1
76
26
0.84
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>ARCA>NYSE
LMT
6.7
81
2
87
53
-6
15
null
null
Venue switch reduced impact
X003112
2025-11-22 15:55:18
GOOGL
Sell
85,836
223.5
19,184,346
1.4
0.256
Low
13
9
-13.6
EDGX>IEX>ARCA
TWAP
1
LMT
3.5
90
25
0.57
ToxicitySpike
true
ToxicitySpike
VenueSwitch
10
EDGX>IEX>ARCA
LMT>MKT
77.4
82
7.8
45
-14
-22
37
null
null
Venue switch reduced impact
X003113
2025-12-19 09:35:25
V
Buy
2,798
282.28
789,819.44
4.6
0.036
Medium
12.9
5
-8.2
ARCA>BATS>NYSE>IEX>NASDAQ
TWAP
3
LMT
6.3
61
16
0.51
LiqDrop
false
null
null
0
ARCA>BATS>NYSE>IEX>NASDAQ
LMT
24.1
92
2
81
58
-32
37
null
null
Paused due to data glitch
X003114
2025-12-06 14:00:22
XLK
Buy
154,248
46.24
7,132,427.52
1.9
0.433
Low
24.2
38
19.6
NASDAQ>BATS
TWAP
3
IOC
9.4
137
32
0.71
Slip>Thresh
false
null
null
0
NASDAQ>BATS
IOC
31.6
100
14.4
28
-16
29
33
Watchlist
null
Stable book; normal liquidity
X003115
2025-12-07 15:15:24
XLY
Sell
84,948
282.18
23,970,626.64
1.4
0.354
Low
10.5
15
-4.8
IEX>NASDAQ>ARCA>EDGX>BATS
Adaptive
1
MKT
3.2
89
30
0.4
LiqDrop
false
null
null
0
IEX>NASDAQ>ARCA>EDGX>BATS
MKT
76.9
92
0
101
49
-34
14
null
null
Paused due to data glitch
X003116
2025-11-09 11:02:52
DIS
Buy
52,794
96.28
5,083,006.32
2
0.23
Low
16.3
30
33
BATS>NASDAQ>EDGX>NYSE
POV
5
MKT
9.3
94
25
0.54
Slip>Thresh
false
null
null
0
BATS>NASDAQ>EDGX>NYSE
MKT
24.4
85
4.6
78
8
-3
-10
NoShort
null
High urgency from PM
X003117
2025-11-06 14:59:22
NKE
Buy
11,488
284.52
3,268,565.76
2.2
0.053
Medium
17.4
28
-13.3
EDGX>NYSE>ARCA
POV
4
PO
8.1
66
23
0.79
ToxicitySpike
false
null
null
0
EDGX>NYSE>ARCA
PO
15.2
89
13.4
103
49
22
40
null
null
Toxic prints; widened spread
X003118
2025-11-13 11:39:49
TSLA
Sell
20,474
266.71
5,460,620.54
1.1
0.064
Ultra
3.5
26
-9.9
EDGX>BATS>NYSE>ARCA>IEX
IS
5
LMT
2.4
73
30
0.47
LiqDrop
false
null
null
0
EDGX>BATS>NYSE>ARCA>IEX
LMT
88.3
98
9.4
42
-19
-14
8
Watchlist
null
Toxic prints; widened spread
X003119
2025-11-11 10:50:29
BA
Sell
44,597
56.98
2,541,137.06
2.3
0.149
Low
18.2
25
-5.7
BATS>EDGX>NASDAQ
Adaptive
5
PO
8.1
88
32
0.41
LiqDrop
false
null
null
0
BATS>EDGX>NASDAQ
PO
33.9
97
15.7
10
19
-14
28
null
null
High urgency from PM
X003120
2025-10-30 14:36:38
PFE
Buy
12,261
213.74
2,620,666.14
1.8
0.033
High
20.4
38
-20
NYSE>NASDAQ>IEX>EDGX>ARCA
IS
4
LMT
8.8
67
14
0.75
LiqDrop
true
LiquidityDrop
VenueSwitch
17
NYSE>NASDAQ>IEX>EDGX>ARCA
LMT>PO
99.5
91
10
84
24
-12
33
null
null
High urgency from PM
X003121
2025-11-20 09:52:43
XLY
Sell
55,651
152.72
8,499,020.72
1.9
0.232
Low
20
29
-24.5
NASDAQ>IEX>NYSE>EDGX
VWAP
2
MKT
7
83
25
0.64
Multi
false
null
null
0
NASDAQ>IEX>NYSE>EDGX
MKT
85.6
87
29
77
5
-34
-15
null
null
Paused due to data glitch
X003122
2025-11-21 10:02:28
XLE
Buy
82,096
290.45
23,844,783.2
3.1
0.295
Low
14.1
25
-6.3
BATS>ARCA>NASDAQ>NYSE>IEX
IS
4
LMT
7.6
107
19
0.59
LiqDrop
true
LiquidityDrop
VenueSwitch
23
BATS>ARCA>NASDAQ>NYSE>IEX
LMT>MKT
94.2
90
10
169
48
26
29
null
null
Paused due to data glitch
X003123
2025-11-13 13:38:47
XLK
Buy
70,081
179.74
12,596,358.94
1.2
0.197
Medium
14.3
21
-9.8
ARCA>EDGX>NYSE>BATS
POV
4
LMT
5.7
100
32
0.47
Slip>Thresh
false
null
null
0
ARCA>EDGX>NYSE>BATS
LMT
62.8
87
9.3
146
6
-30
27
null
null
Toxic prints; widened spread
X003124
2025-12-08 11:10:32
CSCO
Buy
87,368
108.3
9,461,954.4
3.9
0.219
Low
12.7
37
-24.1
NYSE>BATS>EDGX>ARCA>NASDAQ
VWAP
1
LMT
4.3
90
31
0.68
LiqDrop
true
LiquidityDrop
AlgoSwitch
30
NYSE>BATS>EDGX>ARCA>NASDAQ
LMT>IOC
61
96
2.8
151
1
22
-3
null
Unknown
High urgency from PM
X003125
2025-10-27 09:46:17
NKE
Sell
92,514
134.73
12,464,411.22
2.4
0.43
Low
21.8
33
13.6
EDGX>NYSE
TWAP
2
LMT
6.8
99
20
0.63
Multi
false
null
null
0
EDGX>NYSE
LMT
83.5
90
0
146
11
24
10
null
null
Stable book; normal liquidity
X003126
2025-11-24 14:11:39
JNJ
Sell
144,415
314.17
45,370,860.55
3.6
0.53
Low
4.5
32
-9.2
NYSE>BATS
POV
5
IOC
5.3
153
28
0.75
Multi
false
null
null
0
NYSE>BATS
IOC
2.5
92
2.8
112
-9
15
-17
null
null
Paused due to data glitch
X003127
2025-11-22 12:21:55
TLT
Sell
53,677
95.72
5,137,962.44
3.5
0.196
Low
12.1
18
3.7
NASDAQ>BATS>IEX>ARCA>NYSE
TWAP
3
MKT
6.7
86
12
0.71
ToxicitySpike
false
null
null
0
NASDAQ>BATS>IEX>ARCA>NYSE
MKT
3.1
85
17.4
133
45
10
-10
null
null
Venue switch reduced impact
X003128
2025-12-17 11:29:07
XLE
Buy
29,379
214.59
6,304,439.61
2.4
0.105
High
4.1
8
-32.4
BATS>NASDAQ>ARCA
POV
5
PO
3.7
79
19
0.63
LiqDrop
false
null
null
0
BATS>NASDAQ>ARCA
PO
89.5
88
18.4
53
25
-3
22
null
null
Paused due to data glitch
X003129
2025-12-24 13:29:43
WMT
Buy
16,127
55.09
888,436.43
5
0.05
Medium
9.5
20
-23.5
NASDAQ>EDGX
TWAP
1
IOC
4.9
65
32
0.81
Slip>Thresh
false
null
null
0
NASDAQ>EDGX
IOC
63.8
88
4
98
-9
-24
-31
null
null
High urgency from PM
X003130
2025-11-02 15:05:32
GOOGL
Sell
45,939
42.88
1,969,864.32
1.3
0.137
Medium
15.1
7
7.4
ARCA>EDGX>NASDAQ>NYSE
VWAP
1
LMT
3.7
76
22
0.73
Slip>Thresh
false
null
null
0
ARCA>EDGX>NASDAQ>NYSE
LMT
11.7
88
0.1
137
15
23
7
Watchlist
null
High urgency from PM
X003131
2025-12-09 11:17:44
PFE
Buy
118,106
154.15
18,206,039.9
3.1
0.321
Medium
3.6
32
20.9
NASDAQ>BATS>ARCA>EDGX
VWAP
3
MKT
3.4
119
29
0.47
Slip>Thresh
false
null
null
0
NASDAQ>BATS>ARCA>EDGX
MKT
97.8
87
17.4
159
11
-4
-21
null
null
Paused due to data glitch
X003132
2025-11-05 13:56:57
AMZN
Buy
4,770
192.44
917,938.8
2.9
0.219
Low
21.3
10
-25.6
NYSE>EDGX
TWAP
3
MKT
9.5
62
30
0.7
ToxicitySpike
false
null
null
0
NYSE>EDGX
MKT
40.7
97
17.4
60
-17
-19
-24
null
null
Paused due to data glitch
X003133
2025-11-26 14:30:09
SPY
Buy
502,144
499.46
250,800,842.24
1
0.678
Low
21
17
10.2
IEX>NYSE>ARCA>BATS>EDGX
VWAP
1
MKT
6
200
21
0.84
Slip>Thresh
false
null
null
0
IEX>NYSE>ARCA>BATS>EDGX
MKT
19.7
90
0
325
-15
-23
32
null
null
High urgency from PM
X003134
2025-11-11 12:26:28
CVX
Sell
3,368
121.42
408,942.56
1
0.02
Ultra
23.2
14
23.9
BATS>NASDAQ>ARCA>IEX
TWAP
1
MKT
6.6
61
13
0.51
LiqDrop
false
null
null
0
BATS>NASDAQ>ARCA>IEX
MKT
20.8
86
9.6
59
29
7
-20
null
null
High urgency from PM
X003135
2025-12-21 09:35:55
JPM
Sell
7,152
202.57
1,448,780.64
2.6
0.177
Medium
7
5
-24.9
EDGX>IEX>BATS>NYSE
TWAP
2
MKT
3.8
63
25
0.49
Multi
false
null
null
0
EDGX>IEX>BATS>NYSE
MKT
24.8
85
5.1
18
35
26
-13
null
null
Stable book; normal liquidity
X003136
2025-11-15 13:43:14
MSFT
Buy
34,398
58.8
2,022,602.4
1.9
0.183
Low
18.7
17
19.3
NASDAQ>NYSE>BATS
Adaptive
2
LMT
5.1
74
15
0.62
Multi
false
null
null
0
NASDAQ>NYSE>BATS
LMT
37.7
67
13.3
35
12
-13
-14
null
null
Paused due to data glitch
X003137
2025-10-29 12:56:50
PFE
Buy
84,195
185.98
15,658,586.1
2.2
0.229
Low
13.4
17
12.5
EDGX>IEX>ARCA>NYSE>NASDAQ
Adaptive
3
LMT
4.6
102
15
0.62
LiqDrop
false
null
null
0
EDGX>IEX>ARCA>NYSE>NASDAQ
LMT
34.1
90
12.9
27
53
-12
39
NoShort
null
Paused due to data glitch
X003138
2025-12-11 14:23:31
META
Buy
280,205
71.57
20,054,271.85
1.2
0.781
Low
23
26
-3.5
NYSE>NASDAQ
POV
1
MKT
7.3
158
17
0.64
LiqDrop
true
LiquidityDrop
OrderTypeChange
64
NYSE>NASDAQ
MKT>LMT
63.9
92
18.3
259
-11
-4
-1
PositionLimitNear
null
Venue switch reduced impact
X003139
2025-10-28 09:47:16
TSLA
Sell
10,945
211.62
2,316,180.9
1.1
0.034
Ultra
19.8
27
19
NYSE>BATS>EDGX>IEX>ARCA
Adaptive
4
LMT
6.3
66
17
0.45
ToxicitySpike
false
null
null
0
NYSE>BATS>EDGX>IEX>ARCA
LMT
53
86
5.7
66
54
-34
-31
null
null
Paused due to data glitch
X003140
2025-11-18 13:05:52
MSFT
Sell
12,574
246.02
3,093,455.48
2.1
0.067
Ultra
4.8
16
-32.9
IEX>ARCA
VWAP
2
LMT
2.2
65
20
0.6
Multi
false
null
null
0
IEX>ARCA
LMT
95.1
88
2
38
59
-27
0
null
null
Toxic prints; widened spread
X003141
2025-12-10 15:05:48
AAPL
Buy
25,999
259.58
6,748,820.42
2.8
0.077
High
5.9
34
29.8
NYSE>ARCA
Adaptive
4
LMT
3.3
74
15
0.5
Multi
false
null
null
0
NYSE>ARCA
LMT
11.9
95
1.2
90
50
-12
19
null
null
High urgency from PM
X003142
2025-10-28 11:54:18
IEF
Sell
20,119
99.95
2,010,894.05
2.4
0.076
Low
23.3
24
30.8
EDGX>BATS
IS
4
LMT
10.4
71
26
0.56
LiqDrop
true
LiquidityDrop
OrderTypeChange
39
EDGX>BATS
LMT>PO
87
95
13.8
197
11
17
0
null
null
High urgency from PM
X003143
2025-11-21 13:35:22
QQQ
Sell
24,974
391.57
9,779,069.18
0.9
0.079
Ultra
4.4
5
7.9
NASDAQ>BATS
TWAP
3
LMT
1.8
72
33
0.77
LiqDrop
true
LiquidityDrop
AlgoSwitch
10
NASDAQ>BATS
LMT>PO
9.1
90
4.3
88
56
-31
-21
null
null
Venue switch reduced impact
X003144
2025-11-14 15:21:13
XLY
Buy
4,110
130.67
537,053.7
1.5
0.017
Ultra
24.8
15
23.7
NYSE>EDGX
POV
5
LMT
10.3
62
17
0.64
Slip>Thresh
false
null
null
0
NYSE>EDGX
LMT
54.1
84
4.3
100
-11
26
23
null
null
Toxic prints; widened spread
X003145
2025-11-03 12:07:23
PEP
Sell
1,895
226.36
428,952.2
4.2
0.006
Ultra
16.9
14
12.8
NYSE>BATS>ARCA>NASDAQ>EDGX
Adaptive
1
LMT
4.9
60
27
0.68
Slip>Thresh
false
null
null
0
NYSE>BATS>ARCA>NASDAQ>EDGX
LMT
71.5
86
4.6
83
41
-37
-14
null
null
Paused due to data glitch
X003146
2025-11-18 14:42:01
NFLX
Sell
16,859
215.88
3,639,520.92
3.9
0.161
Low
24.6
11
-11.3
NYSE>ARCA
POV
5
LMT
12.1
70
14
0.56
Multi
true
MultiTrigger
AlgoSwitch
13
NYSE>ARCA
LMT>PO
78.4
89
12.6
24
16
2
4
null
null
Toxic prints; widened spread
X003147
2025-10-28 15:19:54
XLE
Buy
160,217
152.97
24,508,394.49
3.5
0.575
Low
14
7
34.4
NYSE>NASDAQ>IEX>BATS
POV
3
LMT
6.5
140
18
0.48
ToxicitySpike
false
null
null
0
NYSE>NASDAQ>IEX>BATS
LMT
50.3
100
11.3
160
27
19
-35
null
null
Venue switch reduced impact
X003148
2025-11-10 11:38:54
WMT
Sell
20,945
224.8
4,708,436
4.2
0.064
Medium
13.8
22
22.6
EDGX>NASDAQ
Adaptive
5
IOC
8.2
73
19
0.59
LiqDrop
false
null
null
0
EDGX>NASDAQ
IOC
12.6
100
7.5
37
-17
-5
2
PositionLimitNear
null
Venue switch reduced impact
X003149
2025-12-05 15:20:53
JNJ
Buy
89,855
217.28
19,523,694.4
4.5
0.33
Low
6.3
14
2.4
BATS>NASDAQ>NYSE>ARCA
TWAP
3
MKT
5.4
104
25
0.65
ToxicitySpike
false
null
null
0
BATS>NASDAQ>NYSE>ARCA
MKT
64.4
100
18.3
50
15
0
-25
NoShort
null
Paused due to data glitch
X003150
2025-11-21 12:59:53
CSCO
Sell
337,568
236.19
79,730,185.92
3.7
0.847
Low
10.6
39
-27.7
BATS>EDGX>IEX>ARCA
VWAP
2
LMT
4.6
203
29
0.44
LiqDrop
false
null
null
0
BATS>EDGX>IEX>ARCA
LMT
55.1
94
1.2
138
-12
-32
-33
null
null
Stable book; normal liquidity
X003151
2025-11-28 09:35:24
DIS
Sell
14,971
55.35
828,644.85
1.3
0.065
High
16.3
27
-4
IEX>EDGX>NASDAQ>NYSE
VWAP
2
IOC
5.2
66
15
0.65
Multi
false
null
null
0
IEX>EDGX>NASDAQ>NYSE
IOC
1.4
95
0.6
87
-10
27
29
null
null
Toxic prints; widened spread
X003152
2025-12-08 12:18:47
BA
Sell
15,519
168.18
2,609,985.42
1.7
0.052
High
12.4
6
-12.5
NYSE>EDGX>IEX>ARCA>NASDAQ
TWAP
3
MKT
5.5
67
14
0.42
Slip>Thresh
false
null
null
0
NYSE>EDGX>IEX>ARCA>NASDAQ
MKT
94.9
100
1.9
79
49
13
-32
PositionLimitNear
null
Venue switch reduced impact
X003153
2025-11-03 13:28:13
HD
Sell
45,519
105.04
4,781,315.76
2.6
0.177
Low
24
10
10
ARCA>NYSE>NASDAQ>IEX
TWAP
2
MKT
8.9
79
20
0.66
ToxicitySpike
false
null
null
0
ARCA>NYSE>NASDAQ>IEX
MKT
62.5
92
46.1
92
-16
-31
2
null
null
Venue switch reduced impact
X003154
2025-12-09 11:47:26
AMZN
Buy
13,731
241.24
3,312,466.44
1.4
0.631
Low
20.9
8
15.7
EDGX>NYSE>IEX
POV
3
MKT
8.9
66
25
0.53
LiqDrop
false
null
null
0
EDGX>NYSE>IEX
MKT
14.5
85
17.3
100
-11
-6
2
null
null
High urgency from PM
X003155
2025-11-18 11:16:35
XLK
Buy
58,728
152.96
8,983,034.88
1.2
0.165
High
4.3
12
-30.6
ARCA>NYSE>EDGX
POV
4
IOC
2.7
93
35
0.41
Slip>Thresh
false
null
null
0
ARCA>NYSE>EDGX
IOC
86.6
85
2.7
108
28
-3
24
null
null
Paused due to data glitch
X003156
2025-12-11 12:37:30
XLK
Buy
183,811
350.47
64,420,241.17
1
0.516
Low
16.6
8
-7.3
IEX>BATS>ARCA>NYSE
VWAP
1
LMT
4
124
22
0.74
ToxicitySpike
false
null
null
0
IEX>BATS>ARCA>NYSE
LMT
8.1
97
4.2
147
49
4
18
null
null
Paused due to data glitch
X003157
2025-11-29 14:52:56
INTC
Buy
2,517
326.31
821,322.27
1.1
0.12
High
7.6
36
17.2
IEX>ARCA>EDGX>NYSE
VWAP
3
IOC
3.1
61
12
0.71
Slip>Thresh
false
null
null
0
IEX>ARCA>EDGX>NYSE
IOC
2.1
88
7.1
68
-9
25
-22
PositionLimitNear
null
Stable book; normal liquidity
X003158
2025-11-12 11:48:37
VZ
Buy
6,305
329.24
2,075,858.2
2.9
0.054
High
9.5
20
-19.7
NASDAQ>IEX>BATS
Adaptive
2
MKT
4.2
62
28
0.41
Multi
false
null
null
0
NASDAQ>IEX>BATS
MKT
59.1
100
11.1
114
13
3
-5
NoShort
null
Venue switch reduced impact
X003159
2025-10-27 12:14:13
TSLA
Sell
25,603
104.88
2,685,242.64
1.1
0.08
Ultra
7.6
33
20.4
NASDAQ>ARCA>NYSE>IEX>BATS
POV
5
LMT
3.7
76
21
0.84
LiqDrop
false
null
null
0
NASDAQ>ARCA>NYSE>IEX>BATS
LMT
66.4
97
3
80
17
27
-7
null
null
Toxic prints; widened spread
X003160
2025-11-21 13:02:36
MSFT
Sell
25,127
297.23
7,468,498.21
3.2
0.133
Low
18.8
37
-1.1
ARCA>IEX
VWAP
1
MKT
6.3
68
35
0.42
Slip>Thresh
false
null
null
0
ARCA>IEX
MKT
37
100
2.5
83
56
-29
13
null
null
Venue switch reduced impact
X003161
2025-12-09 12:45:53
AAPL
Buy
115,449
235.32
27,167,458.68
2.3
0.34
Low
23.7
26
9.4
EDGX>BATS>ARCA>IEX>NASDAQ
Adaptive
1
MKT
6.8
100
29
0.84
Multi
true
MultiTrigger
VenueSwitch
16
EDGX>BATS>ARCA>IEX>NASDAQ
MKT>IOC
99.6
88
0
103
33
16
-24
null
null
Paused due to data glitch
X003162
2025-12-18 13:04:08
BRK.B
Buy
11,916
127.37
1,517,740.92
1.9
0.054
High
9.7
17
-7.5
ARCA>BATS>IEX>NYSE
VWAP
2
LMT
3.2
65
28
0.57
LiqDrop
false
null
null
0
ARCA>BATS>IEX>NYSE
LMT
40.1
97
1.3
10
-7
-22
24
null
null
Paused due to data glitch
X003163
2025-10-29 10:25:14
MA
Buy
12,438
99.68
1,239,819.84
0.8
0.053
High
21.6
11
11
EDGX>BATS>NASDAQ>ARCA
VWAP
1
MKT
5.8
64
28
0.79
LiqDrop
false
null
null
0
EDGX>BATS>NASDAQ>ARCA
MKT
98.6
99
9.2
18
11
-4
-33
null
null
Stable book; normal liquidity
X003164
2025-11-22 11:27:25
XLV
Sell
145,869
347.98
50,759,494.62
1
0.409
Low
9.8
28
-25
BATS>NYSE
TWAP
1
MKT
3.2
111
16
0.83
Multi
false
null
null
0
BATS>NYSE
MKT
48.7
92
31.7
104
-1
14
7
null
null
Paused due to data glitch
X003165
2025-12-04 15:49:46
AAPL
Buy
14,792
230.52
3,409,851.84
1.6
0.044
Medium
24.7
34
24.2
ARCA>NASDAQ>NYSE>EDGX>IEX
VWAP
3
LMT
7.6
67
30
0.46
LiqDrop
false
null
null
0
ARCA>NASDAQ>NYSE>EDGX>IEX
LMT
55
86
4.5
55
41
18
-32
null
null
Venue switch reduced impact
X003166
2025-12-06 11:44:43
XLV
Buy
108,618
199.52
21,671,463.36
1.1
0.305
Low
18.6
14
7.6
EDGX>ARCA>IEX>NYSE
VWAP
1
PO
4.8
98
23
0.57
Slip>Thresh
false
null
null
0
EDGX>ARCA>IEX>NYSE
PO
29.9
100
3.1
273
-20
-24
5
null
null
High urgency from PM
X003167
2025-12-07 10:19:20
INTC
Buy
804
264.54
212,690.16
1.1
0.038
Ultra
5.2
19
-28.4
IEX>NASDAQ
TWAP
1
MKT
2
60
20
0.82
LiqDrop
false
null
null
0
IEX>NASDAQ
MKT
34.5
93
10.1
23
-5
3
-22
null
null
Paused due to data glitch
X003168
2025-11-20 09:35:12
IWM
Buy
140,092
202.45
28,361,625.4
1.2
0.193
Medium
7.5
5
-20.9
ARCA>NYSE>NASDAQ>BATS>IEX
POV
4
MKT
4.1
140
16
0.75
ToxicitySpike
false
null
null
0
ARCA>NYSE>NASDAQ>BATS>IEX
MKT
54
90
0
181
8
-30
16
PositionLimitNear
null
Stable book; normal liquidity
X003169
2025-12-04 09:35:39
NFLX
Sell
34,706
246.48
8,554,334.88
5
0.332
Low
10.5
39
2.3
ARCA>BATS>EDGX>IEX>NASDAQ
IS
4
LMT
7.7
79
29
0.76
LiqDrop
false
null
null
0
ARCA>BATS>EDGX>IEX>NASDAQ
LMT
71.6
100
0
19
55
16
29
null
null
Venue switch reduced impact
X003170
2025-11-23 13:16:27
META
Buy
64,957
77.99
5,065,996.43
1.4
0.181
Low
18.3
26
-2.3
NYSE>EDGX>NASDAQ>ARCA>IEX
Adaptive
4
IOC
7.1
97
26
0.45
Multi
false
null
null
0
NYSE>EDGX>NASDAQ>ARCA>IEX
IOC
45.9
89
0
38
3
16
27
null
null
High urgency from PM
X003171
2025-12-18 09:52:49
XLF
Sell
24,648
310.04
7,641,865.92
2.1
0.067
Medium
14.5
33
33.5
BATS>NASDAQ>IEX>NYSE>EDGX
TWAP
1
IOC
4.7
68
31
0.62
ToxicitySpike
false
null
null
0
BATS>NASDAQ>IEX>NYSE>EDGX
IOC
11.8
86
0
123
22
-26
-12
null
null
Paused due to data glitch
X003172
2025-12-23 15:41:34
T
Buy
52,556
291.34
15,311,665.04
2.7
0.438
Low
22.6
29
3.8
ARCA>NYSE>NASDAQ>IEX
Adaptive
5
LMT
9.1
94
34
0.61
Slip>Thresh
false
null
null
0
ARCA>NYSE>NASDAQ>IEX
LMT
6.8
98
13.6
177
46
-9
-40
null
null
Stable book; normal liquidity
X003173
2025-12-19 14:38:56
XLB
Sell
111,792
242.07
27,061,489.44
2.8
0.285
Low
6.6
19
20.9
ARCA>BATS
VWAP
3
MKT
4.1
115
31
0.55
ToxicitySpike
false
null
null
0
ARCA>BATS
MKT
37.1
93
0
112
-5
10
-5
PositionLimitNear
null
Venue switch reduced impact
X003174
2025-12-08 12:15:10
XLI
Sell
3,560
103.49
368,424.4
2.3
0.162
Low
14.8
20
-1.3
ARCA>EDGX>IEX>NASDAQ>BATS
VWAP
1
LMT
4
61
16
0.72
Slip>Thresh
false
null
null
0
ARCA>EDGX>IEX>NASDAQ>BATS
LMT
71.2
98
6.2
136
44
-25
-15
null
null
Stable book; normal liquidity
X003175
2025-11-07 12:23:08
HYG
Sell
69,671
79.79
5,559,049.09
1.3
0.382
Low
13.1
11
11.1
IEX>NASDAQ>EDGX>ARCA>BATS
TWAP
2
LMT
4.1
89
29
0.61
Multi
false
null
null
0
IEX>NASDAQ>EDGX>ARCA>BATS
LMT
34.6
68
0
171
-8
-26
31
null
null
High urgency from PM
X003176
2025-12-02 14:17:41
NFLX
Buy
31,478
332.02
10,451,325.56
4.5
0.301
Low
10.1
3
-4.4
NYSE>IEX>NASDAQ
POV
4
PO
7.2
78
21
0.81
Slip>Thresh
false
null
null
0
NYSE>IEX>NASDAQ
PO
18.9
100
0
73
25
29
4
null
null
Stable book; normal liquidity
X003177
2025-10-30 13:15:25
NVDA
Sell
894
23.31
20,839.14
1.8
0.023
High
23.3
28
31.2
IEX>EDGX>BATS>NASDAQ
IS
5
PO
12.1
60
16
0.85
Multi
false
null
null
0
IEX>EDGX>BATS>NASDAQ
PO
51
93
11.6
73
8
24
22
NoShort
null
Toxic prints; widened spread
X003178
2025-11-22 14:43:18
AMD
Sell
4,520
137.87
623,172.4
1.7
0.126
Medium
11.1
17
-11.2
NASDAQ>ARCA>BATS>NYSE>IEX
TWAP
1
MKT
3.8
61
14
0.82
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>BATS>NYSE>IEX
MKT
49.5
98
13.7
75
36
-21
33
null
null
Toxic prints; widened spread
X003179
2025-11-02 09:35:40
IEF
Sell
64,583
93.14
6,015,260.62
2.8
0.245
Medium
3.9
20
-5.7
NYSE>BATS>EDGX
VWAP
1
LMT
2
82
20
0.81
ToxicitySpike
false
null
null
0
NYSE>BATS>EDGX
LMT
15.8
95
0
167
21
-7
36
Watchlist
null
High urgency from PM
X003180
2025-11-22 11:39:50
T
Buy
22,640
166.9
3,778,616
3.7
0.189
Low
10.2
29
-34.4
BATS>IEX>EDGX>NYSE>NASDAQ
Adaptive
2
LMT
4
69
31
0.55
LiqDrop
false
null
null
0
BATS>IEX>EDGX>NYSE>NASDAQ
LMT
89.2
77
6.8
96
28
19
4
PositionLimitNear
null
High urgency from PM
X003181
2025-12-10 14:16:32
IWM
Buy
105,224
194.61
20,477,642.64
1.1
0.145
Medium
17.2
17
-10.7
NASDAQ>NYSE>ARCA>BATS
Adaptive
5
MKT
7.5
128
25
0.41
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>ARCA>BATS
MKT
36
93
9.4
141
37
-11
24
null
null
High urgency from PM
X003182
2025-10-31 09:35:17
XLE
Sell
45,056
31.36
1,412,956.16
2.4
0.162
Medium
5.2
15
26.6
ARCA>BATS>NASDAQ>IEX>NYSE
Adaptive
2
LMT
2.3
79
24
0.55
ToxicitySpike
false
null
null
0
ARCA>BATS>NASDAQ>IEX>NYSE
LMT
82.4
93
0
126
59
-9
-10
null
null
Venue switch reduced impact
X003183
2025-12-04 14:05:15
LQD
Buy
5,442
116.74
635,299.08
1.4
0.027
Ultra
4.8
21
0.4
ARCA>EDGX
IS
5
IOC
3.6
63
18
0.76
Multi
true
MultiTrigger
VenueSwitch
14
ARCA>EDGX
IOC>LMT
75.8
94
2.7
88
44
17
-37
NoShort
null
Stable book; normal liquidity
X003184
2025-12-23 15:44:00
AAPL
Buy
12,257
306
3,750,642
2
0.036
High
15.5
18
23.7
IEX>ARCA>EDGX>NYSE>BATS
VWAP
1
MKT
4.9
64
27
0.82
Multi
false
null
null
0
IEX>ARCA>EDGX>NYSE>BATS
MKT
32.8
96
13.9
43
16
5
29
null
null
Paused due to data glitch
X003185
2025-11-28 11:55:24
NKE
Sell
39,253
25.22
989,960.66
3.6
0.182
Low
21.3
39
-21.5
BATS>ARCA>EDGX>IEX>NASDAQ
IS
5
MKT
14.1
85
28
0.64
LiqDrop
true
LiquidityDrop
Pause
17
BATS>ARCA>EDGX>IEX>NASDAQ
MKT>LMT
31
91
39.1
119
12
5
38
PositionLimitNear
null
Paused due to data glitch
X003186
2025-11-22 15:55:55
TLT
Buy
14,134
92.85
1,312,341.9
1.8
0.052
High
16.5
5
4.1
EDGX>IEX>NASDAQ>NYSE
VWAP
2
MKT
5.8
66
15
0.54
ToxicitySpike
false
null
null
0
EDGX>IEX>NASDAQ>NYSE
MKT
14.1
91
7.9
73
40
16
36
null
null
Stable book; normal liquidity
X003187
2025-11-18 11:20:12
PFE
Sell
178,934
105.62
18,899,009.08
2.1
0.486
Low
17.7
28
2.9
BATS>NASDAQ
Adaptive
4
MKT
7.8
162
13
0.54
LiqDrop
false
null
null
0
BATS>NASDAQ
MKT
90
85
15.1
128
-18
-6
-40
null
null
Stable book; normal liquidity
X003188
2025-12-14 14:27:28
NVDA
Buy
1,798
117.35
210,995.3
1.6
0.047
High
15.5
22
-21.2
ARCA>NASDAQ>NYSE>IEX
VWAP
3
PO
5.6
60
24
0.47
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>NYSE>IEX
PO
24.1
97
2.5
81
-4
-18
-35
null
null
Toxic prints; widened spread
X003189
2025-11-02 09:59:05
JNJ
Buy
34,039
183.92
6,260,452.88
5.2
0.125
Low
7.9
14
23.4
EDGX>IEX>NYSE
Adaptive
5
LMT
5.9
82
29
0.49
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
12
EDGX>IEX>NYSE
LMT>MKT
96.6
77
14
8
-9
-26
-31
null
VenueReject
Toxic prints; widened spread
X003190
2025-12-13 10:36:44
XLB
Buy
66,124
323.61
21,398,387.64
2.4
0.168
Low
13.9
30
-27.4
BATS>ARCA>EDGX>NYSE
Adaptive
5
LMT
6
102
33
0.71
ToxicitySpike
true
ToxicitySpike
VenueSwitch
15
BATS>ARCA>EDGX>NYSE
LMT>MKT
95.7
93
15.9
91
47
-40
24
null
null
High urgency from PM
X003191
2025-11-30 11:23:33
XLF
Buy
137,618
102.24
14,070,064.32
2.3
0.376
Low
11.4
11
-24
NYSE>EDGX>ARCA
IS
4
MKT
7.3
139
31
0.42
LiqDrop
false
null
null
0
NYSE>EDGX>ARCA
MKT
35.2
100
29.5
241
32
22
-25
NoShort
null
Stable book; normal liquidity
X003192
2025-11-18 15:54:29
XOM
Sell
24,974
302.58
7,556,632.92
3.7
0.228
Low
19.9
31
28.7
NYSE>IEX
Adaptive
5
IOC
10.2
76
20
0.85
Multi
false
null
null
0
NYSE>IEX
IOC
1.2
92
24.1
31
50
14
34
PositionLimitNear
null
Paused due to data glitch
X003193
2025-10-28 13:21:54
VZ
Sell
10,583
83.61
884,844.63
2.8
0.091
Medium
14.1
30
-33.5
NASDAQ>BATS>NYSE>ARCA>EDGX
TWAP
1
LMT
4.3
63
12
0.47
ToxicitySpike
false
null
null
0
NASDAQ>BATS>NYSE>ARCA>EDGX
LMT
38
94
7.5
75
-13
18
15
null
null
Toxic prints; widened spread
X003194
2025-12-22 12:33:56
AMZN
Sell
2,376
239.03
567,935.28
1.7
0.109
Low
30.3
24
-2.6
BATS>EDGX>IEX>NYSE>ARCA
VWAP
3
MKT
11.1
61
15
0.82
LiqDrop
false
null
null
0
BATS>EDGX>IEX>NYSE>ARCA
MKT
25.3
95
0
35
31
20
21
null
null
Paused due to data glitch
X003195
2025-11-27 11:21:18
XLV
Buy
21,985
15.28
335,930.8
1.9
0.062
Ultra
4.5
3
34
NYSE>BATS>NASDAQ>EDGX>IEX
VWAP
1
MKT
2.1
67
16
0.85
Slip>Thresh
false
null
null
0
NYSE>BATS>NASDAQ>EDGX>IEX
MKT
48.5
88
7.3
36
32
-10
-16
null
null
Stable book; normal liquidity
X003196
2025-12-18 09:35:02
V
Buy
7,651
119.76
916,283.76
5.1
0.1
Medium
7.8
22
18.4
EDGX>BATS
IS
4
LMT
6.7
64
12
0.53
ToxicitySpike
false
null
null
0
EDGX>BATS
LMT
20.4
95
0
126
-8
30
-34
null
null
High urgency from PM
X003197
2025-11-04 09:40:01
SPY
Buy
43,493
460.46
20,026,786.78
0.9
0.059
Ultra
5.7
12
17.7
BATS>EDGX>NYSE>IEX>ARCA
IS
5
LMT
3.1
88
26
0.8
Multi
false
null
null
0
BATS>EDGX>NYSE>IEX>ARCA
LMT
19.1
89
10.6
52
18
18
16
NoShort
null
Venue switch reduced impact
X003198
2025-11-17 15:22:27
XOM
Buy
23,760
299.39
7,113,506.4
2.4
0.217
Low
17.4
18
-19.2
IEX>EDGX
TWAP
3
MKT
7.8
71
29
0.47
LiqDrop
true
LiquidityDrop
VenueSwitch
17
IEX>EDGX
MKT>LMT
61.8
87
24.9
140
48
12
34
NoShort
null
Stable book; normal liquidity
X003199
2025-11-15 13:36:30
GOOGL
Buy
33,452
226.09
7,563,162.68
1.1
0.1
Ultra
5.8
7
-29.6
EDGX>IEX
TWAP
3
LMT
2.3
76
31
0.57
LiqDrop
false
null
null
0
EDGX>IEX
LMT
60.6
88
1.6
98
30
-10
2
null
null
High urgency from PM
X003200
2025-11-10 14:42:55
UNH
Buy
26,152
247.2
6,464,774.4
2.3
0.115
Low
18.7
23
-21.2
NYSE>NASDAQ>EDGX>BATS>ARCA
TWAP
2
PO
6.5
71
13
0.57
ToxicitySpike
false
null
null
0
NYSE>NASDAQ>EDGX>BATS>ARCA
PO
0.5
95
0
54
49
20
-13
Watchlist
null
Stable book; normal liquidity