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
X003401
2025-11-25 15:43:22
AAPL
Sell
20,318
32.02
650,582.36
1.4
0.06
Medium
21.3
9
6.4
NYSE>BATS
IS
4
MKT
10.7
71
32
0.49
ToxicitySpike
false
null
null
0
NYSE>BATS
MKT
13.8
90
14.1
102
7
-12
-37
null
null
Venue switch reduced impact
X003402
2025-12-18 09:38:55
SPY
Buy
46,620
478.96
22,329,115.2
1.6
0.063
Ultra
5.1
33
-27.8
BATS>EDGX>NYSE>ARCA>IEX
TWAP
2
MKT
2.5
79
20
0.74
Multi
false
null
null
0
BATS>EDGX>NYSE>ARCA>IEX
MKT
24.8
87
5.5
62
20
24
-34
Watchlist
null
Paused due to data glitch
X003403
2025-11-08 12:03:17
AMD
Buy
2,843
308.92
878,259.56
2.3
0.079
Low
22.2
24
-25.6
ARCA>NASDAQ>IEX
Adaptive
3
MKT
8.4
61
29
0.63
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>IEX
MKT
23.1
100
17.1
108
39
27
-8
null
null
Venue switch reduced impact
X003404
2025-10-29 11:07:02
XLF
Buy
90,629
65.72
5,956,137.88
2.3
0.248
Low
11.1
16
2.4
BATS>ARCA>IEX>EDGX
IS
4
LMT
5.9
112
20
0.64
Multi
false
null
null
0
BATS>ARCA>IEX>EDGX
LMT
18.4
66
0
48
-16
0
-27
null
null
Stable book; normal liquidity
X003405
2025-10-27 10:38:25
JNJ
Buy
27,487
262.42
7,213,138.54
3.6
0.101
Medium
7.7
10
25.6
BATS>EDGX>NYSE>IEX
POV
4
LMT
5
75
33
0.77
LiqDrop
true
LiquidityDrop
OrderTypeChange
13
BATS>EDGX>NYSE>IEX
LMT>IOC
95.9
100
11.9
129
-14
-16
-5
null
null
Toxic prints; widened spread
X003406
2025-11-27 14:30:36
JPM
Sell
5,003
81.93
409,895.79
4.5
0.124
Low
11.7
29
23.3
IEX>NYSE>BATS>EDGX
Adaptive
4
MKT
7.3
62
27
0.42
LiqDrop
false
null
null
0
IEX>NYSE>BATS>EDGX
MKT
53.2
93
6.3
92
8
17
-39
Watchlist
null
Paused due to data glitch
X003407
2025-12-21 14:26:15
CVX
Buy
27,648
74.78
2,067,517.44
0.8
0.164
High
9.6
28
-11.1
BATS>NASDAQ>ARCA>EDGX>NYSE
Adaptive
3
MKT
3.5
73
35
0.64
Multi
false
null
null
0
BATS>NASDAQ>ARCA>EDGX>NYSE
MKT
55.7
93
0
52
0
0
-7
NoShort
null
Toxic prints; widened spread
X003408
2025-12-10 11:26:21
NVDA
Buy
19,224
282.74
5,435,393.76
1.5
0.497
Low
26.4
14
6.7
NYSE>IEX
Adaptive
5
LMT
9.6
72
28
0.62
Slip>Thresh
false
null
null
0
NYSE>IEX
LMT
46.7
92
0
22
-6
-3
-31
null
null
Toxic prints; widened spread
X003409
2025-12-16 10:02:57
XLU
Sell
13,159
110.43
1,453,148.37
1.1
0.042
Ultra
13.5
5
-17.7
BATS>NASDAQ>EDGX>IEX
TWAP
2
LMT
4
65
15
0.61
Slip>Thresh
false
null
null
0
BATS>NASDAQ>EDGX>IEX
LMT
82.7
87
3.2
73
-13
-38
38
null
null
High urgency from PM
X003410
2025-11-11 11:16:07
HD
Sell
15,982
107.37
1,715,987.34
2.1
0.062
Medium
22.1
17
-30.4
NYSE>IEX>EDGX
Adaptive
1
LMT
5.1
65
34
0.54
Multi
false
null
null
0
NYSE>IEX>EDGX
LMT
68.1
88
12.1
10
24
28
-11
null
null
Paused due to data glitch
X003411
2025-11-27 11:08:23
PFE
Sell
24,417
99.98
2,441,211.66
2.9
0.066
Low
20.8
12
19.7
NYSE>NASDAQ>BATS>EDGX>ARCA
Adaptive
1
IOC
6
68
32
0.5
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>BATS>EDGX>ARCA
IOC
94.8
96
0
126
8
9
31
Watchlist
Throttle
Venue switch reduced impact
X003412
2025-12-10 13:52:41
XLP
Sell
16,562
181.26
3,002,028.12
1.8
0.057
High
13.9
27
18.6
NYSE>NASDAQ
IS
4
LMT
6.5
69
21
0.76
Multi
false
null
null
0
NYSE>NASDAQ
LMT
39.1
100
11.2
28
39
9
31
NoShort
null
Toxic prints; widened spread
X003413
2025-12-21 15:24:00
CSCO
Buy
72,263
45.23
3,268,455.49
2.2
0.181
Low
16.5
34
4.1
EDGX>BATS>IEX>NYSE>ARCA
Adaptive
2
LMT
4.8
90
18
0.8
Slip>Thresh
false
null
null
0
EDGX>BATS>IEX>NYSE>ARCA
LMT
52.8
88
5.6
146
31
24
17
null
null
Toxic prints; widened spread
X003414
2025-12-08 14:48:02
CVX
Buy
21,295
252.7
5,381,246.5
1.4
0.126
Medium
19.6
5
-13.9
ARCA>BATS>IEX>NASDAQ
TWAP
1
LMT
4.9
67
25
0.4
Multi
false
null
null
0
ARCA>BATS>IEX>NASDAQ
LMT
47.1
98
1.3
49
-10
30
27
Watchlist
null
Stable book; normal liquidity
X003415
2025-10-28 13:52:47
XLP
Sell
29,735
98.33
2,923,842.55
3.2
0.103
Medium
10
7
1
NASDAQ>ARCA>EDGX
TWAP
2
IOC
4.8
72
34
0.83
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>EDGX
IOC
33.5
95
2.2
38
-2
13
34
NoShort
null
Toxic prints; widened spread
X003416
2025-11-29 09:43:08
JNJ
Buy
16,114
72.51
1,168,426.14
3.2
0.059
Medium
19.8
16
-19.6
EDGX>NYSE>BATS
Adaptive
3
IOC
7.8
68
23
0.59
Slip>Thresh
false
null
null
0
EDGX>NYSE>BATS
IOC
94.9
94
9.7
10
57
-35
-4
null
Unknown
Toxic prints; widened spread
X003417
2025-11-28 11:47:00
AMZN
Sell
2,594
61.96
160,724.24
2.7
0.119
Low
31.5
10
-29.2
BATS>EDGX
POV
4
MKT
15
61
35
0.44
ToxicitySpike
true
ToxicitySpike
VenueSwitch
15
BATS>EDGX
MKT>IOC
91.1
92
27.8
9
-13
-23
28
null
PriceBand
High urgency from PM
X003418
2025-11-03 13:51:04
TSLA
Buy
41,444
205.54
8,518,399.76
1.2
0.129
High
7.3
16
1.2
NYSE>BATS>IEX>EDGX>NASDAQ
POV
5
PO
4
86
17
0.55
LiqDrop
false
null
null
0
NYSE>BATS>IEX>EDGX>NASDAQ
PO
68.5
85
6.7
105
2
29
28
PositionLimitNear
null
Venue switch reduced impact
X003419
2025-12-12 13:03:40
TLT
Sell
22,911
93.41
2,140,116.51
3.5
0.084
Low
21.8
28
-15.1
EDGX>NYSE>IEX>BATS
Adaptive
3
MKT
9
71
35
0.62
LiqDrop
false
null
null
0
EDGX>NYSE>IEX>BATS
MKT
87.3
97
21.8
65
52
18
21
null
null
Toxic prints; widened spread
X003420
2025-12-05 11:00:08
HD
Buy
41,808
42.73
1,786,455.84
2.8
0.162
Low
20.9
31
9
BATS>IEX>EDGX
Adaptive
1
MKT
6.3
74
23
0.52
LiqDrop
false
null
null
0
BATS>IEX>EDGX
MKT
99.9
100
0
10
22
-3
-35
Watchlist
null
Stable book; normal liquidity
X003421
2025-11-26 10:47:54
NKE
Buy
70,128
115.29
8,085,057.12
2.3
0.326
Low
20.9
3
-16.1
NASDAQ>BATS>ARCA
IS
5
IOC
12.2
105
20
0.7
Multi
true
MultiTrigger
VenueSwitch
17
NASDAQ>BATS>ARCA
IOC>MKT
97.2
83
18.3
91
53
19
-22
null
null
Paused due to data glitch
X003422
2025-11-22 09:51:30
META
Buy
6,104
268.51
1,638,985.04
1.4
0.017
Ultra
5.1
23
4.7
BATS>IEX>ARCA>NASDAQ
Adaptive
2
LMT
1.8
62
23
0.59
ToxicitySpike
false
null
null
0
BATS>IEX>ARCA>NASDAQ
LMT
17.1
99
0
53
59
13
-9
null
null
Venue switch reduced impact
X003423
2025-10-31 09:49:15
INTC
Buy
11,963
338.7
4,051,868.1
0.7
0.57
Low
21.9
6
8.5
ARCA>NYSE
IS
5
LMT
9.8
67
18
0.49
Slip>Thresh
false
null
null
0
ARCA>NYSE
LMT
19.7
93
1.8
111
9
-28
20
NoShort
null
Toxic prints; widened spread
X003424
2025-12-11 11:27:14
PFE
Buy
163,810
339.4
55,597,114
1.8
0.445
Low
24.4
12
-26.2
EDGX>BATS>NYSE>IEX>ARCA
IS
5
LMT
11.6
166
24
0.76
LiqDrop
false
null
null
0
EDGX>BATS>NYSE>IEX>ARCA
LMT
63.1
76
1.4
147
23
-21
3
NoShort
null
Stable book; normal liquidity
X003425
2025-11-26 10:41:03
GOOGL
Buy
203,738
164.17
33,447,667.46
2.1
0.607
Low
17.9
14
-9.3
EDGX>IEX>BATS>NASDAQ>NYSE
VWAP
2
LMT
5.5
146
26
0.71
Multi
false
null
null
0
EDGX>IEX>BATS>NASDAQ>NYSE
LMT
35.9
96
9.9
61
4
-16
-31
null
PriceBand
Toxic prints; widened spread
X003426
2025-11-21 09:35:18
XLF
Sell
23,158
234.26
5,424,993.08
3.3
0.063
Ultra
3.3
34
2.8
BATS>IEX
IS
5
IOC
4.7
75
19
0.77
LiqDrop
false
null
null
0
BATS>IEX
IOC
14.7
88
10.1
43
0
-21
-14
null
null
High urgency from PM
X003427
2025-12-09 14:54:12
MSFT
Buy
83,099
129.72
10,779,602.28
2.4
0.441
Low
19.8
35
-21
IEX>ARCA>EDGX
TWAP
1
LMT
5.5
89
32
0.42
LiqDrop
false
null
null
0
IEX>ARCA>EDGX
LMT
69.2
87
0
88
16
-10
-6
null
null
Toxic prints; widened spread
X003428
2025-12-10 14:24:42
XLP
Sell
23,916
255.63
6,113,647.08
2.4
0.083
Medium
18.5
37
17.8
ARCA>IEX>NYSE>NASDAQ>BATS
POV
4
LMT
7.8
73
20
0.4
LiqDrop
false
null
null
0
ARCA>IEX>NYSE>NASDAQ>BATS
LMT
15.7
86
4.3
10
56
25
12
Watchlist
null
High urgency from PM
X003429
2025-12-01 10:34:52
XLV
Buy
44,328
20.37
902,961.36
2.1
0.124
Medium
10.2
18
-3.5
ARCA>NASDAQ>NYSE>IEX>EDGX
VWAP
1
MKT
3.6
75
15
0.57
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>NYSE>IEX>EDGX
MKT
53.9
93
6.7
68
-1
22
-22
NoShort
null
Stable book; normal liquidity
X003430
2025-11-23 11:00:58
XLY
Buy
19,702
220.67
4,347,640.34
2
0.082
Medium
17.6
26
21.1
NASDAQ>NYSE
Adaptive
5
LMT
6.9
72
24
0.52
ToxicitySpike
false
null
null
0
NASDAQ>NYSE
LMT
47.4
90
6.6
108
38
-2
-32
null
Throttle
Venue switch reduced impact
X003431
2025-12-17 09:53:01
IWM
Sell
134,255
204.1
27,401,445.5
1.6
0.185
Low
17.4
39
28.6
IEX>EDGX>BATS>NASDAQ
Adaptive
3
MKT
6.5
127
27
0.57
Multi
false
null
null
0
IEX>EDGX>BATS>NASDAQ
MKT
50.5
100
0
131
35
26
25
NoShort
null
Stable book; normal liquidity
X003432
2025-11-15 12:17:33
CSCO
Sell
120,625
102.04
12,308,575
3.4
0.303
Low
11.8
21
24
NYSE>EDGX>NASDAQ
POV
5
IOC
8.2
138
18
0.46
LiqDrop
false
null
null
0
NYSE>EDGX>NASDAQ
IOC
14
100
11
35
51
-17
-19
null
null
Paused due to data glitch
X003433
2025-12-19 10:45:28
NVDA
Buy
9,310
221.73
2,064,306.3
1.6
0.241
Low
15.4
39
-4.5
NASDAQ>EDGX>NYSE>BATS>IEX
VWAP
1
LMT
3.9
63
23
0.46
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>NYSE>BATS>IEX
LMT
51.2
90
0
189
-9
20
11
NoShort
null
Stable book; normal liquidity
X003434
2025-12-11 15:31:17
XLY
Buy
34,403
44.47
1,529,901.41
1.1
0.143
Medium
17.1
4
-34.1
NYSE>IEX
Adaptive
2
LMT
4.4
74
16
0.46
LiqDrop
false
null
null
0
NYSE>IEX
LMT
43.1
77
8.5
46
2
-29
-9
PositionLimitNear
null
High urgency from PM
X003435
2025-12-07 12:54:27
TLT
Buy
31,049
97.62
3,031,003.38
2.3
0.114
Low
17.1
36
10.8
NASDAQ>EDGX>BATS>ARCA
VWAP
1
MKT
5.4
70
26
0.41
LiqDrop
false
null
null
0
NASDAQ>EDGX>BATS>ARCA
MKT
65.8
89
21.4
52
55
-9
-18
Watchlist
null
High urgency from PM
X003436
2025-12-21 10:57:55
NVDA
Buy
3,109
312.33
971,033.97
1.1
0.08
High
12.1
17
-27.4
IEX>NYSE
IS
4
LMT
5.3
61
21
0.48
Slip>Thresh
false
null
null
0
IEX>NYSE
LMT
98.5
99
0
46
36
1
5
null
null
High urgency from PM
X003437
2025-12-08 09:35:01
NKE
Sell
139,806
290.91
40,670,963.46
1.9
0.65
Low
12.8
38
25.6
NASDAQ>IEX>EDGX>ARCA
POV
2
MKT
5.6
119
19
0.83
Slip>Thresh
false
null
null
0
NASDAQ>IEX>EDGX>ARCA
MKT
88
92
1.2
78
27
-33
10
null
null
Paused due to data glitch
X003438
2025-12-25 15:52:27
DIS
Sell
18,921
175.63
3,323,095.23
1.1
0.083
High
16
28
26.8
BATS>NASDAQ>NYSE
VWAP
1
LMT
3.8
66
22
0.52
LiqDrop
false
null
null
0
BATS>NASDAQ>NYSE
LMT
61.7
96
0
115
16
-40
18
null
null
High urgency from PM
X003439
2025-12-05 11:02:37
VZ
Buy
18,756
315.9
5,925,020.4
2.4
0.16
Low
17
7
16.5
NASDAQ>NYSE
TWAP
1
MKT
5.8
66
30
0.53
Multi
false
null
null
0
NASDAQ>NYSE
MKT
35
95
0
163
-11
5
-22
Watchlist
null
Toxic prints; widened spread
X003440
2025-12-04 10:50:57
SPY
Buy
80,337
480.84
38,629,243.08
1.3
0.109
High
8
28
-13.9
IEX>ARCA
TWAP
2
LMT
2.7
94
29
0.61
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
37
IEX>ARCA
LMT>PO
95.7
89
0
143
56
-36
37
Watchlist
null
Stable book; normal liquidity
X003441
2025-12-03 12:01:36
IEF
Sell
61,346
96.04
5,891,669.84
2.3
0.233
Medium
5.8
21
20.2
ARCA>NASDAQ
TWAP
2
IOC
3.1
86
12
0.75
Multi
false
null
null
0
ARCA>NASDAQ
IOC
26.8
99
9.8
100
10
26
-33
null
null
Toxic prints; widened spread
X003442
2025-12-11 10:29:08
HD
Sell
22,145
219.8
4,867,471
2.2
0.086
Low
24.5
13
-29.8
NYSE>ARCA>IEX>NASDAQ>BATS
Adaptive
5
PO
10.2
74
29
0.85
Slip>Thresh
false
null
null
0
NYSE>ARCA>IEX>NASDAQ>BATS
PO
42.6
98
0
10
49
17
24
null
null
Paused due to data glitch
X003443
2025-11-08 14:53:36
BAC
Sell
62,005
271.82
16,854,199.1
1.6
0.169
Medium
6.9
33
24.1
NYSE>BATS>ARCA>EDGX
Adaptive
1
LMT
2
81
32
0.62
LiqDrop
false
null
null
0
NYSE>BATS>ARCA>EDGX
LMT
86.7
96
6.6
124
-6
-11
-11
null
null
Stable book; normal liquidity
X003444
2025-12-13 12:39:15
XOM
Sell
6,485
128.18
831,247.3
2.8
0.059
Medium
10.7
39
-16.1
NASDAQ>ARCA>BATS
IS
5
MKT
8.1
64
29
0.41
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>BATS
MKT
66.6
87
4.1
125
-18
14
20
null
null
Venue switch reduced impact
X003445
2025-11-20 15:08:12
XLY
Buy
37,384
189.49
7,083,894.16
2
0.156
Medium
12.8
3
-0.4
NASDAQ>NYSE
IS
5
LMT
6.9
84
19
0.68
Slip>Thresh
false
null
null
0
NASDAQ>NYSE
LMT
84.6
93
4.6
134
23
28
21
null
null
Stable book; normal liquidity
X003446
2025-12-15 09:57:36
NFLX
Sell
13,339
74.89
998,957.71
2.8
0.127
Low
20.3
18
-11
ARCA>NASDAQ>EDGX>IEX>BATS
Adaptive
4
LMT
7.5
67
18
0.46
Multi
false
null
null
0
ARCA>NASDAQ>EDGX>IEX>BATS
LMT
32
90
0.9
10
57
17
15
NoShort
null
Stable book; normal liquidity
X003447
2025-11-01 15:10:54
AMZN
Buy
3,529
342.1
1,207,270.9
2.9
0.162
Medium
7.5
25
7.4
NASDAQ>ARCA
IS
4
MKT
6
62
16
0.59
Multi
false
null
null
0
NASDAQ>ARCA
MKT
78.5
91
8.3
89
15
5
-7
null
null
Stable book; normal liquidity
X003448
2025-12-15 10:55:42
TSLA
Buy
15,339
73.65
1,129,717.35
1.5
0.048
Ultra
6.9
28
8.9
BATS>NASDAQ>NYSE>ARCA>IEX
IS
4
LMT
3.7
68
22
0.41
Slip>Thresh
false
null
null
0
BATS>NASDAQ>NYSE>ARCA>IEX
LMT
92.9
93
0.8
59
-6
26
-2
null
null
Stable book; normal liquidity
X003449
2025-12-04 15:26:47
MSFT
Sell
26,777
254.99
6,827,867.23
2.7
0.142
Low
23.5
17
15.8
NASDAQ>NYSE
VWAP
2
MKT
8.4
71
28
0.6
ToxicitySpike
false
null
null
0
NASDAQ>NYSE
MKT
16.1
98
40.1
10
11
-10
-36
null
null
High urgency from PM
X003450
2025-12-11 09:35:41
BA
Buy
59,262
241.51
14,312,365.62
1.4
0.197
Medium
14.3
12
7.4
NASDAQ>EDGX>BATS>ARCA
TWAP
3
LMT
4.9
89
15
0.81
Slip>Thresh
true
SlippageAboveThreshold
Cross
24
NASDAQ>EDGX>BATS>ARCA
LMT>PO
77.6
91
19.1
114
19
-5
-13
null
null
Venue switch reduced impact
X003451
2025-12-05 12:48:29
CVX
Sell
13,004
313.03
4,070,642.12
1.3
0.077
Medium
21.1
6
8.7
NASDAQ>NYSE>BATS>IEX
IS
5
LMT
9.7
68
24
0.78
LiqDrop
false
null
null
0
NASDAQ>NYSE>BATS>IEX
LMT
41
97
0
69
-16
11
12
Watchlist
null
Stable book; normal liquidity
X003452
2025-10-31 14:06:59
PFE
Sell
46,371
174.31
8,082,929.01
2.8
0.126
Low
23.8
16
31.9
NYSE>BATS
IS
5
LMT
12
90
24
0.72
Multi
false
null
null
0
NYSE>BATS
LMT
25.4
90
25.4
54
5
-36
-40
null
null
High urgency from PM
X003453
2025-12-10 13:05:51
XLP
Buy
10,453
16.42
171,638.26
3.2
0.036
Ultra
4.9
24
13.4
EDGX>NYSE>ARCA>IEX
POV
5
MKT
5.1
66
33
0.65
LiqDrop
false
null
null
0
EDGX>NYSE>ARCA>IEX
MKT
1.3
85
4.1
72
29
-20
-24
PositionLimitNear
null
Paused due to data glitch
X003454
2025-12-03 10:14:21
VZ
Sell
80,874
161.01
13,021,522.74
3.3
0.692
Low
12.3
13
-34.9
EDGX>IEX
VWAP
2
LMT
4.7
94
34
0.74
Slip>Thresh
false
null
null
0
EDGX>IEX
LMT
72
85
8.3
162
-18
28
-8
null
null
Paused due to data glitch
X003455
2025-12-06 13:54:35
DIS
Buy
16,851
49.98
842,212.98
1.7
0.074
Medium
20.1
9
-12.7
BATS>NYSE>EDGX>ARCA
POV
5
LMT
8.8
70
22
0.71
Slip>Thresh
false
null
null
0
BATS>NYSE>EDGX>ARCA
LMT
97.5
90
11.8
74
13
-5
-10
null
null
Venue switch reduced impact
X003456
2025-11-09 13:27:04
NKE
Sell
8,856
104.65
926,780.4
1.9
0.041
Ultra
8.9
4
0.6
NYSE>BATS>EDGX
POV
4
LMT
4.3
65
18
0.56
LiqDrop
false
null
null
0
NYSE>BATS>EDGX
LMT
85.9
91
4.2
56
46
16
13
null
null
Toxic prints; widened spread
X003457
2025-12-24 14:41:32
NVDA
Sell
8,305
83.08
689,979.4
1
0.215
Medium
9.5
4
-8.9
EDGX>IEX
TWAP
2
MKT
3.6
63
30
0.8
Slip>Thresh
false
null
null
0
EDGX>IEX
MKT
24.8
91
3.4
103
33
-13
8
null
PriceBand
High urgency from PM
X003458
2025-12-08 13:28:23
AAPL
Sell
36,047
43.71
1,575,614.37
2.6
0.106
Low
15.3
39
28.1
ARCA>NASDAQ>EDGX>NYSE>BATS
Adaptive
4
LMT
5.9
80
33
0.67
LiqDrop
false
null
null
0
ARCA>NASDAQ>EDGX>NYSE>BATS
LMT
20.7
92
18.4
58
-14
28
-3
null
null
Toxic prints; widened spread
X003459
2025-11-03 11:44:10
SPY
Buy
165,277
496.72
82,096,391.44
1.7
0.223
Medium
8.3
7
26.1
ARCA>NASDAQ>NYSE>EDGX>IEX
IS
5
LMT
4.9
167
14
0.76
LiqDrop
false
null
null
0
ARCA>NASDAQ>NYSE>EDGX>IEX
LMT
21.8
85
30.1
202
57
-5
6
null
VenueReject
Venue switch reduced impact
X003460
2025-11-14 15:49:47
BRK.B
Buy
40,814
176.19
7,191,018.66
1.6
0.186
High
3.9
33
-18.9
ARCA>NASDAQ>BATS
Adaptive
3
LMT
1.9
80
18
0.82
LiqDrop
false
null
null
0
ARCA>NASDAQ>BATS
LMT
47.6
87
0
80
6
23
-31
null
null
Paused due to data glitch
X003461
2025-12-05 13:31:24
BA
Buy
19,942
192.18
3,832,453.56
1.8
0.066
Medium
18
7
-19.9
NASDAQ>IEX>ARCA>NYSE>BATS
POV
5
MKT
9.7
72
34
0.5
Multi
false
null
null
0
NASDAQ>IEX>ARCA>NYSE>BATS
MKT
97.3
98
4.2
36
48
-32
24
NoShort
null
High urgency from PM
X003462
2025-12-11 11:30:13
T
Buy
4,249
231.47
983,516.03
4.2
0.035
Medium
17
9
-12.9
IEX>NASDAQ>EDGX
VWAP
1
IOC
6.1
61
26
0.73
Multi
false
null
null
0
IEX>NASDAQ>EDGX
IOC
76
93
0.4
53
47
2
-25
null
null
Paused due to data glitch
X003463
2025-11-22 09:35:55
CSCO
Buy
114,423
259.67
29,712,220.41
3.9
0.287
Low
10.6
15
28.8
ARCA>NASDAQ
IS
4
MKT
8.3
125
15
0.49
LiqDrop
false
null
null
0
ARCA>NASDAQ
MKT
82.7
91
8.7
10
30
-13
17
null
null
Venue switch reduced impact
X003464
2025-11-02 14:06:38
AMZN
Buy
1,268
245.01
310,672.68
1.8
0.058
Medium
36.9
12
13.4
ARCA>NASDAQ>BATS>EDGX
TWAP
2
PO
11.2
60
15
0.76
Multi
false
null
null
0
ARCA>NASDAQ>BATS>EDGX
PO
97.9
87
7.4
10
50
-7
26
Watchlist
null
Toxic prints; widened spread
X003465
2025-11-09 11:46:43
BA
Sell
53,360
311.83
16,639,248.8
3
0.178
Low
21.6
23
-25.2
IEX>BATS>ARCA>EDGX
VWAP
3
MKT
9.1
86
26
0.71
ToxicitySpike
false
null
null
0
IEX>BATS>ARCA>EDGX
MKT
4.9
97
0
87
50
20
-32
null
null
Stable book; normal liquidity
X003466
2025-11-28 13:41:49
WMT
Sell
88,127
307.06
27,060,276.62
5
0.271
Low
4
29
-1.6
EDGX>NASDAQ
POV
5
MKT
6.5
117
22
0.83
Multi
true
MultiTrigger
VenueSwitch
12
EDGX>NASDAQ
MKT>LMT
85.2
93
22.1
8
26
28
23
Watchlist
null
Paused due to data glitch
X003467
2025-11-29 12:01:36
XLF
Sell
19,706
263.51
5,192,728.06
2.1
0.054
Ultra
6.8
31
25.8
IEX>ARCA
Adaptive
3
MKT
3.4
69
33
0.56
ToxicitySpike
false
null
null
0
IEX>ARCA
MKT
33.7
87
1.3
91
-4
17
8
null
null
High urgency from PM
X003468
2025-11-10 09:35:26
NVDA
Sell
9,323
183.27
1,708,626.21
1.7
0.241
Low
36.4
27
-31.7
NYSE>NASDAQ>EDGX>IEX
VWAP
1
LMT
8.3
63
14
0.59
LiqDrop
true
LiquidityDrop
AlgoSwitch
16
NYSE>NASDAQ>EDGX>IEX
LMT>IOC
22.4
100
9.8
126
43
-2
-24
null
null
High urgency from PM
X003469
2025-11-07 13:30:09
XOM
Sell
42,656
107.38
4,580,401.28
4.1
0.39
Low
17.7
32
-23
BATS>NYSE>ARCA>EDGX
VWAP
1
IOC
6.3
74
23
0.52
LiqDrop
false
null
null
0
BATS>NYSE>ARCA>EDGX
IOC
46.6
95
7.4
19
20
18
-33
NoShort
null
Stable book; normal liquidity
X003470
2025-12-18 12:09:32
META
Sell
36,857
89.26
3,289,855.82
1.1
0.103
Medium
20.5
22
1.1
IEX>NASDAQ>BATS>ARCA>EDGX
TWAP
1
LMT
4.9
72
29
0.71
LiqDrop
false
null
null
0
IEX>NASDAQ>BATS>ARCA>EDGX
LMT
53.4
94
11.1
10
-10
28
-34
Watchlist
null
Venue switch reduced impact
X003471
2025-11-02 09:35:23
JPM
Buy
6,186
165.08
1,021,184.88
3.8
0.153
Low
32.1
25
-30.3
NASDAQ>NYSE>BATS
Adaptive
3
PO
11.3
63
15
0.78
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>BATS
PO
62.8
85
0
30
-11
-29
-24
null
null
Paused due to data glitch
X003472
2025-11-25 10:18:20
BRK.B
Sell
47,058
283.98
13,363,530.84
2.6
0.214
Low
19.8
12
-6.2
NYSE>ARCA>EDGX>BATS
Adaptive
4
PO
8
87
32
0.76
ToxicitySpike
false
null
null
0
NYSE>ARCA>EDGX>BATS
PO
75.5
96
3.6
62
-20
16
8
null
null
Paused due to data glitch
X003473
2025-11-01 14:57:45
BRK.B
Buy
49,388
154.16
7,613,654.08
2.1
0.224
Low
14.5
29
-34.8
EDGX>NYSE>ARCA>IEX
Adaptive
4
LMT
5.5
88
22
0.55
ToxicitySpike
false
null
null
0
EDGX>NYSE>ARCA>IEX
LMT
28.9
98
4.8
87
4
-28
-18
null
null
Paused due to data glitch
X003474
2025-12-25 12:52:44
BRK.B
Sell
60,289
336.62
20,294,483.18
2.2
0.274
Low
7.3
35
-28.9
NYSE>IEX
IS
5
MKT
5.9
99
12
0.44
Multi
false
null
null
0
NYSE>IEX
MKT
66.5
100
27.5
74
28
-14
-2
null
null
High urgency from PM
X003475
2025-10-30 15:19:46
TLT
Sell
25,642
94.78
2,430,348.76
2.2
0.094
Medium
13
33
8
ARCA>BATS
Adaptive
2
LMT
4
70
18
0.85
LiqDrop
false
null
null
0
ARCA>BATS
LMT
41.6
91
13.9
50
-5
0
-8
null
null
Venue switch reduced impact
X003476
2025-12-17 13:58:16
T
Buy
11,599
263.72
3,058,888.28
4.8
0.097
Low
8.8
19
6.7
IEX>ARCA>EDGX
VWAP
3
PO
5.5
65
35
0.53
LiqDrop
false
null
null
0
IEX>ARCA>EDGX
PO
63.6
89
16.9
48
33
29
-26
Watchlist
null
High urgency from PM
X003477
2025-12-11 12:58:36
TLT
Sell
20,461
93.55
1,914,126.55
2.7
0.075
High
8.2
7
-17.5
EDGX>NYSE
TWAP
3
LMT
3.9
70
31
0.81
Multi
false
null
null
0
EDGX>NYSE
LMT
88.9
91
4.6
48
-4
-17
39
Watchlist
null
Venue switch reduced impact
X003478
2025-11-10 14:49:48
NKE
Sell
19,131
265.66
5,082,341.46
3.3
0.089
Medium
10.3
28
21
BATS>ARCA>IEX
TWAP
1
IOC
4.3
66
32
0.53
Multi
false
null
null
0
BATS>ARCA>IEX
IOC
4.1
96
16.1
40
-20
30
-10
null
null
Stable book; normal liquidity
X003479
2025-10-30 13:28:15
XLK
Buy
31,455
156.33
4,917,360.15
1
0.088
High
14.9
17
-30.2
IEX>ARCA>BATS
IS
4
LMT
6.2
78
26
0.69
Multi
false
null
null
0
IEX>ARCA>BATS
LMT
46
90
11.9
58
55
-15
-26
PositionLimitNear
null
Paused due to data glitch
X003480
2025-10-31 11:41:33
META
Buy
22,694
336.01
7,625,410.94
1
0.063
Ultra
9.9
19
3.1
ARCA>EDGX
TWAP
1
IOC
3
67
34
0.66
Multi
false
null
null
0
ARCA>EDGX
IOC
28.4
86
5.7
60
41
-40
5
null
null
High urgency from PM
X003481
2025-11-18 10:00:39
UNH
Buy
19,920
151.38
3,015,489.6
2.4
0.088
Medium
9.7
30
6.8
EDGX>NYSE
Adaptive
1
LMT
2.8
66
32
0.8
Slip>Thresh
false
null
null
0
EDGX>NYSE
LMT
40.6
99
12.8
45
-11
-21
5
null
null
Toxic prints; widened spread
X003482
2025-11-24 12:59:56
BA
Buy
129,495
153.63
19,894,316.85
1.9
0.431
Low
22.6
38
8.9
ARCA>BATS>IEX>NASDAQ>EDGX
Adaptive
4
MKT
9.4
134
26
0.66
Slip>Thresh
false
null
null
0
ARCA>BATS>IEX>NASDAQ>EDGX
MKT
40.7
94
24.9
106
53
2
12
PositionLimitNear
null
Paused due to data glitch
X003483
2025-12-21 11:55:55
DIS
Buy
35,981
43.23
1,555,458.63
1.7
0.157
Medium
6.8
7
-6.1
ARCA>EDGX>IEX
TWAP
3
IOC
3.4
77
32
0.67
Multi
false
null
null
0
ARCA>EDGX>IEX
IOC
69.4
85
1
101
44
-25
-35
null
Throttle
Paused due to data glitch
X003484
2025-11-12 11:09:28
IWM
Buy
256,848
198.31
50,935,526.88
1.3
0.355
Medium
4.2
14
-10.4
NYSE>NASDAQ
TWAP
3
MKT
2.5
188
34
0.51
Multi
false
null
null
0
NYSE>NASDAQ
MKT
59.6
99
0
237
48
17
-14
null
null
Paused due to data glitch
X003485
2025-11-20 10:43:57
XLE
Sell
36,036
269.24
9,702,332.64
3.5
0.129
Low
14.5
3
18.3
IEX>NASDAQ>EDGX>BATS>NYSE
IS
4
LMT
8
80
32
0.41
ToxicitySpike
false
null
null
0
IEX>NASDAQ>EDGX>BATS>NYSE
LMT
51.1
87
8.4
150
60
18
6
null
null
High urgency from PM
X003486
2025-12-21 14:02:54
INTC
Sell
5,813
60.33
350,698.29
0.8
0.277
Low
36.6
38
-19.4
EDGX>NYSE>ARCA>NASDAQ
IS
4
LMT
14.2
63
32
0.55
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
26
EDGX>NYSE>ARCA>NASDAQ
LMT>MKT
98.5
99
7
152
30
25
33
Watchlist
null
Venue switch reduced impact
X003487
2025-12-10 11:01:27
CVX
Buy
11,131
33.05
367,879.55
1
0.066
Ultra
10.8
14
8.8
IEX>NYSE>EDGX>NASDAQ
IS
4
LMT
4.7
66
28
0.69
Slip>Thresh
false
null
null
0
IEX>NYSE>EDGX>NASDAQ
LMT
92.8
97
5.1
53
53
-1
-11
null
null
Venue switch reduced impact
X003488
2025-11-25 14:24:03
V
Buy
42,760
35.63
1,523,538.8
4.7
0.557
Low
35.6
11
25.3
EDGX>IEX>ARCA
Adaptive
5
MKT
17.6
87
23
0.79
Multi
false
null
null
0
EDGX>IEX>ARCA
MKT
67.3
100
18.3
30
29
-17
-17
null
null
Paused due to data glitch
X003489
2025-10-27 09:35:44
PFE
Sell
45,376
123.83
5,618,910.08
3
0.123
High
3.7
19
-21.9
EDGX>NASDAQ
TWAP
2
LMT
2.5
79
28
0.75
Slip>Thresh
false
null
null
0
EDGX>NASDAQ
LMT
89.1
73
7.1
61
50
16
28
null
null
High urgency from PM
X003490
2025-12-17 15:28:01
NVDA
Sell
856
160.16
137,096.96
1.2
0.022
Ultra
18.8
26
14.1
IEX>BATS
POV
4
MKT
8.6
60
31
0.44
ToxicitySpike
false
null
null
0
IEX>BATS
MKT
56.1
91
10.1
66
3
-36
4
null
null
High urgency from PM
X003491
2025-10-29 15:18:05
XOM
Buy
11,695
180.25
2,108,023.75
2.9
0.107
Low
17.4
37
31.2
ARCA>BATS>NASDAQ
IS
4
MKT
10.4
66
30
0.78
Multi
false
null
null
0
ARCA>BATS>NASDAQ
MKT
20.7
100
9
184
14
17
-8
NoShort
null
High urgency from PM
X003492
2025-11-13 15:04:57
QQQ
Buy
144,764
414.28
59,972,829.92
0.6
0.459
Low
15.2
3
-10.6
NYSE>EDGX>NASDAQ
TWAP
2
IOC
4.9
121
34
0.82
ToxicitySpike
false
null
null
0
NYSE>EDGX>NASDAQ
IOC
15
95
0
134
-12
-24
37
null
null
Paused due to data glitch
X003493
2025-11-09 13:59:36
DIS
Sell
10,628
157.95
1,678,692.6
2
0.046
High
9.2
21
-11.3
ARCA>NASDAQ
Adaptive
1
MKT
3.1
63
29
0.77
ToxicitySpike
false
null
null
0
ARCA>NASDAQ
MKT
43.3
87
14.3
54
3
-33
16
null
null
High urgency from PM
X003494
2025-12-11 15:42:31
NVDA
Buy
3,136
126.52
396,766.72
2
0.081
Low
26.1
32
-20.8
NASDAQ>ARCA>BATS>EDGX>NYSE
POV
5
LMT
11.2
62
32
0.56
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>BATS>EDGX>NYSE
LMT
32.5
89
0
100
-8
-13
-20
null
null
Venue switch reduced impact
X003495
2025-12-06 13:28:31
UNH
Buy
39,692
40.12
1,592,443.04
2.9
0.174
Low
24.5
27
-12.7
NASDAQ>NYSE>EDGX>BATS>IEX
Adaptive
4
MKT
10.6
82
15
0.6
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>EDGX>BATS>IEX
MKT
92.4
98
14.2
50
60
6
-35
null
VenueReject
Venue switch reduced impact
X003496
2025-12-03 09:35:46
AMD
Buy
5,074
166.81
846,393.94
2.1
0.142
Low
37.5
4
-29.9
EDGX>ARCA>NYSE
TWAP
1
IOC
10.5
61
22
0.59
LiqDrop
true
LiquidityDrop
OrderTypeChange
15
EDGX>ARCA>NYSE
IOC>MKT
73.7
94
13.5
134
-8
-8
38
Watchlist
null
Toxic prints; widened spread
X003497
2025-11-27 15:35:20
XLB
Sell
116,377
232.84
27,097,220.68
2
0.297
Low
8.1
15
-21.6
ARCA>IEX>EDGX>BATS>NASDAQ
TWAP
3
MKT
4.3
118
19
0.83
ToxicitySpike
false
null
null
0
ARCA>IEX>EDGX>BATS>NASDAQ
MKT
20.9
98
36.9
138
-10
-1
10
null
null
Paused due to data glitch
X003498
2025-11-10 14:19:34
TLT
Buy
22,053
94.44
2,082,685.32
3
0.081
Low
21
3
34.4
NYSE>ARCA>EDGX>NASDAQ>IEX
TWAP
2
IOC
7.9
69
26
0.54
ToxicitySpike
false
null
null
0
NYSE>ARCA>EDGX>NASDAQ>IEX
IOC
19.3
85
12.5
65
24
-38
23
null
null
High urgency from PM
X003499
2025-12-09 14:51:14
XLY
Buy
7,108
101.02
718,050.16
2.1
0.03
Ultra
6.2
18
27.1
BATS>NYSE>IEX>ARCA
TWAP
2
MKT
3.2
63
15
0.8
LiqDrop
false
null
null
0
BATS>NYSE>IEX>ARCA
MKT
44.6
85
0
73
-18
-1
-21
Watchlist
null
Paused due to data glitch
X003500
2025-12-01 13:05:49
JPM
Buy
2,440
233.45
569,618
3.7
0.06
Low
34.7
38
-0.6
BATS>ARCA
Adaptive
4
MKT
14.7
61
32
0.83
ToxicitySpike
false
null
null
0
BATS>ARCA
MKT
40.5
88
21.6
131
45
7
-8
null
null
Stable book; normal liquidity