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
X000401
2025-11-14 09:35:26
V
Buy
6,690
295.67
1,978,032.3
5.1
0.087
Low
24.8
30
-6.3
IEX>NYSE
IS
5
LMT
14.3
64
30
0.47
Multi
false
null
null
0
IEX>NYSE
LMT
62.9
85
19.2
80
14
8
-24
null
null
Venue switch reduced impact
X000402
2025-11-30 10:59:02
AMZN
Buy
1,370
262.07
359,035.9
2.8
0.063
Low
28
37
-31.2
NYSE>BATS>IEX>NASDAQ>EDGX
TWAP
1
LMT
7.3
60
33
0.48
ToxicitySpike
false
null
null
0
NYSE>BATS>IEX>NASDAQ>EDGX
LMT
9.4
92
3.6
138
-18
-14
-28
null
null
Toxic prints; widened spread
X000403
2025-12-02 14:58:11
JPM
Buy
1,821
159.67
290,759.07
2.5
0.045
Ultra
5.9
20
23.9
ARCA>EDGX
Adaptive
3
MKT
3.4
60
17
0.49
Multi
false
null
null
0
ARCA>EDGX
MKT
97.1
90
4.8
58
2
-21
3
PositionLimitNear
null
Venue switch reduced impact
X000404
2025-10-30 09:35:06
NKE
Buy
15,293
286.79
4,385,879.47
2.3
0.071
High
10.1
12
-3.1
IEX>ARCA>NYSE>NASDAQ>BATS
VWAP
2
PO
3.9
66
24
0.47
ToxicitySpike
false
null
null
0
IEX>ARCA>NYSE>NASDAQ>BATS
PO
46.1
98
0
109
11
18
37
null
null
Paused due to data glitch
X000405
2025-12-09 15:04:26
IWM
Sell
96,652
202.59
19,580,728.68
1.5
0.133
Low
21.2
16
-13
NYSE>BATS>EDGX>ARCA
IS
5
PO
11
122
32
0.78
LiqDrop
true
LiquidityDrop
AlgoSwitch
21
NYSE>BATS>EDGX>ARCA
PO>LMT
43.9
94
4.3
162
49
18
-28
null
null
High urgency from PM
X000406
2025-12-20 13:48:31
UNH
Buy
23,530
23.91
562,602.3
1.5
0.103
High
7.3
5
-14.3
NASDAQ>NYSE>IEX>EDGX
VWAP
1
IOC
2.5
68
13
0.78
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>IEX>EDGX
IOC
26
89
5.8
105
4
-28
-15
NoShort
null
Paused due to data glitch
X000407
2025-11-04 13:53:06
HYG
Buy
47,986
73.63
3,533,209.18
1.1
0.263
Medium
13.4
28
-35
ARCA>BATS>NASDAQ
POV
4
LMT
5.3
87
20
0.62
Multi
false
null
null
0
ARCA>BATS>NASDAQ
LMT
81.7
95
6.3
93
25
-7
-35
NoShort
null
Stable book; normal liquidity
X000408
2025-11-28 14:35:02
NFLX
Buy
6,367
16.61
105,755.87
4.6
0.061
Medium
10.5
39
-9
IEX>ARCA
IS
5
LMT
8
64
32
0.56
ToxicitySpike
false
null
null
0
IEX>ARCA
LMT
47.2
93
5.9
10
56
2
-23
null
null
Paused due to data glitch
X000409
2025-11-29 11:18:50
JNJ
Buy
27,525
254.17
6,996,029.25
4.5
0.101
Medium
8.6
3
-16.2
BATS>ARCA
Adaptive
1
PO
3.8
69
28
0.71
Slip>Thresh
false
null
null
0
BATS>ARCA
PO
85.4
99
0
56
20
10
-9
null
null
Toxic prints; widened spread
X000410
2025-11-05 09:35:21
MA
Sell
19,740
213.28
4,210,147.2
1.2
0.084
Ultra
6.5
33
-25.9
ARCA>BATS
POV
4
LMT
3
71
33
0.44
LiqDrop
false
null
null
0
ARCA>BATS
LMT
1.7
88
4.6
71
25
-27
-32
null
null
High urgency from PM
X000411
2025-10-30 10:22:32
MSFT
Sell
5,025
116.13
583,553.25
2
0.027
Ultra
4.9
13
31.8
BATS>NYSE>NASDAQ
TWAP
3
LMT
2.5
62
29
0.81
Slip>Thresh
false
null
null
0
BATS>NYSE>NASDAQ
LMT
5.5
99
7.8
16
-4
-40
5
Watchlist
null
Paused due to data glitch
X000412
2025-11-26 15:34:18
V
Buy
5,918
339.91
2,011,587.38
5.5
0.077
Low
27.7
28
17.2
BATS>EDGX>ARCA
VWAP
1
LMT
8
62
13
0.77
Multi
false
null
null
0
BATS>EDGX>ARCA
LMT
83.9
98
0
68
-3
-37
-18
null
null
Venue switch reduced impact
X000413
2025-11-16 11:54:39
TSLA
Sell
17,679
270.38
4,780,048.02
2.1
0.055
Medium
14.9
19
-6.9
NYSE>BATS
VWAP
2
LMT
4.6
67
34
0.5
Slip>Thresh
false
null
null
0
NYSE>BATS
LMT
69.2
94
12.2
10
-19
-10
16
null
null
Paused due to data glitch
X000414
2025-11-27 11:22:07
NVDA
Buy
1,803
135.75
244,757.25
1.4
0.047
High
14.7
14
-23.5
EDGX>NYSE>NASDAQ>ARCA
VWAP
1
LMT
3.6
60
35
0.46
Multi
false
null
null
0
EDGX>NYSE>NASDAQ>ARCA
LMT
69.5
88
0
46
54
23
26
null
null
Toxic prints; widened spread
X000415
2025-11-30 12:10:12
LQD
Buy
17,119
109.65
1,877,098.35
1.7
0.084
Ultra
4.2
13
1
EDGX>ARCA>NYSE
TWAP
2
MKT
2.3
67
23
0.81
Multi
false
null
null
0
EDGX>ARCA>NYSE
MKT
54.3
97
0.1
105
2
-6
28
null
null
High urgency from PM
X000416
2025-11-27 13:02:20
QQQ
Sell
67,509
397.6
26,841,578.4
0.5
0.214
High
14.3
15
-21
IEX>ARCA>NYSE>BATS
TWAP
1
LMT
3.4
83
25
0.74
ToxicitySpike
false
null
null
0
IEX>ARCA>NYSE>BATS
LMT
67.1
92
9.7
33
-7
-3
-20
NoShort
null
Paused due to data glitch
X000417
2025-11-01 12:13:02
XLV
Sell
18,279
31.36
573,229.44
1
0.051
Ultra
4.4
27
-14.8
NASDAQ>NYSE>ARCA>EDGX>BATS
VWAP
3
LMT
1.8
69
27
0.83
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>ARCA>EDGX>BATS
LMT
10.5
85
2.5
59
11
10
-1
null
null
Stable book; normal liquidity
X000418
2025-11-08 10:13:36
CSCO
Sell
34,299
258.81
8,876,924.19
4.6
0.086
Medium
9.3
15
-33.1
NYSE>NASDAQ>BATS
POV
4
IOC
7.2
79
13
0.84
Multi
false
null
null
0
NYSE>NASDAQ>BATS
IOC
9.8
85
9
101
-3
-35
-28
NoShort
null
Paused due to data glitch
X000419
2025-12-02 15:22:22
CSCO
Sell
24,806
198.56
4,925,479.36
4.2
0.062
Low
18.8
6
15
NASDAQ>EDGX
VWAP
2
MKT
7.9
70
35
0.61
ToxicitySpike
false
null
null
0
NASDAQ>EDGX
MKT
19.3
100
0
10
54
-37
32
null
null
Stable book; normal liquidity
X000420
2025-12-02 13:24:53
WMT
Buy
55,338
165.22
9,142,944.36
4.3
0.17
Low
13
35
-15.2
BATS>ARCA>EDGX>NYSE>IEX
Adaptive
5
MKT
8.4
95
18
0.8
Slip>Thresh
false
null
null
0
BATS>ARCA>EDGX>NYSE>IEX
MKT
86.8
95
17.1
10
-5
-37
38
Watchlist
null
Toxic prints; widened spread
X000421
2025-12-21 12:24:30
IWM
Sell
201,975
203.3
41,061,517.5
0.9
0.279
Medium
13.7
20
-11.1
NASDAQ>EDGX>ARCA>BATS>IEX
TWAP
3
IOC
5.2
160
12
0.49
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>ARCA>BATS>IEX
IOC
32.7
89
0.7
150
44
0
35
null
null
Venue switch reduced impact
X000422
2025-12-10 14:19:00
HYG
Buy
7,299
74.91
546,768.09
1.5
0.04
High
22.8
8
25.4
ARCA>BATS>NYSE
VWAP
3
PO
7.7
63
12
0.64
Multi
false
null
null
0
ARCA>BATS>NYSE
PO
2.5
87
3.8
65
49
-29
-33
null
null
Venue switch reduced impact
X000423
2025-11-01 12:06:33
NVDA
Buy
6,896
57.38
395,692.48
1.3
0.178
High
5
22
-12.9
BATS>NYSE
Adaptive
5
LMT
2.5
64
32
0.77
Slip>Thresh
false
null
null
0
BATS>NYSE
LMT
9.4
97
1.4
141
59
26
-38
null
Throttle
Venue switch reduced impact
X000424
2025-12-23 11:55:56
XLU
Sell
43,810
162.83
7,133,582.3
1.7
0.14
Medium
9.9
28
-26.1
IEX>NASDAQ>BATS
Adaptive
5
LMT
4.3
88
24
0.5
Slip>Thresh
false
null
null
0
IEX>NASDAQ>BATS
LMT
77.7
89
0
107
34
30
-24
null
null
Toxic prints; widened spread
X000425
2025-12-09 14:35:50
XLB
Buy
23,346
212.33
4,957,056.18
1.6
0.059
Medium
17.8
22
33.2
IEX>NASDAQ
TWAP
1
MKT
5.5
68
29
0.7
LiqDrop
true
LiquidityDrop
AlgoSwitch
18
IEX>NASDAQ
MKT>LMT
57.4
93
12.3
88
29
-27
-32
null
null
Paused due to data glitch
X000426
2025-11-28 12:14:58
VZ
Buy
2,098
53.4
112,033.2
2.9
0.018
Ultra
10.3
15
5.6
EDGX>NASDAQ>ARCA>NYSE>IEX
IS
4
LMT
5.9
61
27
0.69
LiqDrop
false
null
null
0
EDGX>NASDAQ>ARCA>NYSE>IEX
LMT
60.8
85
5.1
63
-6
-10
-5
null
null
High urgency from PM
X000427
2025-10-28 10:27:00
PFE
Buy
67,012
334.87
22,440,308.44
2.9
0.182
Low
14.9
19
18.2
NASDAQ>NYSE>BATS>ARCA
TWAP
1
MKT
5.5
83
33
0.84
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>BATS>ARCA
MKT
11.6
92
5.5
129
12
26
29
NoShort
null
Paused due to data glitch
X000428
2025-11-04 10:00:36
MA
Buy
148,400
118.27
17,551,268
0.8
0.632
Medium
6.7
21
-11.7
NYSE>BATS>NASDAQ>ARCA>IEX
POV
3
MKT
3.3
134
34
0.48
LiqDrop
false
null
null
0
NYSE>BATS>NASDAQ>ARCA>IEX
MKT
98.1
97
0
120
-7
22
-16
null
null
Venue switch reduced impact
X000429
2025-12-02 13:11:46
XLK
Buy
34,776
59.35
2,063,955.6
1.3
0.098
Medium
24.8
36
16.1
EDGX>BATS>NASDAQ>NYSE>IEX
POV
5
MKT
12.4
82
30
0.81
LiqDrop
false
null
null
0
EDGX>BATS>NASDAQ>NYSE>IEX
MKT
96.3
90
0.4
56
40
22
-10
null
null
Stable book; normal liquidity
X000430
2025-11-19 15:21:17
JPM
Buy
5,550
248.76
1,380,618
4.6
0.137
Low
38.4
14
-27
EDGX>ARCA
VWAP
2
MKT
13.8
62
13
0.78
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
14
EDGX>ARCA
MKT>IOC
37.7
84
12.8
25
-16
0
1
Watchlist
null
High urgency from PM
X000431
2025-12-24 12:08:10
INTC
Buy
6,219
87.82
546,152.58
0.9
0.296
Low
37.1
25
-17.6
NYSE>NASDAQ
TWAP
1
LMT
8.5
62
35
0.79
LiqDrop
false
null
null
0
NYSE>NASDAQ
LMT
20.7
96
9.7
16
43
28
-37
null
null
High urgency from PM
X000432
2025-12-14 12:10:39
XLY
Sell
11,898
23.1
274,843.8
2.4
0.05
High
10.9
29
-28.8
NYSE>ARCA
Adaptive
1
MKT
3.7
64
29
0.84
ToxicitySpike
false
null
null
0
NYSE>ARCA
MKT
86.9
87
3.1
31
13
-32
-17
null
PriceBand
Paused due to data glitch
X000433
2025-12-02 15:18:46
VZ
Sell
10,630
140.81
1,496,810.3
3
0.091
Low
19.7
27
4.5
BATS>NASDAQ>NYSE>IEX>EDGX
Adaptive
3
LMT
6.6
65
35
0.85
Slip>Thresh
false
null
null
0
BATS>NASDAQ>NYSE>IEX>EDGX
LMT
99.1
70
26.2
83
-13
-14
8
null
null
Stable book; normal liquidity
X000434
2025-12-15 14:05:05
UNH
Sell
40,934
175.66
7,190,466.44
1.4
0.18
Low
22.3
20
-10.3
NASDAQ>IEX>NYSE>BATS
VWAP
1
PO
5.8
74
13
0.5
LiqDrop
false
null
null
0
NASDAQ>IEX>NYSE>BATS
PO
18.5
92
3.4
10
-9
-4
-16
null
null
High urgency from PM
X000435
2025-12-09 09:35:07
XLP
Sell
29,562
346.75
10,250,623.5
3.3
0.102
Medium
7.6
12
4.3
NYSE>IEX>NASDAQ>BATS
TWAP
2
PO
4
72
19
0.72
ToxicitySpike
false
null
null
0
NYSE>IEX>NASDAQ>BATS
PO
70.7
95
0.8
84
60
0
-15
null
null
High urgency from PM
X000436
2025-12-01 14:34:05
JPM
Buy
7,339
236.68
1,736,994.52
3.5
0.182
Low
11.7
12
16.6
BATS>ARCA>EDGX>NASDAQ
POV
5
PO
7.8
64
12
0.71
Slip>Thresh
false
null
null
0
BATS>ARCA>EDGX>NASDAQ
PO
88.1
92
0
74
46
23
-28
null
null
Venue switch reduced impact
X000437
2025-12-16 09:40:32
T
Buy
102,488
242.91
24,895,360.08
3.8
0.855
Low
11.9
29
-5.2
IEX>BATS>EDGX>NASDAQ>ARCA
VWAP
3
LMT
5.6
111
20
0.45
Slip>Thresh
false
null
null
0
IEX>BATS>EDGX>NASDAQ>ARCA
LMT
37.6
91
0
190
-7
29
-23
PositionLimitNear
null
Stable book; normal liquidity
X000438
2025-12-23 10:33:51
AMD
Sell
14,844
86.97
1,290,982.68
1.3
0.414
Low
26.9
8
28.2
NYSE>NASDAQ>EDGX>IEX>BATS
TWAP
3
LMT
8.6
67
18
0.83
ToxicitySpike
false
null
null
0
NYSE>NASDAQ>EDGX>IEX>BATS
LMT
58.8
81
0
85
-16
-29
7
null
null
Toxic prints; widened spread
X000439
2025-11-01 12:00:19
XLF
Buy
51,536
122.7
6,323,467.2
2.8
0.141
Medium
9.5
32
-32.7
EDGX>BATS>IEX
Adaptive
1
PO
3.3
78
14
0.71
Slip>Thresh
false
null
null
0
EDGX>BATS>IEX
PO
97.2
88
0
103
15
25
-9
null
null
Venue switch reduced impact
X000440
2025-11-13 10:16:00
AMD
Buy
1,467
299.35
439,146.45
2.2
0.041
Medium
26.1
25
-31.3
EDGX>BATS>IEX
VWAP
1
LMT
6.3
60
31
0.73
Slip>Thresh
false
null
null
0
EDGX>BATS>IEX
LMT
50.2
82
0
70
16
-7
40
null
null
High urgency from PM
X000441
2025-10-28 11:20:02
IWM
Sell
61,915
196.45
12,163,201.75
1.8
0.085
Ultra
3.3
21
-12
NASDAQ>EDGX>NYSE
IS
5
MKT
3.5
100
13
0.6
LiqDrop
false
null
null
0
NASDAQ>EDGX>NYSE
MKT
58.8
92
10.4
90
17
-24
7
NoShort
null
Toxic prints; widened spread
X000442
2025-11-29 15:06:35
XLP
Sell
34,119
100.78
3,438,512.82
2.8
0.118
Medium
9.6
13
31.7
NYSE>EDGX>IEX>ARCA>BATS
VWAP
3
MKT
5
77
13
0.43
ToxicitySpike
false
null
null
0
NYSE>EDGX>IEX>ARCA>BATS
MKT
68.9
98
10.1
62
36
-33
20
null
null
Stable book; normal liquidity
X000443
2025-12-16 09:35:28
KO
Buy
12,342
51.51
635,736.42
3.4
0.307
Low
21.4
12
-11.4
IEX>BATS>ARCA
TWAP
1
MKT
7.5
64
35
0.72
ToxicitySpike
false
null
null
0
IEX>BATS>ARCA
MKT
44
95
8.9
135
-9
15
-36
null
null
Paused due to data glitch
X000444
2025-11-15 09:35:10
TLT
Sell
60,791
94.37
5,736,846.67
3.4
0.222
Low
19.6
38
-30.7
NYSE>ARCA>NASDAQ>EDGX
IS
5
LMT
10.8
99
15
0.77
Multi
true
MultiTrigger
Pause
13
NYSE>ARCA>NASDAQ>EDGX
LMT>MKT
73.9
90
16.6
92
48
7
13
NoShort
null
Toxic prints; widened spread
X000445
2025-11-30 12:41:16
DIS
Buy
351,533
323.11
113,583,827.63
2.2
1.534
Low
10.4
13
-25.3
NYSE>IEX
VWAP
2
MKT
4.9
209
25
0.83
Multi
false
null
null
0
NYSE>IEX
MKT
89.1
88
15.9
173
18
-23
13
null
null
Paused due to data glitch
X000446
2025-11-15 11:25:20
CSCO
Buy
76,191
201.99
15,389,820.09
4.7
0.191
Low
13.9
14
-33.1
ARCA>IEX>NYSE>NASDAQ
Adaptive
5
MKT
9.1
109
30
0.79
Multi
false
null
null
0
ARCA>IEX>NYSE>NASDAQ
MKT
60.3
85
0
10
0
8
0
null
null
Toxic prints; widened spread
X000447
2025-12-06 13:59:16
AMD
Sell
5,822
126.58
736,948.76
1.5
0.162
Low
25.6
27
-29.5
NYSE>BATS
Adaptive
5
LMT
9.2
63
32
0.44
Multi
false
null
null
0
NYSE>BATS
LMT
14.1
98
11.7
83
28
-16
24
null
null
Stable book; normal liquidity
X000448
2025-12-11 11:04:18
AAPL
Sell
30,081
96.37
2,898,905.97
2.5
0.089
Medium
13.3
20
-20.5
ARCA>NASDAQ
TWAP
1
MKT
4.8
70
28
0.64
ToxicitySpike
false
null
null
0
ARCA>NASDAQ
MKT
20
96
3.9
92
56
-14
-7
null
null
Stable book; normal liquidity
X000449
2025-12-06 09:35:49
IWM
Buy
311,170
198.49
61,764,133.3
1
0.429
Low
10.4
11
2
ARCA>BATS>NASDAQ
TWAP
3
MKT
4.5
215
26
0.49
ToxicitySpike
false
null
null
0
ARCA>BATS>NASDAQ
MKT
33.3
97
11.6
141
21
-2
20
null
null
Toxic prints; widened spread
X000450
2025-11-19 14:38:03
UNH
Buy
53,215
346.31
18,428,886.65
1.5
0.234
Medium
9.7
8
22.3
ARCA>BATS>NYSE>NASDAQ
VWAP
3
LMT
3.5
86
22
0.52
Slip>Thresh
false
null
null
0
ARCA>BATS>NYSE>NASDAQ
LMT
68.8
89
0
93
20
-37
-40
null
null
Stable book; normal liquidity
X000451
2025-12-09 10:35:55
MSFT
Sell
61,500
98.28
6,044,220
2.2
0.326
Low
12
39
-4.9
BATS>ARCA>EDGX>NYSE>NASDAQ
Adaptive
2
LMT
3.8
86
33
0.66
Multi
false
null
null
0
BATS>ARCA>EDGX>NYSE>NASDAQ
LMT
84.2
91
0
21
7
-36
40
null
null
Toxic prints; widened spread
X000452
2025-12-15 10:34:18
NKE
Sell
36,032
158.14
5,698,100.48
3.3
0.167
Low
15.5
20
-16.3
NASDAQ>NYSE
IS
5
LMT
9.1
83
33
0.53
Multi
false
null
null
0
NASDAQ>NYSE
LMT
89.8
100
18.6
124
-8
29
-31
Watchlist
null
Stable book; normal liquidity
X000453
2025-11-15 10:20:01
HD
Sell
17,912
306.63
5,492,356.56
3
0.069
High
6.1
12
-18.9
NYSE>EDGX>BATS>IEX>ARCA
VWAP
2
MKT
3.5
67
25
0.58
Multi
false
null
null
0
NYSE>EDGX>BATS>IEX>ARCA
MKT
35.7
99
5.5
96
20
16
-3
null
null
High urgency from PM
X000454
2025-11-27 13:07:54
XLV
Sell
33,377
43.32
1,445,891.64
1.2
0.094
Medium
17.3
17
-3.6
NYSE>ARCA>EDGX>BATS>IEX
POV
5
LMT
7.4
81
15
0.54
ToxicitySpike
false
null
null
0
NYSE>ARCA>EDGX>BATS>IEX
LMT
33.5
90
17.2
120
11
-24
-19
PositionLimitNear
null
Paused due to data glitch
X000455
2025-12-03 09:52:32
XLY
Buy
86,125
181.84
15,660,970
1.1
0.359
Low
11.3
32
-6.8
NASDAQ>ARCA>IEX>EDGX
TWAP
2
MKT
4.2
96
26
0.65
LiqDrop
false
null
null
0
NASDAQ>ARCA>IEX>EDGX
MKT
1.2
91
9.2
112
9
-4
33
NoShort
null
High urgency from PM
X000456
2025-11-04 15:35:34
XLI
Sell
931
197.47
183,844.57
3.3
0.042
Medium
13.4
3
25.9
NYSE>BATS>NASDAQ>IEX>ARCA
TWAP
1
LMT
4.3
60
34
0.76
ToxicitySpike
true
ToxicitySpike
VenueSwitch
17
NYSE>BATS>NASDAQ>IEX>ARCA
LMT>PO
97.5
88
0.3
71
30
-40
33
null
null
Toxic prints; widened spread
X000457
2025-11-04 14:26:27
IWM
Buy
435,552
194.13
84,553,709.76
1.3
0.601
Low
8.9
20
-21.1
IEX>NASDAQ>EDGX>NYSE
Adaptive
1
IOC
2.8
200
32
0.42
LiqDrop
false
null
null
0
IEX>NASDAQ>EDGX>NYSE
IOC
49
85
3.1
279
12
-2
19
null
null
Paused due to data glitch
X000458
2025-11-29 14:32:06
XLY
Buy
40,338
39.08
1,576,409.04
2.2
0.168
Low
17.3
24
-14.1
ARCA>BATS>EDGX>IEX>NYSE
IS
5
IOC
10.3
86
19
0.48
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
11
ARCA>BATS>EDGX>IEX>NYSE
IOC>MKT
88.3
93
24.2
34
53
-36
-35
NoShort
null
Venue switch reduced impact
X000459
2025-11-17 14:31:38
PEP
Buy
12,803
162.12
2,075,622.36
4.1
0.04
Medium
22.6
38
-2.1
BATS>NASDAQ>ARCA>EDGX
Adaptive
4
IOC
10.3
67
33
0.4
Slip>Thresh
false
null
null
0
BATS>NASDAQ>ARCA>EDGX
IOC
34.1
97
5
103
35
-10
15
null
null
Stable book; normal liquidity
X000460
2025-12-05 11:21:10
PFE
Buy
171,409
107.35
18,400,756.15
2.9
0.466
Low
15.7
3
-31.3
IEX>NYSE>EDGX
Adaptive
5
MKT
8.5
171
21
0.67
Slip>Thresh
false
null
null
0
IEX>NYSE>EDGX
MKT
61.3
89
0
238
44
-21
14
null
null
Venue switch reduced impact
X000461
2025-12-06 14:14:46
XLP
Sell
73,883
72.48
5,355,039.84
3
0.255
Low
16.9
28
13.6
EDGX>IEX
TWAP
3
MKT
8
96
12
0.44
ToxicitySpike
false
null
null
0
EDGX>IEX
MKT
76.2
88
29.4
167
2
23
-34
null
null
Toxic prints; widened spread
X000462
2025-12-15 11:28:47
TSLA
Buy
11,293
284.36
3,211,277.48
1.7
0.035
Ultra
4.7
4
-9.9
NASDAQ>BATS>ARCA>IEX
Adaptive
2
MKT
2.2
64
24
0.76
ToxicitySpike
false
null
null
0
NASDAQ>BATS>ARCA>IEX
MKT
9.2
91
8.1
11
8
11
-2
null
null
Stable book; normal liquidity
X000463
2025-12-25 12:47:23
IEF
Buy
18,807
100.53
1,890,667.71
2.4
0.071
Medium
13
38
7.5
IEX>BATS
Adaptive
2
IOC
4.7
67
26
0.51
Slip>Thresh
false
null
null
0
IEX>BATS
IOC
33.1
97
10.8
145
27
-16
14
null
null
Paused due to data glitch
X000464
2025-11-18 11:34:30
QQQ
Buy
21,740
426.85
9,279,719
0.9
0.069
High
22.1
36
6.1
NYSE>IEX>EDGX>ARCA>BATS
Adaptive
5
LMT
7.6
74
21
0.44
Multi
false
null
null
0
NYSE>IEX>EDGX>ARCA>BATS
LMT
48.4
98
9.4
55
34
26
-15
null
null
Paused due to data glitch
X000465
2025-11-18 09:47:07
XLI
Sell
949
145.41
137,994.09
1.8
0.043
Medium
37.8
21
7.4
BATS>EDGX>NASDAQ>ARCA>NYSE
POV
4
LMT
13.9
60
28
0.7
ToxicitySpike
false
null
null
0
BATS>EDGX>NASDAQ>ARCA>NYSE
LMT
13.6
89
4.8
10
18
12
40
null
null
Paused due to data glitch
X000466
2025-11-10 15:44:21
KO
Sell
6,033
120.95
729,691.35
2.1
0.15
Low
12.7
16
27.6
EDGX>BATS>ARCA>NASDAQ>NYSE
Adaptive
4
LMT
4.9
63
17
0.6
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
18
EDGX>BATS>ARCA>NASDAQ>NYSE
LMT>PO
86.7
70
5.6
113
2
-14
-8
NoShort
null
Venue switch reduced impact
X000467
2025-11-04 13:07:08
PFE
Buy
24,374
259.42
6,323,103.08
3.2
0.066
Medium
9.5
36
25.6
NYSE>NASDAQ>ARCA
TWAP
1
MKT
4.2
68
25
0.74
Multi
false
null
null
0
NYSE>NASDAQ>ARCA
MKT
52.1
97
10.4
62
44
0
-23
null
null
High urgency from PM
X000468
2025-11-16 15:09:08
DIS
Buy
8,154
137.52
1,121,338.08
1.5
0.036
High
23.6
5
4.3
ARCA>BATS>IEX
Adaptive
2
MKT
7.3
63
16
0.73
Multi
false
null
null
0
ARCA>BATS>IEX
MKT
46.3
85
11.1
21
-14
6
-34
NoShort
null
Toxic prints; widened spread
X000469
2025-11-29 09:46:35
DIS
Buy
2,333
294.29
686,578.57
2.3
0.01
Ultra
6.9
9
0.9
NASDAQ>EDGX>ARCA>NYSE>IEX
POV
5
LMT
4.3
61
34
0.47
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
10
NASDAQ>EDGX>ARCA>NYSE>IEX
LMT>MKT
87.7
91
1.3
29
39
30
6
Watchlist
null
Toxic prints; widened spread
X000470
2025-12-10 15:55:30
BAC
Sell
29,803
115.74
3,449,399.22
1.8
0.081
Medium
18.9
10
30.9
ARCA>EDGX>BATS
TWAP
1
MKT
5.9
70
35
0.69
ToxicitySpike
false
null
null
0
ARCA>EDGX>BATS
MKT
31.9
92
20.4
10
43
27
-29
NoShort
null
Stable book; normal liquidity
X000471
2025-11-18 11:19:20
XLU
Sell
14,632
311.11
4,552,161.52
1.8
0.047
Ultra
4.9
27
25.2
BATS>IEX>NYSE>NASDAQ>EDGX
IS
5
LMT
3.5
69
22
0.65
Multi
false
null
null
0
BATS>IEX>NYSE>NASDAQ>EDGX
LMT
70.2
91
2.9
75
-14
18
33
NoShort
null
Paused due to data glitch
X000472
2025-11-21 11:03:57
NVDA
Buy
7,377
155.06
1,143,877.62
1
0.191
High
6.5
26
-34.9
BATS>EDGX>ARCA>NASDAQ>NYSE
TWAP
3
LMT
2.5
63
18
0.45
Multi
false
null
null
0
BATS>EDGX>ARCA>NASDAQ>NYSE
LMT
16.4
94
0
42
2
-6
21
null
null
Stable book; normal liquidity
X000473
2025-11-05 14:12:40
XLU
Buy
15,728
317.55
4,994,426.4
1.6
0.05
Ultra
9.3
29
14.7
EDGX>IEX>BATS>ARCA>NYSE
TWAP
1
IOC
3.2
65
15
0.62
Multi
false
null
null
0
EDGX>IEX>BATS>ARCA>NYSE
IOC
7.5
96
6
59
38
16
6
Watchlist
null
High urgency from PM
X000474
2025-11-20 15:14:34
QQQ
Sell
14,526
393.99
5,723,098.74
0.8
0.046
Ultra
16.9
13
-16.1
NYSE>NASDAQ>BATS>ARCA>EDGX
TWAP
2
LMT
4.7
66
26
0.55
LiqDrop
false
null
null
0
NYSE>NASDAQ>BATS>ARCA>EDGX
LMT
97.1
87
4.4
106
22
-25
28
NoShort
null
Stable book; normal liquidity
X000475
2025-12-24 10:56:27
TLT
Sell
41,115
94.91
3,902,224.65
2.9
0.15
Medium
7.8
38
28.7
BATS>IEX
Adaptive
4
MKT
4.8
83
28
0.59
LiqDrop
true
LiquidityDrop
AlgoSwitch
33
BATS>IEX
MKT>LMT
8.5
91
0
168
-3
-39
-22
PositionLimitNear
null
Stable book; normal liquidity
X000476
2025-12-26 15:06:38
XLI
Buy
1,379
92.5
127,557.5
2.1
0.063
High
8.2
31
21.2
IEX>BATS>EDGX>NYSE
VWAP
2
MKT
3.6
60
28
0.6
Multi
false
null
null
0
IEX>BATS>EDGX>NYSE
MKT
13.8
98
0
55
43
-10
27
null
null
Stable book; normal liquidity
X000477
2025-11-17 12:46:54
HYG
Buy
4,553
74.66
339,926.98
1.3
0.025
Ultra
9
10
-5
NYSE>EDGX
POV
5
MKT
5.2
62
34
0.41
Slip>Thresh
false
null
null
0
NYSE>EDGX
MKT
52.6
100
4.1
70
-18
-12
-8
null
null
Paused due to data glitch
X000478
2025-11-20 11:01:08
MSFT
Sell
5,918
165.63
980,198.34
3
0.031
High
12.6
18
-16.8
ARCA>EDGX>NYSE>BATS
VWAP
2
IOC
5.1
62
30
0.42
Slip>Thresh
false
null
null
0
ARCA>EDGX>NYSE>BATS
IOC
53.3
87
0
44
-11
-22
12
null
null
Toxic prints; widened spread
X000479
2025-12-10 12:33:22
KO
Sell
4,535
177.73
806,005.55
2.1
0.113
Low
24.7
9
15.5
IEX>EDGX
TWAP
1
LMT
6.3
61
33
0.69
Slip>Thresh
false
null
null
0
IEX>EDGX
LMT
1.3
96
14.7
190
-6
20
-7
NoShort
null
Toxic prints; widened spread
X000480
2025-12-26 11:20:05
CVX
Sell
73,507
210.54
15,476,163.78
1.4
0.436
Low
17.5
3
20
IEX>BATS
POV
4
LMT
7
102
27
0.49
ToxicitySpike
false
null
null
0
IEX>BATS
LMT
3
86
0
50
33
-35
-4
null
PriceBand
Paused due to data glitch
X000481
2025-10-28 11:39:27
PFE
Buy
142,768
310.85
44,379,432.8
2.6
0.388
Low
14
5
18.7
NYSE>BATS>EDGX>NASDAQ
Adaptive
3
MKT
6.1
131
34
0.44
ToxicitySpike
false
null
null
0
NYSE>BATS>EDGX>NASDAQ
MKT
3
97
0
290
23
1
-1
Watchlist
null
Toxic prints; widened spread
X000482
2025-12-18 12:44:32
T
Sell
26,087
344.88
8,996,884.56
3.7
0.218
Medium
4.5
33
-33.5
EDGX>NYSE>ARCA
VWAP
3
MKT
4
73
27
0.56
Slip>Thresh
false
null
null
0
EDGX>NYSE>ARCA
MKT
81.7
90
2.8
84
26
14
35
null
null
High urgency from PM
X000483
2025-11-07 09:49:05
JNJ
Buy
23,772
32.24
766,409.28
4.3
0.087
Low
19.1
25
15.5
NASDAQ>IEX
TWAP
2
LMT
7
70
12
0.57
ToxicitySpike
false
null
null
0
NASDAQ>IEX
LMT
8.8
98
1.9
31
24
29
22
null
null
Toxic prints; widened spread
X000484
2025-11-01 11:55:01
KO
Sell
5,586
336.88
1,881,811.68
2.5
0.139
Low
32.2
30
26.3
IEX>ARCA
IS
5
MKT
18.4
63
26
0.58
Multi
true
MultiTrigger
OrderTypeChange
10
IEX>ARCA
MKT>PO
87.9
90
27.1
8
17
-26
-5
null
null
Toxic prints; widened spread
X000485
2025-12-11 15:10:40
AMD
Buy
1,437
125.87
180,875.19
2.1
0.04
High
11.9
20
30.7
NYSE>BATS
TWAP
1
LMT
3.5
60
13
0.78
Multi
false
null
null
0
NYSE>BATS
LMT
59.1
97
0
109
17
17
14
null
null
Paused due to data glitch
X000486
2025-11-20 11:02:46
AMZN
Buy
2,684
151.84
407,538.56
1.4
0.123
Medium
11.4
25
-10.7
NASDAQ>BATS>ARCA
TWAP
1
PO
3.4
60
32
0.51
Slip>Thresh
false
null
null
0
NASDAQ>BATS>ARCA
PO
31.9
100
0
53
-8
0
31
null
null
Toxic prints; widened spread
X000487
2025-10-29 12:58:53
NKE
Buy
72,841
54
3,933,414
2.5
0.338
Low
15.5
19
3.6
NYSE>ARCA>BATS
POV
5
MKT
9.4
107
22
0.7
LiqDrop
false
null
null
0
NYSE>ARCA>BATS
MKT
65.3
85
0
84
59
7
-27
null
null
Stable book; normal liquidity
X000488
2025-12-22 15:25:53
AAPL
Buy
102,561
139.54
14,311,361.94
2.3
0.302
Low
22.4
19
4
NASDAQ>IEX
TWAP
2
MKT
8.3
103
22
0.71
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
17
NASDAQ>IEX
MKT>LMT
34.4
94
35.1
127
1
-31
7
null
null
High urgency from PM
X000489
2025-11-28 09:37:13
XLE
Buy
28,657
293.11
8,399,653.27
2.5
0.103
Low
17.9
32
22
BATS>NASDAQ>EDGX
Adaptive
3
LMT
5.9
74
29
0.44
Slip>Thresh
false
null
null
0
BATS>NASDAQ>EDGX
LMT
58
94
6.1
112
47
2
-31
null
null
Venue switch reduced impact
X000490
2025-12-20 11:21:01
BA
Buy
51,465
333.21
17,148,652.65
2.7
0.171
Low
24.8
6
29.2
EDGX>BATS
TWAP
2
LMT
7.6
81
25
0.77
Slip>Thresh
false
null
null
0
EDGX>BATS
LMT
15.9
89
17.6
188
51
6
-39
null
null
High urgency from PM
X000491
2025-12-05 10:10:44
NVDA
Buy
6,544
80.02
523,650.88
1.3
0.169
Low
29
22
24.1
NYSE>ARCA>IEX
TWAP
2
LMT
8
62
16
0.51
LiqDrop
false
null
null
0
NYSE>ARCA>IEX
LMT
75.5
96
19.2
77
25
-13
16
null
null
Venue switch reduced impact
X000492
2025-11-22 10:28:02
CSCO
Buy
23,918
290.84
6,956,311.12
3.8
0.06
Medium
16.7
20
16.9
BATS>EDGX>NASDAQ>ARCA
IS
4
LMT
8.9
73
31
0.67
Multi
false
null
null
0
BATS>EDGX>NASDAQ>ARCA
LMT
31.9
67
2.2
142
5
-1
-18
null
Throttle
Stable book; normal liquidity
X000493
2025-12-24 11:05:21
NKE
Buy
16,884
234.36
3,956,934.24
3.9
0.078
Low
19
5
-25.5
ARCA>NYSE
VWAP
1
MKT
6.7
65
19
0.73
Multi
false
null
null
0
ARCA>NYSE
MKT
20.7
87
11
55
-17
-14
-15
null
null
High urgency from PM
X000494
2025-12-23 14:23:04
MSFT
Sell
13,149
305.2
4,013,074.8
3.3
0.07
Medium
8.4
7
10.1
IEX>EDGX>NASDAQ>NYSE>ARCA
Adaptive
5
LMT
4.8
68
26
0.44
Multi
false
null
null
0
IEX>EDGX>NASDAQ>NYSE>ARCA
LMT
46.2
91
0.6
113
6
15
-37
null
null
Paused due to data glitch
X000495
2025-12-11 12:28:23
JNJ
Buy
121,429
126.61
15,374,125.69
4.8
0.446
Low
7.4
28
-31.1
IEX>ARCA>EDGX>NASDAQ
Adaptive
1
MKT
4.2
102
21
0.44
ToxicitySpike
false
null
null
0
IEX>ARCA>EDGX>NASDAQ
MKT
6.6
94
11
184
5
8
9
null
null
Paused due to data glitch
X000496
2025-12-11 11:43:33
CVX
Buy
28,225
113.05
3,190,836.25
0.7
0.168
Medium
14.3
17
32.2
EDGX>ARCA>IEX
IS
5
LMT
6.5
78
28
0.83
LiqDrop
false
null
null
0
EDGX>ARCA>IEX
LMT
59.1
100
3.9
34
13
19
-7
null
null
Paused due to data glitch
X000497
2025-11-19 11:47:06
QQQ
Sell
22,515
415.43
9,353,406.45
0.8
0.071
Ultra
4.4
5
-22.4
ARCA>IEX
VWAP
1
IOC
1.5
67
12
0.8
ToxicitySpike
false
null
null
0
ARCA>IEX
IOC
66.7
86
1.6
104
52
-25
-8
Watchlist
null
Venue switch reduced impact
X000498
2025-11-26 13:32:23
KO
Buy
13,584
187.62
2,548,630.08
3.6
0.338
Low
24.4
27
-9.3
EDGX>BATS>NASDAQ
IS
5
LMT
13
68
33
0.78
Slip>Thresh
false
null
null
0
EDGX>BATS>NASDAQ
LMT
36.2
85
4.6
68
60
17
-24
null
null
High urgency from PM
X000499
2025-12-01 11:44:17
HYG
Sell
32,716
73.69
2,410,842.04
1.6
0.179
Low
17.3
3
-22.4
NASDAQ>NYSE
TWAP
1
LMT
4.5
71
33
0.63
LiqDrop
false
null
null
0
NASDAQ>NYSE
LMT
4.9
88
5.6
26
-8
0
-22
null
null
Toxic prints; widened spread
X000500
2025-12-05 10:44:51
BRK.B
Buy
13,445
252.83
3,399,299.35
1.9
0.061
Medium
20
29
-18.2
EDGX>NASDAQ>NYSE>ARCA
IS
5
LMT
9.7
68
27
0.4
Slip>Thresh
true
SlippageAboveThreshold
AlgoSwitch
12
EDGX>NASDAQ>NYSE>ARCA
LMT>IOC
1.4
87
22.7
80
49
-34
21
Watchlist
null
Stable book; normal liquidity