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
X004001
2025-11-01 11:25:14
XLB
Sell
48,656
240.34
11,693,983.04
2.4
0.124
Low
21.4
22
15.5
ARCA>IEX
TWAP
3
MKT
9.1
84
31
0.81
Slip>Thresh
false
null
null
0
ARCA>IEX
MKT
44.3
95
3.5
74
36
-6
10
null
null
Paused due to data glitch
X004002
2025-12-15 13:57:07
NKE
Sell
14,381
306.03
4,401,017.43
2.8
0.067
Medium
9.2
36
11.4
IEX>NASDAQ>BATS>EDGX
IS
4
LMT
5.5
68
20
0.82
Multi
false
null
null
0
IEX>NASDAQ>BATS>EDGX
LMT
88.1
87
0
120
-7
-18
1
NoShort
null
High urgency from PM
X004003
2025-12-02 12:02:01
INTC
Buy
2,687
141.06
379,028.22
1.2
0.128
High
8.6
22
-32.3
BATS>IEX>EDGX
IS
5
MKT
5.5
61
25
0.64
Multi
false
null
null
0
BATS>IEX>EDGX
MKT
69.2
99
5.5
80
1
29
-1
Watchlist
null
Venue switch reduced impact
X004004
2025-11-23 15:39:02
TSLA
Sell
82,670
135.47
11,199,304.9
1.7
0.257
Low
9.7
27
20.4
ARCA>NASDAQ>NYSE
IS
4
LMT
4.9
107
31
0.72
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>NYSE
LMT
22.2
94
0
124
-10
24
-5
null
null
Toxic prints; widened spread
X004005
2025-11-18 13:27:01
JNJ
Sell
41,711
34.13
1,423,596.43
2.4
0.153
Low
12.9
4
-4.1
EDGX>BATS>ARCA>IEX
TWAP
1
MKT
4.7
74
17
0.58
Multi
true
MultiTrigger
AlgoSwitch
20
EDGX>BATS>ARCA>IEX
MKT>LMT
85.6
95
13.9
152
23
6
-17
null
null
Venue switch reduced impact
X004006
2025-12-21 15:46:59
AMD
Sell
2,566
63.5
162,941
1.9
0.072
Medium
18.3
23
-6.5
ARCA>IEX>NYSE
Adaptive
4
MKT
7.7
61
22
0.84
Multi
true
MultiTrigger
OrderTypeChange
13
ARCA>IEX>NYSE
MKT>LMT
79
90
19
71
6
23
38
null
null
High urgency from PM
X004007
2025-11-20 09:35:59
XLU
Sell
34,633
125.98
4,363,065.34
2.1
0.111
High
4.8
10
17.7
NASDAQ>ARCA
Adaptive
4
LMT
2.6
79
35
0.78
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
24
NASDAQ>ARCA
LMT>MKT
82.6
85
3.1
89
12
8
12
null
null
Venue switch reduced impact
X004008
2025-12-06 09:58:36
XLI
Buy
1,839
155.09
285,210.51
3.9
0.084
Low
21.6
26
-10.3
EDGX>ARCA
Adaptive
5
LMT
9.4
61
17
0.46
LiqDrop
false
null
null
0
EDGX>ARCA
LMT
72.2
85
0
43
-18
29
30
PositionLimitNear
null
Venue switch reduced impact
X004009
2025-11-19 10:31:48
SPY
Buy
59,106
464.52
27,455,919.12
1.3
0.08
Ultra
7.7
17
-31.6
ARCA>NASDAQ>IEX>NYSE
TWAP
3
MKT
3.6
89
28
0.79
LiqDrop
false
null
null
0
ARCA>NASDAQ>IEX>NYSE
MKT
63.9
92
0
75
46
19
-16
null
PriceBand
Paused due to data glitch
X004010
2025-11-20 14:33:28
HYG
Sell
51,012
79.77
4,069,227.24
1.1
0.28
Low
16.3
27
32.1
ARCA>BATS>NASDAQ
IS
4
IOC
8
89
19
0.74
Multi
false
null
null
0
ARCA>BATS>NASDAQ
IOC
65.7
92
0
10
44
3
5
Watchlist
null
High urgency from PM
X004011
2025-12-04 15:46:55
KO
Sell
7,624
33.29
253,802.96
3.2
0.19
Low
17.9
14
-28.4
ARCA>BATS
TWAP
3
MKT
8.5
63
21
0.46
ToxicitySpike
false
null
null
0
ARCA>BATS
MKT
63.6
88
8.4
10
16
-13
23
null
null
Stable book; normal liquidity
X004012
2025-11-30 15:09:46
XLV
Buy
123,322
79.23
9,770,802.06
2
0.346
Low
19.2
22
13.2
NASDAQ>NYSE
VWAP
3
MKT
7.8
121
15
0.6
Multi
false
null
null
0
NASDAQ>NYSE
MKT
19
90
0
84
17
-9
-36
null
Throttle
Toxic prints; widened spread
X004013
2025-11-09 13:35:54
LQD
Sell
120,371
115.36
13,885,998.56
1.3
0.593
Low
24.2
29
-28
ARCA>IEX>BATS>NYSE>NASDAQ
VWAP
2
MKT
8
111
29
0.49
Slip>Thresh
false
null
null
0
ARCA>IEX>BATS>NYSE>NASDAQ
MKT
49.6
92
7.4
29
18
13
33
null
null
Venue switch reduced impact
X004014
2025-12-25 15:50:15
PEP
Sell
14,367
143.73
2,064,968.91
4.3
0.045
Medium
11.8
13
-2.2
BATS>NYSE
Adaptive
1
MKT
4.8
65
17
0.76
Multi
false
null
null
0
BATS>NYSE
MKT
70.8
97
3.7
47
60
22
-34
null
null
Paused due to data glitch
X004015
2025-11-02 09:35:49
BA
Sell
30,404
295.27
8,977,389.08
2.8
0.101
Low
24.2
6
-18.7
EDGX>NASDAQ>BATS
VWAP
1
LMT
6.2
70
23
0.68
ToxicitySpike
false
null
null
0
EDGX>NASDAQ>BATS
LMT
28.6
93
0
10
2
-8
14
Watchlist
null
Paused due to data glitch
X004016
2025-11-23 11:57:51
SPY
Buy
153,130
475.84
72,865,379.2
1.1
0.207
Medium
10.5
8
-16.8
EDGX>BATS>NASDAQ>NYSE
POV
4
PO
4.8
148
12
0.5
LiqDrop
false
null
null
0
EDGX>BATS>NASDAQ>NYSE
PO
84.9
86
0
126
49
2
5
null
null
Toxic prints; widened spread
X004017
2025-10-27 09:35:53
XLP
Buy
11,976
321.81
3,853,996.56
3.4
0.041
Medium
11.9
13
14.1
NYSE>EDGX
TWAP
3
PO
5.9
65
17
0.45
Multi
false
null
null
0
NYSE>EDGX
PO
40.7
89
8.9
151
28
-12
-40
Watchlist
null
Toxic prints; widened spread
X004018
2025-12-14 11:13:20
NFLX
Sell
6,283
175.44
1,102,289.52
2.6
0.06
Medium
16.4
20
21.2
NYSE>IEX>ARCA>NASDAQ>BATS
TWAP
3
IOC
7.2
63
18
0.76
Multi
false
null
null
0
NYSE>IEX>ARCA>NASDAQ>BATS
IOC
98.8
95
0
10
47
-26
21
null
null
Paused due to data glitch
X004019
2025-10-29 09:35:19
GOOGL
Sell
132,463
214.94
28,471,597.22
2
0.395
Low
21.7
29
22.9
ARCA>BATS>EDGX>IEX>NYSE
POV
4
MKT
10.6
136
25
0.6
ToxicitySpike
false
null
null
0
ARCA>BATS>EDGX>IEX>NYSE
MKT
45.3
99
13.6
121
45
26
-24
NoShort
null
High urgency from PM
X004020
2025-11-12 14:26:40
XLE
Buy
92,720
54.06
5,012,443.2
1.8
0.333
Low
15.1
22
-3.7
EDGX>BATS>ARCA>NASDAQ
IS
5
MKT
9.4
120
21
0.76
Multi
false
null
null
0
EDGX>BATS>ARCA>NASDAQ
MKT
93.1
92
20.2
89
56
-35
16
null
null
Venue switch reduced impact
X004021
2025-11-07 12:11:58
AMZN
Buy
2,156
232.45
501,162.2
2.5
0.099
Medium
11.8
33
14.4
NASDAQ>EDGX>NYSE>BATS>IEX
VWAP
2
LMT
4
60
14
0.8
LiqDrop
false
null
null
0
NASDAQ>EDGX>NYSE>BATS>IEX
LMT
47.5
88
11
47
-3
-9
12
NoShort
null
Toxic prints; widened spread
X004022
2025-10-31 11:14:51
AAPL
Buy
44,492
74.24
3,303,086.08
1.4
0.131
Low
21.9
8
10.9
IEX>BATS
TWAP
1
LMT
5.4
75
25
0.78
ToxicitySpike
false
null
null
0
IEX>BATS
LMT
53.9
85
0
10
55
-7
-11
null
null
Paused due to data glitch
X004023
2025-11-29 10:32:57
AAPL
Buy
43,102
124.45
5,364,043.9
2
0.127
Low
15.8
33
6.1
BATS>NYSE>IEX>EDGX
VWAP
3
LMT
5.4
81
22
0.61
LiqDrop
true
LiquidityDrop
VenueSwitch
20
BATS>NYSE>IEX>EDGX
LMT>PO
22
94
5.2
123
27
-38
-30
null
null
Stable book; normal liquidity
X004024
2025-12-22 11:45:26
XLE
Buy
12,001
154.23
1,850,914.23
3.8
0.043
High
5.1
33
15.8
ARCA>BATS
Adaptive
2
LMT
2.9
65
14
0.67
ToxicitySpike
false
null
null
0
ARCA>BATS
LMT
49.1
89
2.6
10
9
14
39
null
null
High urgency from PM
X004025
2025-11-25 11:52:51
AMD
Sell
1,093
241.27
263,708.11
2.1
0.031
Medium
34.4
15
14
NASDAQ>EDGX
IS
5
MKT
19
60
13
0.79
Slip>Thresh
true
SlippageAboveThreshold
Pause
12
NASDAQ>EDGX
MKT>LMT
60.4
92
29
59
54
-29
31
null
null
Paused due to data glitch
X004026
2025-12-22 10:04:55
BRK.B
Sell
9,618
278.32
2,676,881.76
2
0.044
High
9.9
22
-3
IEX>EDGX>ARCA>NYSE
TWAP
1
MKT
3.7
63
16
0.81
Slip>Thresh
false
null
null
0
IEX>EDGX>ARCA>NYSE
MKT
1.4
91
0
43
25
-35
14
null
null
High urgency from PM
X004027
2025-12-26 11:18:43
QQQ
Buy
146,795
401.82
58,985,166.9
1
0.465
Medium
6.1
3
-0.6
NASDAQ>NYSE>ARCA>EDGX
Adaptive
1
IOC
2
111
18
0.75
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>ARCA>EDGX
IOC
45.6
88
4.6
147
46
12
38
null
null
Venue switch reduced impact
X004028
2025-12-25 15:33:37
CSCO
Buy
106,224
296.37
31,481,606.88
4.2
0.267
Medium
3.4
20
28.2
BATS>NASDAQ>ARCA
POV
5
MKT
5.5
129
15
0.49
ToxicitySpike
false
null
null
0
BATS>NASDAQ>ARCA
MKT
56.8
94
0
120
-7
-7
25
null
null
Stable book; normal liquidity
X004029
2025-11-30 14:45:43
CSCO
Sell
20,788
164.57
3,421,081.16
3
0.052
Medium
15
13
34.2
IEX>NASDAQ>ARCA
Adaptive
2
MKT
5.8
68
25
0.62
Multi
false
null
null
0
IEX>NASDAQ>ARCA
MKT
93.4
98
1.3
10
44
11
28
PositionLimitNear
null
Paused due to data glitch
X004030
2025-11-16 14:51:19
NVDA
Sell
2,274
259.49
590,080.26
1
0.059
High
17.9
12
26.3
EDGX>BATS>NASDAQ>NYSE>ARCA
VWAP
3
MKT
6.5
61
26
0.82
Multi
false
null
null
0
EDGX>BATS>NASDAQ>NYSE>ARCA
MKT
61
85
0
150
46
21
-4
PositionLimitNear
null
Paused due to data glitch
X004031
2025-12-18 09:55:57
XLI
Buy
4,905
66.59
326,623.95
3.6
0.224
Low
22.2
11
28.3
BATS>NASDAQ>IEX
Adaptive
5
MKT
11.4
63
18
0.46
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
10
BATS>NASDAQ>IEX
MKT>PO
97.6
90
3.7
13
21
4
-6
null
null
Paused due to data glitch
X004032
2025-11-09 09:35:54
JPM
Sell
1,001
32.71
32,742.71
2.4
0.025
High
27.4
8
-19
EDGX>IEX>BATS
TWAP
3
MKT
11.1
60
14
0.67
Multi
false
null
null
0
EDGX>IEX>BATS
MKT
55.5
95
18.5
76
51
-15
30
NoShort
null
Stable book; normal liquidity
X004033
2025-11-10 12:48:56
XLB
Sell
12,277
260.84
3,202,332.68
2.3
0.031
High
18.2
3
22.6
NASDAQ>BATS
VWAP
3
LMT
6.2
66
18
0.45
ToxicitySpike
false
null
null
0
NASDAQ>BATS
LMT
20.6
67
5.7
101
26
-2
-40
NoShort
null
Stable book; normal liquidity
X004034
2025-11-13 11:12:05
BRK.B
Buy
16,464
115.88
1,907,848.32
2.1
0.075
High
6.1
38
-27.7
NYSE>ARCA
Adaptive
3
PO
2.9
68
18
0.56
Multi
false
null
null
0
NYSE>ARCA
PO
87.1
92
6.3
66
4
10
13
null
null
Paused due to data glitch
X004035
2025-11-18 12:55:35
GOOGL
Buy
44,578
321.77
14,343,863.06
1
0.133
High
11.3
30
23.5
EDGX>NASDAQ>NYSE>BATS>ARCA
Adaptive
2
LMT
3
78
30
0.55
LiqDrop
false
null
null
0
EDGX>NASDAQ>NYSE>BATS>ARCA
LMT
63.6
99
0
77
26
11
-8
null
null
High urgency from PM
X004036
2025-12-06 09:49:47
JNJ
Buy
17,976
185.47
3,334,008.72
5
0.066
Low
19.2
28
17.1
BATS>NASDAQ>EDGX
VWAP
1
LMT
6
66
22
0.64
Slip>Thresh
false
null
null
0
BATS>NASDAQ>EDGX
LMT
11.8
87
9.1
42
30
15
-27
PositionLimitNear
null
Toxic prints; widened spread
X004037
2025-10-31 12:14:04
TSLA
Sell
30,508
40.2
1,226,421.6
2.1
0.095
High
5.3
17
-7
NYSE>EDGX>BATS
TWAP
1
LMT
2.1
70
28
0.73
ToxicitySpike
false
null
null
0
NYSE>EDGX>BATS
LMT
5.1
91
10.1
10
56
5
22
null
null
Paused due to data glitch
X004038
2025-11-02 13:19:02
AAPL
Buy
49,823
116.14
5,786,443.22
2.8
0.147
Low
11.8
34
33
EDGX>BATS
Adaptive
4
MKT
6.1
88
31
0.52
LiqDrop
false
null
null
0
EDGX>BATS
MKT
64.8
100
1.6
10
8
-28
-1
null
null
High urgency from PM
X004039
2025-11-10 11:26:00
IEF
Buy
16,190
99.96
1,618,352.4
3.4
0.061
Low
22.2
13
8.6
NASDAQ>BATS>IEX
IS
4
LMT
10.7
69
12
0.75
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
17
NASDAQ>BATS>IEX
LMT>PO
63.1
60
12.4
114
25
0
-3
null
null
Venue switch reduced impact
X004040
2025-11-17 09:35:16
JPM
Buy
7,882
131.44
1,036,010.08
4.2
0.195
Low
36.2
6
34.1
NYSE>BATS>ARCA>IEX
IS
5
LMT
18.2
65
27
0.83
LiqDrop
false
null
null
0
NYSE>BATS>ARCA>IEX
LMT
12.9
89
25
32
28
10
-30
PositionLimitNear
null
Venue switch reduced impact
X004041
2025-12-17 12:12:45
DIS
Buy
15,211
263.9
4,014,182.9
2.2
0.066
Medium
11.5
19
26.9
EDGX>NYSE>BATS>ARCA>NASDAQ
POV
4
LMT
5.4
68
16
0.5
Multi
false
null
null
0
EDGX>NYSE>BATS>ARCA>NASDAQ
LMT
88.6
98
6.1
84
3
-32
-14
null
null
Paused due to data glitch
X004042
2025-12-06 14:41:00
AMD
Sell
4,715
260.93
1,230,284.95
1.9
0.132
High
6.1
37
-14
BATS>NASDAQ>EDGX>NYSE>ARCA
IS
5
LMT
4.1
63
30
0.51
LiqDrop
false
null
null
0
BATS>NASDAQ>EDGX>NYSE>ARCA
LMT
74.5
96
7.6
46
-19
29
-33
null
null
Stable book; normal liquidity
X004043
2025-12-12 09:35:19
LQD
Sell
37,089
106.88
3,964,072.32
1.1
0.183
Low
21.4
29
3.6
EDGX>ARCA>NYSE>IEX>NASDAQ
POV
4
MKT
9.7
81
34
0.56
Multi
false
null
null
0
EDGX>ARCA>NYSE>IEX>NASDAQ
MKT
47.1
89
9.6
148
-8
-39
11
null
null
Venue switch reduced impact
X004044
2025-10-29 13:18:50
AMD
Buy
2,813
46.19
129,932.47
1.3
0.078
Medium
30.2
13
31.2
EDGX>NYSE>IEX>BATS
Adaptive
3
LMT
8.4
61
18
0.44
LiqDrop
false
null
null
0
EDGX>NYSE>IEX>BATS
LMT
68.4
96
9.4
70
-2
-7
-13
NoShort
null
Venue switch reduced impact
X004045
2025-11-16 12:23:28
XLY
Buy
24,206
90.7
2,195,484.2
1.3
0.101
Medium
22.1
21
-24.5
IEX>NYSE>ARCA>EDGX>NASDAQ
VWAP
1
LMT
5.1
68
16
0.5
Multi
false
null
null
0
IEX>NYSE>ARCA>EDGX>NASDAQ
LMT
79.9
88
6.3
110
60
-18
-28
null
null
Stable book; normal liquidity
X004046
2025-10-29 10:14:22
NFLX
Buy
18,519
237.95
4,406,596.05
3.3
0.177
Medium
5.4
26
10.8
BATS>IEX>NYSE>NASDAQ>ARCA
IS
5
IOC
5.8
72
27
0.51
LiqDrop
true
LiquidityDrop
OrderTypeChange
18
BATS>IEX>NYSE>NASDAQ>ARCA
IOC>MKT
84.2
88
9.1
153
13
9
-31
null
null
Toxic prints; widened spread
X004047
2025-11-07 11:43:25
LQD
Buy
19,231
116.34
2,237,334.54
1.4
0.095
Medium
21.6
31
13.2
NYSE>IEX>ARCA>BATS>NASDAQ
VWAP
3
MKT
8
69
26
0.41
Multi
false
null
null
0
NYSE>IEX>ARCA>BATS>NASDAQ
MKT
66.8
96
8.3
30
-4
-4
28
null
null
Toxic prints; widened spread
X004048
2025-11-26 13:16:58
NFLX
Sell
9,234
120.38
1,111,588.92
4.7
0.088
Medium
9.6
4
-23
EDGX>NYSE
TWAP
2
LMT
4.8
63
35
0.78
LiqDrop
false
null
null
0
EDGX>NYSE
LMT
51
85
0.8
62
-19
10
-35
null
null
Venue switch reduced impact
X004049
2025-11-19 12:50:55
IWM
Buy
132,688
199.83
26,515,043.04
1
0.183
High
5.1
32
-14
IEX>NASDAQ>BATS
Adaptive
5
LMT
2.3
146
28
0.49
Slip>Thresh
false
null
null
0
IEX>NASDAQ>BATS
LMT
7.5
96
2.4
155
47
-6
38
null
null
Stable book; normal liquidity
X004050
2025-12-14 11:40:34
JNJ
Buy
154,600
237.77
36,759,242
4.8
0.568
Low
23.5
30
-33.7
BATS>ARCA>IEX
Adaptive
4
LMT
9.7
148
23
0.61
Slip>Thresh
false
null
null
0
BATS>ARCA>IEX
LMT
99.5
100
20.1
80
11
19
15
PositionLimitNear
null
Stable book; normal liquidity
X004051
2025-11-30 09:48:38
BA
Sell
10,173
87.38
888,916.74
1.5
0.034
High
18.9
8
31.9
ARCA>NASDAQ>EDGX>NYSE
TWAP
2
LMT
5.5
64
18
0.62
Multi
false
null
null
0
ARCA>NASDAQ>EDGX>NYSE
LMT
28.1
86
10.6
75
37
-1
23
null
null
Toxic prints; widened spread
X004052
2025-11-23 11:51:27
GOOGL
Buy
114,945
51
5,862,195
1.3
0.343
High
3.4
36
4.6
EDGX>NASDAQ
VWAP
2
LMT
1.5
108
32
0.51
ToxicitySpike
false
null
null
0
EDGX>NASDAQ
LMT
15.2
96
0
117
35
-1
-6
null
null
Stable book; normal liquidity
X004053
2025-11-29 13:14:32
XLY
Sell
9,040
167.08
1,510,403.2
1.9
0.038
High
15.3
24
-1.2
IEX>ARCA>BATS
TWAP
2
IOC
5.6
63
19
0.65
LiqDrop
false
null
null
0
IEX>ARCA>BATS
IOC
33.2
94
5.4
51
45
-24
-34
NoShort
null
Stable book; normal liquidity
X004054
2025-10-28 15:19:11
TSLA
Sell
9,976
88.32
881,080.32
1.4
0.031
High
24.2
32
23.6
NASDAQ>BATS>NYSE
Adaptive
1
MKT
6.4
63
18
0.66
Slip>Thresh
false
null
null
0
NASDAQ>BATS>NYSE
MKT
97.1
91
7.7
140
18
24
34
null
null
Venue switch reduced impact
X004055
2025-11-10 12:02:28
XLU
Sell
61,818
148.27
9,165,754.86
2.3
0.198
Low
16.3
4
19.9
BATS>EDGX>IEX>NYSE>ARCA
VWAP
2
MKT
6.1
86
24
0.73
LiqDrop
false
null
null
0
BATS>EDGX>IEX>NYSE>ARCA
MKT
58.2
91
0
10
40
14
4
null
null
Paused due to data glitch
X004056
2025-11-17 11:05:48
WMT
Sell
2,661
33.62
89,462.82
4
0.008
Ultra
15.9
26
14.1
IEX>NYSE
Adaptive
1
LMT
4.7
60
21
0.5
Multi
false
null
null
0
IEX>NYSE
LMT
66.5
98
2.6
114
52
-3
25
null
null
Toxic prints; widened spread
X004057
2025-12-17 11:00:20
HD
Sell
32,782
56.89
1,864,967.98
1.6
0.127
Medium
15.9
30
-29.3
NASDAQ>ARCA>EDGX
IS
5
IOC
9.1
81
22
0.65
Multi
false
null
null
0
NASDAQ>ARCA>EDGX
IOC
97.6
87
5.1
24
48
-18
34
NoShort
null
Stable book; normal liquidity
X004058
2025-10-30 09:35:46
DIS
Sell
47,989
86.43
4,147,689.27
1.9
0.209
Low
15.9
6
-25.2
BATS>NYSE>EDGX>NASDAQ>ARCA
TWAP
1
LMT
4.3
76
34
0.73
ToxicitySpike
false
null
null
0
BATS>NYSE>EDGX>NASDAQ>ARCA
LMT
24.4
93
5.5
44
10
5
-20
PositionLimitNear
null
Paused due to data glitch
X004059
2025-11-30 14:24:28
XLB
Buy
14,689
362.77
5,328,728.53
2.6
0.037
Medium
24.6
33
-22.1
BATS>EDGX
TWAP
3
LMT
8.5
67
17
0.81
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
11
BATS>EDGX
LMT>MKT
5
100
17.4
50
-6
-21
32
null
null
Stable book; normal liquidity
X004060
2025-11-20 10:09:57
NFLX
Buy
8,929
167.28
1,493,643.12
2.5
0.085
Low
24.6
6
-9.9
NASDAQ>IEX>NYSE>EDGX>ARCA
VWAP
3
MKT
9.7
64
31
0.54
ToxicitySpike
false
null
null
0
NASDAQ>IEX>NYSE>EDGX>ARCA
MKT
67.1
92
10.8
46
25
24
-8
Watchlist
null
Paused due to data glitch
X004061
2025-11-07 11:02:19
AMZN
Buy
6,467
322.07
2,082,826.69
2.3
0.297
Low
13.9
39
20.2
NYSE>IEX>EDGX>ARCA>BATS
Adaptive
1
LMT
3.7
62
32
0.77
LiqDrop
true
LiquidityDrop
VenueSwitch
29
NYSE>IEX>EDGX>ARCA>BATS
LMT>MKT
63.5
94
1.4
115
26
22
-19
null
null
Venue switch reduced impact
X004062
2025-12-25 15:08:48
AMZN
Buy
2,736
265.42
726,189.12
1.7
0.126
Low
25.5
21
-18.2
ARCA>EDGX>NASDAQ
VWAP
3
LMT
7.9
61
30
0.56
Slip>Thresh
false
null
null
0
ARCA>EDGX>NASDAQ
LMT
29.3
87
29.8
131
7
-13
-26
null
null
Toxic prints; widened spread
X004063
2025-12-24 15:32:20
NFLX
Sell
11,451
236.53
2,708,505.03
3.8
0.109
Low
23.5
30
26.5
NASDAQ>EDGX>IEX
TWAP
1
LMT
6.8
64
28
0.73
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>IEX
LMT
67.8
67
0
109
48
1
-6
PositionLimitNear
null
Stable book; normal liquidity
X004064
2025-12-08 11:19:36
JPM
Buy
421
345.72
145,548.12
4.1
0.01
High
37.8
26
1.3
NASDAQ>IEX
TWAP
1
LMT
10
60
13
0.56
Slip>Thresh
false
null
null
0
NASDAQ>IEX
LMT
64.1
88
5
10
13
-18
31
null
null
Venue switch reduced impact
X004065
2025-12-24 10:56:58
MA
Buy
56,544
230.99
13,061,098.56
1
0.241
Low
21.7
11
-4.4
ARCA>NYSE
Adaptive
1
LMT
4.7
79
27
0.78
Multi
false
null
null
0
ARCA>NYSE
LMT
97.2
92
0.6
10
18
-16
-5
NoShort
null
Paused due to data glitch
X004066
2025-12-20 11:11:40
AAPL
Sell
76,708
78.95
6,056,096.6
1.5
0.226
Medium
5.3
32
30.1
IEX>NASDAQ
POV
4
IOC
3.3
104
30
0.75
Slip>Thresh
false
null
null
0
IEX>NASDAQ
IOC
73.3
85
5
57
38
-19
-34
null
null
Paused due to data glitch
X004067
2025-12-19 09:35:56
CSCO
Sell
99,919
38.32
3,828,896.08
3.7
0.251
Low
12.8
24
30.5
ARCA>NYSE
Adaptive
1
LMT
4
94
21
0.66
LiqDrop
false
null
null
0
ARCA>NYSE
LMT
54.4
85
10.8
132
28
-17
-24
null
null
Stable book; normal liquidity
X004068
2025-10-29 09:35:51
IEF
Buy
72,742
102.79
7,477,150.18
2.8
0.276
Medium
3.7
19
11.3
BATS>EDGX>IEX>NASDAQ
TWAP
2
PO
2.7
90
15
0.61
LiqDrop
false
null
null
0
BATS>EDGX>IEX>NASDAQ
PO
28
94
6
67
27
5
14
null
null
High urgency from PM
X004069
2025-12-12 15:18:53
HYG
Buy
48,750
78.4
3,822,000
1.5
0.267
Low
24.1
38
-32.8
IEX>BATS>NASDAQ>ARCA>EDGX
VWAP
1
LMT
5.6
77
35
0.7
Multi
false
null
null
0
IEX>BATS>NASDAQ>ARCA>EDGX
LMT
89.3
92
0
266
-2
-39
-26
null
null
Toxic prints; widened spread
X004070
2025-12-06 14:18:37
JPM
Buy
2,292
167.37
383,612.04
4.8
0.057
Low
29.2
21
-25.6
NASDAQ>BATS>NYSE>ARCA>IEX
TWAP
3
IOC
12.8
61
21
0.51
Multi
false
null
null
0
NASDAQ>BATS>NYSE>ARCA>IEX
IOC
49.2
98
13.7
10
48
-10
5
null
null
Venue switch reduced impact
X004071
2025-12-03 15:16:58
HYG
Sell
16,876
74.71
1,260,805.96
1.1
0.093
High
16
33
12.9
NASDAQ>NYSE
TWAP
2
LMT
4.6
67
13
0.56
Multi
false
null
null
0
NASDAQ>NYSE
LMT
20.1
63
0.1
46
-1
-6
-11
null
null
Venue switch reduced impact
X004072
2025-11-18 10:16:33
XOM
Buy
13,863
222.48
3,084,240.24
2
0.127
Medium
9.8
11
-21.9
EDGX>BATS>IEX>NASDAQ
VWAP
1
LMT
2.9
64
23
0.7
LiqDrop
false
null
null
0
EDGX>BATS>IEX>NASDAQ
LMT
10.4
86
0
17
17
-5
-11
null
null
High urgency from PM
X004073
2025-11-18 11:11:44
V
Buy
9,107
324.17
2,952,216.19
3.8
0.119
Low
32.8
10
-12.4
BATS>EDGX>IEX>ARCA
TWAP
1
LMT
8.8
63
30
0.66
LiqDrop
true
LiquidityDrop
Pause
15
BATS>EDGX>IEX>ARCA
LMT>PO
6.9
84
4.1
79
-11
21
-5
PositionLimitNear
null
Paused due to data glitch
X004074
2025-12-11 10:09:20
JNJ
Buy
15,194
136.56
2,074,892.64
4.4
0.056
Low
21.3
37
-8.1
NASDAQ>ARCA>EDGX>IEX>NYSE
TWAP
3
MKT
10.4
67
31
0.76
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>EDGX>IEX>NYSE
MKT
25.5
87
21.1
99
2
-32
11
null
PriceBand
Paused due to data glitch
X004075
2025-12-09 14:01:06
KO
Buy
2,239
102.63
229,788.57
2.4
0.056
Medium
14.9
9
16.2
ARCA>EDGX>NYSE>BATS
TWAP
1
LMT
4.3
60
16
0.53
Slip>Thresh
false
null
null
0
ARCA>EDGX>NYSE>BATS
LMT
55.7
96
0
10
37
-37
-20
null
null
Venue switch reduced impact
X004076
2025-10-29 14:22:34
LQD
Sell
36,067
111.1
4,007,043.7
0.8
0.178
High
6.7
3
-31.1
NASDAQ>NYSE
IS
5
PO
3.8
83
20
0.6
Slip>Thresh
false
null
null
0
NASDAQ>NYSE
PO
78
87
9.6
40
3
-24
-34
Watchlist
null
Stable book; normal liquidity
X004077
2025-11-20 11:23:05
AMD
Sell
2,848
345.68
984,496.64
1.9
0.079
Medium
26
19
2.6
NASDAQ>ARCA>BATS>EDGX>NYSE
Adaptive
4
PO
9.5
61
14
0.44
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>BATS>EDGX>NYSE
PO
8.4
100
6.7
10
-14
19
8
null
null
Venue switch reduced impact
X004078
2025-10-29 10:33:48
DIS
Buy
29,048
109.41
3,178,141.68
1.2
0.127
High
6
12
-4
NYSE>ARCA>BATS>EDGX>IEX
TWAP
2
LMT
2.1
72
25
0.5
LiqDrop
false
null
null
0
NYSE>ARCA>BATS>EDGX>IEX
LMT
88.1
100
5.2
29
30
16
8
NoShort
null
Stable book; normal liquidity
X004079
2025-12-06 09:35:17
TSLA
Buy
71,796
83.43
5,989,940.28
1.3
0.223
Low
14.9
21
16.2
NYSE>ARCA
VWAP
3
LMT
4.8
95
12
0.44
Slip>Thresh
false
null
null
0
NYSE>ARCA
LMT
54.6
62
0
96
3
26
-2
PositionLimitNear
null
Toxic prints; widened spread
X004080
2025-11-09 09:35:15
AMZN
Sell
2,296
220.93
507,255.28
2.5
0.105
Low
31.5
10
-1
ARCA>BATS
VWAP
1
IOC
8.7
60
23
0.42
Slip>Thresh
false
null
null
0
ARCA>BATS
IOC
92.2
100
16.9
93
-13
-29
35
NoShort
null
Toxic prints; widened spread
X004081
2025-11-15 10:09:18
MA
Buy
39,187
149.65
5,864,334.55
0.9
0.167
Medium
23.7
29
-24.6
IEX>EDGX>NASDAQ
IS
5
LMT
10.5
85
21
0.67
ToxicitySpike
false
null
null
0
IEX>EDGX>NASDAQ
LMT
6.1
92
5.8
75
41
-26
-39
null
null
Venue switch reduced impact
X004082
2025-12-03 09:35:02
BRK.B
Sell
68,563
98.3
6,739,742.9
1.4
0.312
Low
15.4
20
-15.1
BATS>NASDAQ
TWAP
1
LMT
4
83
33
0.76
Multi
false
null
null
0
BATS>NASDAQ
LMT
30.3
95
2.9
111
-12
-9
-38
PositionLimitNear
null
Toxic prints; widened spread
X004083
2025-12-25 13:54:36
XLF
Buy
31,376
60.55
1,899,816.8
3.5
0.086
Medium
9.1
17
-27
EDGX>IEX
IS
4
MKT
7.2
78
31
0.68
Slip>Thresh
false
null
null
0
EDGX>IEX
MKT
78.1
97
8.2
10
-16
-24
-16
null
null
Venue switch reduced impact
X004084
2025-12-06 11:34:20
AMZN
Buy
770
48.61
37,429.7
1.5
0.035
High
17.4
26
-11.3
NYSE>BATS>ARCA>IEX>EDGX
VWAP
1
LMT
4.2
60
31
0.5
Slip>Thresh
false
null
null
0
NYSE>BATS>ARCA>IEX>EDGX
LMT
6.8
89
5.8
73
35
21
5
null
null
High urgency from PM
X004085
2025-12-23 12:31:47
V
Buy
3,713
27.57
102,367.41
4.1
0.048
High
5.7
28
-13.3
EDGX>ARCA>NYSE>NASDAQ>IEX
Adaptive
1
MKT
3.3
61
25
0.58
ToxicitySpike
false
null
null
0
EDGX>ARCA>NYSE>NASDAQ>IEX
MKT
44.7
98
1.7
87
22
1
-24
null
null
Paused due to data glitch
X004086
2025-11-30 10:14:02
AMZN
Sell
2,950
323.01
952,879.5
2
0.136
Medium
6.7
37
-1.6
BATS>EDGX
Adaptive
2
LMT
2.5
61
23
0.84
Slip>Thresh
false
null
null
0
BATS>EDGX
LMT
68.5
75
0
87
29
-38
-9
NoShort
null
Toxic prints; widened spread
X004087
2025-11-23 14:24:10
AMZN
Sell
1,203
267.18
321,417.54
1.9
0.055
Ultra
7.9
5
33.7
NYSE>EDGX
VWAP
2
MKT
3.4
60
23
0.84
Slip>Thresh
false
null
null
0
NYSE>EDGX
MKT
16.4
97
3.6
53
35
10
-26
null
null
Paused due to data glitch
X004088
2025-11-18 11:06:37
MSFT
Buy
18,334
166.65
3,055,361.1
2.6
0.097
Low
24.8
15
15.1
ARCA>IEX
IS
4
LMT
11.1
70
15
0.78
LiqDrop
false
null
null
0
ARCA>IEX
LMT
40.9
99
4.5
79
-6
3
-31
PositionLimitNear
VenueReject
Stable book; normal liquidity
X004089
2025-11-19 12:04:31
SPY
Sell
374,689
495.57
185,684,627.73
0.9
0.506
Low
21.9
32
-2.6
BATS>EDGX>NASDAQ
POV
4
MKT
9.9
275
26
0.78
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
27
BATS>EDGX>NASDAQ
MKT>PO
90.9
97
22.1
154
26
28
22
null
null
Stable book; normal liquidity
X004090
2025-11-04 15:32:43
T
Sell
13,842
87.94
1,217,265.48
4.3
0.115
Low
10.3
31
-15.9
NYSE>ARCA>EDGX>IEX
IS
4
MKT
8.5
67
31
0.66
Multi
false
null
null
0
NYSE>ARCA>EDGX>IEX
MKT
27.9
93
18
10
47
13
19
null
null
Stable book; normal liquidity
X004091
2025-11-21 09:48:09
NVDA
Buy
5,543
52.46
290,785.78
2.1
0.143
Low
21.5
29
24.8
NYSE>BATS
TWAP
1
MKT
6.8
61
31
0.58
LiqDrop
false
null
null
0
NYSE>BATS
MKT
35.2
97
0
92
49
-22
-27
null
null
Venue switch reduced impact
X004092
2025-11-25 14:35:45
XOM
Sell
61,192
107.5
6,578,140
3.4
0.56
Low
6.4
6
20.5
ARCA>NYSE>EDGX
POV
2
LMT
3.7
86
17
0.7
ToxicitySpike
false
null
null
0
ARCA>NYSE>EDGX
LMT
54
94
4.6
117
27
7
16
null
null
Stable book; normal liquidity
X004093
2025-11-24 12:16:27
PEP
Sell
139,689
17.87
2,496,242.43
2.9
0.441
Low
10.8
33
-26.9
IEX>EDGX
VWAP
3
LMT
4.7
129
29
0.43
Slip>Thresh
false
null
null
0
IEX>EDGX
LMT
83.6
100
11.8
209
35
15
-25
null
VenueReject
Stable book; normal liquidity
X004094
2025-12-14 12:06:12
XOM
Buy
2,660
315.23
838,511.8
3.1
0.024
Ultra
8.4
26
32.4
ARCA>EDGX>IEX
VWAP
3
LMT
4
61
34
0.5
ToxicitySpike
false
null
null
0
ARCA>EDGX>IEX
LMT
67.2
92
7
17
-11
-31
-32
null
null
Stable book; normal liquidity
X004095
2025-10-30 12:18:34
XLB
Sell
77,573
193.21
14,987,879.33
1.7
0.198
Low
13.5
32
-5.4
NYSE>IEX>ARCA>NASDAQ
IS
4
LMT
6.3
104
28
0.44
Multi
false
null
null
0
NYSE>IEX>ARCA>NASDAQ
LMT
18.5
97
5.3
47
18
-19
-21
null
null
Stable book; normal liquidity
X004096
2025-12-09 10:51:17
AAPL
Sell
53,374
311.09
16,604,117.66
1.7
0.157
Medium
8.1
14
27.1
IEX>BATS>NASDAQ>EDGX>NYSE
POV
5
MKT
5.3
94
22
0.41
LiqDrop
false
null
null
0
IEX>BATS>NASDAQ>EDGX>NYSE
MKT
61.5
95
23.4
43
37
-5
15
NoShort
null
Paused due to data glitch
X004097
2025-11-26 11:45:31
AAPL
Sell
21,901
138.13
3,025,185.13
2.7
0.064
Ultra
3.4
11
26.9
EDGX>NYSE
IS
5
LMT
3.6
74
12
0.62
Multi
false
null
null
0
EDGX>NYSE
LMT
52.3
92
4.1
92
47
-37
27
Watchlist
null
Paused due to data glitch
X004098
2025-12-02 11:06:59
UNH
Buy
20,029
78.77
1,577,684.33
1.9
0.088
High
8.8
31
-0.3
NASDAQ>IEX>ARCA>BATS
VWAP
3
LMT
3.4
70
27
0.61
LiqDrop
true
LiquidityDrop
Pause
37
NASDAQ>IEX>ARCA>BATS
LMT>IOC
13.4
84
2.9
119
23
6
-5
Watchlist
null
Venue switch reduced impact
X004099
2025-12-17 13:23:18
CSCO
Buy
779,115
38.8
30,229,662
4.2
1.955
Low
22
20
34.3
EDGX>NYSE>IEX>BATS>ARCA
IS
4
MKT
14.7
290
35
0.81
Multi
false
null
null
0
EDGX>NYSE>IEX>BATS>ARCA
MKT
73.8
87
24.1
371
28
-19
-27
null
null
High urgency from PM
X004100
2025-12-22 13:19:28
TSLA
Sell
61,680
144.56
8,916,460.8
2
0.192
Low
14.6
25
9.2
BATS>EDGX>NYSE>ARCA
VWAP
1
MKT
4.7
81
12
0.84
Multi
false
null
null
0
BATS>EDGX>NYSE>ARCA
MKT
7.1
94
10.4
159
41
-14
1
null
null
Stable book; normal liquidity