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
X004201
2025-11-28 11:30:52
LQD
Buy
23,927
107.74
2,577,894.98
1.5
0.118
Medium
19
36
-21.6
BATS>IEX
VWAP
1
MKT
5.5
68
32
0.65
Multi
true
MultiTrigger
AlgoSwitch
21
BATS>IEX
MKT>LMT
99
98
14.9
99
-13
-12
16
null
null
Stable book; normal liquidity
X004202
2025-12-06 12:11:55
MA
Sell
6,807
173.37
1,180,129.59
1.6
0.029
Ultra
4.8
26
-13.2
ARCA>IEX
TWAP
3
MKT
2.8
63
21
0.63
Slip>Thresh
false
null
null
0
ARCA>IEX
MKT
33.4
96
8.2
35
51
0
34
null
null
Venue switch reduced impact
X004203
2025-12-01 12:26:54
UNH
Sell
11,049
70.3
776,744.7
2.3
0.049
High
11.9
26
12.7
BATS>EDGX>NYSE>IEX>NASDAQ
TWAP
2
IOC
4.8
64
32
0.79
Slip>Thresh
false
null
null
0
BATS>EDGX>NYSE>IEX>NASDAQ
IOC
34.1
100
9.3
32
42
28
11
PositionLimitNear
null
Venue switch reduced impact
X004204
2025-12-16 13:24:40
XOM
Buy
18,671
219.11
4,091,002.81
3.2
0.171
Low
12.2
19
-32.6
NASDAQ>EDGX
TWAP
2
LMT
4.7
67
29
0.43
ToxicitySpike
false
null
null
0
NASDAQ>EDGX
LMT
26.9
97
7.3
75
19
10
-21
null
null
Paused due to data glitch
X004205
2025-11-28 10:17:23
PFE
Buy
36,373
179.8
6,539,865.4
1.8
0.099
Medium
16.9
10
32.4
IEX>BATS>ARCA>NASDAQ>NYSE
POV
5
PO
8.5
83
35
0.82
Multi
false
null
null
0
IEX>BATS>ARCA>NASDAQ>NYSE
PO
3.4
87
7.2
227
30
-6
15
NoShort
null
High urgency from PM
X004206
2025-12-26 09:35:15
GOOGL
Sell
23,360
266.92
6,235,251.2
1.5
0.07
Medium
20.6
21
32.6
ARCA>NYSE
IS
4
MKT
10.5
73
14
0.81
LiqDrop
true
LiquidityDrop
Pause
17
ARCA>NYSE
MKT>PO
13.3
96
13.9
86
3
13
-15
null
null
Toxic prints; widened spread
X004207
2025-11-10 10:38:22
TLT
Sell
35,924
96.23
3,456,966.52
2.5
0.131
Medium
10.9
29
32.9
NYSE>IEX
VWAP
2
IOC
4.4
75
16
0.71
Multi
false
null
null
0
NYSE>IEX
IOC
30.2
86
14.9
57
20
-30
26
Watchlist
null
Paused due to data glitch
X004208
2025-11-09 15:54:44
DIS
Sell
2,722
91.61
249,362.42
2.1
0.012
Ultra
13.6
6
-0.9
NASDAQ>ARCA>EDGX
TWAP
3
LMT
5.1
61
17
0.62
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>EDGX
LMT
99.7
98
3.6
64
36
-1
13
Watchlist
null
Paused due to data glitch
X004209
2025-11-12 10:55:28
IEF
Sell
10,503
93.18
978,669.54
2.2
0.04
Ultra
8.7
5
28.4
NYSE>ARCA
VWAP
3
MKT
4.3
65
12
0.77
Multi
false
null
null
0
NYSE>ARCA
MKT
78.3
95
4.4
18
49
-25
40
NoShort
null
Venue switch reduced impact
X004210
2025-12-15 14:25:34
XLY
Sell
16,288
55.64
906,264.32
1.6
0.068
High
15.2
6
-12.1
NASDAQ>EDGX>NYSE>BATS
IS
4
IOC
7.9
69
32
0.68
LiqDrop
false
null
null
0
NASDAQ>EDGX>NYSE>BATS
IOC
6
92
0
76
6
16
40
null
null
Stable book; normal liquidity
X004211
2025-12-11 14:11:37
JPM
Sell
3,205
225.39
722,374.95
4.2
0.079
Medium
7.7
28
-33
EDGX>NYSE>NASDAQ>BATS
VWAP
3
LMT
4.4
61
19
0.55
LiqDrop
true
LiquidityDrop
AlgoSwitch
20
EDGX>NYSE>NASDAQ>BATS
LMT>MKT
48
89
0
103
53
-2
-8
null
null
Venue switch reduced impact
X004212
2025-12-01 09:41:45
HD
Sell
52,366
73.01
3,823,241.66
2.6
0.203
Low
18.7
38
-8.4
EDGX>NYSE>ARCA
TWAP
3
MKT
8.3
86
22
0.46
ToxicitySpike
false
null
null
0
EDGX>NYSE>ARCA
MKT
35.5
97
22.7
28
46
-38
-14
null
null
High urgency from PM
X004213
2025-11-17 14:56:24
NKE
Buy
11,460
35.22
403,621.2
2.1
0.053
Ultra
4.2
27
-3.1
ARCA>NYSE>EDGX>IEX
IS
5
LMT
3.4
67
23
0.48
Slip>Thresh
false
null
null
0
ARCA>NYSE>EDGX>IEX
LMT
46
61
9
63
8
6
-1
PositionLimitNear
null
Toxic prints; widened spread
X004214
2025-11-26 14:59:35
INTC
Sell
1,832
193.87
355,169.84
0.7
0.087
High
26.6
34
-5.9
BATS>EDGX>NYSE>NASDAQ
TWAP
1
LMT
6.1
60
35
0.79
Slip>Thresh
false
null
null
0
BATS>EDGX>NYSE>NASDAQ
LMT
44.2
92
2.9
88
-13
2
-17
null
null
Toxic prints; widened spread
X004215
2025-11-30 14:29:09
XLI
Sell
13,098
91.08
1,192,965.84
2.7
0.597
Low
32.6
35
26.8
EDGX>BATS>NYSE>ARCA
VWAP
3
IOC
12.2
66
35
0.53
ToxicitySpike
false
null
null
0
EDGX>BATS>NYSE>ARCA
IOC
14.7
86
4.4
41
-13
-39
15
null
null
High urgency from PM
X004216
2025-12-06 10:15:09
NFLX
Sell
20,431
94.07
1,921,944.17
2.5
0.195
Low
10.8
11
-31.5
EDGX>ARCA>BATS>NYSE
VWAP
3
LMT
4.3
70
22
0.57
LiqDrop
false
null
null
0
EDGX>ARCA>BATS>NYSE
LMT
84.1
93
10.2
109
-4
-26
-18
null
null
Paused due to data glitch
X004217
2025-11-17 11:21:53
MSFT
Sell
34,578
242.56
8,387,239.68
2.4
0.184
Medium
5.9
9
17.8
NYSE>IEX
TWAP
3
LMT
3.1
77
21
0.53
LiqDrop
false
null
null
0
NYSE>IEX
LMT
62.8
85
0
109
37
-31
17
null
null
Toxic prints; widened spread
X004218
2025-11-26 14:45:45
XOM
Buy
12,780
119.71
1,529,893.8
2.3
0.117
Medium
8.8
17
-15
BATS>NASDAQ>NYSE>ARCA>EDGX
VWAP
3
MKT
4.4
66
31
0.8
Slip>Thresh
false
null
null
0
BATS>NASDAQ>NYSE>ARCA>EDGX
MKT
81.2
97
0
73
24
-29
22
NoShort
null
Toxic prints; widened spread
X004219
2025-11-01 09:43:30
SPY
Buy
73,607
476.32
35,060,486.24
1.7
0.099
High
7
6
-27
ARCA>NYSE
POV
4
MKT
4.3
102
22
0.45
LiqDrop
false
null
null
0
ARCA>NYSE
MKT
52.3
100
16.6
105
12
24
-6
NoShort
VenueReject
High urgency from PM
X004220
2025-11-25 14:34:21
XLV
Sell
712,643
285
203,103,255
1.3
2
Low
18.3
30
3.7
EDGX>NASDAQ>ARCA>IEX
VWAP
3
MKT
7.7
260
35
0.46
Multi
false
null
null
0
EDGX>NASDAQ>ARCA>IEX
MKT
90.8
100
0
278
-15
8
-30
PositionLimitNear
null
Venue switch reduced impact
X004221
2025-11-25 15:05:24
XOM
Sell
9,292
36
334,512
2.6
0.085
Medium
16.1
28
-11.7
ARCA>NYSE
POV
5
MKT
9.6
66
35
0.54
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
21
ARCA>NYSE
MKT>PO
80.5
88
0
82
35
2
-36
null
PriceBand
High urgency from PM
X004222
2025-11-26 15:48:11
TSLA
Sell
152,693
89.18
13,617,161.74
2
0.475
Low
10.8
13
-22.6
NYSE>ARCA>EDGX>BATS
VWAP
3
MKT
5.1
136
23
0.58
Slip>Thresh
false
null
null
0
NYSE>ARCA>EDGX>BATS
MKT
39.7
93
0
117
-5
-12
-25
null
null
Toxic prints; widened spread
X004223
2025-12-03 14:49:55
BAC
Sell
192,785
17.01
3,279,272.85
1.4
0.526
Low
10.4
24
-24.7
EDGX>IEX>ARCA>BATS
VWAP
3
MKT
4.6
156
23
0.85
Multi
false
null
null
0
EDGX>IEX>ARCA>BATS
MKT
60.3
86
0
194
37
12
-17
null
null
Stable book; normal liquidity
X004224
2025-12-13 13:31:29
CVX
Sell
50,330
81.12
4,082,769.6
0.9
0.299
High
4.2
16
-13.1
NYSE>NASDAQ
VWAP
3
LMT
1.7
85
23
0.74
Slip>Thresh
false
null
null
0
NYSE>NASDAQ
LMT
56.9
99
0
94
15
-1
5
null
null
Paused due to data glitch
X004225
2025-12-22 14:46:22
JNJ
Buy
51,119
334.72
17,110,551.68
2.6
0.188
Low
20.6
28
15.4
ARCA>IEX>NASDAQ
POV
4
MKT
10.6
89
26
0.69
ToxicitySpike
false
null
null
0
ARCA>IEX>NASDAQ
MKT
70.2
91
17.1
75
4
-33
1
null
null
Paused due to data glitch
X004226
2025-11-05 14:45:45
XLU
Buy
52,373
231.44
12,121,207.12
1.1
0.168
Ultra
3
20
-0.9
NASDAQ>ARCA>IEX>EDGX>BATS
Adaptive
3
MKT
1.7
86
18
0.53
LiqDrop
false
null
null
0
NASDAQ>ARCA>IEX>EDGX>BATS
MKT
32.8
94
4.6
88
5
-7
-29
null
null
Stable book; normal liquidity
X004227
2025-11-22 13:37:53
XLF
Sell
69,419
153.13
10,630,131.47
2
0.19
Medium
8.3
12
2.4
NASDAQ>IEX
TWAP
2
PO
3.5
89
21
0.47
LiqDrop
false
null
null
0
NASDAQ>IEX
PO
24.7
96
13.4
95
3
-29
-6
null
null
Venue switch reduced impact
X004228
2025-12-01 10:52:01
BA
Buy
25,695
62.43
1,604,138.85
2.8
0.086
Low
19.3
11
24.8
BATS>NASDAQ>ARCA
Adaptive
2
MKT
6.8
70
35
0.61
ToxicitySpike
false
null
null
0
BATS>NASDAQ>ARCA
MKT
35.4
98
2.5
76
56
-30
-23
null
null
Stable book; normal liquidity
X004229
2025-11-19 10:54:35
XOM
Sell
30,832
171.92
5,300,637.44
3.4
0.282
Low
9
12
-31.4
NYSE>BATS>IEX>ARCA
TWAP
3
LMT
4.6
75
15
0.68
LiqDrop
false
null
null
0
NYSE>BATS>IEX>ARCA
LMT
36.8
88
10.9
17
20
-22
1
PositionLimitNear
null
Paused due to data glitch
X004230
2025-11-09 14:18:11
CSCO
Sell
27,610
78.48
2,166,832.8
4.3
0.069
Low
18.3
26
4.7
ARCA>EDGX>NASDAQ>IEX
TWAP
2
MKT
8.2
71
21
0.58
LiqDrop
false
null
null
0
ARCA>EDGX>NASDAQ>IEX
MKT
22.2
94
15.8
10
25
-8
1
PositionLimitNear
null
Venue switch reduced impact
X004231
2025-12-14 13:48:24
T
Buy
21,181
265.65
5,626,732.65
4.8
0.177
Low
21
9
-7.3
IEX>BATS
POV
5
MKT
13.9
73
25
0.47
Slip>Thresh
false
null
null
0
IEX>BATS
MKT
83.3
92
6.9
10
-12
-24
-22
null
null
Venue switch reduced impact
X004232
2025-12-23 13:02:10
V
Buy
4,472
179.98
804,870.56
3.5
0.058
Medium
17.8
27
-27
NYSE>BATS>ARCA>NASDAQ>EDGX
VWAP
2
PO
6.6
61
20
0.46
Slip>Thresh
false
null
null
0
NYSE>BATS>ARCA>NASDAQ>EDGX
PO
66.6
89
5.7
21
31
-11
4
null
null
Toxic prints; widened spread
X004233
2025-11-28 15:32:11
JPM
Sell
10,767
268.95
2,895,784.65
3
0.267
Low
14.6
37
19.2
IEX>EDGX>NYSE
TWAP
1
LMT
4.5
63
15
0.43
LiqDrop
false
null
null
0
IEX>EDGX>NYSE
LMT
31.8
85
15.9
105
57
-33
-32
Watchlist
null
Paused due to data glitch
X004234
2025-12-25 14:15:19
JPM
Sell
2,821
322.48
909,716.08
3.3
0.07
Medium
12
5
-19.3
ARCA>EDGX>BATS>IEX>NASDAQ
IS
5
MKT
9.2
61
31
0.83
Multi
false
null
null
0
ARCA>EDGX>BATS>IEX>NASDAQ
MKT
16
99
22
74
-11
24
-8
Watchlist
null
Venue switch reduced impact
X004235
2025-11-12 15:32:07
KO
Sell
2,950
290.7
857,565
2.1
0.073
High
7.6
16
-34.5
NASDAQ>ARCA
IS
5
MKT
5.9
61
34
0.76
LiqDrop
true
LiquidityDrop
OrderTypeChange
11
NASDAQ>ARCA
MKT>IOC
83.3
87
2.5
89
-14
23
-18
null
null
Venue switch reduced impact
X004236
2025-11-01 15:28:37
NVDA
Buy
8,388
280.88
2,356,021.44
2.2
0.217
Low
32.6
12
33.1
NASDAQ>BATS>EDGX>IEX
Adaptive
5
LMT
11.9
65
30
0.55
LiqDrop
false
null
null
0
NASDAQ>BATS>EDGX>IEX
LMT
70.4
96
7.3
10
-1
-17
-27
null
null
Paused due to data glitch
X004237
2025-12-24 13:24:26
LQD
Buy
18,498
106.86
1,976,696.28
1.2
0.091
Medium
23.9
4
29.5
BATS>NYSE>ARCA>IEX>NASDAQ
VWAP
2
MKT
7.6
67
17
0.77
Slip>Thresh
false
null
null
0
BATS>NYSE>ARCA>IEX>NASDAQ
MKT
34.6
94
11.2
19
16
2
-7
NoShort
null
Stable book; normal liquidity
X004238
2025-11-11 14:20:51
XLV
Buy
14,440
353.05
5,098,042
1.4
0.041
Ultra
9.7
36
-12.8
NYSE>BATS>EDGX>ARCA
TWAP
3
LMT
3.6
67
12
0.41
Multi
false
null
null
0
NYSE>BATS>EDGX>ARCA
LMT
28.7
66
1.8
55
11
16
25
null
null
Venue switch reduced impact
X004239
2025-11-22 10:48:24
XLV
Sell
79,145
240.04
18,997,965.8
1
0.222
High
6.3
18
-10.5
IEX>NYSE>NASDAQ>ARCA>BATS
POV
4
MKT
3.5
105
24
0.45
ToxicitySpike
false
null
null
0
IEX>NYSE>NASDAQ>ARCA>BATS
MKT
50.4
90
0
109
-17
7
26
NoShort
null
High urgency from PM
X004240
2025-10-29 13:18:34
UNH
Sell
47,536
31.05
1,475,992.8
2.9
0.209
Low
17.8
25
-3.9
IEX>EDGX>NYSE>NASDAQ>BATS
VWAP
1
LMT
4.9
76
26
0.73
ToxicitySpike
true
ToxicitySpike
VenueSwitch
15
IEX>EDGX>NYSE>NASDAQ>BATS
LMT>MKT
74.8
95
13.5
106
-1
-1
-6
Watchlist
null
High urgency from PM
X004241
2025-12-17 14:24:20
SPY
Buy
48,642
473.16
23,015,448.72
1.3
0.066
Medium
20.9
11
16.5
EDGX>NYSE>NASDAQ>IEX>ARCA
VWAP
3
MKT
7.7
84
35
0.76
Multi
false
null
null
0
EDGX>NYSE>NASDAQ>IEX>ARCA
MKT
64.2
85
0
50
6
11
40
null
null
Paused due to data glitch
X004242
2025-11-07 09:35:23
NKE
Sell
46,443
293.14
13,614,301.02
2.1
0.216
Low
12.7
19
5.5
EDGX>NYSE>NASDAQ
POV
5
LMT
6.4
90
18
0.78
ToxicitySpike
false
null
null
0
EDGX>NYSE>NASDAQ
LMT
31.7
88
0
64
1
18
-25
null
null
Toxic prints; widened spread
X004243
2025-11-11 14:50:01
V
Buy
5,185
199.29
1,033,318.65
3.8
0.067
Low
39.9
9
-30
IEX>NYSE>EDGX>BATS>ARCA
IS
5
LMT
19.3
63
17
0.65
LiqDrop
true
LiquidityDrop
AlgoSwitch
31
IEX>NYSE>EDGX>BATS>ARCA
LMT>PO
38.7
78
21.4
127
29
-38
-24
null
null
Stable book; normal liquidity
X004244
2025-12-19 10:34:09
XLF
Sell
159,991
112.31
17,968,589.21
3.3
0.437
Low
8
28
-0.5
EDGX>NYSE>NASDAQ>IEX
TWAP
3
MKT
5.2
139
19
0.47
LiqDrop
false
null
null
0
EDGX>NYSE>NASDAQ>IEX
MKT
77.3
98
13.9
98
-14
16
-18
null
null
High urgency from PM
X004245
2025-10-27 13:29:48
PFE
Buy
114,654
40.04
4,590,746.16
1.8
0.311
Low
21.4
22
2.8
ARCA>BATS>IEX
VWAP
1
LMT
5.2
100
27
0.81
LiqDrop
false
null
null
0
ARCA>BATS>IEX
LMT
79.2
89
1
112
19
17
38
null
null
Paused due to data glitch
X004246
2025-11-04 13:18:01
DIS
Sell
41,250
162.65
6,709,312.5
1.7
0.18
Low
22.5
6
-29.4
NASDAQ>EDGX>NYSE
IS
4
MKT
11.6
83
22
0.42
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>NYSE
MKT
85.6
85
18.1
10
24
-22
37
null
null
Toxic prints; widened spread
X004247
2025-12-11 15:40:20
JPM
Sell
2,398
179.99
431,616.02
5.3
0.059
Low
37.6
32
1.7
EDGX>BATS>NYSE
TWAP
2
LMT
12.1
61
21
0.5
LiqDrop
false
null
null
0
EDGX>BATS>NYSE
LMT
33.9
85
11.2
107
45
-7
-1
null
null
Stable book; normal liquidity
X004248
2025-10-28 13:36:48
LQD
Sell
53,316
114.46
6,102,549.36
1.5
0.262
Low
19.1
12
-26.8
IEX>NYSE>ARCA>BATS
Adaptive
4
IOC
7.5
90
30
0.48
LiqDrop
false
null
null
0
IEX>NYSE>ARCA>BATS
IOC
37.3
89
0
108
-17
5
-16
null
null
Toxic prints; widened spread
X004249
2025-11-01 10:37:26
JNJ
Buy
44,950
299.77
13,474,661.5
2.9
0.165
Low
10.2
30
-11.5
ARCA>EDGX>IEX>NASDAQ>NYSE
Adaptive
4
LMT
4.7
85
30
0.59
Multi
false
null
null
0
ARCA>EDGX>IEX>NASDAQ>NYSE
LMT
73.3
88
2.5
95
32
23
-33
NoShort
null
Venue switch reduced impact
X004250
2025-11-29 15:06:47
KO
Buy
1,638
34.77
56,953.26
2.1
0.041
High
12.7
5
-21.9
EDGX>NASDAQ>IEX>NYSE
IS
5
LMT
6.9
61
35
0.49
Multi
false
null
null
0
EDGX>NASDAQ>IEX>NYSE
LMT
16.9
88
1.3
83
-15
27
18
PositionLimitNear
null
Paused due to data glitch
X004251
2025-11-19 09:35:28
XLV
Sell
191,644
353.56
67,757,652.64
1.9
0.538
Low
23.9
32
20.5
EDGX>ARCA
VWAP
1
LMT
5.8
127
31
0.47
ToxicitySpike
false
null
null
0
EDGX>ARCA
LMT
70.4
74
9.7
270
31
27
15
null
null
Toxic prints; widened spread
X004252
2025-12-09 15:14:47
META
Buy
6,341
51.05
323,708.05
0.9
0.018
Ultra
11.7
38
-27.5
NASDAQ>NYSE>BATS
VWAP
2
LMT
3.2
62
27
0.6
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>BATS
LMT
27
96
2
41
-1
-6
24
NoShort
null
High urgency from PM
X004253
2025-12-25 09:53:48
MA
Buy
26,932
43.4
1,168,848.8
1.3
0.115
Medium
24.3
34
33.5
BATS>EDGX>IEX>ARCA
TWAP
3
LMT
7.7
73
20
0.67
LiqDrop
false
null
null
0
BATS>EDGX>IEX>ARCA
LMT
90.9
97
20.7
10
43
19
-30
null
null
Toxic prints; widened spread
X004254
2025-12-19 09:42:51
BRK.B
Sell
36,966
22.12
817,687.92
2.9
0.168
Low
11.2
5
5.1
NYSE>IEX>BATS>NASDAQ>ARCA
TWAP
3
LMT
4.9
78
14
0.81
Multi
false
null
null
0
NYSE>IEX>BATS>NASDAQ>ARCA
LMT
77.9
97
13.9
16
10
-28
-12
null
null
Paused due to data glitch
X004255
2025-11-09 13:38:09
JPM
Sell
7,321
147.06
1,076,626.26
4
0.181
Low
11.2
39
-20.5
BATS>EDGX>IEX>NASDAQ>NYSE
TWAP
2
LMT
4.9
63
28
0.76
ToxicitySpike
true
ToxicitySpike
Pause
10
BATS>EDGX>IEX>NASDAQ>NYSE
LMT>PO
91.2
95
9.1
42
57
-40
9
null
null
Toxic prints; widened spread
X004256
2025-12-18 10:28:45
DIS
Sell
127,449
97.6
12,439,022.4
1.6
0.556
Low
24.2
19
4.6
ARCA>IEX>BATS>EDGX>NASDAQ
POV
3
LMT
8.4
123
19
0.82
Multi
false
null
null
0
ARCA>IEX>BATS>EDGX>NASDAQ
LMT
28.6
100
0
177
59
16
23
null
null
High urgency from PM
X004257
2025-12-07 15:46:47
BAC
Buy
18,578
317.27
5,894,242.06
1.8
0.051
High
16.1
10
9.8
IEX>EDGX>BATS
IS
5
MKT
9.7
72
19
0.76
ToxicitySpike
false
null
null
0
IEX>EDGX>BATS
MKT
20.2
97
14.2
49
44
-11
-4
null
null
Toxic prints; widened spread
X004258
2025-11-06 14:57:38
QQQ
Sell
20,803
430.29
8,951,322.87
0.5
0.066
Ultra
5.5
25
-8.1
NASDAQ>ARCA>IEX
TWAP
1
LMT
1.4
67
23
0.44
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>IEX
LMT
46.5
94
4.5
69
-14
-1
-17
null
null
Paused due to data glitch
X004259
2025-12-24 13:18:35
XLV
Sell
74,218
250.58
18,597,546.44
1.4
0.208
Low
19
15
17
NASDAQ>ARCA>NYSE>BATS>IEX
IS
4
MKT
9.8
102
26
0.5
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>NYSE>BATS>IEX
MKT
63.6
93
4
151
56
10
28
null
null
Venue switch reduced impact
X004260
2025-11-21 14:30:27
NFLX
Sell
7,289
139.62
1,017,690.18
4.6
0.07
Low
19.7
19
4
BATS>IEX>NYSE>ARCA
VWAP
2
LMT
6.9
63
19
0.5
Multi
false
null
null
0
BATS>IEX>NYSE>ARCA
LMT
35.1
97
0
94
21
-18
-11
null
null
Paused due to data glitch
X004261
2025-11-08 13:14:37
WMT
Buy
30,488
69.41
2,116,172.08
3.2
0.094
Medium
7.5
23
-5.8
NYSE>NASDAQ>ARCA>IEX
TWAP
1
MKT
3.7
70
34
0.82
ToxicitySpike
false
null
null
0
NYSE>NASDAQ>ARCA>IEX
MKT
5
93
4
99
8
-7
17
null
null
Toxic prints; widened spread
X004262
2025-12-20 15:34:48
XLK
Buy
135,739
115.6
15,691,428.4
1.6
0.381
Low
17
28
-15.6
EDGX>NYSE>NASDAQ>BATS>ARCA
IS
4
MKT
9.2
138
35
0.85
ToxicitySpike
false
null
null
0
EDGX>NYSE>NASDAQ>BATS>ARCA
MKT
34.1
87
0
45
16
-23
15
null
null
Toxic prints; widened spread
X004263
2025-12-06 14:23:37
SPY
Buy
76,985
499.76
38,474,023.6
1.6
0.104
Medium
17.2
27
-18.8
NYSE>IEX>ARCA
IS
5
MKT
10.1
110
23
0.83
ToxicitySpike
false
null
null
0
NYSE>IEX>ARCA
MKT
29.8
88
7.3
113
33
15
14
null
null
Paused due to data glitch
X004264
2025-11-13 11:14:53
HYG
Sell
66,044
78.12
5,159,357.28
1.2
0.362
Medium
4.2
31
15.1
BATS>ARCA
IS
5
MKT
3.5
102
15
0.46
Slip>Thresh
false
null
null
0
BATS>ARCA
MKT
38.6
91
7.3
126
5
26
20
null
null
Stable book; normal liquidity
X004265
2025-12-25 11:50:20
XLK
Buy
27,781
92.93
2,581,688.33
1.6
0.078
Medium
13.8
4
-13.1
IEX>BATS
IS
5
LMT
7
78
14
0.53
Multi
false
null
null
0
IEX>BATS
LMT
59.7
92
3.7
98
17
26
34
null
null
High urgency from PM
X004266
2025-12-05 09:35:18
INTC
Buy
1,143
304.73
348,306.39
0.8
0.054
High
25.7
16
-9.9
BATS>EDGX>NASDAQ
POV
5
PO
11.2
60
28
0.56
Slip>Thresh
false
null
null
0
BATS>EDGX>NASDAQ
PO
19.8
97
0.1
115
9
4
25
null
null
High urgency from PM
X004267
2025-11-26 10:21:18
XLE
Sell
23,051
92.8
2,139,132.8
3.7
0.083
Medium
5.7
38
-12.1
NASDAQ>BATS>EDGX>NYSE>IEX
Adaptive
1
MKT
3.1
68
34
0.58
Multi
false
null
null
0
NASDAQ>BATS>EDGX>NYSE>IEX
MKT
40.9
86
2.8
49
5
-27
18
null
null
Toxic prints; widened spread
X004268
2025-11-16 11:29:38
MA
Buy
12,883
32.36
416,893.88
1.1
0.055
Ultra
4.6
16
-35
NYSE>BATS>ARCA
VWAP
3
LMT
1.9
66
33
0.69
Multi
false
null
null
0
NYSE>BATS>ARCA
LMT
8.7
94
0.8
69
-4
4
-25
null
null
Stable book; normal liquidity
X004269
2025-12-09 13:17:24
MA
Buy
20,522
112
2,298,464
0.8
0.087
High
23.1
4
-31.1
ARCA>BATS>EDGX>IEX>NYSE
Adaptive
3
LMT
6.4
70
14
0.5
Slip>Thresh
false
null
null
0
ARCA>BATS>EDGX>IEX>NYSE
LMT
30
91
6.8
128
-6
-18
-26
null
null
High urgency from PM
X004270
2025-12-03 12:00:56
BRK.B
Sell
2,338
264.68
618,821.84
2.6
0.011
Ultra
18.8
5
-6.2
IEX>NASDAQ>EDGX>NYSE
POV
4
MKT
9.7
61
32
0.5
Slip>Thresh
false
null
null
0
IEX>NASDAQ>EDGX>NYSE
MKT
71.6
85
7.8
68
55
-4
1
PositionLimitNear
null
Paused due to data glitch
X004271
2025-12-09 12:33:05
CSCO
Sell
14,208
124.71
1,771,879.68
4.6
0.036
Ultra
4.3
6
8.3
NASDAQ>ARCA>BATS
IS
5
LMT
5.5
69
24
0.51
Multi
false
null
null
0
NASDAQ>ARCA>BATS
LMT
61.3
74
6
58
-8
-31
-1
null
null
Paused due to data glitch
X004272
2025-11-05 11:23:00
BRK.B
Buy
136,801
57.77
7,902,993.77
2.9
0.622
Low
19.2
10
11.5
EDGX>IEX>BATS>NASDAQ>ARCA
POV
2
MKT
8.2
118
33
0.58
Slip>Thresh
false
null
null
0
EDGX>IEX>BATS>NASDAQ>ARCA
MKT
87
85
0
110
11
-18
21
NoShort
null
Toxic prints; widened spread
X004273
2025-11-29 13:27:55
CVX
Buy
120,330
274.25
33,000,502.5
0.9
0.714
Low
18.4
22
-3.6
BATS>EDGX>ARCA>NASDAQ
POV
3
LMT
6.3
120
25
0.75
LiqDrop
false
null
null
0
BATS>EDGX>ARCA>NASDAQ
LMT
44.9
96
2.3
15
41
-1
-15
null
null
Stable book; normal liquidity
X004274
2025-11-10 09:36:47
XLF
Sell
66,212
243.71
16,136,526.52
2.7
0.181
Medium
6.4
35
26.1
ARCA>NASDAQ>NYSE>BATS>IEX
VWAP
3
LMT
3.3
93
16
0.62
LiqDrop
false
null
null
0
ARCA>NASDAQ>NYSE>BATS>IEX
LMT
44.2
98
0.3
82
-12
-26
-21
null
null
High urgency from PM
X004275
2025-12-19 12:15:43
CSCO
Sell
34,428
294.07
10,124,241.96
3.3
0.086
Medium
7.1
29
-1.1
NASDAQ>ARCA>BATS>NYSE
Adaptive
3
LMT
3.5
77
32
0.71
LiqDrop
true
LiquidityDrop
VenueSwitch
29
NASDAQ>ARCA>BATS>NYSE
LMT>IOC
57.3
84
0.9
110
19
-2
-24
NoShort
null
High urgency from PM
X004276
2025-12-24 12:37:24
CSCO
Sell
108,642
29.84
3,241,877.28
3.8
0.273
Medium
3.6
11
-6.4
NYSE>ARCA>NASDAQ>BATS
Adaptive
1
MKT
2.7
98
27
0.84
Multi
false
null
null
0
NYSE>ARCA>NASDAQ>BATS
MKT
92.6
86
0
46
41
25
-9
Watchlist
null
High urgency from PM
X004277
2025-11-07 12:18:20
XOM
Buy
16,963
69.47
1,178,419.61
3.9
0.155
Low
13.9
31
27.1
IEX>BATS>ARCA
Adaptive
3
IOC
6.5
68
22
0.82
Slip>Thresh
false
null
null
0
IEX>BATS>ARCA
IOC
1
98
0
100
12
-19
-38
null
null
Stable book; normal liquidity
X004278
2025-12-17 14:59:44
XLU
Buy
30,656
300.38
9,208,449.28
2
0.098
Medium
11.8
31
-3
ARCA>EDGX>NYSE
Adaptive
3
PO
4.5
75
18
0.51
LiqDrop
false
null
null
0
ARCA>EDGX>NYSE
PO
38.3
95
5
87
2
-11
14
Watchlist
null
Toxic prints; widened spread
X004279
2025-12-12 09:52:47
XLI
Buy
2,893
25.13
72,701.09
2.5
0.132
Low
30.5
39
-21.6
BATS>EDGX>NYSE>NASDAQ
TWAP
2
PO
9.9
61
32
0.42
LiqDrop
false
null
null
0
BATS>EDGX>NYSE>NASDAQ
PO
31
97
11.2
10
38
-14
-28
null
null
High urgency from PM
X004280
2025-12-26 14:50:42
NFLX
Buy
22,677
281.34
6,379,947.18
4.6
0.217
Low
20.8
21
-33.2
IEX>NYSE
VWAP
2
MKT
8.7
69
12
0.51
Slip>Thresh
false
null
null
0
IEX>NYSE
MKT
54.2
99
8.1
63
18
-11
-3
null
null
Venue switch reduced impact
X004281
2025-11-13 09:35:54
CVX
Sell
7,460
91.28
680,948.8
1.2
0.044
Ultra
12.7
28
-12.5
NASDAQ>IEX>NYSE>ARCA>EDGX
POV
4
MKT
6.2
64
30
0.72
Multi
false
null
null
0
NASDAQ>IEX>NYSE>ARCA>EDGX
MKT
33.4
95
11.3
54
36
-25
-29
NoShort
null
Toxic prints; widened spread
X004282
2025-10-27 09:35:18
IWM
Sell
13,874
208.7
2,895,503.8
1.7
0.019
Ultra
13.6
39
11.1
BATS>EDGX
VWAP
3
LMT
4.6
66
21
0.67
Multi
false
null
null
0
BATS>EDGX
LMT
50.9
90
9.2
86
-1
28
-5
NoShort
null
Toxic prints; widened spread
X004283
2025-11-26 10:02:51
BAC
Sell
31,355
130.89
4,104,055.95
1.7
0.086
High
5.8
7
-34.9
IEX>BATS>ARCA>NYSE>NASDAQ
IS
4
MKT
4.1
78
22
0.63
Multi
false
null
null
0
IEX>BATS>ARCA>NYSE>NASDAQ
MKT
51.3
93
3.2
77
-1
1
-12
PositionLimitNear
null
Venue switch reduced impact
X004284
2025-11-10 14:44:27
V
Buy
29,408
64.29
1,890,640.32
4.5
0.383
Low
7
5
9.8
NASDAQ>IEX>BATS>ARCA
VWAP
2
IOC
4.6
72
20
0.6
LiqDrop
false
null
null
0
NASDAQ>IEX>BATS>ARCA
IOC
97.4
89
11.5
17
-10
-13
-18
null
null
Stable book; normal liquidity
X004285
2025-11-11 13:06:31
DIS
Buy
15,486
205.32
3,179,585.52
1.1
0.068
High
12
32
24.5
NYSE>BATS>IEX>NASDAQ>EDGX
VWAP
2
PO
3.8
66
21
0.48
LiqDrop
false
null
null
0
NYSE>BATS>IEX>NASDAQ>EDGX
PO
31.3
93
0
48
53
10
-35
null
null
Toxic prints; widened spread
X004286
2025-11-27 10:49:15
V
Sell
8,173
332.89
2,720,709.97
4.7
0.106
Low
17.5
15
-4.6
NYSE>NASDAQ>ARCA>IEX>EDGX
IS
4
LMT
9.9
64
14
0.85
ToxicitySpike
false
null
null
0
NYSE>NASDAQ>ARCA>IEX>EDGX
LMT
42.5
89
6.1
10
45
-15
5
null
null
Paused due to data glitch
X004287
2025-12-10 10:39:05
NKE
Sell
29,520
255.94
7,555,348.8
2.1
0.137
Medium
13.5
9
7
ARCA>IEX
VWAP
3
MKT
5.9
74
22
0.53
Multi
false
null
null
0
ARCA>IEX
MKT
19
94
0
28
36
-38
7
PositionLimitNear
null
Stable book; normal liquidity
X004288
2025-11-25 09:35:30
JPM
Buy
15,420
258.26
3,982,369.2
2.9
0.382
Low
20.4
27
-3.4
IEX>NYSE>NASDAQ>ARCA
Adaptive
3
MKT
8.3
67
25
0.81
ToxicitySpike
false
null
null
0
IEX>NYSE>NASDAQ>ARCA
MKT
12.9
89
0
108
20
-15
-34
null
null
Toxic prints; widened spread
X004289
2025-11-18 13:38:48
GOOGL
Sell
30,882
163.15
5,038,398.3
2
0.092
Low
23.2
25
18
NASDAQ>EDGX>ARCA
VWAP
3
LMT
7.4
75
14
0.57
LiqDrop
false
null
null
0
NASDAQ>EDGX>ARCA
LMT
48.1
88
0
50
11
-25
-15
NoShort
Throttle
Toxic prints; widened spread
X004290
2025-11-06 13:44:36
SPY
Buy
16,571
486.09
8,054,997.39
1.8
0.022
Ultra
16
26
4.4
ARCA>NYSE
TWAP
1
MKT
5.1
65
26
0.8
LiqDrop
false
null
null
0
ARCA>NYSE
MKT
95.4
88
6.2
81
-17
27
-21
null
null
Venue switch reduced impact
X004291
2025-12-17 15:21:52
CSCO
Sell
95,096
219.43
20,866,915.28
4.2
0.239
Low
24.3
37
-34.1
NYSE>BATS>IEX>ARCA
Adaptive
5
MKT
12.7
121
35
0.57
Slip>Thresh
false
null
null
0
NYSE>BATS>IEX>ARCA
MKT
16
90
19.4
118
-16
6
2
PositionLimitNear
null
Toxic prints; widened spread
X004292
2025-11-27 15:15:37
XLE
Buy
16,270
124.74
2,029,519.8
1.9
0.058
High
12.5
32
-26
NASDAQ>NYSE>EDGX
TWAP
3
MKT
5.7
68
16
0.78
Multi
false
null
null
0
NASDAQ>NYSE>EDGX
MKT
83.2
91
10.3
61
55
-23
0
null
null
Paused due to data glitch
X004293
2025-12-10 10:04:46
T
Sell
44,392
145.41
6,455,040.72
5
0.37
Low
10.3
6
15.2
ARCA>IEX>EDGX>BATS>NASDAQ
POV
5
LMT
7.7
88
19
0.44
Multi
false
null
null
0
ARCA>IEX>EDGX>BATS>NASDAQ
LMT
39
89
5.3
90
-11
14
-4
null
null
High urgency from PM
X004294
2025-11-28 11:41:55
PFE
Buy
11,002
247.72
2,725,415.44
2.2
0.03
Ultra
7.3
32
-6.7
NASDAQ>BATS
Adaptive
5
LMT
3.7
67
14
0.78
ToxicitySpike
false
null
null
0
NASDAQ>BATS
LMT
54.5
97
1.5
37
-3
-27
25
null
null
Paused due to data glitch
X004295
2025-12-13 10:13:27
JPM
Sell
6,121
311.44
1,906,324.24
2.7
0.152
Low
29.4
14
15.6
ARCA>IEX
POV
5
LMT
13
63
25
0.61
Multi
false
null
null
0
ARCA>IEX
LMT
41.8
93
0.2
63
51
-6
14
null
null
High urgency from PM
X004296
2025-12-04 11:44:00
KO
Buy
3,486
291.25
1,015,297.5
3.2
0.087
Low
32
11
-14.2
ARCA>NASDAQ>EDGX>BATS
TWAP
3
LMT
11
61
12
0.45
Slip>Thresh
true
SlippageAboveThreshold
AlgoSwitch
13
ARCA>NASDAQ>EDGX>BATS
LMT>IOC
30.6
94
27.4
9
17
-5
1
null
null
Paused due to data glitch
X004297
2025-12-16 12:58:14
TSLA
Sell
14,624
163.26
2,387,514.24
1.5
0.045
Ultra
8.2
5
-10.3
EDGX>NYSE
TWAP
2
IOC
3.3
66
33
0.65
ToxicitySpike
false
null
null
0
EDGX>NYSE
IOC
25.8
88
1.6
62
27
5
-15
null
null
Stable book; normal liquidity
X004298
2025-12-13 13:01:23
BA
Buy
126,302
185.27
23,399,971.54
1.5
0.421
Medium
5.1
4
13.7
NYSE>EDGX>BATS>NASDAQ
Adaptive
3
MKT
2.7
123
18
0.72
LiqDrop
false
null
null
0
NYSE>EDGX>BATS>NASDAQ
MKT
44.8
88
0.2
127
-6
-19
0
NoShort
null
Toxic prints; widened spread
X004299
2025-11-07 13:08:36
IWM
Sell
60,398
198.39
11,982,359.22
1.7
0.083
High
6.4
16
17.6
ARCA>EDGX>IEX>NYSE>NASDAQ
VWAP
3
LMT
2.7
90
22
0.82
LiqDrop
false
null
null
0
ARCA>EDGX>IEX>NYSE>NASDAQ
LMT
51
96
0.2
59
38
-10
-34
null
null
Paused due to data glitch
X004300
2025-11-01 11:02:01
HD
Sell
102,443
202.74
20,769,293.82
2.3
0.397
Low
15.8
27
-10.9
EDGX>BATS
IS
5
LMT
8.5
126
29
0.56
LiqDrop
false
null
null
0
EDGX>BATS
LMT
3.4
62
7.3
83
-6
-13
-36
null
null
High urgency from PM