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
X004301
2025-11-25 15:11:07
PEP
Buy
28,914
85.47
2,471,279.58
3.4
0.091
Low
24.3
6
29.5
EDGX>BATS>NASDAQ
IS
4
LMT
11.5
76
25
0.6
ToxicitySpike
false
null
null
0
EDGX>BATS>NASDAQ
LMT
79
63
13.8
39
-4
8
6
null
null
Toxic prints; widened spread
X004302
2025-10-28 11:08:15
NVDA
Sell
12,132
148.13
1,797,113.16
1.7
0.314
Low
28
29
12
BATS>ARCA>IEX>NYSE>EDGX
Adaptive
4
IOC
10.6
66
25
0.81
ToxicitySpike
false
null
null
0
BATS>ARCA>IEX>NYSE>EDGX
IOC
85.5
91
3.6
80
43
-6
21
PositionLimitNear
null
Stable book; normal liquidity
X004303
2025-11-28 15:07:37
PEP
Buy
19,082
176.98
3,377,132.36
4.7
0.06
High
4.8
26
14.2
EDGX>NYSE>BATS>NASDAQ>ARCA
POV
4
LMT
4.8
70
24
0.78
Multi
false
null
null
0
EDGX>NYSE>BATS>NASDAQ>ARCA
LMT
2.4
98
5.8
35
19
30
-18
null
null
Venue switch reduced impact
X004304
2025-11-19 14:44:16
IEF
Buy
33,951
93.48
3,173,739.48
2.7
0.129
Medium
10.3
8
-6.4
ARCA>EDGX>IEX>NYSE>NASDAQ
POV
4
LMT
5.3
79
14
0.42
LiqDrop
false
null
null
0
ARCA>EDGX>IEX>NYSE>NASDAQ
LMT
67.6
86
4
41
38
-25
-12
null
null
Paused due to data glitch
X004305
2025-12-19 14:42:53
XLF
Buy
22,389
257.06
5,755,316.34
2.6
0.061
Ultra
5
33
14.3
NYSE>BATS>EDGX>IEX>NASDAQ
Adaptive
1
IOC
2.3
67
35
0.45
LiqDrop
false
null
null
0
NYSE>BATS>EDGX>IEX>NASDAQ
IOC
61.4
96
3.2
70
-18
30
-26
null
null
High urgency from PM
X004306
2025-12-06 15:46:45
GOOGL
Buy
14,296
49.38
705,936.48
2.1
0.043
Medium
20.8
15
0.7
EDGX>NYSE
TWAP
3
LMT
7.1
67
21
0.62
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
15
EDGX>NYSE
LMT>PO
92.6
94
9.2
68
56
8
25
null
Unknown
Toxic prints; widened spread
X004307
2025-10-27 11:26:27
QQQ
Sell
13,142
404.63
5,317,647.46
0.9
0.042
Ultra
11.1
30
12.7
BATS>ARCA>IEX>EDGX>NASDAQ
Adaptive
2
MKT
3.5
65
26
0.77
Slip>Thresh
false
null
null
0
BATS>ARCA>IEX>EDGX>NASDAQ
MKT
12.7
95
0
70
21
-2
34
null
null
High urgency from PM
X004308
2025-11-27 09:35:35
T
Sell
5,345
130.99
700,141.55
2.7
0.045
Medium
17.7
35
-1.9
EDGX>NYSE
IS
4
MKT
10.3
63
19
0.79
LiqDrop
true
LiquidityDrop
AlgoSwitch
15
EDGX>NYSE
MKT>PO
3
92
20.8
80
23
-39
-27
null
null
Venue switch reduced impact
X004309
2025-12-04 12:34:32
V
Sell
54,700
71.98
3,937,306
3.6
0.712
Low
30.1
29
-20.5
EDGX>NASDAQ>ARCA>NYSE
VWAP
1
LMT
7.9
79
22
0.49
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
14
EDGX>NASDAQ>ARCA>NYSE
LMT>MKT
53.1
90
17.9
8
15
23
1
PositionLimitNear
null
High urgency from PM
X004310
2025-11-14 10:38:45
HYG
Sell
67,138
78.44
5,266,304.72
1.7
0.368
Low
6.4
11
18
BATS>ARCA>EDGX>NYSE>IEX
TWAP
3
LMT
2.9
93
19
0.57
LiqDrop
false
null
null
0
BATS>ARCA>EDGX>NYSE>IEX
LMT
3.4
100
0
110
-3
-20
4
null
null
Stable book; normal liquidity
X004311
2025-11-20 10:05:22
WMT
Sell
16,360
328.16
5,368,697.6
3.5
0.05
High
5.6
36
-14.1
ARCA>EDGX>IEX
TWAP
3
IOC
4.2
68
17
0.66
ToxicitySpike
false
null
null
0
ARCA>EDGX>IEX
IOC
55.2
94
2.3
39
-19
-35
29
null
null
High urgency from PM
X004312
2025-11-14 12:59:36
GOOGL
Sell
9,013
291.9
2,630,894.7
1.1
0.027
Ultra
24.7
14
4.8
NASDAQ>ARCA>BATS>EDGX
TWAP
1
IOC
6.8
63
12
0.54
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>BATS>EDGX
IOC
77.7
90
0.3
61
-4
-17
1
null
null
Paused due to data glitch
X004313
2025-12-23 13:05:01
JNJ
Sell
36,726
232.64
8,543,936.64
4
0.135
Medium
6.7
23
21.6
BATS>NYSE>IEX
IS
5
PO
6.7
83
21
0.83
Multi
false
null
null
0
BATS>NYSE>IEX
PO
4.1
99
11.4
107
30
30
-24
null
null
Stable book; normal liquidity
X004314
2025-12-07 11:18:32
AMD
Sell
8,915
258.34
2,303,101.1
1.2
0.249
Low
40
19
13.5
NYSE>EDGX>IEX
TWAP
2
MKT
13
63
29
0.76
Multi
false
null
null
0
NYSE>EDGX>IEX
MKT
30.1
85
0
151
31
26
-24
null
null
High urgency from PM
X004315
2025-10-29 13:52:11
HD
Buy
40,804
358.34
14,621,705.36
2.8
0.158
Low
12.7
14
21.9
EDGX>NYSE>NASDAQ>IEX>ARCA
IS
4
LMT
6.8
83
32
0.59
Slip>Thresh
false
null
null
0
EDGX>NYSE>NASDAQ>IEX>ARCA
LMT
68.5
95
0.4
10
15
15
18
PositionLimitNear
null
Stable book; normal liquidity
X004316
2025-12-17 12:49:22
XLE
Sell
21,084
36.72
774,204.48
2.2
0.076
Medium
22.6
12
30.4
ARCA>NASDAQ>EDGX>BATS
VWAP
3
MKT
8.9
70
29
0.43
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>EDGX>BATS
MKT
13.6
92
14.1
88
2
9
12
null
null
High urgency from PM
X004317
2025-11-18 14:00:39
NFLX
Buy
8,761
301.61
2,642,405.21
3.9
0.084
Low
24.4
13
3.7
EDGX>IEX>NYSE>ARCA>NASDAQ
TWAP
1
LMT
7
63
22
0.68
ToxicitySpike
false
null
null
0
EDGX>IEX>NYSE>ARCA>NASDAQ
LMT
36.7
96
0
104
27
-25
3
null
null
Toxic prints; widened spread
X004318
2025-11-04 13:35:45
PEP
Buy
32,085
127.01
4,075,115.85
2.4
0.101
High
5.5
8
33.6
IEX>NASDAQ>NYSE
TWAP
3
LMT
3
76
16
0.63
Slip>Thresh
false
null
null
0
IEX>NASDAQ>NYSE
LMT
22.8
70
2.8
114
-17
25
-25
null
null
Toxic prints; widened spread
X004319
2025-11-16 15:53:41
NVDA
Buy
1,141
233.9
266,879.9
1.9
0.03
Ultra
14.4
24
-24.9
NYSE>ARCA
TWAP
2
PO
5.1
60
22
0.42
LiqDrop
false
null
null
0
NYSE>ARCA
PO
26.4
93
6.7
50
-12
-1
-32
null
null
Paused due to data glitch
X004320
2025-11-11 11:03:40
JNJ
Buy
74,133
335.21
24,850,122.93
4.1
0.272
Low
20.1
37
32.7
EDGX>ARCA>BATS>NASDAQ
TWAP
1
PO
6.9
85
28
0.76
LiqDrop
false
null
null
0
EDGX>ARCA>BATS>NASDAQ
PO
18.4
90
0
10
40
14
-14
Watchlist
null
Venue switch reduced impact
X004321
2025-11-08 10:57:06
BRK.B
Buy
35,493
134.5
4,773,808.5
2.3
0.161
Low
17
17
-28.9
BATS>ARCA
VWAP
2
LMT
5.2
75
22
0.58
Multi
false
null
null
0
BATS>ARCA
LMT
95.7
91
9.1
10
60
26
-8
null
null
Stable book; normal liquidity
X004322
2025-10-31 09:35:23
XLU
Buy
53,221
29.51
1,570,551.71
1.1
0.17
Medium
13.2
9
22.4
BATS>NYSE>EDGX>ARCA>IEX
IS
5
MKT
7.7
94
33
0.74
LiqDrop
true
LiquidityDrop
AlgoSwitch
17
BATS>NYSE>EDGX>ARCA>IEX
MKT>LMT
86.1
89
4.7
104
28
13
26
Watchlist
null
Toxic prints; widened spread
X004323
2025-11-05 15:35:05
GOOGL
Sell
61,694
211.4
13,042,111.6
1.8
0.184
Low
24.3
24
5.7
EDGX>ARCA>BATS>NASDAQ>IEX
VWAP
2
PO
7.4
86
23
0.66
Slip>Thresh
false
null
null
0
EDGX>ARCA>BATS>NASDAQ>IEX
PO
57.2
95
0.1
81
45
-17
-19
Watchlist
null
Toxic prints; widened spread
X004324
2025-11-15 13:41:58
GOOGL
Buy
35,117
308.01
10,816,387.17
1.2
0.105
Ultra
3.1
3
22.3
IEX>NASDAQ
POV
5
LMT
2.1
82
31
0.57
LiqDrop
false
null
null
0
IEX>NASDAQ
LMT
20.6
97
5.7
107
6
21
18
Watchlist
null
Stable book; normal liquidity
X004325
2025-11-21 12:50:21
AAPL
Buy
12,615
202.71
2,557,186.65
2.9
0.037
Medium
21.3
3
-4.6
BATS>EDGX>NASDAQ
Adaptive
4
LMT
7.8
67
21
0.57
ToxicitySpike
false
null
null
0
BATS>EDGX>NASDAQ
LMT
18.5
89
10.6
10
52
-13
0
NoShort
null
High urgency from PM
X004326
2025-11-19 10:30:30
XLI
Sell
1,765
139.03
245,387.95
2.4
0.081
High
8.6
22
-26.2
BATS>ARCA>EDGX
TWAP
3
PO
4.3
60
25
0.48
Slip>Thresh
false
null
null
0
BATS>ARCA>EDGX
PO
65.9
92
11.8
57
28
-10
-3
PositionLimitNear
null
Toxic prints; widened spread
X004327
2025-11-21 15:46:53
WMT
Buy
35,639
253.85
9,046,960.15
4.9
0.11
Low
15.2
15
-11.1
NYSE>IEX>NASDAQ>ARCA
TWAP
2
LMT
6.3
75
14
0.57
Multi
false
null
null
0
NYSE>IEX>NASDAQ>ARCA
LMT
42
89
6.1
111
50
-7
21
PositionLimitNear
null
Venue switch reduced impact
X004328
2025-10-29 10:18:28
XLY
Buy
116,083
330.69
38,387,487.27
1.4
0.484
Low
7.9
36
15.1
NASDAQ>EDGX>ARCA>BATS
Adaptive
5
LMT
3.6
135
14
0.43
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>ARCA>BATS
LMT
19
87
15.7
114
48
21
1
null
null
Paused due to data glitch
X004329
2025-10-31 09:35:50
VZ
Buy
5,295
29.44
155,884.8
4
0.045
Medium
10
3
20.1
BATS>IEX>ARCA>NASDAQ
TWAP
1
LMT
3.9
61
26
0.54
LiqDrop
true
LiquidityDrop
AlgoSwitch
20
BATS>IEX>ARCA>NASDAQ
LMT>PO
76.5
100
6.9
119
28
5
-6
null
null
High urgency from PM
X004330
2025-12-13 10:42:37
QQQ
Sell
104,842
423.11
44,359,698.62
0.6
0.332
Medium
14.6
3
-32.5
BATS>ARCA>NYSE>NASDAQ>EDGX
VWAP
3
PO
4.9
112
16
0.56
Multi
false
null
null
0
BATS>ARCA>NYSE>NASDAQ>EDGX
PO
34.9
100
5.5
95
22
5
-7
null
null
Venue switch reduced impact
X004331
2025-12-05 14:10:35
HD
Sell
23,653
129.36
3,059,752.08
2.6
0.092
Medium
8
31
-34.7
NASDAQ>ARCA
VWAP
2
MKT
3.8
70
30
0.77
Slip>Thresh
false
null
null
0
NASDAQ>ARCA
MKT
78.6
88
0
77
16
28
31
null
null
Paused due to data glitch
X004332
2025-11-19 09:45:19
WMT
Buy
25,060
328.25
8,225,945
4.8
0.077
Low
11.7
30
-30.5
BATS>NYSE
TWAP
2
IOC
6.2
70
27
0.71
Multi
false
null
null
0
BATS>NYSE
IOC
65.3
96
7.9
107
60
-40
-13
null
null
High urgency from PM
X004333
2025-12-26 11:47:02
LQD
Sell
33,216
112.66
3,742,114.56
1.6
0.164
Medium
15
33
-6
IEX>BATS
IS
4
LMT
6.8
79
22
0.63
LiqDrop
false
null
null
0
IEX>BATS
LMT
35.1
93
2.5
64
35
-34
11
null
null
Toxic prints; widened spread
X004334
2025-12-06 10:32:07
XLU
Sell
44,409
293.81
13,047,808.29
1.8
0.142
Low
23.6
19
-0.5
NASDAQ>ARCA
IS
5
LMT
11.1
88
24
0.57
Slip>Thresh
false
null
null
0
NASDAQ>ARCA
LMT
37.8
88
0
10
25
23
22
null
null
Paused due to data glitch
X004335
2025-12-26 15:04:18
NFLX
Sell
5,599
213.62
1,196,058.38
2.5
0.053
High
11.9
33
-14.4
ARCA>NYSE>EDGX>IEX
IS
5
LMT
6.9
63
22
0.79
ToxicitySpike
false
null
null
0
ARCA>NYSE>EDGX>IEX
LMT
19.4
92
4.4
77
21
24
-25
null
null
Paused due to data glitch
X004336
2025-11-28 10:29:56
GOOGL
Sell
78,829
116.98
9,221,416.42
2
0.235
Low
23.1
13
-31.3
NASDAQ>BATS>IEX>EDGX>NYSE
IS
4
LMT
10.1
105
30
0.68
Multi
false
null
null
0
NASDAQ>BATS>IEX>EDGX>NYSE
LMT
18.4
96
21.3
10
-3
-16
-37
null
null
Venue switch reduced impact
X004337
2025-12-09 14:30:28
LQD
Buy
20,226
114.77
2,321,338.02
0.8
0.1
Medium
21.4
25
-17.1
EDGX>NYSE>BATS
POV
5
MKT
10.4
73
19
0.46
Slip>Thresh
false
null
null
0
EDGX>NYSE>BATS
MKT
52.8
91
5.6
118
18
-32
39
null
null
High urgency from PM
X004338
2025-12-24 12:38:56
TLT
Buy
69,176
99.02
6,849,807.52
2.1
0.253
Low
19.8
28
32.5
NASDAQ>BATS>IEX>NYSE>ARCA
IS
5
LMT
9.9
104
19
0.49
Multi
false
null
null
0
NASDAQ>BATS>IEX>NYSE>ARCA
LMT
13.8
93
2.2
27
-11
7
34
null
null
Paused due to data glitch
X004339
2025-12-17 09:35:00
HYG
Sell
7,565
75.85
573,805.25
1.3
0.042
High
18
39
-18.5
EDGX>ARCA>NASDAQ>NYSE
Adaptive
3
PO
5.9
63
18
0.62
Slip>Thresh
false
null
null
0
EDGX>ARCA>NASDAQ>NYSE
PO
12.7
90
14.8
85
46
6
-22
Watchlist
null
Toxic prints; widened spread
X004340
2025-11-18 11:59:26
XLE
Buy
16,747
137.95
2,310,248.65
3
0.06
Low
22.8
22
-11.1
NYSE>NASDAQ>ARCA>BATS>IEX
VWAP
1
MKT
7.2
65
18
0.63
Multi
false
null
null
0
NYSE>NASDAQ>ARCA>BATS>IEX
MKT
47.7
97
14.9
57
55
15
-25
NoShort
null
Toxic prints; widened spread
X004341
2025-12-26 12:03:11
JNJ
Sell
37,647
224.06
8,435,186.82
3
0.138
Low
23.4
24
-31
NASDAQ>NYSE>ARCA>EDGX>IEX
VWAP
2
LMT
7
75
21
0.52
Multi
true
MultiTrigger
VenueSwitch
10
NASDAQ>NYSE>ARCA>EDGX>IEX
LMT>IOC
95.3
87
1.1
135
41
-30
15
null
null
Stable book; normal liquidity
X004342
2025-12-10 09:35:34
XLU
Buy
24,797
132.61
3,288,330.17
1.9
0.079
High
9.1
38
-6.3
EDGX>NASDAQ>NYSE
Adaptive
4
MKT
4.5
74
34
0.68
Multi
false
null
null
0
EDGX>NASDAQ>NYSE
MKT
82
85
0
106
-20
17
-3
NoShort
null
Paused due to data glitch
X004343
2025-10-29 09:35:27
XLE
Buy
4,132
265.56
1,097,293.92
3.2
0.015
Ultra
3.9
39
-3.5
ARCA>EDGX
Adaptive
5
MKT
4
62
19
0.46
LiqDrop
false
null
null
0
ARCA>EDGX
MKT
88.9
98
8.5
94
16
-31
32
null
null
Toxic prints; widened spread
X004344
2025-12-12 11:16:41
VZ
Buy
9,357
222.34
2,080,435.38
2.6
0.08
Medium
9.5
30
-21.2
IEX>NASDAQ>BATS>ARCA
Adaptive
1
MKT
3.5
63
28
0.47
Multi
false
null
null
0
IEX>NASDAQ>BATS>ARCA
MKT
14
97
5.2
12
36
16
29
null
null
Stable book; normal liquidity
X004345
2025-10-30 15:36:06
SPY
Buy
90,560
465.66
42,170,169.6
0.9
0.122
Medium
23.8
33
-18.7
EDGX>NASDAQ>NYSE>IEX>BATS
POV
4
IOC
10
112
21
0.7
Multi
false
null
null
0
EDGX>NASDAQ>NYSE>IEX>BATS
IOC
23
90
20.5
127
55
-5
-2
null
null
Venue switch reduced impact
X004346
2025-12-10 13:34:38
GOOGL
Buy
31,277
68.71
2,149,042.67
1.8
0.093
High
6.2
19
19.5
EDGX>ARCA>NASDAQ>IEX
VWAP
3
IOC
3.1
75
29
0.79
ToxicitySpike
false
null
null
0
EDGX>ARCA>NASDAQ>IEX
IOC
56.8
99
3.7
52
51
-19
20
null
null
Venue switch reduced impact
X004347
2025-10-30 12:47:52
TSLA
Sell
23,571
311.33
7,338,359.43
1.2
0.073
Medium
24.3
16
15.2
NYSE>EDGX>IEX
IS
5
LMT
10.9
75
26
0.43
LiqDrop
false
null
null
0
NYSE>EDGX>IEX
LMT
16.1
100
8.9
112
7
-3
4
null
null
Paused due to data glitch
X004348
2025-12-05 09:35:36
BRK.B
Buy
20,191
153.39
3,097,097.49
2.9
0.092
High
5.2
19
17.8
IEX>EDGX>NYSE>ARCA>NASDAQ
VWAP
1
MKT
2.8
67
22
0.5
LiqDrop
false
null
null
0
IEX>EDGX>NYSE>ARCA>NASDAQ
MKT
71.7
99
6.8
62
-1
-31
-25
PositionLimitNear
null
Toxic prints; widened spread
X004349
2025-11-04 15:25:23
XLI
Buy
2,041
54.7
111,642.7
2.6
0.093
Low
23.4
16
23.3
BATS>EDGX>NYSE
VWAP
1
LMT
5.9
60
23
0.64
Multi
false
null
null
0
BATS>EDGX>NYSE
LMT
79.1
99
23.1
23
-3
-7
35
null
null
Venue switch reduced impact
X004350
2025-12-06 14:19:16
XLP
Buy
6,685
158.63
1,060,441.55
1.9
0.023
Ultra
5.3
32
-30.5
EDGX>NASDAQ>BATS>IEX
VWAP
3
MKT
3
63
25
0.41
Multi
false
null
null
0
EDGX>NASDAQ>BATS>IEX
MKT
80.4
90
3.2
35
-3
16
11
null
null
Stable book; normal liquidity
X004351
2025-12-25 15:34:36
INTC
Sell
21,169
118.35
2,505,351.15
1.1
1.008
Low
20.2
24
-1.5
NASDAQ>ARCA>IEX>NYSE>BATS
VWAP
3
LMT
6.4
70
20
0.6
Multi
false
null
null
0
NASDAQ>ARCA>IEX>NYSE>BATS
LMT
42.2
85
15.8
61
23
-29
16
null
null
Toxic prints; widened spread
X004352
2025-11-03 13:29:14
CSCO
Buy
35,744
192.54
6,882,149.76
4.4
0.09
Low
24
17
3.4
NASDAQ>BATS
VWAP
1
IOC
7.8
72
12
0.43
ToxicitySpike
false
null
null
0
NASDAQ>BATS
IOC
23.8
97
7.1
29
50
-28
-33
null
null
Venue switch reduced impact
X004353
2025-11-10 14:59:34
CVX
Sell
28,908
293.63
8,488,256.04
0.8
0.172
Ultra
3.2
5
6.5
NASDAQ>NYSE>EDGX>BATS>IEX
Adaptive
4
LMT
1.4
76
32
0.74
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>EDGX>BATS>IEX
LMT
45.9
87
0.7
25
4
-15
16
null
null
Venue switch reduced impact
X004354
2025-11-28 13:00:44
CVX
Sell
12,149
269.15
3,269,903.35
0.8
0.072
Ultra
5.8
38
-23.9
NYSE>EDGX>NASDAQ
TWAP
1
MKT
2
64
19
0.42
LiqDrop
false
null
null
0
NYSE>EDGX>NASDAQ
MKT
11.2
100
4.5
114
22
-11
11
Watchlist
null
Stable book; normal liquidity
X004355
2025-11-02 13:57:41
XLE
Sell
5,929
331.54
1,965,700.66
3.7
0.021
Ultra
6.6
3
16.3
BATS>NYSE
TWAP
2
MKT
4.3
62
15
0.74
LiqDrop
false
null
null
0
BATS>NYSE
MKT
32.3
90
0.3
27
25
5
5
null
null
Stable book; normal liquidity
X004356
2025-11-23 15:52:21
TLT
Sell
106,134
90.85
9,642,273.9
1.7
0.388
Low
15.6
6
-3.5
IEX>EDGX>NASDAQ>NYSE>BATS
TWAP
2
IOC
5.7
105
20
0.56
Multi
false
null
null
0
IEX>EDGX>NASDAQ>NYSE>BATS
IOC
51.6
99
0
10
57
-13
2
null
null
High urgency from PM
X004357
2025-12-15 11:10:05
XLP
Buy
47,572
210.58
10,017,711.76
2.3
0.164
Low
15.4
8
-14.4
NYSE>EDGX>NASDAQ>IEX>ARCA
IS
5
LMT
8.2
90
15
0.43
LiqDrop
false
null
null
0
NYSE>EDGX>NASDAQ>IEX>ARCA
LMT
56.2
78
22.2
45
4
-5
-20
null
null
Toxic prints; widened spread
X004358
2025-11-10 12:25:02
DIS
Buy
114,326
198.61
22,706,286.86
2.3
0.499
Low
14.4
7
29.3
NYSE>NASDAQ>BATS
TWAP
3
MKT
6.8
117
31
0.69
Multi
false
null
null
0
NYSE>NASDAQ>BATS
MKT
89.2
98
10.8
43
1
-5
-23
null
null
Venue switch reduced impact
X004359
2025-11-21 12:16:23
XLK
Sell
70,536
92.79
6,545,035.44
1.9
0.198
Low
11.9
14
-34.4
ARCA>EDGX>IEX
TWAP
2
LMT
4
89
29
0.72
ToxicitySpike
false
null
null
0
ARCA>EDGX>IEX
LMT
1
98
0
10
16
5
-22
null
null
Stable book; normal liquidity
X004360
2025-12-25 11:33:53
JNJ
Sell
33,718
321.48
10,839,662.64
4.5
0.124
Low
7.5
27
-34.1
EDGX>BATS>ARCA
IS
5
MKT
8.2
81
17
0.85
ToxicitySpike
true
ToxicitySpike
Cross
14
EDGX>BATS>ARCA
MKT>LMT
80.6
97
12.4
40
-9
-18
-7
null
VenueReject
Paused due to data glitch
X004361
2025-11-13 11:15:43
XLU
Sell
23,000
125.16
2,878,680
1.7
0.074
Ultra
4.8
33
-26.1
NASDAQ>IEX>ARCA
VWAP
2
LMT
2
69
21
0.72
Slip>Thresh
false
null
null
0
NASDAQ>IEX>ARCA
LMT
16.1
91
4.6
122
19
24
11
null
null
Toxic prints; widened spread
X004362
2025-11-05 09:54:30
NVDA
Sell
10,536
28.21
297,220.56
1.1
0.273
Low
36.2
5
7.6
IEX>NASDAQ>BATS>NYSE>EDGX
IS
5
LMT
15.8
66
15
0.41
ToxicitySpike
false
null
null
0
IEX>NASDAQ>BATS>NYSE>EDGX
LMT
72.4
90
7.4
95
2
16
-22
PositionLimitNear
null
Venue switch reduced impact
X004363
2025-11-02 14:45:57
XLF
Sell
141,096
36.23
5,111,908.08
3.7
0.386
Low
6.9
15
16.2
IEX>ARCA>NASDAQ>EDGX
VWAP
2
IOC
4.1
119
13
0.44
Multi
false
null
null
0
IEX>ARCA>NASDAQ>EDGX
IOC
0
90
16.4
157
11
-34
-23
null
null
High urgency from PM
X004364
2025-11-05 12:59:35
XLE
Sell
48,209
284.97
13,738,118.73
3.1
0.173
Low
19.9
29
-3.4
EDGX>IEX>NASDAQ>ARCA>BATS
Adaptive
4
MKT
9.2
87
15
0.64
ToxicitySpike
false
null
null
0
EDGX>IEX>NASDAQ>ARCA>BATS
MKT
18.9
87
6.3
190
20
0
-29
null
null
Paused due to data glitch
X004365
2025-11-04 15:47:31
INTC
Sell
1,208
283.73
342,745.84
1.3
0.058
High
14.7
37
17.3
BATS>EDGX
POV
5
IOC
7.5
60
16
0.81
LiqDrop
false
null
null
0
BATS>EDGX
IOC
85.4
94
5.6
49
30
20
14
null
null
High urgency from PM
X004366
2025-12-05 11:55:29
MSFT
Buy
47,963
62.71
3,007,759.73
3.4
0.255
Low
4.9
32
25.8
EDGX>ARCA>NYSE>IEX
VWAP
1
MKT
3
76
33
0.42
Slip>Thresh
false
null
null
0
EDGX>ARCA>NYSE>IEX
MKT
34.7
95
0
44
37
18
30
NoShort
Unknown
Toxic prints; widened spread
X004367
2025-11-05 13:09:29
INTC
Buy
2,175
127.16
276,573
0.6
0.104
Medium
33.2
6
-22
IEX>EDGX
Adaptive
4
MKT
12
61
18
0.78
Slip>Thresh
false
null
null
0
IEX>EDGX
MKT
88.8
85
13.8
74
59
12
-1
NoShort
null
Venue switch reduced impact
X004368
2025-12-18 10:40:26
IEF
Buy
118,974
101.23
12,043,738.02
2.1
0.452
Low
12.3
7
29.6
ARCA>EDGX
IS
4
PO
6.9
128
29
0.47
LiqDrop
false
null
null
0
ARCA>EDGX
PO
32.9
89
12.1
201
32
11
17
null
null
Venue switch reduced impact
X004369
2025-12-05 11:08:28
CVX
Buy
11,532
47.16
543,849.12
0.8
0.068
Ultra
8.7
33
-16.3
ARCA>NASDAQ>EDGX
VWAP
1
IOC
2.5
64
22
0.81
LiqDrop
false
null
null
0
ARCA>NASDAQ>EDGX
IOC
64.8
95
1.2
58
-17
-37
0
NoShort
null
Paused due to data glitch
X004370
2025-12-18 15:43:17
XLK
Sell
39,254
171.81
6,744,229.74
1.1
0.11
Medium
19.6
14
-31.3
ARCA>NYSE>IEX
VWAP
3
MKT
7.2
79
35
0.57
Multi
false
null
null
0
ARCA>NYSE>IEX
MKT
5.4
92
8.9
114
12
-31
27
null
null
Toxic prints; widened spread
X004371
2025-11-23 11:18:57
XLP
Sell
68,511
132.03
9,045,507.33
2.9
0.237
Low
11.6
37
22.2
BATS>NYSE>ARCA>NASDAQ>IEX
POV
4
PO
6.6
99
22
0.46
LiqDrop
false
null
null
0
BATS>NYSE>ARCA>NASDAQ>IEX
PO
60
99
11.1
131
-9
-26
15
null
null
High urgency from PM
X004372
2025-12-04 11:45:16
WMT
Buy
35,275
105.07
3,706,344.25
3.1
0.109
Low
14.2
35
-8.3
NASDAQ>ARCA
TWAP
3
PO
6.5
77
12
0.4
Multi
false
null
null
0
NASDAQ>ARCA
PO
26.3
88
10.7
47
-18
-24
-20
null
null
Venue switch reduced impact
X004373
2025-12-03 12:06:06
CVX
Buy
19,766
224.8
4,443,396.8
0.8
0.117
High
14
3
13
EDGX>ARCA>BATS
IS
4
LMT
5.8
71
15
0.55
Multi
false
null
null
0
EDGX>ARCA>BATS
LMT
76.6
86
4.8
50
7
29
29
null
null
Paused due to data glitch
X004374
2025-12-18 11:14:27
NVDA
Buy
2,498
49.99
124,875.02
1.9
0.065
High
6.8
17
-27
EDGX>ARCA>BATS
Adaptive
4
PO
3.4
61
16
0.63
Multi
false
null
null
0
EDGX>ARCA>BATS
PO
10.6
99
2.7
10
15
8
-31
null
null
Stable book; normal liquidity
X004375
2025-10-29 10:12:06
XLE
Buy
5,714
298.04
1,703,000.56
2.7
0.021
Ultra
10.9
34
30.4
IEX>ARCA
POV
5
MKT
7.3
63
20
0.74
ToxicitySpike
false
null
null
0
IEX>ARCA
MKT
13.1
96
1.2
105
26
17
-32
NoShort
null
Paused due to data glitch
X004376
2025-12-01 15:27:20
T
Buy
7,812
128.94
1,007,279.28
2.8
0.065
Medium
13.8
25
-12.5
IEX>ARCA>NASDAQ>EDGX
Adaptive
3
LMT
5
63
14
0.42
LiqDrop
false
null
null
0
IEX>ARCA>NASDAQ>EDGX
LMT
82.1
98
2.2
51
6
14
27
null
null
Venue switch reduced impact
X004377
2025-12-23 09:50:16
XLE
Sell
21,200
91.09
1,931,108
1.8
0.076
Ultra
4.7
26
21.2
EDGX>IEX>ARCA>NYSE
TWAP
1
PO
2
67
19
0.72
Multi
false
null
null
0
EDGX>IEX>ARCA>NYSE
PO
36.1
99
0
62
17
-11
-20
null
null
Paused due to data glitch
X004378
2025-12-24 12:04:37
PFE
Buy
99,112
185.5
18,385,276
2.4
0.269
Low
7.3
34
9.2
NYSE>NASDAQ>ARCA>IEX
Adaptive
2
MKT
3.4
102
29
0.84
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
22
NYSE>NASDAQ>ARCA>IEX
MKT>LMT
90.5
93
0
106
41
-2
9
null
null
Toxic prints; widened spread
X004379
2025-10-31 09:35:53
SPY
Sell
57,204
483.21
27,641,544.84
1.2
0.077
Medium
24.8
6
32.4
NASDAQ>ARCA>NYSE>IEX
VWAP
1
LMT
5.6
80
17
0.71
Multi
false
null
null
0
NASDAQ>ARCA>NYSE>IEX
LMT
21.3
97
10.1
101
40
3
1
null
null
Toxic prints; widened spread
X004380
2025-11-21 11:26:25
VZ
Buy
29,651
257.56
7,636,911.56
3.7
0.254
Low
10
28
-34.1
EDGX>BATS>NYSE>NASDAQ
VWAP
1
LMT
3.6
70
22
0.66
Slip>Thresh
false
null
null
0
EDGX>BATS>NYSE>NASDAQ
LMT
71.2
96
0
40
2
21
8
null
null
High urgency from PM
X004381
2025-12-23 13:57:47
XOM
Sell
33,778
228.25
7,709,828.5
4
0.309
Low
18.4
32
-20.2
IEX>EDGX>NASDAQ>BATS>ARCA
Adaptive
1
LMT
5.2
71
15
0.69
ToxicitySpike
false
null
null
0
IEX>EDGX>NASDAQ>BATS>ARCA
LMT
4.5
90
0.3
38
-10
-30
-20
Watchlist
null
Venue switch reduced impact
X004382
2025-11-10 13:33:28
JNJ
Buy
8,945
24.01
214,769.45
2.7
0.033
Medium
19.6
4
0.2
BATS>IEX>NASDAQ>ARCA>NYSE
TWAP
1
MKT
6.6
63
16
0.63
Slip>Thresh
false
null
null
0
BATS>IEX>NASDAQ>ARCA>NYSE
MKT
9.3
96
13.7
103
19
27
33
null
null
Toxic prints; widened spread
X004383
2025-12-18 10:29:34
VZ
Buy
4,680
270.56
1,266,220.8
3.9
0.04
Medium
15.9
31
-16.8
EDGX>NASDAQ>IEX>NYSE
TWAP
1
LMT
5.1
61
15
0.59
LiqDrop
true
LiquidityDrop
AlgoSwitch
17
EDGX>NASDAQ>IEX>NYSE
LMT>PO
45.4
87
0
111
56
-25
-26
PositionLimitNear
null
Toxic prints; widened spread
X004384
2025-12-20 13:42:54
TLT
Sell
15,716
98.7
1,551,169.2
2.6
0.057
Medium
21.2
25
31.4
EDGX>BATS
VWAP
2
LMT
6.3
66
19
0.47
Multi
false
null
null
0
EDGX>BATS
LMT
27.8
85
18.8
105
8
16
12
null
null
Toxic prints; widened spread
X004385
2025-12-22 13:30:01
JPM
Buy
7,429
80.9
601,006.1
3.1
0.184
Low
37.5
35
-32.6
EDGX>ARCA>BATS
IS
5
IOC
20.7
64
33
0.42
LiqDrop
false
null
null
0
EDGX>ARCA>BATS
IOC
65.4
93
43.8
10
54
-2
-32
NoShort
null
Toxic prints; widened spread
X004386
2025-11-09 13:09:12
KO
Sell
2,196
224.42
492,826.32
2.1
0.055
High
14
30
-4.9
NASDAQ>BATS
Adaptive
5
MKT
7
61
15
0.7
Slip>Thresh
false
null
null
0
NASDAQ>BATS
MKT
59.5
97
13.4
10
-8
29
26
NoShort
null
Toxic prints; widened spread
X004387
2025-12-26 12:04:47
JPM
Sell
516
274.07
141,420.12
5.1
0.013
Medium
29.8
9
7.4
ARCA>NASDAQ
TWAP
2
LMT
10
60
17
0.4
ToxicitySpike
false
null
null
0
ARCA>NASDAQ
LMT
13.2
86
4.2
10
40
20
5
null
null
High urgency from PM
X004388
2025-12-06 12:41:34
AMZN
Sell
2,500
149.47
373,675
1.9
0.115
High
5.2
10
17.5
IEX>ARCA
Adaptive
1
LMT
1.8
60
16
0.42
ToxicitySpike
false
null
null
0
IEX>ARCA
LMT
40.7
96
0
36
34
-11
-8
PositionLimitNear
null
Paused due to data glitch
X004389
2025-12-18 09:55:24
TLT
Buy
30,380
94.13
2,859,669.4
2.3
0.111
Medium
11.4
22
-20.2
NASDAQ>EDGX
POV
4
LMT
5.4
77
16
0.41
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
25
NASDAQ>EDGX
LMT>PO
99.9
100
5.1
122
16
-31
-29
null
null
Paused due to data glitch
X004390
2025-11-05 12:13:04
AAPL
Sell
98,751
304.88
30,107,204.88
2
0.291
Low
23.4
39
5.4
BATS>ARCA>NYSE>NASDAQ
IS
5
LMT
11.3
124
18
0.58
Multi
false
null
null
0
BATS>ARCA>NYSE>NASDAQ
LMT
61.9
91
0
10
56
0
28
null
null
Paused due to data glitch
X004391
2025-12-12 11:07:11
AMD
Buy
1,774
200.26
355,261.24
1.9
0.05
Medium
19.9
15
-16.3
BATS>ARCA>EDGX
IS
4
MKT
10.6
61
13
0.65
Slip>Thresh
false
null
null
0
BATS>ARCA>EDGX
MKT
10.6
93
0
10
-14
8
24
Watchlist
null
Toxic prints; widened spread
X004392
2025-11-13 15:33:22
QQQ
Sell
24,450
423.01
10,342,594.5
0.8
0.078
Ultra
11.4
12
25.2
EDGX>NYSE>ARCA
POV
5
LMT
4.9
75
20
0.62
LiqDrop
false
null
null
0
EDGX>NYSE>ARCA
LMT
88.4
87
8.7
83
53
-14
-38
PositionLimitNear
null
Venue switch reduced impact
X004393
2025-11-26 12:31:44
NVDA
Sell
1,896
248.28
470,738.88
1.3
0.049
Medium
37.6
16
15.9
EDGX>BATS>ARCA>IEX
VWAP
1
IOC
9.6
60
12
0.54
Multi
false
null
null
0
EDGX>BATS>ARCA>IEX
IOC
52.2
87
11.1
124
-9
10
-31
null
null
Paused due to data glitch
X004394
2025-10-29 10:22:09
XLK
Sell
317,664
73.88
23,469,016.32
1.4
0.892
Low
18.3
16
-29
ARCA>NYSE
POV
5
LMT
8.3
266
21
0.58
LiqDrop
false
null
null
0
ARCA>NYSE
LMT
55.9
93
0
188
36
26
-13
null
null
Paused due to data glitch
X004395
2025-10-29 09:35:27
XLP
Sell
48,911
191.41
9,362,054.51
1.9
0.169
Low
17.4
16
3.5
BATS>NYSE>IEX>ARCA>NASDAQ
Adaptive
4
PO
6.8
88
13
0.6
Multi
false
null
null
0
BATS>NYSE>IEX>ARCA>NASDAQ
PO
90.3
87
11.2
10
7
-35
9
PositionLimitNear
null
Paused due to data glitch
X004396
2025-12-22 14:02:33
TSLA
Sell
28,716
71.8
2,061,808.8
1
0.089
Ultra
5.2
14
-14.2
NASDAQ>EDGX
VWAP
3
IOC
2.3
74
15
0.84
ToxicitySpike
false
null
null
0
NASDAQ>EDGX
IOC
89.9
86
9.2
63
35
-14
35
null
null
Toxic prints; widened spread
X004397
2025-11-01 11:36:03
NVDA
Sell
5,249
236.3
1,240,338.7
1.9
0.136
Low
16.3
14
-11.3
BATS>NASDAQ>NYSE>IEX
VWAP
3
PO
6.1
62
30
0.67
Multi
false
null
null
0
BATS>NASDAQ>NYSE>IEX
PO
62.3
86
0
10
42
9
-4
null
null
Paused due to data glitch
X004398
2025-12-13 12:14:32
XLU
Sell
28,183
204.33
5,758,632.39
2.1
0.09
High
5.1
39
17.3
ARCA>NASDAQ
IS
5
LMT
3.8
78
19
0.54
LiqDrop
false
null
null
0
ARCA>NASDAQ
LMT
69.7
90
3.1
45
-13
-11
-3
PositionLimitNear
null
Toxic prints; widened spread
X004399
2025-12-06 10:57:40
INTC
Buy
2,211
326.94
722,864.34
0.6
0.105
Medium
27.6
18
-11.8
BATS>NASDAQ
VWAP
1
IOC
6.9
60
13
0.51
Slip>Thresh
true
SlippageAboveThreshold
AlgoSwitch
18
BATS>NASDAQ
IOC>PO
18
86
18.7
159
38
-20
-39
null
null
High urgency from PM
X004400
2025-11-02 12:27:01
XLU
Sell
30,302
149.69
4,535,906.38
1.8
0.097
High
9.5
4
-15.4
NASDAQ>EDGX>ARCA>NYSE>IEX
TWAP
2
MKT
4
72
29
0.79
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>ARCA>NYSE>IEX
MKT
77.5
98
12.4
17
52
6
-24
Watchlist
null
Paused due to data glitch