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
X004401
2025-11-28 09:35:28
XLF
Sell
17,653
117
2,065,401
3.9
0.048
Medium
11.6
7
-15.9
ARCA>EDGX>IEX
IS
4
LMT
7.1
70
15
0.84
LiqDrop
false
null
null
0
ARCA>EDGX>IEX
LMT
3.9
92
0
72
-2
-12
40
null
null
High urgency from PM
X004402
2025-12-01 09:50:07
XLP
Buy
45,942
258.93
11,895,762.06
2.8
0.159
Low
20.1
21
25
IEX>NYSE>ARCA
IS
4
LMT
9.5
86
26
0.54
Multi
false
null
null
0
IEX>NYSE>ARCA
LMT
8.5
99
20.6
142
55
-1
-4
null
null
Toxic prints; widened spread
X004403
2025-11-13 14:05:05
PEP
Buy
24,189
301.47
7,292,257.83
3
0.076
Low
23
10
-0.7
BATS>IEX>EDGX
TWAP
1
IOC
7.3
68
33
0.42
LiqDrop
true
LiquidityDrop
VenueSwitch
41
BATS>IEX>EDGX
IOC>PO
12.6
93
16.8
160
-12
-6
-33
Watchlist
null
Stable book; normal liquidity
X004404
2025-11-18 15:31:24
MSFT
Buy
123,353
92.47
11,406,451.91
3.5
0.655
Low
10.9
16
22.4
NASDAQ>ARCA>NYSE>IEX>BATS
POV
1
PO
4.7
103
17
0.83
LiqDrop
true
LiquidityDrop
VenueSwitch
31
NASDAQ>ARCA>NYSE>IEX>BATS
PO>MKT
79.1
99
3.7
112
35
16
38
null
null
Venue switch reduced impact
X004405
2025-11-04 10:16:00
T
Buy
13,149
19.26
253,249.74
4.3
0.11
Low
12.4
31
21.9
ARCA>EDGX>NASDAQ>IEX>NYSE
TWAP
2
MKT
6.4
65
20
0.69
LiqDrop
false
null
null
0
ARCA>EDGX>NASDAQ>IEX>NYSE
MKT
96.9
100
0
92
42
-17
-21
null
null
Toxic prints; widened spread
X004406
2025-11-22 11:30:12
TSLA
Buy
44,475
246.71
10,972,427.25
1.1
0.138
Medium
21.8
32
-29.5
IEX>EDGX>BATS>NYSE
POV
4
MKT
9.8
85
34
0.61
ToxicitySpike
false
null
null
0
IEX>EDGX>BATS>NYSE
MKT
69.1
95
23.3
67
16
-28
-27
Watchlist
null
High urgency from PM
X004407
2025-12-06 14:38:34
CVX
Sell
45,643
297.35
13,571,946.05
1.5
0.271
High
3
24
31.6
EDGX>NYSE>IEX>ARCA
POV
5
LMT
2.4
89
32
0.62
LiqDrop
false
null
null
0
EDGX>NYSE>IEX>ARCA
LMT
83.6
94
0
80
31
0
-20
null
null
Venue switch reduced impact
X004408
2025-12-26 10:12:33
XLB
Buy
31,667
346.04
10,958,048.68
2.6
0.081
High
6.4
29
-24
BATS>IEX
VWAP
1
LMT
2.4
71
16
0.53
ToxicitySpike
false
null
null
0
BATS>IEX
LMT
76.2
87
14
76
-3
-35
18
null
null
Paused due to data glitch
X004409
2025-12-19 14:51:06
XLK
Buy
11,248
133.06
1,496,658.88
1.2
0.032
Ultra
6.7
32
27.3
EDGX>BATS
IS
5
MKT
4.5
67
20
0.45
Multi
false
null
null
0
EDGX>BATS
MKT
53.6
88
14.9
88
16
-19
15
null
null
Stable book; normal liquidity
X004410
2025-12-19 15:02:40
SPY
Sell
69,140
488.3
33,761,062
1.3
0.093
Ultra
4
15
-29.5
BATS>ARCA>NYSE>NASDAQ
Adaptive
5
MKT
2.6
104
15
0.81
ToxicitySpike
false
null
null
0
BATS>ARCA>NYSE>NASDAQ
MKT
40.2
92
0.3
79
-9
-10
-2
null
null
High urgency from PM
X004411
2025-11-19 12:51:29
META
Sell
18,222
112.04
2,041,592.88
1.3
0.051
High
19.4
10
-8.3
BATS>ARCA>EDGX>NASDAQ>IEX
IS
5
LMT
9
71
15
0.55
Multi
false
null
null
0
BATS>ARCA>EDGX>NASDAQ>IEX
LMT
36.6
65
10.9
102
16
29
26
PositionLimitNear
null
High urgency from PM
X004412
2025-12-05 13:06:13
XLV
Buy
23,918
208.91
4,996,709.38
0.9
0.067
Ultra
10.5
34
-6
ARCA>IEX>NYSE
VWAP
3
MKT
4.1
71
28
0.53
ToxicitySpike
false
null
null
0
ARCA>IEX>NYSE
MKT
20.3
85
0.3
97
5
-22
-14
null
null
Venue switch reduced impact
X004413
2025-10-30 11:58:43
DIS
Buy
23,580
66.97
1,579,152.6
1.8
0.103
Low
21.6
6
-13
NASDAQ>BATS
VWAP
3
IOC
7.9
71
21
0.61
Slip>Thresh
false
null
null
0
NASDAQ>BATS
IOC
83.5
85
17
146
0
12
11
null
Unknown
Toxic prints; widened spread
X004414
2025-11-27 15:36:10
JPM
Buy
2,829
87.04
246,236.16
4.9
0.07
Low
34.6
4
-34.1
NYSE>IEX
IS
5
LMT
18.1
61
18
0.7
LiqDrop
false
null
null
0
NYSE>IEX
LMT
38.7
85
29.7
79
44
4
-9
PositionLimitNear
null
High urgency from PM
X004415
2025-10-28 11:15:51
INTC
Sell
3,470
53.42
185,367.4
0.7
0.165
Medium
33.2
18
33.5
NASDAQ>IEX>ARCA>NYSE
POV
5
LMT
12.9
62
19
0.73
ToxicitySpike
false
null
null
0
NASDAQ>IEX>ARCA>NYSE
LMT
51.9
99
0
108
56
-6
30
null
null
Stable book; normal liquidity
X004416
2025-11-17 14:31:39
XLK
Buy
21,333
190.65
4,067,136.45
1.2
0.06
Ultra
10.4
29
17.7
IEX>NASDAQ>NYSE>EDGX
VWAP
2
LMT
3.1
69
19
0.51
Multi
false
null
null
0
IEX>NASDAQ>NYSE>EDGX
LMT
88.4
88
2.5
60
-17
5
33
null
null
Toxic prints; widened spread
X004417
2025-11-18 14:13:00
CVX
Buy
21,865
222.75
4,870,428.75
0.7
0.13
Medium
20.3
17
8.4
NASDAQ>IEX
POV
5
LMT
8.1
74
25
0.55
ToxicitySpike
false
null
null
0
NASDAQ>IEX
LMT
74.1
97
0
52
8
5
-20
PositionLimitNear
null
Toxic prints; widened spread
X004418
2025-11-08 15:20:29
AMD
Buy
2,851
323.89
923,410.39
2.3
0.08
High
8.4
8
-32.1
BATS>NASDAQ>NYSE>ARCA>EDGX
Adaptive
5
MKT
5
61
21
0.78
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
12
BATS>NASDAQ>NYSE>ARCA>EDGX
MKT>LMT
85.6
96
16
42
35
-8
-15
null
null
Toxic prints; widened spread
X004419
2025-11-24 10:00:32
PEP
Sell
15,657
235.01
3,679,551.57
4.3
0.049
Medium
14.2
39
27
IEX>BATS>NYSE>ARCA
Adaptive
5
LMT
7.3
70
33
0.63
LiqDrop
false
null
null
0
IEX>BATS>NYSE>ARCA
LMT
25.1
93
8.2
87
0
-34
1
null
null
Toxic prints; widened spread
X004420
2025-12-21 10:30:55
JNJ
Buy
52,338
96.88
5,070,505.44
4.2
0.192
Low
19.6
31
-25.8
BATS>ARCA>NASDAQ>NYSE
VWAP
1
MKT
7
78
25
0.47
ToxicitySpike
true
ToxicitySpike
Pause
28
BATS>ARCA>NASDAQ>NYSE
MKT>LMT
92.4
97
19.8
99
-8
17
26
null
null
Venue switch reduced impact
X004421
2025-11-08 10:45:59
NVDA
Buy
6,584
136.78
900,559.52
1.4
0.17
Low
31.6
28
19.3
BATS>NASDAQ>ARCA>EDGX
POV
4
LMT
11.6
63
30
0.51
Slip>Thresh
false
null
null
0
BATS>NASDAQ>ARCA>EDGX
LMT
38.3
96
25
55
59
-29
-40
null
null
Toxic prints; widened spread
X004422
2025-12-14 10:08:09
META
Buy
52,255
215.66
11,269,313.3
1.5
0.146
Medium
12.2
8
-19.2
BATS>IEX>ARCA
TWAP
2
LMT
3.9
82
15
0.53
Multi
false
null
null
0
BATS>IEX>ARCA
LMT
85.4
87
0
10
50
-18
25
null
null
Toxic prints; widened spread
X004423
2025-11-20 15:34:47
XLF
Sell
69,265
295.02
20,434,560.3
2.2
0.189
Medium
4.3
23
10.8
ARCA>EDGX>NYSE
Adaptive
4
MKT
3.1
99
25
0.64
ToxicitySpike
false
null
null
0
ARCA>EDGX>NYSE
MKT
8.7
95
1
69
14
6
-9
null
null
Stable book; normal liquidity
X004424
2025-12-04 09:37:09
XOM
Buy
16,986
252.24
4,284,548.64
2.4
0.155
Low
11.1
21
23.6
ARCA>NYSE>NASDAQ
TWAP
1
MKT
4.2
65
33
0.71
Multi
false
null
null
0
ARCA>NYSE>NASDAQ
MKT
15
96
0
128
4
-20
-18
Watchlist
null
Toxic prints; widened spread
X004425
2025-12-26 13:22:24
CVX
Sell
129,135
186.66
24,104,339.1
0.7
0.767
Low
22
12
-24.9
BATS>IEX>NASDAQ
POV
1
LMT
5.6
105
21
0.73
LiqDrop
true
LiquidityDrop
AlgoSwitch
41
BATS>IEX>NASDAQ
LMT>PO
95.7
78
0
144
13
12
14
null
null
Stable book; normal liquidity
X004426
2025-11-09 13:05:52
KO
Buy
4,231
184.88
782,227.28
2.6
0.105
Low
19.3
29
-6.9
EDGX>IEX
VWAP
2
LMT
5.9
61
22
0.66
LiqDrop
true
LiquidityDrop
VenueSwitch
10
EDGX>IEX
LMT>MKT
35.7
90
7.9
124
27
-1
-40
null
null
Venue switch reduced impact
X004427
2025-11-21 11:02:43
IWM
Buy
98,597
204.48
20,161,114.56
1.1
0.136
High
10.2
3
14.6
IEX>NASDAQ>EDGX>BATS
Adaptive
4
MKT
4.4
116
27
0.66
LiqDrop
false
null
null
0
IEX>NASDAQ>EDGX>BATS
MKT
87
99
0
62
-13
-12
-18
null
null
Toxic prints; widened spread
X004428
2025-12-23 11:48:45
HD
Buy
20,089
100.02
2,009,301.78
2
0.078
High
7.7
12
25.7
ARCA>EDGX>NASDAQ>NYSE>BATS
Adaptive
5
MKT
4.5
73
34
0.8
LiqDrop
true
LiquidityDrop
AlgoSwitch
10
ARCA>EDGX>NASDAQ>NYSE>BATS
MKT>IOC
7.3
93
5.2
82
18
-36
0
null
null
High urgency from PM
X004429
2025-12-01 09:35:19
PEP
Buy
6,323
210.99
1,334,089.77
2.8
0.02
High
24.2
23
-9.2
EDGX>ARCA>IEX>NASDAQ>NYSE
POV
5
LMT
11.1
64
26
0.85
Multi
false
null
null
0
EDGX>ARCA>IEX>NASDAQ>NYSE
LMT
3.2
99
17.8
24
-8
-2
-11
null
null
Stable book; normal liquidity
X004430
2025-12-26 15:55:29
TLT
Sell
34,006
94.7
3,220,368.2
3.3
0.124
Low
24.5
16
32.9
NASDAQ>BATS>ARCA>IEX
Adaptive
5
MKT
12
82
28
0.79
ToxicitySpike
false
null
null
0
NASDAQ>BATS>ARCA>IEX
MKT
85.7
88
14.2
91
1
22
-29
null
null
High urgency from PM
X004431
2025-11-23 11:45:06
V
Buy
21,211
315.13
6,684,222.43
2.6
0.276
Low
28.5
10
-13.1
IEX>NYSE>BATS
VWAP
1
LMT
7
67
25
0.58
ToxicitySpike
false
null
null
0
IEX>NYSE>BATS
LMT
32.4
94
5.3
10
31
7
10
null
null
Paused due to data glitch
X004432
2025-11-13 11:56:43
IEF
Buy
8,279
101.18
837,669.22
1.7
0.031
Ultra
8.2
7
22.4
ARCA>BATS>IEX>EDGX
TWAP
2
IOC
3.4
63
18
0.59
LiqDrop
false
null
null
0
ARCA>BATS>IEX>EDGX
IOC
15.1
92
3.6
76
19
25
-34
null
null
High urgency from PM
X004433
2025-12-08 11:18:04
MSFT
Buy
28,060
206.12
5,783,727.2
3
0.149
Medium
6
11
-7.7
IEX>NYSE>BATS
VWAP
3
PO
3.7
74
25
0.67
Multi
false
null
null
0
IEX>NYSE>BATS
PO
17.4
100
0
10
-9
-31
-23
null
null
Paused due to data glitch
X004434
2025-11-30 12:35:20
HYG
Buy
19,516
73.75
1,439,305
1.9
0.107
Medium
10
21
8.9
IEX>NASDAQ>EDGX
IS
5
LMT
5.7
72
24
0.5
Slip>Thresh
false
null
null
0
IEX>NASDAQ>EDGX
LMT
27.4
99
11.9
66
51
3
-5
Watchlist
null
Toxic prints; widened spread
X004435
2025-12-14 13:47:51
IEF
Buy
22,898
95.84
2,194,544.32
2
0.087
Medium
16.4
17
-17
IEX>ARCA>EDGX
VWAP
3
LMT
5.6
71
35
0.71
Slip>Thresh
false
null
null
0
IEX>ARCA>EDGX
LMT
23.5
93
1.6
126
-14
-11
-18
null
null
Stable book; normal liquidity
X004436
2025-11-02 10:39:41
UNH
Buy
71,617
14.99
1,073,538.83
1.5
0.315
Low
19.5
33
27.7
BATS>ARCA>EDGX>NASDAQ>IEX
TWAP
2
PO
6.4
90
15
0.49
ToxicitySpike
false
null
null
0
BATS>ARCA>EDGX>NASDAQ>IEX
PO
38
92
11.8
151
20
27
-6
null
null
Paused due to data glitch
X004437
2025-11-27 10:51:08
JPM
Buy
16,479
109.03
1,796,705.37
3.4
0.408
Low
25.9
7
7.3
ARCA>IEX>NYSE
VWAP
2
LMT
7.9
67
25
0.82
Multi
false
null
null
0
ARCA>IEX>NYSE
LMT
57.2
67
13.7
146
-20
14
-16
null
null
Toxic prints; widened spread
X004438
2025-12-23 09:52:57
INTC
Buy
1,429
118.53
169,379.37
1.2
0.068
Medium
38.2
31
25.3
BATS>NYSE
VWAP
1
LMT
8.4
60
16
0.57
ToxicitySpike
false
null
null
0
BATS>NYSE
LMT
51.6
86
11.2
18
-16
28
20
null
null
Paused due to data glitch
X004439
2025-12-12 15:11:41
BAC
Sell
25,668
292.5
7,507,890
1.6
0.07
High
8.8
37
9.9
NASDAQ>IEX
POV
4
LMT
4.1
74
22
0.84
LiqDrop
true
LiquidityDrop
VenueSwitch
10
NASDAQ>IEX
LMT>IOC
5.3
90
3.5
82
17
-1
4
null
null
Stable book; normal liquidity
X004440
2025-12-08 09:44:58
MA
Sell
162,213
125.15
20,300,956.95
0.8
0.691
Low
17.7
15
32.5
ARCA>NASDAQ>IEX>EDGX>BATS
IS
5
LMT
8.2
165
19
0.43
Multi
false
null
null
0
ARCA>NASDAQ>IEX>EDGX>BATS
LMT
66.2
86
16.3
10
31
2
-12
null
null
Stable book; normal liquidity
X004441
2025-12-08 15:01:05
IEF
Buy
23,397
100.74
2,357,013.78
2.6
0.089
Low
19.2
12
-18.5
IEX>EDGX>ARCA>BATS>NASDAQ
VWAP
1
IOC
5.8
68
14
0.5
Slip>Thresh
false
null
null
0
IEX>EDGX>ARCA>BATS>NASDAQ
IOC
31.9
86
12.4
22
4
-38
35
null
null
High urgency from PM
X004442
2025-12-03 11:38:49
JPM
Sell
8,143
232.09
1,889,908.87
3.3
0.202
Low
35.2
7
7.3
ARCA>NASDAQ>BATS>IEX
VWAP
1
LMT
8.7
62
29
0.84
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
19
ARCA>NASDAQ>BATS>IEX
LMT>IOC
84.7
90
15.9
76
59
-4
-25
null
null
Stable book; normal liquidity
X004443
2025-11-13 11:44:32
XOM
Sell
10,333
94.16
972,955.28
3
0.095
Low
23.7
14
-30.2
NYSE>NASDAQ
Adaptive
3
MKT
9.3
65
27
0.43
Slip>Thresh
false
null
null
0
NYSE>NASDAQ
MKT
92.1
95
0
99
-11
-1
14
null
null
Paused due to data glitch
X004444
2025-11-14 15:48:07
XLB
Buy
48,986
294.79
14,440,582.94
1.4
0.125
Medium
14.1
14
7.5
NASDAQ>EDGX
IS
4
MKT
7.6
88
22
0.48
Slip>Thresh
false
null
null
0
NASDAQ>EDGX
MKT
18.4
99
5.5
41
-7
-31
-31
null
null
Paused due to data glitch
X004445
2025-12-09 13:46:07
AMZN
Sell
4,470
129.31
578,015.7
2.7
0.205
Low
24.8
33
23.4
NASDAQ>BATS>NYSE
TWAP
3
MKT
10.5
62
23
0.42
Slip>Thresh
false
null
null
0
NASDAQ>BATS>NYSE
MKT
43.8
93
12.5
29
11
-29
19
Watchlist
null
Paused due to data glitch
X004446
2025-11-15 11:55:16
LQD
Sell
38,747
111.49
4,319,903.03
1.7
0.191
Medium
10.7
38
10.4
IEX>BATS>NYSE
IS
5
LMT
5.8
85
21
0.49
Multi
false
null
null
0
IEX>BATS>NYSE
LMT
5.2
87
3.1
102
28
-26
31
null
null
High urgency from PM
X004447
2025-12-04 13:57:57
QQQ
Buy
16,327
421.2
6,876,932.4
0.7
0.052
Ultra
5
5
-27.9
EDGX>IEX
IS
5
MKT
3.2
70
15
0.7
LiqDrop
false
null
null
0
EDGX>IEX
MKT
32.5
88
6.9
40
36
15
22
null
null
Toxic prints; widened spread
X004448
2025-11-24 15:31:32
JNJ
Buy
3,547
154.47
547,905.09
4.4
0.013
Ultra
4.1
23
12.3
NYSE>ARCA>IEX>BATS>EDGX
Adaptive
3
LMT
3.3
61
32
0.42
Multi
false
null
null
0
NYSE>ARCA>IEX>BATS>EDGX
LMT
79.1
72
2.8
83
54
26
-2
null
null
Paused due to data glitch
X004449
2025-12-15 10:48:05
V
Sell
4,355
204.46
890,423.3
2.8
0.057
Low
37.4
17
16.8
NYSE>BATS>NASDAQ
IS
4
MKT
19.1
62
25
0.78
Slip>Thresh
false
null
null
0
NYSE>BATS>NASDAQ
MKT
76.4
88
14.7
116
21
-15
-19
null
null
High urgency from PM
X004450
2025-12-13 12:02:30
MA
Buy
25,958
287.96
7,474,865.68
1.2
0.111
Ultra
3.6
28
-27.2
IEX>NYSE>ARCA>NASDAQ>BATS
POV
5
PO
2.5
76
33
0.64
ToxicitySpike
false
null
null
0
IEX>NYSE>ARCA>NASDAQ>BATS
PO
28.3
100
1.7
35
32
-4
28
PositionLimitNear
null
Stable book; normal liquidity
X004451
2025-10-28 11:25:59
KO
Buy
2,092
231.25
483,775
3
0.052
Medium
22.3
17
7.3
ARCA>NASDAQ
TWAP
1
IOC
7.1
60
31
0.76
Slip>Thresh
false
null
null
0
ARCA>NASDAQ
IOC
93.3
86
0
29
34
-38
11
null
null
Venue switch reduced impact
X004452
2025-11-07 12:37:38
XLE
Sell
14,474
122.49
1,772,920.26
3.9
0.052
Medium
14.7
29
27.1
NYSE>ARCA
TWAP
3
LMT
6.4
67
25
0.47
ToxicitySpike
true
ToxicitySpike
Pause
19
NYSE>ARCA
LMT>IOC
72
94
8.7
80
2
25
13
null
null
Stable book; normal liquidity
X004453
2025-12-21 15:08:00
MSFT
Buy
22,635
84.37
1,909,714.95
3
0.12
Low
11.7
35
-8.9
ARCA>BATS>NASDAQ>NYSE
TWAP
2
IOC
5.2
69
33
0.46
Multi
false
null
null
0
ARCA>BATS>NASDAQ>NYSE
IOC
57.7
98
0
42
-4
-37
-38
null
null
Toxic prints; widened spread
X004454
2025-12-13 09:35:52
V
Buy
9,013
107.32
967,275.16
5.4
0.117
Low
24.5
6
-2.2
NASDAQ>EDGX>ARCA>IEX
Adaptive
5
MKT
13.7
65
32
0.7
LiqDrop
false
null
null
0
NASDAQ>EDGX>ARCA>IEX
MKT
75.7
89
18.6
86
10
6
-7
Watchlist
null
Paused due to data glitch
X004455
2025-12-04 10:57:46
XLP
Sell
17,374
18.2
316,206.8
2.3
0.06
High
9.7
31
-26.5
NYSE>BATS>EDGX>ARCA
POV
4
LMT
4.8
69
19
0.55
Multi
false
null
null
0
NYSE>BATS>EDGX>ARCA
LMT
2.6
90
0
143
-12
-6
-16
null
null
Venue switch reduced impact
X004456
2025-12-03 13:59:54
META
Sell
134,546
291.15
39,173,067.9
1.7
0.375
Low
16.4
14
32.2
ARCA>NYSE>IEX
Adaptive
2
MKT
5.5
117
14
0.83
LiqDrop
false
null
null
0
ARCA>NYSE>IEX
MKT
43.9
97
0
118
15
21
-20
Watchlist
null
Stable book; normal liquidity
X004457
2025-11-23 10:09:27
XLF
Buy
120,163
342.38
41,141,407.94
3.8
0.328
Low
5.9
12
-26.6
BATS>ARCA>IEX>NYSE
VWAP
2
LMT
3.3
111
27
0.73
Multi
false
null
null
0
BATS>ARCA>IEX>NYSE
LMT
63.8
94
15.7
71
39
24
25
null
null
Venue switch reduced impact
X004458
2025-12-02 11:54:24
CSCO
Sell
28,778
90.66
2,609,013.48
4.1
0.072
High
4.4
36
-15.2
NASDAQ>IEX>EDGX>NYSE>ARCA
Adaptive
2
LMT
2.9
72
26
0.76
Multi
false
null
null
0
NASDAQ>IEX>EDGX>NYSE>ARCA
LMT
38.5
91
0
70
-14
-22
-23
null
null
Toxic prints; widened spread
X004459
2025-11-30 12:13:21
QQQ
Sell
8,339
417.95
3,485,285.05
0.7
0.026
Ultra
24.7
7
12.4
NYSE>BATS
TWAP
1
MKT
6.9
62
18
0.71
Slip>Thresh
false
null
null
0
NYSE>BATS
MKT
76
97
6.7
63
4
4
38
null
null
Toxic prints; widened spread
X004460
2025-12-01 11:42:30
UNH
Sell
10,346
70.37
728,048.02
1.5
0.045
Ultra
6.7
27
-9.6
IEX>ARCA>BATS>NYSE>NASDAQ
VWAP
2
MKT
2.8
64
17
0.61
ToxicitySpike
false
null
null
0
IEX>ARCA>BATS>NYSE>NASDAQ
MKT
6.3
88
0
83
4
-23
-39
null
null
Stable book; normal liquidity
X004461
2025-11-26 15:51:25
T
Buy
31,850
74.2
2,363,270
2.4
0.266
Medium
4.4
21
-4
NYSE>EDGX
POV
5
LMT
3.5
80
21
0.62
Multi
false
null
null
0
NYSE>EDGX
LMT
8.1
60
0
18
-9
-2
-23
null
null
Paused due to data glitch
X004462
2025-12-26 12:40:31
XLB
Sell
70,127
92.52
6,488,150.04
1.6
0.179
Medium
8.8
8
-2.9
NASDAQ>NYSE>IEX>ARCA>EDGX
VWAP
2
IOC
3.4
89
20
0.66
Multi
false
null
null
0
NASDAQ>NYSE>IEX>ARCA>EDGX
IOC
59.3
88
2.7
69
44
-22
35
null
null
Paused due to data glitch
X004463
2025-12-04 10:36:45
DIS
Sell
16,623
202.47
3,365,658.81
1.6
0.073
High
9.2
9
-26.1
NASDAQ>IEX
POV
5
PO
5.1
70
16
0.66
Multi
false
null
null
0
NASDAQ>IEX
PO
99.9
94
0.9
22
34
7
33
null
null
Venue switch reduced impact
X004464
2025-11-02 12:17:32
TSLA
Buy
60,025
86.3
5,180,157.5
1.8
0.187
Medium
7.7
18
34.7
EDGX>NYSE>BATS
POV
5
MKT
5.2
99
14
0.44
ToxicitySpike
false
null
null
0
EDGX>NYSE>BATS
MKT
5.8
94
0
81
19
18
3
null
null
High urgency from PM
X004465
2025-12-09 09:35:54
BRK.B
Sell
28,399
59.56
1,691,444.44
2.7
0.129
Medium
5.2
10
25.9
NASDAQ>IEX
POV
4
LMT
3.6
76
13
0.49
Slip>Thresh
false
null
null
0
NASDAQ>IEX
LMT
36.9
90
0
87
-9
-6
37
null
null
Stable book; normal liquidity
X004466
2025-12-25 15:21:14
QQQ
Sell
29,503
419.86
12,387,129.58
0.7
0.094
High
20.9
3
-6.9
NASDAQ>EDGX>NYSE
VWAP
1
IOC
5.3
70
31
0.41
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>NYSE
IOC
70.3
97
4.8
54
5
6
17
null
null
Toxic prints; widened spread
X004467
2025-12-01 11:21:34
NVDA
Sell
2,921
300.56
877,935.76
1.7
0.076
Low
34.1
20
-17.4
ARCA>NYSE>EDGX
IS
4
LMT
13.8
61
13
0.4
LiqDrop
false
null
null
0
ARCA>NYSE>EDGX
LMT
65.2
92
10.1
38
53
-29
-30
NoShort
null
High urgency from PM
X004468
2025-12-12 13:56:19
TSLA
Sell
105,534
80.63
8,509,206.42
1.8
0.328
Low
19.5
15
26.1
EDGX>NASDAQ>BATS
VWAP
2
IOC
6.5
104
29
0.69
Multi
false
null
null
0
EDGX>NASDAQ>BATS
IOC
44.2
90
0
113
-8
-25
-4
null
null
Stable book; normal liquidity
X004469
2025-11-27 13:33:19
XLK
Sell
98,184
156.32
15,348,122.88
1.4
0.276
Low
10.5
24
20
IEX>NASDAQ>BATS>ARCA
TWAP
2
LMT
3.4
101
20
0.43
Multi
false
null
null
0
IEX>NASDAQ>BATS>ARCA
LMT
28.5
94
11.8
62
8
-32
-38
null
null
Toxic prints; widened spread
X004470
2025-11-15 14:56:14
SPY
Buy
288,809
498.59
143,997,279.31
1.8
0.39
Low
10.2
6
-29.5
IEX>NASDAQ>BATS>ARCA>NYSE
IS
5
PO
6.4
247
14
0.53
Multi
false
null
null
0
IEX>NASDAQ>BATS>ARCA>NYSE
PO
37.8
92
6.4
176
49
1
14
null
null
Stable book; normal liquidity
X004471
2025-11-18 11:05:46
WMT
Sell
9,477
193.47
1,833,515.19
3.8
0.029
Medium
18.6
14
-11.3
NASDAQ>IEX>NYSE>EDGX>BATS
TWAP
1
LMT
5.7
63
27
0.63
Multi
false
null
null
0
NASDAQ>IEX>NYSE>EDGX>BATS
LMT
81.5
100
9.3
10
52
-30
23
Watchlist
null
Paused due to data glitch
X004472
2025-11-27 09:35:02
XLU
Sell
34,276
56.87
1,949,276.12
1.6
0.11
Medium
15.2
35
28.1
BATS>ARCA>IEX
TWAP
1
LMT
4
71
19
0.56
ToxicitySpike
false
null
null
0
BATS>ARCA>IEX
LMT
59.7
98
3.3
81
26
13
-8
null
null
Paused due to data glitch
X004473
2025-12-15 11:42:39
XLU
Buy
284,753
268.7
76,513,131.1
2.4
0.912
Low
23
5
5
IEX>BATS>NASDAQ>NYSE>EDGX
IS
5
MKT
14.3
245
20
0.46
Slip>Thresh
false
null
null
0
IEX>BATS>NASDAQ>NYSE>EDGX
MKT
73.8
87
5.3
251
-13
-15
-13
null
null
Toxic prints; widened spread
X004474
2025-11-19 10:42:02
XLF
Sell
9,573
110.09
1,053,891.57
2.7
0.026
High
12.9
16
-29.9
IEX>NYSE
IS
4
PO
7.4
65
21
0.55
Slip>Thresh
false
null
null
0
IEX>NYSE
PO
51.1
99
3.5
93
35
0
-3
null
null
High urgency from PM
X004475
2025-11-26 13:51:18
XLP
Sell
54,563
242.31
13,221,160.53
3.3
0.189
Low
21.7
3
-0.5
ARCA>NYSE>EDGX>BATS>NASDAQ
POV
5
LMT
10.6
95
21
0.45
ToxicitySpike
false
null
null
0
ARCA>NYSE>EDGX>BATS>NASDAQ
LMT
4
87
10.9
119
25
21
-35
PositionLimitNear
null
Paused due to data glitch
X004476
2025-11-21 14:49:19
IEF
Sell
15,484
101.07
1,564,967.88
1.7
0.059
Ultra
4.1
18
-2.3
IEX>BATS>ARCA>NYSE
VWAP
3
MKT
2.5
67
29
0.45
LiqDrop
false
null
null
0
IEX>BATS>ARCA>NYSE
MKT
20.8
93
0.8
71
4
1
-16
PositionLimitNear
Throttle
Paused due to data glitch
X004477
2025-12-23 15:43:46
NFLX
Sell
6,903
331.58
2,288,896.74
3.9
0.066
Low
22.2
27
2
BATS>IEX>EDGX>NYSE>NASDAQ
Adaptive
1
IOC
6.8
62
16
0.54
LiqDrop
false
null
null
0
BATS>IEX>EDGX>NYSE>NASDAQ
IOC
22.3
87
22.3
79
19
0
-27
null
null
High urgency from PM
X004478
2025-12-26 10:20:16
AMD
Sell
1,398
209.42
292,769.16
2.3
0.039
Medium
33.7
20
-11.2
EDGX>NYSE>NASDAQ
VWAP
2
MKT
11.1
60
23
0.73
Slip>Thresh
false
null
null
0
EDGX>NYSE>NASDAQ
MKT
21.3
97
7.1
76
33
-39
9
null
null
High urgency from PM
X004479
2025-10-29 15:53:18
NFLX
Buy
10,100
202.71
2,047,371
2.4
0.097
Low
21.2
4
-27.8
NYSE>ARCA
Adaptive
5
MKT
10.1
66
34
0.73
Multi
false
null
null
0
NYSE>ARCA
MKT
68.5
99
13
163
55
5
38
null
null
Stable book; normal liquidity
X004480
2025-10-29 13:03:08
XLU
Sell
19,272
138.05
2,660,499.6
2.2
0.062
Ultra
4.1
16
18.1
NASDAQ>EDGX>NYSE
IS
4
IOC
3.6
71
16
0.46
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>NYSE
IOC
79.6
93
8.8
72
-10
16
-5
null
null
Stable book; normal liquidity
X004481
2025-11-18 13:59:37
CSCO
Sell
36,374
60.59
2,203,900.66
2.9
0.091
Medium
11.1
32
-8.8
NASDAQ>BATS>EDGX>NYSE
IS
5
LMT
6.9
83
15
0.81
Slip>Thresh
false
null
null
0
NASDAQ>BATS>EDGX>NYSE
LMT
34.5
91
0
43
-5
6
-14
PositionLimitNear
null
Paused due to data glitch
X004482
2025-12-04 13:40:33
V
Buy
10,611
29.2
309,841.2
4.6
0.138
Low
13.5
26
-6.1
NASDAQ>ARCA
TWAP
3
MKT
7.9
65
24
0.43
ToxicitySpike
false
null
null
0
NASDAQ>ARCA
MKT
34.9
87
0
79
54
10
-29
null
null
High urgency from PM
X004483
2025-10-28 13:25:49
BAC
Buy
37,290
41.67
1,553,874.3
0.9
0.102
High
11.8
37
-20.8
NASDAQ>BATS>ARCA>IEX>NYSE
Adaptive
4
LMT
3.9
81
20
0.78
Multi
false
null
null
0
NASDAQ>BATS>ARCA>IEX>NYSE
LMT
9.3
90
8.3
84
19
18
11
null
null
High urgency from PM
X004484
2025-12-17 10:23:47
XLB
Sell
46,541
103.65
4,823,974.65
1.3
0.119
High
5.5
16
-24.3
IEX>NASDAQ>ARCA>NYSE>EDGX
Adaptive
3
MKT
2.6
83
21
0.54
ToxicitySpike
false
null
null
0
IEX>NASDAQ>ARCA>NYSE>EDGX
MKT
0.1
87
0
54
-3
4
2
PositionLimitNear
null
Toxic prints; widened spread
X004485
2025-12-06 10:29:57
CVX
Buy
10,757
267.45
2,876,959.65
0.8
0.064
Ultra
5.8
11
32
BATS>NYSE>EDGX
VWAP
3
MKT
2.5
65
18
0.7
Multi
false
null
null
0
BATS>NYSE>EDGX
MKT
92.9
92
0
60
4
-2
23
PositionLimitNear
null
Stable book; normal liquidity
X004486
2025-12-02 10:03:39
TLT
Buy
11,131
94.81
1,055,330.11
3.5
0.041
Ultra
5.5
5
-5.5
EDGX>BATS
TWAP
2
LMT
3.1
64
18
0.46
LiqDrop
false
null
null
0
EDGX>BATS
LMT
4.6
98
6.4
93
-4
14
23
null
null
High urgency from PM
X004487
2025-12-23 10:27:29
META
Sell
32,714
253.67
8,298,560.38
1.6
0.091
Medium
12.7
17
12.9
NYSE>BATS>EDGX>ARCA>NASDAQ
TWAP
1
LMT
3.5
71
20
0.46
Slip>Thresh
false
null
null
0
NYSE>BATS>EDGX>ARCA>NASDAQ
LMT
66.6
86
0
50
22
-29
-31
null
Throttle
Toxic prints; widened spread
X004488
2025-12-14 13:15:05
XLK
Sell
147,330
153.13
22,560,642.9
1.1
0.413
Low
23.2
33
-27.6
BATS>EDGX
Adaptive
5
MKT
10
155
15
0.71
ToxicitySpike
true
ToxicitySpike
VenueSwitch
16
BATS>EDGX
MKT>LMT
90
96
14
123
59
-15
-22
null
null
Paused due to data glitch
X004489
2025-11-10 13:27:29
MSFT
Sell
41,095
89.68
3,685,399.6
3
0.218
Low
15
36
-27.1
NASDAQ>ARCA>EDGX
TWAP
2
PO
5.9
77
34
0.63
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>EDGX
PO
75.8
100
0
167
20
18
6
null
null
Toxic prints; widened spread
X004490
2025-11-28 11:27:44
CVX
Sell
18,721
140.29
2,626,369.09
0.9
0.111
Medium
18.9
37
-23.2
ARCA>NASDAQ>EDGX>NYSE
IS
5
IOC
9.8
72
31
0.52
LiqDrop
false
null
null
0
ARCA>NASDAQ>EDGX>NYSE
IOC
45.3
93
0
82
-19
-13
31
null
null
High urgency from PM
X004491
2025-12-23 13:02:42
MA
Buy
7,475
217.28
1,624,168
0.8
0.032
Ultra
16.3
39
34
NYSE>EDGX>BATS
VWAP
2
MKT
5.2
63
29
0.48
Slip>Thresh
false
null
null
0
NYSE>EDGX>BATS
MKT
7.2
86
9.5
65
-15
-23
30
NoShort
null
Paused due to data glitch
X004492
2025-11-07 09:35:32
BRK.B
Buy
38,920
283.4
11,029,928
2.3
0.177
Low
24.2
20
25
NYSE>IEX>NASDAQ>BATS>ARCA
IS
5
MKT
14.3
85
35
0.83
LiqDrop
true
LiquidityDrop
AlgoSwitch
27
NYSE>IEX>NASDAQ>BATS>ARCA
MKT>IOC
78.3
100
14.5
146
51
-26
8
null
null
Stable book; normal liquidity
X004493
2025-10-27 10:46:34
V
Sell
15,259
235.34
3,591,053.06
4.8
0.199
Low
37.5
33
-11.9
EDGX>IEX>BATS>NYSE
Adaptive
1
LMT
9.2
65
28
0.49
LiqDrop
false
null
null
0
EDGX>IEX>BATS>NYSE
LMT
2.1
94
21.9
13
-13
15
12
PositionLimitNear
null
Paused due to data glitch
X004494
2025-11-23 12:40:15
XOM
Buy
7,085
242.74
1,719,812.9
4
0.065
Medium
14.2
30
-12
NASDAQ>IEX>BATS
Adaptive
1
MKT
5.3
62
22
0.54
Multi
false
null
null
0
NASDAQ>IEX>BATS
MKT
50.1
87
11.4
133
4
-25
-17
NoShort
null
High urgency from PM
X004495
2025-11-28 15:47:07
T
Sell
15,811
295.54
4,672,782.94
2.7
0.132
Low
14.9
19
28.4
BATS>NYSE>EDGX>NASDAQ
TWAP
3
LMT
5.8
67
32
0.75
Slip>Thresh
false
null
null
0
BATS>NYSE>EDGX>NASDAQ
LMT
58
92
18.5
130
38
4
21
null
null
Toxic prints; widened spread
X004496
2025-11-02 12:42:31
META
Buy
50,507
94.33
4,764,325.31
0.8
0.141
Medium
21.7
18
-25.3
IEX>BATS>NASDAQ
VWAP
3
LMT
6.4
85
20
0.8
LiqDrop
false
null
null
0
IEX>BATS>NASDAQ
LMT
34.2
92
14.4
12
55
15
20
PositionLimitNear
null
Stable book; normal liquidity
X004497
2025-12-09 12:11:52
XLB
Buy
64,423
239.93
15,457,010.39
1.7
0.164
Low
15.5
26
31.6
ARCA>NYSE
VWAP
3
MKT
6.3
92
31
0.5
LiqDrop
false
null
null
0
ARCA>NYSE
MKT
86.5
89
13.1
51
-12
11
37
null
null
High urgency from PM
X004498
2025-12-03 15:22:09
WMT
Sell
42,472
296.03
12,572,986.16
4.7
0.131
Low
18.9
18
-30.5
IEX>BATS
Adaptive
3
LMT
7.3
81
33
0.73
LiqDrop
false
null
null
0
IEX>BATS
LMT
19.5
98
8.4
45
-4
16
-2
null
null
Paused due to data glitch
X004499
2025-12-25 12:29:12
GOOGL
Buy
47,228
34.46
1,627,476.88
1.6
0.141
Low
21.8
8
5
NASDAQ>EDGX>NYSE>IEX
Adaptive
2
MKT
6.9
80
22
0.49
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>NYSE>IEX
MKT
52.5
100
7.2
125
53
-12
-17
null
null
Toxic prints; widened spread
X004500
2025-11-11 09:35:15
JPM
Buy
3,129
187.14
585,561.06
4.9
0.077
Medium
6
32
-26
BATS>EDGX>NASDAQ
TWAP
1
LMT
3.4
61
17
0.48
Multi
false
null
null
0
BATS>EDGX>NASDAQ
LMT
98.7
88
11.9
36
-11
4
-34
null
null
High urgency from PM