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
X004701
2025-12-07 09:35:37
IWM
Buy
275,594
204.26
56,292,830.44
1
0.38
Medium
7.3
27
31.8
IEX>ARCA
VWAP
1
IOC
2.3
156
15
0.71
Slip>Thresh
false
null
null
0
IEX>ARCA
IOC
37.3
91
1.3
169
45
-2
-21
PositionLimitNear
null
Stable book; normal liquidity
X004702
2025-11-23 12:42:36
JPM
Buy
5,159
294.14
1,517,468.26
5.3
0.128
Low
26.6
13
32.9
NASDAQ>BATS>IEX
VWAP
3
LMT
10.1
62
34
0.79
LiqDrop
false
null
null
0
NASDAQ>BATS>IEX
LMT
24
97
0
10
-17
-27
16
null
null
Toxic prints; widened spread
X004703
2025-11-15 09:49:00
TLT
Sell
172,705
95.4
16,476,057
2.4
0.632
Low
22.6
33
8.2
BATS>NASDAQ>IEX>EDGX>ARCA
POV
3
LMT
8.5
146
26
0.72
ToxicitySpike
false
null
null
0
BATS>NASDAQ>IEX>EDGX>ARCA
LMT
12.7
85
9.1
216
-4
-12
13
null
null
Stable book; normal liquidity
X004704
2025-11-13 12:20:02
PFE
Sell
26,950
63.87
1,721,296.5
1.9
0.073
Medium
14.1
16
-0.7
IEX>BATS>NASDAQ>NYSE
TWAP
3
PO
5.7
73
12
0.6
ToxicitySpike
false
null
null
0
IEX>BATS>NASDAQ>NYSE
PO
24.1
98
8.3
21
26
-6
-21
null
null
Paused due to data glitch
X004705
2025-11-21 09:54:22
JNJ
Sell
31,314
304.3
9,528,850.2
4.1
0.115
Low
24
27
-11.9
NYSE>EDGX>IEX>NASDAQ>BATS
TWAP
1
MKT
8.5
70
23
0.81
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
10
NYSE>EDGX>IEX>NASDAQ>BATS
MKT>PO
9.2
91
21.8
137
2
27
-12
Watchlist
null
Stable book; normal liquidity
X004706
2025-12-18 13:12:42
MSFT
Sell
7,603
17.71
134,649.13
3.7
0.04
High
10.5
19
-27.5
ARCA>NYSE>BATS
POV
5
MKT
8.1
64
34
0.45
LiqDrop
false
null
null
0
ARCA>NYSE>BATS
MKT
18.3
98
3.1
118
42
11
39
Watchlist
null
Toxic prints; widened spread
X004707
2025-11-08 12:05:16
INTC
Sell
512
256.59
131,374.08
1
0.024
Ultra
11.5
30
25.6
ARCA>BATS>NASDAQ>EDGX>IEX
IS
4
MKT
6
60
17
0.4
Slip>Thresh
false
null
null
0
ARCA>BATS>NASDAQ>EDGX>IEX
MKT
10.9
94
8.9
36
22
7
38
null
null
Venue switch reduced impact
X004708
2025-10-29 12:34:06
AAPL
Sell
33,036
171.06
5,651,138.16
2.4
0.097
Low
20.3
8
-15.6
NASDAQ>ARCA>EDGX
TWAP
2
LMT
6.3
74
29
0.53
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>EDGX
LMT
98.5
91
5.6
14
23
29
-24
null
null
Paused due to data glitch
X004709
2025-11-16 14:33:34
UNH
Sell
98,992
275.85
27,306,943.2
2.1
0.435
Low
9.6
22
-25.3
ARCA>BATS>NYSE
TWAP
1
LMT
3.1
94
21
0.48
Multi
false
null
null
0
ARCA>BATS>NYSE
LMT
25
98
3.3
126
7
-26
-36
null
null
Toxic prints; widened spread
X004710
2025-12-22 12:38:53
JPM
Sell
8,995
329.17
2,960,884.15
3.6
0.223
Low
6.8
36
-25.1
ARCA>NYSE>EDGX
POV
4
IOC
5.5
65
15
0.52
ToxicitySpike
true
ToxicitySpike
VenueSwitch
11
ARCA>NYSE>EDGX
IOC>PO
94.9
93
0
51
51
24
-14
null
null
Toxic prints; widened spread
X004711
2025-11-10 14:55:17
XLE
Sell
85,981
47.52
4,085,817.12
3.2
0.309
Low
4.8
21
33
NYSE>EDGX>NASDAQ
IS
4
LMT
4.3
109
12
0.66
ToxicitySpike
false
null
null
0
NYSE>EDGX>NASDAQ
LMT
71.5
92
0
100
0
27
-39
null
null
High urgency from PM
X004712
2025-11-19 14:03:33
HD
Buy
13,634
140.28
1,912,577.52
2.3
0.053
Medium
22.9
15
-27.4
NYSE>EDGX
POV
4
PO
10.2
67
33
0.51
Slip>Thresh
false
null
null
0
NYSE>EDGX
PO
86.3
89
15.4
124
1
14
-11
Watchlist
null
Venue switch reduced impact
X004713
2025-11-06 13:04:20
IWM
Buy
53,594
206.55
11,069,840.7
1.1
0.074
High
12.1
14
-34.6
BATS>ARCA
VWAP
2
LMT
3.4
82
17
0.58
LiqDrop
false
null
null
0
BATS>ARCA
LMT
80.9
95
0
41
60
-13
-4
null
null
Venue switch reduced impact
X004714
2025-11-18 15:42:03
KO
Buy
2,281
265.19
604,898.39
3.4
0.057
Medium
20.2
38
6.5
BATS>IEX>EDGX>ARCA
Adaptive
1
MKT
6.4
60
33
0.77
ToxicitySpike
false
null
null
0
BATS>IEX>EDGX>ARCA
MKT
55.7
85
8
45
59
-2
-16
Watchlist
null
Venue switch reduced impact
X004715
2025-12-03 13:33:40
HD
Sell
127,486
133.63
17,035,954.18
1.9
0.495
Low
19
39
30.5
NASDAQ>IEX
IS
4
LMT
8.6
133
14
0.74
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
19
NASDAQ>IEX
LMT>IOC
27.7
96
25.2
104
-20
17
13
null
null
Stable book; normal liquidity
X004716
2025-12-26 12:24:00
XLK
Buy
82,773
179.2
14,832,921.6
1.3
0.232
High
3.6
25
8.2
ARCA>NASDAQ
POV
4
LMT
2.2
107
21
0.69
ToxicitySpike
false
null
null
0
ARCA>NASDAQ
LMT
10.7
85
6.1
121
26
25
-11
null
null
Stable book; normal liquidity
X004717
2025-11-24 14:30:24
T
Sell
14,177
290.68
4,120,970.36
3.1
0.118
Low
24
22
22
BATS>IEX>ARCA>NASDAQ
TWAP
1
MKT
8
64
18
0.4
LiqDrop
false
null
null
0
BATS>IEX>ARCA>NASDAQ
MKT
17
99
0
11
-20
-37
-13
null
null
Paused due to data glitch
X004718
2025-12-14 15:23:03
TSLA
Sell
42,610
176.61
7,525,352.1
1.4
0.132
Medium
14.3
16
15.3
NASDAQ>BATS>ARCA
VWAP
1
LMT
3.6
74
20
0.79
Multi
false
null
null
0
NASDAQ>BATS>ARCA
LMT
60.2
97
0
43
26
-36
29
null
null
Venue switch reduced impact
X004719
2025-12-26 10:52:51
HD
Sell
207,843
102.12
21,224,927.16
2.9
0.806
Low
7.9
38
-29.1
EDGX>NYSE>ARCA
POV
3
MKT
5.4
163
18
0.65
Slip>Thresh
false
null
null
0
EDGX>NYSE>ARCA
MKT
83.3
93
0
165
37
19
39
null
null
Stable book; normal liquidity
X004720
2025-12-17 13:33:50
PFE
Sell
28,554
86.79
2,478,201.66
3.2
0.078
Medium
9.3
17
10.6
ARCA>IEX>NYSE>NASDAQ
VWAP
2
MKT
4.6
72
18
0.6
LiqDrop
false
null
null
0
ARCA>IEX>NYSE>NASDAQ
MKT
26.2
92
4
52
20
23
-11
Watchlist
null
Stable book; normal liquidity
X004721
2025-11-21 15:55:18
META
Buy
19,513
137.62
2,685,379.06
1.3
0.054
Ultra
9.7
32
-0
NASDAQ>NYSE>BATS>IEX
POV
4
LMT
4.1
71
24
0.56
LiqDrop
false
null
null
0
NASDAQ>NYSE>BATS>IEX
LMT
22.5
98
5.7
57
32
-15
-37
null
null
Toxic prints; widened spread
X004722
2025-12-19 12:23:41
AMZN
Sell
2,825
149.27
421,687.75
1.6
0.13
Low
25.6
5
-0.3
EDGX>NASDAQ>ARCA>IEX
Adaptive
5
IOC
10.7
61
23
0.6
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>ARCA>IEX
IOC
79
100
8.9
10
8
-31
-9
NoShort
null
Toxic prints; widened spread
X004723
2025-12-16 15:20:11
AAPL
Buy
33,142
73.96
2,451,182.32
2.6
0.098
Low
23
33
31.5
IEX>ARCA>NASDAQ>EDGX>NYSE
IS
5
MKT
13.9
81
34
0.76
Multi
true
MultiTrigger
Pause
31
IEX>ARCA>NASDAQ>EDGX>NYSE
MKT>LMT
81.1
93
29.7
106
-15
-16
-23
PositionLimitNear
null
Paused due to data glitch
X004724
2025-12-11 15:29:28
XLE
Sell
73,444
175.61
12,897,500.84
2
0.264
Low
18.3
11
3.9
NASDAQ>BATS
IS
5
PO
10.2
107
23
0.51
LiqDrop
false
null
null
0
NASDAQ>BATS
PO
98.2
94
22.9
171
-10
6
36
Watchlist
null
Toxic prints; widened spread
X004725
2025-12-08 12:30:34
XLF
Sell
59,999
163.05
9,782,836.95
3.3
0.164
Low
10.3
16
5.1
NASDAQ>IEX>ARCA>BATS
IS
4
MKT
7.6
94
22
0.8
ToxicitySpike
false
null
null
0
NASDAQ>IEX>ARCA>BATS
MKT
31.4
95
8.4
107
13
-34
-6
PositionLimitNear
null
Toxic prints; widened spread
X004726
2025-11-30 12:36:57
V
Buy
9,488
275.27
2,611,761.76
3.8
0.123
Low
28.4
6
4.4
ARCA>IEX>NYSE
IS
4
LMT
13.3
65
33
0.77
LiqDrop
false
null
null
0
ARCA>IEX>NYSE
LMT
83
96
22.8
10
-3
-34
23
Watchlist
null
Stable book; normal liquidity
X004727
2025-12-03 15:55:58
IWM
Buy
121,526
204.81
24,889,740.06
1.6
0.168
Low
22
22
19.2
ARCA>NYSE>EDGX
Adaptive
1
LMT
5
102
29
0.7
Slip>Thresh
false
null
null
0
ARCA>NYSE>EDGX
LMT
24.5
92
17.4
146
21
-2
-38
null
null
Stable book; normal liquidity
X004728
2025-11-02 13:45:51
XLU
Buy
21,607
192.51
4,159,563.57
2.2
0.069
Medium
16.7
3
32.8
IEX>NASDAQ>ARCA>BATS>NYSE
TWAP
1
LMT
4.6
67
31
0.57
Slip>Thresh
false
null
null
0
IEX>NASDAQ>ARCA>BATS>NYSE
LMT
39.7
90
0
79
32
-22
-17
null
null
Toxic prints; widened spread
X004729
2025-12-13 09:38:34
XLI
Buy
3,511
68.4
240,152.4
1.8
0.16
Low
30.6
15
19.3
NASDAQ>BATS>EDGX>NYSE>IEX
VWAP
1
MKT
8.6
61
32
0.59
LiqDrop
true
LiquidityDrop
VenueSwitch
18
NASDAQ>BATS>EDGX>NYSE>IEX
MKT>IOC
64.8
89
15.4
132
52
3
-15
null
null
Venue switch reduced impact
X004730
2025-12-18 14:57:30
KO
Buy
6,228
315.99
1,967,985.72
2.3
0.155
Low
23.9
36
23
IEX>NYSE>ARCA>EDGX>NASDAQ
TWAP
1
MKT
7.5
62
16
0.48
ToxicitySpike
true
ToxicitySpike
VenueSwitch
17
IEX>NYSE>ARCA>EDGX>NASDAQ
MKT>LMT
95.4
93
18.9
67
2
26
25
null
null
Stable book; normal liquidity
X004731
2025-11-19 13:54:41
INTC
Sell
2,470
197.11
486,861.7
0.7
0.118
High
11.8
8
32.1
EDGX>BATS>ARCA
Adaptive
4
MKT
4.6
61
33
0.49
ToxicitySpike
false
null
null
0
EDGX>BATS>ARCA
MKT
22.1
86
8.3
44
13
-13
33
null
null
Paused due to data glitch
X004732
2025-10-27 10:09:19
MSFT
Buy
16,762
70.85
1,187,587.7
2.4
0.089
Medium
13.5
9
25.2
BATS>ARCA>NASDAQ>IEX
IS
5
LMT
7.5
70
30
0.63
Multi
false
null
null
0
BATS>ARCA>NASDAQ>IEX
LMT
2.7
90
22.5
149
16
14
-13
Watchlist
null
Paused due to data glitch
X004733
2025-12-11 13:40:06
JNJ
Buy
114,829
310.56
35,661,294.24
4.3
0.422
Low
10.9
25
-0.9
NYSE>BATS>EDGX>IEX
TWAP
2
IOC
5.8
108
12
0.4
LiqDrop
false
null
null
0
NYSE>BATS>EDGX>IEX
IOC
17.1
98
0
164
11
14
33
NoShort
null
Paused due to data glitch
X004734
2025-12-23 12:33:05
AMZN
Buy
4,246
263.11
1,117,165.06
2.4
0.195
Low
9.1
23
26.9
ARCA>NASDAQ>IEX>EDGX
TWAP
2
LMT
3.6
61
21
0.81
LiqDrop
true
LiquidityDrop
OrderTypeChange
10
ARCA>NASDAQ>IEX>EDGX
LMT>PO
3.9
95
0
77
37
-26
0
null
null
Paused due to data glitch
X004735
2025-12-19 11:14:15
BAC
Buy
19,321
115.93
2,239,883.53
1.6
0.053
High
18.2
32
11
NASDAQ>EDGX>ARCA>NYSE
Adaptive
3
LMT
5.5
69
23
0.46
LiqDrop
false
null
null
0
NASDAQ>EDGX>ARCA>NYSE
LMT
84.7
85
0
64
-14
12
-40
null
Unknown
High urgency from PM
X004736
2025-12-20 09:35:57
TSLA
Sell
81,851
121.15
9,916,248.65
1.5
0.254
Low
19.2
25
26.2
NASDAQ>EDGX>IEX>BATS
VWAP
2
MKT
6.5
94
17
0.76
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>IEX>BATS
MKT
87.7
94
0
168
0
-14
9
NoShort
null
Toxic prints; widened spread
X004737
2025-12-23 12:17:41
NVDA
Sell
19,334
293.4
5,672,595.6
2.1
0.5
Low
25.3
39
-33.1
ARCA>EDGX>NASDAQ>NYSE
POV
2
MKT
9.6
68
25
0.63
Multi
false
null
null
0
ARCA>EDGX>NASDAQ>NYSE
MKT
47
87
8.1
10
-3
-10
38
NoShort
null
Toxic prints; widened spread
X004738
2025-11-30 11:06:45
LQD
Buy
22,351
106.59
2,382,393.09
1
0.11
Medium
15.9
20
-21.2
NYSE>ARCA>EDGX>BATS
TWAP
3
MKT
6.2
71
35
0.76
Multi
false
null
null
0
NYSE>ARCA>EDGX>BATS
MKT
84.6
97
0
32
60
22
34
null
null
High urgency from PM
X004739
2025-11-06 14:30:04
BA
Buy
27,051
209.6
5,669,889.6
2.8
0.09
Medium
15.1
26
-28
BATS>ARCA>EDGX>IEX>NYSE
IS
4
LMT
7.6
75
27
0.56
Multi
false
null
null
0
BATS>ARCA>EDGX>IEX>NYSE
LMT
45.2
91
6.1
95
-16
-32
40
null
null
Stable book; normal liquidity
X004740
2025-11-14 15:43:09
TSLA
Buy
29,246
292.39
8,551,237.94
2
0.091
High
4.9
9
4.6
ARCA>NASDAQ>NYSE>IEX
TWAP
2
LMT
2.3
72
25
0.43
LiqDrop
false
null
null
0
ARCA>NASDAQ>NYSE>IEX
LMT
27.8
93
0.3
120
-4
3
-15
null
null
Venue switch reduced impact
X004741
2025-12-18 10:20:31
XLV
Buy
86,702
217
18,814,334
1.9
0.243
Low
16.7
9
4.7
BATS>ARCA
TWAP
1
IOC
5.2
90
25
0.59
ToxicitySpike
false
null
null
0
BATS>ARCA
IOC
57
88
0
48
42
-26
28
null
null
Paused due to data glitch
X004742
2025-11-03 11:22:38
WMT
Buy
19,463
231.01
4,496,147.63
4.8
0.06
Low
15
30
-22.1
IEX>BATS>ARCA>NASDAQ>NYSE
POV
4
LMT
8.3
71
23
0.43
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
17
IEX>BATS>ARCA>NASDAQ>NYSE
LMT>MKT
95.9
87
0
100
29
-17
15
Watchlist
null
High urgency from PM
X004743
2025-10-30 11:15:23
V
Sell
2,964
330.6
979,898.4
4.9
0.039
Low
38.5
38
11.7
BATS>NYSE
TWAP
3
LMT
13.8
61
23
0.56
LiqDrop
false
null
null
0
BATS>NYSE
LMT
71.4
91
4.3
24
-16
-19
37
PositionLimitNear
null
High urgency from PM
X004744
2025-12-23 14:23:26
NKE
Buy
12,325
32.98
406,478.5
2.7
0.057
Medium
15.7
34
0.9
IEX>EDGX
Adaptive
5
MKT
8.2
68
13
0.75
LiqDrop
false
null
null
0
IEX>EDGX
MKT
68.6
95
14.9
85
55
27
2
Watchlist
null
High urgency from PM
X004745
2025-11-09 13:42:36
KO
Sell
1,638
214.21
350,875.98
2.5
0.041
Medium
27.9
16
20.9
NASDAQ>BATS>ARCA>IEX>NYSE
VWAP
2
LMT
7.9
60
17
0.65
ToxicitySpike
false
null
null
0
NASDAQ>BATS>ARCA>IEX>NYSE
LMT
55.1
85
9.5
79
55
9
-22
null
null
Paused due to data glitch
X004746
2025-11-23 12:01:04
IEF
Buy
25,742
98
2,522,716
2.8
0.098
Medium
9.9
14
5.3
BATS>EDGX
TWAP
1
MKT
4.1
69
35
0.64
Slip>Thresh
false
null
null
0
BATS>EDGX
MKT
79.6
94
0
100
5
-24
-29
null
null
Toxic prints; widened spread
X004747
2025-12-16 15:21:32
GOOGL
Sell
120,908
180.51
21,825,103.08
1.7
0.36
Low
7.5
16
-10.7
IEX>NYSE>EDGX
VWAP
3
LMT
3.1
120
33
0.75
LiqDrop
true
LiquidityDrop
Cross
50
IEX>NYSE>EDGX
LMT>PO
79.7
91
0
192
33
-9
38
NoShort
null
Venue switch reduced impact
X004748
2025-12-16 15:11:49
MSFT
Sell
22,740
108.77
2,473,429.8
3.6
0.121
Low
13.3
6
-3.4
IEX>BATS>NYSE>EDGX>ARCA
IS
4
MKT
9.2
73
16
0.83
LiqDrop
false
null
null
0
IEX>BATS>NYSE>EDGX>ARCA
MKT
69
92
2
10
-13
-20
24
PositionLimitNear
null
Venue switch reduced impact
X004749
2025-11-24 09:40:33
PEP
Buy
33,206
329.45
10,939,716.7
4.1
0.105
Medium
8
32
-21.2
NYSE>EDGX
TWAP
1
MKT
4.3
71
23
0.54
LiqDrop
false
null
null
0
NYSE>EDGX
MKT
53.7
92
0
67
9
6
-2
NoShort
null
Toxic prints; widened spread
X004750
2025-11-17 11:35:23
IEF
Buy
16,174
102.64
1,660,099.36
2.2
0.061
Medium
12.7
27
30.3
EDGX>NASDAQ
IS
4
LMT
6.3
69
26
0.41
Slip>Thresh
false
null
null
0
EDGX>NASDAQ
LMT
66.3
84
0
56
32
-10
22
null
null
Toxic prints; widened spread
X004751
2025-11-26 13:28:44
NFLX
Buy
887
54.93
48,722.91
5
0.008
Ultra
15.7
39
19.8
BATS>NYSE>ARCA
Adaptive
5
IOC
9.5
60
13
0.56
LiqDrop
false
null
null
0
BATS>NYSE>ARCA
IOC
34.8
85
0
86
-13
-9
37
null
null
Toxic prints; widened spread
X004752
2025-12-12 10:46:44
AAPL
Sell
36,015
351.91
12,674,038.65
2.2
0.106
High
6.7
23
-23.5
NASDAQ>NYSE>EDGX>ARCA
TWAP
1
LMT
2.4
72
23
0.56
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>EDGX>ARCA
LMT
68.2
87
0
100
0
-12
0
PositionLimitNear
null
Venue switch reduced impact
X004753
2025-11-09 13:42:14
CSCO
Buy
10,994
140.41
1,543,667.54
3.7
0.028
Medium
20.7
22
34
NASDAQ>EDGX>IEX>ARCA
VWAP
3
MKT
9.2
65
20
0.57
Multi
false
null
null
0
NASDAQ>EDGX>IEX>ARCA
MKT
82.1
89
8.1
60
59
24
-34
null
null
Paused due to data glitch
X004754
2025-11-20 12:22:15
XLK
Sell
68,128
318.09
21,670,835.52
1
0.191
Low
22.2
13
-29.7
EDGX>NASDAQ>IEX
IS
5
LMT
9.9
104
25
0.47
LiqDrop
false
null
null
0
EDGX>NASDAQ>IEX
LMT
33.1
95
0
156
44
-11
-2
null
null
Stable book; normal liquidity
X004755
2025-12-01 09:35:25
INTC
Sell
2,376
181.56
431,386.56
1
0.113
High
13.5
7
-1
EDGX>NASDAQ>ARCA>BATS>IEX
Adaptive
1
LMT
3.1
60
19
0.46
ToxicitySpike
false
null
null
0
EDGX>NASDAQ>ARCA>BATS>IEX
LMT
57.1
88
0.3
28
28
-28
-6
PositionLimitNear
null
Toxic prints; widened spread
X004756
2025-12-02 11:02:10
HYG
Sell
24,262
73.11
1,773,794.82
1.3
0.133
High
5.8
29
27.7
IEX>NYSE>NASDAQ>ARCA
IS
5
PO
3.9
75
17
0.68
Multi
false
null
null
0
IEX>NYSE>NASDAQ>ARCA
PO
82.5
99
1
39
15
-25
-11
null
null
Stable book; normal liquidity
X004757
2025-12-22 09:35:06
XLE
Sell
60,326
35.29
2,128,904.54
2.7
0.216
Low
24.7
3
-22
EDGX>NYSE>IEX>BATS
IS
4
IOC
12.9
94
12
0.59
LiqDrop
false
null
null
0
EDGX>NYSE>IEX>BATS
IOC
45.5
97
3.4
46
43
-30
-29
null
null
High urgency from PM
X004758
2025-12-06 11:55:53
MA
Sell
95,106
275.41
26,193,143.46
1.5
0.405
Medium
4.5
37
16.4
ARCA>NYSE
VWAP
2
LMT
1.9
100
34
0.63
Multi
false
null
null
0
ARCA>NYSE
LMT
59.4
98
5.4
53
6
-22
-39
PositionLimitNear
Unknown
Venue switch reduced impact
X004759
2025-11-30 15:36:47
V
Buy
20,808
81.92
1,704,591.36
5.5
0.271
Low
6.7
24
-4.9
NYSE>ARCA
Adaptive
1
LMT
3.5
67
13
0.82
ToxicitySpike
false
null
null
0
NYSE>ARCA
LMT
20
97
10.5
188
-2
-31
-22
null
null
High urgency from PM
X004760
2025-12-17 10:58:31
IWM
Sell
29,217
198.95
5,812,722.15
1.3
0.04
High
20.9
13
29.7
NYSE>NASDAQ>IEX
TWAP
2
MKT
7.2
72
35
0.68
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>IEX
MKT
3.6
89
10.1
60
29
-11
5
Watchlist
null
Stable book; normal liquidity
X004761
2025-12-08 13:50:21
AAPL
Buy
151,268
132.8
20,088,390.4
2.6
0.445
Low
15.6
28
27.1
ARCA>BATS>EDGX>NYSE
IS
4
LMT
7.9
146
31
0.6
Slip>Thresh
false
null
null
0
ARCA>BATS>EDGX>NYSE
LMT
16.7
93
14.3
108
31
-25
26
null
null
Stable book; normal liquidity
X004762
2025-11-29 12:26:02
HD
Buy
52,197
206.99
10,804,257.03
1.7
0.202
Low
17.5
9
29.4
NYSE>BATS>NASDAQ>IEX
IS
4
MKT
9.4
90
20
0.64
LiqDrop
true
LiquidityDrop
AlgoSwitch
14
NYSE>BATS>NASDAQ>IEX
MKT>IOC
46
93
2.5
132
-8
5
-24
null
null
Paused due to data glitch
X004763
2025-10-30 11:25:01
INTC
Sell
5,157
176.99
912,737.43
0.9
0.246
Low
28.1
29
-32.6
ARCA>BATS>NYSE
IS
4
MKT
13.4
62
31
0.47
Multi
true
MultiTrigger
OrderTypeChange
34
ARCA>BATS>NYSE
MKT>PO
94.9
88
12.3
137
54
8
-17
Watchlist
null
High urgency from PM
X004764
2025-11-18 11:29:06
WMT
Sell
17,537
333.86
5,854,902.82
3.5
0.054
Medium
16.3
37
12.9
IEX>BATS>NYSE
TWAP
2
LMT
5.9
67
29
0.61
Multi
false
null
null
0
IEX>BATS>NYSE
LMT
38.9
87
11.6
40
43
29
7
null
null
Toxic prints; widened spread
X004765
2025-10-28 12:29:30
SPY
Sell
59,911
503.69
30,176,571.59
1.5
0.081
Medium
22.5
35
-28
IEX>NASDAQ>EDGX>ARCA
Adaptive
1
LMT
5
80
17
0.75
Multi
false
null
null
0
IEX>NASDAQ>EDGX>ARCA
LMT
66.4
92
0
70
31
-14
36
null
null
Paused due to data glitch
X004766
2025-10-27 11:18:48
CSCO
Sell
19,016
56.84
1,080,869.44
4.6
0.048
Low
22.5
38
23.9
EDGX>IEX>ARCA>NYSE
POV
4
LMT
10.6
70
34
0.46
LiqDrop
false
null
null
0
EDGX>IEX>ARCA>NYSE
LMT
62.2
94
10.5
64
50
12
23
null
null
High urgency from PM
X004767
2025-10-29 11:26:33
WMT
Sell
66,421
185.17
12,299,176.57
4.8
0.204
Low
15.1
29
34.5
NASDAQ>IEX
Adaptive
1
MKT
5.9
83
27
0.84
Multi
false
null
null
0
NASDAQ>IEX
MKT
30
100
0
39
-7
6
23
null
PriceBand
Venue switch reduced impact
X004768
2025-10-29 15:30:34
LQD
Sell
39,325
114.12
4,487,769
1.2
0.194
Medium
8
31
-21.4
IEX>BATS>NYSE
Adaptive
2
PO
2.7
76
17
0.73
ToxicitySpike
false
null
null
0
IEX>BATS>NYSE
PO
85.5
96
17.1
38
21
-12
-3
null
null
High urgency from PM
X004769
2025-10-31 10:56:03
VZ
Buy
2,846
245.13
697,639.98
2.8
0.024
High
22.5
34
-15
BATS>NASDAQ>NYSE>IEX>EDGX
VWAP
3
IOC
8.8
61
12
0.83
Multi
true
MultiTrigger
VenueSwitch
22
BATS>NASDAQ>NYSE>IEX>EDGX
IOC>LMT
96.3
92
14
90
42
13
9
null
null
Paused due to data glitch
X004770
2025-12-25 10:20:14
UNH
Buy
45,589
188.46
8,591,702.94
2.9
0.2
Medium
5.8
4
-6.3
EDGX>NASDAQ
Adaptive
2
IOC
3.1
79
25
0.43
Multi
false
null
null
0
EDGX>NASDAQ
IOC
8.3
86
0
70
46
-6
30
Watchlist
null
Stable book; normal liquidity
X004771
2025-12-05 14:51:39
V
Sell
12,376
330.6
4,091,505.6
5.1
0.161
Low
9.7
39
24.3
NYSE>BATS
VWAP
3
LMT
5.4
66
21
0.55
LiqDrop
false
null
null
0
NYSE>BATS
LMT
10.9
97
2.9
104
-7
-26
14
null
null
Stable book; normal liquidity
X004772
2025-11-27 15:38:29
XLY
Sell
15,597
15.14
236,138.58
1.2
0.065
Ultra
6.3
14
30.9
NASDAQ>ARCA>EDGX>IEX
IS
5
LMT
3.6
70
27
0.78
Multi
false
null
null
0
NASDAQ>ARCA>EDGX>IEX
LMT
45.2
93
10
51
48
-33
2
null
null
Venue switch reduced impact
X004773
2025-12-03 12:19:56
NVDA
Buy
4,454
188.72
840,558.88
1
0.115
Low
36.2
39
27.2
IEX>EDGX>NASDAQ>NYSE>ARCA
VWAP
1
LMT
7.9
61
16
0.58
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
42
IEX>EDGX>NASDAQ>NYSE>ARCA
LMT>IOC
91.2
85
4
154
25
8
2
NoShort
null
High urgency from PM
X004774
2025-12-09 13:37:00
WMT
Buy
22,409
172.57
3,867,121.13
3.2
0.069
Medium
15.5
21
13.7
EDGX>BATS>NYSE
TWAP
1
LMT
4.8
67
14
0.63
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
24
EDGX>BATS>NYSE
LMT>MKT
5.7
100
11.2
154
22
-39
31
null
null
Paused due to data glitch
X004775
2025-11-24 13:01:55
LQD
Buy
51,851
106.91
5,543,390.41
1
0.255
Medium
12.8
31
-29.2
BATS>EDGX>NYSE>ARCA>NASDAQ
IS
4
LMT
5.6
89
27
0.54
LiqDrop
false
null
null
0
BATS>EDGX>NYSE>ARCA>NASDAQ
LMT
12.9
92
0
112
31
7
-38
null
null
Paused due to data glitch
X004776
2025-11-01 13:32:00
MSFT
Sell
25,023
179.76
4,498,134.48
3.5
0.133
Low
19.3
38
-4.3
NASDAQ>NYSE>IEX>ARCA
IS
5
LMT
10.8
76
24
0.72
LiqDrop
false
null
null
0
NASDAQ>NYSE>IEX>ARCA
LMT
3.2
100
5.1
100
45
-12
-4
Watchlist
null
Paused due to data glitch
X004777
2025-11-17 13:45:53
XLV
Sell
88,602
94.09
8,336,562.18
1.6
0.249
Low
17.1
21
-22.3
NASDAQ>EDGX>IEX>ARCA
TWAP
2
LMT
5.2
97
14
0.46
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>IEX>ARCA
LMT
69.7
98
2.2
52
56
-14
7
null
null
Paused due to data glitch
X004778
2025-12-06 09:35:17
XLI
Buy
629
208.53
131,165.37
2.5
0.029
High
21.7
16
2
EDGX>NASDAQ>BATS>ARCA
IS
4
LMT
9.8
60
35
0.49
Multi
false
null
null
0
EDGX>NASDAQ>BATS>ARCA
LMT
21.2
88
7.5
51
20
-8
-31
Watchlist
null
Stable book; normal liquidity
X004779
2025-12-20 14:27:12
META
Sell
20,142
183.21
3,690,215.82
0.8
0.056
High
19.2
24
-14.5
IEX>BATS>NYSE
IS
4
MKT
9.3
71
27
0.75
Multi
false
null
null
0
IEX>BATS>NYSE
MKT
42.5
92
23.2
59
-17
29
-36
null
null
Stable book; normal liquidity
X004780
2025-12-18 13:10:01
XLF
Buy
83,300
90.74
7,558,642
3.2
0.228
Medium
3.8
18
33.8
NYSE>ARCA>BATS>EDGX>NASDAQ
Adaptive
1
MKT
2.5
89
28
0.68
Slip>Thresh
false
null
null
0
NYSE>ARCA>BATS>EDGX>NASDAQ
MKT
66
99
17.9
67
30
-14
-3
NoShort
null
Toxic prints; widened spread
X004781
2025-10-27 14:10:53
IEF
Buy
200,454
102.78
20,602,662.12
2
0.761
Low
23
10
17.9
NYSE>NASDAQ
VWAP
2
LMT
6.7
145
14
0.53
Slip>Thresh
false
null
null
0
NYSE>NASDAQ
LMT
83.4
97
3.3
87
19
16
14
null
null
High urgency from PM
X004782
2025-12-17 11:25:14
TSLA
Buy
143,712
63.12
9,071,101.44
1.1
0.447
Medium
4
14
-22.9
NASDAQ>IEX>BATS>ARCA>EDGX
TWAP
2
LMT
1.7
121
20
0.43
Multi
false
null
null
0
NASDAQ>IEX>BATS>ARCA>EDGX
LMT
93.3
92
0
142
59
21
33
Watchlist
null
High urgency from PM
X004783
2025-11-30 09:59:24
MSFT
Buy
60,104
177.89
10,691,900.56
3.6
0.319
Low
9.6
36
-11.9
BATS>ARCA
TWAP
2
LMT
4.3
85
27
0.83
ToxicitySpike
false
null
null
0
BATS>ARCA
LMT
57.3
100
4.3
35
-20
-34
19
null
null
High urgency from PM
X004784
2025-12-16 11:25:52
LQD
Buy
50,476
107.36
5,419,103.36
1.7
0.249
Medium
6.3
13
-29.7
NYSE>EDGX>NASDAQ>ARCA>IEX
VWAP
3
MKT
3.3
85
15
0.83
ToxicitySpike
false
null
null
0
NYSE>EDGX>NASDAQ>ARCA>IEX
MKT
1.6
94
5.1
113
59
0
-28
PositionLimitNear
null
High urgency from PM
X004785
2025-12-24 11:33:08
IEF
Buy
10,899
93.5
1,019,056.5
3.6
0.041
Medium
20.4
39
13.8
NASDAQ>BATS>ARCA>IEX>NYSE
TWAP
2
MKT
8.4
64
22
0.78
ToxicitySpike
false
null
null
0
NASDAQ>BATS>ARCA>IEX>NYSE
MKT
24.7
98
13
61
43
-17
25
null
null
High urgency from PM
X004786
2025-11-11 09:40:02
KO
Buy
3,000
95.04
285,120
3
0.075
Low
21.8
4
16.5
ARCA>NYSE
TWAP
1
IOC
7
61
29
0.63
Slip>Thresh
false
null
null
0
ARCA>NYSE
IOC
80
85
0
10
27
22
25
null
null
High urgency from PM
X004787
2025-12-01 12:34:02
TLT
Buy
111,877
90.62
10,138,293.74
3.5
0.409
Low
7.4
21
14
BATS>EDGX>IEX>NASDAQ>NYSE
Adaptive
3
PO
4.2
115
16
0.43
ToxicitySpike
false
null
null
0
BATS>EDGX>IEX>NASDAQ>NYSE
PO
38.6
99
31
90
-8
-19
28
Watchlist
null
Venue switch reduced impact
X004788
2025-12-09 10:13:35
INTC
Buy
4,911
122.96
603,856.56
0.7
0.234
Low
38.1
23
11
IEX>ARCA>NYSE>EDGX
TWAP
3
LMT
11.3
62
19
0.68
ToxicitySpike
false
null
null
0
IEX>ARCA>NYSE>EDGX
LMT
53.9
87
16.2
39
31
-32
35
null
null
Venue switch reduced impact
X004789
2025-12-19 09:35:00
MSFT
Buy
6,694
234.19
1,567,667.86
1.6
0.036
High
22.2
24
-18.5
ARCA>NYSE>BATS>IEX>NASDAQ
IS
5
MKT
12.5
64
33
0.57
LiqDrop
false
null
null
0
ARCA>NYSE>BATS>IEX>NASDAQ
MKT
2.4
97
13.5
35
5
-38
29
PositionLimitNear
PriceBand
High urgency from PM
X004790
2025-11-26 15:01:05
IEF
Sell
43,779
101.64
4,449,697.56
3.2
0.166
Low
16.9
24
-32.8
NYSE>BATS>IEX
IS
5
LMT
9.6
88
20
0.65
ToxicitySpike
false
null
null
0
NYSE>BATS>IEX
LMT
82
100
23
95
59
-32
26
null
null
Stable book; normal liquidity
X004791
2025-11-11 15:16:25
XLP
Buy
11,138
334.72
3,728,111.36
2.3
0.039
High
10.6
24
-32.2
NASDAQ>BATS
POV
4
LMT
5.1
66
16
0.5
Slip>Thresh
false
null
null
0
NASDAQ>BATS
LMT
63.1
100
3.9
94
29
17
-36
null
null
Stable book; normal liquidity
X004792
2025-12-22 09:54:23
BRK.B
Buy
9,632
347.44
3,346,542.08
2.8
0.044
High
12.7
27
15.1
NASDAQ>EDGX>BATS>NYSE
IS
4
MKT
8.2
65
31
0.83
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>BATS>NYSE
MKT
70
95
11.1
97
11
24
5
PositionLimitNear
null
High urgency from PM
X004793
2025-11-18 14:04:08
V
Buy
17,067
304.61
5,198,778.87
3.3
0.222
Low
13.7
21
-6.1
EDGX>NASDAQ>ARCA>IEX>NYSE
POV
4
IOC
8
69
12
0.42
LiqDrop
false
null
null
0
EDGX>NASDAQ>ARCA>IEX>NYSE
IOC
16.3
87
10.7
13
-19
-14
-12
null
null
Paused due to data glitch
X004794
2025-12-16 09:55:36
XLI
Sell
6,385
87.79
560,539.15
2.6
0.291
Low
33.9
30
-5.9
EDGX>NYSE
TWAP
1
LMT
8.6
62
14
0.71
Slip>Thresh
false
null
null
0
EDGX>NYSE
LMT
53.6
100
10.3
111
58
13
18
null
null
Stable book; normal liquidity
X004795
2025-10-31 11:12:06
JPM
Buy
14,307
323.09
4,622,448.63
2.6
0.354
Low
20.5
8
-12.3
EDGX>ARCA>IEX>NASDAQ>NYSE
Adaptive
3
IOC
7.8
67
32
0.52
LiqDrop
false
null
null
0
EDGX>ARCA>IEX>NASDAQ>NYSE
IOC
30.6
90
10.1
25
11
3
7
null
null
Venue switch reduced impact
X004796
2025-12-20 11:32:30
HYG
Buy
16,284
74.97
1,220,811.48
2.3
0.089
Ultra
3
4
18.7
NASDAQ>IEX>EDGX>ARCA>BATS
TWAP
3
PO
2.4
68
12
0.62
Slip>Thresh
false
null
null
0
NASDAQ>IEX>EDGX>ARCA>BATS
PO
53.7
85
0.1
54
4
-36
30
null
null
Toxic prints; widened spread
X004797
2025-11-09 12:20:44
TSLA
Buy
8,213
108.55
891,521.15
2.1
0.026
Ultra
9.3
32
5.4
ARCA>EDGX>BATS>IEX
IS
5
LMT
5.5
65
21
0.5
Multi
false
null
null
0
ARCA>EDGX>BATS>IEX
LMT
94
91
7.6
61
4
-5
20
null
null
Stable book; normal liquidity
X004798
2025-11-28 15:55:10
JNJ
Sell
29,752
70.45
2,096,028.4
3.9
0.109
Low
17.5
18
1.5
ARCA>NYSE
TWAP
2
LMT
6.4
72
23
0.72
LiqDrop
false
null
null
0
ARCA>NYSE
LMT
59.1
85
0
10
47
-29
-33
null
null
Venue switch reduced impact
X004799
2025-11-07 09:35:46
XLI
Sell
1,732
97.07
168,125.24
3.5
0.079
Low
17.9
35
11.1
EDGX>ARCA>IEX>NYSE
TWAP
1
LMT
5.4
60
20
0.7
LiqDrop
false
null
null
0
EDGX>ARCA>IEX>NYSE
LMT
34
91
1.6
10
23
10
-20
NoShort
null
High urgency from PM
X004800
2025-11-27 15:40:12
IWM
Sell
74,788
193.09
14,440,814.92
1.3
0.103
High
9
29
7.3
NYSE>NASDAQ>BATS
VWAP
3
LMT
3.2
97
16
0.41
ToxicitySpike
false
null
null
0
NYSE>NASDAQ>BATS
LMT
1.4
97
2.2
67
-12
-6
14
null
null
Paused due to data glitch