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
X004901
2025-10-27 10:32:42
IWM
Sell
351,453
196.17
68,944,535.01
1
0.485
Medium
7
25
-29.4
EDGX>NASDAQ
POV
5
IOC
4.1
288
12
0.78
Slip>Thresh
false
null
null
0
EDGX>NASDAQ
IOC
84.1
95
0
234
20
21
14
null
null
Paused due to data glitch
X004902
2025-12-04 14:36:56
XLF
Sell
134,912
234.91
31,692,177.92
3.7
0.369
Low
21.4
8
30
BATS>EDGX>NASDAQ
IS
5
LMT
11.9
147
34
0.44
LiqDrop
false
null
null
0
BATS>EDGX>NASDAQ
LMT
57.4
100
10.2
185
2
-7
11
PositionLimitNear
null
Paused due to data glitch
X004903
2025-12-15 13:25:26
XLP
Sell
23,974
178.21
4,272,406.54
1.8
0.083
Medium
18.8
7
-33.8
NASDAQ>ARCA>BATS
VWAP
2
LMT
5.4
70
35
0.53
LiqDrop
false
null
null
0
NASDAQ>ARCA>BATS
LMT
93
97
10.9
69
-5
-16
-5
null
null
High urgency from PM
X004904
2025-12-05 13:54:28
JNJ
Buy
38,472
57.84
2,225,220.48
3.9
0.141
Low
18.1
27
-30.3
EDGX>NYSE>IEX>BATS>ARCA
TWAP
3
MKT
9
79
28
0.81
Slip>Thresh
false
null
null
0
EDGX>NYSE>IEX>BATS>ARCA
MKT
83.2
97
11.8
108
-1
-32
0
null
null
Toxic prints; widened spread
X004905
2025-12-14 11:17:33
MA
Buy
10,025
262.78
2,634,369.5
1.1
0.043
Ultra
4.6
12
24.6
NYSE>IEX>NASDAQ>BATS>EDGX
TWAP
3
MKT
2.4
65
23
0.73
LiqDrop
true
LiquidityDrop
OrderTypeChange
14
NYSE>IEX>NASDAQ>BATS>EDGX
MKT>IOC
18.4
87
0
86
-5
0
16
null
null
Toxic prints; widened spread
X004906
2025-11-03 13:39:15
MA
Buy
18,935
76.53
1,449,095.55
1.2
0.081
Ultra
6.6
12
-26.3
IEX>ARCA
Adaptive
4
MKT
3.2
70
15
0.52
Multi
false
null
null
0
IEX>ARCA
MKT
79.8
90
0
98
50
-21
-16
null
null
Paused due to data glitch
X004907
2025-12-26 11:24:34
QQQ
Sell
46,046
416.24
19,166,187.04
0.5
0.146
High
22
18
-7
BATS>EDGX
POV
5
LMT
8.6
89
27
0.51
Slip>Thresh
false
null
null
0
BATS>EDGX
LMT
40.4
66
6.9
41
8
23
-19
null
null
Toxic prints; widened spread
X004908
2025-11-04 10:50:58
LQD
Buy
18,236
108.2
1,973,135.2
1.7
0.09
Ultra
3.2
39
25.9
EDGX>NASDAQ>BATS>NYSE>IEX
VWAP
2
IOC
1.9
67
22
0.67
ToxicitySpike
false
null
null
0
EDGX>NASDAQ>BATS>NYSE>IEX
IOC
32
90
3.7
99
37
-28
-35
Watchlist
null
Venue switch reduced impact
X004909
2025-12-09 13:31:44
TSLA
Sell
26,299
37.91
996,995.09
1.8
0.082
High
10.1
28
-33.2
NASDAQ>ARCA>NYSE
IS
4
LMT
5.1
75
29
0.41
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>NYSE
LMT
84.7
84
6.6
29
-3
7
37
null
null
Stable book; normal liquidity
X004910
2025-12-14 09:35:30
UNH
Sell
39,179
125.94
4,934,203.26
1.9
0.172
Low
14.6
7
26.9
IEX>EDGX>BATS>NYSE>ARCA
TWAP
2
LMT
4.7
76
13
0.56
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
11
IEX>EDGX>BATS>NYSE>ARCA
LMT>IOC
80.3
93
11
66
30
-7
-27
null
null
Venue switch reduced impact
X004911
2025-12-26 15:33:23
PEP
Sell
46,946
349.76
16,419,832.96
3.2
0.148
Low
24
5
2.7
NASDAQ>EDGX>NYSE>IEX
Adaptive
3
MKT
9.5
83
29
0.76
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>NYSE>IEX
MKT
83.3
97
7.2
102
3
-1
21
NoShort
null
High urgency from PM
X004912
2025-12-02 09:59:41
BAC
Sell
18,515
349.69
6,474,510.35
1.3
0.05
Ultra
11.6
29
-20.5
IEX>EDGX>BATS>ARCA
IS
4
LMT
5.2
70
13
0.44
Slip>Thresh
false
null
null
0
IEX>EDGX>BATS>ARCA
LMT
74.3
75
3.8
61
24
-4
-30
Watchlist
null
Venue switch reduced impact
X004913
2025-12-16 14:52:58
QQQ
Sell
49,620
429.87
21,330,149.4
0.7
0.157
Ultra
3.9
3
10.8
NASDAQ>EDGX>ARCA>IEX
Adaptive
3
LMT
1.4
84
24
0.53
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>ARCA>IEX
LMT
3.9
89
4.6
67
32
-38
40
Watchlist
null
Stable book; normal liquidity
X004914
2025-12-23 11:39:03
IWM
Buy
440,886
193.3
85,223,263.8
0.9
0.609
Medium
3.4
37
13
IEX>ARCA
VWAP
2
MKT
1.7
230
13
0.79
Slip>Thresh
false
null
null
0
IEX>ARCA
MKT
2.2
88
0
312
40
-23
-11
null
null
High urgency from PM
X004915
2025-12-26 13:48:48
DIS
Sell
13,076
314.36
4,110,571.36
2.3
0.057
Medium
20.7
28
3.2
BATS>EDGX>ARCA
TWAP
1
LMT
5.5
64
24
0.57
Slip>Thresh
false
null
null
0
BATS>EDGX>ARCA
LMT
44.2
93
11.4
10
35
-10
11
Watchlist
null
High urgency from PM
X004916
2025-11-22 11:44:13
V
Sell
3,140
89.2
280,088
3.2
0.041
Low
30.8
5
30
NYSE>IEX>EDGX>ARCA>NASDAQ
TWAP
3
MKT
12.9
61
31
0.48
Slip>Thresh
false
null
null
0
NYSE>IEX>EDGX>ARCA>NASDAQ
MKT
38.1
89
24.5
116
48
23
13
null
null
Toxic prints; widened spread
X004917
2025-11-13 10:44:54
CSCO
Sell
19,371
320.97
6,217,509.87
3.6
0.049
High
8
26
8.3
ARCA>BATS
POV
5
LMT
5.7
72
17
0.47
Multi
false
null
null
0
ARCA>BATS
LMT
99.6
99
0
39
41
-14
26
null
null
Stable book; normal liquidity
X004918
2025-12-20 13:39:13
TSLA
Buy
40,551
214.35
8,692,106.85
1.8
0.126
Medium
8.4
29
-15.8
IEX>EDGX
VWAP
3
IOC
3.8
80
20
0.45
Multi
false
null
null
0
IEX>EDGX
IOC
95.4
88
0
176
22
4
9
PositionLimitNear
null
Paused due to data glitch
X004919
2025-12-10 12:57:58
BRK.B
Sell
76,182
190.43
14,507,338.26
2.8
0.346
Low
20.6
24
25.7
ARCA>IEX>NASDAQ>BATS>NYSE
VWAP
1
IOC
6.4
86
14
0.51
Slip>Thresh
false
null
null
0
ARCA>IEX>NASDAQ>BATS>NYSE
IOC
81.8
94
0.8
51
-15
6
14
null
null
Venue switch reduced impact
X004920
2025-12-16 14:18:00
PEP
Buy
266,295
145.56
38,761,900.2
3.4
0.841
Low
21.7
29
18.4
EDGX>IEX>NYSE>BATS
VWAP
2
LMT
7.1
173
21
0.4
Multi
false
null
null
0
EDGX>IEX>NYSE>BATS
LMT
68.9
100
28.1
169
4
-3
19
null
null
High urgency from PM
X004921
2025-11-06 14:23:20
SPY
Buy
119,416
462.11
55,183,327.76
1.1
0.161
Medium
12.9
21
-21.5
EDGX>NASDAQ>IEX>ARCA
VWAP
2
MKT
4.4
110
20
0.8
LiqDrop
true
LiquidityDrop
OrderTypeChange
25
EDGX>NASDAQ>IEX>ARCA
MKT>PO
28.4
88
9.1
143
50
-12
-7
null
null
Toxic prints; widened spread
X004922
2025-12-09 09:35:27
INTC
Buy
8,585
43.76
375,679.6
0.7
0.409
Low
18
15
-25.7
IEX>NASDAQ>ARCA>EDGX
TWAP
2
LMT
5
63
20
0.64
LiqDrop
true
LiquidityDrop
VenueSwitch
16
IEX>NASDAQ>ARCA>EDGX
LMT>IOC
19.1
86
6
103
46
24
18
null
null
High urgency from PM
X004923
2025-12-13 09:35:00
XLV
Sell
21,261
320.41
6,812,237.01
1.9
0.06
Medium
15.7
9
23.7
EDGX>NYSE>ARCA
TWAP
1
MKT
5.1
67
23
0.67
Slip>Thresh
false
null
null
0
EDGX>NYSE>ARCA
MKT
66.2
95
0
27
-3
-5
24
null
null
Paused due to data glitch
X004924
2025-12-23 14:56:26
XLP
Sell
35,043
341.08
11,952,466.44
3.3
0.121
Low
17.9
32
-6
NASDAQ>ARCA>NYSE>EDGX
TWAP
2
PO
6.8
74
34
0.82
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>NYSE>EDGX
PO
6.6
91
5.7
22
3
-22
13
null
null
Venue switch reduced impact
X004925
2025-12-19 14:57:29
XLU
Buy
29,998
272.15
8,163,955.7
1.4
0.096
Medium
19
6
-1.8
IEX>BATS>NYSE
VWAP
2
LMT
5.2
72
17
0.64
ToxicitySpike
false
null
null
0
IEX>BATS>NYSE
LMT
10.7
100
16.1
10
43
-8
24
null
null
Toxic prints; widened spread
X004926
2025-11-16 12:56:41
XLP
Sell
101,314
75.5
7,649,207
2
0.35
Low
11.4
8
23.2
IEX>EDGX
Adaptive
3
LMT
4.1
110
23
0.84
Multi
false
null
null
0
IEX>EDGX
LMT
65.1
94
12.4
10
24
-15
-10
null
null
High urgency from PM
X004927
2025-11-25 15:47:03
XOM
Sell
28,132
183.49
5,161,940.68
3.7
0.257
Low
10
38
-32.6
BATS>EDGX>NASDAQ
TWAP
2
MKT
5.4
71
34
0.55
LiqDrop
false
null
null
0
BATS>EDGX>NASDAQ
MKT
44
89
0
113
-18
-10
8
null
null
Paused due to data glitch
X004928
2025-11-16 11:33:31
SPY
Sell
66,582
471.7
31,406,729.4
1
0.09
Ultra
7.7
17
3.2
BATS>IEX>ARCA
TWAP
1
LMT
2.1
83
29
0.75
Multi
false
null
null
0
BATS>IEX>ARCA
LMT
97.3
98
0.4
109
-7
28
3
null
null
Paused due to data glitch
X004929
2025-11-14 13:09:40
XLB
Sell
41,851
100.29
4,197,236.79
2
0.107
Medium
15.4
31
-4.3
BATS>ARCA>NASDAQ>EDGX
TWAP
3
MKT
6.7
80
13
0.72
Multi
false
null
null
0
BATS>ARCA>NASDAQ>EDGX
MKT
79.6
85
1.4
25
-10
-25
-11
null
null
Stable book; normal liquidity
X004930
2025-12-21 12:21:48
T
Buy
20,069
284.74
5,714,447.06
4
0.167
Medium
5.4
32
15.8
BATS>EDGX>NYSE
VWAP
2
MKT
3.9
68
34
0.8
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
11
BATS>EDGX>NYSE
MKT>PO
91.6
87
0
69
-18
15
6
null
null
Paused due to data glitch
X004931
2025-12-03 10:20:38
CVX
Sell
41,557
249.79
10,380,523.03
1.1
0.247
Low
19.4
11
24.8
IEX>EDGX>NYSE>NASDAQ
IS
5
LMT
8.9
87
32
0.51
LiqDrop
false
null
null
0
IEX>EDGX>NYSE>NASDAQ
LMT
30.4
97
10.4
78
47
30
-24
null
null
Toxic prints; widened spread
X004932
2025-12-09 14:45:59
DIS
Sell
31,181
292.08
9,107,346.48
2.3
0.136
Low
18.2
21
3.1
EDGX>NASDAQ>IEX>ARCA
POV
5
MKT
10.3
80
15
0.8
Multi
false
null
null
0
EDGX>NASDAQ>IEX>ARCA
MKT
63.4
86
6.2
15
34
-4
11
Watchlist
null
Toxic prints; widened spread
X004933
2025-12-20 09:35:19
LQD
Buy
116,475
112.42
13,094,119.5
1.4
0.573
Low
14.3
5
6.9
NYSE>BATS>NASDAQ>EDGX>IEX
VWAP
1
LMT
3.7
100
13
0.68
ToxicitySpike
false
null
null
0
NYSE>BATS>NASDAQ>EDGX>IEX
LMT
41.4
95
11.6
70
-19
-33
-39
null
null
Paused due to data glitch
X004934
2025-12-13 15:17:24
TLT
Buy
5,215
91.82
478,841.3
1.8
0.019
Ultra
23.2
5
31.9
BATS>NASDAQ
TWAP
2
LMT
6.7
62
33
0.63
LiqDrop
false
null
null
0
BATS>NASDAQ
LMT
59.2
88
9.7
59
13
-29
-2
PositionLimitNear
null
High urgency from PM
X004935
2025-12-16 11:59:24
XLB
Buy
11,812
102.41
1,209,666.92
2.1
0.03
High
22.8
19
-8.8
IEX>EDGX>ARCA>BATS
VWAP
1
MKT
6.7
64
13
0.47
LiqDrop
false
null
null
0
IEX>EDGX>ARCA>BATS
MKT
22.6
99
6
25
41
-19
-22
null
null
Toxic prints; widened spread
X004936
2025-11-08 10:03:33
SPY
Sell
30,788
469.24
14,446,961.12
1.6
0.042
Ultra
9.9
12
-3.1
NASDAQ>BATS>NYSE
Adaptive
2
MKT
3.6
73
22
0.44
Multi
false
null
null
0
NASDAQ>BATS>NYSE
MKT
80.5
95
7.8
41
-13
10
-18
null
null
Paused due to data glitch
X004937
2025-12-22 12:58:06
GOOGL
Sell
38,774
97.28
3,771,934.72
1.9
0.116
Medium
12
25
5.6
IEX>NASDAQ
VWAP
1
MKT
4
73
19
0.62
ToxicitySpike
false
null
null
0
IEX>NASDAQ
MKT
50.8
89
0
176
37
17
-12
null
null
High urgency from PM
X004938
2025-12-11 12:42:27
MA
Buy
3,478
37.03
128,790.34
1.6
0.015
Ultra
12.8
8
-16
NYSE>NASDAQ>ARCA>IEX
TWAP
2
MKT
4.9
61
27
0.8
Multi
false
null
null
0
NYSE>NASDAQ>ARCA>IEX
MKT
48.4
92
5.2
49
51
-31
-34
null
null
Stable book; normal liquidity
X004939
2025-12-03 12:33:34
CVX
Sell
41,762
242.2
10,114,756.4
1.3
0.248
High
4.6
10
-29.8
EDGX>ARCA
Adaptive
5
LMT
2.4
87
29
0.49
Multi
false
null
null
0
EDGX>ARCA
LMT
95.1
90
5.4
99
1
-16
30
null
null
Toxic prints; widened spread
X004940
2025-11-09 14:00:04
HD
Sell
33,820
327.44
11,074,020.8
2.8
0.131
Low
11.7
8
-16.4
NASDAQ>NYSE>ARCA>BATS
VWAP
1
LMT
3.6
71
19
0.81
Multi
false
null
null
0
NASDAQ>NYSE>ARCA>BATS
LMT
61.3
85
12.2
10
31
10
12
null
null
High urgency from PM
X004941
2025-10-28 13:45:30
DIS
Buy
301,784
114.62
34,590,482.08
1.9
1.317
Low
16.6
7
7
BATS>NASDAQ>IEX>NYSE>EDGX
POV
2
LMT
5.8
188
16
0.79
ToxicitySpike
false
null
null
0
BATS>NASDAQ>IEX>NYSE>EDGX
LMT
33.9
88
0
135
40
-16
-18
NoShort
null
Toxic prints; widened spread
X004942
2025-11-10 10:15:04
VZ
Buy
6,819
256.47
1,748,868.93
3.7
0.058
Medium
10.1
28
-13.9
IEX>BATS
IS
4
IOC
7.5
63
14
0.67
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
21
IEX>BATS
IOC>MKT
13.6
93
14.9
97
2
25
-38
null
null
Paused due to data glitch
X004943
2025-11-09 15:48:41
NFLX
Sell
9,202
104.48
961,424.96
4.4
0.088
Low
13.1
10
-28.7
ARCA>BATS>NASDAQ>IEX>NYSE
TWAP
1
IOC
5.5
63
26
0.5
Multi
false
null
null
0
ARCA>BATS>NASDAQ>IEX>NYSE
IOC
23.5
100
26.1
61
13
-14
-10
null
null
Toxic prints; widened spread
X004944
2025-12-26 09:35:35
TSLA
Sell
117,543
109.94
12,922,677.42
1.8
0.365
Medium
3.1
20
-21.8
BATS>ARCA>EDGX
VWAP
2
MKT
2.1
109
27
0.72
Slip>Thresh
false
null
null
0
BATS>ARCA>EDGX
MKT
86.3
100
17.7
84
43
-20
5
null
null
Stable book; normal liquidity
X004945
2025-12-09 11:26:23
T
Sell
6,465
120.32
777,868.8
3.6
0.054
High
7.3
27
26.7
IEX>NYSE>BATS
VWAP
2
LMT
3.5
62
34
0.74
Multi
false
null
null
0
IEX>NYSE>BATS
LMT
8.9
94
0
51
31
25
-16
PositionLimitNear
null
Toxic prints; widened spread
X004946
2025-12-08 15:11:38
JPM
Sell
10,207
85.69
874,637.83
4
0.253
Low
34.1
29
-31
IEX>NYSE
IS
4
MKT
18.9
65
24
0.6
ToxicitySpike
false
null
null
0
IEX>NYSE
MKT
49.6
91
11.3
132
49
-7
-15
null
null
Toxic prints; widened spread
X004947
2025-11-22 09:35:40
KO
Buy
15,940
85.71
1,366,217.4
3.8
0.397
Low
36.8
36
3.1
NYSE>NASDAQ
VWAP
2
MKT
13
66
25
0.51
LiqDrop
false
null
null
0
NYSE>NASDAQ
MKT
7.1
88
15.9
20
-3
29
8
null
null
High urgency from PM
X004948
2025-12-02 12:56:40
NFLX
Sell
5,838
80.1
467,623.8
4
0.056
Medium
13.6
3
0.7
NASDAQ>IEX>BATS
IS
5
LMT
8.8
63
23
0.42
ToxicitySpike
false
null
null
0
NASDAQ>IEX>BATS
LMT
67
96
10.8
22
7
-21
11
null
null
Venue switch reduced impact
X004949
2025-12-08 13:36:19
XLP
Buy
50,602
234.11
11,846,434.22
3.6
0.175
Low
15.1
18
-21.4
NASDAQ>EDGX>ARCA>IEX>BATS
IS
4
MKT
10
89
33
0.66
Multi
false
null
null
0
NASDAQ>EDGX>ARCA>IEX>BATS
MKT
4.4
90
44.8
46
50
8
32
null
null
High urgency from PM
X004950
2025-10-28 11:11:10
XLF
Sell
103,945
265.85
27,633,778.25
1.9
0.284
Low
7.9
3
21.3
ARCA>BATS>IEX
Adaptive
1
LMT
2.4
96
15
0.48
Slip>Thresh
false
null
null
0
ARCA>BATS>IEX
LMT
65.8
99
4.4
165
10
-34
-33
PositionLimitNear
null
Venue switch reduced impact
X004951
2025-12-20 11:25:24
UNH
Sell
90,795
126.05
11,444,709.75
2.4
0.399
Low
9.8
33
-14.4
NASDAQ>IEX>ARCA
Adaptive
2
LMT
3.4
98
14
0.63
LiqDrop
false
null
null
0
NASDAQ>IEX>ARCA
LMT
98.6
100
0
69
34
-17
-33
null
null
Venue switch reduced impact
X004952
2025-12-26 13:37:42
IEF
Buy
24,006
100.31
2,408,041.86
2.1
0.091
Medium
15.7
5
-33
NYSE>IEX>EDGX>NASDAQ
TWAP
3
LMT
5.7
72
19
0.47
Slip>Thresh
false
null
null
0
NYSE>IEX>EDGX>NASDAQ
LMT
44.1
94
14.5
72
49
-18
-29
null
null
High urgency from PM
X004953
2025-10-31 12:32:57
DIS
Sell
63,330
182.22
11,539,992.6
1.9
0.276
Low
12.9
34
16.5
NYSE>EDGX>BATS>ARCA>NASDAQ
TWAP
3
LMT
4.9
91
18
0.48
Multi
false
null
null
0
NYSE>EDGX>BATS>ARCA>NASDAQ
LMT
42.6
94
20.2
33
43
-22
36
NoShort
null
Paused due to data glitch
X004954
2025-11-21 12:41:04
VZ
Buy
6,996
59.21
414,233.16
2.5
0.06
Ultra
3.4
37
-15.3
ARCA>IEX>EDGX>NYSE
Adaptive
1
LMT
1.7
62
30
0.75
Slip>Thresh
false
null
null
0
ARCA>IEX>EDGX>NYSE
LMT
22.7
87
6.3
42
27
-39
-29
null
null
Stable book; normal liquidity
X004955
2025-11-30 15:05:38
LQD
Sell
10,072
107.92
1,086,970.24
1
0.05
Ultra
12.1
4
26
NASDAQ>IEX>NYSE
IS
4
MKT
6.3
65
15
0.74
Multi
false
null
null
0
NASDAQ>IEX>NYSE
MKT
81.7
96
5.9
67
22
-23
13
null
null
High urgency from PM
X004956
2025-11-22 09:55:05
BRK.B
Sell
71,161
54.36
3,868,311.96
3.1
0.323
Low
8.5
33
-19.2
IEX>BATS>ARCA>NASDAQ>NYSE
Adaptive
3
IOC
4.5
95
12
0.77
Multi
false
null
null
0
IEX>BATS>ARCA>NASDAQ>NYSE
IOC
41.8
98
0
51
30
11
-14
NoShort
null
High urgency from PM
X004957
2025-12-22 13:06:39
XLB
Sell
70,436
222.87
15,698,071.32
1.6
0.179
Medium
13.5
22
12.2
IEX>NASDAQ
VWAP
2
MKT
4.9
89
30
0.72
Multi
false
null
null
0
IEX>NASDAQ
MKT
81.9
85
0
109
-9
-19
-37
null
null
Stable book; normal liquidity
X004958
2025-11-26 09:53:35
WMT
Buy
7,992
61.15
488,710.8
3.8
0.025
Medium
22.6
4
-24.5
NYSE>IEX>BATS>ARCA>NASDAQ
TWAP
3
MKT
10.4
63
23
0.71
Slip>Thresh
false
null
null
0
NYSE>IEX>BATS>ARCA>NASDAQ
MKT
92.6
90
7.6
88
17
-9
8
null
null
Toxic prints; widened spread
X004959
2025-12-19 10:50:24
NFLX
Buy
11,108
72.11
800,997.88
5
0.106
Medium
4.8
24
-5.9
NYSE>ARCA>EDGX
Adaptive
2
PO
3.7
64
32
0.48
Slip>Thresh
false
null
null
0
NYSE>ARCA>EDGX
PO
50.4
85
8
23
-10
-31
-2
null
null
Toxic prints; widened spread
X004960
2025-11-24 13:48:22
NVDA
Buy
2,119
22.41
47,486.79
1.8
0.055
High
14.9
28
30
EDGX>ARCA>NYSE>BATS
IS
4
LMT
6.8
61
13
0.82
LiqDrop
false
null
null
0
EDGX>ARCA>NYSE>BATS
LMT
36.5
95
7.6
73
47
11
-35
null
null
Toxic prints; widened spread
X004961
2025-11-11 11:14:20
IWM
Buy
38,896
193.8
7,538,044.8
1.8
0.054
Ultra
7.2
9
-16.3
ARCA>EDGX>NYSE>BATS>IEX
IS
5
LMT
4.4
85
12
0.58
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
14
ARCA>EDGX>NYSE>BATS>IEX
LMT>IOC
84
98
2.8
63
53
-3
-30
null
null
Paused due to data glitch
X004962
2025-10-27 14:06:37
CVX
Sell
26,683
69.5
1,854,468.5
1.3
0.158
Medium
19.1
18
10.5
NASDAQ>ARCA>EDGX>NYSE>IEX
TWAP
2
PO
6.1
71
31
0.55
ToxicitySpike
true
ToxicitySpike
VenueSwitch
12
NASDAQ>ARCA>EDGX>NYSE>IEX
PO>LMT
94.9
88
6.7
14
39
14
-32
null
null
Stable book; normal liquidity
X004963
2025-12-02 12:59:31
XLE
Buy
369,888
47.27
17,484,605.76
3.1
1.327
Low
14.2
12
-34.6
NYSE>IEX>EDGX
Adaptive
2
LMT
5
217
30
0.78
ToxicitySpike
false
null
null
0
NYSE>IEX>EDGX
LMT
60.3
98
0
140
50
29
15
null
null
Stable book; normal liquidity
X004964
2025-12-01 11:48:02
NFLX
Buy
24,173
75.87
1,834,005.51
4.6
0.231
Low
16.4
25
9
IEX>NYSE>ARCA
IS
5
MKT
12.7
75
15
0.47
LiqDrop
false
null
null
0
IEX>NYSE>ARCA
MKT
6.9
99
19.2
10
51
19
-37
null
null
Venue switch reduced impact
X004965
2025-11-21 12:42:16
JPM
Sell
4,840
240.49
1,163,971.6
3
0.12
Low
14.4
8
-12.1
IEX>NYSE>BATS>EDGX>ARCA
IS
5
MKT
10.1
63
22
0.72
ToxicitySpike
false
null
null
0
IEX>NYSE>BATS>EDGX>ARCA
MKT
12.6
93
0
10
60
-19
-5
null
null
Stable book; normal liquidity
X004966
2025-11-04 14:16:22
VZ
Sell
11,867
345.05
4,094,708.35
2.8
0.102
Medium
13.5
14
18.2
ARCA>NASDAQ
Adaptive
2
MKT
5.3
65
18
0.48
Multi
false
null
null
0
ARCA>NASDAQ
MKT
29.1
95
11.2
10
49
-17
24
null
null
Stable book; normal liquidity
X004967
2025-11-23 15:46:41
AMZN
Buy
822
88.29
72,574.38
2.3
0.038
Medium
29
30
5
ARCA>BATS
TWAP
1
LMT
7.3
60
34
0.41
Multi
false
null
null
0
ARCA>BATS
LMT
79.9
88
10.1
19
-17
-24
18
null
null
Paused due to data glitch
X004968
2025-11-25 10:09:04
XLI
Sell
1,946
234.59
456,512.14
3.2
0.089
Low
25.5
22
29.5
BATS>NASDAQ>IEX>EDGX
IS
4
LMT
11.8
61
27
0.71
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
11
BATS>NASDAQ>IEX>EDGX
LMT>PO
83.2
92
0
36
24
-7
-35
NoShort
null
Venue switch reduced impact
X004969
2025-10-30 12:55:55
PFE
Buy
28,984
59.01
1,710,345.84
2.7
0.079
Medium
18
4
20
EDGX>ARCA>NYSE
TWAP
3
LMT
6.7
74
19
0.61
LiqDrop
false
null
null
0
EDGX>ARCA>NYSE
LMT
46.1
98
8.7
92
39
-10
6
null
null
Paused due to data glitch
X004970
2025-12-24 10:09:08
BRK.B
Sell
11,130
295.35
3,287,245.5
2.1
0.051
High
9
8
34.3
EDGX>NASDAQ>ARCA>NYSE>BATS
IS
4
MKT
5.9
66
21
0.41
LiqDrop
false
null
null
0
EDGX>NASDAQ>ARCA>NYSE>BATS
MKT
66.4
91
13.5
68
-13
15
19
null
null
Stable book; normal liquidity
X004971
2025-12-07 15:55:18
META
Buy
78,437
227.4
17,836,573.8
1
0.219
High
6.5
38
-3.4
BATS>IEX
VWAP
2
MKT
2.5
93
28
0.56
Multi
false
null
null
0
BATS>IEX
MKT
95.9
95
1.4
105
0
-38
23
null
null
Toxic prints; widened spread
X004972
2025-12-23 14:19:22
UNH
Buy
6,737
26.81
180,618.97
1.4
0.03
Ultra
11
36
-6.5
NYSE>BATS>IEX
TWAP
3
LMT
3.9
63
16
0.82
Multi
false
null
null
0
NYSE>BATS>IEX
LMT
95.5
91
5.5
54
49
-29
4
null
null
Venue switch reduced impact
X004973
2025-12-04 10:40:52
XLY
Buy
77,988
181.57
14,160,281.16
1.2
0.325
Low
24.3
23
28.7
NYSE>IEX>BATS
TWAP
1
IOC
6.8
87
28
0.47
Slip>Thresh
false
null
null
0
NYSE>IEX>BATS
IOC
95.7
98
0
22
16
-14
2
null
null
High urgency from PM
X004974
2025-11-15 12:52:07
CVX
Sell
9,015
106.3
958,294.5
1.1
0.054
Ultra
5.7
37
-33.3
IEX>NASDAQ>BATS
TWAP
1
MKT
2.1
63
13
0.7
Slip>Thresh
false
null
null
0
IEX>NASDAQ>BATS
MKT
11.6
95
0
71
29
-28
-35
null
null
High urgency from PM
X004975
2025-12-12 13:09:29
IWM
Buy
132,868
208.6
27,716,264.8
1.2
0.183
Low
22.9
6
-10.5
BATS>NASDAQ>ARCA>EDGX
IS
4
PO
10.4
136
25
0.63
Multi
false
null
null
0
BATS>NASDAQ>ARCA>EDGX
PO
94.2
97
5
121
17
-3
-11
NoShort
null
Venue switch reduced impact
X004976
2025-11-21 11:02:57
JPM
Sell
2,968
232.26
689,347.68
4.6
0.073
Low
31
32
28.1
IEX>NASDAQ>EDGX>NYSE
Adaptive
2
LMT
9.1
61
12
0.56
LiqDrop
false
null
null
0
IEX>NASDAQ>EDGX>NYSE
LMT
12.5
89
2.4
81
-18
-6
20
null
null
High urgency from PM
X004977
2025-11-20 10:22:03
TLT
Buy
31,643
95.11
3,009,565.73
1.6
0.116
High
7.1
18
20.2
NASDAQ>NYSE>BATS>ARCA
Adaptive
2
IOC
2.7
73
22
0.84
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>BATS>ARCA
IOC
20.3
96
6.4
120
45
-25
-22
null
null
Paused due to data glitch
X004978
2025-11-18 13:41:48
SPY
Sell
432,377
477.32
206,382,189.64
1
0.584
Low
24.7
22
1
NYSE>ARCA>EDGX
VWAP
2
LMT
6.5
230
34
0.55
Slip>Thresh
false
null
null
0
NYSE>ARCA>EDGX
LMT
43.3
89
13.6
237
42
-37
-33
null
null
High urgency from PM
X004979
2025-12-01 12:49:30
MSFT
Sell
102,004
338.62
34,540,594.48
2.9
0.541
Low
11.3
14
29.9
NASDAQ>EDGX>BATS>ARCA
POV
4
LMT
6
118
17
0.4
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>BATS>ARCA
LMT
63.4
88
0
25
15
28
-11
PositionLimitNear
null
Venue switch reduced impact
X004980
2025-12-09 13:07:24
T
Sell
49,997
112.92
5,645,661.24
3
0.417
Low
16.8
33
-21.6
NASDAQ>ARCA
VWAP
2
LMT
5.6
81
23
0.76
Slip>Thresh
false
null
null
0
NASDAQ>ARCA
LMT
89.2
96
5.4
155
60
0
-6
null
null
High urgency from PM
X004981
2025-11-09 15:35:18
IEF
Buy
32,470
97.69
3,171,994.3
2.8
0.123
Low
17.5
25
24.5
BATS>IEX>NYSE
VWAP
3
LMT
6.3
76
26
0.53
Multi
false
null
null
0
BATS>IEX>NYSE
LMT
67.7
98
0
45
-15
-16
33
null
null
Stable book; normal liquidity
X004982
2025-11-01 15:41:48
NVDA
Sell
7,819
136.52
1,067,449.88
1
0.202
Medium
12.1
25
-16.7
BATS>NYSE>EDGX>ARCA>IEX
TWAP
3
LMT
4.1
63
16
0.6
LiqDrop
true
LiquidityDrop
OrderTypeChange
31
BATS>NYSE>EDGX>ARCA>IEX
LMT>IOC
56.3
90
6.3
147
20
-6
6
null
null
Paused due to data glitch
X004983
2025-10-30 13:56:01
XLY
Sell
12,193
57.78
704,511.54
2.4
0.051
High
8.7
27
-17.9
IEX>EDGX
IS
5
LMT
5.5
67
14
0.54
LiqDrop
false
null
null
0
IEX>EDGX
LMT
40.8
90
0
50
-14
12
17
null
Throttle
Paused due to data glitch
X004984
2025-12-10 10:38:25
AMD
Buy
625
102.57
64,106.25
1.7
0.017
Ultra
6.8
4
24.3
EDGX>IEX>NYSE>NASDAQ
POV
4
LMT
3.4
60
30
0.77
Slip>Thresh
false
null
null
0
EDGX>IEX>NYSE>NASDAQ
LMT
38.3
85
2
80
53
7
9
null
null
Paused due to data glitch
X004985
2025-12-22 09:35:16
BRK.B
Sell
14,029
264.07
3,704,638.03
2.9
0.064
High
8.8
38
7.9
BATS>NASDAQ
TWAP
3
LMT
4.2
67
22
0.57
ToxicitySpike
false
null
null
0
BATS>NASDAQ
LMT
20.8
81
0.9
90
51
-7
31
NoShort
null
Stable book; normal liquidity
X004986
2025-11-14 12:10:57
SPY
Buy
72,163
501.81
36,212,115.03
1.7
0.097
Medium
10.7
3
0.6
EDGX>NASDAQ>ARCA
Adaptive
3
LMT
3.6
96
30
0.42
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>ARCA
LMT
87.4
90
7.1
87
25
20
39
null
null
High urgency from PM
X004987
2025-11-12 13:34:21
UNH
Buy
14,544
134.68
1,958,785.92
1.9
0.064
High
13.3
24
-20.7
NYSE>IEX>ARCA>NASDAQ>BATS
IS
5
MKT
8.5
69
23
0.43
Multi
false
null
null
0
NYSE>IEX>ARCA>NASDAQ>BATS
MKT
56.5
86
0.3
68
22
11
-38
null
PriceBand
High urgency from PM
X004988
2025-10-30 12:29:01
DIS
Sell
55,234
301.83
16,671,278.22
1.8
0.241
Low
20.3
30
16.8
IEX>ARCA>BATS>NASDAQ
TWAP
2
MKT
7.4
83
24
0.74
LiqDrop
true
LiquidityDrop
VenueSwitch
21
IEX>ARCA>BATS>NASDAQ
MKT>LMT
75.4
86
0
152
-4
-11
2
Watchlist
null
Venue switch reduced impact
X004989
2025-12-12 15:10:11
KO
Sell
4,904
169.1
829,266.4
1.7
0.122
Medium
10.4
34
-21.4
BATS>NYSE>ARCA
Adaptive
4
LMT
4
62
15
0.71
LiqDrop
false
null
null
0
BATS>NYSE>ARCA
LMT
28
98
9.6
15
41
18
-27
null
null
Venue switch reduced impact
X004990
2025-11-03 09:35:17
GOOGL
Sell
15,574
150.4
2,342,329.6
1.7
0.046
Ultra
4.2
38
4.6
BATS>ARCA>NASDAQ
IS
5
LMT
3.1
70
22
0.4
Multi
false
null
null
0
BATS>ARCA>NASDAQ
LMT
58.2
98
3.8
90
-7
-36
36
null
null
Paused due to data glitch
X004991
2025-11-13 11:52:54
TLT
Sell
33,193
97.28
3,229,015.04
3
0.121
Medium
5.1
22
12.8
IEX>EDGX>BATS
TWAP
1
MKT
3
71
15
0.42
Slip>Thresh
false
null
null
0
IEX>EDGX>BATS
MKT
11.4
93
0
133
19
-15
10
null
null
High urgency from PM
X004992
2025-11-08 11:50:10
AMD
Buy
1,996
200.31
399,818.76
1.6
0.056
Medium
24.5
32
24
BATS>ARCA>NYSE>IEX>NASDAQ
TWAP
3
LMT
7.9
60
32
0.61
LiqDrop
false
null
null
0
BATS>ARCA>NYSE>IEX>NASDAQ
LMT
69.9
97
0.2
46
37
14
34
Watchlist
null
High urgency from PM
X004993
2025-11-01 11:57:54
BA
Sell
35,753
45.87
1,639,990.11
1.4
0.119
Low
24.5
38
31.1
NASDAQ>EDGX
Adaptive
2
LMT
6.2
75
22
0.77
ToxicitySpike
false
null
null
0
NASDAQ>EDGX
LMT
53
94
2.1
150
4
-22
18
null
null
Paused due to data glitch
X004994
2025-11-22 10:59:02
INTC
Buy
3,263
62.95
205,405.85
1.1
0.155
Low
36.7
5
-15.2
ARCA>IEX>NASDAQ>EDGX
POV
4
LMT
13.1
61
23
0.44
Multi
false
null
null
0
ARCA>IEX>NASDAQ>EDGX
LMT
31.1
85
11.7
174
-11
-26
35
Watchlist
null
High urgency from PM
X004995
2025-11-18 09:35:11
NFLX
Buy
6,979
174.22
1,215,881.38
4.9
0.067
Low
14.5
32
26.5
NYSE>ARCA>BATS>IEX>NASDAQ
POV
5
LMT
9
64
21
0.57
Slip>Thresh
false
null
null
0
NYSE>ARCA>BATS>IEX>NASDAQ
LMT
67.7
92
3.1
10
-20
26
-19
null
null
Stable book; normal liquidity
X004996
2025-11-18 14:36:17
DIS
Sell
33,783
273.27
9,231,880.41
2.2
0.147
Low
15.2
18
-33.2
NASDAQ>IEX>ARCA
TWAP
1
MKT
5.2
71
15
0.68
Multi
true
MultiTrigger
VenueSwitch
16
NASDAQ>IEX>ARCA
MKT>IOC
94.2
98
13.4
71
28
-1
-10
null
null
Stable book; normal liquidity
X004997
2025-12-10 09:40:59
XLV
Sell
23,222
246.4
5,721,900.8
1.9
0.065
Medium
18.4
38
-25.2
BATS>NYSE
VWAP
3
LMT
6
71
30
0.76
Slip>Thresh
false
null
null
0
BATS>NYSE
LMT
92.1
96
4.6
10
51
23
16
PositionLimitNear
null
Stable book; normal liquidity
X004998
2025-11-12 12:38:10
T
Buy
11,667
197.35
2,302,482.45
3.4
0.097
Medium
7
3
-28.4
ARCA>IEX>NYSE>BATS
VWAP
1
LMT
2.9
64
27
0.56
LiqDrop
false
null
null
0
ARCA>IEX>NYSE>BATS
LMT
28.5
99
0
96
31
4
-25
null
null
Toxic prints; widened spread
X004999
2025-12-05 11:13:14
JNJ
Buy
16,399
279.16
4,577,944.84
5
0.06
Medium
9.2
37
19.3
IEX>ARCA
VWAP
3
MKT
6.3
68
26
0.5
Slip>Thresh
false
null
null
0
IEX>ARCA
MKT
13
87
13.8
61
25
-9
-21
null
null
Toxic prints; widened spread
X005000
2025-10-31 10:11:30
MA
Sell
91,365
146.43
13,378,576.95
1.3
0.389
Medium
6.8
22
11.2
IEX>ARCA>BATS
Adaptive
1
LMT
1.9
91
19
0.68
Slip>Thresh
false
null
null
0
IEX>ARCA>BATS
LMT
19.3
62
6
71
1
20
-6
null
null
High urgency from PM