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
X005001
2025-12-19 11:08:48
HYG
Sell
50,503
74.09
3,741,767.27
1.7
0.277
Low
15.8
39
-34.5
NASDAQ>BATS>ARCA>EDGX
POV
5
MKT
8.8
92
13
0.52
Multi
false
null
null
0
NASDAQ>BATS>ARCA>EDGX
MKT
34.2
95
27.5
45
28
7
-33
null
null
Stable book; normal liquidity
X005002
2025-11-14 14:02:21
NFLX
Buy
18,028
25.66
462,598.48
4.5
0.172
Low
21.5
13
32
NYSE>EDGX>BATS>NASDAQ>ARCA
Adaptive
5
LMT
9.8
71
22
0.62
Multi
false
null
null
0
NYSE>EDGX>BATS>NASDAQ>ARCA
LMT
53.7
90
14.7
29
0
7
4
null
null
Venue switch reduced impact
X005003
2025-11-25 13:07:45
BRK.B
Sell
107,233
296.1
31,751,691.3
1.6
0.487
Low
5.4
36
14.4
BATS>NYSE
Adaptive
3
LMT
2.4
113
14
0.41
Multi
false
null
null
0
BATS>NYSE
LMT
1.2
95
7.2
79
6
2
2
Watchlist
null
Toxic prints; widened spread
X005004
2025-11-03 10:33:54
NFLX
Sell
5,985
227.46
1,361,348.1
3
0.057
High
6.7
26
20.3
IEX>NASDAQ>NYSE
TWAP
3
MKT
4.4
62
33
0.53
Slip>Thresh
false
null
null
0
IEX>NASDAQ>NYSE
MKT
31.9
88
7.4
14
53
11
8
null
null
Paused due to data glitch
X005005
2025-10-28 12:44:31
HD
Sell
53,165
270.39
14,375,284.35
2.1
0.206
Low
15.4
12
-4.4
IEX>NASDAQ>BATS>NYSE>EDGX
Adaptive
4
IOC
6.6
90
33
0.51
ToxicitySpike
true
ToxicitySpike
Pause
14
IEX>NASDAQ>BATS>NYSE>EDGX
IOC>MKT
98
90
0
54
27
8
-38
NoShort
Throttle
Stable book; normal liquidity
X005006
2025-12-07 12:57:50
IEF
Sell
141,169
97.61
13,779,506.09
1.7
0.536
Low
12.8
23
-24.6
NYSE>NASDAQ>ARCA
POV
2
LMT
4.5
119
29
0.43
ToxicitySpike
false
null
null
0
NYSE>NASDAQ>ARCA
LMT
62.7
74
8.6
148
32
-28
-28
null
null
Stable book; normal liquidity
X005007
2025-12-15 13:04:00
JNJ
Sell
46,330
183.06
8,481,169.8
3.3
0.17
Medium
4.7
21
-10.4
ARCA>EDGX>IEX
Adaptive
4
MKT
4
86
15
0.79
LiqDrop
false
null
null
0
ARCA>EDGX>IEX
MKT
74.3
87
0
90
-20
-39
-11
null
null
Venue switch reduced impact
X005008
2025-11-17 11:51:55
WMT
Buy
135,262
47.39
6,410,066.18
4.2
0.416
Low
20.3
33
33.8
IEX>ARCA
TWAP
1
MKT
7.7
107
35
0.53
LiqDrop
false
null
null
0
IEX>ARCA
MKT
43.6
87
10.4
80
-13
-28
-9
null
null
Venue switch reduced impact
X005009
2025-12-23 12:33:16
UNH
Sell
46,235
220.46
10,192,968.1
1.6
0.203
Low
20.2
33
17.6
IEX>EDGX
POV
4
MKT
9.6
86
35
0.5
ToxicitySpike
false
null
null
0
IEX>EDGX
MKT
58.2
98
13.4
60
7
-9
4
null
null
High urgency from PM
X005010
2025-11-11 12:40:17
TSLA
Buy
28,491
85.33
2,431,137.03
1.7
0.089
Medium
20.9
18
-2.6
EDGX>BATS>NYSE>IEX>NASDAQ
IS
4
LMT
9
76
29
0.82
Slip>Thresh
false
null
null
0
EDGX>BATS>NYSE>IEX>NASDAQ
LMT
93
95
14.2
10
53
6
-9
null
null
Toxic prints; widened spread
X005011
2025-12-08 14:42:42
HD
Buy
29,966
299.16
8,964,628.56
1.7
0.116
Medium
17.3
8
34.1
NASDAQ>IEX>EDGX>ARCA
IS
5
LMT
8.5
79
22
0.82
LiqDrop
false
null
null
0
NASDAQ>IEX>EDGX>ARCA
LMT
59.8
65
0
27
46
8
17
null
null
Paused due to data glitch
X005012
2025-12-15 12:13:16
SPY
Buy
103,782
497.62
51,643,998.84
1.8
0.14
Medium
7.5
36
-7.2
NASDAQ>EDGX
IS
5
MKT
5.6
127
23
0.63
LiqDrop
false
null
null
0
NASDAQ>EDGX
MKT
83.4
90
31.2
56
43
-6
-4
null
null
Stable book; normal liquidity
X005013
2025-11-03 14:46:04
XLB
Sell
30,560
80.6
2,463,136
2.1
0.078
Medium
21.5
3
6.8
IEX>BATS>EDGX>ARCA>NYSE
IS
4
LMT
9.5
77
21
0.46
Slip>Thresh
false
null
null
0
IEX>BATS>EDGX>ARCA>NYSE
LMT
57.5
93
18.6
114
10
25
-8
null
null
Toxic prints; widened spread
X005014
2025-11-25 09:59:32
BRK.B
Sell
8,918
77.09
687,488.62
1.7
0.041
Ultra
9.9
7
29.6
BATS>EDGX>NYSE>IEX
Adaptive
2
LMT
3
63
27
0.41
LiqDrop
false
null
null
0
BATS>EDGX>NYSE>IEX
LMT
62.3
84
7.3
99
47
-19
2
null
null
Paused due to data glitch
X005015
2025-11-21 11:23:39
IEF
Sell
33,141
100.37
3,326,362.17
1.9
0.126
Medium
15.4
26
13.6
ARCA>EDGX>BATS>IEX
IS
5
PO
8.7
81
17
0.52
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
12
ARCA>EDGX>BATS>IEX
PO>LMT
94.7
91
13.5
36
10
6
-14
null
null
Toxic prints; widened spread
X005016
2025-11-22 13:26:36
NFLX
Sell
5,099
233.55
1,190,871.45
2.4
0.049
High
10.3
8
34.6
NASDAQ>EDGX
POV
5
MKT
6.8
63
21
0.49
LiqDrop
false
null
null
0
NASDAQ>EDGX
MKT
31.1
86
15.6
10
58
-9
-8
null
null
Venue switch reduced impact
X005017
2025-12-24 15:27:34
AMD
Sell
2,071
338.73
701,509.83
1.8
0.058
Medium
23.1
16
3.6
NYSE>EDGX>NASDAQ>IEX>ARCA
POV
5
LMT
9.9
61
23
0.6
Slip>Thresh
false
null
null
0
NYSE>EDGX>NASDAQ>IEX>ARCA
LMT
78.4
95
0
153
28
8
23
null
null
Venue switch reduced impact
X005018
2025-10-30 11:52:24
TSLA
Sell
16,642
108.14
1,799,665.88
1.9
0.052
Ultra
3.5
24
-11.3
IEX>EDGX
Adaptive
3
MKT
2.3
68
33
0.56
ToxicitySpike
false
null
null
0
IEX>EDGX
MKT
24.1
98
4.8
107
11
12
17
null
null
Toxic prints; widened spread
X005019
2025-11-11 12:58:30
IEF
Buy
194,120
101.81
19,763,357.2
2
0.737
Low
18
37
-32.7
EDGX>ARCA>IEX>BATS
POV
2
MKT
7.3
142
32
0.62
ToxicitySpike
false
null
null
0
EDGX>ARCA>IEX>BATS
MKT
6.3
87
0.8
168
58
2
-7
null
null
Venue switch reduced impact
X005020
2025-11-02 10:09:17
GOOGL
Sell
46,224
233.12
10,775,738.88
1.8
0.138
Medium
7.9
4
0
BATS>NASDAQ
VWAP
2
PO
3.1
79
14
0.45
ToxicitySpike
false
null
null
0
BATS>NASDAQ
PO
67.6
90
0
29
58
11
-6
null
null
Venue switch reduced impact
X005021
2025-12-14 09:35:01
MA
Buy
82,528
60.6
5,001,196.8
1.3
0.352
Low
24.8
7
27.4
NYSE>EDGX>BATS>NASDAQ
TWAP
3
LMT
7.9
101
32
0.78
LiqDrop
true
LiquidityDrop
AlgoSwitch
23
NYSE>EDGX>BATS>NASDAQ
LMT>IOC
7.5
94
0
107
37
11
-40
PositionLimitNear
null
High urgency from PM
X005022
2025-12-07 11:48:53
PFE
Sell
63,927
109.55
7,003,202.85
2.9
0.174
Low
15.9
31
-34.5
NASDAQ>IEX>BATS>ARCA>EDGX
IS
5
MKT
10.8
101
28
0.73
ToxicitySpike
true
ToxicitySpike
VenueSwitch
26
NASDAQ>IEX>BATS>ARCA>EDGX
MKT>LMT
99.1
96
22.3
97
44
-5
19
null
null
Toxic prints; widened spread
X005023
2025-11-09 09:43:08
XOM
Buy
16,722
165.14
2,761,471.08
2.6
0.153
Low
20.3
5
-9.3
NASDAQ>IEX>ARCA>BATS
TWAP
2
PO
7.1
67
16
0.79
Slip>Thresh
false
null
null
0
NASDAQ>IEX>ARCA>BATS
PO
97.2
97
0
123
41
-10
32
null
null
Paused due to data glitch
X005024
2025-12-18 12:49:01
SPY
Buy
104,615
483.45
50,576,121.75
0.9
0.141
High
12.3
29
1.6
NYSE>IEX
VWAP
1
MKT
3.6
96
24
0.66
LiqDrop
false
null
null
0
NYSE>IEX
MKT
18
98
5
137
33
-24
-37
NoShort
null
Toxic prints; widened spread
X005025
2025-12-16 15:27:34
MSFT
Buy
50,404
279.75
14,100,519
2.6
0.268
Low
17.2
36
23.6
EDGX>IEX
Adaptive
1
IOC
5.1
77
13
0.53
LiqDrop
false
null
null
0
EDGX>IEX
IOC
55.7
95
0
39
16
-33
-37
null
null
Stable book; normal liquidity
X005026
2025-11-19 12:48:13
VZ
Sell
23,302
269.43
6,278,257.86
3.1
0.199
Low
11.4
31
-1.6
BATS>IEX>NYSE
Adaptive
5
LMT
5.7
75
12
0.74
LiqDrop
true
LiquidityDrop
AlgoSwitch
14
BATS>IEX>NYSE
LMT>PO
13.7
76
0
122
-13
-9
-17
NoShort
null
Venue switch reduced impact
X005027
2025-12-17 14:24:46
META
Buy
19,214
55.42
1,064,839.88
1.6
0.054
Ultra
4.7
39
32.6
ARCA>IEX
IS
5
IOC
3.8
72
31
0.51
Slip>Thresh
false
null
null
0
ARCA>IEX
IOC
29.7
88
6.7
57
36
-40
29
NoShort
null
Toxic prints; widened spread
X005028
2025-11-12 11:20:32
XLU
Buy
39,763
116.97
4,651,078.11
1.3
0.127
Medium
24.1
30
-20.2
NASDAQ>NYSE
IS
5
LMT
10.9
85
15
0.58
LiqDrop
true
LiquidityDrop
VenueSwitch
22
NASDAQ>NYSE
LMT>PO
54.9
90
6.4
138
3
-22
20
null
null
Paused due to data glitch
X005029
2025-12-11 10:34:21
CVX
Sell
19,473
59.85
1,165,459.05
1
0.116
High
9.4
15
31.1
NYSE>IEX>NASDAQ>ARCA
IS
4
IOC
4.9
71
12
0.52
LiqDrop
false
null
null
0
NYSE>IEX>NASDAQ>ARCA
IOC
28.9
88
0
71
-8
-3
-30
null
null
Toxic prints; widened spread
X005030
2025-10-27 11:10:35
NVDA
Buy
13,095
56.35
737,903.25
1.6
0.339
Low
23.5
30
14.8
EDGX>ARCA
IS
4
MKT
12.1
67
21
0.84
LiqDrop
false
null
null
0
EDGX>ARCA
MKT
0.3
85
16
58
-6
0
17
null
null
Venue switch reduced impact
X005031
2025-12-25 15:45:36
XLU
Buy
67,186
172.3
11,576,147.8
2.3
0.215
Low
21.4
36
-33.3
EDGX>NASDAQ>BATS>NYSE>IEX
TWAP
1
LMT
5.7
83
18
0.59
ToxicitySpike
true
ToxicitySpike
VenueSwitch
10
EDGX>NASDAQ>BATS>NYSE>IEX
LMT>IOC
92.9
96
0
126
-16
-17
35
null
null
Venue switch reduced impact
X005032
2025-12-02 13:52:22
TSLA
Sell
10,880
137.96
1,501,004.8
1.8
0.034
High
15.9
13
-30.5
NASDAQ>EDGX>ARCA>NYSE>IEX
TWAP
1
MKT
5.1
63
17
0.49
LiqDrop
false
null
null
0
NASDAQ>EDGX>ARCA>NYSE>IEX
MKT
54.9
90
3.5
42
-3
-22
-30
null
null
Paused due to data glitch
X005033
2025-12-07 13:34:39
NKE
Buy
98,779
211.61
20,902,624.19
2.8
0.459
Low
13.5
10
1.1
IEX>NASDAQ>ARCA>EDGX>NYSE
POV
4
LMT
6.6
116
32
0.5
ToxicitySpike
true
ToxicitySpike
VenueSwitch
15
IEX>NASDAQ>ARCA>EDGX>NYSE
LMT>PO
96.9
72
0
133
41
9
8
null
null
Toxic prints; widened spread
X005034
2025-11-14 14:32:06
XLU
Buy
8,365
322.8
2,700,222
1.4
0.027
Ultra
21.8
4
1.1
IEX>NASDAQ
TWAP
3
LMT
7
64
29
0.62
Multi
false
null
null
0
IEX>NASDAQ
LMT
61.3
98
10.8
103
-7
-34
0
NoShort
null
Venue switch reduced impact
X005035
2025-10-27 13:53:21
XLB
Buy
67,240
18.82
1,265,456.8
1.9
0.171
Low
18.4
24
34.2
ARCA>NYSE>NASDAQ>EDGX
TWAP
1
MKT
5.9
83
35
0.44
LiqDrop
false
null
null
0
ARCA>NYSE>NASDAQ>EDGX
MKT
68.9
98
33.6
10
-1
0
23
null
null
Venue switch reduced impact
X005036
2025-10-30 11:47:14
BAC
Buy
44,498
111.49
4,961,082.02
1.2
0.121
Medium
18.9
11
5.6
NYSE>BATS
POV
4
PO
8
85
33
0.48
Multi
false
null
null
0
NYSE>BATS
PO
20.1
87
7.6
146
16
-4
28
NoShort
null
Stable book; normal liquidity
X005037
2025-11-09 13:07:51
HD
Sell
90,637
111.22
10,080,647.14
2.1
0.352
Medium
3.4
14
-27.3
NASDAQ>ARCA>NYSE>EDGX>IEX
Adaptive
5
LMT
2.6
118
15
0.77
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>NYSE>EDGX>IEX
LMT
58.4
89
12.4
127
53
-35
1
null
null
Stable book; normal liquidity
X005038
2025-11-14 13:48:14
UNH
Sell
31,145
216.04
6,728,565.8
2.8
0.137
Medium
6.1
37
32.3
ARCA>BATS>NYSE
VWAP
3
IOC
3.7
75
22
0.74
LiqDrop
false
null
null
0
ARCA>BATS>NYSE
IOC
66.6
91
0
10
-4
9
-7
null
null
Stable book; normal liquidity
X005039
2025-12-20 15:49:45
CVX
Sell
17,314
347.15
6,010,555.1
1.3
0.103
Medium
15.1
9
-13.2
EDGX>BATS>NYSE>ARCA
Adaptive
3
LMT
4.6
68
19
0.47
LiqDrop
false
null
null
0
EDGX>BATS>NYSE>ARCA
LMT
60.3
85
12.9
79
11
-9
3
null
null
Toxic prints; widened spread
X005040
2025-10-27 15:10:45
INTC
Buy
3,454
214.57
741,124.78
1
0.164
Low
38.2
30
28.3
ARCA>NYSE>EDGX>NASDAQ>IEX
Adaptive
4
MKT
14.1
61
15
0.8
ToxicitySpike
false
null
null
0
ARCA>NYSE>EDGX>NASDAQ>IEX
MKT
90.2
90
11.8
171
59
22
-3
null
null
High urgency from PM
X005041
2025-11-06 13:40:35
XLK
Buy
19,550
164.9
3,223,795
1.6
0.055
Ultra
7.6
28
-4.4
IEX>EDGX>ARCA>NASDAQ
IS
4
LMT
4
71
16
0.73
Multi
false
null
null
0
IEX>EDGX>ARCA>NASDAQ
LMT
14.2
69
6.1
94
-13
13
35
NoShort
null
Paused due to data glitch
X005042
2025-10-29 09:35:31
DIS
Sell
39,202
62.18
2,437,580.36
1.7
0.171
Medium
8.8
16
7.9
NYSE>ARCA>IEX>BATS>EDGX
Adaptive
5
PO
4.4
85
29
0.65
Multi
false
null
null
0
NYSE>ARCA>IEX>BATS>EDGX
PO
4.6
97
0
145
46
17
22
null
null
Stable book; normal liquidity
X005043
2025-12-23 14:26:54
LQD
Buy
56,915
108.11
6,153,080.65
1.7
0.28
Low
24.9
39
13.4
IEX>EDGX
Adaptive
2
LMT
6.5
84
16
0.82
ToxicitySpike
false
null
null
0
IEX>EDGX
LMT
40.9
85
5.6
78
-16
2
-16
null
null
Venue switch reduced impact
X005044
2025-11-08 10:04:25
MSFT
Buy
31,615
46.59
1,472,942.85
2.5
0.168
Medium
6.1
8
9.7
ARCA>EDGX>NASDAQ
TWAP
1
IOC
2.8
71
19
0.52
ToxicitySpike
false
null
null
0
ARCA>EDGX>NASDAQ
IOC
81.5
94
11.5
66
29
-17
-22
null
null
Toxic prints; widened spread
X005045
2025-12-03 09:35:18
NFLX
Buy
5,950
167.74
998,053
2.3
0.057
Medium
16.2
35
-12.8
ARCA>NASDAQ>NYSE>EDGX
IS
4
MKT
9.3
63
31
0.73
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>NYSE>EDGX
MKT
72.9
92
0
112
18
-6
39
Watchlist
null
Stable book; normal liquidity
X005046
2025-11-05 09:42:05
XLE
Sell
62,062
154.37
9,580,510.94
3.7
0.223
Low
15.4
18
-26.8
BATS>ARCA
IS
5
LMT
9.4
100
29
0.77
LiqDrop
false
null
null
0
BATS>ARCA
LMT
25.6
98
0
48
14
-5
-25
null
null
High urgency from PM
X005047
2025-12-01 15:39:24
KO
Sell
2,679
339.21
908,743.59
3.5
0.067
Low
19.6
30
-8.9
EDGX>BATS>IEX>NASDAQ>ARCA
POV
4
LMT
8.9
61
20
0.83
ToxicitySpike
false
null
null
0
EDGX>BATS>IEX>NASDAQ>ARCA
LMT
48.5
93
19.4
111
59
0
16
NoShort
null
Venue switch reduced impact
X005048
2025-12-09 14:12:33
LQD
Sell
33,107
115.42
3,821,209.94
1.5
0.163
Medium
9.4
5
18.5
EDGX>NYSE>BATS>NASDAQ>IEX
POV
5
LMT
4.7
81
32
0.53
Multi
false
null
null
0
EDGX>NYSE>BATS>NASDAQ>IEX
LMT
49
91
3.3
15
53
-6
1
null
null
Venue switch reduced impact
X005049
2025-11-05 12:32:27
XOM
Buy
38,361
92.4
3,544,556.4
3.5
0.351
Low
5
33
-3.3
ARCA>BATS>NASDAQ>EDGX
TWAP
2
LMT
3.1
76
31
0.76
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
20
ARCA>BATS>NASDAQ>EDGX
LMT>IOC
98.5
92
13.9
103
24
-14
-8
null
null
Stable book; normal liquidity
X005050
2025-11-03 09:35:17
AMD
Buy
3,197
104.93
335,461.21
1.3
0.089
Medium
26.5
27
32.2
ARCA>NASDAQ>IEX>NYSE
VWAP
2
MKT
8.4
61
29
0.62
LiqDrop
false
null
null
0
ARCA>NASDAQ>IEX>NYSE
MKT
58.5
95
0
76
-3
-7
-28
null
null
Venue switch reduced impact
X005051
2025-11-10 10:32:59
V
Sell
40,657
16.57
673,686.49
5.2
0.529
Low
10.7
12
-9.2
IEX>ARCA
POV
1
LMT
5
74
14
0.83
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
13
IEX>ARCA
LMT>IOC
59.1
98
11.8
60
15
-39
-6
null
null
Venue switch reduced impact
X005052
2025-11-30 09:43:08
AMD
Buy
11,714
99.93
1,170,580.02
2.5
0.327
Low
27.9
21
33.7
EDGX>BATS>NASDAQ
VWAP
1
LMT
6.9
64
27
0.52
Multi
false
null
null
0
EDGX>BATS>NASDAQ
LMT
91.2
85
12.4
21
4
9
-29
null
null
Stable book; normal liquidity
X005053
2025-11-08 11:39:01
JPM
Buy
6,501
259.13
1,684,604.13
4.5
0.161
Low
13.6
16
24.5
ARCA>EDGX
VWAP
3
LMT
6.2
63
23
0.53
ToxicitySpike
false
null
null
0
ARCA>EDGX
LMT
71.2
90
11.4
245
-10
29
-24
NoShort
null
Venue switch reduced impact
X005054
2025-11-17 09:35:17
PEP
Buy
126,439
87.69
11,087,435.91
4.2
0.399
Low
9.4
22
-10.5
BATS>IEX
Adaptive
4
MKT
6.4
132
16
0.55
LiqDrop
false
null
null
0
BATS>IEX
MKT
69.1
96
0
163
-8
-30
32
NoShort
null
Paused due to data glitch
X005055
2025-10-29 15:02:30
AAPL
Buy
67,083
124.74
8,367,933.42
2.1
0.197
Medium
5
14
8.2
EDGX>NYSE>ARCA
POV
4
LMT
3.2
98
16
0.41
Multi
false
null
null
0
EDGX>NYSE>ARCA
LMT
98.4
100
0
36
10
15
-37
null
null
High urgency from PM
X005056
2025-12-18 15:15:49
QQQ
Sell
25,122
405.42
10,184,961.24
0.6
0.08
Ultra
11.9
34
-6.5
NASDAQ>ARCA
VWAP
2
MKT
3.8
70
33
0.78
Slip>Thresh
false
null
null
0
NASDAQ>ARCA
MKT
25.3
91
1.7
89
15
9
-20
PositionLimitNear
null
High urgency from PM
X005057
2025-11-19 15:26:10
JPM
Buy
1,125
336.89
379,001.25
2.5
0.028
High
18
22
-4.7
EDGX>NYSE>ARCA>NASDAQ>IEX
TWAP
1
PO
5.5
60
19
0.45
LiqDrop
false
null
null
0
EDGX>NYSE>ARCA>NASDAQ>IEX
PO
31.8
91
16.9
56
24
-7
-32
null
null
Venue switch reduced impact
X005058
2025-11-28 14:21:48
BRK.B
Buy
7,077
288.16
2,039,308.32
2.3
0.032
High
14.5
23
-25.3
EDGX>BATS
IS
4
LMT
7
64
15
0.44
Slip>Thresh
false
null
null
0
EDGX>BATS
LMT
35.5
87
11.3
102
5
-25
6
NoShort
null
Paused due to data glitch
X005059
2025-11-30 13:00:38
KO
Buy
23,825
291.6
6,947,370
2.7
0.593
Low
17.6
3
-24.6
IEX>BATS
VWAP
1
MKT
5.9
68
33
0.69
ToxicitySpike
false
null
null
0
IEX>BATS
MKT
52
97
25.8
51
36
-20
-8
null
null
Stable book; normal liquidity
X005060
2025-11-24 15:21:45
TLT
Sell
67,754
93.99
6,368,198.46
1.7
0.248
Medium
4.4
10
0.6
BATS>ARCA>EDGX>IEX>NASDAQ
TWAP
3
LMT
2.3
93
20
0.48
LiqDrop
false
null
null
0
BATS>ARCA>EDGX>IEX>NASDAQ
LMT
76.9
99
21.7
100
59
-12
16
Watchlist
null
Toxic prints; widened spread
X005061
2025-12-10 13:48:20
LQD
Buy
5,835
115.4
673,359
1.6
0.029
High
24
35
30.3
IEX>NASDAQ
TWAP
2
LMT
6.8
62
34
0.71
Multi
false
null
null
0
IEX>NASDAQ
LMT
38
99
13.6
48
12
14
-40
NoShort
null
High urgency from PM
X005062
2025-12-17 13:09:25
LQD
Sell
65,582
110.42
7,241,564.44
1
0.323
High
3.7
6
22.9
NYSE>EDGX>NASDAQ>IEX
IS
4
MKT
2.7
97
15
0.82
LiqDrop
false
null
null
0
NYSE>EDGX>NASDAQ>IEX
MKT
46.3
93
3
87
-14
-26
-3
PositionLimitNear
null
Stable book; normal liquidity
X005063
2025-11-16 13:43:49
LQD
Sell
37,722
107.46
4,053,606.12
1.6
0.186
Low
24.1
39
-5.2
ARCA>BATS
POV
4
LMT
9.2
81
24
0.48
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
21
ARCA>BATS
LMT>IOC
96.4
90
9.3
76
22
9
-21
Watchlist
null
Paused due to data glitch
X005064
2025-12-25 12:57:11
HD
Buy
53,395
106.12
5,666,277.4
1.5
0.207
Medium
11.2
7
-28.5
ARCA>IEX>NYSE>BATS
VWAP
1
LMT
3
78
33
0.4
Multi
false
null
null
0
ARCA>IEX>NYSE>BATS
LMT
36.3
95
12.4
110
34
-15
39
null
null
High urgency from PM
X005065
2025-11-06 09:35:45
XLY
Buy
21,489
61.22
1,315,556.58
2
0.09
Medium
15
32
-15.1
NASDAQ>BATS
TWAP
1
LMT
4.1
67
24
0.8
ToxicitySpike
false
null
null
0
NASDAQ>BATS
LMT
36.4
87
0
21
17
-5
30
null
null
Paused due to data glitch
X005066
2025-12-20 13:19:15
MA
Sell
4,362
78.82
343,812.84
1.3
0.019
Ultra
20.2
16
32.4
BATS>IEX>NASDAQ>ARCA
Adaptive
5
MKT
8.8
62
20
0.56
Multi
false
null
null
0
BATS>IEX>NASDAQ>ARCA
MKT
72.3
98
8.8
59
-7
22
27
PositionLimitNear
null
Venue switch reduced impact
X005067
2025-12-18 11:59:26
XLP
Sell
76,451
226.2
17,293,216.2
3.2
0.264
Low
7.4
37
-4.5
NYSE>ARCA>NASDAQ>IEX>BATS
Adaptive
5
IOC
5.2
109
22
0.55
Multi
false
null
null
0
NYSE>ARCA>NASDAQ>IEX>BATS
IOC
60.3
96
0
10
-15
25
21
NoShort
null
Paused due to data glitch
X005068
2025-12-16 09:35:56
PEP
Sell
37,049
165.87
6,145,317.63
3.6
0.117
Low
12.8
33
-16.2
BATS>IEX
VWAP
1
LMT
4.1
72
14
0.83
ToxicitySpike
false
null
null
0
BATS>IEX
LMT
46.5
85
3.5
85
-2
11
-14
null
null
High urgency from PM
X005069
2025-11-07 13:35:16
NVDA
Buy
58,935
178.57
10,524,022.95
1.8
1.525
Low
15.7
27
32.3
NYSE>ARCA>EDGX>IEX
VWAP
1
LMT
4.4
80
29
0.45
LiqDrop
false
null
null
0
NYSE>ARCA>EDGX>IEX
LMT
93.6
87
7
88
18
-40
-14
Watchlist
null
Paused due to data glitch
X005070
2025-12-24 15:12:15
AMD
Sell
8,990
54.14
486,718.6
1.4
0.251
Medium
8.2
27
-30
EDGX>BATS>IEX
TWAP
1
MKT
3
63
15
0.78
Multi
false
null
null
0
EDGX>BATS>IEX
MKT
69.6
88
8.4
130
25
-37
11
null
null
High urgency from PM
X005071
2025-11-28 13:50:53
XLP
Buy
23,346
147.84
3,451,472.64
3.3
0.081
Medium
9
31
12.5
NASDAQ>NYSE>IEX>ARCA>EDGX
IS
5
PO
7.1
75
20
0.69
Multi
false
null
null
0
NASDAQ>NYSE>IEX>ARCA>EDGX
PO
89.3
97
6.6
10
-5
-5
-9
null
null
Paused due to data glitch
X005072
2025-11-29 12:32:39
XLB
Sell
196,010
266.69
52,273,906.9
1.7
0.499
Low
12.6
30
30.2
ARCA>NYSE>IEX>BATS
Adaptive
4
MKT
5.8
172
22
0.76
ToxicitySpike
false
null
null
0
ARCA>NYSE>IEX>BATS
MKT
61.7
91
3.6
202
-7
-15
31
PositionLimitNear
null
Paused due to data glitch
X005073
2025-11-16 15:36:04
BRK.B
Buy
31,316
117.04
3,665,224.64
1.6
0.142
Low
23.7
13
-12.7
NASDAQ>NYSE>ARCA>EDGX
IS
4
LMT
9.9
78
25
0.84
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>ARCA>EDGX
LMT
28.1
89
22.1
63
-14
-26
37
null
null
Paused due to data glitch
X005074
2025-12-16 14:53:00
WMT
Sell
6,277
293.54
1,842,550.58
5.2
0.019
High
10.2
29
3.1
EDGX>NASDAQ>ARCA>IEX
VWAP
1
PO
4.7
62
18
0.43
LiqDrop
false
null
null
0
EDGX>NASDAQ>ARCA>IEX
PO
72
94
15
86
52
24
-33
null
null
Paused due to data glitch
X005075
2025-11-12 11:41:10
NKE
Sell
15,041
60.09
903,813.69
2
0.07
Ultra
4.7
28
11.4
NASDAQ>BATS
TWAP
2
LMT
2.2
66
17
0.53
ToxicitySpike
false
null
null
0
NASDAQ>BATS
LMT
21.7
98
3.2
35
59
19
39
null
null
High urgency from PM
X005076
2025-12-06 11:10:06
TSLA
Sell
60,265
109.52
6,600,222.8
1.2
0.187
Medium
12.3
24
4.1
NYSE>IEX>EDGX>NASDAQ
Adaptive
1
LMT
2.9
81
22
0.43
LiqDrop
false
null
null
0
NYSE>IEX>EDGX>NASDAQ
LMT
8
94
0
37
8
-4
-18
null
null
Paused due to data glitch
X005077
2025-11-28 11:13:32
XLP
Buy
14,586
129.06
1,882,469.16
3
0.05
Ultra
3.7
17
-32.1
IEX>BATS>ARCA>NASDAQ
IS
4
LMT
3.6
68
32
0.62
Multi
false
null
null
0
IEX>BATS>ARCA>NASDAQ
LMT
95.1
94
7.6
47
19
-6
-6
null
null
High urgency from PM
X005078
2025-12-20 11:22:12
PEP
Buy
64,008
34.55
2,211,476.4
2.4
0.202
Low
20.1
26
-33.9
ARCA>BATS>IEX
TWAP
2
PO
7
87
32
0.77
Slip>Thresh
false
null
null
0
ARCA>BATS>IEX
PO
22
92
0
113
13
-37
-5
null
null
Toxic prints; widened spread
X005079
2025-12-06 12:09:25
NFLX
Buy
4,671
334.05
1,560,347.55
2.9
0.045
Ultra
4.7
21
-5.3
ARCA>IEX
TWAP
2
MKT
3.2
61
22
0.66
ToxicitySpike
false
null
null
0
ARCA>IEX
MKT
34
98
0.2
18
7
-13
36
NoShort
null
Venue switch reduced impact
X005080
2025-11-06 14:30:05
AAPL
Sell
84,722
308.62
26,146,903.64
1.6
0.249
Low
10.2
14
-18.1
NYSE>NASDAQ>ARCA>EDGX>BATS
VWAP
1
LMT
2.8
89
22
0.47
LiqDrop
false
null
null
0
NYSE>NASDAQ>ARCA>EDGX>BATS
LMT
91.2
87
2.6
119
14
11
21
null
null
Stable book; normal liquidity
X005081
2025-12-02 09:47:49
INTC
Sell
7,973
254.12
2,026,098.76
0.7
0.38
Low
27.2
13
-22.4
ARCA>BATS>NASDAQ>EDGX>NYSE
POV
4
IOC
11.3
64
17
0.52
Slip>Thresh
false
null
null
0
ARCA>BATS>NASDAQ>EDGX>NYSE
IOC
21.7
100
6.3
175
6
-12
-40
null
null
Venue switch reduced impact
X005082
2025-11-12 14:03:37
AAPL
Sell
67,781
151.99
10,302,034.19
2.9
0.199
Low
16.1
7
-32.1
NASDAQ>NYSE
IS
4
LMT
8.1
98
29
0.8
LiqDrop
false
null
null
0
NASDAQ>NYSE
LMT
28.1
86
21.6
44
3
-38
-25
Watchlist
null
Paused due to data glitch
X005083
2025-10-28 10:12:04
XLP
Sell
39,812
165.29
6,580,525.48
2.6
0.138
Low
21.4
9
-20.5
BATS>IEX>EDGX>NYSE
POV
4
LMT
9
82
12
0.44
Multi
true
MultiTrigger
Pause
13
BATS>IEX>EDGX>NYSE
LMT>IOC
98.7
66
12
8
-12
-40
-26
null
null
Venue switch reduced impact
X005084
2025-11-03 10:30:39
AAPL
Buy
185,232
100.82
18,675,090.24
1.6
0.545
Low
9.8
4
13.5
BATS>ARCA>NASDAQ>NYSE
IS
4
LMT
5
166
35
0.43
Slip>Thresh
false
null
null
0
BATS>ARCA>NASDAQ>NYSE
LMT
30.9
78
0
166
15
-25
-34
null
null
Toxic prints; widened spread
X005085
2025-12-14 09:36:20
AMZN
Buy
4,993
227.45
1,135,657.85
2.3
0.229
Medium
6.6
36
0.2
ARCA>NASDAQ>NYSE>IEX>BATS
TWAP
3
MKT
4
62
21
0.81
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>NYSE>IEX>BATS
MKT
42.5
94
8.8
132
44
-37
-12
null
VenueReject
Toxic prints; widened spread
X005086
2025-11-01 09:35:31
XLB
Buy
53,618
27.62
1,480,929.16
2.6
0.137
Medium
7.5
4
-20.4
BATS>EDGX
TWAP
2
IOC
3.7
82
26
0.72
LiqDrop
false
null
null
0
BATS>EDGX
IOC
86.6
87
5.7
40
21
-15
38
NoShort
null
Stable book; normal liquidity
X005087
2025-11-06 15:25:45
LQD
Sell
7,454
116.47
868,167.38
1.7
0.037
Ultra
11.5
4
8.7
EDGX>ARCA>NYSE>IEX
VWAP
2
MKT
4.3
63
30
0.8
LiqDrop
false
null
null
0
EDGX>ARCA>NYSE>IEX
MKT
24.3
86
6.6
10
27
-20
7
Watchlist
null
Toxic prints; widened spread
X005088
2025-12-20 09:35:47
CSCO
Buy
35,344
285.13
10,077,634.72
3.3
0.089
Low
24.7
14
34.2
NASDAQ>BATS
Adaptive
1
MKT
7.4
72
22
0.81
LiqDrop
false
null
null
0
NASDAQ>BATS
MKT
14
85
2.2
82
14
2
-32
null
null
Stable book; normal liquidity
X005089
2025-11-24 14:24:22
HYG
Sell
16,091
77.42
1,245,765.22
1.2
0.088
Medium
24.1
4
32.5
IEX>NASDAQ>ARCA
TWAP
1
PO
6.4
65
20
0.74
Slip>Thresh
false
null
null
0
IEX>NASDAQ>ARCA
PO
39
88
6
10
19
-7
-8
null
null
Stable book; normal liquidity
X005090
2025-11-24 15:55:40
IWM
Sell
65,718
201.85
13,265,178.3
1.5
0.091
High
7.6
36
-3.6
NYSE>BATS>ARCA>NASDAQ>EDGX
IS
5
LMT
4.4
102
20
0.54
Slip>Thresh
false
null
null
0
NYSE>BATS>ARCA>NASDAQ>EDGX
LMT
92.8
97
6.5
88
1
-30
-22
null
null
Toxic prints; widened spread
X005091
2025-11-14 10:35:45
JNJ
Sell
26,235
246.22
6,459,581.7
4.5
0.096
Low
10
21
-19.7
NYSE>EDGX
POV
4
PO
7.1
75
30
0.84
LiqDrop
false
null
null
0
NYSE>EDGX
PO
91.8
98
17.3
86
-15
-33
6
null
null
Paused due to data glitch
X005092
2025-11-26 09:38:49
XOM
Buy
3,102
348.39
1,080,705.78
3.9
0.028
Ultra
3.3
33
2.1
NASDAQ>BATS>EDGX>NYSE
IS
4
LMT
4.1
61
15
0.53
Multi
false
null
null
0
NASDAQ>BATS>EDGX>NYSE
LMT
62
96
2.2
17
-7
-7
-31
null
null
Stable book; normal liquidity
X005093
2025-11-29 15:10:53
NKE
Sell
10,487
66.16
693,819.92
3.9
0.049
Medium
9.7
9
-28.8
NASDAQ>IEX>EDGX>ARCA>BATS
VWAP
2
LMT
4.2
64
35
0.73
Multi
false
null
null
0
NASDAQ>IEX>EDGX>ARCA>BATS
LMT
84.1
92
0.7
39
20
21
-35
null
null
High urgency from PM
X005094
2025-11-23 13:25:16
XLY
Sell
74,028
235.33
17,421,009.24
1.2
0.309
Low
14.8
26
-29.5
BATS>ARCA
VWAP
2
MKT
5.1
91
17
0.71
ToxicitySpike
false
null
null
0
BATS>ARCA
MKT
81.3
95
5
110
27
1
20
null
null
Stable book; normal liquidity
X005095
2025-12-17 13:07:45
IEF
Buy
17,755
95.77
1,700,396.35
2.8
0.067
High
8.8
30
6.1
EDGX>IEX
TWAP
2
IOC
4.2
67
12
0.53
ToxicitySpike
false
null
null
0
EDGX>IEX
IOC
0.7
87
5.9
99
6
-21
-12
PositionLimitNear
null
Stable book; normal liquidity
X005096
2025-10-27 10:03:13
XOM
Sell
16,984
167.12
2,838,366.08
4.3
0.155
Low
10
16
16.7
IEX>ARCA>NASDAQ>NYSE
IS
5
LMT
7.6
71
18
0.55
LiqDrop
false
null
null
0
IEX>ARCA>NASDAQ>NYSE
LMT
37.5
91
9.3
10
-3
-24
-35
NoShort
null
Toxic prints; widened spread
X005097
2025-11-29 13:38:48
IEF
Sell
38,849
94.82
3,683,662.18
3.2
0.147
Low
18.6
3
-21.4
ARCA>NASDAQ>NYSE>IEX>BATS
TWAP
2
PO
7
76
18
0.67
LiqDrop
true
LiquidityDrop
VenueSwitch
19
ARCA>NASDAQ>NYSE>IEX>BATS
PO>IOC
14.5
92
16.7
147
12
-36
-27
null
null
High urgency from PM
X005098
2025-11-18 14:43:39
BA
Sell
41,162
321.3
13,225,350.6
3
0.137
Low
22.9
17
-18.5
EDGX>ARCA>NASDAQ
POV
4
MKT
11.8
83
33
0.73
ToxicitySpike
false
null
null
0
EDGX>ARCA>NASDAQ
MKT
3
95
42.9
148
-8
-6
40
null
null
Venue switch reduced impact
X005099
2025-11-21 14:12:01
JPM
Sell
2,485
236.17
586,882.45
4.1
0.062
Medium
14.6
16
-29
NASDAQ>BATS>NYSE>IEX
IS
5
MKT
11.3
61
12
0.62
Multi
true
MultiTrigger
AlgoSwitch
10
NASDAQ>BATS>NYSE>IEX
MKT>IOC
93.1
99
4.7
99
-11
-36
-36
null
null
Stable book; normal liquidity
X005100
2025-12-05 14:22:33
JNJ
Sell
51,315
301.98
15,496,103.7
3.9
0.188
Low
20
18
-10.6
IEX>BATS>NYSE>NASDAQ
Adaptive
5
LMT
8.9
93
18
0.61
Multi
false
null
null
0
IEX>BATS>NYSE>NASDAQ
LMT
44.9
97
5.8
31
-13
-20
36
null
null
Toxic prints; widened spread