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
X005401
2025-12-06 09:35:22
IEF
Sell
57,357
97.91
5,615,823.87
2.3
0.218
Low
20.6
12
34.3
NYSE>IEX>NASDAQ
IS
4
IOC
10.8
92
25
0.81
LiqDrop
false
null
null
0
NYSE>IEX>NASDAQ
IOC
36.7
99
0
109
14
8
30
NoShort
null
High urgency from PM
X005402
2025-11-07 15:37:08
NVDA
Buy
1,481
240.59
356,313.79
1.5
0.038
Medium
33.5
8
31.2
IEX>NASDAQ
Adaptive
2
MKT
10
60
25
0.71
Slip>Thresh
false
null
null
0
IEX>NASDAQ
MKT
5.9
96
6.9
10
32
-26
9
null
null
Stable book; normal liquidity
X005403
2025-11-15 11:04:59
XLP
Buy
15,554
189.02
2,940,017.08
3
0.054
Ultra
3.8
3
32
NYSE>EDGX>BATS>IEX>NASDAQ
IS
4
MKT
4.4
68
30
0.41
Multi
false
null
null
0
NYSE>EDGX>BATS>IEX>NASDAQ
MKT
90.8
99
0.4
75
22
26
18
NoShort
null
Toxic prints; widened spread
X005404
2025-12-08 12:22:35
AMZN
Buy
4,421
216.44
956,881.24
1.6
0.203
High
5
23
-16.1
IEX>NASDAQ>BATS>ARCA>NYSE
Adaptive
1
MKT
2
61
25
0.41
LiqDrop
false
null
null
0
IEX>NASDAQ>BATS>ARCA>NYSE
MKT
45
92
0
50
-7
13
-14
null
null
Stable book; normal liquidity
X005405
2025-11-27 10:07:30
CVX
Sell
42,749
240.37
10,275,577.13
1.1
0.254
Medium
6.2
35
-3.6
EDGX>ARCA>NASDAQ>NYSE>IEX
TWAP
3
LMT
2.5
81
24
0.57
Slip>Thresh
false
null
null
0
EDGX>ARCA>NASDAQ>NYSE>IEX
LMT
21.4
94
2.6
198
-10
-12
27
PositionLimitNear
null
High urgency from PM
X005406
2025-12-26 09:46:59
UNH
Buy
8,266
165.54
1,368,353.64
3
0.036
Medium
21.3
35
11.6
IEX>ARCA>EDGX
Adaptive
3
LMT
7
64
28
0.7
LiqDrop
true
LiquidityDrop
Pause
17
IEX>ARCA>EDGX
LMT>MKT
12.7
100
12.6
138
23
-18
16
null
null
Venue switch reduced impact
X005407
2025-12-18 14:13:12
XLE
Sell
30,300
33.82
1,024,746
3.7
0.109
Low
24.8
21
-8
NASDAQ>EDGX>ARCA>NYSE>IEX
Adaptive
3
LMT
8.3
75
28
0.52
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>ARCA>NYSE>IEX
LMT
42.7
68
6.2
82
-4
-29
-33
null
null
Paused due to data glitch
X005408
2025-11-08 09:35:19
JPM
Buy
15,724
42.56
669,213.44
3.6
0.389
Low
22.4
34
25.1
IEX>NASDAQ>NYSE>ARCA
VWAP
3
MKT
9.9
67
21
0.85
LiqDrop
false
null
null
0
IEX>NASDAQ>NYSE>ARCA
MKT
82
88
11.1
10
25
12
-30
null
null
High urgency from PM
X005409
2025-10-27 14:21:00
AAPL
Buy
42,823
196.85
8,429,707.55
1.3
0.126
Medium
18.6
36
-35
ARCA>NYSE>IEX>EDGX>BATS
TWAP
2
PO
5.9
78
21
0.69
LiqDrop
false
null
null
0
ARCA>NYSE>IEX>EDGX>BATS
PO
37.9
91
0.2
96
39
-14
-38
null
null
Venue switch reduced impact
X005410
2025-12-15 13:56:16
XLB
Buy
59,129
236.7
13,995,834.3
2.5
0.151
Low
22.3
15
-3.4
EDGX>BATS>NYSE>NASDAQ
Adaptive
5
LMT
8.7
98
18
0.75
Multi
false
null
null
0
EDGX>BATS>NYSE>NASDAQ
LMT
36.7
87
4
136
36
-18
9
null
null
High urgency from PM
X005411
2025-11-06 11:40:47
NFLX
Buy
12,234
239.83
2,934,080.22
3.7
0.117
Low
13.2
13
22.2
NASDAQ>IEX>EDGX>ARCA>NYSE
Adaptive
4
IOC
6.9
67
22
0.8
LiqDrop
false
null
null
0
NASDAQ>IEX>EDGX>ARCA>NYSE
IOC
40
96
17.8
78
-15
18
-21
NoShort
null
Venue switch reduced impact
X005412
2025-12-25 11:07:32
XLK
Buy
25,330
75.41
1,910,135.3
1.2
0.071
Ultra
3.8
30
26.5
NYSE>IEX>EDGX
Adaptive
5
LMT
2
76
32
0.67
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
11
NYSE>IEX>EDGX
LMT>PO
88.2
93
2.9
67
23
-33
-25
null
null
Toxic prints; widened spread
X005413
2025-11-09 14:07:29
V
Sell
3,801
53.36
202,821.36
5.3
0.049
Low
16
32
20.8
IEX>ARCA
VWAP
1
MKT
6.6
61
27
0.57
ToxicitySpike
false
null
null
0
IEX>ARCA
MKT
41.6
85
14.7
10
28
21
26
null
null
Toxic prints; widened spread
X005414
2025-11-07 12:03:23
UNH
Sell
24,253
171.75
4,165,452.75
2.5
0.107
Medium
6.5
32
-24.4
BATS>NYSE
POV
5
LMT
4.3
75
28
0.44
ToxicitySpike
false
null
null
0
BATS>NYSE
LMT
11.5
99
17.1
143
-15
-7
25
NoShort
null
Paused due to data glitch
X005415
2025-12-09 12:18:36
SPY
Sell
552,861
493.26
272,704,216.86
1.4
0.747
Low
19.7
10
-7.3
NYSE>NASDAQ>EDGX>BATS
POV
4
LMT
7.9
290
17
0.83
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>EDGX>BATS
LMT
15.2
86
5.8
294
25
-27
36
null
null
Stable book; normal liquidity
X005416
2025-11-26 14:51:17
PFE
Sell
98,317
115.77
11,382,159.09
1.8
0.267
Medium
7.2
30
20.3
ARCA>NYSE
TWAP
1
IOC
2.8
94
16
0.59
LiqDrop
false
null
null
0
ARCA>NYSE
IOC
73.8
96
0
77
-17
-38
-16
null
null
Toxic prints; widened spread
X005417
2025-11-06 13:16:03
IWM
Sell
109,668
199.43
21,871,089.24
1
0.151
High
11
36
-26.8
EDGX>NASDAQ>BATS
VWAP
3
LMT
3.6
114
29
0.83
ToxicitySpike
false
null
null
0
EDGX>NASDAQ>BATS
LMT
8.6
87
14.4
119
18
-36
40
PositionLimitNear
null
High urgency from PM
X005418
2025-11-23 12:25:25
HD
Buy
8,345
116.91
975,613.95
1.7
0.032
Ultra
7.4
16
29.4
ARCA>EDGX>NYSE
Adaptive
4
MKT
3.8
64
28
0.42
Multi
false
null
null
0
ARCA>EDGX>NYSE
MKT
21.3
90
0
35
19
-23
-20
NoShort
null
Toxic prints; widened spread
X005419
2025-12-16 12:00:53
HYG
Buy
19,805
77.91
1,543,007.55
1.6
0.109
Ultra
4.2
27
-4.8
NASDAQ>EDGX>IEX>NYSE
Adaptive
3
MKT
2.3
69
30
0.6
LiqDrop
false
null
null
0
NASDAQ>EDGX>IEX>NYSE
MKT
74.2
85
8.8
74
24
-16
18
null
VenueReject
Paused due to data glitch
X005420
2025-11-02 13:56:11
WMT
Buy
15,790
158.08
2,496,083.2
4.1
0.049
Low
21.7
25
-32.5
IEX>NYSE>BATS
IS
5
LMT
12.2
70
13
0.75
LiqDrop
true
LiquidityDrop
Pause
30
IEX>NYSE>BATS
LMT>MKT
44.6
90
2.5
127
49
-32
-37
null
null
Toxic prints; widened spread
X005421
2025-12-08 13:27:39
UNH
Sell
122,425
208.67
25,546,424.75
1.8
0.538
Low
16.6
7
32.7
IEX>NASDAQ>EDGX>NYSE>ARCA
VWAP
3
MKT
6.9
121
22
0.44
Multi
false
null
null
0
IEX>NASDAQ>EDGX>NYSE>ARCA
MKT
52
98
0
180
43
23
15
null
null
Stable book; normal liquidity
X005422
2025-11-25 14:29:46
CSCO
Buy
25,695
48.47
1,245,436.65
4.4
0.064
Low
20.2
16
-32.5
BATS>IEX>EDGX>NASDAQ>NYSE
IS
5
LMT
11.8
76
19
0.4
Multi
false
null
null
0
BATS>IEX>EDGX>NASDAQ>NYSE
LMT
8.4
86
0
13
-1
-10
-9
null
null
Venue switch reduced impact
X005423
2025-11-24 15:46:54
NVDA
Buy
3,985
201.51
803,017.35
1.6
0.103
Low
30.9
35
-26.4
NYSE>ARCA>NASDAQ>BATS
POV
5
MKT
15.4
62
32
0.65
ToxicitySpike
false
null
null
0
NYSE>ARCA>NASDAQ>BATS
MKT
70.3
97
14.8
184
-5
-32
21
null
null
Paused due to data glitch
X005424
2025-11-09 09:46:19
PEP
Buy
14,323
34.13
488,843.99
3.3
0.045
Medium
21.8
32
-17
NYSE>BATS>NASDAQ
Adaptive
4
MKT
9.9
68
17
0.67
ToxicitySpike
false
null
null
0
NYSE>BATS>NASDAQ
MKT
67.5
89
19.4
10
37
0
-7
null
null
High urgency from PM
X005425
2025-11-03 13:03:49
BAC
Sell
23,072
53.13
1,225,815.36
1.4
0.063
Medium
24.6
33
-9.3
IEX>NASDAQ>BATS>EDGX>NYSE
TWAP
3
LMT
7.8
71
25
0.72
Slip>Thresh
false
null
null
0
IEX>NASDAQ>BATS>EDGX>NYSE
LMT
11.6
92
0
46
49
-35
15
null
null
Toxic prints; widened spread
X005426
2025-11-23 11:48:06
TSLA
Buy
44,123
334.88
14,775,910.24
2
0.137
Medium
7.8
20
-26.8
IEX>BATS>EDGX
POV
4
LMT
4
85
19
0.47
ToxicitySpike
false
null
null
0
IEX>BATS>EDGX
LMT
65.2
99
10.5
103
16
-7
29
null
null
Venue switch reduced impact
X005427
2025-12-05 14:47:18
HYG
Sell
7,990
74.03
591,499.7
2
0.044
High
18.5
22
-20.5
BATS>NASDAQ>IEX>NYSE
Adaptive
1
LMT
4.4
62
17
0.69
LiqDrop
false
null
null
0
BATS>NASDAQ>IEX>NYSE
LMT
20.5
86
7.6
27
44
-11
-15
null
null
Venue switch reduced impact
X005428
2025-12-11 11:26:36
AMD
Sell
5,879
276.48
1,625,425.92
2.3
0.164
Low
32.1
17
-25.4
BATS>IEX
IS
5
MKT
18.2
63
18
0.73
LiqDrop
false
null
null
0
BATS>IEX
MKT
67.9
97
30.8
35
44
-10
18
null
null
Venue switch reduced impact
X005429
2025-12-18 13:17:03
PFE
Sell
8,057
74.08
596,862.56
2.7
0.022
Ultra
3.5
18
-21.4
NYSE>ARCA
Adaptive
1
LMT
1.7
62
29
0.78
LiqDrop
false
null
null
0
NYSE>ARCA
LMT
59.7
95
2.5
55
-15
-34
-31
null
null
Toxic prints; widened spread
X005430
2025-11-21 14:50:42
CSCO
Buy
43,125
301.4
12,997,875
2.7
0.108
High
4.9
34
6.3
BATS>EDGX>NYSE
VWAP
3
MKT
3.4
81
19
0.52
Slip>Thresh
false
null
null
0
BATS>EDGX>NYSE
MKT
74.2
88
7.7
118
-9
-4
-15
null
null
Venue switch reduced impact
X005431
2025-11-08 09:35:20
TSLA
Sell
23,124
339.48
7,850,135.52
1
0.072
High
20.1
12
26.1
NYSE>NASDAQ>EDGX>IEX
TWAP
1
IOC
5.6
68
27
0.76
LiqDrop
false
null
null
0
NYSE>NASDAQ>EDGX>IEX
IOC
89.8
91
5.3
46
-16
-11
39
null
null
Venue switch reduced impact
X005432
2025-11-13 13:36:57
HYG
Sell
51,844
75.42
3,910,074.48
1.3
0.284
Low
22
14
2
BATS>ARCA
Adaptive
5
LMT
7.9
93
26
0.53
ToxicitySpike
false
null
null
0
BATS>ARCA
LMT
88
99
19.4
129
31
-23
34
null
null
Toxic prints; widened spread
X005433
2025-11-10 15:12:30
BRK.B
Buy
39,261
274.63
10,782,248.43
1.7
0.178
Medium
6.5
36
25.9
NYSE>IEX>NASDAQ
TWAP
2
MKT
3.1
76
29
0.77
ToxicitySpike
false
null
null
0
NYSE>IEX>NASDAQ
MKT
72.8
92
0
49
40
-29
29
null
null
Toxic prints; widened spread
X005434
2025-10-28 11:48:41
WMT
Buy
11,923
301.58
3,595,738.34
4.4
0.037
Medium
21.3
8
-30.6
IEX>NASDAQ
Adaptive
1
LMT
5.9
64
33
0.83
ToxicitySpike
false
null
null
0
IEX>NASDAQ
LMT
19.3
70
5.4
60
50
13
36
Watchlist
null
High urgency from PM
X005435
2025-12-25 10:07:33
MA
Buy
176,557
145.02
25,604,296.14
0.9
0.752
Low
18.3
25
2.7
IEX>NASDAQ>NYSE>BATS
Adaptive
5
LMT
6.7
174
12
0.74
Slip>Thresh
false
null
null
0
IEX>NASDAQ>NYSE>BATS
LMT
15.9
96
0
60
37
-8
3
null
null
High urgency from PM
X005436
2025-11-27 11:56:52
XLF
Buy
36,922
28.69
1,059,292.18
2.8
0.101
Low
15.1
31
-15.6
BATS>IEX
VWAP
2
LMT
5
75
29
0.58
LiqDrop
true
LiquidityDrop
AlgoSwitch
12
BATS>IEX
LMT>IOC
68
69
4.5
116
2
0
14
null
null
Toxic prints; widened spread
X005437
2025-11-07 12:47:52
GOOGL
Buy
15,281
186.23
2,845,780.63
0.9
0.046
Ultra
5.2
7
3.5
IEX>BATS>EDGX>ARCA>NASDAQ
Adaptive
4
LMT
2
68
22
0.83
Slip>Thresh
false
null
null
0
IEX>BATS>EDGX>ARCA>NASDAQ
LMT
31.3
98
2.5
79
50
-8
-37
null
null
Stable book; normal liquidity
X005438
2025-12-09 10:22:17
NVDA
Buy
2,522
48.77
122,997.94
2
0.065
High
11.9
36
17.2
ARCA>IEX>NASDAQ>BATS
VWAP
2
PO
4.2
61
27
0.75
LiqDrop
false
null
null
0
ARCA>IEX>NASDAQ>BATS
PO
93.4
99
18
54
-3
-21
3
null
null
Toxic prints; widened spread
X005439
2025-12-13 09:40:34
XLV
Buy
126,916
285.68
36,257,362.88
1.4
0.356
Low
18.9
17
-1.6
EDGX>NASDAQ>BATS>ARCA
TWAP
2
LMT
5.6
113
12
0.48
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>BATS>ARCA
LMT
78.1
85
9.1
95
21
7
-15
PositionLimitNear
null
Toxic prints; widened spread
X005440
2025-12-13 11:12:57
JPM
Buy
3,092
137.08
423,851.36
3.1
0.077
Low
18.2
20
5.7
ARCA>NYSE>BATS>EDGX>IEX
IS
4
LMT
9
61
27
0.68
Multi
false
null
null
0
ARCA>NYSE>BATS>EDGX>IEX
LMT
73.9
100
8.6
64
-6
-9
27
null
null
Venue switch reduced impact
X005441
2025-12-08 13:40:15
BRK.B
Sell
65,192
98.05
6,392,075.6
1.7
0.296
Low
14.6
3
-5.7
ARCA>NYSE>IEX>BATS>NASDAQ
Adaptive
2
LMT
4.2
87
17
0.71
Multi
false
null
null
0
ARCA>NYSE>IEX>BATS>NASDAQ
LMT
39.3
99
15.8
38
48
17
4
null
null
High urgency from PM
X005442
2025-10-30 15:52:08
LQD
Buy
19,662
116.48
2,290,229.76
1.2
0.097
Medium
24.3
32
22.8
EDGX>IEX>BATS
TWAP
1
LMT
5.8
66
14
0.77
LiqDrop
false
null
null
0
EDGX>IEX>BATS
LMT
97.5
87
0
58
-11
19
-26
null
null
High urgency from PM
X005443
2025-11-27 14:03:23
GOOGL
Sell
50,161
113.79
5,707,820.19
1.8
0.149
Medium
9.7
34
30.3
ARCA>IEX
VWAP
1
LMT
2.8
77
21
0.46
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
13
ARCA>IEX
LMT>PO
80.4
94
0
43
29
0
1
Watchlist
null
Stable book; normal liquidity
X005444
2025-12-11 13:45:01
XLU
Buy
9,683
313.29
3,033,587.07
1.3
0.031
Ultra
20.3
25
6
BATS>EDGX
POV
5
IOC
9.9
66
12
0.48
Slip>Thresh
false
null
null
0
BATS>EDGX
IOC
39.2
87
6.8
65
38
-6
33
Watchlist
null
Venue switch reduced impact
X005445
2025-11-25 11:37:39
JNJ
Sell
56,432
94.92
5,356,525.44
4.9
0.207
Low
23.4
36
0.6
NYSE>NASDAQ>EDGX
TWAP
2
MKT
10.2
83
32
0.4
LiqDrop
false
null
null
0
NYSE>NASDAQ>EDGX
MKT
22
93
4.9
78
27
28
4
Watchlist
null
Stable book; normal liquidity
X005446
2025-12-11 09:35:24
PEP
Sell
53,944
39.59
2,135,642.96
2.4
0.17
High
3.4
10
-3.4
NASDAQ>NYSE>IEX>BATS
TWAP
3
MKT
2.9
86
32
0.82
Multi
false
null
null
0
NASDAQ>NYSE>IEX>BATS
MKT
3.8
93
0
114
59
11
-35
null
null
Venue switch reduced impact
X005447
2025-11-10 13:58:21
MSFT
Sell
7,400
220.88
1,634,512
3.5
0.039
Medium
22.1
33
-19.9
NASDAQ>IEX>ARCA>BATS
VWAP
3
LMT
7.9
63
34
0.56
Slip>Thresh
false
null
null
0
NASDAQ>IEX>ARCA>BATS
LMT
47.4
100
14
74
-15
16
7
NoShort
null
High urgency from PM
X005448
2025-12-13 15:31:49
CVX
Sell
58,562
97.75
5,724,435.5
1.3
0.348
Medium
3.8
16
19.7
IEX>NASDAQ>BATS
VWAP
1
LMT
1.4
80
33
0.43
ToxicitySpike
false
null
null
0
IEX>NASDAQ>BATS
LMT
27.7
93
12.3
112
16
10
29
null
null
Paused due to data glitch
X005449
2025-12-06 13:35:29
NVDA
Sell
8,168
203.01
1,658,185.68
1.2
0.211
Low
29.4
22
-6.9
BATS>IEX>NYSE>ARCA
IS
5
MKT
15.8
65
31
0.7
Slip>Thresh
false
null
null
0
BATS>IEX>NYSE>ARCA
MKT
27.4
90
29.9
10
11
-38
37
null
null
Venue switch reduced impact
X005450
2025-11-26 11:28:26
JPM
Buy
2,275
175.3
398,807.5
4.1
0.056
Low
20.9
32
-18.8
EDGX>NASDAQ>BATS>IEX>NYSE
Adaptive
4
IOC
9.7
61
34
0.75
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>BATS>IEX>NYSE
IOC
30
89
10
103
29
-36
-28
null
null
Toxic prints; widened spread
X005451
2025-11-18 14:17:26
BRK.B
Buy
8,964
277.18
2,484,641.52
2.6
0.041
High
14.3
8
-32.6
NASDAQ>IEX>ARCA
VWAP
3
LMT
5.3
64
25
0.45
LiqDrop
false
null
null
0
NASDAQ>IEX>ARCA
LMT
64.4
94
0
10
4
28
-8
null
null
High urgency from PM
X005452
2025-12-07 15:42:18
BAC
Sell
150,982
168.09
25,378,564.38
0.9
0.412
Medium
7.3
25
19
NASDAQ>NYSE>BATS>EDGX
Adaptive
2
MKT
2.6
124
18
0.76
Multi
false
null
null
0
NASDAQ>NYSE>BATS>EDGX
MKT
99.9
100
1.6
127
-10
29
5
null
null
High urgency from PM
X005453
2025-12-15 13:06:45
INTC
Sell
2,496
46.05
114,940.8
1
0.119
High
10.1
33
6
ARCA>EDGX>NYSE>IEX>BATS
IS
5
MKT
6
61
26
0.76
ToxicitySpike
false
null
null
0
ARCA>EDGX>NYSE>IEX>BATS
MKT
31.8
94
3.8
10
45
14
-18
PositionLimitNear
null
High urgency from PM
X005454
2025-11-29 14:27:32
KO
Sell
2,098
311.89
654,345.22
3.7
0.052
Low
23.7
17
22
ARCA>IEX>EDGX>NYSE
TWAP
1
LMT
6.8
60
13
0.53
ToxicitySpike
false
null
null
0
ARCA>IEX>EDGX>NYSE
LMT
22.5
96
0
202
2
-40
2
null
null
Toxic prints; widened spread
X005455
2025-11-18 10:43:50
PFE
Buy
13,854
106.22
1,471,571.88
3
0.038
High
14.7
9
-6
NYSE>BATS>ARCA>EDGX
VWAP
1
MKT
5.2
64
18
0.76
Multi
false
null
null
0
NYSE>BATS>ARCA>EDGX
MKT
62.4
86
5
84
14
-6
6
null
null
Stable book; normal liquidity
X005456
2025-11-08 10:09:17
QQQ
Buy
21,841
426.05
9,305,358.05
0.9
0.069
Ultra
4.3
19
6.7
ARCA>NASDAQ>IEX
IS
4
LMT
2.3
72
34
0.46
LiqDrop
false
null
null
0
ARCA>NASDAQ>IEX
LMT
79.6
87
3
81
46
-39
26
null
null
Venue switch reduced impact
X005457
2025-11-01 15:39:45
MSFT
Sell
5,531
166.2
919,252.2
2.2
0.029
High
19
19
26.2
ARCA>NASDAQ>IEX>BATS
TWAP
3
MKT
8.1
62
24
0.44
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>IEX>BATS
MKT
61.3
99
17.8
91
-7
10
-23
null
null
Venue switch reduced impact
X005458
2025-12-03 14:44:44
BAC
Buy
29,228
264.23
7,722,914.44
1
0.08
High
14.7
11
-28.6
NYSE>BATS>IEX>ARCA>NASDAQ
TWAP
2
LMT
4.2
72
15
0.63
ToxicitySpike
false
null
null
0
NYSE>BATS>IEX>ARCA>NASDAQ
LMT
62.1
90
4.4
35
59
15
19
Watchlist
Throttle
Stable book; normal liquidity
X005459
2025-11-07 14:48:50
TSLA
Buy
32,430
159.21
5,163,180.3
1.1
0.101
Ultra
4.2
17
9.3
EDGX>BATS
TWAP
1
PO
1.6
71
34
0.5
Slip>Thresh
false
null
null
0
EDGX>BATS
PO
6.6
87
0.7
64
-18
-23
32
null
null
Venue switch reduced impact
X005460
2025-11-22 15:39:20
T
Buy
32,899
319.52
10,511,888.48
3.7
0.274
Low
23.2
39
16.7
EDGX>NYSE
Adaptive
1
LMT
6
71
24
0.79
Multi
false
null
null
0
EDGX>NYSE
LMT
26.5
97
12.5
133
43
4
16
null
null
Stable book; normal liquidity
X005461
2025-11-07 15:15:28
QQQ
Sell
38,852
424.3
16,484,903.6
0.9
0.123
Medium
18.2
31
15.3
NYSE>NASDAQ
Adaptive
1
MKT
4.8
73
35
0.72
Slip>Thresh
false
null
null
0
NYSE>NASDAQ
MKT
39
86
16.8
47
47
-36
40
null
null
Venue switch reduced impact
X005462
2025-10-29 10:23:07
JPM
Buy
1,100
193.26
212,586
2.6
0.027
High
16.7
27
19.1
ARCA>NASDAQ>NYSE
VWAP
2
LMT
5.2
60
22
0.45
LiqDrop
false
null
null
0
ARCA>NASDAQ>NYSE
LMT
73.6
85
8
41
45
-1
-30
null
null
High urgency from PM
X005463
2025-10-27 14:34:44
XLB
Sell
35,941
294.13
10,571,326.33
1.5
0.092
Medium
15.4
29
-22.4
EDGX>BATS>IEX
TWAP
2
LMT
4.6
75
13
0.77
LiqDrop
false
null
null
0
EDGX>BATS>IEX
LMT
82.7
96
13.9
87
-2
10
-6
null
null
Stable book; normal liquidity
X005464
2025-10-30 13:41:58
PEP
Sell
27,681
136.31
3,773,197.11
3.5
0.087
High
3
6
15.8
IEX>NYSE>ARCA>EDGX
VWAP
3
LMT
2.7
73
14
0.56
ToxicitySpike
false
null
null
0
IEX>NYSE>ARCA>EDGX
LMT
38.9
91
0
15
29
-37
-16
null
null
Stable book; normal liquidity
X005465
2025-11-27 09:36:08
AMZN
Buy
1,614
125.14
201,975.96
1.9
0.074
Medium
25.7
26
-6.7
NASDAQ>ARCA
VWAP
3
MKT
9.7
60
24
0.54
Slip>Thresh
false
null
null
0
NASDAQ>ARCA
MKT
48.4
89
0
75
37
-7
-32
null
null
Paused due to data glitch
X005466
2025-10-27 09:58:45
IWM
Buy
30,550
198.57
6,066,313.5
0.8
0.042
Ultra
16.4
36
-26.8
BATS>NASDAQ>IEX>NYSE
TWAP
2
MKT
5.5
72
26
0.69
Multi
false
null
null
0
BATS>NASDAQ>IEX>NYSE
MKT
67.3
94
7
70
23
7
-11
null
null
Paused due to data glitch
X005467
2025-11-07 12:20:55
T
Sell
17,602
61.62
1,084,635.24
3.8
0.147
Low
10.9
3
27.4
NYSE>ARCA>EDGX>IEX>NASDAQ
VWAP
3
LMT
5.1
68
12
0.63
LiqDrop
false
null
null
0
NYSE>ARCA>EDGX>IEX>NASDAQ
LMT
46.1
89
2
70
35
-2
4
null
null
High urgency from PM
X005468
2025-12-24 14:24:14
VZ
Sell
7,020
81.07
569,111.4
3.1
0.06
Low
22.9
4
-4.5
IEX>EDGX>ARCA
VWAP
3
LMT
7.9
63
20
0.59
Slip>Thresh
false
null
null
0
IEX>EDGX>ARCA
LMT
12.7
97
0
20
4
3
30
null
null
Venue switch reduced impact
X005469
2025-11-15 14:24:10
XLU
Sell
23,858
301.77
7,199,628.66
1.7
0.076
Medium
15.9
13
14.1
IEX>NYSE>EDGX
TWAP
1
IOC
4.9
68
15
0.78
ToxicitySpike
false
null
null
0
IEX>NYSE>EDGX
IOC
37.3
92
12.7
10
13
29
25
null
null
Stable book; normal liquidity
X005470
2025-11-02 11:20:11
PEP
Sell
15,122
281.9
4,262,891.8
4.3
0.048
Low
20.1
8
8.9
NYSE>NASDAQ>ARCA
POV
5
MKT
12.9
69
13
0.6
Multi
false
null
null
0
NYSE>NASDAQ>ARCA
MKT
24.3
90
30
10
11
4
-31
null
null
Toxic prints; widened spread
X005471
2025-10-30 14:06:15
WMT
Sell
222,256
331.72
73,726,760.32
3.2
0.684
Low
9.2
37
-20.8
ARCA>NASDAQ>NYSE>EDGX>BATS
POV
3
MKT
6
171
19
0.84
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>NYSE>EDGX>BATS
MKT
21.2
100
14.9
167
3
16
13
null
null
Paused due to data glitch
X005472
2025-11-06 11:24:22
XLI
Buy
32,275
84.38
2,723,364.5
3.5
1.472
Low
36.1
35
18
ARCA>IEX>BATS
VWAP
2
PO
11.9
73
23
0.79
Multi
false
null
null
0
ARCA>IEX>BATS
PO
58.5
95
22.5
38
41
18
15
PositionLimitNear
null
Paused due to data glitch
X005473
2025-11-26 14:45:01
T
Sell
3,938
52.57
207,020.66
3.9
0.033
High
10.8
19
-11.7
BATS>NYSE>IEX>NASDAQ>EDGX
VWAP
2
PO
4.9
61
14
0.73
Multi
false
null
null
0
BATS>NYSE>IEX>NASDAQ>EDGX
PO
24.2
90
8.2
33
-16
-36
28
PositionLimitNear
null
High urgency from PM
X005474
2025-11-01 11:13:54
AMD
Buy
1,158
212.96
246,607.68
2.3
0.032
High
15.4
9
-30.1
EDGX>NYSE
TWAP
2
MKT
6.1
60
18
0.58
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
14
EDGX>NYSE
MKT>LMT
87.9
100
9.2
98
-2
24
11
Watchlist
null
Stable book; normal liquidity
X005475
2025-11-22 10:16:55
NVDA
Sell
4,359
27.34
119,175.06
1.5
0.113
Medium
17.2
28
-9.8
BATS>IEX>EDGX>ARCA>NASDAQ
TWAP
2
LMT
5.1
61
32
0.67
Multi
false
null
null
0
BATS>IEX>EDGX>ARCA>NASDAQ
LMT
9.1
93
11.7
125
2
-3
-6
null
null
Venue switch reduced impact
X005476
2025-12-04 09:38:21
VZ
Sell
13,608
19.75
268,758
3.5
0.116
Low
12.9
4
34.3
IEX>BATS>NYSE>EDGX>ARCA
TWAP
2
MKT
6.1
65
35
0.82
ToxicitySpike
false
null
null
0
IEX>BATS>NYSE>EDGX>ARCA
MKT
70.3
92
7.1
83
6
23
-39
null
null
Paused due to data glitch
X005477
2025-12-05 09:35:32
BRK.B
Buy
20,455
334.33
6,838,720.15
2.2
0.093
Ultra
3.8
31
-12.2
NYSE>BATS>NASDAQ
Adaptive
4
IOC
2.8
71
32
0.45
LiqDrop
false
null
null
0
NYSE>BATS>NASDAQ
IOC
7.5
87
1.2
40
42
-27
-35
null
null
Stable book; normal liquidity
X005478
2025-11-24 09:54:15
META
Sell
30,171
192.9
5,819,985.9
1.1
0.084
Medium
20
31
-10.1
NYSE>BATS
Adaptive
3
MKT
6.9
75
29
0.8
Multi
false
null
null
0
NYSE>BATS
MKT
0.6
95
14
139
32
-25
30
null
null
Stable book; normal liquidity
X005479
2025-11-20 11:53:51
UNH
Sell
29,487
78.87
2,325,639.69
3
0.13
Medium
5.5
24
-2.7
NASDAQ>IEX
POV
5
LMT
4.3
79
12
0.52
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
26
NASDAQ>IEX
LMT>PO
93.2
87
3.2
183
48
27
-1
null
null
Toxic prints; widened spread
X005480
2025-11-09 12:46:46
NVDA
Sell
36,915
104.28
3,849,496.2
1.4
0.955
Low
12.9
12
34.2
NYSE>EDGX>ARCA>NASDAQ>BATS
POV
1
MKT
4.7
72
18
0.7
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
25
NYSE>EDGX>ARCA>NASDAQ>BATS
MKT>LMT
97.1
91
0
100
-4
16
-34
PositionLimitNear
null
Toxic prints; widened spread
X005481
2025-10-29 09:58:35
BRK.B
Buy
59,030
119.74
7,068,252.2
2
0.268
Low
17.5
10
-24.4
BATS>NASDAQ>ARCA>IEX
IS
5
LMT
8.9
98
16
0.68
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
10
BATS>NASDAQ>ARCA>IEX
LMT>PO
28.5
75
15.1
8
-3
29
-31
null
null
Stable book; normal liquidity
X005482
2025-11-28 09:35:28
XLI
Sell
6,901
106.45
734,611.45
2.6
0.315
Low
5.3
18
-19.1
NASDAQ>BATS
POV
5
MKT
4.9
64
17
0.43
ToxicitySpike
false
null
null
0
NASDAQ>BATS
MKT
27.5
87
3.9
10
1
-34
12
NoShort
null
Stable book; normal liquidity
X005483
2025-11-27 09:43:22
T
Buy
46,839
216.07
10,120,502.73
3
0.391
Low
12.3
23
0
BATS>NASDAQ>NYSE>IEX>ARCA
TWAP
3
PO
5.9
83
23
0.55
Slip>Thresh
false
null
null
0
BATS>NASDAQ>NYSE>IEX>ARCA
PO
98.4
97
0
10
-20
-40
5
null
null
Venue switch reduced impact
X005484
2025-11-13 13:59:54
V
Buy
6,011
191
1,148,101
5.1
0.078
Low
29.2
30
24.7
NYSE>ARCA
TWAP
1
MKT
10.4
62
30
0.7
Multi
false
null
null
0
NYSE>ARCA
MKT
28.8
97
18.5
64
7
-17
-18
PositionLimitNear
null
Venue switch reduced impact
X005485
2025-12-14 09:35:01
V
Sell
20,734
23.86
494,713.24
3.2
0.27
Low
21.8
35
27.4
ARCA>NYSE>NASDAQ>IEX>EDGX
Adaptive
5
LMT
9.1
73
32
0.41
LiqDrop
false
null
null
0
ARCA>NYSE>NASDAQ>IEX>EDGX
LMT
48.8
97
13.3
110
-19
18
-3
null
null
Paused due to data glitch
X005486
2025-10-29 12:17:24
V
Buy
12,698
324.84
4,124,818.32
4.4
0.165
Low
37.1
24
-17.8
NYSE>BATS>EDGX>ARCA>IEX
VWAP
3
LMT
12.5
66
33
0.82
Slip>Thresh
false
null
null
0
NYSE>BATS>EDGX>ARCA>IEX
LMT
76.1
92
21.7
127
31
17
-6
PositionLimitNear
null
Toxic prints; widened spread
X005487
2025-11-28 11:21:04
BAC
Sell
21,233
80.38
1,706,708.54
1.2
0.058
High
20.8
32
5.3
IEX>NASDAQ>EDGX
IS
4
LMT
8.5
72
12
0.83
LiqDrop
false
null
null
0
IEX>NASDAQ>EDGX
LMT
93.6
99
21.6
57
51
5
11
null
Unknown
High urgency from PM
X005488
2025-12-26 13:56:30
QQQ
Buy
20,535
404.72
8,310,925.2
0.9
0.065
Ultra
11
12
20.6
NYSE>ARCA
TWAP
2
LMT
3.2
68
28
0.77
LiqDrop
false
null
null
0
NYSE>ARCA
LMT
62
95
7.8
76
-18
7
20
null
null
Stable book; normal liquidity
X005489
2025-12-19 12:37:23
CSCO
Sell
18,387
283.44
5,211,611.28
4.2
0.046
Medium
9.3
16
-23
BATS>IEX>NYSE>ARCA
TWAP
3
PO
5.6
69
19
0.62
LiqDrop
false
null
null
0
BATS>IEX>NYSE>ARCA
PO
30.2
100
4.1
26
58
-16
-13
NoShort
null
Paused due to data glitch
X005490
2025-12-01 15:43:16
XLU
Buy
105,836
114.83
12,153,147.88
1.8
0.339
Low
13
23
-1.5
EDGX>NASDAQ>ARCA
Adaptive
2
LMT
3.8
104
16
0.57
Multi
false
null
null
0
EDGX>NASDAQ>ARCA
LMT
79.2
91
4.9
138
46
-6
-2
Watchlist
null
Paused due to data glitch
X005491
2025-11-20 12:39:00
UNH
Sell
46,117
278.94
12,863,875.98
2.2
0.203
Low
16.7
18
22.2
ARCA>IEX>NASDAQ
IS
4
LMT
7.8
86
19
0.69
Slip>Thresh
false
null
null
0
ARCA>IEX>NASDAQ
LMT
34.1
92
0
54
53
18
29
null
null
Paused due to data glitch
X005492
2025-11-07 09:46:57
XLU
Buy
53,778
340.25
18,297,964.5
1.3
0.172
Medium
8.6
39
27.8
IEX>ARCA>NYSE
VWAP
2
MKT
3.3
82
31
0.8
ToxicitySpike
false
null
null
0
IEX>ARCA>NYSE
MKT
39.6
92
0
146
-20
-16
4
null
null
Toxic prints; widened spread
X005493
2025-11-08 15:36:50
XOM
Buy
5,995
314.97
1,888,245.15
2.6
0.055
Medium
19.4
11
-32.7
IEX>EDGX>NYSE>NASDAQ>ARCA
POV
5
LMT
9.2
63
31
0.68
LiqDrop
false
null
null
0
IEX>EDGX>NYSE>NASDAQ>ARCA
LMT
74.6
91
5.4
37
15
-18
5
null
null
High urgency from PM
X005494
2025-11-08 14:45:07
XOM
Sell
19,938
315.83
6,297,018.54
3.4
0.182
Low
9
26
-10.7
ARCA>EDGX>NASDAQ
TWAP
3
LMT
4.6
69
29
0.43
ToxicitySpike
false
null
null
0
ARCA>EDGX>NASDAQ
LMT
45.3
86
9.6
176
35
-32
14
null
null
Paused due to data glitch
X005495
2025-12-22 09:59:38
XOM
Sell
34,369
111.61
3,835,924.09
3.8
0.314
Low
12.4
35
-17.7
BATS>ARCA>NASDAQ>NYSE
IS
4
IOC
8.7
79
28
0.46
Multi
true
MultiTrigger
VenueSwitch
18
BATS>ARCA>NASDAQ>NYSE
IOC>MKT
22.7
89
31.4
209
0
-7
-13
PositionLimitNear
null
Paused due to data glitch
X005496
2025-12-16 10:52:50
QQQ
Buy
16,710
414.03
6,918,441.3
0.8
0.053
High
23.6
39
-19.7
IEX>ARCA
IS
5
LMT
10.3
70
14
0.74
Slip>Thresh
false
null
null
0
IEX>ARCA
LMT
89
91
9.5
92
-19
14
-36
null
null
Stable book; normal liquidity
X005497
2025-12-17 15:41:48
UNH
Buy
51,096
246.09
12,574,214.64
3.1
0.224
Low
11.5
24
34.8
BATS>ARCA>IEX>NASDAQ>EDGX
Adaptive
1
MKT
4.2
77
28
0.63
Multi
false
null
null
0
BATS>ARCA>IEX>NASDAQ>EDGX
MKT
89.8
89
0
92
-5
29
-31
null
null
Stable book; normal liquidity
X005498
2025-11-07 13:27:36
DIS
Buy
22,092
156.26
3,452,095.92
2.1
0.096
Low
20.4
36
-9
NYSE>ARCA
Adaptive
5
LMT
7.9
74
21
0.74
Multi
false
null
null
0
NYSE>ARCA
LMT
22.1
100
10.8
10
14
3
34
Watchlist
null
Venue switch reduced impact
X005499
2025-12-05 13:36:04
XLP
Buy
87,400
151.9
13,276,060
2.7
0.302
Low
15.7
11
-9.9
NASDAQ>IEX>EDGX
TWAP
2
MKT
6.5
97
17
0.81
LiqDrop
false
null
null
0
NASDAQ>IEX>EDGX
MKT
40.7
90
0
95
26
29
21
null
null
Venue switch reduced impact
X005500
2025-11-01 15:15:03
SPY
Sell
157,297
474.91
74,701,918.27
0.9
0.212
High
5.4
6
-6.3
BATS>NASDAQ>EDGX>NYSE>IEX
IS
5
IOC
3.5
162
24
0.76
LiqDrop
false
null
null
0
BATS>NASDAQ>EDGX>NYSE>IEX
IOC
97.9
89
3.2
157
32
21
-37
NoShort
null
Paused due to data glitch