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
X005501
2025-11-17 15:00:16
META
Sell
18,958
55.43
1,050,841.94
1.6
0.053
Medium
24.5
12
-24.1
NYSE>BATS
Adaptive
1
LMT
5.4
66
12
0.73
Multi
false
null
null
0
NYSE>BATS
LMT
25.8
86
0
97
-20
-17
19
NoShort
null
High urgency from PM
X005502
2025-11-12 12:17:46
XLK
Buy
33,879
210.78
7,141,015.62
1
0.095
Medium
21.9
28
-28
ARCA>IEX>BATS
POV
4
LMT
8.1
79
25
0.8
Multi
false
null
null
0
ARCA>IEX>BATS
LMT
7.1
98
12
48
26
5
-34
null
null
Stable book; normal liquidity
X005503
2025-11-16 14:38:32
JPM
Sell
11,357
235.81
2,678,094.17
4.1
0.281
Low
25.5
7
10.8
NYSE>NASDAQ>BATS>EDGX>IEX
IS
5
IOC
16
67
17
0.48
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>BATS>EDGX>IEX
IOC
72.8
98
15.3
153
7
-29
17
null
null
Stable book; normal liquidity
X005504
2025-11-08 13:46:23
XLP
Buy
11,372
156.43
1,778,921.96
2.8
0.039
Medium
21.3
31
-32.5
IEX>NYSE>BATS>ARCA>NASDAQ
IS
4
LMT
9.9
66
19
0.41
LiqDrop
false
null
null
0
IEX>NYSE>BATS>ARCA>NASDAQ
LMT
65.7
99
10.3
67
17
-31
-10
null
null
High urgency from PM
X005505
2025-12-18 12:39:39
XLY
Buy
17,236
29.89
515,184.04
1.3
0.072
High
12.7
4
14.8
NYSE>NASDAQ>ARCA>EDGX
VWAP
3
LMT
4.2
68
25
0.65
Multi
false
null
null
0
NYSE>NASDAQ>ARCA>EDGX
LMT
48.2
61
4.9
10
3
-3
3
null
null
Venue switch reduced impact
X005506
2025-11-07 14:09:59
XLF
Sell
127,643
122.97
15,696,259.71
2.7
0.349
Low
24.3
5
26.1
NYSE>IEX>NASDAQ>BATS>EDGX
Adaptive
4
PO
9.6
133
31
0.54
Slip>Thresh
false
null
null
0
NYSE>IEX>NASDAQ>BATS>EDGX
PO
54
91
11.5
92
26
-20
12
null
null
Toxic prints; widened spread
X005507
2025-11-10 13:01:30
IWM
Buy
35,082
206.23
7,234,960.86
1.4
0.048
High
21.3
22
-4.3
IEX>ARCA>NYSE
IS
4
LMT
8.9
80
13
0.54
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
11
IEX>ARCA>NYSE
LMT>IOC
84.8
99
16.1
18
13
1
31
PositionLimitNear
null
Toxic prints; widened spread
X005508
2025-11-16 10:20:40
DIS
Sell
44,239
67.76
2,997,634.64
1.4
0.193
Low
22.4
8
24
EDGX>NYSE>ARCA>NASDAQ>IEX
TWAP
2
LMT
6.4
78
15
0.56
LiqDrop
false
null
null
0
EDGX>NYSE>ARCA>NASDAQ>IEX
LMT
43.8
94
13.1
10
13
4
5
null
null
High urgency from PM
X005509
2025-11-04 14:24:44
CSCO
Buy
13,075
126.65
1,655,948.75
4.2
0.033
Ultra
3.7
29
21.4
NASDAQ>NYSE>BATS
IS
5
LMT
4.9
68
31
0.72
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>BATS
LMT
38.5
88
4.6
31
47
-13
34
null
null
Paused due to data glitch
X005510
2025-11-08 15:51:43
XLP
Buy
81,358
110.69
9,005,517.02
3.1
0.281
Low
8.3
24
24.8
BATS>ARCA>NASDAQ>IEX>NYSE
Adaptive
4
LMT
4.3
106
31
0.78
ToxicitySpike
false
null
null
0
BATS>ARCA>NASDAQ>IEX>NYSE
LMT
31.8
89
11.4
57
-18
30
-10
NoShort
null
Toxic prints; widened spread
X005511
2025-12-24 11:46:50
LQD
Buy
19,087
112.83
2,153,586.21
1.6
0.094
Medium
24.1
17
-1.8
EDGX>NYSE
Adaptive
1
LMT
5.3
66
22
0.6
Multi
false
null
null
0
EDGX>NYSE
LMT
28.1
92
5.8
43
57
-14
19
null
null
High urgency from PM
X005512
2025-12-26 14:13:11
UNH
Buy
18,101
91.49
1,656,060.49
1.9
0.08
Medium
15.9
8
22
NASDAQ>BATS>ARCA>NYSE>IEX
POV
5
MKT
8.9
71
24
0.72
Multi
false
null
null
0
NASDAQ>BATS>ARCA>NYSE>IEX
MKT
30.5
86
2.9
141
50
-12
25
null
null
Venue switch reduced impact
X005513
2025-12-19 11:49:15
QQQ
Sell
33,486
408.15
13,667,310.9
0.7
0.106
High
21.9
17
-20.5
BATS>IEX>ARCA>NYSE>EDGX
TWAP
2
PO
6.5
74
29
0.44
LiqDrop
false
null
null
0
BATS>IEX>ARCA>NYSE>EDGX
PO
64.8
89
19.2
117
3
-35
-37
null
null
High urgency from PM
X005514
2025-12-05 11:03:31
T
Sell
8,767
117.98
1,034,330.66
3.1
0.073
Medium
14.5
26
-3.7
EDGX>IEX>NASDAQ>BATS
IS
5
MKT
10.2
65
13
0.7
ToxicitySpike
false
null
null
0
EDGX>IEX>NASDAQ>BATS
MKT
18.1
87
2.6
60
32
19
-35
null
null
Paused due to data glitch
X005515
2025-11-10 14:10:23
T
Buy
12,960
39.67
514,123.2
4.4
0.108
Low
19.9
16
-22.1
IEX>EDGX>NASDAQ
Adaptive
3
PO
8.2
66
12
0.48
LiqDrop
false
null
null
0
IEX>EDGX>NASDAQ
PO
71
96
10
75
35
-35
-36
null
null
Stable book; normal liquidity
X005516
2025-11-16 13:30:35
TLT
Sell
34,393
91.2
3,136,641.6
1.7
0.126
High
6.6
32
-2.5
NASDAQ>BATS>ARCA>EDGX
POV
4
LMT
3.4
79
35
0.76
LiqDrop
false
null
null
0
NASDAQ>BATS>ARCA>EDGX
LMT
63.5
99
6.3
70
-5
-15
-32
Watchlist
null
Venue switch reduced impact
X005517
2025-11-28 15:34:02
IEF
Sell
32,900
100.36
3,301,844
2.3
0.125
Medium
7.6
39
-2.9
NASDAQ>BATS>IEX>NYSE
IS
5
LMT
5
81
12
0.8
Multi
false
null
null
0
NASDAQ>BATS>IEX>NYSE
LMT
5.5
86
5.5
47
-11
-22
15
Watchlist
null
Venue switch reduced impact
X005518
2025-10-29 13:27:21
TLT
Buy
55,816
90.4
5,045,766.4
2.9
0.204
Low
21.6
19
13.5
BATS>IEX>NYSE
IS
5
MKT
13.6
96
28
0.53
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
17
BATS>IEX>NYSE
MKT>LMT
98.7
87
12.1
70
25
-18
21
null
null
Toxic prints; widened spread
X005519
2025-12-19 12:09:08
GOOGL
Sell
562,159
60.33
33,915,052.47
1.1
1.675
Low
7.1
22
-10.3
EDGX>NYSE>BATS
IS
4
LMT
4.2
290
19
0.49
ToxicitySpike
false
null
null
0
EDGX>NYSE>BATS
LMT
6.7
87
13.2
261
27
13
10
null
null
Toxic prints; widened spread
X005520
2025-12-26 12:22:10
TSLA
Buy
404,619
147.6
59,721,764.4
1.6
1.258
Low
4.2
5
0.2
NYSE>ARCA>EDGX>BATS
IS
4
MKT
4
290
23
0.48
LiqDrop
false
null
null
0
NYSE>ARCA>EDGX>BATS
MKT
7.8
94
27.4
286
-1
-2
-30
null
null
High urgency from PM
X005521
2025-11-13 13:29:16
INTC
Sell
2,116
148.62
314,479.92
0.8
0.101
Medium
26.6
12
0.8
BATS>NYSE>ARCA>NASDAQ>IEX
TWAP
1
IOC
7.1
60
19
0.82
LiqDrop
false
null
null
0
BATS>NYSE>ARCA>NASDAQ>IEX
IOC
32.1
94
16.2
56
56
28
17
null
null
High urgency from PM
X005522
2025-11-13 15:54:13
VZ
Sell
6,155
192.01
1,181,821.55
2.6
0.053
Medium
17.1
13
4.2
IEX>NYSE>ARCA
IS
5
LMT
9.1
64
16
0.55
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
21
IEX>NYSE>ARCA
LMT>PO
88.3
86
4.8
87
-6
-18
33
null
null
Stable book; normal liquidity
X005523
2025-11-23 10:30:33
AAPL
Buy
35,904
226.35
8,126,870.4
1.8
0.106
High
5.6
9
-7.3
BATS>EDGX>NYSE>NASDAQ>ARCA
VWAP
2
MKT
2.7
75
20
0.83
Slip>Thresh
false
null
null
0
BATS>EDGX>NYSE>NASDAQ>ARCA
MKT
47.9
99
8.9
71
38
-40
-40
Watchlist
null
High urgency from PM
X005524
2025-12-20 12:31:43
HYG
Buy
6,372
77.58
494,339.76
1.8
0.035
High
15.8
11
-11.3
BATS>NASDAQ
IS
5
MKT
9.6
64
22
0.82
Slip>Thresh
false
null
null
0
BATS>NASDAQ
MKT
94.3
90
9.5
82
0
-30
11
null
Unknown
High urgency from PM
X005525
2025-11-22 15:33:11
INTC
Buy
3,113
109.93
342,212.09
0.7
0.148
Medium
36.9
28
4.5
IEX>EDGX>ARCA
TWAP
1
IOC
9.7
61
35
0.63
Multi
false
null
null
0
IEX>EDGX>ARCA
IOC
0.1
88
3
70
-18
-17
18
null
null
Paused due to data glitch
X005526
2025-11-30 15:55:37
MA
Buy
44,328
291.16
12,906,540.48
0.7
0.189
Medium
19.2
8
-13.7
NASDAQ>BATS
IS
4
LMT
7.7
85
18
0.72
Slip>Thresh
false
null
null
0
NASDAQ>BATS
LMT
55.1
89
0
72
-11
-23
-19
NoShort
null
Paused due to data glitch
X005527
2025-12-14 15:22:23
MA
Sell
43,360
38.64
1,675,430.4
1.1
0.185
Low
21.1
11
-0.6
BATS>EDGX>NYSE>ARCA>IEX
POV
5
LMT
8.7
88
33
0.7
Multi
false
null
null
0
BATS>EDGX>NYSE>ARCA>IEX
LMT
27.2
90
0
54
-9
-8
-14
null
null
Venue switch reduced impact
X005528
2025-11-20 10:32:52
AMZN
Sell
3,825
130.99
501,036.75
1.4
0.176
Low
32
27
22.8
EDGX>NYSE>IEX>NASDAQ
IS
4
MKT
15.6
62
17
0.55
ToxicitySpike
false
null
null
0
EDGX>NYSE>IEX>NASDAQ
MKT
65
99
33.6
77
-20
0
-40
Watchlist
null
Toxic prints; widened spread
X005529
2025-11-20 11:54:32
UNH
Sell
22,846
269
6,145,574
2.3
0.1
Medium
15.2
15
33.6
NASDAQ>BATS>IEX
VWAP
1
LMT
4.1
67
31
0.52
Multi
false
null
null
0
NASDAQ>BATS>IEX
LMT
69.8
94
4.4
121
4
-29
-10
null
null
Stable book; normal liquidity
X005530
2025-12-15 15:22:10
IWM
Sell
318,180
202.85
64,542,813
1.1
0.439
Low
20
25
-19.4
BATS>NYSE>ARCA>IEX
TWAP
1
LMT
4.9
171
31
0.46
LiqDrop
false
null
null
0
BATS>NYSE>ARCA>IEX
LMT
69.9
86
8
196
19
-13
26
null
null
Paused due to data glitch
X005531
2025-11-16 11:29:15
XLP
Buy
104,760
185.64
19,447,646.4
1.8
0.362
Low
12.1
19
34.9
ARCA>BATS>NYSE>IEX
POV
5
PO
6.6
128
12
0.61
Multi
false
null
null
0
ARCA>BATS>NYSE>IEX
PO
3.4
97
23.2
75
12
-13
9
null
null
Toxic prints; widened spread
X005532
2025-12-22 10:03:04
T
Sell
32,980
196.61
6,484,197.8
2.9
0.275
Low
10.7
25
29.6
EDGX>IEX>NASDAQ
VWAP
2
PO
4.4
74
33
0.78
Multi
false
null
null
0
EDGX>IEX>NASDAQ
PO
40.3
99
6.7
65
24
20
26
null
null
Venue switch reduced impact
X005533
2025-12-12 10:33:45
XLY
Buy
25,133
325.29
8,175,513.57
1.3
0.105
Medium
23.9
35
0.8
BATS>IEX
POV
5
PO
10.9
76
29
0.83
Slip>Thresh
false
null
null
0
BATS>IEX
PO
64.8
95
20.7
135
-10
-1
7
null
null
Paused due to data glitch
X005534
2025-11-13 14:27:24
MA
Sell
38,948
342.3
13,331,900.4
1.5
0.166
Medium
8.9
13
13.7
BATS>IEX
Adaptive
3
MKT
3.8
79
14
0.81
LiqDrop
false
null
null
0
BATS>IEX
MKT
37
90
12.2
10
60
3
35
null
null
Paused due to data glitch
X005535
2025-11-16 10:40:08
XLY
Buy
29,949
164.68
4,932,001.32
2.3
0.125
Low
24.5
14
33.7
NYSE>IEX>EDGX>BATS
POV
4
MKT
11.9
77
16
0.64
Slip>Thresh
false
null
null
0
NYSE>IEX>EDGX>BATS
MKT
78.8
96
10.2
137
-7
-9
-17
null
null
Toxic prints; widened spread
X005536
2025-12-23 09:57:17
HD
Buy
96,305
217.53
20,949,226.65
2.6
0.374
Low
18.4
10
-27.7
NASDAQ>BATS>ARCA>NYSE
VWAP
1
MKT
6
93
22
0.64
ToxicitySpike
true
ToxicitySpike
VenueSwitch
21
NASDAQ>BATS>ARCA>NYSE
MKT>LMT
98.7
95
2.2
161
4
-35
-37
PositionLimitNear
Unknown
Paused due to data glitch
X005537
2025-11-10 14:26:18
NKE
Buy
33,636
355.53
11,958,607.08
2.2
0.156
Low
15.6
27
30.5
BATS>NYSE>ARCA>EDGX>IEX
IS
4
LMT
7.4
79
15
0.81
Multi
true
MultiTrigger
VenueSwitch
15
BATS>NYSE>ARCA>EDGX>IEX
LMT>IOC
57.4
98
22.4
88
0
26
11
null
null
High urgency from PM
X005538
2025-11-17 11:03:35
XLB
Buy
37,091
53.47
1,983,255.77
2.7
0.095
High
6.5
39
-33.2
IEX>EDGX>ARCA>NYSE>NASDAQ
Adaptive
2
MKT
3.3
75
19
0.6
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
20
IEX>EDGX>ARCA>NYSE>NASDAQ
MKT>PO
97.4
93
0
115
7
17
37
PositionLimitNear
null
Paused due to data glitch
X005539
2025-11-22 10:47:48
LQD
Sell
4,153
116.06
481,997.18
1.2
0.02
Ultra
9.1
8
33.2
NASDAQ>EDGX>IEX>ARCA
Adaptive
3
MKT
3.6
62
19
0.54
LiqDrop
false
null
null
0
NASDAQ>EDGX>IEX>ARCA
MKT
76.3
85
6.8
41
-6
-21
0
null
null
High urgency from PM
X005540
2025-12-26 11:12:22
QQQ
Buy
67,601
389.93
26,359,657.93
1
0.214
Medium
15.4
34
-29
BATS>IEX>EDGX>NASDAQ
VWAP
3
LMT
4.8
93
16
0.52
ToxicitySpike
false
null
null
0
BATS>IEX>EDGX>NASDAQ
LMT
78.8
97
0.9
115
34
21
-24
null
null
Paused due to data glitch
X005541
2025-11-30 11:10:54
AAPL
Sell
12,837
130.29
1,672,532.73
1.6
0.038
High
20.2
11
4.3
IEX>NASDAQ
POV
4
MKT
9.5
67
30
0.58
Multi
false
null
null
0
IEX>NASDAQ
MKT
65.6
100
6.9
28
-9
-12
32
null
null
Paused due to data glitch
X005542
2025-12-23 11:54:00
BRK.B
Sell
62,019
171.23
10,619,513.37
3.1
0.282
Low
11.2
30
-34.4
EDGX>BATS
POV
5
LMT
6.6
100
15
0.41
Slip>Thresh
false
null
null
0
EDGX>BATS
LMT
61.9
74
0
87
54
7
23
null
null
Toxic prints; widened spread
X005543
2025-12-24 09:35:18
AMD
Buy
10,065
89.54
901,220.1
1.2
0.281
Low
22.9
21
33.3
NASDAQ>IEX
VWAP
1
LMT
5.3
63
25
0.7
Slip>Thresh
false
null
null
0
NASDAQ>IEX
LMT
80.7
88
0
77
-16
-14
-34
null
null
High urgency from PM
X005544
2025-12-07 11:37:18
XLY
Buy
15,597
81.14
1,265,540.58
2.2
0.065
Medium
20.1
32
4.4
IEX>ARCA>NASDAQ>EDGX>NYSE
TWAP
2
LMT
6.2
66
20
0.56
Multi
false
null
null
0
IEX>ARCA>NASDAQ>EDGX>NYSE
LMT
60.6
93
2.6
37
18
8
6
null
null
High urgency from PM
X005545
2025-11-24 09:35:59
GOOGL
Buy
21,763
98.6
2,145,831.8
1.5
0.065
Medium
20.7
6
-29.7
EDGX>IEX>ARCA>NYSE>BATS
IS
5
LMT
9.7
74
24
0.79
Multi
false
null
null
0
EDGX>IEX>ARCA>NYSE>BATS
LMT
67.4
100
10.6
53
16
5
-8
null
null
High urgency from PM
X005546
2025-11-15 12:32:39
AMD
Sell
7,673
315.25
2,418,913.25
1.2
0.214
Low
27.9
34
19.8
ARCA>NYSE>NASDAQ>BATS
VWAP
3
LMT
8.3
63
22
0.46
Slip>Thresh
false
null
null
0
ARCA>NYSE>NASDAQ>BATS
LMT
51.8
99
19.4
10
-19
-21
30
null
null
Venue switch reduced impact
X005547
2025-12-17 14:56:47
MA
Sell
228,711
243.65
55,725,435.15
1.3
0.974
Low
5.1
13
28.4
NASDAQ>EDGX>IEX>NYSE
VWAP
2
LMT
2.1
157
15
0.67
LiqDrop
false
null
null
0
NASDAQ>EDGX>IEX>NYSE
LMT
2.8
91
3.5
174
37
-20
-40
NoShort
null
Venue switch reduced impact
X005548
2025-12-07 12:34:13
XLP
Sell
21,700
218.6
4,743,620
2.8
0.075
Medium
11.5
22
-13
BATS>NYSE>EDGX>IEX>ARCA
IS
4
PO
7
72
25
0.43
Multi
false
null
null
0
BATS>NYSE>EDGX>IEX>ARCA
PO
22.8
86
17.4
10
26
0
13
PositionLimitNear
null
High urgency from PM
X005549
2025-11-02 10:22:28
XLP
Sell
13,864
124.01
1,719,274.64
2.2
0.048
Ultra
4.4
38
-6.1
IEX>NYSE
TWAP
3
PO
2.8
66
19
0.69
Slip>Thresh
false
null
null
0
IEX>NYSE
PO
36.8
88
3.8
35
37
-8
30
null
null
Stable book; normal liquidity
X005550
2025-11-28 11:19:14
JNJ
Buy
12,068
177.39
2,140,742.52
4.5
0.044
Medium
10.3
16
4.3
IEX>ARCA>EDGX
TWAP
2
LMT
4.9
65
14
0.42
LiqDrop
false
null
null
0
IEX>ARCA>EDGX
LMT
25.2
90
2.2
44
59
8
-14
null
null
Toxic prints; widened spread
X005551
2025-11-25 13:04:42
AMZN
Sell
27,214
318.98
8,680,721.72
1.8
1.25
Low
39.1
24
-5.7
BATS>NYSE>NASDAQ
Adaptive
2
MKT
12.1
71
27
0.76
LiqDrop
false
null
null
0
BATS>NYSE>NASDAQ
MKT
33.7
96
0.7
10
25
-15
-15
null
null
Paused due to data glitch
X005552
2025-11-29 15:13:53
AAPL
Sell
83,267
211.12
17,579,329.04
1.8
0.245
Low
15.2
9
-27.1
NASDAQ>EDGX>BATS>ARCA>IEX
VWAP
2
LMT
4.6
95
25
0.4
Multi
false
null
null
0
NASDAQ>EDGX>BATS>ARCA>IEX
LMT
65.9
95
0
28
40
-22
17
null
null
Toxic prints; widened spread
X005553
2025-11-20 10:10:41
BAC
Buy
195,073
233.14
45,479,319.22
1.2
0.532
Low
18.7
23
0
NASDAQ>EDGX
POV
1
MKT
6
128
34
0.59
Slip>Thresh
false
null
null
0
NASDAQ>EDGX
MKT
65.6
85
18.6
32
45
14
-24
null
null
Venue switch reduced impact
X005554
2025-11-30 13:08:55
IWM
Buy
22,026
204.79
4,510,704.54
0.9
0.03
Ultra
19.8
10
34.4
ARCA>NYSE>BATS>EDGX
IS
4
IOC
9.2
72
28
0.55
Multi
false
null
null
0
ARCA>NYSE>BATS>EDGX
IOC
97.7
94
7.8
33
-14
-29
23
Watchlist
null
Venue switch reduced impact
X005555
2025-11-08 15:13:53
INTC
Buy
3,863
310.96
1,201,238.48
0.7
0.184
Low
34.4
9
-9.1
NASDAQ>IEX>NYSE>BATS
POV
5
LMT
13.4
62
24
0.67
ToxicitySpike
true
ToxicitySpike
VenueSwitch
11
NASDAQ>IEX>NYSE>BATS
LMT>IOC
74.6
95
18.5
45
58
19
31
null
null
Paused due to data glitch
X005556
2025-11-17 13:07:20
MA
Sell
8,507
226.41
1,926,069.87
1.3
0.036
High
19.4
34
-15.3
NASDAQ>NYSE>BATS
POV
5
MKT
9.9
65
28
0.84
LiqDrop
true
LiquidityDrop
AlgoSwitch
15
NASDAQ>NYSE>BATS
MKT>LMT
17.1
95
4.1
100
50
-33
-27
null
null
High urgency from PM
X005557
2025-12-24 12:27:50
XLB
Sell
30,208
50.76
1,533,358.08
2.1
0.077
Medium
17.9
6
11.7
ARCA>NASDAQ>EDGX>NYSE>BATS
Adaptive
5
LMT
7.1
79
35
0.79
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>EDGX>NYSE>BATS
LMT
56.7
86
10.1
116
-19
-15
10
PositionLimitNear
null
Toxic prints; widened spread
X005558
2025-12-02 13:14:21
NVDA
Sell
5,268
210.6
1,109,440.8
1.9
0.136
Low
29.9
19
16.6
ARCA>EDGX>NYSE
Adaptive
3
MKT
10.5
62
33
0.63
Multi
false
null
null
0
ARCA>EDGX>NYSE
MKT
28.5
90
5.6
83
0
27
-35
null
null
High urgency from PM
X005559
2025-11-22 09:35:23
HD
Sell
15,128
188.3
2,848,602.4
2.3
0.059
Medium
25
31
-16.4
BATS>IEX>NASDAQ>EDGX>ARCA
VWAP
2
LMT
7.1
66
30
0.55
LiqDrop
false
null
null
0
BATS>IEX>NASDAQ>EDGX>ARCA
LMT
29.2
96
0
87
15
22
-23
null
null
High urgency from PM
X005560
2025-11-03 11:34:12
NFLX
Sell
6,763
166.65
1,127,053.95
3.3
0.065
Medium
18.1
5
16.5
ARCA>EDGX
VWAP
1
MKT
6.2
62
25
0.72
LiqDrop
false
null
null
0
ARCA>EDGX
MKT
31.6
95
12.7
10
1
-24
-3
null
null
Venue switch reduced impact
X005561
2025-11-19 14:55:30
BRK.B
Sell
5,338
97.29
519,334.02
2.1
0.024
Ultra
14
29
2.7
BATS>NYSE>EDGX
Adaptive
3
MKT
5.7
62
28
0.55
ToxicitySpike
false
null
null
0
BATS>NYSE>EDGX
MKT
29.9
88
6.2
74
-13
-13
-22
null
null
Stable book; normal liquidity
X005562
2025-11-04 10:57:09
NFLX
Buy
43,815
353.29
15,479,401.35
4.3
0.419
Low
17.7
28
-13
IEX>NYSE
Adaptive
5
LMT
8.5
88
34
0.49
ToxicitySpike
true
ToxicitySpike
VenueSwitch
12
IEX>NYSE
LMT>IOC
95.9
96
8.7
9
20
-26
-11
NoShort
null
Paused due to data glitch
X005563
2025-12-04 09:37:54
VZ
Sell
28,690
203.76
5,845,874.4
3
0.245
Medium
4.4
7
29.5
BATS>NASDAQ
POV
4
LMT
3.6
76
29
0.56
LiqDrop
false
null
null
0
BATS>NASDAQ
LMT
74.6
99
22.3
49
-7
15
3
null
null
High urgency from PM
X005564
2025-11-15 10:11:09
UNH
Sell
12,694
192.08
2,438,263.52
2.6
0.056
Medium
13.4
25
33.6
BATS>NASDAQ>EDGX>NYSE
VWAP
3
MKT
6.1
66
19
0.58
Multi
false
null
null
0
BATS>NASDAQ>EDGX>NYSE
MKT
58.9
90
16.8
39
55
-7
-32
Watchlist
null
Venue switch reduced impact
X005565
2025-11-21 13:05:38
NKE
Sell
42,149
138.4
5,833,421.6
3.1
0.196
Low
22.7
8
-10.9
BATS>IEX>NASDAQ
TWAP
3
MKT
10.1
81
22
0.44
Multi
false
null
null
0
BATS>IEX>NASDAQ
MKT
72.5
91
1.9
160
12
18
-28
null
null
Venue switch reduced impact
X005566
2025-12-02 10:30:41
MSFT
Buy
15,092
169.56
2,558,999.52
1.9
0.08
Medium
19.2
25
18.3
NYSE>ARCA
IS
5
PO
10.4
69
32
0.76
Multi
false
null
null
0
NYSE>ARCA
PO
32.3
94
7.3
89
20
-36
34
null
null
Stable book; normal liquidity
X005567
2025-11-03 12:55:31
LQD
Sell
19,680
116.69
2,296,459.2
1.2
0.097
Medium
18.1
15
17.8
IEX>NASDAQ>ARCA>BATS>NYSE
TWAP
3
IOC
6.8
69
25
0.65
ToxicitySpike
true
ToxicitySpike
VenueSwitch
14
IEX>NASDAQ>ARCA>BATS>NYSE
IOC>LMT
91.7
91
1.7
70
-13
-19
18
null
null
Toxic prints; widened spread
X005568
2025-11-26 15:55:57
NVDA
Sell
9,978
119.3
1,190,375.4
1.5
0.258
Low
12.2
5
9
BATS>EDGX>NASDAQ>ARCA
IS
4
IOC
6.6
65
20
0.73
ToxicitySpike
false
null
null
0
BATS>EDGX>NASDAQ>ARCA
IOC
4.9
87
23.3
171
40
9
-29
null
null
Toxic prints; widened spread
X005569
2025-12-14 14:34:43
SPY
Buy
144,443
486.35
70,249,853.05
0.9
0.195
Medium
18.6
29
-11.1
ARCA>BATS>IEX>NASDAQ
Adaptive
4
PO
6.6
143
14
0.59
ToxicitySpike
false
null
null
0
ARCA>BATS>IEX>NASDAQ
PO
12.3
92
1.8
167
12
20
12
null
null
High urgency from PM
X005570
2025-11-20 09:35:23
JNJ
Sell
80,966
270.9
21,933,689.4
2.7
0.297
Low
20.4
13
10
NYSE>EDGX>IEX
Adaptive
2
LMT
5.9
94
22
0.46
ToxicitySpike
false
null
null
0
NYSE>EDGX>IEX
LMT
63.6
96
0
44
49
-10
23
null
null
Stable book; normal liquidity
X005571
2025-11-21 12:19:24
LQD
Sell
37,388
112.24
4,196,429.12
1.2
0.184
High
4.9
3
1.3
NASDAQ>BATS>NYSE>IEX
Adaptive
4
LMT
2.2
81
34
0.85
Slip>Thresh
false
null
null
0
NASDAQ>BATS>NYSE>IEX
LMT
54.4
87
2.8
58
-19
21
-3
NoShort
null
High urgency from PM
X005572
2025-12-05 11:34:25
XLI
Buy
499
259.77
129,625.23
3.8
0.023
High
10.3
27
19
IEX>EDGX
VWAP
2
LMT
4.3
60
33
0.62
Multi
false
null
null
0
IEX>EDGX
LMT
71.8
91
3.6
68
5
-29
-27
PositionLimitNear
null
Toxic prints; widened spread
X005573
2025-10-31 15:21:37
GOOGL
Sell
15,076
80.27
1,210,150.52
1.3
0.045
High
24.8
9
24.7
EDGX>BATS>ARCA
TWAP
2
LMT
6.9
66
34
0.68
Multi
false
null
null
0
EDGX>BATS>ARCA
LMT
52.1
68
11.7
76
12
-23
-33
null
null
Venue switch reduced impact
X005574
2025-12-22 13:59:15
SPY
Sell
71,027
457.36
32,484,908.72
0.9
0.096
High
11.2
24
-30.2
EDGX>NYSE>NASDAQ>ARCA>BATS
VWAP
2
IOC
3.6
90
25
0.75
Slip>Thresh
false
null
null
0
EDGX>NYSE>NASDAQ>ARCA>BATS
IOC
81.6
86
14.1
98
7
-18
-19
null
null
Paused due to data glitch
X005575
2025-11-26 11:34:40
XLI
Sell
5,624
299.39
1,683,769.36
2.2
0.256
Low
18.4
21
27.1
EDGX>ARCA>IEX>NYSE>BATS
POV
4
MKT
9.4
63
31
0.64
Multi
false
null
null
0
EDGX>ARCA>IEX>NYSE>BATS
MKT
99.1
88
13.4
51
53
-39
7
null
null
High urgency from PM
X005576
2025-12-21 15:51:13
GOOGL
Buy
166,118
312.27
51,873,667.86
1.2
0.495
Low
12.1
25
6.8
NASDAQ>ARCA>BATS>NYSE
VWAP
2
LMT
3.6
130
31
0.7
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>BATS>NYSE
LMT
7.8
79
0
152
43
-9
-1
null
null
High urgency from PM
X005577
2025-11-15 09:35:18
MSFT
Sell
27,833
137.8
3,835,387.4
3
0.148
Low
13.8
23
-1.8
BATS>NASDAQ>ARCA
VWAP
2
LMT
4.8
71
17
0.75
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
11
BATS>NASDAQ>ARCA
LMT>MKT
9.3
88
15.1
45
-18
17
-8
null
null
Stable book; normal liquidity
X005578
2025-11-06 12:12:25
XLP
Sell
16,872
69.86
1,178,677.92
2.6
0.058
High
8.9
34
18
NYSE>NASDAQ>BATS>IEX>ARCA
VWAP
3
LMT
3.8
68
24
0.67
ToxicitySpike
false
null
null
0
NYSE>NASDAQ>BATS>IEX>ARCA
LMT
81.2
90
0.8
29
17
5
-8
null
null
Stable book; normal liquidity
X005579
2025-12-14 15:18:53
PEP
Sell
19,016
83.45
1,586,885.2
3.1
0.06
High
8.5
29
-19.3
NASDAQ>ARCA>BATS>IEX
VWAP
1
PO
3.4
66
25
0.7
Multi
false
null
null
0
NASDAQ>ARCA>BATS>IEX
PO
67.1
91
8.4
92
-11
-7
-36
PositionLimitNear
null
Stable book; normal liquidity
X005580
2025-10-29 15:30:42
QQQ
Buy
11,953
403.53
4,823,394.09
0.8
0.038
Ultra
3.1
9
0.3
NYSE>EDGX>IEX
TWAP
2
MKT
1.4
65
13
0.72
Slip>Thresh
false
null
null
0
NYSE>EDGX>IEX
MKT
37.7
86
0
40
21
-31
-29
null
null
Venue switch reduced impact
X005581
2025-12-19 14:25:02
XLE
Sell
75,904
104.46
7,928,931.84
3.7
0.272
Low
20.6
4
2.2
BATS>IEX>ARCA
VWAP
3
LMT
7.7
97
23
0.72
Multi
false
null
null
0
BATS>IEX>ARCA
LMT
16.8
93
0
100
-18
-1
28
null
null
Stable book; normal liquidity
X005582
2025-12-13 09:58:49
JNJ
Buy
56,951
248.42
14,147,767.42
4.1
0.209
Low
18.3
7
-3.9
NASDAQ>ARCA>NYSE>BATS>EDGX
IS
4
LMT
9.8
92
23
0.68
LiqDrop
false
null
null
0
NASDAQ>ARCA>NYSE>BATS>EDGX
LMT
49
68
16.2
43
59
10
-23
null
null
Toxic prints; widened spread
X005583
2025-10-28 11:05:02
CSCO
Sell
64,464
32.55
2,098,303.2
3.8
0.162
Low
20.1
36
8.2
IEX>NYSE
VWAP
3
IOC
8.8
92
25
0.82
Multi
false
null
null
0
IEX>NYSE
IOC
69.1
85
15.3
96
31
14
-13
null
null
High urgency from PM
X005584
2025-12-08 12:03:52
AAPL
Sell
32,480
43.88
1,425,222.4
1.4
0.096
Medium
14.8
19
26.5
NASDAQ>IEX
Adaptive
2
MKT
4.8
73
16
0.41
Slip>Thresh
false
null
null
0
NASDAQ>IEX
MKT
2.3
87
0
57
9
24
-39
null
null
Venue switch reduced impact
X005585
2025-12-23 14:22:03
NVDA
Sell
10,181
228.57
2,327,071.17
1.4
0.263
Low
18.8
13
-17.6
NASDAQ>NYSE>ARCA>EDGX>BATS
POV
5
LMT
8.1
66
14
0.76
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>ARCA>EDGX>BATS
LMT
24.5
100
0
58
43
-23
-15
null
null
Venue switch reduced impact
X005586
2025-11-01 09:35:46
CVX
Buy
70,031
125.25
8,771,382.75
1
0.416
Low
21.4
29
20.5
IEX>ARCA
Adaptive
1
LMT
4.7
84
29
0.49
Slip>Thresh
false
null
null
0
IEX>ARCA
LMT
21.8
98
2.4
167
57
-22
-6
Watchlist
null
Stable book; normal liquidity
X005587
2025-12-11 12:24:20
AMZN
Buy
2,110
18.11
38,212.1
2.7
0.097
Medium
8.9
12
-28.1
NYSE>ARCA>IEX
IS
4
LMT
5.3
61
15
0.42
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
15
NYSE>ARCA>IEX
LMT>IOC
85
94
0
141
24
-10
24
null
null
Stable book; normal liquidity
X005588
2025-11-07 09:40:32
MA
Buy
10,771
269.04
2,897,829.84
1
0.046
Ultra
4.3
11
24.8
BATS>ARCA
TWAP
2
IOC
1.8
64
18
0.67
LiqDrop
false
null
null
0
BATS>ARCA
IOC
28.8
85
0.3
24
5
20
-37
null
null
Venue switch reduced impact
X005589
2025-11-17 11:51:58
TSLA
Sell
20,901
144.21
3,014,133.21
2
0.065
Ultra
4.1
24
-4.4
NYSE>IEX>EDGX>NASDAQ>BATS
Adaptive
4
LMT
2.4
72
19
0.65
LiqDrop
false
null
null
0
NYSE>IEX>EDGX>NASDAQ>BATS
LMT
36.5
92
5.4
78
48
24
9
null
null
Paused due to data glitch
X005590
2025-12-10 13:59:34
V
Sell
6,859
305.26
2,093,778.34
5.5
0.089
Low
10.1
17
-19.1
ARCA>IEX>EDGX>BATS>NASDAQ
TWAP
3
MKT
7.3
63
23
0.53
Multi
false
null
null
0
ARCA>IEX>EDGX>BATS>NASDAQ
MKT
93.8
92
0
113
-1
-12
20
null
null
Stable book; normal liquidity
X005591
2025-11-16 12:25:03
XLU
Sell
24,798
37.56
931,412.88
1.2
0.079
High
11.8
6
19.3
ARCA>BATS>NASDAQ
POV
4
LMT
4.8
74
31
0.8
Multi
false
null
null
0
ARCA>BATS>NASDAQ
LMT
69.1
92
3.1
83
15
17
15
null
null
Stable book; normal liquidity
X005592
2025-11-10 14:11:23
XLK
Buy
65,016
340.32
22,126,245.12
1.9
0.182
Medium
8.2
6
-2.2
NASDAQ>BATS>ARCA>IEX
POV
4
LMT
4.1
97
32
0.64
LiqDrop
true
LiquidityDrop
VenueSwitch
16
NASDAQ>BATS>ARCA>IEX
LMT>PO
80.2
95
11.2
136
-16
24
8
null
null
Paused due to data glitch
X005593
2025-12-07 14:52:10
PFE
Buy
25,140
83.57
2,100,949.8
3.3
0.068
Low
20.4
10
-3.2
BATS>ARCA
VWAP
3
MKT
8.9
72
21
0.63
ToxicitySpike
false
null
null
0
BATS>ARCA
MKT
67.5
85
26.2
34
-1
-5
-23
null
null
Stable book; normal liquidity
X005594
2025-11-10 14:59:18
JPM
Sell
1,078
343.28
370,055.84
3.4
0.027
Medium
38.1
25
-17.5
BATS>ARCA>IEX>NYSE
Adaptive
2
LMT
10.1
60
24
0.85
Slip>Thresh
false
null
null
0
BATS>ARCA>IEX>NYSE
LMT
19.9
93
1.6
77
48
21
34
Watchlist
null
Paused due to data glitch
X005595
2025-11-15 13:59:48
AAPL
Sell
71,061
189.05
13,434,082.05
1.4
0.209
Medium
9
24
-12
EDGX>BATS>ARCA>NYSE>IEX
IS
5
IOC
5.7
106
31
0.84
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
11
EDGX>BATS>ARCA>NYSE>IEX
IOC>LMT
78.1
96
2.5
57
37
-12
40
null
null
Toxic prints; widened spread
X005596
2025-12-10 12:03:26
TSLA
Sell
77,772
84.71
6,588,066.12
1.9
0.242
Medium
7.8
6
27.9
NASDAQ>ARCA>BATS
TWAP
2
LMT
3
93
21
0.75
Multi
false
null
null
0
NASDAQ>ARCA>BATS
LMT
15.4
100
0
17
-5
-37
-31
Watchlist
null
Toxic prints; widened spread
X005597
2025-11-03 11:27:23
BRK.B
Sell
19,710
29.56
582,627.6
2
0.09
Medium
18.4
20
-29
NASDAQ>ARCA
Adaptive
2
LMT
5.1
68
27
0.53
ToxicitySpike
true
ToxicitySpike
VenueSwitch
17
NASDAQ>ARCA
LMT>PO
83.8
81
10.3
84
32
-10
32
PositionLimitNear
null
Stable book; normal liquidity
X005598
2025-12-03 15:03:50
AMZN
Buy
5,588
324.41
1,812,803.08
1.6
0.257
Low
14.3
18
-22.3
IEX>BATS>NYSE>ARCA
TWAP
1
LMT
3.9
61
30
0.57
Slip>Thresh
false
null
null
0
IEX>BATS>NYSE>ARCA
LMT
3.8
97
3.2
108
7
7
5
null
null
Stable book; normal liquidity
X005599
2025-10-31 15:28:55
BAC
Sell
42,460
74.26
3,153,079.6
0.9
0.116
Ultra
7.7
14
-24.1
BATS>ARCA>EDGX>NASDAQ>IEX
Adaptive
5
MKT
3.7
87
31
0.48
Multi
false
null
null
0
BATS>ARCA>EDGX>NASDAQ>IEX
MKT
45.6
92
3.8
46
19
17
13
null
null
High urgency from PM
X005600
2025-12-08 09:35:43
HD
Buy
78,796
187.98
14,812,072.08
2.2
0.306
Medium
4.5
26
30
NYSE>ARCA
Adaptive
5
LMT
3
111
15
0.76
LiqDrop
false
null
null
0
NYSE>ARCA
LMT
95
93
5.9
34
-2
17
-19
null
null
High urgency from PM