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
X005901
2025-11-16 10:03:28
LQD
Buy
25,527
112.83
2,880,211.41
1.3
0.126
Medium
21.9
24
-21.1
IEX>NYSE
TWAP
3
MKT
8.5
72
14
0.72
ToxicitySpike
false
null
null
0
IEX>NYSE
MKT
70.6
88
13.5
63
11
24
25
NoShort
null
Toxic prints; widened spread
X005902
2025-12-07 15:15:52
AMD
Sell
3,705
74.66
276,615.3
1.3
0.103
Low
30.3
35
17.8
IEX>NASDAQ>EDGX>ARCA
Adaptive
5
PO
11.6
62
15
0.74
LiqDrop
true
LiquidityDrop
Cross
31
IEX>NASDAQ>EDGX>ARCA
PO>IOC
53
88
3.3
112
5
-23
32
null
null
Venue switch reduced impact
X005903
2025-10-31 12:57:26
GOOGL
Sell
22,973
104.4
2,398,381.2
1.8
0.068
High
9.5
21
-20.4
EDGX>NYSE>NASDAQ>ARCA>IEX
POV
5
LMT
4.9
74
14
0.43
LiqDrop
false
null
null
0
EDGX>NYSE>NASDAQ>ARCA>IEX
LMT
65.5
85
1.4
42
57
15
1
null
null
Toxic prints; widened spread
X005904
2025-11-07 12:27:03
NKE
Buy
3,575
183.29
655,261.75
3.8
0.017
High
18.4
36
0.6
IEX>NASDAQ>ARCA
Adaptive
2
LMT
5.9
61
24
0.49
ToxicitySpike
true
ToxicitySpike
VenueSwitch
14
IEX>NASDAQ>ARCA
LMT>PO
93.4
94
13
50
43
20
-38
null
null
Venue switch reduced impact
X005905
2025-11-15 09:50:16
BAC
Sell
106,604
45.75
4,877,133
1.8
0.291
Low
10.2
7
-26.7
ARCA>EDGX
POV
5
LMT
5.3
129
20
0.49
Slip>Thresh
false
null
null
0
ARCA>EDGX
LMT
24.8
88
0
120
-2
-16
-3
Watchlist
null
Toxic prints; widened spread
X005906
2025-12-20 10:39:30
BA
Buy
59,864
146.08
8,744,933.12
2.3
0.199
Low
13.5
27
-6.8
ARCA>EDGX
IS
5
LMT
7.5
98
20
0.83
ToxicitySpike
false
null
null
0
ARCA>EDGX
LMT
3.4
98
0
141
46
-30
17
Watchlist
null
Toxic prints; widened spread
X005907
2025-11-10 10:27:06
QQQ
Buy
39,150
427.76
16,746,804
0.6
0.124
Medium
24
34
20.4
ARCA>BATS>EDGX>NASDAQ
IS
4
PO
10.3
82
16
0.77
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
10
ARCA>BATS>EDGX>NASDAQ
PO>LMT
66.1
93
23.9
59
43
28
-6
null
null
Venue switch reduced impact
X005908
2025-11-29 13:57:32
NVDA
Buy
5,926
225.19
1,334,475.94
1.9
0.153
High
5.2
39
1.3
IEX>ARCA
TWAP
1
LMT
2
62
28
0.59
Slip>Thresh
false
null
null
0
IEX>ARCA
LMT
43.6
85
9.1
49
18
-23
-21
NoShort
null
Paused due to data glitch
X005909
2025-12-18 13:01:35
XLU
Buy
65,153
103.51
6,743,987.03
1.9
0.209
Low
22
28
-30.9
BATS>ARCA
POV
5
LMT
9.7
102
27
0.43
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
15
BATS>ARCA
LMT>IOC
88.3
97
16.2
8
-8
11
-6
Watchlist
null
Toxic prints; widened spread
X005910
2025-11-25 09:39:54
JNJ
Buy
78,515
64.25
5,044,588.75
4.2
0.288
Low
7.8
20
20.1
NASDAQ>NYSE>IEX>BATS>ARCA
VWAP
3
LMT
4.5
99
19
0.52
ToxicitySpike
true
ToxicitySpike
VenueSwitch
16
NASDAQ>NYSE>IEX>BATS>ARCA
LMT>PO
98.8
90
10.6
96
25
26
-39
null
null
Stable book; normal liquidity
X005911
2025-11-02 10:36:08
VZ
Buy
15,365
161.45
2,480,679.25
2.3
0.131
High
3.8
19
15.5
NASDAQ>BATS>IEX
Adaptive
1
MKT
2
65
21
0.74
LiqDrop
true
LiquidityDrop
AlgoSwitch
20
NASDAQ>BATS>IEX
MKT>PO
83.6
90
0
102
44
-33
-15
NoShort
null
Paused due to data glitch
X005912
2025-10-31 12:57:42
TSLA
Buy
28,316
129.74
3,673,717.84
1
0.088
High
10.7
10
18.7
BATS>IEX>ARCA>NASDAQ
Adaptive
2
MKT
3.5
72
19
0.7
Multi
false
null
null
0
BATS>IEX>ARCA>NASDAQ
MKT
56.5
88
5.7
51
-13
-7
32
null
null
Paused due to data glitch
X005913
2025-12-10 09:55:04
XLI
Buy
812
304.38
247,156.56
2.7
0.037
High
10.4
21
-32.4
BATS>IEX>NASDAQ>ARCA>EDGX
Adaptive
3
MKT
4.9
60
26
0.69
ToxicitySpike
false
null
null
0
BATS>IEX>NASDAQ>ARCA>EDGX
MKT
75
96
15.5
22
3
10
34
null
null
Venue switch reduced impact
X005914
2025-12-17 12:45:51
CSCO
Buy
16,600
40.48
671,968
3.8
0.042
High
9.6
27
26.5
EDGX>IEX>ARCA
IS
5
LMT
7
70
21
0.73
Slip>Thresh
false
null
null
0
EDGX>IEX>ARCA
LMT
25
86
11.4
113
52
22
-9
null
null
Venue switch reduced impact
X005915
2025-11-06 15:17:08
JPM
Buy
5,281
160.76
848,973.56
3.4
0.131
Low
21.8
19
0.7
EDGX>ARCA
VWAP
1
LMT
5.9
61
18
0.47
ToxicitySpike
false
null
null
0
EDGX>ARCA
LMT
81.2
98
24.2
26
25
3
-10
null
null
Venue switch reduced impact
X005916
2025-12-07 11:05:44
XLY
Sell
58,922
22.52
1,326,923.44
1.5
0.246
Low
15.5
17
11
NASDAQ>NYSE>IEX
POV
5
LMT
7
98
21
0.49
Multi
false
null
null
0
NASDAQ>NYSE>IEX
LMT
64.8
86
2.6
77
53
4
-16
null
null
Venue switch reduced impact
X005917
2025-11-07 14:44:18
NVDA
Sell
1,013
126.8
128,448.4
2
0.026
Ultra
13.9
9
11
IEX>NYSE>NASDAQ>BATS>EDGX
Adaptive
3
LMT
4.6
60
14
0.6
Slip>Thresh
false
null
null
0
IEX>NYSE>NASDAQ>BATS>EDGX
LMT
78.9
86
6.1
69
-6
-2
10
PositionLimitNear
null
Toxic prints; widened spread
X005918
2025-12-06 14:35:01
INTC
Sell
1,468
184.41
270,713.88
0.6
0.07
High
38.7
11
-10.2
ARCA>IEX>NYSE>EDGX>BATS
POV
5
LMT
14.8
60
33
0.78
ToxicitySpike
false
null
null
0
ARCA>IEX>NYSE>EDGX>BATS
LMT
76.7
86
15
18
-12
-38
-21
PositionLimitNear
null
Stable book; normal liquidity
X005919
2025-12-22 14:57:06
NFLX
Buy
73,443
39.21
2,879,700.03
2.8
0.702
Low
12.7
21
-22.5
IEX>BATS>NASDAQ>EDGX
IS
5
MKT
9.5
107
14
0.68
ToxicitySpike
false
null
null
0
IEX>BATS>NASDAQ>EDGX
MKT
22.8
95
40.4
11
7
4
-22
NoShort
null
Paused due to data glitch
X005920
2025-11-13 09:35:25
LQD
Buy
16,479
111.37
1,835,266.23
1
0.081
Medium
24.5
34
10.5
BATS>ARCA>IEX
Adaptive
4
MKT
9.3
69
19
0.62
LiqDrop
false
null
null
0
BATS>ARCA>IEX
MKT
36.6
89
11.8
97
-14
6
15
null
null
Toxic prints; widened spread
X005921
2025-11-18 10:59:25
AMD
Buy
28,792
273.01
7,860,503.92
1.5
0.803
Low
34.9
23
15.5
BATS>IEX>ARCA>EDGX
POV
1
PO
9.8
70
16
0.85
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
10
BATS>IEX>ARCA>EDGX
PO>MKT
2.4
98
22.9
63
17
10
-37
null
null
Paused due to data glitch
X005922
2025-11-06 14:16:53
TLT
Buy
30,322
90.72
2,750,811.84
3.2
0.111
Medium
11.1
14
12.2
BATS>NYSE>IEX>EDGX
TWAP
1
LMT
3.8
70
17
0.62
Slip>Thresh
false
null
null
0
BATS>NYSE>IEX>EDGX
LMT
91
90
1.9
103
20
15
-35
null
null
Paused due to data glitch
X005923
2025-12-05 15:55:56
QQQ
Buy
50,781
391.26
19,868,574.06
0.6
0.161
Medium
17.6
29
-34
BATS>NASDAQ>ARCA>NYSE>EDGX
IS
5
MKT
9.4
93
23
0.83
Multi
false
null
null
0
BATS>NASDAQ>ARCA>NYSE>EDGX
MKT
12.6
97
17.2
131
33
27
30
Watchlist
null
Venue switch reduced impact
X005924
2025-12-08 14:30:57
NFLX
Buy
6,543
122.55
801,844.65
2.6
0.063
Medium
18.2
38
0.9
BATS>IEX
VWAP
1
MKT
5.8
62
27
0.61
LiqDrop
true
LiquidityDrop
VenueSwitch
27
BATS>IEX
MKT>LMT
51.7
92
11.4
101
7
-11
-17
NoShort
null
High urgency from PM
X005925
2025-11-07 12:49:59
BAC
Sell
6,847
228.96
1,567,689.12
0.9
0.019
Ultra
14.9
22
-3.5
IEX>NASDAQ
VWAP
1
MKT
4.2
62
24
0.57
Multi
false
null
null
0
IEX>NASDAQ
MKT
73.4
100
0
114
-12
15
17
null
null
Toxic prints; widened spread
X005926
2025-10-31 12:27:26
META
Sell
29,901
118.01
3,528,617.01
1.6
0.083
Medium
21.6
30
24.5
NYSE>EDGX
VWAP
3
LMT
6.7
74
22
0.5
ToxicitySpike
false
null
null
0
NYSE>EDGX
LMT
40
92
4.7
88
11
-29
24
null
null
Toxic prints; widened spread
X005927
2025-11-09 14:18:52
XLV
Sell
135,558
203.1
27,531,829.8
1.5
0.38
Low
13.9
22
28
ARCA>NYSE>EDGX>NASDAQ
POV
5
IOC
7.5
148
23
0.74
ToxicitySpike
false
null
null
0
ARCA>NYSE>EDGX>NASDAQ
IOC
7.1
86
6.4
171
46
13
-10
PositionLimitNear
PriceBand
High urgency from PM
X005928
2025-12-01 10:04:46
XOM
Buy
52,143
307.82
16,050,658.26
3.6
0.477
Low
19.8
3
-22.3
BATS>NASDAQ
TWAP
2
MKT
8.4
82
32
0.8
LiqDrop
false
null
null
0
BATS>NASDAQ
MKT
79.2
92
0
85
-11
-1
2
null
null
Venue switch reduced impact
X005929
2025-11-16 10:05:57
LQD
Sell
85,357
109.81
9,373,052.17
1.5
0.42
Low
17.2
18
33.8
EDGX>NASDAQ>NYSE
Adaptive
2
MKT
5.7
96
13
0.41
LiqDrop
false
null
null
0
EDGX>NASDAQ>NYSE
MKT
83.1
91
0
99
33
-30
21
null
null
Stable book; normal liquidity
X005930
2025-12-22 11:08:23
GOOGL
Sell
27,420
123.88
3,396,789.6
1.1
0.082
High
18.3
39
-30.3
NYSE>EDGX>ARCA
TWAP
2
LMT
5.2
71
26
0.84
Slip>Thresh
false
null
null
0
NYSE>EDGX>ARCA
LMT
24.7
90
6.1
124
31
-20
8
null
null
Venue switch reduced impact
X005931
2025-12-11 14:47:56
QQQ
Buy
20,414
417.63
8,525,498.82
0.5
0.065
Ultra
7.8
37
-3.6
IEX>NYSE>EDGX>NASDAQ
IS
4
MKT
3.9
71
19
0.82
Slip>Thresh
false
null
null
0
IEX>NYSE>EDGX>NASDAQ
MKT
85.6
99
7.2
57
29
15
-28
null
null
Paused due to data glitch
X005932
2025-12-21 14:09:06
AAPL
Buy
57,296
238.05
13,639,312.8
2.7
0.169
Low
23.9
22
-13.7
NASDAQ>ARCA
VWAP
1
MKT
7.4
80
23
0.79
Multi
false
null
null
0
NASDAQ>ARCA
MKT
22.9
93
22.4
167
34
-21
-6
null
null
High urgency from PM
X005933
2025-11-21 12:28:17
NVDA
Buy
5,151
114.78
591,231.78
1.8
0.133
Low
33.3
28
-24.4
ARCA>BATS>NASDAQ
Adaptive
1
PO
8
61
25
0.66
Slip>Thresh
false
null
null
0
ARCA>BATS>NASDAQ
PO
57.5
93
6.1
65
49
13
-38
null
null
Venue switch reduced impact
X005934
2025-11-05 14:21:30
XLY
Buy
49,632
107.47
5,333,951.04
1.7
0.207
Low
14
22
-28.2
ARCA>EDGX>BATS>NYSE>NASDAQ
IS
5
LMT
7.2
92
25
0.48
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
14
ARCA>EDGX>BATS>NYSE>NASDAQ
LMT>MKT
19.8
89
21.9
26
-16
-5
-39
null
null
Toxic prints; widened spread
X005935
2025-12-17 14:12:26
PEP
Sell
39,566
118.38
4,683,823.08
4
0.125
Medium
4.4
4
-9.8
BATS>IEX>EDGX
POV
5
MKT
5.6
85
15
0.51
ToxicitySpike
false
null
null
0
BATS>IEX>EDGX
MKT
77.9
85
5.9
91
58
-4
-24
null
null
High urgency from PM
X005936
2025-11-13 12:13:29
XLV
Buy
73,196
242.04
17,716,359.84
1.5
0.205
Low
19.5
8
-27.1
EDGX>NYSE>IEX>NASDAQ>BATS
VWAP
3
LMT
6.2
96
29
0.64
Slip>Thresh
false
null
null
0
EDGX>NYSE>IEX>NASDAQ>BATS
LMT
97.4
98
0.6
44
59
-18
10
null
null
Stable book; normal liquidity
X005937
2025-11-15 13:01:21
META
Buy
9,786
329.59
3,225,367.74
0.8
0.027
Ultra
24
6
-0.2
NYSE>BATS
IS
5
LMT
10.4
66
17
0.58
LiqDrop
false
null
null
0
NYSE>BATS
LMT
73
91
9.5
41
15
4
23
null
null
Toxic prints; widened spread
X005938
2025-11-07 13:10:27
SPY
Sell
86,794
473.43
41,090,883.42
1
0.117
High
8.2
34
25.6
BATS>EDGX
TWAP
2
LMT
2.6
96
35
0.64
Slip>Thresh
false
null
null
0
BATS>EDGX
LMT
59.8
85
7.9
130
54
-33
-10
null
null
Venue switch reduced impact
X005939
2025-11-02 09:35:44
MA
Sell
31,603
72.36
2,286,793.08
1.5
0.135
Medium
15.4
31
19.9
NASDAQ>NYSE>BATS
TWAP
2
LMT
4.7
73
16
0.68
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>BATS
LMT
78.9
85
12.2
141
3
-9
-4
NoShort
null
Venue switch reduced impact
X005940
2025-12-19 13:30:02
AMZN
Sell
1,300
44.54
57,902
1.4
0.06
Ultra
8.3
21
-4.7
NASDAQ>IEX>EDGX>BATS>NYSE
TWAP
2
LMT
2.8
60
34
0.59
ToxicitySpike
false
null
null
0
NASDAQ>IEX>EDGX>BATS>NYSE
LMT
14.7
95
5.1
18
51
-37
10
null
null
Paused due to data glitch
X005941
2025-12-26 09:58:35
WMT
Buy
30,480
94.63
2,884,322.4
3
0.094
High
3.6
28
13.3
NYSE>EDGX>NASDAQ
VWAP
1
MKT
2.4
70
35
0.66
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
13
NYSE>EDGX>NASDAQ
MKT>PO
93.3
91
2.8
25
-5
20
-21
null
null
High urgency from PM
X005942
2025-12-07 14:29:37
MA
Buy
83,176
294.13
24,464,556.88
1.1
0.354
Medium
4.9
20
-26.4
BATS>NYSE>EDGX>ARCA
IS
4
MKT
3.4
107
12
0.71
ToxicitySpike
false
null
null
0
BATS>NYSE>EDGX>ARCA
MKT
43.8
90
7.3
55
-16
11
-17
null
null
High urgency from PM
X005943
2025-11-19 10:33:19
XOM
Buy
17,207
52.07
895,968.49
4
0.157
Medium
6
27
-5.7
NASDAQ>ARCA>IEX>BATS
IS
4
LMT
5.2
69
33
0.5
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>IEX>BATS
LMT
40.8
87
3.7
97
-11
-3
1
null
null
High urgency from PM
X005944
2025-12-23 14:50:47
VZ
Sell
3,612
239.67
865,688.04
2.9
0.031
High
11.4
22
-32
ARCA>NASDAQ
IS
4
PO
7
62
16
0.8
Multi
false
null
null
0
ARCA>NASDAQ
PO
46.5
90
0
13
-7
-23
37
null
null
Stable book; normal liquidity
X005945
2025-11-08 12:34:29
XLK
Sell
41,366
27.55
1,139,633.3
1.6
0.116
Low
24.9
21
14.3
NASDAQ>NYSE>ARCA
VWAP
2
MKT
8.1
77
13
0.47
LiqDrop
false
null
null
0
NASDAQ>NYSE>ARCA
MKT
1.1
97
3.2
126
53
-12
-1
PositionLimitNear
null
Venue switch reduced impact
X005946
2025-11-30 11:10:20
XLB
Sell
62,487
27.26
1,703,395.62
2.3
0.159
Low
24
20
-9.6
IEX>NYSE
TWAP
3
PO
9.1
91
24
0.52
ToxicitySpike
false
null
null
0
IEX>NYSE
PO
23.6
96
0
10
-18
-25
8
null
null
Stable book; normal liquidity
X005947
2025-12-02 09:35:34
XLU
Buy
195,433
319.33
62,407,619.89
1.2
0.626
Low
8.3
14
9.6
ARCA>IEX>EDGX
IS
4
MKT
5.1
172
24
0.78
Multi
false
null
null
0
ARCA>IEX>EDGX
MKT
29.3
98
22.6
140
-15
-7
20
null
null
Paused due to data glitch
X005948
2025-11-21 11:23:36
XLI
Sell
2,321
170.29
395,243.09
3.6
0.106
Low
14
30
-8.1
NYSE>IEX
IS
4
LMT
7.8
61
14
0.45
Multi
false
null
null
0
NYSE>IEX
LMT
34.7
85
3.4
79
6
-7
4
PositionLimitNear
null
Paused due to data glitch
X005949
2025-12-18 12:15:00
JPM
Buy
27,842
349.01
9,717,136.42
4.6
0.689
Low
25.4
35
31.9
NYSE>ARCA>EDGX>NASDAQ
POV
4
LMT
11.9
76
17
0.51
Multi
false
null
null
0
NYSE>ARCA>EDGX>NASDAQ
LMT
47.2
94
12.2
94
40
-23
-8
null
null
High urgency from PM
X005950
2025-12-17 15:14:15
XLB
Buy
17,599
316.38
5,567,971.62
1.8
0.045
Ultra
5.8
33
33
IEX>BATS>NASDAQ
IS
5
PO
4.2
71
15
0.42
Slip>Thresh
false
null
null
0
IEX>BATS>NASDAQ
PO
62.1
96
7
70
-7
29
19
NoShort
null
High urgency from PM
X005951
2025-12-11 09:52:37
WMT
Buy
11,363
115.78
1,315,608.14
3.1
0.035
High
9.1
27
20.3
NASDAQ>BATS
TWAP
2
MKT
4.7
64
15
0.68
Multi
false
null
null
0
NASDAQ>BATS
MKT
11.3
92
7.6
102
9
10
-19
null
null
Paused due to data glitch
X005952
2025-10-30 12:07:28
JNJ
Sell
17,475
315.84
5,519,304
4.4
0.064
Medium
8.1
33
-26.4
IEX>NASDAQ>BATS>NYSE>EDGX
VWAP
3
LMT
4.6
68
16
0.77
Multi
false
null
null
0
IEX>NASDAQ>BATS>NYSE>EDGX
LMT
27.8
73
9
85
56
6
5
null
null
Stable book; normal liquidity
X005953
2025-11-05 11:34:53
VZ
Buy
5,463
321.6
1,756,900.8
3.7
0.047
Medium
12.5
37
-18.1
ARCA>BATS>EDGX
Adaptive
2
MKT
5.5
62
14
0.8
ToxicitySpike
false
null
null
0
ARCA>BATS>EDGX
MKT
55.4
100
8.4
155
58
30
-2
Watchlist
null
Venue switch reduced impact
X005954
2025-11-17 09:37:37
QQQ
Buy
25,476
396.89
10,111,169.64
1
0.081
Ultra
4.9
10
-17.8
NYSE>ARCA>IEX>NASDAQ
TWAP
3
MKT
2.4
72
20
0.54
ToxicitySpike
true
ToxicitySpike
VenueSwitch
19
NYSE>ARCA>IEX>NASDAQ
MKT>PO
89.8
89
0.4
84
39
-6
28
null
null
High urgency from PM
X005955
2025-12-21 15:25:34
LQD
Buy
131,425
110.42
14,511,948.5
1.2
0.647
Medium
5.1
10
-20
BATS>NASDAQ>EDGX>ARCA
IS
5
LMT
3.4
145
30
0.79
LiqDrop
false
null
null
0
BATS>NASDAQ>EDGX>ARCA
LMT
39.5
90
11.8
106
15
-10
27
PositionLimitNear
null
Venue switch reduced impact
X005956
2025-11-14 15:20:15
TSLA
Buy
18,755
205.96
3,862,779.8
2.1
0.058
Medium
20.5
33
3.4
EDGX>ARCA>NASDAQ>BATS
Adaptive
1
MKT
5.8
66
15
0.68
Multi
false
null
null
0
EDGX>ARCA>NASDAQ>BATS
MKT
10.6
91
16.8
79
3
24
6
null
null
Venue switch reduced impact
X005957
2025-12-04 14:14:09
XLK
Buy
12,904
333.08
4,298,064.32
1.4
0.036
Ultra
3.2
8
19.1
EDGX>BATS>IEX>NYSE>NASDAQ
VWAP
2
LMT
1.4
65
17
0.69
ToxicitySpike
false
null
null
0
EDGX>BATS>IEX>NYSE>NASDAQ
LMT
55.3
93
0
33
9
17
-37
PositionLimitNear
null
Venue switch reduced impact
X005958
2025-10-31 13:56:22
XLI
Sell
1,038
207.03
214,897.14
2.8
0.047
Low
34.3
18
15.5
NYSE>NASDAQ>IEX>EDGX
TWAP
2
LMT
10
60
21
0.71
Multi
false
null
null
0
NYSE>NASDAQ>IEX>EDGX
LMT
35.2
93
27.6
10
37
-32
16
null
null
Paused due to data glitch
X005959
2025-12-04 15:06:15
META
Sell
24,884
297.86
7,411,948.24
0.8
0.069
Ultra
7.4
28
-3.9
ARCA>NASDAQ>IEX>BATS>EDGX
Adaptive
1
PO
2
68
12
0.8
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>IEX>BATS>EDGX
PO
45
99
0
51
28
29
26
null
null
Paused due to data glitch
X005960
2025-12-15 15:16:49
PFE
Sell
118,468
332
39,331,376
2.2
0.322
Medium
4.9
15
-7.3
EDGX>BATS
POV
4
LMT
3.3
128
24
0.84
Multi
false
null
null
0
EDGX>BATS
LMT
31.9
87
14.1
124
25
30
-17
Watchlist
null
Stable book; normal liquidity
X005961
2025-12-16 12:15:26
SPY
Buy
198,342
457.61
90,763,282.62
1.1
0.268
Medium
11.1
7
-22
NASDAQ>IEX
TWAP
2
LMT
3.4
144
23
0.43
LiqDrop
false
null
null
0
NASDAQ>IEX
LMT
27.7
88
7.9
218
43
-30
2
null
null
Venue switch reduced impact
X005962
2025-12-21 14:28:36
HD
Buy
7,527
93.43
703,247.61
1.5
0.029
High
19.3
3
-29.4
IEX>EDGX>ARCA>BATS>NASDAQ
VWAP
3
IOC
7
63
16
0.77
Slip>Thresh
false
null
null
0
IEX>EDGX>ARCA>BATS>NASDAQ
IOC
94.3
92
12.6
110
-9
24
-38
null
null
Stable book; normal liquidity
X005963
2025-12-17 14:44:33
HYG
Sell
6,843
79.18
541,828.74
2
0.038
Ultra
6.9
3
17.5
BATS>EDGX>ARCA
VWAP
2
LMT
2.6
62
17
0.56
LiqDrop
false
null
null
0
BATS>EDGX>ARCA
LMT
21.4
93
1.6
104
1
-6
-18
null
null
Stable book; normal liquidity
X005964
2025-12-01 09:49:05
PEP
Sell
23,514
285.99
6,724,768.86
3.2
0.074
Low
24.2
14
28.4
ARCA>NYSE>BATS
POV
5
IOC
13.2
75
23
0.75
LiqDrop
true
LiquidityDrop
AlgoSwitch
27
ARCA>NYSE>BATS
IOC>PO
50.7
96
2.9
135
29
-16
17
null
null
Venue switch reduced impact
X005965
2025-12-16 12:06:55
AMD
Buy
5,280
50.33
265,742.4
1.2
0.147
Low
23
18
-6.2
EDGX>BATS>ARCA>NYSE
VWAP
2
MKT
7.4
62
18
0.78
ToxicitySpike
false
null
null
0
EDGX>BATS>ARCA>NYSE
MKT
68.7
94
18.4
55
25
27
29
null
null
High urgency from PM
X005966
2025-12-07 13:44:59
NKE
Sell
73,429
347.17
25,492,345.93
2.9
0.341
Low
13
9
13.8
EDGX>NASDAQ>BATS>NYSE>IEX
Adaptive
4
LMT
5.5
102
14
0.74
ToxicitySpike
false
null
null
0
EDGX>NASDAQ>BATS>NYSE>IEX
LMT
58.7
86
2.9
30
-20
-20
-14
null
null
Stable book; normal liquidity
X005967
2025-11-17 10:34:17
AMD
Sell
2,988
142.92
427,044.96
2.1
0.083
Medium
10.9
8
-10.7
EDGX>BATS
VWAP
1
LMT
3.1
61
14
0.44
LiqDrop
false
null
null
0
EDGX>BATS
LMT
32.8
86
0
38
-15
-7
19
null
null
Stable book; normal liquidity
X005968
2025-12-17 10:09:06
HD
Buy
17,727
280.33
4,969,409.91
2.7
0.069
Medium
16.9
23
-9.2
ARCA>NYSE>EDGX
POV
5
LMT
8.3
71
23
0.81
ToxicitySpike
false
null
null
0
ARCA>NYSE>EDGX
LMT
32.5
88
0
53
42
29
40
null
null
Venue switch reduced impact
X005969
2025-11-13 13:05:58
CSCO
Buy
7,672
139.39
1,069,400.08
4.9
0.019
Medium
21.9
19
28.9
IEX>NASDAQ>BATS
IS
5
MKT
15.6
64
16
0.42
LiqDrop
false
null
null
0
IEX>NASDAQ>BATS
MKT
1.2
86
8.5
101
36
-3
-11
null
null
Toxic prints; widened spread
X005970
2025-11-14 11:57:16
T
Buy
19,539
246.15
4,809,524.85
2.8
0.163
Low
9.9
35
-0.8
BATS>NYSE>ARCA
IS
5
MKT
7.7
72
33
0.77
Slip>Thresh
false
null
null
0
BATS>NYSE>ARCA
MKT
51.9
98
9.8
216
-16
4
38
null
null
Paused due to data glitch
X005971
2025-12-26 15:37:46
IEF
Sell
16,130
94.19
1,519,284.7
3.6
0.061
Low
20.4
4
-29.5
IEX>NASDAQ
Adaptive
4
LMT
8
69
23
0.77
Slip>Thresh
false
null
null
0
IEX>NASDAQ
LMT
67.7
90
11.6
48
-11
24
-23
null
null
Toxic prints; widened spread
X005972
2025-11-24 14:05:08
WMT
Buy
51,762
40.05
2,073,068.1
3.6
0.159
Medium
3.7
34
0
IEX>ARCA
TWAP
3
LMT
3.2
85
29
0.59
LiqDrop
true
LiquidityDrop
AlgoSwitch
12
IEX>ARCA
LMT>IOC
52.4
92
7.6
142
-1
-16
5
null
null
High urgency from PM
X005973
2025-12-13 11:06:43
PEP
Buy
85,262
22.71
1,936,300.02
2.3
0.269
Low
8.7
6
29.4
BATS>NASDAQ>IEX
Adaptive
1
MKT
3.2
89
13
0.61
Slip>Thresh
true
SlippageAboveThreshold
Cross
14
BATS>NASDAQ>IEX
MKT>PO
61.6
100
16.8
74
34
11
-39
Watchlist
null
Venue switch reduced impact
X005974
2025-11-01 13:59:41
XLY
Buy
165,788
174.93
29,001,294.84
1.5
0.691
Low
14.8
15
28.4
EDGX>IEX>NASDAQ
IS
4
LMT
6.9
155
27
0.48
Slip>Thresh
false
null
null
0
EDGX>IEX>NASDAQ
LMT
45.7
100
14.4
110
41
-15
30
null
null
High urgency from PM
X005975
2025-11-06 14:52:51
JNJ
Sell
5,381
302.06
1,625,384.86
3.9
0.02
Medium
22.1
20
5.7
EDGX>BATS>NASDAQ>NYSE>ARCA
Adaptive
2
LMT
6.8
62
25
0.42
Slip>Thresh
false
null
null
0
EDGX>BATS>NASDAQ>NYSE>ARCA
LMT
77.5
96
3.4
49
35
-6
18
null
null
High urgency from PM
X005976
2025-11-30 14:10:25
DIS
Sell
66,677
19.7
1,313,536.9
1.2
0.291
Medium
6.5
24
8.5
EDGX>NASDAQ
VWAP
2
MKT
2.7
88
34
0.63
Multi
false
null
null
0
EDGX>NASDAQ
MKT
93.4
96
0
30
8
-30
26
null
null
Paused due to data glitch
X005977
2025-12-10 10:21:30
TLT
Buy
7,613
91.67
697,883.71
3.5
0.028
Ultra
3.1
28
-26
NYSE>IEX>EDGX>NASDAQ
IS
4
MKT
4.5
64
30
0.66
LiqDrop
false
null
null
0
NYSE>IEX>EDGX>NASDAQ
MKT
2.2
98
0
56
-5
-25
-2
null
null
Venue switch reduced impact
X005978
2025-11-03 09:35:37
NKE
Buy
7,758
201.75
1,565,176.5
2.6
0.036
Ultra
4.6
28
-16.2
ARCA>EDGX>IEX
Adaptive
2
LMT
2.2
63
18
0.4
LiqDrop
false
null
null
0
ARCA>EDGX>IEX
LMT
60.6
97
2
50
9
-21
22
PositionLimitNear
null
High urgency from PM
X005979
2025-12-04 14:17:45
IEF
Sell
43,869
98.18
4,307,058.42
2.2
0.167
Low
21.8
31
6.7
NASDAQ>ARCA>EDGX>IEX
IS
5
LMT
10.7
88
12
0.44
Multi
true
MultiTrigger
VenueSwitch
16
NASDAQ>ARCA>EDGX>IEX
LMT>PO
80.8
95
9.7
72
12
-15
9
null
null
Paused due to data glitch
X005980
2025-11-04 14:41:54
XOM
Sell
5,157
134.43
693,255.51
3.8
0.047
Medium
12.2
9
20.1
NYSE>EDGX>IEX
Adaptive
2
MKT
5.4
62
22
0.56
ToxicitySpike
false
null
null
0
NYSE>EDGX>IEX
MKT
38.2
92
5.7
19
37
-5
36
null
null
Stable book; normal liquidity
X005981
2025-11-09 10:46:15
XLB
Buy
39,898
81.09
3,235,328.82
2.8
0.102
High
3
11
-31.8
NYSE>IEX>EDGX>ARCA>BATS
VWAP
2
MKT
2.5
76
15
0.47
Slip>Thresh
false
null
null
0
NYSE>IEX>EDGX>ARCA>BATS
MKT
92.6
94
6.7
64
30
18
33
null
null
High urgency from PM
X005982
2025-11-14 14:01:15
CSCO
Buy
148,740
63.22
9,403,342.8
3.6
0.373
Low
3.8
7
22.8
ARCA>NASDAQ
VWAP
3
PO
3.4
134
12
0.71
Slip>Thresh
false
null
null
0
ARCA>NASDAQ
PO
44.2
100
0.2
99
0
26
-28
null
null
High urgency from PM
X005983
2025-11-18 13:17:56
NFLX
Buy
14,975
325.79
4,878,705.25
2.5
0.143
Low
15.5
38
29.5
ARCA>NYSE
TWAP
2
LMT
5.2
66
33
0.52
LiqDrop
false
null
null
0
ARCA>NYSE
LMT
43.3
80
0
86
-4
11
-15
null
null
Paused due to data glitch
X005984
2025-11-12 10:03:48
CVX
Sell
15,451
354.64
5,479,542.64
0.7
0.092
High
18.5
17
7.2
NYSE>NASDAQ>IEX
POV
4
MKT
8.1
68
33
0.81
ToxicitySpike
false
null
null
0
NYSE>NASDAQ>IEX
MKT
19.8
89
18.7
24
39
14
-38
NoShort
null
Toxic prints; widened spread
X005985
2025-12-12 09:35:16
INTC
Sell
3,285
270.81
889,610.85
0.7
0.156
Medium
33.8
5
23
ARCA>IEX>EDGX
Adaptive
5
MKT
13.6
62
35
0.41
Slip>Thresh
false
null
null
0
ARCA>IEX>EDGX
MKT
45.9
96
17.6
74
-6
-33
38
PositionLimitNear
null
Toxic prints; widened spread
X005986
2025-12-08 14:10:37
JPM
Sell
4,811
215.66
1,037,540.26
2.5
0.119
Medium
7.3
20
-1.1
NYSE>BATS
TWAP
1
MKT
3.3
61
26
0.43
ToxicitySpike
true
ToxicitySpike
VenueSwitch
15
NYSE>BATS
MKT>PO
78.6
95
7.7
8
11
-38
-25
Watchlist
null
High urgency from PM
X005987
2025-10-28 12:56:25
XLB
Buy
10,351
315.99
3,270,812.49
2.8
0.026
Ultra
7.2
16
-10.7
NASDAQ>EDGX
IS
4
LMT
4.7
65
13
0.46
ToxicitySpike
false
null
null
0
NASDAQ>EDGX
LMT
68.4
93
10
47
43
26
-24
null
null
Venue switch reduced impact
X005988
2025-11-04 09:35:45
IWM
Sell
83,538
190.01
15,873,055.38
0.8
0.115
Medium
23.1
38
-25.6
NYSE>NASDAQ>BATS>ARCA>IEX
TWAP
3
IOC
8.2
101
16
0.74
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>BATS>ARCA>IEX
IOC
3
88
6.8
172
-13
24
-38
PositionLimitNear
VenueReject
Stable book; normal liquidity
X005989
2025-11-26 14:24:53
AMD
Sell
1,286
231.13
297,233.18
1.7
0.036
High
22.7
9
10
ARCA>EDGX>NYSE>BATS>NASDAQ
VWAP
2
LMT
6.2
60
12
0.76
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
15
ARCA>EDGX>NYSE>BATS>NASDAQ
LMT>MKT
97
86
5.8
28
-12
30
-13
null
null
Paused due to data glitch
X005990
2025-12-03 13:03:34
XLK
Sell
115,140
166.83
19,208,806.2
1.1
0.323
Medium
8.7
33
27.3
BATS>NASDAQ>IEX>NYSE
Adaptive
1
LMT
2.2
100
22
0.56
Slip>Thresh
false
null
null
0
BATS>NASDAQ>IEX>NYSE
LMT
57.5
91
14.5
169
1
12
27
null
null
Paused due to data glitch
X005991
2025-12-13 13:30:49
KO
Buy
1,971
162.32
319,932.72
2.1
0.049
Ultra
7.9
10
-27.9
ARCA>EDGX
VWAP
2
MKT
3.5
60
25
0.45
ToxicitySpike
false
null
null
0
ARCA>EDGX
MKT
81.9
92
0
67
50
-7
37
null
null
Toxic prints; widened spread
X005992
2025-11-05 12:00:43
TSLA
Sell
27,002
15.31
413,400.62
1.2
0.084
High
12.6
16
-6.3
NASDAQ>NYSE
Adaptive
5
MKT
5.8
77
26
0.75
Multi
false
null
null
0
NASDAQ>NYSE
MKT
14.8
91
10.2
113
29
4
-38
NoShort
null
Toxic prints; widened spread
X005993
2025-11-28 14:10:29
NVDA
Sell
4,349
263.74
1,147,005.26
1.1
0.113
Medium
25.4
9
-8.2
IEX>ARCA
IS
4
LMT
10.2
62
25
0.6
Multi
false
null
null
0
IEX>ARCA
LMT
37.1
69
0
126
54
-11
-14
null
null
High urgency from PM
X005994
2025-11-16 10:22:26
TLT
Buy
23,964
94.07
2,254,293.48
3.1
0.088
High
3.4
10
-33.8
ARCA>NASDAQ>IEX>BATS>EDGX
VWAP
3
PO
2.9
71
19
0.44
Multi
false
null
null
0
ARCA>NASDAQ>IEX>BATS>EDGX
PO
60.1
92
0.2
94
3
0
5
Watchlist
null
Venue switch reduced impact
X005995
2025-10-28 10:18:11
T
Sell
6,082
253.26
1,540,327.32
2.4
0.051
Medium
19.6
24
12.2
BATS>NASDAQ
VWAP
3
MKT
8
63
34
0.42
Slip>Thresh
false
null
null
0
BATS>NASDAQ
MKT
93.2
88
0
45
36
-27
-9
null
null
Paused due to data glitch
X005996
2025-11-14 10:53:24
XLB
Sell
22,356
129.33
2,891,301.48
2.8
0.057
High
6.1
26
25.9
NASDAQ>NYSE
VWAP
2
LMT
2.8
69
28
0.73
Multi
false
null
null
0
NASDAQ>NYSE
LMT
82.4
88
15.8
118
35
-33
12
null
null
Stable book; normal liquidity
X005997
2025-12-02 15:26:09
KO
Sell
3,322
217.99
724,162.78
3.6
0.083
Low
28.5
25
-25.1
IEX>BATS
POV
4
LMT
12
61
34
0.69
ToxicitySpike
false
null
null
0
IEX>BATS
LMT
77.4
94
4.8
190
21
-35
12
null
null
Venue switch reduced impact
X005998
2025-11-25 09:35:29
IEF
Buy
7,248
101.04
732,337.92
1.9
0.028
High
17.6
4
13.4
NASDAQ>EDGX>IEX>BATS
IS
4
IOC
9.1
64
23
0.47
Multi
false
null
null
0
NASDAQ>EDGX>IEX>BATS
IOC
32.9
88
2.8
35
48
19
13
Watchlist
null
Toxic prints; widened spread
X005999
2025-12-15 09:36:31
INTC
Buy
833
332.64
277,089.12
0.9
0.04
High
29.1
28
7.7
EDGX>IEX>NASDAQ>ARCA
TWAP
3
MKT
10.7
60
35
0.44
Slip>Thresh
false
null
null
0
EDGX>IEX>NASDAQ>ARCA
MKT
61.3
88
9.3
46
38
15
-5
null
null
Venue switch reduced impact
X006000
2025-11-13 09:35:22
PEP
Buy
69,512
76.75
5,335,046
2.5
0.22
Low
22.2
19
14.4
EDGX>IEX>BATS>ARCA>NYSE
TWAP
2
MKT
8.3
89
27
0.8
ToxicitySpike
false
null
null
0
EDGX>IEX>BATS>ARCA>NYSE
MKT
63.5
91
25.3
76
28
17
-20
null
null
Venue switch reduced impact