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
X000601
2025-11-12 13:57:42
PFE
Sell
53,084
24.5
1,300,558
3.3
0.144
Medium
4.1
31
23.2
NYSE>NASDAQ>EDGX>BATS>IEX
IS
5
LMT
4.4
94
26
0.56
Multi
false
null
null
0
NYSE>NASDAQ>EDGX>BATS>IEX
LMT
36.3
87
10.2
61
17
-3
11
PositionLimitNear
null
Toxic prints; widened spread
X000602
2025-12-15 12:41:22
NKE
Sell
52,830
340.84
18,006,577.2
3
0.245
Medium
4
27
6.4
ARCA>EDGX>IEX>BATS
TWAP
1
LMT
2.2
78
23
0.51
Slip>Thresh
false
null
null
0
ARCA>EDGX>IEX>BATS
LMT
74
94
0
84
35
14
11
null
null
Venue switch reduced impact
X000603
2025-12-14 15:39:49
XLE
Buy
15,688
293.78
4,608,820.64
2.1
0.056
High
12.9
39
12.7
NASDAQ>ARCA
IS
4
MKT
7.6
69
33
0.72
ToxicitySpike
false
null
null
0
NASDAQ>ARCA
MKT
32.7
94
11.5
123
-17
-21
36
null
null
Stable book; normal liquidity
X000604
2025-11-12 15:19:58
XLU
Sell
96,864
151.25
14,650,680
1.9
0.31
Low
20
5
-30.8
EDGX>BATS>NYSE
VWAP
3
LMT
6.6
108
28
0.42
LiqDrop
false
null
null
0
EDGX>BATS>NYSE
LMT
28.4
99
9.4
162
32
-38
-17
null
null
Toxic prints; widened spread
X000605
2025-12-17 12:21:32
JNJ
Buy
23,504
290.89
6,837,078.56
3.5
0.086
Medium
12.4
20
13.9
NYSE>BATS
TWAP
2
LMT
4.9
69
14
0.63
Multi
false
null
null
0
NYSE>BATS
LMT
98.4
98
0
30
-3
21
34
null
null
Paused due to data glitch
X000606
2025-12-07 11:50:19
META
Sell
29,730
96.94
2,882,026.2
1.1
0.083
Ultra
4.7
24
32.3
BATS>NASDAQ>ARCA>EDGX
TWAP
1
MKT
1.8
70
12
0.56
LiqDrop
false
null
null
0
BATS>NASDAQ>ARCA>EDGX
MKT
95.2
87
0
20
18
-26
-1
null
null
Stable book; normal liquidity
X000607
2025-12-26 09:35:17
XLU
Buy
17,179
329.92
5,667,695.68
1.9
0.055
High
11.5
27
-20.1
EDGX>NYSE>NASDAQ>BATS>IEX
VWAP
2
LMT
3.7
67
21
0.63
LiqDrop
false
null
null
0
EDGX>NYSE>NASDAQ>BATS>IEX
LMT
82.5
96
1.8
56
-2
6
18
Watchlist
null
High urgency from PM
X000608
2025-12-06 14:18:25
CSCO
Sell
43,184
179.12
7,735,118.08
3.7
0.108
Low
18.9
5
32.4
ARCA>NYSE>NASDAQ>EDGX>BATS
TWAP
2
MKT
8
78
30
0.66
Slip>Thresh
false
null
null
0
ARCA>NYSE>NASDAQ>EDGX>BATS
MKT
30.8
92
0
98
2
-11
-35
NoShort
null
Venue switch reduced impact
X000609
2025-11-22 11:30:44
BRK.B
Sell
4,736
263.94
1,250,019.84
1.5
0.022
Ultra
12.1
30
-32.4
IEX>NYSE>ARCA>NASDAQ>EDGX
Adaptive
4
MKT
5.3
62
22
0.5
LiqDrop
false
null
null
0
IEX>NYSE>ARCA>NASDAQ>EDGX
MKT
29
89
11.1
41
23
19
26
null
null
Venue switch reduced impact
X000610
2025-11-16 11:31:46
IWM
Buy
6,346
200.84
1,274,530.64
1.4
0.009
Ultra
15.9
27
-5
ARCA>NASDAQ>BATS>EDGX
TWAP
3
LMT
5.3
63
15
0.49
Multi
false
null
null
0
ARCA>NASDAQ>BATS>EDGX
LMT
89
97
7.1
84
52
2
-14
null
null
Toxic prints; widened spread
X000611
2025-12-14 09:35:20
TSLA
Sell
20,655
275.5
5,690,452.5
1.8
0.064
Medium
18.5
5
31.5
IEX>BATS>ARCA>NYSE
VWAP
3
MKT
7.3
70
33
0.68
LiqDrop
false
null
null
0
IEX>BATS>ARCA>NYSE
MKT
59.8
92
0
74
32
-36
-29
null
null
Stable book; normal liquidity
X000612
2025-12-26 10:21:03
XLY
Buy
29,934
272.24
8,149,232.16
1.2
0.125
High
8
28
23.9
BATS>NYSE>IEX
TWAP
2
MKT
3.2
72
28
0.84
LiqDrop
false
null
null
0
BATS>NYSE>IEX
MKT
36.5
96
14.3
64
-16
-9
24
Watchlist
null
Paused due to data glitch
X000613
2025-11-03 11:34:17
NVDA
Sell
10,905
63.15
688,650.75
1.5
0.282
Low
20.2
34
-22.6
NASDAQ>NYSE>IEX
Adaptive
1
MKT
5.6
63
33
0.57
ToxicitySpike
true
ToxicitySpike
Cross
10
NASDAQ>NYSE>IEX
MKT>IOC
97.4
89
6.7
19
-2
22
9
PositionLimitNear
null
Stable book; normal liquidity
X000614
2025-12-03 09:35:48
INTC
Buy
4,229
17.48
73,922.92
0.7
0.201
Medium
22.7
35
0.9
NYSE>ARCA>EDGX>NASDAQ
TWAP
3
PO
7.7
62
27
0.71
ToxicitySpike
false
null
null
0
NYSE>ARCA>EDGX>NASDAQ
PO
37.3
86
12.1
70
25
-29
31
null
null
Paused due to data glitch
X000615
2025-12-23 10:35:18
VZ
Buy
24,826
89.64
2,225,402.64
3.6
0.212
Low
7.2
7
-30.4
NASDAQ>NYSE>BATS>IEX>EDGX
VWAP
2
LMT
3.5
70
34
0.63
ToxicitySpike
true
ToxicitySpike
Cross
13
NASDAQ>NYSE>BATS>IEX>EDGX
LMT>IOC
99.5
95
6
9
-3
-34
-8
Watchlist
null
Venue switch reduced impact
X000616
2025-12-21 09:43:54
UNH
Buy
23,609
317.68
7,500,107.12
3.2
0.104
Medium
8.3
6
-25.7
NASDAQ>ARCA>NYSE>EDGX
IS
4
LMT
5.4
73
17
0.59
LiqDrop
false
null
null
0
NASDAQ>ARCA>NYSE>EDGX
LMT
68.6
89
20.6
39
-16
-25
14
null
null
Venue switch reduced impact
X000617
2025-12-02 09:44:22
META
Buy
64,725
106.11
6,867,969.75
1.1
0.18
High
6.5
17
-9.8
IEX>ARCA>BATS>EDGX>NASDAQ
IS
5
MKT
4.4
102
34
0.83
LiqDrop
false
null
null
0
IEX>ARCA>BATS>EDGX>NASDAQ
MKT
77.2
88
12.9
120
47
-38
20
NoShort
null
Stable book; normal liquidity
X000618
2025-11-03 15:35:02
NFLX
Buy
2,921
210.79
615,717.59
4.6
0.028
High
8.2
15
31.3
EDGX>IEX>NYSE
VWAP
3
LMT
4.7
61
17
0.79
ToxicitySpike
false
null
null
0
EDGX>IEX>NYSE
LMT
77.2
94
0.5
10
54
-17
-9
PositionLimitNear
null
Stable book; normal liquidity
X000619
2025-11-15 13:43:28
XLY
Sell
23,011
85.44
1,966,059.84
2.2
0.096
Low
23.3
37
-23.3
BATS>EDGX>IEX>NASDAQ
TWAP
3
MKT
9.6
71
19
0.41
ToxicitySpike
false
null
null
0
BATS>EDGX>IEX>NASDAQ
MKT
83.5
87
0
110
17
-3
-30
null
null
High urgency from PM
X000620
2025-11-13 10:36:31
DIS
Sell
25,953
141.33
3,667,937.49
1.5
0.113
Medium
12.5
33
1.5
NYSE>ARCA
IS
5
IOC
7.4
76
12
0.81
LiqDrop
false
null
null
0
NYSE>ARCA
IOC
71.3
97
30.3
40
42
-3
-9
Watchlist
null
Stable book; normal liquidity
X000621
2025-12-10 15:55:27
MSFT
Sell
22,626
365.24
8,263,920.24
3.5
0.12
Low
17.6
27
34
ARCA>BATS>NYSE>IEX>NASDAQ
TWAP
3
LMT
7.1
71
13
0.51
LiqDrop
true
LiquidityDrop
VenueSwitch
34
ARCA>BATS>NYSE>IEX>NASDAQ
LMT>MKT
50.1
66
10.5
139
-17
10
20
null
PriceBand
Paused due to data glitch
X000622
2025-11-11 13:24:32
IEF
Buy
11,768
101.59
1,195,511.12
3.1
0.045
Medium
14.1
11
-16.8
EDGX>NASDAQ>IEX>ARCA
Adaptive
3
MKT
6.3
65
32
0.45
Multi
false
null
null
0
EDGX>NASDAQ>IEX>ARCA
MKT
95.8
87
5.8
29
29
-14
-21
null
Unknown
Venue switch reduced impact
X000623
2025-10-29 09:35:50
HD
Sell
47,204
332.29
15,685,417.16
3
0.183
Low
23.7
24
-11.9
NYSE>IEX>ARCA>NASDAQ>EDGX
IS
4
LMT
11
87
21
0.43
LiqDrop
false
null
null
0
NYSE>IEX>ARCA>NASDAQ>EDGX
LMT
51
87
29.2
98
18
-37
-15
null
null
Paused due to data glitch
X000624
2025-11-23 10:31:32
JNJ
Sell
71,120
186.13
13,237,565.6
4.6
0.261
Low
18.8
14
7.8
NYSE>IEX>BATS>NASDAQ
VWAP
2
MKT
8.2
90
16
0.81
LiqDrop
true
LiquidityDrop
AlgoSwitch
21
NYSE>IEX>BATS>NASDAQ
MKT>LMT
89.3
100
15.2
132
8
4
-38
null
Throttle
Toxic prints; widened spread
X000625
2025-12-20 13:55:35
AMD
Sell
24,696
329.47
8,136,591.12
2
0.689
Low
39.1
24
22.2
NYSE>EDGX
POV
2
LMT
11.6
70
23
0.49
Multi
false
null
null
0
NYSE>EDGX
LMT
83.3
95
28.2
10
7
-22
-16
null
null
Stable book; normal liquidity
X000626
2025-12-02 10:50:39
XLI
Buy
3,226
203.59
656,781.34
3.5
0.147
Low
39.3
16
8.4
NYSE>NASDAQ>IEX>ARCA
TWAP
3
LMT
13.3
61
22
0.52
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>IEX>ARCA
LMT
48.8
98
20.9
108
24
9
5
Watchlist
null
Venue switch reduced impact
X000627
2025-12-18 12:43:28
XOM
Buy
4,396
179.47
788,950.12
4.1
0.04
High
8.9
22
12.8
IEX>EDGX>ARCA
TWAP
1
MKT
4.5
61
33
0.67
Slip>Thresh
false
null
null
0
IEX>EDGX>ARCA
MKT
96.7
88
8.3
10
32
29
-7
null
null
Stable book; normal liquidity
X000628
2025-12-26 14:34:43
XLP
Sell
25,337
112.25
2,844,078.25
2.1
0.088
Medium
20.8
20
19
EDGX>BATS>ARCA
TWAP
2
LMT
6.3
70
28
0.81
LiqDrop
false
null
null
0
EDGX>BATS>ARCA
LMT
44.5
100
0
65
-3
2
20
Watchlist
null
Stable book; normal liquidity
X000629
2025-12-20 13:53:16
BA
Sell
102,417
127.91
13,100,158.47
1.6
0.341
Medium
7.2
29
4.6
NASDAQ>BATS>ARCA>EDGX
POV
5
PO
4.5
126
34
0.49
Slip>Thresh
false
null
null
0
NASDAQ>BATS>ARCA>EDGX
PO
38.3
90
10.3
98
8
-22
-29
null
null
Venue switch reduced impact
X000630
2025-12-14 13:13:42
BA
Buy
216,266
233.72
50,545,689.52
1.4
0.721
Low
21
38
-7.6
NASDAQ>NYSE
VWAP
3
LMT
6.7
168
14
0.47
Multi
false
null
null
0
NASDAQ>NYSE
LMT
60.7
87
0.1
108
30
-2
-14
null
null
Venue switch reduced impact
X000631
2025-10-27 14:31:20
BRK.B
Buy
19,758
210.64
4,161,825.12
2.3
0.09
Low
20.1
24
-19.4
EDGX>NYSE>BATS>ARCA
VWAP
2
MKT
7.2
68
32
0.78
Multi
false
null
null
0
EDGX>NYSE>BATS>ARCA
MKT
49.6
95
0
10
53
2
-24
NoShort
null
Toxic prints; widened spread
X000632
2025-12-18 15:29:52
LQD
Buy
10,760
114.02
1,226,855.2
1.4
0.053
High
19.3
20
16.5
ARCA>NASDAQ>EDGX
POV
5
LMT
8.2
66
34
0.44
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>EDGX
LMT
67.5
86
0
63
44
11
-35
PositionLimitNear
null
Venue switch reduced impact
X000633
2025-11-01 10:11:42
XLU
Sell
24,968
115.55
2,885,052.4
2.2
0.08
Medium
22.7
21
10.7
IEX>EDGX>ARCA>NASDAQ
VWAP
1
MKT
6.8
68
12
0.71
LiqDrop
false
null
null
0
IEX>EDGX>ARCA>NASDAQ
MKT
45.8
91
0
44
16
10
37
PositionLimitNear
null
Paused due to data glitch
X000634
2025-12-14 09:35:20
V
Buy
6,963
96.3
670,536.9
4.5
0.091
Low
23.1
33
-9.9
NYSE>NASDAQ>BATS>IEX
TWAP
3
LMT
9.2
63
20
0.66
Multi
false
null
null
0
NYSE>NASDAQ>BATS>IEX
LMT
7.5
98
22.6
10
-1
-18
-37
null
null
Venue switch reduced impact
X000635
2025-12-06 10:35:21
NKE
Sell
60,022
256.23
15,379,437.06
4
0.279
Low
7.6
32
12.3
NYSE>ARCA>EDGX
POV
4
LMT
5.4
94
19
0.74
Multi
false
null
null
0
NYSE>ARCA>EDGX
LMT
8.1
86
0
70
9
11
4
null
null
Toxic prints; widened spread
X000636
2025-12-10 14:52:17
BAC
Sell
175,274
98.4
17,246,961.6
1.9
0.478
Low
15.4
14
20.3
ARCA>IEX
Adaptive
2
IOC
5.2
134
15
0.69
LiqDrop
false
null
null
0
ARCA>IEX
IOC
26.7
88
21.8
191
42
8
8
PositionLimitNear
null
Paused due to data glitch
X000637
2025-12-25 09:35:12
WMT
Sell
38,726
143.29
5,549,048.54
5.2
0.119
Low
21.6
18
13.3
BATS>IEX>NASDAQ>ARCA>NYSE
TWAP
1
MKT
8.4
73
27
0.42
ToxicitySpike
false
null
null
0
BATS>IEX>NASDAQ>ARCA>NYSE
MKT
23
100
13.9
36
-13
1
6
Watchlist
null
Venue switch reduced impact
X000638
2025-11-10 11:15:04
V
Sell
2,495
138.51
345,582.45
3.4
0.032
Medium
26.2
6
-8.7
NYSE>EDGX
TWAP
2
LMT
8.3
61
14
0.5
LiqDrop
false
null
null
0
NYSE>EDGX
LMT
65.7
95
3.2
10
30
-17
-1
NoShort
VenueReject
Stable book; normal liquidity
X000639
2025-12-15 14:19:14
XLI
Buy
5,997
278.1
1,667,765.7
2.8
0.273
Low
12.9
38
-4.5
EDGX>NASDAQ>IEX>ARCA
Adaptive
3
LMT
4.8
62
27
0.53
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>IEX>ARCA
LMT
65.2
99
0
10
-7
18
31
PositionLimitNear
null
Toxic prints; widened spread
X000640
2025-12-04 12:37:59
XOM
Sell
2,112
292.18
617,084.16
2.9
0.019
Ultra
13.2
19
25.4
IEX>EDGX>BATS
IS
5
MKT
9.4
61
26
0.42
Slip>Thresh
false
null
null
0
IEX>EDGX>BATS
MKT
99.9
89
12.4
62
49
-16
25
null
null
High urgency from PM
X000641
2025-12-16 10:00:31
NFLX
Buy
31,693
197.58
6,261,902.94
3.3
0.303
Low
12.7
14
-2.6
NYSE>EDGX>ARCA>BATS
VWAP
2
IOC
5.4
73
13
0.74
LiqDrop
false
null
null
0
NYSE>EDGX>ARCA>BATS
IOC
56
95
0
10
0
21
22
null
null
High urgency from PM
X000642
2025-11-13 12:41:22
TSLA
Buy
209,716
58.81
12,333,397.96
1.5
0.652
Low
5.5
29
-17.4
IEX>EDGX>NYSE>BATS>NASDAQ
Adaptive
4
LMT
2.7
180
32
0.5
ToxicitySpike
false
null
null
0
IEX>EDGX>NYSE>BATS>NASDAQ
LMT
59
93
0
146
-5
-11
-16
NoShort
null
Paused due to data glitch
X000643
2025-12-10 14:35:44
CVX
Buy
7,974
210.87
1,681,477.38
0.8
0.047
Ultra
18.9
3
-6
NYSE>IEX
TWAP
3
MKT
7.1
63
15
0.7
ToxicitySpike
false
null
null
0
NYSE>IEX
MKT
15.7
97
4.3
104
51
-1
-18
null
null
Toxic prints; widened spread
X000644
2025-12-17 11:28:37
JNJ
Buy
52,146
93.81
4,891,816.26
4.3
0.191
Medium
4.7
30
1.6
ARCA>NASDAQ>EDGX
Adaptive
2
LMT
3.1
82
35
0.84
Multi
false
null
null
0
ARCA>NASDAQ>EDGX
LMT
30.6
100
2
122
60
4
36
null
null
Stable book; normal liquidity
X000645
2025-12-03 12:56:22
XLE
Sell
10,362
195.44
2,025,149.28
3
0.037
Medium
18.2
39
5
BATS>NYSE
TWAP
1
IOC
6.1
63
21
0.58
LiqDrop
false
null
null
0
BATS>NYSE
IOC
60.2
94
13
10
21
-28
-40
null
null
Toxic prints; widened spread
X000646
2025-11-11 15:08:29
V
Sell
4,570
21.08
96,335.6
4.8
0.059
Medium
12.4
19
13
NYSE>BATS>IEX
IS
4
IOC
9.4
62
28
0.72
LiqDrop
false
null
null
0
NYSE>BATS>IEX
IOC
78.8
99
13.4
14
37
5
-23
Watchlist
null
High urgency from PM
X000647
2025-12-25 15:42:43
AMD
Buy
1,428
302.24
431,598.72
1.1
0.04
Ultra
14.2
20
-32
BATS>IEX>NYSE>NASDAQ
IS
5
MKT
8.1
60
20
0.64
Multi
false
null
null
0
BATS>IEX>NYSE>NASDAQ
MKT
30.6
94
2.9
79
18
-17
28
null
null
Paused due to data glitch
X000648
2025-11-09 15:06:24
PEP
Buy
16,914
272.2
4,603,990.8
4.9
0.053
High
5.6
19
25.5
NASDAQ>EDGX>IEX
IS
5
MKT
7.6
70
29
0.4
LiqDrop
false
null
null
0
NASDAQ>EDGX>IEX
MKT
57.4
98
18.2
58
15
-30
-31
PositionLimitNear
null
Stable book; normal liquidity
X000649
2025-12-19 13:18:33
PFE
Sell
16,707
320.87
5,360,775.09
2.3
0.045
Medium
20.1
16
-18
NASDAQ>EDGX
TWAP
1
PO
5.9
65
28
0.85
LiqDrop
false
null
null
0
NASDAQ>EDGX
PO
76.2
91
8.2
63
-20
-2
30
null
null
Toxic prints; widened spread
X000650
2025-11-15 09:35:31
QQQ
Buy
52,655
410.6
21,620,143
0.9
0.167
High
5.7
24
12.8
BATS>EDGX>ARCA>NASDAQ
POV
5
LMT
2.9
94
12
0.53
Multi
false
null
null
0
BATS>EDGX>ARCA>NASDAQ
LMT
83.1
94
6.7
117
-10
-35
21
null
null
Toxic prints; widened spread
X000651
2025-11-08 09:35:57
BA
Buy
54,364
122.76
6,673,724.64
2.2
0.181
Low
24.2
36
18
ARCA>IEX>BATS
Adaptive
3
LMT
7.4
87
22
0.69
LiqDrop
true
LiquidityDrop
AlgoSwitch
37
ARCA>IEX>BATS
LMT>MKT
62.5
91
4.8
131
44
13
40
NoShort
null
Stable book; normal liquidity
X000652
2025-10-30 11:42:48
IEF
Buy
24,680
100.01
2,468,246.8
3.2
0.094
Low
13.7
4
-34.8
NASDAQ>IEX>BATS>ARCA>NYSE
POV
4
LMT
6.8
74
35
0.75
ToxicitySpike
false
null
null
0
NASDAQ>IEX>BATS>ARCA>NYSE
LMT
38.9
97
9.6
18
40
26
-22
null
null
Paused due to data glitch
X000653
2025-10-27 15:55:00
NFLX
Sell
18,325
35.97
659,150.25
3.5
0.175
Low
13.9
23
18.6
EDGX>NASDAQ>BATS>IEX>NYSE
TWAP
3
MKT
7.3
69
21
0.75
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>BATS>IEX>NYSE
MKT
13.4
99
7.4
55
26
-13
-13
null
null
Paused due to data glitch
X000654
2025-11-23 09:50:36
XLY
Buy
24,766
237.05
5,870,780.3
1.3
0.103
High
10.3
24
21.1
BATS>ARCA>NASDAQ>NYSE>IEX
POV
5
LMT
4.8
76
12
0.41
LiqDrop
false
null
null
0
BATS>ARCA>NASDAQ>NYSE>IEX
LMT
56
88
7.5
72
27
23
2
null
null
Venue switch reduced impact
X000655
2025-11-20 15:30:06
XLV
Buy
39,319
20.89
821,373.91
1.5
0.11
Medium
15.4
36
-12.4
NYSE>IEX
VWAP
1
MKT
4.6
73
30
0.73
ToxicitySpike
false
null
null
0
NYSE>IEX
MKT
25.7
97
6.3
61
8
-28
-38
NoShort
null
Stable book; normal liquidity
X000656
2025-11-04 12:44:36
TLT
Sell
48,349
95.08
4,597,022.92
2
0.177
Low
13.3
25
32.4
NYSE>IEX
IS
5
IOC
8.3
91
34
0.67
LiqDrop
true
LiquidityDrop
VenueSwitch
27
NYSE>IEX
IOC>LMT
86.1
93
4.4
131
55
-39
-20
null
null
Toxic prints; widened spread
X000657
2025-11-11 09:54:59
HD
Buy
58,636
106.79
6,261,738.44
1.3
0.227
Low
18.9
9
3.4
NYSE>IEX>NASDAQ>BATS
VWAP
1
MKT
5.4
80
23
0.77
LiqDrop
false
null
null
0
NYSE>IEX>NASDAQ>BATS
MKT
71.4
95
7.8
35
12
5
-16
null
Unknown
Stable book; normal liquidity
X000658
2025-12-03 10:22:10
CVX
Sell
27,487
293.83
8,076,505.21
0.9
0.163
Medium
22.1
37
6.9
IEX>EDGX
VWAP
2
LMT
5.7
71
29
0.6
LiqDrop
true
LiquidityDrop
AlgoSwitch
26
IEX>EDGX
LMT>MKT
43.4
91
7.6
129
28
27
-27
PositionLimitNear
null
Toxic prints; widened spread
X000659
2025-11-08 13:26:31
CSCO
Sell
32,112
236.77
7,603,158.24
2.3
0.081
Ultra
4.4
16
26.9
IEX>ARCA>NASDAQ>BATS
TWAP
3
IOC
3
76
13
0.47
LiqDrop
false
null
null
0
IEX>ARCA>NASDAQ>BATS
IOC
98.3
92
0
92
49
0
26
null
null
Paused due to data glitch
X000660
2025-11-14 10:36:34
UNH
Sell
102,905
154.02
15,849,428.1
3.1
0.452
Low
12.8
21
-4
IEX>ARCA>BATS
VWAP
1
LMT
4
96
16
0.48
Multi
false
null
null
0
IEX>ARCA>BATS
LMT
60
94
5.1
153
45
-2
23
null
null
Stable book; normal liquidity
X000661
2025-11-04 11:42:11
XLU
Sell
206,083
177.17
36,511,725.11
2.1
0.66
Low
18.3
36
-34.9
NASDAQ>NYSE>BATS>EDGX>ARCA
POV
1
LMT
5.3
132
35
0.49
LiqDrop
false
null
null
0
NASDAQ>NYSE>BATS>EDGX>ARCA
LMT
30.1
88
24.3
105
8
6
33
null
null
Stable book; normal liquidity
X000662
2025-11-10 09:35:33
PEP
Buy
14,563
175.62
2,557,554.06
3.7
0.046
High
9.2
10
17.8
IEX>NASDAQ>ARCA>EDGX>BATS
TWAP
3
PO
5.2
67
33
0.57
Multi
false
null
null
0
IEX>NASDAQ>ARCA>EDGX>BATS
PO
18.5
87
0
65
11
-40
2
PositionLimitNear
null
Venue switch reduced impact
X000663
2025-11-12 15:33:43
XLK
Sell
99,616
181.86
18,116,165.76
1.9
0.28
Low
11
15
-20.8
NYSE>ARCA>EDGX>BATS
VWAP
1
IOC
3.6
94
19
0.84
Slip>Thresh
false
null
null
0
NYSE>ARCA>EDGX>BATS
IOC
16.8
92
0
224
56
10
-15
Watchlist
null
High urgency from PM
X000664
2025-12-20 11:48:29
INTC
Sell
1,567
315.89
494,999.63
1.2
0.075
Ultra
5.8
19
33
ARCA>NYSE>EDGX
IS
4
MKT
3.7
60
15
0.4
Multi
false
null
null
0
ARCA>NYSE>EDGX
MKT
74.4
90
8.3
68
30
27
-35
null
null
Venue switch reduced impact
X000665
2025-11-20 11:45:37
XLB
Buy
27,628
28.08
775,794.24
1.7
0.07
Medium
23.6
14
-27.2
IEX>NASDAQ>EDGX>NYSE>ARCA
POV
5
LMT
10.1
77
21
0.52
Slip>Thresh
true
SlippageAboveThreshold
AlgoSwitch
17
IEX>NASDAQ>EDGX>NYSE>ARCA
LMT>MKT
87.8
87
21.1
111
59
18
-37
null
null
Stable book; normal liquidity
X000666
2025-12-01 15:05:55
DIS
Sell
20,781
168.73
3,506,378.13
1.5
0.091
Ultra
4.8
13
17.9
EDGX>IEX>BATS>NASDAQ>ARCA
TWAP
3
LMT
2.3
70
31
0.76
Slip>Thresh
false
null
null
0
EDGX>IEX>BATS>NASDAQ>ARCA
LMT
5.7
86
4.1
86
50
10
13
null
null
Paused due to data glitch
X000667
2025-11-29 10:27:40
JPM
Sell
5,126
321.34
1,647,188.84
4.6
0.127
Low
22.5
18
28.5
ARCA>NYSE
TWAP
1
LMT
6.9
61
26
0.76
ToxicitySpike
false
null
null
0
ARCA>NYSE
LMT
25.2
86
5.9
10
-11
12
38
null
null
Venue switch reduced impact
X000668
2025-11-28 11:58:50
BRK.B
Buy
8,548
231.1
1,975,442.8
2.2
0.039
High
16.7
39
14.9
BATS>NYSE>ARCA>IEX>EDGX
IS
5
PO
9.5
65
30
0.65
LiqDrop
false
null
null
0
BATS>NYSE>ARCA>IEX>EDGX
PO
74.3
87
15.3
47
-8
4
14
null
null
Paused due to data glitch
X000669
2025-12-09 13:25:37
IWM
Sell
54,255
200.52
10,879,212.6
0.9
0.075
High
20.7
29
-6.6
BATS>ARCA
TWAP
1
LMT
4.9
78
17
0.57
ToxicitySpike
false
null
null
0
BATS>ARCA
LMT
77.8
93
14.7
29
14
-8
2
Watchlist
null
High urgency from PM
X000670
2025-12-05 10:31:04
XLE
Sell
16,103
102.89
1,656,837.67
2
0.058
High
9.4
36
22.6
EDGX>BATS>ARCA
VWAP
1
MKT
3.4
65
28
0.4
Slip>Thresh
false
null
null
0
EDGX>BATS>ARCA
MKT
7.1
99
4.4
88
43
-15
-21
null
null
Paused due to data glitch
X000671
2025-11-18 12:43:24
VZ
Buy
9,139
53.96
493,140.44
2.8
0.078
Low
21.7
14
-6.7
BATS>NYSE>EDGX>NASDAQ>IEX
Adaptive
2
IOC
7.2
63
24
0.65
LiqDrop
false
null
null
0
BATS>NYSE>EDGX>NASDAQ>IEX
IOC
95.5
85
16.6
42
58
-6
-12
PositionLimitNear
null
High urgency from PM
X000672
2025-10-30 14:47:19
XOM
Buy
9,325
241.34
2,250,495.5
4.3
0.085
High
3.9
33
27.5
NYSE>EDGX>BATS
POV
5
PO
5.2
66
32
0.51
Multi
false
null
null
0
NYSE>EDGX>BATS
PO
91.8
99
17.9
48
-14
29
18
null
null
Stable book; normal liquidity
X000673
2025-12-08 10:50:25
META
Buy
16,926
129.21
2,187,008.46
0.8
0.047
High
22.8
21
10.2
NYSE>IEX>ARCA>BATS>EDGX
POV
4
MKT
9.9
69
32
0.81
Slip>Thresh
false
null
null
0
NYSE>IEX>ARCA>BATS>EDGX
MKT
3.9
98
18.3
75
-10
-29
18
Watchlist
Unknown
Paused due to data glitch
X000674
2025-12-01 15:55:02
VZ
Buy
4,104
102.07
418,895.28
2.8
0.035
Ultra
6.3
11
0.2
NASDAQ>IEX
VWAP
2
MKT
3.4
61
16
0.42
ToxicitySpike
false
null
null
0
NASDAQ>IEX
MKT
48.5
99
1.9
89
-8
-14
8
null
null
Stable book; normal liquidity
X000675
2025-11-09 13:45:55
BRK.B
Sell
21,126
304.03
6,422,937.78
1.5
0.096
Medium
19.8
4
25.7
BATS>EDGX
Adaptive
4
LMT
6.6
72
27
0.65
Slip>Thresh
true
SlippageAboveThreshold
Pause
12
BATS>EDGX
LMT>MKT
92.5
97
25.4
20
42
27
-32
null
null
Paused due to data glitch
X000676
2025-11-08 10:22:35
XLV
Buy
76,375
68.71
5,247,726.25
1.8
0.214
Low
11.6
14
-29.2
EDGX>NYSE>BATS
IS
4
MKT
6.9
103
18
0.43
LiqDrop
false
null
null
0
EDGX>NYSE>BATS
MKT
95.7
94
27.9
30
9
-12
-1
null
null
Toxic prints; widened spread
X000677
2025-11-02 10:27:30
VZ
Sell
16,131
113.2
1,826,029.2
3.6
0.138
Medium
4
23
11.6
NYSE>ARCA>BATS>EDGX>IEX
IS
4
LMT
4.2
69
20
0.55
Slip>Thresh
false
null
null
0
NYSE>ARCA>BATS>EDGX>IEX
LMT
64
92
5.5
110
51
12
-12
null
null
High urgency from PM
X000678
2025-11-27 09:40:53
QQQ
Buy
31,474
396.52
12,480,070.48
0.9
0.1
High
13.7
27
6.8
BATS>ARCA>EDGX
TWAP
2
MKT
4.7
73
27
0.52
Multi
false
null
null
0
BATS>ARCA>EDGX
MKT
5.6
85
0
93
21
0
-35
PositionLimitNear
null
Stable book; normal liquidity
X000679
2025-11-11 15:30:25
NKE
Sell
67,053
164.46
11,027,536.38
2.7
0.312
Low
19.4
32
8.3
NYSE>ARCA>BATS
IS
4
PO
10.2
98
23
0.7
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
15
NYSE>ARCA>BATS
PO>LMT
26.7
84
24.4
119
51
-30
4
Watchlist
null
Venue switch reduced impact
X000680
2025-11-12 14:28:33
AMZN
Buy
3,043
18.4
55,991.2
1.6
0.14
Low
29
12
-30.6
NASDAQ>IEX
VWAP
3
IOC
10.2
61
15
0.55
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
15
NASDAQ>IEX
IOC>LMT
82.3
85
6
9
31
-40
31
null
null
High urgency from PM
X000681
2025-11-13 09:50:58
QQQ
Buy
15,394
399.23
6,145,746.62
0.8
0.049
Ultra
15
34
17.6
IEX>ARCA
Adaptive
1
MKT
3.9
65
27
0.84
ToxicitySpike
false
null
null
0
IEX>ARCA
MKT
39
91
1.2
47
16
-30
33
null
null
Toxic prints; widened spread
X000682
2025-11-03 13:44:39
SPY
Buy
5,461
498.74
2,723,619.14
0.9
0.007
Ultra
4.8
9
-29.3
IEX>BATS>NASDAQ>NYSE
IS
4
LMT
2.4
63
23
0.41
Multi
false
null
null
0
IEX>BATS>NASDAQ>NYSE
LMT
49.3
94
0.9
85
10
-3
34
null
null
Stable book; normal liquidity
X000683
2025-12-04 14:00:17
JNJ
Buy
41,402
285.88
11,836,003.76
2.6
0.152
Low
19.6
32
19.1
ARCA>NYSE>NASDAQ
VWAP
2
MKT
7.2
77
34
0.69
ToxicitySpike
false
null
null
0
ARCA>NYSE>NASDAQ
MKT
43.8
99
11.6
139
22
-14
-36
null
null
Venue switch reduced impact
X000684
2025-12-03 11:10:53
T
Buy
12,179
319.33
3,889,120.07
4.2
0.102
Low
24.5
20
-20.2
NYSE>NASDAQ>IEX>ARCA>BATS
TWAP
2
LMT
8.3
65
35
0.64
Multi
false
null
null
0
NYSE>NASDAQ>IEX>ARCA>BATS
LMT
36.2
85
0
10
-2
-16
-19
null
null
Toxic prints; widened spread
X000685
2025-11-05 10:21:42
HYG
Buy
7,841
79.52
623,516.32
2
0.043
High
16.9
8
14.2
IEX>ARCA>EDGX>NASDAQ>NYSE
TWAP
1
IOC
5.3
62
24
0.66
LiqDrop
false
null
null
0
IEX>ARCA>EDGX>NASDAQ>NYSE
IOC
42.7
90
5.1
74
-18
30
37
NoShort
null
Venue switch reduced impact
X000686
2025-11-11 13:14:32
NFLX
Buy
18,092
120.03
2,171,582.76
3.5
0.173
Low
9
33
-29.1
ARCA>EDGX
VWAP
1
IOC
3.9
66
17
0.76
Slip>Thresh
false
null
null
0
ARCA>EDGX
IOC
62.8
90
0
137
31
-38
-6
null
null
Stable book; normal liquidity
X000687
2025-11-28 11:09:53
WMT
Sell
13,225
222.52
2,942,827
2.7
0.041
High
10.7
10
-19.6
IEX>EDGX>ARCA>BATS
POV
5
MKT
7.3
68
19
0.66
ToxicitySpike
false
null
null
0
IEX>EDGX>ARCA>BATS
MKT
71.8
92
4.1
49
0
-22
-15
null
null
Stable book; normal liquidity
X000688
2025-12-03 13:50:03
V
Buy
2,522
66.11
166,729.42
3.2
0.033
Medium
30.5
21
-13.1
NYSE>NASDAQ
TWAP
3
MKT
12.7
61
30
0.56
ToxicitySpike
false
null
null
0
NYSE>NASDAQ
MKT
59.4
93
0
10
7
-32
-34
null
null
Stable book; normal liquidity
X000689
2025-12-17 11:07:07
HYG
Buy
12,459
75.09
935,546.31
1.6
0.068
Ultra
5.2
13
22.4
IEX>NYSE>BATS>EDGX
POV
5
IOC
3.6
68
29
0.65
LiqDrop
false
null
null
0
IEX>NYSE>BATS>EDGX
IOC
95.9
98
0
59
40
21
38
PositionLimitNear
null
Paused due to data glitch
X000690
2025-11-05 14:57:45
PEP
Buy
174,966
168.47
29,476,522.02
3.3
0.553
Low
20
34
5.9
EDGX>NASDAQ
Adaptive
4
LMT
7.9
160
32
0.4
ToxicitySpike
false
null
null
0
EDGX>NASDAQ
LMT
70.8
89
5.5
196
22
4
-25
null
null
High urgency from PM
X000691
2025-11-26 15:51:22
CSCO
Sell
91,328
306.35
27,978,332.8
3
0.229
Low
14.9
21
-1.3
NYSE>EDGX
TWAP
1
MKT
5.6
91
28
0.64
ToxicitySpike
true
ToxicitySpike
Cross
19
NYSE>EDGX
MKT>IOC
87.7
91
7.7
82
25
-16
11
PositionLimitNear
null
Toxic prints; widened spread
X000692
2025-12-02 13:27:35
XLB
Buy
26,402
178.71
4,718,301.42
2.2
0.067
Medium
16.5
14
-13.6
ARCA>NYSE>NASDAQ
POV
4
LMT
7
75
16
0.6
ToxicitySpike
false
null
null
0
ARCA>NYSE>NASDAQ
LMT
12.5
99
6.3
70
12
-37
-32
null
null
Toxic prints; widened spread
X000693
2025-11-12 14:52:12
BRK.B
Sell
25,643
240.52
6,167,654.36
1.5
0.117
Low
23
18
28.8
NASDAQ>IEX>NYSE>BATS
VWAP
2
LMT
6.2
70
31
0.58
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
11
NASDAQ>IEX>NYSE>BATS
LMT>PO
92.8
89
2.5
95
-20
5
31
null
null
Venue switch reduced impact
X000694
2025-11-27 12:35:15
XLV
Buy
113,564
327.15
37,152,462.6
2
0.319
Low
17.3
16
22.2
NYSE>EDGX
IS
4
IOC
9.2
125
34
0.76
LiqDrop
false
null
null
0
NYSE>EDGX
IOC
21.4
89
31.3
115
51
-16
-24
NoShort
null
Paused due to data glitch
X000695
2025-11-05 09:49:23
SPY
Sell
54,210
476.8
25,847,328
0.8
0.073
Ultra
5.1
25
8
ARCA>EDGX
Adaptive
3
LMT
1.7
87
35
0.82
Slip>Thresh
false
null
null
0
ARCA>EDGX
LMT
24.7
97
1.2
28
27
-40
-28
null
null
High urgency from PM
X000696
2025-10-27 12:14:25
XLB
Sell
50,623
23.3
1,179,515.9
1.4
0.129
High
5.3
39
8.5
IEX>NYSE>BATS>NASDAQ
Adaptive
1
IOC
1.9
77
16
0.63
LiqDrop
false
null
null
0
IEX>NYSE>BATS>NASDAQ
IOC
81.8
91
1.2
52
-14
28
-17
null
null
High urgency from PM
X000697
2025-11-20 12:42:06
TSLA
Sell
22,664
28.02
635,045.28
1.4
0.07
Medium
24.2
21
-4
NASDAQ>EDGX>BATS>NYSE>IEX
IS
5
MKT
13.3
74
33
0.59
LiqDrop
false
null
null
0
NASDAQ>EDGX>BATS>NYSE>IEX
MKT
93.4
90
25.7
42
-18
12
-27
PositionLimitNear
Throttle
Stable book; normal liquidity
X000698
2025-12-13 09:35:55
QQQ
Sell
43,279
404.55
17,508,519.45
1
0.137
Medium
15.2
33
-7.9
NASDAQ>ARCA>IEX
TWAP
1
LMT
3.8
75
21
0.46
LiqDrop
false
null
null
0
NASDAQ>ARCA>IEX
LMT
57.5
94
13.2
106
9
-1
-33
Watchlist
PriceBand
Venue switch reduced impact
X000699
2025-12-14 12:10:12
BA
Buy
23,714
210.62
4,994,642.68
2.5
0.079
Medium
11.7
24
-1
ARCA>IEX
TWAP
2
LMT
4.2
70
22
0.8
Slip>Thresh
false
null
null
0
ARCA>IEX
LMT
16.1
92
14.2
84
3
18
8
Watchlist
null
High urgency from PM
X000700
2025-11-29 10:34:33
AAPL
Sell
59,675
316.42
18,882,363.5
2.6
0.176
Low
13.9
8
-12.8
ARCA>EDGX>BATS>NASDAQ>NYSE
TWAP
3
LMT
5.5
89
35
0.68
ToxicitySpike
false
null
null
0
ARCA>EDGX>BATS>NASDAQ>NYSE
LMT
80.5
97
2.8
66
17
26
-9
null
null
Stable book; normal liquidity