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
X006001
2025-11-10 12:59:56
HD
Sell
9,617
261.24
2,512,345.08
2.5
0.037
Medium
18
38
15
BATS>NASDAQ>IEX
TWAP
2
LMT
5.8
64
16
0.45
ToxicitySpike
false
null
null
0
BATS>NASDAQ>IEX
LMT
33.8
95
0.3
63
-6
-11
30
null
null
Venue switch reduced impact
X006002
2025-12-09 11:35:49
MSFT
Sell
47,089
36.84
1,734,758.76
2.8
0.25
Medium
3.3
11
-1.9
IEX>NASDAQ
VWAP
1
MKT
2.3
76
20
0.55
LiqDrop
false
null
null
0
IEX>NASDAQ
MKT
65.5
98
10.2
69
38
-16
-24
PositionLimitNear
null
Toxic prints; widened spread
X006003
2025-11-16 09:47:50
JNJ
Sell
8,118
163
1,323,234
4.4
0.03
Medium
17.2
33
34.2
IEX>EDGX>ARCA
Adaptive
3
LMT
6.7
64
24
0.59
Multi
false
null
null
0
IEX>EDGX>ARCA
LMT
24.2
89
29.9
10
47
28
-2
null
null
High urgency from PM
X006004
2025-11-29 14:02:00
V
Buy
16,633
202.16
3,362,527.28
2.5
0.216
Low
19.6
10
12.1
IEX>EDGX>NYSE>ARCA>BATS
TWAP
2
LMT
6.2
67
19
0.66
Multi
false
null
null
0
IEX>EDGX>NYSE>ARCA>BATS
LMT
60.9
100
0
36
-3
-40
-34
null
null
Stable book; normal liquidity
X006005
2025-12-12 14:12:25
CSCO
Buy
31,676
210.24
6,659,562.24
3.6
0.079
Medium
13.5
30
-23.2
ARCA>NASDAQ>NYSE
TWAP
2
LMT
5.2
73
18
0.8
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>NYSE
LMT
67.8
90
0
74
-19
23
26
null
PriceBand
Stable book; normal liquidity
X006006
2025-11-04 12:54:22
VZ
Buy
9,592
20.27
194,429.84
3.6
0.082
Medium
12.6
37
14.8
IEX>EDGX>NYSE>NASDAQ>ARCA
TWAP
2
LMT
5
64
33
0.52
LiqDrop
false
null
null
0
IEX>EDGX>NYSE>NASDAQ>ARCA
LMT
51.3
88
11.3
90
13
-25
-25
null
null
Paused due to data glitch
X006007
2025-11-05 09:35:36
T
Sell
10,686
37.8
403,930.8
4.1
0.089
Low
24.8
35
-4.6
BATS>EDGX
POV
4
LMT
11.1
66
14
0.55
Multi
false
null
null
0
BATS>EDGX
LMT
7.7
95
4.7
23
34
-36
-4
null
null
Toxic prints; widened spread
X006008
2025-10-30 14:33:05
BA
Buy
22,353
145.5
3,252,361.5
2.5
0.074
Low
22.6
13
-20.6
NYSE>ARCA>BATS
IS
5
MKT
13.6
74
19
0.67
Slip>Thresh
false
null
null
0
NYSE>ARCA>BATS
MKT
86.3
91
14.6
143
51
27
-3
null
null
High urgency from PM
X006009
2025-11-24 10:10:04
AAPL
Sell
85,446
62.98
5,381,389.08
2.8
0.251
Low
18.8
24
21.7
EDGX>NYSE
TWAP
2
MKT
7.5
96
25
0.46
Slip>Thresh
false
null
null
0
EDGX>NYSE
MKT
43
96
2.5
178
40
-19
6
null
null
High urgency from PM
X006010
2025-11-20 13:59:44
BAC
Buy
23,980
239.35
5,739,613
1
0.065
High
22.2
10
-3.3
NASDAQ>NYSE
TWAP
3
MKT
8.4
71
22
0.55
ToxicitySpike
false
null
null
0
NASDAQ>NYSE
MKT
14.8
88
12.9
53
-9
-14
39
null
null
Stable book; normal liquidity
X006011
2025-11-13 09:48:02
NKE
Sell
7,487
338.11
2,531,429.57
3.8
0.035
High
8.7
12
-20.1
EDGX>BATS>NASDAQ>ARCA
POV
5
LMT
6.1
64
17
0.46
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
13
EDGX>BATS>NASDAQ>ARCA
LMT>PO
85.6
67
9.3
61
45
-18
28
NoShort
null
Venue switch reduced impact
X006012
2025-12-05 10:10:30
HD
Sell
22,292
61.52
1,371,403.84
1.8
0.086
High
6.5
29
6.7
NYSE>ARCA>BATS>NASDAQ
TWAP
3
LMT
2.9
71
35
0.73
Multi
false
null
null
0
NYSE>ARCA>BATS>NASDAQ
LMT
24.6
86
2.3
51
21
2
-30
null
null
Toxic prints; widened spread
X006013
2025-11-17 10:04:48
HYG
Sell
66,845
73.06
4,883,695.7
1.1
0.367
Low
20.1
14
33
ARCA>IEX
IS
4
LMT
8.4
98
19
0.79
LiqDrop
false
null
null
0
ARCA>IEX
LMT
19.9
98
17.2
10
27
19
32
null
null
Paused due to data glitch
X006014
2025-12-14 13:39:39
V
Sell
37,881
310.73
11,770,763.13
3.1
0.493
Low
10
21
-26.2
NASDAQ>BATS>NYSE>ARCA
IS
5
MKT
8.3
84
15
0.42
ToxicitySpike
false
null
null
0
NASDAQ>BATS>NYSE>ARCA
MKT
47.3
93
10.3
186
53
-36
0
Watchlist
null
Venue switch reduced impact
X006015
2025-12-24 15:53:48
SPY
Sell
218,364
476.14
103,971,834.96
1
0.295
Medium
10.3
34
16.6
IEX>NASDAQ>BATS>ARCA>NYSE
IS
4
LMT
4.7
185
21
0.76
Multi
false
null
null
0
IEX>NASDAQ>BATS>ARCA>NYSE
LMT
97.1
91
19.8
148
6
7
14
PositionLimitNear
null
Toxic prints; widened spread
X006016
2025-12-09 12:19:01
TSLA
Sell
40,293
272.35
10,973,798.55
1.1
0.125
High
7.5
14
-26.5
NYSE>IEX>EDGX>NASDAQ
Adaptive
2
LMT
2.2
77
16
0.43
Slip>Thresh
false
null
null
0
NYSE>IEX>EDGX>NASDAQ
LMT
97.7
95
0
54
43
16
26
null
null
Toxic prints; widened spread
X006017
2025-12-21 11:41:23
JPM
Sell
18,264
25.36
463,175.04
5.2
0.452
Low
10.9
35
-20.2
BATS>ARCA>NYSE>EDGX
IS
5
LMT
8.9
71
15
0.56
Slip>Thresh
false
null
null
0
BATS>ARCA>NYSE>EDGX
LMT
20.8
87
5.6
10
13
-21
-4
Watchlist
null
Toxic prints; widened spread
X006018
2025-12-07 11:00:18
AAPL
Sell
45,664
223.22
10,193,118.08
1.8
0.134
Low
23.1
6
-33.3
IEX>ARCA>NASDAQ
VWAP
3
MKT
8.8
82
20
0.81
Slip>Thresh
false
null
null
0
IEX>ARCA>NASDAQ
MKT
16.1
94
0
170
22
14
-15
null
null
High urgency from PM
X006019
2025-11-23 09:59:09
INTC
Sell
1,011
110.58
111,796.38
1.3
0.048
Medium
27.6
33
-10
NASDAQ>NYSE>EDGX>ARCA>IEX
VWAP
1
IOC
7.2
60
32
0.8
Multi
false
null
null
0
NASDAQ>NYSE>EDGX>ARCA>IEX
IOC
54.6
96
2.1
92
19
-6
38
NoShort
null
Paused due to data glitch
X006020
2025-11-06 13:12:09
NKE
Sell
12,121
205.65
2,492,683.65
2.9
0.056
High
7.3
33
-1.1
BATS>EDGX>ARCA>NASDAQ>IEX
VWAP
3
PO
3.9
66
18
0.61
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
15
BATS>EDGX>ARCA>NASDAQ>IEX
PO>MKT
77
93
9.6
61
42
-13
-35
NoShort
null
Paused due to data glitch
X006021
2025-11-21 15:50:40
SPY
Sell
231,757
499.87
115,848,371.59
1.6
0.313
Low
16.6
30
-25.7
IEX>NYSE
TWAP
2
MKT
6.1
158
15
0.68
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
27
IEX>NYSE
MKT>LMT
96.9
86
22
290
0
25
-40
null
null
Venue switch reduced impact
X006022
2025-12-06 15:50:22
XLE
Buy
36,636
197.16
7,223,153.76
1.7
0.131
Medium
13.3
9
32.8
EDGX>IEX
POV
4
LMT
5.7
81
26
0.85
Multi
false
null
null
0
EDGX>IEX
LMT
32.4
85
0.5
10
-5
-25
-8
null
null
Paused due to data glitch
X006023
2025-11-30 10:15:06
XLK
Sell
15,060
158.51
2,387,160.6
1.1
0.042
Ultra
16.5
23
-1.8
NYSE>ARCA
Adaptive
5
LMT
6
69
19
0.77
ToxicitySpike
false
null
null
0
NYSE>ARCA
LMT
11.3
88
6.1
40
-8
20
26
NoShort
null
Paused due to data glitch
X006024
2025-10-28 11:21:59
XLI
Sell
1,748
132.46
231,540.08
2.6
0.08
Low
39
36
-7.5
NASDAQ>IEX>NYSE>BATS>EDGX
TWAP
2
IOC
12.9
60
33
0.58
Multi
false
null
null
0
NASDAQ>IEX>NYSE>BATS>EDGX
IOC
15.5
85
0.4
119
13
2
21
null
null
High urgency from PM
X006025
2025-12-25 12:00:06
NKE
Sell
9,791
64.94
635,827.54
2.4
0.045
Medium
18
38
-8.1
IEX>NYSE>ARCA>NASDAQ>BATS
TWAP
3
MKT
7.9
64
35
0.64
Slip>Thresh
false
null
null
0
IEX>NYSE>ARCA>NASDAQ>BATS
MKT
98.5
87
3.9
107
-4
7
-33
null
null
High urgency from PM
X006026
2025-12-07 14:04:11
MA
Buy
27,493
54.55
1,499,743.15
1.2
0.117
High
11.3
5
-19.3
NYSE>ARCA>BATS>NASDAQ
Adaptive
3
LMT
3.6
73
33
0.83
LiqDrop
true
LiquidityDrop
AlgoSwitch
27
NYSE>ARCA>BATS>NASDAQ
LMT>PO
87.8
87
0
95
46
11
5
null
null
Venue switch reduced impact
X006027
2025-11-22 14:05:23
VZ
Buy
4,438
216.66
961,537.08
2.6
0.038
Ultra
8.4
22
-14.5
BATS>IEX>EDGX>NASDAQ>NYSE
VWAP
2
LMT
3.3
61
17
0.43
Multi
false
null
null
0
BATS>IEX>EDGX>NASDAQ>NYSE
LMT
1.6
90
8.1
81
-20
-21
-39
null
null
Toxic prints; widened spread
X006028
2025-11-05 12:03:16
VZ
Sell
5,022
229.43
1,152,197.46
2.6
0.043
High
8.3
14
-11
NYSE>NASDAQ>EDGX>ARCA
TWAP
3
PO
4.3
62
27
0.61
Multi
false
null
null
0
NYSE>NASDAQ>EDGX>ARCA
PO
86.4
89
0
101
19
-35
-29
null
null
Paused due to data glitch
X006029
2025-11-29 09:46:06
TSLA
Sell
41,947
80.8
3,389,317.6
1.9
0.13
Medium
13.2
7
15
NASDAQ>ARCA>BATS>IEX
TWAP
1
IOC
4.3
74
29
0.48
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>BATS>IEX
IOC
86.8
89
6.3
123
20
4
-17
null
null
Toxic prints; widened spread
X006030
2025-11-09 12:15:49
NVDA
Sell
8,018
242.09
1,941,077.62
2.1
0.208
Low
35.9
34
30.7
BATS>EDGX>ARCA
POV
5
LMT
15
65
14
0.49
ToxicitySpike
false
null
null
0
BATS>EDGX>ARCA
LMT
47.7
100
21.6
41
45
-7
40
null
null
High urgency from PM
X006031
2025-11-28 12:12:56
QQQ
Sell
32,378
402.66
13,037,325.48
0.5
0.103
High
16.4
20
2.8
NASDAQ>BATS>EDGX>NYSE
IS
5
IOC
8.3
81
16
0.74
ToxicitySpike
false
null
null
0
NASDAQ>BATS>EDGX>NYSE
IOC
57.2
93
0
108
-11
5
4
PositionLimitNear
null
Venue switch reduced impact
X006032
2025-11-12 12:37:06
MSFT
Buy
113,416
328.97
37,310,461.52
3.6
0.602
Low
18.5
29
9.5
EDGX>IEX>NYSE>NASDAQ>BATS
VWAP
1
MKT
6.6
99
18
0.7
ToxicitySpike
false
null
null
0
EDGX>IEX>NYSE>NASDAQ>BATS
MKT
83.9
95
0
166
2
-29
1
null
null
Venue switch reduced impact
X006033
2025-10-29 13:41:25
AMD
Sell
20,772
25.4
527,608.8
1.7
0.58
Low
5
23
-24.1
NASDAQ>NYSE>IEX
POV
2
LMT
2.4
68
21
0.78
LiqDrop
false
null
null
0
NASDAQ>NYSE>IEX
LMT
68.6
98
0
39
32
-31
-21
null
null
Stable book; normal liquidity
X006034
2025-12-02 13:32:50
DIS
Sell
12,744
142.85
1,820,480.4
1.4
0.056
Ultra
5.5
28
-25.5
ARCA>IEX>NASDAQ>EDGX>NYSE
VWAP
1
PO
1.9
64
17
0.75
ToxicitySpike
true
ToxicitySpike
VenueSwitch
10
ARCA>IEX>NASDAQ>EDGX>NYSE
PO>IOC
94.3
100
4.4
54
-10
-36
-4
null
null
Stable book; normal liquidity
X006035
2025-12-21 13:23:26
QQQ
Buy
35,509
410.4
14,572,893.6
0.6
0.113
High
14.3
33
3.7
NASDAQ>ARCA>EDGX
Adaptive
2
LMT
3.5
75
33
0.62
Multi
false
null
null
0
NASDAQ>ARCA>EDGX
LMT
56.9
88
4.6
130
21
4
-11
PositionLimitNear
null
Toxic prints; widened spread
X006036
2025-11-22 11:59:14
SPY
Sell
49,266
460.48
22,686,007.68
1.8
0.067
High
12.6
31
-11.1
BATS>NASDAQ>NYSE>EDGX>IEX
IS
5
IOC
7.7
92
25
0.41
LiqDrop
false
null
null
0
BATS>NASDAQ>NYSE>EDGX>IEX
IOC
96.1
95
9.6
78
55
-34
-5
null
null
Paused due to data glitch
X006037
2025-12-26 13:11:29
MSFT
Buy
6,963
124.28
865,361.64
3.7
0.037
Ultra
3.8
20
-1
NASDAQ>IEX>BATS>EDGX
POV
4
LMT
3.8
64
14
0.53
LiqDrop
false
null
null
0
NASDAQ>IEX>BATS>EDGX
LMT
4.1
96
6.1
46
20
26
40
NoShort
null
Toxic prints; widened spread
X006038
2025-11-21 13:03:34
T
Sell
17,614
281.22
4,953,409.08
3.7
0.147
Low
22.5
22
-3.5
NYSE>EDGX>BATS>NASDAQ
Adaptive
3
MKT
9.3
68
30
0.61
LiqDrop
false
null
null
0
NYSE>EDGX>BATS>NASDAQ
MKT
19.7
95
10.4
85
31
26
3
PositionLimitNear
null
High urgency from PM
X006039
2025-11-19 11:19:17
CVX
Sell
55,771
285.1
15,900,312.1
1.4
0.331
Low
12.5
38
33
IEX>NASDAQ>EDGX>ARCA
VWAP
3
IOC
4.9
87
17
0.44
Slip>Thresh
false
null
null
0
IEX>NASDAQ>EDGX>ARCA
IOC
2.6
87
8.3
12
18
-29
-30
null
null
Paused due to data glitch
X006040
2025-11-12 12:32:05
HD
Sell
15,572
226.22
3,522,697.84
1.7
0.06
Ultra
6.2
6
-30.7
ARCA>EDGX
IS
4
LMT
3.6
68
31
0.77
ToxicitySpike
false
null
null
0
ARCA>EDGX
LMT
37.5
99
4.8
60
-9
13
25
null
null
Stable book; normal liquidity
X006041
2025-12-01 11:13:09
MSFT
Buy
20,760
86.21
1,789,719.6
2.1
0.11
Medium
10.7
38
-12.3
NASDAQ>NYSE>EDGX
IS
5
MKT
7.4
73
26
0.55
LiqDrop
true
LiquidityDrop
OrderTypeChange
13
NASDAQ>NYSE>EDGX
MKT>LMT
9.9
91
10
122
-6
3
28
PositionLimitNear
null
Paused due to data glitch
X006042
2025-12-07 09:35:59
IWM
Sell
40,653
197.52
8,029,780.56
1.4
0.056
Ultra
6.2
22
-22.5
BATS>EDGX>NASDAQ
Adaptive
2
LMT
2
77
16
0.46
ToxicitySpike
false
null
null
0
BATS>EDGX>NASDAQ
LMT
51
69
4.8
67
49
19
-38
null
null
Paused due to data glitch
X006043
2025-11-16 10:10:05
BRK.B
Buy
7,685
323.39
2,485,252.15
1.7
0.035
Ultra
10
18
-27.3
NYSE>EDGX>IEX>NASDAQ>ARCA
IS
5
LMT
5.5
64
34
0.54
LiqDrop
false
null
null
0
NYSE>EDGX>IEX>NASDAQ>ARCA
LMT
80.1
91
6.9
97
-20
-26
-38
Watchlist
null
Toxic prints; widened spread
X006044
2025-11-07 10:13:59
IEF
Buy
38,828
93.28
3,621,875.84
3.5
0.147
Low
15.3
38
24.1
NYSE>EDGX>NASDAQ>IEX>ARCA
IS
4
LMT
8.3
82
12
0.75
Multi
true
MultiTrigger
AlgoSwitch
45
NYSE>EDGX>NASDAQ>IEX>ARCA
LMT>MKT
82.6
88
4.4
148
46
-31
-6
null
null
Toxic prints; widened spread
X006045
2025-11-03 13:06:31
VZ
Sell
14,685
72.17
1,059,816.45
3.8
0.126
Low
11.6
8
-28.1
BATS>ARCA>EDGX>NASDAQ
TWAP
1
LMT
4.2
65
29
0.41
ToxicitySpike
false
null
null
0
BATS>ARCA>EDGX>NASDAQ
LMT
42.3
88
0.7
59
-7
20
-19
null
null
Venue switch reduced impact
X006046
2025-11-14 11:16:27
XLP
Buy
156,734
293.81
46,050,016.54
2.7
0.542
Low
17.7
23
17.7
EDGX>BATS>NASDAQ>NYSE
IS
5
MKT
11.7
161
31
0.48
LiqDrop
false
null
null
0
EDGX>BATS>NASDAQ>NYSE
MKT
18.8
95
27.3
15
-6
-26
-3
null
null
High urgency from PM
X006047
2025-11-11 12:06:02
DIS
Sell
10,571
269.56
2,849,518.76
1.8
0.046
High
19.4
33
22.4
NYSE>ARCA
VWAP
2
IOC
6.4
64
13
0.82
LiqDrop
false
null
null
0
NYSE>ARCA
IOC
77.8
90
9
18
57
12
-4
null
null
Stable book; normal liquidity
X006048
2025-12-08 14:18:28
KO
Buy
4,812
167.66
806,779.92
1.8
0.12
Medium
8.3
17
-23.3
EDGX>ARCA
VWAP
2
MKT
3.5
62
31
0.65
LiqDrop
false
null
null
0
EDGX>ARCA
MKT
13.9
100
0
74
-1
12
31
null
null
Venue switch reduced impact
X006049
2025-11-04 13:32:16
JPM
Sell
2,688
302.76
813,818.88
3.7
0.067
Medium
15.7
7
11.3
IEX>NYSE>BATS
Adaptive
1
PO
5
60
35
0.71
ToxicitySpike
false
null
null
0
IEX>NYSE>BATS
PO
15.8
96
22.9
18
28
-20
-2
null
null
Stable book; normal liquidity
X006050
2025-10-29 12:14:26
V
Sell
4,295
22.08
94,833.6
3.4
0.056
Low
33.8
14
-7.8
IEX>NASDAQ>BATS>ARCA>NYSE
VWAP
2
IOC
11.2
61
21
0.67
Multi
false
null
null
0
IEX>NASDAQ>BATS>ARCA>NYSE
IOC
36.1
91
20.4
51
53
22
10
null
null
High urgency from PM
X006051
2025-11-18 12:05:47
AAPL
Sell
18,217
234.64
4,274,436.88
1.7
0.054
Ultra
5.3
9
24.6
NYSE>EDGX>IEX>ARCA>BATS
TWAP
1
LMT
1.9
66
31
0.82
ToxicitySpike
false
null
null
0
NYSE>EDGX>IEX>ARCA>BATS
LMT
22.1
91
2.9
67
-10
-11
-39
PositionLimitNear
null
Venue switch reduced impact
X006052
2025-12-03 13:13:37
TLT
Sell
11,411
91.71
1,046,502.81
2.5
0.042
High
14.8
34
4.7
NASDAQ>BATS>NYSE
IS
5
LMT
8.1
67
13
0.61
Slip>Thresh
false
null
null
0
NASDAQ>BATS>NYSE
LMT
45.7
91
0
125
51
-4
30
null
null
Stable book; normal liquidity
X006053
2025-11-19 14:10:04
VZ
Sell
17,073
218.19
3,725,157.87
1.9
0.146
Medium
7.1
17
14
BATS>IEX>EDGX>NASDAQ>NYSE
VWAP
2
LMT
2.6
67
19
0.69
Multi
false
null
null
0
BATS>IEX>EDGX>NASDAQ>NYSE
LMT
45.1
88
8.5
49
-15
-34
-33
null
null
High urgency from PM
X006054
2025-11-15 09:48:42
XLY
Buy
15,036
150.62
2,264,722.32
1.4
0.063
Medium
22.6
20
20.9
NASDAQ>EDGX>BATS
VWAP
1
LMT
5.2
65
13
0.72
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>BATS
LMT
85.7
85
0
35
34
-32
-6
null
null
Toxic prints; widened spread
X006055
2025-12-22 10:37:51
T
Sell
10,536
131.34
1,383,798.24
3.2
0.088
Low
20.9
24
-15.6
NASDAQ>ARCA>EDGX>NYSE>IEX
Adaptive
2
LMT
6.2
64
14
0.57
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>EDGX>NYSE>IEX
LMT
1.1
91
0
120
60
22
9
NoShort
null
Stable book; normal liquidity
X006056
2025-11-27 15:45:59
GOOGL
Sell
23,357
308.22
7,199,094.54
1.2
0.07
High
17.5
39
-20.6
ARCA>NYSE>BATS
IS
5
LMT
8.1
75
35
0.54
LiqDrop
false
null
null
0
ARCA>NYSE>BATS
LMT
98.4
100
11.1
100
42
26
-28
null
null
Stable book; normal liquidity
X006057
2025-11-19 09:35:09
META
Buy
16,157
76.02
1,228,255.14
1.5
0.045
Ultra
11
20
8.4
BATS>EDGX>NASDAQ
Adaptive
4
LMT
4
69
34
0.56
LiqDrop
false
null
null
0
BATS>EDGX>NASDAQ
LMT
51.3
97
7.6
97
34
-25
-7
null
null
Stable book; normal liquidity
X006058
2025-12-11 11:48:11
DIS
Buy
131,143
271.63
35,622,373.09
1.2
0.572
Low
9.1
30
-34.1
IEX>EDGX
POV
1
MKT
3.4
105
23
0.69
LiqDrop
false
null
null
0
IEX>EDGX
MKT
32.3
98
6.5
107
26
-20
13
null
null
Paused due to data glitch
X006059
2025-12-26 09:35:10
T
Sell
4,759
110.38
525,298.42
3.7
0.04
Medium
14.4
39
30.3
NASDAQ>NYSE>EDGX>IEX
Adaptive
1
LMT
4.3
61
27
0.77
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>EDGX>IEX
LMT
25.8
95
6.6
120
55
-31
16
Watchlist
null
Stable book; normal liquidity
X006060
2025-12-04 15:54:45
AMZN
Sell
11,689
350.04
4,091,617.56
1.6
0.537
Low
14
28
14.8
ARCA>IEX>EDGX>BATS>NYSE
VWAP
2
LMT
4.3
64
17
0.73
Multi
false
null
null
0
ARCA>IEX>EDGX>BATS>NYSE
LMT
93.9
98
8.7
93
48
5
-37
null
null
Venue switch reduced impact
X006061
2025-11-11 12:58:30
BA
Sell
182,554
133.43
24,358,180.22
2.1
0.608
Low
11.4
5
-10.5
ARCA>NASDAQ>IEX>NYSE>BATS
VWAP
1
IOC
3.9
123
29
0.63
Multi
false
null
null
0
ARCA>NASDAQ>IEX>NYSE>BATS
IOC
96.3
98
18.4
139
48
-29
6
PositionLimitNear
null
Venue switch reduced impact
X006062
2025-11-07 12:03:20
XLI
Buy
1,855
28.75
53,331.25
3.7
0.085
Medium
10.4
11
-21.9
IEX>NYSE>ARCA
Adaptive
2
IOC
4.7
60
18
0.42
Multi
false
null
null
0
IEX>NYSE>ARCA
IOC
13
86
4.3
64
9
-34
29
null
null
Toxic prints; widened spread
X006063
2025-11-11 15:13:50
BRK.B
Buy
5,161
274.52
1,416,797.72
2.8
0.023
High
17
23
15.1
BATS>ARCA>IEX>NASDAQ
VWAP
3
LMT
6.1
62
22
0.7
Slip>Thresh
false
null
null
0
BATS>ARCA>IEX>NASDAQ
LMT
79.3
69
0
103
-11
10
-23
null
null
Toxic prints; widened spread
X006064
2025-11-09 13:31:26
JNJ
Sell
36,888
85.32
3,147,284.16
4.5
0.135
Medium
4.5
31
-31.7
EDGX>BATS>NASDAQ
TWAP
2
MKT
4.2
75
15
0.75
ToxicitySpike
false
null
null
0
EDGX>BATS>NASDAQ
MKT
9.2
100
10.9
78
25
12
-28
null
null
Stable book; normal liquidity
X006065
2025-12-09 11:00:23
BA
Sell
25,577
312.97
8,004,833.69
2
0.085
Medium
21
13
-19.6
EDGX>IEX>NYSE>ARCA>BATS
IS
4
MKT
11.2
74
27
0.59
LiqDrop
false
null
null
0
EDGX>IEX>NYSE>ARCA>BATS
MKT
82.9
95
11.8
109
8
10
34
null
null
Venue switch reduced impact
X006066
2025-12-11 12:02:42
SPY
Sell
75,781
480.09
36,381,700.29
1.4
0.102
Ultra
5.5
39
-28
BATS>EDGX
VWAP
2
PO
2.2
92
30
0.83
ToxicitySpike
false
null
null
0
BATS>EDGX
PO
64.6
94
0
92
-8
13
-23
NoShort
null
Toxic prints; widened spread
X006067
2025-11-02 14:32:00
T
Buy
14,954
90.46
1,352,738.84
2.3
0.125
High
5.5
33
-6.3
NYSE>NASDAQ>ARCA
TWAP
3
LMT
2.9
67
23
0.51
LiqDrop
false
null
null
0
NYSE>NASDAQ>ARCA
LMT
46.7
87
16.7
126
0
11
-2
null
null
High urgency from PM
X006068
2025-11-03 11:46:05
VZ
Buy
14,127
347.85
4,914,076.95
2.9
0.121
Medium
5.2
7
-2.7
NASDAQ>NYSE>ARCA>BATS>EDGX
Adaptive
1
PO
2.4
64
16
0.6
Multi
false
null
null
0
NASDAQ>NYSE>ARCA>BATS>EDGX
PO
71.4
86
10.4
81
16
-27
20
null
null
Stable book; normal liquidity
X006069
2025-11-02 10:11:12
XLK
Sell
25,516
65.89
1,681,249.24
1.2
0.072
High
17.4
21
11
NASDAQ>IEX>NYSE>BATS>EDGX
TWAP
3
PO
6.3
72
15
0.59
LiqDrop
false
null
null
0
NASDAQ>IEX>NYSE>BATS>EDGX
PO
50
87
7.5
105
30
-40
-17
null
null
Stable book; normal liquidity
X006070
2025-12-04 13:40:42
NFLX
Buy
10,099
135.62
1,369,626.38
3
0.097
Low
14.6
23
-12.9
BATS>NASDAQ>IEX>EDGX
VWAP
1
LMT
4.3
63
20
0.5
Multi
false
null
null
0
BATS>NASDAQ>IEX>EDGX
LMT
22.8
89
1.1
149
27
-14
-24
null
null
Toxic prints; widened spread
X006071
2025-12-09 15:15:44
XLE
Buy
32,810
68.42
2,244,860.2
2
0.118
Low
20.5
20
17.7
NYSE>ARCA>EDGX
TWAP
2
MKT
7.5
73
27
0.41
Slip>Thresh
false
null
null
0
NYSE>ARCA>EDGX
MKT
78.7
99
11.2
41
59
28
26
null
null
Venue switch reduced impact
X006072
2025-12-24 12:04:08
PFE
Sell
25,258
249.93
6,312,731.94
2
0.069
Medium
15.5
38
-26.9
NASDAQ>EDGX>ARCA
Adaptive
4
MKT
6.8
74
15
0.46
Multi
false
null
null
0
NASDAQ>EDGX>ARCA
MKT
33.7
85
9.2
61
48
-35
-33
null
null
High urgency from PM
X006073
2025-11-20 13:02:56
XLI
Buy
3,303
191.76
633,383.28
2
0.151
Medium
12.8
20
25.1
NYSE>NASDAQ>IEX>ARCA>BATS
Adaptive
3
MKT
5.3
61
33
0.64
ToxicitySpike
false
null
null
0
NYSE>NASDAQ>IEX>ARCA>BATS
MKT
83.1
95
7.1
48
-3
-23
14
null
null
Paused due to data glitch
X006074
2025-11-03 09:35:11
TSLA
Sell
44,510
62.12
2,764,961.2
2
0.138
Low
20.8
38
34.4
EDGX>NYSE>NASDAQ
VWAP
1
MKT
6.2
75
35
0.57
Multi
false
null
null
0
EDGX>NYSE>NASDAQ
MKT
48.3
91
0
106
3
3
-11
null
null
Toxic prints; widened spread
X006075
2025-10-27 13:40:36
AMZN
Buy
542
330.32
179,033.44
1.3
0.025
Ultra
15.1
21
33.8
EDGX>BATS>IEX>ARCA>NYSE
TWAP
2
MKT
5.4
60
18
0.65
Multi
false
null
null
0
EDGX>BATS>IEX>ARCA>NYSE
MKT
8.2
88
11.6
86
47
-1
34
null
null
Toxic prints; widened spread
X006076
2025-11-10 09:35:36
AAPL
Sell
22,122
173.5
3,838,167
2.6
0.065
Ultra
4.2
11
-1.5
NYSE>BATS>IEX>NASDAQ>EDGX
IS
5
MKT
4.7
74
15
0.52
Slip>Thresh
true
SlippageAboveThreshold
AlgoSwitch
13
NYSE>BATS>IEX>NASDAQ>EDGX
MKT>IOC
73.2
85
18.9
99
56
21
30
null
null
High urgency from PM
X006077
2025-11-15 09:35:26
V
Sell
20,120
245.92
4,947,910.4
4.1
0.262
Low
21
27
23
IEX>BATS>NASDAQ
Adaptive
4
LMT
8.5
71
15
0.68
LiqDrop
false
null
null
0
IEX>BATS>NASDAQ
LMT
70.2
93
5
45
40
-10
-25
NoShort
null
Stable book; normal liquidity
X006078
2025-11-19 09:47:57
VZ
Sell
9,493
160.96
1,527,993.28
4.1
0.081
Medium
7.7
6
30.5
EDGX>ARCA>NASDAQ
VWAP
1
IOC
3.8
63
13
0.42
Multi
false
null
null
0
EDGX>ARCA>NASDAQ
IOC
56
85
0
10
23
-16
1
PositionLimitNear
null
Paused due to data glitch
X006079
2025-11-14 15:55:43
AAPL
Sell
19,590
268.34
5,256,780.6
2.7
0.058
High
7.5
29
21.5
NASDAQ>IEX
Adaptive
5
IOC
4.8
72
15
0.59
Multi
false
null
null
0
NASDAQ>IEX
IOC
98
96
0
72
44
-33
-6
null
null
High urgency from PM
X006080
2025-12-09 09:35:50
XLK
Buy
35,322
125.65
4,438,209.3
1.3
0.099
Medium
19.1
9
17.2
IEX>BATS>NYSE>NASDAQ
VWAP
3
LMT
5.9
77
34
0.53
Multi
false
null
null
0
IEX>BATS>NYSE>NASDAQ
LMT
48
98
0
118
48
24
-23
null
null
Stable book; normal liquidity
X006081
2025-11-01 12:10:21
XLU
Sell
36,122
167.81
6,061,632.82
2.2
0.116
Medium
10.7
33
-25.1
NYSE>NASDAQ
IS
4
MKT
6.8
80
13
0.51
Slip>Thresh
false
null
null
0
NYSE>NASDAQ
MKT
52.8
98
7.3
136
20
2
-23
null
null
High urgency from PM
X006082
2025-10-28 14:34:12
LQD
Buy
24,970
109.92
2,744,702.4
1.6
0.123
Medium
12.5
6
11.9
IEX>BATS
TWAP
3
PO
5
72
29
0.84
ToxicitySpike
true
ToxicitySpike
VenueSwitch
11
IEX>BATS
PO>MKT
97.4
92
3.2
55
53
-1
-10
null
null
High urgency from PM
X006083
2025-10-30 14:48:17
SPY
Buy
38,789
483.67
18,761,075.63
1.6
0.052
Ultra
4.9
27
-16.4
NYSE>ARCA>EDGX
Adaptive
5
PO
2.9
85
20
0.57
Slip>Thresh
false
null
null
0
NYSE>ARCA>EDGX
PO
36.7
98
4.2
82
11
-30
19
null
null
Venue switch reduced impact
X006084
2025-11-03 12:09:46
XLP
Sell
73,309
276.21
20,248,678.89
1.8
0.253
Low
23.6
38
-0.2
EDGX>BATS>NYSE>IEX>NASDAQ
VWAP
1
LMT
5.7
85
32
0.5
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
17
EDGX>BATS>NYSE>IEX>NASDAQ
LMT>MKT
97.9
91
3.4
146
52
3
4
null
null
Toxic prints; widened spread
X006085
2025-12-21 12:11:32
XLU
Buy
29,818
321.51
9,586,785.18
1.2
0.095
Medium
18.5
37
23.3
EDGX>ARCA>IEX
POV
5
LMT
7.8
79
30
0.84
ToxicitySpike
false
null
null
0
EDGX>ARCA>IEX
LMT
52
97
13.7
85
-3
1
36
null
null
Venue switch reduced impact
X006086
2025-12-15 11:52:39
INTC
Buy
2,160
130.67
282,247.2
1
0.103
Medium
20.8
6
8.9
NYSE>EDGX>NASDAQ>BATS
IS
5
MKT
11.3
61
17
0.72
ToxicitySpike
true
ToxicitySpike
VenueSwitch
13
NYSE>EDGX>NASDAQ>BATS
MKT>PO
91.3
94
6.4
9
38
-29
-13
null
null
Paused due to data glitch
X006087
2025-12-23 14:42:09
XLP
Sell
40,199
305.62
12,285,618.38
3.6
0.139
Medium
6.6
8
-11.1
BATS>NYSE
Adaptive
2
LMT
3.2
77
12
0.79
Slip>Thresh
false
null
null
0
BATS>NYSE
LMT
51.8
91
2.6
103
30
14
-22
null
null
Stable book; normal liquidity
X006088
2025-10-31 15:35:58
NFLX
Buy
3,438
136.2
468,255.6
3.1
0.033
High
11.7
23
3.9
EDGX>NYSE>IEX
VWAP
3
MKT
5.9
61
13
0.58
Multi
false
null
null
0
EDGX>NYSE>IEX
MKT
4.9
96
3.9
10
34
12
38
NoShort
null
Paused due to data glitch
X006089
2025-11-21 14:49:05
XLV
Sell
15,396
338.35
5,209,236.6
1.4
0.043
High
24.8
37
-8.1
ARCA>EDGX>NYSE>IEX>BATS
Adaptive
2
MKT
7.6
66
34
0.69
Slip>Thresh
false
null
null
0
ARCA>EDGX>NYSE>IEX>BATS
MKT
80.4
89
7.3
103
13
17
24
null
null
Toxic prints; widened spread
X006090
2025-11-14 13:27:50
JPM
Sell
32,144
25.42
817,100.48
3.1
0.796
Low
12.2
7
3.3
NASDAQ>ARCA>BATS>EDGX
VWAP
2
PO
5.1
73
33
0.52
LiqDrop
false
null
null
0
NASDAQ>ARCA>BATS>EDGX
PO
88.2
88
10.1
107
10
21
35
null
null
Paused due to data glitch
X006091
2025-12-23 10:27:05
BRK.B
Buy
32,586
55.55
1,810,152.3
1.7
0.148
Low
24
34
-21
NYSE>IEX>EDGX
TWAP
1
LMT
6
71
28
0.78
LiqDrop
false
null
null
0
NYSE>IEX>EDGX
LMT
94.6
99
0
39
31
25
20
NoShort
null
Toxic prints; widened spread
X006092
2025-12-20 15:10:09
UNH
Buy
30,116
172
5,179,952
3
0.132
Low
22.4
20
31.2
NASDAQ>NYSE
TWAP
3
IOC
9.4
75
13
0.42
Slip>Thresh
false
null
null
0
NASDAQ>NYSE
IOC
91.2
93
7.6
38
6
-40
16
Watchlist
null
Paused due to data glitch
X006093
2025-11-22 10:42:25
INTC
Sell
6,076
152.59
927,136.84
0.6
0.289
Medium
17.7
7
-14.3
EDGX>ARCA>IEX>BATS>NASDAQ
TWAP
1
MKT
5.1
62
19
0.78
Multi
false
null
null
0
EDGX>ARCA>IEX>BATS>NASDAQ
MKT
8.1
94
9.4
137
-18
-2
-21
null
null
High urgency from PM
X006094
2025-11-29 14:17:18
SPY
Buy
13,757
456.14
6,275,117.98
1.4
0.019
Ultra
11.1
18
14.2
IEX>NASDAQ
POV
5
PO
5.7
68
15
0.81
LiqDrop
false
null
null
0
IEX>NASDAQ
PO
20.7
99
5.7
64
9
20
21
null
null
High urgency from PM
X006095
2025-11-15 15:51:46
T
Buy
17,122
283.48
4,853,744.56
3.5
0.143
Medium
7.9
34
-32.2
ARCA>IEX>NYSE>BATS>NASDAQ
IS
5
LMT
6.1
71
21
0.78
ToxicitySpike
false
null
null
0
ARCA>IEX>NYSE>BATS>NASDAQ
LMT
56.2
90
0
144
14
-13
-36
PositionLimitNear
null
Paused due to data glitch
X006096
2025-12-19 11:20:40
PEP
Sell
12,099
324.69
3,928,424.31
2.6
0.038
High
12.2
6
9.7
EDGX>IEX>ARCA>NASDAQ>NYSE
IS
5
PO
7.8
67
16
0.74
ToxicitySpike
false
null
null
0
EDGX>IEX>ARCA>NASDAQ>NYSE
PO
44.5
89
0
28
1
19
-39
null
null
Venue switch reduced impact
X006097
2025-11-10 11:23:17
BAC
Buy
204,296
105.64
21,581,829.44
1.7
0.557
Low
5.4
3
-25.6
BATS>ARCA>EDGX>NASDAQ
VWAP
2
MKT
2.8
146
15
0.8
LiqDrop
true
LiquidityDrop
AlgoSwitch
28
BATS>ARCA>EDGX>NASDAQ
MKT>IOC
70.7
88
0
168
2
25
-18
null
null
Paused due to data glitch
X006098
2025-12-13 10:20:02
VZ
Buy
9,403
272.64
2,563,633.92
3.5
0.08
Medium
14.2
38
14.6
NASDAQ>EDGX>IEX>ARCA>NYSE
POV
4
MKT
8.6
65
15
0.73
LiqDrop
true
LiquidityDrop
AlgoSwitch
17
NASDAQ>EDGX>IEX>ARCA>NYSE
MKT>LMT
56.1
99
0
84
29
-8
33
null
null
Toxic prints; widened spread
X006099
2025-12-14 11:56:52
VZ
Buy
8,370
291.18
2,437,176.6
4
0.072
Low
18.8
30
13.8
NYSE>IEX
POV
4
LMT
9
64
27
0.67
ToxicitySpike
true
ToxicitySpike
Pause
14
NYSE>IEX
LMT>IOC
93.1
93
11
97
0
15
27
null
null
Paused due to data glitch
X006100
2025-12-14 10:53:09
XOM
Sell
11,721
277.5
3,252,577.5
3
0.107
Low
21.5
4
-16.8
IEX>BATS>ARCA>EDGX>NASDAQ
TWAP
3
MKT
9.5
65
33
0.43
ToxicitySpike
false
null
null
0
IEX>BATS>ARCA>EDGX>NASDAQ
MKT
7
91
4.5
10
13
-7
2
null
null
Stable book; normal liquidity