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
X006101
2025-12-20 09:35:47
JPM
Buy
1,454
280.24
407,468.96
5.2
0.036
High
7.7
26
16.1
NASDAQ>EDGX
VWAP
3
MKT
5.9
60
31
0.48
Slip>Thresh
false
null
null
0
NASDAQ>EDGX
MKT
80.1
100
23.8
85
20
19
18
null
null
Stable book; normal liquidity
X006102
2025-11-05 09:56:36
V
Sell
13,467
255.37
3,439,067.79
4.4
0.175
Low
18.7
24
-24.1
EDGX>NYSE>BATS>IEX>NASDAQ
VWAP
3
LMT
7.5
66
15
0.42
Multi
false
null
null
0
EDGX>NYSE>BATS>IEX>NASDAQ
LMT
42.4
96
3.1
43
34
-23
34
null
null
Toxic prints; widened spread
X006103
2025-11-14 13:22:41
SPY
Sell
130,763
470.88
61,573,681.44
1.8
0.177
Medium
8.6
33
2.4
IEX>BATS
IS
5
MKT
6.1
144
19
0.55
LiqDrop
false
null
null
0
IEX>BATS
MKT
55.5
100
16.3
107
-6
23
37
null
null
Paused due to data glitch
X006104
2025-12-04 14:55:24
MSFT
Buy
23,352
66.67
1,556,877.84
1.9
0.124
Low
20.9
13
-11.4
BATS>NYSE
IS
4
LMT
9.1
73
29
0.64
ToxicitySpike
false
null
null
0
BATS>NYSE
LMT
54.2
89
0
10
58
-9
4
null
null
Venue switch reduced impact
X006105
2025-11-27 10:36:15
CVX
Sell
13,556
222.81
3,020,412.36
1.2
0.08
High
10.7
33
24
BATS>EDGX>NASDAQ>ARCA
IS
5
LMT
5.4
68
12
0.83
ToxicitySpike
false
null
null
0
BATS>EDGX>NASDAQ>ARCA
LMT
54.6
97
0.4
35
-15
-19
15
Watchlist
null
High urgency from PM
X006106
2025-10-27 10:44:25
NFLX
Sell
83,711
62.75
5,252,865.25
3.1
0.8
Low
8.1
20
30.4
NYSE>IEX>EDGX>NASDAQ>ARCA
POV
2
MKT
4.9
95
26
0.63
LiqDrop
false
null
null
0
NYSE>IEX>EDGX>NASDAQ>ARCA
MKT
98.1
95
8.6
131
10
-10
18
null
null
Paused due to data glitch
X006107
2025-12-03 13:51:34
QQQ
Buy
41,712
428.01
17,853,153.12
0.6
0.132
Medium
24.8
9
-16.5
NASDAQ>ARCA
POV
4
LMT
8.8
83
27
0.83
LiqDrop
true
LiquidityDrop
VenueSwitch
21
NASDAQ>ARCA
LMT>PO
75.4
90
7
153
-17
25
-10
null
null
Toxic prints; widened spread
X006108
2025-11-02 09:53:25
VZ
Buy
30,408
62.06
1,887,120.48
3.7
0.26
Low
24.3
7
-24
IEX>BATS>EDGX
TWAP
3
LMT
9.1
75
28
0.72
Multi
false
null
null
0
IEX>BATS>EDGX
LMT
24.2
87
7.7
80
58
-13
-7
null
null
Paused due to data glitch
X006109
2025-12-17 09:35:40
SPY
Sell
46,702
456.07
21,299,381.14
1.4
0.063
High
15.5
18
0.4
EDGX>IEX>ARCA>BATS>NYSE
IS
5
LMT
7.5
90
19
0.47
ToxicitySpike
false
null
null
0
EDGX>IEX>ARCA>BATS>NYSE
LMT
70.8
98
13.2
77
3
-15
-19
null
null
High urgency from PM
X006110
2025-11-13 09:35:46
NKE
Buy
33,757
222.33
7,505,193.81
2.1
0.157
Low
13.3
3
-7.2
IEX>BATS
Adaptive
2
MKT
4.8
74
15
0.75
ToxicitySpike
false
null
null
0
IEX>BATS
MKT
32.6
89
13.2
17
26
-40
-28
null
null
Toxic prints; widened spread
X006111
2025-12-13 11:51:29
LQD
Sell
8,206
110.18
904,137.08
1.1
0.04
High
18.8
24
25.9
NYSE>ARCA>IEX>BATS>NASDAQ
IS
5
LMT
8.6
65
12
0.41
ToxicitySpike
false
null
null
0
NYSE>ARCA>IEX>BATS>NASDAQ
LMT
56.4
90
7.3
73
22
-14
-2
null
null
Venue switch reduced impact
X006112
2025-11-22 13:23:33
HD
Sell
101,819
75.7
7,707,698.3
2.9
0.395
Medium
3.4
25
-34
ARCA>NYSE>IEX>EDGX
Adaptive
1
MKT
2.3
95
17
0.74
Slip>Thresh
false
null
null
0
ARCA>NYSE>IEX>EDGX
MKT
12.4
90
0.4
50
18
-15
-38
null
null
Toxic prints; widened spread
X006113
2025-11-16 14:51:03
SPY
Sell
119,481
482.65
57,667,504.65
1.1
0.161
High
8.5
23
-24.7
NASDAQ>EDGX>NYSE>BATS
POV
4
MKT
4.4
128
25
0.69
Multi
false
null
null
0
NASDAQ>EDGX>NYSE>BATS
MKT
67.6
91
12.1
98
26
27
1
null
null
High urgency from PM
X006114
2025-12-12 10:14:19
XLB
Sell
22,850
346.5
7,917,525
1.4
0.058
Ultra
8
33
17.4
BATS>IEX
TWAP
2
LMT
2.7
69
26
0.54
LiqDrop
false
null
null
0
BATS>IEX
LMT
66.2
93
0
57
9
-21
36
PositionLimitNear
null
Stable book; normal liquidity
X006115
2025-11-07 13:17:24
XOM
Buy
12,469
181.48
2,262,874.12
2.8
0.114
Low
13.4
27
-11.2
EDGX>ARCA>NYSE
TWAP
2
LMT
4.8
65
32
0.63
ToxicitySpike
false
null
null
0
EDGX>ARCA>NYSE
LMT
7.1
91
0
82
3
17
5
null
null
Paused due to data glitch
X006116
2025-11-30 13:14:53
V
Buy
7,874
67.15
528,739.1
3.3
0.102
Low
20
3
-4.5
NASDAQ>ARCA>EDGX>NYSE
Adaptive
1
LMT
5.2
62
28
0.54
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>EDGX>NYSE
LMT
12.2
95
7
10
30
2
-22
PositionLimitNear
null
Toxic prints; widened spread
X006117
2025-12-18 12:48:58
UNH
Sell
6,429
199.93
1,285,349.97
2.9
0.028
Ultra
8.8
13
0.4
IEX>ARCA>BATS
TWAP
3
LMT
4.2
63
31
0.65
Slip>Thresh
false
null
null
0
IEX>ARCA>BATS
LMT
72.9
95
1.2
60
58
-31
39
null
null
Toxic prints; widened spread
X006118
2025-11-03 09:35:01
MA
Buy
25,390
87.44
2,220,101.6
1.1
0.108
Medium
16.5
25
-31.5
BATS>NASDAQ
POV
4
MKT
7.6
74
25
0.79
ToxicitySpike
false
null
null
0
BATS>NASDAQ
MKT
21.6
94
11
72
34
-4
-31
Watchlist
null
High urgency from PM
X006119
2025-12-08 11:51:49
XOM
Sell
21,455
211.36
4,534,728.8
2.8
0.196
Medium
3.2
24
-2
NYSE>EDGX>IEX>NASDAQ
TWAP
2
LMT
2.3
69
19
0.45
Multi
false
null
null
0
NYSE>EDGX>IEX>NASDAQ
LMT
13.6
98
0
122
0
-32
31
PositionLimitNear
null
Toxic prints; widened spread
X006120
2025-12-15 10:27:58
BRK.B
Buy
17,720
330.19
5,850,966.8
1.6
0.081
Medium
21.6
32
-19.3
EDGX>IEX
VWAP
3
IOC
7.8
68
19
0.79
LiqDrop
false
null
null
0
EDGX>IEX
IOC
75.7
99
28.4
39
45
-34
39
null
null
Venue switch reduced impact
X006121
2025-12-13 09:35:02
XOM
Sell
3,122
85.03
265,463.66
2.2
0.029
High
17.4
13
33.7
EDGX>NYSE>IEX>BATS>ARCA
IS
5
MKT
10.7
62
33
0.47
ToxicitySpike
false
null
null
0
EDGX>NYSE>IEX>BATS>ARCA
MKT
64.8
100
15.5
105
58
13
-37
PositionLimitNear
null
Stable book; normal liquidity
X006122
2025-12-01 15:47:29
KO
Buy
12,765
39.4
502,941
3.2
0.318
Low
9.2
37
7
BATS>NASDAQ>ARCA>EDGX
Adaptive
2
LMT
3.6
65
12
0.45
LiqDrop
false
null
null
0
BATS>NASDAQ>ARCA>EDGX
LMT
2.1
87
3.3
10
14
-12
40
Watchlist
null
Toxic prints; widened spread
X006123
2025-12-23 14:11:15
GOOGL
Sell
37,158
86.66
3,220,112.28
1.9
0.111
Medium
12.3
4
-11
ARCA>NASDAQ>NYSE
TWAP
1
IOC
4.1
73
33
0.49
Multi
false
null
null
0
ARCA>NASDAQ>NYSE
IOC
58.5
93
9.3
145
6
-24
-39
null
null
Paused due to data glitch
X006124
2025-10-30 13:47:29
QQQ
Buy
32,414
402.68
13,052,469.52
0.8
0.103
High
19
10
-15.5
NASDAQ>IEX>BATS>ARCA
TWAP
1
LMT
4.5
71
16
0.66
LiqDrop
false
null
null
0
NASDAQ>IEX>BATS>ARCA
LMT
50.1
87
8.6
71
18
-1
39
Watchlist
null
Paused due to data glitch
X006125
2025-12-13 09:35:49
XLI
Sell
1,650
81.06
133,749
3
0.075
Medium
13.3
38
10.4
EDGX>IEX>ARCA
VWAP
3
MKT
6.4
60
15
0.68
ToxicitySpike
false
null
null
0
EDGX>IEX>ARCA
MKT
4.1
89
10.1
156
-20
-13
5
null
Throttle
Toxic prints; widened spread
X006126
2025-11-13 10:12:16
WMT
Sell
116,177
259.01
30,091,004.77
3.7
0.358
Low
9.9
15
7
EDGX>NYSE>BATS>NASDAQ
POV
5
MKT
8
135
24
0.82
LiqDrop
true
LiquidityDrop
VenueSwitch
30
EDGX>NYSE>BATS>NASDAQ
MKT>LMT
23.1
85
0
163
30
-12
-17
null
null
Venue switch reduced impact
X006127
2025-12-08 12:45:53
META
Buy
98,751
274.54
27,111,099.54
1.1
0.275
Low
18.1
10
25.4
NYSE>IEX>BATS>EDGX>NASDAQ
IS
5
LMT
8.4
124
33
0.85
Multi
false
null
null
0
NYSE>IEX>BATS>EDGX>NASDAQ
LMT
14
100
0
57
-17
24
14
null
null
Venue switch reduced impact
X006128
2025-11-28 10:29:47
TLT
Buy
56,802
94.87
5,388,805.74
2.7
0.208
Low
7.2
17
-18.7
NASDAQ>BATS
Adaptive
4
LMT
3.7
92
19
0.46
Slip>Thresh
false
null
null
0
NASDAQ>BATS
LMT
51.9
86
16.1
94
-1
30
6
null
PriceBand
Venue switch reduced impact
X006129
2025-12-14 15:55:24
IWM
Sell
396,429
203.08
80,506,801.32
1.2
0.547
Low
10.3
13
-12
IEX>EDGX>NASDAQ
VWAP
3
LMT
3.6
258
12
0.67
Slip>Thresh
false
null
null
0
IEX>EDGX>NASDAQ
LMT
69.3
85
0
292
38
-36
0
Watchlist
null
Toxic prints; widened spread
X006130
2025-12-13 10:05:54
XLB
Buy
51,193
319.61
16,361,794.73
2.1
0.13
Medium
11.8
36
-28.2
BATS>NASDAQ>ARCA>IEX>NYSE
Adaptive
3
PO
4.6
85
14
0.47
LiqDrop
false
null
null
0
BATS>NASDAQ>ARCA>IEX>NYSE
PO
1.4
96
8.3
91
14
25
-30
null
null
Toxic prints; widened spread
X006131
2025-11-19 13:11:34
WMT
Buy
20,865
98.67
2,058,749.55
3.6
0.064
Low
24.2
27
4.2
ARCA>IEX>BATS>NASDAQ>EDGX
IS
4
LMT
11.6
71
22
0.59
Slip>Thresh
false
null
null
0
ARCA>IEX>BATS>NASDAQ>EDGX
LMT
17.8
94
4.7
22
4
-31
-4
null
null
Stable book; normal liquidity
X006132
2025-11-28 11:43:44
CVX
Sell
30,677
196.52
6,028,644.04
1.3
0.182
Low
24.7
21
8.9
NYSE>EDGX>ARCA>NASDAQ>IEX
Adaptive
1
LMT
5.4
70
13
0.49
Slip>Thresh
false
null
null
0
NYSE>EDGX>ARCA>NASDAQ>IEX
LMT
44.8
75
0
54
-9
-16
-34
null
null
Venue switch reduced impact
X006133
2025-11-05 15:53:47
BA
Buy
49,242
212.62
10,469,834.04
1.7
0.164
Medium
9.7
31
23
NYSE>NASDAQ>EDGX>ARCA
Adaptive
3
LMT
3.4
84
22
0.7
LiqDrop
false
null
null
0
NYSE>NASDAQ>EDGX>ARCA
LMT
86
60
9.1
55
32
20
23
PositionLimitNear
null
Stable book; normal liquidity
X006134
2025-12-14 11:17:45
MA
Buy
120,132
145.84
17,520,050.88
1.1
0.512
Low
11.2
30
-32.5
NYSE>BATS>NASDAQ>IEX>EDGX
VWAP
3
MKT
4.6
120
23
0.63
Slip>Thresh
false
null
null
0
NYSE>BATS>NASDAQ>IEX>EDGX
MKT
94.1
89
5.5
86
43
11
9
null
null
Paused due to data glitch
X006135
2025-11-01 12:45:57
NVDA
Sell
6,782
275.3
1,867,084.6
1.7
0.176
Low
15.4
18
-12.5
BATS>NYSE>NASDAQ
TWAP
1
LMT
4.1
62
31
0.75
ToxicitySpike
false
null
null
0
BATS>NYSE>NASDAQ
LMT
22.8
88
8.7
12
22
-23
10
null
null
Stable book; normal liquidity
X006136
2025-12-11 09:35:39
INTC
Sell
3,159
56.99
180,031.41
1
0.15
Medium
20.1
20
13.6
BATS>NASDAQ
TWAP
2
MKT
6.8
61
18
0.54
Slip>Thresh
false
null
null
0
BATS>NASDAQ
MKT
82.7
88
1.8
136
36
16
39
null
null
High urgency from PM
X006137
2025-11-03 10:21:07
XLB
Sell
61,216
256.48
15,700,679.68
2.1
0.156
Low
21.1
12
-7.3
EDGX>NYSE
VWAP
1
LMT
5.2
81
23
0.84
Multi
true
MultiTrigger
OrderTypeChange
37
EDGX>NYSE
LMT>MKT
97.9
97
10.4
188
21
-39
7
PositionLimitNear
null
Toxic prints; widened spread
X006138
2025-12-26 12:23:57
JPM
Buy
2,424
104.06
252,241.44
4.3
0.06
Low
17.4
9
1
ARCA>IEX>NYSE>BATS>NASDAQ
VWAP
3
LMT
7.1
61
27
0.67
ToxicitySpike
false
null
null
0
ARCA>IEX>NYSE>BATS>NASDAQ
LMT
5
92
8.3
10
24
-14
16
null
null
Venue switch reduced impact
X006139
2025-11-26 13:00:56
KO
Sell
1,186
300.67
356,594.62
3.4
0.03
Medium
28.8
39
0.2
NYSE>BATS>ARCA>EDGX>NASDAQ
Adaptive
2
MKT
9.7
60
20
0.84
LiqDrop
false
null
null
0
NYSE>BATS>ARCA>EDGX>NASDAQ
MKT
24.2
85
8.2
71
43
-4
16
null
null
Stable book; normal liquidity
X006140
2025-12-01 15:47:18
AMZN
Sell
12,685
265.27
3,364,949.95
1.8
0.583
Low
32.2
19
9.1
NASDAQ>NYSE>ARCA>EDGX>IEX
POV
1
LMT
8.3
64
21
0.59
Multi
false
null
null
0
NASDAQ>NYSE>ARCA>EDGX>IEX
LMT
27.3
94
5.3
73
51
18
14
Watchlist
null
Stable book; normal liquidity
X006141
2025-11-22 11:22:20
CVX
Buy
14,721
222.95
3,282,046.95
1.2
0.087
Ultra
6.6
32
-19.2
NYSE>EDGX>ARCA>NASDAQ
TWAP
3
IOC
3
67
27
0.7
ToxicitySpike
true
ToxicitySpike
VenueSwitch
13
NYSE>EDGX>ARCA>NASDAQ
IOC>MKT
78.6
86
0
33
20
-35
-2
null
VenueReject
Toxic prints; widened spread
X006142
2025-12-03 15:44:47
DIS
Buy
99,401
106.24
10,560,362.24
1.9
0.434
Low
12.9
4
0.1
EDGX>NASDAQ
TWAP
2
MKT
5.2
102
16
0.49
LiqDrop
false
null
null
0
EDGX>NASDAQ
MKT
42.7
88
0
10
-12
1
29
null
null
Paused due to data glitch
X006143
2025-12-21 11:34:05
JPM
Sell
7,011
162.52
1,139,427.72
2.8
0.174
Medium
6.6
12
22.6
ARCA>BATS>NYSE>NASDAQ>IEX
TWAP
3
IOC
4.1
63
27
0.79
Slip>Thresh
false
null
null
0
ARCA>BATS>NYSE>NASDAQ>IEX
IOC
21.4
90
16.2
69
7
8
-40
null
null
Paused due to data glitch
X006144
2025-12-15 14:26:00
NKE
Buy
90,961
114
10,369,554
3.1
0.423
Low
23.1
34
20.6
IEX>EDGX>NASDAQ
Adaptive
1
MKT
7
91
24
0.85
LiqDrop
true
LiquidityDrop
AlgoSwitch
14
IEX>EDGX>NASDAQ
MKT>IOC
50.4
94
0
183
40
-36
16
Watchlist
null
High urgency from PM
X006145
2025-11-14 12:13:21
XLV
Buy
19,904
32.02
637,326.08
1.3
0.056
Ultra
5.6
13
30.4
BATS>ARCA>IEX>NASDAQ>EDGX
VWAP
1
MKT
2.1
66
31
0.62
ToxicitySpike
false
null
null
0
BATS>ARCA>IEX>NASDAQ>EDGX
MKT
23.9
94
0
70
24
30
23
NoShort
null
Venue switch reduced impact
X006146
2025-12-21 12:29:22
XLK
Sell
58,095
278.45
16,176,552.75
1.8
0.163
Medium
11.5
26
8.5
NASDAQ>BATS>NYSE
TWAP
3
LMT
4.4
89
15
0.77
ToxicitySpike
false
null
null
0
NASDAQ>BATS>NYSE
LMT
35.8
90
18.1
88
26
-35
0
null
null
Venue switch reduced impact
X006147
2025-12-19 12:31:36
XLP
Buy
82,031
66.22
5,432,092.82
2.4
0.284
Low
20.9
10
-12.5
EDGX>NASDAQ>NYSE>IEX
TWAP
3
LMT
7.4
101
20
0.8
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>NYSE>IEX
LMT
11.6
91
9.9
150
30
-13
-5
Watchlist
null
High urgency from PM
X006148
2025-12-23 13:25:41
XLY
Sell
16,765
169.46
2,840,996.9
1.4
0.07
Medium
24.1
14
19.2
IEX>BATS>NYSE>EDGX>ARCA
Adaptive
1
LMT
5.3
65
31
0.73
ToxicitySpike
false
null
null
0
IEX>BATS>NYSE>EDGX>ARCA
LMT
90.3
91
14.4
24
52
-40
39
null
null
Venue switch reduced impact
X006149
2025-10-27 12:16:51
AMZN
Buy
5,185
235.77
1,222,467.45
2
0.238
Low
13.8
15
22
BATS>NASDAQ>NYSE
VWAP
2
MKT
5.2
62
13
0.61
ToxicitySpike
false
null
null
0
BATS>NASDAQ>NYSE
MKT
14.8
95
1.7
39
40
14
10
PositionLimitNear
null
Toxic prints; widened spread
X006150
2025-11-02 15:14:39
KO
Buy
37,685
127.39
4,800,692.15
3.1
0.938
Low
20.9
8
14.8
EDGX>BATS
POV
1
LMT
6.4
73
15
0.82
ToxicitySpike
true
ToxicitySpike
VenueSwitch
19
EDGX>BATS
LMT>PO
77.6
88
11.1
83
32
-30
-29
null
null
Paused due to data glitch
X006151
2025-12-21 11:00:02
HYG
Buy
14,579
76.43
1,114,272.97
1.2
0.08
High
11.9
22
-26.2
IEX>NASDAQ>NYSE>BATS
TWAP
2
LMT
3.6
66
33
0.49
ToxicitySpike
false
null
null
0
IEX>NASDAQ>NYSE>BATS
LMT
10.6
85
0
61
42
-20
-34
null
VenueReject
Venue switch reduced impact
X006152
2025-11-05 13:01:23
XLU
Sell
32,412
27.05
876,744.6
1.4
0.104
High
9
23
-0.4
NASDAQ>NYSE>ARCA>IEX>EDGX
VWAP
3
MKT
3.9
76
29
0.67
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>ARCA>IEX>EDGX
MKT
1.8
98
6.1
103
60
1
12
null
null
Toxic prints; widened spread
X006153
2025-12-07 11:05:32
PFE
Sell
49,557
59.2
2,933,774.4
2.2
0.135
Low
21.7
30
16.8
ARCA>NASDAQ>IEX
VWAP
3
LMT
7.1
84
32
0.53
Multi
false
null
null
0
ARCA>NASDAQ>IEX
LMT
84.2
86
13.6
63
60
-17
-9
Watchlist
null
Stable book; normal liquidity
X006154
2025-12-18 12:55:49
PFE
Buy
45,705
220.03
10,056,471.15
2.2
0.124
Medium
13.4
7
15.5
NASDAQ>EDGX
Adaptive
1
IOC
4.1
75
34
0.54
ToxicitySpike
true
ToxicitySpike
VenueSwitch
11
NASDAQ>EDGX
IOC>PO
92.6
100
2.9
71
26
24
-30
null
null
Paused due to data glitch
X006155
2025-12-03 13:47:01
HYG
Sell
74,804
73.06
5,465,180.24
1.6
0.41
Low
9.5
4
33.7
NYSE>IEX>ARCA>EDGX>BATS
VWAP
2
LMT
3.2
91
30
0.44
ToxicitySpike
false
null
null
0
NYSE>IEX>ARCA>EDGX>BATS
LMT
69.6
95
7.7
145
54
-33
20
null
null
Venue switch reduced impact
X006156
2025-12-10 09:43:16
META
Buy
43,102
80.52
3,470,573.04
1.1
0.12
High
8.7
23
-8.7
IEX>BATS>NYSE>ARCA>NASDAQ
IS
5
MKT
5.4
88
16
0.63
Multi
false
null
null
0
IEX>BATS>NYSE>ARCA>NASDAQ
MKT
31.5
88
3.3
32
19
20
-16
NoShort
null
Stable book; normal liquidity
X006157
2025-12-16 09:43:25
VZ
Sell
16,218
326.23
5,290,798.14
2.3
0.139
Medium
7.2
32
-32.1
BATS>NYSE>NASDAQ
TWAP
2
MKT
3.6
66
35
0.65
Multi
false
null
null
0
BATS>NYSE>NASDAQ
MKT
16.6
89
3.4
124
21
-22
-19
null
null
Toxic prints; widened spread
X006158
2025-12-06 09:43:57
KO
Buy
2,986
341.96
1,021,092.56
2.7
0.074
High
6.9
18
30.4
IEX>NYSE>NASDAQ>ARCA
POV
5
LMT
4.6
61
35
0.45
LiqDrop
false
null
null
0
IEX>NYSE>NASDAQ>ARCA
LMT
26.1
96
10
46
48
6
36
PositionLimitNear
null
Paused due to data glitch
X006159
2025-11-21 09:35:50
BRK.B
Buy
32,120
241.62
7,760,834.4
2.8
0.146
High
3.4
38
15.4
ARCA>BATS
TWAP
2
LMT
2.3
73
15
0.79
LiqDrop
false
null
null
0
ARCA>BATS
LMT
57.9
96
4.6
45
39
-37
5
null
null
Venue switch reduced impact
X006160
2025-10-31 12:06:13
JPM
Sell
5,538
199.4
1,104,277.2
5
0.137
Low
39.9
32
-7.1
NASDAQ>EDGX
TWAP
3
LMT
14.3
62
18
0.72
Multi
true
MultiTrigger
VenueSwitch
18
NASDAQ>EDGX
LMT>IOC
93.2
89
20.1
72
38
-22
-12
null
null
Stable book; normal liquidity
X006161
2025-11-26 10:20:45
V
Sell
6,936
225.07
1,561,085.52
4.1
0.09
Medium
10.5
30
11
ARCA>NASDAQ>NYSE>BATS
TWAP
2
MKT
5.7
62
24
0.56
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
13
ARCA>NASDAQ>NYSE>BATS
MKT>IOC
82.6
96
0
16
27
1
-32
null
null
Paused due to data glitch
X006162
2025-11-08 13:16:06
V
Sell
38,536
37.36
1,439,704.96
4
0.502
Low
15.3
25
28.7
IEX>NASDAQ>NYSE
IS
4
MKT
10.7
82
32
0.8
ToxicitySpike
false
null
null
0
IEX>NASDAQ>NYSE
MKT
26.5
98
4.7
105
38
-13
-25
null
null
Paused due to data glitch
X006163
2025-11-29 12:27:14
AMZN
Sell
1,106
93.55
103,466.3
2.3
0.051
Medium
23
4
7.1
IEX>ARCA>EDGX>NASDAQ>NYSE
Adaptive
3
LMT
7.1
60
16
0.75
ToxicitySpike
false
null
null
0
IEX>ARCA>EDGX>NASDAQ>NYSE
LMT
60.6
94
0
10
35
-34
37
null
null
Toxic prints; widened spread
X006164
2025-12-12 13:15:19
BRK.B
Sell
18,229
115.91
2,112,923.39
2.4
0.083
High
6.1
15
0.2
NYSE>IEX>BATS
IS
4
LMT
4
70
21
0.68
ToxicitySpike
true
ToxicitySpike
Cross
22
NYSE>IEX>BATS
LMT>IOC
95.2
96
4.8
99
49
-29
-9
PositionLimitNear
null
Stable book; normal liquidity
X006165
2025-11-09 15:27:58
XLE
Sell
28,461
91.85
2,614,142.85
3
0.102
Low
20.3
8
-22.6
NASDAQ>IEX>ARCA
IS
4
LMT
9.7
76
28
0.76
Multi
false
null
null
0
NASDAQ>IEX>ARCA
LMT
93.4
95
2.3
10
-4
-37
-39
null
null
Venue switch reduced impact
X006166
2025-11-29 14:17:58
XLP
Buy
10,195
294.96
3,007,117.2
2.6
0.035
High
13.8
26
-32.4
EDGX>ARCA>BATS
IS
5
MKT
9.4
66
35
0.63
ToxicitySpike
false
null
null
0
EDGX>ARCA>BATS
MKT
50.8
97
16.8
112
14
-31
6
null
null
High urgency from PM
X006167
2025-11-20 10:54:14
NKE
Sell
14,556
75.74
1,102,471.44
2.1
0.068
Ultra
4.7
38
-28.9
BATS>ARCA>NASDAQ
TWAP
3
MKT
3.1
67
28
0.81
Multi
false
null
null
0
BATS>ARCA>NASDAQ
MKT
67.9
99
1.5
37
-8
4
16
null
null
Paused due to data glitch
X006168
2025-11-30 13:25:50
KO
Buy
6,709
86.82
582,475.38
2.1
0.167
Medium
10.9
38
5.6
IEX>NASDAQ
Adaptive
4
LMT
4.4
63
30
0.75
Multi
false
null
null
0
IEX>NASDAQ
LMT
27.9
98
0.3
168
45
2
-5
null
null
Venue switch reduced impact
X006169
2025-11-12 13:21:25
WMT
Sell
30,679
178.4
5,473,133.6
3.5
0.094
High
4.1
28
9.6
NASDAQ>BATS>EDGX
TWAP
1
LMT
2.4
70
24
0.44
ToxicitySpike
false
null
null
0
NASDAQ>BATS>EDGX
LMT
7.9
90
0
98
2
-28
-33
null
null
Paused due to data glitch
X006170
2025-10-27 10:35:35
VZ
Buy
1,838
132.89
244,251.82
2.6
0.016
Ultra
11.7
39
31.6
NYSE>BATS>ARCA
Adaptive
2
IOC
4.4
60
30
0.56
LiqDrop
false
null
null
0
NYSE>BATS>ARCA
IOC
87.8
86
0.6
14
58
-36
9
null
null
Stable book; normal liquidity
X006171
2025-11-17 14:44:47
AMZN
Sell
13,417
254.99
3,421,200.83
2.6
0.616
Low
7.2
23
26.5
IEX>ARCA
POV
3
LMT
4
66
30
0.83
LiqDrop
true
LiquidityDrop
OrderTypeChange
12
IEX>ARCA
LMT>PO
0.7
94
0
91
56
-30
13
NoShort
null
Venue switch reduced impact
X006172
2025-10-28 09:49:00
VZ
Sell
19,128
162.17
3,101,987.76
2.5
0.164
Low
13.7
32
29.6
NYSE>IEX>ARCA>NASDAQ>EDGX
POV
4
MKT
7.7
70
13
0.66
LiqDrop
false
null
null
0
NYSE>IEX>ARCA>NASDAQ>EDGX
MKT
79.2
88
7.2
66
25
13
-24
null
null
Toxic prints; widened spread
X006173
2025-11-15 12:08:35
QQQ
Buy
43,568
421.5
18,363,912
1
0.138
High
8.4
6
-19.1
ARCA>BATS
Adaptive
1
LMT
2.1
75
18
0.69
Slip>Thresh
false
null
null
0
ARCA>BATS
LMT
43.4
85
8.2
100
37
-2
39
null
null
Toxic prints; widened spread
X006174
2025-10-29 14:30:12
PEP
Buy
202,228
77.87
15,747,494.36
5.2
0.639
Low
5.5
22
-15
BATS>IEX>ARCA>NASDAQ
IS
4
MKT
7.4
176
27
0.79
ToxicitySpike
true
ToxicitySpike
VenueSwitch
26
BATS>IEX>ARCA>NASDAQ
MKT>IOC
99.3
84
0
87
13
-2
-10
null
null
High urgency from PM
X006175
2025-12-16 13:02:14
NKE
Sell
17,547
251.89
4,419,913.83
3.3
0.082
Low
23.5
26
11.1
BATS>NYSE>NASDAQ>EDGX
Adaptive
4
LMT
8.7
70
24
0.8
Slip>Thresh
false
null
null
0
BATS>NYSE>NASDAQ>EDGX
LMT
23.1
82
15
32
25
27
-35
null
null
Venue switch reduced impact
X006176
2025-11-08 15:43:50
BA
Sell
39,149
234.4
9,176,525.6
2.4
0.13
Low
19.9
30
-9.6
ARCA>NYSE>NASDAQ>EDGX
VWAP
3
MKT
8.2
79
13
0.69
ToxicitySpike
false
null
null
0
ARCA>NYSE>NASDAQ>EDGX
MKT
37.7
88
0
94
11
14
39
null
null
Paused due to data glitch
X006177
2025-11-24 10:57:18
PEP
Sell
14,647
251.16
3,678,740.52
3.4
0.046
Medium
11.7
32
1.9
ARCA>NYSE>IEX>BATS>NASDAQ
TWAP
3
MKT
6.4
67
35
0.58
LiqDrop
false
null
null
0
ARCA>NYSE>IEX>BATS>NASDAQ
MKT
71.4
90
3.7
54
47
-26
-31
null
null
Stable book; normal liquidity
X006178
2025-10-30 10:49:01
AMZN
Buy
4,149
55.15
228,817.35
1.6
0.191
Medium
12.8
35
-23.1
NYSE>ARCA>EDGX
VWAP
3
LMT
4.4
62
17
0.78
Multi
false
null
null
0
NYSE>ARCA>EDGX
LMT
39.3
88
2.5
10
-15
-33
27
null
null
Venue switch reduced impact
X006179
2025-12-24 12:42:17
BRK.B
Buy
31,377
306.26
9,609,520.02
1.7
0.143
Low
20.3
12
-14
NYSE>BATS>ARCA>NASDAQ>EDGX
POV
4
LMT
8
78
35
0.78
Multi
false
null
null
0
NYSE>BATS>ARCA>NASDAQ>EDGX
LMT
56.2
90
24.4
102
25
-11
-22
null
null
Paused due to data glitch
X006180
2025-11-26 12:22:41
CSCO
Sell
204,095
143.1
29,205,994.5
4.3
0.512
Low
14.2
39
31.9
IEX>NYSE
IS
4
MKT
10.4
177
13
0.83
Multi
false
null
null
0
IEX>NYSE
MKT
25.5
95
20.3
194
43
-10
14
null
null
Venue switch reduced impact
X006181
2025-12-19 12:53:19
MA
Sell
86,837
84.98
7,379,408.26
1.3
0.37
Low
10.8
29
-5.2
BATS>NYSE>NASDAQ
VWAP
1
MKT
3.5
90
29
0.81
Multi
false
null
null
0
BATS>NYSE>NASDAQ
MKT
19.7
90
0
69
-3
26
8
null
null
Paused due to data glitch
X006182
2025-11-03 09:35:53
TLT
Sell
22,090
98.74
2,181,166.6
3.6
0.081
Medium
6.7
32
-18.5
IEX>NYSE>ARCA
IS
4
LMT
5.1
72
14
0.82
LiqDrop
false
null
null
0
IEX>NYSE>ARCA
LMT
73.1
89
2.8
47
-17
8
-4
null
null
Paused due to data glitch
X006183
2025-12-06 13:44:56
CVX
Buy
4,794
306.18
1,467,826.92
1.4
0.028
Ultra
18
34
23.5
ARCA>NASDAQ>BATS>IEX
VWAP
1
LMT
4.3
61
15
0.53
Multi
false
null
null
0
ARCA>NASDAQ>BATS>IEX
LMT
25.3
86
4.6
89
45
24
3
null
null
Paused due to data glitch
X006184
2025-11-20 11:52:52
JNJ
Buy
20,652
282.86
5,841,624.72
4.3
0.076
Low
14.2
14
-29.6
NASDAQ>BATS>NYSE>EDGX>ARCA
TWAP
1
LMT
5
67
30
0.56
Slip>Thresh
false
null
null
0
NASDAQ>BATS>NYSE>EDGX>ARCA
LMT
81.6
92
0
117
59
-10
34
null
null
Venue switch reduced impact
X006185
2025-11-08 14:45:09
XLY
Sell
162,778
304.58
49,578,923.24
2.3
0.679
Low
8.1
34
-6.4
NASDAQ>NYSE>BATS>IEX>EDGX
IS
4
MKT
6
153
21
0.4
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>BATS>IEX>EDGX
MKT
28
98
50.6
176
30
-15
18
null
null
Stable book; normal liquidity
X006186
2025-11-06 13:51:27
LQD
Buy
7,760
107.13
831,328.8
1.3
0.038
Ultra
4.7
12
33.5
BATS>IEX>EDGX>NASDAQ
Adaptive
3
LMT
1.9
63
28
0.43
LiqDrop
false
null
null
0
BATS>IEX>EDGX>NASDAQ
LMT
52.8
89
2.1
54
23
-21
-6
null
Unknown
High urgency from PM
X006187
2025-11-06 15:40:34
CVX
Sell
29,290
282.15
8,264,173.5
1.2
0.174
Medium
12.1
14
-7.6
IEX>EDGX>ARCA>NYSE>NASDAQ
Adaptive
1
MKT
3.5
70
25
0.58
Multi
true
MultiTrigger
AlgoSwitch
14
IEX>EDGX>ARCA>NYSE>NASDAQ
MKT>IOC
99
86
21.8
17
57
-16
13
null
null
Venue switch reduced impact
X006188
2025-11-21 11:22:10
BAC
Sell
79,265
49.4
3,915,691
1.6
0.216
Medium
8.3
25
-25.1
EDGX>NASDAQ
TWAP
3
LMT
3.4
99
21
0.63
Multi
false
null
null
0
EDGX>NASDAQ
LMT
21
94
0.9
52
20
13
16
null
null
Stable book; normal liquidity
X006189
2025-12-26 15:55:50
HD
Sell
37,019
230.72
8,541,023.68
1.9
0.144
Low
16.2
38
11.4
BATS>ARCA
POV
5
MKT
9.1
84
14
0.56
Slip>Thresh
false
null
null
0
BATS>ARCA
MKT
31.2
98
1
195
57
-22
-6
null
null
Paused due to data glitch
X006190
2025-11-06 09:35:46
AAPL
Buy
34,484
341.08
11,761,802.72
2.5
0.101
Medium
11.8
17
34.8
ARCA>EDGX>NYSE
IS
4
MKT
7.5
79
27
0.83
Slip>Thresh
false
null
null
0
ARCA>EDGX>NYSE
MKT
8.8
100
21
32
-8
-28
34
null
null
Paused due to data glitch
X006191
2025-12-13 13:02:11
HYG
Buy
38,115
74.85
2,852,907.75
1.4
0.209
High
3.2
17
-28.2
NYSE>IEX>BATS>ARCA>EDGX
IS
4
LMT
2.3
81
33
0.47
Multi
false
null
null
0
NYSE>IEX>BATS>ARCA>EDGX
LMT
49.1
71
14.1
127
38
12
-29
null
null
Stable book; normal liquidity
X006192
2025-11-13 09:51:04
HD
Sell
30,807
117.71
3,626,291.97
1.9
0.12
Medium
9.6
17
-11.6
ARCA>EDGX>IEX>NASDAQ
VWAP
3
MKT
4.4
75
33
0.64
LiqDrop
false
null
null
0
ARCA>EDGX>IEX>NASDAQ
MKT
78.7
90
8.9
55
35
-34
-40
NoShort
null
Stable book; normal liquidity
X006193
2025-11-20 14:27:40
XLP
Buy
38,605
263.87
10,186,701.35
1.8
0.133
Medium
9
28
-28.8
EDGX>IEX>NYSE>BATS>ARCA
VWAP
1
LMT
2.6
73
32
0.78
ToxicitySpike
true
ToxicitySpike
Pause
13
EDGX>IEX>NYSE>BATS>ARCA
LMT>IOC
79.5
97
4.1
64
51
24
-1
null
null
High urgency from PM
X006194
2025-12-08 15:15:22
XOM
Sell
9,919
267.91
2,657,399.29
3.5
0.091
Low
16.7
31
26.6
BATS>EDGX>IEX>NYSE>ARCA
TWAP
2
PO
6.6
64
29
0.41
LiqDrop
false
null
null
0
BATS>EDGX>IEX>NYSE>ARCA
PO
54.8
99
16.6
59
-19
21
-19
Watchlist
null
High urgency from PM
X006195
2025-11-12 10:22:27
WMT
Sell
23,587
134.04
3,161,601.48
2.4
0.073
Medium
15.1
17
22.9
BATS>NASDAQ>ARCA>IEX>EDGX
TWAP
1
LMT
4.3
68
31
0.46
Slip>Thresh
false
null
null
0
BATS>NASDAQ>ARCA>IEX>EDGX
LMT
0.6
91
14.8
104
11
-30
20
null
null
Paused due to data glitch
X006196
2025-11-18 12:37:57
XOM
Buy
14,085
47.62
670,727.7
3.5
0.129
Low
12.6
24
14.4
IEX>EDGX>ARCA>BATS
VWAP
1
LMT
4.1
64
35
0.7
Multi
false
null
null
0
IEX>EDGX>ARCA>BATS
LMT
32.4
93
8.4
112
44
24
28
NoShort
null
Toxic prints; widened spread
X006197
2025-12-16 15:31:49
VZ
Buy
27,908
73.16
2,041,749.28
3.2
0.239
Low
22.6
29
-19.7
ARCA>BATS>NYSE>EDGX
Adaptive
4
MKT
10.2
76
23
0.67
Multi
false
null
null
0
ARCA>BATS>NYSE>EDGX
MKT
58.2
87
30
42
15
-13
-8
null
null
Toxic prints; widened spread
X006198
2025-11-17 13:31:07
AMD
Sell
4,562
121.78
555,560.36
2.3
0.127
Low
15.3
37
14
NASDAQ>IEX>EDGX
POV
4
MKT
8.1
62
31
0.52
Multi
false
null
null
0
NASDAQ>IEX>EDGX
MKT
28.9
85
14.3
73
47
-16
-26
null
null
High urgency from PM
X006199
2025-11-25 14:11:22
XLI
Buy
1,703
62.76
106,880.28
1.9
0.078
Medium
24.2
7
-34.3
NASDAQ>ARCA>EDGX>NYSE
TWAP
3
MKT
9.7
60
14
0.73
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>EDGX>NYSE
MKT
54.2
95
13.3
62
-8
3
-27
null
null
Paused due to data glitch
X006200
2025-11-15 10:45:58
MA
Sell
42,612
214.05
9,121,098.6
1.2
0.182
Medium
14
16
-0
BATS>ARCA
Adaptive
3
LMT
4.3
81
17
0.54
LiqDrop
false
null
null
0
BATS>ARCA
LMT
45
94
9.3
132
-13
11
-4
null
null
Venue switch reduced impact