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
X006201
2025-11-21 10:15:42
BA
Sell
43,323
45.08
1,953,000.84
1.9
0.144
Low
24.4
28
-33.6
EDGX>ARCA
TWAP
2
IOC
8.2
78
29
0.56
Slip>Thresh
false
null
null
0
EDGX>ARCA
IOC
41.8
99
19.8
51
44
1
-38
null
null
Stable book; normal liquidity
X006202
2025-12-10 12:41:04
AMZN
Buy
6,203
85.65
531,286.95
2.9
0.285
Low
16.3
8
-3.6
EDGX>ARCA>IEX
TWAP
1
LMT
4.9
62
19
0.54
Multi
false
null
null
0
EDGX>ARCA>IEX
LMT
47.4
90
23.2
33
56
23
3
null
null
Stable book; normal liquidity
X006203
2025-11-24 11:21:22
WMT
Sell
55,816
32.06
1,789,460.96
3.2
0.172
Low
22.2
39
1.2
EDGX>IEX
IS
5
LMT
11.7
96
15
0.8
LiqDrop
false
null
null
0
EDGX>IEX
LMT
59.5
92
1
10
22
-2
-30
Watchlist
null
High urgency from PM
X006204
2025-12-26 14:16:25
JNJ
Buy
29,671
30.63
908,822.73
4
0.109
Medium
4.1
10
28.1
IEX>EDGX>NASDAQ>ARCA>BATS
POV
5
LMT
4.5
79
16
0.63
Slip>Thresh
false
null
null
0
IEX>EDGX>NASDAQ>ARCA>BATS
LMT
70.5
86
5
10
60
-19
-15
PositionLimitNear
null
Paused due to data glitch
X006205
2025-11-23 14:29:46
MA
Sell
107,130
301.52
32,301,837.6
0.8
0.456
Medium
9.8
14
0.6
IEX>ARCA>NYSE>BATS>NASDAQ
VWAP
1
MKT
3
97
19
0.69
ToxicitySpike
false
null
null
0
IEX>ARCA>NYSE>BATS>NASDAQ
MKT
10.6
100
0.7
120
45
-23
-34
NoShort
null
Paused due to data glitch
X006206
2025-12-19 13:07:27
NFLX
Sell
28,026
350.75
9,830,119.5
3.3
0.268
Low
14.8
35
-6.3
IEX>NYSE
Adaptive
3
MKT
6.8
74
26
0.8
Slip>Thresh
false
null
null
0
IEX>NYSE
MKT
11.6
87
8.3
98
51
14
-27
null
null
Toxic prints; widened spread
X006207
2025-12-09 14:26:52
XLI
Sell
753
354.11
266,644.83
2.2
0.034
Medium
35.1
38
-10.8
NASDAQ>BATS>EDGX
Adaptive
1
MKT
9.3
60
27
0.84
Slip>Thresh
false
null
null
0
NASDAQ>BATS>EDGX
MKT
52.3
97
16.7
86
38
-18
2
null
PriceBand
Venue switch reduced impact
X006208
2025-12-01 14:47:16
XLE
Sell
69,652
179.88
12,529,001.76
4
0.25
Low
22.8
4
0.2
ARCA>NYSE>EDGX>NASDAQ>BATS
IS
4
LMT
11.4
100
15
0.65
ToxicitySpike
false
null
null
0
ARCA>NYSE>EDGX>NASDAQ>BATS
LMT
5.2
96
14.4
16
33
-16
39
NoShort
null
Paused due to data glitch
X006209
2025-11-20 14:51:39
XLV
Sell
9,703
163.27
1,584,208.81
2
0.027
Ultra
11.9
39
26.9
NASDAQ>EDGX>BATS
IS
5
MKT
7.8
66
31
0.7
Multi
false
null
null
0
NASDAQ>EDGX>BATS
MKT
99.1
96
9
88
33
-6
25
Watchlist
null
Venue switch reduced impact
X006210
2025-11-16 10:01:12
XLU
Sell
14,886
308.49
4,592,182.14
1.9
0.048
Ultra
9.2
32
-19.6
NASDAQ>ARCA>EDGX>BATS>IEX
Adaptive
2
LMT
2.9
66
13
0.59
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>EDGX>BATS>IEX
LMT
41.6
95
4.1
88
23
-21
18
null
null
Toxic prints; widened spread
X006211
2025-11-24 09:35:48
NKE
Buy
20,887
105.51
2,203,787.37
2.1
0.097
Medium
10.5
20
-32.4
NASDAQ>BATS
Adaptive
5
LMT
4.7
73
24
0.53
Multi
false
null
null
0
NASDAQ>BATS
LMT
50.5
98
4.1
135
-18
7
37
Watchlist
null
Paused due to data glitch
X006212
2025-11-30 12:33:39
UNH
Sell
9,654
295.72
2,854,880.88
2.8
0.042
Medium
22
25
13.5
BATS>NYSE>NASDAQ>EDGX>IEX
Adaptive
1
MKT
6.5
63
23
0.53
ToxicitySpike
false
null
null
0
BATS>NYSE>NASDAQ>EDGX>IEX
MKT
4.7
89
8
38
54
-8
-25
Watchlist
null
Toxic prints; widened spread
X006213
2025-11-30 09:47:17
PFE
Sell
50,303
153.86
7,739,619.58
3.4
0.137
Low
22.8
16
-6.9
NYSE>IEX>ARCA>NASDAQ
Adaptive
4
LMT
8.6
88
32
0.43
LiqDrop
false
null
null
0
NYSE>IEX>ARCA>NASDAQ
LMT
61.1
92
21.8
146
18
18
-20
null
null
Venue switch reduced impact
X006214
2025-11-26 13:15:23
HD
Buy
19,519
309.93
6,049,523.67
3
0.076
Low
22.3
7
1
IEX>ARCA
VWAP
3
MKT
9.3
69
22
0.7
Multi
false
null
null
0
IEX>ARCA
MKT
81.6
87
29.6
90
-5
27
5
null
null
Venue switch reduced impact
X006215
2025-12-15 15:31:15
XOM
Sell
20,866
109.21
2,278,775.86
3.9
0.191
Low
12.3
13
7.1
NASDAQ>IEX>ARCA>BATS>NYSE
TWAP
2
MKT
6.2
68
32
0.78
Slip>Thresh
false
null
null
0
NASDAQ>IEX>ARCA>BATS>NYSE
MKT
3.5
95
0
69
-11
-38
-37
Watchlist
Throttle
Paused due to data glitch
X006216
2025-12-02 12:06:39
BAC
Sell
525,820
140.88
74,077,521.6
1.8
1.434
Low
18.7
23
19.5
IEX>BATS>NYSE>NASDAQ
POV
1
LMT
5.5
200
30
0.42
Slip>Thresh
false
null
null
0
IEX>BATS>NYSE>NASDAQ
LMT
79.7
99
3.1
261
40
7
39
null
null
Paused due to data glitch
X006217
2025-12-20 13:57:19
GOOGL
Buy
11,279
86.02
970,219.58
1
0.034
Ultra
14.7
4
-26.3
IEX>NASDAQ>BATS>NYSE>ARCA
POV
5
LMT
6.2
67
18
0.85
LiqDrop
false
null
null
0
IEX>NASDAQ>BATS>NYSE>ARCA
LMT
20.5
88
5.4
43
60
23
22
Watchlist
null
Toxic prints; widened spread
X006218
2025-11-03 09:57:14
TLT
Sell
10,403
98.12
1,020,742.36
3.3
0.038
Medium
23.8
13
-17.4
BATS>EDGX
VWAP
2
LMT
7.3
64
23
0.71
LiqDrop
false
null
null
0
BATS>EDGX
LMT
13.7
65
2.9
57
41
-36
14
null
null
Venue switch reduced impact
X006219
2025-11-19 10:05:58
IEF
Buy
44,905
102.02
4,581,208.1
3.4
0.17
Low
15.8
14
-12.4
NASDAQ>EDGX>BATS>ARCA
TWAP
3
IOC
7.5
82
29
0.73
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>BATS>ARCA
IOC
26.6
92
0
57
34
20
-38
null
null
Venue switch reduced impact
X006220
2025-11-22 11:18:14
LQD
Buy
60,846
106.95
6,507,479.7
1
0.3
Medium
12.3
13
4.3
EDGX>ARCA>IEX>NYSE>NASDAQ
VWAP
1
LMT
3
81
18
0.47
LiqDrop
false
null
null
0
EDGX>ARCA>IEX>NYSE>NASDAQ
LMT
32.6
88
6.5
114
22
-38
-28
null
null
Venue switch reduced impact
X006221
2025-11-23 11:01:16
XLF
Buy
31,652
73.77
2,334,968.04
3.6
0.086
Low
19.4
17
-9.2
NYSE>IEX>EDGX>BATS
VWAP
2
LMT
6.4
73
23
0.79
Multi
false
null
null
0
NYSE>IEX>EDGX>BATS
LMT
4.5
92
9.8
62
25
-5
34
null
null
Toxic prints; widened spread
X006222
2025-12-19 12:14:12
PEP
Sell
12,788
70.43
900,658.84
2.8
0.04
Ultra
4.5
34
1.5
BATS>IEX>NASDAQ>ARCA>EDGX
TWAP
3
MKT
3.5
66
25
0.45
ToxicitySpike
false
null
null
0
BATS>IEX>NASDAQ>ARCA>EDGX
MKT
13.2
85
0.1
30
-5
5
-5
null
null
Venue switch reduced impact
X006223
2025-12-02 09:37:19
NVDA
Sell
6,758
226.44
1,530,281.52
1.6
0.175
Medium
12
15
-13.8
ARCA>EDGX
POV
5
LMT
5.7
64
33
0.42
ToxicitySpike
false
null
null
0
ARCA>EDGX
LMT
4.2
97
0
101
36
-10
-29
null
null
Stable book; normal liquidity
X006224
2025-11-15 15:05:38
GOOGL
Buy
23,056
96.37
2,221,906.72
1.5
0.069
Ultra
5.3
20
-6.5
NYSE>BATS
IS
5
MKT
4.1
74
13
0.85
LiqDrop
false
null
null
0
NYSE>BATS
MKT
6
88
0
64
10
-34
26
null
null
High urgency from PM
X006225
2025-12-21 12:44:13
BRK.B
Buy
5,503
217.16
1,195,031.48
2.1
0.025
High
19.1
25
-21.2
BATS>NYSE
VWAP
2
LMT
5.6
62
31
0.7
Multi
true
MultiTrigger
AlgoSwitch
13
BATS>NYSE
LMT>PO
92.1
88
9.3
89
46
20
-37
NoShort
null
High urgency from PM
X006226
2025-11-07 13:26:14
XLF
Buy
31,143
26.1
812,832.3
1.7
0.085
Medium
14.7
29
11.5
ARCA>BATS>IEX>NYSE
VWAP
2
PO
4.8
73
34
0.8
Slip>Thresh
false
null
null
0
ARCA>BATS>IEX>NYSE
PO
41.6
99
0
150
29
11
7
PositionLimitNear
null
Paused due to data glitch
X006227
2025-12-07 11:11:11
XLK
Buy
20,644
254.67
5,257,407.48
1.9
0.058
High
14.2
36
-8.4
ARCA>NYSE
TWAP
1
LMT
3.9
67
20
0.82
Slip>Thresh
false
null
null
0
ARCA>NYSE
LMT
98.5
88
0
66
-19
-16
-38
null
null
Paused due to data glitch
X006228
2025-12-03 15:46:24
PEP
Sell
147,821
277.85
41,072,064.85
3.3
0.467
Low
13.9
30
20.7
EDGX>NYSE>ARCA>NASDAQ>BATS
VWAP
3
LMT
5.7
133
13
0.47
Slip>Thresh
false
null
null
0
EDGX>NYSE>ARCA>NASDAQ>BATS
LMT
72.6
73
6.4
330
34
-4
-8
null
null
Stable book; normal liquidity
X006229
2025-12-05 12:06:08
XLB
Buy
25,911
28.91
749,087.01
2.2
0.066
Medium
22.4
36
32.1
NYSE>BATS>ARCA>EDGX
VWAP
1
LMT
5.5
69
16
0.75
Multi
false
null
null
0
NYSE>BATS>ARCA>EDGX
LMT
17.1
97
0.8
184
-8
-26
8
null
null
Venue switch reduced impact
X006230
2025-11-19 09:45:16
XLF
Sell
20,288
136.7
2,773,369.6
3.1
0.055
High
5.3
10
-24
ARCA>NYSE>IEX
VWAP
2
PO
3
68
14
0.62
ToxicitySpike
false
null
null
0
ARCA>NYSE>IEX
PO
60.3
87
0
62
29
-23
-18
null
null
Toxic prints; widened spread
X006231
2025-11-12 14:44:03
MSFT
Buy
21,412
316.11
6,768,547.32
2.3
0.114
Low
20.5
25
33.8
EDGX>BATS>NYSE>NASDAQ>ARCA
TWAP
2
LMT
6.3
69
13
0.82
Multi
false
null
null
0
EDGX>BATS>NYSE>NASDAQ>ARCA
LMT
61.8
93
9.8
84
15
29
7
null
null
Toxic prints; widened spread
X006232
2025-11-28 12:23:37
XLB
Buy
164,231
94.55
15,528,041.05
2.4
0.418
Low
11.4
12
-20.1
NYSE>EDGX>ARCA
IS
5
PO
7.5
166
30
0.72
Multi
false
null
null
0
NYSE>EDGX>ARCA
PO
91.9
98
0
45
49
-3
14
PositionLimitNear
null
Venue switch reduced impact
X006233
2025-12-05 15:41:40
VZ
Buy
8,477
201.86
1,711,167.22
3.6
0.073
Medium
12.8
9
25.9
ARCA>BATS>EDGX>IEX>NYSE
POV
5
MKT
9
65
20
0.85
Multi
false
null
null
0
ARCA>BATS>EDGX>IEX>NYSE
MKT
94.6
97
0
10
32
-29
37
Watchlist
null
Venue switch reduced impact
X006234
2025-12-16 15:24:27
V
Sell
14,636
116.32
1,702,459.52
5.1
0.191
Low
16.8
20
-16.1
BATS>NASDAQ
VWAP
1
LMT
5.6
65
29
0.6
Slip>Thresh
false
null
null
0
BATS>NASDAQ
LMT
19.2
85
20.8
28
15
28
-22
NoShort
null
Venue switch reduced impact
X006235
2025-10-27 12:53:13
AMD
Sell
11,662
303.95
3,544,664.9
1.5
0.325
Low
33.5
39
29.9
ARCA>NASDAQ>IEX>EDGX
IS
5
LMT
15
67
29
0.72
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>IEX>EDGX
LMT
85.6
83
22
32
38
-15
5
PositionLimitNear
null
High urgency from PM
X006236
2025-11-03 10:53:13
BAC
Buy
27,416
36.53
1,001,506.48
1.7
0.075
Ultra
3.6
18
-11.3
NYSE>ARCA>NASDAQ>BATS
IS
4
MKT
3.2
75
15
0.53
ToxicitySpike
false
null
null
0
NYSE>ARCA>NASDAQ>BATS
MKT
48.5
98
4.3
66
23
16
-39
null
null
Toxic prints; widened spread
X006237
2025-11-23 12:00:46
HD
Buy
10,065
21.5
216,397.5
2.1
0.039
Medium
21.9
26
2.5
ARCA>NYSE>NASDAQ>IEX
IS
4
IOC
11.1
65
31
0.81
Multi
false
null
null
0
ARCA>NYSE>NASDAQ>IEX
IOC
93
90
13.8
40
8
9
35
null
null
Venue switch reduced impact
X006238
2025-12-04 13:40:35
WMT
Buy
99,944
205.76
20,564,477.44
4
0.308
Low
16.2
12
11.7
NASDAQ>IEX>NYSE>EDGX
VWAP
2
LMT
5.9
102
35
0.81
Slip>Thresh
false
null
null
0
NASDAQ>IEX>NYSE>EDGX
LMT
73.8
94
0.1
10
-10
-33
7
NoShort
null
Stable book; normal liquidity
X006239
2025-11-01 15:38:16
TSLA
Buy
23,498
343.43
8,069,918.14
1
0.073
High
13.8
18
18.5
IEX>EDGX
TWAP
1
IOC
4
68
19
0.58
Multi
false
null
null
0
IEX>EDGX
IOC
83.8
85
2.5
81
32
-25
29
null
null
Stable book; normal liquidity
X006240
2025-11-16 09:35:47
XLP
Sell
141,289
176.63
24,955,876.07
2.8
0.488
Low
9
26
33.1
IEX>ARCA
IS
5
IOC
7.2
151
32
0.72
Multi
false
null
null
0
IEX>ARCA
IOC
18.5
89
17.6
119
-9
-5
40
null
null
Stable book; normal liquidity
X006241
2025-12-14 15:11:15
BAC
Sell
733,389
213.73
156,747,230.97
1.3
2
Low
5.2
24
-26.4
ARCA>BATS
IS
5
IOC
4.9
320
24
0.7
Slip>Thresh
false
null
null
0
ARCA>BATS
IOC
1.4
98
0
293
23
7
-7
NoShort
null
Stable book; normal liquidity
X006242
2025-10-31 10:00:45
META
Buy
59,891
46.66
2,794,514.06
1.2
0.167
Low
24.8
29
3.9
BATS>NASDAQ>EDGX>IEX>ARCA
VWAP
1
LMT
5.6
80
13
0.42
ToxicitySpike
false
null
null
0
BATS>NASDAQ>EDGX>IEX>ARCA
LMT
33.7
60
13.4
35
13
-2
1
null
null
Stable book; normal liquidity
X006243
2025-12-17 09:59:42
META
Buy
128,071
129
16,521,159
0.8
0.357
Low
14.8
36
-4.3
ARCA>NASDAQ
Adaptive
4
LMT
4.8
133
13
0.56
ToxicitySpike
false
null
null
0
ARCA>NASDAQ
LMT
41.5
90
16.8
61
-13
-2
4
NoShort
Throttle
High urgency from PM
X006244
2025-12-22 09:47:40
META
Sell
28,811
92.34
2,660,407.74
1.5
0.08
Ultra
6.4
36
-1.2
NASDAQ>BATS
Adaptive
1
PO
2
70
33
0.66
LiqDrop
false
null
null
0
NASDAQ>BATS
PO
50.3
97
1.3
52
24
-25
3
NoShort
null
High urgency from PM
X006245
2025-12-14 10:36:06
XLU
Buy
48,194
338.99
16,337,284.06
1.9
0.154
High
3.2
4
-10
EDGX>ARCA>NYSE>BATS
VWAP
3
PO
2.2
84
24
0.57
LiqDrop
false
null
null
0
EDGX>ARCA>NYSE>BATS
PO
49.6
95
0
69
17
-20
-15
null
VenueReject
Paused due to data glitch
X006246
2025-11-30 12:14:55
BAC
Buy
86,202
24.26
2,091,260.52
1.1
0.235
Medium
11.7
39
-31.2
EDGX>NASDAQ>IEX>ARCA>NYSE
TWAP
3
LMT
4.1
103
32
0.64
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>IEX>ARCA>NYSE
LMT
7.8
89
0
10
-18
20
-38
null
null
High urgency from PM
X006247
2025-11-01 13:07:12
TSLA
Buy
33,590
310.88
10,442,459.2
1.2
0.104
Medium
21.4
27
27.8
NASDAQ>EDGX>ARCA>NYSE>BATS
TWAP
2
LMT
6
74
29
0.7
LiqDrop
true
LiquidityDrop
Pause
30
NASDAQ>EDGX>ARCA>NYSE>BATS
LMT>PO
24.9
93
11.2
107
36
-40
-32
null
null
Paused due to data glitch
X006248
2025-10-30 12:31:17
XLV
Buy
93,746
174.91
16,397,112.86
1.1
0.263
Low
17.3
8
-2.5
NYSE>EDGX>NASDAQ>BATS
Adaptive
5
MKT
7.6
120
17
0.53
LiqDrop
false
null
null
0
NYSE>EDGX>NASDAQ>BATS
MKT
7.1
100
0
60
44
-34
-18
null
null
Toxic prints; widened spread
X006249
2025-11-23 11:08:43
T
Sell
5,528
288.73
1,596,099.44
5
0.046
Low
19.5
29
-20.3
NYSE>IEX>NASDAQ>EDGX>ARCA
IS
5
LMT
12
63
21
0.7
LiqDrop
false
null
null
0
NYSE>IEX>NASDAQ>EDGX>ARCA
LMT
37.3
100
11
41
-12
-20
-3
null
null
Stable book; normal liquidity
X006250
2025-12-01 13:09:05
BA
Buy
20,317
114.76
2,331,578.92
2.7
0.068
Medium
10.1
20
31.6
EDGX>ARCA>NASDAQ
TWAP
3
MKT
5.4
70
15
0.75
Multi
false
null
null
0
EDGX>ARCA>NASDAQ
MKT
48.3
98
10.9
109
-1
27
-31
PositionLimitNear
null
Stable book; normal liquidity
X006251
2025-12-22 10:38:41
NFLX
Sell
40,319
132.44
5,339,848.36
2.8
0.385
Low
15.9
9
23.6
NYSE>NASDAQ>BATS
TWAP
2
MKT
6.7
77
25
0.65
ToxicitySpike
false
null
null
0
NYSE>NASDAQ>BATS
MKT
55
94
9.2
46
42
20
29
NoShort
null
Stable book; normal liquidity
X006252
2025-11-03 14:04:06
TSLA
Sell
155,933
185.59
28,939,605.47
1.7
0.485
Low
9
13
19.1
BATS>IEX>EDGX>NASDAQ>NYSE
IS
5
LMT
5.3
161
21
0.55
Slip>Thresh
false
null
null
0
BATS>IEX>EDGX>NASDAQ>NYSE
LMT
46.9
92
0.8
157
50
-9
-6
NoShort
null
Stable book; normal liquidity
X006253
2025-11-10 13:33:05
NKE
Sell
32,477
349.15
11,339,344.55
2.3
0.151
Low
14.8
3
29.8
EDGX>NYSE>ARCA>IEX>BATS
IS
5
IOC
9.2
81
19
0.7
ToxicitySpike
false
null
null
0
EDGX>NYSE>ARCA>IEX>BATS
IOC
8.2
90
0
10
31
2
-33
null
null
Paused due to data glitch
X006254
2025-12-15 12:36:18
CVX
Sell
40,748
137.51
5,603,257.48
1.4
0.242
High
4.8
17
30.6
NYSE>NASDAQ>EDGX>ARCA>IEX
VWAP
2
MKT
2.3
77
14
0.64
ToxicitySpike
false
null
null
0
NYSE>NASDAQ>EDGX>ARCA>IEX
MKT
13.7
89
0
70
-16
-36
15
PositionLimitNear
null
Venue switch reduced impact
X006255
2025-11-03 15:39:05
KO
Buy
7,206
247.82
1,785,790.92
2.7
0.179
Low
9.9
31
-30.1
NASDAQ>BATS
TWAP
1
MKT
4.1
62
13
0.72
ToxicitySpike
true
ToxicitySpike
VenueSwitch
15
NASDAQ>BATS
MKT>IOC
94
87
0
69
11
-24
14
NoShort
null
Venue switch reduced impact
X006256
2025-11-09 09:42:12
MA
Sell
20,352
190.34
3,873,799.68
0.8
0.087
High
21.7
32
29
IEX>ARCA>NYSE
POV
5
MKT
10.5
73
13
0.74
LiqDrop
true
LiquidityDrop
AlgoSwitch
22
IEX>ARCA>NYSE
MKT>IOC
43.8
94
0
97
-18
-1
8
null
null
Toxic prints; widened spread
X006257
2025-12-08 12:00:41
META
Buy
32,367
272.07
8,806,089.69
1.1
0.09
Medium
23.4
22
0.3
NYSE>ARCA>IEX>EDGX
IS
4
LMT
9.4
78
35
0.6
LiqDrop
false
null
null
0
NYSE>ARCA>IEX>EDGX
LMT
90
90
17.8
91
39
22
7
null
null
Venue switch reduced impact
X006258
2025-12-09 09:51:19
NVDA
Sell
26,400
260.51
6,877,464
1.4
0.683
Low
31
34
-16.5
BATS>NYSE>ARCA>EDGX>NASDAQ
Adaptive
4
LMT
10
75
32
0.77
ToxicitySpike
false
null
null
0
BATS>NYSE>ARCA>EDGX>NASDAQ
LMT
72.7
86
7.6
60
-15
2
-40
null
null
High urgency from PM
X006259
2025-10-29 09:47:56
IWM
Sell
48,619
208.35
10,129,768.65
1.8
0.067
Medium
14.3
35
-6.9
NYSE>EDGX>IEX
Adaptive
5
PO
6.3
91
25
0.66
ToxicitySpike
false
null
null
0
NYSE>EDGX>IEX
PO
4.2
93
14.2
106
4
-6
-33
null
null
Venue switch reduced impact
X006260
2025-11-16 15:55:03
XLP
Buy
17,862
253.22
4,523,015.64
2
0.062
High
11.3
19
20.3
BATS>NYSE>NASDAQ>ARCA
IS
4
LMT
5.6
70
15
0.77
Multi
false
null
null
0
BATS>NYSE>NASDAQ>ARCA
LMT
38
76
2.7
10
-11
-22
9
null
null
High urgency from PM
X006261
2025-11-27 14:47:47
IWM
Buy
106,633
207.09
22,082,627.97
1
0.147
Medium
19.2
36
-24.1
BATS>EDGX>ARCA>IEX>NASDAQ
Adaptive
3
LMT
5.5
113
16
0.81
ToxicitySpike
false
null
null
0
BATS>EDGX>ARCA>IEX>NASDAQ
LMT
13.3
72
0
77
-15
-14
-12
null
null
Venue switch reduced impact
X006262
2025-12-09 12:36:56
BA
Sell
23,898
243.35
5,815,578.3
1.5
0.08
Medium
17.1
27
33.5
EDGX>BATS>ARCA
VWAP
1
MKT
5
68
21
0.42
Slip>Thresh
false
null
null
0
EDGX>BATS>ARCA
MKT
91
91
8.2
113
29
24
0
NoShort
Throttle
Venue switch reduced impact
X006263
2025-12-11 09:52:58
NFLX
Buy
8,291
143.01
1,185,695.91
3.7
0.079
Low
15.8
37
-23.3
EDGX>NASDAQ
VWAP
1
LMT
4.8
62
32
0.52
LiqDrop
true
LiquidityDrop
VenueSwitch
42
EDGX>NASDAQ
LMT>MKT
73.4
94
12.4
159
-1
-2
-18
null
null
Toxic prints; widened spread
X006264
2025-11-13 13:35:58
DIS
Sell
44,507
312.26
13,897,755.82
1.7
0.194
Low
13
32
-25.6
NYSE>ARCA
VWAP
3
LMT
4.5
82
33
0.43
Slip>Thresh
false
null
null
0
NYSE>ARCA
LMT
86.9
89
10.3
55
47
-25
-19
Watchlist
PriceBand
Toxic prints; widened spread
X006265
2025-11-17 13:37:20
UNH
Sell
42,439
271.88
11,538,315.32
2
0.186
Low
22.3
30
29.5
NYSE>EDGX
Adaptive
4
LMT
7.6
84
19
0.52
LiqDrop
false
null
null
0
NYSE>EDGX
LMT
13.3
95
0.1
27
29
-7
22
null
null
Paused due to data glitch
X006266
2025-10-27 14:29:36
NVDA
Sell
3,623
244.45
885,642.35
1.8
0.094
Medium
22.5
34
34.2
ARCA>NYSE>EDGX>BATS>IEX
TWAP
2
LMT
6.6
61
27
0.63
LiqDrop
false
null
null
0
ARCA>NYSE>EDGX>BATS>IEX
LMT
44.5
86
5.4
29
-4
-6
-4
null
null
Paused due to data glitch
X006267
2025-12-23 14:54:24
CSCO
Buy
25,818
142.44
3,677,515.92
4.3
0.065
Medium
13.6
14
-14.9
IEX>EDGX
TWAP
2
LMT
5.6
70
13
0.5
ToxicitySpike
false
null
null
0
IEX>EDGX
LMT
84.4
85
10.2
111
-12
-35
-38
PositionLimitNear
null
High urgency from PM
X006268
2025-12-03 11:20:41
VZ
Sell
11,321
144.02
1,630,450.42
2.6
0.097
Medium
13.6
35
10
BATS>IEX>ARCA>NYSE>NASDAQ
VWAP
3
IOC
5.9
65
12
0.69
ToxicitySpike
false
null
null
0
BATS>IEX>ARCA>NYSE>NASDAQ
IOC
42.4
87
13
64
16
13
24
null
null
Paused due to data glitch
X006269
2025-12-19 13:42:54
NVDA
Buy
2,755
16.04
44,190.2
2.1
0.071
Low
32.2
3
15.5
NASDAQ>IEX>BATS>EDGX>NYSE
Adaptive
3
LMT
9.4
61
22
0.47
Slip>Thresh
false
null
null
0
NASDAQ>IEX>BATS>EDGX>NYSE
LMT
26
99
10.2
10
6
-40
1
null
null
Paused due to data glitch
X006270
2025-11-08 10:40:49
CVX
Buy
21,141
62.95
1,330,825.95
1.3
0.126
Medium
19.4
26
16.3
NYSE>NASDAQ
VWAP
3
LMT
6
70
28
0.67
Multi
false
null
null
0
NYSE>NASDAQ
LMT
80.3
92
0
70
-18
-16
34
null
null
Stable book; normal liquidity
X006271
2025-11-15 15:35:38
NFLX
Buy
23,525
16.4
385,810
4.4
0.225
Low
21.9
3
-29.9
BATS>NYSE>ARCA>EDGX
TWAP
3
PO
9.8
71
13
0.55
Multi
false
null
null
0
BATS>NYSE>ARCA>EDGX
PO
1.8
98
6.9
150
20
-29
-28
null
null
High urgency from PM
X006272
2025-12-25 13:07:57
XLY
Buy
32,193
159.7
5,141,222.1
2.3
0.134
Medium
10
13
-25.6
ARCA>EDGX>BATS>NASDAQ>IEX
IS
4
MKT
6.6
78
27
0.78
LiqDrop
false
null
null
0
ARCA>EDGX>BATS>NASDAQ>IEX
MKT
23
98
11.3
67
-14
27
-3
Watchlist
null
Stable book; normal liquidity
X006273
2025-12-17 09:36:13
CSCO
Buy
32,950
151.1
4,978,745
4.1
0.083
Low
14.9
37
1.7
EDGX>IEX
IS
5
MKT
11.4
81
13
0.63
Multi
false
null
null
0
EDGX>IEX
MKT
53.1
100
14.6
10
43
11
34
null
null
Venue switch reduced impact
X006274
2025-11-23 13:50:03
AAPL
Buy
230,544
89.42
20,615,244.48
2.6
0.678
Low
14.4
37
3.7
IEX>NASDAQ>BATS>ARCA>NYSE
Adaptive
5
MKT
7.9
209
30
0.67
LiqDrop
false
null
null
0
IEX>NASDAQ>BATS>ARCA>NYSE
MKT
74.3
87
14.9
126
-2
18
-39
null
null
Paused due to data glitch
X006275
2025-10-27 09:35:55
VZ
Buy
26,132
63.16
1,650,497.12
3.5
0.224
Low
16.7
15
33.8
BATS>NASDAQ>EDGX>ARCA
TWAP
1
LMT
5.2
69
31
0.43
Multi
false
null
null
0
BATS>NASDAQ>EDGX>ARCA
LMT
58.9
92
18.2
93
55
12
21
null
VenueReject
Paused due to data glitch
X006276
2025-11-30 11:10:47
META
Sell
10,900
196.75
2,144,575
1
0.03
Ultra
12.1
9
-17.1
BATS>NASDAQ
IS
5
MKT
7
67
18
0.49
ToxicitySpike
true
ToxicitySpike
Cross
13
BATS>NASDAQ
MKT>PO
99.4
100
4.5
35
10
14
2
null
null
Paused due to data glitch
X006277
2025-12-02 10:10:55
META
Sell
202,101
183.74
37,134,037.74
1
0.563
Medium
5.6
16
-23.7
NYSE>EDGX>NASDAQ>BATS>IEX
POV
4
MKT
3.4
176
23
0.61
Slip>Thresh
false
null
null
0
NYSE>EDGX>NASDAQ>BATS>IEX
MKT
69.2
85
10.4
172
-17
-38
-19
null
null
High urgency from PM
X006278
2025-12-18 13:26:22
XLB
Sell
182,128
219.27
39,935,206.56
2.2
0.464
Low
17.5
34
-11.7
BATS>EDGX>NYSE
POV
5
LMT
8.4
178
19
0.83
Multi
false
null
null
0
BATS>EDGX>NYSE
LMT
85.4
86
0
162
0
10
-2
PositionLimitNear
null
High urgency from PM
X006279
2025-12-21 14:38:45
XLK
Sell
72,972
337.32
24,614,915.04
1.9
0.205
Medium
9.3
36
-28.8
EDGX>BATS>IEX
Adaptive
4
PO
4.2
101
13
0.58
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
13
EDGX>BATS>IEX
PO>MKT
88.2
93
17.6
79
-12
2
-16
Watchlist
null
Venue switch reduced impact
X006280
2025-11-27 11:59:28
VZ
Sell
2,296
155.37
356,729.52
2.4
0.02
Ultra
14.4
16
-29.5
IEX>EDGX
IS
4
IOC
8.2
61
15
0.42
ToxicitySpike
false
null
null
0
IEX>EDGX
IOC
51.7
85
0
66
-4
10
0
null
null
Toxic prints; widened spread
X006281
2025-12-10 12:29:11
QQQ
Buy
15,088
410.81
6,198,301.28
0.7
0.048
Ultra
23.7
17
12
BATS>ARCA>NYSE
TWAP
1
LMT
5.5
65
17
0.44
Multi
false
null
null
0
BATS>ARCA>NYSE
LMT
12.1
91
10.5
64
46
9
-11
null
null
Stable book; normal liquidity
X006282
2025-11-29 10:30:42
XLF
Sell
336,496
179.96
60,555,820.16
3
0.92
Low
23.6
3
13.9
EDGX>NYSE>NASDAQ>IEX>ARCA
IS
4
PO
12.5
253
21
0.79
Multi
false
null
null
0
EDGX>NYSE>NASDAQ>IEX>ARCA
PO
92.4
96
7.1
240
-14
16
30
null
null
High urgency from PM
X006283
2025-11-23 11:24:46
VZ
Buy
47,659
330.45
15,748,916.55
3.6
0.408
Low
19.7
11
12.7
EDGX>BATS>NASDAQ>ARCA
IS
5
LMT
11.2
90
25
0.65
ToxicitySpike
false
null
null
0
EDGX>BATS>NASDAQ>ARCA
LMT
71
64
15.7
217
-6
16
-16
PositionLimitNear
null
Toxic prints; widened spread
X006284
2025-11-07 12:16:51
XLF
Sell
7,060
223.77
1,579,816.2
1.8
0.019
Ultra
11.8
33
-13.2
EDGX>IEX>NYSE>NASDAQ>BATS
TWAP
2
MKT
4.7
63
26
0.67
Slip>Thresh
false
null
null
0
EDGX>IEX>NYSE>NASDAQ>BATS
MKT
67.2
87
4.4
80
49
-38
-16
NoShort
null
High urgency from PM
X006285
2025-12-22 10:15:04
BRK.B
Sell
19,081
205.05
3,912,559.05
1.8
0.087
Ultra
5.1
33
-28.8
NASDAQ>ARCA
TWAP
3
MKT
3
69
22
0.68
ToxicitySpike
false
null
null
0
NASDAQ>ARCA
MKT
63.5
95
7.5
60
-6
13
5
null
null
Toxic prints; widened spread
X006286
2025-12-11 15:36:19
SPY
Buy
504,242
479.09
241,577,299.78
0.9
0.681
Low
13.2
4
-34.2
BATS>NASDAQ>EDGX>NYSE>ARCA
Adaptive
3
MKT
4.9
260
34
0.65
Slip>Thresh
false
null
null
0
BATS>NASDAQ>EDGX>NYSE>ARCA
MKT
98
90
15.7
379
-2
26
-23
null
null
Paused due to data glitch
X006287
2025-11-12 15:34:58
BRK.B
Sell
48,315
328.36
15,864,713.4
2.8
0.22
Low
16
10
-34.2
BATS>NASDAQ>IEX
TWAP
3
MKT
7.6
84
33
0.51
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
13
BATS>NASDAQ>IEX
MKT>LMT
98.2
89
4.5
9
60
-32
2
null
null
Venue switch reduced impact
X006288
2025-11-20 14:55:08
MA
Buy
12,796
297.67
3,808,985.32
0.8
0.055
High
19.2
27
20.4
NASDAQ>BATS>ARCA>EDGX>IEX
Adaptive
3
MKT
6.5
66
34
0.47
Slip>Thresh
false
null
null
0
NASDAQ>BATS>ARCA>EDGX>IEX
MKT
56.4
92
10.4
100
-10
30
-22
null
null
Stable book; normal liquidity
X006289
2025-12-22 13:05:10
AMZN
Sell
7,755
289.74
2,246,933.7
2.3
0.356
Low
24.1
19
14.9
IEX>ARCA>NYSE>NASDAQ
Adaptive
3
LMT
7.5
63
19
0.72
ToxicitySpike
false
null
null
0
IEX>ARCA>NYSE>NASDAQ
LMT
80.5
97
8.1
10
33
-23
39
null
null
High urgency from PM
X006290
2025-12-04 10:04:18
BAC
Buy
36,053
128.91
4,647,592.23
0.9
0.098
High
17.7
32
-19.9
BATS>NASDAQ>IEX>ARCA
TWAP
1
LMT
4.3
72
16
0.43
Slip>Thresh
false
null
null
0
BATS>NASDAQ>IEX>ARCA
LMT
81.9
88
14.4
124
49
-2
-3
null
null
Stable book; normal liquidity
X006291
2025-12-23 15:55:55
AMD
Buy
12,566
273.59
3,437,931.94
1.2
0.351
Low
23.2
26
11.8
IEX>NASDAQ>ARCA>BATS
Adaptive
1
MKT
6.2
64
19
0.66
Multi
false
null
null
0
IEX>NASDAQ>ARCA>BATS
MKT
65.3
100
0
126
-12
26
14
PositionLimitNear
null
Venue switch reduced impact
X006292
2025-11-07 11:50:20
VZ
Buy
16,953
96.79
1,640,880.87
2.7
0.145
Low
16.6
34
34.6
ARCA>EDGX>NYSE>BATS
TWAP
2
MKT
6.7
67
18
0.76
LiqDrop
false
null
null
0
ARCA>EDGX>NYSE>BATS
MKT
86.9
85
8.6
29
54
-34
38
PositionLimitNear
null
Paused due to data glitch
X006293
2025-12-10 11:03:19
INTC
Sell
3,464
64.4
223,081.6
1.3
0.165
Low
25
27
-12.4
IEX>EDGX>BATS>NYSE>NASDAQ
POV
5
IOC
12
62
20
0.83
Multi
false
null
null
0
IEX>EDGX>BATS>NYSE>NASDAQ
IOC
50.8
94
4.6
10
11
-34
-28
Watchlist
null
Stable book; normal liquidity
X006294
2025-10-29 13:48:24
V
Buy
6,789
31.4
213,174.6
3.3
0.088
Low
22.5
13
-23.9
EDGX>NASDAQ>ARCA
VWAP
2
MKT
8.4
62
20
0.5
ToxicitySpike
false
null
null
0
EDGX>NASDAQ>ARCA
MKT
88.8
97
0
146
22
-23
39
Watchlist
null
Stable book; normal liquidity
X006295
2025-10-29 12:38:52
PFE
Buy
9,628
210.37
2,025,442.36
1.8
0.026
High
19.9
10
-30.1
NYSE>EDGX
TWAP
3
MKT
8.1
64
17
0.83
Multi
false
null
null
0
NYSE>EDGX
MKT
86.8
85
5.7
49
3
29
13
Watchlist
null
High urgency from PM
X006296
2025-11-09 12:47:56
T
Sell
22,646
59.78
1,353,777.88
4.8
0.189
Low
5.7
17
-13.9
NYSE>NASDAQ
IS
5
IOC
7.3
74
17
0.55
Slip>Thresh
false
null
null
0
NYSE>NASDAQ
IOC
33
88
8
10
-5
25
11
null
null
High urgency from PM
X006297
2025-11-21 10:29:46
NVDA
Sell
5,001
56.44
282,256.44
1.2
0.129
Low
27.3
25
-16.4
EDGX>IEX>ARCA
VWAP
2
MKT
8.6
62
34
0.82
Slip>Thresh
false
null
null
0
EDGX>IEX>ARCA
MKT
64.9
93
0
24
28
18
-11
null
Throttle
Toxic prints; widened spread
X006298
2025-11-27 11:30:19
NFLX
Sell
8,856
195.61
1,732,322.16
3
0.085
Medium
11.1
21
30.7
EDGX>NYSE
Adaptive
4
MKT
6
65
34
0.59
LiqDrop
true
LiquidityDrop
VenueSwitch
18
EDGX>NYSE
MKT>PO
61.6
90
4.6
109
51
-4
21
null
null
Toxic prints; widened spread
X006299
2025-11-18 11:42:13
IEF
Buy
61,695
97.9
6,039,940.5
2
0.234
Low
15.3
37
3.5
IEX>BATS>EDGX
IS
5
MKT
9.6
100
23
0.72
Multi
false
null
null
0
IEX>BATS>EDGX
MKT
13.8
100
2.9
79
2
-9
-12
null
null
High urgency from PM
X006300
2025-11-17 15:02:19
BRK.B
Sell
31,719
219.99
6,977,862.81
2.9
0.144
Low
19.6
6
4
ARCA>EDGX>BATS
TWAP
1
MKT
6.7
71
14
0.46
LiqDrop
false
null
null
0
ARCA>EDGX>BATS
MKT
41.5
88
4.3
72
29
2
33
null
null
Paused due to data glitch