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
X006301
2025-10-30 13:09:03
HYG
Buy
25,296
79.65
2,014,826.4
1.1
0.139
Medium
18.7
37
-30.8
EDGX>IEX>BATS
TWAP
1
MKT
5.5
68
15
0.58
Slip>Thresh
false
null
null
0
EDGX>IEX>BATS
MKT
79.1
100
9.2
150
59
-35
-3
null
null
Venue switch reduced impact
X006302
2025-12-01 14:07:30
GOOGL
Sell
9,957
306.65
3,053,314.05
1.3
0.03
Ultra
21.6
15
6.8
ARCA>BATS
POV
5
MKT
10.9
66
20
0.46
ToxicitySpike
false
null
null
0
ARCA>BATS
MKT
4.4
98
5.9
91
52
23
33
null
null
High urgency from PM
X006303
2025-11-20 09:36:12
TLT
Buy
60,214
90.96
5,477,065.44
3.1
0.22
Medium
5.4
22
-17.1
BATS>IEX>NYSE>NASDAQ>EDGX
TWAP
1
MKT
3.1
81
16
0.79
LiqDrop
false
null
null
0
BATS>IEX>NYSE>NASDAQ>EDGX
MKT
10
89
0
66
8
-20
-11
null
null
Paused due to data glitch
X006304
2025-11-14 15:43:26
XLP
Buy
72,401
15.67
1,134,523.67
2.9
0.25
Medium
4.3
20
-33.8
BATS>EDGX>NASDAQ>IEX
TWAP
2
MKT
3.2
90
28
0.58
Multi
false
null
null
0
BATS>EDGX>NASDAQ>IEX
MKT
79
93
5.1
18
-7
19
-25
null
null
Toxic prints; widened spread
X006305
2025-12-26 10:50:26
NFLX
Buy
7,743
159.08
1,231,756.44
2.5
0.074
Medium
9.1
14
-5.7
BATS>IEX>EDGX>ARCA>NASDAQ
VWAP
2
IOC
3.9
63
24
0.82
LiqDrop
false
null
null
0
BATS>IEX>EDGX>ARCA>NASDAQ
IOC
74
100
7.5
64
60
10
14
PositionLimitNear
null
Venue switch reduced impact
X006306
2025-11-08 13:09:48
QQQ
Buy
7,223
425.11
3,070,569.53
1
0.023
Ultra
3.6
16
-19.9
ARCA>NYSE>EDGX>IEX>NASDAQ
VWAP
1
MKT
1.4
62
33
0.81
Slip>Thresh
false
null
null
0
ARCA>NYSE>EDGX>IEX>NASDAQ
MKT
63.4
92
1.9
61
37
-21
17
NoShort
null
Toxic prints; widened spread
X006307
2025-12-22 11:40:40
CSCO
Buy
48,584
295.76
14,369,203.84
3.5
0.122
Low
11.3
15
32.1
NYSE>IEX>NASDAQ>BATS
IS
5
MKT
9.1
91
18
0.44
LiqDrop
false
null
null
0
NYSE>IEX>NASDAQ>BATS
MKT
79.9
85
18.4
143
20
-18
-39
null
null
Toxic prints; widened spread
X006308
2025-11-06 12:58:45
NFLX
Buy
98,850
192.48
19,026,648
2.7
0.944
Low
12.7
32
-25
BATS>NASDAQ>IEX>ARCA>EDGX
IS
5
MKT
9.5
124
28
0.82
Slip>Thresh
false
null
null
0
BATS>NASDAQ>IEX>ARCA>EDGX
MKT
83
99
19.3
188
57
-25
-11
null
null
Stable book; normal liquidity
X006309
2025-11-30 13:12:41
MA
Sell
71,103
144.87
10,300,691.61
1.4
0.303
Low
20.8
5
12.4
BATS>NASDAQ>EDGX>NYSE>ARCA
Adaptive
3
MKT
7.5
95
14
0.47
Multi
false
null
null
0
BATS>NASDAQ>EDGX>NYSE>ARCA
MKT
77
99
10.8
10
23
0
-28
NoShort
null
Paused due to data glitch
X006310
2025-12-19 11:57:14
TSLA
Buy
13,712
109.6
1,502,835.2
1.8
0.043
Ultra
5.9
19
9
NYSE>EDGX>ARCA
VWAP
3
MKT
3.1
66
28
0.7
Slip>Thresh
false
null
null
0
NYSE>EDGX>ARCA
MKT
97.9
99
0
50
31
-3
8
null
null
Toxic prints; widened spread
X006311
2025-10-29 09:50:49
XLP
Sell
19,359
113.54
2,198,020.86
2.9
0.067
Medium
8.8
11
19.8
ARCA>BATS>EDGX>NASDAQ>IEX
POV
5
LMT
5.5
72
14
0.82
ToxicitySpike
false
null
null
0
ARCA>BATS>EDGX>NASDAQ>IEX
LMT
14.7
88
0
10
-17
2
-38
null
null
Toxic prints; widened spread
X006312
2025-11-14 09:57:46
AMZN
Buy
6,366
29.18
185,759.88
1.5
0.292
Low
26.6
5
30.7
NASDAQ>BATS>NYSE>ARCA
TWAP
3
LMT
8.5
63
21
0.85
LiqDrop
true
LiquidityDrop
AlgoSwitch
17
NASDAQ>BATS>NYSE>ARCA
LMT>PO
97.2
79
11.4
92
38
19
-3
null
null
High urgency from PM
X006313
2025-12-07 13:31:41
T
Buy
70,161
290.49
20,381,068.89
2.5
0.585
Low
22.8
37
-6.5
NASDAQ>BATS>IEX>ARCA
Adaptive
5
IOC
10.5
105
18
0.53
LiqDrop
false
null
null
0
NASDAQ>BATS>IEX>ARCA
IOC
67.9
89
0
35
40
-24
10
null
null
Stable book; normal liquidity
X006314
2025-12-06 13:57:47
IEF
Buy
15,436
95.17
1,469,044.12
1.8
0.059
Ultra
4.4
37
-22.9
NYSE>BATS>EDGX
POV
5
LMT
3
70
20
0.65
LiqDrop
false
null
null
0
NYSE>BATS>EDGX
LMT
55.7
100
7.5
48
30
19
-8
null
null
Paused due to data glitch
X006315
2025-12-22 11:14:18
HYG
Buy
31,993
76.09
2,434,347.37
2.2
0.176
Low
14.1
25
14.2
IEX>NASDAQ
VWAP
2
PO
4.9
73
15
0.83
ToxicitySpike
false
null
null
0
IEX>NASDAQ
PO
67.2
93
11
95
-14
-18
8
null
null
High urgency from PM
X006316
2025-11-11 14:47:15
WMT
Buy
141,072
101.5
14,318,808
5.1
0.434
Low
19.1
33
-23.9
NASDAQ>NYSE
TWAP
1
LMT
6.5
109
20
0.51
LiqDrop
false
null
null
0
NASDAQ>NYSE
LMT
40.3
99
0
126
8
9
22
Watchlist
null
Paused due to data glitch
X006317
2025-12-09 09:35:56
AAPL
Buy
26,936
22.42
603,905.12
2.4
0.079
Medium
9.8
9
-27.7
ARCA>IEX>NYSE>BATS
POV
5
LMT
5.5
77
12
0.41
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
11
ARCA>IEX>NYSE>BATS
LMT>IOC
91.9
83
10.4
41
-17
28
14
null
null
Venue switch reduced impact
X006318
2025-12-11 12:35:09
HD
Sell
29,589
30.2
893,587.8
2.6
0.115
Low
22.6
36
28.2
EDGX>IEX>ARCA
Adaptive
1
IOC
6.3
70
20
0.43
ToxicitySpike
false
null
null
0
EDGX>IEX>ARCA
IOC
32.8
86
0
101
-16
23
19
null
null
Toxic prints; widened spread
X006319
2025-12-21 15:26:53
NKE
Sell
6,130
243.89
1,495,045.7
3.3
0.028
Medium
22.1
15
29.9
IEX>ARCA>NASDAQ>NYSE
VWAP
1
LMT
5.9
62
14
0.56
Slip>Thresh
false
null
null
0
IEX>ARCA>NASDAQ>NYSE
LMT
78.9
93
3.2
10
-16
-26
-20
null
null
Toxic prints; widened spread
X006320
2025-12-03 09:35:27
TSLA
Buy
29,305
265.8
7,789,269
1.4
0.091
Medium
21.9
37
18.9
NASDAQ>BATS>NYSE>EDGX
Adaptive
3
IOC
7.4
74
28
0.6
Slip>Thresh
false
null
null
0
NASDAQ>BATS>NYSE>EDGX
IOC
64.4
90
9.3
117
47
5
-8
null
null
Paused due to data glitch
X006321
2025-11-24 14:16:47
UNH
Buy
25,885
107.33
2,778,237.05
3
0.114
Medium
8.2
10
31.2
EDGX>NASDAQ>IEX
Adaptive
3
MKT
4.5
72
18
0.82
LiqDrop
false
null
null
0
EDGX>NASDAQ>IEX
MKT
18.2
99
11.6
30
-20
3
17
null
null
Paused due to data glitch
X006322
2025-12-25 13:29:02
T
Sell
6,919
66.2
458,037.8
4.7
0.058
Low
17.1
39
32.6
NYSE>ARCA>EDGX>NASDAQ
IS
4
PO
10.8
63
18
0.77
Multi
true
MultiTrigger
VenueSwitch
12
NYSE>ARCA>EDGX>NASDAQ
PO>LMT
87
97
18
68
-13
-16
-14
PositionLimitNear
null
Toxic prints; widened spread
X006323
2025-11-01 14:41:41
PFE
Buy
92,822
265
24,597,830
1.9
0.252
Medium
6.3
3
-7.4
EDGX>NYSE>ARCA>BATS>IEX
IS
5
MKT
5.1
120
26
0.41
LiqDrop
false
null
null
0
EDGX>NYSE>ARCA>BATS>IEX
MKT
25.2
94
0
15
60
-17
-6
null
null
Paused due to data glitch
X006324
2025-12-11 09:37:45
VZ
Sell
55,091
286.68
15,793,487.88
1.9
0.471
Low
20.5
15
-30.5
ARCA>BATS>IEX
TWAP
3
LMT
7.1
87
12
0.69
LiqDrop
true
LiquidityDrop
AlgoSwitch
17
ARCA>BATS>IEX
LMT>MKT
94.8
91
5.1
126
57
-13
-23
NoShort
null
Toxic prints; widened spread
X006325
2025-12-07 11:30:18
TSLA
Buy
127,379
125.12
15,937,660.48
1.1
0.396
Medium
8.1
7
8.6
ARCA>NYSE>NASDAQ>IEX>EDGX
TWAP
3
MKT
3.7
123
17
0.6
Multi
false
null
null
0
ARCA>NYSE>NASDAQ>IEX>EDGX
MKT
94.5
93
6.4
165
60
25
-6
null
null
Paused due to data glitch
X006326
2025-12-07 15:55:34
XOM
Sell
2,829
276.67
782,699.43
2.5
0.026
High
19.5
21
-27.4
BATS>ARCA>NASDAQ>NYSE
TWAP
3
PO
7.7
61
26
0.45
Slip>Thresh
false
null
null
0
BATS>ARCA>NASDAQ>NYSE
PO
69.5
86
4.9
59
-12
16
-13
Watchlist
null
Paused due to data glitch
X006327
2025-12-06 13:41:20
MA
Buy
8,085
69.26
559,967.1
1.1
0.034
Ultra
12.9
4
-16.1
ARCA>EDGX>IEX>BATS
IS
4
LMT
5.6
64
32
0.76
Multi
false
null
null
0
ARCA>EDGX>IEX>BATS
LMT
70.2
83
5.1
53
51
-29
-32
NoShort
null
Toxic prints; widened spread
X006328
2025-12-26 09:35:52
HD
Buy
59,786
132.56
7,925,232.16
2
0.232
Low
11.3
7
-9.3
NASDAQ>BATS
TWAP
2
LMT
3.9
85
25
0.5
LiqDrop
false
null
null
0
NASDAQ>BATS
LMT
19
75
15.5
42
47
-14
27
NoShort
null
High urgency from PM
X006329
2025-12-10 14:09:23
AMZN
Sell
2,114
220.07
465,227.98
2.1
0.097
Medium
12.3
6
-19.4
EDGX>IEX>NASDAQ>NYSE
TWAP
2
LMT
4.2
60
26
0.56
ToxicitySpike
false
null
null
0
EDGX>IEX>NASDAQ>NYSE
LMT
89.3
85
13.9
54
1
-19
16
null
null
Venue switch reduced impact
X006330
2025-11-03 13:11:04
SPY
Sell
117,960
485.19
57,233,012.4
1.1
0.159
Medium
17.3
27
8.9
NASDAQ>EDGX>IEX
VWAP
2
LMT
4.7
110
33
0.57
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>IEX
LMT
66.8
92
1.9
55
20
24
-21
null
null
Venue switch reduced impact
X006331
2025-11-22 13:49:09
JNJ
Buy
92,344
255.27
23,572,652.88
3.5
0.339
Low
22.1
38
13.9
IEX>NASDAQ>NYSE>EDGX>ARCA
TWAP
1
MKT
7.7
92
24
0.79
LiqDrop
true
LiquidityDrop
AlgoSwitch
32
IEX>NASDAQ>NYSE>EDGX>ARCA
MKT>IOC
7.2
85
0
194
2
16
28
null
null
Toxic prints; widened spread
X006332
2025-12-15 14:36:01
XLP
Buy
21,696
153.66
3,333,807.36
2.4
0.075
Medium
20.2
33
25.9
EDGX>IEX
TWAP
1
PO
6
67
19
0.63
LiqDrop
false
null
null
0
EDGX>IEX
PO
88.5
89
8.8
56
-16
30
-6
null
null
Paused due to data glitch
X006333
2025-11-06 13:50:17
VZ
Buy
6,414
309
1,981,926
3.6
0.055
Medium
14.1
30
9.9
NASDAQ>IEX>BATS>ARCA
IS
4
LMT
7.8
63
23
0.52
LiqDrop
true
LiquidityDrop
OrderTypeChange
24
NASDAQ>IEX>BATS>ARCA
LMT>MKT
38
91
0
109
42
-6
17
PositionLimitNear
null
Paused due to data glitch
X006334
2025-11-02 11:55:01
MSFT
Buy
9,123
218.64
1,994,652.72
2.8
0.048
Medium
12.5
20
10
EDGX>ARCA>BATS
TWAP
3
LMT
5.2
64
30
0.61
LiqDrop
false
null
null
0
EDGX>ARCA>BATS
LMT
81.5
96
0.7
10
3
-32
16
null
null
Venue switch reduced impact
X006335
2025-11-30 10:50:01
HYG
Sell
9,351
75.6
706,935.6
1.3
0.051
High
22.7
25
20.8
ARCA>EDGX
TWAP
1
MKT
6.7
63
20
0.68
Slip>Thresh
false
null
null
0
ARCA>EDGX
MKT
88.4
100
3.8
62
1
16
-13
null
null
Toxic prints; widened spread
X006336
2025-11-03 09:52:45
NVDA
Sell
11,951
275.35
3,290,707.85
1.8
0.309
Low
15
18
33.1
IEX>EDGX>NYSE
POV
5
IOC
8.2
67
29
0.76
LiqDrop
false
null
null
0
IEX>EDGX>NYSE
IOC
41.4
96
21.2
50
46
9
40
null
null
High urgency from PM
X006337
2025-12-01 15:33:35
INTC
Sell
1,982
161.83
320,747.06
1
0.094
Medium
20.3
8
2.1
NASDAQ>IEX
Adaptive
5
LMT
7.1
61
15
0.84
Slip>Thresh
false
null
null
0
NASDAQ>IEX
LMT
34.2
87
10.2
10
23
10
-20
Watchlist
null
Stable book; normal liquidity
X006338
2025-11-29 10:36:49
XOM
Sell
7,599
132.23
1,004,815.77
3.4
0.07
Medium
15.2
7
-24.5
NASDAQ>BATS>NYSE
VWAP
2
LMT
5.3
63
17
0.83
LiqDrop
true
LiquidityDrop
OrderTypeChange
20
NASDAQ>BATS>NYSE
LMT>PO
40.7
84
12.6
78
-13
-2
19
null
null
Venue switch reduced impact
X006339
2025-10-27 14:10:35
KO
Buy
5,218
79.87
416,761.66
2.4
0.13
Low
13.8
11
2
BATS>NYSE>EDGX
VWAP
3
IOC
5.9
62
30
0.73
Multi
true
MultiTrigger
VenueSwitch
11
BATS>NYSE>EDGX
IOC>LMT
98.5
93
4.1
83
41
0
-15
null
null
Toxic prints; widened spread
X006340
2025-10-28 14:06:23
XLV
Sell
20,894
61.58
1,286,652.52
1.8
0.059
High
10.9
18
26
ARCA>BATS>EDGX>IEX
Adaptive
5
LMT
4.6
73
25
0.66
ToxicitySpike
false
null
null
0
ARCA>BATS>EDGX>IEX
LMT
72.1
89
11.4
93
53
-29
27
Watchlist
null
High urgency from PM
X006341
2025-12-03 15:07:07
XLI
Sell
1,361
239.79
326,354.19
2.4
0.062
Medium
19.7
23
20.9
IEX>NASDAQ
TWAP
3
IOC
8.1
60
15
0.8
Slip>Thresh
false
null
null
0
IEX>NASDAQ
IOC
88.5
85
8.6
10
42
-33
-20
Watchlist
null
Stable book; normal liquidity
X006342
2025-11-26 15:27:43
CVX
Buy
187,628
185.14
34,737,447.92
1
1.114
Medium
3.5
20
-9.5
EDGX>ARCA
VWAP
3
LMT
1.9
153
15
0.74
ToxicitySpike
false
null
null
0
EDGX>ARCA
LMT
42.1
89
0
95
-18
-33
7
null
null
High urgency from PM
X006343
2025-11-09 14:15:40
LQD
Buy
75,382
110.87
8,357,602.34
1.1
0.371
Low
12.5
9
-7.8
NYSE>IEX>EDGX>ARCA
POV
4
LMT
5.1
103
12
0.54
Multi
false
null
null
0
NYSE>IEX>EDGX>ARCA
LMT
21.6
100
20.3
90
50
-34
-30
null
null
Paused due to data glitch
X006344
2025-11-29 13:53:13
QQQ
Buy
99,336
415.06
41,230,400.16
0.8
0.315
Low
23
32
-5.7
NASDAQ>ARCA>NYSE
VWAP
2
MKT
7.2
102
24
0.68
ToxicitySpike
true
ToxicitySpike
VenueSwitch
11
NASDAQ>ARCA>NYSE
MKT>IOC
83.4
96
0
65
43
-35
-35
PositionLimitNear
null
Toxic prints; widened spread
X006345
2025-10-30 09:35:19
HD
Sell
128,858
180.21
23,221,500.18
2.4
0.5
Low
12.9
21
-26.9
NASDAQ>ARCA>BATS>EDGX
VWAP
1
LMT
3.8
105
29
0.44
Multi
false
null
null
0
NASDAQ>ARCA>BATS>EDGX
LMT
58.1
98
1.5
72
13
19
7
PositionLimitNear
null
High urgency from PM
X006346
2025-11-29 12:49:56
XLI
Sell
2,268
267.92
607,642.56
3.9
0.103
Low
24.3
14
4
ARCA>BATS>IEX>NYSE>NASDAQ
VWAP
1
PO
7.3
60
16
0.5
Multi
false
null
null
0
ARCA>BATS>IEX>NYSE>NASDAQ
PO
34.5
93
0
61
-12
-17
3
NoShort
null
Toxic prints; widened spread
X006347
2025-11-27 12:47:34
XLB
Sell
91,104
17.85
1,626,206.4
1.8
0.232
Low
20.6
28
-17.3
IEX>BATS>NYSE
Adaptive
2
LMT
5.5
98
16
0.69
Multi
false
null
null
0
IEX>BATS>NYSE
LMT
1.4
100
1.9
88
-9
-14
0
null
null
High urgency from PM
X006348
2025-12-04 09:38:05
AMZN
Buy
5,768
152.23
878,062.64
1.4
0.265
Low
35.4
3
33
BATS>ARCA
TWAP
2
IOC
11.2
62
24
0.74
LiqDrop
true
LiquidityDrop
Pause
22
BATS>ARCA
IOC>LMT
66.2
96
0
78
-3
24
-9
null
null
Venue switch reduced impact
X006349
2025-11-26 12:51:57
XLY
Buy
84,584
122.07
10,325,168.88
1.1
0.353
Medium
6.5
31
-24.9
ARCA>IEX
POV
5
PO
3.8
114
34
0.48
Slip>Thresh
false
null
null
0
ARCA>IEX
PO
77
87
2.9
128
39
-29
-31
null
VenueReject
Paused due to data glitch
X006350
2025-12-15 10:18:23
QQQ
Buy
42,059
417.52
17,560,473.68
1
0.133
Medium
20.3
26
28.5
BATS>ARCA>NYSE
TWAP
2
IOC
6.5
77
34
0.55
Multi
false
null
null
0
BATS>ARCA>NYSE
IOC
52.7
96
7.4
10
3
3
10
null
null
Paused due to data glitch
X006351
2025-11-25 13:07:08
BAC
Buy
38,483
94.26
3,627,407.58
1.2
0.105
Medium
24.7
24
-16
EDGX>NYSE>BATS
POV
4
PO
10.1
82
19
0.41
LiqDrop
false
null
null
0
EDGX>NYSE>BATS
PO
79.6
87
5.1
13
42
-23
34
Watchlist
null
Toxic prints; widened spread
X006352
2025-10-29 09:59:13
DIS
Buy
41,186
43.96
1,810,536.56
1.4
0.18
High
6
33
-24.6
NYSE>EDGX>ARCA>BATS>IEX
TWAP
2
MKT
2.7
77
31
0.76
Multi
false
null
null
0
NYSE>EDGX>ARCA>BATS>IEX
MKT
67
97
0
79
20
15
18
Watchlist
null
Venue switch reduced impact
X006353
2025-11-15 14:27:50
XLV
Buy
46,092
255.09
11,757,608.28
2
0.129
Low
16
29
31.5
BATS>NYSE
TWAP
1
PO
4.8
76
29
0.47
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
14
BATS>NYSE
PO>MKT
92.5
95
18.4
8
1
-30
1
null
Unknown
Venue switch reduced impact
X006354
2025-12-01 11:44:05
CVX
Sell
63,880
35.96
2,297,124.8
0.9
0.379
Medium
7.3
3
-9.4
EDGX>IEX>BATS>ARCA
VWAP
1
MKT
2.4
82
24
0.8
Slip>Thresh
false
null
null
0
EDGX>IEX>BATS>ARCA
MKT
44.1
92
1.9
81
10
-26
-29
null
null
Stable book; normal liquidity
X006355
2025-11-24 14:53:43
HD
Buy
36,668
219.06
8,032,492.08
2.8
0.142
Low
20.8
3
15.3
BATS>NYSE
VWAP
3
MKT
8.7
78
14
0.76
LiqDrop
false
null
null
0
BATS>NYSE
MKT
92.7
93
11
10
-5
-17
36
null
null
Toxic prints; widened spread
X006356
2025-10-30 15:43:19
XLE
Sell
222,486
255.27
56,794,001.22
3.4
0.798
Low
14.4
26
-12.7
NASDAQ>ARCA
Adaptive
2
MKT
6.1
154
34
0.83
Slip>Thresh
false
null
null
0
NASDAQ>ARCA
MKT
10.7
95
10.6
141
19
2
9
null
null
Toxic prints; widened spread
X006357
2025-11-07 14:04:59
PEP
Buy
16,133
169.66
2,737,124.78
2.3
0.051
High
8.6
3
13.9
NASDAQ>ARCA>NYSE
IS
5
LMT
5.4
70
31
0.62
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>NYSE
LMT
47.7
98
0
131
-10
19
-7
NoShort
null
Paused due to data glitch
X006358
2025-11-13 11:28:32
MA
Buy
82,485
25.16
2,075,322.6
1.3
0.351
Medium
4.3
33
28.1
NASDAQ>BATS>ARCA
VWAP
3
LMT
2
101
28
0.8
Multi
false
null
null
0
NASDAQ>BATS>ARCA
LMT
91.2
95
0.4
91
-4
-33
16
Watchlist
null
Toxic prints; widened spread
X006359
2025-12-18 09:48:52
INTC
Sell
390
104.06
40,583.4
1.1
0.019
Ultra
9.8
3
31.1
IEX>ARCA>NASDAQ>NYSE
IS
5
PO
5.4
60
35
0.61
Slip>Thresh
false
null
null
0
IEX>ARCA>NASDAQ>NYSE
PO
19.8
88
4.2
91
-3
-40
6
null
null
Stable book; normal liquidity
X006360
2025-12-15 13:11:46
PEP
Sell
22,580
106.86
2,412,898.8
3.6
0.071
High
5.2
22
-7.7
EDGX>NYSE>BATS
IS
5
PO
5.6
74
20
0.76
Multi
false
null
null
0
EDGX>NYSE>BATS
PO
31.2
92
18
10
42
-25
37
null
null
Paused due to data glitch
X006361
2025-12-18 13:38:56
BA
Buy
45,587
145.04
6,611,938.48
1.7
0.152
Low
19.9
18
-6.6
NASDAQ>IEX>NYSE>ARCA>BATS
Adaptive
5
PO
8.3
89
12
0.64
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
14
NASDAQ>IEX>NYSE>ARCA>BATS
PO>IOC
14.3
95
11.7
67
23
6
-33
null
null
Venue switch reduced impact
X006362
2025-11-03 14:16:15
TLT
Buy
17,742
93.97
1,667,215.74
3.1
0.065
High
7.1
12
-34.7
NYSE>NASDAQ>IEX>ARCA
TWAP
3
LMT
3.8
68
32
0.73
LiqDrop
false
null
null
0
NYSE>NASDAQ>IEX>ARCA
LMT
76.4
89
7.8
80
43
-11
-34
null
null
Venue switch reduced impact
X006363
2025-12-25 14:28:27
QQQ
Sell
25,302
418.43
10,587,115.86
0.7
0.08
High
15.7
18
31.1
ARCA>BATS>IEX>NASDAQ>NYSE
IS
5
MKT
8.5
76
33
0.65
Multi
false
null
null
0
ARCA>BATS>IEX>NASDAQ>NYSE
MKT
37
86
2.1
117
-13
27
-19
null
null
Paused due to data glitch
X006364
2025-12-10 12:39:10
XLI
Sell
786
196.94
154,794.84
3
0.036
Medium
16
4
-14.9
IEX>ARCA>NASDAQ>EDGX
POV
5
LMT
8.2
60
26
0.78
Slip>Thresh
false
null
null
0
IEX>ARCA>NASDAQ>EDGX
LMT
44.9
84
0
66
26
-39
24
PositionLimitNear
null
Toxic prints; widened spread
X006365
2025-12-18 15:03:25
PFE
Buy
48,247
177.55
8,566,254.85
2.6
0.131
Medium
5.3
16
-2.7
NYSE>BATS>NASDAQ>IEX>EDGX
TWAP
1
IOC
2.7
76
27
0.48
Slip>Thresh
false
null
null
0
NYSE>BATS>NASDAQ>IEX>EDGX
IOC
49.8
88
8.7
107
31
17
-37
null
null
Toxic prints; widened spread
X006366
2025-11-28 11:40:44
XLB
Buy
19,803
94.98
1,880,888.94
2.3
0.05
Medium
24.4
32
-14.3
ARCA>IEX
IS
5
LMT
11.8
72
35
0.51
Multi
false
null
null
0
ARCA>IEX
LMT
12
93
18.6
70
-2
25
33
null
null
Paused due to data glitch
X006367
2025-11-11 12:26:11
NFLX
Sell
20,318
138.47
2,813,433.46
4.3
0.194
Low
16.7
33
6.3
EDGX>ARCA
VWAP
1
PO
5.8
67
14
0.44
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
17
EDGX>ARCA
PO>LMT
86.4
87
5.9
102
30
14
-16
PositionLimitNear
null
Stable book; normal liquidity
X006368
2025-12-23 15:47:40
V
Buy
5,339
164.85
880,134.15
3.7
0.069
Low
30
20
-26.2
NYSE>BATS
Adaptive
3
LMT
9.6
62
16
0.51
Slip>Thresh
false
null
null
0
NYSE>BATS
LMT
68.9
95
12.5
39
26
-38
16
null
null
Toxic prints; widened spread
X006369
2025-12-03 11:46:04
TLT
Sell
22,169
94.94
2,104,724.86
2.1
0.081
High
8
11
-13.8
NYSE>IEX>BATS
VWAP
1
IOC
2.9
67
14
0.7
Slip>Thresh
false
null
null
0
NYSE>IEX>BATS
IOC
96.9
99
4.2
41
22
15
27
Watchlist
null
Venue switch reduced impact
X006370
2025-12-05 15:16:35
META
Sell
47,266
45.42
2,146,821.72
0.8
0.132
High
15.4
9
-12.9
BATS>NASDAQ>EDGX>ARCA>IEX
POV
5
MKT
7.7
90
14
0.43
ToxicitySpike
false
null
null
0
BATS>NASDAQ>EDGX>ARCA>IEX
MKT
6.9
86
5.5
120
25
-17
0
null
null
Toxic prints; widened spread
X006371
2025-10-27 11:21:29
INTC
Buy
5,126
94.88
486,354.88
0.8
0.244
High
6.6
39
-10.5
IEX>BATS>EDGX>ARCA
Adaptive
1
LMT
1.7
61
34
0.82
Slip>Thresh
false
null
null
0
IEX>BATS>EDGX>ARCA
LMT
8
100
0
78
15
-32
-30
null
null
Stable book; normal liquidity
X006372
2025-10-29 10:14:10
UNH
Buy
38,088
199.71
7,606,554.48
2.3
0.167
Low
18.4
33
-1.9
NASDAQ>IEX>EDGX>BATS>ARCA
TWAP
3
PO
7.3
79
26
0.72
Slip>Thresh
false
null
null
0
NASDAQ>IEX>EDGX>BATS>ARCA
PO
60.8
93
18.1
82
-10
24
12
null
null
Toxic prints; widened spread
X006373
2025-12-16 10:42:16
CSCO
Sell
32,963
190.71
6,286,373.73
2.1
0.083
Medium
15.8
11
0.5
ARCA>NASDAQ>IEX>EDGX>NYSE
Adaptive
5
LMT
6.4
81
27
0.65
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>IEX>EDGX>NYSE
LMT
1.8
89
11.8
10
41
-13
-4
null
null
Stable book; normal liquidity
X006374
2025-12-19 14:17:05
XLK
Buy
99,227
328.5
32,596,069.5
1.8
0.278
Low
13.5
11
-20.2
IEX>NYSE>BATS>EDGX
TWAP
1
MKT
4.6
94
33
0.58
Multi
false
null
null
0
IEX>NYSE>BATS>EDGX
MKT
34.6
99
1.4
92
9
-16
27
null
null
Paused due to data glitch
X006375
2025-12-20 10:47:23
VZ
Sell
14,695
229.02
3,365,448.9
3.4
0.126
Low
20.1
35
-7
IEX>NYSE>NASDAQ>BATS
Adaptive
1
LMT
5.3
65
12
0.85
LiqDrop
true
LiquidityDrop
Pause
34
IEX>NYSE>NASDAQ>BATS
LMT>PO
39.5
100
9.7
138
13
20
37
PositionLimitNear
null
Paused due to data glitch
X006376
2025-11-02 13:25:47
PFE
Buy
177,431
271.74
48,215,099.94
2.7
0.482
Low
23.5
6
24.9
IEX>NYSE>ARCA>BATS>EDGX
VWAP
3
LMT
8
148
34
0.48
Slip>Thresh
false
null
null
0
IEX>NYSE>ARCA>BATS>EDGX
LMT
55.8
88
0
64
21
-9
31
PositionLimitNear
null
Paused due to data glitch
X006377
2025-11-18 11:08:42
MSFT
Buy
43,617
216.42
9,439,591.14
3.5
0.232
Low
23.1
26
24.8
IEX>NYSE>EDGX>ARCA>NASDAQ
Adaptive
1
IOC
6.9
75
15
0.48
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
15
IEX>NYSE>EDGX>ARCA>NASDAQ
IOC>LMT
25.8
85
19.7
129
-1
0
-37
null
null
High urgency from PM
X006378
2025-11-30 12:46:06
HYG
Buy
26,852
77.63
2,084,520.76
2
0.147
Low
21.6
38
29.2
BATS>NYSE>NASDAQ>IEX
TWAP
2
MKT
7.8
71
19
0.74
LiqDrop
false
null
null
0
BATS>NYSE>NASDAQ>IEX
MKT
55.4
97
0
62
33
15
-25
null
null
Paused due to data glitch
X006379
2025-12-20 12:44:24
BRK.B
Sell
9,649
177.83
1,715,881.67
2.1
0.044
High
9.4
27
23.3
BATS>EDGX
IS
5
MKT
6.7
66
18
0.63
Multi
false
null
null
0
BATS>EDGX
MKT
68.5
96
0
19
57
-40
14
null
null
Paused due to data glitch
X006380
2025-11-21 10:52:59
BA
Buy
28,591
111.35
3,183,607.85
1.8
0.095
Medium
14.4
12
-20.7
EDGX>NYSE>IEX>BATS>ARCA
POV
4
LMT
6.1
76
31
0.57
Multi
false
null
null
0
EDGX>NYSE>IEX>BATS>ARCA
LMT
20.3
94
7.1
124
-20
5
4
null
null
Paused due to data glitch
X006381
2025-12-21 09:36:17
MSFT
Buy
181,998
37.6
6,843,124.8
2.9
0.966
Low
16.8
22
-3.9
NYSE>EDGX>ARCA>NASDAQ>IEX
VWAP
2
IOC
6.6
137
30
0.57
ToxicitySpike
false
null
null
0
NYSE>EDGX>ARCA>NASDAQ>IEX
IOC
29.7
97
7.5
71
7
-15
34
null
null
Paused due to data glitch
X006382
2025-11-29 11:31:44
PEP
Sell
45,738
68.83
3,148,146.54
2.7
0.144
Low
17.3
14
3.4
IEX>ARCA>BATS>NYSE
POV
5
LMT
8.5
89
24
0.69
Slip>Thresh
false
null
null
0
IEX>ARCA>BATS>NYSE
LMT
26.5
99
5.7
71
18
25
30
null
null
Stable book; normal liquidity
X006383
2025-11-28 13:17:33
XLE
Sell
17,737
104.9
1,860,611.3
2.6
0.064
Medium
14.3
13
-6.9
NYSE>EDGX>BATS>ARCA>IEX
VWAP
1
LMT
4
66
21
0.78
LiqDrop
false
null
null
0
NYSE>EDGX>BATS>ARCA>IEX
LMT
39.4
90
7.6
10
-9
-22
-36
NoShort
null
Paused due to data glitch
X006384
2025-12-06 11:47:14
GOOGL
Sell
47,422
97.65
4,630,758.3
1.8
0.141
Medium
9
14
20.9
NASDAQ>NYSE
TWAP
1
LMT
2.8
76
20
0.44
Slip>Thresh
false
null
null
0
NASDAQ>NYSE
LMT
90.3
98
4.4
78
7
18
32
PositionLimitNear
null
Paused due to data glitch
X006385
2025-11-01 12:28:57
XLK
Buy
13,366
333.13
4,452,615.58
0.9
0.038
Ultra
7.9
38
-20.9
ARCA>EDGX>IEX>NASDAQ>NYSE
VWAP
3
IOC
3.1
66
23
0.57
Slip>Thresh
false
null
null
0
ARCA>EDGX>IEX>NASDAQ>NYSE
IOC
51.4
86
8.5
90
12
14
-3
NoShort
null
Stable book; normal liquidity
X006386
2025-12-08 09:54:39
IEF
Sell
19,135
98.44
1,883,649.4
1.9
0.073
High
10.3
16
14.6
NYSE>EDGX>ARCA>BATS
TWAP
3
MKT
4.9
69
15
0.78
ToxicitySpike
false
null
null
0
NYSE>EDGX>ARCA>BATS
MKT
9.2
92
3.9
77
-8
-1
-11
null
null
High urgency from PM
X006387
2025-11-27 10:11:11
BA
Sell
133,168
285.04
37,958,206.72
2
0.444
Low
6
32
33.3
EDGX>IEX
TWAP
1
LMT
2.3
106
19
0.61
ToxicitySpike
false
null
null
0
EDGX>IEX
LMT
52
93
9.9
76
25
8
35
null
null
Paused due to data glitch
X006388
2025-10-30 11:12:30
QQQ
Sell
25,877
429.28
11,108,478.56
0.5
0.082
Ultra
18
33
2.1
NYSE>ARCA>NASDAQ>BATS
IS
4
LMT
7
74
15
0.55
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
15
NYSE>ARCA>NASDAQ>BATS
LMT>PO
96.3
66
4.6
52
20
12
23
null
null
Stable book; normal liquidity
X006389
2025-12-02 11:31:39
GOOGL
Buy
13,717
48.72
668,292.24
1.9
0.041
Medium
22
18
25.6
EDGX>NASDAQ
TWAP
3
LMT
7.4
66
25
0.58
Multi
false
null
null
0
EDGX>NASDAQ
LMT
64.5
97
12.9
152
12
-17
25
null
null
High urgency from PM
X006390
2025-11-06 09:59:21
JNJ
Sell
11,571
239.33
2,769,287.43
2.5
0.042
High
8
27
-15
BATS>IEX>NASDAQ
TWAP
2
PO
3.6
64
19
0.81
Slip>Thresh
false
null
null
0
BATS>IEX>NASDAQ
PO
74.6
88
1.2
103
22
-39
-39
PositionLimitNear
null
High urgency from PM
X006391
2025-12-24 15:03:57
NFLX
Sell
16,521
322.83
5,333,474.43
3.6
0.158
Medium
5.4
10
19.8
IEX>ARCA>BATS>NYSE
VWAP
3
LMT
3.5
68
25
0.85
Multi
false
null
null
0
IEX>ARCA>BATS>NYSE
LMT
60.6
93
9.8
122
-8
7
-6
null
null
Paused due to data glitch
X006392
2025-12-21 11:03:03
XLI
Sell
3,510
101.34
355,703.4
2.8
0.16
Low
17.5
8
-6.3
BATS>IEX>ARCA>NASDAQ>NYSE
TWAP
1
LMT
5
61
26
0.68
Slip>Thresh
false
null
null
0
BATS>IEX>ARCA>NASDAQ>NYSE
LMT
52.5
89
5.7
16
24
-20
27
PositionLimitNear
null
High urgency from PM
X006393
2025-12-23 15:14:14
MSFT
Buy
11,016
343.6
3,785,097.6
2.7
0.058
Medium
19.3
17
-33.7
NASDAQ>BATS
TWAP
3
MKT
8.5
65
35
0.77
ToxicitySpike
false
null
null
0
NASDAQ>BATS
MKT
8.8
97
23.9
136
-6
-24
-24
null
null
Toxic prints; widened spread
X006394
2025-12-11 12:17:39
AMD
Buy
4,371
82.54
360,782.34
1.6
0.122
Medium
14.4
19
19.5
IEX>EDGX>ARCA>NYSE>NASDAQ
TWAP
1
PO
4.3
61
30
0.46
ToxicitySpike
true
ToxicitySpike
VenueSwitch
16
IEX>EDGX>ARCA>NYSE>NASDAQ
PO>LMT
88.9
91
0
82
1
25
-33
PositionLimitNear
null
Stable book; normal liquidity
X006395
2025-11-08 13:13:34
XLU
Sell
30,248
116.67
3,529,034.16
1.8
0.097
Ultra
3.4
23
14.5
BATS>NASDAQ>ARCA>IEX
VWAP
1
LMT
1.5
70
15
0.6
Slip>Thresh
false
null
null
0
BATS>NASDAQ>ARCA>IEX
LMT
60.3
96
8.3
63
51
-8
0
NoShort
null
Venue switch reduced impact
X006396
2025-11-11 14:48:01
BA
Sell
9,046
205.35
1,857,596.1
2.8
0.03
Medium
21.8
8
-20.1
NASDAQ>BATS
POV
4
LMT
9.2
65
18
0.51
LiqDrop
false
null
null
0
NASDAQ>BATS
LMT
1.6
86
5.1
37
28
14
-37
null
null
High urgency from PM
X006397
2025-11-01 14:03:38
BAC
Sell
57,342
110.49
6,335,717.58
1.4
0.156
Medium
17.7
25
-1.1
EDGX>ARCA>NASDAQ>BATS
VWAP
2
LMT
4.9
84
34
0.58
ToxicitySpike
false
null
null
0
EDGX>ARCA>NASDAQ>BATS
LMT
26.4
91
13
77
34
-35
29
null
null
Paused due to data glitch
X006398
2025-12-13 12:21:20
JNJ
Sell
116,501
254.78
29,682,124.78
5.3
0.428
Low
10.1
15
-9.8
NASDAQ>EDGX>NYSE>ARCA>BATS
Adaptive
2
MKT
5.8
109
25
0.75
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>NYSE>ARCA>BATS
MKT
57.6
94
0
165
18
27
21
null
null
Stable book; normal liquidity
X006399
2025-11-30 11:43:06
CSCO
Sell
49,348
227.62
11,232,591.76
3.7
0.124
Low
10.4
31
7.2
NYSE>BATS>NASDAQ
IS
5
MKT
8.8
92
25
0.55
ToxicitySpike
false
null
null
0
NYSE>BATS>NASDAQ
MKT
20.4
95
20
26
34
-10
19
null
null
Paused due to data glitch
X006400
2025-12-12 15:06:03
JPM
Sell
13,665
77.72
1,062,043.8
2.9
0.338
Low
39.5
5
-16.8
NASDAQ>ARCA>NYSE>IEX
TWAP
3
MKT
15.8
66
24
0.54
Multi
false
null
null
0
NASDAQ>ARCA>NYSE>IEX
MKT
67.8
87
14.7
10
-1
30
15
null
null
Paused due to data glitch