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
X006501
2025-11-19 15:44:16
UNH
Sell
88,740
238.68
21,180,463.2
2.1
0.39
Low
15.4
34
26.5
IEX>NASDAQ
IS
5
LMT
8.2
117
23
0.45
ToxicitySpike
false
null
null
0
IEX>NASDAQ
LMT
13.2
86
7.8
77
30
-27
15
null
null
Toxic prints; widened spread
X006502
2025-11-06 14:35:17
META
Buy
58,592
227.06
13,303,899.52
1.5
0.163
Medium
13.4
25
16.7
ARCA>EDGX>IEX>BATS
IS
4
MKT
7.4
93
12
0.76
ToxicitySpike
false
null
null
0
ARCA>EDGX>IEX>BATS
MKT
49
90
0
111
8
-5
-26
null
null
Paused due to data glitch
X006503
2025-11-05 13:19:12
KO
Buy
1,503
236.13
354,903.39
3.2
0.037
Medium
32
33
-3.5
NYSE>BATS>EDGX
IS
5
PO
17.3
60
16
0.55
ToxicitySpike
false
null
null
0
NYSE>BATS>EDGX
PO
20.4
100
18.2
80
43
17
25
null
null
Toxic prints; widened spread
X006504
2025-12-03 12:45:47
IWM
Sell
27,673
203.93
5,643,354.89
1.8
0.038
High
19.3
31
-25.9
ARCA>NASDAQ>EDGX>NYSE>IEX
VWAP
3
MKT
7.5
73
35
0.67
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>EDGX>NYSE>IEX
MKT
53
86
0
34
20
-31
-26
null
null
Toxic prints; widened spread
X006505
2025-11-05 12:38:09
VZ
Sell
22,986
304.41
6,997,168.26
3.6
0.197
Low
11.2
36
-25
NASDAQ>BATS>EDGX>IEX>NYSE
TWAP
3
MKT
6.4
71
17
0.82
Slip>Thresh
false
null
null
0
NASDAQ>BATS>EDGX>IEX>NYSE
MKT
16.6
92
15.1
74
44
1
35
null
null
High urgency from PM
X006506
2025-11-15 09:35:11
PEP
Buy
46,576
61.87
2,881,657.12
2.7
0.147
Low
11.8
14
-15.3
EDGX>BATS>ARCA>NYSE>IEX
POV
4
PO
6.4
86
29
0.46
LiqDrop
false
null
null
0
EDGX>BATS>ARCA>NYSE>IEX
PO
90.7
91
0
109
56
-27
2
null
null
Toxic prints; widened spread
X006507
2025-12-05 13:05:43
META
Sell
10,243
155.07
1,588,382.01
0.9
0.029
Ultra
14.2
36
3.3
NASDAQ>IEX
IS
5
MKT
7.9
66
35
0.79
ToxicitySpike
false
null
null
0
NASDAQ>IEX
MKT
1
99
2.9
73
18
28
-14
null
null
Venue switch reduced impact
X006508
2025-12-03 15:17:30
XOM
Buy
54,618
68.36
3,733,686.48
2.6
0.5
Low
19.8
27
-24
NASDAQ>BATS>EDGX>IEX>ARCA
Adaptive
5
MKT
9.9
95
26
0.69
Multi
false
null
null
0
NASDAQ>BATS>EDGX>IEX>ARCA
MKT
70.3
92
4.7
85
-11
-38
6
null
null
Stable book; normal liquidity
X006509
2025-11-09 14:31:19
MA
Sell
34,035
29.11
990,758.85
0.9
0.145
Medium
23.6
20
7.9
NYSE>NASDAQ>BATS
TWAP
2
LMT
6.4
74
26
0.67
Multi
false
null
null
0
NYSE>NASDAQ>BATS
LMT
10.4
100
8.4
72
6
-35
20
null
null
Toxic prints; widened spread
X006510
2025-11-11 14:56:15
JNJ
Buy
23,752
168.35
3,998,649.2
3.1
0.087
Low
16.7
17
27.7
NYSE>NASDAQ
POV
4
MKT
9.3
73
25
0.83
ToxicitySpike
false
null
null
0
NYSE>NASDAQ
MKT
0.5
88
7.8
117
36
-10
-29
null
null
Venue switch reduced impact
X006511
2025-12-02 10:38:29
XLB
Sell
38,508
118.62
4,567,818.96
2.3
0.098
Medium
12.4
12
5.4
BATS>NASDAQ
TWAP
2
LMT
4.3
76
14
0.71
Slip>Thresh
false
null
null
0
BATS>NASDAQ
LMT
81.8
98
0.4
79
30
-40
5
NoShort
null
Stable book; normal liquidity
X006512
2025-11-18 11:38:17
META
Buy
634,317
84.64
53,688,590.88
1.3
1.768
Low
10.8
18
6.3
BATS>NASDAQ>ARCA>IEX>EDGX
POV
2
LMT
4.1
230
26
0.8
LiqDrop
false
null
null
0
BATS>NASDAQ>ARCA>IEX>EDGX
LMT
20.5
98
0
279
38
27
37
null
Unknown
Venue switch reduced impact
X006513
2025-12-04 13:57:57
V
Sell
6,423
160.46
1,030,634.58
4.4
0.084
Low
16.2
25
29.6
BATS>IEX>ARCA>NASDAQ
IS
5
IOC
11.8
64
19
0.71
Multi
false
null
null
0
BATS>IEX>ARCA>NASDAQ
IOC
7.9
85
16.1
211
6
-2
38
null
null
Paused due to data glitch
X006514
2025-11-22 13:30:12
MSFT
Buy
45,781
90.15
4,127,157.15
2.1
0.243
Low
22.6
16
6.5
IEX>NYSE
VWAP
3
LMT
7.3
82
13
0.76
ToxicitySpike
false
null
null
0
IEX>NYSE
LMT
18.6
91
9.5
31
25
-9
23
null
null
Stable book; normal liquidity
X006515
2025-11-02 11:09:33
SPY
Buy
69,409
484.26
33,612,002.34
0.9
0.094
Medium
24.3
23
-17.9
IEX>BATS>NASDAQ
POV
5
MKT
11.8
105
29
0.6
Slip>Thresh
false
null
null
0
IEX>BATS>NASDAQ
MKT
16.2
85
15.5
152
-15
-27
-24
null
null
Toxic prints; widened spread
X006516
2025-12-15 15:21:39
TSLA
Sell
24,239
45.28
1,097,541.92
1.5
0.075
Medium
20.1
18
-27.6
NASDAQ>NYSE
IS
5
LMT
9.4
75
21
0.64
LiqDrop
false
null
null
0
NASDAQ>NYSE
LMT
21.6
86
0
10
4
18
17
null
null
Stable book; normal liquidity
X006517
2025-12-08 13:05:56
BA
Buy
18,313
39.5
723,363.5
2.7
0.061
Medium
14.4
9
32.9
IEX>EDGX
VWAP
1
MKT
5
66
31
0.48
Slip>Thresh
false
null
null
0
IEX>EDGX
MKT
63.2
90
0
92
-10
-22
-39
null
null
Toxic prints; widened spread
X006518
2025-12-17 11:32:19
XLU
Sell
48,708
222.2
10,822,917.6
1.7
0.156
Medium
13.2
19
-11.6
NYSE>NASDAQ>ARCA>BATS
IS
5
MKT
8.3
91
21
0.73
Multi
false
null
null
0
NYSE>NASDAQ>ARCA>BATS
MKT
44.8
96
0
128
18
23
31
null
null
Paused due to data glitch
X006519
2025-12-23 13:24:04
JPM
Buy
2,830
294.85
834,425.5
4.5
0.07
Low
18.4
38
-10.1
NASDAQ>BATS
Adaptive
3
LMT
7.1
61
20
0.56
Slip>Thresh
false
null
null
0
NASDAQ>BATS
LMT
88.1
94
3.6
56
52
24
-11
null
null
Stable book; normal liquidity
X006520
2025-11-04 12:07:01
TLT
Buy
23,503
99.34
2,334,788.02
2.1
0.086
Low
23.7
10
17
BATS>NYSE
IS
5
MKT
13.8
75
27
0.68
LiqDrop
false
null
null
0
BATS>NYSE
MKT
46.4
86
0
10
-5
-9
34
PositionLimitNear
null
Stable book; normal liquidity
X006521
2025-11-30 12:36:21
NFLX
Sell
2,376
60.87
144,627.12
3.1
0.023
Ultra
5.8
25
22
NASDAQ>BATS>EDGX
IS
5
MKT
5.9
61
13
0.43
Slip>Thresh
false
null
null
0
NASDAQ>BATS>EDGX
MKT
42.6
95
0
40
31
-13
4
null
null
Venue switch reduced impact
X006522
2025-12-05 15:43:52
T
Sell
5,137
129.81
666,833.97
4.3
0.043
Medium
17.7
7
23.1
NASDAQ>ARCA>IEX>BATS>NYSE
VWAP
1
PO
6
61
29
0.6
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>IEX>BATS>NYSE
PO
63.3
92
2.9
10
1
-8
-14
null
null
Stable book; normal liquidity
X006523
2025-12-03 10:34:38
HYG
Buy
51,043
75.24
3,840,475.32
1.8
0.28
Low
22.2
24
-31.5
IEX>NASDAQ>EDGX>BATS
TWAP
2
LMT
6.6
81
21
0.62
LiqDrop
false
null
null
0
IEX>NASDAQ>EDGX>BATS
LMT
42
95
23.4
33
55
14
40
NoShort
null
Paused due to data glitch
X006524
2025-12-24 10:17:38
INTC
Buy
6,117
317.22
1,940,434.74
1
0.291
Low
21.3
3
15.1
ARCA>BATS>NASDAQ>EDGX>NYSE
TWAP
3
LMT
6.8
63
29
0.8
Slip>Thresh
false
null
null
0
ARCA>BATS>NASDAQ>EDGX>NYSE
LMT
39.4
92
11.8
10
43
-19
37
null
null
Venue switch reduced impact
X006525
2025-11-15 09:45:23
BA
Buy
7,342
93.84
688,973.28
1.5
0.024
Ultra
10.5
4
-0.6
IEX>NYSE>EDGX>ARCA
VWAP
2
MKT
3.9
63
12
0.54
Multi
false
null
null
0
IEX>NYSE>EDGX>ARCA
MKT
39
93
5.7
80
17
29
3
null
null
High urgency from PM
X006526
2025-10-27 11:49:03
HYG
Buy
37,230
74.73
2,782,197.9
1.4
0.204
High
5.8
13
10.3
NASDAQ>BATS
TWAP
1
MKT
2.3
73
20
0.66
Slip>Thresh
false
null
null
0
NASDAQ>BATS
MKT
63
95
4
116
-4
-36
11
Watchlist
null
Stable book; normal liquidity
X006527
2025-11-22 15:41:42
IWM
Sell
190,139
194.11
36,907,881.29
1.1
0.262
Low
18.3
36
30.3
BATS>ARCA>NYSE>NASDAQ
POV
4
MKT
8.5
169
16
0.53
Multi
false
null
null
0
BATS>ARCA>NYSE>NASDAQ
MKT
10.9
85
11.9
10
47
-15
-26
null
null
Paused due to data glitch
X006528
2025-11-30 10:31:13
NVDA
Buy
404
54.07
21,844.28
1.7
0.01
Ultra
15.3
13
-6.9
ARCA>NASDAQ>IEX>BATS
IS
5
LMT
7.6
60
16
0.4
Multi
false
null
null
0
ARCA>NASDAQ>IEX>BATS
LMT
9.6
99
2
83
-14
-4
5
null
null
Stable book; normal liquidity
X006529
2025-12-12 09:35:54
BAC
Sell
102,659
239
24,535,501
1.8
0.28
Low
22.1
17
-11
NYSE>NASDAQ>ARCA>BATS>EDGX
POV
5
LMT
9.7
126
25
0.53
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>ARCA>BATS>EDGX
LMT
51.2
95
24.4
89
0
1
-36
null
null
Toxic prints; widened spread
X006530
2025-11-24 09:35:36
WMT
Sell
47,313
107.41
5,081,889.33
3.2
0.146
Low
14.6
7
26.6
BATS>NASDAQ>ARCA>NYSE
VWAP
2
MKT
6.1
80
24
0.74
Slip>Thresh
false
null
null
0
BATS>NASDAQ>ARCA>NYSE
MKT
37
99
13.4
45
38
6
25
null
null
Venue switch reduced impact
X006531
2025-12-05 10:04:09
KO
Buy
2,066
138.65
286,450.9
1.7
0.051
High
15.5
18
-22.3
NYSE>BATS>IEX>ARCA>NASDAQ
TWAP
2
LMT
4.8
60
23
0.74
Slip>Thresh
false
null
null
0
NYSE>BATS>IEX>ARCA>NASDAQ
LMT
5.1
90
0
100
22
0
7
null
null
High urgency from PM
X006532
2025-11-27 14:43:44
XLV
Buy
84,685
214.51
18,165,779.35
1.5
0.238
Low
21.1
30
-2.2
NYSE>BATS
Adaptive
2
PO
6.1
95
29
0.78
ToxicitySpike
false
null
null
0
NYSE>BATS
PO
13.1
86
22.6
70
57
13
12
null
null
Toxic prints; widened spread
X006533
2025-12-08 10:59:49
XLB
Buy
361,212
37.28
13,465,983.36
2.5
0.92
Low
9
34
12.9
IEX>EDGX
Adaptive
2
MKT
4.2
213
14
0.71
LiqDrop
true
LiquidityDrop
VenueSwitch
14
IEX>EDGX
MKT>LMT
22.9
84
0
278
4
-38
25
null
null
High urgency from PM
X006534
2025-11-21 09:35:41
HYG
Sell
12,526
75.24
942,456.24
1.5
0.069
High
10.6
31
-24.6
BATS>IEX>EDGX
POV
4
LMT
4.6
67
17
0.63
ToxicitySpike
false
null
null
0
BATS>IEX>EDGX
LMT
66.4
94
13.4
46
50
-28
-35
null
null
Paused due to data glitch
X006535
2025-11-20 11:43:31
AMD
Sell
2,221
21.24
47,174.04
2
0.062
Medium
27.4
17
-22.6
IEX>NYSE>BATS
TWAP
2
LMT
7.9
60
25
0.51
Multi
false
null
null
0
IEX>NYSE>BATS
LMT
65.8
97
5.3
26
46
1
21
null
null
Venue switch reduced impact
X006536
2025-12-15 10:11:34
INTC
Buy
4,431
167.41
741,793.71
1
0.211
Medium
14.8
24
-27.1
EDGX>IEX>NASDAQ>BATS
POV
5
LMT
6.3
62
34
0.4
ToxicitySpike
false
null
null
0
EDGX>IEX>NASDAQ>BATS
LMT
54.4
86
1.7
42
8
16
-10
NoShort
null
Venue switch reduced impact
X006537
2025-11-13 11:23:12
CSCO
Buy
41,434
36.94
1,530,571.96
3.1
0.104
Medium
8.3
10
-34.4
NASDAQ>BATS>ARCA>IEX>NYSE
TWAP
2
PO
4.1
77
30
0.79
ToxicitySpike
false
null
null
0
NASDAQ>BATS>ARCA>IEX>NYSE
PO
0.2
88
0
60
50
14
21
NoShort
null
Venue switch reduced impact
X006538
2025-11-01 10:22:03
INTC
Sell
2,776
16.68
46,303.68
0.6
0.132
Ultra
6.7
21
24.2
NASDAQ>BATS>ARCA
VWAP
3
MKT
2.6
61
19
0.65
ToxicitySpike
false
null
null
0
NASDAQ>BATS>ARCA
MKT
56.3
86
2.2
61
6
-8
-14
Watchlist
null
High urgency from PM
X006539
2025-11-01 10:13:16
XLU
Buy
18,373
39.24
720,956.52
1.8
0.059
High
12.3
9
7.2
NYSE>IEX>ARCA>NASDAQ>EDGX
TWAP
1
MKT
4.2
66
27
0.67
Multi
false
null
null
0
NYSE>IEX>ARCA>NASDAQ>EDGX
MKT
24
86
2.9
25
2
30
40
null
null
Stable book; normal liquidity
X006540
2025-12-25 09:35:36
AMD
Sell
4,426
298.63
1,321,736.38
1.6
0.123
Medium
11.4
13
-19.2
ARCA>IEX
TWAP
3
MKT
5.1
62
27
0.8
Multi
false
null
null
0
ARCA>IEX
MKT
47.8
98
0
37
-6
-40
-31
null
null
Venue switch reduced impact
X006541
2025-11-10 15:09:42
V
Sell
6,199
280.85
1,740,989.15
5.1
0.081
Low
11.9
4
2.3
ARCA>IEX
POV
5
MKT
10
64
24
0.49
Multi
false
null
null
0
ARCA>IEX
MKT
36.9
87
14.2
150
-1
26
-11
Watchlist
Throttle
Stable book; normal liquidity
X006542
2025-10-28 10:19:44
NKE
Sell
41,236
293.73
12,112,250.28
3.7
0.192
Low
20.7
39
2.6
BATS>ARCA>EDGX>NYSE>NASDAQ
TWAP
1
LMT
6.1
74
12
0.41
Multi
false
null
null
0
BATS>ARCA>EDGX>NYSE>NASDAQ
LMT
25.3
91
10
201
-8
20
-18
null
null
Stable book; normal liquidity
X006543
2025-11-27 13:17:28
META
Buy
18,161
64.1
1,164,120.1
1.4
0.051
Ultra
6.7
36
18.9
BATS>EDGX
VWAP
1
LMT
2
66
16
0.54
Multi
false
null
null
0
BATS>EDGX
LMT
17.9
93
4.9
64
52
-16
-20
PositionLimitNear
null
Stable book; normal liquidity
X006544
2025-12-20 09:35:35
XLV
Buy
85,846
111.95
9,610,459.7
1.2
0.241
High
5.5
6
1
EDGX>BATS>ARCA
POV
5
IOC
3.5
115
21
0.43
ToxicitySpike
false
null
null
0
EDGX>BATS>ARCA
IOC
61.4
93
17.9
84
33
-25
-5
null
null
Toxic prints; widened spread
X006545
2025-12-08 14:34:16
CSCO
Buy
34,277
216.45
7,419,256.65
2.7
0.086
Low
18.4
4
-32.4
BATS>IEX>NYSE
Adaptive
4
LMT
6.9
79
21
0.74
Slip>Thresh
false
null
null
0
BATS>IEX>NYSE
LMT
13.6
94
0
94
-18
-34
15
PositionLimitNear
null
Stable book; normal liquidity
X006546
2025-12-14 13:55:18
CSCO
Buy
50,552
27
1,364,904
4.5
0.127
Low
14.9
28
-9.8
IEX>BATS>NYSE>ARCA>EDGX
IS
4
PO
9.8
89
31
0.71
Multi
false
null
null
0
IEX>BATS>NYSE>ARCA>EDGX
PO
48.9
93
22.2
79
35
-11
24
null
null
Toxic prints; widened spread
X006547
2025-11-06 10:50:01
CSCO
Buy
29,644
350.99
10,404,747.56
2.5
0.074
Medium
9.5
16
-16.1
NASDAQ>ARCA>NYSE>BATS
Adaptive
5
MKT
5.6
79
34
0.78
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>NYSE>BATS
MKT
27
86
8.6
61
41
11
32
NoShort
null
Paused due to data glitch
X006548
2025-10-29 09:35:34
XLU
Sell
35,626
15.92
567,165.92
1.9
0.114
Low
23.5
3
-32.2
NYSE>ARCA>IEX>NASDAQ
TWAP
3
PO
8.6
77
22
0.46
ToxicitySpike
false
null
null
0
NYSE>ARCA>IEX>NASDAQ
PO
31.4
88
5.1
10
23
-4
-40
NoShort
null
Stable book; normal liquidity
X006549
2025-11-12 13:46:54
BAC
Sell
20,784
178.82
3,716,594.88
1.9
0.057
Medium
17.7
5
4.9
NASDAQ>IEX>BATS
POV
5
MKT
9.7
73
13
0.52
LiqDrop
false
null
null
0
NASDAQ>IEX>BATS
MKT
75.9
98
18.1
49
47
-18
3
null
null
Stable book; normal liquidity
X006550
2025-11-05 11:35:53
XLE
Buy
30,299
88.74
2,688,733.26
3.2
0.109
Low
21.1
17
-2.6
EDGX>BATS
Adaptive
4
PO
8.8
77
18
0.77
Slip>Thresh
true
SlippageAboveThreshold
AlgoSwitch
13
EDGX>BATS
PO>IOC
36.3
87
17
162
46
-1
29
null
null
Toxic prints; widened spread
X006551
2025-11-02 10:01:27
BA
Sell
3,758
137.52
516,800.16
1.7
0.013
Ultra
5.8
19
8.1
BATS>IEX
POV
4
MKT
3.7
62
17
0.55
Multi
false
null
null
0
BATS>IEX
MKT
65
89
5.4
42
27
10
27
null
null
Paused due to data glitch
X006552
2025-11-10 09:35:20
HD
Sell
14,461
50.92
736,354.12
1.9
0.056
Ultra
5.2
15
25.9
BATS>NASDAQ>ARCA>IEX
VWAP
2
LMT
2.2
66
28
0.82
ToxicitySpike
false
null
null
0
BATS>NASDAQ>ARCA>IEX
LMT
87.3
97
4.5
50
59
23
25
null
null
High urgency from PM
X006553
2025-11-12 14:53:37
TSLA
Sell
15,361
331.53
5,092,632.33
1.8
0.048
Ultra
5.7
20
6
BATS>NYSE
TWAP
1
PO
2.2
65
20
0.45
LiqDrop
false
null
null
0
BATS>NYSE
PO
1.9
85
0
61
0
-22
-6
null
null
Stable book; normal liquidity
X006554
2025-12-17 11:39:34
BRK.B
Buy
14,200
276.97
3,932,974
2.3
0.065
High
10.9
8
-12.3
NASDAQ>EDGX>IEX
TWAP
1
IOC
3.9
64
32
0.71
ToxicitySpike
true
ToxicitySpike
VenueSwitch
13
NASDAQ>EDGX>IEX
IOC>MKT
96.8
94
0
47
22
28
-33
NoShort
null
Paused due to data glitch
X006555
2025-11-29 10:46:21
XOM
Sell
5,725
139.34
797,721.5
3.8
0.052
High
6.6
32
-31.6
NYSE>ARCA>NASDAQ>IEX>BATS
IS
5
IOC
6.7
63
28
0.81
Slip>Thresh
false
null
null
0
NYSE>ARCA>NASDAQ>IEX>BATS
IOC
92.8
88
10.2
112
18
28
7
null
null
High urgency from PM
X006556
2025-11-21 13:32:02
V
Sell
3,621
268.16
971,007.36
2.5
0.047
High
11.1
35
13.2
EDGX>NASDAQ>NYSE
TWAP
2
PO
4.5
61
13
0.59
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>NYSE
PO
3.5
98
10.7
25
-15
-28
0
null
null
Toxic prints; widened spread
X006557
2025-10-28 10:07:53
QQQ
Buy
148,941
424.87
63,280,562.67
0.8
0.472
Low
16.2
36
30.2
EDGX>ARCA>NYSE>BATS>IEX
Adaptive
1
MKT
4.3
112
27
0.57
Multi
false
null
null
0
EDGX>ARCA>NYSE>BATS>IEX
MKT
67.3
92
7.4
189
21
14
-36
null
null
Toxic prints; widened spread
X006558
2025-10-28 11:58:03
QQQ
Buy
18,740
393.28
7,370,067.2
0.6
0.059
Ultra
19.9
16
14.7
NASDAQ>BATS>NYSE>ARCA
TWAP
1
MKT
5.6
66
21
0.75
Slip>Thresh
false
null
null
0
NASDAQ>BATS>NYSE>ARCA
MKT
72.7
87
1.4
57
34
-17
-18
NoShort
null
High urgency from PM
X006559
2025-11-06 11:25:58
KO
Buy
4,794
108.68
521,011.92
1.7
0.119
Low
35.7
14
-21.3
BATS>NYSE
Adaptive
5
MKT
15.1
63
19
0.51
LiqDrop
false
null
null
0
BATS>NYSE
MKT
92.1
90
20.3
67
44
18
30
Watchlist
null
Toxic prints; widened spread
X006560
2025-12-08 12:50:11
IWM
Sell
105,944
204.3
21,644,359.2
1.8
0.146
Medium
10.6
17
15.3
NASDAQ>NYSE
TWAP
2
MKT
4.4
105
34
0.65
Multi
false
null
null
0
NASDAQ>NYSE
MKT
91.7
90
0
41
59
-3
20
PositionLimitNear
null
Paused due to data glitch
X006561
2025-12-02 15:03:41
NFLX
Buy
47,326
234.54
11,099,840.04
3.1
0.452
Low
3.6
36
-8
BATS>ARCA
TWAP
2
LMT
2.6
80
20
0.71
Multi
false
null
null
0
BATS>ARCA
LMT
74.5
92
0
151
25
9
2
null
null
Paused due to data glitch
X006562
2025-11-23 14:58:25
XOM
Sell
34,712
188.27
6,535,228.24
3.5
0.318
Low
23.7
6
10.2
EDGX>BATS>NYSE>IEX>ARCA
IS
4
MKT
13.8
79
13
0.6
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
13
EDGX>BATS>NYSE>IEX>ARCA
MKT>PO
85.5
90
26.3
115
17
30
-23
null
null
High urgency from PM
X006563
2025-11-23 11:02:40
INTC
Buy
2,838
164.3
466,283.4
1.1
0.135
High
11.2
15
-1.8
EDGX>NASDAQ>IEX>ARCA
IS
5
LMT
5.5
61
30
0.62
LiqDrop
false
null
null
0
EDGX>NASDAQ>IEX>ARCA
LMT
34.6
63
6
10
38
10
30
null
null
High urgency from PM
X006564
2025-11-19 15:54:30
XLV
Buy
57,007
260.62
14,857,164.34
1.5
0.16
Medium
12.2
35
-32.4
EDGX>ARCA>IEX>NASDAQ
POV
5
LMT
5.7
97
33
0.49
Multi
false
null
null
0
EDGX>ARCA>IEX>NASDAQ
LMT
32.2
85
16
78
51
-24
-8
null
null
Paused due to data glitch
X006565
2025-11-27 09:35:21
NKE
Buy
2,968
341.47
1,013,482.96
4
0.014
High
19.2
29
-19.2
NYSE>EDGX
POV
4
IOC
10.6
61
34
0.44
Slip>Thresh
false
null
null
0
NYSE>EDGX
IOC
51.4
97
22.6
70
44
-9
-36
NoShort
null
Paused due to data glitch
X006566
2025-11-01 12:23:18
KO
Sell
41,062
327.32
13,440,413.84
3.1
1.022
Low
24.6
36
-22
ARCA>EDGX>IEX>NYSE>BATS
VWAP
3
MKT
10.5
80
34
0.58
LiqDrop
false
null
null
0
ARCA>EDGX>IEX>NYSE>BATS
MKT
82.5
89
2.8
67
-17
-39
-34
NoShort
null
Toxic prints; widened spread
X006567
2025-12-07 13:01:48
BRK.B
Sell
12,003
338.31
4,060,734.93
1.4
0.055
High
12.7
29
3.8
EDGX>BATS
VWAP
1
MKT
3.9
64
22
0.77
ToxicitySpike
false
null
null
0
EDGX>BATS
MKT
30.2
93
1.4
71
55
13
-4
null
null
Toxic prints; widened spread
X006568
2025-10-27 12:26:11
NKE
Buy
47,456
117.84
5,592,215.04
2.5
0.22
Low
19.8
33
-23.6
EDGX>NYSE>ARCA>IEX
VWAP
1
MKT
6.3
76
21
0.68
Slip>Thresh
false
null
null
0
EDGX>NYSE>ARCA>IEX
MKT
86.9
85
20.2
216
27
4
-5
null
PriceBand
Toxic prints; widened spread
X006569
2025-11-07 13:49:18
BRK.B
Sell
25,831
275.09
7,105,849.79
2.5
0.117
High
3
17
-6.2
BATS>EDGX
POV
4
MKT
3.3
74
13
0.48
Multi
false
null
null
0
BATS>EDGX
MKT
22.7
98
0
119
59
20
-10
null
null
Stable book; normal liquidity
X006570
2025-11-07 10:57:32
META
Sell
69,702
231.34
16,124,860.68
1.4
0.194
Low
23.7
8
19.3
NASDAQ>NYSE>ARCA>BATS
VWAP
1
MKT
6.7
84
33
0.46
LiqDrop
false
null
null
0
NASDAQ>NYSE>ARCA>BATS
MKT
12.9
93
3.7
42
-20
-30
6
null
null
High urgency from PM
X006571
2025-12-19 12:34:16
JNJ
Buy
21,364
211.3
4,514,213.2
4.8
0.078
Medium
9.8
20
-18.8
EDGX>IEX>ARCA
IS
4
LMT
7.2
72
28
0.52
ToxicitySpike
false
null
null
0
EDGX>IEX>ARCA
LMT
38.9
97
1
60
43
-24
34
null
null
Stable book; normal liquidity
X006572
2025-11-25 12:52:13
VZ
Sell
16,358
78.56
1,285,084.48
1.9
0.14
Medium
13.1
16
1.2
ARCA>EDGX
Adaptive
1
MKT
4
65
31
0.53
Slip>Thresh
false
null
null
0
ARCA>EDGX
MKT
8.1
89
0
102
53
-23
25
PositionLimitNear
null
Stable book; normal liquidity
X006573
2025-11-15 13:17:13
XLI
Buy
3,340
50.31
168,035.4
2.6
0.152
Low
30.9
4
-0.8
IEX>ARCA>BATS
IS
4
LMT
13.3
61
14
0.76
ToxicitySpike
false
null
null
0
IEX>ARCA>BATS
LMT
59.4
90
26.9
134
-15
-17
-15
Watchlist
null
Venue switch reduced impact
X006574
2025-11-27 13:22:50
NKE
Buy
18,504
200.02
3,701,170.08
3.7
0.086
Medium
10.2
28
-29.3
NASDAQ>BATS>IEX>EDGX
TWAP
1
MKT
4.6
66
20
0.7
LiqDrop
true
LiquidityDrop
AlgoSwitch
26
NASDAQ>BATS>IEX>EDGX
MKT>PO
29.2
87
0
109
16
3
-4
null
null
Venue switch reduced impact
X006575
2025-12-03 15:52:37
V
Buy
11,361
238.22
2,706,417.42
5
0.148
Low
28
12
-33
NASDAQ>IEX
VWAP
3
IOC
12
65
26
0.55
Slip>Thresh
false
null
null
0
NASDAQ>IEX
IOC
66.3
93
0
10
-10
-30
29
Watchlist
null
Toxic prints; widened spread
X006576
2025-12-08 15:42:50
UNH
Sell
55,344
320.57
17,741,626.08
1.5
0.243
Low
11.2
21
-1
NASDAQ>IEX
TWAP
2
LMT
3.6
83
32
0.5
ToxicitySpike
false
null
null
0
NASDAQ>IEX
LMT
8
90
0
96
4
-39
11
null
null
Paused due to data glitch
X006577
2025-12-04 13:21:04
HD
Buy
12,047
252.78
3,045,240.66
2.4
0.047
Ultra
4.1
7
-20
BATS>NASDAQ>IEX>ARCA>EDGX
POV
5
MKT
4
67
12
0.44
ToxicitySpike
false
null
null
0
BATS>NASDAQ>IEX>ARCA>EDGX
MKT
77.5
97
4.7
78
-1
-2
32
PositionLimitNear
null
Venue switch reduced impact
X006578
2025-10-29 10:30:40
XLE
Sell
5,797
76.61
444,108.17
3.6
0.021
High
14.1
22
23.7
IEX>NASDAQ
TWAP
1
MKT
5.6
62
35
0.48
LiqDrop
false
null
null
0
IEX>NASDAQ
MKT
66.1
97
1.3
47
11
15
-40
null
null
Venue switch reduced impact
X006579
2025-11-14 15:09:02
XLB
Sell
109,357
73.68
8,057,423.76
2.1
0.279
Low
14.8
25
-26.4
EDGX>NASDAQ>ARCA>BATS>NYSE
Adaptive
4
LMT
5.6
122
12
0.45
Slip>Thresh
true
SlippageAboveThreshold
AlgoSwitch
26
EDGX>NASDAQ>ARCA>BATS>NYSE
LMT>MKT
83
100
18.2
87
34
27
-9
null
null
Stable book; normal liquidity
X006580
2025-12-16 11:12:41
XLU
Buy
59,032
215.35
12,712,541.2
1.3
0.189
High
6.7
24
-3.7
IEX>BATS
Adaptive
2
PO
2.4
85
26
0.43
Slip>Thresh
false
null
null
0
IEX>BATS
PO
45.5
95
0.1
109
39
7
12
null
null
Paused due to data glitch
X006581
2025-11-17 09:52:32
IWM
Sell
148,173
191.25
28,338,086.25
1.3
0.205
Low
17.2
22
-29
ARCA>EDGX>BATS>NYSE>NASDAQ
Adaptive
3
MKT
6.2
134
14
0.46
Multi
false
null
null
0
ARCA>EDGX>BATS>NYSE>NASDAQ
MKT
42.7
91
0
188
17
-40
-17
null
null
High urgency from PM
X006582
2025-10-28 11:31:05
JNJ
Sell
51,678
334.3
17,275,955.4
4.4
0.19
Low
7.2
19
7.3
BATS>ARCA>EDGX>NYSE>IEX
Adaptive
4
PO
5.2
89
14
0.44
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
33
BATS>ARCA>EDGX>NYSE>IEX
PO>LMT
16.1
97
14.5
169
26
-23
36
null
null
Venue switch reduced impact
X006583
2025-12-26 14:25:08
AAPL
Sell
5,002
96.34
481,892.68
2
0.015
Ultra
7.5
3
-19.2
ARCA>BATS>EDGX
TWAP
1
LMT
2.5
61
15
0.43
Slip>Thresh
false
null
null
0
ARCA>BATS>EDGX
LMT
10.9
87
5.4
16
18
15
13
null
null
High urgency from PM
X006584
2025-11-10 11:17:42
AAPL
Sell
62,913
31.45
1,978,613.85
2.4
0.185
Medium
5.5
10
-10.2
BATS>IEX>EDGX>ARCA>NASDAQ
VWAP
2
MKT
3
86
15
0.57
Multi
false
null
null
0
BATS>IEX>EDGX>ARCA>NASDAQ
MKT
17.6
99
1.4
142
-7
-22
-22
null
null
Paused due to data glitch
X006585
2025-10-31 13:27:22
JPM
Sell
1,364
130.37
177,824.68
2.8
0.034
High
12.9
5
-29.3
IEX>EDGX>NYSE>ARCA
Adaptive
4
LMT
5.3
60
29
0.62
ToxicitySpike
false
null
null
0
IEX>EDGX>NYSE>ARCA
LMT
72.9
60
4.9
37
-8
20
24
null
null
High urgency from PM
X006586
2025-10-29 12:32:05
PEP
Buy
16,827
174.72
2,940,013.44
4.2
0.053
Low
20.9
33
-26.5
NASDAQ>NYSE>ARCA>BATS
POV
4
LMT
9.8
69
32
0.48
Multi
false
null
null
0
NASDAQ>NYSE>ARCA>BATS
LMT
97.3
96
12.1
136
34
-9
-17
null
null
Paused due to data glitch
X006587
2025-12-23 11:51:36
KO
Sell
5,793
58.82
340,744.26
2.5
0.144
Low
18.8
28
7.4
IEX>ARCA>BATS>EDGX>NASDAQ
Adaptive
4
LMT
6.9
63
25
0.45
Slip>Thresh
false
null
null
0
IEX>ARCA>BATS>EDGX>NASDAQ
LMT
89
90
10.2
10
21
-31
23
null
null
Venue switch reduced impact
X006588
2025-11-14 10:27:22
JPM
Sell
5,129
196.02
1,005,386.58
2.5
0.127
Low
37.1
12
-11.6
ARCA>IEX>BATS>NASDAQ>NYSE
Adaptive
1
LMT
8.2
61
18
0.85
Slip>Thresh
false
null
null
0
ARCA>IEX>BATS>NASDAQ>NYSE
LMT
71.8
88
0
19
2
-11
25
null
null
Toxic prints; widened spread
X006589
2025-12-24 11:18:34
XLV
Sell
101,892
101.92
10,384,832.64
1.4
0.286
Low
24.9
23
26.9
ARCA>NASDAQ
TWAP
3
LMT
8
110
26
0.76
LiqDrop
false
null
null
0
ARCA>NASDAQ
LMT
86.9
93
13.6
101
0
-36
31
null
null
Venue switch reduced impact
X006590
2025-10-27 15:48:25
NKE
Buy
11,369
183.74
2,088,940.06
2.4
0.053
Medium
21.8
35
26.3
BATS>ARCA>EDGX>NASDAQ>IEX
POV
5
IOC
11.5
67
20
0.66
Slip>Thresh
false
null
null
0
BATS>ARCA>EDGX>NASDAQ>IEX
IOC
73.2
88
9.3
60
41
-7
27
null
null
Venue switch reduced impact
X006591
2025-11-01 14:43:25
XLY
Sell
61,090
209.36
12,789,802.4
1.2
0.255
Medium
10.7
9
31.9
EDGX>NASDAQ
TWAP
3
LMT
3.8
90
24
0.64
Slip>Thresh
false
null
null
0
EDGX>NASDAQ
LMT
89.9
89
0
59
53
-19
6
null
null
Toxic prints; widened spread
X006592
2025-12-15 10:26:12
XLK
Sell
44,144
53.95
2,381,568.8
1.3
0.124
High
8.2
12
-29
ARCA>IEX>EDGX>NASDAQ>BATS
TWAP
3
LMT
3.1
82
20
0.51
Multi
false
null
null
0
ARCA>IEX>EDGX>NASDAQ>BATS
LMT
87.3
85
0
34
50
-5
-24
null
null
Paused due to data glitch
X006593
2025-12-05 15:10:14
BAC
Sell
53,379
74.41
3,971,931.39
1.9
0.146
Medium
14.3
20
-0.6
ARCA>EDGX
VWAP
2
LMT
4.4
82
34
0.43
ToxicitySpike
false
null
null
0
ARCA>EDGX
LMT
59.7
88
0
96
49
-39
-21
null
null
Paused due to data glitch
X006594
2025-12-15 12:13:28
SPY
Buy
60,154
494.64
29,754,574.56
1.3
0.081
Medium
23
22
-14.3
IEX>NASDAQ>ARCA>BATS
VWAP
2
LMT
6.1
85
25
0.81
Slip>Thresh
false
null
null
0
IEX>NASDAQ>ARCA>BATS
LMT
99
96
3.9
76
7
-20
27
Watchlist
null
High urgency from PM
X006595
2025-11-09 09:37:54
IWM
Buy
280,401
203.42
57,039,171.42
1.6
0.387
Low
9.3
16
-25.9
ARCA>IEX>NASDAQ>NYSE
VWAP
1
LMT
2.7
158
32
0.42
LiqDrop
false
null
null
0
ARCA>IEX>NASDAQ>NYSE
LMT
94.1
93
1.5
233
28
5
0
PositionLimitNear
null
Toxic prints; widened spread
X006596
2025-12-15 11:52:13
XLK
Buy
70,845
20.69
1,465,783.05
1.3
0.199
Medium
6.6
6
-25.6
IEX>NYSE>ARCA>EDGX
Adaptive
3
LMT
2.4
95
26
0.79
ToxicitySpike
false
null
null
0
IEX>NYSE>ARCA>EDGX
LMT
67.8
95
6.9
216
33
16
34
NoShort
null
Venue switch reduced impact
X006597
2025-12-09 11:18:29
WMT
Sell
22,177
229.8
5,096,274.6
4.4
0.068
Low
22.8
8
-31.3
IEX>NYSE
TWAP
3
MKT
10.9
71
18
0.69
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
12
IEX>NYSE
MKT>PO
98.3
95
0
25
46
1
36
PositionLimitNear
null
High urgency from PM
X006598
2025-11-05 11:51:08
BAC
Buy
12,651
61.57
778,922.07
1
0.035
Ultra
22
36
-2
BATS>IEX>ARCA>EDGX
Adaptive
1
LMT
4.7
64
25
0.77
LiqDrop
false
null
null
0
BATS>IEX>ARCA>EDGX
LMT
3.5
93
6.5
80
25
-37
30
null
null
Paused due to data glitch
X006599
2025-12-12 12:10:14
TSLA
Buy
106,955
55.19
5,902,846.45
2.1
0.332
Low
19.9
10
17.5
NASDAQ>BATS
VWAP
3
IOC
7.7
113
26
0.6
ToxicitySpike
true
ToxicitySpike
Pause
23
NASDAQ>BATS
IOC>PO
80.5
90
22.1
90
42
-24
8
null
null
Toxic prints; widened spread
X006600
2025-11-22 12:49:59
XLV
Buy
31,542
36.59
1,154,121.78
1.7
0.089
Medium
16.1
31
26.7
NASDAQ>ARCA
TWAP
1
MKT
5.1
71
34
0.71
ToxicitySpike
false
null
null
0
NASDAQ>ARCA
MKT
14.4
91
20.1
114
43
-26
14
null
null
Venue switch reduced impact