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
X006801
2025-12-17 10:27:39
VZ
Sell
11,366
219.2
2,491,427.2
3.3
0.097
High
4.8
19
-0.7
IEX>BATS>NASDAQ>NYSE
IS
5
IOC
5.4
67
25
0.76
LiqDrop
false
null
null
0
IEX>BATS>NASDAQ>NYSE
IOC
15.8
99
22.9
24
11
26
-28
null
null
Paused due to data glitch
X006802
2025-11-13 13:47:15
TLT
Sell
15,182
91.33
1,386,572.06
1.7
0.056
Ultra
3.1
17
28.6
EDGX>NASDAQ
POV
4
LMT
2.2
68
24
0.7
Multi
false
null
null
0
EDGX>NASDAQ
LMT
65.2
71
2
101
26
-36
26
null
null
Venue switch reduced impact
X006803
2025-11-21 11:44:54
XLI
Buy
1,529
282.41
431,804.89
3.6
0.07
Low
20.5
29
20.7
NYSE>EDGX
VWAP
1
MKT
6.9
60
26
0.8
Multi
false
null
null
0
NYSE>EDGX
MKT
83.2
89
0
10
9
21
12
null
null
Toxic prints; widened spread
X006804
2025-12-18 11:08:48
INTC
Sell
1,433
323.82
464,034.06
0.6
0.068
Ultra
14.5
29
-23.3
IEX>BATS>NYSE
TWAP
2
MKT
4.8
60
27
0.81
Slip>Thresh
false
null
null
0
IEX>BATS>NYSE
MKT
28.8
88
4.3
64
44
-11
4
null
null
High urgency from PM
X006805
2025-11-12 11:37:19
TLT
Buy
112,413
92.96
10,449,912.48
1.6
0.411
Low
11.3
6
14.3
EDGX>NASDAQ>ARCA>IEX
IS
4
LMT
5.5
124
18
0.7
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>ARCA>IEX
LMT
91.7
90
7.1
88
53
-22
-27
null
null
Toxic prints; widened spread
X006806
2025-12-17 15:16:29
HD
Sell
18,873
111.53
2,104,905.69
2.5
0.073
High
8.2
15
-23.4
BATS>NYSE>NASDAQ
POV
5
MKT
6
72
20
0.59
Slip>Thresh
false
null
null
0
BATS>NYSE>NASDAQ
MKT
74.9
86
0
53
16
-16
-4
null
null
Venue switch reduced impact
X006807
2025-12-05 15:14:44
SPY
Buy
89,043
493.24
43,919,569.32
1.3
0.12
Medium
24.3
38
-34.4
IEX>ARCA
POV
5
LMT
10
117
27
0.72
Multi
false
null
null
0
IEX>ARCA
LMT
35.6
89
11.6
96
-11
-26
-17
null
null
Toxic prints; widened spread
X006808
2025-11-30 14:57:23
INTC
Sell
4,964
95.64
474,756.96
0.8
0.236
Medium
11.7
25
12.4
NYSE>ARCA>IEX
VWAP
2
LMT
3.2
62
32
0.65
Multi
false
null
null
0
NYSE>ARCA>IEX
LMT
45.5
95
4.5
27
40
15
6
NoShort
null
High urgency from PM
X006809
2025-11-25 10:06:49
UNH
Buy
16,517
193.58
3,197,360.86
2.9
0.073
Ultra
3.3
32
0.5
IEX>EDGX>BATS>NYSE
IS
4
MKT
4.1
69
23
0.41
Multi
false
null
null
0
IEX>EDGX>BATS>NYSE
MKT
28.7
89
6.3
58
60
17
21
null
null
Toxic prints; widened spread
X006810
2025-12-05 14:58:56
AAPL
Buy
27,003
216.93
5,857,760.79
2.7
0.079
Medium
8.1
6
27.1
ARCA>EDGX>BATS>IEX>NASDAQ
VWAP
3
MKT
4.5
73
33
0.62
LiqDrop
true
LiquidityDrop
VenueSwitch
16
ARCA>EDGX>BATS>IEX>NASDAQ
MKT>PO
6.1
89
11.7
132
6
-26
-6
Watchlist
null
Toxic prints; widened spread
X006811
2025-12-02 14:44:18
QQQ
Buy
56,631
417.2
23,626,453.2
0.9
0.18
High
6.3
14
-30.5
NYSE>IEX>ARCA
POV
5
LMT
3.1
96
17
0.45
ToxicitySpike
false
null
null
0
NYSE>IEX>ARCA
LMT
75.4
89
12.7
83
48
25
-30
null
null
Toxic prints; widened spread
X006812
2025-12-24 09:35:38
V
Buy
1,230
259.68
319,406.4
4.1
0.016
High
18.3
7
14.2
NASDAQ>ARCA>IEX>BATS>EDGX
VWAP
3
PO
7.9
60
23
0.62
LiqDrop
false
null
null
0
NASDAQ>ARCA>IEX>BATS>EDGX
PO
46.2
92
11.8
33
24
-28
40
null
null
Stable book; normal liquidity
X006813
2025-12-03 13:16:22
NKE
Sell
21,198
173.99
3,688,240.02
2.7
0.098
Low
16.8
30
-20.1
IEX>ARCA>EDGX
VWAP
3
LMT
6
70
26
0.59
Slip>Thresh
false
null
null
0
IEX>ARCA>EDGX
LMT
90.4
85
16.3
81
30
-10
-1
null
null
Toxic prints; widened spread
X006814
2025-10-28 12:47:52
VZ
Buy
21,377
168.65
3,605,231.05
4.1
0.183
Low
19.1
8
5.1
NASDAQ>BATS
TWAP
3
PO
8.7
70
16
0.53
ToxicitySpike
true
ToxicitySpike
Cross
14
NASDAQ>BATS
PO>LMT
91.4
97
8.6
9
39
22
-34
null
null
Toxic prints; widened spread
X006815
2025-12-07 12:09:08
UNH
Sell
50,120
56.74
2,843,808.8
2.7
0.22
Medium
6.6
8
-31.7
IEX>EDGX>ARCA
Adaptive
4
LMT
3.5
88
21
0.68
Multi
false
null
null
0
IEX>EDGX>ARCA
LMT
25.7
95
0
17
0
13
35
null
null
Toxic prints; widened spread
X006816
2025-11-26 09:58:19
BA
Sell
35,405
126.39
4,474,837.95
2.7
0.118
Low
17.8
3
-21.5
NYSE>ARCA>BATS>IEX>NASDAQ
IS
5
LMT
9.5
83
22
0.83
LiqDrop
false
null
null
0
NYSE>ARCA>BATS>IEX>NASDAQ
LMT
67.8
100
16.6
73
57
-12
27
null
null
High urgency from PM
X006817
2025-12-12 11:36:17
SPY
Buy
34,983
481.19
16,833,469.77
1.7
0.047
High
16.4
38
-24.7
BATS>ARCA>NASDAQ>IEX>EDGX
Adaptive
3
LMT
5.1
77
27
0.69
LiqDrop
true
LiquidityDrop
OrderTypeChange
25
BATS>ARCA>NASDAQ>IEX>EDGX
LMT>IOC
77.3
90
0
110
59
12
-18
PositionLimitNear
null
Stable book; normal liquidity
X006818
2025-11-15 12:30:44
XLY
Buy
24,939
158.3
3,947,843.7
2.2
0.104
Medium
11
26
-8.9
BATS>NYSE
TWAP
1
LMT
3.4
68
24
0.8
Multi
true
MultiTrigger
Pause
23
BATS>NYSE
LMT>MKT
97.8
93
6.2
132
3
-26
6
NoShort
null
High urgency from PM
X006819
2025-12-06 13:46:55
TSLA
Sell
53,691
203.45
10,923,433.95
1.2
0.167
Low
21.6
14
-32.5
NYSE>ARCA
TWAP
2
MKT
7.4
82
33
0.62
Slip>Thresh
false
null
null
0
NYSE>ARCA
MKT
73.2
98
13.2
16
-7
-4
-24
PositionLimitNear
null
Paused due to data glitch
X006820
2025-11-11 15:15:17
VZ
Buy
13,931
42.61
593,599.91
2.6
0.119
Low
24.6
9
-14.3
EDGX>NASDAQ>BATS>IEX
VWAP
1
LMT
6.2
64
12
0.8
LiqDrop
false
null
null
0
EDGX>NASDAQ>BATS>IEX
LMT
72.2
95
0
60
7
14
-10
null
null
Stable book; normal liquidity
X006821
2025-11-03 10:41:13
META
Buy
101,432
116.44
11,810,742.08
1.3
0.283
Low
13.7
37
14.6
BATS>NASDAQ
VWAP
1
MKT
4.2
95
19
0.57
ToxicitySpike
false
null
null
0
BATS>NASDAQ
MKT
63.7
88
1.9
245
-18
-14
-4
Watchlist
null
Stable book; normal liquidity
X006822
2025-12-17 15:09:58
XLU
Sell
30,996
146.96
4,555,172.16
1.9
0.099
Medium
13
37
-29.2
BATS>IEX>ARCA>NASDAQ
POV
5
MKT
7.6
80
17
0.5
LiqDrop
false
null
null
0
BATS>IEX>ARCA>NASDAQ
MKT
81.2
94
4.9
87
-2
-37
-7
null
null
Stable book; normal liquidity
X006823
2025-11-16 15:09:26
CSCO
Buy
39,558
157.03
6,211,792.74
2.3
0.099
Medium
9.5
28
-14.7
NYSE>NASDAQ>IEX
Adaptive
2
LMT
3.2
76
22
0.72
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>IEX
LMT
44.5
91
0.4
90
14
2
17
null
null
Stable book; normal liquidity
X006824
2025-11-01 09:35:38
WMT
Buy
106,539
183.33
19,531,794.87
4.7
0.328
Low
7.1
15
-1.2
BATS>IEX>NYSE
TWAP
1
MKT
4.4
97
29
0.69
LiqDrop
false
null
null
0
BATS>IEX>NYSE
MKT
89.2
99
17
124
-5
14
17
null
null
Paused due to data glitch
X006825
2025-12-14 11:16:31
AMZN
Buy
7,818
212.66
1,662,575.88
2.2
0.359
Low
17.3
13
-27.5
NASDAQ>BATS>NYSE
Adaptive
4
LMT
6.4
64
28
0.81
LiqDrop
true
LiquidityDrop
AlgoSwitch
10
NASDAQ>BATS>NYSE
LMT>PO
5.7
100
0
93
-3
6
0
null
null
Paused due to data glitch
X006826
2025-11-25 14:56:41
IEF
Buy
31,153
97.23
3,029,006.19
2.5
0.118
Medium
11.3
12
22
IEX>ARCA>BATS>NASDAQ
IS
5
LMT
6.7
80
23
0.5
Slip>Thresh
false
null
null
0
IEX>ARCA>BATS>NASDAQ
LMT
65
96
8.4
170
-18
-3
1
null
null
Venue switch reduced impact
X006827
2025-12-23 11:35:39
XLV
Sell
96,786
16.12
1,560,190.32
1.1
0.272
Low
14
27
-2.5
NASDAQ>IEX>ARCA>BATS>EDGX
TWAP
3
MKT
5.7
108
19
0.78
Slip>Thresh
false
null
null
0
NASDAQ>IEX>ARCA>BATS>EDGX
MKT
58.4
100
17.6
122
9
19
-19
Watchlist
null
Paused due to data glitch
X006828
2025-12-07 15:06:57
AMZN
Sell
5,779
357.77
2,067,552.83
1.7
0.265
Low
13.9
33
-8.5
ARCA>IEX
TWAP
3
LMT
5
62
20
0.67
ToxicitySpike
false
null
null
0
ARCA>IEX
LMT
31.2
100
0
76
42
8
-39
null
null
Venue switch reduced impact
X006829
2025-12-21 10:44:38
NFLX
Buy
6,460
107.02
691,349.2
3.6
0.062
Medium
16.9
32
-1.8
NASDAQ>NYSE>ARCA
TWAP
1
MKT
6.3
62
18
0.47
Multi
false
null
null
0
NASDAQ>NYSE>ARCA
MKT
40.6
91
1.9
111
18
-11
3
null
null
Stable book; normal liquidity
X006830
2025-11-10 13:06:38
XLK
Sell
7,437
253.74
1,887,064.38
1.5
0.021
Ultra
6.3
27
-19.1
NYSE>IEX>EDGX>BATS
VWAP
2
MKT
2.7
63
14
0.77
Multi
false
null
null
0
NYSE>IEX>EDGX>BATS
MKT
40.6
96
7.5
46
-3
16
30
null
null
Paused due to data glitch
X006831
2025-11-21 12:54:11
MA
Buy
50,813
293.52
14,914,631.76
1.2
0.216
Low
22.5
29
-33.2
BATS>NYSE>IEX>EDGX>ARCA
TWAP
3
LMT
7.2
85
14
0.7
Multi
false
null
null
0
BATS>NYSE>IEX>EDGX>ARCA
LMT
11.3
93
7.4
33
17
-20
-34
null
null
Venue switch reduced impact
X006832
2025-11-04 10:38:02
BAC
Buy
34,716
69.16
2,400,958.56
1
0.095
Medium
24.1
36
-24.4
ARCA>NYSE
IS
4
LMT
9.6
79
16
0.62
Multi
false
null
null
0
ARCA>NYSE
LMT
70.7
91
3.2
119
-2
11
-26
null
null
High urgency from PM
X006833
2025-12-20 11:32:37
CSCO
Buy
157,771
17.64
2,783,080.44
3.6
0.396
Low
19.2
31
-10
ARCA>NASDAQ>NYSE>IEX
IS
4
LMT
9.9
150
19
0.53
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>NYSE>IEX
LMT
24.1
99
4.3
28
0
-30
-12
Watchlist
null
Paused due to data glitch
X006834
2025-11-08 10:35:16
MSFT
Buy
11,205
150.79
1,689,601.95
1.6
0.059
Medium
20.8
32
10.3
IEX>BATS>EDGX>NASDAQ
TWAP
2
LMT
6
64
25
0.57
LiqDrop
false
null
null
0
IEX>BATS>EDGX>NASDAQ
LMT
19.2
96
5.2
10
26
-39
37
Watchlist
null
Paused due to data glitch
X006835
2025-11-19 15:00:55
KO
Sell
8,730
185.82
1,622,208.6
2.4
0.217
Low
29.9
34
29.4
ARCA>EDGX>NYSE>NASDAQ>IEX
TWAP
2
LMT
8.8
63
35
0.41
ToxicitySpike
false
null
null
0
ARCA>EDGX>NYSE>NASDAQ>IEX
LMT
20.8
91
2.7
10
-2
24
40
null
null
Venue switch reduced impact
X006836
2025-12-03 11:47:02
SPY
Buy
371,110
489.14
181,524,745.4
1.4
0.501
Low
12.6
20
-29.1
EDGX>ARCA>NYSE
IS
4
LMT
5.9
273
17
0.4
LiqDrop
false
null
null
0
EDGX>ARCA>NYSE
LMT
74.9
90
6.8
222
19
-29
-16
null
null
Toxic prints; widened spread
X006837
2025-11-20 11:23:16
XLP
Sell
116,956
65.89
7,706,230.84
3
0.404
Low
21
6
1.9
IEX>ARCA>NYSE>EDGX
TWAP
2
MKT
8.4
109
30
0.73
Slip>Thresh
false
null
null
0
IEX>ARCA>NYSE>EDGX
MKT
56.7
90
10.7
36
-6
-4
1
null
null
Venue switch reduced impact
X006838
2025-11-18 12:29:20
XLV
Buy
45,815
18.1
829,251.5
1.9
0.129
Medium
13.2
23
-0.4
EDGX>NASDAQ>IEX>ARCA>NYSE
IS
5
LMT
7
89
24
0.49
Multi
false
null
null
0
EDGX>NASDAQ>IEX>ARCA>NYSE
LMT
49.5
94
17.7
33
7
16
-9
null
Throttle
Toxic prints; widened spread
X006839
2025-11-03 12:57:37
HD
Sell
34,581
100.28
3,467,782.68
2.1
0.134
Low
19.2
16
-6.1
BATS>NASDAQ>EDGX>ARCA
POV
4
MKT
9.6
79
25
0.75
Multi
false
null
null
0
BATS>NASDAQ>EDGX>ARCA
MKT
48.7
100
5.6
117
-6
0
18
null
null
Toxic prints; widened spread
X006840
2025-11-24 15:28:52
AMZN
Buy
1,008
86.94
87,635.52
1.4
0.046
Medium
32.6
36
-27.8
ARCA>NASDAQ>IEX
TWAP
3
LMT
10.1
60
24
0.46
LiqDrop
false
null
null
0
ARCA>NASDAQ>IEX
LMT
38.1
99
19.5
96
8
-27
-29
null
null
Stable book; normal liquidity
X006841
2025-12-07 13:07:02
TLT
Buy
25,025
95.44
2,388,386
3
0.092
Medium
8.2
33
22.1
ARCA>IEX>EDGX
Adaptive
1
LMT
2.8
68
31
0.63
Slip>Thresh
false
null
null
0
ARCA>IEX>EDGX
LMT
15.9
96
5.6
40
34
-21
-34
null
null
Toxic prints; widened spread
X006842
2025-12-18 14:25:15
IWM
Buy
86,010
197.17
16,958,591.7
1.2
0.119
Medium
14
15
2.7
IEX>NASDAQ>EDGX
Adaptive
3
LMT
4.2
103
15
0.73
Slip>Thresh
false
null
null
0
IEX>NASDAQ>EDGX
LMT
64.4
98
2.2
132
23
-30
37
null
null
High urgency from PM
X006843
2025-11-20 09:35:40
JPM
Buy
15,644
268.35
4,198,067.4
2.9
0.387
Low
11.5
18
6.7
IEX>BATS>EDGX>NYSE>NASDAQ
IS
5
LMT
7.2
70
33
0.73
Slip>Thresh
false
null
null
0
IEX>BATS>EDGX>NYSE>NASDAQ
LMT
26.4
97
17.2
83
-3
23
34
null
null
Stable book; normal liquidity
X006844
2025-12-15 15:22:16
JPM
Sell
6,203
79.29
491,835.87
3.5
0.154
Low
12.7
24
-17.9
ARCA>BATS>NASDAQ>IEX
IS
4
MKT
8.8
63
31
0.43
ToxicitySpike
false
null
null
0
ARCA>BATS>NASDAQ>IEX
MKT
55.1
95
0
103
-18
-31
39
null
null
High urgency from PM
X006845
2025-11-29 13:57:10
JPM
Buy
3,293
238.18
784,326.74
2.4
0.082
Medium
16.4
14
30.1
NASDAQ>ARCA>EDGX>IEX
VWAP
3
LMT
5.8
61
34
0.54
LiqDrop
true
LiquidityDrop
Pause
17
NASDAQ>ARCA>EDGX>IEX
LMT>PO
92
96
14
99
25
-35
25
null
null
Paused due to data glitch
X006846
2025-11-18 12:24:24
NFLX
Sell
3,861
213.24
823,319.64
4.9
0.037
Low
22.9
35
-34.5
ARCA>NASDAQ>NYSE
IS
4
PO
13.3
62
16
0.68
LiqDrop
false
null
null
0
ARCA>NASDAQ>NYSE
PO
21.3
87
10.6
40
-4
13
1
Watchlist
null
High urgency from PM
X006847
2025-11-08 10:52:18
BRK.B
Sell
22,960
231.59
5,317,306.4
1.8
0.104
High
5.6
25
-13.4
BATS>EDGX>IEX>NASDAQ>NYSE
IS
4
IOC
4
73
33
0.75
Slip>Thresh
false
null
null
0
BATS>EDGX>IEX>NASDAQ>NYSE
IOC
18.2
93
2.1
100
-13
-31
-32
Watchlist
null
Toxic prints; widened spread
X006848
2025-11-05 10:24:33
XLF
Buy
22,551
53.15
1,198,585.65
2.5
0.062
Medium
12.6
32
28.7
BATS>ARCA>NYSE>EDGX
Adaptive
5
LMT
5.6
74
27
0.78
Multi
false
null
null
0
BATS>ARCA>NYSE>EDGX
LMT
71
100
7.5
38
34
23
7
null
null
High urgency from PM
X006849
2025-12-25 09:35:37
INTC
Buy
1,401
299.89
420,145.89
1
0.067
High
23.2
29
-10.7
NASDAQ>IEX>EDGX>ARCA>BATS
POV
5
LMT
9.4
60
19
0.57
ToxicitySpike
false
null
null
0
NASDAQ>IEX>EDGX>ARCA>BATS
LMT
35.8
99
0
82
7
20
-35
null
null
High urgency from PM
X006850
2025-12-01 11:26:10
V
Sell
6,551
307.49
2,014,366.99
2.5
0.085
Medium
17.4
22
13.1
NASDAQ>BATS>IEX>ARCA>EDGX
VWAP
1
LMT
4.6
62
23
0.58
ToxicitySpike
false
null
null
0
NASDAQ>BATS>IEX>ARCA>EDGX
LMT
82.1
85
0
75
29
28
-22
null
null
High urgency from PM
X006851
2025-11-21 13:30:18
AAPL
Sell
60,965
245.41
14,961,420.65
1.6
0.179
Medium
7.6
4
4.5
BATS>NYSE
Adaptive
3
PO
3.1
90
22
0.63
ToxicitySpike
false
null
null
0
BATS>NYSE
PO
56.9
98
0
111
40
-20
34
NoShort
null
Stable book; normal liquidity
X006852
2025-12-21 09:58:21
V
Sell
9,655
88.49
854,370.95
3.5
0.126
Low
24.2
16
-34
IEX>ARCA>NASDAQ>NYSE
IS
5
MKT
15.4
66
14
0.68
LiqDrop
false
null
null
0
IEX>ARCA>NASDAQ>NYSE
MKT
4.2
98
17.1
10
-2
-10
-8
null
null
Stable book; normal liquidity
X006853
2025-10-30 09:42:57
WMT
Sell
132,768
196.8
26,128,742.4
5.2
0.409
Low
16.2
23
-13.3
BATS>NYSE>ARCA>IEX
Adaptive
5
IOC
10
146
13
0.43
Multi
false
null
null
0
BATS>NYSE>ARCA>IEX
IOC
7.6
99
0.9
140
41
-21
9
null
null
Venue switch reduced impact
X006854
2025-11-01 15:37:47
JNJ
Sell
52,438
191.77
10,056,035.26
4.8
0.193
Low
9.3
5
-20.9
EDGX>IEX
TWAP
1
LMT
4.1
78
32
0.74
ToxicitySpike
false
null
null
0
EDGX>IEX
LMT
11.2
97
0
261
55
-5
10
null
null
Venue switch reduced impact
X006855
2025-11-20 13:32:49
INTC
Sell
5,235
130.89
685,209.15
0.9
0.249
Low
23.2
12
-30.3
IEX>NASDAQ
TWAP
3
MKT
8.7
62
34
0.7
LiqDrop
false
null
null
0
IEX>NASDAQ
MKT
47.8
86
2.5
56
31
-18
22
null
null
Stable book; normal liquidity
X006856
2025-11-18 14:26:07
META
Sell
26,662
133.05
3,547,379.1
1.3
0.074
Medium
22.8
29
-11.2
NASDAQ>IEX>ARCA>NYSE
TWAP
1
LMT
5.5
69
16
0.5
LiqDrop
false
null
null
0
NASDAQ>IEX>ARCA>NYSE
LMT
93.1
99
0
125
-12
-26
-36
null
null
Stable book; normal liquidity
X006857
2025-11-07 12:26:09
VZ
Buy
198,358
301.65
59,834,690.7
2
1.697
Low
18.4
23
6.7
EDGX>BATS>NYSE>ARCA
VWAP
3
MKT
8.1
159
20
0.47
Slip>Thresh
false
null
null
0
EDGX>BATS>NYSE>ARCA
MKT
58.9
86
6.3
129
30
-37
32
null
null
Venue switch reduced impact
X006858
2025-11-06 13:30:32
TSLA
Buy
31,519
171.78
5,414,333.82
1.8
0.098
Low
24.9
6
2.6
EDGX>ARCA>BATS
TWAP
3
IOC
9.4
75
30
0.7
LiqDrop
true
LiquidityDrop
OrderTypeChange
20
EDGX>ARCA>BATS
IOC>PO
61.2
85
8.1
124
26
-12
-36
NoShort
null
Paused due to data glitch
X006859
2025-11-19 13:40:24
BA
Buy
16,686
319.66
5,333,846.76
2
0.056
High
10.5
39
31.6
EDGX>ARCA
Adaptive
5
IOC
5.4
70
21
0.59
ToxicitySpike
false
null
null
0
EDGX>ARCA
IOC
31.2
85
4.4
25
34
17
14
null
null
Paused due to data glitch
X006860
2025-11-28 13:58:15
QQQ
Buy
13,193
428.42
5,652,145.06
0.8
0.042
Ultra
22.8
31
-1.7
EDGX>BATS
VWAP
1
LMT
5
64
24
0.41
Multi
false
null
null
0
EDGX>BATS
LMT
11
88
7.7
54
-19
1
-14
PositionLimitNear
null
Toxic prints; widened spread
X006861
2025-12-07 10:42:29
KO
Sell
5,280
129.85
685,608
2.6
0.131
Medium
8.9
29
-20.8
BATS>NYSE>ARCA>IEX
IS
5
MKT
7
63
26
0.6
Multi
false
null
null
0
BATS>NYSE>ARCA>IEX
MKT
37.8
90
7.1
50
54
10
9
Watchlist
null
Stable book; normal liquidity
X006862
2025-10-27 14:04:33
NVDA
Sell
4,146
56.98
236,239.08
1.1
0.107
Medium
19.5
25
-18.8
ARCA>IEX>NASDAQ>EDGX
POV
4
LMT
7.3
62
30
0.42
LiqDrop
false
null
null
0
ARCA>IEX>NASDAQ>EDGX
LMT
89.3
99
9.9
70
27
1
0
Watchlist
null
High urgency from PM
X006863
2025-11-08 14:11:35
JNJ
Sell
49,083
110.06
5,402,074.98
4.2
0.18
Low
7.3
14
-24.1
IEX>EDGX>NYSE>ARCA
TWAP
3
LMT
4.5
84
27
0.67
LiqDrop
false
null
null
0
IEX>EDGX>NYSE>ARCA
LMT
98.6
91
11.6
54
-2
-34
-26
null
null
Paused due to data glitch
X006864
2025-11-13 10:03:32
JNJ
Sell
45,057
210.59
9,488,553.63
2.7
0.165
Low
19.8
27
-34.4
NYSE>EDGX
VWAP
3
PO
7.6
82
17
0.69
Multi
false
null
null
0
NYSE>EDGX
PO
74
93
12.4
130
-1
-2
-26
NoShort
null
Paused due to data glitch
X006865
2025-12-02 15:53:51
XLI
Buy
3,741
98.33
367,852.53
2.7
0.171
Low
12.9
25
-5
IEX>EDGX>ARCA>NYSE>NASDAQ
VWAP
1
LMT
3.8
61
30
0.53
LiqDrop
true
LiquidityDrop
Pause
16
IEX>EDGX>ARCA>NYSE>NASDAQ
LMT>IOC
29.1
71
3.3
131
32
-13
-17
PositionLimitNear
null
Toxic prints; widened spread
X006866
2025-11-15 12:21:36
NFLX
Buy
16,207
67.84
1,099,482.88
5.1
0.155
Low
24.8
34
28
BATS>ARCA>IEX>EDGX>NYSE
TWAP
3
LMT
10
68
17
0.53
ToxicitySpike
false
null
null
0
BATS>ARCA>IEX>EDGX>NYSE
LMT
19.4
95
2.1
152
8
-34
-9
null
null
High urgency from PM
X006867
2025-11-17 15:34:03
XLB
Buy
103,209
270.11
27,877,782.99
1.7
0.263
Low
11.8
33
26.7
ARCA>EDGX>IEX
IS
5
LMT
6.3
127
32
0.81
LiqDrop
false
null
null
0
ARCA>EDGX>IEX
LMT
31.5
98
0
96
32
-7
-36
null
null
Toxic prints; widened spread
X006868
2025-11-01 15:37:34
JPM
Buy
3,568
239.12
853,180.16
5.1
0.088
Low
24.3
17
-16.4
EDGX>NASDAQ>ARCA>NYSE
POV
5
LMT
12.8
62
26
0.73
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>ARCA>NYSE
LMT
46
97
25.6
109
26
-26
23
null
null
High urgency from PM
X006869
2025-10-28 10:56:49
INTC
Buy
1,457
81.66
118,978.62
1.1
0.069
High
16.2
19
15.1
IEX>NYSE
VWAP
2
LMT
4.4
60
21
0.65
Multi
false
null
null
0
IEX>NYSE
LMT
62
92
0.7
75
15
15
-9
Watchlist
null
Paused due to data glitch
X006870
2025-11-09 14:55:03
HYG
Sell
6,013
74.9
450,373.7
2.3
0.033
Ultra
6.8
37
7.5
EDGX>NYSE>BATS
VWAP
2
PO
3
62
28
0.43
LiqDrop
false
null
null
0
EDGX>NYSE>BATS
PO
65.9
93
0
20
38
-17
35
null
null
High urgency from PM
X006871
2025-12-02 12:14:19
AMD
Sell
17,638
269.41
4,751,853.58
2.4
0.492
Low
22.9
7
17.7
NYSE>EDGX>BATS
IS
5
IOC
13.3
71
24
0.43
LiqDrop
false
null
null
0
NYSE>EDGX>BATS
IOC
94.4
88
5.7
157
46
-3
32
null
null
Toxic prints; widened spread
X006872
2025-12-06 14:01:08
INTC
Sell
740
203.99
150,952.6
0.6
0.035
Ultra
37.9
27
7.2
BATS>NASDAQ>ARCA>IEX
Adaptive
4
PO
12.4
60
14
0.44
Slip>Thresh
false
null
null
0
BATS>NASDAQ>ARCA>IEX
PO
69.2
96
11.9
79
7
-29
5
PositionLimitNear
null
Paused due to data glitch
X006873
2025-11-26 14:51:37
DIS
Sell
47,872
192.71
9,225,413.12
1.5
0.209
Low
19.1
4
28.9
EDGX>IEX
POV
5
MKT
10.1
91
22
0.47
Slip>Thresh
false
null
null
0
EDGX>IEX
MKT
76.1
87
13.8
59
57
-36
19
NoShort
null
Paused due to data glitch
X006874
2025-11-09 11:51:11
AAPL
Sell
7,833
151.08
1,183,409.64
2.4
0.023
Ultra
5.7
24
11.9
BATS>IEX>ARCA>NYSE
IS
5
LMT
4.3
65
27
0.61
LiqDrop
false
null
null
0
BATS>IEX>ARCA>NYSE
LMT
9.4
91
12.3
62
50
-25
28
null
null
Stable book; normal liquidity
X006875
2025-11-26 14:04:07
BAC
Buy
90,699
194.06
17,601,047.94
1.3
0.247
Medium
11.8
7
23.2
IEX>BATS>ARCA>NASDAQ
VWAP
2
LMT
3.5
98
20
0.47
ToxicitySpike
true
ToxicitySpike
Pause
13
IEX>BATS>ARCA>NASDAQ
LMT>IOC
87.6
89
4.8
8
21
-9
12
null
null
Venue switch reduced impact
X006876
2025-11-20 12:11:26
XLE
Buy
18,348
284.15
5,213,584.2
3.4
0.066
Medium
10
35
15.7
NYSE>EDGX>IEX>ARCA>NASDAQ
VWAP
2
IOC
4.7
67
34
0.57
Multi
true
MultiTrigger
VenueSwitch
12
NYSE>EDGX>IEX>ARCA>NASDAQ
IOC>PO
87.9
94
9.4
176
3
-20
-13
null
null
High urgency from PM
X006877
2025-11-13 09:37:25
BAC
Sell
37,462
108.45
4,062,753.9
1.9
0.102
Medium
12.9
23
8.3
NASDAQ>BATS
IS
5
LMT
6.8
84
26
0.67
Multi
false
null
null
0
NASDAQ>BATS
LMT
31.9
97
8
181
60
-40
-31
null
null
Paused due to data glitch
X006878
2025-12-09 09:35:37
INTC
Sell
5,645
172.08
971,391.6
0.6
0.269
Medium
21.5
11
11.5
NYSE>NASDAQ
Adaptive
3
LMT
5.9
62
31
0.67
ToxicitySpike
false
null
null
0
NYSE>NASDAQ
LMT
23
62
2.1
123
29
-36
-35
null
null
Paused due to data glitch
X006879
2025-12-06 12:49:15
INTC
Sell
2,720
105.19
286,116.8
0.6
0.13
High
18.4
18
26.8
NYSE>NASDAQ>EDGX
POV
5
LMT
7.3
61
24
0.72
Multi
false
null
null
0
NYSE>NASDAQ>EDGX
LMT
43.9
94
8.4
85
13
16
0
null
null
Paused due to data glitch
X006880
2025-11-29 13:22:26
BA
Buy
6,817
83.07
566,288.19
2.6
0.023
Ultra
13.7
21
-26.3
BATS>NYSE>ARCA
IS
5
MKT
9.3
64
19
0.64
Slip>Thresh
false
null
null
0
BATS>NYSE>ARCA
MKT
14.1
88
15.4
73
18
-39
4
null
null
Venue switch reduced impact
X006881
2025-10-28 14:53:17
NKE
Sell
12,257
199.11
2,440,491.27
2.2
0.057
Medium
17.2
11
-14.7
BATS>ARCA>NASDAQ>IEX
Adaptive
4
MKT
7.5
67
17
0.62
Multi
false
null
null
0
BATS>ARCA>NASDAQ>IEX
MKT
91.9
96
0
94
30
24
3
null
null
Toxic prints; widened spread
X006882
2025-12-12 11:24:57
KO
Buy
1,381
64.04
88,439.24
2.9
0.034
Medium
32.8
20
-26.8
ARCA>NYSE>BATS>IEX
POV
4
LMT
13
60
13
0.45
Multi
false
null
null
0
ARCA>NYSE>BATS>IEX
LMT
14.5
93
17.4
60
2
-10
-39
null
null
Venue switch reduced impact
X006883
2025-12-11 13:47:27
XLI
Buy
1,222
18.86
23,046.92
3
0.056
Low
30.9
4
34.1
EDGX>NASDAQ>ARCA>BATS
TWAP
1
LMT
8
60
20
0.6
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
15
EDGX>NASDAQ>ARCA>BATS
LMT>MKT
33.9
98
19.4
9
29
12
32
null
null
Venue switch reduced impact
X006884
2025-11-17 11:02:34
T
Sell
47,408
179.09
8,490,298.72
3.7
0.395
Low
14.8
18
11.6
BATS>EDGX>ARCA
Adaptive
4
LMT
6.5
87
16
0.63
Slip>Thresh
false
null
null
0
BATS>EDGX>ARCA
LMT
48
85
3.1
24
2
29
35
PositionLimitNear
null
Venue switch reduced impact
X006885
2025-12-26 12:39:56
GOOGL
Sell
11,233
119.96
1,347,510.68
1.7
0.033
High
16.8
12
8.6
BATS>IEX>ARCA>NASDAQ
VWAP
3
MKT
6.6
65
30
0.47
ToxicitySpike
false
null
null
0
BATS>IEX>ARCA>NASDAQ
MKT
61.7
86
4.2
69
47
-1
-20
NoShort
null
Stable book; normal liquidity
X006886
2025-11-11 15:39:06
SPY
Buy
23,892
478.07
11,422,048.44
1.5
0.032
High
21.8
18
23.7
NASDAQ>EDGX>IEX>BATS
Adaptive
3
MKT
7.7
71
17
0.57
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>IEX>BATS
MKT
1.2
92
3.1
41
40
-20
-7
null
null
Paused due to data glitch
X006887
2025-12-17 12:10:02
HYG
Sell
20,786
79.06
1,643,341.16
1.9
0.114
Low
20.6
16
20.1
NASDAQ>IEX
VWAP
3
MKT
8
70
13
0.76
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
25
NASDAQ>IEX
MKT>LMT
53.2
90
16.4
84
17
12
16
NoShort
null
Stable book; normal liquidity
X006888
2025-12-03 15:01:07
UNH
Sell
27,532
206.42
5,683,155.44
2.3
0.121
Low
14.6
5
-23.6
NASDAQ>ARCA>NYSE
VWAP
3
LMT
5.2
73
24
0.51
Multi
false
null
null
0
NASDAQ>ARCA>NYSE
LMT
60
89
7.1
281
9
-22
-35
null
null
Toxic prints; widened spread
X006889
2025-12-15 14:46:55
META
Sell
13,193
85.65
1,129,980.45
1.2
0.037
Ultra
11.6
10
-17.9
IEX>NASDAQ>NYSE
IS
4
IOC
6
67
21
0.61
Multi
false
null
null
0
IEX>NASDAQ>NYSE
IOC
50.7
98
6.5
45
33
18
18
null
null
Toxic prints; widened spread
X006890
2025-12-20 09:35:08
HYG
Buy
17,158
79.28
1,360,286.24
1.3
0.094
Medium
18.8
17
-12.3
NASDAQ>ARCA>EDGX>BATS
Adaptive
4
IOC
7.2
69
28
0.82
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>EDGX>BATS
IOC
9
91
7.8
116
0
6
15
NoShort
null
Paused due to data glitch
X006891
2025-12-26 15:28:03
IEF
Sell
25,265
102.27
2,583,851.55
2.4
0.096
Low
23.9
33
23.6
BATS>NYSE>ARCA>NASDAQ
VWAP
2
LMT
6.9
70
35
0.82
LiqDrop
true
LiquidityDrop
OrderTypeChange
26
BATS>NYSE>ARCA>NASDAQ
LMT>MKT
72.7
92
7.9
106
-2
7
-2
null
null
Stable book; normal liquidity
X006892
2025-11-27 13:15:37
VZ
Sell
3,755
302.27
1,135,023.85
4.1
0.032
Medium
12.7
15
23.4
NYSE>NASDAQ
IS
5
LMT
8.5
62
26
0.44
Slip>Thresh
false
null
null
0
NYSE>NASDAQ
LMT
6.9
99
8.6
87
14
16
-26
null
null
High urgency from PM
X006893
2025-12-09 14:26:29
TLT
Buy
32,630
91.33
2,980,097.9
2.5
0.119
Low
16.7
15
-32.4
NYSE>ARCA>EDGX>IEX
VWAP
3
LMT
5.9
76
24
0.71
ToxicitySpike
false
null
null
0
NYSE>ARCA>EDGX>IEX
LMT
36.5
85
0
10
-11
27
-3
null
null
Paused due to data glitch
X006894
2025-12-25 12:22:47
XLU
Buy
88,718
291.82
25,889,686.76
1.6
0.284
Low
19
7
8.9
EDGX>NASDAQ>IEX>BATS>NYSE
Adaptive
4
LMT
6.5
111
30
0.8
Multi
false
null
null
0
EDGX>NASDAQ>IEX>BATS>NYSE
LMT
81.3
85
14.1
135
38
21
-27
null
null
Paused due to data glitch
X006895
2025-12-10 15:49:50
T
Sell
11,561
186.5
2,156,126.5
4.5
0.096
Low
19.5
35
18.1
IEX>NYSE>NASDAQ>EDGX
IS
5
LMT
11.6
67
23
0.6
ToxicitySpike
false
null
null
0
IEX>NYSE>NASDAQ>EDGX
LMT
47.2
95
27.3
15
26
28
13
null
null
Stable book; normal liquidity
X006896
2025-12-14 11:20:16
XLI
Buy
6,616
152.87
1,011,387.92
2
0.302
Low
33.4
5
-16.2
NYSE>ARCA>EDGX>BATS
VWAP
3
LMT
10.2
63
24
0.67
Multi
true
MultiTrigger
AlgoSwitch
12
NYSE>ARCA>EDGX>BATS
LMT>MKT
75.5
86
28.9
118
18
-40
-6
null
null
Stable book; normal liquidity
X006897
2025-10-31 12:26:42
BA
Buy
24,223
229.59
5,561,358.57
1.4
0.081
High
11
28
24.3
ARCA>NASDAQ>IEX>EDGX>NYSE
IS
4
MKT
6.2
73
35
0.42
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>IEX>EDGX>NYSE
MKT
2.2
96
2.8
93
13
-13
-14
null
null
Venue switch reduced impact
X006898
2025-12-23 15:44:45
NFLX
Sell
28,114
336.38
9,456,987.32
4.2
0.269
Low
15.1
17
-20.1
ARCA>NYSE>BATS
TWAP
3
LMT
6.8
74
28
0.84
LiqDrop
false
null
null
0
ARCA>NYSE>BATS
LMT
32.9
90
18.7
61
-10
13
21
null
null
Venue switch reduced impact
X006899
2025-10-31 11:43:22
XOM
Sell
13,978
69.3
968,675.4
2.9
0.128
Medium
10.7
32
5.6
BATS>EDGX>NYSE>IEX
VWAP
3
MKT
5.5
66
21
0.58
Multi
false
null
null
0
BATS>EDGX>NYSE>IEX
MKT
16.9
90
16.1
10
9
-23
27
Watchlist
null
High urgency from PM
X006900
2025-11-21 13:48:39
CVX
Buy
48,150
137.28
6,610,032
1.2
0.286
Low
20.1
20
-28.4
IEX>NYSE>NASDAQ>EDGX
IS
4
IOC
9.7
87
24
0.52
ToxicitySpike
false
null
null
0
IEX>NYSE>NASDAQ>EDGX
IOC
37.1
92
13.5
110
-17
-6
-16
null
null
Toxic prints; widened spread