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
X006901
2025-11-16 13:41:31
IWM
Sell
53,604
206.17
11,051,536.68
0.9
0.074
High
20.5
17
-1.8
ARCA>NASDAQ>EDGX
IS
5
PO
10.1
94
33
0.69
ToxicitySpike
true
ToxicitySpike
VenueSwitch
16
ARCA>NASDAQ>EDGX
PO>MKT
77.3
98
7.6
86
34
-10
-5
null
PriceBand
Venue switch reduced impact
X006902
2025-11-14 15:55:36
TSLA
Sell
4,732
343.64
1,626,104.48
1.6
0.015
Ultra
19.8
5
6
EDGX>IEX
IS
5
LMT
9.4
63
20
0.76
Multi
false
null
null
0
EDGX>IEX
LMT
49
95
3.8
38
25
14
5
Watchlist
null
Paused due to data glitch
X006903
2025-12-26 12:56:05
XLB
Sell
16,258
346.25
5,629,332.5
2.2
0.041
Ultra
8.8
27
-29.8
IEX>NYSE>ARCA
Adaptive
2
MKT
3.6
66
32
0.55
Slip>Thresh
false
null
null
0
IEX>NYSE>ARCA
MKT
87
95
6.5
51
31
-21
36
null
Unknown
High urgency from PM
X006904
2025-11-24 14:23:00
UNH
Sell
24,869
332.11
8,259,243.59
1.9
0.109
Medium
15.9
32
-15.5
NASDAQ>ARCA>IEX
VWAP
3
PO
5.9
72
21
0.46
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>IEX
PO
20.7
99
0
110
9
-23
22
null
null
Stable book; normal liquidity
X006905
2025-11-29 13:05:42
NFLX
Buy
24,770
302.52
7,493,420.4
4.7
0.237
Low
9.8
25
-12.2
ARCA>NASDAQ>BATS
IS
4
MKT
8.7
74
14
0.7
LiqDrop
false
null
null
0
ARCA>NASDAQ>BATS
MKT
11.3
92
0
27
39
5
28
null
null
High urgency from PM
X006906
2025-11-05 13:19:43
KO
Buy
3,603
66.44
239,383.32
3.4
0.09
Low
38.2
6
11.5
IEX>NASDAQ>ARCA>BATS
TWAP
1
LMT
9.8
61
26
0.46
LiqDrop
false
null
null
0
IEX>NASDAQ>ARCA>BATS
LMT
54.9
95
32.1
130
12
-7
12
Watchlist
null
Venue switch reduced impact
X006907
2025-11-27 11:42:27
NKE
Sell
7,541
29.77
224,495.57
2.7
0.035
Medium
20.6
6
28.6
IEX>ARCA>BATS>NASDAQ>EDGX
TWAP
2
LMT
6.5
63
18
0.41
LiqDrop
false
null
null
0
IEX>ARCA>BATS>NASDAQ>EDGX
LMT
25.2
88
13
78
55
-37
-13
null
null
Venue switch reduced impact
X006908
2025-11-04 09:39:57
BAC
Buy
18,063
217.44
3,927,618.72
1.1
0.049
Ultra
5
30
-3.1
IEX>NYSE>NASDAQ
VWAP
1
LMT
1.5
66
30
0.79
Multi
false
null
null
0
IEX>NYSE>NASDAQ
LMT
1
100
0
72
24
6
6
null
null
Venue switch reduced impact
X006909
2025-12-07 15:02:21
META
Sell
52,688
221.89
11,690,940.32
1.2
0.147
Medium
22.1
15
32.1
EDGX>NASDAQ>NYSE>IEX
VWAP
1
MKT
6.2
78
30
0.65
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>NYSE>IEX
MKT
95.2
92
6
55
-1
-1
-14
null
null
Venue switch reduced impact
X006910
2025-11-28 11:48:04
BRK.B
Sell
29,344
144.81
4,249,304.64
1.4
0.133
Medium
9.7
26
-17.8
IEX>BATS>NYSE
VWAP
2
LMT
3
72
34
0.64
Multi
false
null
null
0
IEX>BATS>NYSE
LMT
97.4
98
10.8
55
14
-11
29
null
null
Stable book; normal liquidity
X006911
2025-11-12 11:16:45
SPY
Buy
34,051
465.1
15,837,120.1
0.9
0.046
Ultra
8
19
-13.2
IEX>NYSE>NASDAQ>BATS>EDGX
VWAP
2
PO
2.6
74
15
0.76
ToxicitySpike
false
null
null
0
IEX>NYSE>NASDAQ>BATS>EDGX
PO
37
89
11.3
58
38
-28
-12
null
null
Toxic prints; widened spread
X006912
2025-12-18 11:36:50
VZ
Sell
9,928
197.89
1,964,651.92
4
0.085
Low
24.6
5
10.3
ARCA>NASDAQ
TWAP
1
LMT
7.1
63
29
0.83
Slip>Thresh
false
null
null
0
ARCA>NASDAQ
LMT
68.4
95
0
137
-12
24
-27
null
null
Venue switch reduced impact
X006913
2025-12-16 11:31:07
AMZN
Sell
4,951
58.34
288,841.34
2.8
0.227
Low
13.9
24
-19.8
NYSE>IEX>NASDAQ>EDGX>ARCA
TWAP
2
LMT
5
62
19
0.75
ToxicitySpike
false
null
null
0
NYSE>IEX>NASDAQ>EDGX>ARCA
LMT
51
92
0
44
59
27
20
null
null
High urgency from PM
X006914
2025-12-25 13:02:02
KO
Buy
18,307
284.78
5,213,467.46
3
0.456
Low
34.4
37
-2.2
NASDAQ>EDGX
TWAP
3
LMT
11.7
69
22
0.58
Slip>Thresh
false
null
null
0
NASDAQ>EDGX
LMT
32.2
85
12.8
10
-9
-14
-29
PositionLimitNear
null
Toxic prints; widened spread
X006915
2025-11-06 10:41:14
XLU
Buy
10,312
122.39
1,262,085.68
1.8
0.033
Ultra
8.9
5
34.2
NASDAQ>NYSE>IEX
VWAP
2
MKT
3.6
64
31
0.74
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>IEX
MKT
37
85
7.7
64
26
-18
-19
null
null
Stable book; normal liquidity
X006916
2025-10-30 10:43:39
JPM
Buy
2,763
64.57
178,406.91
4.4
0.068
Low
28.5
24
0.9
EDGX>ARCA>IEX>NYSE
Adaptive
4
MKT
13
61
16
0.72
ToxicitySpike
false
null
null
0
EDGX>ARCA>IEX>NYSE
MKT
21.5
95
23.2
95
39
-3
14
null
null
High urgency from PM
X006917
2025-12-06 12:01:39
PEP
Buy
78,235
48.52
3,795,962.2
3.2
0.247
Low
14.6
29
19.7
NASDAQ>EDGX>IEX
Adaptive
4
IOC
7.1
104
35
0.46
Multi
false
null
null
0
NASDAQ>EDGX>IEX
IOC
7.8
98
17.7
10
-3
22
-34
null
null
Paused due to data glitch
X006918
2025-12-17 15:52:23
NKE
Buy
38,222
26.01
994,154.22
3
0.178
Low
7.9
35
20.7
IEX>NYSE
TWAP
1
LMT
3.1
73
25
0.58
LiqDrop
false
null
null
0
IEX>NYSE
LMT
17.6
77
16.7
78
19
14
-37
NoShort
null
Stable book; normal liquidity
X006919
2025-12-13 11:05:51
JNJ
Sell
47,952
34.95
1,675,922.4
5.2
0.176
Medium
4.1
36
18.6
ARCA>NASDAQ>IEX>EDGX>NYSE
TWAP
2
MKT
4.5
80
23
0.56
Slip>Thresh
true
SlippageAboveThreshold
AlgoSwitch
18
ARCA>NASDAQ>IEX>EDGX>NYSE
MKT>IOC
74.7
84
23.6
80
32
-21
38
NoShort
null
High urgency from PM
X006920
2025-12-04 15:29:27
XOM
Sell
2,351
141.85
333,489.35
4
0.022
High
9.7
25
-10.3
ARCA>IEX>NYSE>EDGX>BATS
IS
5
LMT
7.2
61
32
0.49
ToxicitySpike
false
null
null
0
ARCA>IEX>NYSE>EDGX>BATS
LMT
78.8
97
3
92
21
-13
31
PositionLimitNear
null
Toxic prints; widened spread
X006921
2025-12-17 09:35:39
XLU
Sell
32,040
59.77
1,915,030.8
1.4
0.103
Medium
23.7
6
24.5
ARCA>NASDAQ
Adaptive
5
LMT
8.5
80
28
0.63
Multi
false
null
null
0
ARCA>NASDAQ
LMT
41.8
97
0
95
-16
17
-35
null
null
High urgency from PM
X006922
2025-12-19 11:28:20
TSLA
Sell
15,109
72.15
1,090,114.35
1.9
0.047
High
16.9
25
-31.1
EDGX>BATS
VWAP
2
LMT
4.9
66
29
0.42
Slip>Thresh
false
null
null
0
EDGX>BATS
LMT
76.7
92
4.3
37
9
5
35
null
null
High urgency from PM
X006923
2025-12-14 09:35:44
HYG
Sell
19,784
77.97
1,542,558.48
2
0.109
Medium
16
3
-0.1
BATS>NYSE>IEX>EDGX>ARCA
VWAP
1
MKT
5
66
33
0.72
Slip>Thresh
false
null
null
0
BATS>NYSE>IEX>EDGX>ARCA
MKT
0.5
97
4.5
53
45
-15
0
NoShort
null
Paused due to data glitch
X006924
2025-11-05 11:10:38
XLI
Buy
5,687
25.75
146,440.25
1.9
0.259
Low
26.8
11
35
IEX>NASDAQ>NYSE>ARCA>EDGX
IS
4
LMT
11.4
63
20
0.78
Multi
false
null
null
0
IEX>NASDAQ>NYSE>ARCA>EDGX
LMT
18.4
96
0
59
18
13
32
null
null
Venue switch reduced impact
X006925
2025-12-05 12:46:13
JPM
Sell
11,312
87.75
992,628
2.6
0.28
Low
27
18
-9.6
EDGX>ARCA>NASDAQ>BATS
TWAP
2
IOC
9.5
64
23
0.58
ToxicitySpike
false
null
null
0
EDGX>ARCA>NASDAQ>BATS
IOC
12.9
90
4.3
176
-4
25
-15
null
null
High urgency from PM
X006926
2025-12-26 11:42:17
BAC
Sell
15,283
257.14
3,929,870.62
1.2
0.042
Ultra
12.8
36
13.3
BATS>NYSE
IS
4
IOC
6.5
68
34
0.72
LiqDrop
false
null
null
0
BATS>NYSE
IOC
40.6
89
4.5
51
12
-20
-11
null
null
Paused due to data glitch
X006927
2025-11-12 13:55:10
XLF
Sell
20,278
227.29
4,608,986.62
3
0.055
High
7.6
17
-10.9
NASDAQ>BATS>EDGX
POV
5
PO
5.6
73
29
0.42
ToxicitySpike
false
null
null
0
NASDAQ>BATS>EDGX
PO
74.1
89
2.1
47
5
-11
-31
null
null
High urgency from PM
X006928
2025-10-27 12:35:05
V
Buy
11,432
274.01
3,132,482.32
3.4
0.149
Low
15.7
14
5.5
NYSE>EDGX>ARCA
IS
5
PO
10.2
67
22
0.43
Multi
false
null
null
0
NYSE>EDGX>ARCA
PO
54.4
90
12.1
28
60
-28
-21
PositionLimitNear
null
Stable book; normal liquidity
X006929
2025-11-12 13:06:18
XLI
Buy
1,293
19.44
25,135.92
3
0.059
Medium
21.5
8
-34.5
NASDAQ>EDGX>NYSE>BATS
TWAP
1
MKT
7.2
60
35
0.52
Multi
false
null
null
0
NASDAQ>EDGX>NYSE>BATS
MKT
95
86
6.5
89
-17
-35
-2
Watchlist
null
Stable book; normal liquidity
X006930
2025-11-30 13:46:21
KO
Buy
3,847
218.04
838,799.88
2.6
0.096
Medium
8.4
5
1.4
BATS>NASDAQ>EDGX
TWAP
2
LMT
3.4
61
16
0.68
Multi
false
null
null
0
BATS>NASDAQ>EDGX
LMT
21.7
92
2.1
119
33
7
-16
null
null
Paused due to data glitch
X006931
2025-10-28 14:05:16
META
Sell
66,673
309.33
20,623,959.09
0.9
0.186
High
8.9
14
24.6
ARCA>NASDAQ>EDGX>BATS>NYSE
TWAP
2
LMT
2.7
88
24
0.6
Multi
false
null
null
0
ARCA>NASDAQ>EDGX>BATS>NYSE
LMT
39.9
89
3
93
4
-6
-40
null
null
Venue switch reduced impact
X006932
2025-12-06 14:28:17
META
Buy
23,721
71.55
1,697,237.55
1.3
0.066
High
9.7
4
-2.9
EDGX>BATS>NYSE>NASDAQ
VWAP
1
MKT
3.1
68
27
0.81
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
18
EDGX>BATS>NYSE>NASDAQ
MKT>LMT
93
88
5.4
70
26
21
23
null
null
High urgency from PM
X006933
2025-12-18 12:45:13
MA
Sell
48,718
137.6
6,703,596.8
1.2
0.208
Medium
15.2
14
-24.6
ARCA>NASDAQ>NYSE>BATS
VWAP
3
LMT
4.8
84
18
0.57
Multi
false
null
null
0
ARCA>NASDAQ>NYSE>BATS
LMT
55.7
88
3.2
134
39
25
32
null
null
Venue switch reduced impact
X006934
2025-10-29 15:35:58
XLI
Buy
2,204
314.08
692,232.32
3.8
0.101
Low
13.1
34
10
NYSE>ARCA>NASDAQ
Adaptive
3
MKT
6.5
61
35
0.76
Slip>Thresh
false
null
null
0
NYSE>ARCA>NASDAQ
MKT
62.9
85
22.5
111
-9
26
-23
NoShort
null
Venue switch reduced impact
X006935
2025-12-07 14:02:52
DIS
Sell
14,936
328.56
4,907,372.16
2.3
0.065
Medium
11.7
29
2.7
ARCA>IEX>NASDAQ>EDGX>NYSE
VWAP
1
MKT
4.1
65
15
0.4
ToxicitySpike
true
ToxicitySpike
Cross
14
ARCA>IEX>NASDAQ>EDGX>NYSE
MKT>PO
96.6
95
0
32
49
-16
30
null
null
Stable book; normal liquidity
X006936
2025-11-21 09:35:30
XLU
Buy
77,846
217.66
16,943,960.36
1.3
0.249
Low
23.2
27
-21.8
BATS>EDGX
IS
4
MKT
11.6
104
17
0.71
LiqDrop
false
null
null
0
BATS>EDGX
MKT
98.3
94
0
114
34
13
8
null
null
Venue switch reduced impact
X006937
2025-12-05 12:28:17
XLY
Sell
107,375
281.48
30,223,915
1.3
0.448
Low
13.7
22
33.7
IEX>ARCA>EDGX
IS
4
IOC
7.2
121
22
0.44
Slip>Thresh
false
null
null
0
IEX>ARCA>EDGX
IOC
7.6
90
4
158
35
9
28
null
null
Paused due to data glitch
X006938
2025-12-02 14:14:09
AAPL
Sell
14,543
335.88
4,884,702.84
2.5
0.043
Ultra
7.3
37
-33.1
NYSE>EDGX>BATS>ARCA
VWAP
3
LMT
3.3
67
14
0.46
LiqDrop
false
null
null
0
NYSE>EDGX>BATS>ARCA
LMT
62.7
99
8.6
68
47
-17
-4
null
null
Paused due to data glitch
X006939
2025-12-18 09:41:04
KO
Sell
24,414
44.8
1,093,747.2
2.5
0.608
Low
15.6
12
21.3
ARCA>NASDAQ>EDGX>BATS>IEX
VWAP
1
MKT
5.3
68
35
0.67
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>EDGX>BATS>IEX
MKT
5.1
100
0
59
17
-1
-9
null
null
Paused due to data glitch
X006940
2025-11-19 15:10:43
XLK
Buy
123,806
232.54
28,789,847.24
1.4
0.347
Low
11.8
25
34.5
ARCA>EDGX>NYSE>NASDAQ
TWAP
1
LMT
3.3
103
22
0.59
LiqDrop
false
null
null
0
ARCA>EDGX>NYSE>NASDAQ
LMT
78.9
96
2.3
79
32
-27
-5
NoShort
null
Stable book; normal liquidity
X006941
2025-12-04 14:18:43
UNH
Buy
20,302
317.98
6,455,629.96
1.7
0.089
Medium
14
12
-18.4
ARCA>NYSE>EDGX
VWAP
3
LMT
4.7
70
15
0.53
LiqDrop
false
null
null
0
ARCA>NYSE>EDGX
LMT
33
96
3.7
12
28
-15
-18
null
null
High urgency from PM
X006942
2025-12-22 14:43:00
IEF
Sell
38,952
102.46
3,991,021.92
2
0.148
Low
24.6
9
-23.2
NASDAQ>NYSE>BATS>EDGX>IEX
VWAP
3
MKT
9.4
79
21
0.75
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>BATS>EDGX>IEX
MKT
57.4
92
4.2
164
15
20
27
Watchlist
null
Stable book; normal liquidity
X006943
2025-11-04 09:35:10
V
Buy
1,161
249.29
289,425.69
2.7
0.015
Ultra
13.6
35
3.1
ARCA>EDGX>IEX>NASDAQ
TWAP
3
PO
6
60
32
0.49
ToxicitySpike
false
null
null
0
ARCA>EDGX>IEX>NASDAQ
PO
93.5
91
6.9
70
3
13
-4
null
null
Paused due to data glitch
X006944
2025-11-24 12:07:14
PEP
Buy
18,033
205.02
3,697,125.66
4.7
0.057
Low
22.1
37
29.2
IEX>ARCA>NASDAQ
POV
5
LMT
11.7
71
33
0.49
Multi
false
null
null
0
IEX>ARCA>NASDAQ
LMT
57.9
95
12.8
69
-6
-33
-11
null
null
Stable book; normal liquidity
X006945
2025-11-11 14:32:48
CVX
Buy
38,521
201.42
7,758,899.82
0.7
0.229
Medium
24.4
27
-31.4
NYSE>IEX>EDGX>NASDAQ
TWAP
3
PO
8.2
79
32
0.66
LiqDrop
true
LiquidityDrop
OrderTypeChange
18
NYSE>IEX>EDGX>NASDAQ
PO>IOC
17.7
88
7.5
105
21
13
35
null
null
Stable book; normal liquidity
X006946
2025-11-17 13:33:18
JNJ
Sell
24,203
107.98
2,613,439.94
2.5
0.089
Medium
10.2
5
-23.9
IEX>EDGX
TWAP
2
IOC
4.4
70
32
0.4
LiqDrop
true
LiquidityDrop
VenueSwitch
47
IEX>EDGX
IOC>PO
23.8
100
4.8
172
20
-32
-33
PositionLimitNear
null
Stable book; normal liquidity
X006947
2025-12-05 12:24:59
BRK.B
Sell
40,905
341.92
13,986,237.6
1.7
0.186
Low
19.1
3
0.1
IEX>EDGX>BATS>NASDAQ>ARCA
VWAP
2
MKT
6.6
77
31
0.77
Slip>Thresh
false
null
null
0
IEX>EDGX>BATS>NASDAQ>ARCA
MKT
92.9
98
3.4
126
-9
-25
-9
null
Throttle
Toxic prints; widened spread
X006948
2025-12-10 14:41:48
SPY
Buy
153,322
500.28
76,703,930.16
0.8
0.207
Medium
21.9
32
-4
ARCA>BATS>NASDAQ>EDGX
VWAP
1
MKT
5.9
113
32
0.59
Multi
false
null
null
0
ARCA>BATS>NASDAQ>EDGX
MKT
88.5
88
19.7
93
57
-11
-27
null
Throttle
High urgency from PM
X006949
2025-12-26 10:21:53
TSLA
Buy
49,506
58.49
2,895,605.94
1.1
0.154
Low
24.6
30
-20.3
ARCA>NYSE
IS
4
LMT
9.9
88
12
0.83
Multi
false
null
null
0
ARCA>NYSE
LMT
76.1
88
26.6
10
37
-35
-23
null
null
Stable book; normal liquidity
X006950
2025-12-13 15:44:56
QQQ
Sell
64,859
423.72
27,482,055.48
0.6
0.206
Ultra
3.8
5
5.2
ARCA>NYSE
Adaptive
4
LMT
1.5
97
12
0.47
ToxicitySpike
false
null
null
0
ARCA>NYSE
LMT
7.6
94
0
78
-6
12
-14
null
null
High urgency from PM
X006951
2025-10-28 15:07:17
VZ
Buy
30,391
110.3
3,352,127.3
2.5
0.26
Low
9.2
28
16
ARCA>EDGX
VWAP
1
LMT
3
70
21
0.53
Multi
false
null
null
0
ARCA>EDGX
LMT
83.6
99
3.8
69
15
-36
-36
null
null
High urgency from PM
X006952
2025-11-08 15:23:07
MA
Buy
28,679
150.84
4,325,940.36
0.7
0.122
High
10.1
28
9
NASDAQ>EDGX>NYSE
VWAP
2
IOC
3.2
72
17
0.67
LiqDrop
false
null
null
0
NASDAQ>EDGX>NYSE
IOC
33
100
6.6
10
33
-25
-40
null
null
High urgency from PM
X006953
2025-12-15 12:34:37
QQQ
Sell
118,064
392.99
46,397,971.36
0.7
0.374
Low
17.7
8
10.4
NYSE>ARCA>BATS>NASDAQ
VWAP
2
LMT
4.7
110
12
0.66
ToxicitySpike
false
null
null
0
NYSE>ARCA>BATS>NASDAQ
LMT
58.8
98
0
50
38
-11
-18
null
null
Paused due to data glitch
X006954
2025-11-22 11:52:19
IWM
Buy
140,988
205.52
28,975,853.76
1.3
0.195
High
3.4
22
22.7
IEX>EDGX>NASDAQ>BATS
IS
5
LMT
2.5
151
33
0.7
Multi
false
null
null
0
IEX>EDGX>NASDAQ>BATS
LMT
42.2
89
1.5
140
-3
24
-1
null
null
Venue switch reduced impact
X006955
2025-12-01 09:35:01
XLU
Sell
150,375
189.49
28,494,558.75
2.1
0.482
Low
11.2
21
-26.1
NASDAQ>ARCA
TWAP
2
LMT
4
123
21
0.69
Multi
false
null
null
0
NASDAQ>ARCA
LMT
39
90
4.5
107
6
14
-16
null
null
Stable book; normal liquidity
X006956
2025-12-12 11:49:49
NVDA
Buy
15,908
153.65
2,444,264.2
1.1
0.412
Low
26.7
10
-30.1
BATS>NYSE>EDGX>NASDAQ>IEX
IS
4
LMT
10.8
69
30
0.74
Multi
false
null
null
0
BATS>NYSE>EDGX>NASDAQ>IEX
LMT
6.8
97
4.7
81
17
-36
2
null
null
Paused due to data glitch
X006957
2025-12-14 15:55:12
KO
Buy
2,075
27.37
56,792.75
3.6
0.052
Low
30.3
3
-6.7
NASDAQ>EDGX
POV
5
IOC
16.1
61
20
0.43
ToxicitySpike
false
null
null
0
NASDAQ>EDGX
IOC
5.6
99
9.8
67
10
-33
-39
null
null
Stable book; normal liquidity
X006958
2025-12-18 11:49:10
KO
Sell
1,760
189.79
334,030.4
2.8
0.044
Medium
23.9
36
27.9
NYSE>EDGX
Adaptive
4
LMT
8.5
61
19
0.55
Slip>Thresh
false
null
null
0
NYSE>EDGX
LMT
86.2
88
3.7
10
29
-27
15
NoShort
VenueReject
Paused due to data glitch
X006959
2025-12-05 13:22:19
DIS
Buy
13,964
72.33
1,010,016.12
2.2
0.061
Ultra
3.2
23
-6.8
IEX>ARCA>EDGX
TWAP
3
MKT
2.7
66
24
0.69
ToxicitySpike
false
null
null
0
IEX>ARCA>EDGX
MKT
91.2
94
0
97
49
-27
24
null
null
High urgency from PM
X006960
2025-10-31 12:34:00
JNJ
Buy
180,956
110.43
19,982,971.08
2.5
0.664
Low
19.2
5
-19.9
NYSE>ARCA
IS
4
LMT
9.2
164
13
0.58
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
10
NYSE>ARCA
LMT>IOC
68.9
97
18
143
20
14
5
null
null
Venue switch reduced impact
X006961
2025-12-26 14:33:40
NKE
Buy
37,898
121.76
4,614,460.48
4.1
0.176
Low
8.3
3
-18.1
BATS>NASDAQ>NYSE>ARCA>IEX
Adaptive
5
LMT
5.3
84
13
0.53
ToxicitySpike
false
null
null
0
BATS>NASDAQ>NYSE>ARCA>IEX
LMT
8
92
11.4
10
28
-26
-8
null
null
Venue switch reduced impact
X006962
2025-11-11 09:35:57
IWM
Buy
43,297
195
8,442,915
1.2
0.06
High
22.6
25
24.7
NYSE>EDGX>IEX>BATS>ARCA
POV
5
LMT
9.3
88
16
0.48
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
12
NYSE>EDGX>IEX>BATS>ARCA
LMT>MKT
22.5
90
20.3
48
41
-27
-4
null
null
Venue switch reduced impact
X006963
2025-11-22 09:35:21
NKE
Sell
25,370
123.08
3,122,539.6
2.7
0.118
Low
16.2
11
-28.7
ARCA>EDGX>NYSE
IS
4
MKT
9.7
74
33
0.82
Slip>Thresh
false
null
null
0
ARCA>EDGX>NYSE
MKT
28
88
11.8
28
15
-17
-23
Watchlist
null
Paused due to data glitch
X006964
2025-11-22 15:08:54
XLK
Buy
15,722
220.25
3,462,770.5
1.5
0.044
High
14.1
13
8.9
EDGX>ARCA>IEX>NYSE>NASDAQ
IS
5
LMT
7
70
26
0.58
Slip>Thresh
false
null
null
0
EDGX>ARCA>IEX>NYSE>NASDAQ
LMT
10.7
94
2.7
10
40
-25
-28
null
null
High urgency from PM
X006965
2025-12-04 15:13:24
V
Buy
3,191
168.08
536,343.28
4.6
0.042
Low
29.8
23
20.6
EDGX>ARCA>NYSE
IS
5
LMT
15.9
62
23
0.62
Multi
false
null
null
0
EDGX>ARCA>NYSE
LMT
13.9
95
27.6
97
11
0
5
null
Throttle
Paused due to data glitch
X006966
2025-12-02 10:52:13
BA
Buy
12,130
197.24
2,392,521.2
1.8
0.04
High
19.3
37
12.1
EDGX>NASDAQ>ARCA>NYSE
Adaptive
2
MKT
6.3
65
35
0.47
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>ARCA>NYSE
MKT
27.7
87
14.8
48
47
15
-33
Watchlist
null
Paused due to data glitch
X006967
2025-11-15 15:41:08
BA
Buy
33,222
171.26
5,689,599.72
1.9
0.111
High
5.6
11
4.8
NYSE>NASDAQ>IEX>BATS
POV
5
LMT
3.5
81
17
0.59
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>IEX>BATS
LMT
22.7
97
5.2
52
34
4
-17
PositionLimitNear
null
Paused due to data glitch
X006968
2025-12-04 11:09:34
PFE
Buy
39,037
34.74
1,356,145.38
2.9
0.106
Low
16.9
36
6.3
NASDAQ>BATS>EDGX>ARCA>NYSE
TWAP
3
LMT
6.5
79
30
0.81
Multi
false
null
null
0
NASDAQ>BATS>EDGX>ARCA>NYSE
LMT
76
92
5.4
81
13
7
29
null
null
High urgency from PM
X006969
2025-10-28 10:20:39
XLY
Buy
4,062
27.82
113,004.84
1.6
0.017
Ultra
14.4
36
1.5
NYSE>ARCA>BATS>NASDAQ>IEX
POV
4
MKT
7.1
62
18
0.45
Multi
false
null
null
0
NYSE>ARCA>BATS>NASDAQ>IEX
MKT
90.9
89
20
74
-17
-21
18
null
null
Paused due to data glitch
X006970
2025-12-10 09:35:26
PFE
Sell
47,585
105.83
5,035,920.55
2.5
0.129
Low
23.1
19
-21
IEX>ARCA
TWAP
2
IOC
8.2
80
23
0.73
Multi
false
null
null
0
IEX>ARCA
IOC
21.6
91
0
91
-16
-36
-18
null
null
Venue switch reduced impact
X006971
2025-11-17 13:23:10
JNJ
Buy
45,541
82.1
3,738,916.1
4.4
0.167
Low
19.9
25
-2.7
NASDAQ>BATS>EDGX>ARCA
POV
5
IOC
12.4
89
35
0.42
Slip>Thresh
false
null
null
0
NASDAQ>BATS>EDGX>ARCA
IOC
71.1
87
19.6
25
55
10
29
Watchlist
null
Toxic prints; widened spread
X006972
2025-11-07 13:37:36
CSCO
Sell
151,737
222.24
33,722,030.88
2.7
0.381
Low
22.3
38
-28.4
NYSE>IEX>BATS>EDGX>NASDAQ
IS
4
LMT
10.4
147
13
0.49
LiqDrop
false
null
null
0
NYSE>IEX>BATS>EDGX>NASDAQ
LMT
60.7
92
0
67
13
17
-6
Watchlist
null
Venue switch reduced impact
X006973
2025-12-06 10:40:01
IEF
Sell
60,709
97.23
5,902,736.07
2.6
0.23
Low
8.3
16
15.1
ARCA>EDGX>IEX>BATS
TWAP
1
LMT
3
81
21
0.68
Multi
false
null
null
0
ARCA>EDGX>IEX>BATS
LMT
99.1
96
0.2
83
46
-30
25
null
null
Paused due to data glitch
X006974
2025-11-12 10:47:51
CVX
Sell
18,489
133.31
2,464,768.59
1.2
0.11
Ultra
4.8
37
28.7
EDGX>BATS>NASDAQ>NYSE>IEX
IS
5
LMT
3
72
19
0.83
Slip>Thresh
false
null
null
0
EDGX>BATS>NASDAQ>NYSE>IEX
LMT
57
99
1.2
74
13
-38
24
null
null
High urgency from PM
X006975
2025-12-07 15:29:16
PEP
Sell
39,995
237.4
9,494,813
2.9
0.126
Medium
4.7
5
0.5
NYSE>BATS>ARCA>IEX>EDGX
Adaptive
5
LMT
3.4
85
27
0.56
LiqDrop
false
null
null
0
NYSE>BATS>ARCA>IEX>EDGX
LMT
68.2
100
0
102
-9
-2
-30
PositionLimitNear
null
Toxic prints; widened spread
X006976
2025-11-08 13:38:05
GOOGL
Sell
22,466
215.2
4,834,683.2
1.4
0.067
High
11.8
4
34.7
NASDAQ>EDGX>BATS>ARCA>IEX
VWAP
2
MKT
4.2
69
30
0.42
LiqDrop
false
null
null
0
NASDAQ>EDGX>BATS>ARCA>IEX
MKT
60
85
9
34
27
-19
-40
PositionLimitNear
null
Stable book; normal liquidity
X006977
2025-11-18 09:47:30
AAPL
Buy
44,963
157.42
7,078,075.46
1.7
0.132
Medium
8.3
7
7
NASDAQ>EDGX>BATS
Adaptive
2
LMT
2.7
79
13
0.56
LiqDrop
true
LiquidityDrop
Pause
28
NASDAQ>EDGX>BATS
LMT>MKT
45
87
0
147
20
-30
-38
null
null
High urgency from PM
X006978
2025-11-08 12:35:56
CSCO
Sell
33,779
256.03
8,648,437.37
2.3
0.085
Medium
11.6
8
-19
EDGX>IEX
POV
4
MKT
6.6
79
17
0.81
ToxicitySpike
true
ToxicitySpike
Pause
22
EDGX>IEX
MKT>LMT
88.7
88
3.2
83
2
-33
2
null
null
High urgency from PM
X006979
2025-11-01 11:16:01
TSLA
Buy
76,163
138.71
10,564,569.73
1.6
0.237
Low
13.8
8
32.9
ARCA>IEX>NYSE>EDGX>BATS
TWAP
2
LMT
4.3
92
27
0.53
Slip>Thresh
false
null
null
0
ARCA>IEX>NYSE>EDGX>BATS
LMT
74.5
94
13.9
36
39
-32
-29
Watchlist
null
High urgency from PM
X006980
2025-12-26 09:48:28
VZ
Buy
4,924
88.18
434,198.32
3.6
0.042
Ultra
4.8
3
-9.5
NYSE>ARCA>IEX>NASDAQ>EDGX
POV
5
MKT
5.4
63
15
0.62
Multi
false
null
null
0
NYSE>ARCA>IEX>NASDAQ>EDGX
MKT
53.9
97
0
64
39
0
-26
PositionLimitNear
null
Stable book; normal liquidity
X006981
2025-12-08 11:55:01
HD
Sell
161,430
229.46
37,041,727.8
2.2
0.626
Low
10.3
20
-9.8
IEX>ARCA>BATS>NYSE>EDGX
IS
4
MKT
6.9
152
26
0.57
LiqDrop
false
null
null
0
IEX>ARCA>BATS>NYSE>EDGX
MKT
68.7
100
0
182
51
14
33
null
null
Toxic prints; widened spread
X006982
2025-12-17 09:35:50
META
Sell
30,587
192.75
5,895,644.25
1.2
0.085
Medium
18.6
20
-20.1
IEX>ARCA>NASDAQ
IS
5
LMT
8.6
79
24
0.63
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
14
IEX>ARCA>NASDAQ
LMT>PO
90.2
96
3.9
66
6
1
-29
null
null
Venue switch reduced impact
X006983
2025-11-30 12:33:54
BAC
Sell
62,719
76.87
4,821,209.53
1.9
0.171
Medium
6
17
-3.4
BATS>IEX>NYSE>EDGX
TWAP
2
IOC
2.9
86
30
0.81
ToxicitySpike
false
null
null
0
BATS>IEX>NYSE>EDGX
IOC
53.4
87
10.8
92
16
-12
17
null
null
Paused due to data glitch
X006984
2025-12-24 14:22:00
DIS
Buy
23,157
37.39
865,840.23
1.4
0.101
Medium
15.2
24
-10.4
NASDAQ>NYSE>ARCA
TWAP
3
MKT
6.3
71
31
0.57
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>ARCA
MKT
79.7
88
0.4
90
29
24
20
null
null
Toxic prints; widened spread
X006985
2025-11-21 14:11:09
PFE
Buy
66,164
151.24
10,006,643.36
2.6
0.18
Low
19.8
36
-16.7
NYSE>IEX>NASDAQ>ARCA>EDGX
POV
5
MKT
11.3
103
18
0.54
Multi
true
MultiTrigger
OrderTypeChange
46
NYSE>IEX>NASDAQ>ARCA>EDGX
MKT>LMT
18.2
97
21.5
160
2
-35
19
null
null
Toxic prints; widened spread
X006986
2025-11-21 14:34:50
KO
Buy
23,407
74.46
1,742,885.22
3.6
0.583
Low
37.7
38
-13.2
NYSE>BATS>ARCA>EDGX>IEX
VWAP
2
MKT
13.2
69
16
0.52
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
13
NYSE>BATS>ARCA>EDGX>IEX
MKT>PO
68.4
91
18.9
8
18
-37
39
null
null
Stable book; normal liquidity
X006987
2025-12-09 12:52:01
XLU
Sell
70,271
95.1
6,682,772.1
1.4
0.225
Low
19.8
36
10.7
NASDAQ>BATS
TWAP
2
LMT
5.7
89
14
0.61
Slip>Thresh
false
null
null
0
NASDAQ>BATS
LMT
0.8
85
0
91
48
-8
20
PositionLimitNear
PriceBand
Toxic prints; widened spread
X006988
2025-11-26 13:27:19
JNJ
Sell
21,439
95.31
2,043,351.09
2.8
0.079
High
6.8
21
-4.2
BATS>ARCA>NASDAQ
POV
4
LMT
4.2
72
32
0.43
ToxicitySpike
false
null
null
0
BATS>ARCA>NASDAQ
LMT
30.3
84
8.3
71
-1
-8
-27
null
null
Toxic prints; widened spread
X006989
2025-11-20 10:32:31
CSCO
Sell
23,339
127.14
2,967,320.46
2.5
0.059
Ultra
3.4
23
-32.9
ARCA>NASDAQ>EDGX>NYSE
TWAP
3
PO
2.7
71
28
0.54
Multi
false
null
null
0
ARCA>NASDAQ>EDGX>NYSE
PO
92.2
91
0
75
1
29
-9
null
null
Paused due to data glitch
X006990
2025-11-29 12:24:18
XLI
Sell
6,403
48.71
311,890.13
3.7
0.292
Low
33.1
30
-28.3
BATS>NASDAQ
Adaptive
3
LMT
10.5
63
13
0.42
Multi
false
null
null
0
BATS>NASDAQ
LMT
44.6
94
0
10
26
30
28
null
null
Venue switch reduced impact
X006991
2025-11-05 09:35:46
AMD
Buy
9,820
187.44
1,840,660.8
2.1
0.274
Low
22.8
25
2.4
EDGX>ARCA>IEX>NASDAQ>NYSE
POV
4
PO
10.1
65
25
0.58
Multi
false
null
null
0
EDGX>ARCA>IEX>NASDAQ>NYSE
PO
6.1
92
13
37
57
-8
12
null
null
High urgency from PM
X006992
2025-12-14 11:18:11
DIS
Buy
18,565
153.07
2,841,744.55
1.8
0.081
Medium
19.3
6
33.2
IEX>ARCA>NASDAQ>NYSE
TWAP
1
MKT
6
66
25
0.63
ToxicitySpike
false
null
null
0
IEX>ARCA>NASDAQ>NYSE
MKT
78.3
85
7.6
79
21
-26
25
null
null
Paused due to data glitch
X006993
2025-11-26 12:09:18
BRK.B
Sell
45,373
89.85
4,076,764.05
2.3
0.206
Low
9.7
17
-12.3
NASDAQ>ARCA>EDGX>BATS>IEX
IS
5
MKT
7.2
89
14
0.62
LiqDrop
false
null
null
0
NASDAQ>ARCA>EDGX>BATS>IEX
MKT
13.4
88
8.9
57
17
-35
14
PositionLimitNear
null
Toxic prints; widened spread
X006994
2025-11-08 11:24:10
DIS
Buy
14,254
178.97
2,551,038.38
2.1
0.062
Ultra
3
19
-12.9
NYSE>EDGX>BATS
VWAP
2
LMT
1.7
66
15
0.43
LiqDrop
false
null
null
0
NYSE>EDGX>BATS
LMT
32.8
98
9.1
50
41
-27
15
PositionLimitNear
VenueReject
Toxic prints; widened spread
X006995
2025-10-28 14:13:50
MA
Buy
12,507
180.98
2,263,516.86
1
0.053
Ultra
5.5
22
3.9
EDGX>BATS>IEX>NASDAQ
VWAP
3
MKT
2.5
66
24
0.82
Multi
false
null
null
0
EDGX>BATS>IEX>NASDAQ
MKT
57.1
86
4.3
73
40
-12
10
PositionLimitNear
null
Paused due to data glitch
X006996
2025-12-20 10:49:16
AMD
Sell
6,175
109.16
674,063
1.8
0.172
Medium
7.1
32
-17.6
ARCA>NYSE>BATS
IS
4
MKT
4.9
63
26
0.78
Slip>Thresh
false
null
null
0
ARCA>NYSE>BATS
MKT
94.4
87
6.9
78
35
22
-32
PositionLimitNear
null
Stable book; normal liquidity
X006997
2025-10-27 10:58:19
JNJ
Sell
50,167
131.68
6,605,990.56
5.1
0.184
Low
22.3
38
-15
NYSE>EDGX>IEX>NASDAQ
TWAP
1
PO
7.8
77
35
0.81
ToxicitySpike
false
null
null
0
NYSE>EDGX>IEX>NASDAQ
PO
57.2
95
0
33
40
25
38
NoShort
Unknown
Stable book; normal liquidity
X006998
2025-12-10 15:49:22
XLY
Buy
27,866
291.02
8,109,563.32
1.2
0.116
Medium
22.2
20
5.5
ARCA>NASDAQ>IEX
TWAP
2
LMT
6.2
71
20
0.78
Multi
true
MultiTrigger
VenueSwitch
11
ARCA>NASDAQ>IEX
LMT>PO
93.7
85
0
125
-7
19
11
null
null
Stable book; normal liquidity
X006999
2025-12-10 11:25:18
XLB
Sell
18,898
23.42
442,591.16
2.5
0.048
Medium
20.1
9
32.1
BATS>EDGX>NYSE
Adaptive
4
PO
8
70
28
0.55
LiqDrop
false
null
null
0
BATS>EDGX>NYSE
PO
49.1
87
4.8
35
7
-8
-9
PositionLimitNear
null
Stable book; normal liquidity
X007000
2025-11-09 10:56:50
XLY
Buy
99,623
352.11
35,078,254.53
1.8
0.415
Low
13.3
7
-10.1
NASDAQ>IEX
VWAP
3
MKT
5.7
109
27
0.49
LiqDrop
false
null
null
0
NASDAQ>IEX
MKT
11.4
86
10.7
31
-12
-7
0
NoShort
null
Paused due to data glitch