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
X000701
2025-11-22 10:55:38
SPY
Buy
192,787
482.27
92,975,386.49
1.7
0.26
Low
18.8
15
15.5
NYSE>NASDAQ>BATS
Adaptive
5
MKT
8.7
185
22
0.47
ToxicitySpike
false
null
null
0
NYSE>NASDAQ>BATS
MKT
57.9
93
23.4
223
3
2
15
null
null
Paused due to data glitch
X000702
2025-12-20 09:41:31
DIS
Buy
10,347
100.97
1,044,736.59
2.2
0.045
High
13.9
11
-26.1
ARCA>EDGX>NYSE>NASDAQ>BATS
IS
4
LMT
6.7
65
29
0.63
Slip>Thresh
false
null
null
0
ARCA>EDGX>NYSE>NASDAQ>BATS
LMT
72.6
90
12.6
119
-12
-33
15
NoShort
null
Venue switch reduced impact
X000703
2025-11-06 12:47:09
KO
Buy
1,804
128.01
230,930.04
2.7
0.045
Medium
23.2
15
-2
ARCA>IEX>EDGX
Adaptive
4
MKT
10
61
15
0.42
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
11
ARCA>IEX>EDGX
MKT>LMT
34.1
93
17.2
103
49
23
-37
null
null
Venue switch reduced impact
X000704
2025-11-01 09:38:24
NVDA
Sell
11,982
192.23
2,303,299.86
2
0.31
Low
23.9
26
-0.9
ARCA>BATS>NYSE
IS
4
MKT
12.6
66
27
0.45
ToxicitySpike
false
null
null
0
ARCA>BATS>NYSE
MKT
50
98
17.7
151
-15
23
2
NoShort
null
Toxic prints; widened spread
X000705
2025-12-20 12:13:45
GOOGL
Sell
13,400
240.4
3,221,360
1.4
0.04
Ultra
12.6
6
-25.9
BATS>EDGX>NASDAQ>NYSE>ARCA
POV
5
IOC
6.6
68
16
0.67
Slip>Thresh
false
null
null
0
BATS>EDGX>NASDAQ>NYSE>ARCA
IOC
0.6
92
8.5
57
-17
-32
-7
null
null
Paused due to data glitch
X000706
2025-11-10 11:03:28
NKE
Buy
32,591
150.07
4,890,931.37
4.1
0.151
Low
9.6
35
-19.4
EDGX>ARCA>IEX>BATS>NASDAQ
TWAP
3
LMT
5.1
76
27
0.71
LiqDrop
false
null
null
0
EDGX>ARCA>IEX>BATS>NASDAQ
LMT
59
90
2.4
104
19
16
38
null
null
Toxic prints; widened spread
X000707
2025-12-19 14:02:29
IEF
Buy
51,234
99.5
5,097,783
3.3
0.195
Low
12.2
7
-29.3
IEX>NYSE
IS
5
IOC
9
93
32
0.43
LiqDrop
false
null
null
0
IEX>NYSE
IOC
17.1
94
15.5
68
44
28
-18
null
null
Paused due to data glitch
X000708
2025-11-20 09:47:04
XLB
Sell
16,537
64.73
1,070,440.01
1.8
0.042
High
18.3
10
33.5
NYSE>BATS>ARCA
Adaptive
2
LMT
5
67
35
0.56
ToxicitySpike
false
null
null
0
NYSE>BATS>ARCA
LMT
1
91
4.6
119
35
-32
-5
null
null
High urgency from PM
X000709
2025-12-09 10:05:34
NKE
Buy
7,212
25.76
185,781.12
3.3
0.034
Medium
23.8
3
-23.3
EDGX>NASDAQ>IEX>NYSE
POV
5
LMT
11.3
64
24
0.8
ToxicitySpike
false
null
null
0
EDGX>NASDAQ>IEX>NYSE
LMT
57.7
89
13.2
25
11
-14
30
null
VenueReject
Stable book; normal liquidity
X000710
2025-12-01 12:21:07
QQQ
Buy
172,027
400.3
68,862,408.1
0.5
0.545
Medium
9.1
19
-27.3
BATS>NYSE>IEX
POV
1
LMT
2.5
120
27
0.74
ToxicitySpike
false
null
null
0
BATS>NYSE>IEX
LMT
32.3
85
12.4
49
38
-39
-21
null
null
High urgency from PM
X000711
2025-11-20 09:55:28
INTC
Sell
539
240.66
129,715.74
0.8
0.026
Ultra
12.9
39
-5.6
BATS>NYSE>IEX>ARCA>EDGX
POV
5
LMT
5.4
60
34
0.44
Multi
false
null
null
0
BATS>NYSE>IEX>ARCA>EDGX
LMT
38.3
87
0
57
32
-10
-33
null
null
High urgency from PM
X000712
2025-10-27 13:37:43
IEF
Sell
67,674
93.58
6,332,932.92
2.1
0.257
Low
17.3
12
9.1
EDGX>ARCA>IEX>NYSE>NASDAQ
VWAP
2
MKT
6.3
88
13
0.83
Slip>Thresh
true
SlippageAboveThreshold
Pause
21
EDGX>ARCA>IEX>NYSE>NASDAQ
MKT>LMT
11.6
88
21.1
111
26
-8
20
null
null
Stable book; normal liquidity
X000713
2025-12-17 14:32:07
XLI
Buy
3,420
94.9
324,558
2.7
0.156
Low
24.9
35
20.1
IEX>NASDAQ>ARCA>BATS
Adaptive
4
PO
9.7
61
26
0.49
LiqDrop
true
LiquidityDrop
AlgoSwitch
16
IEX>NASDAQ>ARCA>BATS
PO>LMT
16.2
100
7.3
144
28
-2
-24
PositionLimitNear
null
Toxic prints; widened spread
X000714
2025-11-13 12:01:43
XLK
Sell
88,236
158.46
13,981,876.56
1
0.248
Low
18.7
31
11.8
ARCA>BATS>IEX>NASDAQ
TWAP
2
LMT
5.3
97
32
0.41
LiqDrop
false
null
null
0
ARCA>BATS>IEX>NASDAQ
LMT
0.5
100
0
98
2
16
-13
null
null
High urgency from PM
X000715
2025-12-20 11:43:57
VZ
Buy
86,383
324.76
28,053,743.08
2.3
0.739
Low
19.3
18
32.2
ARCA>NASDAQ>IEX>BATS>EDGX
Adaptive
3
LMT
6.4
103
23
0.44
Multi
false
null
null
0
ARCA>NASDAQ>IEX>BATS>EDGX
LMT
26
98
2.4
85
3
9
17
null
null
Paused due to data glitch
X000716
2025-12-12 14:52:12
SPY
Buy
155,292
494.74
76,829,164.08
1.6
0.21
Low
23
25
-33.8
EDGX>IEX>NASDAQ>NYSE
VWAP
2
MKT
7.6
125
35
0.51
Slip>Thresh
false
null
null
0
EDGX>IEX>NASDAQ>NYSE
MKT
50.3
90
2.4
109
19
-5
-20
null
null
Paused due to data glitch
X000717
2025-12-19 09:35:06
MA
Sell
41,400
336.96
13,950,144
1.2
0.176
High
4.1
18
-2.9
NASDAQ>ARCA>EDGX>BATS>NYSE
IS
4
LMT
2.5
83
12
0.69
Multi
false
null
null
0
NASDAQ>ARCA>EDGX>BATS>NYSE
LMT
6.6
95
0.3
61
34
-17
0
null
null
Venue switch reduced impact
X000718
2025-12-04 09:35:33
BRK.B
Sell
20,758
178
3,694,924
2.5
0.094
Low
19.5
21
26.6
ARCA>IEX
VWAP
2
LMT
5.9
68
14
0.59
LiqDrop
true
LiquidityDrop
VenueSwitch
12
ARCA>IEX
LMT>IOC
80.4
88
0
124
57
-20
8
NoShort
null
High urgency from PM
X000719
2025-11-20 14:27:32
JPM
Sell
2,600
130.42
339,092
4.1
0.064
Low
31.1
25
25.7
NASDAQ>IEX>EDGX
TWAP
2
LMT
9.9
61
29
0.41
ToxicitySpike
false
null
null
0
NASDAQ>IEX>EDGX
LMT
65.4
91
1.2
109
19
24
-2
null
null
Stable book; normal liquidity
X000720
2025-12-05 15:31:40
PFE
Sell
76,111
107.58
8,188,021.38
1.5
0.207
Low
20.2
22
1.8
ARCA>NYSE>BATS>IEX>EDGX
TWAP
1
IOC
5.9
86
30
0.47
Multi
false
null
null
0
ARCA>NYSE>BATS>IEX>EDGX
IOC
52.7
85
13.2
15
-11
9
8
null
null
Stable book; normal liquidity
X000721
2025-12-04 09:49:21
MSFT
Sell
12,665
99.25
1,257,001.25
3.5
0.067
High
6.4
15
19.2
EDGX>BATS
IS
4
LMT
5
67
31
0.41
ToxicitySpike
false
null
null
0
EDGX>BATS
LMT
83.6
98
4.4
105
59
-31
7
null
null
Toxic prints; widened spread
X000722
2025-10-29 13:00:20
XLY
Buy
23,219
106.3
2,468,179.7
2.3
0.097
Low
24.3
5
6
NASDAQ>EDGX>BATS
Adaptive
4
LMT
8.3
73
30
0.54
Multi
false
null
null
0
NASDAQ>EDGX>BATS
LMT
72.7
87
6.2
100
-8
16
26
null
null
High urgency from PM
X000723
2025-11-27 10:47:07
XLE
Sell
20,470
166.05
3,399,043.5
3.8
0.073
Medium
13.6
8
-33.1
EDGX>NASDAQ
VWAP
2
LMT
5.1
68
12
0.76
Multi
false
null
null
0
EDGX>NASDAQ
LMT
82.9
92
10.9
103
-15
-32
-27
null
null
High urgency from PM
X000724
2025-11-03 09:54:54
SPY
Buy
30,974
503.69
15,601,294.06
1.6
0.042
Ultra
5.6
9
-8
ARCA>EDGX>BATS>IEX
VWAP
3
MKT
2.9
75
20
0.43
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
14
ARCA>EDGX>BATS>IEX
MKT>PO
95.8
98
3.1
8
1
-34
-16
null
PriceBand
Paused due to data glitch
X000725
2025-11-14 09:35:32
UNH
Buy
12,354
331.01
4,089,297.54
2.1
0.054
Medium
23.3
16
-0.4
BATS>EDGX>IEX
IS
5
IOC
13
68
23
0.51
ToxicitySpike
false
null
null
0
BATS>EDGX>IEX
IOC
41.3
92
27.8
83
27
26
22
null
null
Toxic prints; widened spread
X000726
2025-10-29 11:13:28
PEP
Buy
38,739
93.68
3,629,069.52
3
0.122
Low
15.8
26
-16.9
ARCA>NASDAQ>NYSE>BATS>IEX
Adaptive
2
LMT
5
76
16
0.54
Multi
false
null
null
0
ARCA>NASDAQ>NYSE>BATS>IEX
LMT
2.1
91
3.4
20
1
30
33
null
Unknown
Paused due to data glitch
X000727
2025-12-04 15:40:58
XLK
Sell
55,142
180.85
9,972,430.7
1.2
0.155
Ultra
3.9
21
6.7
NYSE>NASDAQ>IEX>BATS
Adaptive
4
PO
2.1
91
22
0.47
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>IEX>BATS
PO
89
96
0
57
58
12
-22
null
null
Stable book; normal liquidity
X000728
2025-12-24 15:53:25
BA
Sell
25,770
188.19
4,849,656.3
2.2
0.086
Ultra
3.4
21
30
BATS>NASDAQ>ARCA>IEX>NYSE
VWAP
2
LMT
1.9
70
31
0.66
LiqDrop
false
null
null
0
BATS>NASDAQ>ARCA>IEX>NYSE
LMT
55.9
87
0.5
34
29
-1
-28
PositionLimitNear
null
High urgency from PM
X000729
2025-11-18 15:52:00
KO
Sell
2,975
241.03
717,064.25
3.1
0.074
Low
23.5
31
-0.5
IEX>ARCA>NASDAQ>BATS>NYSE
VWAP
2
LMT
7.1
61
26
0.63
LiqDrop
true
LiquidityDrop
VenueSwitch
12
IEX>ARCA>NASDAQ>BATS>NYSE
LMT>PO
35.2
89
32.8
128
27
17
-5
null
null
High urgency from PM
X000730
2025-11-01 09:35:08
XLU
Sell
20,656
285.42
5,895,635.52
1.5
0.066
High
10.7
38
-27.5
NYSE>NASDAQ>IEX
TWAP
1
LMT
3
67
15
0.83
LiqDrop
false
null
null
0
NYSE>NASDAQ>IEX
LMT
77.4
98
6.8
51
22
15
0
null
null
Toxic prints; widened spread
X000731
2025-11-23 15:33:06
BA
Sell
85,276
332.85
28,384,116.6
2.5
0.284
Low
17.2
37
21.1
IEX>BATS>NASDAQ
POV
4
MKT
9.2
109
28
0.81
Slip>Thresh
false
null
null
0
IEX>BATS>NASDAQ
MKT
9.2
100
14.3
10
-3
0
19
null
null
Paused due to data glitch
X000732
2025-10-27 15:06:25
QQQ
Sell
44,745
397.93
17,805,377.85
0.9
0.142
Medium
16.6
13
21.2
IEX>NYSE
Adaptive
1
MKT
4.4
75
34
0.49
ToxicitySpike
true
ToxicitySpike
VenueSwitch
15
IEX>NYSE
MKT>PO
90.6
91
0
38
52
-1
1
NoShort
null
Toxic prints; widened spread
X000733
2025-11-13 13:59:07
CVX
Buy
60,979
96.07
5,858,252.53
1.4
0.362
Low
22.9
21
-14.7
EDGX>BATS>ARCA>IEX>NYSE
VWAP
3
MKT
8.6
90
25
0.46
LiqDrop
false
null
null
0
EDGX>BATS>ARCA>IEX>NYSE
MKT
52.9
86
2.9
90
-2
-33
-31
NoShort
null
Stable book; normal liquidity
X000734
2025-12-10 15:19:59
MSFT
Sell
4,410
345.67
1,524,404.7
3.7
0.023
High
17.5
16
-17.8
ARCA>NYSE
TWAP
3
MKT
8.6
62
26
0.73
Multi
false
null
null
0
ARCA>NYSE
MKT
96.1
95
2.3
18
-9
-40
7
null
null
Stable book; normal liquidity
X000735
2025-11-06 09:35:31
GOOGL
Sell
17,719
193.78
3,433,587.82
1.5
0.053
High
16.6
14
28
NYSE>ARCA>EDGX>NASDAQ
VWAP
2
MKT
5.7
67
33
0.65
LiqDrop
false
null
null
0
NYSE>ARCA>EDGX>NASDAQ
MKT
16.3
85
6.5
10
24
-6
-1
null
null
Toxic prints; widened spread
X000736
2025-12-25 13:26:13
GOOGL
Sell
79,344
165.99
13,170,310.56
1.3
0.236
Medium
9.1
21
15.8
BATS>NYSE
TWAP
2
LMT
3
93
34
0.48
ToxicitySpike
false
null
null
0
BATS>NYSE
LMT
46.8
93
5.9
146
55
-6
-35
Watchlist
null
Toxic prints; widened spread
X000737
2025-11-09 11:26:14
PFE
Buy
21,909
290.09
6,355,581.81
2.4
0.06
Medium
13.9
4
-16
NYSE>EDGX
TWAP
2
LMT
4.7
69
30
0.45
Slip>Thresh
false
null
null
0
NYSE>EDGX
LMT
78.7
86
11.7
136
-6
-22
-22
null
null
Venue switch reduced impact
X000738
2025-12-03 12:24:11
CSCO
Buy
57,402
326.9
18,764,713.8
4.3
0.144
Medium
3.9
9
-8.9
EDGX>IEX>BATS>NASDAQ
IS
4
MKT
5.6
93
30
0.48
ToxicitySpike
false
null
null
0
EDGX>IEX>BATS>NASDAQ
MKT
30.2
89
0
63
-13
-38
34
null
Unknown
Venue switch reduced impact
X000739
2025-11-17 14:11:26
XLB
Sell
23,855
202.83
4,838,509.65
1.2
0.061
Medium
24.3
33
18
EDGX>IEX>NYSE
IS
4
PO
10.9
73
26
0.51
ToxicitySpike
false
null
null
0
EDGX>IEX>NYSE
PO
56.3
86
6.1
67
54
17
35
NoShort
null
Venue switch reduced impact
X000740
2025-11-24 12:07:35
XOM
Sell
5,652
326.54
1,845,604.08
3.8
0.052
Medium
9.8
5
27
EDGX>ARCA>NASDAQ>NYSE
Adaptive
2
LMT
3.9
62
35
0.7
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
12
EDGX>ARCA>NASDAQ>NYSE
LMT>MKT
89.6
92
12.1
134
-3
0
0
PositionLimitNear
null
Paused due to data glitch
X000741
2025-11-04 11:15:20
PFE
Sell
19,900
332.27
6,612,173
2.6
0.054
Ultra
4.4
13
-2.4
IEX>NYSE>BATS>NASDAQ
TWAP
1
PO
2.3
66
14
0.55
Multi
false
null
null
0
IEX>NYSE>BATS>NASDAQ
PO
25.8
85
10.7
74
51
0
-9
null
null
Paused due to data glitch
X000742
2025-12-06 14:13:26
META
Buy
41,380
190.93
7,900,683.4
1.2
0.115
Medium
20.2
30
27.6
IEX>EDGX>ARCA
IS
4
MKT
10.1
83
12
0.6
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
30
IEX>EDGX>ARCA
MKT>PO
97.3
93
0
127
-6
28
-33
Watchlist
null
Venue switch reduced impact
X000743
2025-12-24 13:09:30
AMZN
Buy
6,879
51.27
352,686.33
1.7
0.316
Low
14.3
20
14.4
IEX>EDGX
TWAP
2
LMT
4.5
62
30
0.7
LiqDrop
true
LiquidityDrop
AlgoSwitch
22
IEX>EDGX
LMT>MKT
3.1
86
3.9
85
19
-26
-21
null
null
Stable book; normal liquidity
X000744
2025-11-12 11:29:03
XLK
Buy
110,322
255.36
28,171,825.92
1.2
0.31
Low
23.4
30
28.3
BATS>NYSE>ARCA
TWAP
2
PO
7.3
106
30
0.75
Multi
false
null
null
0
BATS>NYSE>ARCA
PO
35.4
87
17.1
58
20
-31
-3
null
null
Stable book; normal liquidity
X000745
2025-11-08 09:35:50
BAC
Sell
12,623
219.91
2,775,923.93
1.8
0.034
High
13.6
20
-33
NASDAQ>ARCA
VWAP
3
MKT
5.7
66
32
0.45
ToxicitySpike
false
null
null
0
NASDAQ>ARCA
MKT
74.4
94
2.2
14
-3
-10
5
null
null
Venue switch reduced impact
X000746
2025-12-20 09:35:22
NVDA
Buy
8,528
168.41
1,436,200.48
1.8
0.221
Low
24.8
6
25.6
ARCA>NASDAQ>NYSE>IEX
POV
4
MKT
11.6
64
19
0.46
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>NYSE>IEX
MKT
25.9
100
6.6
51
44
-16
4
null
null
Stable book; normal liquidity
X000747
2025-12-09 09:50:41
KO
Sell
1,891
71.17
134,582.47
3.1
0.047
Medium
24.6
37
-14.5
BATS>NASDAQ
VWAP
2
MKT
8.9
60
22
0.68
ToxicitySpike
false
null
null
0
BATS>NASDAQ
MKT
3
93
5.6
104
-15
-11
32
null
null
Toxic prints; widened spread
X000748
2025-12-25 15:02:46
NVDA
Sell
9,541
300.83
2,870,219.03
2.2
0.247
Low
33.3
35
-34.1
EDGX>BATS>NYSE>IEX
TWAP
3
LMT
10.8
64
27
0.47
Slip>Thresh
false
null
null
0
EDGX>BATS>NYSE>IEX
LMT
82.6
94
4.8
89
-15
-18
2
null
null
Paused due to data glitch
X000749
2025-12-10 15:33:33
AAPL
Sell
12,484
23.59
294,497.56
1.9
0.037
High
19
26
15
NYSE>NASDAQ>ARCA>BATS>IEX
IS
5
MKT
11.2
68
32
0.69
LiqDrop
false
null
null
0
NYSE>NASDAQ>ARCA>BATS>IEX
MKT
5.5
100
18.3
68
-4
6
-36
null
null
Venue switch reduced impact
X000750
2025-12-26 14:28:51
HYG
Sell
54,083
78.99
4,272,016.17
1.4
0.297
Low
10.1
5
25.4
NASDAQ>EDGX>ARCA>NYSE>BATS
IS
4
LMT
4.9
91
21
0.6
Multi
false
null
null
0
NASDAQ>EDGX>ARCA>NYSE>BATS
LMT
83.2
98
0
154
37
-29
11
null
null
Toxic prints; widened spread
X000751
2025-12-15 10:55:47
NVDA
Sell
17,162
159.11
2,730,645.82
1
0.444
Low
21.7
28
0.1
NASDAQ>EDGX>BATS>ARCA>IEX
VWAP
3
LMT
6.6
68
20
0.75
LiqDrop
true
LiquidityDrop
Pause
20
NASDAQ>EDGX>BATS>ARCA>IEX
LMT>MKT
97
75
10.6
141
54
-6
8
null
null
Paused due to data glitch
X000752
2025-11-16 10:34:25
UNH
Buy
16,155
73.63
1,189,492.65
2.9
0.071
Medium
10.7
27
-30.9
BATS>NASDAQ>EDGX>NYSE
TWAP
3
MKT
5.7
68
33
0.73
LiqDrop
false
null
null
0
BATS>NASDAQ>EDGX>NYSE
MKT
58.6
99
0.4
10
-4
-18
13
null
null
High urgency from PM
X000753
2025-11-01 15:55:44
XLE
Sell
36,572
80.92
2,959,406.24
1.9
0.131
Medium
7.9
4
16
NYSE>ARCA>BATS>IEX>NASDAQ
IS
4
LMT
4.4
81
13
0.74
LiqDrop
false
null
null
0
NYSE>ARCA>BATS>IEX>NASDAQ
LMT
94.7
84
10
89
8
-40
12
PositionLimitNear
null
Stable book; normal liquidity
X000754
2025-12-09 10:52:46
XLU
Sell
59,111
117.68
6,956,182.48
1.3
0.189
Low
18.5
20
-21.4
ARCA>EDGX>NASDAQ>NYSE>IEX
IS
4
LMT
7.8
93
28
0.67
Multi
false
null
null
0
ARCA>EDGX>NASDAQ>NYSE>IEX
LMT
44.3
98
22
145
-12
2
16
PositionLimitNear
null
Toxic prints; widened spread
X000755
2025-12-16 11:55:59
LQD
Buy
36,559
115.77
4,232,435.43
1.6
0.18
High
5.3
22
3
NASDAQ>NYSE
TWAP
3
LMT
2.5
78
28
0.63
Slip>Thresh
false
null
null
0
NASDAQ>NYSE
LMT
96
87
1.5
63
8
1
36
null
null
High urgency from PM
X000756
2025-11-29 12:28:08
CVX
Sell
29,512
283.91
8,378,751.92
1
0.175
Medium
19.7
5
-2.2
IEX>BATS>NASDAQ
TWAP
1
LMT
4.8
70
34
0.65
ToxicitySpike
false
null
null
0
IEX>BATS>NASDAQ
LMT
29.7
95
8.8
86
-12
0
-1
null
null
Paused due to data glitch
X000757
2025-12-08 10:59:52
META
Sell
14,300
294.56
4,212,208
1
0.04
Ultra
13.3
32
27.2
BATS>NASDAQ>ARCA>NYSE
VWAP
1
IOC
3.7
65
28
0.7
Slip>Thresh
false
null
null
0
BATS>NASDAQ>ARCA>NYSE
IOC
0.4
94
10.8
51
34
5
-19
null
null
Venue switch reduced impact
X000758
2025-11-08 12:29:41
KO
Sell
1,670
53.21
88,860.7
3.1
0.042
Low
38.1
12
4.5
BATS>NYSE>ARCA>NASDAQ
IS
5
LMT
18
61
12
0.7
LiqDrop
true
LiquidityDrop
VenueSwitch
37
BATS>NYSE>ARCA>NASDAQ
LMT>MKT
59.4
94
23
153
55
-11
-27
Watchlist
null
Toxic prints; widened spread
X000759
2025-12-26 10:38:09
PFE
Sell
45,804
27.07
1,239,914.28
2.9
0.124
High
3.8
11
30.7
EDGX>BATS>NASDAQ>NYSE
POV
5
MKT
4.4
89
12
0.54
Multi
false
null
null
0
EDGX>BATS>NASDAQ>NYSE
MKT
55.3
100
14.3
123
30
-7
21
null
PriceBand
Venue switch reduced impact
X000760
2025-10-28 14:48:32
NFLX
Sell
9,963
326.01
3,248,037.63
2.7
0.095
Medium
11.8
14
11.3
NYSE>BATS
POV
5
LMT
6.4
66
16
0.66
LiqDrop
true
LiquidityDrop
VenueSwitch
16
NYSE>BATS
LMT>PO
60.7
91
4.1
107
43
-31
-18
null
null
Toxic prints; widened spread
X000761
2025-11-19 12:03:31
MSFT
Buy
19,178
314.18
6,025,344.04
1.8
0.102
High
5.8
27
22.2
IEX>NYSE
VWAP
3
IOC
3
69
25
0.61
Multi
false
null
null
0
IEX>NYSE
IOC
77.7
94
9.7
27
7
-40
19
null
null
Toxic prints; widened spread
X000762
2025-12-16 11:36:13
XLB
Buy
69,144
85.72
5,927,023.68
1.3
0.176
Low
21.8
34
3.3
BATS>NASDAQ>NYSE>IEX
VWAP
3
LMT
6.7
94
29
0.41
ToxicitySpike
false
null
null
0
BATS>NASDAQ>NYSE>IEX
LMT
30.2
99
9.6
132
19
-15
38
null
null
Venue switch reduced impact
X000763
2025-12-18 11:03:58
NVDA
Buy
6,675
229.28
1,530,444
1.5
0.173
Low
30.8
16
-23.4
ARCA>BATS
VWAP
1
LMT
7
62
32
0.66
Slip>Thresh
false
null
null
0
ARCA>BATS
LMT
32.4
93
14.2
40
-19
-4
27
NoShort
null
Paused due to data glitch
X000764
2025-11-30 10:07:28
MA
Buy
19,430
89.87
1,746,174.1
0.9
0.083
High
18.9
29
14.4
NASDAQ>NYSE>IEX
IS
4
LMT
7.6
71
13
0.45
LiqDrop
false
null
null
0
NASDAQ>NYSE>IEX
LMT
3.9
86
2.3
124
18
17
28
null
null
Toxic prints; widened spread
X000765
2025-12-12 12:56:03
T
Sell
12,664
38.24
484,271.36
4.1
0.106
Medium
5.8
36
3.7
ARCA>EDGX>BATS>NYSE>IEX
Adaptive
2
PO
3.5
65
22
0.52
ToxicitySpike
false
null
null
0
ARCA>EDGX>BATS>NYSE>IEX
PO
67.9
87
9.9
34
33
-28
-4
null
null
Venue switch reduced impact
X000766
2025-11-19 12:44:16
AMD
Sell
1,185
304.7
361,069.5
1.9
0.033
Ultra
9.3
19
34.1
IEX>NYSE>NASDAQ
POV
5
IOC
5.6
60
13
0.56
LiqDrop
false
null
null
0
IEX>NYSE>NASDAQ
IOC
95.6
91
3.9
71
4
15
40
null
null
Stable book; normal liquidity
X000767
2025-12-04 10:33:37
HD
Sell
38,331
62.82
2,407,953.42
3
0.149
High
3.5
13
2.4
NYSE>IEX>EDGX
TWAP
3
LMT
2.8
79
13
0.69
Slip>Thresh
false
null
null
0
NYSE>IEX>EDGX
LMT
75.9
93
2.4
139
47
-27
-23
null
null
Paused due to data glitch
X000768
2025-12-25 14:49:38
XOM
Sell
12,979
226.16
2,935,330.64
2.6
0.119
Medium
7.1
11
-9.5
NYSE>EDGX
Adaptive
3
LMT
3.2
66
18
0.44
LiqDrop
false
null
null
0
NYSE>EDGX
LMT
61.2
99
0
114
60
13
-17
NoShort
null
Toxic prints; widened spread
X000769
2025-12-18 11:47:27
XLP
Sell
21,444
58.69
1,258,548.36
2.2
0.074
Medium
20.6
34
-25.9
NASDAQ>IEX>EDGX>ARCA
TWAP
2
LMT
6.3
69
14
0.82
Multi
false
null
null
0
NASDAQ>IEX>EDGX>ARCA
LMT
6.5
60
14.7
10
27
-39
-3
null
null
Venue switch reduced impact
X000770
2025-11-17 11:17:08
XLY
Buy
21,127
45.88
969,306.76
2.2
0.088
Medium
15.6
22
-9.4
NASDAQ>ARCA
VWAP
1
LMT
4.1
67
29
0.53
LiqDrop
false
null
null
0
NASDAQ>ARCA
LMT
41.3
98
16.7
23
-3
-26
-3
null
null
Stable book; normal liquidity
X000771
2025-11-29 09:44:24
CSCO
Sell
39,918
164.26
6,556,930.68
2.3
0.1
Medium
12
23
7
IEX>ARCA>NASDAQ>NYSE
VWAP
2
LMT
4
76
21
0.43
Multi
false
null
null
0
IEX>ARCA>NASDAQ>NYSE
LMT
43
88
0
44
37
30
-31
null
null
Toxic prints; widened spread
X000772
2025-11-09 15:23:11
T
Buy
25,837
194.13
5,015,736.81
4.3
0.215
Low
10.6
12
5.8
NASDAQ>NYSE>IEX
IS
4
MKT
8.7
74
34
0.68
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>IEX
MKT
0.4
99
10.6
121
-6
-14
-2
null
null
High urgency from PM
X000773
2025-10-27 10:04:46
PFE
Sell
17,746
165.31
2,933,591.26
2.7
0.048
Medium
15
21
-11.3
BATS>NASDAQ>ARCA>IEX>EDGX
VWAP
3
MKT
6.7
68
22
0.73
ToxicitySpike
false
null
null
0
BATS>NASDAQ>ARCA>IEX>EDGX
MKT
43.6
96
0
80
55
17
-38
Watchlist
null
Stable book; normal liquidity
X000774
2025-12-09 13:28:59
QQQ
Buy
21,105
430.26
9,080,637.3
1
0.067
Ultra
4
14
29
NASDAQ>IEX
Adaptive
4
MKT
2.1
72
26
0.7
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
16
NASDAQ>IEX
MKT>IOC
80.4
89
6.4
63
-20
3
6
NoShort
null
Toxic prints; widened spread
X000775
2025-12-12 12:49:10
V
Sell
40,675
90.95
3,699,391.25
5.1
0.529
Low
37.8
38
24
NYSE>ARCA
Adaptive
2
MKT
13.3
77
29
0.69
ToxicitySpike
false
null
null
0
NYSE>ARCA
MKT
18.8
88
23.2
170
9
-14
23
null
null
Paused due to data glitch
X000776
2025-12-06 09:37:51
NFLX
Sell
10,226
186.94
1,911,648.44
5.1
0.098
Low
21
18
22.6
BATS>ARCA>IEX>EDGX
Adaptive
3
LMT
8
65
25
0.44
Multi
false
null
null
0
BATS>ARCA>IEX>EDGX
LMT
48.5
98
17.6
115
20
17
2
Watchlist
null
Stable book; normal liquidity
X000777
2025-12-11 15:04:01
WMT
Buy
42,733
248.71
10,628,124.43
2.7
0.132
Low
20.1
22
22.4
BATS>NYSE
VWAP
2
MKT
7.4
78
32
0.72
ToxicitySpike
false
null
null
0
BATS>NYSE
MKT
58.8
98
0
115
43
-35
-38
null
null
Paused due to data glitch
X000778
2025-12-17 14:41:57
XLE
Buy
36,312
185.58
6,738,780.96
3.7
0.13
Low
14.9
21
18.4
EDGX>BATS
TWAP
1
LMT
4.9
72
30
0.53
ToxicitySpike
false
null
null
0
EDGX>BATS
LMT
58.6
90
0
18
49
18
-29
PositionLimitNear
null
Toxic prints; widened spread
X000779
2025-12-20 09:35:44
NVDA
Buy
2,729
215.37
587,744.73
1.9
0.071
Low
33.6
12
-9.7
BATS>EDGX
TWAP
3
LMT
10.7
61
12
0.7
Multi
false
null
null
0
BATS>EDGX
LMT
66.7
85
0
10
30
-27
26
null
null
Toxic prints; widened spread
X000780
2025-11-02 12:26:16
META
Sell
47,842
67.89
3,247,993.38
0.9
0.133
High
7.4
5
0.4
NASDAQ>ARCA
IS
4
LMT
3.4
87
30
0.44
Slip>Thresh
false
null
null
0
NASDAQ>ARCA
LMT
95
88
2.6
79
26
-36
-33
null
null
Paused due to data glitch
X000781
2025-11-15 12:41:08
PFE
Buy
88,382
337.32
29,813,016.24
1.5
0.24
Medium
8.5
3
-33.9
IEX>ARCA>NASDAQ
Adaptive
3
PO
3.4
104
25
0.83
Multi
false
null
null
0
IEX>ARCA>NASDAQ
PO
74.9
94
4
154
56
24
-36
NoShort
null
Paused due to data glitch
X000782
2025-11-01 14:44:16
T
Sell
21,338
247.23
5,275,393.74
3.9
0.178
Low
24.2
11
18.7
NASDAQ>IEX>NYSE>EDGX>ARCA
TWAP
3
PO
10.2
70
13
0.76
Slip>Thresh
false
null
null
0
NASDAQ>IEX>NYSE>EDGX>ARCA
PO
6.4
87
9.9
84
56
9
-10
null
null
High urgency from PM
X000783
2025-12-10 13:28:32
JNJ
Buy
132,971
248.25
33,010,050.75
3.9
0.488
Low
21.1
10
-22.5
NASDAQ>IEX>ARCA
VWAP
3
LMT
8
126
25
0.46
LiqDrop
false
null
null
0
NASDAQ>IEX>ARCA
LMT
77.3
100
10.6
110
46
-14
10
null
null
High urgency from PM
X000784
2025-11-22 09:35:28
PEP
Sell
59,972
233.42
13,998,664.24
4.1
0.189
Low
19.1
7
31.7
IEX>NYSE>BATS>NASDAQ
POV
4
PO
10.2
94
14
0.41
Slip>Thresh
false
null
null
0
IEX>NYSE>BATS>NASDAQ
PO
32.2
95
0
10
-4
0
12
null
null
Paused due to data glitch
X000785
2025-11-16 12:38:21
XLP
Sell
244,814
69.1
16,916,647.4
3.4
0.846
Low
7.5
14
-23.6
NASDAQ>ARCA>IEX>NYSE
POV
1
LMT
3.5
145
15
0.67
ToxicitySpike
true
ToxicitySpike
VenueSwitch
21
NASDAQ>ARCA>IEX>NYSE
LMT>PO
83.3
95
1.3
118
1
-29
-2
null
null
Stable book; normal liquidity
X000786
2025-11-19 12:03:29
DIS
Sell
15,711
194.77
3,060,031.47
2.1
0.069
Medium
14.8
22
0.1
IEX>NASDAQ>ARCA>EDGX>BATS
Adaptive
4
PO
6.1
69
14
0.76
Multi
false
null
null
0
IEX>NASDAQ>ARCA>EDGX>BATS
PO
17
87
16.5
77
56
-39
32
null
null
Stable book; normal liquidity
X000787
2025-12-10 11:31:25
BRK.B
Sell
97,297
37.73
3,671,015.81
2.5
0.442
Low
5.5
16
-27.4
ARCA>NASDAQ
TWAP
1
PO
2.7
94
17
0.71
LiqDrop
true
LiquidityDrop
VenueSwitch
44
ARCA>NASDAQ
PO>IOC
81.7
84
15.8
168
-9
14
31
null
null
Paused due to data glitch
X000788
2025-11-30 14:03:24
KO
Buy
2,905
193.1
560,955.5
1.8
0.072
Medium
25.3
5
-10.5
IEX>EDGX
Adaptive
5
LMT
9.2
61
13
0.76
Multi
true
MultiTrigger
AlgoSwitch
30
IEX>EDGX
LMT>MKT
44.6
98
15.9
117
0
-34
28
null
null
High urgency from PM
X000789
2025-10-29 15:21:38
AMD
Buy
5,060
160.95
814,407
1.4
0.141
Low
35.4
29
-6.8
EDGX>IEX
VWAP
3
LMT
10.4
62
15
0.56
Multi
false
null
null
0
EDGX>IEX
LMT
33.9
96
17.7
10
25
-10
12
null
null
High urgency from PM
X000790
2025-12-19 13:35:41
VZ
Sell
6,497
41.09
266,961.73
2.6
0.056
High
7.9
24
-5.2
NASDAQ>IEX>ARCA>BATS
IS
5
PO
5.9
64
19
0.69
Slip>Thresh
false
null
null
0
NASDAQ>IEX>ARCA>BATS
PO
24.9
93
5.8
60
24
-38
33
null
null
Stable book; normal liquidity
X000791
2025-12-19 10:29:43
IEF
Sell
52,961
100.09
5,300,866.49
2.1
0.201
Low
11.3
37
22.1
ARCA>NASDAQ
TWAP
3
MKT
5.4
86
18
0.53
Multi
false
null
null
0
ARCA>NASDAQ
MKT
39.4
87
13.8
31
30
17
-31
null
Unknown
Toxic prints; widened spread
X000792
2025-11-24 12:35:44
META
Sell
36,950
37.82
1,397,449
0.9
0.103
High
9
15
4.7
IEX>NYSE
TWAP
1
MKT
2.9
72
33
0.5
ToxicitySpike
false
null
null
0
IEX>NYSE
MKT
16
99
15.6
74
14
3
0
PositionLimitNear
null
Stable book; normal liquidity
X000793
2025-12-08 13:50:52
XLE
Sell
13,518
276.62
3,739,349.16
2.8
0.049
Medium
19.9
16
-4.7
BATS>NASDAQ>IEX
Adaptive
3
LMT
6.6
66
20
0.64
Slip>Thresh
false
null
null
0
BATS>NASDAQ>IEX
LMT
28.9
99
0
51
10
21
13
null
null
Toxic prints; widened spread
X000794
2025-11-18 14:12:08
XLE
Buy
58,430
268.09
15,664,498.7
2.4
0.21
High
3.3
38
-22.1
IEX>NYSE>EDGX>ARCA>BATS
TWAP
2
LMT
2.1
84
13
0.72
ToxicitySpike
false
null
null
0
IEX>NYSE>EDGX>ARCA>BATS
LMT
76.7
100
2.9
110
44
10
32
null
null
Stable book; normal liquidity
X000795
2025-11-27 15:36:27
PFE
Sell
43,674
129.71
5,664,954.54
1.9
0.119
High
4.6
29
-18.9
IEX>ARCA>NYSE
IS
5
LMT
3.5
88
29
0.63
LiqDrop
false
null
null
0
IEX>ARCA>NYSE
LMT
72.2
94
3.9
109
47
14
5
PositionLimitNear
null
Stable book; normal liquidity
X000796
2025-11-26 13:34:52
XLK
Buy
170,962
275.23
47,053,871.26
1.7
0.48
Low
20.2
20
28.8
NYSE>NASDAQ>ARCA>EDGX
VWAP
1
LMT
5
119
21
0.73
Multi
false
null
null
0
NYSE>NASDAQ>ARCA>EDGX
LMT
56.3
94
0
77
18
-9
15
null
null
Paused due to data glitch
X000797
2025-12-21 14:33:25
IEF
Buy
65,549
94.29
6,180,615.21
2.9
0.249
Low
14.1
12
-16.4
ARCA>NASDAQ>BATS>EDGX
TWAP
1
IOC
5.1
82
21
0.5
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>BATS>EDGX
IOC
35.7
95
3.1
136
50
9
-10
null
null
Paused due to data glitch
X000798
2025-12-07 11:56:33
META
Buy
70,454
128.94
9,084,338.76
1.1
0.196
Medium
12.8
15
14.9
EDGX>ARCA
POV
5
LMT
5.7
105
20
0.85
ToxicitySpike
false
null
null
0
EDGX>ARCA
LMT
23.9
92
7.4
55
56
3
28
PositionLimitNear
null
High urgency from PM
X000799
2025-11-18 09:35:52
XLV
Sell
76,285
297.68
22,708,518.8
1.5
0.214
Medium
6.7
17
-29
ARCA>IEX>EDGX>BATS>NYSE
Adaptive
2
LMT
2.3
92
26
0.82
LiqDrop
true
LiquidityDrop
AlgoSwitch
19
ARCA>IEX>EDGX>BATS>NYSE
LMT>MKT
81.3
76
0
105
-11
-24
4
Watchlist
null
Toxic prints; widened spread
X000800
2025-11-16 11:12:43
IEF
Sell
28,156
95.11
2,677,917.16
2.3
0.107
Medium
15.1
6
-7.1
IEX>NYSE
IS
4
PO
8.1
76
25
0.83
ToxicitySpike
false
null
null
0
IEX>NYSE
PO
43.6
86
16.4
48
45
28
1
PositionLimitNear
null
High urgency from PM