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
X007001
2025-11-13 14:52:16
VZ
Buy
11,259
180.44
2,031,573.96
2.2
0.096
High
5.5
39
6.8
NYSE>IEX
POV
4
MKT
4.1
66
22
0.75
Multi
false
null
null
0
NYSE>IEX
MKT
11.6
92
5.6
84
48
6
8
null
null
High urgency from PM
X007002
2025-10-30 14:14:28
XLV
Buy
43,956
206.64
9,083,067.84
1.1
0.123
Medium
16.9
17
7.5
NYSE>IEX>NASDAQ>ARCA>EDGX
Adaptive
3
LMT
4.9
81
27
0.47
Slip>Thresh
false
null
null
0
NYSE>IEX>NASDAQ>ARCA>EDGX
LMT
62.5
100
0.8
98
23
-28
-2
null
null
Paused due to data glitch
X007003
2025-11-06 12:21:09
XLI
Buy
7,272
240.22
1,746,879.84
1.8
0.332
Low
35.6
37
-34.4
BATS>EDGX
IS
5
LMT
16.1
64
27
0.82
ToxicitySpike
false
null
null
0
BATS>EDGX
LMT
12.1
87
23.7
58
-10
16
2
null
null
Toxic prints; widened spread
X007004
2025-11-28 14:09:41
XLV
Buy
32,373
195.16
6,317,914.68
1.9
0.091
Medium
20.4
21
17.1
EDGX>NYSE>ARCA>NASDAQ
Adaptive
3
IOC
7.2
76
28
0.66
LiqDrop
false
null
null
0
EDGX>NYSE>ARCA>NASDAQ
IOC
54.4
100
11.1
40
45
-32
-18
Watchlist
null
Stable book; normal liquidity
X007005
2025-11-19 15:55:01
PFE
Sell
11,726
127.25
1,492,133.5
2.9
0.032
Medium
22.2
33
-26.2
NASDAQ>IEX>EDGX>ARCA
TWAP
1
LMT
6.1
64
18
0.41
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
12
NASDAQ>IEX>EDGX>ARCA
LMT>PO
94.3
100
0
23
53
18
7
null
null
Paused due to data glitch
X007006
2025-12-26 11:14:22
KO
Sell
2,717
256.65
697,318.05
2.2
0.068
High
9.9
37
5.2
EDGX>NYSE>NASDAQ
TWAP
2
LMT
3.6
61
24
0.68
LiqDrop
false
null
null
0
EDGX>NYSE>NASDAQ
LMT
54.7
98
8.3
46
1
-27
-11
null
null
Venue switch reduced impact
X007007
2025-11-08 14:34:04
TSLA
Buy
78,522
56.93
4,470,257.46
1.2
0.244
Medium
12.6
21
20.3
BATS>IEX
Adaptive
3
MKT
4.8
99
24
0.53
Multi
false
null
null
0
BATS>IEX
MKT
79.4
98
1.2
126
-15
-16
-20
null
null
Paused due to data glitch
X007008
2025-12-05 11:25:22
NVDA
Sell
1,925
198.5
382,112.5
1.4
0.05
Ultra
5.2
27
-21.5
BATS>NYSE
IS
5
MKT
4
61
23
0.76
LiqDrop
false
null
null
0
BATS>NYSE
MKT
32.9
95
10.1
74
51
-32
3
null
null
Toxic prints; widened spread
X007009
2025-11-23 11:04:20
META
Sell
6,674
87.84
586,244.16
0.9
0.019
Ultra
5.4
32
9.8
NYSE>NASDAQ>IEX>BATS>EDGX
VWAP
3
PO
2.2
63
23
0.45
Multi
false
null
null
0
NYSE>NASDAQ>IEX>BATS>EDGX
PO
88.4
96
0
56
-1
18
8
null
null
Toxic prints; widened spread
X007010
2025-11-23 13:58:05
IEF
Buy
14,127
98.14
1,386,423.78
1.7
0.054
High
10
28
-11.9
NYSE>EDGX>BATS
POV
5
LMT
5
69
25
0.73
LiqDrop
false
null
null
0
NYSE>EDGX>BATS
LMT
27
73
6.6
78
35
-30
1
null
null
High urgency from PM
X007011
2025-11-08 11:50:48
BAC
Buy
38,130
67.92
2,589,789.6
0.9
0.104
Medium
24.7
7
3
NYSE>IEX>ARCA>NASDAQ
VWAP
1
LMT
5.5
73
26
0.56
Multi
false
null
null
0
NYSE>IEX>ARCA>NASDAQ
LMT
95.2
98
2.7
48
53
-30
-32
null
VenueReject
High urgency from PM
X007012
2025-11-27 09:35:30
VZ
Sell
19,255
56.82
1,094,069.1
4
0.165
Low
19.5
34
-31.8
IEX>EDGX
TWAP
1
LMT
6
66
16
0.8
LiqDrop
true
LiquidityDrop
Pause
11
IEX>EDGX
LMT>MKT
30.4
87
2.1
87
-1
10
-2
null
null
Stable book; normal liquidity
X007013
2025-10-31 09:35:32
T
Sell
13,075
123.71
1,617,508.25
3.2
0.109
Low
24.2
19
15.7
NYSE>IEX>EDGX>ARCA
TWAP
1
IOC
7.7
64
25
0.58
LiqDrop
false
null
null
0
NYSE>IEX>EDGX>ARCA
IOC
70.4
93
21.2
91
54
-17
-2
null
null
Paused due to data glitch
X007014
2025-12-12 14:38:11
PFE
Buy
35,265
16.94
597,389.1
3.1
0.096
Low
20.2
7
-5.3
BATS>NASDAQ
VWAP
2
MKT
7.7
74
27
0.84
Slip>Thresh
false
null
null
0
BATS>NASDAQ
MKT
53.3
88
0
32
41
-7
4
NoShort
null
High urgency from PM
X007015
2025-12-16 11:44:26
WMT
Buy
19,529
285.52
5,575,920.08
3.9
0.06
Medium
13.8
37
-31.8
ARCA>BATS>IEX>EDGX
VWAP
3
MKT
7.1
69
21
0.65
Slip>Thresh
false
null
null
0
ARCA>BATS>IEX>EDGX
MKT
33.6
86
17.5
10
14
28
-14
null
null
Venue switch reduced impact
X007016
2025-11-06 10:54:30
XLI
Buy
1,502
99.76
149,839.52
2
0.069
Medium
15.4
6
26
NYSE>EDGX>ARCA>IEX
IS
4
PO
7.9
60
26
0.55
Multi
false
null
null
0
NYSE>EDGX>ARCA>IEX
PO
15.1
95
12.8
19
-4
-24
-28
null
null
Toxic prints; widened spread
X007017
2025-10-31 12:56:09
XOM
Buy
26,464
300.3
7,947,139.2
2.9
0.242
Low
15.1
16
-10.4
ARCA>NASDAQ>BATS
POV
4
LMT
7.1
75
24
0.52
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>BATS
LMT
36.8
93
0
170
51
27
10
NoShort
null
Paused due to data glitch
X007018
2025-11-24 10:15:35
JNJ
Sell
24,699
32.21
795,554.79
4.2
0.091
Medium
9.7
10
25.9
ARCA>IEX>NYSE
IS
4
MKT
8.1
74
14
0.62
Multi
false
null
null
0
ARCA>IEX>NYSE
MKT
63.2
93
9.4
20
52
18
-5
null
null
Stable book; normal liquidity
X007019
2025-12-23 14:59:30
NKE
Sell
10,438
56.29
587,555.02
2.5
0.049
Ultra
5.6
14
31.7
BATS>NYSE>EDGX>NASDAQ>IEX
POV
4
LMT
3.6
66
31
0.72
ToxicitySpike
false
null
null
0
BATS>NYSE>EDGX>NASDAQ>IEX
LMT
84.8
97
2.8
86
26
15
10
null
null
Stable book; normal liquidity
X007020
2025-11-26 13:47:17
LQD
Sell
26,592
108.62
2,888,423.04
1.3
0.131
Medium
21
16
3.2
BATS>NASDAQ>NYSE>ARCA>EDGX
Adaptive
4
LMT
6.8
75
18
0.72
LiqDrop
true
LiquidityDrop
VenueSwitch
16
BATS>NASDAQ>NYSE>ARCA>EDGX
LMT>PO
39.1
97
13
123
50
-35
-32
null
null
Toxic prints; widened spread
X007021
2025-11-17 15:30:00
DIS
Sell
19,735
87.46
1,726,023.1
1.6
0.086
Medium
16.2
4
-3.3
ARCA>NYSE>IEX
TWAP
3
LMT
5.6
69
30
0.43
ToxicitySpike
false
null
null
0
ARCA>NYSE>IEX
LMT
20.2
94
0.7
131
-8
-1
-26
PositionLimitNear
null
Toxic prints; widened spread
X007022
2025-11-10 13:10:09
BAC
Buy
131,115
69.33
9,090,202.95
1.4
0.358
Low
22.3
28
6
BATS>IEX>NASDAQ>ARCA
TWAP
2
MKT
7.8
115
29
0.64
Slip>Thresh
false
null
null
0
BATS>IEX>NASDAQ>ARCA
MKT
49.9
88
4.2
164
44
19
-19
null
null
Paused due to data glitch
X007023
2025-12-13 12:26:18
UNH
Buy
21,960
30.45
668,682
2.1
0.096
Low
20.2
33
5.8
ARCA>NYSE>NASDAQ>EDGX>IEX
POV
5
MKT
11
74
31
0.47
LiqDrop
false
null
null
0
ARCA>NYSE>NASDAQ>EDGX>IEX
MKT
47.2
94
20.1
81
26
8
16
null
null
Paused due to data glitch
X007024
2025-12-05 14:23:58
XLK
Sell
58,508
334.09
19,546,937.72
1.1
0.164
Medium
13.4
31
-34.3
NYSE>EDGX
IS
5
LMT
6.4
98
15
0.55
Slip>Thresh
false
null
null
0
NYSE>EDGX
LMT
5.6
90
1.7
107
-17
22
22
null
null
Toxic prints; widened spread
X007025
2025-10-29 12:21:18
CSCO
Sell
60,827
212.08
12,900,190.16
3.5
0.153
Low
17.9
8
21.9
BATS>EDGX>ARCA>IEX>NYSE
IS
4
LMT
9.2
94
31
0.62
Slip>Thresh
false
null
null
0
BATS>EDGX>ARCA>IEX>NYSE
LMT
39.1
94
22.1
71
7
5
36
NoShort
null
Paused due to data glitch
X007026
2025-10-31 11:53:22
XLP
Buy
5,720
160.21
916,401.2
2.3
0.02
Ultra
7.2
4
-18.5
IEX>BATS
VWAP
2
IOC
3.3
62
34
0.45
LiqDrop
false
null
null
0
IEX>BATS
IOC
0.2
91
0
72
9
28
25
null
null
High urgency from PM
X007027
2025-11-05 11:18:29
MA
Sell
71,879
201.15
14,458,460.85
0.9
0.306
Ultra
3
22
-9.8
IEX>EDGX>BATS
VWAP
1
LMT
1.1
85
15
0.81
LiqDrop
true
LiquidityDrop
Pause
30
IEX>EDGX>BATS
LMT>MKT
73.4
95
1.1
110
23
-33
-31
null
null
Stable book; normal liquidity
X007028
2025-11-22 13:43:37
BA
Sell
51,730
307.98
15,931,805.4
1.8
0.172
Low
20
12
-18.3
BATS>IEX
IS
4
IOC
10.1
89
35
0.48
LiqDrop
false
null
null
0
BATS>IEX
IOC
81.4
88
12
107
25
-22
3
null
null
Stable book; normal liquidity
X007029
2025-12-06 14:22:19
BAC
Sell
93,874
33.13
3,110,045.62
1.7
0.256
Low
13
15
-23.9
NASDAQ>IEX
IS
4
LMT
6.1
113
20
0.64
Slip>Thresh
false
null
null
0
NASDAQ>IEX
LMT
34.6
89
17.8
118
27
-37
3
null
null
Stable book; normal liquidity
X007030
2025-11-12 10:23:15
XLB
Sell
23,329
322.66
7,527,335.14
1.3
0.059
High
21.5
14
10.1
ARCA>IEX>EDGX
Adaptive
4
LMT
6.9
73
27
0.51
Slip>Thresh
false
null
null
0
ARCA>IEX>EDGX
LMT
55.7
97
1.3
38
22
-34
-27
null
null
Venue switch reduced impact
X007031
2025-12-15 15:29:03
IEF
Buy
46,250
98.15
4,539,437.5
1.8
0.176
Medium
8
22
-10
EDGX>NYSE>ARCA
Adaptive
5
LMT
3.8
90
32
0.76
Slip>Thresh
false
null
null
0
EDGX>NYSE>ARCA
LMT
89.9
88
0
41
60
-30
-37
null
null
High urgency from PM
X007032
2025-12-25 12:08:28
IWM
Buy
180,342
206.09
37,166,682.78
1.8
0.249
Low
17.4
11
-22.1
IEX>EDGX>NYSE
TWAP
3
IOC
7
150
15
0.44
LiqDrop
false
null
null
0
IEX>EDGX>NYSE
IOC
25.1
95
19.4
100
36
19
33
null
null
Toxic prints; widened spread
X007033
2025-11-10 14:03:49
BRK.B
Buy
51,890
291.21
15,110,886.9
2.3
0.236
Low
24.2
5
-19.3
NASDAQ>NYSE
IS
4
LMT
10.7
89
21
0.63
ToxicitySpike
false
null
null
0
NASDAQ>NYSE
LMT
15.5
72
4.4
76
39
12
34
NoShort
null
High urgency from PM
X007034
2025-11-17 15:27:27
BRK.B
Buy
12,430
185.07
2,300,420.1
2.6
0.056
Medium
20.2
27
14.1
NASDAQ>NYSE>EDGX>BATS>IEX
IS
4
MKT
11.3
67
30
0.61
LiqDrop
true
LiquidityDrop
VenueSwitch
19
NASDAQ>NYSE>EDGX>BATS>IEX
MKT>IOC
1.9
89
0
125
-11
-29
-32
Watchlist
null
High urgency from PM
X007035
2025-12-01 14:51:25
TLT
Buy
35,451
90.52
3,209,024.52
2
0.13
Low
18.3
5
10.3
NYSE>BATS
POV
4
IOC
8.7
80
17
0.83
Slip>Thresh
false
null
null
0
NYSE>BATS
IOC
52.3
90
9.8
70
10
27
6
null
null
Venue switch reduced impact
X007036
2025-12-26 11:03:13
AAPL
Sell
20,798
354
7,362,492
2.4
0.061
Medium
18.8
38
14.1
EDGX>ARCA>NASDAQ
VWAP
3
MKT
7.8
70
29
0.48
Slip>Thresh
false
null
null
0
EDGX>ARCA>NASDAQ
MKT
7.5
92
10.8
71
59
-3
5
null
null
Paused due to data glitch
X007037
2025-11-24 10:39:19
INTC
Sell
1,923
96.44
185,454.12
1.1
0.092
High
8.9
32
-28.2
NASDAQ>NYSE>ARCA>EDGX>BATS
VWAP
3
PO
3.4
60
24
0.58
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>ARCA>EDGX>BATS
PO
34.4
99
10.2
40
36
25
-39
NoShort
null
Paused due to data glitch
X007038
2025-12-24 09:56:04
HD
Sell
6,904
219.73
1,517,015.92
1.8
0.027
High
17.5
20
26.8
BATS>IEX>ARCA>NYSE>EDGX
Adaptive
5
LMT
6.7
64
12
0.77
ToxicitySpike
false
null
null
0
BATS>IEX>ARCA>NYSE>EDGX
LMT
82.8
96
10.4
71
-9
-13
-35
null
null
High urgency from PM
X007039
2025-12-10 12:09:25
INTC
Sell
18,166
184.97
3,360,165.02
1.1
0.865
Low
23.6
30
19.2
EDGX>NASDAQ
POV
5
IOC
11.6
71
25
0.67
Multi
false
null
null
0
EDGX>NASDAQ
IOC
66.5
98
13.5
137
57
15
-37
Watchlist
null
Toxic prints; widened spread
X007040
2025-11-26 14:14:27
CSCO
Sell
49,167
345.04
16,964,581.68
4.1
0.123
Low
14.5
33
-9.4
BATS>IEX>NYSE>NASDAQ
Adaptive
4
MKT
8
88
35
0.51
Multi
false
null
null
0
BATS>IEX>NYSE>NASDAQ
MKT
5.8
99
24.1
149
13
14
-12
null
null
Toxic prints; widened spread
X007041
2025-12-02 10:22:02
WMT
Sell
54,514
171.36
9,341,519.04
2.4
0.168
Medium
4.7
24
-14
NYSE>NASDAQ>ARCA>BATS>EDGX
TWAP
3
LMT
2.8
87
28
0.69
ToxicitySpike
false
null
null
0
NYSE>NASDAQ>ARCA>BATS>EDGX
LMT
8.3
89
1.3
79
21
-36
-37
Watchlist
null
Stable book; normal liquidity
X007042
2025-12-23 15:28:41
NVDA
Buy
40,455
134.45
5,439,174.75
1.3
1.047
Low
5.6
13
25.3
NYSE>BATS>IEX>ARCA>NASDAQ
POV
1
MKT
2.6
74
35
0.85
LiqDrop
false
null
null
0
NYSE>BATS>IEX>ARCA>NASDAQ
MKT
2
95
9.5
10
25
-23
36
null
null
High urgency from PM
X007043
2025-11-01 13:22:25
JNJ
Buy
22,079
339.27
7,490,742.33
3.8
0.081
Low
16.5
13
-7.6
BATS>ARCA
VWAP
3
MKT
7.9
71
20
0.4
LiqDrop
false
null
null
0
BATS>ARCA
MKT
91.6
90
14.8
81
-20
5
-40
null
VenueReject
Paused due to data glitch
X007044
2025-11-06 14:19:45
MSFT
Sell
27,210
221.71
6,032,729.1
2.1
0.144
Low
21.2
26
19.9
ARCA>NASDAQ>EDGX>NYSE>BATS
TWAP
2
MKT
7.8
71
27
0.83
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>EDGX>NYSE>BATS
MKT
80
88
0
52
38
12
-37
PositionLimitNear
null
Stable book; normal liquidity
X007045
2025-12-16 09:35:19
JPM
Buy
9,165
280.2
2,568,033
5.2
0.227
Low
35.2
20
2.7
NASDAQ>IEX>EDGX
VWAP
2
MKT
13.2
63
15
0.57
LiqDrop
true
LiquidityDrop
VenueSwitch
32
NASDAQ>IEX>EDGX
MKT>PO
49.6
90
16.8
109
52
-10
-15
null
null
Toxic prints; widened spread
X007046
2025-11-02 10:48:56
AAPL
Sell
81,242
125.23
10,173,935.66
2.2
0.239
Low
18.5
16
34.7
BATS>ARCA>NASDAQ>IEX
IS
4
PO
9.4
106
32
0.8
ToxicitySpike
true
ToxicitySpike
Pause
34
BATS>ARCA>NASDAQ>IEX
PO>IOC
87.5
89
15.5
136
16
-8
31
Watchlist
null
Toxic prints; widened spread
X007047
2025-11-01 13:00:56
CSCO
Buy
157,194
107.05
16,827,617.7
3.3
0.394
Low
9.1
27
-27.7
NYSE>EDGX>BATS>ARCA>NASDAQ
VWAP
2
MKT
4.7
126
23
0.72
ToxicitySpike
false
null
null
0
NYSE>EDGX>BATS>ARCA>NASDAQ
MKT
70.2
99
13.3
163
4
13
-22
Watchlist
null
Paused due to data glitch
X007048
2025-12-16 09:35:43
IEF
Sell
21,980
99.03
2,176,679.4
1.7
0.083
High
8
22
16.8
BATS>IEX>ARCA
IS
5
LMT
4.7
74
31
0.54
LiqDrop
false
null
null
0
BATS>IEX>ARCA
LMT
66.9
85
3.6
87
13
-34
14
Watchlist
null
Toxic prints; widened spread
X007049
2025-12-12 15:00:12
JPM
Buy
3,960
138.16
547,113.6
5
0.098
Low
11
33
11.8
NYSE>NASDAQ>EDGX>IEX
VWAP
3
IOC
6.6
61
26
0.55
LiqDrop
false
null
null
0
NYSE>NASDAQ>EDGX>IEX
IOC
6
93
18.2
14
55
-1
10
PositionLimitNear
Throttle
Venue switch reduced impact
X007050
2025-12-17 10:54:05
AMD
Buy
8,711
59.52
518,478.72
2.2
0.243
Low
8.8
14
11.5
ARCA>BATS>EDGX
VWAP
3
LMT
3.7
64
29
0.53
Slip>Thresh
false
null
null
0
ARCA>BATS>EDGX
LMT
98.3
90
0.4
67
-6
30
35
null
null
Stable book; normal liquidity
X007051
2025-11-02 11:01:53
V
Buy
13,240
165.38
2,189,631.2
3
0.172
Low
34.9
19
14.3
IEX>NASDAQ>ARCA>EDGX
TWAP
1
LMT
8.9
64
20
0.46
ToxicitySpike
false
null
null
0
IEX>NASDAQ>ARCA>EDGX
LMT
51.5
96
0.6
94
35
-1
-2
null
null
Toxic prints; widened spread
X007052
2025-10-29 14:16:40
BA
Buy
67,193
281.31
18,902,062.83
2.8
0.224
Low
24.6
38
9.2
BATS>EDGX>NYSE
POV
5
MKT
13.7
103
24
0.84
LiqDrop
true
LiquidityDrop
VenueSwitch
31
BATS>EDGX>NYSE
MKT>PO
99.2
91
17.2
153
1
21
-29
null
null
Stable book; normal liquidity
X007053
2025-12-14 12:42:23
HD
Buy
3,206
335.46
1,075,484.76
1.8
0.012
Ultra
3.7
29
27.9
BATS>NASDAQ
IS
4
LMT
2.7
61
25
0.84
LiqDrop
false
null
null
0
BATS>NASDAQ
LMT
82.8
96
0
55
60
6
10
null
null
Venue switch reduced impact
X007054
2025-12-05 15:41:40
MA
Sell
17,629
96.9
1,708,250.1
0.9
0.075
High
20.5
4
-19.1
NYSE>ARCA>IEX
POV
5
IOC
9.6
71
32
0.71
ToxicitySpike
false
null
null
0
NYSE>ARCA>IEX
IOC
38.8
94
3.1
67
37
20
36
null
null
Venue switch reduced impact
X007055
2025-12-16 13:36:58
AAPL
Buy
79,703
134.96
10,756,716.88
2.7
0.235
Low
24.4
11
11
NYSE>ARCA>NASDAQ>BATS>IEX
Adaptive
2
PO
7.5
93
35
0.48
ToxicitySpike
false
null
null
0
NYSE>ARCA>NASDAQ>BATS>IEX
PO
4.4
97
6.1
10
-3
3
-22
null
null
Stable book; normal liquidity
X007056
2025-12-16 14:34:43
CSCO
Sell
51,066
70.58
3,604,238.28
4.6
0.128
Low
22.2
38
1.2
NASDAQ>IEX>EDGX>NYSE
TWAP
1
MKT
8.3
77
17
0.8
ToxicitySpike
false
null
null
0
NASDAQ>IEX>EDGX>NYSE
MKT
51.5
87
0
171
30
10
-19
null
null
Paused due to data glitch
X007057
2025-12-15 11:41:52
V
Sell
16,812
264.28
4,443,075.36
5.4
0.219
Low
26.8
10
-11.3
IEX>EDGX>BATS
VWAP
3
MKT
12.4
68
31
0.73
Slip>Thresh
false
null
null
0
IEX>EDGX>BATS
MKT
8.4
90
0
145
15
-2
-34
null
null
Toxic prints; widened spread
X007058
2025-12-13 13:23:25
PFE
Buy
35,017
342.38
11,989,120.46
2.7
0.095
High
6
22
-23.6
NASDAQ>NYSE>EDGX>BATS
TWAP
2
LMT
2.9
74
34
0.54
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>EDGX>BATS
LMT
80.8
92
0
12
50
9
-4
null
null
Paused due to data glitch
X007059
2025-10-27 14:19:03
KO
Sell
2,390
113.83
272,053.7
2.9
0.06
Low
28.8
12
-31.2
NASDAQ>ARCA>NYSE>IEX
TWAP
1
PO
8.3
60
12
0.45
Multi
false
null
null
0
NASDAQ>ARCA>NYSE>IEX
PO
6.8
85
2.9
10
41
15
-29
null
null
Toxic prints; widened spread
X007060
2025-11-10 13:17:45
XLV
Sell
8,786
301.01
2,644,673.86
1.9
0.025
Ultra
6.4
16
-15.3
NYSE>BATS>EDGX
VWAP
3
LMT
2.8
64
24
0.45
Multi
false
null
null
0
NYSE>BATS>EDGX
LMT
82.3
87
3.6
94
34
-1
6
null
null
Toxic prints; widened spread
X007061
2025-11-09 09:37:55
WMT
Buy
68,919
267
18,401,373
5.2
0.212
Low
22.7
22
-29.4
ARCA>NYSE>BATS
VWAP
3
LMT
9
94
24
0.43
ToxicitySpike
false
null
null
0
ARCA>NYSE>BATS
LMT
81.5
90
10.8
10
48
-7
5
null
null
Paused due to data glitch
X007062
2025-11-03 12:54:16
NVDA
Sell
6,208
108.68
674,685.44
1
0.161
Medium
24.2
6
22.2
BATS>IEX
Adaptive
1
PO
5.7
62
19
0.75
LiqDrop
false
null
null
0
BATS>IEX
PO
43.7
95
15.7
76
48
-10
37
Watchlist
null
High urgency from PM
X007063
2025-11-02 12:50:53
GOOGL
Buy
13,656
71.83
980,910.48
1.6
0.041
Ultra
10.2
17
-15.6
NYSE>BATS>ARCA>EDGX>IEX
Adaptive
3
MKT
4.2
66
19
0.58
Slip>Thresh
false
null
null
0
NYSE>BATS>ARCA>EDGX>IEX
MKT
19.3
98
11.7
63
20
3
-11
null
null
Paused due to data glitch
X007064
2025-11-15 11:54:01
IEF
Sell
30,197
100.72
3,041,441.84
3.5
0.115
Low
19.3
16
25.6
NASDAQ>ARCA
TWAP
2
LMT
6.6
72
14
0.44
LiqDrop
true
LiquidityDrop
AlgoSwitch
25
NASDAQ>ARCA
LMT>PO
5.7
84
6.6
185
-17
27
-5
null
null
High urgency from PM
X007065
2025-11-22 11:59:54
PFE
Sell
163,750
126.98
20,792,975
2.9
0.445
Low
22.9
5
14
NYSE>IEX>BATS>ARCA
IS
5
LMT
11.9
166
34
0.65
ToxicitySpike
false
null
null
0
NYSE>IEX>BATS>ARCA
LMT
85.7
86
0
39
24
26
2
NoShort
null
Paused due to data glitch
X007066
2025-11-13 10:12:09
XLV
Buy
112,256
79.2
8,890,675.2
1.8
0.315
Low
8.2
30
-0.6
NASDAQ>BATS>ARCA>EDGX>IEX
VWAP
2
LMT
2.9
107
27
0.47
LiqDrop
false
null
null
0
NASDAQ>BATS>ARCA>EDGX>IEX
LMT
87.5
99
3.3
85
49
-40
27
null
null
Stable book; normal liquidity
X007067
2025-12-15 11:27:39
AMD
Buy
4,284
41.26
176,757.84
1.1
0.12
Medium
23.7
34
1.6
ARCA>NYSE
POV
4
LMT
8.7
62
24
0.68
Multi
true
MultiTrigger
AlgoSwitch
25
ARCA>NYSE
LMT>PO
14.2
99
21.9
135
19
-20
21
null
Throttle
Toxic prints; widened spread
X007068
2025-11-29 15:39:34
INTC
Sell
12,331
286.43
3,531,968.33
0.7
0.587
Low
34.6
20
-31.6
IEX>ARCA>EDGX
VWAP
3
LMT
10
66
26
0.79
LiqDrop
true
LiquidityDrop
AlgoSwitch
14
IEX>ARCA>EDGX
LMT>MKT
79.4
100
3.3
91
22
-33
13
null
null
Venue switch reduced impact
X007069
2025-11-02 09:35:18
PFE
Sell
10,330
341.11
3,523,666.3
2.5
0.028
Ultra
10.4
7
-13.1
IEX>NASDAQ>BATS>NYSE
TWAP
3
LMT
4.4
65
35
0.46
LiqDrop
false
null
null
0
IEX>NASDAQ>BATS>NYSE
LMT
19.1
87
0
85
12
30
-11
null
null
Toxic prints; widened spread
X007070
2025-12-06 10:03:02
XLK
Sell
339,092
52.24
17,714,166.08
1.4
0.952
Low
10.5
31
19.9
BATS>NYSE>NASDAQ>EDGX
POV
1
MKT
4
178
27
0.78
Multi
false
null
null
0
BATS>NYSE>NASDAQ>EDGX
MKT
95
98
0
220
44
-36
-4
null
null
High urgency from PM
X007071
2025-12-26 09:35:38
NKE
Sell
39,813
275.99
10,987,989.87
2
0.185
Low
18.6
19
19.4
IEX>EDGX>NASDAQ>ARCA
Adaptive
4
LMT
6.6
82
33
0.68
LiqDrop
false
null
null
0
IEX>EDGX>NASDAQ>ARCA
LMT
21.1
88
10.5
25
13
22
-15
Watchlist
null
Paused due to data glitch
X007072
2025-12-06 14:40:50
HD
Sell
22,618
33.89
766,524.02
2.3
0.088
Medium
16.5
18
-14.9
EDGX>ARCA
VWAP
3
LMT
5.7
71
12
0.78
Slip>Thresh
false
null
null
0
EDGX>ARCA
LMT
53.2
91
11.1
123
-3
-39
20
null
null
Toxic prints; widened spread
X007073
2025-11-08 10:39:50
CSCO
Sell
308,257
340.41
104,933,765.37
3.6
0.774
Low
7
3
-20.2
NASDAQ>IEX>ARCA>EDGX>NYSE
POV
4
LMT
5.1
237
28
0.8
Multi
false
null
null
0
NASDAQ>IEX>ARCA>EDGX>NYSE
LMT
3.5
89
11.2
306
53
20
-15
PositionLimitNear
null
High urgency from PM
X007074
2025-11-09 13:04:23
JNJ
Buy
27,481
256.98
7,062,067.38
5.1
0.101
Low
10.7
16
14
BATS>NASDAQ
VWAP
1
LMT
4.3
69
34
0.48
ToxicitySpike
false
null
null
0
BATS>NASDAQ
LMT
83.5
92
0
10
-9
14
15
null
null
Paused due to data glitch
X007075
2025-12-23 15:33:29
HD
Sell
15,190
121.41
1,844,217.9
2.3
0.059
Medium
22.3
39
-33
NYSE>NASDAQ>EDGX>BATS
TWAP
3
IOC
8.9
67
30
0.58
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>EDGX>BATS
IOC
21.3
94
18.6
149
31
-1
28
null
Unknown
Paused due to data glitch
X007076
2025-12-22 10:59:15
INTC
Sell
987
16.83
16,611.21
1.2
0.047
High
16.5
23
3.5
IEX>NYSE
IS
4
PO
7.7
60
34
0.5
LiqDrop
false
null
null
0
IEX>NYSE
PO
49.5
85
5.5
10
23
23
0
null
null
Toxic prints; widened spread
X007077
2025-12-01 10:29:33
V
Sell
6,972
151.52
1,056,397.44
4.7
0.091
Low
35.7
6
28.2
NASDAQ>NYSE
POV
4
MKT
18.3
64
13
0.67
Multi
true
MultiTrigger
AlgoSwitch
24
NASDAQ>NYSE
MKT>IOC
93.4
93
13.7
94
41
-22
-21
null
null
Paused due to data glitch
X007078
2025-11-22 12:33:56
HYG
Buy
20,855
76.74
1,600,412.7
1.9
0.114
Medium
14.5
30
-1.4
BATS>IEX
VWAP
2
LMT
4.4
68
24
0.58
LiqDrop
false
null
null
0
BATS>IEX
LMT
35.8
87
16.3
107
-20
-13
12
null
null
Paused due to data glitch
X007079
2025-12-06 11:27:11
UNH
Sell
41,314
309.95
12,805,274.3
2.4
0.181
Medium
4.4
27
-27.2
EDGX>ARCA>NYSE>IEX>BATS
POV
5
LMT
3.5
86
22
0.62
Multi
false
null
null
0
EDGX>ARCA>NYSE>IEX>BATS
LMT
48.4
98
1.8
158
25
-38
35
null
null
High urgency from PM
X007080
2025-12-13 11:57:20
HYG
Sell
39,069
78.92
3,083,325.48
1.8
0.214
Low
12.1
22
-7.2
NASDAQ>EDGX
Adaptive
1
MKT
3.8
73
30
0.71
Slip>Thresh
false
null
null
0
NASDAQ>EDGX
MKT
85.1
88
6.2
90
23
10
-20
null
null
Paused due to data glitch
X007081
2025-11-27 12:08:25
NVDA
Sell
1,471
348.44
512,555.24
2.1
0.038
High
16.8
26
-32
NYSE>ARCA>EDGX>IEX>BATS
IS
5
LMT
8.6
60
27
0.41
ToxicitySpike
false
null
null
0
NYSE>ARCA>EDGX>IEX>BATS
LMT
38.3
94
12.7
84
11
-32
6
null
null
Venue switch reduced impact
X007082
2025-12-02 14:25:14
QQQ
Buy
9,838
429.15
4,221,977.7
0.9
0.031
Ultra
5.8
6
12.7
NYSE>NASDAQ>ARCA>EDGX
POV
4
LMT
2.6
65
30
0.58
ToxicitySpike
false
null
null
0
NYSE>NASDAQ>ARCA>EDGX
LMT
9.7
91
2.9
38
42
7
-14
null
null
High urgency from PM
X007083
2025-11-10 15:55:46
XLK
Buy
193,189
57.76
11,158,596.64
1
0.542
Low
8.5
17
-19.1
ARCA>IEX>NYSE>NASDAQ>BATS
VWAP
3
MKT
3.7
156
32
0.68
Slip>Thresh
false
null
null
0
ARCA>IEX>NYSE>NASDAQ>BATS
MKT
99.8
96
0
68
43
27
-14
null
PriceBand
Stable book; normal liquidity
X007084
2025-12-10 09:35:40
LQD
Buy
16,571
107.74
1,785,359.54
1.2
0.082
Ultra
6
10
-34.8
IEX>EDGX>NASDAQ>NYSE
POV
4
IOC
3.3
69
17
0.44
LiqDrop
false
null
null
0
IEX>EDGX>NASDAQ>NYSE
IOC
5.3
98
0
76
54
11
1
PositionLimitNear
null
High urgency from PM
X007085
2025-12-21 10:10:33
XOM
Sell
7,740
285
2,205,900
3.5
0.071
Medium
14
17
-14.5
BATS>NYSE>ARCA
IS
4
LMT
7.7
64
23
0.43
Slip>Thresh
false
null
null
0
BATS>NYSE>ARCA
LMT
89
93
6.5
133
3
19
-26
null
null
High urgency from PM
X007086
2025-12-12 09:52:01
XLF
Sell
28,551
234.95
6,708,057.45
2.9
0.078
High
5.4
16
-17.9
BATS>EDGX>IEX
IS
4
MKT
5
76
30
0.64
ToxicitySpike
false
null
null
0
BATS>EDGX>IEX
MKT
14.6
100
0
42
12
19
34
null
null
Stable book; normal liquidity
X007087
2025-11-10 10:10:13
QQQ
Buy
10,524
390.19
4,106,359.56
0.9
0.033
Ultra
12.4
28
34.5
NYSE>NASDAQ>EDGX>ARCA
IS
5
PO
6.4
66
31
0.74
Multi
false
null
null
0
NYSE>NASDAQ>EDGX>ARCA
PO
92.3
92
8.6
22
-1
-38
-17
NoShort
null
Venue switch reduced impact
X007088
2025-12-16 11:05:15
MSFT
Buy
40,378
57.43
2,318,908.54
2.4
0.214
Low
10.6
6
21.1
ARCA>BATS
TWAP
1
MKT
4.1
74
24
0.6
Slip>Thresh
false
null
null
0
ARCA>BATS
MKT
61.9
97
20.7
34
10
30
2
PositionLimitNear
null
Stable book; normal liquidity
X007089
2025-12-25 09:38:15
XLK
Sell
23,524
178.74
4,204,679.76
1.5
0.066
High
10.4
3
-11.7
NYSE>NASDAQ>IEX
IS
4
LMT
5
73
22
0.83
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>IEX
LMT
54.2
97
9.8
90
58
-35
-27
null
null
Stable book; normal liquidity
X007090
2025-11-13 15:18:56
XLU
Sell
28,766
126.28
3,632,570.48
1.8
0.092
High
8.7
34
34.5
NASDAQ>EDGX>BATS>IEX>ARCA
POV
5
LMT
4.6
78
14
0.57
Multi
false
null
null
0
NASDAQ>EDGX>BATS>IEX>ARCA
LMT
85.6
91
4.6
10
27
2
-35
NoShort
null
Stable book; normal liquidity
X007091
2025-12-21 11:59:56
BRK.B
Buy
17,773
20.41
362,746.93
2.4
0.081
High
6.5
22
-21.9
NYSE>BATS>IEX
TWAP
1
LMT
2.5
66
19
0.54
Slip>Thresh
false
null
null
0
NYSE>BATS>IEX
LMT
20.8
97
0
132
-6
9
-12
NoShort
null
Paused due to data glitch
X007092
2025-11-15 14:56:10
TSLA
Sell
171,946
18.27
3,141,453.42
1.5
0.534
Low
16
32
2.4
ARCA>IEX>NYSE>NASDAQ>BATS
VWAP
2
LMT
4.7
133
28
0.72
ToxicitySpike
true
ToxicitySpike
VenueSwitch
37
ARCA>IEX>NYSE>NASDAQ>BATS
LMT>PO
86.7
92
9.9
158
51
-31
-4
null
null
Stable book; normal liquidity
X007093
2025-12-21 14:32:58
V
Buy
7,709
121.49
936,566.41
5.1
0.1
Low
19.6
25
-4.5
NASDAQ>ARCA>IEX
TWAP
1
MKT
7.8
62
22
0.73
LiqDrop
false
null
null
0
NASDAQ>ARCA>IEX
MKT
56
89
0
10
-4
-8
33
null
null
Toxic prints; widened spread
X007094
2025-12-17 09:35:26
PFE
Sell
136,155
90.6
12,335,643
2.1
0.37
Low
13.8
16
32.4
EDGX>NASDAQ>IEX>BATS>NYSE
TWAP
2
MKT
5.6
117
30
0.64
ToxicitySpike
true
ToxicitySpike
VenueSwitch
16
EDGX>NASDAQ>IEX>BATS>NYSE
MKT>PO
93.3
87
11.2
103
5
22
-23
NoShort
null
High urgency from PM
X007095
2025-10-31 09:35:03
BAC
Sell
48,396
90.18
4,364,351.28
1.1
0.132
Ultra
3.2
20
28.9
BATS>ARCA>EDGX>IEX>NYSE
Adaptive
4
IOC
1.9
87
26
0.73
Slip>Thresh
false
null
null
0
BATS>ARCA>EDGX>IEX>NYSE
IOC
39.6
90
6.4
118
-12
-9
-13
NoShort
null
High urgency from PM
X007096
2025-10-28 13:06:40
BAC
Sell
55,367
70.66
3,912,232.22
1.9
0.151
Medium
11.4
16
-26.1
NYSE>EDGX
TWAP
3
LMT
4.4
87
17
0.78
Slip>Thresh
false
null
null
0
NYSE>EDGX
LMT
74.9
85
6.5
181
60
-39
-31
null
null
Stable book; normal liquidity
X007097
2025-10-27 14:16:01
VZ
Buy
8,732
245.45
2,143,269.4
3.2
0.075
High
6.7
33
-25.1
BATS>ARCA>EDGX>NYSE>NASDAQ
VWAP
1
LMT
2.7
63
26
0.7
ToxicitySpike
false
null
null
0
BATS>ARCA>EDGX>NYSE>NASDAQ
LMT
26.8
95
3.4
56
-9
0
-7
null
null
High urgency from PM
X007098
2025-11-19 10:44:25
IEF
Sell
151,599
97.11
14,721,778.89
2
0.576
Low
12.1
30
15.7
NASDAQ>BATS>ARCA>NYSE
VWAP
1
MKT
4.2
113
18
0.69
Multi
false
null
null
0
NASDAQ>BATS>ARCA>NYSE
MKT
19.3
87
0
225
9
-36
9
null
null
Paused due to data glitch
X007099
2025-11-19 09:47:45
XLP
Buy
22,395
251.33
5,628,535.35
2.4
0.077
Ultra
3.1
28
-7.1
ARCA>BATS>NYSE
Adaptive
3
MKT
2.5
71
13
0.43
Slip>Thresh
false
null
null
0
ARCA>BATS>NYSE
MKT
62.7
92
0.7
44
10
-30
19
NoShort
null
Stable book; normal liquidity
X007100
2025-11-08 13:56:34
XLY
Buy
17,008
248.03
4,218,494.24
1.3
0.071
Medium
24.2
7
-18.1
NASDAQ>EDGX>BATS
POV
5
LMT
10
71
27
0.7
Multi
false
null
null
0
NASDAQ>EDGX>BATS
LMT
80.4
99
12.2
39
-11
-4
-38
Watchlist
null
Venue switch reduced impact