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
X007101
2025-12-12 14:33:49
XLV
Sell
137,077
209.04
28,654,576.08
1.9
0.385
Low
11.4
39
-10.6
EDGX>BATS>ARCA
TWAP
2
PO
4.4
118
19
0.57
Multi
false
null
null
0
EDGX>BATS>ARCA
PO
11.3
91
21.3
45
10
-22
7
null
null
Toxic prints; widened spread
X007102
2025-11-25 11:02:15
BAC
Buy
270,749
35.7
9,665,739.3
1.4
0.738
Low
5.5
25
17.9
NASDAQ>IEX>EDGX
VWAP
1
MKT
2.3
154
16
0.62
Slip>Thresh
false
null
null
0
NASDAQ>IEX>EDGX
MKT
73.1
87
0
195
49
5
19
NoShort
null
High urgency from PM
X007103
2025-10-30 10:55:21
T
Buy
6,814
136.68
931,337.52
3
0.057
Medium
16.4
6
-0.7
IEX>BATS
TWAP
1
MKT
5.9
62
30
0.56
LiqDrop
false
null
null
0
IEX>BATS
MKT
23.8
93
7.2
88
57
27
-19
NoShort
null
High urgency from PM
X007104
2025-11-10 14:40:55
HYG
Buy
9,612
77.98
749,543.76
1.7
0.053
High
12
27
-0.3
EDGX>IEX
Adaptive
5
LMT
4.9
66
26
0.61
Slip>Thresh
false
null
null
0
EDGX>IEX
LMT
29.6
93
7.1
50
2
5
-21
null
null
Stable book; normal liquidity
X007105
2025-12-23 11:13:05
NVDA
Sell
12,259
37.56
460,448.04
2
0.317
Low
13.7
29
-18.7
ARCA>BATS>NYSE>NASDAQ
TWAP
2
LMT
4.5
65
15
0.78
LiqDrop
false
null
null
0
ARCA>BATS>NYSE>NASDAQ
LMT
96.4
86
0
37
33
0
10
null
null
Stable book; normal liquidity
X007106
2025-12-24 13:41:43
XLK
Buy
45,082
185.6
8,367,219.2
1.1
0.127
Ultra
4.7
31
-29.4
ARCA>EDGX>NYSE>IEX>BATS
TWAP
2
LMT
1.8
79
21
0.72
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
16
ARCA>EDGX>NYSE>IEX>BATS
LMT>IOC
82.5
97
4.9
101
20
-1
27
PositionLimitNear
null
Paused due to data glitch
X007107
2025-10-27 13:51:01
NVDA
Buy
2,343
307.36
720,144.48
2
0.061
Low
39.6
34
-23.3
ARCA>BATS
TWAP
2
MKT
13.3
60
20
0.67
LiqDrop
false
null
null
0
ARCA>BATS
MKT
15.2
88
2.3
29
6
30
24
null
null
Toxic prints; widened spread
X007108
2025-11-14 13:05:57
XLE
Buy
16,009
178.96
2,864,970.64
2.9
0.057
Ultra
3.3
12
21.3
NYSE>EDGX>ARCA>NASDAQ>BATS
POV
5
LMT
3.4
70
21
0.42
ToxicitySpike
false
null
null
0
NYSE>EDGX>ARCA>NASDAQ>BATS
LMT
42.2
64
3.5
98
1
-38
24
null
null
Stable book; normal liquidity
X007109
2025-12-02 14:46:04
XLI
Buy
3,147
334.46
1,052,545.62
2.4
0.144
Low
23.1
26
12.9
BATS>NYSE>NASDAQ>ARCA
TWAP
2
LMT
7
61
19
0.46
Slip>Thresh
false
null
null
0
BATS>NYSE>NASDAQ>ARCA
LMT
22.2
89
0
10
36
-15
12
null
null
Stable book; normal liquidity
X007110
2025-12-22 12:43:27
IEF
Sell
21,972
101.05
2,220,270.6
2.7
0.083
Medium
11.1
10
10.8
NASDAQ>BATS>EDGX>ARCA
VWAP
1
MKT
4.1
67
23
0.68
LiqDrop
true
LiquidityDrop
Pause
33
NASDAQ>BATS>EDGX>ARCA
MKT>PO
45.4
88
1.8
130
50
-3
13
null
null
Toxic prints; widened spread
X007111
2025-12-25 15:03:34
XLU
Sell
11,342
94.71
1,074,200.82
2.3
0.036
High
18.5
32
-2.6
BATS>NASDAQ
IS
4
LMT
8.5
66
17
0.65
Slip>Thresh
false
null
null
0
BATS>NASDAQ
LMT
93.3
78
9.7
68
59
-32
25
null
null
Venue switch reduced impact
X007112
2025-11-21 12:44:43
MSFT
Sell
37,597
129.14
4,855,276.58
1.8
0.2
High
3.5
22
-24.3
NYSE>NASDAQ
POV
4
MKT
3
81
19
0.79
Slip>Thresh
true
SlippageAboveThreshold
Pause
12
NYSE>NASDAQ
MKT>LMT
16.3
88
19
57
5
15
-20
NoShort
null
Toxic prints; widened spread
X007113
2025-12-21 11:08:23
VZ
Sell
18,620
104.66
1,948,769.2
2.5
0.159
Low
12.4
11
-32.8
NYSE>BATS>ARCA
IS
4
LMT
6.5
70
31
0.67
LiqDrop
false
null
null
0
NYSE>BATS>ARCA
LMT
0
93
17.5
23
29
-26
3
null
null
Stable book; normal liquidity
X007114
2025-10-31 12:49:21
BA
Sell
4,837
134.38
649,996.06
2.1
0.016
Ultra
9.5
19
30.2
IEX>BATS
VWAP
1
LMT
2.8
61
17
0.61
ToxicitySpike
false
null
null
0
IEX>BATS
LMT
35.9
85
0
75
5
-23
30
null
null
Stable book; normal liquidity
X007115
2025-11-14 10:26:02
LQD
Buy
44,171
114.2
5,044,328.2
0.8
0.217
Medium
18.9
38
2
NYSE>IEX>BATS>ARCA
POV
4
PO
7.7
85
28
0.44
LiqDrop
false
null
null
0
NYSE>IEX>BATS>ARCA
PO
19.1
90
11
95
39
21
19
null
null
High urgency from PM
X007116
2025-12-11 11:21:45
XLU
Buy
6,544
216.54
1,417,037.76
1.9
0.021
Ultra
14.4
9
24.9
BATS>NASDAQ>ARCA>IEX
IS
4
LMT
6.7
63
14
0.66
Multi
false
null
null
0
BATS>NASDAQ>ARCA>IEX
LMT
39.4
99
4.4
62
43
24
-31
null
null
Stable book; normal liquidity
X007117
2025-11-27 15:14:23
BA
Buy
37,326
85.45
3,189,506.7
2.7
0.124
High
3.4
11
3.4
NASDAQ>NYSE>BATS>EDGX
POV
5
LMT
3.3
84
26
0.79
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>BATS>EDGX
LMT
14.9
93
9.4
52
18
4
-9
null
null
High urgency from PM
X007118
2025-11-18 15:12:57
XLB
Buy
9,220
22.31
205,698.2
1.9
0.023
Ultra
7
36
9.2
ARCA>NYSE>BATS
VWAP
2
IOC
3
63
27
0.53
LiqDrop
false
null
null
0
ARCA>NYSE>BATS
IOC
99.7
98
6.5
49
54
-37
-34
null
null
Stable book; normal liquidity
X007119
2025-12-18 13:18:19
XLF
Buy
41,043
191.82
7,872,868.26
3.4
0.112
Medium
6
7
0.7
ARCA>BATS>NYSE
Adaptive
5
MKT
5
86
34
0.55
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
20
ARCA>BATS>NYSE
MKT>LMT
85.9
91
10.2
99
34
-8
-25
null
null
Toxic prints; widened spread
X007120
2025-11-04 14:09:01
IWM
Buy
145,012
203.17
29,462,088.04
1.4
0.2
Medium
11.8
12
24.5
ARCA>NASDAQ>NYSE>EDGX>IEX
TWAP
2
LMT
3.7
121
33
0.62
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>NYSE>EDGX>IEX
LMT
40.1
91
10.9
227
-6
12
16
null
null
Toxic prints; widened spread
X007121
2025-11-01 13:35:39
PEP
Buy
25,057
45.12
1,130,571.84
4.7
0.079
Medium
4.7
10
-6.7
EDGX>NASDAQ
TWAP
3
LMT
4
72
30
0.83
Multi
false
null
null
0
EDGX>NASDAQ
LMT
56.3
86
18.3
10
47
30
-20
null
null
Venue switch reduced impact
X007122
2025-10-27 14:59:40
T
Buy
7,537
158.89
1,197,553.93
5.1
0.063
Medium
5.2
15
23.7
EDGX>NASDAQ>IEX>NYSE>BATS
TWAP
1
IOC
3.9
62
24
0.48
ToxicitySpike
true
ToxicitySpike
Pause
15
EDGX>NASDAQ>IEX>NYSE>BATS
IOC>PO
79.4
89
0.2
8
60
23
-32
NoShort
null
Venue switch reduced impact
X007123
2025-12-12 09:57:06
JPM
Sell
3,345
280.36
937,804.2
4.9
0.083
Low
26.5
7
-22
NYSE>BATS>ARCA>IEX>NASDAQ
IS
4
PO
14.8
61
14
0.76
LiqDrop
false
null
null
0
NYSE>BATS>ARCA>IEX>NASDAQ
PO
52.7
89
19.6
10
23
-37
-31
PositionLimitNear
null
High urgency from PM
X007124
2025-11-21 14:08:02
XLK
Buy
9,224
113.65
1,048,307.6
1.5
0.026
Ultra
6.8
22
-25.7
BATS>ARCA>EDGX>NYSE
Adaptive
2
LMT
2.2
63
27
0.52
ToxicitySpike
false
null
null
0
BATS>ARCA>EDGX>NYSE
LMT
68.5
95
0.7
42
20
-34
-30
null
null
Stable book; normal liquidity
X007125
2025-11-29 12:21:29
XLE
Buy
6,303
215.7
1,359,557.1
3.6
0.023
Ultra
6.2
7
20.8
ARCA>EDGX>NASDAQ>BATS>NYSE
TWAP
1
LMT
2.9
62
31
0.75
ToxicitySpike
true
ToxicitySpike
Pause
10
ARCA>EDGX>NASDAQ>BATS>NYSE
LMT>MKT
80.9
86
1.8
39
-6
-5
-4
null
null
High urgency from PM
X007126
2025-11-08 10:58:42
QQQ
Sell
55,065
421.5
23,209,897.5
0.9
0.175
Medium
19
31
-23.1
IEX>NASDAQ>EDGX>BATS>ARCA
IS
4
MKT
9.3
91
32
0.77
ToxicitySpike
false
null
null
0
IEX>NASDAQ>EDGX>BATS>ARCA
MKT
19.1
100
2.2
79
33
17
3
PositionLimitNear
null
Toxic prints; widened spread
X007127
2025-11-26 13:47:17
XLU
Buy
114,472
21.23
2,430,240.56
1.5
0.367
Low
24.4
27
18.8
NYSE>ARCA>IEX>BATS>EDGX
TWAP
3
PO
8.8
117
31
0.63
Slip>Thresh
false
null
null
0
NYSE>ARCA>IEX>BATS>EDGX
PO
10.4
85
5.2
40
45
-35
13
null
null
Stable book; normal liquidity
X007128
2025-12-21 10:53:48
SPY
Buy
37,922
491.64
18,643,972.08
0.8
0.051
High
24.1
15
-30.9
IEX>NYSE>EDGX
IS
4
LMT
9.5
81
12
0.54
Multi
false
null
null
0
IEX>NYSE>EDGX
LMT
33.8
87
9.1
47
15
13
38
null
null
Stable book; normal liquidity
X007129
2025-11-08 12:41:06
IEF
Sell
56,756
96.89
5,499,088.84
2.4
0.215
Low
10.7
37
-29.8
NASDAQ>NYSE>EDGX>IEX>ARCA
TWAP
3
LMT
4.5
88
22
0.55
LiqDrop
true
LiquidityDrop
Pause
29
NASDAQ>NYSE>EDGX>IEX>ARCA
LMT>IOC
24.3
96
0
214
54
-7
-36
null
null
High urgency from PM
X007130
2025-12-26 10:12:24
IWM
Sell
73,432
197.36
14,492,539.52
0.8
0.101
High
10.9
17
-32.1
ARCA>BATS>NYSE>IEX>EDGX
TWAP
1
LMT
2.7
85
27
0.5
ToxicitySpike
false
null
null
0
ARCA>BATS>NYSE>IEX>EDGX
LMT
8.3
92
2.2
101
4
20
21
NoShort
null
High urgency from PM
X007131
2025-12-03 11:59:07
BAC
Sell
16,047
106.55
1,709,807.85
1.5
0.044
Ultra
9.1
28
7.8
BATS>NYSE>NASDAQ
TWAP
3
MKT
4.2
68
24
0.73
LiqDrop
false
null
null
0
BATS>NYSE>NASDAQ
MKT
99
99
6.7
61
44
6
31
PositionLimitNear
null
Venue switch reduced impact
X007132
2025-11-30 13:19:17
AMZN
Buy
1,113
72.93
81,171.09
2.7
0.051
Medium
14.4
32
-19.1
IEX>ARCA>BATS>NASDAQ
VWAP
3
PO
5.9
60
18
0.82
Multi
true
MultiTrigger
VenueSwitch
29
IEX>ARCA>BATS>NASDAQ
PO>IOC
90.2
86
0
127
-15
12
25
null
null
Venue switch reduced impact
X007133
2025-11-06 12:59:34
LQD
Buy
8,657
109.6
948,807.2
1.4
0.043
Ultra
8.3
23
-0.7
NYSE>IEX
TWAP
2
MKT
3.4
63
26
0.42
ToxicitySpike
false
null
null
0
NYSE>IEX
MKT
67.8
91
5.9
73
-14
-15
-4
NoShort
null
Toxic prints; widened spread
X007134
2025-11-25 12:02:50
JNJ
Sell
54,806
144.53
7,921,111.18
2.9
0.201
Low
18.4
5
-30.9
NYSE>BATS
Adaptive
4
LMT
7
91
33
0.55
ToxicitySpike
false
null
null
0
NYSE>BATS
LMT
8.8
95
12.6
78
12
30
-12
null
null
Toxic prints; widened spread
X007135
2025-11-09 13:40:27
XLE
Sell
139,029
323.01
44,907,757.29
3.5
0.499
Low
9.8
4
7.3
NYSE>NASDAQ>ARCA
TWAP
3
MKT
6
129
24
0.68
LiqDrop
false
null
null
0
NYSE>NASDAQ>ARCA
MKT
61.8
91
4.9
41
7
-24
-37
null
null
Toxic prints; widened spread
X007136
2025-11-26 13:31:18
MSFT
Buy
25,890
197.37
5,109,909.3
3.1
0.137
Low
24.4
25
32.5
ARCA>NASDAQ>EDGX>IEX
IS
5
IOC
14.5
76
22
0.77
LiqDrop
false
null
null
0
ARCA>NASDAQ>EDGX>IEX
IOC
1.7
97
29.7
64
28
17
10
null
null
High urgency from PM
X007137
2025-11-19 14:49:36
HYG
Buy
11,401
76.11
867,730.11
1.2
0.063
High
18.3
36
-13.5
NASDAQ>NYSE>IEX
Adaptive
5
IOC
7.7
67
29
0.77
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>IEX
IOC
47.8
100
2.8
30
32
6
16
NoShort
null
High urgency from PM
X007138
2025-12-06 15:23:33
XLE
Sell
17,124
28.04
480,156.96
3.1
0.061
Medium
12.1
27
-20.3
EDGX>ARCA>NYSE
Adaptive
2
PO
4.6
67
34
0.74
LiqDrop
true
LiquidityDrop
OrderTypeChange
23
EDGX>ARCA>NYSE
PO>MKT
35.2
92
0
78
-10
5
-19
Watchlist
null
Venue switch reduced impact
X007139
2025-11-15 14:53:56
BAC
Buy
21,983
103.48
2,274,800.84
1.7
0.06
High
9.2
9
-17.4
NASDAQ>BATS>IEX>EDGX
IS
4
LMT
4.7
72
34
0.54
Multi
false
null
null
0
NASDAQ>BATS>IEX>EDGX
LMT
40.2
95
11.1
80
5
12
5
null
null
High urgency from PM
X007140
2025-11-08 12:20:27
VZ
Sell
17,021
217.15
3,696,110.15
3.4
0.146
Medium
5.9
7
-28.7
EDGX>ARCA>BATS
TWAP
3
IOC
4.3
68
34
0.7
Slip>Thresh
false
null
null
0
EDGX>ARCA>BATS
IOC
88.9
89
0
87
-9
28
-32
null
null
Stable book; normal liquidity
X007141
2025-11-22 10:19:52
NVDA
Sell
18,735
149.17
2,794,699.95
1.8
0.485
Low
22.6
10
-11.1
NASDAQ>NYSE
IS
4
LMT
9.9
70
23
0.81
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
15
NASDAQ>NYSE
LMT>PO
17.4
96
24.8
102
46
-6
-9
null
null
Toxic prints; widened spread
X007142
2025-11-10 10:25:58
PEP
Buy
45,015
252.82
11,380,692.3
4.3
0.142
Low
19
27
4.7
NASDAQ>EDGX
IS
5
LMT
11.3
89
24
0.49
Multi
false
null
null
0
NASDAQ>EDGX
LMT
85.7
89
9.8
79
49
17
-33
null
null
Paused due to data glitch
X007143
2025-11-09 13:18:43
XLF
Sell
44,798
52.64
2,358,166.72
1.7
0.122
High
4.3
36
-10.6
BATS>ARCA>NYSE>NASDAQ>EDGX
POV
5
MKT
3.5
89
22
0.68
Slip>Thresh
false
null
null
0
BATS>ARCA>NYSE>NASDAQ>EDGX
MKT
98
98
0
46
42
29
32
NoShort
null
Venue switch reduced impact
X007144
2025-12-26 12:35:49
NKE
Sell
29,163
193.23
5,635,166.49
2.6
0.135
Medium
7.3
8
34.5
NYSE>IEX>ARCA>NASDAQ
POV
4
LMT
4.3
76
15
0.69
LiqDrop
true
LiquidityDrop
VenueSwitch
12
NYSE>IEX>ARCA>NASDAQ
LMT>IOC
90.8
91
12.4
131
20
17
14
NoShort
null
Venue switch reduced impact
X007145
2025-10-31 14:47:53
XLF
Sell
118,762
210.25
24,969,710.5
3.4
0.325
Low
21.2
22
20.1
NYSE>BATS>IEX
VWAP
1
MKT
7.1
101
27
0.41
Multi
false
null
null
0
NYSE>BATS>IEX
MKT
99.6
100
2.5
105
53
16
14
null
null
Toxic prints; widened spread
X007146
2025-10-31 13:38:32
NVDA
Buy
14,866
57.37
852,862.42
2
0.385
Low
11
20
2.4
EDGX>BATS
VWAP
3
MKT
5.1
67
28
0.77
Slip>Thresh
false
null
null
0
EDGX>BATS
MKT
6.4
97
3.9
10
-7
-15
15
NoShort
null
Stable book; normal liquidity
X007147
2025-11-25 13:51:01
HYG
Buy
11,523
79.13
911,814.99
1.4
0.063
High
10.4
3
-30.9
IEX>NASDAQ
IS
5
IOC
6.3
67
14
0.53
ToxicitySpike
false
null
null
0
IEX>NASDAQ
IOC
63.6
85
0
62
10
-7
34
null
null
Toxic prints; widened spread
X007148
2025-11-07 14:12:34
INTC
Buy
2,196
235.28
516,674.88
1.1
0.105
High
10.2
19
-18.5
IEX>NASDAQ>NYSE>EDGX
VWAP
3
LMT
3.4
61
33
0.41
Multi
false
null
null
0
IEX>NASDAQ>NYSE>EDGX
LMT
29.2
97
2.7
92
-2
16
-3
null
null
Paused due to data glitch
X007149
2025-12-08 15:04:06
HYG
Sell
80,970
77.23
6,253,313.1
2.3
0.444
Low
12.1
5
-5.6
EDGX>NASDAQ>IEX>BATS>NYSE
IS
5
IOC
8.1
112
19
0.82
Multi
false
null
null
0
EDGX>NASDAQ>IEX>BATS>NYSE
IOC
63.9
85
36.3
54
46
-32
-24
null
null
Paused due to data glitch
X007150
2025-11-20 09:35:40
TSLA
Buy
44,266
28.73
1,271,762.18
2
0.138
High
4.8
17
15
BATS>NASDAQ>EDGX
TWAP
2
LMT
2.3
78
34
0.52
LiqDrop
true
LiquidityDrop
OrderTypeChange
20
BATS>NASDAQ>EDGX
LMT>IOC
53.6
89
0
151
34
-25
-8
null
null
Venue switch reduced impact
X007151
2025-12-09 12:11:06
XLY
Buy
21,195
263.22
5,578,947.9
2.2
0.088
Medium
18.4
18
-18.6
BATS>ARCA
TWAP
2
MKT
7
69
35
0.74
Slip>Thresh
false
null
null
0
BATS>ARCA
MKT
8.8
88
8.2
86
37
-1
23
Watchlist
null
Paused due to data glitch
X007152
2025-11-10 13:33:26
HYG
Sell
8,519
76.14
648,636.66
1.1
0.047
High
18.4
17
-19.5
NASDAQ>IEX
TWAP
1
LMT
4.5
62
20
0.76
Slip>Thresh
false
null
null
0
NASDAQ>IEX
LMT
51.4
90
10.4
54
33
3
35
null
null
Paused due to data glitch
X007153
2025-11-15 09:35:32
KO
Buy
8,220
44.83
368,502.6
1.9
0.205
Low
14.7
8
21.9
ARCA>EDGX
POV
4
MKT
7.6
64
14
0.69
Slip>Thresh
false
null
null
0
ARCA>EDGX
MKT
2.5
93
0
58
22
-39
19
null
null
High urgency from PM
X007154
2025-12-07 13:46:31
AMD
Buy
7,542
126.2
951,800.4
2.1
0.21
Low
29.6
16
26.1
NASDAQ>IEX
POV
5
MKT
15.3
64
18
0.77
ToxicitySpike
false
null
null
0
NASDAQ>IEX
MKT
44.3
87
10.5
13
45
-5
-23
NoShort
null
High urgency from PM
X007155
2025-11-14 12:08:19
AAPL
Sell
35,715
216.33
7,726,225.95
2.3
0.105
Low
23
10
29.1
NYSE>NASDAQ
VWAP
3
PO
8.3
77
22
0.65
LiqDrop
true
LiquidityDrop
OrderTypeChange
23
NYSE>NASDAQ
PO>MKT
68.2
89
20.7
118
10
17
-30
null
null
Venue switch reduced impact
X007156
2025-12-22 09:57:49
PFE
Buy
73,863
249.87
18,456,147.81
3.4
0.201
Low
17.9
23
4.4
IEX>BATS>NASDAQ>EDGX
TWAP
2
LMT
6.3
91
24
0.46
Slip>Thresh
false
null
null
0
IEX>BATS>NASDAQ>EDGX
LMT
26.9
99
0
126
48
25
27
null
null
Stable book; normal liquidity
X007157
2025-12-02 10:39:05
XLP
Buy
20,467
112.51
2,302,742.17
1.9
0.071
Ultra
3.7
5
-15.2
EDGX>BATS>NYSE>ARCA>IEX
VWAP
3
LMT
2.1
70
30
0.6
ToxicitySpike
true
ToxicitySpike
VenueSwitch
21
EDGX>BATS>NYSE>ARCA>IEX
LMT>MKT
87.3
97
2
75
28
-6
25
null
null
Venue switch reduced impact
X007158
2025-12-22 15:19:07
HYG
Buy
12,491
78.26
977,545.66
1.4
0.069
Medium
24.3
26
-8.4
BATS>NYSE>IEX>EDGX>NASDAQ
IS
4
LMT
10
67
21
0.5
LiqDrop
true
LiquidityDrop
OrderTypeChange
10
BATS>NYSE>IEX>EDGX>NASDAQ
LMT>MKT
56
87
22.8
130
-2
-40
22
Watchlist
null
Paused due to data glitch
X007159
2025-12-18 12:03:51
BAC
Buy
104,628
108.92
11,396,081.76
1.5
0.285
Low
20.3
6
-12.9
BATS>EDGX>IEX>NASDAQ
Adaptive
4
IOC
7.9
120
33
0.44
LiqDrop
false
null
null
0
BATS>EDGX>IEX>NASDAQ
IOC
10.5
99
0.2
86
19
15
26
Watchlist
null
Toxic prints; widened spread
X007160
2025-12-01 09:35:28
XLV
Sell
83,382
232.58
19,392,985.56
1
0.234
Low
19.6
10
-2.7
BATS>NASDAQ>NYSE>EDGX
TWAP
2
IOC
6.4
95
17
0.66
ToxicitySpike
false
null
null
0
BATS>NASDAQ>NYSE>EDGX
IOC
6.3
94
15.7
146
-17
22
13
null
null
Toxic prints; widened spread
X007161
2025-12-03 11:39:22
IWM
Buy
39,410
207.61
8,181,910.1
1.4
0.054
High
14.6
38
-33.1
NYSE>IEX
TWAP
1
IOC
4.4
73
17
0.69
LiqDrop
true
LiquidityDrop
VenueSwitch
24
NYSE>IEX
IOC>MKT
48.9
91
0
100
21
5
7
null
null
Stable book; normal liquidity
X007162
2025-12-25 14:59:41
AAPL
Buy
137,291
208.21
28,585,359.11
1.8
0.404
Low
8.6
26
-33.3
EDGX>IEX>NASDAQ>ARCA>BATS
IS
4
LMT
4.7
138
24
0.78
LiqDrop
false
null
null
0
EDGX>IEX>NASDAQ>ARCA>BATS
LMT
5.7
89
10.1
10
-19
6
-40
null
null
Paused due to data glitch
X007163
2025-12-20 11:34:35
AMZN
Buy
4,602
91.23
419,840.46
2.5
0.211
Low
30.3
8
15.2
BATS>ARCA>NASDAQ
VWAP
2
LMT
8.5
61
25
0.64
Slip>Thresh
false
null
null
0
BATS>ARCA>NASDAQ
LMT
61.5
90
8.4
35
42
-22
5
Watchlist
null
Stable book; normal liquidity
X007164
2025-12-24 14:48:31
V
Sell
9,351
84.88
793,712.88
4.3
0.122
Low
33.2
22
33.9
IEX>BATS>ARCA
TWAP
1
MKT
11
63
23
0.47
LiqDrop
false
null
null
0
IEX>BATS>ARCA
MKT
53.9
87
33.7
63
-2
14
-32
null
null
Toxic prints; widened spread
X007165
2025-11-12 11:26:39
PEP
Sell
132,311
160.9
21,288,839.9
2.9
0.418
Low
17.7
5
-25.5
EDGX>IEX
IS
4
MKT
10.7
136
18
0.56
ToxicitySpike
false
null
null
0
EDGX>IEX
MKT
41.8
97
10.1
138
14
-20
6
Watchlist
null
Toxic prints; widened spread
X007166
2025-12-14 10:15:56
JPM
Sell
6,511
93.7
610,080.7
4.7
0.161
Low
12
32
-19.8
NYSE>NASDAQ
TWAP
3
LMT
6.2
63
23
0.55
ToxicitySpike
false
null
null
0
NYSE>NASDAQ
LMT
27.1
88
13.3
77
-20
24
-8
Watchlist
null
Venue switch reduced impact
X007167
2025-11-10 09:35:10
PFE
Sell
74,848
109.4
8,188,371.2
3.1
0.203
Low
20.3
35
6.1
BATS>NYSE>ARCA
VWAP
2
LMT
6.4
91
20
0.5
Multi
true
MultiTrigger
AlgoSwitch
11
BATS>NYSE>ARCA
LMT>PO
71.2
89
17.6
8
2
-5
-20
null
null
High urgency from PM
X007168
2025-11-03 15:33:32
XLV
Buy
135,364
296.79
40,174,681.56
1.8
0.38
Low
18.9
9
-27.8
NASDAQ>EDGX>IEX>NYSE>ARCA
TWAP
1
LMT
5
107
14
0.47
LiqDrop
false
null
null
0
NASDAQ>EDGX>IEX>NYSE>ARCA
LMT
97
92
0
187
-7
-36
-5
null
null
Paused due to data glitch
X007169
2025-12-17 09:35:47
XOM
Buy
6,339
273.65
1,734,667.35
3.4
0.058
Low
24.5
20
-20.3
ARCA>NYSE>BATS>IEX>EDGX
IS
4
LMT
11.5
63
16
0.53
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
25
ARCA>NYSE>BATS>IEX>EDGX
LMT>IOC
73.8
79
20.7
87
38
-18
-35
null
null
Venue switch reduced impact
X007170
2025-11-24 10:47:22
XLF
Sell
12,772
247.84
3,165,412.48
2.4
0.035
Medium
24.4
34
9.9
NYSE>EDGX>ARCA>NASDAQ
POV
4
IOC
11.3
67
33
0.61
LiqDrop
false
null
null
0
NYSE>EDGX>ARCA>NASDAQ
IOC
45.2
96
0
63
25
-28
34
null
PriceBand
Stable book; normal liquidity
X007171
2025-12-23 11:35:00
MA
Buy
33,171
221.59
7,350,361.89
1.1
0.141
Medium
22.1
26
8.4
EDGX>NYSE>NASDAQ
TWAP
2
LMT
6.1
74
23
0.84
Multi
false
null
null
0
EDGX>NYSE>NASDAQ
LMT
39.2
88
7.1
118
-4
17
36
null
null
High urgency from PM
X007172
2025-12-08 13:27:59
NKE
Buy
64,909
97.48
6,327,329.32
2.8
0.302
Low
15.1
8
-0.9
IEX>EDGX>BATS>NYSE>NASDAQ
Adaptive
5
MKT
8.1
102
31
0.61
Slip>Thresh
false
null
null
0
IEX>EDGX>BATS>NYSE>NASDAQ
MKT
15.2
85
7.1
95
-2
-30
18
null
null
Stable book; normal liquidity
X007173
2025-11-29 15:20:32
T
Buy
10,106
35.45
358,257.7
2.3
0.084
Medium
14.4
34
-28.7
IEX>NYSE>ARCA>BATS>NASDAQ
TWAP
2
IOC
5.6
64
26
0.55
Multi
false
null
null
0
IEX>NYSE>ARCA>BATS>NASDAQ
IOC
56
91
14.3
10
0
5
35
null
null
Venue switch reduced impact
X007174
2025-12-20 10:12:25
XLE
Buy
53,362
149.28
7,965,879.36
3.1
0.191
Low
12.5
37
24.8
IEX>EDGX
TWAP
2
IOC
5.5
82
27
0.65
Multi
false
null
null
0
IEX>EDGX
IOC
98.8
89
0
46
32
-23
-24
PositionLimitNear
null
High urgency from PM
X007175
2025-12-18 09:35:01
BRK.B
Sell
16,597
66.18
1,098,389.46
2.5
0.075
Medium
14
9
-8.3
EDGX>IEX
IS
4
MKT
8.5
69
35
0.62
Multi
false
null
null
0
EDGX>IEX
MKT
66.6
87
9.6
44
48
-6
-3
null
null
Stable book; normal liquidity
X007176
2025-11-11 14:48:24
HYG
Sell
11,575
73.14
846,595.5
1.3
0.064
High
13.4
21
-30.4
IEX>ARCA>EDGX>NASDAQ>BATS
TWAP
3
LMT
4.6
65
30
0.66
LiqDrop
false
null
null
0
IEX>ARCA>EDGX>NASDAQ>BATS
LMT
57.8
95
1.9
86
5
-24
19
PositionLimitNear
Unknown
Paused due to data glitch
X007177
2025-11-06 12:13:00
META
Buy
10,076
272.54
2,746,113.04
1
0.028
Ultra
15.9
3
28.4
IEX>BATS
Adaptive
2
LMT
4
64
25
0.61
Slip>Thresh
false
null
null
0
IEX>BATS
LMT
55.6
98
5.3
77
40
-34
21
null
null
High urgency from PM
X007178
2025-11-18 09:37:20
SPY
Sell
203,990
484.01
98,733,199.9
1
0.276
Medium
8.7
32
3.6
ARCA>NASDAQ
TWAP
3
LMT
3.2
161
25
0.43
ToxicitySpike
false
null
null
0
ARCA>NASDAQ
LMT
7.2
93
3.6
162
15
-29
6
NoShort
null
Stable book; normal liquidity
X007179
2025-11-26 15:04:55
VZ
Sell
18,643
179.11
3,339,147.73
2.4
0.159
Medium
8.6
3
1
IEX>ARCA
TWAP
2
IOC
4
67
24
0.54
ToxicitySpike
false
null
null
0
IEX>ARCA
IOC
32.5
100
0
10
-14
-23
37
null
null
High urgency from PM
X007180
2025-11-06 10:18:02
XLI
Sell
11,195
315.99
3,537,508.05
1.8
0.511
Low
11.4
34
11.2
BATS>ARCA>NASDAQ>NYSE
VWAP
3
IOC
4.9
65
13
0.81
Multi
false
null
null
0
BATS>ARCA>NASDAQ>NYSE
IOC
6
94
19.9
70
30
4
-12
null
null
High urgency from PM
X007181
2025-11-11 11:01:47
CSCO
Sell
30,783
302.66
9,316,782.78
3.4
0.077
High
4.3
27
-12.4
ARCA>NASDAQ>IEX
Adaptive
1
LMT
2.2
70
28
0.44
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>IEX
LMT
6.2
98
0
98
43
-1
18
null
null
High urgency from PM
X007182
2025-11-13 15:33:33
TLT
Sell
21,578
90.6
1,954,966.8
3.1
0.079
Medium
11.7
17
-20.8
NYSE>NASDAQ
VWAP
3
PO
5.4
70
13
0.77
LiqDrop
false
null
null
0
NYSE>NASDAQ
PO
38
91
13.3
54
26
8
-6
null
null
Toxic prints; widened spread
X007183
2025-12-15 12:05:47
CVX
Buy
8,346
119.04
993,507.84
0.9
0.05
High
23.1
11
11
NASDAQ>ARCA>EDGX
TWAP
3
LMT
7.1
64
14
0.48
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>EDGX
LMT
48.8
95
7.2
71
-3
-35
-36
Watchlist
null
Paused due to data glitch
X007184
2025-11-30 11:43:12
SPY
Buy
57,060
469.24
26,774,834.4
1.1
0.077
Medium
21.4
25
21.8
IEX>NYSE>NASDAQ>ARCA>EDGX
VWAP
3
LMT
6.4
88
19
0.67
Slip>Thresh
false
null
null
0
IEX>NYSE>NASDAQ>ARCA>EDGX
LMT
95.2
76
3.3
147
40
18
30
PositionLimitNear
null
Paused due to data glitch
X007185
2025-12-08 11:01:15
AMD
Buy
10,723
38.41
411,870.43
2.3
0.299
Low
13.2
3
-18.3
BATS>NASDAQ>NYSE>ARCA>IEX
Adaptive
5
MKT
7
66
33
0.76
LiqDrop
true
LiquidityDrop
OrderTypeChange
29
BATS>NASDAQ>NYSE>ARCA>IEX
MKT>PO
5.8
95
0
107
2
-5
3
null
null
High urgency from PM
X007186
2025-12-22 15:43:06
XLB
Buy
49,279
72.82
3,588,496.78
1.9
0.126
Low
18.8
37
-27.6
ARCA>NYSE
Adaptive
4
MKT
7.9
88
23
0.6
Multi
false
null
null
0
ARCA>NYSE
MKT
72.3
100
0
184
-4
15
-12
null
null
Venue switch reduced impact
X007187
2025-11-22 12:05:04
CSCO
Sell
199,504
279.64
55,789,298.56
4.2
0.501
Low
15.6
22
6.6
ARCA>BATS>EDGX>NYSE>IEX
POV
4
MKT
10
174
15
0.71
LiqDrop
false
null
null
0
ARCA>BATS>EDGX>NYSE>IEX
MKT
93.9
98
17.7
10
16
-8
40
NoShort
null
Toxic prints; widened spread
X007188
2025-12-02 14:19:12
KO
Sell
10,094
96.36
972,657.84
2.5
0.251
Low
10.8
23
-8.1
IEX>BATS>NASDAQ>EDGX
Adaptive
1
PO
3.5
63
18
0.63
Multi
false
null
null
0
IEX>BATS>NASDAQ>EDGX
PO
45.1
90
11
10
53
5
-8
null
null
Venue switch reduced impact
X007189
2025-12-24 13:28:30
KO
Sell
14,306
116.64
1,668,651.84
3.6
0.356
Low
32.3
29
-28.2
NYSE>NASDAQ>ARCA
POV
4
LMT
13.4
68
27
0.41
Multi
false
null
null
0
NYSE>NASDAQ>ARCA
LMT
85.4
86
29.9
84
25
-38
34
null
null
Venue switch reduced impact
X007190
2025-11-28 09:39:55
MA
Sell
14,038
87.01
1,221,446.38
1.3
0.06
Ultra
6.7
24
31.4
IEX>ARCA>NYSE>EDGX>BATS
Adaptive
3
MKT
2.9
67
15
0.47
LiqDrop
false
null
null
0
IEX>ARCA>NYSE>EDGX>BATS
MKT
40.4
91
2.5
46
53
-39
-20
Watchlist
null
Paused due to data glitch
X007191
2025-11-16 15:10:23
LQD
Sell
27,602
108.57
2,996,749.14
1.5
0.136
Medium
15.8
3
-21.6
NASDAQ>BATS>ARCA>IEX
POV
4
MKT
7.7
75
27
0.48
ToxicitySpike
false
null
null
0
NASDAQ>BATS>ARCA>IEX
MKT
69
90
0
55
6
0
-24
null
null
Paused due to data glitch
X007192
2025-12-22 15:55:08
WMT
Sell
54,295
352.44
19,135,729.8
3.6
0.167
Low
16.6
11
14.8
ARCA>IEX>BATS
IS
4
MKT
10.7
91
15
0.61
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
10
ARCA>IEX>BATS
MKT>PO
20.2
88
20.1
23
12
5
6
null
null
Toxic prints; widened spread
X007193
2025-12-04 10:51:35
XOM
Buy
58,891
263.81
15,536,034.71
3.4
0.539
Low
13.1
6
-2.1
ARCA>EDGX>BATS>IEX
Adaptive
4
LMT
5.9
93
34
0.43
Slip>Thresh
false
null
null
0
ARCA>EDGX>BATS>IEX
LMT
78.9
96
9.5
54
-14
9
8
null
null
Paused due to data glitch
X007194
2025-12-26 14:22:50
NFLX
Sell
31,087
214.67
6,673,446.29
2.5
0.297
Low
9.9
10
-32.6
NASDAQ>EDGX
IS
5
PO
6.9
80
28
0.51
Slip>Thresh
false
null
null
0
NASDAQ>EDGX
PO
55.1
89
7.5
181
24
-18
-37
null
null
Stable book; normal liquidity
X007195
2025-12-03 10:36:45
JNJ
Sell
26,475
314.78
8,333,800.5
4.4
0.097
Low
11.8
9
27.2
NYSE>BATS>NASDAQ>ARCA>IEX
IS
5
LMT
8.4
77
15
0.43
Multi
false
null
null
0
NYSE>BATS>NASDAQ>ARCA>IEX
LMT
19.4
95
0
91
18
-22
-37
NoShort
null
High urgency from PM
X007196
2025-12-25 09:35:40
CSCO
Buy
44,054
247.56
10,906,008.24
3.9
0.111
Low
16
13
33
NASDAQ>EDGX>ARCA>NYSE
VWAP
2
MKT
6.9
78
26
0.44
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>ARCA>NYSE
MKT
84.8
97
0
10
23
-1
34
Watchlist
null
Toxic prints; widened spread
X007197
2025-12-05 15:01:18
CSCO
Buy
44,436
256.63
11,403,610.68
2.7
0.112
Medium
8.5
3
24.6
BATS>ARCA>NYSE
VWAP
1
MKT
3.5
75
14
0.73
ToxicitySpike
false
null
null
0
BATS>ARCA>NYSE
MKT
17.8
85
5
15
-6
-18
-15
null
null
Stable book; normal liquidity
X007198
2025-11-12 14:25:57
HYG
Buy
32,918
73.79
2,429,019.22
1.8
0.181
Low
21.9
6
-30
NYSE>EDGX
TWAP
3
LMT
7.3
76
16
0.73
LiqDrop
false
null
null
0
NYSE>EDGX
LMT
98.6
87
0
77
48
-24
-10
Watchlist
null
Paused due to data glitch
X007199
2025-10-28 10:19:07
XLF
Sell
95,355
52.6
5,015,673
2.4
0.261
Low
8.4
6
23.2
NASDAQ>IEX>EDGX>ARCA
Adaptive
3
LMT
3.5
107
33
0.71
Slip>Thresh
false
null
null
0
NASDAQ>IEX>EDGX>ARCA
LMT
23.6
90
0
121
51
27
-22
null
null
Toxic prints; widened spread
X007200
2025-12-16 09:53:12
NFLX
Sell
10,556
22
232,232
3.7
0.101
Medium
7.9
36
-5.6
BATS>EDGX>NASDAQ>ARCA>NYSE
IS
5
LMT
6.3
66
35
0.43
ToxicitySpike
false
null
null
0
BATS>EDGX>NASDAQ>ARCA>NYSE
LMT
27.2
79
0
102
38
-26
-24
null
null
High urgency from PM