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
X007201
2025-11-07 11:34:00
META
Sell
18,922
294.14
5,565,717.08
1.6
0.053
Medium
24.6
29
13.6
NASDAQ>EDGX>IEX>ARCA
VWAP
3
LMT
7.5
69
29
0.45
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>IEX>ARCA
LMT
37.5
82
25.9
49
59
-24
9
null
null
Paused due to data glitch
X007202
2025-12-04 11:54:57
DIS
Buy
14,225
51.75
736,143.75
1.2
0.062
High
17.8
39
12.1
NASDAQ>ARCA
VWAP
3
MKT
6.6
67
15
0.49
Slip>Thresh
false
null
null
0
NASDAQ>ARCA
MKT
79.7
87
0.9
47
10
-38
-24
null
null
Paused due to data glitch
X007203
2025-11-06 09:35:08
XLV
Sell
25,347
32.67
828,086.49
1.8
0.071
High
8.1
31
-12.4
IEX>NYSE>EDGX>BATS>NASDAQ
TWAP
1
MKT
3.1
68
25
0.57
LiqDrop
false
null
null
0
IEX>NYSE>EDGX>BATS>NASDAQ
MKT
20.4
96
0
38
14
-32
33
null
null
Toxic prints; widened spread
X007204
2025-11-24 15:55:28
JNJ
Sell
74,657
265.62
19,830,392.34
4.6
0.274
Low
9.7
5
23.3
NASDAQ>ARCA>BATS
Adaptive
4
MKT
6.7
102
34
0.68
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>BATS
MKT
27
85
24.2
103
-12
17
24
PositionLimitNear
null
Toxic prints; widened spread
X007205
2025-12-03 13:58:10
XLF
Sell
125,139
286.41
35,841,060.99
3.1
0.342
Low
4.6
7
29.3
ARCA>NYSE>BATS>NASDAQ
VWAP
2
MKT
3.2
113
26
0.42
Slip>Thresh
false
null
null
0
ARCA>NYSE>BATS>NASDAQ
MKT
76.5
92
5.7
144
-4
-19
-29
null
null
Stable book; normal liquidity
X007206
2025-11-05 13:17:12
BRK.B
Buy
23,549
153.19
3,607,471.31
2.4
0.107
Medium
14.5
39
34.2
ARCA>IEX>BATS>NYSE>NASDAQ
Adaptive
5
PO
6.8
75
34
0.63
LiqDrop
false
null
null
0
ARCA>IEX>BATS>NYSE>NASDAQ
PO
79.3
98
24.5
68
30
7
7
null
null
Toxic prints; widened spread
X007207
2025-12-23 11:00:39
PEP
Sell
66,664
335.28
22,351,105.92
2.5
0.211
Medium
4.4
3
-7.4
BATS>ARCA
IS
5
MKT
4.8
103
29
0.79
ToxicitySpike
false
null
null
0
BATS>ARCA
MKT
48.2
87
7.5
132
0
13
-5
NoShort
null
High urgency from PM
X007208
2025-11-05 14:42:57
JPM
Sell
2,030
205.46
417,083.8
3.4
0.05
Medium
11.6
29
-0.1
BATS>NYSE
IS
5
MKT
9.1
61
30
0.48
LiqDrop
false
null
null
0
BATS>NYSE
MKT
23.8
93
14.2
119
37
30
18
null
null
Stable book; normal liquidity
X007209
2025-11-29 11:23:46
MA
Sell
28,416
120.92
3,436,062.72
1.4
0.121
High
8
37
-7.7
ARCA>NYSE>EDGX
TWAP
2
LMT
2.7
72
20
0.51
Slip>Thresh
false
null
null
0
ARCA>NYSE>EDGX
LMT
23.1
88
0.9
122
3
8
-39
null
null
Stable book; normal liquidity
X007210
2025-12-03 15:34:36
XLI
Sell
1,550
208.25
322,787.5
2.4
0.071
Low
26.7
17
20
NASDAQ>BATS>IEX>ARCA>EDGX
TWAP
1
LMT
6.8
60
30
0.42
Slip>Thresh
false
null
null
0
NASDAQ>BATS>IEX>ARCA>EDGX
LMT
92.4
93
20.8
293
-8
-27
-11
null
null
Venue switch reduced impact
X007211
2025-11-30 14:24:17
TLT
Sell
8,836
97.02
857,268.72
3.6
0.032
High
11.4
20
34
NYSE>ARCA>IEX>NASDAQ>EDGX
IS
5
LMT
7.6
65
29
0.77
ToxicitySpike
false
null
null
0
NYSE>ARCA>IEX>NASDAQ>EDGX
LMT
64.4
87
5.8
76
-12
-3
7
Watchlist
null
High urgency from PM
X007212
2025-11-10 11:14:30
T
Sell
7,531
206.34
1,553,946.54
4.2
0.063
Low
20.5
16
13.6
EDGX>IEX>BATS
VWAP
2
LMT
6.9
63
35
0.83
LiqDrop
false
null
null
0
EDGX>IEX>BATS
LMT
54.8
98
3.1
41
-3
8
-19
null
null
Paused due to data glitch
X007213
2025-11-30 12:12:25
XLP
Sell
106,333
218.29
23,211,430.57
2.4
0.368
Low
6.4
36
-28.3
NASDAQ>EDGX>NYSE>IEX>ARCA
Adaptive
4
MKT
4.1
121
13
0.66
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>NYSE>IEX>ARCA
MKT
10.7
99
4
110
17
4
-31
null
null
High urgency from PM
X007214
2025-11-16 14:47:39
CVX
Buy
12,883
146.7
1,889,936.1
0.7
0.076
Ultra
4.1
35
27.2
ARCA>NYSE>BATS
Adaptive
5
MKT
2.2
68
30
0.44
ToxicitySpike
true
ToxicitySpike
Pause
13
ARCA>NYSE>BATS
MKT>LMT
91.6
88
0
44
56
-15
-28
null
null
Toxic prints; widened spread
X007215
2025-12-26 09:35:05
MSFT
Sell
5,663
307.56
1,741,712.28
2.8
0.03
High
12.8
18
-23.9
EDGX>ARCA
IS
5
LMT
7.5
63
33
0.79
Multi
false
null
null
0
EDGX>ARCA
LMT
42.2
99
14.3
126
14
13
15
null
null
Toxic prints; widened spread
X007216
2025-11-27 12:06:32
QQQ
Sell
19,923
412.79
8,224,015.17
0.8
0.063
High
19.4
17
34.6
EDGX>IEX
IS
4
LMT
7.7
71
28
0.8
Slip>Thresh
false
null
null
0
EDGX>IEX
LMT
87.9
84
0
63
-18
-40
40
null
null
High urgency from PM
X007217
2025-12-26 09:53:10
BAC
Buy
34,491
90.81
3,132,127.71
1.9
0.094
Medium
14.9
29
-0.1
NASDAQ>NYSE>EDGX>BATS>IEX
POV
5
LMT
7
82
30
0.61
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>EDGX>BATS>IEX
LMT
87
79
0.6
62
46
-1
-36
null
null
Toxic prints; widened spread
X007218
2025-12-07 14:04:33
AAPL
Buy
60,764
27.35
1,661,895.4
2.3
0.179
High
4
19
-6.7
EDGX>BATS
IS
5
IOC
4.2
99
26
0.65
ToxicitySpike
false
null
null
0
EDGX>BATS
IOC
53.8
85
3.7
67
53
11
-40
null
null
Toxic prints; widened spread
X007219
2025-12-09 14:21:58
XLU
Buy
46,865
200.1
9,377,686.5
2
0.15
Low
20.9
11
-16.2
NYSE>BATS>EDGX>ARCA>NASDAQ
TWAP
3
LMT
7.2
83
19
0.52
LiqDrop
false
null
null
0
NYSE>BATS>EDGX>ARCA>NASDAQ
LMT
54.4
96
12.9
159
32
-25
8
PositionLimitNear
null
High urgency from PM
X007220
2025-11-16 12:12:29
MSFT
Sell
23,258
159.24
3,703,603.92
2.2
0.123
Low
24.2
28
0.9
NYSE>EDGX>NASDAQ>ARCA
VWAP
2
MKT
8.3
69
33
0.63
Multi
false
null
null
0
NYSE>EDGX>NASDAQ>ARCA
MKT
42.1
90
3.3
88
6
9
-39
null
null
Venue switch reduced impact
X007221
2025-12-23 14:04:45
UNH
Buy
25,006
122.15
3,054,482.9
2
0.11
Low
22.7
38
6.1
NASDAQ>BATS>IEX>EDGX
Adaptive
5
PO
9.4
76
21
0.55
ToxicitySpike
false
null
null
0
NASDAQ>BATS>IEX>EDGX
PO
15.6
94
0
10
14
29
-11
null
null
Paused due to data glitch
X007222
2025-11-20 12:09:07
MA
Sell
15,716
78.37
1,231,662.92
1.4
0.067
High
16.1
39
16.5
IEX>ARCA>BATS>NYSE
Adaptive
1
MKT
4.5
65
30
0.83
Slip>Thresh
false
null
null
0
IEX>ARCA>BATS>NYSE
MKT
59.9
97
0
78
25
-5
32
null
null
Stable book; normal liquidity
X007223
2025-11-11 13:00:43
XLF
Sell
59,344
124.2
7,370,524.8
3.4
0.162
Low
23.2
6
23.9
BATS>NASDAQ>ARCA>NYSE
TWAP
2
LMT
7.6
85
32
0.41
LiqDrop
false
null
null
0
BATS>NASDAQ>ARCA>NYSE
LMT
24.4
88
5.9
205
46
30
37
Watchlist
null
High urgency from PM
X007224
2025-12-15 13:26:20
UNH
Sell
16,627
200.02
3,325,732.54
2.2
0.073
Medium
13
38
31.7
IEX>ARCA>NASDAQ
POV
4
LMT
5.9
69
15
0.81
Multi
true
MultiTrigger
Cross
13
IEX>ARCA>NASDAQ
LMT>MKT
94.3
90
14.4
44
-12
-8
-38
null
null
Stable book; normal liquidity
X007225
2025-11-06 11:15:10
AMZN
Sell
4,160
161.38
671,340.8
2.5
0.191
Low
31.9
28
21
IEX>BATS>NYSE>ARCA>EDGX
IS
4
LMT
13.6
62
16
0.44
Slip>Thresh
false
null
null
0
IEX>BATS>NYSE>ARCA>EDGX
LMT
4.5
96
8.7
78
60
-28
-9
null
null
Toxic prints; widened spread
X007226
2025-12-21 11:10:12
CVX
Sell
17,204
92.23
1,586,724.92
0.9
0.102
Medium
22.4
21
-1.2
BATS>EDGX
POV
4
MKT
9.9
69
28
0.56
Multi
false
null
null
0
BATS>EDGX
MKT
85.3
87
18.5
77
14
19
-24
NoShort
null
Toxic prints; widened spread
X007227
2025-11-30 11:14:06
XLU
Sell
17,197
64.23
1,104,563.31
1.8
0.055
Medium
24.1
19
-30.9
IEX>NASDAQ>NYSE>ARCA
VWAP
3
MKT
9.1
68
24
0.78
Multi
false
null
null
0
IEX>NASDAQ>NYSE>ARCA
MKT
11.9
97
13.9
119
6
-1
-21
null
null
Paused due to data glitch
X007228
2025-11-19 09:35:36
CVX
Sell
8,416
26.63
224,118.08
1.3
0.05
High
24.7
31
-14.1
BATS>NASDAQ>EDGX>NYSE
IS
5
LMT
11.1
65
17
0.7
Multi
false
null
null
0
BATS>NASDAQ>EDGX>NYSE
LMT
8.7
98
8.6
26
12
18
-39
null
null
Toxic prints; widened spread
X007229
2025-12-26 09:39:10
PFE
Sell
41,995
331.51
13,921,762.45
2
0.114
Low
21.9
35
33.2
IEX>BATS>ARCA>EDGX>NASDAQ
Adaptive
5
PO
9.2
87
21
0.62
ToxicitySpike
false
null
null
0
IEX>BATS>ARCA>EDGX>NASDAQ
PO
0.4
91
27.5
105
58
15
7
null
null
Toxic prints; widened spread
X007230
2025-12-21 15:39:43
SPY
Buy
352,771
503.62
177,662,531.02
0.9
0.476
Low
10.8
25
-20.6
ARCA>IEX>EDGX>BATS
VWAP
2
IOC
3.7
209
24
0.69
LiqDrop
true
LiquidityDrop
Pause
20
ARCA>IEX>EDGX>BATS
IOC>PO
15.1
88
7.6
288
7
-11
3
null
PriceBand
High urgency from PM
X007231
2025-11-12 10:27:35
LQD
Sell
168,404
112.99
19,027,967.96
1
0.829
Low
5.4
29
4.6
NYSE>NASDAQ>ARCA>BATS
VWAP
1
LMT
1.8
118
27
0.55
LiqDrop
true
LiquidityDrop
AlgoSwitch
47
NYSE>NASDAQ>ARCA>BATS
LMT>MKT
7.8
86
0
193
14
-40
-29
null
null
Toxic prints; widened spread
X007232
2025-10-27 15:28:28
XLE
Buy
61,685
165.92
10,234,775.2
2.3
0.221
Medium
3.6
8
16.5
IEX>EDGX>ARCA
Adaptive
3
MKT
2.6
90
34
0.64
Slip>Thresh
false
null
null
0
IEX>EDGX>ARCA
MKT
49.5
97
4
128
59
17
-29
null
null
High urgency from PM
X007233
2025-11-07 14:08:18
HYG
Buy
39,151
76.11
2,979,782.61
1.2
0.215
Medium
13.3
19
-32.9
EDGX>NASDAQ>BATS>ARCA
TWAP
2
MKT
4.9
76
18
0.83
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>BATS>ARCA
MKT
46.9
86
6.2
43
15
21
17
null
null
Paused due to data glitch
X007234
2025-12-14 09:35:53
XLI
Buy
9,704
331.75
3,219,302
2.5
0.443
Low
28.9
24
25.7
EDGX>BATS>ARCA>IEX>NASDAQ
POV
5
LMT
12.8
66
27
0.72
ToxicitySpike
false
null
null
0
EDGX>BATS>ARCA>IEX>NASDAQ
LMT
50.9
96
0
31
54
21
-36
PositionLimitNear
null
Paused due to data glitch
X007235
2025-11-02 13:50:54
BAC
Buy
155,767
336.14
52,359,519.38
1.1
0.425
Low
15.4
23
23.9
NASDAQ>EDGX
TWAP
2
LMT
4.6
126
14
0.79
Slip>Thresh
true
SlippageAboveThreshold
AlgoSwitch
40
NASDAQ>EDGX
LMT>MKT
5.5
100
13.1
181
-6
5
-16
null
null
Venue switch reduced impact
X007236
2025-12-24 14:05:27
PFE
Sell
22,997
67.04
1,541,718.88
2.9
0.062
Medium
16.2
37
18
IEX>NYSE>ARCA>EDGX>NASDAQ
IS
4
MKT
9.8
73
33
0.48
LiqDrop
false
null
null
0
IEX>NYSE>ARCA>EDGX>NASDAQ
MKT
71.3
91
16.6
73
27
25
-35
null
null
Paused due to data glitch
X007237
2025-11-06 11:10:20
UNH
Buy
5,340
331.32
1,769,248.8
3.1
0.023
Ultra
5.5
36
-31.5
NASDAQ>NYSE
TWAP
2
MKT
3.6
62
18
0.62
Multi
false
null
null
0
NASDAQ>NYSE
MKT
60.3
91
4.9
43
30
-1
-20
null
null
High urgency from PM
X007238
2025-11-23 09:52:46
V
Sell
6,751
311.19
2,100,843.69
4.2
0.088
Low
14.9
12
-17.7
NASDAQ>ARCA>NYSE>EDGX>BATS
IS
5
MKT
11.5
64
25
0.69
LiqDrop
false
null
null
0
NASDAQ>ARCA>NYSE>EDGX>BATS
MKT
95.7
88
0
10
-6
-33
24
PositionLimitNear
null
Stable book; normal liquidity
X007239
2025-11-05 11:10:20
PFE
Buy
54,469
19.19
1,045,260.11
1.8
0.148
Medium
7.5
29
-34
NYSE>EDGX>NASDAQ>IEX
VWAP
1
LMT
2.3
79
16
0.68
Multi
false
null
null
0
NYSE>EDGX>NASDAQ>IEX
LMT
50.1
90
0
79
18
-25
-24
PositionLimitNear
null
High urgency from PM
X007240
2025-11-22 10:25:38
JPM
Sell
6,070
185.93
1,128,595.1
4.2
0.15
Low
8.7
9
-17.8
ARCA>IEX>EDGX>BATS>NASDAQ
Adaptive
2
LMT
3.9
62
16
0.74
LiqDrop
false
null
null
0
ARCA>IEX>EDGX>BATS>NASDAQ
LMT
49.1
91
1.3
65
45
2
-17
null
null
Paused due to data glitch
X007241
2025-12-24 11:00:12
LQD
Sell
56,459
112.07
6,327,360.13
1.7
0.278
Low
21.3
32
-29.9
IEX>ARCA>BATS>EDGX>NYSE
Adaptive
3
IOC
7.4
88
34
0.52
ToxicitySpike
false
null
null
0
IEX>ARCA>BATS>EDGX>NYSE
IOC
71.4
85
2.2
126
10
15
8
null
null
Toxic prints; widened spread
X007242
2025-12-05 09:35:27
XLI
Buy
2,210
248.43
549,030.3
3.5
0.101
Low
36.5
25
17.6
IEX>NASDAQ>EDGX>ARCA>BATS
TWAP
2
LMT
10.9
60
32
0.54
ToxicitySpike
false
null
null
0
IEX>NASDAQ>EDGX>ARCA>BATS
LMT
5.9
92
24.8
10
-18
30
-32
null
null
Toxic prints; widened spread
X007243
2025-12-02 13:58:32
TLT
Sell
14,575
96.83
1,411,297.25
2
0.053
Ultra
5.7
3
34.8
NASDAQ>IEX>ARCA>NYSE>EDGX
VWAP
3
LMT
2.6
67
33
0.57
ToxicitySpike
false
null
null
0
NASDAQ>IEX>ARCA>NYSE>EDGX
LMT
50.4
96
7.1
61
7
-27
6
NoShort
null
Venue switch reduced impact
X007244
2025-12-05 12:08:54
CVX
Sell
15,185
182.94
2,777,943.9
0.8
0.09
High
17.3
15
-23.1
ARCA>NASDAQ>NYSE
TWAP
3
LMT
5.4
67
24
0.81
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>NYSE
LMT
8.7
100
5.7
27
-20
1
14
null
null
Stable book; normal liquidity
X007245
2025-11-08 12:00:20
XLB
Sell
98,359
38.82
3,818,296.38
1.9
0.251
Low
20.3
29
10.8
BATS>IEX>NASDAQ
Adaptive
3
MKT
7.6
109
18
0.71
LiqDrop
false
null
null
0
BATS>IEX>NASDAQ
MKT
19.4
100
6.6
39
31
-25
-19
null
null
Toxic prints; widened spread
X007246
2025-11-18 15:18:47
XLK
Buy
25,388
89.78
2,279,334.64
1.9
0.071
High
6.8
39
-25.1
NASDAQ>EDGX>NYSE>ARCA
Adaptive
2
LMT
2.4
70
27
0.49
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>NYSE>ARCA
LMT
52.1
87
0
86
59
-33
34
PositionLimitNear
null
Venue switch reduced impact
X007247
2025-12-24 09:35:07
CVX
Sell
21,853
184.07
4,022,481.71
1.1
0.13
Medium
22.4
20
18.5
IEX>NASDAQ
Adaptive
4
LMT
7.1
72
15
0.62
Slip>Thresh
false
null
null
0
IEX>NASDAQ
LMT
61.3
87
0
65
16
24
35
null
null
Venue switch reduced impact
X007248
2025-11-28 14:44:43
BRK.B
Buy
3,079
144.88
446,085.52
2.5
0.014
Ultra
5.5
16
-25
IEX>NYSE
POV
5
LMT
3.9
62
22
0.46
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
15
IEX>NYSE
LMT>MKT
91.3
91
2.2
48
-9
-23
31
null
null
High urgency from PM
X007249
2025-11-24 11:42:18
KO
Sell
3,883
191.78
744,681.74
1.8
0.097
Medium
12.6
27
5
BATS>EDGX>NASDAQ>ARCA>IEX
Adaptive
4
MKT
5.7
62
12
0.54
Slip>Thresh
false
null
null
0
BATS>EDGX>NASDAQ>ARCA>IEX
MKT
31.6
97
0
64
59
-17
13
null
null
Paused due to data glitch
X007250
2025-11-29 13:37:13
INTC
Buy
499
42.44
21,177.56
1.3
0.024
Ultra
21.4
30
-29.9
NYSE>BATS>NASDAQ>ARCA>EDGX
TWAP
3
MKT
8.3
60
15
0.67
ToxicitySpike
false
null
null
0
NYSE>BATS>NASDAQ>ARCA>EDGX
MKT
29.6
98
12.6
42
55
-20
1
null
null
High urgency from PM
X007251
2025-11-17 12:39:44
PEP
Sell
189,593
241.1
45,710,872.3
4.6
0.599
Low
9.8
11
25.5
BATS>IEX>ARCA
POV
3
LMT
5.9
154
29
0.55
Slip>Thresh
false
null
null
0
BATS>IEX>ARCA
LMT
16
93
0
71
2
-17
-12
null
null
Paused due to data glitch
X007252
2025-11-18 11:27:42
XLV
Buy
71,863
64.1
4,606,418.3
1.9
0.202
Low
24.8
31
-33.9
ARCA>EDGX>IEX>BATS>NYSE
VWAP
3
PO
8.6
95
12
0.68
LiqDrop
true
LiquidityDrop
VenueSwitch
19
ARCA>EDGX>IEX>BATS>NYSE
PO>MKT
31.1
88
0
118
29
29
2
null
null
Toxic prints; widened spread
X007253
2025-12-08 12:20:40
MSFT
Sell
12,364
64.49
797,354.36
3.4
0.066
Medium
17.9
9
20.6
BATS>EDGX>NASDAQ>ARCA>NYSE
VWAP
2
MKT
7.1
65
29
0.76
LiqDrop
false
null
null
0
BATS>EDGX>NASDAQ>ARCA>NYSE
MKT
50.7
91
16
78
7
-9
16
null
null
Paused due to data glitch
X007254
2025-11-01 13:41:16
XOM
Sell
15,891
17.58
279,363.78
2.1
0.145
High
3.4
11
-0.9
NASDAQ>EDGX>IEX
Adaptive
5
MKT
3
70
16
0.7
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>IEX
MKT
29.7
87
3
26
19
27
-17
null
null
Paused due to data glitch
X007255
2025-12-19 15:44:51
NVDA
Buy
2,534
296.66
751,736.44
2
0.066
Low
31.3
36
18.9
ARCA>NASDAQ
IS
5
MKT
17.4
61
33
0.61
LiqDrop
true
LiquidityDrop
VenueSwitch
32
ARCA>NASDAQ
MKT>IOC
49.2
100
22.3
139
20
5
-4
null
null
Venue switch reduced impact
X007256
2025-11-05 09:35:49
AMZN
Sell
4,167
334.52
1,393,944.84
1.4
0.191
Low
32.5
7
-34.3
IEX>EDGX>ARCA>BATS
VWAP
1
LMT
7.3
61
33
0.54
Slip>Thresh
false
null
null
0
IEX>EDGX>ARCA>BATS
LMT
94.2
93
9
113
41
19
-31
null
null
High urgency from PM
X007257
2025-11-08 11:23:11
XLU
Buy
59,156
238.95
14,135,326.2
1.5
0.189
Medium
12.6
14
10
EDGX>ARCA>IEX>NYSE
IS
4
LMT
5.8
94
32
0.42
LiqDrop
false
null
null
0
EDGX>ARCA>IEX>NYSE
LMT
52.6
91
9.6
108
0
-6
18
null
null
Stable book; normal liquidity
X007258
2025-11-12 13:40:07
JNJ
Buy
21,066
258.35
5,442,401.1
2.4
0.077
Ultra
4
20
-25
EDGX>ARCA>IEX
TWAP
1
PO
2.1
67
20
0.8
LiqDrop
false
null
null
0
EDGX>ARCA>IEX
PO
26.7
86
4.7
46
42
-7
40
null
null
Toxic prints; widened spread
X007259
2025-10-28 12:04:02
XLP
Buy
47,298
262.91
12,435,117.18
3.2
0.164
Low
14.6
13
20.1
BATS>EDGX>ARCA
POV
5
LMT
7.9
90
35
0.5
ToxicitySpike
false
null
null
0
BATS>EDGX>ARCA
LMT
62.2
90
8.7
125
17
7
22
null
null
Toxic prints; widened spread
X007260
2025-12-26 11:11:40
XLF
Buy
100,661
203.89
20,523,771.29
3
0.275
Low
7
16
-31.1
NASDAQ>EDGX>BATS
IS
4
IOC
5.7
117
31
0.7
Multi
false
null
null
0
NASDAQ>EDGX>BATS
IOC
8.8
99
0
122
57
-25
29
null
null
Venue switch reduced impact
X007261
2025-12-06 10:07:22
NKE
Buy
62,034
22.61
1,402,588.74
2.3
0.288
Low
14.3
11
27.7
ARCA>NASDAQ>NYSE>IEX>EDGX
TWAP
1
MKT
5.1
81
17
0.6
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>NYSE>IEX>EDGX
MKT
24.7
95
4.5
55
33
-23
1
null
null
Venue switch reduced impact
X007262
2025-12-12 12:46:13
NVDA
Sell
7,233
207.61
1,501,643.13
1.3
0.187
Medium
16.1
27
21.9
IEX>BATS>ARCA>NYSE>EDGX
VWAP
3
PO
5.7
63
14
0.5
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
13
IEX>BATS>ARCA>NYSE>EDGX
PO>IOC
17.6
99
15.7
38
11
-7
-10
NoShort
null
Stable book; normal liquidity
X007263
2025-11-10 12:42:00
AMD
Sell
2,416
94.08
227,297.28
1.9
0.067
Medium
27.8
18
-6
NASDAQ>BATS>EDGX
VWAP
3
PO
9.5
61
23
0.53
Multi
false
null
null
0
NASDAQ>BATS>EDGX
PO
55.4
89
8.7
77
-7
-15
19
null
null
High urgency from PM
X007264
2025-12-01 15:13:52
WMT
Buy
12,265
154.95
1,900,461.75
3.1
0.038
Medium
17.8
5
19.1
ARCA>EDGX
IS
4
LMT
8.8
67
21
0.74
ToxicitySpike
false
null
null
0
ARCA>EDGX
LMT
72.1
86
11.8
71
56
22
27
null
null
Toxic prints; widened spread
X007265
2025-12-15 13:59:59
TSLA
Sell
305,160
20.81
6,350,379.6
2
0.948
Low
4.9
37
-29.2
EDGX>IEX>NYSE>NASDAQ>BATS
POV
3
MKT
3.7
212
21
0.69
Slip>Thresh
false
null
null
0
EDGX>IEX>NYSE>NASDAQ>BATS
MKT
67.7
89
0
128
60
-24
-37
null
null
Venue switch reduced impact
X007266
2025-12-07 12:04:01
SPY
Sell
41,661
493.12
20,543,872.32
1.8
0.056
High
9.2
12
15.9
BATS>EDGX
POV
5
LMT
4.8
87
34
0.43
ToxicitySpike
false
null
null
0
BATS>EDGX
LMT
80
91
0
49
3
-5
-38
NoShort
null
Stable book; normal liquidity
X007267
2025-11-12 13:57:48
QQQ
Buy
65,395
409.53
26,781,214.35
0.9
0.207
High
5.9
18
-1.9
EDGX>NYSE>IEX>ARCA
IS
4
MKT
3.5
97
24
0.44
Multi
false
null
null
0
EDGX>NYSE>IEX>ARCA
MKT
34.5
92
15.9
137
55
-39
-4
Watchlist
null
Paused due to data glitch
X007268
2025-12-25 15:41:37
XLB
Sell
31,907
109.81
3,503,707.67
2
0.081
Medium
10.3
15
1.6
NYSE>EDGX>ARCA>BATS
Adaptive
1
LMT
2.8
71
13
0.48
Multi
false
null
null
0
NYSE>EDGX>ARCA>BATS
LMT
99
92
3.3
52
57
-16
6
null
null
Venue switch reduced impact
X007269
2025-11-12 10:32:59
UNH
Sell
85,584
38.85
3,324,938.4
1.9
0.376
Low
14.4
13
3.2
EDGX>ARCA>BATS
IS
5
LMT
7.6
115
22
0.52
Slip>Thresh
false
null
null
0
EDGX>ARCA>BATS
LMT
35.2
91
12.6
268
0
7
6
null
null
Paused due to data glitch
X007270
2025-12-25 10:53:36
JPM
Sell
18,909
194.61
3,679,880.49
3.7
0.468
Low
29.2
3
33.8
NYSE>IEX>ARCA>NASDAQ
VWAP
1
LMT
7.7
66
15
0.77
LiqDrop
false
null
null
0
NYSE>IEX>ARCA>NASDAQ
LMT
25.5
90
2.6
10
10
27
-27
null
null
Toxic prints; widened spread
X007271
2025-11-29 14:32:52
CVX
Buy
7,143
161.29
1,152,094.47
0.9
0.042
Ultra
18.8
36
-9.7
EDGX>BATS>NYSE>NASDAQ
IS
4
LMT
7.6
64
19
0.53
ToxicitySpike
false
null
null
0
EDGX>BATS>NYSE>NASDAQ
LMT
36.2
89
3.2
81
34
-8
-1
null
null
Paused due to data glitch
X007272
2025-11-18 13:15:03
VZ
Buy
4,719
206.67
975,275.73
2.9
0.04
Medium
16.7
38
31
BATS>NYSE
POV
5
IOC
9.7
63
29
0.48
Slip>Thresh
false
null
null
0
BATS>NYSE
IOC
20.1
98
0
10
2
-35
-18
null
null
Toxic prints; widened spread
X007273
2025-12-23 09:35:55
LQD
Buy
25,586
114.63
2,932,923.18
0.9
0.126
Medium
15
26
19.7
IEX>NYSE>BATS>EDGX
IS
4
LMT
6.2
74
12
0.45
Slip>Thresh
false
null
null
0
IEX>NYSE>BATS>EDGX
LMT
68.4
70
10.2
25
0
1
21
PositionLimitNear
null
Stable book; normal liquidity
X007274
2025-10-30 10:23:07
JNJ
Sell
156,577
282.33
44,206,384.41
5.1
0.575
Low
10.5
30
23.6
NASDAQ>ARCA
IS
5
MKT
10.6
161
27
0.48
LiqDrop
false
null
null
0
NASDAQ>ARCA
MKT
56.7
93
8.9
125
-7
8
-27
null
null
Stable book; normal liquidity
X007275
2025-11-13 12:39:47
VZ
Buy
13,648
243.58
3,324,379.84
3.9
0.117
Medium
5.7
3
-25.2
EDGX>NASDAQ>ARCA
TWAP
1
MKT
3.6
64
28
0.77
LiqDrop
false
null
null
0
EDGX>NASDAQ>ARCA
MKT
23
88
0
62
45
2
22
null
null
Venue switch reduced impact
X007276
2025-11-14 10:35:24
TLT
Sell
137,499
95.8
13,172,404.2
2.8
0.503
Low
17
14
-25.9
EDGX>NYSE>NASDAQ>IEX>ARCA
IS
4
IOC
9.9
139
33
0.45
ToxicitySpike
false
null
null
0
EDGX>NYSE>NASDAQ>IEX>ARCA
IOC
5.2
88
6.3
192
-2
-33
-2
null
VenueReject
Venue switch reduced impact
X007277
2025-11-06 13:30:22
UNH
Buy
60,039
251.12
15,076,993.68
1.8
0.264
Medium
4.5
13
14
ARCA>IEX>BATS
IS
5
MKT
4.2
99
18
0.56
Multi
false
null
null
0
ARCA>IEX>BATS
MKT
37.1
95
0
107
12
-1
21
null
null
Toxic prints; widened spread
X007278
2025-12-01 09:35:29
HYG
Buy
3,214
74.45
239,282.3
2
0.018
Ultra
15.4
6
20.2
BATS>NASDAQ>NYSE>IEX
Adaptive
4
LMT
5.6
61
27
0.78
LiqDrop
false
null
null
0
BATS>NASDAQ>NYSE>IEX
LMT
12.3
100
0
28
44
-21
-18
null
null
High urgency from PM
X007279
2025-11-14 15:50:20
XLK
Sell
63,606
167.64
10,662,909.84
1.2
0.179
Ultra
3.6
28
34.1
EDGX>NYSE>BATS>ARCA>IEX
Adaptive
5
PO
2.2
101
29
0.68
Slip>Thresh
false
null
null
0
EDGX>NYSE>BATS>ARCA>IEX
PO
6.2
96
2.2
130
-7
-21
-20
null
null
Paused due to data glitch
X007280
2025-11-01 12:49:08
PFE
Sell
166,439
93.69
15,593,669.91
2.5
0.452
Medium
3
24
25.8
NYSE>BATS
TWAP
3
MKT
3
143
29
0.64
LiqDrop
true
LiquidityDrop
VenueSwitch
13
NYSE>BATS
MKT>LMT
87.6
88
4.4
216
-11
21
5
PositionLimitNear
null
Toxic prints; widened spread
X007281
2025-11-30 11:53:07
PFE
Sell
57,252
274.02
15,688,193.04
3
0.156
Medium
3.7
10
34.4
BATS>NASDAQ>ARCA
TWAP
1
LMT
2.1
80
27
0.49
LiqDrop
false
null
null
0
BATS>NASDAQ>ARCA
LMT
16
100
0
125
34
-36
23
null
null
Toxic prints; widened spread
X007282
2025-11-28 10:39:30
BAC
Buy
19,773
260.51
5,151,064.23
1.4
0.054
High
20
29
-14.4
NASDAQ>IEX>EDGX>ARCA
TWAP
3
PO
7.2
69
33
0.54
Multi
false
null
null
0
NASDAQ>IEX>EDGX>ARCA
PO
83.4
91
0
67
15
8
26
PositionLimitNear
null
Stable book; normal liquidity
X007283
2025-11-19 15:38:32
MA
Sell
44,583
121.72
5,426,642.76
1.4
0.19
Medium
9.5
25
-9.8
EDGX>ARCA>NYSE
VWAP
2
PO
3.3
78
15
0.52
Multi
false
null
null
0
EDGX>ARCA>NYSE
PO
77.7
96
11.3
90
13
-24
26
null
null
High urgency from PM
X007284
2025-11-29 12:30:50
UNH
Sell
14,632
101.58
1,486,318.56
1.9
0.064
Ultra
5.4
34
3.1
BATS>IEX>EDGX>NYSE
IS
4
LMT
3.4
68
33
0.78
ToxicitySpike
false
null
null
0
BATS>IEX>EDGX>NYSE
LMT
6.5
87
3.9
61
19
9
23
NoShort
null
Toxic prints; widened spread
X007285
2025-12-19 15:40:24
XLY
Sell
30,632
295.51
9,052,062.32
2.2
0.128
Medium
14
14
-20.8
IEX>BATS
IS
5
IOC
8.7
79
24
0.67
ToxicitySpike
false
null
null
0
IEX>BATS
IOC
60.5
96
5.6
62
-13
20
31
null
null
Paused due to data glitch
X007286
2025-11-12 13:51:43
T
Buy
15,828
283.24
4,483,122.72
4.7
0.132
Low
10.9
13
-2
EDGX>NYSE
Adaptive
1
LMT
4
65
24
0.75
LiqDrop
true
LiquidityDrop
OrderTypeChange
13
EDGX>NYSE
LMT>IOC
47.6
97
0.2
155
-17
-13
-29
PositionLimitNear
null
Paused due to data glitch
X007287
2025-10-28 10:21:04
NVDA
Buy
5,270
163.53
861,803.1
2
0.136
Low
21.5
10
-29.9
EDGX>ARCA>NYSE
Adaptive
4
PO
8.2
63
23
0.72
ToxicitySpike
false
null
null
0
EDGX>ARCA>NYSE
PO
1.1
93
0
10
59
19
28
null
null
Venue switch reduced impact
X007288
2025-11-23 10:13:41
JNJ
Sell
204,022
142.9
29,154,743.8
3.7
0.749
Low
18.4
27
-21.7
IEX>EDGX>BATS
VWAP
2
LMT
6.4
146
35
0.69
LiqDrop
false
null
null
0
IEX>EDGX>BATS
LMT
58.1
97
2.5
101
42
7
18
null
null
Stable book; normal liquidity
X007289
2025-12-17 11:02:42
WMT
Sell
40,017
339.04
13,567,363.68
5.2
0.123
Low
6.5
23
31.8
NASDAQ>ARCA>NYSE>EDGX
POV
5
PO
7
86
22
0.76
Multi
false
null
null
0
NASDAQ>ARCA>NYSE>EDGX
PO
30.7
95
4.1
14
30
9
16
null
null
Paused due to data glitch
X007290
2025-11-21 13:16:29
XLE
Buy
10,411
212.16
2,208,797.76
1.9
0.037
Ultra
5.8
26
18.1
IEX>NASDAQ
IS
5
MKT
4.7
66
33
0.69
Multi
false
null
null
0
IEX>NASDAQ
MKT
61.1
91
0
62
60
-8
23
NoShort
null
Venue switch reduced impact
X007291
2025-12-05 15:38:13
XLV
Sell
13,725
51.77
710,543.25
1.6
0.039
High
14.4
4
12.1
IEX>NYSE>ARCA>EDGX>NASDAQ
Adaptive
3
PO
5
66
30
0.8
ToxicitySpike
false
null
null
0
IEX>NYSE>ARCA>EDGX>NASDAQ
PO
50
87
7.4
97
27
-19
3
null
null
Toxic prints; widened spread
X007292
2025-12-09 09:58:22
META
Buy
69,402
162.22
11,258,392.44
0.9
0.193
Medium
17.7
20
-24.6
NYSE>IEX>NASDAQ
TWAP
1
MKT
5.2
84
24
0.52
Slip>Thresh
false
null
null
0
NYSE>IEX>NASDAQ
MKT
9.1
86
18
62
24
-36
24
null
null
Stable book; normal liquidity
X007293
2025-11-14 13:25:53
JNJ
Sell
76,850
160.52
12,335,962
5
0.282
Low
14.2
23
23
NASDAQ>IEX>NYSE>EDGX>BATS
VWAP
2
LMT
5.9
92
20
0.47
ToxicitySpike
false
null
null
0
NASDAQ>IEX>NYSE>EDGX>BATS
LMT
32.5
91
3.2
10
29
27
-23
NoShort
null
High urgency from PM
X007294
2025-11-04 12:21:15
AMD
Buy
7,790
345.79
2,693,704.1
1.4
0.217
Low
19.8
25
-29.2
ARCA>NASDAQ>BATS>NYSE
POV
4
MKT
9.3
64
21
0.64
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>BATS>NYSE
MKT
41
100
8.4
22
-11
-36
-15
NoShort
null
Toxic prints; widened spread
X007295
2025-12-26 12:08:54
XLE
Sell
110,425
170.03
18,775,562.75
2.3
0.396
Low
19
12
18.6
NASDAQ>NYSE
IS
4
LMT
8.9
123
28
0.56
Multi
false
null
null
0
NASDAQ>NYSE
LMT
27
93
9.7
184
51
19
38
PositionLimitNear
null
Paused due to data glitch
X007296
2025-11-05 15:53:29
XLP
Buy
62,638
218.82
13,706,447.16
2.9
0.217
Low
18.1
3
-27.3
ARCA>NASDAQ>IEX>EDGX
IS
5
MKT
11.9
100
19
0.79
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
16
ARCA>NASDAQ>IEX>EDGX
MKT>LMT
97.7
94
33.8
67
30
16
-33
PositionLimitNear
null
Toxic prints; widened spread
X007297
2025-12-04 12:32:17
PEP
Sell
16,343
231.66
3,786,019.38
2.7
0.052
Medium
13
36
30.8
ARCA>NYSE>IEX>NASDAQ>BATS
VWAP
1
LMT
3.8
65
30
0.79
Slip>Thresh
false
null
null
0
ARCA>NYSE>IEX>NASDAQ>BATS
LMT
36.5
90
5.6
123
39
-1
10
PositionLimitNear
null
High urgency from PM
X007298
2025-11-16 09:35:22
JNJ
Sell
23,805
235.46
5,605,125.3
4
0.087
Medium
6.6
13
30.5
BATS>NASDAQ>IEX>NYSE>ARCA
Adaptive
4
LMT
4.2
73
32
0.68
LiqDrop
true
LiquidityDrop
AlgoSwitch
16
BATS>NASDAQ>IEX>NYSE>ARCA
LMT>IOC
0.5
93
2.8
117
16
-14
-24
null
null
Stable book; normal liquidity
X007299
2025-11-18 13:23:14
TLT
Sell
9,840
99.41
978,194.4
3
0.036
Ultra
7.1
22
6.6
NYSE>BATS
Adaptive
1
IOC
3
63
15
0.57
Slip>Thresh
false
null
null
0
NYSE>BATS
IOC
23.1
98
1.7
53
-14
-30
27
null
null
Venue switch reduced impact
X007300
2025-12-23 15:02:48
T
Buy
11,145
60.08
669,591.6
2.6
0.093
High
6.7
34
-12.6
IEX>EDGX
IS
4
MKT
5.3
66
12
0.66
Slip>Thresh
false
null
null
0
IEX>EDGX
MKT
88.8
96
9.3
110
52
9
-15
null
null
Venue switch reduced impact