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
X007301
2025-12-24 13:37:21
XLF
Sell
16,278
321.06
5,226,214.68
3.6
0.044
High
9.8
19
-16.5
EDGX>NYSE>NASDAQ>BATS
TWAP
1
IOC
4.3
65
32
0.48
Multi
false
null
null
0
EDGX>NYSE>NASDAQ>BATS
IOC
86.9
93
4
59
8
12
-18
null
null
Paused due to data glitch
X007302
2025-10-29 09:35:33
NFLX
Buy
2,721
215.95
587,599.95
3.4
0.026
High
18.5
8
3.1
BATS>NYSE
TWAP
1
LMT
5.5
60
16
0.56
ToxicitySpike
false
null
null
0
BATS>NYSE
LMT
76.7
87
6.5
17
46
-25
12
null
null
High urgency from PM
X007303
2025-11-30 11:12:21
XLV
Sell
40,830
116.03
4,737,504.9
1.7
0.115
Medium
13.6
27
-19.5
NYSE>IEX
Adaptive
3
LMT
4.4
80
12
0.7
LiqDrop
false
null
null
0
NYSE>IEX
LMT
87.2
99
8.5
44
8
-2
36
null
null
Toxic prints; widened spread
X007304
2025-11-09 14:15:56
MA
Sell
18,688
356.38
6,660,029.44
0.9
0.08
Ultra
11.2
32
-31.5
NYSE>NASDAQ>IEX
Adaptive
3
MKT
4.1
69
19
0.5
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>IEX
MKT
99
87
5.2
27
10
-38
-22
NoShort
null
Paused due to data glitch
X007305
2025-11-22 11:57:09
QQQ
Sell
63,485
398.47
25,296,867.95
0.6
0.201
Medium
18.1
10
1.8
EDGX>BATS>ARCA>IEX>NASDAQ
Adaptive
1
LMT
3.8
82
22
0.6
LiqDrop
false
null
null
0
EDGX>BATS>ARCA>IEX>NASDAQ
LMT
21.4
100
2.2
10
-12
0
-30
Watchlist
null
Toxic prints; widened spread
X007306
2025-10-31 09:46:04
PFE
Sell
52,736
287.03
15,136,814.08
3.1
0.143
Medium
5.6
35
-13.8
BATS>IEX>ARCA>EDGX
TWAP
2
MKT
3.6
82
32
0.41
Slip>Thresh
false
null
null
0
BATS>IEX>ARCA>EDGX
MKT
54.4
90
0
56
17
4
-10
null
null
Stable book; normal liquidity
X007307
2025-11-18 12:50:16
XLI
Sell
3,095
114.04
352,953.8
2.8
0.141
Low
28.4
4
-21.2
IEX>ARCA>NYSE>EDGX>BATS
Adaptive
4
IOC
11.4
61
31
0.52
Multi
false
null
null
0
IEX>ARCA>NYSE>EDGX>BATS
IOC
45.7
97
22.2
29
-14
18
15
null
null
High urgency from PM
X007308
2025-11-20 09:35:57
HD
Sell
122,387
18.02
2,205,413.74
2.6
0.475
Low
11.4
3
4.8
IEX>NASDAQ>BATS>NYSE>EDGX
IS
4
IOC
7.3
130
12
0.84
Multi
false
null
null
0
IEX>NASDAQ>BATS>NYSE>EDGX
IOC
3.4
92
1.4
246
1
16
35
null
null
High urgency from PM
X007309
2025-11-10 10:30:57
IEF
Buy
14,318
99.78
1,428,650.04
2.1
0.054
Medium
24.6
12
0.4
ARCA>IEX>NASDAQ>BATS
VWAP
2
PO
7.6
66
32
0.66
ToxicitySpike
false
null
null
0
ARCA>IEX>NASDAQ>BATS
PO
61.5
99
1.3
80
-5
3
-37
PositionLimitNear
null
High urgency from PM
X007310
2025-12-02 11:34:29
CVX
Sell
29,660
69.25
2,053,955
0.7
0.176
Medium
15.3
18
11.9
EDGX>BATS>NYSE
Adaptive
4
LMT
4.9
77
29
0.78
Slip>Thresh
false
null
null
0
EDGX>BATS>NYSE
LMT
39.1
94
10
31
45
20
-29
null
null
Stable book; normal liquidity
X007311
2025-11-24 15:04:24
IWM
Sell
155,535
196.02
30,487,970.7
1.4
0.215
High
4.8
21
-34.4
BATS>EDGX>NASDAQ>IEX>NYSE
IS
4
LMT
2.9
149
15
0.65
LiqDrop
false
null
null
0
BATS>EDGX>NASDAQ>IEX>NYSE
LMT
30.2
98
10.1
151
49
-28
-8
null
null
Toxic prints; widened spread
X007312
2025-12-17 13:30:15
XLI
Sell
1,444
112.28
162,132.32
3.8
0.066
Medium
11.6
36
-0.7
IEX>NASDAQ>NYSE>ARCA>EDGX
VWAP
1
MKT
4.8
60
12
0.42
LiqDrop
false
null
null
0
IEX>NASDAQ>NYSE>ARCA>EDGX
MKT
72.9
92
16.6
12
48
-16
-17
NoShort
PriceBand
Venue switch reduced impact
X007313
2025-11-12 11:44:53
VZ
Buy
8,360
273.36
2,285,289.6
2.3
0.072
High
6.5
32
-17.2
IEX>EDGX>ARCA
VWAP
3
PO
3.4
64
31
0.46
LiqDrop
false
null
null
0
IEX>EDGX>ARCA
PO
90.1
92
8.9
32
-17
11
24
null
null
High urgency from PM
X007314
2025-10-28 11:26:49
MSFT
Sell
54,560
306.46
16,720,457.6
3.6
0.29
Low
24.5
30
22.1
EDGX>NASDAQ>BATS>NYSE>ARCA
TWAP
3
IOC
10.6
87
26
0.56
Multi
false
null
null
0
EDGX>NASDAQ>BATS>NYSE>ARCA
IOC
35.1
88
0.7
47
50
-16
-4
Watchlist
null
Stable book; normal liquidity
X007315
2025-11-16 10:26:23
AMD
Buy
1,898
110.84
210,374.32
2
0.053
High
9.1
24
1.6
ARCA>NASDAQ>BATS>NYSE
VWAP
1
LMT
2.7
60
35
0.79
LiqDrop
true
LiquidityDrop
AlgoSwitch
23
ARCA>NASDAQ>BATS>NYSE
LMT>MKT
46.6
93
0.1
75
-13
26
-33
null
null
Venue switch reduced impact
X007316
2025-11-04 10:15:50
WMT
Sell
92,648
150.56
13,949,082.88
3.1
0.285
Medium
3.7
21
-18
ARCA>NYSE>NASDAQ>IEX>EDGX
TWAP
1
MKT
2.7
92
14
0.62
LiqDrop
false
null
null
0
ARCA>NYSE>NASDAQ>IEX>EDGX
MKT
58.6
94
0
133
42
16
-2
null
null
High urgency from PM
X007317
2025-12-12 14:03:27
DIS
Sell
20,399
134.76
2,748,969.24
1.3
0.089
High
12.9
4
-12.5
EDGX>NYSE>NASDAQ>IEX
POV
5
MKT
7
73
35
0.61
LiqDrop
false
null
null
0
EDGX>NYSE>NASDAQ>IEX
MKT
35.2
92
0
44
32
14
34
null
null
High urgency from PM
X007318
2025-11-12 10:12:31
HD
Sell
78,077
300.93
23,495,711.61
1.9
0.303
Medium
6.4
14
17.4
IEX>NASDAQ>BATS
Adaptive
4
LMT
3
104
35
0.71
LiqDrop
false
null
null
0
IEX>NASDAQ>BATS
LMT
86.6
85
0
80
-7
15
38
null
Throttle
Stable book; normal liquidity
X007319
2025-11-03 09:35:19
AAPL
Buy
56,307
262.47
14,778,898.29
1.6
0.166
Low
17.5
31
23.9
NYSE>EDGX>BATS>ARCA
TWAP
2
MKT
6.4
83
34
0.64
ToxicitySpike
true
ToxicitySpike
Cross
11
NYSE>EDGX>BATS>ARCA
MKT>PO
95
98
15.4
98
-8
-2
-4
null
null
Stable book; normal liquidity
X007320
2025-11-07 11:17:59
META
Sell
50,964
151.79
7,735,825.56
1.5
0.142
Low
24.5
9
-33.6
EDGX>NYSE
VWAP
1
LMT
5.7
77
31
0.8
Slip>Thresh
false
null
null
0
EDGX>NYSE
LMT
62.9
86
5.4
23
30
-10
24
null
null
High urgency from PM
X007321
2025-12-11 13:06:11
LQD
Sell
32,419
111.69
3,620,878.11
1.6
0.16
Medium
7.4
29
16.8
ARCA>NYSE>IEX>NASDAQ
IS
4
MKT
4.8
78
16
0.57
LiqDrop
false
null
null
0
ARCA>NYSE>IEX>NASDAQ
MKT
62
96
0
89
-4
0
14
null
null
Venue switch reduced impact
X007322
2025-12-11 10:39:49
XLV
Sell
9,885
224.51
2,219,281.35
1.2
0.028
Ultra
4.3
5
1.5
ARCA>IEX
TWAP
2
MKT
2
64
16
0.58
Multi
false
null
null
0
ARCA>IEX
MKT
25.3
90
5.1
92
31
28
29
null
null
Toxic prints; widened spread
X007323
2025-11-07 09:35:09
TSLA
Buy
35,650
142.19
5,069,073.5
1.3
0.111
Medium
13.1
31
14.2
NASDAQ>ARCA>BATS>IEX
Adaptive
4
LMT
4.6
80
14
0.46
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
16
NASDAQ>ARCA>BATS>IEX
LMT>IOC
77.9
87
7.9
74
-9
-32
10
Watchlist
PriceBand
Venue switch reduced impact
X007324
2025-11-28 10:51:05
IWM
Buy
400,039
202.84
81,143,910.76
1.1
0.552
Low
24.4
37
-26.4
ARCA>EDGX>IEX
IS
5
PO
12.3
320
30
0.58
Multi
false
null
null
0
ARCA>EDGX>IEX
PO
32.7
88
31.4
235
14
19
-37
Watchlist
null
Toxic prints; widened spread
X007325
2025-12-24 15:23:58
NVDA
Sell
2,479
239.01
592,505.79
1.4
0.064
High
11.6
23
-23.8
IEX>NASDAQ>EDGX>BATS
TWAP
1
MKT
3.8
60
20
0.84
Slip>Thresh
false
null
null
0
IEX>NASDAQ>EDGX>BATS
MKT
43.4
94
3.2
109
52
-11
-14
PositionLimitNear
null
Toxic prints; widened spread
X007326
2025-10-28 11:02:46
TLT
Sell
20,837
90.61
1,888,040.57
2
0.076
Medium
24.4
3
4.5
ARCA>IEX>NASDAQ>BATS
TWAP
3
LMT
8.1
70
20
0.47
LiqDrop
false
null
null
0
ARCA>IEX>NASDAQ>BATS
LMT
61.7
93
9.6
10
24
-32
-23
PositionLimitNear
null
Toxic prints; widened spread
X007327
2025-10-28 12:39:56
NKE
Buy
12,907
47.37
611,404.59
2.9
0.06
Medium
20.9
32
-21.7
BATS>EDGX>NASDAQ>IEX
TWAP
3
LMT
7.6
66
12
0.73
ToxicitySpike
false
null
null
0
BATS>EDGX>NASDAQ>IEX
LMT
33.7
85
1
73
-6
-15
11
null
null
High urgency from PM
X007328
2025-11-19 12:01:57
BA
Sell
33,064
306.32
10,128,164.48
2.1
0.11
High
6.6
9
11
EDGX>NASDAQ>NYSE>BATS
TWAP
1
MKT
2.9
71
13
0.57
LiqDrop
true
LiquidityDrop
VenueSwitch
10
EDGX>NASDAQ>NYSE>BATS
MKT>LMT
24.3
93
0
133
6
-22
-27
null
null
Toxic prints; widened spread
X007329
2025-11-04 12:23:41
HD
Buy
70,307
75.83
5,331,379.81
1.5
0.273
Low
22.7
18
2.5
NYSE>ARCA>IEX
TWAP
3
LMT
7.4
95
17
0.56
Slip>Thresh
false
null
null
0
NYSE>ARCA>IEX
LMT
86.3
85
4.9
112
-7
9
16
null
null
Paused due to data glitch
X007330
2025-12-09 09:35:59
META
Buy
76,185
106.66
8,125,892.1
1.1
0.212
Low
21
24
17.9
NYSE>BATS>ARCA
VWAP
2
MKT
6.8
92
21
0.6
Multi
false
null
null
0
NYSE>BATS>ARCA
MKT
4.3
86
11.7
243
49
16
26
null
null
High urgency from PM
X007331
2025-12-05 09:51:56
XLP
Sell
29,404
66.38
1,951,837.52
2.8
0.102
Low
15.4
13
25.5
NASDAQ>IEX>NYSE>ARCA
POV
4
LMT
7.1
76
16
0.8
Slip>Thresh
false
null
null
0
NASDAQ>IEX>NYSE>ARCA
LMT
93.6
97
8.5
91
55
-1
-28
null
null
Toxic prints; widened spread
X007332
2025-11-25 12:24:39
XLI
Buy
11,602
108.02
1,253,248.04
3
0.529
Low
12.5
36
28.2
BATS>NASDAQ>NYSE>ARCA>EDGX
VWAP
1
LMT
4
64
23
0.48
LiqDrop
false
null
null
0
BATS>NASDAQ>NYSE>ARCA>EDGX
LMT
75.2
85
8.9
44
50
-7
-18
null
null
High urgency from PM
X007333
2025-11-03 12:13:45
META
Sell
178,235
81.9
14,597,446.5
1.2
0.497
Low
10.7
6
17.7
NASDAQ>EDGX>ARCA>BATS
VWAP
3
IOC
4.3
149
20
0.62
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>ARCA>BATS
IOC
82.1
100
2.9
118
56
28
-39
null
null
Toxic prints; widened spread
X007334
2025-12-05 14:04:45
BA
Sell
135,496
302.65
41,007,864.4
1.8
0.451
Low
7.1
20
31.3
EDGX>NASDAQ>IEX>NYSE
IS
4
MKT
5
137
13
0.72
Multi
false
null
null
0
EDGX>NASDAQ>IEX>NYSE
MKT
15
86
0
133
-13
10
11
PositionLimitNear
null
Toxic prints; widened spread
X007335
2025-12-18 09:35:18
MSFT
Buy
30,334
87.08
2,641,484.72
2.6
0.161
Low
22.5
12
-23.4
NASDAQ>BATS>NYSE>ARCA
IS
4
MKT
12.4
77
33
0.72
Slip>Thresh
false
null
null
0
NASDAQ>BATS>NYSE>ARCA
MKT
90.4
91
28.2
80
24
-1
-17
PositionLimitNear
null
High urgency from PM
X007336
2025-12-15 13:17:48
BRK.B
Buy
15,991
231.25
3,697,918.75
2.9
0.073
Medium
12.2
16
-3.3
ARCA>EDGX>IEX>BATS
IS
5
MKT
8.9
70
26
0.55
ToxicitySpike
false
null
null
0
ARCA>EDGX>IEX>BATS
MKT
4.1
93
32.3
36
13
6
29
null
null
Toxic prints; widened spread
X007337
2025-12-16 12:28:19
XLE
Buy
34,824
105.27
3,665,922.48
3.8
0.125
Low
19.2
19
8.9
IEX>BATS>NASDAQ
IS
5
LMT
11
82
32
0.62
ToxicitySpike
false
null
null
0
IEX>BATS>NASDAQ
LMT
0.8
88
0.2
10
30
19
-1
null
null
Paused due to data glitch
X007338
2025-11-05 11:58:52
XLF
Buy
49,705
344.62
17,129,337.1
1.8
0.136
Medium
11
29
16.5
BATS>NASDAQ>ARCA>IEX>NYSE
IS
5
LMT
6
92
31
0.45
Multi
false
null
null
0
BATS>NASDAQ>ARCA>IEX>NYSE
LMT
5.7
87
12
146
19
-33
-11
PositionLimitNear
null
Paused due to data glitch
X007339
2025-11-08 12:06:02
XLI
Buy
5,766
275.72
1,589,801.52
2
0.263
Medium
6.9
15
28.5
NYSE>NASDAQ>ARCA
VWAP
3
LMT
3
62
18
0.47
LiqDrop
false
null
null
0
NYSE>NASDAQ>ARCA
LMT
61.3
85
0
64
19
-20
26
null
null
High urgency from PM
X007340
2025-11-07 14:30:49
TLT
Buy
7,624
95.17
725,576.08
3.5
0.028
High
13.9
32
23.5
ARCA>BATS>EDGX>IEX
IS
5
IOC
9.9
64
31
0.84
ToxicitySpike
true
ToxicitySpike
Pause
10
ARCA>BATS>EDGX>IEX
IOC>MKT
95.3
99
9.9
60
48
15
3
null
null
Paused due to data glitch
X007341
2025-11-04 12:59:14
XLF
Buy
33,863
270.18
9,149,105.34
3.5
0.093
Low
15.2
18
28.9
BATS>NASDAQ>ARCA>EDGX>NYSE
VWAP
2
MKT
6.4
74
23
0.6
ToxicitySpike
false
null
null
0
BATS>NASDAQ>ARCA>EDGX>NYSE
MKT
0.1
87
18.6
10
41
-14
-20
Watchlist
null
Toxic prints; widened spread
X007342
2025-11-02 09:37:29
CVX
Buy
31,870
70.33
2,241,417.1
1.1
0.189
Medium
12.8
38
-11.3
ARCA>NYSE
IS
4
LMT
5.6
78
22
0.7
Multi
false
null
null
0
ARCA>NYSE
LMT
12.6
86
0
145
56
-4
30
null
null
High urgency from PM
X007343
2025-11-17 13:26:01
BAC
Sell
22,614
294.24
6,653,943.36
1.3
0.062
Medium
22.9
5
21
EDGX>IEX>NASDAQ>BATS>ARCA
TWAP
1
MKT
6.7
67
33
0.65
Multi
false
null
null
0
EDGX>IEX>NASDAQ>BATS>ARCA
MKT
9.1
90
0
68
24
25
26
NoShort
null
Venue switch reduced impact
X007344
2025-11-04 12:13:59
MSFT
Buy
13,892
74.3
1,032,175.6
2.4
0.074
High
8.3
8
28.6
IEX>NYSE>BATS>ARCA
TWAP
1
MKT
3.5
64
21
0.43
LiqDrop
false
null
null
0
IEX>NYSE>BATS>ARCA
MKT
34.1
85
6.7
96
46
19
1
Watchlist
null
Venue switch reduced impact
X007345
2025-12-23 14:23:36
V
Buy
14,959
304.91
4,561,148.69
3.7
0.195
Low
15.2
9
-28.8
EDGX>NASDAQ>NYSE>IEX
TWAP
2
MKT
6.9
66
32
0.42
Multi
false
null
null
0
EDGX>NASDAQ>NYSE>IEX
MKT
27
98
11.5
93
15
15
-35
null
null
High urgency from PM
X007346
2025-12-02 15:23:15
IWM
Buy
83,138
193.9
16,120,458.2
1.1
0.115
Medium
14.7
28
8
NASDAQ>ARCA>BATS>IEX>NYSE
VWAP
3
LMT
4.6
101
13
0.4
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>BATS>IEX>NYSE
LMT
93.9
97
3
89
27
-28
-23
null
null
Toxic prints; widened spread
X007347
2025-11-21 15:45:45
AMZN
Buy
941
132.09
124,296.69
2.1
0.043
High
13.6
32
-14.8
EDGX>NASDAQ>NYSE
VWAP
1
MKT
4.4
60
22
0.74
LiqDrop
false
null
null
0
EDGX>NASDAQ>NYSE
MKT
93.2
98
4.2
80
25
-10
-22
null
null
Stable book; normal liquidity
X007348
2025-11-17 10:14:37
CVX
Sell
6,324
258.83
1,636,840.92
1.4
0.038
High
20.9
32
15.3
EDGX>ARCA>BATS
POV
5
LMT
8.8
64
19
0.59
Multi
false
null
null
0
EDGX>ARCA>BATS
LMT
13.8
79
0
94
5
8
40
Watchlist
null
High urgency from PM
X007349
2025-12-09 13:00:44
UNH
Buy
17,996
50.47
908,258.12
1.7
0.079
High
10.7
29
-16.9
IEX>ARCA>NYSE>NASDAQ
TWAP
3
LMT
4
68
21
0.58
LiqDrop
false
null
null
0
IEX>ARCA>NYSE>NASDAQ
LMT
18
89
0
73
-19
5
-18
null
null
Stable book; normal liquidity
X007350
2025-11-12 15:31:30
PFE
Sell
42,400
263.32
11,164,768
1.6
0.115
Medium
10.7
21
-14.8
IEX>NASDAQ
VWAP
2
LMT
3.3
78
21
0.53
Slip>Thresh
false
null
null
0
IEX>NASDAQ
LMT
51.3
89
4.5
93
14
29
-26
PositionLimitNear
null
Paused due to data glitch
X007351
2025-12-06 13:31:29
TSLA
Buy
99,267
205.01
20,350,727.67
1.6
0.309
Low
11.1
34
-18.1
BATS>EDGX>IEX>NASDAQ
POV
4
MKT
6
117
31
0.47
LiqDrop
false
null
null
0
BATS>EDGX>IEX>NASDAQ
MKT
29
97
15.5
126
19
16
28
null
null
High urgency from PM
X007352
2025-11-14 11:32:09
MA
Buy
16,665
343.04
5,716,761.6
0.8
0.071
Ultra
3.8
21
15.5
IEX>EDGX>BATS>NYSE>ARCA
Adaptive
2
MKT
1.5
67
18
0.8
Slip>Thresh
false
null
null
0
IEX>EDGX>BATS>NYSE>ARCA
MKT
7.5
89
1.8
86
17
17
23
null
null
Venue switch reduced impact
X007353
2025-10-29 13:17:31
PEP
Buy
77,970
206.05
16,065,718.5
3.1
0.246
Low
9.3
25
-28.3
EDGX>NASDAQ>NYSE>BATS
VWAP
2
IOC
4.4
93
23
0.73
Multi
false
null
null
0
EDGX>NASDAQ>NYSE>BATS
IOC
10.8
100
13.9
79
44
-32
-37
null
null
High urgency from PM
X007354
2025-12-10 09:35:17
GOOGL
Buy
46,062
125.83
5,795,981.46
1.6
0.137
Medium
8.9
14
-0.7
EDGX>NYSE
VWAP
1
IOC
2.9
76
28
0.51
LiqDrop
false
null
null
0
EDGX>NYSE
IOC
76.6
87
14.2
106
-19
15
35
NoShort
null
Venue switch reduced impact
X007355
2025-12-22 15:15:11
XLF
Buy
189,435
243.11
46,053,542.85
2
0.518
Low
14.7
10
23
NASDAQ>IEX>BATS>ARCA
IS
4
MKT
8.6
168
35
0.48
LiqDrop
false
null
null
0
NASDAQ>IEX>BATS>ARCA
MKT
57.5
91
10.3
183
47
-21
-21
null
null
High urgency from PM
X007356
2025-11-02 11:04:49
BAC
Sell
30,974
93.46
2,894,830.04
1.2
0.084
High
16.1
27
-27.8
IEX>NYSE>EDGX>ARCA>NASDAQ
IS
5
MKT
9.2
80
18
0.67
LiqDrop
false
null
null
0
IEX>NYSE>EDGX>ARCA>NASDAQ
MKT
31.6
96
19.9
89
-19
28
15
null
null
Stable book; normal liquidity
X007357
2025-12-07 15:34:25
GOOGL
Sell
41,487
24.79
1,028,462.73
1.8
0.124
Medium
16.2
28
16.2
NASDAQ>NYSE>IEX>ARCA>BATS
TWAP
1
MKT
5.2
74
12
0.67
ToxicitySpike
true
ToxicitySpike
VenueSwitch
24
NASDAQ>NYSE>IEX>ARCA>BATS
MKT>IOC
89.2
97
27.5
103
10
-31
19
null
null
Stable book; normal liquidity
X007358
2025-10-29 12:37:48
XLY
Sell
38,512
80.62
3,104,837.44
1.4
0.161
Low
24.1
36
-19.9
EDGX>ARCA>IEX
IS
5
LMT
11
85
26
0.61
ToxicitySpike
false
null
null
0
EDGX>ARCA>IEX
LMT
8.5
73
38.6
69
9
26
-29
null
null
Stable book; normal liquidity
X007359
2025-12-23 12:58:25
MSFT
Buy
28,515
193.9
5,529,058.5
1.8
0.151
Low
15.5
31
1.8
NASDAQ>BATS>NYSE>IEX>EDGX
Adaptive
2
MKT
5.3
72
34
0.47
Slip>Thresh
false
null
null
0
NASDAQ>BATS>NYSE>IEX>EDGX
MKT
95.3
90
21.8
42
7
-1
-29
null
null
High urgency from PM
X007360
2025-12-23 13:42:49
DIS
Sell
31,384
324.82
10,194,150.88
2.1
0.137
Low
23.7
9
16.4
NYSE>IEX>NASDAQ>EDGX
TWAP
2
PO
7.8
73
31
0.59
LiqDrop
false
null
null
0
NYSE>IEX>NASDAQ>EDGX
PO
40.5
99
6.1
10
-15
-2
-17
null
null
Toxic prints; widened spread
X007361
2025-10-31 10:20:42
AMZN
Buy
1,267
304.4
385,674.8
1.7
0.058
Medium
25.7
23
-33.2
IEX>EDGX>NASDAQ>NYSE>BATS
POV
4
PO
10.8
60
18
0.55
Multi
false
null
null
0
IEX>EDGX>NASDAQ>NYSE>BATS
PO
98.8
89
14.6
24
21
-32
-20
NoShort
null
Paused due to data glitch
X007362
2025-12-09 12:44:27
WMT
Sell
19,503
235.75
4,597,832.25
3.9
0.06
Low
18.8
38
18.5
NYSE>BATS>EDGX
TWAP
3
LMT
7.6
69
21
0.6
Multi
false
null
null
0
NYSE>BATS>EDGX
LMT
71.8
100
0
16
51
-28
-1
null
null
Stable book; normal liquidity
X007363
2025-12-16 14:33:38
BRK.B
Sell
1,254
275.55
345,539.7
1.8
0.006
Ultra
10.6
36
27.5
BATS>IEX>NASDAQ>NYSE
POV
5
MKT
6.4
60
13
0.42
LiqDrop
false
null
null
0
BATS>IEX>NASDAQ>NYSE
MKT
20.4
98
7.1
94
15
-1
14
null
null
Stable book; normal liquidity
X007364
2025-11-30 09:35:15
T
Sell
5,573
214.43
1,195,018.39
2.5
0.046
Ultra
7.1
10
-3.5
BATS>NYSE
TWAP
2
IOC
3.5
62
22
0.61
LiqDrop
false
null
null
0
BATS>NYSE
IOC
41.3
94
7.5
72
-8
-19
21
null
null
Paused due to data glitch
X007365
2025-12-06 12:56:55
TLT
Buy
21,557
95.02
2,048,346.14
1.8
0.079
Medium
16.6
26
1.8
NASDAQ>IEX>BATS>EDGX>ARCA
TWAP
1
LMT
4.4
67
33
0.43
LiqDrop
false
null
null
0
NASDAQ>IEX>BATS>EDGX>ARCA
LMT
28.9
87
0
74
55
17
-7
null
null
Venue switch reduced impact
X007366
2025-12-11 13:15:58
NVDA
Sell
9,410
79.74
750,353.4
1.1
0.244
Low
38.7
9
12.5
EDGX>IEX>BATS>NYSE
IS
4
LMT
15.1
65
24
0.84
Multi
false
null
null
0
EDGX>IEX>BATS>NYSE
LMT
36
91
0
10
25
-6
-30
null
null
Stable book; normal liquidity
X007367
2025-11-27 12:05:27
CSCO
Sell
23,386
241.3
5,643,041.8
4.6
0.059
Low
20.4
15
18.4
IEX>EDGX>ARCA>NASDAQ>BATS
TWAP
2
MKT
9
69
24
0.65
Slip>Thresh
false
null
null
0
IEX>EDGX>ARCA>NASDAQ>BATS
MKT
75.7
93
4.6
80
56
28
17
null
null
High urgency from PM
X007368
2025-12-25 15:22:09
T
Sell
26,013
313.98
8,167,561.74
3.1
0.217
Low
15.7
24
-4.3
NASDAQ>NYSE>BATS
VWAP
2
IOC
6.1
71
33
0.42
Multi
false
null
null
0
NASDAQ>NYSE>BATS
IOC
9.5
91
7.2
10
51
-35
10
null
null
Venue switch reduced impact
X007369
2025-11-13 13:38:20
JNJ
Buy
50,610
251.98
12,752,707.8
2.4
0.186
Low
13.6
18
-18.2
ARCA>EDGX>BATS>IEX>NYSE
TWAP
3
LMT
5.3
85
18
0.58
Multi
false
null
null
0
ARCA>EDGX>BATS>IEX>NYSE
LMT
0.4
94
16.1
88
34
-19
-8
NoShort
null
Toxic prints; widened spread
X007370
2025-11-07 10:45:42
DIS
Sell
87,194
330.97
28,858,598.18
1.6
0.381
Low
16.2
6
-18.3
IEX>ARCA
Adaptive
2
MKT
5.4
97
33
0.45
Multi
false
null
null
0
IEX>ARCA
MKT
27.6
93
13.2
146
-10
18
-7
null
null
Stable book; normal liquidity
X007371
2025-12-02 09:48:50
NVDA
Buy
2,476
37.74
93,444.24
1.5
0.064
Ultra
5.1
29
-13.3
ARCA>EDGX>NASDAQ>NYSE
VWAP
1
LMT
1.7
60
24
0.68
Multi
false
null
null
0
ARCA>EDGX>NASDAQ>NYSE
LMT
56.1
78
1.3
55
23
9
13
null
null
Paused due to data glitch
X007372
2025-11-18 11:15:33
XLB
Sell
30,025
329.66
9,898,041.5
2.3
0.076
Medium
15.1
23
-8.8
ARCA>EDGX>BATS>NYSE
TWAP
2
MKT
6
72
20
0.65
Multi
false
null
null
0
ARCA>EDGX>BATS>NYSE
MKT
21.4
85
2.1
92
40
-3
23
null
null
Venue switch reduced impact
X007373
2025-12-25 15:17:41
VZ
Buy
7,512
177.52
1,333,530.24
2.1
0.064
Ultra
3.9
22
26.2
ARCA>BATS>NYSE>IEX
POV
4
PO
3
64
34
0.63
Multi
false
null
null
0
ARCA>BATS>NYSE>IEX
PO
95.7
92
0
101
48
-39
-13
PositionLimitNear
null
Toxic prints; widened spread
X007374
2025-12-21 10:07:54
VZ
Buy
12,236
17.48
213,885.28
3.2
0.105
Medium
9.6
4
-1
EDGX>ARCA>NASDAQ>NYSE
POV
4
MKT
6.5
67
35
0.61
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
10
EDGX>ARCA>NASDAQ>NYSE
MKT>IOC
94
93
14.6
59
33
-6
35
null
null
Paused due to data glitch
X007375
2025-12-19 13:38:13
XLE
Sell
22,572
134.39
3,033,451.08
2.9
0.081
Medium
16.6
34
15.2
NYSE>IEX
TWAP
3
PO
7.1
71
13
0.83
Multi
false
null
null
0
NYSE>IEX
PO
41.2
90
5.5
10
8
24
-15
Watchlist
null
Toxic prints; widened spread
X007376
2025-11-26 15:44:27
XLI
Sell
978
137.66
134,631.48
3.5
0.045
Low
39
17
13.8
NASDAQ>IEX>EDGX>ARCA>BATS
POV
5
MKT
20.7
60
24
0.45
LiqDrop
true
LiquidityDrop
VenueSwitch
30
NASDAQ>IEX>EDGX>ARCA>BATS
MKT>PO
54.4
95
26.1
110
-9
25
12
PositionLimitNear
null
High urgency from PM
X007377
2025-11-08 14:11:45
GOOGL
Buy
11,228
22.06
247,689.68
1.6
0.033
Ultra
11.4
32
32
NASDAQ>BATS>NYSE>IEX
Adaptive
5
MKT
5.6
67
31
0.64
LiqDrop
false
null
null
0
NASDAQ>BATS>NYSE>IEX
MKT
93.4
94
11.7
42
9
-40
4
null
null
Venue switch reduced impact
X007378
2025-11-01 09:47:10
XLV
Buy
22,498
254.36
5,722,591.28
1.3
0.063
High
18
9
27.1
IEX>EDGX>BATS>NASDAQ
IS
5
IOC
9.7
74
28
0.53
ToxicitySpike
false
null
null
0
IEX>EDGX>BATS>NASDAQ
IOC
31
96
9.3
29
-15
-38
5
null
null
High urgency from PM
X007379
2025-11-05 14:54:22
GOOGL
Sell
39,635
252.13
9,993,172.55
1.7
0.118
High
5.6
38
28.3
EDGX>ARCA>NYSE>BATS>IEX
VWAP
3
MKT
3
79
20
0.57
ToxicitySpike
false
null
null
0
EDGX>ARCA>NYSE>BATS>IEX
MKT
25.7
90
4.9
96
-14
-31
33
null
null
Toxic prints; widened spread
X007380
2025-11-13 15:07:25
PFE
Sell
114,838
114.82
13,185,699.16
3.1
0.312
Low
23.7
21
-19.5
NASDAQ>NYSE>BATS>IEX
POV
5
MKT
13.6
134
34
0.8
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>BATS>IEX
MKT
59.6
87
20.7
134
-3
-40
32
PositionLimitNear
null
Venue switch reduced impact
X007381
2025-11-27 13:25:10
QQQ
Buy
23,207
422.12
9,796,138.84
0.7
0.074
Ultra
10.9
35
-28.1
ARCA>NASDAQ
TWAP
2
IOC
3.6
69
15
0.75
ToxicitySpike
false
null
null
0
ARCA>NASDAQ
IOC
66.1
90
0
51
12
23
-23
null
null
Paused due to data glitch
X007382
2025-12-10 09:35:06
HYG
Sell
153,905
72.77
11,199,666.85
2.2
0.844
Low
11.2
21
-4.1
BATS>ARCA>EDGX>NASDAQ>NYSE
VWAP
3
MKT
5.5
136
26
0.54
Multi
false
null
null
0
BATS>ARCA>EDGX>NASDAQ>NYSE
MKT
43.2
96
27
162
-4
5
16
null
null
Toxic prints; widened spread
X007383
2025-11-25 13:35:39
QQQ
Buy
23,833
412.49
9,830,874.17
0.5
0.076
Ultra
6.8
4
-32.6
BATS>IEX>NASDAQ>NYSE>EDGX
VWAP
1
MKT
2
68
14
0.55
LiqDrop
false
null
null
0
BATS>IEX>NASDAQ>NYSE>EDGX
MKT
69.8
94
5
81
-19
-2
-40
null
null
Paused due to data glitch
X007384
2025-11-29 09:41:31
GOOGL
Buy
18,724
168.22
3,149,751.28
1.5
0.056
Ultra
8.1
4
20.5
NASDAQ>EDGX
VWAP
2
IOC
3.1
67
20
0.45
Slip>Thresh
false
null
null
0
NASDAQ>EDGX
IOC
62.6
89
3.7
22
29
-18
17
null
null
Toxic prints; widened spread
X007385
2025-12-06 12:05:11
VZ
Buy
17,023
322.53
5,490,428.19
3.4
0.146
Low
24.1
29
-8.1
NYSE>BATS>ARCA
IS
4
LMT
11.4
69
33
0.72
Slip>Thresh
false
null
null
0
NYSE>BATS>ARCA
LMT
60.5
89
0
61
36
0
-25
null
null
Venue switch reduced impact
X007386
2025-12-26 09:48:56
META
Buy
40,267
89.67
3,610,741.89
0.8
0.112
High
14.3
9
-7.8
BATS>IEX
Adaptive
1
MKT
3.8
74
26
0.4
Slip>Thresh
false
null
null
0
BATS>IEX
MKT
87.4
95
5.4
108
4
-19
24
PositionLimitNear
null
Venue switch reduced impact
X007387
2025-10-27 14:17:56
JPM
Buy
8,101
251.43
2,036,834.43
4.7
0.201
Low
12.9
29
-16.4
NASDAQ>EDGX>NYSE>BATS
IS
5
LMT
9.2
65
20
0.8
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>NYSE>BATS
LMT
73.1
92
2.9
31
5
-33
16
Watchlist
null
Paused due to data glitch
X007388
2025-11-09 13:32:31
GOOGL
Buy
50,816
254.61
12,938,261.76
1.9
0.151
High
5
5
-9.7
EDGX>NYSE>IEX>NASDAQ
VWAP
3
MKT
3
85
21
0.77
ToxicitySpike
false
null
null
0
EDGX>NYSE>IEX>NASDAQ
MKT
41.9
85
6.9
86
59
13
20
null
null
Venue switch reduced impact
X007389
2025-11-07 13:57:38
PFE
Buy
46,548
115.91
5,395,378.68
2.9
0.126
Low
22.5
6
4.3
NASDAQ>BATS>ARCA>IEX>NYSE
Adaptive
3
LMT
7.3
83
15
0.48
LiqDrop
false
null
null
0
NASDAQ>BATS>ARCA>IEX>NYSE
LMT
58.2
99
11.7
78
-4
29
-25
null
null
Stable book; normal liquidity
X007390
2025-12-25 14:24:02
IEF
Sell
169,302
93.54
15,836,509.08
1.9
0.643
Low
18.8
34
12.5
IEX>BATS>NYSE
VWAP
3
PO
7
144
32
0.83
LiqDrop
false
null
null
0
IEX>BATS>NYSE
PO
78.4
98
14.2
81
35
9
14
null
null
Toxic prints; widened spread
X007391
2025-12-01 10:42:34
IEF
Buy
5,703
99.6
568,018.8
2.4
0.022
High
17.9
14
3.8
IEX>NYSE>BATS>NASDAQ
Adaptive
4
IOC
7.6
63
29
0.59
LiqDrop
true
LiquidityDrop
Pause
13
IEX>NYSE>BATS>NASDAQ
IOC>LMT
75.5
100
4.3
100
59
7
-36
null
null
Toxic prints; widened spread
X007392
2025-12-13 09:35:09
QQQ
Sell
28,933
410.86
11,887,412.38
0.8
0.092
Medium
23.3
4
19.9
EDGX>BATS>NASDAQ>ARCA>IEX
TWAP
1
LMT
5.4
70
26
0.79
ToxicitySpike
false
null
null
0
EDGX>BATS>NASDAQ>ARCA>IEX
LMT
11.1
79
12.6
27
44
21
27
null
null
Venue switch reduced impact
X007393
2025-10-30 12:24:44
LQD
Sell
17,603
116.13
2,044,236.39
1.1
0.087
Ultra
5.8
31
-2.1
NYSE>EDGX>BATS
POV
5
LMT
3
71
34
0.49
ToxicitySpike
false
null
null
0
NYSE>EDGX>BATS
LMT
18.8
100
0.4
83
-9
-12
12
PositionLimitNear
null
High urgency from PM
X007394
2025-12-05 13:44:41
NKE
Buy
22,991
177.19
4,073,775.29
4.1
0.107
Low
21.6
28
-23.4
NYSE>IEX>NASDAQ
IS
4
LMT
11
73
22
0.59
LiqDrop
false
null
null
0
NYSE>IEX>NASDAQ
LMT
40.2
98
10.6
35
56
-3
-16
null
null
Toxic prints; widened spread
X007395
2025-12-22 12:59:00
WMT
Buy
38,043
150.99
5,744,112.57
4
0.117
Low
24.4
16
-11.2
IEX>NYSE
IS
4
MKT
14.5
81
16
0.79
Slip>Thresh
true
SlippageAboveThreshold
Pause
15
IEX>NYSE
MKT>LMT
69.6
87
15.1
80
24
-26
34
null
null
Paused due to data glitch
X007396
2025-11-14 13:05:07
JPM
Sell
8,673
94.74
821,680.02
4.4
0.215
Low
19
39
-30.8
ARCA>BATS>EDGX>IEX>NASDAQ
Adaptive
3
LMT
7.2
64
19
0.76
Slip>Thresh
false
null
null
0
ARCA>BATS>EDGX>IEX>NASDAQ
LMT
25.4
99
3.1
64
14
-19
-2
null
null
Paused due to data glitch
X007397
2025-11-17 12:30:40
LQD
Buy
32,021
116.84
3,741,333.64
1
0.158
Medium
11.7
32
-29.6
BATS>IEX
Adaptive
3
MKT
4.3
76
14
0.55
LiqDrop
false
null
null
0
BATS>IEX
MKT
17.5
99
14.3
61
47
27
29
null
null
Toxic prints; widened spread
X007398
2025-10-28 14:59:11
XLU
Buy
22,646
16.97
384,302.62
2.2
0.073
Medium
17.3
32
-30
IEX>NYSE>EDGX>BATS
IS
4
LMT
8
73
17
0.75
LiqDrop
true
LiquidityDrop
OrderTypeChange
13
IEX>NYSE>EDGX>BATS
LMT>MKT
7.6
84
9.9
120
16
8
22
null
null
Paused due to data glitch
X007399
2025-12-19 10:06:09
PFE
Sell
8,094
254.4
2,059,113.6
1.9
0.022
Ultra
15.2
25
-5.4
BATS>NYSE>ARCA
Adaptive
4
MKT
6.6
64
15
0.49
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
13
BATS>NYSE>ARCA
MKT>LMT
87.7
100
6.7
41
-14
-11
22
null
null
High urgency from PM
X007400
2025-12-12 10:12:48
BA
Sell
25,539
348.16
8,891,658.24
2.3
0.085
Medium
18.7
36
-15.3
EDGX>IEX>BATS>NYSE>ARCA
Adaptive
5
MKT
9
76
29
0.52
Multi
false
null
null
0
EDGX>IEX>BATS>NYSE>ARCA
MKT
94.8
99
26.2
53
-20
-4
-3
null
PriceBand
Toxic prints; widened spread