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
X007501
2025-11-13 11:44:49
HYG
Sell
3,431
78.85
270,534.35
2.1
0.019
Ultra
3.6
14
-11.9
BATS>NYSE
TWAP
1
LMT
1.7
61
16
0.74
LiqDrop
false
null
null
0
BATS>NYSE
LMT
74
94
0
59
47
17
-36
NoShort
null
Venue switch reduced impact
X007502
2025-10-31 14:23:34
XLK
Sell
87,279
243.2
21,226,252.8
1.3
0.245
Medium
7.4
19
-33.7
BATS>IEX>EDGX
Adaptive
1
MKT
2.4
90
31
0.76
Multi
false
null
null
0
BATS>IEX>EDGX
MKT
39.9
95
14.9
142
51
-37
33
null
null
High urgency from PM
X007503
2025-11-14 12:36:14
SPY
Sell
368,428
478.39
176,252,270.92
1
0.498
Low
8.9
12
-31.8
BATS>NASDAQ>ARCA>IEX>NYSE
POV
4
PO
4.3
271
26
0.77
LiqDrop
false
null
null
0
BATS>NASDAQ>ARCA>IEX>NYSE
PO
20.2
95
24
217
43
19
-6
null
null
Venue switch reduced impact
X007504
2025-12-26 13:19:25
BAC
Buy
114,261
72.58
8,293,063.38
1.3
0.312
Low
14.4
32
5.8
BATS>NASDAQ
Adaptive
2
LMT
3.9
108
29
0.45
LiqDrop
false
null
null
0
BATS>NASDAQ
LMT
7.4
92
2.5
31
30
-15
-33
null
null
Toxic prints; widened spread
X007505
2025-11-30 11:03:34
TLT
Sell
128,941
96.69
12,467,305.29
2.5
0.472
Low
6.7
12
-22.9
IEX>BATS>NYSE>NASDAQ
POV
5
MKT
5.5
143
16
0.51
ToxicitySpike
false
null
null
0
IEX>BATS>NYSE>NASDAQ
MKT
71.8
95
0
251
11
-38
12
null
null
Venue switch reduced impact
X007506
2025-12-17 14:38:07
XLE
Sell
130,699
153.8
20,101,506.2
3.6
0.469
Low
23.8
18
9.6
IEX>EDGX>NASDAQ>NYSE
VWAP
1
MKT
7.9
105
13
0.51
LiqDrop
false
null
null
0
IEX>EDGX>NASDAQ>NYSE
MKT
24.5
85
16.9
36
0
-33
31
null
null
Venue switch reduced impact
X007507
2025-12-24 10:45:14
XLI
Buy
721
327.89
236,408.69
3.9
0.033
Medium
14.5
21
-16.5
NYSE>EDGX>BATS>ARCA
Adaptive
1
MKT
5.3
60
29
0.56
Multi
false
null
null
0
NYSE>EDGX>BATS>ARCA
MKT
76.1
87
14.9
73
19
20
16
PositionLimitNear
null
Venue switch reduced impact
X007508
2025-11-20 10:32:32
GOOGL
Buy
30,802
29.02
893,874.04
1.4
0.092
Medium
21.8
18
33
BATS>ARCA>IEX
IS
4
MKT
11
77
20
0.44
Slip>Thresh
false
null
null
0
BATS>ARCA>IEX
MKT
82.3
89
8.1
31
-12
30
14
null
null
Stable book; normal liquidity
X007509
2025-12-24 09:35:11
AMD
Sell
1,670
62.49
104,358.3
1.9
0.047
Medium
25
21
-9.6
NYSE>ARCA
Adaptive
5
MKT
11.1
61
18
0.73
ToxicitySpike
false
null
null
0
NYSE>ARCA
MKT
64.7
90
26.9
43
-1
-23
-39
null
null
Stable book; normal liquidity
X007510
2025-11-15 12:37:04
XLE
Sell
19,295
177.94
3,433,352.3
2.1
0.069
High
7.5
17
13.6
BATS>IEX>EDGX>NYSE>ARCA
TWAP
2
LMT
3
68
12
0.46
Multi
false
null
null
0
BATS>IEX>EDGX>NYSE>ARCA
LMT
55.2
98
5.3
101
-10
-14
-1
null
null
Paused due to data glitch
X007511
2025-12-04 13:50:12
MA
Sell
59,577
137.03
8,163,836.31
0.8
0.254
Ultra
4.1
15
-26.2
BATS>EDGX
TWAP
2
PO
1.7
85
34
0.85
ToxicitySpike
true
ToxicitySpike
VenueSwitch
13
BATS>EDGX
PO>MKT
93.5
85
2.5
37
1
-18
-10
null
null
Toxic prints; widened spread
X007512
2025-12-12 15:53:06
INTC
Buy
5,477
130.06
712,338.62
0.7
0.261
Low
37.3
32
25.2
EDGX>NYSE>ARCA
Adaptive
3
LMT
10
62
25
0.74
LiqDrop
false
null
null
0
EDGX>NYSE>ARCA
LMT
52.7
91
20.3
70
9
29
35
null
null
Paused due to data glitch
X007513
2025-11-20 10:48:32
AMD
Sell
1,542
220.06
339,332.52
1.7
0.043
High
18
15
0.8
NASDAQ>IEX>EDGX
Adaptive
2
LMT
4.8
60
18
0.66
Multi
false
null
null
0
NASDAQ>IEX>EDGX
LMT
35.7
92
3
48
12
7
35
null
null
High urgency from PM
X007514
2025-12-08 13:40:37
XLU
Buy
25,510
332.21
8,474,677.1
1.4
0.082
Medium
18.3
25
13.6
NASDAQ>ARCA>EDGX
IS
4
LMT
7.8
74
32
0.6
LiqDrop
false
null
null
0
NASDAQ>ARCA>EDGX
LMT
40.8
98
0
10
55
-26
8
null
null
Paused due to data glitch
X007515
2025-11-17 09:43:40
XLF
Sell
35,656
136.46
4,865,617.76
2.3
0.097
High
3.9
14
-25.4
ARCA>NASDAQ>BATS>EDGX
TWAP
2
LMT
2.2
75
17
0.53
Multi
false
null
null
0
ARCA>NASDAQ>BATS>EDGX
LMT
58.3
95
0
43
5
-14
39
null
null
Venue switch reduced impact
X007516
2025-11-15 13:59:38
CVX
Sell
12,357
233.05
2,879,798.85
0.9
0.073
High
22.6
32
-21.7
NASDAQ>EDGX>BATS
VWAP
2
LMT
5.8
65
30
0.81
Multi
false
null
null
0
NASDAQ>EDGX>BATS
LMT
6.5
96
8.8
60
44
30
-23
PositionLimitNear
null
Toxic prints; widened spread
X007517
2025-12-11 11:16:09
XLB
Sell
261,759
91.28
23,893,361.52
2.4
0.667
Low
15.9
39
18.6
EDGX>BATS
POV
5
MKT
9.7
230
32
0.58
Slip>Thresh
false
null
null
0
EDGX>BATS
MKT
52.3
90
21
136
13
24
38
Watchlist
null
Paused due to data glitch
X007518
2025-11-27 14:41:51
XLY
Sell
70,724
101.42
7,172,828.08
1.1
0.295
Low
19.8
3
-0.4
BATS>ARCA>NYSE>IEX>EDGX
POV
4
MKT
9.1
100
19
0.56
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
20
BATS>ARCA>NYSE>IEX>EDGX
MKT>PO
99.7
91
0
167
13
29
-15
null
null
Paused due to data glitch
X007519
2025-11-02 13:23:53
SPY
Sell
19,208
500.26
9,608,994.08
1.7
0.026
Ultra
6.1
14
-13.7
NASDAQ>ARCA
VWAP
1
LMT
2
66
15
0.59
Multi
false
null
null
0
NASDAQ>ARCA
LMT
85.4
94
2.1
71
16
-10
-35
null
null
High urgency from PM
X007520
2025-12-16 10:38:59
HYG
Sell
13,357
73
975,061
1.8
0.073
Medium
22.2
27
27.6
NASDAQ>NYSE>ARCA
TWAP
1
MKT
6.8
64
35
0.72
Multi
false
null
null
0
NASDAQ>NYSE>ARCA
MKT
25.6
90
0
124
41
-8
-22
null
null
Paused due to data glitch
X007521
2025-10-28 15:21:38
DIS
Sell
5,814
248.59
1,445,302.26
1.8
0.025
Ultra
6.4
9
1.4
IEX>EDGX>ARCA>NYSE>NASDAQ
IS
4
LMT
3.7
63
23
0.58
LiqDrop
false
null
null
0
IEX>EDGX>ARCA>NYSE>NASDAQ
LMT
13.1
97
3.3
50
23
-27
30
null
null
Toxic prints; widened spread
X007522
2025-12-15 12:25:13
HD
Sell
36,421
244.23
8,895,100.83
1.4
0.141
Low
21.4
5
-8.3
EDGX>BATS>IEX>ARCA>NASDAQ
Adaptive
3
MKT
7.6
78
27
0.83
Slip>Thresh
false
null
null
0
EDGX>BATS>IEX>ARCA>NASDAQ
MKT
99.3
86
22.4
59
42
-15
40
null
null
Toxic prints; widened spread
X007523
2025-11-27 12:33:51
BRK.B
Buy
154,952
215.18
33,342,571.36
2.2
0.704
Low
6.7
35
21
IEX>BATS>ARCA
IS
4
MKT
5.3
149
17
0.83
Multi
true
MultiTrigger
AlgoSwitch
27
IEX>BATS>ARCA
MKT>IOC
98.5
86
13.7
108
23
-20
-34
NoShort
null
High urgency from PM
X007524
2025-11-01 09:35:06
INTC
Buy
1,157
225.89
261,354.73
0.7
0.055
Ultra
21.5
26
-29.3
EDGX>BATS>NASDAQ>IEX>NYSE
VWAP
3
LMT
6.2
60
15
0.52
Slip>Thresh
false
null
null
0
EDGX>BATS>NASDAQ>IEX>NYSE
LMT
46
95
5.6
42
22
23
39
null
null
Stable book; normal liquidity
X007525
2025-11-28 14:58:15
IEF
Sell
7,998
97.08
776,445.84
2.9
0.03
Ultra
8.6
13
-1.7
EDGX>NASDAQ>IEX
POV
5
MKT
6.5
65
19
0.4
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>IEX
MKT
76.9
94
14
92
-18
5
-38
null
null
High urgency from PM
X007526
2025-11-23 09:35:47
WMT
Sell
55,307
332.62
18,396,214.34
3.6
0.17
Low
6.9
27
-18
BATS>NYSE
VWAP
3
LMT
3.9
87
32
0.41
ToxicitySpike
false
null
null
0
BATS>NYSE
LMT
3.3
91
5.8
66
23
-25
32
null
null
Stable book; normal liquidity
X007527
2025-12-17 10:05:40
XOM
Sell
27,863
274.7
7,653,966.1
4
0.255
Low
23
30
5.1
BATS>NYSE
TWAP
2
MKT
9.5
71
29
0.4
Slip>Thresh
false
null
null
0
BATS>NYSE
MKT
71.8
100
2.6
114
9
-21
39
null
null
Toxic prints; widened spread
X007528
2025-12-22 15:40:55
JPM
Buy
948
252.33
239,208.84
3.3
0.023
Medium
22
5
4
BATS>NASDAQ>NYSE>ARCA
IS
4
MKT
12.7
60
19
0.7
Slip>Thresh
false
null
null
0
BATS>NASDAQ>NYSE>ARCA
MKT
9.3
89
18.8
22
-19
-25
-1
NoShort
null
Venue switch reduced impact
X007529
2025-10-30 09:49:25
DIS
Sell
160,597
143.97
23,121,150.09
1.7
0.701
Medium
3.2
5
-12.4
EDGX>NYSE>BATS>NASDAQ
POV
4
LMT
2.5
152
26
0.4
LiqDrop
false
null
null
0
EDGX>NYSE>BATS>NASDAQ
LMT
61.3
88
0
139
-11
-21
11
PositionLimitNear
null
High urgency from PM
X007530
2025-11-22 15:20:51
QQQ
Buy
12,131
393.94
4,778,886.14
0.6
0.038
Ultra
25
6
3.7
IEX>NYSE
IS
5
MKT
12.9
67
29
0.49
LiqDrop
false
null
null
0
IEX>NYSE
MKT
82.5
91
3.4
68
-12
-29
-22
null
null
Toxic prints; widened spread
X007531
2025-11-30 13:53:13
TLT
Sell
27,257
94.55
2,577,149.35
3.6
0.1
Medium
9.5
9
-25.2
IEX>NYSE>BATS>ARCA>EDGX
IS
5
IOC
7.9
77
17
0.6
LiqDrop
false
null
null
0
IEX>NYSE>BATS>ARCA>EDGX
IOC
71.2
90
0.2
91
29
-10
-3
Watchlist
null
Venue switch reduced impact
X007532
2025-12-10 13:38:03
XLI
Buy
439
75.56
33,170.84
3.8
0.02
Ultra
5.8
11
6.9
BATS>IEX>NYSE>NASDAQ>EDGX
IS
5
MKT
6.6
60
25
0.79
Multi
false
null
null
0
BATS>IEX>NYSE>NASDAQ>EDGX
MKT
81.7
100
2.2
78
-20
2
-7
null
null
Venue switch reduced impact
X007533
2025-12-05 12:07:12
TSLA
Buy
10,846
88.25
957,159.5
1.3
0.034
High
24.3
19
-26.6
NASDAQ>BATS>NYSE
TWAP
1
LMT
5.8
63
21
0.53
LiqDrop
false
null
null
0
NASDAQ>BATS>NYSE
LMT
73.7
75
5
61
41
-19
3
null
null
Venue switch reduced impact
X007534
2025-11-19 09:40:59
BAC
Sell
29,998
246.35
7,390,007.3
1.9
0.082
Medium
11
36
12.7
IEX>ARCA
IS
4
PO
6
77
32
0.47
ToxicitySpike
false
null
null
0
IEX>ARCA
PO
68.3
93
9.5
18
-14
17
40
Watchlist
PriceBand
High urgency from PM
X007535
2025-12-16 11:17:03
DIS
Sell
76,021
283.59
21,558,795.39
1.5
0.332
Low
12.2
7
-24.9
EDGX>NASDAQ>ARCA>NYSE>IEX
TWAP
2
LMT
3.9
92
16
0.61
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>ARCA>NYSE>IEX
LMT
7.5
99
0
68
8
-39
22
null
null
Stable book; normal liquidity
X007536
2025-11-08 09:35:38
NFLX
Sell
34,666
26.12
905,475.92
3.6
0.331
Medium
3.1
6
15
EDGX>BATS>NYSE>NASDAQ
TWAP
3
MKT
3.7
77
17
0.81
ToxicitySpike
false
null
null
0
EDGX>BATS>NYSE>NASDAQ
MKT
65.1
95
0
66
45
3
-13
null
null
High urgency from PM
X007537
2025-11-06 15:40:07
AAPL
Buy
68,113
217.77
14,832,968.01
2.5
0.2
Low
22.8
26
-0.3
NASDAQ>ARCA>NYSE
TWAP
2
MKT
8.5
88
27
0.77
Multi
false
null
null
0
NASDAQ>ARCA>NYSE
MKT
29.3
97
0
99
49
-37
27
Watchlist
null
Toxic prints; widened spread
X007538
2025-12-25 12:01:59
XLB
Buy
175,775
267.33
46,989,930.75
1.9
0.448
Low
14.1
10
9.5
BATS>NYSE>ARCA>IEX>EDGX
Adaptive
2
MKT
5.1
134
12
0.77
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
24
BATS>NYSE>ARCA>IEX>EDGX
MKT>IOC
59.6
88
14.6
111
14
4
16
null
null
Venue switch reduced impact
X007539
2025-12-05 12:15:24
NVDA
Buy
6,065
57.08
346,190.2
1.9
0.157
Low
23.3
8
-3.1
IEX>NASDAQ
VWAP
1
MKT
6.8
62
24
0.56
Slip>Thresh
false
null
null
0
IEX>NASDAQ
MKT
54.2
92
17.8
10
33
14
-24
null
null
Venue switch reduced impact
X007540
2025-11-25 13:53:35
XLP
Sell
24,705
38.88
960,530.4
1.8
0.085
Medium
25
3
19.7
IEX>BATS>NYSE>ARCA>EDGX
VWAP
3
IOC
9
72
19
0.53
Slip>Thresh
true
SlippageAboveThreshold
Cross
17
IEX>BATS>NYSE>ARCA>EDGX
IOC>MKT
90.5
88
28.5
152
43
4
30
null
null
Stable book; normal liquidity
X007541
2025-10-31 15:27:48
IEF
Buy
53,316
98.48
5,250,559.68
2.7
0.202
Low
11.7
31
31.4
EDGX>NYSE>ARCA
VWAP
2
LMT
4.1
82
34
0.78
LiqDrop
false
null
null
0
EDGX>NYSE>ARCA
LMT
96
91
0.5
63
44
4
1
Watchlist
null
Venue switch reduced impact
X007542
2025-11-22 13:41:08
LQD
Buy
22,816
117.37
2,677,913.92
1.2
0.112
Medium
23.8
23
30
ARCA>EDGX>BATS>NASDAQ
POV
5
MKT
11.8
74
20
0.79
Slip>Thresh
false
null
null
0
ARCA>EDGX>BATS>NASDAQ
MKT
40.7
92
16.4
32
-11
19
37
NoShort
null
Stable book; normal liquidity
X007543
2025-12-11 10:37:41
HYG
Buy
79,303
78.83
6,251,455.49
2.1
0.435
Low
14.8
5
-24.7
IEX>NASDAQ
VWAP
2
LMT
4.7
93
24
0.47
Multi
false
null
null
0
IEX>NASDAQ
LMT
90
76
0
10
-17
-34
-1
PositionLimitNear
null
Paused due to data glitch
X007544
2025-10-29 15:44:21
NVDA
Buy
3,646
136
495,856
1.8
0.094
Low
38
19
-6.4
NASDAQ>BATS>IEX
VWAP
1
MKT
10.4
61
30
0.78
Multi
false
null
null
0
NASDAQ>BATS>IEX
MKT
58.1
99
20.2
99
36
23
6
null
null
Paused due to data glitch
X007545
2025-10-31 10:41:16
BRK.B
Sell
37,490
306.64
11,495,933.6
2.4
0.17
Low
19.8
28
-29.8
EDGX>IEX>ARCA>BATS>NYSE
TWAP
1
MKT
6.5
73
20
0.73
Slip>Thresh
false
null
null
0
EDGX>IEX>ARCA>BATS>NYSE
MKT
63.8
85
14.4
10
10
-3
-16
null
null
Paused due to data glitch
X007546
2025-11-29 12:08:01
XLE
Sell
61,358
96.79
5,938,840.82
3.6
0.22
Low
6.9
37
-6.2
ARCA>IEX>NASDAQ>NYSE
Adaptive
3
MKT
4.5
90
28
0.45
LiqDrop
false
null
null
0
ARCA>IEX>NASDAQ>NYSE
MKT
78.9
96
7.9
183
0
21
14
null
null
High urgency from PM
X007547
2025-12-14 15:39:49
LQD
Buy
31,456
107.61
3,384,980.16
0.8
0.155
High
12.6
35
17.1
BATS>NYSE>IEX>ARCA>NASDAQ
TWAP
3
LMT
4.1
75
29
0.54
Multi
false
null
null
0
BATS>NYSE>IEX>ARCA>NASDAQ
LMT
63.7
98
7.1
92
-9
-24
-33
null
null
Toxic prints; widened spread
X007548
2025-11-03 10:30:39
HYG
Buy
25,400
76.01
1,930,654
1.1
0.139
Medium
20.3
34
-1.9
NASDAQ>NYSE>EDGX>ARCA
Adaptive
3
MKT
7
72
35
0.51
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>EDGX>ARCA
MKT
1.6
95
14.5
62
47
9
15
null
null
Venue switch reduced impact
X007549
2025-12-03 14:37:11
XLY
Buy
27,426
270.8
7,426,960.8
1.2
0.114
Medium
22.5
32
23
NASDAQ>NYSE
TWAP
3
LMT
7.1
73
25
0.58
ToxicitySpike
false
null
null
0
NASDAQ>NYSE
LMT
11.2
92
10
59
47
-10
10
NoShort
null
Paused due to data glitch
X007550
2025-12-10 09:49:12
TLT
Buy
27,523
97.78
2,691,198.94
2
0.101
Medium
15.7
37
-8.8
ARCA>EDGX>NASDAQ>BATS
VWAP
2
MKT
5.7
71
28
0.84
Slip>Thresh
false
null
null
0
ARCA>EDGX>NASDAQ>BATS
MKT
61.9
98
15.5
68
37
-26
-18
NoShort
null
Toxic prints; widened spread
X007551
2025-10-29 12:55:52
BA
Sell
63,800
306.17
19,533,646
2.2
0.213
Low
11.5
4
7.8
NYSE>BATS>NASDAQ
TWAP
1
MKT
4.2
82
24
0.54
Multi
false
null
null
0
NYSE>BATS>NASDAQ
MKT
99.6
85
0
129
24
-20
-30
null
null
Paused due to data glitch
X007552
2025-11-28 13:59:35
MSFT
Sell
37,305
169.38
6,318,720.9
2.2
0.198
Low
17.8
11
-16.4
NYSE>BATS>NASDAQ>IEX>ARCA
TWAP
2
IOC
6.5
75
17
0.81
Multi
false
null
null
0
NYSE>BATS>NASDAQ>IEX>ARCA
IOC
77.2
98
0
47
22
-7
-16
null
Throttle
Toxic prints; widened spread
X007553
2025-12-26 09:54:23
TLT
Buy
29,789
93.87
2,796,293.43
3.5
0.109
Low
12.6
30
33.8
ARCA>NASDAQ>IEX>NYSE>EDGX
TWAP
1
PO
4.7
70
31
0.63
LiqDrop
false
null
null
0
ARCA>NASDAQ>IEX>NYSE>EDGX
PO
73.5
96
0
10
52
-39
28
null
null
Toxic prints; widened spread
X007554
2025-11-26 13:26:30
XLY
Buy
50,893
96.71
4,921,862.03
1.8
0.212
Low
15.1
28
-22.3
EDGX>BATS>ARCA>IEX>NASDAQ
Adaptive
1
PO
4.1
77
20
0.72
ToxicitySpike
true
ToxicitySpike
VenueSwitch
30
EDGX>BATS>ARCA>IEX>NASDAQ
PO>LMT
78.7
100
0
103
-6
15
26
Watchlist
null
Venue switch reduced impact
X007555
2025-11-02 13:57:03
NKE
Sell
3,871
272.86
1,056,241.06
2.9
0.018
Ultra
6.9
29
16.5
NYSE>NASDAQ
TWAP
2
LMT
3.2
61
33
0.74
Multi
false
null
null
0
NYSE>NASDAQ
LMT
53.5
89
1.6
110
24
-39
-26
null
null
Toxic prints; widened spread
X007556
2025-11-04 11:05:32
XLK
Buy
21,739
292.38
6,356,048.82
1.9
0.061
Ultra
3.2
32
19.3
NYSE>BATS>EDGX
TWAP
1
LMT
1.5
67
18
0.76
Slip>Thresh
false
null
null
0
NYSE>BATS>EDGX
LMT
8.8
85
3.8
49
11
5
-11
null
null
Paused due to data glitch
X007557
2025-11-25 13:55:22
HD
Sell
15,482
352.45
5,456,630.9
2
0.06
Ultra
5.6
5
-11.9
IEX>EDGX>BATS>NASDAQ
IS
5
LMT
3.9
70
17
0.73
LiqDrop
false
null
null
0
IEX>EDGX>BATS>NASDAQ
LMT
15.9
89
0
85
12
-36
-28
null
null
Stable book; normal liquidity
X007558
2025-12-15 12:18:17
T
Sell
31,532
188.2
5,934,322.4
4.8
0.263
Low
13.9
7
16.6
NASDAQ>BATS>NYSE
POV
5
MKT
10.7
80
22
0.47
ToxicitySpike
false
null
null
0
NASDAQ>BATS>NYSE
MKT
30.8
95
20.1
70
2
-36
-38
null
null
Toxic prints; widened spread
X007559
2025-11-18 09:35:42
BAC
Sell
55,653
67.67
3,766,038.51
1.1
0.152
Medium
12.7
21
-21.3
NASDAQ>NYSE>IEX>EDGX>ARCA
POV
4
MKT
6.1
92
32
0.81
LiqDrop
true
LiquidityDrop
VenueSwitch
15
NASDAQ>NYSE>IEX>EDGX>ARCA
MKT>IOC
33.2
86
3.2
100
57
24
25
null
null
High urgency from PM
X007560
2025-12-06 12:07:05
GOOGL
Sell
147,152
65.07
9,575,180.64
2
0.439
Low
16.1
27
-23.3
IEX>ARCA>EDGX>BATS
VWAP
1
LMT
4.3
111
32
0.57
Slip>Thresh
false
null
null
0
IEX>ARCA>EDGX>BATS
LMT
84.8
85
0
137
57
18
21
null
null
Paused due to data glitch
X007561
2025-11-09 09:35:48
AMZN
Sell
3,111
59.35
184,637.85
1.6
0.143
Low
31.5
17
28.1
IEX>ARCA>NYSE
TWAP
3
LMT
9.9
61
24
0.43
Multi
false
null
null
0
IEX>ARCA>NYSE
LMT
51.9
86
12.4
35
0
-8
-1
null
null
Stable book; normal liquidity
X007562
2025-11-26 15:41:35
MSFT
Sell
69,581
297.09
20,671,819.29
2.6
0.369
Low
16.4
39
-21.8
ARCA>IEX>NASDAQ
Adaptive
3
IOC
6.6
94
12
0.48
Multi
false
null
null
0
ARCA>IEX>NASDAQ
IOC
23.9
98
7.1
10
45
13
-12
Watchlist
null
Venue switch reduced impact
X007563
2025-12-20 13:55:12
INTC
Sell
3,112
273.19
850,167.28
0.8
0.148
High
11.9
18
-11.5
NASDAQ>BATS>EDGX>ARCA
POV
5
LMT
5.1
62
19
0.52
Multi
false
null
null
0
NASDAQ>BATS>EDGX>ARCA
LMT
66.8
88
0
103
53
-15
30
null
null
Toxic prints; widened spread
X007564
2025-12-23 11:05:32
XLU
Sell
151,803
113.91
17,291,879.73
1.7
0.486
Medium
4.3
8
-31.6
IEX>ARCA>BATS
POV
4
PO
3.1
147
18
0.41
LiqDrop
false
null
null
0
IEX>ARCA>BATS
PO
63
95
8.7
199
29
-8
-5
null
null
Toxic prints; widened spread
X007565
2025-11-08 14:14:44
CVX
Sell
43,651
196.72
8,587,024.72
1.2
0.259
Medium
11.5
9
28.5
NYSE>EDGX>NASDAQ>ARCA
VWAP
2
MKT
4.1
78
22
0.44
Slip>Thresh
false
null
null
0
NYSE>EDGX>NASDAQ>ARCA
MKT
76
95
10.2
56
39
-31
-17
null
null
Toxic prints; widened spread
X007566
2025-11-05 14:54:58
META
Buy
49,978
319.39
15,962,473.42
1.5
0.139
Low
19.8
25
5.9
IEX>ARCA>NASDAQ>EDGX>BATS
POV
4
MKT
9.3
88
23
0.57
LiqDrop
false
null
null
0
IEX>ARCA>NASDAQ>EDGX>BATS
MKT
26
87
21.1
82
27
17
36
Watchlist
null
Venue switch reduced impact
X007567
2025-10-29 13:25:55
BAC
Sell
31,912
192.64
6,147,527.68
1.1
0.087
Medium
17.5
25
6.9
NYSE>ARCA>EDGX
Adaptive
2
MKT
5.4
73
27
0.71
Slip>Thresh
false
null
null
0
NYSE>ARCA>EDGX
MKT
0.5
91
9.8
10
54
-24
-36
null
null
Paused due to data glitch
X007568
2025-12-08 15:18:18
AMZN
Buy
2,830
120.75
341,722.5
2.6
0.13
Medium
10
35
-0.4
ARCA>IEX>NYSE
POV
4
LMT
5.2
61
15
0.85
Slip>Thresh
false
null
null
0
ARCA>IEX>NYSE
LMT
51.5
100
3.9
51
4
-21
-5
NoShort
null
Stable book; normal liquidity
X007569
2025-11-05 09:35:15
XOM
Buy
8,725
123.88
1,080,853
2.5
0.08
Medium
14.4
27
34.8
IEX>BATS>NASDAQ
Adaptive
1
MKT
4.6
63
31
0.64
Slip>Thresh
false
null
null
0
IEX>BATS>NASDAQ
MKT
98
90
0
52
-14
-8
-3
null
null
Stable book; normal liquidity
X007570
2025-12-07 10:32:47
XLK
Sell
113,092
207.23
23,436,055.16
1.8
0.317
Low
16
21
-33.2
BATS>ARCA>NYSE
IS
4
LMT
7.4
125
15
0.64
Multi
false
null
null
0
BATS>ARCA>NYSE
LMT
55.1
65
18.8
146
33
2
-12
PositionLimitNear
null
Stable book; normal liquidity
X007571
2025-11-27 14:27:12
BRK.B
Buy
66,389
142.94
9,489,643.66
3
0.302
Low
7.6
8
22.4
IEX>NASDAQ
TWAP
1
LMT
3
83
12
0.65
Multi
false
null
null
0
IEX>NASDAQ
LMT
33.5
60
0
46
8
8
-37
null
null
Toxic prints; widened spread
X007572
2025-11-18 15:40:44
XLU
Sell
45,556
238.41
10,861,005.96
2.1
0.146
Low
22.4
20
24.4
BATS>NYSE>IEX
TWAP
3
PO
8.4
82
34
0.73
ToxicitySpike
false
null
null
0
BATS>NYSE>IEX
PO
78
96
10.4
93
41
-36
-36
null
null
Toxic prints; widened spread
X007573
2025-11-12 10:07:41
KO
Buy
275
140.01
38,502.75
3.7
0.007
Ultra
20.6
10
26.9
IEX>NYSE>ARCA>BATS
POV
4
LMT
9.4
60
20
0.52
LiqDrop
false
null
null
0
IEX>NYSE>ARCA>BATS
LMT
18.9
85
10.8
74
50
-7
-27
PositionLimitNear
null
Toxic prints; widened spread
X007574
2025-12-20 11:50:22
CSCO
Sell
54,110
328.77
17,789,744.7
2.3
0.136
Low
24.3
19
-6.3
IEX>BATS
IS
4
MKT
12.9
91
14
0.41
Multi
false
null
null
0
IEX>BATS
MKT
57.2
99
47.4
48
-5
26
-10
null
null
High urgency from PM
X007575
2025-11-16 15:36:09
UNH
Buy
25,415
216.06
5,491,164.9
2.4
0.112
High
4.6
14
23.9
EDGX>NASDAQ>ARCA
TWAP
1
LMT
2.1
68
28
0.81
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>ARCA
LMT
4
86
0
34
51
-16
5
PositionLimitNear
null
Stable book; normal liquidity
X007576
2025-10-30 11:13:04
NKE
Sell
41,900
134.19
5,622,561
3.7
0.195
Low
24.1
28
-29
IEX>EDGX>NYSE>BATS
IS
4
MKT
14.1
84
14
0.67
Slip>Thresh
false
null
null
0
IEX>EDGX>NYSE>BATS
MKT
27.4
93
10.8
87
11
28
35
null
null
Stable book; normal liquidity
X007577
2025-10-29 09:43:28
XLP
Buy
22,618
147.27
3,330,952.86
2.5
0.078
Medium
12.8
7
16.9
NASDAQ>IEX>NYSE>ARCA>BATS
POV
5
MKT
8
74
15
0.81
Multi
false
null
null
0
NASDAQ>IEX>NYSE>ARCA>BATS
MKT
93.4
98
2.4
70
20
-30
-37
null
null
Paused due to data glitch
X007578
2025-11-24 13:55:07
META
Sell
15,872
346.42
5,498,378.24
0.9
0.044
Ultra
19.6
26
-23.2
NYSE>NASDAQ>IEX
TWAP
3
IOC
7.1
67
15
0.45
Multi
false
null
null
0
NYSE>NASDAQ>IEX
IOC
52
97
9.4
85
7
5
-32
PositionLimitNear
null
Paused due to data glitch
X007579
2025-11-24 15:54:05
IWM
Sell
58,975
206.9
12,201,927.5
0.9
0.081
Ultra
7.5
13
29.5
ARCA>NASDAQ>IEX>NYSE>BATS
TWAP
1
LMT
2
80
12
0.42
Multi
false
null
null
0
ARCA>NASDAQ>IEX>NYSE>BATS
LMT
33.5
99
2.7
53
1
-1
0
null
null
Stable book; normal liquidity
X007580
2025-11-06 15:45:52
XLB
Buy
44,563
241.07
10,742,802.41
1.6
0.114
Medium
12
4
-0.3
ARCA>IEX
Adaptive
3
MKT
4.8
82
30
0.71
Slip>Thresh
false
null
null
0
ARCA>IEX
MKT
79
96
12
142
-8
17
-6
null
null
Stable book; normal liquidity
X007581
2025-11-09 11:54:55
CVX
Buy
50,970
341.17
17,389,434.9
1
0.303
Medium
10.4
26
4
NASDAQ>NYSE>IEX
IS
5
LMT
5.2
93
25
0.84
Multi
false
null
null
0
NASDAQ>NYSE>IEX
LMT
97
86
7.1
105
48
5
7
null
null
Stable book; normal liquidity
X007582
2025-12-24 15:04:04
PEP
Sell
5,314
261.43
1,389,239.02
2.6
0.017
Ultra
8.9
6
-17.3
EDGX>IEX>NASDAQ
TWAP
1
LMT
3.1
61
24
0.49
Slip>Thresh
false
null
null
0
EDGX>IEX>NASDAQ
LMT
38.3
94
3.2
83
38
9
27
null
null
High urgency from PM
X007583
2025-11-26 12:46:06
QQQ
Buy
15,295
397.63
6,081,750.85
0.7
0.048
Ultra
16.1
22
23.7
EDGX>IEX>ARCA>NYSE
TWAP
3
LMT
5
67
23
0.71
Multi
false
null
null
0
EDGX>IEX>ARCA>NYSE
LMT
23
87
2.1
64
2
27
-23
null
null
Paused due to data glitch
X007584
2025-11-27 15:26:59
KO
Sell
2,264
61.84
140,005.76
2.9
0.056
High
7
10
0.9
BATS>IEX>EDGX
TWAP
3
LMT
3.7
61
26
0.8
ToxicitySpike
false
null
null
0
BATS>IEX>EDGX
LMT
47.4
85
0
73
-2
-33
-40
PositionLimitNear
null
Toxic prints; widened spread
X007585
2025-11-29 09:35:23
PFE
Buy
77,534
177.16
13,735,923.44
2.8
0.211
Low
13.2
32
-8.1
NYSE>IEX>EDGX>BATS
VWAP
3
LMT
5.2
98
15
0.65
Slip>Thresh
false
null
null
0
NYSE>IEX>EDGX>BATS
LMT
73
90
0
76
42
-27
-6
null
null
Venue switch reduced impact
X007586
2025-11-06 13:10:11
LQD
Sell
10,243
110.7
1,133,900.1
1.3
0.05
Ultra
4.6
19
34.6
NYSE>IEX
TWAP
2
PO
2
64
27
0.57
Multi
false
null
null
0
NYSE>IEX
PO
57.1
100
1.8
61
-1
-5
-30
null
null
Toxic prints; widened spread
X007587
2025-12-10 09:44:02
XLK
Buy
147,554
233.01
34,381,557.54
1.3
0.414
Low
9.5
14
25.5
IEX>ARCA>NASDAQ>EDGX
POV
5
MKT
5.7
155
13
0.81
Multi
false
null
null
0
IEX>ARCA>NASDAQ>EDGX
MKT
0.9
85
5.8
110
25
12
-3
null
null
Toxic prints; widened spread
X007588
2025-11-08 14:33:59
XLV
Sell
55,362
354.74
19,639,115.88
1.5
0.155
Low
22.8
39
-2.5
ARCA>NASDAQ>BATS>IEX
Adaptive
5
MKT
10
95
16
0.45
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>BATS>IEX
MKT
56.9
91
15.2
125
-3
29
-40
null
null
Paused due to data glitch
X007589
2025-11-22 09:35:37
XLP
Buy
10,889
316.71
3,448,655.19
2.3
0.038
High
13.1
18
-35
NASDAQ>BATS
TWAP
2
LMT
4.5
64
30
0.63
Slip>Thresh
false
null
null
0
NASDAQ>BATS
LMT
47.8
95
0
102
16
-16
0
NoShort
null
Stable book; normal liquidity
X007590
2025-12-22 13:53:40
BA
Sell
11,378
98.52
1,120,960.56
2.5
0.038
High
10.4
18
20
NYSE>NASDAQ
VWAP
3
LMT
4.2
65
30
0.6
LiqDrop
false
null
null
0
NYSE>NASDAQ
LMT
55.7
84
7.2
86
-10
1
26
null
null
Paused due to data glitch
X007591
2025-12-14 13:03:23
PFE
Sell
64,487
307.05
19,800,733.35
3.3
0.175
Low
10.6
39
-24.4
EDGX>NYSE>ARCA>NASDAQ
VWAP
3
LMT
4.7
92
33
0.77
LiqDrop
false
null
null
0
EDGX>NYSE>ARCA>NASDAQ
LMT
66.8
85
3.9
90
6
-8
39
null
null
Paused due to data glitch
X007592
2025-11-11 13:57:50
KO
Buy
12,943
299.6
3,877,722.8
1.9
0.322
Low
19
5
-26.5
IEX>ARCA>NASDAQ>EDGX>NYSE
TWAP
2
MKT
7.1
65
23
0.59
LiqDrop
false
null
null
0
IEX>ARCA>NASDAQ>EDGX>NYSE
MKT
23.7
86
0
95
-14
-37
27
null
null
Venue switch reduced impact
X007593
2025-12-25 12:34:49
TSLA
Sell
9,115
189.7
1,729,115.5
1.6
0.028
Ultra
7.2
27
25.6
EDGX>IEX>ARCA
Adaptive
4
LMT
3
65
33
0.6
Multi
false
null
null
0
EDGX>IEX>ARCA
LMT
93.5
99
5.8
46
51
12
-24
null
null
Venue switch reduced impact
X007594
2025-12-22 14:00:32
PEP
Buy
28,514
75.09
2,141,116.26
2.6
0.09
Medium
11.1
9
31
IEX>ARCA>EDGX>NYSE
Adaptive
3
PO
4.7
74
17
0.76
ToxicitySpike
false
null
null
0
IEX>ARCA>EDGX>NYSE
PO
42.3
86
1
70
59
-20
-18
null
null
Paused due to data glitch
X007595
2025-11-20 11:30:06
XLY
Sell
57,723
101.7
5,870,429.1
1.4
0.241
Low
23.5
6
19.8
NASDAQ>NYSE>BATS>EDGX>ARCA
VWAP
1
MKT
6.6
80
29
0.59
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>BATS>EDGX>ARCA
MKT
5.3
98
0
79
34
-37
-3
Watchlist
null
High urgency from PM
X007596
2025-12-09 11:57:35
META
Sell
90,199
58.01
5,232,443.99
1.5
0.251
Medium
6.5
18
-33.4
EDGX>NYSE
IS
5
IOC
4.6
118
28
0.42
Multi
false
null
null
0
EDGX>NYSE
IOC
75.2
93
1.2
117
3
22
2
null
null
High urgency from PM
X007597
2025-10-28 10:23:30
MA
Sell
23,673
19.69
466,121.37
1.4
0.101
Medium
12.8
20
-12.1
BATS>IEX
TWAP
2
IOC
4.6
70
17
0.55
Multi
false
null
null
0
BATS>IEX
IOC
20.6
86
10.3
54
13
-30
-37
null
null
Venue switch reduced impact
X007598
2025-11-28 12:16:27
MA
Buy
42,923
124.87
5,359,795.01
1.3
0.183
Medium
11.7
33
-8
BATS>NYSE>ARCA>IEX>NASDAQ
Adaptive
4
PO
4.6
84
24
0.67
Slip>Thresh
false
null
null
0
BATS>NYSE>ARCA>IEX>NASDAQ
PO
31.7
99
4.1
64
54
-15
-20
null
null
High urgency from PM
X007599
2025-12-02 10:59:44
V
Sell
11,812
123.18
1,455,002.16
4
0.154
Low
37.3
27
9.9
NYSE>IEX>BATS
IS
4
LMT
16.7
66
18
0.77
Multi
true
MultiTrigger
AlgoSwitch
32
NYSE>IEX>BATS
LMT>MKT
2.4
61
28.8
129
28
-12
-19
null
null
High urgency from PM
X007600
2025-12-11 12:43:16
AMD
Buy
8,473
38.82
328,921.86
1.4
0.236
Low
38.7
16
18.2
ARCA>NASDAQ>IEX
VWAP
3
LMT
11.3
64
12
0.6
Multi
false
null
null
0
ARCA>NASDAQ>IEX
LMT
36.1
97
17.8
77
25
19
-34
null
null
Paused due to data glitch