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
X007601
2025-11-09 11:18:40
T
Sell
5,484
233.23
1,279,033.32
5
0.046
Low
20.1
28
26.4
EDGX>NASDAQ>IEX
IS
4
IOC
12.8
63
32
0.75
LiqDrop
false
null
null
0
EDGX>NASDAQ>IEX
IOC
41.9
99
0.3
64
-3
-24
31
null
null
Stable book; normal liquidity
X007602
2025-11-09 12:48:09
HYG
Buy
20,695
74.3
1,537,638.5
1.5
0.114
Ultra
3.1
29
-27.9
BATS>EDGX>NASDAQ>IEX
VWAP
2
LMT
1.5
68
24
0.8
LiqDrop
true
LiquidityDrop
Pause
17
BATS>EDGX>NASDAQ>IEX
LMT>MKT
22.4
86
1.9
74
13
-13
33
null
null
Toxic prints; widened spread
X007603
2025-11-14 11:24:25
XLI
Sell
5,389
113.24
610,250.36
3.2
0.246
Low
6.6
38
13.5
IEX>NYSE>ARCA>BATS
TWAP
2
LMT
3.3
62
28
0.47
ToxicitySpike
false
null
null
0
IEX>NYSE>ARCA>BATS
LMT
65.7
86
0
75
48
-1
15
null
null
Venue switch reduced impact
X007604
2025-11-28 09:35:51
NKE
Sell
31,387
19.59
614,871.33
3.5
0.146
Low
11.4
28
24.3
ARCA>IEX>NYSE>NASDAQ>EDGX
POV
5
LMT
6.9
80
27
0.68
Multi
false
null
null
0
ARCA>IEX>NYSE>NASDAQ>EDGX
LMT
55.6
97
11.8
19
19
-6
-17
PositionLimitNear
null
High urgency from PM
X007605
2025-11-25 12:12:10
NVDA
Sell
9,457
134.28
1,269,885.96
1
0.245
Low
25.3
19
12.8
NYSE>EDGX>BATS
IS
4
LMT
10.1
65
12
0.47
LiqDrop
false
null
null
0
NYSE>EDGX>BATS
LMT
75.9
88
0.8
23
17
14
2
null
null
Stable book; normal liquidity
X007606
2025-12-20 12:19:55
LQD
Sell
18,284
107.28
1,961,507.52
1.8
0.09
Medium
11.4
28
33.4
NYSE>EDGX>BATS>NASDAQ
Adaptive
5
PO
5.3
71
30
0.64
ToxicitySpike
false
null
null
0
NYSE>EDGX>BATS>NASDAQ
PO
32.7
94
10.3
127
60
-21
33
PositionLimitNear
null
High urgency from PM
X007607
2025-11-21 10:35:53
HYG
Buy
48,635
78.22
3,804,229.7
1.8
0.267
Low
17.5
34
25
NASDAQ>EDGX>BATS
Adaptive
3
LMT
5.5
84
31
0.6
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>BATS
LMT
69.1
87
12.3
98
41
17
-9
PositionLimitNear
null
Stable book; normal liquidity
X007608
2025-12-19 14:15:52
VZ
Sell
3,760
119.35
448,756
2.6
0.032
Medium
21.4
16
32.2
EDGX>IEX>BATS
Adaptive
1
LMT
5.2
61
27
0.79
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
17
EDGX>IEX>BATS
LMT>PO
83.2
91
10
84
-1
20
20
null
null
Paused due to data glitch
X007609
2025-12-04 09:38:59
CSCO
Buy
159,078
265.8
42,282,932.4
2.9
0.399
Low
3.9
5
-17.2
NYSE>IEX
POV
5
MKT
4.6
163
22
0.83
Multi
false
null
null
0
NYSE>IEX
MKT
0.9
95
5.3
164
48
-40
40
null
null
Paused due to data glitch
X007610
2025-10-31 10:11:21
PFE
Sell
69,827
216.32
15,104,976.64
1.6
0.19
High
5
21
-8
EDGX>NASDAQ>IEX>BATS
Adaptive
5
LMT
2.7
105
26
0.59
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>IEX>BATS
LMT
51.2
91
0
63
54
-6
-18
null
VenueReject
High urgency from PM
X007611
2025-12-22 11:18:26
PEP
Buy
53,850
344.01
18,524,938.5
4.6
0.17
Low
22.6
10
-12.3
BATS>NASDAQ>ARCA
Adaptive
4
LMT
9.2
90
32
0.62
Multi
false
null
null
0
BATS>NASDAQ>ARCA
LMT
36.9
71
13.4
74
59
20
-37
null
null
Paused due to data glitch
X007612
2025-12-13 14:48:01
META
Buy
22,373
196.57
4,397,860.61
1.6
0.062
Medium
24.7
20
17.9
NYSE>ARCA>BATS>NASDAQ
TWAP
2
MKT
8.5
69
12
0.72
LiqDrop
false
null
null
0
NYSE>ARCA>BATS>NASDAQ
MKT
43.7
96
18.4
79
46
27
-26
null
null
Toxic prints; widened spread
X007613
2025-11-14 10:14:53
XLI
Buy
550
258.53
142,191.5
3.9
0.025
Medium
34.6
23
32.9
BATS>NASDAQ>ARCA>IEX>EDGX
POV
4
MKT
17.2
60
12
0.59
LiqDrop
true
LiquidityDrop
OrderTypeChange
12
BATS>NASDAQ>ARCA>IEX>EDGX
MKT>LMT
88.8
90
7.5
123
31
-11
-26
null
null
Venue switch reduced impact
X007614
2025-12-21 14:01:35
KO
Buy
10,060
103.68
1,043,020.8
1.8
0.25
Low
37.8
36
-2
BATS>ARCA>IEX
VWAP
1
PO
9.5
63
30
0.79
Multi
false
null
null
0
BATS>ARCA>IEX
PO
75.3
90
1.3
52
43
20
-33
PositionLimitNear
Unknown
Venue switch reduced impact
X007615
2025-11-13 15:14:05
CVX
Buy
99,460
59.75
5,942,735
1.1
0.59
Low
12.5
11
-28.4
ARCA>IEX
Adaptive
3
MKT
4.8
109
31
0.72
LiqDrop
false
null
null
0
ARCA>IEX
MKT
5.8
91
7.5
112
-15
19
-40
PositionLimitNear
null
Toxic prints; widened spread
X007616
2025-10-27 13:28:03
AMD
Sell
4,096
137.68
563,937.28
1.4
0.114
Medium
11.9
20
-22.7
NASDAQ>EDGX>NYSE>IEX>BATS
TWAP
2
LMT
3.7
61
20
0.63
LiqDrop
false
null
null
0
NASDAQ>EDGX>NYSE>IEX>BATS
LMT
42.9
83
0
10
-1
13
-34
null
null
Venue switch reduced impact
X007617
2025-12-09 12:47:05
CSCO
Sell
15,879
89.09
1,414,660.11
4.5
0.04
High
8.9
38
12.5
IEX>NYSE
TWAP
3
LMT
5.1
67
14
0.41
LiqDrop
false
null
null
0
IEX>NYSE
LMT
84.8
87
5.4
56
8
-15
31
null
null
Toxic prints; widened spread
X007618
2025-12-17 15:25:53
BA
Buy
29,502
305.82
9,022,301.64
2.1
0.098
High
6.2
22
14.1
EDGX>ARCA>BATS>NASDAQ
IS
5
MKT
5.2
79
23
0.81
LiqDrop
true
LiquidityDrop
VenueSwitch
14
EDGX>ARCA>BATS>NASDAQ
MKT>PO
44.8
100
10.1
120
4
8
24
PositionLimitNear
null
Toxic prints; widened spread
X007619
2025-11-23 15:31:59
NKE
Buy
14,612
259.76
3,795,613.12
3
0.068
High
8
8
33.2
NYSE>NASDAQ>BATS
POV
4
MKT
5.7
68
20
0.4
Multi
false
null
null
0
NYSE>NASDAQ>BATS
MKT
5.6
100
0
123
41
24
5
Watchlist
null
Toxic prints; widened spread
X007620
2025-11-07 15:32:28
XLE
Sell
20,525
117.24
2,406,351
2.3
0.074
Medium
17.8
18
-19.4
BATS>EDGX
Adaptive
5
LMT
7.2
73
23
0.47
Slip>Thresh
false
null
null
0
BATS>EDGX
LMT
47.1
87
19.6
82
20
29
-21
null
null
Venue switch reduced impact
X007621
2025-11-27 13:15:22
BA
Buy
8,405
102.63
862,605.15
1.5
0.028
Ultra
14.2
32
-17.6
BATS>EDGX>IEX>ARCA
VWAP
2
MKT
5
63
21
0.59
Slip>Thresh
false
null
null
0
BATS>EDGX>IEX>ARCA
MKT
21
94
0
77
-20
-9
30
null
null
High urgency from PM
X007622
2025-12-22 09:35:00
NKE
Sell
29,167
294.89
8,601,056.63
2
0.136
High
3.3
12
7.6
ARCA>NASDAQ>EDGX>NYSE
Adaptive
3
MKT
2.3
74
33
0.43
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>EDGX>NYSE
MKT
51.5
93
0.1
23
55
30
4
PositionLimitNear
null
Venue switch reduced impact
X007623
2025-12-08 15:36:53
INTC
Sell
381
80.74
30,761.94
1.1
0.018
Ultra
32
8
22.5
ARCA>NYSE>BATS>NASDAQ>EDGX
Adaptive
4
MKT
11.9
60
18
0.73
LiqDrop
false
null
null
0
ARCA>NYSE>BATS>NASDAQ>EDGX
MKT
70.3
86
15.1
29
44
14
-8
PositionLimitNear
null
Paused due to data glitch
X007624
2025-11-04 11:41:42
BAC
Sell
14,188
43.29
614,198.52
1.3
0.039
Ultra
14.8
32
-0.2
EDGX>ARCA>NYSE>IEX>BATS
VWAP
3
IOC
5.5
67
14
0.4
Slip>Thresh
false
null
null
0
EDGX>ARCA>NYSE>IEX>BATS
IOC
27.2
93
13.5
69
-8
-20
-1
null
Unknown
Toxic prints; widened spread
X007625
2025-12-10 10:27:49
XOM
Buy
27,895
86.4
2,410,128
2.7
0.255
Low
23
36
6.4
ARCA>NASDAQ>BATS
Adaptive
1
MKT
6.8
69
35
0.41
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>BATS
MKT
2.4
87
1
48
26
9
32
null
null
Toxic prints; widened spread
X007626
2025-12-16 12:32:20
JPM
Sell
2,478
68.37
169,420.86
5.4
0.061
Medium
12
24
5.4
NASDAQ>NYSE>EDGX
IS
4
MKT
10.2
61
32
0.74
LiqDrop
true
LiquidityDrop
VenueSwitch
24
NASDAQ>NYSE>EDGX
MKT>LMT
20.8
89
18.4
92
29
-39
4
null
null
Paused due to data glitch
X007627
2025-11-21 15:41:19
UNH
Sell
49,658
265.34
13,176,253.72
2.4
0.218
Medium
7.2
9
-7.4
NYSE>NASDAQ
IS
5
LMT
5
92
34
0.59
LiqDrop
false
null
null
0
NYSE>NASDAQ
LMT
58.6
97
11.9
102
1
-33
-28
null
null
Toxic prints; widened spread
X007628
2025-12-24 15:39:37
AMZN
Sell
3,203
126.26
404,410.78
2.2
0.147
Low
23.1
23
-15.1
IEX>BATS>ARCA>NYSE
TWAP
1
LMT
6
61
30
0.81
LiqDrop
false
null
null
0
IEX>BATS>ARCA>NYSE
LMT
76.2
97
8.9
74
35
-40
-17
null
null
Toxic prints; widened spread
X007629
2025-11-18 13:47:03
TSLA
Buy
25,033
277.56
6,948,159.48
2
0.078
High
7.7
34
5.7
NYSE>BATS>ARCA
Adaptive
2
MKT
3.2
70
31
0.59
ToxicitySpike
true
ToxicitySpike
VenueSwitch
15
NYSE>BATS>ARCA
MKT>LMT
86.3
87
1.1
58
34
10
7
PositionLimitNear
null
High urgency from PM
X007630
2025-12-23 11:48:51
META
Buy
47,286
241.11
11,401,127.46
1.1
0.132
Medium
12.7
19
-22.4
ARCA>BATS>NYSE>NASDAQ
TWAP
1
MKT
4
76
23
0.56
LiqDrop
true
LiquidityDrop
VenueSwitch
10
ARCA>BATS>NYSE>NASDAQ
MKT>LMT
9.1
93
0
138
10
-2
-32
null
null
Stable book; normal liquidity
X007631
2025-12-13 14:01:58
MA
Buy
27,681
94.85
2,625,542.85
1.2
0.118
High
10.3
33
-31.2
EDGX>NASDAQ>IEX>BATS
TWAP
1
LMT
2.8
69
29
0.64
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>IEX>BATS
LMT
41.8
87
6.5
71
21
-26
-18
NoShort
null
Venue switch reduced impact
X007632
2025-11-03 13:22:42
XLI
Sell
8,057
310.29
2,500,006.53
3.7
0.367
Low
39.4
15
-31.4
IEX>BATS>NASDAQ>EDGX
Adaptive
2
MKT
12.9
63
34
0.79
ToxicitySpike
false
null
null
0
IEX>BATS>NASDAQ>EDGX
MKT
53.2
97
9.4
10
47
-5
24
null
null
High urgency from PM
X007633
2025-12-01 13:26:02
LQD
Buy
7,970
112.6
897,422
1.7
0.039
Ultra
5.1
31
-0.8
BATS>NASDAQ
TWAP
2
MKT
2.6
63
24
0.66
ToxicitySpike
false
null
null
0
BATS>NASDAQ
MKT
54.5
95
5.6
62
-14
14
5
null
null
Paused due to data glitch
X007634
2025-11-16 10:23:13
WMT
Sell
34,466
68.49
2,360,576.34
3.1
0.106
Low
15.4
27
31.7
EDGX>NYSE>IEX
POV
5
MKT
9.8
82
27
0.72
ToxicitySpike
true
ToxicitySpike
VenueSwitch
11
EDGX>NYSE>IEX
MKT>IOC
94.3
97
16.3
51
8
27
1
Watchlist
null
Paused due to data glitch
X007635
2025-11-08 11:35:28
NKE
Sell
18,128
195.44
3,542,936.32
1.8
0.084
High
7.2
20
-15.5
IEX>BATS>ARCA>NYSE
TWAP
1
LMT
2.4
66
19
0.54
Slip>Thresh
false
null
null
0
IEX>BATS>ARCA>NYSE
LMT
74.8
98
2.7
10
16
-6
11
null
null
Venue switch reduced impact
X007636
2025-11-04 13:41:23
CVX
Sell
6,485
156.01
1,011,724.85
1.4
0.039
Ultra
15.4
31
-11.1
ARCA>EDGX>NASDAQ>BATS>IEX
IS
4
LMT
6.7
63
24
0.48
LiqDrop
false
null
null
0
ARCA>EDGX>NASDAQ>BATS>IEX
LMT
29.2
88
9.2
51
33
-26
22
null
null
Paused due to data glitch
X007637
2025-11-02 12:28:52
MA
Buy
3,351
286.15
958,888.65
0.9
0.014
Ultra
11.2
26
13.1
NYSE>ARCA>NASDAQ
Adaptive
4
MKT
4.5
61
25
0.57
LiqDrop
false
null
null
0
NYSE>ARCA>NASDAQ
MKT
80.8
90
2
97
-20
3
4
null
null
Venue switch reduced impact
X007638
2025-11-25 10:34:05
CSCO
Buy
42,064
24.97
1,050,338.08
3.8
0.106
Medium
4.4
22
-25.6
NYSE>IEX
IS
5
MKT
6
87
32
0.43
ToxicitySpike
false
null
null
0
NYSE>IEX
MKT
76.2
86
0
112
48
29
-27
null
null
Paused due to data glitch
X007639
2025-11-06 13:19:56
HYG
Sell
36,037
79.28
2,857,013.36
2.1
0.198
Low
12.6
26
16.8
ARCA>EDGX>IEX>BATS
TWAP
3
LMT
4.9
78
23
0.68
Slip>Thresh
true
SlippageAboveThreshold
AlgoSwitch
22
ARCA>EDGX>IEX>BATS
LMT>PO
39.3
91
21.8
75
40
21
23
NoShort
null
High urgency from PM
X007640
2025-11-14 14:12:29
UNH
Buy
100,799
319.41
32,196,208.59
2.4
0.443
Low
9.3
5
-9.1
IEX>EDGX>ARCA
TWAP
1
LMT
3.2
95
26
0.6
Multi
false
null
null
0
IEX>EDGX>ARCA
LMT
81.8
99
6.6
154
-11
-28
11
null
null
Venue switch reduced impact
X007641
2025-11-03 10:29:21
CSCO
Sell
31,226
112.54
3,514,174.04
3.6
0.078
Low
22.8
28
19.9
NASDAQ>EDGX>IEX>NYSE
Adaptive
1
MKT
7.1
70
24
0.56
Multi
true
MultiTrigger
AlgoSwitch
37
NASDAQ>EDGX>IEX>NYSE
MKT>LMT
83.3
89
9.7
149
49
7
7
Watchlist
null
High urgency from PM
X007642
2025-11-05 12:50:06
XLI
Sell
1,576
110.61
174,321.36
1.8
0.072
Medium
20.4
7
-26.1
EDGX>BATS>IEX>NASDAQ
VWAP
3
MKT
7.9
60
15
0.55
Slip>Thresh
false
null
null
0
EDGX>BATS>IEX>NASDAQ
MKT
26.4
87
14
61
-2
23
32
null
null
Toxic prints; widened spread
X007643
2025-12-12 12:44:51
NKE
Sell
37,388
314.15
11,745,440.2
2
0.174
Low
18.5
30
-6.8
BATS>EDGX>NASDAQ>ARCA
TWAP
1
PO
5.4
73
18
0.53
LiqDrop
true
LiquidityDrop
OrderTypeChange
18
BATS>EDGX>NASDAQ>ARCA
PO>LMT
1.2
87
0
132
33
-29
24
null
null
Venue switch reduced impact
X007644
2025-11-26 10:16:39
HYG
Sell
51,849
73.94
3,833,715.06
1.8
0.284
Low
22.4
29
-17.7
NASDAQ>NYSE>BATS
POV
5
LMT
9.8
93
19
0.75
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>BATS
LMT
78.7
100
6.4
96
38
16
11
null
null
Paused due to data glitch
X007645
2025-12-13 12:14:35
JNJ
Sell
71,637
316.7
22,687,437.9
4.4
0.263
Low
11.1
20
8.1
NYSE>BATS>NASDAQ
POV
4
PO
7.5
101
13
0.44
ToxicitySpike
true
ToxicitySpike
VenueSwitch
16
NYSE>BATS>NASDAQ
PO>LMT
99.8
94
7.4
92
-14
-23
1
null
null
Paused due to data glitch
X007646
2025-11-30 14:58:35
WMT
Buy
33,434
303.33
10,141,535.22
2.5
0.103
Low
20.6
16
26.1
ARCA>BATS>IEX>NYSE
TWAP
1
MKT
6.7
71
35
0.6
Slip>Thresh
false
null
null
0
ARCA>BATS>IEX>NYSE
MKT
69.1
100
9.3
106
-13
-13
-8
null
null
Paused due to data glitch
X007647
2025-12-16 09:43:31
TLT
Sell
61,808
94.62
5,848,272.96
1.9
0.226
Medium
6.5
25
-25.6
NASDAQ>EDGX>ARCA>NYSE>IEX
VWAP
2
LMT
2.5
86
20
0.8
Multi
false
null
null
0
NASDAQ>EDGX>ARCA>NYSE>IEX
LMT
98.9
93
7.4
74
31
14
-20
Watchlist
null
Venue switch reduced impact
X007648
2025-11-30 12:53:07
JPM
Buy
1,706
265.55
453,028.3
4.9
0.042
Medium
10
4
-13.7
EDGX>ARCA>NASDAQ>IEX>NYSE
IS
5
LMT
8.1
61
18
0.5
Slip>Thresh
false
null
null
0
EDGX>ARCA>NASDAQ>IEX>NYSE
LMT
30.1
94
0
75
31
-12
-25
PositionLimitNear
null
Toxic prints; widened spread
X007649
2025-11-16 13:42:14
AMD
Buy
8,215
92.42
759,230.3
2
0.229
Low
37.6
20
-18.6
NYSE>NASDAQ>BATS>EDGX
TWAP
1
MKT
11
62
22
0.8
LiqDrop
true
LiquidityDrop
OrderTypeChange
23
NYSE>NASDAQ>BATS>EDGX
MKT>PO
10
85
14.7
113
26
-3
36
null
null
Paused due to data glitch
X007650
2025-10-27 13:29:15
NFLX
Sell
45,814
116.78
5,350,158.92
2.7
0.438
Low
3.9
39
17.8
NASDAQ>NYSE>IEX
IS
4
MKT
4.4
86
29
0.46
LiqDrop
false
null
null
0
NASDAQ>NYSE>IEX
MKT
36
96
33.5
60
9
30
20
null
null
Paused due to data glitch
X007651
2025-10-31 13:07:03
XLK
Buy
25,781
297.16
7,661,081.96
1.4
0.072
Ultra
7.6
23
-10.9
NYSE>ARCA>IEX>NASDAQ>EDGX
IS
5
MKT
5.2
76
30
0.6
LiqDrop
false
null
null
0
NYSE>ARCA>IEX>NASDAQ>EDGX
MKT
44.4
96
8.1
123
34
-15
7
null
null
Paused due to data glitch
X007652
2025-12-13 13:54:12
CSCO
Buy
8,111
286.59
2,324,531.49
3
0.02
Ultra
6.6
15
-7.6
EDGX>ARCA>BATS>IEX>NYSE
TWAP
3
MKT
4.4
64
20
0.8
Multi
false
null
null
0
EDGX>ARCA>BATS>IEX>NYSE
MKT
70.6
90
9.2
77
17
4
-15
Watchlist
null
High urgency from PM
X007653
2025-12-23 15:22:26
XLB
Buy
38,976
312.2
12,168,307.2
2.5
0.099
Medium
10.6
8
-25.3
IEX>BATS>NYSE>EDGX>ARCA
TWAP
1
PO
3.8
73
17
0.53
Multi
false
null
null
0
IEX>BATS>NYSE>EDGX>ARCA
PO
6.4
96
0
28
23
-32
0
PositionLimitNear
null
Stable book; normal liquidity
X007654
2025-12-07 09:55:38
TSLA
Sell
45,190
159.65
7,214,583.5
1.1
0.14
High
8.1
39
4.5
BATS>EDGX>NASDAQ>IEX>ARCA
TWAP
1
MKT
2.7
75
20
0.64
Slip>Thresh
false
null
null
0
BATS>EDGX>NASDAQ>IEX>ARCA
MKT
30.5
97
9.3
122
-15
-11
19
null
null
Stable book; normal liquidity
X007655
2025-11-19 15:51:16
SPY
Sell
219,769
494.7
108,719,724.3
1.1
0.297
Medium
6.3
3
17.9
BATS>IEX>ARCA>NASDAQ
POV
4
MKT
3.6
186
12
0.48
Multi
false
null
null
0
BATS>IEX>ARCA>NASDAQ
MKT
80.2
100
1.3
135
-15
-16
-18
null
null
Venue switch reduced impact
X007656
2025-11-15 12:01:49
JNJ
Sell
70,997
316.43
22,465,580.71
3.8
0.261
Low
19
18
-16.9
NYSE>IEX>ARCA
POV
5
MKT
12.1
106
19
0.8
LiqDrop
false
null
null
0
NYSE>IEX>ARCA
MKT
89.6
100
37.9
21
46
-29
-28
Watchlist
null
Paused due to data glitch
X007657
2025-12-01 14:15:02
XLK
Buy
166,048
327.46
54,374,078.08
1
0.466
Low
9.4
13
31.8
BATS>NYSE
VWAP
2
LMT
2.9
130
26
0.43
Multi
false
null
null
0
BATS>NYSE
LMT
8.7
99
4
208
30
-30
-33
null
null
High urgency from PM
X007658
2025-12-06 13:12:35
XLK
Buy
12,260
226.75
2,779,955
1.8
0.034
Ultra
5.6
20
27.8
EDGX>IEX>BATS
TWAP
1
PO
2.2
64
14
0.42
Multi
false
null
null
0
EDGX>IEX>BATS
PO
78.9
85
3.7
46
-5
10
-7
Watchlist
null
Stable book; normal liquidity
X007659
2025-12-21 14:49:01
HYG
Buy
32,857
76.58
2,516,189.06
2.1
0.18
Low
13.2
22
1.4
BATS>ARCA>EDGX>IEX>NASDAQ
TWAP
1
LMT
3.8
71
24
0.84
Slip>Thresh
false
null
null
0
BATS>ARCA>EDGX>IEX>NASDAQ
LMT
28.2
90
0
157
22
1
-20
null
null
Stable book; normal liquidity
X007660
2025-11-29 13:38:57
KO
Buy
6,308
201.85
1,273,269.8
2.5
0.157
Low
36.8
9
-34.3
BATS>ARCA>EDGX>NYSE
POV
4
LMT
14.1
63
19
0.44
Slip>Thresh
false
null
null
0
BATS>ARCA>EDGX>NYSE
LMT
51.1
95
0
14
-15
17
-36
null
null
Paused due to data glitch
X007661
2025-12-04 13:12:10
META
Sell
145,757
341.03
49,707,509.71
1.6
0.406
Low
9.1
32
-7.5
IEX>NASDAQ>EDGX
VWAP
1
LMT
2.6
111
23
0.49
Slip>Thresh
false
null
null
0
IEX>NASDAQ>EDGX
LMT
37.9
88
1.4
122
8
21
6
null
null
Paused due to data glitch
X007662
2025-11-15 11:02:08
BA
Sell
45,422
250.88
11,395,471.36
2.8
0.151
Low
11
33
33.8
EDGX>NYSE>ARCA>IEX>NASDAQ
IS
5
PO
7.5
89
33
0.42
ToxicitySpike
false
null
null
0
EDGX>NYSE>ARCA>IEX>NASDAQ
PO
18.5
93
1.3
10
23
-39
-22
null
null
Stable book; normal liquidity
X007663
2025-11-08 14:00:11
INTC
Sell
3,894
233.77
910,300.38
0.6
0.185
Low
39.2
5
25.2
EDGX>ARCA>NASDAQ>BATS>NYSE
VWAP
1
LMT
8.4
61
31
0.59
Slip>Thresh
false
null
null
0
EDGX>ARCA>NASDAQ>BATS>NYSE
LMT
66.5
68
12.6
10
9
10
-15
null
null
Toxic prints; widened spread
X007664
2025-12-03 10:36:12
IWM
Buy
60,402
209.57
12,658,447.14
1.3
0.083
High
10.4
32
-7.7
IEX>EDGX>BATS
IS
5
LMT
5.3
99
27
0.4
LiqDrop
false
null
null
0
IEX>EDGX>BATS
LMT
10.8
87
3.4
112
-8
-11
29
NoShort
null
Toxic prints; widened spread
X007665
2025-11-27 09:35:34
PFE
Sell
66,651
221.54
14,765,862.54
3
0.181
Low
21.6
26
-15.1
NYSE>ARCA>NASDAQ>BATS>IEX
TWAP
3
MKT
9.6
93
21
0.79
ToxicitySpike
false
null
null
0
NYSE>ARCA>NASDAQ>BATS>IEX
MKT
63.3
98
0
94
8
14
-2
null
null
Toxic prints; widened spread
X007666
2025-11-19 13:22:42
XLK
Sell
15,617
197.74
3,088,105.58
1.7
0.044
Ultra
7.8
14
33
NASDAQ>BATS>IEX
TWAP
2
MKT
3.4
66
33
0.79
Slip>Thresh
false
null
null
0
NASDAQ>BATS>IEX
MKT
88.7
86
0
41
27
-19
27
Watchlist
null
Venue switch reduced impact
X007667
2025-12-11 12:20:09
BAC
Sell
174,027
69.87
12,159,266.49
1.6
0.475
Low
21.6
20
-29.6
IEX>BATS>EDGX>NYSE>NASDAQ
VWAP
1
LMT
5.2
120
18
0.69
Multi
false
null
null
0
IEX>BATS>EDGX>NYSE>NASDAQ
LMT
62.6
69
0.8
160
23
-38
-40
null
null
High urgency from PM
X007668
2025-10-29 14:47:44
XLK
Buy
56,703
195.82
11,103,581.46
1.6
0.159
High
5
35
20.8
BATS>NASDAQ
VWAP
3
MKT
2.8
88
35
0.43
Multi
false
null
null
0
BATS>NASDAQ
MKT
82.5
88
3.5
115
9
1
-13
null
null
Paused due to data glitch
X007669
2025-12-08 12:23:02
HD
Buy
26,688
45.28
1,208,432.64
2.6
0.104
Medium
7.6
18
-11.6
IEX>EDGX>ARCA>BATS
TWAP
3
LMT
3.7
73
32
0.71
ToxicitySpike
false
null
null
0
IEX>EDGX>ARCA>BATS
LMT
42.2
87
12.2
26
-2
-31
-16
null
null
Stable book; normal liquidity
X007670
2025-11-06 10:43:02
BA
Sell
12,272
335.37
4,115,660.64
1.6
0.041
Ultra
11.8
20
-27.2
EDGX>IEX
TWAP
3
LMT
4.3
66
21
0.76
LiqDrop
false
null
null
0
EDGX>IEX
LMT
13.5
100
6.1
72
21
18
-10
null
null
Paused due to data glitch
X007671
2025-12-16 14:24:31
T
Buy
24,048
121.77
2,928,324.96
2.8
0.201
Low
21.8
12
-10.7
BATS>NYSE>IEX
IS
5
MKT
13.6
75
17
0.41
Multi
false
null
null
0
BATS>NYSE>IEX
MKT
97.9
97
4.8
116
4
-5
-37
null
null
Stable book; normal liquidity
X007672
2025-11-25 10:13:10
AMZN
Buy
7,655
345.75
2,646,716.25
1.9
0.352
Low
36.7
21
24.1
BATS>IEX>ARCA>NASDAQ>NYSE
IS
4
MKT
18.2
64
27
0.61
Slip>Thresh
false
null
null
0
BATS>IEX>ARCA>NASDAQ>NYSE
MKT
92.3
93
14.6
78
12
19
-22
null
null
Stable book; normal liquidity
X007673
2025-11-07 12:40:53
BA
Sell
74,115
37.26
2,761,524.9
1.8
0.247
Low
11.4
12
-33.4
BATS>IEX>NYSE
VWAP
1
LMT
3.2
85
30
0.81
ToxicitySpike
false
null
null
0
BATS>IEX>NYSE
LMT
3.6
94
0
150
43
1
-38
null
null
Venue switch reduced impact
X007674
2025-11-17 11:18:54
BRK.B
Buy
7,777
35.13
273,206.01
1.8
0.035
Ultra
4.2
24
11.3
ARCA>NYSE
VWAP
1
LMT
1.6
62
26
0.63
Multi
false
null
null
0
ARCA>NYSE
LMT
97.6
91
6.1
50
36
-21
-20
null
null
Venue switch reduced impact
X007675
2025-12-13 09:35:32
PFE
Sell
89,891
262.5
23,596,387.5
3
0.244
Low
12.4
13
-19.8
EDGX>IEX>NYSE>NASDAQ
IS
4
LMT
6.9
111
18
0.73
ToxicitySpike
false
null
null
0
EDGX>IEX>NYSE>NASDAQ
LMT
55.7
93
3.6
82
16
24
23
null
null
High urgency from PM
X007676
2025-11-10 13:21:56
XLF
Sell
22,865
139.09
3,180,292.85
2.3
0.062
High
10.1
3
-21.1
NASDAQ>BATS>EDGX
POV
5
PO
6.1
74
17
0.44
LiqDrop
false
null
null
0
NASDAQ>BATS>EDGX
PO
48
100
14.2
109
-19
-14
13
null
null
Venue switch reduced impact
X007677
2025-11-29 13:27:17
IWM
Buy
161,768
203.49
32,918,170.32
1.4
0.223
Medium
8.2
29
8.6
BATS>IEX
VWAP
1
LMT
2.3
116
17
0.53
ToxicitySpike
false
null
null
0
BATS>IEX
LMT
83.7
95
8
108
31
25
34
NoShort
null
High urgency from PM
X007678
2025-12-16 09:35:07
VZ
Sell
5,322
327.97
1,745,456.34
3.3
0.046
Medium
23
25
22
BATS>NYSE>EDGX>ARCA>NASDAQ
POV
4
LMT
9.9
63
21
0.72
Multi
false
null
null
0
BATS>NYSE>EDGX>ARCA>NASDAQ
LMT
94.3
96
4.6
50
13
-19
29
null
null
Toxic prints; widened spread
X007679
2025-10-29 11:36:01
IWM
Buy
63,785
194.54
12,408,733.9
1.3
0.088
Medium
21.6
22
-24
NYSE>BATS
TWAP
3
LMT
6.9
91
19
0.81
Slip>Thresh
false
null
null
0
NYSE>BATS
LMT
43.6
94
5.4
115
12
-7
9
NoShort
null
Venue switch reduced impact
X007680
2025-11-13 15:37:00
AMZN
Buy
3,230
291.1
940,253
1.9
0.148
Medium
13.4
13
29.2
EDGX>NYSE>ARCA
Adaptive
4
MKT
6.1
61
19
0.62
Multi
false
null
null
0
EDGX>NYSE>ARCA
MKT
89.9
96
17.2
95
-17
-18
38
null
null
Paused due to data glitch
X007681
2025-11-20 11:46:55
JNJ
Buy
36,936
229.13
8,463,145.68
5.1
0.136
Low
23.5
19
34.8
EDGX>NYSE
VWAP
2
IOC
9.3
75
18
0.85
Slip>Thresh
false
null
null
0
EDGX>NYSE
IOC
35.9
85
2
99
18
17
16
null
null
High urgency from PM
X007682
2025-12-16 13:07:14
XLV
Sell
32,019
127.39
4,078,900.41
2
0.09
High
5.2
37
-33.9
NASDAQ>ARCA>IEX>NYSE>EDGX
Adaptive
5
PO
3.3
80
14
0.79
Multi
false
null
null
0
NASDAQ>ARCA>IEX>NYSE>EDGX
PO
76.9
96
0
94
28
-14
-20
PositionLimitNear
null
Venue switch reduced impact
X007683
2025-10-28 14:15:21
XLK
Buy
101,159
60.66
6,136,304.94
1.3
0.284
Low
19.7
25
-4.8
IEX>EDGX>NYSE>NASDAQ>ARCA
IS
5
MKT
11.2
125
13
0.62
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
42
IEX>EDGX>NYSE>NASDAQ>ARCA
MKT>PO
80.6
99
20.3
163
53
-15
-38
null
null
High urgency from PM
X007684
2025-11-06 10:12:28
IWM
Sell
35,194
199.21
7,010,996.74
1.2
0.049
Ultra
5
34
5.2
EDGX>NYSE
VWAP
2
LMT
1.8
74
13
0.56
ToxicitySpike
false
null
null
0
EDGX>NYSE
LMT
29.3
85
2.1
54
5
-35
-6
null
null
Paused due to data glitch
X007685
2025-11-21 11:33:56
NVDA
Sell
3,487
280.61
978,487.07
2.1
0.09
Low
34.6
12
20.3
BATS>IEX>NYSE
TWAP
3
LMT
11.1
61
35
0.54
Slip>Thresh
false
null
null
0
BATS>IEX>NYSE
LMT
88.8
85
15.1
56
42
-2
10
null
null
Venue switch reduced impact
X007686
2025-12-22 13:26:09
TLT
Sell
12,575
95.56
1,201,667
3.6
0.046
Medium
20.4
28
15.9
NASDAQ>EDGX>ARCA
Adaptive
2
LMT
6.2
65
20
0.43
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>ARCA
LMT
10
90
0
67
54
27
20
PositionLimitNear
null
Venue switch reduced impact
X007687
2025-11-07 11:35:28
UNH
Sell
53,388
125.82
6,717,278.16
1.9
0.235
Low
16.5
13
29
NYSE>ARCA>NASDAQ>IEX
TWAP
3
LMT
5.9
86
21
0.58
LiqDrop
false
null
null
0
NYSE>ARCA>NASDAQ>IEX
LMT
76.4
71
6.4
123
-13
-21
38
null
null
Stable book; normal liquidity
X007688
2025-11-11 15:25:18
CSCO
Buy
72,047
97.61
7,032,507.67
4.6
0.181
Low
14.6
39
22.9
NYSE>NASDAQ>IEX>BATS
POV
4
MKT
9.8
101
32
0.45
ToxicitySpike
false
null
null
0
NYSE>NASDAQ>IEX>BATS
MKT
37.7
88
19.5
32
37
7
39
Watchlist
null
Venue switch reduced impact
X007689
2025-12-18 12:21:21
TLT
Sell
38,761
96.93
3,757,103.73
3.1
0.142
Medium
5.4
16
-31.8
EDGX>NASDAQ>IEX
IS
5
PO
5.3
85
19
0.51
ToxicitySpike
false
null
null
0
EDGX>NASDAQ>IEX
PO
77.8
97
7.6
148
-13
10
35
null
null
Stable book; normal liquidity
X007690
2025-11-20 15:49:33
XOM
Sell
11,493
281.04
3,229,992.72
3.4
0.105
Low
16.3
32
25.8
NASDAQ>IEX>NYSE>BATS>ARCA
Adaptive
2
LMT
5.2
64
13
0.77
LiqDrop
true
LiquidityDrop
VenueSwitch
29
NASDAQ>IEX>NYSE>BATS>ARCA
LMT>IOC
3
98
2.7
100
15
-37
26
null
null
High urgency from PM
X007691
2025-10-29 11:33:51
NVDA
Sell
2,558
208.91
534,391.78
1.3
0.066
Medium
24.9
14
-9.4
ARCA>EDGX>BATS
TWAP
3
MKT
9.5
61
32
0.47
Multi
false
null
null
0
ARCA>EDGX>BATS
MKT
32.5
91
0
94
25
8
1
null
null
High urgency from PM
X007692
2025-11-18 10:26:47
QQQ
Buy
64,696
429.17
27,765,582.32
0.5
0.205
Medium
22
19
14.5
NYSE>BATS>IEX>NASDAQ>EDGX
Adaptive
1
MKT
5.5
82
13
0.79
Multi
true
MultiTrigger
Pause
10
NYSE>BATS>IEX>NASDAQ>EDGX
MKT>IOC
74.2
84
13
89
59
-29
18
null
null
High urgency from PM
X007693
2025-11-10 11:55:18
T
Buy
9,069
211.99
1,922,537.31
3.2
0.076
Medium
9.1
36
14.5
ARCA>NYSE
TWAP
2
PO
4.3
63
24
0.54
Multi
false
null
null
0
ARCA>NYSE
PO
45.2
93
0
68
39
-1
9
null
Unknown
High urgency from PM
X007694
2025-11-05 11:53:25
QQQ
Buy
25,019
413.62
10,348,358.78
0.5
0.079
Ultra
7.5
34
27.6
ARCA>EDGX>NYSE>IEX>BATS
IS
4
IOC
3.7
74
19
0.68
LiqDrop
false
null
null
0
ARCA>EDGX>NYSE>IEX>BATS
IOC
73.3
94
0.4
103
9
22
-23
null
null
Stable book; normal liquidity
X007695
2025-11-21 09:56:38
SPY
Sell
186,785
479.41
89,546,596.85
1.6
0.252
Low
21.7
28
-23.8
IEX>ARCA>BATS>EDGX>NASDAQ
Adaptive
5
MKT
9.7
181
14
0.49
Multi
false
null
null
0
IEX>ARCA>BATS>EDGX>NASDAQ
MKT
41.2
91
6.9
275
-3
22
34
PositionLimitNear
null
Paused due to data glitch
X007696
2025-12-02 13:45:09
META
Sell
50,982
312.5
15,931,875
1.5
0.142
Medium
14.8
27
11.8
ARCA>NYSE>IEX
Adaptive
4
MKT
6.3
89
22
0.83
Multi
false
null
null
0
ARCA>NYSE>IEX
MKT
70.6
86
0
66
50
-32
28
null
null
Stable book; normal liquidity
X007697
2025-12-14 15:14:22
NFLX
Sell
3,720
328.71
1,222,801.2
3.8
0.036
High
9.5
24
30.3
NASDAQ>EDGX>ARCA>IEX
IS
4
MKT
7.6
62
22
0.51
LiqDrop
false
null
null
0
NASDAQ>EDGX>ARCA>IEX
MKT
90.4
88
0
98
-20
6
22
PositionLimitNear
null
Paused due to data glitch
X007698
2025-11-20 10:10:34
VZ
Sell
28,343
303.88
8,612,870.84
3.5
0.242
Low
13.9
29
34.2
NYSE>ARCA>BATS>EDGX
TWAP
1
MKT
5.6
69
27
0.78
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
28
NYSE>ARCA>BATS>EDGX
MKT>LMT
92.4
89
7.8
116
8
-1
-13
null
null
Toxic prints; widened spread
X007699
2025-11-19 11:57:30
TSLA
Buy
90,509
358.14
32,414,893.26
1.1
0.281
Medium
6
29
20.3
ARCA>NASDAQ
TWAP
2
PO
2.4
98
22
0.67
ToxicitySpike
false
null
null
0
ARCA>NASDAQ
PO
53.8
91
0
24
53
28
-31
null
null
Venue switch reduced impact
X007700
2025-12-07 09:35:22
NKE
Sell
65,783
270.67
17,805,484.61
3.2
0.306
Low
14.2
24
27.2
EDGX>IEX>NYSE
Adaptive
1
LMT
4.1
83
28
0.45
ToxicitySpike
false
null
null
0
EDGX>IEX>NYSE
LMT
67.3
89
3.8
10
34
28
-13
null
null
Paused due to data glitch