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
X007901
2025-12-07 14:44:04
KO
Buy
4,919
216.06
1,062,799.14
2.4
0.122
Medium
12.8
13
-23.7
EDGX>BATS
POV
5
PO
7.3
63
27
0.47
Multi
false
null
null
0
EDGX>BATS
PO
6.2
97
0
86
-4
-18
-28
null
null
Paused due to data glitch
X007902
2025-11-18 13:19:37
XLY
Sell
37,387
53.6
2,003,943.2
2
0.156
Low
20.9
8
9.1
IEX>BATS>NASDAQ>ARCA>NYSE
POV
4
PO
9.3
81
18
0.69
LiqDrop
true
LiquidityDrop
AlgoSwitch
26
IEX>BATS>NASDAQ>ARCA>NYSE
PO>LMT
71
89
10.6
188
60
-7
-24
null
null
Venue switch reduced impact
X007903
2025-12-01 11:19:53
MSFT
Sell
97,857
195.77
19,157,464.89
2.6
0.519
Low
15.6
12
8.8
NASDAQ>NYSE>EDGX
POV
1
PO
5.4
94
14
0.45
Multi
false
null
null
0
NASDAQ>NYSE>EDGX
PO
0.6
95
0
171
-18
-32
-1
null
null
High urgency from PM
X007904
2025-11-14 14:55:49
MSFT
Buy
15,145
284.64
4,310,872.8
2.1
0.08
Medium
18.7
27
23.4
ARCA>EDGX>NYSE>BATS
TWAP
3
MKT
7.9
67
29
0.65
ToxicitySpike
false
null
null
0
ARCA>EDGX>NYSE>BATS
MKT
77.9
93
0
35
-12
-19
-28
Watchlist
null
High urgency from PM
X007905
2025-12-08 09:35:13
AMD
Sell
32,387
128.14
4,150,070.18
2.4
0.904
Low
8.3
23
-13.2
BATS>EDGX>ARCA>NASDAQ>IEX
VWAP
2
PO
3.8
73
28
0.83
ToxicitySpike
false
null
null
0
BATS>EDGX>ARCA>NASDAQ>IEX
PO
7.2
94
3
114
12
-24
-18
null
null
Toxic prints; widened spread
X007906
2025-11-23 13:39:10
V
Sell
4,301
144.41
621,107.41
5
0.056
Low
39.5
8
11.5
NASDAQ>EDGX>BATS
POV
4
LMT
16.6
62
26
0.49
LiqDrop
true
LiquidityDrop
OrderTypeChange
29
NASDAQ>EDGX>BATS
LMT>MKT
84.4
85
8.8
144
28
27
-22
null
null
Venue switch reduced impact
X007907
2025-12-18 10:03:52
T
Buy
2,908
265.65
772,510.2
2.6
0.024
Ultra
9.8
8
2.5
BATS>ARCA>EDGX>NYSE
TWAP
3
MKT
5.2
61
20
0.79
Multi
false
null
null
0
BATS>ARCA>EDGX>NYSE
MKT
13.1
87
1
58
44
23
34
null
null
Toxic prints; widened spread
X007908
2025-12-25 09:35:51
XLV
Sell
14,560
137.17
1,997,195.2
1
0.041
Ultra
3.1
16
13.9
EDGX>NYSE
VWAP
2
IOC
1.4
66
12
0.41
LiqDrop
false
null
null
0
EDGX>NYSE
IOC
68.4
96
0
78
27
3
-29
null
null
Toxic prints; widened spread
X007909
2025-12-08 11:49:19
BRK.B
Sell
3,243
339.55
1,101,160.65
2.8
0.015
Ultra
16.8
6
-26.3
ARCA>EDGX>IEX
POV
5
LMT
8.3
62
15
0.6
Slip>Thresh
false
null
null
0
ARCA>EDGX>IEX
LMT
11.2
95
9.8
48
44
-22
12
null
null
High urgency from PM
X007910
2025-11-03 11:02:07
XLB
Sell
106,468
123.4
13,138,151.2
2
0.271
Medium
4
8
7.2
IEX>NASDAQ>BATS
Adaptive
1
MKT
2
97
22
0.49
ToxicitySpike
false
null
null
0
IEX>NASDAQ>BATS
MKT
12.5
100
0
82
45
-16
-24
null
null
Stable book; normal liquidity
X007911
2025-11-02 12:30:20
IEF
Sell
13,504
100.39
1,355,666.56
2.6
0.051
Medium
17
21
6.8
NYSE>NASDAQ>BATS
Adaptive
1
LMT
4.3
64
31
0.69
ToxicitySpike
false
null
null
0
NYSE>NASDAQ>BATS
LMT
50.1
97
7.7
54
32
2
11
null
null
High urgency from PM
X007912
2025-12-12 09:35:14
MSFT
Buy
23,861
126.2
3,011,258.2
1.7
0.127
Low
22.5
19
-27.4
NASDAQ>ARCA>BATS>EDGX>NYSE
TWAP
2
PO
7.2
70
25
0.65
Multi
false
null
null
0
NASDAQ>ARCA>BATS>EDGX>NYSE
PO
21.1
96
10
21
53
-39
6
null
null
High urgency from PM
X007913
2025-11-06 11:21:29
XLI
Buy
15,211
178.75
2,718,966.25
3.1
0.694
Low
37.1
5
-3.9
NYSE>NASDAQ>ARCA>BATS>IEX
VWAP
1
MKT
11
65
28
0.74
Multi
false
null
null
0
NYSE>NASDAQ>ARCA>BATS>IEX
MKT
63.8
98
20.9
158
-19
-3
37
null
null
Stable book; normal liquidity
X007914
2025-12-24 12:56:29
BAC
Buy
110,181
155.55
17,138,654.55
1
0.3
Medium
12.2
21
12.8
NYSE>NASDAQ>IEX>ARCA
Adaptive
5
MKT
5.6
131
28
0.51
LiqDrop
false
null
null
0
NYSE>NASDAQ>IEX>ARCA
MKT
30.3
96
6.8
123
-19
-11
-37
null
null
Toxic prints; widened spread
X007915
2025-12-10 14:39:21
HD
Buy
28,880
175.79
5,076,815.2
1.6
0.112
High
5.8
29
32
EDGX>NASDAQ>ARCA
Adaptive
2
PO
2.3
72
14
0.66
LiqDrop
false
null
null
0
EDGX>NASDAQ>ARCA
PO
31.6
87
11.4
81
46
-13
-3
null
null
High urgency from PM
X007916
2025-12-01 15:08:01
BA
Buy
8,845
311.07
2,751,414.15
2
0.029
High
23.2
20
-20.5
ARCA>NASDAQ>BATS
POV
4
LMT
9.1
65
33
0.77
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>BATS
LMT
74.5
91
6.7
80
-13
-35
11
null
null
Toxic prints; widened spread
X007917
2025-12-09 11:08:02
BAC
Buy
27,387
120.49
3,299,859.63
1.6
0.075
Ultra
5.5
5
8.8
EDGX>IEX
IS
4
MKT
3.9
75
20
0.65
Slip>Thresh
false
null
null
0
EDGX>IEX
MKT
91.3
96
0
76
8
28
13
null
null
High urgency from PM
X007918
2025-12-05 15:12:18
XLY
Buy
10,652
182.07
1,939,409.64
1.7
0.044
High
19.6
15
-4.5
IEX>EDGX
Adaptive
4
MKT
8
66
31
0.43
LiqDrop
false
null
null
0
IEX>EDGX
MKT
75.8
92
8.9
54
17
-33
-26
null
PriceBand
High urgency from PM
X007919
2025-12-05 15:24:26
HD
Buy
21,861
251.57
5,499,571.77
1.6
0.085
Medium
22.5
25
-21.4
ARCA>NASDAQ>NYSE>BATS
IS
4
PO
10.5
72
21
0.63
Multi
false
null
null
0
ARCA>NASDAQ>NYSE>BATS
PO
17.8
92
9.5
56
40
11
-24
Watchlist
null
Toxic prints; widened spread
X007920
2025-12-12 13:12:40
LQD
Sell
54,895
117.11
6,428,753.45
1
0.27
Low
23.6
15
-1.5
IEX>NYSE
Adaptive
3
LMT
6.7
87
28
0.43
ToxicitySpike
false
null
null
0
IEX>NYSE
LMT
5.1
95
8.1
10
48
-24
8
null
null
Stable book; normal liquidity
X007921
2025-12-19 13:08:49
BA
Buy
28,302
114.8
3,249,069.6
2.2
0.094
Low
24.3
35
30.6
ARCA>NYSE>BATS>NASDAQ
VWAP
2
MKT
8.3
72
32
0.8
ToxicitySpike
false
null
null
0
ARCA>NYSE>BATS>NASDAQ
MKT
2.3
96
19.6
80
-12
24
-20
null
null
Venue switch reduced impact
X007922
2025-12-02 11:08:23
XLP
Sell
16,902
223.6
3,779,287.2
1.9
0.058
Ultra
3.5
23
15.9
BATS>IEX>NASDAQ
VWAP
2
MKT
2.1
67
33
0.53
ToxicitySpike
false
null
null
0
BATS>IEX>NASDAQ
MKT
62.4
91
0
80
23
2
27
null
null
Stable book; normal liquidity
X007923
2025-12-22 10:55:00
BRK.B
Sell
67,796
116.05
7,867,725.8
1.4
0.308
Low
17.5
16
-25.7
IEX>BATS>NASDAQ
VWAP
3
IOC
6.5
93
31
0.84
Multi
false
null
null
0
IEX>BATS>NASDAQ
IOC
78.4
95
0
47
43
-12
15
null
null
Stable book; normal liquidity
X007924
2025-11-15 13:07:22
QQQ
Buy
28,200
391.27
11,033,814
0.8
0.089
Ultra
9.9
20
29.9
ARCA>BATS>IEX>NASDAQ
IS
4
MKT
5.2
76
18
0.77
Slip>Thresh
false
null
null
0
ARCA>BATS>IEX>NASDAQ
MKT
62.3
87
15
86
26
-39
40
null
null
High urgency from PM
X007925
2025-11-27 14:20:30
JNJ
Sell
31,091
180.86
5,623,118.26
5.2
0.114
Low
21.4
17
20.9
NASDAQ>EDGX
IS
4
LMT
11.7
77
23
0.53
Slip>Thresh
false
null
null
0
NASDAQ>EDGX
LMT
2.4
100
12.4
65
30
26
33
null
null
High urgency from PM
X007926
2025-10-31 14:19:51
PEP
Sell
246,646
240.47
59,310,963.62
2.5
0.779
Low
24.8
34
-1.5
NYSE>ARCA
VWAP
2
PO
8.1
164
24
0.55
Slip>Thresh
false
null
null
0
NYSE>ARCA
PO
92.7
96
0
101
21
8
27
null
null
Toxic prints; widened spread
X007927
2025-11-08 15:53:45
AAPL
Sell
56,254
126.93
7,140,320.22
2.5
0.166
Low
18.5
20
-31.5
NASDAQ>IEX>NYSE
IS
5
MKT
11.7
96
25
0.7
Slip>Thresh
false
null
null
0
NASDAQ>IEX>NYSE
MKT
73.7
93
22.5
115
0
-24
-20
null
null
Toxic prints; widened spread
X007928
2025-12-07 10:04:36
SPY
Sell
42,425
472.45
20,043,691.25
1.1
0.057
Ultra
3.5
14
24.3
IEX>BATS>EDGX
Adaptive
2
MKT
1.6
78
24
0.62
Slip>Thresh
false
null
null
0
IEX>BATS>EDGX
MKT
82.6
98
0.4
88
17
-27
35
PositionLimitNear
null
Paused due to data glitch
X007929
2025-11-24 11:45:26
LQD
Buy
14,747
109.34
1,612,436.98
0.9
0.073
High
20
33
-5.2
EDGX>BATS>ARCA
TWAP
2
MKT
6.6
66
29
0.51
LiqDrop
false
null
null
0
EDGX>BATS>ARCA
MKT
31.2
92
0
109
-11
-34
-29
null
null
Toxic prints; widened spread
X007930
2025-10-29 13:41:07
XOM
Sell
15,370
275.51
4,234,588.7
3.9
0.141
Low
8.5
28
-4.3
BATS>ARCA
VWAP
2
LMT
3.9
66
24
0.84
LiqDrop
true
LiquidityDrop
AlgoSwitch
16
BATS>ARCA
LMT>MKT
49.3
93
0
93
15
23
4
null
null
Toxic prints; widened spread
X007931
2025-11-12 11:58:29
XLU
Buy
301,311
285.13
85,912,805.43
1.5
0.965
Low
13.8
28
19.2
IEX>NASDAQ
Adaptive
1
IOC
4.1
165
19
0.42
LiqDrop
false
null
null
0
IEX>NASDAQ
IOC
8.3
100
6
215
27
-12
-19
null
null
Paused due to data glitch
X007932
2025-10-27 10:15:47
DIS
Buy
32,885
297.62
9,787,233.7
1.1
0.144
High
6.6
37
-14
EDGX>BATS>IEX>ARCA>NASDAQ
VWAP
2
LMT
2.1
73
28
0.67
LiqDrop
false
null
null
0
EDGX>BATS>IEX>ARCA>NASDAQ
LMT
38.6
90
0
40
2
23
3
Watchlist
null
Venue switch reduced impact
X007933
2025-12-05 11:19:16
XLB
Buy
94,125
101.95
9,596,043.75
1.7
0.24
Low
14.3
6
27.5
ARCA>EDGX>NYSE>IEX
POV
5
MKT
8.1
121
13
0.77
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
24
ARCA>EDGX>NYSE>IEX
MKT>IOC
95.3
84
18.5
117
4
7
-36
Watchlist
null
Paused due to data glitch
X007934
2025-11-21 15:24:31
GOOGL
Sell
83,713
256.37
21,461,501.81
1.7
0.249
Low
10.6
24
18.4
EDGX>NYSE
TWAP
3
LMT
4.1
101
15
0.41
Multi
false
null
null
0
EDGX>NYSE
LMT
37.2
70
7.2
10
1
20
14
null
null
Stable book; normal liquidity
X007935
2025-12-26 10:56:50
XLP
Sell
4,943
297.64
1,471,234.52
2
0.017
Ultra
16.3
36
16.2
ARCA>NASDAQ>NYSE>IEX
Adaptive
2
LMT
4.6
62
24
0.43
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>NYSE>IEX
LMT
47.5
84
2.8
94
-9
-37
-35
null
null
Stable book; normal liquidity
X007936
2025-12-04 09:43:33
XLI
Buy
2,814
217.37
611,679.18
2
0.128
Medium
12.5
7
32.1
EDGX>NYSE
VWAP
1
LMT
3.4
60
20
0.52
Multi
false
null
null
0
EDGX>NYSE
LMT
61.9
99
0
10
-9
-26
22
null
null
Venue switch reduced impact
X007937
2025-12-11 10:08:20
CSCO
Buy
11,648
130.03
1,514,589.44
3.4
0.029
Medium
23.5
11
17.6
NASDAQ>EDGX>IEX
VWAP
3
LMT
8.2
65
15
0.83
Multi
false
null
null
0
NASDAQ>EDGX>IEX
LMT
80.8
86
9.6
26
60
11
14
PositionLimitNear
null
Toxic prints; widened spread
X007938
2025-12-18 14:38:52
XLK
Buy
72,074
95.7
6,897,481.8
1.4
0.202
Medium
10.9
11
25.6
ARCA>BATS
POV
5
IOC
6
106
12
0.44
LiqDrop
false
null
null
0
ARCA>BATS
IOC
43.4
90
0
49
9
-23
33
null
null
High urgency from PM
X007939
2025-11-16 15:31:27
AMZN
Buy
1,477
214.88
317,377.76
2.2
0.068
Low
37.7
23
17.2
IEX>NYSE>EDGX>NASDAQ
Adaptive
3
LMT
10.8
60
35
0.42
Multi
false
null
null
0
IEX>NYSE>EDGX>NASDAQ
LMT
51.5
100
2.3
47
-3
-28
9
PositionLimitNear
null
Venue switch reduced impact
X007940
2025-11-27 10:52:31
JPM
Buy
1,580
169.18
267,304.4
3.2
0.039
High
9.4
21
27.4
ARCA>BATS>EDGX
POV
5
MKT
7.1
61
12
0.61
ToxicitySpike
false
null
null
0
ARCA>BATS>EDGX
MKT
65.2
92
0
80
21
-2
14
null
null
Venue switch reduced impact
X007941
2025-11-22 10:14:24
XOM
Buy
4,786
88.24
422,316.64
2.7
0.044
Ultra
6.3
32
29.7
IEX>EDGX
TWAP
1
LMT
2.5
61
17
0.76
Multi
false
null
null
0
IEX>EDGX
LMT
18.6
100
0.3
85
43
-11
30
null
null
Venue switch reduced impact
X007942
2025-12-10 10:19:53
KO
Sell
8,575
163.15
1,399,011.25
2.6
0.213
Low
10.2
25
23.3
NASDAQ>NYSE>IEX>BATS>EDGX
POV
5
IOC
6.7
65
28
0.71
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>IEX>BATS>EDGX
IOC
18.7
100
0
65
33
-24
-39
null
null
High urgency from PM
X007943
2025-11-15 09:50:39
JPM
Buy
8,730
113.89
994,259.7
5
0.216
Low
32.8
15
14.9
NYSE>ARCA>NASDAQ>BATS>EDGX
Adaptive
1
LMT
8.4
63
16
0.59
Slip>Thresh
false
null
null
0
NYSE>ARCA>NASDAQ>BATS>EDGX
LMT
97.3
86
12.9
42
22
2
-37
PositionLimitNear
null
Toxic prints; widened spread
X007944
2025-12-08 11:25:10
SPY
Sell
165,703
477.81
79,174,550.43
1
0.224
Medium
10.9
9
-16.1
ARCA>IEX>EDGX
IS
4
LMT
4.8
155
33
0.46
LiqDrop
false
null
null
0
ARCA>IEX>EDGX
LMT
98.2
91
0
145
19
18
-21
null
null
Paused due to data glitch
X007945
2025-12-13 11:43:35
IEF
Sell
25,916
100.15
2,595,487.4
2
0.098
Medium
12.1
16
1.5
NASDAQ>IEX
Adaptive
4
MKT
5.6
74
32
0.57
LiqDrop
false
null
null
0
NASDAQ>IEX
MKT
60.3
98
6.5
75
57
-3
12
NoShort
null
High urgency from PM
X007946
2025-11-07 12:29:09
BRK.B
Sell
5,880
190.29
1,118,905.2
2.5
0.027
Ultra
10.2
4
-20.1
IEX>NYSE>EDGX>BATS>NASDAQ
IS
4
MKT
6.8
63
31
0.49
Multi
false
null
null
0
IEX>NYSE>EDGX>BATS>NASDAQ
MKT
53.8
86
5.8
47
-12
22
-12
null
null
Toxic prints; widened spread
X007947
2025-12-22 12:24:12
XLY
Sell
11,961
181.79
2,174,390.19
1.7
0.05
Ultra
7.4
21
-15.4
BATS>NASDAQ>EDGX
Adaptive
4
LMT
3.1
66
35
0.52
Slip>Thresh
false
null
null
0
BATS>NASDAQ>EDGX
LMT
99.8
90
5.6
82
16
-38
31
PositionLimitNear
null
High urgency from PM
X007948
2025-12-26 14:25:08
BRK.B
Sell
24,919
261.03
6,504,606.57
2.6
0.113
Low
18.8
27
-14.2
IEX>BATS>ARCA>EDGX>NYSE
VWAP
3
MKT
7.9
72
18
0.49
Multi
false
null
null
0
IEX>BATS>ARCA>EDGX>NYSE
MKT
60.2
92
10.8
69
-13
19
-38
null
null
High urgency from PM
X007949
2025-11-12 10:53:22
V
Sell
7,885
80.27
632,928.95
2.8
0.103
Medium
10.8
12
24.4
NYSE>EDGX>BATS
Adaptive
2
LMT
3.7
63
18
0.82
Slip>Thresh
false
null
null
0
NYSE>EDGX>BATS
LMT
73.8
92
0
104
48
-29
-5
null
null
Paused due to data glitch
X007950
2025-11-11 09:35:16
BRK.B
Sell
36,394
237.72
8,651,581.68
1.9
0.165
Low
23.2
31
27.2
NASDAQ>ARCA>NYSE>IEX>BATS
IS
5
LMT
11.1
83
29
0.44
LiqDrop
false
null
null
0
NASDAQ>ARCA>NYSE>IEX>BATS
LMT
71.5
90
20.9
22
28
18
-1
null
null
Toxic prints; widened spread
X007951
2025-11-22 15:55:33
CVX
Sell
35,411
314.25
11,127,906.75
0.9
0.21
Ultra
3.3
22
33
BATS>ARCA>NYSE>NASDAQ>IEX
VWAP
3
LMT
1.5
77
29
0.65
Multi
false
null
null
0
BATS>ARCA>NYSE>NASDAQ>IEX
LMT
34.5
92
4.1
82
39
-6
39
null
null
Stable book; normal liquidity
X007952
2025-11-27 14:33:25
GOOGL
Buy
37,797
240.26
9,081,107.22
2
0.113
Ultra
3.2
15
10.2
EDGX>NASDAQ>IEX>NYSE>BATS
TWAP
3
PO
2.3
78
27
0.57
LiqDrop
false
null
null
0
EDGX>NASDAQ>IEX>NYSE>BATS
PO
30.5
90
5.2
78
-2
-1
-18
NoShort
null
High urgency from PM
X007953
2025-12-12 09:35:02
SPY
Sell
145,772
466.71
68,033,250.12
1.1
0.197
Medium
11
3
-21.1
NYSE>ARCA>NASDAQ>BATS>IEX
TWAP
2
MKT
4.1
121
15
0.45
ToxicitySpike
false
null
null
0
NYSE>ARCA>NASDAQ>BATS>IEX
MKT
35.3
91
2.1
121
-6
9
14
NoShort
null
High urgency from PM
X007954
2025-11-30 12:21:14
TSLA
Buy
27,487
125.35
3,445,495.45
1.3
0.085
High
14.7
12
-6.4
NASDAQ>ARCA>EDGX>IEX
POV
4
LMT
5.8
75
12
0.43
Multi
false
null
null
0
NASDAQ>ARCA>EDGX>IEX
LMT
86
93
8
100
-12
-3
18
Watchlist
null
Venue switch reduced impact
X007955
2025-11-25 10:44:28
BA
Sell
8,318
44.55
370,566.9
2.7
0.028
High
16.7
14
-11.8
NYSE>EDGX>NASDAQ>IEX>BATS
VWAP
1
PO
5
62
21
0.48
Slip>Thresh
false
null
null
0
NYSE>EDGX>NASDAQ>IEX>BATS
PO
13.3
85
16.6
102
49
27
-40
null
null
Toxic prints; widened spread
X007956
2025-11-09 13:56:29
WMT
Buy
55,255
270.93
14,970,237.15
3
0.17
Low
10.8
3
33.3
ARCA>IEX>EDGX>NYSE>NASDAQ
VWAP
2
LMT
4.1
83
35
0.66
LiqDrop
false
null
null
0
ARCA>IEX>EDGX>NYSE>NASDAQ
LMT
20.1
94
14.2
59
56
-37
-14
null
null
Venue switch reduced impact
X007957
2025-11-29 15:25:51
JNJ
Sell
129,803
360.83
46,836,816.49
4.8
0.477
Low
6.5
24
3.2
BATS>ARCA>IEX>EDGX
TWAP
1
PO
4
105
15
0.54
Multi
false
null
null
0
BATS>ARCA>IEX>EDGX
PO
45.1
90
0
134
-13
-13
-27
Watchlist
null
High urgency from PM
X007958
2025-12-13 09:35:19
VZ
Buy
50,597
343.44
17,377,033.68
3.5
0.433
Low
16.2
7
-11.1
EDGX>BATS>IEX>NASDAQ>NYSE
Adaptive
3
MKT
7.4
85
18
0.83
Slip>Thresh
false
null
null
0
EDGX>BATS>IEX>NASDAQ>NYSE
MKT
65.3
88
3.2
10
52
19
-8
null
null
Toxic prints; widened spread
X007959
2025-11-06 12:15:12
NVDA
Buy
537
253.14
135,936.18
2.1
0.014
Ultra
19.1
23
-27.5
NASDAQ>BATS>NYSE>EDGX
POV
4
LMT
7.8
60
32
0.63
Slip>Thresh
false
null
null
0
NASDAQ>BATS>NYSE>EDGX
LMT
87.5
89
7.6
34
-20
-24
26
null
null
Venue switch reduced impact
X007960
2025-12-05 15:01:09
BA
Buy
25,229
95.74
2,415,424.46
2.1
0.084
Medium
11
30
-10
NYSE>EDGX>IEX
TWAP
1
PO
3.7
68
16
0.79
LiqDrop
true
LiquidityDrop
AlgoSwitch
22
NYSE>EDGX>IEX
PO>MKT
53.4
87
10
84
-4
-13
31
null
null
High urgency from PM
X007961
2025-12-20 13:17:05
PEP
Buy
23,323
99.94
2,330,900.62
3.8
0.074
Low
23.7
7
22.8
EDGX>NASDAQ>IEX
TWAP
3
LMT
8.9
71
29
0.56
LiqDrop
true
LiquidityDrop
Pause
14
EDGX>NASDAQ>IEX
LMT>MKT
45.8
99
7.3
153
53
-21
8
null
null
Toxic prints; widened spread
X007962
2025-11-15 12:09:34
XLU
Buy
17,046
199.2
3,395,563.2
2.4
0.055
Medium
15.3
23
11.8
IEX>ARCA>NASDAQ>EDGX>NYSE
Adaptive
1
PO
4.3
65
25
0.78
Multi
false
null
null
0
IEX>ARCA>NASDAQ>EDGX>NYSE
PO
28
96
3.8
46
-14
-5
19
null
null
Venue switch reduced impact
X007963
2025-12-03 15:55:13
JPM
Buy
4,900
273.87
1,341,963
5
0.121
Low
25.8
28
-28
ARCA>BATS>IEX>NASDAQ
TWAP
2
LMT
9
62
34
0.8
ToxicitySpike
false
null
null
0
ARCA>BATS>IEX>NASDAQ
LMT
67.4
98
4.7
70
35
-2
-7
null
null
High urgency from PM
X007964
2025-10-30 10:55:30
KO
Sell
6,277
17.55
110,161.35
2.6
0.156
Low
35.2
7
29.6
ARCA>BATS>NASDAQ>NYSE
Adaptive
4
LMT
11.7
63
24
0.67
Multi
false
null
null
0
ARCA>BATS>NASDAQ>NYSE
LMT
14.5
79
0
186
55
-37
-4
null
null
High urgency from PM
X007965
2025-11-22 09:35:47
XLU
Buy
17,114
141.63
2,423,855.82
1.8
0.055
High
15.3
23
-31.6
ARCA>NYSE>EDGX
IS
5
MKT
9.3
71
28
0.55
Multi
false
null
null
0
ARCA>NYSE>EDGX
MKT
2.7
88
2.2
57
47
11
24
PositionLimitNear
null
Toxic prints; widened spread
X007966
2025-12-04 12:19:28
NFLX
Buy
18,409
74.05
1,363,186.45
4.4
0.176
Medium
3.2
10
1.9
EDGX>ARCA>IEX>NYSE
VWAP
2
MKT
3.5
67
28
0.83
Slip>Thresh
false
null
null
0
EDGX>ARCA>IEX>NYSE
MKT
1.8
95
0
10
-2
22
-19
Watchlist
null
Toxic prints; widened spread
X007967
2025-11-23 09:35:37
XLU
Sell
56,055
139.73
7,832,565.15
1.4
0.179
High
4.1
31
-29.4
IEX>EDGX>NYSE>BATS
IS
4
LMT
2.6
92
24
0.57
ToxicitySpike
true
ToxicitySpike
VenueSwitch
19
IEX>EDGX>NYSE>BATS
LMT>MKT
91.5
90
16.4
92
43
-10
-19
null
null
Stable book; normal liquidity
X007968
2025-12-12 14:07:24
TLT
Buy
28,289
95.98
2,715,178.22
3.4
0.103
Low
21.8
18
27.4
IEX>NASDAQ>BATS
VWAP
2
MKT
8.3
72
17
0.73
ToxicitySpike
true
ToxicitySpike
VenueSwitch
11
IEX>NASDAQ>BATS
MKT>LMT
88.8
91
0.4
49
15
-7
19
NoShort
null
High urgency from PM
X007969
2025-12-12 15:27:57
META
Sell
81,013
23.62
1,913,527.06
1.3
0.226
Medium
12.8
6
9
EDGX>ARCA>NASDAQ>NYSE>BATS
TWAP
3
IOC
5.2
100
27
0.63
LiqDrop
false
null
null
0
EDGX>ARCA>NASDAQ>NYSE>BATS
IOC
19.9
91
7
114
41
-30
7
Watchlist
null
Toxic prints; widened spread
X007970
2025-11-01 15:33:23
BA
Buy
14,723
45.88
675,491.24
2
0.049
High
16.8
20
33.5
EDGX>NYSE
TWAP
3
LMT
5.9
67
20
0.44
Slip>Thresh
false
null
null
0
EDGX>NYSE
LMT
13.9
76
1.4
22
9
-24
-1
null
null
Toxic prints; widened spread
X007971
2025-12-24 14:09:39
IEF
Sell
25,825
99.08
2,558,741
3.5
0.098
Low
18.4
29
21.8
ARCA>IEX>BATS>NASDAQ>NYSE
IS
5
IOC
12
76
34
0.45
Multi
false
null
null
0
ARCA>IEX>BATS>NASDAQ>NYSE
IOC
81.8
97
5
161
21
22
-20
PositionLimitNear
null
Paused due to data glitch
X007972
2025-12-09 09:35:06
XLP
Buy
99,571
68.56
6,826,587.76
1.9
0.344
Low
10.3
31
-24.6
BATS>IEX>NYSE>NASDAQ
TWAP
3
MKT
5
109
15
0.61
Multi
false
null
null
0
BATS>IEX>NYSE>NASDAQ
MKT
4.9
97
3.4
143
-5
26
-10
null
null
Toxic prints; widened spread
X007973
2025-11-24 09:35:32
NVDA
Sell
477
29.75
14,190.75
1.7
0.012
Ultra
31.7
3
-14.4
ARCA>NYSE
TWAP
1
LMT
7.6
60
16
0.54
LiqDrop
false
null
null
0
ARCA>NYSE
LMT
56.5
86
10.8
56
-15
-10
31
PositionLimitNear
null
Stable book; normal liquidity
X007974
2025-11-27 11:05:40
BA
Buy
69,594
169.13
11,770,433.22
2.8
0.232
Low
24.5
39
-27.8
EDGX>ARCA>NYSE>BATS>IEX
POV
5
MKT
13.7
105
17
0.68
LiqDrop
false
null
null
0
EDGX>ARCA>NYSE>BATS>IEX
MKT
42.3
99
12.8
73
26
-27
31
null
null
High urgency from PM
X007975
2025-10-28 10:40:52
PEP
Buy
39,757
150.92
6,000,126.44
4.9
0.126
Low
24.7
35
28.2
ARCA>BATS>IEX>NASDAQ>EDGX
Adaptive
1
LMT
6.8
73
17
0.42
Multi
false
null
null
0
ARCA>BATS>IEX>NASDAQ>EDGX
LMT
42.1
100
10.7
78
-2
-25
-17
null
null
Venue switch reduced impact
X007976
2025-10-30 10:56:15
NFLX
Buy
9,435
328.08
3,095,434.8
3.3
0.09
Medium
10.1
31
28
EDGX>NASDAQ>NYSE
TWAP
2
MKT
5.1
64
30
0.75
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>NYSE
MKT
70.5
85
0
28
42
-39
-6
null
null
Toxic prints; widened spread
X007977
2025-10-31 12:08:14
XLE
Buy
66,713
200.16
13,353,274.08
2.2
0.239
Low
9.9
38
-15.4
BATS>NYSE>ARCA
POV
5
PO
6
103
19
0.53
Multi
false
null
null
0
BATS>NYSE>ARCA
PO
55.8
100
7.8
101
46
2
32
null
null
Toxic prints; widened spread
X007978
2025-10-30 15:13:48
BRK.B
Sell
10,094
36.79
371,358.26
2.2
0.046
Ultra
6.5
19
-14.9
NASDAQ>BATS>NYSE>IEX
VWAP
1
LMT
2.3
63
30
0.76
ToxicitySpike
false
null
null
0
NASDAQ>BATS>NYSE>IEX
LMT
43.2
92
1.7
95
36
16
32
NoShort
null
Paused due to data glitch
X007979
2025-12-23 09:35:09
XLI
Sell
637
164.37
104,703.69
3.8
0.029
Ultra
6.9
31
4.9
EDGX>BATS>ARCA
IS
5
LMT
5.9
60
31
0.63
Multi
false
null
null
0
EDGX>BATS>ARCA
LMT
57.1
89
10
75
17
-39
-38
null
null
Stable book; normal liquidity
X007980
2025-12-12 11:53:53
V
Sell
15,570
153.11
2,383,922.7
2.7
0.203
Low
14.2
15
17.9
ARCA>NASDAQ>EDGX>IEX
Adaptive
3
IOC
5.9
67
24
0.72
Multi
false
null
null
0
ARCA>NASDAQ>EDGX>IEX
IOC
64.1
93
12
196
-5
1
-3
NoShort
null
Venue switch reduced impact
X007981
2025-12-04 13:24:34
BAC
Sell
51,077
91.13
4,654,647.01
1.1
0.139
Medium
13.3
4
13.1
ARCA>BATS
TWAP
2
IOC
4.6
81
18
0.67
Slip>Thresh
false
null
null
0
ARCA>BATS
IOC
19.8
96
0.8
45
7
-39
9
null
null
Venue switch reduced impact
X007982
2025-11-30 12:20:02
JNJ
Sell
16,079
163.15
2,623,288.85
3.8
0.059
Low
19.5
23
-30
ARCA>EDGX>IEX
Adaptive
4
LMT
7.8
69
20
0.45
LiqDrop
false
null
null
0
ARCA>EDGX>IEX
LMT
88.3
96
0
33
-5
19
-15
null
null
High urgency from PM
X007983
2025-12-08 10:14:47
JNJ
Sell
20,812
300.05
6,244,640.6
3.2
0.076
High
3.5
7
-23.3
EDGX>ARCA>IEX>NASDAQ
Adaptive
3
LMT
2.6
70
28
0.59
Multi
false
null
null
0
EDGX>ARCA>IEX>NASDAQ
LMT
73.6
96
10.3
21
-10
27
-29
null
null
High urgency from PM
X007984
2025-12-06 13:56:54
MA
Sell
52,364
129.64
6,788,468.96
1
0.223
High
4.2
33
-11
EDGX>NASDAQ>IEX
TWAP
2
IOC
1.9
82
20
0.77
LiqDrop
false
null
null
0
EDGX>NASDAQ>IEX
IOC
1
88
0
106
24
-33
4
null
null
Toxic prints; widened spread
X007985
2025-11-19 11:38:32
SPY
Sell
200,835
458.63
92,108,956.05
1.6
0.271
Low
9.6
27
-31.8
NASDAQ>NYSE
TWAP
1
LMT
2.9
130
17
0.7
Multi
false
null
null
0
NASDAQ>NYSE
LMT
90.1
96
9.6
87
13
11
22
NoShort
null
Stable book; normal liquidity
X007986
2025-11-04 10:42:59
XLI
Buy
1,372
207.5
284,690
2.9
0.063
Low
33.7
19
31.2
IEX>NASDAQ>NYSE>EDGX
Adaptive
1
LMT
7.7
60
20
0.54
LiqDrop
false
null
null
0
IEX>NASDAQ>NYSE>EDGX
LMT
28.4
92
0
49
-15
-14
34
null
null
Toxic prints; widened spread
X007987
2025-12-20 13:46:49
CSCO
Buy
244,619
130.24
31,859,178.56
4.8
0.614
Low
10.5
37
25.1
IEX>BATS>NASDAQ
POV
5
MKT
9.4
219
16
0.41
ToxicitySpike
false
null
null
0
IEX>BATS>NASDAQ
MKT
32.9
97
2.1
129
41
-23
39
NoShort
null
High urgency from PM
X007988
2025-12-15 10:24:54
CVX
Sell
54,600
66.05
3,606,330
0.8
0.324
Medium
9
37
22.1
ARCA>NYSE>IEX>BATS
POV
5
LMT
4.1
95
12
0.41
Multi
false
null
null
0
ARCA>NYSE>IEX>BATS
LMT
37.6
92
0
59
-3
11
-29
null
null
Toxic prints; widened spread
X007989
2025-11-30 09:35:45
V
Sell
6,996
84.49
591,092.04
3.1
0.091
Low
25.6
23
-27
NYSE>NASDAQ>EDGX
TWAP
2
IOC
9.3
62
14
0.44
ToxicitySpike
false
null
null
0
NYSE>NASDAQ>EDGX
IOC
30
96
20.2
219
49
-15
7
null
null
Toxic prints; widened spread
X007990
2025-12-08 13:50:01
VZ
Buy
36,124
176.53
6,376,969.72
3
0.309
Low
18.1
18
24.8
BATS>ARCA>NYSE
VWAP
2
PO
6.5
75
20
0.53
Multi
false
null
null
0
BATS>ARCA>NYSE
PO
30.3
86
0
16
43
-22
-29
NoShort
null
Paused due to data glitch
X007991
2025-11-21 10:33:02
HYG
Sell
93,809
79.36
7,444,682.24
1.2
0.515
Low
9.9
29
-20.3
BATS>EDGX>ARCA
Adaptive
4
LMT
3.7
113
28
0.47
ToxicitySpike
false
null
null
0
BATS>EDGX>ARCA
LMT
55.7
90
0
63
46
24
28
NoShort
null
Paused due to data glitch
X007992
2025-12-11 14:42:56
XLK
Sell
25,231
158.19
3,991,291.89
1.7
0.071
High
11.5
15
-13.3
NYSE>IEX
TWAP
3
LMT
4.3
72
13
0.65
Multi
false
null
null
0
NYSE>IEX
LMT
24.9
88
5.8
45
-4
-12
2
null
null
High urgency from PM
X007993
2025-10-27 13:32:25
LQD
Buy
17,341
107.56
1,865,197.96
0.8
0.085
High
19.4
38
-22.3
ARCA>EDGX>IEX>NYSE
VWAP
2
MKT
6.1
67
21
0.67
LiqDrop
false
null
null
0
ARCA>EDGX>IEX>NYSE
MKT
80.5
97
13.3
79
56
-22
-14
null
null
Venue switch reduced impact
X007994
2025-11-08 10:03:51
BRK.B
Sell
37,088
68.26
2,531,626.88
2.9
0.169
Low
12.5
11
25.6
BATS>NASDAQ>NYSE
Adaptive
2
LMT
4.2
75
14
0.8
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
11
BATS>NASDAQ>NYSE
LMT>IOC
85.6
94
0
63
20
-39
-28
null
null
Paused due to data glitch
X007995
2025-11-16 10:35:33
LQD
Buy
4,453
110.62
492,590.86
1.1
0.022
Ultra
15.2
12
6.7
NASDAQ>BATS>IEX>NYSE>ARCA
Adaptive
4
LMT
5
62
21
0.56
Slip>Thresh
false
null
null
0
NASDAQ>BATS>IEX>NYSE>ARCA
LMT
21.3
94
12.2
69
58
-18
-1
null
null
High urgency from PM
X007996
2025-11-10 09:35:59
BRK.B
Sell
27,309
135.09
3,689,172.81
2.3
0.124
Medium
6.6
15
-19.7
NASDAQ>BATS>IEX
TWAP
3
MKT
3.9
73
22
0.72
Slip>Thresh
false
null
null
0
NASDAQ>BATS>IEX
MKT
80.7
88
8.3
154
38
10
-38
null
null
Stable book; normal liquidity
X007997
2025-12-01 15:31:42
TLT
Buy
49,823
94.9
4,728,202.7
3.4
0.182
Low
23.7
9
12.6
NASDAQ>ARCA>IEX>BATS
TWAP
2
LMT
7.7
81
33
0.44
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>IEX>BATS
LMT
90.2
95
5.8
144
-14
28
31
null
null
Stable book; normal liquidity
X007998
2025-12-14 12:21:22
XLP
Buy
44,927
210.57
9,460,278.39
1.9
0.155
Low
16.6
38
3.3
NASDAQ>IEX
IS
4
MKT
9.2
85
31
0.52
Slip>Thresh
false
null
null
0
NASDAQ>IEX
MKT
29.9
86
0
77
-6
-3
29
null
null
Stable book; normal liquidity
X007999
2025-11-19 15:19:13
XLK
Sell
21,768
148.44
3,231,241.92
1.4
0.061
Ultra
3.2
8
17.6
EDGX>BATS
POV
5
LMT
2.3
74
14
0.48
ToxicitySpike
false
null
null
0
EDGX>BATS
LMT
7.8
91
2.9
65
-17
9
-2
null
null
Toxic prints; widened spread
X008000
2025-12-08 09:54:06
XLY
Buy
21,539
258.38
5,565,246.82
1.9
0.09
Medium
23.2
17
-15.5
NASDAQ>BATS>NYSE>IEX
Adaptive
1
LMT
5.3
67
32
0.82
ToxicitySpike
false
null
null
0
NASDAQ>BATS>NYSE>IEX
LMT
3.5
96
3.4
75
28
-3
-8
null
null
Stable book; normal liquidity