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
X008101
2025-12-14 09:35:46
V
Sell
27,491
323.91
8,904,609.81
3.8
0.358
Low
10.4
3
-9.2
IEX>EDGX
POV
4
MKT
7.5
75
35
0.47
ToxicitySpike
false
null
null
0
IEX>EDGX
MKT
11.8
92
0
38
-19
-25
-20
null
null
Venue switch reduced impact
X008102
2025-11-07 14:43:27
AAPL
Buy
30,064
138.89
4,175,588.96
2.8
0.088
Medium
12.9
22
14.4
EDGX>NYSE>BATS>ARCA>NASDAQ
TWAP
3
LMT
5.3
75
20
0.73
LiqDrop
false
null
null
0
EDGX>NYSE>BATS>ARCA>NASDAQ
LMT
64.5
88
8.4
65
11
-8
-11
null
null
Stable book; normal liquidity
X008103
2025-11-24 15:55:17
WMT
Sell
47,287
310.08
14,662,752.96
2.6
0.146
Low
24.2
27
-26.9
IEX>ARCA>NASDAQ>EDGX
VWAP
2
PO
7.8
80
23
0.57
Slip>Thresh
false
null
null
0
IEX>ARCA>NASDAQ>EDGX
PO
25
92
22.3
142
-19
25
32
null
VenueReject
High urgency from PM
X008104
2025-12-14 15:51:18
NFLX
Buy
14,974
288.95
4,326,737.3
3
0.143
Low
12.4
27
-34
EDGX>NYSE>IEX>BATS>ARCA
Adaptive
3
MKT
5.8
67
29
0.79
Slip>Thresh
false
null
null
0
EDGX>NYSE>IEX>BATS>ARCA
MKT
96.2
87
0
69
32
-40
-32
null
null
Venue switch reduced impact
X008105
2025-12-16 14:21:08
XLU
Sell
8,370
37.99
317,976.3
1.9
0.027
High
17.4
7
34.1
NYSE>NASDAQ>IEX
Adaptive
4
MKT
7.4
64
27
0.67
ToxicitySpike
false
null
null
0
NYSE>NASDAQ>IEX
MKT
39.3
87
0.5
49
-20
24
-11
Watchlist
null
Paused due to data glitch
X008106
2025-10-28 12:34:03
TLT
Buy
89,222
95.82
8,549,252.04
1.8
0.326
Low
22.1
34
-34
IEX>NYSE>NASDAQ
IS
5
PO
11.7
117
16
0.44
Slip>Thresh
false
null
null
0
IEX>NYSE>NASDAQ
PO
13.9
94
11.6
17
34
2
39
null
null
High urgency from PM
X008107
2025-12-20 13:36:41
HYG
Sell
4,153
75.41
313,177.73
2.3
0.023
Ultra
13.4
20
33.5
NASDAQ>NYSE>BATS>IEX>EDGX
POV
5
LMT
6.7
62
15
0.65
ToxicitySpike
true
ToxicitySpike
VenueSwitch
17
NASDAQ>NYSE>BATS>IEX>EDGX
LMT>MKT
93.7
84
2.5
61
40
-26
38
NoShort
null
Paused due to data glitch
X008108
2025-11-08 14:45:21
TLT
Buy
29,322
94.78
2,779,139.16
3
0.107
Low
19.9
16
-34.1
ARCA>IEX
Adaptive
3
LMT
6.7
74
13
0.5
LiqDrop
false
null
null
0
ARCA>IEX
LMT
60
97
0
80
51
-17
-22
Watchlist
null
Stable book; normal liquidity
X008109
2025-12-01 15:34:36
XLP
Sell
99,712
308.97
30,808,016.64
2.3
0.345
Low
22.5
13
-25.5
EDGX>NYSE>ARCA>IEX
TWAP
3
MKT
9.5
109
30
0.73
ToxicitySpike
false
null
null
0
EDGX>NYSE>ARCA>IEX
MKT
74.1
90
3.7
107
30
-16
-36
NoShort
null
Paused due to data glitch
X008110
2025-12-19 12:03:08
XLU
Sell
14,915
123.5
1,842,002.5
2
0.048
High
10.4
34
18.3
IEX>BATS
VWAP
2
LMT
3.4
66
15
0.52
ToxicitySpike
true
ToxicitySpike
Cross
11
IEX>BATS
LMT>PO
82.7
89
0
27
-9
20
23
null
null
Stable book; normal liquidity
X008111
2025-12-07 12:13:50
AAPL
Sell
40,696
51.42
2,092,588.32
2.4
0.12
Low
17.9
38
1.1
NYSE>ARCA
Adaptive
3
LMT
5.9
80
28
0.76
ToxicitySpike
false
null
null
0
NYSE>ARCA
LMT
66.4
87
1
156
39
17
7
null
null
Venue switch reduced impact
X008112
2025-12-07 15:21:35
XLI
Sell
3,356
230.75
774,397
2.6
0.153
Low
27.4
38
-21.3
ARCA>NYSE>BATS
VWAP
3
LMT
8.9
61
29
0.74
ToxicitySpike
false
null
null
0
ARCA>NYSE>BATS
LMT
32.1
88
12.2
10
20
13
-8
null
null
Paused due to data glitch
X008113
2025-12-04 14:51:08
IEF
Buy
47,219
100.14
4,728,510.66
2.8
0.179
Low
21.9
34
23
NASDAQ>BATS>IEX>EDGX
IS
5
LMT
11.3
90
26
0.41
LiqDrop
false
null
null
0
NASDAQ>BATS>IEX>EDGX
LMT
98.9
88
11.1
25
9
-7
-22
Watchlist
null
Paused due to data glitch
X008114
2025-11-12 13:08:58
NKE
Buy
29,566
118.51
3,503,866.66
3.8
0.137
Low
13.9
8
19.8
NASDAQ>IEX>EDGX>NYSE>BATS
POV
4
MKT
8.8
77
28
0.85
ToxicitySpike
false
null
null
0
NASDAQ>IEX>EDGX>NYSE>BATS
MKT
31.9
94
19.4
108
25
0
-23
null
null
Paused due to data glitch
X008115
2025-12-06 12:09:07
XLY
Sell
33,441
168.57
5,637,149.37
1.9
0.139
Medium
6.8
34
-24.7
EDGX>ARCA>NYSE>BATS
IS
4
MKT
4.8
79
22
0.5
Slip>Thresh
true
SlippageAboveThreshold
AlgoSwitch
14
EDGX>ARCA>NYSE>BATS
MKT>LMT
14.9
88
24.8
20
48
-37
-1
null
null
Paused due to data glitch
X008116
2025-11-27 09:51:55
KO
Sell
4,839
214.1
1,036,029.9
2.1
0.12
Medium
13.8
31
-16.1
EDGX>BATS>IEX
TWAP
1
LMT
3.9
61
23
0.44
ToxicitySpike
false
null
null
0
EDGX>BATS>IEX
LMT
31.4
64
6.5
58
31
-10
-21
null
null
Toxic prints; widened spread
X008117
2025-11-02 12:52:33
T
Buy
7,173
45.69
327,734.37
2.6
0.06
Medium
16
19
9
BATS>EDGX>ARCA
TWAP
1
MKT
5.6
62
13
0.66
ToxicitySpike
false
null
null
0
BATS>EDGX>ARCA
MKT
37.1
95
0
10
-6
12
-36
null
null
Paused due to data glitch
X008118
2025-11-05 09:41:26
PFE
Sell
72,417
131.63
9,532,249.71
1.6
0.197
Medium
7.9
4
20.2
NYSE>EDGX>NASDAQ>IEX
TWAP
3
MKT
3.9
96
23
0.44
ToxicitySpike
false
null
null
0
NYSE>EDGX>NASDAQ>IEX
MKT
13.9
94
0.1
46
3
-18
-6
null
null
High urgency from PM
X008119
2025-12-02 09:36:54
JNJ
Buy
24,466
288.5
7,058,441
3.2
0.09
Medium
11.7
37
32.1
BATS>NYSE>IEX
VWAP
2
PO
4.8
70
32
0.47
Slip>Thresh
false
null
null
0
BATS>NYSE>IEX
PO
35.2
95
9.7
54
13
8
-15
PositionLimitNear
null
Paused due to data glitch
X008120
2025-11-20 11:23:45
XLB
Buy
45,052
200.28
9,023,014.56
1.7
0.115
Medium
8.7
8
-31.6
ARCA>BATS
TWAP
2
LMT
3.1
79
12
0.81
Multi
false
null
null
0
ARCA>BATS
LMT
34.3
98
0
73
-19
23
-28
NoShort
null
High urgency from PM
X008121
2025-12-21 12:27:35
XLY
Buy
18,363
203.55
3,737,788.65
2.1
0.077
Medium
16.1
28
14.8
ARCA>NASDAQ
IS
4
IOC
8.7
70
26
0.43
ToxicitySpike
false
null
null
0
ARCA>NASDAQ
IOC
42.7
98
26.5
73
31
1
-31
null
null
Venue switch reduced impact
X008122
2025-12-19 13:44:46
META
Sell
2,728
179.4
489,403.2
1.6
0.008
Ultra
17.9
26
32
EDGX>BATS
IS
4
LMT
7.7
61
22
0.83
Slip>Thresh
false
null
null
0
EDGX>BATS
LMT
35.4
92
8.3
45
50
14
-9
Watchlist
null
Paused due to data glitch
X008123
2025-10-30 09:50:11
XLF
Sell
5,705
330.98
1,888,240.9
3.2
0.016
Ultra
9.8
11
25.1
EDGX>ARCA>IEX
VWAP
1
LMT
3.3
61
18
0.53
Multi
false
null
null
0
EDGX>ARCA>IEX
LMT
8.6
85
0
108
29
-10
35
Watchlist
null
High urgency from PM
X008124
2025-11-17 10:31:26
KO
Buy
10,519
133.06
1,399,658.14
2.1
0.262
Low
27.5
35
2.4
EDGX>IEX>ARCA
TWAP
1
MKT
8.4
63
27
0.81
ToxicitySpike
false
null
null
0
EDGX>IEX>ARCA
MKT
48.6
85
6.2
36
-10
16
32
null
null
Venue switch reduced impact
X008125
2025-12-04 12:39:03
AMZN
Buy
979
104.53
102,334.87
2.2
0.045
High
12.9
11
-21.7
ARCA>IEX>NYSE>BATS>EDGX
VWAP
3
LMT
4.7
60
21
0.64
Slip>Thresh
false
null
null
0
ARCA>IEX>NYSE>BATS>EDGX
LMT
88.8
88
1.6
10
4
4
-28
null
null
Venue switch reduced impact
X008126
2025-11-26 10:02:18
PFE
Buy
11,746
250.34
2,940,493.64
3.3
0.032
Medium
19.8
13
-11.3
BATS>NYSE>IEX>EDGX
IS
5
LMT
10.7
67
32
0.4
Slip>Thresh
false
null
null
0
BATS>NYSE>IEX>EDGX
LMT
91.5
96
9
143
14
23
-2
null
null
Stable book; normal liquidity
X008127
2025-12-07 15:27:57
XLK
Buy
41,283
83.95
3,465,707.85
1.1
0.116
Ultra
6
21
3.3
ARCA>NYSE>EDGX>IEX
VWAP
3
MKT
2.7
80
34
0.79
Multi
false
null
null
0
ARCA>NYSE>EDGX>IEX
MKT
28.3
92
4.2
90
-13
-10
-33
null
null
Paused due to data glitch
X008128
2025-12-03 12:10:10
XLI
Sell
1,116
253.81
283,251.96
2.9
0.051
High
7.4
31
-28.2
NASDAQ>IEX>NYSE>ARCA>BATS
TWAP
3
LMT
3.8
60
27
0.61
Slip>Thresh
false
null
null
0
NASDAQ>IEX>NYSE>ARCA>BATS
LMT
55.1
100
0
51
4
0
-23
null
null
Venue switch reduced impact
X008129
2025-11-30 11:57:07
XLP
Sell
76,743
64.18
4,925,365.74
3.3
0.265
Low
20.8
9
-30.4
BATS>NYSE>ARCA
Adaptive
3
LMT
7.1
98
30
0.75
LiqDrop
true
LiquidityDrop
AlgoSwitch
19
BATS>NYSE>ARCA
LMT>MKT
45.3
100
19.4
133
16
20
-5
PositionLimitNear
null
Paused due to data glitch
X008130
2025-11-14 15:53:15
XLE
Buy
19,683
75.19
1,479,964.77
3
0.071
Medium
14.5
8
-22.8
NASDAQ>NYSE>ARCA>BATS>EDGX
Adaptive
4
LMT
5.9
71
24
0.43
LiqDrop
false
null
null
0
NASDAQ>NYSE>ARCA>BATS>EDGX
LMT
83.8
94
0.6
48
39
-18
8
null
null
Toxic prints; widened spread
X008131
2025-12-04 14:14:36
AAPL
Sell
47,509
149.28
7,092,143.52
2.1
0.14
Low
14.9
33
0.1
IEX>EDGX
TWAP
3
MKT
6.7
83
18
0.83
Multi
true
MultiTrigger
Pause
11
IEX>EDGX
MKT>IOC
97.1
85
9.7
96
44
9
-39
null
null
Stable book; normal liquidity
X008132
2025-11-15 09:35:01
KO
Sell
3,704
56.1
207,794.4
2.1
0.092
Low
29.6
17
22.5
EDGX>NYSE>IEX
TWAP
1
MKT
8.9
61
17
0.46
Slip>Thresh
false
null
null
0
EDGX>NYSE>IEX
MKT
77.4
100
1.6
100
51
-39
19
null
null
Toxic prints; widened spread
X008133
2025-12-26 10:40:03
XLB
Buy
82,505
185.59
15,312,102.95
1.4
0.21
High
4.9
13
-34.5
ARCA>NYSE>BATS
VWAP
1
LMT
1.6
88
14
0.57
Slip>Thresh
false
null
null
0
ARCA>NYSE>BATS
LMT
58.4
87
0.7
76
35
-36
-15
null
null
Paused due to data glitch
X008134
2025-12-02 15:48:43
BA
Sell
50,022
147.97
7,401,755.34
3
0.167
Low
18
34
2
NYSE>BATS
VWAP
3
LMT
6.6
85
20
0.63
LiqDrop
false
null
null
0
NYSE>BATS
LMT
28.5
99
14.1
51
5
-19
11
null
null
Venue switch reduced impact
X008135
2025-10-30 12:35:00
BAC
Buy
9,353
55.24
516,659.72
1.2
0.026
Ultra
14.2
12
11.3
NASDAQ>BATS>IEX
VWAP
1
LMT
3.4
63
33
0.62
LiqDrop
false
null
null
0
NASDAQ>BATS>IEX
LMT
66.1
100
3.1
55
48
23
-9
NoShort
null
Paused due to data glitch
X008136
2025-12-26 09:35:13
TSLA
Sell
65,459
309.57
20,264,142.63
2
0.203
Medium
5.6
38
6.4
EDGX>IEX
IS
5
MKT
4.9
102
32
0.76
Slip>Thresh
false
null
null
0
EDGX>IEX
MKT
25.3
94
0
110
-20
23
22
null
null
Venue switch reduced impact
X008137
2025-11-13 12:29:20
NVDA
Sell
3,295
292.51
963,820.45
1.8
0.085
Low
37.3
32
24.2
NYSE>IEX>ARCA>EDGX
Adaptive
5
MKT
15.8
62
31
0.49
Multi
false
null
null
0
NYSE>IEX>ARCA>EDGX
MKT
64.2
96
10
138
18
30
36
null
null
High urgency from PM
X008138
2025-12-24 11:34:23
WMT
Buy
36,976
230.95
8,539,607.2
4.4
0.114
Low
15.2
14
15.9
IEX>BATS>NASDAQ>NYSE>EDGX
TWAP
2
MKT
7.3
75
34
0.68
ToxicitySpike
false
null
null
0
IEX>BATS>NASDAQ>NYSE>EDGX
MKT
50.6
98
0
40
22
20
10
null
null
Paused due to data glitch
X008139
2025-10-28 09:35:07
HD
Buy
46,198
29.27
1,352,215.46
2.8
0.179
Low
20.3
6
19.2
EDGX>BATS>NASDAQ
VWAP
3
LMT
7.1
83
19
0.6
Slip>Thresh
false
null
null
0
EDGX>BATS>NASDAQ
LMT
65.4
93
3.5
10
51
3
-39
null
null
High urgency from PM
X008140
2025-11-08 13:22:44
XOM
Buy
11,669
41.11
479,712.59
2.4
0.107
High
6.4
9
33.2
ARCA>NYSE
IS
5
LMT
4.6
67
15
0.41
Slip>Thresh
false
null
null
0
ARCA>NYSE
LMT
4
90
2.2
26
12
-20
26
null
null
High urgency from PM
X008141
2025-11-20 15:42:16
UNH
Sell
7,692
17.23
132,533.16
2.5
0.034
Ultra
9.1
20
-21.9
BATS>IEX>NASDAQ>EDGX
Adaptive
4
LMT
4.1
64
30
0.66
ToxicitySpike
false
null
null
0
BATS>IEX>NASDAQ>EDGX
LMT
92.2
97
2.4
63
46
-35
37
null
null
High urgency from PM
X008142
2025-11-30 12:22:02
XLY
Sell
54,458
140.8
7,667,686.4
1.2
0.227
High
5.9
14
-13.5
NYSE>NASDAQ>ARCA
VWAP
2
LMT
2
83
26
0.63
Multi
false
null
null
0
NYSE>NASDAQ>ARCA
LMT
24.5
90
0
124
44
-18
17
null
null
Stable book; normal liquidity
X008143
2025-10-30 14:43:02
BRK.B
Buy
64,976
253.11
16,446,075.36
2.4
0.295
Low
14.8
5
-11.3
NYSE>ARCA
VWAP
1
LMT
4.1
82
26
0.42
Slip>Thresh
false
null
null
0
NYSE>ARCA
LMT
42.1
99
14.7
226
-20
-10
-19
Watchlist
null
Paused due to data glitch
X008144
2025-11-18 11:59:46
UNH
Buy
16,623
50.67
842,287.41
2.9
0.073
Medium
13.6
7
-31
ARCA>NYSE>EDGX>IEX
Adaptive
5
PO
6.9
70
21
0.52
Multi
false
null
null
0
ARCA>NYSE>EDGX>IEX
PO
4.7
98
10.5
151
-10
-12
-18
null
null
High urgency from PM
X008145
2025-11-02 11:32:01
NKE
Buy
11,912
302.13
3,598,972.56
3
0.055
Medium
20
35
-28.2
IEX>EDGX>ARCA
TWAP
2
LMT
6.5
65
17
0.71
LiqDrop
false
null
null
0
IEX>EDGX>ARCA
LMT
88
99
10
81
-9
-29
0
null
null
Stable book; normal liquidity
X008146
2025-10-29 09:35:07
CSCO
Sell
74,355
252.4
18,767,202
2.2
0.187
Medium
4.4
39
-31.2
EDGX>NASDAQ
VWAP
2
MKT
2.6
91
19
0.52
ToxicitySpike
false
null
null
0
EDGX>NASDAQ
MKT
75
90
9
69
50
-29
35
null
null
Toxic prints; widened spread
X008147
2025-12-13 11:56:12
BA
Sell
78,263
287.88
22,530,352.44
2.7
0.261
Low
10.3
8
-31.7
ARCA>NYSE>BATS>NASDAQ
VWAP
3
MKT
5.3
99
26
0.62
LiqDrop
false
null
null
0
ARCA>NYSE>BATS>NASDAQ
MKT
37.4
96
8.2
133
54
-21
-24
PositionLimitNear
null
Toxic prints; widened spread
X008148
2025-12-24 15:20:09
CVX
Sell
13,904
80.63
1,121,079.52
1.2
0.083
Ultra
4.8
37
32.1
NASDAQ>BATS>ARCA>IEX
Adaptive
2
PO
1.8
65
16
0.74
Multi
false
null
null
0
NASDAQ>BATS>ARCA>IEX
PO
32.6
86
4.5
29
26
-12
3
NoShort
null
Toxic prints; widened spread
X008149
2025-12-23 13:20:18
BRK.B
Buy
50,571
191.1
9,664,118.1
1.5
0.23
Medium
7
4
19.9
IEX>ARCA>NYSE>EDGX>NASDAQ
IS
4
MKT
4.6
89
34
0.59
Multi
false
null
null
0
IEX>ARCA>NYSE>EDGX>NASDAQ
MKT
91.5
85
0
98
54
9
13
null
null
High urgency from PM
X008150
2025-12-16 09:35:59
SPY
Sell
100,407
488.5
49,048,819.5
1.8
0.136
Medium
13.6
23
10.4
BATS>EDGX>ARCA
IS
4
LMT
6.4
117
25
0.45
ToxicitySpike
false
null
null
0
BATS>EDGX>ARCA
LMT
25.5
85
2.8
62
27
1
-6
null
null
Venue switch reduced impact
X008151
2025-11-28 12:31:54
MSFT
Buy
16,252
111.31
1,809,010.12
3.3
0.086
Medium
8.9
35
-23.7
NASDAQ>ARCA>EDGX>IEX
VWAP
1
MKT
3.9
65
16
0.44
Multi
false
null
null
0
NASDAQ>ARCA>EDGX>IEX
MKT
68.2
87
0
43
5
7
-10
null
null
Paused due to data glitch
X008152
2025-11-11 10:04:00
TLT
Sell
47,176
91.1
4,297,733.6
3.6
0.173
Low
13.9
12
25.8
EDGX>NYSE
TWAP
2
PO
5.9
80
14
0.83
Multi
false
null
null
0
EDGX>NYSE
PO
62.7
98
0
98
4
-20
37
null
null
Stable book; normal liquidity
X008153
2025-11-13 12:00:45
XLV
Buy
58,174
116.61
6,783,670.14
2
0.163
High
3.8
6
8.2
NYSE>ARCA>EDGX
Adaptive
5
MKT
3.1
97
19
0.58
ToxicitySpike
false
null
null
0
NYSE>ARCA>EDGX
MKT
26.9
86
11.1
135
40
-11
19
Watchlist
null
Venue switch reduced impact
X008154
2025-10-29 14:26:53
BRK.B
Buy
249,362
242.3
60,420,412.6
1.9
1.133
Low
10.8
26
-8.2
IEX>ARCA>NYSE
IS
4
LMT
5.9
203
12
0.44
Multi
false
null
null
0
IEX>ARCA>NYSE
LMT
83.8
80
26
163
-12
-11
-9
NoShort
null
High urgency from PM
X008155
2025-12-26 15:53:16
XLY
Sell
17,664
115.23
2,035,422.72
1.8
0.074
Medium
22.5
21
-29.1
BATS>ARCA>NYSE>EDGX>IEX
VWAP
1
MKT
6.5
66
19
0.54
Slip>Thresh
false
null
null
0
BATS>ARCA>NYSE>EDGX>IEX
MKT
5.4
89
15.2
10
35
19
-17
Watchlist
null
Paused due to data glitch
X008156
2025-11-27 11:36:34
TLT
Buy
8,703
98.68
858,812.04
3.5
0.032
Medium
24.3
20
-19.6
NYSE>NASDAQ>BATS>IEX
Adaptive
4
MKT
10.9
65
30
0.83
LiqDrop
true
LiquidityDrop
AlgoSwitch
11
NYSE>NASDAQ>BATS>IEX
MKT>LMT
66.6
91
22.3
120
5
27
-12
null
null
Venue switch reduced impact
X008157
2025-12-24 10:54:46
CVX
Buy
36,181
271.33
9,816,990.73
1.3
0.215
Medium
11.3
11
16.4
ARCA>IEX>NASDAQ
VWAP
2
LMT
3.4
75
32
0.79
LiqDrop
true
LiquidityDrop
VenueSwitch
24
ARCA>IEX>NASDAQ
LMT>MKT
41.3
88
2.2
99
21
-15
-18
null
null
High urgency from PM
X008158
2025-11-30 11:53:43
V
Buy
42,818
206.51
8,842,345.18
4.9
0.557
Low
28.9
17
-1.2
BATS>EDGX>NASDAQ
Adaptive
2
LMT
8.9
78
25
0.59
Multi
false
null
null
0
BATS>EDGX>NASDAQ
LMT
98.3
98
9.9
42
33
-5
-28
Watchlist
null
Toxic prints; widened spread
X008159
2025-11-14 13:15:54
NFLX
Sell
6,781
114.68
777,645.08
3.6
0.065
High
4.8
3
34.9
IEX>NASDAQ>BATS>ARCA
TWAP
3
LMT
3.4
63
19
0.72
Multi
false
null
null
0
IEX>NASDAQ>BATS>ARCA
LMT
62.1
100
6.6
113
51
-34
17
null
null
Stable book; normal liquidity
X008160
2025-11-25 10:41:29
QQQ
Buy
15,245
414.4
6,317,528
0.8
0.048
High
22.3
31
-7.4
ARCA>EDGX>BATS>IEX
VWAP
1
LMT
4.9
65
21
0.64
Multi
false
null
null
0
ARCA>EDGX>BATS>IEX
LMT
40.9
94
4.6
10
56
-10
28
NoShort
VenueReject
Paused due to data glitch
X008161
2025-12-05 12:45:23
GOOGL
Sell
18,214
294.61
5,366,026.54
1.2
0.054
High
23.7
6
-9.4
ARCA>NYSE>NASDAQ>EDGX>BATS
TWAP
2
IOC
7.6
67
24
0.52
LiqDrop
false
null
null
0
ARCA>NYSE>NASDAQ>EDGX>BATS
IOC
36.8
86
14.6
56
24
19
-3
null
null
Stable book; normal liquidity
X008162
2025-11-20 10:17:46
XLF
Buy
90,783
90.59
8,224,031.97
3.7
0.248
Low
4.6
23
-2.1
BATS>EDGX>NYSE
TWAP
3
LMT
3.5
105
30
0.64
LiqDrop
false
null
null
0
BATS>EDGX>NYSE
LMT
23.3
73
9.2
151
47
-37
-19
null
null
Venue switch reduced impact
X008163
2025-12-04 12:18:40
XLU
Sell
20,677
98.1
2,028,413.7
1.7
0.066
Medium
19.5
31
30
NYSE>NASDAQ
TWAP
1
MKT
6
67
15
0.75
LiqDrop
true
LiquidityDrop
AlgoSwitch
29
NYSE>NASDAQ
MKT>IOC
63.2
97
18.7
107
24
17
-34
PositionLimitNear
null
Venue switch reduced impact
X008164
2025-11-04 15:41:51
XLY
Buy
25,620
269.87
6,914,069.4
1.9
0.107
Medium
15.8
28
-25.2
IEX>BATS
Adaptive
1
LMT
3.8
68
34
0.59
ToxicitySpike
false
null
null
0
IEX>BATS
LMT
66.8
88
0
63
56
26
-27
null
null
Venue switch reduced impact
X008165
2025-12-07 11:23:18
HD
Buy
26,871
150.3
4,038,711.3
2.2
0.104
High
4.3
21
30.3
IEX>NYSE
TWAP
1
LMT
1.9
69
16
0.8
LiqDrop
true
LiquidityDrop
AlgoSwitch
22
IEX>NYSE
LMT>MKT
39.2
96
6.3
87
51
11
-29
null
null
Paused due to data glitch
X008166
2025-10-30 11:33:27
TSLA
Sell
35,384
308.71
10,923,394.64
1.4
0.11
Medium
15.1
31
12.3
ARCA>NYSE>NASDAQ
IS
4
MKT
8
80
20
0.46
LiqDrop
false
null
null
0
ARCA>NYSE>NASDAQ
MKT
17.9
89
13.5
68
40
-9
2
null
null
High urgency from PM
X008167
2025-11-10 09:38:28
INTC
Sell
1,211
164.5
199,209.5
1.3
0.058
High
21.8
24
-18.8
NASDAQ>EDGX
Adaptive
5
MKT
9.4
60
21
0.74
Multi
false
null
null
0
NASDAQ>EDGX
MKT
45.2
100
21.4
67
29
8
-3
Watchlist
null
Stable book; normal liquidity
X008168
2025-11-26 13:13:30
NFLX
Buy
21,245
299.95
6,372,437.75
2.4
0.203
Low
12.3
14
30.9
IEX>NASDAQ>ARCA>NYSE
POV
4
MKT
7
72
32
0.84
LiqDrop
false
null
null
0
IEX>NASDAQ>ARCA>NYSE
MKT
20.5
86
24.2
10
19
7
-15
null
null
Toxic prints; widened spread
X008169
2025-11-14 15:38:14
CVX
Buy
23,989
129.85
3,114,971.65
1.4
0.142
Medium
12.3
30
21.2
IEX>ARCA>NASDAQ>NYSE
TWAP
1
MKT
4
68
21
0.5
Multi
false
null
null
0
IEX>ARCA>NASDAQ>NYSE
MKT
34.3
97
0
55
-16
-15
-33
null
null
Toxic prints; widened spread
X008170
2025-11-24 09:46:32
NFLX
Sell
10,554
275.64
2,909,104.56
2.4
0.101
Ultra
3.4
31
23.9
EDGX>IEX
TWAP
1
PO
2
63
13
0.49
Multi
false
null
null
0
EDGX>IEX
PO
53.2
91
0
45
36
28
38
Watchlist
null
Venue switch reduced impact
X008171
2025-12-26 13:34:30
NVDA
Buy
5,875
215.52
1,266,180
1.2
0.152
Medium
13.7
15
26.1
IEX>BATS>NYSE>NASDAQ
IS
5
LMT
6.6
63
27
0.67
ToxicitySpike
true
ToxicitySpike
VenueSwitch
21
IEX>BATS>NYSE>NASDAQ
LMT>MKT
94.1
91
7.6
77
29
-7
0
Watchlist
null
Venue switch reduced impact
X008172
2025-11-22 15:49:25
IWM
Sell
50,617
208.91
10,574,397.47
1.2
0.07
High
11.9
10
-25.6
BATS>ARCA>IEX
IS
4
LMT
5.3
89
28
0.74
Slip>Thresh
false
null
null
0
BATS>ARCA>IEX
LMT
4.9
87
5.7
28
12
-20
12
null
null
Paused due to data glitch
X008173
2025-12-25 10:21:24
MSFT
Sell
35,540
167.49
5,952,594.6
2.5
0.189
Low
23
37
-33.5
NYSE>EDGX>IEX
POV
5
LMT
10.5
83
22
0.72
LiqDrop
false
null
null
0
NYSE>EDGX>IEX
LMT
57.9
91
23.1
43
48
-1
2
null
null
Venue switch reduced impact
X008174
2025-12-18 09:39:35
XLK
Sell
59,988
122.04
7,320,935.52
1.3
0.168
Low
18.4
16
-0.9
IEX>ARCA>NASDAQ>EDGX>NYSE
IS
4
LMT
7.8
94
27
0.82
LiqDrop
false
null
null
0
IEX>ARCA>NASDAQ>EDGX>NYSE
LMT
33.7
93
29.5
10
59
11
-18
null
null
Toxic prints; widened spread
X008175
2025-12-06 09:35:58
TLT
Sell
16,343
92.98
1,519,572.14
1.9
0.06
Ultra
6
5
17.2
BATS>NYSE>IEX>ARCA
VWAP
1
MKT
2.5
65
18
0.41
ToxicitySpike
false
null
null
0
BATS>NYSE>IEX>ARCA
MKT
46.7
88
6.2
86
24
-30
39
null
null
Paused due to data glitch
X008176
2025-12-12 15:01:15
CVX
Buy
54,947
55.13
3,029,228.11
0.8
0.326
Low
16.9
9
-13.1
NASDAQ>BATS>IEX>ARCA>EDGX
TWAP
3
LMT
5.4
87
26
0.71
Multi
false
null
null
0
NASDAQ>BATS>IEX>ARCA>EDGX
LMT
11.2
85
5.2
97
-3
25
-5
PositionLimitNear
null
Toxic prints; widened spread
X008177
2025-10-29 11:05:23
CVX
Sell
15,119
19.17
289,831.23
1
0.09
High
14.7
23
31.6
IEX>EDGX>NYSE>ARCA>BATS
Adaptive
1
LMT
3.3
65
18
0.64
Multi
false
null
null
0
IEX>EDGX>NYSE>ARCA>BATS
LMT
53.2
87
0
55
-2
6
-22
null
null
Toxic prints; widened spread
X008178
2025-12-03 12:44:15
XLP
Buy
94,676
339.67
32,158,596.92
1.9
0.327
Low
8.5
28
-26
ARCA>NYSE
Adaptive
5
PO
4.5
121
23
0.48
Slip>Thresh
false
null
null
0
ARCA>NYSE
PO
67.2
92
16.2
131
59
10
-19
null
null
Stable book; normal liquidity
X008179
2025-12-18 14:43:13
XLI
Buy
3,191
167.19
533,503.29
3.1
0.146
Low
25.2
16
15.7
BATS>ARCA
IS
4
LMT
11.6
61
17
0.55
LiqDrop
false
null
null
0
BATS>ARCA
LMT
46.3
93
11.3
29
-8
28
-9
null
null
Venue switch reduced impact
X008180
2025-11-27 15:09:02
UNH
Buy
11,105
314.15
3,488,635.75
2.7
0.049
Medium
18.4
30
-33.9
BATS>EDGX
Adaptive
1
MKT
5.6
63
22
0.51
Slip>Thresh
false
null
null
0
BATS>EDGX
MKT
50
91
2.4
81
-20
-13
22
null
null
Toxic prints; widened spread
X008181
2025-11-14 13:55:22
HD
Buy
16,775
34.78
583,434.5
2.2
0.065
Medium
14.2
6
-2.3
ARCA>EDGX>NASDAQ
TWAP
3
LMT
5.3
68
21
0.65
LiqDrop
true
LiquidityDrop
OrderTypeChange
11
ARCA>EDGX>NASDAQ
LMT>PO
46.8
98
12.7
132
51
-13
-12
PositionLimitNear
null
High urgency from PM
X008182
2025-11-09 14:38:09
JPM
Buy
3,065
321
983,865
4.3
0.076
Medium
7.8
33
3.1
NYSE>EDGX
TWAP
2
MKT
5
61
26
0.6
ToxicitySpike
false
null
null
0
NYSE>EDGX
MKT
70.4
98
9
95
59
-4
3
null
null
Venue switch reduced impact
X008183
2025-12-12 15:55:04
NVDA
Buy
18,663
179.17
3,343,849.71
2
0.483
Low
15.4
16
-32.3
NASDAQ>BATS>IEX>EDGX>NYSE
TWAP
1
LMT
4.3
66
29
0.84
ToxicitySpike
false
null
null
0
NASDAQ>BATS>IEX>EDGX>NYSE
LMT
33.7
88
2.6
49
-6
27
-29
null
null
Stable book; normal liquidity
X008184
2025-11-17 11:47:04
AMD
Sell
2,927
70.04
205,007.08
2.2
0.082
Low
39.5
26
-9.9
NYSE>NASDAQ>EDGX>BATS
IS
5
MKT
21.7
61
17
0.73
ToxicitySpike
false
null
null
0
NYSE>NASDAQ>EDGX>BATS
MKT
56.4
98
35.3
40
19
-16
-20
null
null
Paused due to data glitch
X008185
2025-12-23 10:18:59
QQQ
Buy
18,448
409.54
7,555,193.92
0.5
0.058
Ultra
16.5
23
33.9
ARCA>BATS>NYSE
IS
4
LMT
6.5
70
15
0.65
ToxicitySpike
false
null
null
0
ARCA>BATS>NYSE
LMT
11
76
5.6
106
46
6
-19
null
null
Stable book; normal liquidity
X008186
2025-12-15 13:55:17
PFE
Buy
41,770
137.44
5,740,868.8
3.3
0.113
Low
14
12
13.2
NASDAQ>IEX
Adaptive
4
LMT
6
84
19
0.65
Multi
false
null
null
0
NASDAQ>IEX
LMT
75.1
95
14.7
64
52
14
14
null
null
Venue switch reduced impact
X008187
2025-11-26 09:35:50
GOOGL
Sell
17,118
267.64
4,581,461.52
1.3
0.051
High
14.9
31
-6.1
NASDAQ>BATS>EDGX
Adaptive
4
LMT
5
69
28
0.73
Slip>Thresh
false
null
null
0
NASDAQ>BATS>EDGX
LMT
12.7
93
0
19
48
8
-9
null
null
Stable book; normal liquidity
X008188
2025-11-20 15:55:02
XLU
Sell
112,211
174.36
19,565,109.96
2.1
0.359
Low
9.5
30
-23.9
EDGX>BATS>ARCA>IEX
TWAP
1
IOC
3.6
99
28
0.45
Slip>Thresh
false
null
null
0
EDGX>BATS>ARCA>IEX
IOC
21.1
95
13.3
38
-16
-39
34
null
null
Venue switch reduced impact
X008189
2025-10-27 10:55:34
T
Buy
11,017
252.12
2,777,606.04
3.5
0.092
Medium
5.8
30
-1.2
BATS>IEX>NASDAQ>EDGX>ARCA
VWAP
3
PO
3.9
65
17
0.45
LiqDrop
false
null
null
0
BATS>IEX>NASDAQ>EDGX>ARCA
PO
12.9
87
4.2
78
-10
2
25
null
null
Stable book; normal liquidity
X008190
2025-12-18 11:07:04
NVDA
Buy
14,833
306.21
4,542,012.93
2.1
0.384
Low
16.2
8
10.8
IEX>NASDAQ
IS
4
LMT
7.7
68
31
0.66
ToxicitySpike
false
null
null
0
IEX>NASDAQ
LMT
73
99
0
99
49
-11
19
Watchlist
null
Stable book; normal liquidity
X008191
2025-12-23 13:07:25
HD
Buy
58,992
211.28
12,463,829.76
1.9
0.229
Medium
6.4
37
9.9
NASDAQ>ARCA>EDGX
IS
5
MKT
5.2
98
35
0.44
LiqDrop
false
null
null
0
NASDAQ>ARCA>EDGX
MKT
69.9
90
9.3
17
-17
-14
21
PositionLimitNear
null
Paused due to data glitch
X008192
2025-11-24 09:35:07
BAC
Sell
57,082
287.22
16,395,092.04
1.4
0.156
Medium
10.4
17
-28.3
EDGX>BATS>NASDAQ>IEX>ARCA
VWAP
2
MKT
3.9
84
24
0.54
LiqDrop
false
null
null
0
EDGX>BATS>NASDAQ>IEX>ARCA
MKT
64.9
86
4.2
67
10
-4
4
null
null
Toxic prints; widened spread
X008193
2025-12-16 11:30:49
PFE
Buy
11,630
293.01
3,407,706.3
3.3
0.032
Medium
18.9
21
-24.9
IEX>NASDAQ>ARCA>NYSE>EDGX
VWAP
2
PO
6.7
64
21
0.45
Multi
false
null
null
0
IEX>NASDAQ>ARCA>NYSE>EDGX
PO
34.8
98
0
79
19
0
-5
null
null
Stable book; normal liquidity
X008194
2025-11-30 12:23:59
XLP
Sell
22,086
291.04
6,427,909.44
1.7
0.076
Medium
17.2
34
-10.7
IEX>NYSE
VWAP
1
PO
4.7
67
31
0.82
LiqDrop
true
LiquidityDrop
OrderTypeChange
19
IEX>NYSE
PO>LMT
91
91
6.1
82
22
11
29
null
null
Paused due to data glitch
X008195
2025-12-24 12:55:42
CSCO
Sell
73,334
101.54
7,446,334.36
4.7
0.184
Low
6.5
33
28.5
EDGX>NASDAQ
VWAP
2
LMT
3.8
91
17
0.7
LiqDrop
false
null
null
0
EDGX>NASDAQ
LMT
98.9
88
22.2
91
14
-2
-37
null
null
Toxic prints; widened spread
X008196
2025-11-10 15:47:46
GOOGL
Buy
43,662
181.26
7,914,174.12
1.3
0.13
Ultra
3.1
15
7.5
BATS>IEX>ARCA
POV
4
MKT
2.4
85
33
0.43
Multi
false
null
null
0
BATS>IEX>ARCA
MKT
32.3
86
9.7
42
57
-16
22
null
null
Stable book; normal liquidity
X008197
2025-12-16 12:45:39
VZ
Buy
2,786
80.33
223,799.38
2.4
0.024
Ultra
10.1
10
22.4
ARCA>NYSE>IEX>NASDAQ
POV
4
MKT
6.1
61
21
0.58
Slip>Thresh
false
null
null
0
ARCA>NYSE>IEX>NASDAQ
MKT
19.6
95
1.5
54
47
-1
27
null
null
Toxic prints; widened spread
X008198
2025-11-02 11:23:53
XLF
Buy
167,293
328.01
54,873,776.93
1.8
0.457
Low
15.7
3
-27.3
ARCA>EDGX>BATS>IEX>NYSE
VWAP
2
MKT
5.7
131
13
0.71
LiqDrop
true
LiquidityDrop
AlgoSwitch
28
ARCA>EDGX>BATS>IEX>NYSE
MKT>IOC
43.1
95
0
166
-3
3
5
null
null
High urgency from PM
X008199
2025-11-12 09:35:53
XLE
Buy
98,337
327.97
32,251,585.89
2
0.353
Low
22.9
8
20
BATS>NYSE>ARCA>EDGX
TWAP
2
LMT
6.9
101
21
0.65
Slip>Thresh
false
null
null
0
BATS>NYSE>ARCA>EDGX
LMT
69.3
93
0
236
22
-15
-6
null
null
Stable book; normal liquidity
X008200
2025-12-12 09:35:11
XLP
Buy
58,582
162.66
9,528,948.12
1.9
0.203
Medium
10.3
4
-15.9
NYSE>EDGX>ARCA
TWAP
2
LMT
3.6
84
22
0.5
Slip>Thresh
false
null
null
0
NYSE>EDGX>ARCA
LMT
28.3
92
0
12
17
28
8
null
null
Toxic prints; widened spread