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
X008201
2025-12-12 11:11:55
MA
Sell
10,708
244.13
2,614,144.04
0.8
0.046
Ultra
13.1
19
21.4
NYSE>NASDAQ
TWAP
2
MKT
4.5
64
22
0.45
LiqDrop
false
null
null
0
NYSE>NASDAQ
MKT
1
94
1.5
60
-8
24
19
null
null
Paused due to data glitch
X008202
2025-11-23 13:07:38
IWM
Buy
62,466
198.88
12,423,238.08
1.7
0.086
High
7
32
25.7
BATS>IEX>NASDAQ>NYSE>EDGX
TWAP
1
LMT
2.3
81
32
0.64
Multi
false
null
null
0
BATS>IEX>NASDAQ>NYSE>EDGX
LMT
22.9
92
7.9
32
2
-11
36
null
null
Stable book; normal liquidity
X008203
2025-12-26 09:35:31
T
Buy
10,532
210.92
2,221,409.44
4.3
0.088
Medium
6.5
4
1.4
ARCA>BATS>NASDAQ>IEX>NYSE
TWAP
2
PO
4.2
64
34
0.69
Multi
false
null
null
0
ARCA>BATS>NASDAQ>IEX>NYSE
PO
62.7
95
10.8
58
38
-20
31
PositionLimitNear
null
High urgency from PM
X008204
2025-12-11 09:41:54
IWM
Sell
148,003
195.17
28,885,745.51
1.7
0.204
Low
17.7
3
-18.8
BATS>ARCA>EDGX>NYSE>NASDAQ
TWAP
1
MKT
5.6
111
19
0.68
Slip>Thresh
false
null
null
0
BATS>ARCA>EDGX>NYSE>NASDAQ
MKT
95.8
92
10.5
167
-18
0
-37
null
null
Toxic prints; widened spread
X008205
2025-11-30 14:12:37
GOOGL
Buy
75,452
345.25
26,049,803
1.8
0.225
Medium
7.6
13
3.8
IEX>NYSE>BATS>NASDAQ
VWAP
2
MKT
3.3
92
23
0.67
LiqDrop
false
null
null
0
IEX>NYSE>BATS>NASDAQ
MKT
89.9
85
7.3
103
25
-27
-37
null
null
Paused due to data glitch
X008206
2025-12-06 14:59:30
IWM
Sell
99,577
198.65
19,780,971.05
1.8
0.137
Low
19.2
32
-1.3
BATS>NYSE>EDGX>ARCA>NASDAQ
Adaptive
5
MKT
8.8
124
32
0.81
Slip>Thresh
false
null
null
0
BATS>NYSE>EDGX>ARCA>NASDAQ
MKT
33.8
95
1.4
12
7
-23
30
null
null
Toxic prints; widened spread
X008207
2025-11-13 15:02:45
GOOGL
Sell
11,483
235.51
2,704,361.33
1.1
0.034
Ultra
8
16
31.7
BATS>ARCA>NASDAQ>NYSE>IEX
TWAP
2
LMT
2.6
64
22
0.77
Slip>Thresh
false
null
null
0
BATS>ARCA>NASDAQ>NYSE>IEX
LMT
4.1
96
1.2
100
-11
25
15
Watchlist
null
Toxic prints; widened spread
X008208
2025-12-23 15:55:49
HD
Buy
22,085
290.29
6,411,054.65
1.6
0.086
Ultra
3.2
18
29.9
NASDAQ>EDGX>IEX>ARCA
IS
4
MKT
2.9
72
24
0.44
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>IEX>ARCA
MKT
70
93
0
102
-12
30
-30
Watchlist
null
Toxic prints; widened spread
X008209
2025-12-07 13:10:42
HD
Buy
30,290
173.17
5,245,319.3
1.8
0.118
High
4.6
28
2.2
NYSE>BATS
VWAP
1
MKT
2.1
70
13
0.7
Multi
false
null
null
0
NYSE>BATS
MKT
16.8
89
11
71
-11
-18
27
Watchlist
null
Stable book; normal liquidity
X008210
2025-11-14 09:39:28
PEP
Sell
28,017
141.41
3,961,883.97
4.2
0.088
Low
21.8
32
-6.1
ARCA>NASDAQ>NYSE
TWAP
1
LMT
6.6
69
30
0.62
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>NYSE
LMT
91.3
80
15
128
58
-3
-6
null
null
Venue switch reduced impact
X008211
2025-12-07 10:01:47
INTC
Sell
3,058
56.16
171,737.28
1
0.146
Medium
19.7
18
-32.8
BATS>NASDAQ
IS
4
LMT
8
61
13
0.71
LiqDrop
true
LiquidityDrop
VenueSwitch
31
BATS>NASDAQ
LMT>IOC
29.3
100
10.6
109
10
-25
-18
null
null
High urgency from PM
X008212
2025-12-23 13:08:45
V
Buy
5,181
76.76
397,693.56
3
0.067
Low
25.4
24
-0.3
NYSE>BATS>IEX
VWAP
2
PO
8.3
62
14
0.46
Multi
false
null
null
0
NYSE>BATS>IEX
PO
51.2
85
8.2
87
-3
3
36
PositionLimitNear
null
Stable book; normal liquidity
X008213
2025-11-27 15:15:53
CVX
Buy
74,635
58.17
4,341,517.95
0.9
0.443
Low
13.4
22
-6.5
IEX>NASDAQ>BATS>EDGX
VWAP
1
LMT
3.2
86
24
0.49
Slip>Thresh
false
null
null
0
IEX>NASDAQ>BATS>EDGX
LMT
14.8
90
2.1
140
1
0
-2
null
null
Toxic prints; widened spread
X008214
2025-12-26 15:50:32
NFLX
Buy
14,669
66.09
969,474.21
5
0.14
Low
12.1
33
-20.4
ARCA>IEX
TWAP
2
LMT
5.6
66
19
0.77
Multi
false
null
null
0
ARCA>IEX
LMT
76.1
90
0
87
20
-33
-13
null
null
Paused due to data glitch
X008215
2025-11-25 10:10:08
BRK.B
Sell
32,335
96.96
3,135,201.6
2.6
0.147
High
4.2
36
26
NYSE>EDGX>BATS
Adaptive
1
MKT
2.3
71
16
0.61
LiqDrop
false
null
null
0
NYSE>EDGX>BATS
MKT
42.4
95
9.4
64
29
-34
-36
PositionLimitNear
null
Paused due to data glitch
X008216
2025-12-09 15:55:15
WMT
Buy
91,216
305.03
27,823,616.48
2.6
0.281
Medium
4.1
6
32.5
BATS>NASDAQ>IEX>ARCA
TWAP
1
PO
2.3
91
27
0.82
LiqDrop
true
LiquidityDrop
OrderTypeChange
13
BATS>NASDAQ>IEX>ARCA
PO>LMT
6.6
96
0
139
59
30
28
null
null
Stable book; normal liquidity
X008217
2025-12-05 14:06:59
CSCO
Buy
187,842
216.81
40,726,024.02
3.7
0.471
Low
20.3
10
18.6
BATS>NASDAQ>NYSE
TWAP
1
LMT
6.1
125
16
0.84
LiqDrop
false
null
null
0
BATS>NASDAQ>NYSE
LMT
65.1
100
17.3
132
48
20
23
NoShort
null
Toxic prints; widened spread
X008218
2025-11-09 11:32:29
MA
Sell
28,925
108.93
3,150,800.25
0.7
0.123
Medium
21.8
15
18
ARCA>BATS>NYSE>NASDAQ
Adaptive
2
LMT
5.3
72
26
0.42
Slip>Thresh
false
null
null
0
ARCA>BATS>NYSE>NASDAQ
LMT
22.6
70
0
40
22
20
19
null
null
Paused due to data glitch
X008219
2025-10-31 09:45:02
JPM
Sell
4,179
74.61
311,795.19
3.4
0.103
Medium
10.9
23
-20.2
BATS>NYSE>EDGX
IS
5
IOC
8.4
62
28
0.5
Slip>Thresh
false
null
null
0
BATS>NYSE>EDGX
IOC
99.1
99
21.6
10
10
-14
-16
null
null
Venue switch reduced impact
X008220
2025-12-18 11:01:07
TLT
Buy
132,326
93.79
12,410,855.54
3.4
0.484
Low
19.1
14
-22.2
EDGX>IEX
TWAP
3
IOC
8.8
126
19
0.7
LiqDrop
false
null
null
0
EDGX>IEX
IOC
46.5
100
19.4
110
39
-2
-27
null
null
Venue switch reduced impact
X008221
2025-10-31 14:36:04
UNH
Buy
10,173
70.12
713,330.76
1.5
0.045
High
14.6
26
12.4
NASDAQ>EDGX>IEX>BATS
Adaptive
3
LMT
4.5
65
20
0.83
LiqDrop
false
null
null
0
NASDAQ>EDGX>IEX>BATS
LMT
98.1
90
5.9
62
-7
6
32
null
VenueReject
Venue switch reduced impact
X008222
2025-11-12 15:45:29
BRK.B
Sell
29,223
265.51
7,758,998.73
1.4
0.133
Medium
20.8
27
-34.2
NASDAQ>IEX>BATS>EDGX>NYSE
TWAP
3
MKT
8.2
74
17
0.54
Multi
false
null
null
0
NASDAQ>IEX>BATS>EDGX>NYSE
MKT
66.6
100
12.6
78
45
6
-40
null
null
Toxic prints; widened spread
X008223
2025-11-06 09:38:52
HYG
Sell
11,317
77.59
878,086.03
2.3
0.062
High
10.8
20
-32
NYSE>ARCA>EDGX>NASDAQ
IS
5
LMT
6.3
67
12
0.56
LiqDrop
false
null
null
0
NYSE>ARCA>EDGX>NASDAQ
LMT
35.4
88
0
52
13
-16
-7
Watchlist
null
Paused due to data glitch
X008224
2025-12-20 14:42:22
XLF
Buy
33,212
232.78
7,731,089.36
2.1
0.091
Medium
8.9
28
0.6
EDGX>IEX
IS
4
LMT
4.9
79
13
0.64
LiqDrop
false
null
null
0
EDGX>IEX
LMT
20.6
92
2
103
19
-19
-15
null
null
High urgency from PM
X008225
2025-12-01 14:04:28
MA
Sell
61,865
117.52
7,270,374.8
1.2
0.264
Low
23.7
32
18.6
ARCA>BATS>NYSE>NASDAQ>EDGX
POV
5
LMT
9.8
100
19
0.49
LiqDrop
false
null
null
0
ARCA>BATS>NYSE>NASDAQ>EDGX
LMT
23.6
90
2.1
138
-8
-33
19
null
null
High urgency from PM
X008226
2025-12-24 09:35:10
JPM
Sell
19,436
78.71
1,529,807.56
2.5
0.481
Low
16.4
36
-16.9
BATS>EDGX>NASDAQ>ARCA>NYSE
TWAP
3
LMT
6.3
69
29
0.52
Slip>Thresh
false
null
null
0
BATS>EDGX>NASDAQ>ARCA>NYSE
LMT
18.2
98
3.3
126
58
-29
-32
null
null
Toxic prints; widened spread
X008227
2025-11-23 11:31:30
VZ
Buy
71,585
58.84
4,212,061.4
2.1
0.612
Low
14.4
36
-31.4
ARCA>IEX
IS
5
IOC
9.1
106
15
0.56
Slip>Thresh
false
null
null
0
ARCA>IEX
IOC
24.2
86
0
51
7
-3
-22
null
null
Toxic prints; widened spread
X008228
2025-11-12 14:55:56
PFE
Buy
134,795
218
29,385,310
1.5
0.366
Low
10
8
19
IEX>NYSE>ARCA
POV
5
LMT
5
147
24
0.66
Multi
false
null
null
0
IEX>NYSE>ARCA
LMT
22.5
87
2.3
19
16
-31
-5
null
null
Toxic prints; widened spread
X008229
2025-12-10 13:08:55
XLV
Buy
32,276
318.05
10,265,381.8
0.9
0.091
High
16.1
17
6.9
NASDAQ>IEX
VWAP
2
LMT
4.3
73
31
0.46
Multi
false
null
null
0
NASDAQ>IEX
LMT
47.6
89
1.9
19
56
23
40
null
null
Stable book; normal liquidity
X008230
2025-11-04 15:21:14
T
Sell
6,534
329.54
2,153,214.36
2.7
0.054
Medium
18.6
14
-18.8
IEX>BATS>ARCA>EDGX
IS
5
PO
10.8
64
12
0.64
Multi
false
null
null
0
IEX>BATS>ARCA>EDGX
PO
57.2
96
7.9
126
2
1
-16
NoShort
null
Paused due to data glitch
X008231
2025-12-01 12:26:27
QQQ
Sell
19,205
399.63
7,674,894.15
0.6
0.061
Ultra
9.8
7
32.8
IEX>NASDAQ>BATS>EDGX
IS
4
LMT
4.1
71
23
0.54
ToxicitySpike
true
ToxicitySpike
VenueSwitch
11
IEX>NASDAQ>BATS>EDGX
LMT>MKT
87.1
87
0.8
42
-9
-1
-37
null
null
Venue switch reduced impact
X008232
2025-11-09 14:08:11
AMZN
Buy
2,844
173.37
493,064.28
2.6
0.131
Low
34.6
19
-25.4
EDGX>NYSE>BATS>NASDAQ>IEX
TWAP
2
LMT
10
61
28
0.55
Multi
false
null
null
0
EDGX>NYSE>BATS>NASDAQ>IEX
LMT
68.7
97
0
159
6
25
-22
Watchlist
null
High urgency from PM
X008233
2025-11-18 11:32:31
BA
Sell
30,364
296.7
9,008,998.8
1.5
0.101
Medium
23.8
37
22.7
NASDAQ>NYSE
VWAP
2
LMT
6.4
72
33
0.82
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
12
NASDAQ>NYSE
LMT>PO
74.9
96
2.7
8
29
-35
-40
null
null
Venue switch reduced impact
X008234
2025-11-22 11:32:01
INTC
Sell
1,543
263.36
406,364.48
1.3
0.074
High
10.8
38
-7.5
NASDAQ>NYSE>EDGX
Adaptive
3
MKT
4.2
60
34
0.57
LiqDrop
false
null
null
0
NASDAQ>NYSE>EDGX
MKT
36.7
96
2.5
39
55
29
6
null
null
High urgency from PM
X008235
2025-11-19 10:38:29
XLI
Buy
1,025
159.31
163,292.75
2.1
0.047
Medium
38.6
36
27.9
ARCA>BATS>IEX>EDGX>NYSE
Adaptive
5
IOC
15.8
60
33
0.57
Multi
false
null
null
0
ARCA>BATS>IEX>EDGX>NYSE
IOC
33.2
95
17.8
61
-18
-26
22
NoShort
null
High urgency from PM
X008236
2025-12-08 09:35:55
GOOGL
Sell
18,102
42.04
761,008.08
1.8
0.054
High
11.6
17
25.4
EDGX>BATS
VWAP
2
IOC
4.2
67
24
0.44
LiqDrop
false
null
null
0
EDGX>BATS
IOC
59.8
100
0.5
104
17
25
-6
PositionLimitNear
null
Stable book; normal liquidity
X008237
2025-10-27 14:14:49
INTC
Buy
7,938
332.82
2,641,925.16
1.1
0.378
Low
22.2
35
-13.3
NASDAQ>EDGX>BATS>NYSE
POV
4
PO
9.2
64
27
0.67
Slip>Thresh
true
SlippageAboveThreshold
AlgoSwitch
14
NASDAQ>EDGX>BATS>NYSE
PO>MKT
48
97
36.4
44
38
23
-25
null
null
Toxic prints; widened spread
X008238
2025-11-25 13:20:31
KO
Sell
11,744
114.83
1,348,563.52
2.9
0.292
Low
6.6
37
-23.9
EDGX>ARCA
POV
5
PO
5.2
67
24
0.61
Multi
false
null
null
0
EDGX>ARCA
PO
25.1
86
4.2
54
14
-34
-36
null
null
Venue switch reduced impact
X008239
2025-12-15 12:23:07
XLF
Sell
40,741
271.44
11,058,737.04
2.5
0.111
Low
18.1
10
-30.5
NASDAQ>NYSE>ARCA
VWAP
1
PO
5.3
74
23
0.43
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>ARCA
PO
6.2
93
18.8
63
13
-24
10
null
null
Stable book; normal liquidity
X008240
2025-12-12 15:05:11
PFE
Sell
17,423
136.76
2,382,769.48
1.6
0.047
High
21.9
9
-8.6
EDGX>BATS>IEX>NYSE>ARCA
POV
4
MKT
10.2
70
20
0.58
Multi
false
null
null
0
EDGX>BATS>IEX>NYSE>ARCA
MKT
65.1
91
17.4
56
44
-9
34
null
null
Toxic prints; widened spread
X008241
2025-11-10 10:15:17
XLU
Sell
65,736
147.32
9,684,227.52
1.6
0.21
Medium
9.4
8
13.5
BATS>EDGX
POV
5
MKT
5.8
102
33
0.57
LiqDrop
false
null
null
0
BATS>EDGX
MKT
15.8
89
19.7
128
34
17
9
Watchlist
null
Stable book; normal liquidity
X008242
2025-11-21 11:08:16
GOOGL
Sell
49,026
95.03
4,658,940.78
1.2
0.146
Medium
16.6
36
19
IEX>BATS
IS
4
LMT
7
88
19
0.74
Multi
false
null
null
0
IEX>BATS
LMT
77.1
91
9.3
88
41
15
0
NoShort
null
Stable book; normal liquidity
X008243
2025-12-20 12:24:48
XLY
Sell
44,160
185.85
8,207,136
1.1
0.184
High
7.7
5
-18.2
NYSE>IEX>ARCA>BATS
Adaptive
2
LMT
2.3
78
31
0.84
ToxicitySpike
false
null
null
0
NYSE>IEX>ARCA>BATS
LMT
49.5
100
6.5
121
53
13
1
null
null
Stable book; normal liquidity
X008244
2025-11-10 14:47:07
MA
Sell
8,296
312.36
2,591,338.56
1
0.035
Ultra
16.7
36
-34.1
NYSE>IEX>NASDAQ
TWAP
3
MKT
6.5
64
26
0.6
ToxicitySpike
false
null
null
0
NYSE>IEX>NASDAQ
MKT
36.9
88
8.4
38
43
26
-26
null
null
Stable book; normal liquidity
X008245
2025-12-17 10:10:14
UNH
Buy
38,243
202.67
7,750,708.81
3.1
0.168
Low
10.7
19
32
EDGX>IEX
Adaptive
1
LMT
3.3
73
28
0.65
Slip>Thresh
false
null
null
0
EDGX>IEX
LMT
80.5
91
0
10
45
27
-24
null
null
Venue switch reduced impact
X008246
2025-11-09 09:35:20
QQQ
Sell
37,767
417.31
15,760,546.77
0.7
0.12
Medium
20.1
15
-16
NYSE>ARCA>EDGX>IEX
Adaptive
2
LMT
4.9
76
30
0.8
LiqDrop
false
null
null
0
NYSE>ARCA>EDGX>IEX
LMT
74.4
89
1.1
88
16
1
33
null
null
Stable book; normal liquidity
X008247
2025-11-29 09:35:09
MSFT
Buy
64,514
233.71
15,077,566.94
2.8
0.342
Low
22.7
5
-13
ARCA>NYSE>IEX>NASDAQ
VWAP
3
LMT
7.8
92
31
0.68
Slip>Thresh
false
null
null
0
ARCA>NYSE>IEX>NASDAQ
LMT
22.2
99
9.9
100
-13
9
16
null
Throttle
Toxic prints; widened spread
X008248
2025-12-24 09:35:13
XLP
Buy
31,650
61.83
1,956,919.5
2.3
0.109
Medium
10.8
22
-24.9
NYSE>NASDAQ
IS
5
MKT
7.6
80
25
0.53
LiqDrop
false
null
null
0
NYSE>NASDAQ
MKT
7.9
100
22.7
83
27
-3
33
PositionLimitNear
null
Toxic prints; widened spread
X008249
2025-12-05 12:23:14
BA
Buy
54,772
173.5
9,502,942
2.6
0.183
Low
10.5
29
26.5
IEX>ARCA>NYSE>EDGX
VWAP
3
MKT
5.2
87
19
0.42
ToxicitySpike
false
null
null
0
IEX>ARCA>NYSE>EDGX
MKT
18.7
98
2.4
97
29
13
-31
null
null
Stable book; normal liquidity
X008250
2025-11-08 12:41:34
QQQ
Buy
87,614
425.24
37,256,977.36
0.5
0.278
Medium
16.6
38
12.5
BATS>ARCA
POV
4
LMT
6
110
21
0.52
Slip>Thresh
false
null
null
0
BATS>ARCA
LMT
56.7
88
7.3
128
28
-32
32
null
Unknown
Toxic prints; widened spread
X008251
2025-11-16 14:36:55
DIS
Sell
50,847
165.12
8,395,856.64
1.2
0.222
Low
15.7
35
14.9
NASDAQ>BATS>IEX>NYSE>EDGX
IS
4
LMT
6.8
89
31
0.56
LiqDrop
false
null
null
0
NASDAQ>BATS>IEX>NYSE>EDGX
LMT
81.1
85
36.7
10
54
11
-9
NoShort
null
Venue switch reduced impact
X008252
2025-11-26 11:55:35
XLV
Sell
63,574
137.74
8,756,682.76
1.6
0.178
Medium
10.8
27
-12.5
ARCA>NYSE
VWAP
3
IOC
4.5
91
14
0.66
LiqDrop
true
LiquidityDrop
Cross
17
ARCA>NYSE
IOC>MKT
73.5
94
7.1
160
40
14
5
null
null
Venue switch reduced impact
X008253
2025-12-20 15:50:55
V
Sell
6,799
216.9
1,474,703.1
3.6
0.089
Medium
7.4
3
29.4
NYSE>IEX>EDGX>NASDAQ
IS
5
LMT
6
64
16
0.71
Slip>Thresh
false
null
null
0
NYSE>IEX>EDGX>NASDAQ
LMT
43.2
88
10.9
46
55
-25
2
null
null
Toxic prints; widened spread
X008254
2025-11-18 14:07:52
NVDA
Buy
15,000
60.19
902,850
1.4
0.388
Low
11.4
19
32.8
IEX>ARCA>NYSE>EDGX
POV
4
PO
5.5
68
13
0.52
LiqDrop
false
null
null
0
IEX>ARCA>NYSE>EDGX
PO
55.1
97
4.6
26
-16
5
-13
null
null
High urgency from PM
X008255
2025-12-15 10:24:00
XLV
Buy
48,417
141.4
6,846,163.8
1
0.136
Medium
23.3
23
0.3
NASDAQ>IEX
IS
4
LMT
9.4
87
32
0.48
LiqDrop
false
null
null
0
NASDAQ>IEX
LMT
86.8
88
13.6
39
-8
19
-1
PositionLimitNear
null
High urgency from PM
X008256
2025-11-20 14:13:05
XLK
Sell
83,995
102.02
8,569,169.9
1.3
0.236
Medium
6.7
17
-24.6
NYSE>EDGX>ARCA
TWAP
3
LMT
2.7
101
12
0.67
Slip>Thresh
true
SlippageAboveThreshold
Pause
28
NYSE>EDGX>ARCA
LMT>PO
65
96
11.1
97
16
9
-31
Watchlist
null
Stable book; normal liquidity
X008257
2025-11-05 13:22:58
XOM
Sell
11,792
58.3
687,473.6
3.8
0.108
Low
24.8
7
-7.4
BATS>ARCA
TWAP
3
MKT
11.2
65
35
0.71
ToxicitySpike
false
null
null
0
BATS>ARCA
MKT
2.8
93
17.1
21
52
30
11
null
null
Stable book; normal liquidity
X008258
2025-11-05 14:01:14
GOOGL
Buy
52,933
41.08
2,174,487.64
1.5
0.158
Medium
9.7
6
-28.8
IEX>ARCA>BATS>NASDAQ>NYSE
Adaptive
4
MKT
4.5
90
12
0.7
LiqDrop
false
null
null
0
IEX>ARCA>BATS>NASDAQ>NYSE
MKT
47.4
92
0
99
8
8
39
null
VenueReject
High urgency from PM
X008259
2025-12-21 13:45:15
XLU
Buy
87,716
189.99
16,665,162.84
1.1
0.281
Medium
8.3
5
22.1
BATS>IEX>NYSE>EDGX
POV
4
LMT
3.6
110
16
0.66
Multi
false
null
null
0
BATS>IEX>NYSE>EDGX
LMT
15.4
92
13.5
131
44
-11
-20
null
null
High urgency from PM
X008260
2025-11-22 10:56:10
UNH
Buy
17,420
287.86
5,014,521.2
2.8
0.077
Low
22.6
5
25
EDGX>NYSE>BATS>ARCA>NASDAQ
VWAP
3
MKT
9.3
68
20
0.69
LiqDrop
false
null
null
0
EDGX>NYSE>BATS>ARCA>NASDAQ
MKT
72.4
92
0
21
0
30
-24
NoShort
null
Toxic prints; widened spread
X008261
2025-11-21 09:38:34
NVDA
Sell
3,112
87.2
271,366.4
2.1
0.081
Low
28
10
-6
EDGX>BATS
TWAP
1
MKT
8.5
61
29
0.59
Slip>Thresh
false
null
null
0
EDGX>BATS
MKT
41.9
100
19.7
10
28
-13
13
null
null
Stable book; normal liquidity
X008262
2025-12-14 14:33:29
BA
Sell
29,884
61.03
1,823,820.52
3
0.1
High
4.1
33
11
NYSE>EDGX>ARCA>NASDAQ>IEX
Adaptive
5
MKT
3.9
79
15
0.41
Multi
false
null
null
0
NYSE>EDGX>ARCA>NASDAQ>IEX
MKT
14.5
86
5.8
65
21
-14
11
null
null
Toxic prints; widened spread
X008263
2025-12-01 13:26:13
AMD
Sell
1,642
56.85
93,347.7
2
0.046
Medium
27.9
39
6.1
NASDAQ>IEX>NYSE
VWAP
1
IOC
7.6
60
34
0.6
LiqDrop
false
null
null
0
NASDAQ>IEX>NYSE
IOC
99.5
99
0
10
29
20
27
null
null
Toxic prints; widened spread
X008264
2025-12-01 10:40:58
CVX
Sell
20,837
61.83
1,288,351.71
0.9
0.124
Ultra
4.2
12
13.4
BATS>IEX>EDGX>ARCA
IS
5
LMT
2.5
73
34
0.56
Slip>Thresh
false
null
null
0
BATS>IEX>EDGX>ARCA
LMT
66.9
90
0
40
-8
23
15
PositionLimitNear
null
Toxic prints; widened spread
X008265
2025-10-28 15:04:02
JNJ
Buy
13,968
30.87
431,192.16
4.2
0.051
Low
22.4
37
-19.2
NYSE>BATS>NASDAQ>EDGX
Adaptive
1
PO
6.7
64
34
0.52
ToxicitySpike
false
null
null
0
NYSE>BATS>NASDAQ>EDGX
PO
32.8
100
14
10
21
-21
-22
null
null
Paused due to data glitch
X008266
2025-11-01 15:36:53
INTC
Sell
6,091
136.32
830,325.12
0.9
0.29
Low
18.9
28
-1.1
ARCA>EDGX>NASDAQ
TWAP
3
LMT
6
63
21
0.62
ToxicitySpike
false
null
null
0
ARCA>EDGX>NASDAQ
LMT
7.6
80
0
57
-18
28
25
null
null
High urgency from PM
X008267
2025-12-21 11:13:41
XLY
Sell
137,528
109.48
15,056,565.44
1.3
0.573
Low
13.4
18
-30.3
EDGX>NASDAQ>NYSE
IS
4
LMT
6.2
139
14
0.63
LiqDrop
false
null
null
0
EDGX>NASDAQ>NYSE
LMT
59.8
86
21.9
135
40
8
2
null
null
Stable book; normal liquidity
X008268
2025-12-23 15:20:14
UNH
Buy
23,327
83.27
1,942,439.29
2.2
0.102
Low
18.3
21
28.7
EDGX>IEX>NASDAQ
POV
4
MKT
9.3
73
30
0.63
ToxicitySpike
false
null
null
0
EDGX>IEX>NASDAQ
MKT
14.5
89
6.4
71
-14
-1
23
null
null
Toxic prints; widened spread
X008269
2025-11-13 13:57:46
CSCO
Buy
5,363
121.75
652,945.25
4.1
0.013
Ultra
12.7
22
-20.1
NASDAQ>IEX>ARCA>BATS>NYSE
Adaptive
3
LMT
5.4
62
15
0.7
Slip>Thresh
false
null
null
0
NASDAQ>IEX>ARCA>BATS>NYSE
LMT
47.1
94
5.8
20
24
14
-34
null
null
Venue switch reduced impact
X008270
2025-11-03 15:48:23
HD
Sell
118,025
110.07
12,991,011.75
1.7
0.458
Low
17.8
29
32.4
ARCA>BATS>EDGX>NYSE>IEX
POV
5
LMT
8.1
136
24
0.46
Slip>Thresh
false
null
null
0
ARCA>BATS>EDGX>NYSE>IEX
LMT
87.4
87
7
135
-2
-20
-1
null
null
Toxic prints; widened spread
X008271
2025-11-25 12:09:52
KO
Sell
20,581
135
2,778,435
2.8
0.512
Low
28.7
11
-13.5
EDGX>BATS>NYSE
IS
5
LMT
14.2
73
15
0.69
Multi
false
null
null
0
EDGX>BATS>NYSE
LMT
96.2
96
6.5
10
49
19
31
null
null
Paused due to data glitch
X008272
2025-10-31 10:30:46
SPY
Sell
94,887
480.15
45,559,993.05
1.6
0.128
High
6.8
29
-23.7
BATS>EDGX>ARCA
POV
4
LMT
3.4
114
14
0.46
Multi
false
null
null
0
BATS>EDGX>ARCA
LMT
64.6
85
0
101
50
-11
-39
null
null
Paused due to data glitch
X008273
2025-11-28 10:21:55
JNJ
Sell
8,909
228.77
2,038,111.93
3
0.033
High
13.6
36
-2.9
NYSE>EDGX>NASDAQ>BATS
TWAP
3
MKT
6.8
64
18
0.83
LiqDrop
false
null
null
0
NYSE>EDGX>NASDAQ>BATS
MKT
68.9
87
6.3
66
15
-11
17
null
null
High urgency from PM
X008274
2025-12-24 11:10:09
UNH
Buy
9,407
282.55
2,657,947.85
2.3
0.041
Ultra
3.3
14
-10.7
BATS>ARCA
TWAP
2
LMT
2
63
19
0.54
LiqDrop
false
null
null
0
BATS>ARCA
LMT
66.8
90
0.7
23
6
-8
36
Watchlist
null
High urgency from PM
X008275
2025-12-22 13:56:00
TLT
Buy
3,083
94.95
292,730.85
1.9
0.011
Ultra
13.6
26
-11.8
EDGX>NYSE>ARCA>NASDAQ
Adaptive
3
IOC
5.2
61
25
0.65
LiqDrop
false
null
null
0
EDGX>NYSE>ARCA>NASDAQ
IOC
99.1
98
5.7
49
42
-23
29
null
null
Paused due to data glitch
X008276
2025-11-25 14:15:42
AMZN
Buy
2,901
131.78
382,293.78
2.3
0.133
Low
16.8
13
32.4
ARCA>BATS>NASDAQ>EDGX>IEX
VWAP
1
LMT
4.4
61
20
0.54
ToxicitySpike
false
null
null
0
ARCA>BATS>NASDAQ>EDGX>IEX
LMT
41.6
90
1.9
58
8
-33
-27
null
null
High urgency from PM
X008277
2025-11-16 10:07:08
V
Sell
5,893
51.19
301,662.67
3.6
0.077
Low
31
7
-23.7
IEX>EDGX
IS
4
LMT
14.1
63
15
0.79
Multi
false
null
null
0
IEX>EDGX
LMT
53.4
62
6.3
101
3
15
15
null
null
Venue switch reduced impact
X008278
2025-12-03 12:19:05
DIS
Sell
10,872
338.44
3,679,519.68
2
0.047
Ultra
8.1
26
2.5
NASDAQ>BATS
TWAP
2
LMT
3.1
64
16
0.77
LiqDrop
false
null
null
0
NASDAQ>BATS
LMT
73.6
92
2
64
20
-18
39
Watchlist
null
Toxic prints; widened spread
X008279
2025-11-19 14:02:03
INTC
Buy
616
255.92
157,646.72
1.2
0.029
High
26.6
19
-33.3
NASDAQ>BATS>EDGX
TWAP
2
LMT
7.3
60
14
0.55
Multi
true
MultiTrigger
OrderTypeChange
14
NASDAQ>BATS>EDGX
LMT>IOC
94.2
85
11.1
17
-9
-29
25
NoShort
null
Paused due to data glitch
X008280
2025-11-03 14:33:12
JPM
Sell
12,458
258.87
3,225,002.46
3.7
0.308
Low
22
34
-8.5
NASDAQ>EDGX>ARCA>BATS>IEX
TWAP
3
IOC
9.8
66
31
0.77
LiqDrop
true
LiquidityDrop
VenueSwitch
19
NASDAQ>EDGX>ARCA>BATS>IEX
IOC>MKT
34.4
84
15.5
103
-4
16
-3
null
null
Stable book; normal liquidity
X008281
2025-12-13 14:47:53
WMT
Buy
23,290
141.74
3,301,124.6
2.6
0.072
High
7.2
22
-25.7
EDGX>ARCA
Adaptive
3
LMT
3.2
71
17
0.46
Slip>Thresh
false
null
null
0
EDGX>ARCA
LMT
44.5
90
0
73
58
8
3
PositionLimitNear
null
Paused due to data glitch
X008282
2025-11-16 14:25:00
INTC
Buy
8,572
223.43
1,915,241.96
0.7
0.408
Low
27.2
22
9.9
BATS>NYSE>EDGX>IEX>NASDAQ
TWAP
2
MKT
8.8
63
18
0.69
Multi
false
null
null
0
BATS>NYSE>EDGX>IEX>NASDAQ
MKT
23.8
98
4.9
62
35
23
-26
null
null
High urgency from PM
X008283
2025-12-10 12:22:57
AAPL
Sell
13,862
96.93
1,343,643.66
1.8
0.041
Medium
25
12
-5.5
IEX>BATS>EDGX
POV
4
MKT
11.6
67
27
0.69
Slip>Thresh
false
null
null
0
IEX>BATS>EDGX
MKT
95.7
85
22.4
68
52
-36
-23
null
null
Paused due to data glitch
X008284
2025-12-01 12:29:28
SPY
Buy
107,844
503.37
54,285,434.28
0.8
0.146
Ultra
7
22
34.2
NYSE>IEX
VWAP
2
MKT
2.5
105
15
0.84
ToxicitySpike
false
null
null
0
NYSE>IEX
MKT
42.8
89
5.6
131
53
-10
12
null
null
Venue switch reduced impact
X008285
2025-10-30 15:21:44
QQQ
Buy
85,001
399.21
33,933,249.21
1
0.269
Low
18.5
13
-7.5
BATS>EDGX
TWAP
2
PO
5.8
96
25
0.71
ToxicitySpike
true
ToxicitySpike
VenueSwitch
22
BATS>EDGX
PO>IOC
81.2
88
17.6
205
5
19
-18
null
null
Paused due to data glitch
X008286
2025-12-22 10:34:39
BRK.B
Buy
5,348
181.28
969,485.44
3.1
0.024
High
14
13
-17.8
NYSE>EDGX>ARCA>NASDAQ>BATS
Adaptive
1
LMT
3.9
61
34
0.51
Slip>Thresh
false
null
null
0
NYSE>EDGX>ARCA>NASDAQ>BATS
LMT
17
95
0
37
2
-26
6
Watchlist
null
High urgency from PM
X008287
2025-11-28 10:36:33
XOM
Sell
5,616
253.97
1,426,295.52
3.7
0.051
Medium
17.4
19
31.4
EDGX>NASDAQ
IS
4
MKT
11.1
63
16
0.44
Slip>Thresh
false
null
null
0
EDGX>NASDAQ
MKT
5.6
92
11.7
28
42
19
-1
null
null
Toxic prints; widened spread
X008288
2025-11-27 12:45:54
BRK.B
Sell
24,451
16.49
403,196.99
1.6
0.111
High
8.6
29
-10.4
IEX>NYSE>BATS>NASDAQ>EDGX
IS
4
LMT
4.4
74
24
0.81
Slip>Thresh
false
null
null
0
IEX>NYSE>BATS>NASDAQ>EDGX
LMT
48.6
88
3.1
112
10
18
-24
null
null
Venue switch reduced impact
X008289
2025-12-19 11:39:05
AMZN
Sell
6,519
106.29
692,904.51
2.5
0.299
Low
10.7
5
22.6
IEX>EDGX
Adaptive
1
MKT
3.8
62
21
0.41
ToxicitySpike
false
null
null
0
IEX>EDGX
MKT
21.8
96
26.6
10
-3
20
-1
null
null
Paused due to data glitch
X008290
2025-11-06 11:16:36
PFE
Sell
36,512
93.22
3,403,648.64
1.9
0.099
Medium
18.8
13
-8.3
NYSE>NASDAQ>BATS>ARCA>EDGX
VWAP
3
LMT
6.2
78
23
0.75
LiqDrop
false
null
null
0
NYSE>NASDAQ>BATS>ARCA>EDGX
LMT
37.5
97
1.5
69
10
2
6
Watchlist
null
High urgency from PM
X008291
2025-11-09 12:24:51
XLF
Buy
40,756
348.32
14,196,129.92
2.5
0.111
Medium
12.5
24
-1
BATS>EDGX>IEX
VWAP
1
MKT
4.4
74
16
0.43
Slip>Thresh
false
null
null
0
BATS>EDGX>IEX
MKT
19.5
86
4.6
82
35
-16
-6
null
null
High urgency from PM
X008292
2025-10-30 11:17:07
T
Sell
26,468
27.53
728,664.04
4.4
0.221
Low
9.4
23
13.3
NYSE>EDGX>ARCA>BATS>NASDAQ
Adaptive
3
LMT
4.7
73
34
0.4
LiqDrop
false
null
null
0
NYSE>EDGX>ARCA>BATS>NASDAQ
LMT
16.4
86
5.5
100
33
29
-24
PositionLimitNear
null
Venue switch reduced impact
X008293
2025-11-22 10:10:31
XLI
Buy
2,746
183.6
504,165.6
2.6
0.125
Low
27.2
36
15.2
NASDAQ>EDGX
Adaptive
4
IOC
10.8
61
13
0.66
Multi
true
MultiTrigger
VenueSwitch
14
NASDAQ>EDGX
IOC>MKT
90.1
99
0.6
143
32
-35
13
null
null
Paused due to data glitch
X008294
2025-10-30 11:18:18
T
Buy
12,600
218.56
2,753,856
2.3
0.105
Low
18.4
20
-24.8
NYSE>EDGX
VWAP
1
LMT
4.8
64
29
0.56
Multi
false
null
null
0
NYSE>EDGX
LMT
87.7
89
11.9
125
47
-38
3
null
null
Toxic prints; widened spread
X008295
2025-11-09 11:58:27
PEP
Buy
20,165
161.64
3,259,470.6
3.9
0.064
High
3.4
23
26.9
NASDAQ>IEX>NYSE>ARCA>EDGX
TWAP
1
MKT
3
67
19
0.64
Multi
false
null
null
0
NASDAQ>IEX>NYSE>ARCA>EDGX
MKT
46
85
0
53
42
8
15
Watchlist
null
High urgency from PM
X008296
2025-11-16 12:56:30
PEP
Buy
58,490
146.16
8,548,898.4
4
0.185
Low
20.4
3
31
NASDAQ>EDGX>BATS
IS
4
LMT
10.5
93
20
0.54
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
14
NASDAQ>EDGX>BATS
LMT>IOC
65
84
46.1
48
8
-7
-40
null
null
High urgency from PM
X008297
2025-10-31 13:59:01
DIS
Buy
23,911
207.03
4,950,294.33
1.9
0.104
Ultra
4.1
23
19.7
ARCA>NYSE
TWAP
2
LMT
2
70
33
0.46
Slip>Thresh
false
null
null
0
ARCA>NYSE
LMT
81.8
97
0.2
102
50
9
12
null
null
Paused due to data glitch
X008298
2025-12-13 11:12:41
INTC
Sell
4,335
173.5
752,122.5
0.7
0.206
Medium
15.9
4
8.8
NYSE>EDGX
VWAP
2
PO
4.6
61
18
0.48
Multi
false
null
null
0
NYSE>EDGX
PO
69.5
95
2.8
70
44
20
-33
null
null
High urgency from PM
X008299
2025-11-25 12:30:41
GOOGL
Sell
41,635
243.11
10,121,884.85
1.7
0.124
Medium
9.7
22
14.5
NYSE>ARCA>BATS>EDGX>IEX
VWAP
2
LMT
3.2
77
31
0.5
LiqDrop
false
null
null
0
NYSE>ARCA>BATS>EDGX>IEX
LMT
77.6
95
0.6
10
39
-35
-39
null
null
Stable book; normal liquidity
X008300
2025-11-13 14:53:45
GOOGL
Buy
311,481
129.22
40,249,574.82
1
0.928
Low
14.5
39
-29.1
NASDAQ>EDGX>IEX
POV
1
LMT
4
169
29
0.84
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
37
NASDAQ>EDGX>IEX
LMT>MKT
99.3
89
0
258
43
-33
20
NoShort
null
Stable book; normal liquidity