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
X008501
2025-12-23 11:04:47
NVDA
Sell
1,119
75.07
84,003.33
1.2
0.029
High
24
27
12.6
NASDAQ>IEX>EDGX
IS
4
LMT
9.7
60
22
0.7
ToxicitySpike
false
null
null
0
NASDAQ>IEX>EDGX
LMT
53.2
97
2.6
103
13
-20
-27
null
null
High urgency from PM
X008502
2025-11-21 13:07:33
T
Buy
11,402
175.08
1,996,262.16
3.9
0.095
Low
20.7
32
-16.2
BATS>IEX>NYSE>EDGX>ARCA
Adaptive
4
LMT
8.2
66
28
0.61
Slip>Thresh
false
null
null
0
BATS>IEX>NYSE>EDGX>ARCA
LMT
43.7
91
17.3
75
32
12
15
null
null
Toxic prints; widened spread
X008503
2025-11-05 14:08:16
NFLX
Buy
4,509
243.26
1,096,859.34
2.9
0.043
Medium
13.7
15
24.5
NYSE>NASDAQ
VWAP
1
MKT
4.9
61
14
0.56
Slip>Thresh
false
null
null
0
NYSE>NASDAQ
MKT
46.1
100
0
102
2
24
32
null
null
Venue switch reduced impact
X008504
2025-12-23 13:59:57
JNJ
Sell
50,525
29.8
1,505,645
3.9
0.186
Low
15.7
19
3.9
EDGX>NASDAQ>BATS>NYSE>IEX
Adaptive
3
LMT
6.1
85
23
0.63
LiqDrop
false
null
null
0
EDGX>NASDAQ>BATS>NYSE>IEX
LMT
13.4
94
2.8
64
-2
-34
-6
null
null
Stable book; normal liquidity
X008505
2025-12-09 14:49:22
XLU
Sell
28,124
171.24
4,815,953.76
1.1
0.09
Ultra
8
17
-2.5
NYSE>ARCA
TWAP
1
MKT
2.7
69
15
0.69
LiqDrop
false
null
null
0
NYSE>ARCA
MKT
81
97
0.6
88
19
-13
14
NoShort
null
Toxic prints; widened spread
X008506
2025-12-21 10:10:53
T
Sell
12,884
121.62
1,566,952.08
3.4
0.107
Low
19.2
4
13.6
NASDAQ>ARCA
IS
4
MKT
11.6
67
27
0.65
Multi
false
null
null
0
NASDAQ>ARCA
MKT
20.2
93
0
53
47
7
11
NoShort
null
High urgency from PM
X008507
2025-12-08 09:35:41
CVX
Buy
77,564
27.32
2,119,048.48
1
0.46
Medium
5
21
-10.2
EDGX>ARCA>BATS>NASDAQ>IEX
TWAP
2
PO
2.1
92
20
0.56
ToxicitySpike
false
null
null
0
EDGX>ARCA>BATS>NASDAQ>IEX
PO
76.1
90
0
35
23
0
-33
null
null
Toxic prints; widened spread
X008508
2025-10-31 12:19:50
UNH
Buy
18,292
107.58
1,967,853.36
2.2
0.08
High
6.7
24
-20.5
NASDAQ>IEX>ARCA>EDGX>BATS
IS
4
IOC
4.8
70
31
0.62
Slip>Thresh
false
null
null
0
NASDAQ>IEX>ARCA>EDGX>BATS
IOC
90.6
86
10.4
73
58
29
-2
null
null
Paused due to data glitch
X008509
2025-12-24 10:54:37
AAPL
Buy
4,114
209.29
861,019.06
2.6
0.012
Ultra
11.8
25
-21.5
NYSE>EDGX>ARCA
IS
5
LMT
6.9
62
29
0.64
ToxicitySpike
false
null
null
0
NYSE>EDGX>ARCA
LMT
63.7
98
5.7
56
-13
22
-17
null
null
Stable book; normal liquidity
X008510
2025-12-16 10:28:39
VZ
Sell
2,187
61.88
135,331.56
2
0.019
Ultra
19
6
34.3
BATS>NASDAQ>EDGX>ARCA>IEX
VWAP
2
LMT
5.5
60
31
0.43
Slip>Thresh
false
null
null
0
BATS>NASDAQ>EDGX>ARCA>IEX
LMT
3.5
85
4.6
45
40
-12
-28
null
null
Toxic prints; widened spread
X008511
2025-11-09 11:49:16
TSLA
Buy
41,355
266.37
11,015,731.35
1.5
0.129
Low
21.5
5
4.5
ARCA>BATS>EDGX>IEX
VWAP
1
LMT
5.1
74
35
0.41
ToxicitySpike
false
null
null
0
ARCA>BATS>EDGX>IEX
LMT
54.4
74
9.1
120
14
-19
-33
null
null
High urgency from PM
X008512
2025-11-30 10:50:48
BRK.B
Sell
11,811
62.26
735,352.86
1.8
0.054
Medium
22.3
11
17.1
EDGX>NYSE>BATS>IEX
IS
4
LMT
9.5
66
32
0.51
LiqDrop
false
null
null
0
EDGX>NYSE>BATS>IEX
LMT
83.8
86
8
42
51
-24
-15
null
null
Stable book; normal liquidity
X008513
2025-12-16 12:17:03
TSLA
Sell
24,617
251.1
6,181,328.7
1
0.077
Ultra
6
20
10.7
IEX>NASDAQ>BATS>ARCA>EDGX
TWAP
3
MKT
2.8
72
28
0.84
ToxicitySpike
false
null
null
0
IEX>NASDAQ>BATS>ARCA>EDGX
MKT
40.5
90
9.4
121
53
-34
33
null
null
Paused due to data glitch
X008514
2025-12-21 15:32:30
NVDA
Sell
3,495
258.15
902,234.25
2
0.09
Low
28.5
23
19.6
BATS>EDGX
VWAP
1
LMT
6.7
61
27
0.55
Slip>Thresh
false
null
null
0
BATS>EDGX
LMT
93.5
96
12.3
10
-16
-17
31
null
null
Paused due to data glitch
X008515
2025-11-25 12:58:32
XLE
Sell
15,193
317.86
4,829,246.98
2.3
0.055
High
9.9
11
28.1
EDGX>NYSE>ARCA>BATS
TWAP
3
LMT
4.2
67
12
0.48
ToxicitySpike
false
null
null
0
EDGX>NYSE>ARCA>BATS
LMT
92.8
92
0
111
3
-15
-32
null
null
High urgency from PM
X008516
2025-11-04 13:30:56
XLE
Sell
8,430
81.63
688,140.9
3.4
0.03
Ultra
3.2
18
-2.2
EDGX>NASDAQ
TWAP
1
LMT
2.2
62
31
0.43
ToxicitySpike
false
null
null
0
EDGX>NASDAQ
LMT
72.5
85
8.4
52
-11
12
13
NoShort
null
Venue switch reduced impact
X008517
2025-10-30 13:19:55
IEF
Sell
41,608
95.06
3,955,256.48
3.1
0.158
Low
18.5
18
-16.2
NASDAQ>BATS>ARCA>NYSE>EDGX
VWAP
3
MKT
8.2
80
14
0.44
LiqDrop
false
null
null
0
NASDAQ>BATS>ARCA>NYSE>EDGX
MKT
83.6
92
0
91
25
-16
-8
null
null
Stable book; normal liquidity
X008518
2025-12-17 14:07:42
XLV
Sell
56,064
144.79
8,117,506.56
1.3
0.157
High
4.4
24
-26.8
EDGX>BATS>NASDAQ>IEX
POV
4
PO
2.7
92
13
0.49
Multi
false
null
null
0
EDGX>BATS>NASDAQ>IEX
PO
53.2
100
0
71
1
21
35
Watchlist
null
Paused due to data glitch
X008519
2025-12-26 11:54:54
AMZN
Buy
2,641
118.23
312,245.43
2.2
0.121
High
5.9
8
24.1
EDGX>IEX>BATS>NASDAQ>NYSE
Adaptive
1
LMT
2
60
15
0.65
LiqDrop
false
null
null
0
EDGX>IEX>BATS>NASDAQ>NYSE
LMT
20.9
93
2.5
90
36
2
-7
Watchlist
null
Venue switch reduced impact
X008520
2025-11-24 10:15:06
XLE
Sell
100,003
104.17
10,417,312.51
1.9
0.359
Low
17
18
-22
BATS>NYSE>ARCA
TWAP
2
LMT
5.3
102
18
0.54
LiqDrop
false
null
null
0
BATS>NYSE>ARCA
LMT
64.5
86
5.6
123
3
8
-29
null
null
Venue switch reduced impact
X008521
2025-11-10 14:11:20
XOM
Sell
18,101
103.83
1,879,426.83
3.9
0.166
Low
14.4
30
-3.6
NYSE>ARCA>IEX>BATS>EDGX
POV
5
LMT
8.3
71
13
0.83
LiqDrop
false
null
null
0
NYSE>ARCA>IEX>BATS>EDGX
LMT
94.4
80
4
70
50
-2
7
NoShort
null
High urgency from PM
X008522
2025-11-29 15:07:12
TSLA
Buy
382,260
308.53
117,938,677.8
1.5
1.188
Low
10.2
25
-2.5
ARCA>BATS>NASDAQ>NYSE>EDGX
POV
3
IOC
5.1
251
26
0.6
Slip>Thresh
false
null
null
0
ARCA>BATS>NASDAQ>NYSE>EDGX
IOC
28.2
97
8.8
476
41
4
-10
null
null
Toxic prints; widened spread
X008523
2025-11-02 15:19:28
XLF
Sell
27,882
136.16
3,796,413.12
2.6
0.076
High
7.4
32
9.5
BATS>IEX
TWAP
3
MKT
4.4
73
29
0.71
Slip>Thresh
false
null
null
0
BATS>IEX
MKT
91.7
97
6.5
113
12
12
-34
null
null
Paused due to data glitch
X008524
2025-11-18 09:35:26
XLV
Buy
10,406
42.11
438,196.66
1.9
0.029
Ultra
5.1
25
-3.9
ARCA>IEX>NYSE>EDGX
Adaptive
4
MKT
3.1
65
18
0.76
Multi
false
null
null
0
ARCA>IEX>NYSE>EDGX
MKT
63.7
85
0
58
-14
-5
-24
null
null
Stable book; normal liquidity
X008525
2025-11-13 09:35:35
XLP
Buy
20,816
198.36
4,129,061.76
3.4
0.072
Low
17
37
20.7
EDGX>ARCA>NYSE>NASDAQ
IS
4
LMT
8.8
71
34
0.48
ToxicitySpike
false
null
null
0
EDGX>ARCA>NYSE>NASDAQ
LMT
77.1
90
22.2
118
14
-3
36
PositionLimitNear
null
High urgency from PM
X008526
2025-12-16 09:35:14
XLB
Buy
118,749
90.07
10,695,722.43
1.4
0.303
Low
14.7
13
-20.4
BATS>ARCA
IS
5
LMT
7.3
137
17
0.64
ToxicitySpike
false
null
null
0
BATS>ARCA
LMT
71.2
92
0
118
43
-36
13
null
null
Toxic prints; widened spread
X008527
2025-11-09 09:35:59
KO
Buy
2,568
233.33
599,191.44
2.1
0.064
High
10
16
28
EDGX>IEX>BATS>ARCA>NASDAQ
POV
5
LMT
5.3
61
32
0.53
Slip>Thresh
false
null
null
0
EDGX>IEX>BATS>ARCA>NASDAQ
LMT
86.8
97
13.9
56
43
-10
36
null
null
Paused due to data glitch
X008528
2025-12-14 11:04:27
NFLX
Sell
1,296
197.64
256,141.44
3.5
0.012
Ultra
14.9
9
-9.2
EDGX>NYSE>BATS
IS
4
LMT
8
60
33
0.41
LiqDrop
false
null
null
0
EDGX>NYSE>BATS
LMT
17.4
85
12.8
54
-9
17
39
null
null
Venue switch reduced impact
X008529
2025-10-31 15:30:51
KO
Sell
9,317
283.75
2,643,698.75
1.9
0.232
Medium
7.4
4
-1
IEX>NASDAQ>BATS
Adaptive
3
LMT
3
64
26
0.5
Multi
false
null
null
0
IEX>NASDAQ>BATS
LMT
38.3
93
8
93
34
18
17
null
null
High urgency from PM
X008530
2025-12-19 14:46:01
T
Buy
24,381
107.17
2,612,911.77
4.5
0.203
Low
7.6
14
-10.2
NYSE>IEX
TWAP
1
LMT
3.7
68
26
0.46
ToxicitySpike
true
ToxicitySpike
VenueSwitch
20
NYSE>IEX
LMT>PO
91.5
95
0
101
21
10
14
null
null
Venue switch reduced impact
X008531
2025-11-19 12:11:22
WMT
Sell
97,379
161.16
15,693,599.64
4.6
0.3
Low
16.9
28
-10.5
IEX>ARCA>EDGX>NYSE>NASDAQ
TWAP
3
LMT
7.6
108
22
0.71
Slip>Thresh
false
null
null
0
IEX>ARCA>EDGX>NYSE>NASDAQ
LMT
30.4
85
12.5
10
5
-17
3
NoShort
null
Venue switch reduced impact
X008532
2025-10-30 09:35:10
QQQ
Buy
21,257
425.2
9,038,476.4
0.8
0.067
Ultra
9.7
11
24.3
BATS>EDGX>ARCA>NYSE>IEX
IS
5
MKT
5.6
73
14
0.71
Slip>Thresh
false
null
null
0
BATS>EDGX>ARCA>NYSE>IEX
MKT
10.1
91
2.7
37
16
-9
-17
null
null
Venue switch reduced impact
X008533
2025-11-22 09:35:02
AAPL
Sell
75,835
127.23
9,648,487.05
2.3
0.223
Low
21.5
12
9.1
NASDAQ>ARCA>NYSE>IEX
TWAP
3
MKT
9.1
97
13
0.73
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>NYSE>IEX
MKT
94.1
99
11.9
38
21
12
-33
Watchlist
null
High urgency from PM
X008534
2025-12-13 09:35:30
XLI
Sell
2,179
309.25
673,855.75
2.1
0.099
Medium
17.6
10
33.8
NYSE>ARCA>EDGX
Adaptive
3
LMT
5.6
61
16
0.41
Multi
false
null
null
0
NYSE>ARCA>EDGX
LMT
55.8
89
20.1
10
-9
9
11
null
null
Stable book; normal liquidity
X008535
2025-11-08 11:34:50
IWM
Buy
104,082
208.08
21,657,382.56
1.1
0.144
High
7.3
36
-26.9
ARCA>NYSE>EDGX>NASDAQ>BATS
Adaptive
4
MKT
3.4
119
14
0.53
Multi
false
null
null
0
ARCA>NYSE>EDGX>NASDAQ>BATS
MKT
99.3
100
0
83
35
10
-7
null
null
High urgency from PM
X008536
2025-11-24 10:31:34
HD
Buy
19,450
68.98
1,341,661
2.9
0.075
Medium
7.9
3
-9
NASDAQ>ARCA>BATS>IEX>NYSE
VWAP
1
IOC
3.3
66
18
0.45
Multi
false
null
null
0
NASDAQ>ARCA>BATS>IEX>NYSE
IOC
78.7
99
0
132
15
-13
-6
Watchlist
null
Venue switch reduced impact
X008537
2025-11-14 14:57:10
GOOGL
Sell
89,367
205.97
18,406,920.99
1.1
0.266
Medium
6.8
16
2.1
BATS>ARCA>NYSE>IEX>EDGX
IS
5
MKT
4.6
118
33
0.81
ToxicitySpike
false
null
null
0
BATS>ARCA>NYSE>IEX>EDGX
MKT
60.1
90
0
171
3
-22
27
null
null
High urgency from PM
X008538
2025-12-24 10:44:55
WMT
Buy
19,593
106.66
2,089,789.38
4.7
0.06
Low
15.8
6
14.5
BATS>NASDAQ
TWAP
2
MKT
7.7
68
34
0.71
Slip>Thresh
false
null
null
0
BATS>NASDAQ
MKT
31.7
96
17.6
210
-12
21
-32
null
null
Paused due to data glitch
X008539
2025-12-15 11:14:28
HD
Buy
51,372
249.86
12,835,807.92
2.1
0.199
Low
16.2
35
4.6
NYSE>NASDAQ>EDGX>ARCA>BATS
VWAP
2
MKT
6
81
22
0.74
Multi
false
null
null
0
NYSE>NASDAQ>EDGX>ARCA>BATS
MKT
9
89
0
184
-12
26
39
null
null
High urgency from PM
X008540
2025-12-23 10:56:31
JNJ
Sell
28,535
213.22
6,084,232.7
4.3
0.105
Low
11.1
8
11.6
BATS>ARCA
TWAP
1
LMT
4.3
69
14
0.84
LiqDrop
true
LiquidityDrop
AlgoSwitch
16
BATS>ARCA
LMT>MKT
47.9
89
0
109
35
-1
-23
null
null
Toxic prints; widened spread
X008541
2025-12-19 14:27:27
XLV
Sell
205,839
154.44
31,789,775.16
1.8
0.578
Low
21.1
19
19.5
IEX>BATS>EDGX
IS
5
LMT
10.4
193
24
0.58
ToxicitySpike
false
null
null
0
IEX>BATS>EDGX
LMT
66.2
89
16.7
150
60
24
27
null
null
Stable book; normal liquidity
X008542
2025-12-10 09:35:44
MSFT
Sell
10,659
125.42
1,336,851.78
3.4
0.057
Medium
19.8
25
32
NASDAQ>NYSE>BATS>IEX>EDGX
Adaptive
2
MKT
7.3
64
22
0.47
LiqDrop
false
null
null
0
NASDAQ>NYSE>BATS>IEX>EDGX
MKT
66.7
88
8.9
31
22
22
-5
Watchlist
null
Stable book; normal liquidity
X008543
2025-11-29 13:19:10
LQD
Sell
23,215
110.48
2,564,793.2
1.3
0.114
High
9.1
10
-19.5
NYSE>EDGX>IEX>NASDAQ
Adaptive
1
IOC
2.7
68
17
0.67
ToxicitySpike
false
null
null
0
NYSE>EDGX>IEX>NASDAQ
IOC
78.9
85
9.4
10
53
21
26
NoShort
null
Paused due to data glitch
X008544
2025-12-02 10:15:32
TSLA
Buy
22,529
240.16
5,410,564.64
1.2
0.07
High
16.1
11
-29.6
NASDAQ>EDGX>IEX>ARCA
Adaptive
5
MKT
7.2
74
23
0.73
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>IEX>ARCA
MKT
63.4
100
15.3
90
-7
-26
3
null
null
Toxic prints; widened spread
X008545
2025-12-20 11:25:39
TLT
Sell
13,321
94.21
1,254,971.41
3
0.049
High
6.2
38
-19.9
IEX>NASDAQ>NYSE>ARCA>EDGX
IS
5
LMT
5
68
21
0.69
ToxicitySpike
true
ToxicitySpike
VenueSwitch
12
IEX>NASDAQ>NYSE>ARCA>EDGX
LMT>MKT
99.9
99
1.9
35
40
-10
-14
null
null
Toxic prints; widened spread
X008546
2025-12-20 15:20:14
TLT
Buy
72,204
91.55
6,610,276.2
3.1
0.264
Low
14.1
21
-34.3
BATS>NASDAQ>EDGX
Adaptive
5
MKT
8
106
18
0.8
Multi
false
null
null
0
BATS>NASDAQ>EDGX
MKT
13.9
98
4.5
178
-16
28
-3
PositionLimitNear
null
Stable book; normal liquidity
X008547
2025-11-23 12:04:42
XLV
Sell
27,765
193.57
5,374,471.05
1
0.078
High
16.1
13
-24.3
ARCA>EDGX>BATS>NYSE
POV
5
LMT
6.8
78
34
0.72
Slip>Thresh
false
null
null
0
ARCA>EDGX>BATS>NYSE
LMT
24.1
91
6.9
71
54
10
15
null
null
High urgency from PM
X008548
2025-11-20 15:51:00
KO
Buy
5,779
133.41
770,976.39
2.6
0.144
Low
29.6
7
-6.7
NASDAQ>EDGX>IEX>ARCA>NYSE
TWAP
1
MKT
9.2
62
26
0.45
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>IEX>ARCA>NYSE
MKT
65.2
97
0
105
-12
17
34
PositionLimitNear
null
Toxic prints; widened spread
X008549
2025-12-14 09:35:05
META
Sell
26,437
86.53
2,287,593.61
1
0.074
High
22
34
-13.9
NYSE>BATS>NASDAQ>ARCA>EDGX
Adaptive
1
MKT
5.7
69
19
0.42
ToxicitySpike
false
null
null
0
NYSE>BATS>NASDAQ>ARCA>EDGX
MKT
23
99
3.9
43
-9
-21
-18
null
null
Toxic prints; widened spread
X008550
2025-12-09 10:16:26
JNJ
Buy
93,390
318.62
29,755,921.8
2.5
0.343
Low
7.2
10
4
NYSE>ARCA>BATS
VWAP
3
MKT
4.1
106
16
0.62
Multi
false
null
null
0
NYSE>ARCA>BATS
MKT
24.8
93
0
83
12
12
-5
null
null
Toxic prints; widened spread
X008551
2025-10-27 10:27:02
AMZN
Buy
195
23.55
4,592.25
2.1
0.009
Ultra
5.9
13
-27.9
NASDAQ>NYSE>IEX>ARCA
VWAP
3
LMT
2.7
60
16
0.8
LiqDrop
false
null
null
0
NASDAQ>NYSE>IEX>ARCA
LMT
68.8
90
1.3
39
-4
-2
10
NoShort
null
Toxic prints; widened spread
X008552
2025-11-16 12:34:28
INTC
Buy
3,819
320.46
1,223,836.74
0.9
0.182
Medium
14.7
36
17.1
ARCA>EDGX>NASDAQ
IS
5
LMT
6.8
62
18
0.43
ToxicitySpike
false
null
null
0
ARCA>EDGX>NASDAQ
LMT
55.8
88
0
59
5
-33
-36
null
null
Venue switch reduced impact
X008553
2025-12-23 14:48:14
XOM
Buy
11,375
142.14
1,616,842.5
2.7
0.104
Medium
13.1
12
-6.8
EDGX>NASDAQ
TWAP
2
MKT
5.7
64
13
0.66
Slip>Thresh
true
SlippageAboveThreshold
Pause
10
EDGX>NASDAQ
MKT>LMT
53.5
92
17.7
51
-3
9
-27
Watchlist
null
Paused due to data glitch
X008554
2025-12-16 15:21:19
PEP
Buy
8,953
54.99
492,325.47
4
0.028
High
9.6
39
2.2
ARCA>NASDAQ>NYSE
IS
5
MKT
8.7
65
13
0.79
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
14
ARCA>NASDAQ>NYSE
MKT>LMT
6.8
93
13.9
28
-15
-4
7
null
null
Venue switch reduced impact
X008555
2025-11-16 12:39:28
AAPL
Sell
20,047
133.46
2,675,472.62
2.3
0.059
High
10.1
32
-3.2
NYSE>BATS>IEX>ARCA
TWAP
1
IOC
3.7
67
29
0.81
Slip>Thresh
false
null
null
0
NYSE>BATS>IEX>ARCA
IOC
95
100
0
71
-6
26
-34
NoShort
null
High urgency from PM
X008556
2025-12-23 12:15:12
MSFT
Buy
9,839
109.62
1,078,551.18
2.3
0.052
High
8.9
3
-11.1
EDGX>NYSE>BATS>NASDAQ
IS
4
MKT
6
65
12
0.72
ToxicitySpike
false
null
null
0
EDGX>NYSE>BATS>NASDAQ
MKT
1.1
97
10
148
14
7
-8
null
null
Paused due to data glitch
X008557
2025-11-21 15:29:32
XLP
Sell
15,746
19.73
310,668.58
3.7
0.054
Medium
19
34
-1.2
ARCA>NASDAQ>NYSE>IEX
TWAP
1
MKT
6.9
65
23
0.54
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>NYSE>IEX
MKT
2.3
89
13.4
106
18
19
16
null
null
Venue switch reduced impact
X008558
2025-10-31 14:05:50
DIS
Buy
14,132
107.41
1,517,918.12
1.9
0.062
Medium
22.2
10
8.6
IEX>EDGX
VWAP
2
MKT
7.5
66
28
0.42
ToxicitySpike
false
null
null
0
IEX>EDGX
MKT
9.5
87
7.9
89
-8
26
15
null
null
Venue switch reduced impact
X008559
2025-10-28 12:49:23
XLY
Buy
8,647
305.29
2,639,842.63
1.4
0.036
Ultra
15.9
38
29.9
ARCA>NASDAQ>NYSE>IEX>EDGX
VWAP
3
MKT
6.1
64
23
0.44
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>NYSE>IEX>EDGX
MKT
58.3
87
7.6
55
14
22
-27
Watchlist
null
High urgency from PM
X008560
2025-12-25 13:14:23
PFE
Buy
9,834
257.82
2,535,401.88
2.9
0.027
Ultra
4.1
17
-18.4
NYSE>EDGX>BATS>IEX
TWAP
3
MKT
3.4
64
16
0.66
LiqDrop
false
null
null
0
NYSE>EDGX>BATS>IEX
MKT
74
100
2.9
91
-11
-31
-40
Watchlist
null
Toxic prints; widened spread
X008561
2025-12-05 11:55:23
NKE
Sell
23,350
186.06
4,344,501
2.4
0.108
High
6
12
-8.7
ARCA>BATS
TWAP
1
LMT
2.4
68
13
0.76
Slip>Thresh
false
null
null
0
ARCA>BATS
LMT
32.5
99
0.5
83
-14
-7
-36
null
Unknown
Toxic prints; widened spread
X008562
2025-11-02 09:35:38
XOM
Buy
10,319
302.6
3,122,529.4
3.6
0.094
Low
22.8
8
-10.2
IEX>ARCA>NYSE
VWAP
1
PO
6.9
63
20
0.53
Slip>Thresh
false
null
null
0
IEX>ARCA>NYSE
PO
15.3
87
9.8
91
-13
-34
1
Watchlist
null
High urgency from PM
X008563
2025-11-18 10:09:41
IEF
Sell
203,433
100.32
20,408,398.56
2.3
0.772
Low
17.4
31
-28.3
BATS>NASDAQ>NYSE
Adaptive
1
MKT
5.4
131
31
0.7
ToxicitySpike
false
null
null
0
BATS>NASDAQ>NYSE
MKT
45.9
93
17.2
142
16
-30
15
null
null
Stable book; normal liquidity
X008564
2025-11-16 15:08:43
LQD
Sell
8,057
116.33
937,270.81
1.4
0.04
Ultra
14.9
21
3.7
ARCA>BATS
POV
5
MKT
8
65
15
0.78
Multi
false
null
null
0
ARCA>BATS
MKT
57.2
92
2.7
64
48
19
-5
null
null
Paused due to data glitch
X008565
2025-12-03 15:55:55
UNH
Sell
20,549
164.86
3,387,708.14
2.4
0.09
Medium
10.9
14
13.9
NASDAQ>EDGX>BATS>ARCA>IEX
Adaptive
4
IOC
5.3
71
26
0.82
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>BATS>ARCA>IEX
IOC
56.9
97
7.6
10
5
-11
13
null
null
Toxic prints; widened spread
X008566
2025-12-08 14:51:51
XOM
Sell
6,496
171.33
1,112,959.68
3.6
0.059
Medium
13.8
9
6
EDGX>NYSE>IEX
IS
4
MKT
9.4
63
13
0.54
Multi
false
null
null
0
EDGX>NYSE>IEX
MKT
1.6
98
8.1
21
40
-25
-4
null
null
High urgency from PM
X008567
2025-11-19 13:49:15
XLV
Buy
18,737
326.87
6,124,563.19
1.4
0.053
Ultra
6.7
28
-34.4
NYSE>BATS>IEX>ARCA>EDGX
VWAP
1
LMT
2
66
20
0.61
LiqDrop
false
null
null
0
NYSE>BATS>IEX>ARCA>EDGX
LMT
67.9
87
0
22
37
2
-25
null
null
Stable book; normal liquidity
X008568
2025-12-15 14:01:11
MSFT
Buy
82,804
240.55
19,918,502.2
2
0.44
Medium
3.8
10
-3.1
EDGX>NYSE
IS
5
LMT
3.4
113
12
0.65
Slip>Thresh
false
null
null
0
EDGX>NYSE
LMT
82.5
88
3.8
93
17
10
20
null
null
Venue switch reduced impact
X008569
2025-11-05 13:42:24
BRK.B
Sell
28,872
139.25
4,020,426
2.8
0.131
Low
22.6
4
-21.8
ARCA>BATS
IS
4
LMT
10.4
76
17
0.66
LiqDrop
true
LiquidityDrop
VenueSwitch
26
ARCA>BATS
LMT>PO
41.4
86
9.6
133
-15
-13
-26
null
null
Stable book; normal liquidity
X008570
2025-11-30 13:29:01
PEP
Buy
30,439
289.19
8,802,654.41
3.6
0.096
Low
21.9
30
7
EDGX>ARCA>BATS>NYSE>NASDAQ
Adaptive
1
LMT
5.7
70
32
0.85
Slip>Thresh
false
null
null
0
EDGX>ARCA>BATS>NYSE>NASDAQ
LMT
20
97
15.6
35
0
-8
-32
null
null
Toxic prints; widened spread
X008571
2025-12-01 10:35:09
PEP
Sell
31,190
315.79
9,849,490.1
3.1
0.098
Low
16.3
25
3.6
BATS>EDGX
Adaptive
4
LMT
6.5
77
27
0.5
Slip>Thresh
false
null
null
0
BATS>EDGX
LMT
25.4
86
9.9
105
14
-25
35
null
null
Toxic prints; widened spread
X008572
2025-11-29 12:14:34
WMT
Sell
43,588
75.08
3,272,587.04
3.5
0.134
Medium
8
30
34
IEX>ARCA>BATS>EDGX
TWAP
1
LMT
3.3
75
15
0.62
LiqDrop
false
null
null
0
IEX>ARCA>BATS>EDGX
LMT
2.6
93
0
19
-19
18
2
null
null
Venue switch reduced impact
X008573
2025-10-31 12:32:02
NKE
Buy
74,520
90.67
6,756,728.4
3.6
0.346
Low
13.6
32
-12.5
BATS>EDGX>ARCA
TWAP
1
PO
5.1
86
28
0.59
Slip>Thresh
false
null
null
0
BATS>EDGX>ARCA
PO
28.1
98
0.8
101
17
-34
2
null
Unknown
Toxic prints; widened spread
X008574
2025-11-22 10:10:10
NKE
Sell
10,433
195.96
2,044,450.68
2.7
0.048
High
12.5
27
-22.6
EDGX>NYSE>BATS>ARCA>IEX
Adaptive
5
IOC
6.6
66
30
0.42
LiqDrop
false
null
null
0
EDGX>NYSE>BATS>ARCA>IEX
IOC
93.9
91
8.6
47
-11
-16
12
Watchlist
null
Toxic prints; widened spread
X008575
2025-11-15 12:38:20
AMZN
Sell
4,734
263.3
1,246,462.2
2
0.217
Low
24
18
23.9
BATS>ARCA
TWAP
1
LMT
6.1
61
34
0.6
Multi
false
null
null
0
BATS>ARCA
LMT
40.1
89
0
75
-19
-27
-17
Watchlist
Unknown
High urgency from PM
X008576
2025-11-12 15:08:01
LQD
Buy
12,464
115.53
1,439,965.92
1.4
0.061
High
18.2
7
4.4
NYSE>EDGX>BATS>IEX
TWAP
2
LMT
5.3
65
17
0.49
Slip>Thresh
false
null
null
0
NYSE>EDGX>BATS>IEX
LMT
82.1
87
0
80
-5
-22
-18
null
null
Toxic prints; widened spread
X008577
2025-12-04 15:28:36
AAPL
Sell
20,011
42.92
858,872.12
1.8
0.059
Medium
22.3
22
-19.4
ARCA>EDGX>BATS>IEX
IS
4
IOC
11
71
33
0.54
ToxicitySpike
false
null
null
0
ARCA>EDGX>BATS>IEX
IOC
11.1
89
5.5
45
7
5
-11
null
null
Stable book; normal liquidity
X008578
2025-12-19 12:55:04
NFLX
Buy
25,736
99.92
2,571,541.12
2.6
0.246
Low
16.8
30
-12.7
NYSE>BATS>ARCA>EDGX
VWAP
1
MKT
5.6
69
33
0.59
Multi
false
null
null
0
NYSE>BATS>ARCA>EDGX
MKT
51.1
92
28.1
206
54
-20
-9
Watchlist
null
Paused due to data glitch
X008579
2025-12-02 10:43:18
V
Sell
8,752
159.05
1,392,005.6
2.6
0.114
Medium
12.1
39
-13.3
NASDAQ>BATS>ARCA>EDGX
Adaptive
1
LMT
3.4
63
35
0.53
LiqDrop
true
LiquidityDrop
OrderTypeChange
27
NASDAQ>BATS>ARCA>EDGX
LMT>MKT
5.3
97
0.9
112
60
10
-33
Watchlist
null
Venue switch reduced impact
X008580
2025-11-23 10:10:07
DIS
Buy
97,716
318.25
31,098,117
1.5
0.426
Low
18.4
35
-11.3
NASDAQ>ARCA>NYSE
VWAP
3
PO
6.6
108
31
0.72
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>NYSE
PO
94.8
85
0
74
-9
-24
32
null
null
High urgency from PM
X008581
2025-12-22 14:51:45
NFLX
Buy
22,420
159.25
3,570,385
4.7
0.214
Low
20.1
7
-4.3
EDGX>BATS>NASDAQ>NYSE>IEX
TWAP
3
LMT
8.5
71
26
0.55
Slip>Thresh
false
null
null
0
EDGX>BATS>NASDAQ>NYSE>IEX
LMT
18.8
92
3.7
82
21
4
32
null
null
Toxic prints; widened spread
X008582
2025-12-01 09:35:21
JPM
Buy
1,115
134.02
149,432.3
2.8
0.028
Medium
34
15
-32.2
ARCA>IEX
TWAP
3
LMT
11.3
60
16
0.55
LiqDrop
false
null
null
0
ARCA>IEX
LMT
88.5
100
17.1
75
25
6
28
null
null
Stable book; normal liquidity
X008583
2025-12-23 12:04:05
XLB
Sell
17,434
131.09
2,285,423.06
1.4
0.044
Ultra
6.8
34
20
EDGX>ARCA>NYSE>NASDAQ
IS
5
MKT
4.8
71
14
0.6
ToxicitySpike
false
null
null
0
EDGX>ARCA>NYSE>NASDAQ
MKT
26.5
89
0
85
51
-33
-24
Watchlist
null
Stable book; normal liquidity
X008584
2025-12-02 12:56:25
VZ
Sell
6,047
75.19
454,673.93
3.1
0.052
Medium
19.4
16
8.6
ARCA>IEX>NASDAQ>EDGX>NYSE
TWAP
2
MKT
7.8
62
22
0.64
LiqDrop
false
null
null
0
ARCA>IEX>NASDAQ>EDGX>NYSE
MKT
84.9
93
12.1
10
15
-9
8
null
null
Stable book; normal liquidity
X008585
2025-11-11 10:19:36
KO
Buy
5,789
100.04
579,131.56
3.7
0.144
Low
30.7
25
-30.4
BATS>NYSE
IS
4
PO
15.5
63
34
0.63
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
15
BATS>NYSE
PO>IOC
36.8
95
27.1
17
24
-27
38
null
null
Paused due to data glitch
X008586
2025-11-08 14:51:52
NFLX
Buy
5,815
82.78
481,365.7
3
0.056
Medium
22.9
19
28.8
NYSE>IEX>NASDAQ>ARCA
Adaptive
5
MKT
11.2
63
28
0.62
LiqDrop
false
null
null
0
NYSE>IEX>NASDAQ>ARCA
MKT
31.4
89
8.7
72
47
-18
-8
Watchlist
null
Paused due to data glitch
X008587
2025-12-03 14:57:07
XLY
Sell
43,740
282.92
12,374,920.8
1.8
0.182
Medium
10.7
11
-23.9
NASDAQ>BATS>EDGX
Adaptive
2
PO
3.6
78
12
0.84
Slip>Thresh
false
null
null
0
NASDAQ>BATS>EDGX
PO
20.5
98
9.1
31
-11
7
8
PositionLimitNear
null
Paused due to data glitch
X008588
2025-11-22 11:29:23
XLY
Sell
33,749
182.01
6,142,655.49
2.4
0.141
Low
14
30
18.8
NYSE>ARCA>BATS>NASDAQ>EDGX
VWAP
2
MKT
5.5
74
21
0.44
LiqDrop
false
null
null
0
NYSE>ARCA>BATS>NASDAQ>EDGX
MKT
53.2
90
0
129
27
27
36
null
null
High urgency from PM
X008589
2025-11-02 11:07:38
GOOGL
Sell
39,478
143.51
5,665,487.78
2
0.118
Medium
9.6
4
25
ARCA>IEX>BATS
Adaptive
2
LMT
3.1
76
32
0.81
Multi
false
null
null
0
ARCA>IEX>BATS
LMT
56.4
89
3
42
18
30
-15
Watchlist
null
Paused due to data glitch
X008590
2025-11-23 12:28:25
IEF
Buy
21,473
97.48
2,093,188.04
1.8
0.082
High
11
30
-27.5
ARCA>BATS>NASDAQ>EDGX>NYSE
Adaptive
2
IOC
3.8
69
21
0.73
Slip>Thresh
false
null
null
0
ARCA>BATS>NASDAQ>EDGX>NYSE
IOC
13.9
99
3.8
35
-7
10
-35
null
null
High urgency from PM
X008591
2025-11-04 14:07:53
NFLX
Sell
8,513
208.87
1,778,110.31
4.1
0.081
Low
12
21
31.3
EDGX>BATS>NASDAQ
VWAP
3
LMT
5.5
64
20
0.44
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
12
EDGX>BATS>NASDAQ
LMT>MKT
79.1
95
9.8
60
18
24
-3
null
null
Venue switch reduced impact
X008592
2025-11-29 11:30:46
VZ
Sell
5,827
149.23
869,563.21
3
0.05
Medium
21
17
-34
IEX>EDGX>ARCA>NASDAQ
TWAP
1
IOC
6.8
62
35
0.78
Slip>Thresh
false
null
null
0
IEX>EDGX>ARCA>NASDAQ
IOC
29.2
85
7.8
85
16
-21
26
NoShort
null
High urgency from PM
X008593
2025-11-02 10:03:55
PFE
Buy
11,336
248.12
2,812,688.32
1.5
0.031
High
21.7
34
21.2
IEX>EDGX>ARCA>BATS>NASDAQ
VWAP
3
MKT
8.1
65
13
0.72
LiqDrop
false
null
null
0
IEX>EDGX>ARCA>BATS>NASDAQ
MKT
45.7
86
10.1
45
60
24
-6
null
null
High urgency from PM
X008594
2025-12-12 14:19:10
META
Buy
14,777
309.07
4,567,127.39
1
0.041
Ultra
3.3
10
-6.2
BATS>EDGX>ARCA
VWAP
1
PO
1.2
65
21
0.79
ToxicitySpike
false
null
null
0
BATS>EDGX>ARCA
PO
18.2
89
0
29
41
-18
5
null
null
Paused due to data glitch
X008595
2025-10-31 10:11:07
DIS
Sell
177,279
85.9
15,228,266.1
2.2
0.774
Low
15.3
22
30.9
NYSE>NASDAQ>ARCA
IS
4
MKT
9.2
161
29
0.76
LiqDrop
false
null
null
0
NYSE>NASDAQ>ARCA
MKT
63.8
87
27.4
97
26
4
-14
Watchlist
null
Paused due to data glitch
X008596
2025-10-30 14:46:05
DIS
Sell
12,610
245.76
3,099,033.6
1.8
0.055
High
16.4
33
-34.9
EDGX>IEX
VWAP
3
MKT
6.6
66
31
0.71
LiqDrop
true
LiquidityDrop
OrderTypeChange
17
EDGX>IEX
MKT>PO
15.4
93
3
86
60
-5
30
null
null
Venue switch reduced impact
X008597
2025-11-16 14:24:12
NFLX
Buy
7,753
224.04
1,736,982.12
3
0.074
Medium
16.3
29
34
NASDAQ>IEX>EDGX>ARCA>BATS
VWAP
2
MKT
6.5
63
30
0.49
Multi
false
null
null
0
NASDAQ>IEX>EDGX>ARCA>BATS
MKT
84.2
100
0
46
21
-33
-4
NoShort
null
Stable book; normal liquidity
X008598
2025-12-14 09:39:05
BRK.B
Buy
13,650
258.81
3,532,756.5
2.4
0.062
Ultra
4.2
5
11.6
BATS>IEX
TWAP
2
LMT
2.3
65
33
0.7
Slip>Thresh
false
null
null
0
BATS>IEX
LMT
57.6
89
1.6
69
-2
-21
-22
null
null
Toxic prints; widened spread
X008599
2025-11-24 10:01:25
WMT
Sell
9,879
148.78
1,469,797.62
4.3
0.03
Medium
16.6
12
-30.5
NYSE>NASDAQ>ARCA
IS
4
LMT
9.3
65
33
0.6
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
13
NYSE>NASDAQ>ARCA
LMT>IOC
83.2
94
6.1
14
-12
7
11
null
null
Paused due to data glitch
X008600
2025-12-04 11:39:05
BRK.B
Sell
33,507
196.53
6,585,130.71
1.8
0.152
Low
20.3
26
16.3
BATS>EDGX
VWAP
3
LMT
6.5
76
33
0.78
ToxicitySpike
false
null
null
0
BATS>EDGX
LMT
86.5
95
0
27
3
-24
0
null
null
Toxic prints; widened spread