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
X008901
2025-11-23 14:15:58
XOM
Sell
13,855
67.78
939,091.9
2.5
0.127
Medium
7.1
17
12.5
IEX>EDGX>BATS>ARCA
Adaptive
3
MKT
3.8
66
31
0.42
Slip>Thresh
false
null
null
0
IEX>EDGX>BATS>ARCA
MKT
40.4
97
0
65
1
14
28
null
null
Venue switch reduced impact
X008902
2025-11-20 15:39:49
PEP
Buy
49,895
37.64
1,878,047.8
3.1
0.158
Medium
4.2
10
9.2
ARCA>NYSE>IEX
Adaptive
2
MKT
2.9
81
35
0.51
LiqDrop
false
null
null
0
ARCA>NYSE>IEX
MKT
79.7
94
17.9
72
46
-2
11
NoShort
null
High urgency from PM
X008903
2025-11-17 15:31:17
IWM
Buy
572,169
204.26
116,871,239.94
0.8
0.79
Low
15.2
15
14.3
NASDAQ>EDGX>NYSE>BATS
POV
4
MKT
7.2
290
23
0.59
LiqDrop
false
null
null
0
NASDAQ>EDGX>NYSE>BATS
MKT
0.1
92
0
217
28
-39
-31
null
null
Paused due to data glitch
X008904
2025-11-02 15:32:39
XLI
Buy
5,684
72.05
409,532.2
2.9
0.259
Low
34.6
17
-17.2
EDGX>IEX>NASDAQ
POV
4
LMT
13.7
63
13
0.63
ToxicitySpike
false
null
null
0
EDGX>IEX>NASDAQ
LMT
23.7
87
14.3
95
36
-15
22
NoShort
null
High urgency from PM
X008905
2025-12-06 12:07:14
XLB
Buy
23,529
318.29
7,489,045.41
1.4
0.06
High
11.2
13
-18.3
IEX>EDGX>BATS
TWAP
2
IOC
4.1
69
33
0.48
Multi
false
null
null
0
IEX>EDGX>BATS
IOC
79.2
92
2.2
75
48
-11
-28
null
null
Paused due to data glitch
X008906
2025-12-15 14:41:34
DIS
Buy
53,760
262.18
14,094,796.8
2
0.235
Low
8.7
19
12.3
EDGX>IEX>NASDAQ>ARCA>BATS
IS
5
LMT
5.3
94
17
0.82
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
10
EDGX>IEX>NASDAQ>ARCA>BATS
LMT>PO
25.3
91
19.2
69
7
-21
-28
null
null
High urgency from PM
X008907
2025-11-28 13:46:48
JNJ
Buy
94,686
156.5
14,818,359
4.7
0.348
Low
12.5
24
-9
NYSE>ARCA>NASDAQ>BATS>IEX
POV
5
MKT
10
121
29
0.83
Multi
false
null
null
0
NYSE>ARCA>NASDAQ>BATS>IEX
MKT
27.9
86
9.6
168
2
10
35
null
null
Stable book; normal liquidity
X008908
2025-12-06 11:52:56
BRK.B
Buy
7,679
146.12
1,122,055.48
1.5
0.035
Ultra
8.6
7
4.3
IEX>BATS>ARCA>EDGX
IS
5
LMT
4.7
64
33
0.51
Multi
false
null
null
0
IEX>BATS>ARCA>EDGX
LMT
46.5
86
10.7
83
26
-5
-24
null
null
Venue switch reduced impact
X008909
2025-11-25 09:47:46
XLP
Buy
14,620
116.42
1,702,060.4
2.9
0.051
Medium
13.6
27
9.9
ARCA>IEX>NYSE>BATS
POV
4
LMT
6.5
68
17
0.8
LiqDrop
false
null
null
0
ARCA>IEX>NYSE>BATS
LMT
90.8
93
8.4
10
-8
25
-39
null
null
Venue switch reduced impact
X008910
2025-11-23 14:20:02
XLU
Buy
30,801
332.98
10,256,116.98
1.3
0.099
Medium
22
3
-24.6
BATS>EDGX
VWAP
3
LMT
6.7
75
29
0.55
Slip>Thresh
false
null
null
0
BATS>EDGX
LMT
55.4
90
16.3
149
0
-10
-6
null
null
Paused due to data glitch
X008911
2025-11-16 13:49:37
XLF
Buy
53,524
119.76
6,410,034.24
2
0.146
Medium
7.6
30
31.6
NYSE>EDGX
Adaptive
4
LMT
3.4
90
35
0.75
ToxicitySpike
false
null
null
0
NYSE>EDGX
LMT
63.5
86
2.8
73
40
-29
-24
null
null
Paused due to data glitch
X008912
2025-11-30 09:35:04
XLF
Buy
72,843
159.94
11,650,509.42
1.8
0.199
Low
22.4
21
31.7
NYSE>EDGX
Adaptive
4
LMT
7.5
101
14
0.62
Multi
true
MultiTrigger
AlgoSwitch
17
NYSE>EDGX
LMT>IOC
82.9
100
6.1
149
-8
-9
20
NoShort
null
Venue switch reduced impact
X008913
2025-11-13 09:41:23
T
Buy
35,255
349.61
12,325,500.55
4.8
0.294
Low
10.5
27
-7.7
NYSE>BATS
TWAP
3
LMT
5.8
77
23
0.56
Multi
false
null
null
0
NYSE>BATS
LMT
45.3
87
0
151
-15
21
4
null
null
High urgency from PM
X008914
2025-12-04 12:55:50
XLU
Sell
24,796
296.67
7,356,229.32
1.1
0.079
High
14.2
32
28.3
IEX>NYSE>NASDAQ>ARCA
IS
4
LMT
6.1
74
17
0.49
ToxicitySpike
false
null
null
0
IEX>NYSE>NASDAQ>ARCA
LMT
81.9
87
12
19
4
-7
13
null
null
Venue switch reduced impact
X008915
2025-12-16 14:16:37
QQQ
Buy
321,829
393.65
126,687,985.85
0.7
1.02
Low
7
34
-34.9
ARCA>IEX
Adaptive
3
LMT
2.5
220
22
0.7
Slip>Thresh
false
null
null
0
ARCA>IEX
LMT
8.7
96
0
154
52
-21
22
null
null
Paused due to data glitch
X008916
2025-11-18 12:31:51
SPY
Sell
232,170
488.32
113,373,254.4
1.2
0.314
Low
19
39
-32
IEX>ARCA>NYSE
IS
5
LMT
8.9
210
16
0.76
ToxicitySpike
false
null
null
0
IEX>ARCA>NYSE
LMT
77.2
96
15.4
92
-12
-20
16
PositionLimitNear
VenueReject
Toxic prints; widened spread
X008917
2025-12-23 14:49:21
TSLA
Sell
240,692
174.23
41,935,767.16
1.8
0.748
Low
5.1
39
26.5
EDGX>BATS
POV
1
LMT
2.2
144
20
0.71
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
23
EDGX>BATS
LMT>IOC
93
96
3.9
218
-3
-36
-10
null
null
Paused due to data glitch
X008918
2025-10-30 09:35:21
PFE
Sell
55,239
286.4
15,820,449.6
2.7
0.15
Low
14.9
20
-5.7
BATS>NYSE>IEX>ARCA
IS
4
PO
8.3
91
18
0.47
LiqDrop
false
null
null
0
BATS>NYSE>IEX>ARCA
PO
16.7
97
15.2
10
25
28
-26
null
null
Toxic prints; widened spread
X008919
2025-12-04 12:17:39
NKE
Sell
36,105
144.66
5,222,949.3
2.5
0.168
Low
15.7
5
-4.4
EDGX>IEX>BATS>NYSE
POV
4
MKT
8.5
80
24
0.83
Multi
false
null
null
0
EDGX>IEX>BATS>NYSE
MKT
91.7
95
17.8
10
-7
8
-35
null
null
Toxic prints; widened spread
X008920
2025-12-06 11:39:55
QQQ
Sell
20,587
398.41
8,202,066.67
1
0.065
High
21.7
11
29.2
ARCA>NYSE>BATS>EDGX>NASDAQ
IS
5
LMT
9.7
73
34
0.64
Multi
false
null
null
0
ARCA>NYSE>BATS>EDGX>NASDAQ
LMT
95.5
96
12.5
10
-20
-32
-12
PositionLimitNear
null
Stable book; normal liquidity
X008921
2025-11-08 10:16:48
XLY
Buy
151,394
80.06
12,120,603.64
1.8
0.631
Low
20.1
29
-31.7
IEX>BATS>NASDAQ>EDGX>NYSE
VWAP
3
MKT
8
135
20
0.71
Slip>Thresh
false
null
null
0
IEX>BATS>NASDAQ>EDGX>NYSE
MKT
72.6
86
8.1
52
58
10
-7
NoShort
null
High urgency from PM
X008922
2025-12-13 09:53:00
LQD
Buy
9,241
114.23
1,055,599.43
0.8
0.045
Ultra
8.5
35
33
NYSE>BATS
VWAP
2
MKT
2.9
63
17
0.67
ToxicitySpike
false
null
null
0
NYSE>BATS
MKT
3.4
90
7.2
110
-10
23
6
null
null
Stable book; normal liquidity
X008923
2025-11-25 14:50:45
XLP
Sell
27,835
179.76
5,003,619.6
1.8
0.096
High
7.7
31
-21.8
BATS>IEX>NYSE>ARCA
TWAP
2
LMT
2.9
71
26
0.63
LiqDrop
false
null
null
0
BATS>IEX>NYSE>ARCA
LMT
74.6
94
5.8
10
38
11
36
NoShort
null
Venue switch reduced impact
X008924
2025-11-25 13:39:52
XLP
Sell
128,059
174.19
22,306,597.21
3.3
0.443
Low
15.1
16
18.9
ARCA>NASDAQ>IEX>EDGX>BATS
IS
5
PO
10
143
19
0.75
Slip>Thresh
true
SlippageAboveThreshold
AlgoSwitch
16
ARCA>NASDAQ>IEX>EDGX>BATS
PO>MKT
69.6
87
26.6
74
60
-23
-27
null
null
Venue switch reduced impact
X008925
2025-11-25 11:58:44
GOOGL
Sell
35,453
333.19
11,812,585.07
1.6
0.106
Ultra
4.1
26
-18.9
EDGX>NYSE
TWAP
3
LMT
2.1
77
21
0.81
ToxicitySpike
false
null
null
0
EDGX>NYSE
LMT
63.7
62
1.7
85
-20
15
-40
NoShort
null
Paused due to data glitch
X008926
2025-12-22 14:11:14
AMD
Sell
5,230
243.83
1,275,230.9
1.4
0.146
Low
23.1
38
-33.7
ARCA>NASDAQ>NYSE>IEX>EDGX
IS
4
MKT
11.6
63
33
0.73
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>NYSE>IEX>EDGX
MKT
68.3
98
0
133
-8
-22
29
null
null
Paused due to data glitch
X008927
2025-11-04 09:42:54
JPM
Sell
7,966
204.67
1,630,401.22
3.3
0.197
Low
27.3
33
-5.9
NASDAQ>EDGX
POV
5
LMT
12.7
65
26
0.59
Multi
false
null
null
0
NASDAQ>EDGX
LMT
27
87
7.7
60
53
-25
37
null
null
Stable book; normal liquidity
X008928
2025-12-05 14:54:46
WMT
Sell
45,608
73.28
3,342,154.24
5.1
0.14
Low
15
5
12.8
ARCA>NASDAQ>BATS>NYSE>IEX
Adaptive
2
LMT
5.7
79
16
0.67
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>BATS>NYSE>IEX
LMT
14.7
92
0
10
50
18
-25
null
null
High urgency from PM
X008929
2025-11-19 12:57:50
PEP
Sell
47,673
231.69
11,045,357.37
3
0.151
Low
11.9
14
1.2
NYSE>EDGX>NASDAQ>IEX>ARCA
TWAP
3
LMT
5.2
83
25
0.73
Slip>Thresh
false
null
null
0
NYSE>EDGX>NASDAQ>IEX>ARCA
LMT
91.1
94
8.4
105
11
-8
-19
null
null
High urgency from PM
X008930
2025-12-18 13:12:12
JPM
Buy
9,609
265.8
2,554,072.2
3.4
0.238
Low
36.7
11
10.3
ARCA>NASDAQ>EDGX>IEX
VWAP
1
LMT
9
63
24
0.43
LiqDrop
false
null
null
0
ARCA>NASDAQ>EDGX>IEX
LMT
44.5
95
18.2
72
-8
-24
16
null
null
High urgency from PM
X008931
2025-12-05 10:54:40
XLK
Buy
137,416
34.44
4,732,607.04
1.4
0.386
Low
15.7
33
-28.8
IEX>EDGX
TWAP
2
PO
5.3
118
20
0.71
Multi
false
null
null
0
IEX>EDGX
PO
33.3
90
0
88
-5
4
-12
null
null
High urgency from PM
X008932
2025-12-07 14:58:21
HD
Sell
17,843
125.42
2,237,869.06
1.6
0.069
Medium
15.5
20
4.1
NYSE>BATS
VWAP
2
LMT
4.5
67
21
0.59
ToxicitySpike
false
null
null
0
NYSE>BATS
LMT
40
91
0
49
14
-14
30
null
null
High urgency from PM
X008933
2025-12-24 14:13:09
XLY
Buy
45,936
236.58
10,867,538.88
1.6
0.192
Low
21.8
7
-16.2
BATS>NYSE>IEX>NASDAQ
TWAP
1
LMT
5.5
76
22
0.57
ToxicitySpike
false
null
null
0
BATS>NYSE>IEX>NASDAQ
LMT
22.4
90
17.5
57
9
-27
-4
null
null
High urgency from PM
X008934
2025-11-21 13:25:16
PEP
Sell
7,433
129.54
962,870.82
3.1
0.023
Ultra
7.4
19
-24.3
NYSE>EDGX>ARCA
IS
4
MKT
6.1
64
21
0.49
LiqDrop
false
null
null
0
NYSE>EDGX>ARCA
MKT
63.3
89
0
41
17
27
-33
NoShort
null
Paused due to data glitch
X008935
2025-11-03 13:57:47
WMT
Sell
6,731
40.08
269,778.48
3.2
0.021
High
16
20
-6.8
EDGX>BATS
TWAP
2
LMT
5.6
62
18
0.74
Multi
false
null
null
0
EDGX>BATS
LMT
94.5
96
7.1
77
-11
-19
15
NoShort
null
Toxic prints; widened spread
X008936
2025-11-16 15:29:36
WMT
Sell
28,582
292.86
8,370,524.52
3
0.088
Low
20.4
38
-12.9
NASDAQ>EDGX
POV
4
LMT
8.9
76
29
0.46
Multi
false
null
null
0
NASDAQ>EDGX
LMT
30.4
63
0
46
-19
-17
16
null
null
High urgency from PM
X008937
2025-12-22 15:29:17
XOM
Sell
27,601
300.39
8,291,064.39
4.5
0.252
Low
18.5
31
-4.8
ARCA>NYSE>BATS
TWAP
2
PO
7.7
71
24
0.8
Multi
false
null
null
0
ARCA>NYSE>BATS
PO
86.7
91
0
67
15
-3
-11
null
null
Toxic prints; widened spread
X008938
2025-11-02 09:35:28
V
Sell
10,373
297.17
3,082,544.41
5
0.135
Low
17.9
22
18.2
NYSE>NASDAQ>EDGX>IEX
Adaptive
2
LMT
6.3
64
34
0.48
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>EDGX>IEX
LMT
86.8
96
0
10
-17
-15
19
Watchlist
null
Venue switch reduced impact
X008939
2025-12-25 10:56:37
XLU
Buy
16,473
110.94
1,827,514.62
2.2
0.053
High
13.7
10
28.1
EDGX>NASDAQ>NYSE>ARCA
POV
5
LMT
6.7
70
14
0.67
ToxicitySpike
false
null
null
0
EDGX>NASDAQ>NYSE>ARCA
LMT
67.8
90
8.5
47
-9
-8
-8
null
null
Paused due to data glitch
X008940
2025-11-24 11:54:30
XLV
Sell
477,312
290.3
138,563,673.6
0.9
1.34
Low
3.8
18
-0.6
ARCA>BATS>NYSE>NASDAQ>EDGX
POV
5
LMT
2.7
320
33
0.62
Multi
false
null
null
0
ARCA>BATS>NYSE>NASDAQ>EDGX
LMT
94.2
92
6.5
347
21
-36
-12
null
null
High urgency from PM
X008941
2025-12-02 13:40:24
CVX
Buy
38,707
177.83
6,883,265.81
0.8
0.23
Medium
21.1
17
23.3
BATS>IEX>NASDAQ
IS
5
LMT
9.4
85
32
0.76
Multi
false
null
null
0
BATS>IEX>NASDAQ
LMT
50.2
86
6.9
94
31
12
-31
null
null
Venue switch reduced impact
X008942
2025-11-10 11:16:32
XLP
Buy
53,528
306.92
16,428,813.76
3.2
0.185
Low
8
13
-1.2
EDGX>IEX>NASDAQ
TWAP
1
MKT
3.8
78
22
0.81
ToxicitySpike
false
null
null
0
EDGX>IEX>NASDAQ
MKT
49.4
85
0
126
32
29
16
null
null
Venue switch reduced impact
X008943
2025-12-23 15:55:42
GOOGL
Buy
34,547
169.4
5,852,261.8
1.7
0.103
Medium
15.7
24
-29.1
ARCA>IEX
TWAP
2
IOC
5.6
74
27
0.5
Slip>Thresh
false
null
null
0
ARCA>IEX
IOC
89.6
100
9.7
16
58
-35
-23
Watchlist
null
High urgency from PM
X008944
2025-12-09 15:32:45
NVDA
Sell
8,785
19.73
173,328.05
2
0.227
Low
13.9
8
24
NASDAQ>BATS>IEX
VWAP
2
LMT
4.3
63
20
0.64
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
15
NASDAQ>BATS>IEX
LMT>PO
85.6
93
13.8
59
58
-22
-20
null
null
Paused due to data glitch
X008945
2025-11-19 12:32:31
XOM
Sell
9,475
165.79
1,570,860.25
2
0.087
Medium
15.7
18
25
BATS>EDGX>IEX
Adaptive
4
LMT
5.7
65
26
0.48
Multi
false
null
null
0
BATS>EDGX>IEX
LMT
17.8
97
0.8
88
11
3
35
null
null
Toxic prints; widened spread
X008946
2025-12-06 14:10:27
IEF
Sell
49,855
94.15
4,693,848.25
2.8
0.189
Low
17
39
-24
EDGX>ARCA
POV
5
LMT
8.5
92
26
0.6
Slip>Thresh
false
null
null
0
EDGX>ARCA
LMT
15.2
100
24.5
171
19
7
23
null
null
Toxic prints; widened spread
X008947
2025-12-23 14:59:55
XLK
Buy
19,884
122.81
2,441,954.04
1.8
0.056
Medium
22.8
23
-27.6
NYSE>ARCA>BATS
IS
4
MKT
11.8
71
23
0.73
Slip>Thresh
false
null
null
0
NYSE>ARCA>BATS
MKT
48.1
94
10.8
96
-10
11
37
null
null
High urgency from PM
X008948
2025-11-03 10:03:24
T
Buy
38,803
91.46
3,548,922.38
2.6
0.324
Low
21.5
18
-1.2
ARCA>NASDAQ>BATS>NYSE>EDGX
Adaptive
1
LMT
5.3
73
13
0.53
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>BATS>NYSE>EDGX
LMT
7.9
88
12.7
50
10
-4
29
NoShort
null
Venue switch reduced impact
X008949
2025-11-03 15:38:19
UNH
Sell
30,168
219.67
6,627,004.56
2.1
0.133
Low
23.2
13
15.2
BATS>IEX>NASDAQ>ARCA
IS
4
MKT
12.3
77
34
0.41
LiqDrop
false
null
null
0
BATS>IEX>NASDAQ>ARCA
MKT
93.9
88
10.4
10
8
11
9
Watchlist
null
Toxic prints; widened spread
X008950
2025-11-29 13:48:50
KO
Buy
6,099
121.57
741,455.43
3.4
0.152
Low
34.1
24
11.4
ARCA>IEX>BATS>NYSE
Adaptive
4
MKT
14.3
63
30
0.63
Multi
false
null
null
0
ARCA>IEX>BATS>NYSE
MKT
13.4
98
0
117
9
17
25
NoShort
null
High urgency from PM
X008951
2025-11-16 14:54:16
JPM
Sell
2,946
95.04
279,987.84
4.9
0.073
Low
17.7
24
-13.4
NASDAQ>IEX
Adaptive
3
MKT
8.6
61
21
0.49
Multi
false
null
null
0
NASDAQ>IEX
MKT
22.8
93
0
108
-9
18
18
null
null
Paused due to data glitch
X008952
2025-11-06 10:14:23
XLV
Sell
26,244
150.27
3,943,685.88
1.5
0.074
High
8.7
24
-3.5
EDGX>NASDAQ
Adaptive
1
MKT
2.8
69
25
0.57
ToxicitySpike
false
null
null
0
EDGX>NASDAQ
MKT
6.7
93
15.7
92
23
-18
-37
NoShort
null
High urgency from PM
X008953
2025-11-19 11:44:50
DIS
Buy
12,831
42.69
547,755.39
1.7
0.056
Ultra
7.3
4
5.4
EDGX>BATS>NYSE>IEX
TWAP
2
LMT
2.7
65
20
0.74
ToxicitySpike
false
null
null
0
EDGX>BATS>NYSE>IEX
LMT
59.8
91
5.2
72
-5
22
-8
null
null
High urgency from PM
X008954
2025-12-25 13:03:59
UNH
Sell
29,705
247.14
7,341,293.7
3
0.13
Low
19.4
10
-3.6
BATS>IEX>NYSE
POV
5
IOC
11
79
19
0.82
LiqDrop
true
LiquidityDrop
VenueSwitch
35
BATS>IEX>NYSE
IOC>PO
61.9
86
24.3
128
59
9
-36
NoShort
null
Paused due to data glitch
X008955
2025-12-03 13:26:36
META
Buy
23,082
234.37
5,409,728.34
0.9
0.064
Ultra
3.4
6
11.9
NYSE>NASDAQ>EDGX
POV
5
MKT
2.4
75
19
0.49
LiqDrop
false
null
null
0
NYSE>NASDAQ>EDGX
MKT
95.9
93
3.8
65
37
3
9
Watchlist
null
Paused due to data glitch
X008956
2025-10-29 13:20:26
VZ
Sell
9,737
257.51
2,507,374.87
2.6
0.083
High
4.8
37
24.5
BATS>NASDAQ>NYSE>EDGX
POV
5
MKT
4.5
66
34
0.45
Multi
false
null
null
0
BATS>NASDAQ>NYSE>EDGX
MKT
31.7
98
0
51
32
11
-31
null
null
Paused due to data glitch
X008957
2025-12-17 14:28:05
XLY
Sell
128,854
244.62
31,520,265.48
2.1
0.537
Low
9.6
5
-19.2
IEX>NASDAQ>BATS
POV
1
MKT
4
105
33
0.43
LiqDrop
false
null
null
0
IEX>NASDAQ>BATS
MKT
1.9
97
14.1
136
49
4
-30
null
VenueReject
Paused due to data glitch
X008958
2025-12-10 13:52:51
INTC
Buy
7,938
27.13
215,357.94
0.9
0.378
Low
38.6
23
20.3
EDGX>IEX
TWAP
1
MKT
10.7
62
31
0.52
Multi
false
null
null
0
EDGX>IEX
MKT
31.9
85
0
93
-1
30
14
null
null
Paused due to data glitch
X008959
2025-11-05 15:44:56
UNH
Sell
13,749
74.42
1,023,200.58
2.3
0.06
High
10.6
30
25.6
IEX>NASDAQ
VWAP
2
PO
4
65
21
0.43
ToxicitySpike
false
null
null
0
IEX>NASDAQ
PO
23.7
91
0.6
122
49
19
38
null
null
Paused due to data glitch
X008960
2025-12-06 14:09:52
NFLX
Sell
11,711
202.02
2,365,856.22
4.8
0.112
Medium
6.9
16
-16.1
NYSE>ARCA>BATS>EDGX>NASDAQ
POV
4
PO
6.2
66
14
0.84
ToxicitySpike
false
null
null
0
NYSE>ARCA>BATS>EDGX>NASDAQ
PO
28.6
88
12.8
103
40
-6
-2
null
null
High urgency from PM
X008961
2025-11-20 14:59:20
MA
Buy
54,876
161.69
8,872,900.44
1.1
0.234
Low
22.7
30
-32.6
EDGX>BATS>ARCA>NASDAQ
Adaptive
2
MKT
6.9
83
35
0.68
LiqDrop
false
null
null
0
EDGX>BATS>ARCA>NASDAQ
MKT
19.6
90
0
10
20
-4
-6
NoShort
null
Stable book; normal liquidity
X008962
2025-12-04 15:06:16
NFLX
Sell
1,859
187.14
347,893.26
3.2
0.018
Ultra
6.7
12
-31.8
ARCA>IEX
VWAP
2
MKT
3.8
60
22
0.75
Multi
false
null
null
0
ARCA>IEX
MKT
78.4
87
7.8
74
-5
-23
35
null
null
High urgency from PM
X008963
2025-12-22 15:35:01
BA
Sell
52,237
104.45
5,456,154.65
1.6
0.174
Low
20.1
26
20.2
BATS>EDGX>ARCA>NYSE>NASDAQ
IS
4
MKT
10.5
90
23
0.68
LiqDrop
false
null
null
0
BATS>EDGX>ARCA>NYSE>NASDAQ
MKT
82.8
90
1.9
10
10
-33
-19
NoShort
null
Venue switch reduced impact
X008964
2025-12-25 09:35:49
SPY
Sell
270,751
456.04
123,473,286.04
1
0.366
Low
24.1
25
-18.3
NYSE>EDGX
VWAP
1
MKT
6.6
154
16
0.45
Slip>Thresh
false
null
null
0
NYSE>EDGX
MKT
84.2
86
0
184
29
-31
-38
NoShort
null
High urgency from PM
X008965
2025-11-30 10:13:33
NKE
Sell
181,022
224.52
40,643,059.44
2.4
0.841
Low
18.5
9
16.3
EDGX>ARCA>NYSE
VWAP
3
MKT
8
150
28
0.56
LiqDrop
false
null
null
0
EDGX>ARCA>NYSE
MKT
49.1
89
0
10
53
-13
35
NoShort
null
Stable book; normal liquidity
X008966
2025-11-28 13:05:12
AMZN
Buy
3,972
306.54
1,217,576.88
1.4
0.182
Low
36.6
15
-34.3
ARCA>NASDAQ
TWAP
2
LMT
9.9
61
24
0.55
Multi
false
null
null
0
ARCA>NASDAQ
LMT
37.8
98
0
27
29
18
-34
null
null
Venue switch reduced impact
X008967
2025-10-30 12:54:11
XLF
Buy
64,858
257.37
16,692,503.46
3.4
0.177
Low
7.2
4
-17.6
IEX>NASDAQ>EDGX>ARCA>NYSE
TWAP
2
LMT
3.6
87
33
0.75
ToxicitySpike
false
null
null
0
IEX>NASDAQ>EDGX>ARCA>NYSE
LMT
45.1
91
0.9
39
0
-28
18
null
null
Stable book; normal liquidity
X008968
2025-12-11 15:25:47
NFLX
Sell
17,287
118.91
2,055,597.17
4.4
0.165
Low
23.1
33
34.4
NASDAQ>IEX
Adaptive
2
LMT
7.3
67
14
0.69
Slip>Thresh
false
null
null
0
NASDAQ>IEX
LMT
44.5
90
3.7
44
49
15
19
Watchlist
null
Stable book; normal liquidity
X008969
2025-10-27 12:38:31
UNH
Buy
29,018
15.08
437,591.44
3.1
0.127
Low
19
25
-29.7
BATS>NYSE
POV
4
PO
9.4
76
27
0.54
LiqDrop
false
null
null
0
BATS>NYSE
PO
24.7
87
19.2
129
-15
12
3
NoShort
null
High urgency from PM
X008970
2025-11-16 09:51:48
PEP
Sell
14,556
287.01
4,177,717.56
4.8
0.046
Low
21.2
13
-18.4
EDGX>ARCA>BATS>NYSE
VWAP
2
PO
8.1
66
31
0.61
LiqDrop
true
LiquidityDrop
VenueSwitch
17
EDGX>ARCA>BATS>NYSE
PO>MKT
39.8
90
8.4
94
32
-7
-32
null
null
Paused due to data glitch
X008971
2025-11-29 12:12:37
META
Sell
64,194
320.63
20,582,522.22
1.4
0.179
Low
20.4
8
1.3
IEX>ARCA>EDGX>BATS
Adaptive
1
IOC
5.3
82
20
0.65
ToxicitySpike
false
null
null
0
IEX>ARCA>EDGX>BATS
IOC
0.3
85
5.5
46
25
29
9
Watchlist
null
Toxic prints; widened spread
X008972
2025-12-17 12:20:25
XLY
Buy
10,928
290.25
3,171,852
2
0.046
Medium
18.3
21
-0.3
EDGX>NASDAQ>IEX>ARCA
TWAP
2
MKT
6.8
64
26
0.54
ToxicitySpike
false
null
null
0
EDGX>NASDAQ>IEX>ARCA
MKT
5.1
95
0
116
59
-29
4
null
null
Toxic prints; widened spread
X008973
2025-12-13 09:53:44
IWM
Buy
95,324
198.47
18,918,954.28
1.3
0.132
Medium
14.6
14
-8
BATS>EDGX>NYSE>IEX>ARCA
TWAP
1
LMT
3.8
93
15
0.59
ToxicitySpike
true
ToxicitySpike
VenueSwitch
10
BATS>EDGX>NYSE>IEX>ARCA
LMT>IOC
99.7
95
12
105
10
-9
-10
null
null
Toxic prints; widened spread
X008974
2025-11-11 15:13:16
VZ
Buy
19,727
323.23
6,376,358.21
4
0.169
Low
10.2
29
-30
ARCA>IEX
TWAP
2
LMT
4.6
68
20
0.75
LiqDrop
false
null
null
0
ARCA>IEX
LMT
11.9
87
4.8
34
48
20
5
NoShort
null
High urgency from PM
X008975
2025-10-30 09:35:03
XLB
Sell
23,003
158.42
3,644,135.26
2.4
0.059
Medium
18.4
20
-20.9
IEX>NYSE
TWAP
2
LMT
5.8
69
25
0.52
ToxicitySpike
false
null
null
0
IEX>NYSE
LMT
45.4
100
0
10
57
-24
-4
null
null
High urgency from PM
X008976
2025-12-11 13:22:40
V
Buy
13,461
191.06
2,571,858.66
4.8
0.175
Low
7.9
32
-32.9
NASDAQ>EDGX
VWAP
3
PO
5.3
66
22
0.77
Slip>Thresh
false
null
null
0
NASDAQ>EDGX
PO
70.2
97
6.3
36
30
-8
27
null
null
Venue switch reduced impact
X008977
2025-10-31 15:34:57
LQD
Sell
12,370
106.61
1,318,765.7
1.5
0.061
High
12.9
15
16.3
NASDAQ>EDGX
TWAP
2
MKT
4.9
65
17
0.48
Multi
false
null
null
0
NASDAQ>EDGX
MKT
88.4
97
0
56
35
29
-19
null
null
Paused due to data glitch
X008978
2025-11-28 15:04:44
NKE
Buy
43,619
185.12
8,074,749.28
2.2
0.203
Medium
5.7
7
-25.1
IEX>BATS>NYSE>ARCA>NASDAQ
IS
4
LMT
3.8
85
14
0.63
Multi
false
null
null
0
IEX>BATS>NYSE>ARCA>NASDAQ
LMT
86.4
96
0
85
17
1
-23
null
null
High urgency from PM
X008979
2025-11-27 12:04:43
IEF
Sell
132,462
99.14
13,132,282.68
3.6
0.503
Low
5.9
18
13.4
NASDAQ>BATS>ARCA
Adaptive
3
MKT
4.3
126
18
0.68
LiqDrop
false
null
null
0
NASDAQ>BATS>ARCA
MKT
5.4
99
0
170
28
26
25
NoShort
null
Paused due to data glitch
X008980
2025-12-01 13:03:08
LQD
Sell
91,270
108.95
9,943,866.5
1.7
0.449
Low
5.9
28
24.9
NYSE>ARCA>NASDAQ>IEX
TWAP
3
LMT
2.8
105
20
0.44
Slip>Thresh
false
null
null
0
NYSE>ARCA>NASDAQ>IEX
LMT
27.8
64
0
220
49
-34
11
null
null
Toxic prints; widened spread
X008981
2025-11-08 11:39:44
XLY
Sell
10,784
221.59
2,389,626.56
2.3
0.045
High
11.7
27
-5.4
EDGX>ARCA>BATS>NYSE>NASDAQ
POV
4
IOC
6.3
66
12
0.42
ToxicitySpike
true
ToxicitySpike
VenueSwitch
11
EDGX>ARCA>BATS>NYSE>NASDAQ
IOC>LMT
80.9
94
8.5
55
-10
3
34
null
null
Stable book; normal liquidity
X008982
2025-12-09 14:51:18
XLB
Buy
196,462
163.55
32,131,360.1
2.5
0.501
Low
13.7
10
-21.5
NASDAQ>ARCA>EDGX>BATS>NYSE
IS
5
MKT
9.5
187
33
0.64
Multi
false
null
null
0
NASDAQ>ARCA>EDGX>BATS>NYSE
MKT
76.8
87
14.1
112
17
30
-22
null
null
Venue switch reduced impact
X008983
2025-12-01 15:15:16
BRK.B
Sell
30,357
127.18
3,860,803.26
1.7
0.138
Medium
15.9
30
-9.6
NYSE>NASDAQ
POV
4
LMT
6.5
77
14
0.64
Slip>Thresh
false
null
null
0
NYSE>NASDAQ
LMT
38.8
92
2.4
91
-10
8
-15
null
VenueReject
Toxic prints; widened spread
X008984
2025-11-26 12:32:51
AMD
Sell
1,558
134.69
209,847.02
1.6
0.043
Ultra
6.2
15
-21.8
ARCA>IEX>NYSE
IS
4
LMT
3.5
60
13
0.43
Multi
false
null
null
0
ARCA>IEX>NYSE
LMT
88.7
92
4.9
15
-18
9
-13
null
null
Toxic prints; widened spread
X008985
2025-11-08 11:47:04
XLV
Buy
203,593
131.09
26,689,006.37
1.3
0.571
Low
13.4
7
9.1
ARCA>IEX
VWAP
1
LMT
3.4
131
32
0.79
ToxicitySpike
false
null
null
0
ARCA>IEX
LMT
86.8
92
1.6
249
9
26
-34
PositionLimitNear
null
Toxic prints; widened spread
X008986
2025-12-03 14:07:47
AMZN
Sell
2,305
129.07
297,506.35
1.4
0.106
Medium
16.8
32
3.1
IEX>ARCA
Adaptive
3
MKT
6.1
61
16
0.7
Slip>Thresh
false
null
null
0
IEX>ARCA
MKT
35.7
99
0.9
107
10
-11
-40
null
null
High urgency from PM
X008987
2025-11-12 15:21:11
BRK.B
Sell
15,794
343.93
5,432,030.42
2.5
0.072
High
7.3
13
9.3
ARCA>NYSE
POV
5
LMT
4.6
70
15
0.61
ToxicitySpike
false
null
null
0
ARCA>NYSE
LMT
80.3
98
6.3
58
1
-38
-36
null
null
Paused due to data glitch
X008988
2025-10-28 12:09:20
HYG
Buy
29,852
74.6
2,226,959.2
1.5
0.164
Medium
10.3
4
-9.3
BATS>NASDAQ>IEX>EDGX>NYSE
IS
4
LMT
5
77
17
0.45
LiqDrop
false
null
null
0
BATS>NASDAQ>IEX>EDGX>NYSE
LMT
55.1
99
4.4
10
22
-32
-24
null
null
High urgency from PM
X008989
2025-11-03 12:07:59
AMZN
Buy
2,414
272.89
658,756.46
1.9
0.111
Medium
18.3
22
1.9
EDGX>ARCA>NYSE>BATS>NASDAQ
Adaptive
1
PO
4.8
60
22
0.45
Multi
false
null
null
0
EDGX>ARCA>NYSE>BATS>NASDAQ
PO
43.8
93
0
78
24
-7
-1
null
null
Venue switch reduced impact
X008990
2025-12-06 11:47:38
XLU
Sell
46,666
139.57
6,513,173.62
1.3
0.149
Low
22.7
20
31.1
ARCA>NASDAQ>BATS>NYSE>EDGX
IS
5
IOC
12
90
31
0.7
Multi
false
null
null
0
ARCA>NASDAQ>BATS>NYSE>EDGX
IOC
10.1
99
0
162
55
-4
31
null
null
Stable book; normal liquidity
X008991
2025-11-28 09:35:14
BRK.B
Buy
16,446
329.58
5,420,272.68
1.8
0.075
High
6.9
21
11.7
NYSE>BATS>ARCA
IS
4
MKT
4.7
69
12
0.71
LiqDrop
false
null
null
0
NYSE>BATS>ARCA
MKT
77.8
92
10.7
10
-20
-8
33
PositionLimitNear
null
Venue switch reduced impact
X008992
2025-11-19 10:25:40
HD
Sell
70,221
301.67
21,183,569.07
2.9
0.272
Low
19.2
33
28.1
NASDAQ>IEX
TWAP
3
LMT
7.2
95
17
0.72
ToxicitySpike
false
null
null
0
NASDAQ>IEX
LMT
13.8
90
0
109
5
-10
32
null
null
Toxic prints; widened spread
X008993
2025-11-27 10:34:50
IWM
Buy
985,119
193.51
190,630,377.69
1
1.36
Low
20.5
12
1.7
NASDAQ>EDGX>IEX
POV
3
LMT
7.3
260
15
0.63
LiqDrop
false
null
null
0
NASDAQ>EDGX>IEX
LMT
75.6
92
26.4
264
22
-18
-32
NoShort
null
Paused due to data glitch
X008994
2025-11-04 13:11:57
UNH
Sell
25,799
230.6
5,949,249.4
1.4
0.113
Medium
24.4
9
18.4
IEX>ARCA>NYSE>BATS
Adaptive
4
MKT
9.5
74
12
0.51
Multi
false
null
null
0
IEX>ARCA>NYSE>BATS
MKT
11.2
88
9.2
16
23
-34
40
Watchlist
null
High urgency from PM
X008995
2025-11-12 12:34:06
HYG
Buy
48,900
74.82
3,658,698
1.6
0.268
Low
14.1
12
33.3
ARCA>NASDAQ>IEX>NYSE
Adaptive
5
IOC
6.5
91
34
0.8
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>IEX>NYSE
IOC
34.2
95
13.1
10
40
5
34
Watchlist
null
High urgency from PM
X008996
2025-12-16 14:15:44
DIS
Sell
25,320
242.16
6,131,491.2
1.9
0.11
Medium
18.2
9
-32.2
ARCA>NASDAQ>BATS>NYSE
TWAP
2
PO
6.1
70
12
0.59
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>BATS>NYSE
PO
16.4
90
7.8
140
29
-16
-37
null
Unknown
Paused due to data glitch
X008997
2025-12-17 13:07:16
WMT
Buy
113,148
330.93
37,444,067.64
4.8
0.348
Low
4.3
8
9.5
NASDAQ>EDGX
Adaptive
5
MKT
5.5
133
13
0.7
LiqDrop
false
null
null
0
NASDAQ>EDGX
MKT
62.5
87
13.2
10
53
-5
-36
null
null
Paused due to data glitch
X008998
2025-11-22 12:59:37
MSFT
Sell
49,285
46.2
2,276,967
3.2
0.262
Low
11.9
11
-33.7
IEX>ARCA>EDGX>NYSE
TWAP
3
MKT
6.4
84
33
0.51
Slip>Thresh
false
null
null
0
IEX>ARCA>EDGX>NYSE
MKT
0.5
87
11.5
126
46
18
6
null
null
High urgency from PM
X008999
2025-12-12 15:50:45
IEF
Sell
66,056
94.11
6,216,530.16
2.3
0.251
Low
19.3
6
-0
IEX>NYSE>BATS>ARCA
POV
5
MKT
10.9
102
22
0.7
ToxicitySpike
false
null
null
0
IEX>NYSE>BATS>ARCA
MKT
25.7
89
0
94
29
0
-17
PositionLimitNear
null
Stable book; normal liquidity
X009000
2025-12-16 11:18:01
XLE
Buy
24,466
315.19
7,711,438.54
3.1
0.088
High
5.6
30
-18.6
NYSE>IEX>BATS
POV
4
LMT
4
74
33
0.57
Slip>Thresh
false
null
null
0
NYSE>IEX>BATS
LMT
35.4
86
8.3
63
31
24
-11
Watchlist
null
High urgency from PM