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
X000901
2025-11-03 12:40:00
IEF
Sell
18,854
102.41
1,930,838.14
3.5
0.072
High
6.6
9
20.8
IEX>NYSE>BATS>ARCA
IS
5
MKT
6.7
72
31
0.71
ToxicitySpike
false
null
null
0
IEX>NYSE>BATS>ARCA
MKT
68.9
94
3.4
116
38
6
-14
null
null
Paused due to data glitch
X000902
2025-11-23 13:55:29
XLB
Buy
173,978
264.91
46,088,511.98
2.4
0.443
Medium
3.7
36
12.2
IEX>NASDAQ>EDGX>BATS>ARCA
POV
4
LMT
3
160
13
0.4
ToxicitySpike
false
null
null
0
IEX>NASDAQ>EDGX>BATS>ARCA
LMT
22.1
81
0
104
8
-39
-24
null
null
Venue switch reduced impact
X000903
2025-11-20 11:03:57
JPM
Sell
9,670
231.02
2,233,963.4
2.4
0.239
Low
36.2
15
-6.6
ARCA>NYSE>BATS
Adaptive
2
MKT
11.3
64
29
0.63
Slip>Thresh
true
SlippageAboveThreshold
AlgoSwitch
11
ARCA>NYSE>BATS
MKT>IOC
23.3
83
39.5
44
48
-2
22
Watchlist
null
Stable book; normal liquidity
X000904
2025-11-03 10:09:28
INTC
Buy
1,358
238.65
324,086.7
0.9
0.065
Medium
39.9
5
-32
EDGX>BATS
Adaptive
2
LMT
9.4
60
17
0.75
ToxicitySpike
false
null
null
0
EDGX>BATS
LMT
80.1
88
10.2
25
-18
-1
15
null
null
Toxic prints; widened spread
X000905
2025-11-07 13:56:33
XLV
Buy
36,514
140.37
5,125,470.18
0.9
0.102
Medium
24.8
22
-13.7
NASDAQ>NYSE>ARCA>EDGX>IEX
IS
5
LMT
10.9
83
27
0.62
Multi
false
null
null
0
NASDAQ>NYSE>ARCA>EDGX>IEX
LMT
60.8
89
3.8
134
1
15
-22
null
null
Paused due to data glitch
X000906
2025-11-30 14:15:59
XLV
Buy
93,184
187.87
17,506,478.08
1.2
0.262
Low
18.1
19
-8.1
EDGX>NASDAQ>BATS>ARCA
VWAP
3
LMT
5.6
106
18
0.69
LiqDrop
true
LiquidityDrop
VenueSwitch
38
EDGX>NASDAQ>BATS>ARCA
LMT>PO
3
95
0.6
151
-1
10
-28
null
null
Stable book; normal liquidity
X000907
2025-11-25 12:01:52
CVX
Sell
64,185
158.13
10,149,574.05
1.4
0.381
Low
19.3
26
17.7
ARCA>NASDAQ
IS
4
LMT
8.3
96
12
0.4
LiqDrop
false
null
null
0
ARCA>NASDAQ
LMT
11.8
94
17.8
102
59
-10
28
null
null
Toxic prints; widened spread
X000908
2025-10-30 15:50:08
IEF
Buy
56,913
101
5,748,213
2.6
0.216
Low
12.7
10
7.9
NASDAQ>NYSE>ARCA>BATS
TWAP
3
LMT
5.2
88
25
0.45
Multi
false
null
null
0
NASDAQ>NYSE>ARCA>BATS
LMT
32.8
89
0
10
-1
-21
30
null
null
Venue switch reduced impact
X000909
2025-10-29 15:52:39
META
Buy
100,531
66.07
6,642,083.17
0.8
0.28
Medium
17.4
31
-9.9
NASDAQ>NYSE>ARCA
IS
4
MKT
8.6
117
19
0.56
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>ARCA
MKT
68.9
99
9.3
184
24
-20
-7
null
null
Venue switch reduced impact
X000910
2025-11-02 14:14:28
BA
Sell
19,852
319.79
6,348,471.08
1.8
0.066
Ultra
4.5
23
23.8
IEX>BATS
Adaptive
4
MKT
2.8
71
35
0.68
Slip>Thresh
false
null
null
0
IEX>BATS
MKT
79.8
93
0
49
37
4
-26
null
null
High urgency from PM
X000911
2025-11-11 13:54:40
MA
Buy
31,357
240.07
7,527,874.99
1.5
0.134
Medium
11.7
14
-34.4
BATS>NASDAQ
VWAP
1
LMT
3.1
70
17
0.55
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
11
BATS>NASDAQ
LMT>MKT
85.5
88
0
8
-7
24
3
null
null
Paused due to data glitch
X000912
2025-12-16 11:19:19
VZ
Sell
9,764
329.76
3,219,776.64
3.7
0.084
Low
17.5
5
-4.5
EDGX>BATS
IS
5
PO
11.2
66
31
0.64
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
20
EDGX>BATS
PO>LMT
99.4
94
7.7
112
-10
-5
-9
null
null
High urgency from PM
X000913
2025-11-04 14:32:35
TSLA
Sell
53,527
335.9
17,979,719.3
2.1
0.166
Low
19.6
25
-34.3
NASDAQ>BATS>EDGX>NYSE
VWAP
2
MKT
6.9
82
19
0.67
LiqDrop
false
null
null
0
NASDAQ>BATS>EDGX>NYSE
MKT
1.9
88
26.3
38
48
-13
-30
null
null
Stable book; normal liquidity
X000914
2025-11-22 11:00:59
JNJ
Sell
14,475
49.69
719,262.75
2.8
0.053
Medium
11.8
34
-30.9
NASDAQ>ARCA>NYSE
IS
4
MKT
7.8
68
30
0.82
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>NYSE
MKT
2.3
100
0
100
48
8
32
null
null
High urgency from PM
X000915
2025-11-09 12:17:54
TLT
Sell
85,380
93.6
7,991,568
1.9
0.312
Low
23.1
36
14.8
BATS>EDGX>NYSE
VWAP
3
PO
8.2
102
18
0.43
ToxicitySpike
false
null
null
0
BATS>EDGX>NYSE
PO
41.6
92
8.1
149
60
25
1
null
null
Venue switch reduced impact
X000916
2025-12-08 13:00:11
TLT
Buy
12,086
94.22
1,138,742.92
1.7
0.044
Medium
24.1
18
30.2
ARCA>EDGX>BATS>IEX
TWAP
1
LMT
6
64
15
0.57
Slip>Thresh
false
null
null
0
ARCA>EDGX>BATS>IEX
LMT
53.2
87
0
59
50
27
5
null
null
Paused due to data glitch
X000917
2025-12-25 12:06:03
CSCO
Sell
28,747
166.26
4,779,476.22
3.4
0.072
Low
17.2
18
-29.1
EDGX>NASDAQ>BATS
Adaptive
4
MKT
8.4
76
23
0.62
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>BATS
MKT
49
89
9.6
35
4
-3
-22
null
null
Stable book; normal liquidity
X000918
2025-12-10 11:37:17
DIS
Buy
9,718
250.44
2,433,775.92
2
0.042
High
11.6
32
2.5
NASDAQ>IEX>BATS
IS
4
LMT
5.7
65
19
0.58
ToxicitySpike
false
null
null
0
NASDAQ>IEX>BATS
LMT
55.6
85
5
51
-16
10
-38
null
null
Venue switch reduced impact
X000919
2025-11-29 14:00:55
XLP
Sell
131,916
246.9
32,570,060.4
2.1
0.456
Low
19.8
10
-24
EDGX>IEX
Adaptive
3
IOC
7.3
125
30
0.43
Multi
false
null
null
0
EDGX>IEX
IOC
19.4
88
0
10
33
-13
35
null
Throttle
High urgency from PM
X000920
2025-12-23 12:59:27
NKE
Sell
33,378
69.99
2,336,126.22
4.1
0.155
Low
20.8
39
22.8
BATS>NASDAQ>IEX>EDGX
IS
5
LMT
11.9
81
30
0.47
Multi
false
null
null
0
BATS>NASDAQ>IEX>EDGX
LMT
55.2
96
35.5
74
-15
-30
-20
null
null
High urgency from PM
X000921
2025-12-16 12:43:13
XLU
Buy
22,225
360.4
8,009,890
1.2
0.071
Ultra
7.3
4
26.3
IEX>ARCA>NYSE
TWAP
3
LMT
2.8
71
28
0.42
LiqDrop
false
null
null
0
IEX>ARCA>NYSE
LMT
81.2
85
3.9
54
49
11
-33
Watchlist
null
Paused due to data glitch
X000922
2025-11-20 09:43:44
PFE
Buy
53,378
74
3,949,972
2.6
0.145
Low
10.7
17
-0.1
NASDAQ>IEX>BATS>EDGX>NYSE
TWAP
1
LMT
3.5
78
34
0.74
Slip>Thresh
false
null
null
0
NASDAQ>IEX>BATS>EDGX>NYSE
LMT
46.3
94
0
117
24
-12
-26
NoShort
null
Venue switch reduced impact
X000923
2025-11-14 12:02:33
DIS
Sell
56,306
37.27
2,098,524.62
2.1
0.246
Low
11.5
24
5.7
NYSE>BATS
IS
5
LMT
6.5
96
29
0.84
LiqDrop
false
null
null
0
NYSE>BATS
LMT
85.8
96
9.1
87
-7
27
37
null
null
Venue switch reduced impact
X000924
2025-11-03 10:26:42
QQQ
Sell
63,233
414.63
26,218,298.79
0.5
0.2
Ultra
7.8
35
-29.9
ARCA>EDGX>NYSE>IEX
VWAP
1
LMT
1.9
82
34
0.49
LiqDrop
false
null
null
0
ARCA>EDGX>NYSE>IEX
LMT
75.5
88
4.4
86
-9
21
-17
null
null
High urgency from PM
X000925
2025-10-30 13:41:23
PFE
Sell
73,719
106.22
7,830,432.18
2.5
0.2
Low
14.7
23
-19.5
IEX>NASDAQ>EDGX>BATS
Adaptive
4
LMT
5.7
102
31
0.67
Multi
false
null
null
0
IEX>NASDAQ>EDGX>BATS
LMT
44.5
72
0
114
15
26
-25
PositionLimitNear
VenueReject
Venue switch reduced impact
X000926
2025-12-19 15:39:22
CVX
Buy
27,701
331.78
9,190,637.78
1.5
0.164
Medium
14.8
33
-23.4
EDGX>IEX>NYSE>ARCA>BATS
POV
5
MKT
8.1
78
12
0.77
Slip>Thresh
true
SlippageAboveThreshold
AlgoSwitch
11
EDGX>IEX>NYSE>ARCA>BATS
MKT>LMT
42.3
87
17.4
71
4
3
1
null
null
Toxic prints; widened spread
X000927
2025-12-25 09:38:15
XLU
Buy
8,595
264.28
2,271,486.6
1.6
0.028
Ultra
12
19
-14.7
BATS>EDGX>ARCA>NYSE>IEX
Adaptive
1
MKT
3.6
63
32
0.56
LiqDrop
false
null
null
0
BATS>EDGX>ARCA>NYSE>IEX
MKT
36.7
96
11.9
84
7
11
7
PositionLimitNear
null
Stable book; normal liquidity
X000928
2025-11-15 14:15:05
XLV
Sell
69,119
298.58
20,637,551.02
1.4
0.194
High
3.2
33
-29
BATS>IEX
IS
5
LMT
2.5
104
30
0.75
LiqDrop
false
null
null
0
BATS>IEX
LMT
94.9
99
13.7
128
4
-5
28
null
null
Paused due to data glitch
X000929
2025-11-03 13:24:06
NFLX
Sell
24,831
320.85
7,967,026.35
2.6
0.237
Low
16.7
6
-2.3
BATS>EDGX>NASDAQ
VWAP
1
LMT
4.6
68
35
0.47
Slip>Thresh
false
null
null
0
BATS>EDGX>NASDAQ
LMT
0.5
91
10.2
70
34
26
17
null
null
Paused due to data glitch
X000930
2025-12-16 10:48:43
TSLA
Sell
12,097
198.95
2,406,698.15
2
0.038
Ultra
10.2
39
-2.5
NYSE>IEX
VWAP
2
MKT
4.1
65
34
0.56
Multi
false
null
null
0
NYSE>IEX
MKT
41.9
87
3.6
91
-10
-7
-13
null
null
Venue switch reduced impact
X000931
2025-11-25 15:55:07
AAPL
Sell
16,926
87.13
1,474,762.38
2.4
0.05
Medium
16.4
35
6.7
IEX>BATS>NYSE>ARCA
IS
5
LMT
8.6
71
32
0.42
ToxicitySpike
false
null
null
0
IEX>BATS>NYSE>ARCA
LMT
37.6
100
16.7
51
17
27
26
Watchlist
null
Stable book; normal liquidity
X000932
2025-11-28 09:35:40
KO
Sell
2,695
80.74
217,594.3
3.7
0.067
Low
22.6
27
-6.1
ARCA>IEX>NYSE
VWAP
2
PO
7.9
61
28
0.43
LiqDrop
false
null
null
0
ARCA>IEX>NYSE
PO
73
87
9.6
37
25
16
-18
null
null
Venue switch reduced impact
X000933
2025-11-01 13:10:07
XLY
Sell
57,828
172.14
9,954,511.92
1.3
0.241
Low
25
23
21.7
NYSE>BATS>IEX>EDGX>NASDAQ
TWAP
2
PO
7.7
84
28
0.52
Slip>Thresh
false
null
null
0
NYSE>BATS>IEX>EDGX>NASDAQ
PO
81.4
94
10.2
121
56
8
1
NoShort
null
Toxic prints; widened spread
X000934
2025-11-20 09:35:21
IEF
Sell
16,627
93.36
1,552,296.72
2.6
0.063
Medium
24.1
29
-24.2
BATS>IEX>NYSE>NASDAQ
POV
4
LMT
9.8
69
15
0.79
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
12
BATS>IEX>NYSE>NASDAQ
LMT>IOC
4.4
89
20
43
24
12
36
null
null
Venue switch reduced impact
X000935
2025-12-17 10:49:03
CVX
Buy
24,754
228.03
5,644,654.62
0.8
0.147
High
11.8
25
1.6
NYSE>EDGX>BATS
POV
5
LMT
5
76
25
0.49
LiqDrop
false
null
null
0
NYSE>EDGX>BATS
LMT
1.3
88
10.7
17
-1
-14
9
Watchlist
null
Toxic prints; widened spread
X000936
2025-10-30 15:47:07
UNH
Buy
223,996
138.21
30,958,487.16
1.8
0.984
Low
22.9
35
27.6
EDGX>ARCA>IEX
IS
5
MKT
13.7
205
26
0.77
LiqDrop
false
null
null
0
EDGX>ARCA>IEX
MKT
31.3
87
28.3
84
47
-4
10
Watchlist
null
Paused due to data glitch
X000937
2025-12-08 11:44:28
XLY
Sell
70,389
292.89
20,616,234.21
2.3
0.293
Low
13.6
26
-21.1
EDGX>NASDAQ>BATS>IEX
TWAP
2
LMT
4.7
89
33
0.72
ToxicitySpike
false
null
null
0
EDGX>NASDAQ>BATS>IEX
LMT
37.7
86
0.2
82
15
0
-28
NoShort
null
Venue switch reduced impact
X000938
2025-11-07 13:36:28
MSFT
Sell
55,592
188.54
10,481,315.68
2.5
0.295
Low
9
17
-29.3
EDGX>IEX
IS
5
MKT
7.1
96
21
0.69
Multi
false
null
null
0
EDGX>IEX
MKT
45.1
98
6.3
112
-14
24
22
null
null
High urgency from PM
X000939
2025-11-19 14:48:44
GOOGL
Sell
78,980
128.65
10,160,777
1.6
0.235
Low
16.3
20
-29.1
NYSE>NASDAQ>IEX>BATS>EDGX
VWAP
1
PO
4.5
87
33
0.47
Multi
false
null
null
0
NYSE>NASDAQ>IEX>BATS>EDGX
PO
7.2
87
4.8
164
39
-10
-17
null
null
Venue switch reduced impact
X000940
2025-11-30 14:55:09
PEP
Sell
172,783
316.14
54,623,617.62
4.6
0.546
Low
21.4
20
7.9
ARCA>BATS
VWAP
3
PO
9.4
146
28
0.78
Multi
false
null
null
0
ARCA>BATS
PO
20.2
91
20.4
206
21
-12
-6
PositionLimitNear
null
Toxic prints; widened spread
X000941
2025-12-01 15:12:33
NFLX
Sell
24,552
19.96
490,057.92
4.8
0.235
Low
10.1
6
13.6
ARCA>BATS>NASDAQ
VWAP
1
PO
4.6
68
33
0.55
LiqDrop
false
null
null
0
ARCA>BATS>NASDAQ
PO
71.5
88
25.5
10
42
21
6
null
null
High urgency from PM
X000942
2025-11-08 12:25:04
XLE
Buy
118,538
195.45
23,168,252.1
3
0.425
Low
18.4
29
-27.6
EDGX>BATS>IEX>NYSE>ARCA
TWAP
2
MKT
7.6
110
28
0.71
LiqDrop
true
LiquidityDrop
OrderTypeChange
35
EDGX>BATS>IEX>NYSE>ARCA
MKT>IOC
71.6
95
8
137
26
-27
35
null
null
Venue switch reduced impact
X000943
2025-11-04 14:55:23
QQQ
Sell
30,280
397.94
12,049,623.2
0.7
0.096
High
17.8
25
3.7
EDGX>IEX>ARCA
TWAP
1
LMT
4.2
70
22
0.84
Multi
false
null
null
0
EDGX>IEX>ARCA
LMT
83.8
89
7.2
108
4
-37
32
null
null
High urgency from PM
X000944
2025-11-28 09:42:11
WMT
Buy
26,644
49.57
1,320,743.08
4.3
0.082
Low
22.9
18
25.9
NYSE>ARCA>BATS>NASDAQ>IEX
TWAP
2
LMT
7.9
71
23
0.82
LiqDrop
false
null
null
0
NYSE>ARCA>BATS>NASDAQ>IEX
LMT
36.1
97
31.4
15
41
28
2
null
null
High urgency from PM
X000945
2025-10-27 11:29:02
T
Sell
20,409
128.74
2,627,454.66
3.4
0.17
Low
22.1
25
29.4
NYSE>BATS
POV
5
MKT
13.1
73
31
0.82
ToxicitySpike
false
null
null
0
NYSE>BATS
MKT
43.7
98
3.1
68
36
-39
-24
null
null
Stable book; normal liquidity
X000946
2025-11-10 12:11:34
WMT
Sell
34,891
210.32
7,338,275.12
4.4
0.107
Low
14.9
39
-14.6
NYSE>NASDAQ
VWAP
3
LMT
6.5
77
17
0.8
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
10
NYSE>NASDAQ
LMT>IOC
44.2
87
18.4
33
58
3
-31
NoShort
null
Paused due to data glitch
X000947
2025-12-19 12:29:30
MA
Sell
169,080
326.73
55,243,508.4
1.5
0.72
Low
10.6
7
19.1
NASDAQ>EDGX>BATS
POV
2
LMT
3.8
131
23
0.67
LiqDrop
false
null
null
0
NASDAQ>EDGX>BATS
LMT
42.8
88
10.6
167
-3
-20
24
null
null
Toxic prints; widened spread
X000948
2025-12-24 15:55:33
JPM
Sell
4,494
147.68
663,673.92
2.9
0.111
Low
14
20
-16.5
EDGX>ARCA
Adaptive
5
MKT
7.7
62
32
0.83
Slip>Thresh
false
null
null
0
EDGX>ARCA
MKT
45.2
88
12.2
59
-6
-6
10
null
Unknown
Venue switch reduced impact
X000949
2025-12-25 09:35:36
GOOGL
Sell
41,442
144.09
5,971,377.78
1
0.123
Medium
16.5
16
28.8
ARCA>NYSE>EDGX>NASDAQ
Adaptive
1
LMT
3.6
74
34
0.68
Slip>Thresh
false
null
null
0
ARCA>NYSE>EDGX>NASDAQ
LMT
24.8
92
5.5
49
56
1
22
PositionLimitNear
null
Paused due to data glitch
X000950
2025-11-08 09:57:54
NKE
Buy
37,526
298.58
11,204,513.08
2.1
0.174
Low
15.9
37
11.5
BATS>ARCA>NYSE>IEX
VWAP
1
IOC
4.8
73
26
0.4
Slip>Thresh
false
null
null
0
BATS>ARCA>NYSE>IEX
IOC
69.5
97
18.9
59
43
14
-18
null
null
High urgency from PM
X000951
2025-12-02 15:00:35
JPM
Buy
4,049
277.26
1,122,625.74
5.4
0.1
Low
38.1
36
3.7
BATS>IEX
VWAP
1
MKT
12.2
61
24
0.83
Multi
false
null
null
0
BATS>IEX
MKT
72
92
22.1
121
43
17
-14
null
null
Toxic prints; widened spread
X000952
2025-11-26 15:20:45
JNJ
Buy
41,600
115.09
4,787,744
4.8
0.153
Low
19.3
14
17.4
NYSE>IEX>NASDAQ
Adaptive
2
LMT
6.6
77
34
0.5
Slip>Thresh
false
null
null
0
NYSE>IEX>NASDAQ
LMT
85.8
90
17.8
162
44
14
-1
null
VenueReject
High urgency from PM
X000953
2025-10-27 13:58:40
GOOGL
Sell
209,891
67.26
14,117,268.66
1.1
0.625
Low
9
31
24.3
IEX>EDGX
VWAP
2
IOC
3.3
149
29
0.62
ToxicitySpike
false
null
null
0
IEX>EDGX
IOC
29.3
93
0
113
51
22
21
null
null
Venue switch reduced impact
X000954
2025-12-08 13:59:17
CVX
Sell
19,536
251.11
4,905,684.96
0.7
0.116
Ultra
8.7
14
-21.5
BATS>EDGX
IS
5
MKT
5
72
34
0.83
LiqDrop
false
null
null
0
BATS>EDGX
MKT
65.5
99
2.2
79
48
20
-31
null
null
Stable book; normal liquidity
X000955
2025-11-13 09:40:54
JNJ
Buy
14,566
69.18
1,007,675.88
5.3
0.053
Medium
10.6
14
22.4
BATS>IEX>ARCA
VWAP
2
PO
5.6
66
16
0.75
ToxicitySpike
false
null
null
0
BATS>IEX>ARCA
PO
52.6
93
6.9
10
47
-22
-37
null
null
Stable book; normal liquidity
X000956
2025-11-07 11:27:46
HD
Buy
10,018
140.88
1,411,335.84
2.9
0.039
Ultra
6.8
39
-30.9
NYSE>ARCA>EDGX>NASDAQ>IEX
IS
5
MKT
6.2
66
33
0.74
ToxicitySpike
false
null
null
0
NYSE>ARCA>EDGX>NASDAQ>IEX
MKT
87.1
92
17.7
101
11
-33
28
null
null
Venue switch reduced impact
X000957
2025-11-04 10:49:11
IEF
Sell
16,520
102.03
1,685,535.6
2.1
0.063
High
11.2
16
20.6
EDGX>ARCA>NYSE
Adaptive
4
MKT
5.4
69
35
0.73
Slip>Thresh
false
null
null
0
EDGX>ARCA>NYSE
MKT
89.7
87
0
73
34
-21
0
PositionLimitNear
null
Paused due to data glitch
X000958
2025-12-15 10:15:52
KO
Sell
1,344
224.84
302,184.96
1.9
0.033
Ultra
12.8
8
-14.6
EDGX>NYSE>IEX>NASDAQ>ARCA
TWAP
1
LMT
3.6
60
30
0.6
LiqDrop
false
null
null
0
EDGX>NYSE>IEX>NASDAQ>ARCA
LMT
95.2
86
1.8
63
33
-15
-29
null
null
Venue switch reduced impact
X000959
2025-11-27 11:12:05
PEP
Buy
94,080
34.01
3,199,660.8
3.5
0.297
Low
23.9
39
-15.6
IEX>EDGX>NASDAQ>BATS>NYSE
VWAP
2
MKT
9
99
25
0.63
LiqDrop
true
LiquidityDrop
AlgoSwitch
28
IEX>EDGX>NASDAQ>BATS>NYSE
MKT>PO
68.3
97
16.1
155
10
18
-12
Watchlist
null
Venue switch reduced impact
X000960
2025-11-14 10:04:30
NKE
Sell
4,989
40.37
201,405.93
2.8
0.023
Ultra
5.2
24
-8.8
NASDAQ>BATS
POV
4
MKT
4.4
62
16
0.8
Multi
true
MultiTrigger
AlgoSwitch
18
NASDAQ>BATS
MKT>IOC
93.1
92
0
69
22
-20
28
PositionLimitNear
null
Venue switch reduced impact
X000961
2025-12-19 14:11:35
KO
Sell
9,268
110.34
1,022,631.12
1.9
0.231
Low
10.5
25
9.2
IEX>ARCA>NYSE>EDGX
VWAP
3
MKT
4.8
64
33
0.57
Slip>Thresh
false
null
null
0
IEX>ARCA>NYSE>EDGX
MKT
82.5
87
10.1
87
27
-2
19
NoShort
null
Paused due to data glitch
X000962
2025-12-21 15:39:56
HYG
Buy
13,642
76.48
1,043,340.16
1.2
0.075
High
14.6
29
31.4
EDGX>IEX>BATS>ARCA
IS
4
PO
6.9
67
26
0.42
Slip>Thresh
false
null
null
0
EDGX>IEX>BATS>ARCA
PO
52.5
92
16.9
59
23
9
11
null
null
Stable book; normal liquidity
X000963
2025-12-02 10:48:54
CVX
Buy
19,913
87.97
1,751,746.61
0.7
0.118
Ultra
4.8
38
1.8
BATS>EDGX
IS
5
LMT
2.6
72
22
0.48
Slip>Thresh
false
null
null
0
BATS>EDGX
LMT
85.5
88
0.6
75
46
25
18
null
null
Stable book; normal liquidity
X000964
2025-12-25 14:37:36
VZ
Sell
8,136
155.58
1,265,798.88
2.5
0.07
Medium
19.6
8
28.7
IEX>EDGX
IS
4
IOC
10.5
64
23
0.66
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
18
IEX>EDGX
IOC>MKT
98.1
86
5
118
-13
18
18
Watchlist
null
High urgency from PM
X000965
2025-11-03 09:35:25
XLV
Buy
26,466
286.84
7,591,507.44
1.6
0.074
High
8.5
34
0.4
IEX>NASDAQ>EDGX>ARCA>NYSE
Adaptive
2
LMT
2.7
71
33
0.44
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
11
IEX>NASDAQ>EDGX>ARCA>NYSE
LMT>MKT
90.8
66
4.8
71
52
-29
40
NoShort
null
High urgency from PM
X000966
2025-11-19 13:57:38
GOOGL
Buy
69,106
128.18
8,858,007.08
1.6
0.206
Low
24.6
5
8.1
EDGX>NYSE>NASDAQ>ARCA
TWAP
1
MKT
7.4
84
27
0.74
ToxicitySpike
false
null
null
0
EDGX>NYSE>NASDAQ>ARCA
MKT
14.4
90
20.5
116
-3
9
-25
null
null
Venue switch reduced impact
X000967
2025-11-21 12:59:06
WMT
Sell
70,956
292.65
20,765,273.4
2.7
0.218
Low
17.3
8
-19.4
BATS>IEX>ARCA>NASDAQ>EDGX
TWAP
1
MKT
6
84
17
0.46
Multi
false
null
null
0
BATS>IEX>ARCA>NASDAQ>EDGX
MKT
46.5
92
10.6
93
-4
0
6
null
null
Venue switch reduced impact
X000968
2025-12-18 14:37:25
META
Buy
24,064
101.16
2,434,314.24
1.2
0.067
Medium
23.9
29
-19
NYSE>IEX>NASDAQ>ARCA
TWAP
3
IOC
8.7
72
32
0.73
Multi
false
null
null
0
NYSE>IEX>NASDAQ>ARCA
IOC
6.3
88
15.9
66
14
-36
-36
PositionLimitNear
null
Stable book; normal liquidity
X000969
2025-11-09 12:55:41
XOM
Sell
4,181
156.45
654,117.45
3.3
0.038
Medium
20.5
37
17.6
ARCA>NYSE>BATS>NASDAQ>IEX
VWAP
1
LMT
5.6
61
14
0.62
Slip>Thresh
false
null
null
0
ARCA>NYSE>BATS>NASDAQ>IEX
LMT
49.7
100
0
41
19
20
-22
null
null
High urgency from PM
X000970
2025-12-12 10:47:41
XLE
Buy
108,117
84.43
9,128,318.31
2.8
0.388
Low
7.6
31
-26.8
NYSE>NASDAQ>BATS>ARCA>IEX
IS
4
LMT
5
122
23
0.47
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>BATS>ARCA>IEX
LMT
68.6
86
0
91
57
-29
12
null
null
Venue switch reduced impact
X000971
2025-11-15 10:08:36
VZ
Buy
3,232
22.6
73,043.2
4.1
0.028
Medium
15.1
3
10.5
BATS>IEX>EDGX
TWAP
1
LMT
5.1
61
29
0.46
Multi
false
null
null
0
BATS>IEX>EDGX
LMT
44
96
8.5
10
2
16
19
Watchlist
null
Toxic prints; widened spread
X000972
2025-11-15 09:56:51
BA
Sell
73,783
250.64
18,492,971.12
2.8
0.246
Low
19.1
16
7.9
IEX>NASDAQ>NYSE>EDGX>BATS
Adaptive
3
MKT
7.8
96
12
0.7
LiqDrop
false
null
null
0
IEX>NASDAQ>NYSE>EDGX>BATS
MKT
25.1
90
11.4
94
9
-1
-29
null
null
Venue switch reduced impact
X000973
2025-12-23 14:29:17
NFLX
Buy
5,423
160.34
869,523.82
4.6
0.052
High
5.6
25
-33
ARCA>NASDAQ>IEX
POV
4
PO
5.5
63
22
0.74
Multi
false
null
null
0
ARCA>NASDAQ>IEX
PO
54.6
91
5.8
96
21
-39
23
PositionLimitNear
null
Paused due to data glitch
X000974
2025-12-07 14:27:18
QQQ
Buy
34,526
422.65
14,592,413.9
0.7
0.109
High
12.7
25
30.2
NYSE>BATS>NASDAQ
VWAP
3
MKT
4.7
77
19
0.58
Slip>Thresh
false
null
null
0
NYSE>BATS>NASDAQ
MKT
69.6
98
0
65
41
-4
-25
PositionLimitNear
null
Venue switch reduced impact
X000975
2025-12-10 09:35:29
MA
Buy
214,455
316.59
67,894,308.45
0.7
0.914
Low
10.6
12
16
BATS>IEX>NASDAQ>ARCA>EDGX
VWAP
3
LMT
3.6
167
34
0.62
Multi
false
null
null
0
BATS>IEX>NASDAQ>ARCA>EDGX
LMT
16.7
91
12.2
143
17
-38
17
null
null
Venue switch reduced impact
X000976
2025-12-16 09:35:02
XLP
Sell
33,566
73.45
2,465,422.7
2.6
0.116
Low
21.6
32
-30.4
IEX>BATS>NASDAQ>EDGX
VWAP
1
LMT
5.5
71
23
0.58
Multi
false
null
null
0
IEX>BATS>NASDAQ>EDGX
LMT
65.7
96
8.1
68
47
-22
34
null
null
High urgency from PM
X000977
2025-11-26 14:47:32
XLK
Sell
30,079
302.93
9,111,831.47
1.8
0.084
Medium
15.8
34
-20.5
NASDAQ>ARCA>EDGX>IEX
VWAP
1
MKT
4.9
70
33
0.7
Multi
false
null
null
0
NASDAQ>ARCA>EDGX>IEX
MKT
12.1
100
26.5
69
-7
12
3
null
null
Paused due to data glitch
X000978
2025-11-26 12:29:12
TSLA
Buy
96,163
196.31
18,877,758.53
1.9
0.299
Medium
3.5
13
-13.8
IEX>BATS>EDGX>NYSE
VWAP
2
MKT
2.2
100
27
0.67
Slip>Thresh
false
null
null
0
IEX>BATS>EDGX>NYSE
MKT
80.3
91
11.9
96
54
-3
-31
null
null
Toxic prints; widened spread
X000979
2025-12-18 14:58:18
AMZN
Buy
1,654
219.19
362,540.26
1.4
0.076
Medium
20.1
9
27.8
BATS>NYSE>NASDAQ
IS
4
PO
9.3
60
16
0.81
LiqDrop
false
null
null
0
BATS>NYSE>NASDAQ
PO
44.3
90
3.2
22
-16
-30
-16
null
null
Paused due to data glitch
X000980
2025-12-04 11:12:01
XLF
Buy
148,585
89.42
13,286,470.7
3.5
0.406
Low
9.9
20
-26.2
ARCA>IEX>NYSE>BATS>NASDAQ
TWAP
2
LMT
4.4
123
15
0.76
Multi
false
null
null
0
ARCA>IEX>NYSE>BATS>NASDAQ
LMT
96.5
96
5.6
54
60
-34
36
Watchlist
null
Stable book; normal liquidity
X000981
2025-12-26 09:35:45
CVX
Buy
6,708
157.81
1,058,589.48
1.2
0.04
Ultra
14.5
38
-10.1
BATS>IEX>NYSE
Adaptive
3
PO
4.8
63
17
0.52
LiqDrop
false
null
null
0
BATS>IEX>NYSE
PO
13.9
94
6.4
101
-17
-15
23
null
null
High urgency from PM
X000982
2025-11-08 12:16:34
AAPL
Sell
166,414
322.2
53,618,590.8
1.7
0.49
Low
12.8
4
23.9
ARCA>EDGX
Adaptive
2
MKT
4.6
130
18
0.72
Slip>Thresh
false
null
null
0
ARCA>EDGX
MKT
67.7
88
0.9
73
-15
24
4
PositionLimitNear
null
High urgency from PM
X000983
2025-11-15 12:50:46
TLT
Sell
14,564
98.88
1,440,088.32
3.4
0.053
High
8.9
29
-27.1
IEX>NYSE>NASDAQ>ARCA>EDGX
TWAP
3
LMT
4.5
67
25
0.8
ToxicitySpike
false
null
null
0
IEX>NYSE>NASDAQ>ARCA>EDGX
LMT
35.9
97
5.6
10
31
-11
-14
Watchlist
null
Stable book; normal liquidity
X000984
2025-11-22 11:21:26
XLV
Sell
52,961
86.68
4,590,659.48
1
0.149
High
6.2
4
24.7
NYSE>ARCA
IS
4
LMT
3.1
90
29
0.56
LiqDrop
false
null
null
0
NYSE>ARCA
LMT
12.7
89
3.6
78
43
-25
35
null
null
High urgency from PM
X000985
2025-11-17 13:04:40
BRK.B
Sell
13,201
192.81
2,545,284.81
2.9
0.06
Medium
19.1
13
22.4
NASDAQ>EDGX>BATS
IS
5
LMT
10.2
68
33
0.78
Multi
false
null
null
0
NASDAQ>EDGX>BATS
LMT
91.5
88
21.9
10
0
27
26
NoShort
PriceBand
Venue switch reduced impact
X000986
2025-11-07 11:36:57
PFE
Buy
21,793
212.79
4,637,332.47
3.1
0.059
Medium
19.6
15
-19.6
BATS>NYSE
IS
5
MKT
12.7
74
24
0.68
LiqDrop
true
LiquidityDrop
AlgoSwitch
16
BATS>NYSE
MKT>LMT
58.4
85
0
97
52
23
5
NoShort
null
Paused due to data glitch
X000987
2025-11-26 10:32:47
AAPL
Sell
16,736
203.95
3,413,307.2
2.8
0.049
High
8.8
39
-1.6
NASDAQ>BATS>IEX
VWAP
2
MKT
4.2
67
35
0.46
LiqDrop
false
null
null
0
NASDAQ>BATS>IEX
MKT
17.1
86
1
39
40
4
26
null
null
Paused due to data glitch
X000988
2025-12-13 12:26:46
BA
Sell
21,185
254.55
5,392,641.75
2.8
0.071
Medium
9
7
4.2
ARCA>NYSE>IEX
TWAP
1
LMT
3.2
67
15
0.62
LiqDrop
false
null
null
0
ARCA>NYSE>IEX
LMT
10.7
73
19.9
70
52
15
-33
null
null
Toxic prints; widened spread
X000989
2025-12-01 14:25:19
HYG
Sell
202,795
72.58
14,718,861.1
1.7
1.113
Low
21
37
9.4
NYSE>EDGX
POV
1
LMT
5.9
130
23
0.42
Slip>Thresh
false
null
null
0
NYSE>EDGX
LMT
10.4
79
1
155
2
-24
-3
Watchlist
null
Paused due to data glitch
X000990
2025-11-02 14:44:24
T
Sell
9,338
243.24
2,271,375.12
4.4
0.078
Low
17.3
9
3
NASDAQ>EDGX>ARCA>IEX>BATS
POV
5
LMT
9.7
66
16
0.49
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>ARCA>IEX>BATS
LMT
47.4
89
14
10
7
24
-16
null
null
Stable book; normal liquidity
X000991
2025-11-16 11:10:19
XLK
Buy
27,687
274.93
7,611,986.91
1.4
0.078
Medium
16.9
36
-17.8
ARCA>NASDAQ>IEX>NYSE>BATS
VWAP
2
PO
5.2
71
23
0.42
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>IEX>NYSE>BATS
PO
67.9
88
0
33
54
-6
-23
null
null
Stable book; normal liquidity
X000992
2025-11-29 14:27:45
LQD
Buy
27,459
112.24
3,081,998.16
1
0.135
Medium
14.5
39
-4.6
NASDAQ>NYSE
Adaptive
1
MKT
3.9
69
29
0.5
Multi
false
null
null
0
NASDAQ>NYSE
MKT
53.1
86
0
68
47
23
-8
PositionLimitNear
null
Toxic prints; widened spread
X000993
2025-11-30 14:37:21
XOM
Buy
3,402
162.28
552,076.56
2.2
0.031
Ultra
4.6
21
8.2
ARCA>EDGX>NYSE>NASDAQ>IEX
POV
4
LMT
3
61
24
0.59
LiqDrop
false
null
null
0
ARCA>EDGX>NYSE>NASDAQ>IEX
LMT
90.4
94
8.3
57
39
2
-15
null
null
Paused due to data glitch
X000994
2025-12-18 13:53:30
DIS
Sell
33,651
298.22
10,035,401.22
1.8
0.147
Low
24.1
34
-8.6
ARCA>IEX>BATS
VWAP
3
LMT
7.6
76
24
0.79
LiqDrop
false
null
null
0
ARCA>IEX>BATS
LMT
54.8
88
8
88
49
-28
20
NoShort
null
Venue switch reduced impact
X000995
2025-12-12 09:35:55
XLV
Buy
33,201
311.94
10,356,719.94
1.5
0.093
High
8.6
36
7.5
NASDAQ>BATS>NYSE>ARCA
IS
4
MKT
5.2
79
26
0.42
ToxicitySpike
false
null
null
0
NASDAQ>BATS>NYSE>ARCA
MKT
25.2
99
3.7
99
8
-16
-1
null
null
Stable book; normal liquidity
X000996
2025-12-03 15:55:51
HD
Buy
69,268
204.38
14,156,993.84
2.8
0.269
Low
23
26
-30.4
IEX>NYSE>NASDAQ
Adaptive
2
LMT
6.5
89
19
0.48
ToxicitySpike
true
ToxicitySpike
Pause
15
IEX>NYSE>NASDAQ
LMT>PO
85.6
94
0
73
7
-16
-9
null
null
Paused due to data glitch
X000997
2025-12-24 09:35:53
AMD
Buy
4,489
26.55
119,182.95
1.5
0.125
High
6.3
38
-31.1
EDGX>NYSE>BATS
POV
5
PO
3.9
62
31
0.8
Multi
false
null
null
0
EDGX>NYSE>BATS
PO
50.4
95
15.2
97
46
-3
-2
null
null
Venue switch reduced impact
X000998
2025-11-22 13:09:13
KO
Buy
2,352
82.92
195,027.84
2.7
0.059
Low
27.2
33
7.1
NYSE>ARCA>NASDAQ>BATS
TWAP
1
LMT
7.1
60
20
0.47
Multi
false
null
null
0
NYSE>ARCA>NASDAQ>BATS
LMT
55
91
10.4
56
23
-1
-38
PositionLimitNear
null
Toxic prints; widened spread
X000999
2025-11-15 14:03:44
WMT
Buy
75,556
138.65
10,475,839.4
4.5
0.233
Low
18.1
21
-32.5
IEX>BATS>ARCA>EDGX
Adaptive
2
LMT
6.2
92
27
0.72
Multi
false
null
null
0
IEX>BATS>ARCA>EDGX
LMT
82.8
87
14.2
10
28
-27
-4
NoShort
null
Toxic prints; widened spread
X001000
2025-10-28 10:26:29
MSFT
Sell
6,803
284.43
1,934,977.29
3.6
0.036
Medium
19
35
-8.9
NYSE>NASDAQ>ARCA
IS
5
LMT
10.7
64
18
0.49
ToxicitySpike
false
null
null
0
NYSE>NASDAQ>ARCA
LMT
70.3
85
16.3
10
5
23
32
null
null
Venue switch reduced impact