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
X009101
2025-12-22 09:48:03
IEF
Sell
7,769
98.94
768,664.86
2.8
0.029
Ultra
8.8
5
-21.9
ARCA>NASDAQ>EDGX>IEX
IS
4
LMT
5.3
64
22
0.46
LiqDrop
false
null
null
0
ARCA>NASDAQ>EDGX>IEX
LMT
0.9
62
0
108
57
-32
9
null
null
Venue switch reduced impact
X009102
2025-11-06 11:47:27
T
Sell
21,986
169.84
3,734,102.24
5
0.183
Low
9.7
30
-13.8
BATS>NYSE
IS
4
LMT
7.3
72
26
0.76
LiqDrop
false
null
null
0
BATS>NYSE
LMT
86.1
87
18.7
10
48
13
-28
null
null
High urgency from PM
X009103
2025-11-17 11:19:56
XLF
Sell
79,811
140.56
11,218,234.16
3
0.218
Low
22.3
9
21.6
ARCA>IEX>EDGX>NASDAQ
VWAP
1
MKT
7.1
87
24
0.47
Multi
false
null
null
0
ARCA>IEX>EDGX>NASDAQ
MKT
84.4
97
18.3
150
7
10
17
NoShort
null
Toxic prints; widened spread
X009104
2025-11-03 14:24:47
HD
Buy
8,453
91.23
771,167.19
2.6
0.033
Medium
22.8
37
-28.3
BATS>EDGX>ARCA>NYSE>IEX
VWAP
2
MKT
8.1
63
31
0.78
LiqDrop
false
null
null
0
BATS>EDGX>ARCA>NYSE>IEX
MKT
11.7
96
8.6
41
1
28
-29
null
Throttle
High urgency from PM
X009105
2025-11-18 09:35:53
BRK.B
Buy
21,411
78.74
1,685,902.14
2.6
0.097
Medium
11.2
36
6.9
NASDAQ>ARCA>IEX>BATS
POV
5
MKT
7.4
73
22
0.67
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>IEX>BATS
MKT
63.3
97
14.4
96
43
7
12
null
null
High urgency from PM
X009106
2025-11-07 13:56:40
MSFT
Sell
4,711
144.31
679,844.41
2.4
0.025
High
14.4
21
-8.5
IEX>EDGX
POV
4
PO
7.1
62
35
0.5
Multi
false
null
null
0
IEX>EDGX
PO
29.2
94
0.3
135
-16
-18
-5
null
null
Toxic prints; widened spread
X009107
2025-12-03 12:53:59
NKE
Sell
1,218
23.54
28,671.72
2.7
0.006
Ultra
13.1
12
-13.1
EDGX>IEX>BATS
Adaptive
1
LMT
3.6
60
35
0.72
LiqDrop
false
null
null
0
EDGX>IEX>BATS
LMT
44.1
96
4.9
77
50
-22
-40
null
null
Toxic prints; widened spread
X009108
2025-12-16 15:21:27
NFLX
Buy
6,243
234.45
1,463,671.35
4.8
0.06
Low
19.1
16
-11
ARCA>BATS
TWAP
2
LMT
7.2
62
17
0.78
LiqDrop
false
null
null
0
ARCA>BATS
LMT
56.8
91
0
10
-8
-5
-15
null
null
Paused due to data glitch
X009109
2025-12-06 11:41:22
JPM
Sell
680
299.58
203,714.4
3.8
0.017
High
17.3
34
-11.7
NASDAQ>NYSE>IEX
POV
4
LMT
8.4
60
19
0.56
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
11
NASDAQ>NYSE>IEX
LMT>IOC
85.7
100
7.7
65
35
-16
38
null
null
Toxic prints; widened spread
X009110
2025-11-27 09:35:27
IEF
Sell
67,580
98.88
6,682,310.4
2.3
0.257
Low
13.4
36
-6.3
BATS>NASDAQ>NYSE>EDGX>ARCA
Adaptive
4
LMT
5.3
98
28
0.83
Multi
false
null
null
0
BATS>NASDAQ>NYSE>EDGX>ARCA
LMT
82.7
66
0
99
31
-38
-8
null
null
Toxic prints; widened spread
X009111
2025-12-18 09:35:15
NKE
Buy
25,807
48.96
1,263,510.72
3
0.12
Low
17.8
32
8
ARCA>NYSE
VWAP
1
PO
5.4
69
14
0.53
ToxicitySpike
false
null
null
0
ARCA>NYSE
PO
39.3
86
6.3
10
24
-8
-14
null
VenueReject
Stable book; normal liquidity
X009112
2025-11-02 15:19:38
V
Sell
32,131
147.38
4,735,466.78
3.8
0.418
Low
34.5
38
10.3
IEX>ARCA>NASDAQ
Adaptive
2
LMT
9.6
73
33
0.83
Slip>Thresh
false
null
null
0
IEX>ARCA>NASDAQ
LMT
68.5
88
27
125
43
27
17
null
null
Toxic prints; widened spread
X009113
2025-12-11 14:15:33
BA
Buy
6,626
115.31
764,044.06
2.9
0.022
High
22.6
23
17
IEX>EDGX>NYSE>ARCA>NASDAQ
TWAP
2
LMT
7.1
62
20
0.75
Multi
false
null
null
0
IEX>EDGX>NYSE>ARCA>NASDAQ
LMT
63.2
99
3.5
136
-17
-4
-19
null
null
Stable book; normal liquidity
X009114
2025-11-25 13:14:08
XLB
Sell
291,079
170.02
49,489,251.58
2.4
0.742
Low
20.7
30
24.8
NASDAQ>IEX>BATS
Adaptive
4
LMT
7.6
227
24
0.76
LiqDrop
false
null
null
0
NASDAQ>IEX>BATS
LMT
63.8
87
13.3
89
-19
-23
19
Watchlist
null
Paused due to data glitch
X009115
2025-11-07 12:42:39
MSFT
Sell
16,082
222.44
3,577,280.08
1.8
0.085
Medium
21.7
11
-30.2
IEX>BATS>ARCA>NYSE
VWAP
3
PO
7.6
68
22
0.58
Slip>Thresh
false
null
null
0
IEX>BATS>ARCA>NYSE
PO
86.4
98
4.8
54
-2
-13
36
null
null
High urgency from PM
X009116
2025-12-21 11:46:02
META
Buy
31,017
362.01
11,228,464.17
1.4
0.086
Ultra
3.3
22
-19.6
NASDAQ>ARCA>IEX
TWAP
1
PO
1.5
70
15
0.76
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>IEX
PO
33.1
98
3.8
86
-16
27
7
null
null
Paused due to data glitch
X009117
2025-10-31 09:35:48
BRK.B
Sell
141,059
233.5
32,937,276.5
1.6
0.641
Low
25
34
16.2
EDGX>BATS>NYSE
POV
4
MKT
11.8
141
26
0.79
Multi
false
null
null
0
EDGX>BATS>NYSE
MKT
38.9
96
10.1
122
-13
22
-31
null
null
Toxic prints; widened spread
X009118
2025-12-19 09:35:13
TSLA
Sell
131,047
146.83
19,241,631.01
2.1
0.407
Medium
3.9
29
-19.2
ARCA>BATS>IEX>NASDAQ>EDGX
VWAP
1
PO
2
105
33
0.47
ToxicitySpike
false
null
null
0
ARCA>BATS>IEX>NASDAQ>EDGX
PO
69.6
90
0
142
-18
-22
16
null
null
Paused due to data glitch
X009119
2025-11-02 15:55:42
SPY
Sell
111,676
469.64
52,447,516.64
1.4
0.151
High
6
18
10.1
NASDAQ>EDGX>ARCA>BATS>NYSE
IS
4
MKT
4
124
27
0.46
Multi
false
null
null
0
NASDAQ>EDGX>ARCA>BATS>NYSE
MKT
66.3
91
0
152
56
25
-9
null
null
Venue switch reduced impact
X009120
2025-11-21 10:16:37
JPM
Buy
22,378
210.52
4,711,016.56
4.3
0.554
Low
32
35
-4.2
BATS>NASDAQ
Adaptive
5
MKT
15.9
74
21
0.45
Multi
false
null
null
0
BATS>NASDAQ
MKT
45.8
100
6
145
35
-15
17
null
null
High urgency from PM
X009121
2025-11-15 12:27:12
DIS
Sell
44,374
25
1,109,350
1.4
0.194
High
5.7
13
-27.5
NYSE>ARCA
TWAP
2
LMT
2.2
78
32
0.51
Slip>Thresh
false
null
null
0
NYSE>ARCA
LMT
86
95
8.1
23
6
-8
39
null
null
Venue switch reduced impact
X009122
2025-11-25 11:53:13
MA
Buy
52,198
106.52
5,560,130.96
1.4
0.222
Low
13.8
8
-15.3
EDGX>ARCA>BATS>NYSE
IS
5
LMT
6.9
93
35
0.73
Multi
false
null
null
0
EDGX>ARCA>BATS>NYSE
LMT
78.2
86
0
102
48
30
-23
PositionLimitNear
null
Venue switch reduced impact
X009123
2025-12-26 13:29:03
BAC
Sell
49,257
255.75
12,597,477.75
1.5
0.134
Medium
11.4
16
-30.7
EDGX>NASDAQ>ARCA>IEX>BATS
Adaptive
4
MKT
5.1
88
21
0.8
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>ARCA>IEX>BATS
MKT
5.4
98
10
60
40
-12
36
null
null
High urgency from PM
X009124
2025-12-18 13:01:31
BAC
Buy
46,102
64.7
2,982,799.4
1.5
0.126
Medium
18.5
26
33.6
NASDAQ>EDGX>ARCA
IS
4
IOC
9.2
86
23
0.49
LiqDrop
false
null
null
0
NASDAQ>EDGX>ARCA
IOC
20
100
7.2
131
-17
-34
-10
NoShort
null
Venue switch reduced impact
X009125
2025-11-19 12:08:18
MA
Buy
46,926
235.15
11,034,648.9
0.8
0.2
Medium
17.6
27
-7.1
ARCA>NASDAQ
VWAP
3
MKT
6.4
83
31
0.6
Multi
false
null
null
0
ARCA>NASDAQ
MKT
79.3
94
0
100
7
26
-22
null
null
Paused due to data glitch
X009126
2025-10-31 09:35:06
SPY
Sell
115,869
457.4
52,998,480.6
1.8
0.156
Medium
11.6
25
-0.6
NYSE>ARCA
VWAP
2
LMT
3.7
109
22
0.8
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
21
NYSE>ARCA
LMT>IOC
88.8
62
0
97
26
-30
-7
null
null
High urgency from PM
X009127
2025-12-10 13:59:38
XLV
Sell
83,533
206.87
17,280,471.71
1.9
0.234
Low
12.5
39
2.7
NASDAQ>EDGX>NYSE>ARCA>IEX
IS
4
MKT
7.4
108
15
0.56
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>NYSE>ARCA>IEX
MKT
25.1
94
14.7
25
22
-8
1
null
null
Paused due to data glitch
X009128
2025-12-26 13:40:22
BA
Sell
32,926
30
987,780
1.6
0.11
High
7.6
4
-9.2
BATS>EDGX>ARCA
IS
5
MKT
5.4
81
20
0.83
Slip>Thresh
false
null
null
0
BATS>EDGX>ARCA
MKT
33.3
98
12.6
61
29
-17
-1
null
null
Paused due to data glitch
X009129
2025-11-24 11:48:21
MA
Sell
68,823
133.86
9,212,646.78
1.4
0.293
Medium
9.3
29
22.4
ARCA>NASDAQ
Adaptive
2
LMT
2.8
89
35
0.79
Multi
false
null
null
0
ARCA>NASDAQ
LMT
9.3
95
12
12
21
-9
-15
null
null
Venue switch reduced impact
X009130
2025-12-12 14:41:28
TSLA
Buy
85,936
107.67
9,252,729.12
1
0.267
Medium
7.4
37
32.8
NASDAQ>EDGX>ARCA>BATS>NYSE
POV
5
LMT
3.6
115
31
0.64
LiqDrop
false
null
null
0
NASDAQ>EDGX>ARCA>BATS>NYSE
LMT
91.3
89
7
24
59
21
14
null
null
Toxic prints; widened spread
X009131
2025-12-08 10:57:24
T
Buy
1,099
230.84
253,693.16
4.8
0.009
Ultra
9.5
3
-3.4
IEX>EDGX>NYSE
POV
5
MKT
8.6
60
22
0.47
LiqDrop
false
null
null
0
IEX>EDGX>NYSE
MKT
80.1
96
8.7
72
25
13
29
null
null
Toxic prints; widened spread
X009132
2025-11-26 09:35:56
META
Buy
72,909
68.63
5,003,744.67
1.8
0.203
Low
22.7
31
-32.1
EDGX>BATS>NYSE>ARCA
POV
5
MKT
11.9
107
16
0.81
Slip>Thresh
false
null
null
0
EDGX>BATS>NYSE>ARCA
MKT
91.3
100
3.4
124
41
-30
-4
Watchlist
null
High urgency from PM
X009133
2025-11-26 12:35:20
XLB
Buy
96,368
27.55
2,654,938.4
2.4
0.246
Low
21.2
17
-29.2
EDGX>NYSE
TWAP
3
LMT
7.5
108
28
0.52
Multi
false
null
null
0
EDGX>NYSE
LMT
64.9
97
5.2
56
29
25
-21
NoShort
null
High urgency from PM
X009134
2025-11-09 11:26:17
BA
Sell
138,919
283.77
39,421,044.63
2.5
0.463
Low
23.9
25
23
IEX>BATS>NASDAQ
TWAP
2
MKT
9
119
19
0.43
Multi
false
null
null
0
IEX>BATS>NASDAQ
MKT
60.1
94
21.5
248
-15
18
-38
null
null
High urgency from PM
X009135
2025-10-30 11:31:51
CSCO
Sell
33,688
207.35
6,985,206.8
3.5
0.085
Low
16.6
5
34.2
NYSE>BATS
VWAP
2
LMT
5.6
74
16
0.53
Multi
false
null
null
0
NYSE>BATS
LMT
0.7
89
0
77
22
-36
24
null
null
Stable book; normal liquidity
X009136
2025-10-27 09:35:27
HYG
Sell
12,107
78.99
956,331.93
2.2
0.066
High
10.2
6
-1.5
BATS>NASDAQ>IEX>EDGX>ARCA
Adaptive
2
IOC
3.8
65
33
0.5
Multi
false
null
null
0
BATS>NASDAQ>IEX>EDGX>ARCA
IOC
8.6
89
6.4
51
-18
-5
-28
null
null
High urgency from PM
X009137
2025-12-09 15:08:44
META
Sell
29,466
213.12
6,279,793.92
1.6
0.082
High
9.5
11
22.8
NASDAQ>NYSE>ARCA>IEX>EDGX
IS
4
MKT
5.7
76
12
0.79
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>ARCA>IEX>EDGX
MKT
88.4
87
6.3
48
-5
-29
-6
null
null
Paused due to data glitch
X009138
2025-12-09 14:49:16
LQD
Buy
15,500
112.62
1,745,610
1.6
0.076
Medium
17.8
28
12.8
NYSE>EDGX>BATS>ARCA>NASDAQ
TWAP
1
LMT
4.6
65
26
0.66
Slip>Thresh
false
null
null
0
NYSE>EDGX>BATS>ARCA>NASDAQ
LMT
4.7
86
17.6
82
44
-35
13
Watchlist
null
Toxic prints; widened spread
X009139
2025-11-26 12:48:11
XLB
Sell
57,603
209.65
12,076,468.95
2.5
0.147
Low
14
11
-28.9
EDGX>NYSE>NASDAQ>ARCA
IS
5
PO
8.6
97
15
0.83
Slip>Thresh
false
null
null
0
EDGX>NYSE>NASDAQ>ARCA
PO
17.6
90
0
47
31
-10
-13
null
Unknown
Paused due to data glitch
X009140
2025-12-07 13:22:10
KO
Sell
9,524
188.19
1,792,321.56
3.2
0.237
Low
7.6
37
26.4
IEX>NYSE
POV
5
MKT
6.4
66
30
0.41
Multi
false
null
null
0
IEX>NYSE
MKT
96
96
0
24
23
8
-5
NoShort
null
Venue switch reduced impact
X009141
2025-11-05 13:44:20
PFE
Sell
24,537
33.23
815,364.51
2.7
0.067
Medium
18.6
23
26.3
EDGX>NASDAQ>NYSE>ARCA>IEX
Adaptive
4
LMT
6.9
74
13
0.72
LiqDrop
false
null
null
0
EDGX>NASDAQ>NYSE>ARCA>IEX
LMT
30.1
99
4.4
40
-5
-9
17
null
null
Venue switch reduced impact
X009142
2025-12-14 12:13:58
INTC
Sell
5,386
261.66
1,409,300.76
1.2
0.256
Medium
6.5
14
-10.6
NASDAQ>NYSE>ARCA>EDGX
VWAP
2
MKT
2.7
62
17
0.81
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>ARCA>EDGX
MKT
57.2
88
8.9
70
30
10
-26
null
null
Venue switch reduced impact
X009143
2025-11-12 14:32:26
XLB
Sell
63,586
45.04
2,863,913.44
2.2
0.162
Medium
8.2
34
1.9
EDGX>NASDAQ>BATS
POV
5
MKT
5.8
101
35
0.72
LiqDrop
false
null
null
0
EDGX>NASDAQ>BATS
MKT
43.8
90
11.3
73
5
-9
19
null
null
High urgency from PM
X009144
2025-11-04 15:04:40
CVX
Buy
27,823
293.59
8,168,554.57
0.8
0.165
Medium
17.9
23
-33.7
NYSE>NASDAQ
VWAP
1
IOC
4.7
69
23
0.51
Slip>Thresh
false
null
null
0
NYSE>NASDAQ
IOC
35.8
92
11.2
46
11
8
-23
null
VenueReject
Stable book; normal liquidity
X009145
2025-11-15 11:57:45
INTC
Sell
1,897
141.24
267,932.28
1.1
0.09
Medium
37.9
32
12.4
IEX>EDGX
TWAP
3
LMT
11.5
60
19
0.43
Multi
false
null
null
0
IEX>EDGX
LMT
42
100
12.2
88
-17
21
-5
Watchlist
null
High urgency from PM
X009146
2025-11-10 12:30:18
HD
Buy
15,219
164.73
2,507,025.87
2.7
0.059
Medium
19.7
7
10.8
IEX>NASDAQ
TWAP
1
IOC
6.3
65
23
0.46
LiqDrop
false
null
null
0
IEX>NASDAQ
IOC
16.5
93
2.9
75
47
1
-9
PositionLimitNear
null
Paused due to data glitch
X009147
2025-11-10 14:07:01
XLE
Sell
73,704
154.12
11,359,260.48
2.6
0.264
Low
20.4
9
-4.9
EDGX>NYSE>NASDAQ>BATS>IEX
IS
4
MKT
11.5
102
15
0.8
LiqDrop
false
null
null
0
EDGX>NYSE>NASDAQ>BATS>IEX
MKT
28.4
88
21
24
13
17
-27
null
null
Paused due to data glitch
X009148
2025-11-22 12:29:11
XLP
Sell
35,513
77.65
2,757,584.45
2.2
0.123
High
5.3
19
32.9
IEX>ARCA
POV
5
PO
4
83
26
0.61
Multi
false
null
null
0
IEX>ARCA
PO
17.1
95
6.8
62
56
-7
-6
null
null
Paused due to data glitch
X009149
2025-10-29 12:42:57
QQQ
Buy
246,940
398.82
98,484,610.8
1
0.783
Low
9.3
26
-17.4
NYSE>BATS>IEX>EDGX
POV
1
MKT
3.4
146
27
0.52
LiqDrop
false
null
null
0
NYSE>BATS>IEX>EDGX
MKT
99.3
89
0
118
-12
-31
31
Watchlist
null
Venue switch reduced impact
X009150
2025-11-24 12:35:13
XLY
Buy
21,240
49.04
1,041,609.6
2.4
0.089
Medium
11.3
33
19.9
BATS>IEX>NYSE>NASDAQ>EDGX
TWAP
1
LMT
3.5
67
19
0.77
LiqDrop
false
null
null
0
BATS>IEX>NYSE>NASDAQ>EDGX
LMT
22.5
89
0
66
58
6
27
null
null
Toxic prints; widened spread
X009151
2025-11-10 10:03:01
TLT
Buy
9,724
97.48
947,895.52
3
0.036
Medium
22.2
16
-5.7
ARCA>EDGX>NASDAQ>BATS
TWAP
1
LMT
6.1
63
17
0.56
LiqDrop
false
null
null
0
ARCA>EDGX>NASDAQ>BATS
LMT
59.7
79
3.4
50
-15
-23
-2
null
PriceBand
Stable book; normal liquidity
X009152
2025-11-09 11:34:07
CVX
Sell
19,877
116.61
2,317,856.97
1.3
0.118
Medium
23.5
21
17.9
IEX>ARCA>EDGX>NASDAQ
IS
4
PO
10.7
71
14
0.58
LiqDrop
false
null
null
0
IEX>ARCA>EDGX>NASDAQ
PO
32.3
92
17.6
65
40
19
-21
NoShort
null
Venue switch reduced impact
X009153
2025-12-26 09:35:35
HYG
Buy
30,601
73.22
2,240,605.22
1.8
0.168
Medium
10.8
10
25.8
BATS>ARCA>NYSE
TWAP
1
MKT
3.8
70
34
0.83
Multi
false
null
null
0
BATS>ARCA>NYSE
MKT
27.8
97
2.6
10
-2
18
23
null
null
Venue switch reduced impact
X009154
2025-11-07 10:38:15
CVX
Sell
7,141
327.81
2,340,891.21
1.2
0.042
Ultra
12.5
18
3.9
IEX>BATS>NYSE
IS
5
LMT
6.1
64
19
0.8
ToxicitySpike
false
null
null
0
IEX>BATS>NYSE
LMT
64.6
92
2.6
85
-12
12
27
null
null
Toxic prints; widened spread
X009155
2025-12-24 15:04:53
AMZN
Buy
1,274
212.27
270,431.98
2.3
0.059
Medium
12.9
12
-1.5
NYSE>IEX>NASDAQ>EDGX>ARCA
TWAP
3
LMT
5
60
21
0.56
Slip>Thresh
false
null
null
0
NYSE>IEX>NASDAQ>EDGX>ARCA
LMT
19.9
95
5
29
36
-11
21
null
null
Paused due to data glitch
X009156
2025-11-19 12:19:34
XLB
Sell
13,330
230.95
3,078,563.5
1.3
0.034
High
19
25
-30.6
IEX>NASDAQ>ARCA>EDGX
VWAP
1
IOC
5.2
64
27
0.72
ToxicitySpike
false
null
null
0
IEX>NASDAQ>ARCA>EDGX
IOC
31.1
98
13.2
62
29
-21
5
null
null
Paused due to data glitch
X009157
2025-11-16 09:52:30
HD
Sell
12,918
42.77
552,502.86
1.3
0.05
Ultra
3.4
5
-1.6
IEX>NASDAQ
Adaptive
3
LMT
1.6
66
15
0.52
LiqDrop
false
null
null
0
IEX>NASDAQ
LMT
37.4
86
0
42
55
-26
3
null
null
Toxic prints; widened spread
X009158
2025-12-22 14:01:17
VZ
Sell
61,680
231.2
14,260,416
3.3
0.528
Low
7.6
5
-7.3
BATS>NASDAQ
IS
4
MKT
6.6
95
18
0.45
LiqDrop
false
null
null
0
BATS>NASDAQ
MKT
30.7
95
1
31
-13
17
14
null
null
High urgency from PM
X009159
2025-11-07 10:30:19
VZ
Sell
3,214
170.93
549,369.02
3.5
0.027
High
10.8
24
-15.6
ARCA>NYSE>IEX>BATS
TWAP
1
MKT
4.7
61
35
0.46
ToxicitySpike
false
null
null
0
ARCA>NYSE>IEX>BATS
MKT
1.2
91
1.3
49
41
-7
-39
null
null
Venue switch reduced impact
X009160
2025-11-15 13:09:06
XLK
Sell
78,410
167.69
13,148,572.9
0.9
0.22
Medium
10.3
39
20.6
BATS>ARCA
TWAP
2
LMT
3.1
93
17
0.73
ToxicitySpike
false
null
null
0
BATS>ARCA
LMT
64.7
89
0
35
-19
4
-31
NoShort
null
Stable book; normal liquidity
X009161
2025-10-27 12:30:28
TSLA
Sell
45,956
122.66
5,636,962.96
1.2
0.143
Medium
14
28
-1.3
ARCA>EDGX>NASDAQ
POV
4
LMT
5.6
86
22
0.41
Slip>Thresh
false
null
null
0
ARCA>EDGX>NASDAQ
LMT
42.7
90
10.9
104
40
-27
10
null
null
Venue switch reduced impact
X009162
2025-12-04 13:40:57
BRK.B
Sell
41,903
164.22
6,881,310.66
3
0.19
Low
16.1
23
-21.8
EDGX>NYSE>ARCA
VWAP
3
PO
6.7
80
33
0.53
Slip>Thresh
false
null
null
0
EDGX>NYSE>ARCA
PO
36.8
97
3.7
46
27
-29
-19
NoShort
null
Paused due to data glitch
X009163
2025-12-18 12:50:21
JNJ
Sell
5,890
223.67
1,317,416.3
3.6
0.022
High
16.4
11
-27.5
EDGX>BATS>NASDAQ>IEX
VWAP
2
LMT
5.6
62
19
0.84
Slip>Thresh
false
null
null
0
EDGX>BATS>NASDAQ>IEX
LMT
6.5
88
6.4
107
3
16
-28
PositionLimitNear
null
Stable book; normal liquidity
X009164
2025-11-26 15:26:10
UNH
Sell
128,565
290.69
37,372,559.85
2.7
0.565
Low
5.2
26
-22.7
NYSE>BATS>NASDAQ>ARCA>IEX
IS
4
LMT
4.2
133
31
0.44
LiqDrop
false
null
null
0
NYSE>BATS>NASDAQ>ARCA>IEX
LMT
72.8
85
0
150
43
24
-15
NoShort
Throttle
Paused due to data glitch
X009165
2025-11-26 10:11:22
TSLA
Sell
53,002
301.26
15,967,382.52
2
0.165
Low
20.7
30
10.8
NYSE>EDGX>NASDAQ>BATS
IS
4
LMT
9.1
90
32
0.67
LiqDrop
true
LiquidityDrop
AlgoSwitch
12
NYSE>EDGX>NASDAQ>BATS
LMT>IOC
28.8
80
30.6
121
44
25
6
null
null
Toxic prints; widened spread
X009166
2025-11-24 10:28:33
XLI
Sell
3,403
339.23
1,154,399.69
2.9
0.155
Low
12.1
19
17.5
NASDAQ>BATS
VWAP
1
PO
4.1
61
16
0.65
Multi
false
null
null
0
NASDAQ>BATS
PO
75.6
98
0
81
6
-10
18
PositionLimitNear
null
Paused due to data glitch
X009167
2025-12-02 09:35:25
META
Buy
66,797
157.11
10,494,476.67
1.1
0.186
Medium
17.2
37
28
NASDAQ>ARCA
IS
4
LMT
7.2
98
21
0.71
Multi
false
null
null
0
NASDAQ>ARCA
LMT
15.2
70
0
58
-10
22
-30
PositionLimitNear
null
High urgency from PM
X009168
2025-11-06 12:20:02
LQD
Sell
24,896
115.27
2,869,761.92
1.2
0.123
Medium
23.6
3
24.7
IEX>NYSE>NASDAQ>ARCA>BATS
POV
5
LMT
9.7
76
14
0.62
Multi
false
null
null
0
IEX>NYSE>NASDAQ>ARCA>BATS
LMT
39.6
88
13.9
88
52
-6
5
null
null
High urgency from PM
X009169
2025-11-04 14:52:11
XLE
Buy
46,636
323.99
15,109,597.64
3.9
0.167
Low
16
10
4.3
IEX>NYSE>EDGX
VWAP
2
LMT
5.7
79
18
0.63
Multi
false
null
null
0
IEX>NYSE>EDGX
LMT
42
64
1.1
132
2
28
11
null
null
High urgency from PM
X009170
2025-12-13 12:02:11
TLT
Sell
15,423
96.54
1,488,936.42
3.4
0.056
Medium
16.5
25
-28.2
EDGX>BATS>ARCA
VWAP
1
MKT
5.8
65
25
0.53
Slip>Thresh
false
null
null
0
EDGX>BATS>ARCA
MKT
59.3
89
9.4
114
38
-18
12
null
VenueReject
Stable book; normal liquidity
X009171
2025-10-31 10:18:36
AMZN
Buy
1,030
87.43
90,052.9
2.3
0.047
Medium
21.8
17
-18.2
BATS>NYSE>EDGX>NASDAQ
VWAP
2
IOC
7.3
60
17
0.85
Multi
false
null
null
0
BATS>NYSE>EDGX>NASDAQ
IOC
27.1
90
24
10
23
27
-1
null
null
Stable book; normal liquidity
X009172
2025-11-03 09:40:27
IEF
Buy
79,589
94.19
7,496,487.91
3.7
0.302
Low
18.4
27
30.1
NYSE>ARCA>IEX>NASDAQ
TWAP
3
MKT
9
99
29
0.67
ToxicitySpike
false
null
null
0
NYSE>ARCA>IEX>NASDAQ
MKT
11.5
98
34.6
23
36
-34
32
null
null
Stable book; normal liquidity
X009173
2025-12-19 13:27:44
XLK
Sell
31,259
182.73
5,711,957.07
1.6
0.088
High
8.7
26
-19.5
BATS>ARCA
Adaptive
1
MKT
2.8
70
17
0.8
Multi
true
MultiTrigger
VenueSwitch
21
BATS>ARCA
MKT>IOC
86.7
83
0
78
32
3
23
NoShort
null
Venue switch reduced impact
X009174
2025-12-21 11:20:56
TLT
Sell
36,541
94.74
3,461,894.34
3.1
0.134
Low
18.3
34
12.6
NYSE>BATS
VWAP
2
MKT
7.1
75
22
0.83
ToxicitySpike
false
null
null
0
NYSE>BATS
MKT
60.3
97
0
91
-19
26
28
null
null
Toxic prints; widened spread
X009175
2025-12-22 12:41:02
XLP
Buy
10,868
60.84
661,209.12
1.9
0.038
Ultra
6.4
16
14.5
ARCA>EDGX>BATS
IS
5
LMT
4.2
67
16
0.72
Slip>Thresh
false
null
null
0
ARCA>EDGX>BATS
LMT
1.7
86
0.4
25
26
0
-4
NoShort
null
Stable book; normal liquidity
X009176
2025-11-22 09:39:47
KO
Sell
8,540
309.78
2,645,521.2
2.6
0.213
Medium
6.3
12
16.1
ARCA>IEX>NYSE
Adaptive
1
LMT
2.3
62
15
0.46
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
12
ARCA>IEX>NYSE
LMT>IOC
96.1
98
2.5
52
-11
26
36
null
null
Paused due to data glitch
X009177
2025-11-15 12:38:30
VZ
Buy
10,802
43.71
472,155.42
3.8
0.092
Low
15.8
3
-12
NYSE>NASDAQ>EDGX
TWAP
1
MKT
6.2
63
29
0.46
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>EDGX
MKT
98.8
87
0
10
6
-34
-40
null
null
High urgency from PM
X009178
2025-12-02 12:50:39
PFE
Buy
15,261
19.43
296,521.23
3
0.041
High
11.7
22
18.1
IEX>ARCA
VWAP
1
MKT
4.4
65
31
0.54
Slip>Thresh
false
null
null
0
IEX>ARCA
MKT
63.5
97
0
88
57
13
19
null
null
Paused due to data glitch
X009179
2025-11-03 12:25:23
MSFT
Sell
39,482
269.23
10,629,738.86
2.1
0.21
Medium
6.4
6
-26.1
NYSE>IEX
VWAP
2
MKT
3.1
76
25
0.62
Slip>Thresh
false
null
null
0
NYSE>IEX
MKT
47.1
98
0
118
39
-8
11
Watchlist
null
Venue switch reduced impact
X009180
2025-12-09 15:09:20
IEF
Buy
25,756
100.39
2,585,644.84
3.1
0.098
Low
13.9
26
-2.7
NASDAQ>BATS
IS
4
LMT
7.4
74
33
0.5
ToxicitySpike
false
null
null
0
NASDAQ>BATS
LMT
31.5
88
12.5
188
31
-34
-15
null
null
Venue switch reduced impact
X009181
2025-11-22 10:15:36
NKE
Sell
19,513
238.78
4,659,314.14
2.1
0.091
High
5.1
22
13.3
BATS>NASDAQ>ARCA
VWAP
3
MKT
3.1
69
18
0.76
Slip>Thresh
false
null
null
0
BATS>NASDAQ>ARCA
MKT
80.9
92
9.8
71
18
-1
20
Watchlist
null
Stable book; normal liquidity
X009182
2025-10-31 11:06:00
VZ
Buy
8,755
63.3
554,191.5
2.1
0.075
Medium
22.8
33
-19.6
EDGX>BATS
VWAP
2
LMT
6.5
63
27
0.61
Slip>Thresh
false
null
null
0
EDGX>BATS
LMT
69.9
91
11.7
103
1
-35
-7
Watchlist
null
Paused due to data glitch
X009183
2025-11-07 11:47:39
VZ
Buy
5,165
325.11
1,679,193.15
2.2
0.044
Ultra
7.6
30
12
NASDAQ>ARCA>IEX>BATS
VWAP
1
LMT
2.5
61
14
0.44
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
17
NASDAQ>ARCA>IEX>BATS
LMT>PO
96.9
89
0
71
47
-1
-14
null
null
Paused due to data glitch
X009184
2025-10-27 11:54:44
AMD
Sell
9,515
17.75
168,891.25
1.8
0.265
Low
30.1
37
-17.8
NYSE>EDGX>ARCA>NASDAQ
POV
5
LMT
12.6
66
18
0.59
Multi
true
MultiTrigger
VenueSwitch
32
NYSE>EDGX>ARCA>NASDAQ
LMT>MKT
19.8
92
22.3
132
22
0
-40
null
null
Stable book; normal liquidity
X009185
2025-12-04 13:31:41
TLT
Sell
14,960
92.5
1,383,800
2.6
0.055
Medium
17.7
16
27.1
NASDAQ>IEX
IS
4
PO
9.3
68
14
0.58
ToxicitySpike
false
null
null
0
NASDAQ>IEX
PO
6.3
93
6.2
93
52
-31
-7
null
null
Venue switch reduced impact
X009186
2025-10-27 15:47:19
HD
Buy
19,488
36.84
717,937.92
1.6
0.076
Medium
18.6
5
20.1
BATS>IEX>EDGX>NASDAQ>NYSE
IS
4
MKT
9.7
71
35
0.63
Slip>Thresh
false
null
null
0
BATS>IEX>EDGX>NASDAQ>NYSE
MKT
63.9
98
0
10
18
-6
-23
PositionLimitNear
null
Stable book; normal liquidity
X009187
2025-11-14 15:37:29
LQD
Buy
28,389
109.27
3,102,066.03
1.2
0.14
Medium
14
33
-32
ARCA>EDGX>NYSE
VWAP
3
MKT
5.4
74
22
0.67
Multi
false
null
null
0
ARCA>EDGX>NYSE
MKT
12.7
88
0
131
16
-13
14
null
null
High urgency from PM
X009188
2025-12-23 14:22:33
HD
Sell
32,421
315.5
10,228,825.5
1.4
0.126
Medium
19.9
28
-17.4
BATS>EDGX>NYSE>NASDAQ
POV
4
MKT
9.3
78
32
0.84
Multi
false
null
null
0
BATS>EDGX>NYSE>NASDAQ
MKT
21.2
96
9
84
51
-9
-30
NoShort
null
Stable book; normal liquidity
X009189
2025-11-23 15:47:31
BAC
Sell
37,020
308.76
11,430,295.2
1.4
0.101
High
10.4
19
23.8
EDGX>ARCA>NASDAQ>BATS>NYSE
IS
4
LMT
4.9
81
18
0.62
LiqDrop
false
null
null
0
EDGX>ARCA>NASDAQ>BATS>NYSE
LMT
29.6
87
15.3
52
19
-14
-40
null
null
Toxic prints; widened spread
X009190
2025-11-28 11:01:03
CVX
Buy
8,885
100.21
890,365.85
1.1
0.053
Ultra
7.7
26
10.8
BATS>NASDAQ>NYSE
TWAP
3
MKT
3.4
64
28
0.5
Slip>Thresh
false
null
null
0
BATS>NASDAQ>NYSE
MKT
67.9
95
3.8
70
58
-10
-21
null
null
Paused due to data glitch
X009191
2025-11-12 13:31:24
KO
Sell
3,989
98.93
394,631.77
1.7
0.099
Low
34.3
15
-7.5
IEX>BATS
IS
4
LMT
13.9
62
32
0.43
LiqDrop
false
null
null
0
IEX>BATS
LMT
69
87
21.7
110
-11
24
-32
null
null
Venue switch reduced impact
X009192
2025-11-11 10:52:36
QQQ
Buy
44,530
400.55
17,836,491.5
0.8
0.141
Ultra
6.7
20
9.4
NASDAQ>EDGX>BATS>IEX>NYSE
POV
4
MKT
3.4
85
31
0.69
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>BATS>IEX>NYSE
MKT
99.4
100
5.7
86
-20
30
16
null
null
Paused due to data glitch
X009193
2025-12-04 15:31:33
PFE
Sell
26,932
200.87
5,409,830.84
1.9
0.073
High
11.5
9
23.6
IEX>NYSE>EDGX
VWAP
2
MKT
4.4
71
31
0.84
Multi
false
null
null
0
IEX>NYSE>EDGX
MKT
64.4
90
4.9
87
17
-32
-30
null
null
Venue switch reduced impact
X009194
2025-11-27 11:44:16
UNH
Buy
84,918
335.68
28,505,274.24
3.1
0.373
Low
5.1
17
-18.3
BATS>NASDAQ>NYSE>EDGX
POV
4
LMT
4
108
12
0.6
ToxicitySpike
false
null
null
0
BATS>NASDAQ>NYSE>EDGX
LMT
74
89
0
277
6
26
-17
null
null
Toxic prints; widened spread
X009195
2025-11-19 14:45:04
HYG
Sell
18,045
74.89
1,351,390.05
2.1
0.099
Ultra
3.2
10
4.4
IEX>EDGX>ARCA
VWAP
3
MKT
2.5
69
30
0.61
LiqDrop
false
null
null
0
IEX>EDGX>ARCA
MKT
20.3
93
5.5
52
-1
6
24
null
null
Venue switch reduced impact
X009196
2025-12-25 09:39:36
V
Buy
2,624
248.57
652,247.68
5.5
0.034
Low
28.1
4
32.4
BATS>IEX>NASDAQ
IS
4
MKT
17.4
61
19
0.42
Multi
false
null
null
0
BATS>IEX>NASDAQ
MKT
70.3
90
22.1
58
29
-6
38
NoShort
null
Paused due to data glitch
X009197
2025-11-24 14:12:52
LQD
Buy
59,910
113.81
6,818,357.1
0.8
0.295
Medium
10.8
19
24.9
ARCA>NYSE>NASDAQ>IEX
TWAP
2
MKT
3.9
85
29
0.78
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
14
ARCA>NYSE>NASDAQ>IEX
MKT>IOC
96.7
100
10.2
9
49
2
36
Watchlist
null
Toxic prints; widened spread
X009198
2025-11-11 15:04:15
META
Buy
128,515
181.74
23,356,316.1
0.8
0.358
Medium
11.9
6
-29.1
NYSE>BATS>EDGX>ARCA>IEX
TWAP
1
MKT
3.7
104
18
0.66
Multi
false
null
null
0
NYSE>BATS>EDGX>ARCA>IEX
MKT
95.2
96
0
136
44
6
-21
null
null
Stable book; normal liquidity
X009199
2025-11-02 14:35:26
AMZN
Sell
747
214.82
160,470.54
1.4
0.034
Medium
39.7
38
-22.6
NASDAQ>IEX
VWAP
1
IOC
10.1
60
13
0.69
Multi
false
null
null
0
NASDAQ>IEX
IOC
65.2
99
13.3
62
44
13
18
null
null
Toxic prints; widened spread
X009200
2025-11-29 14:50:54
XLY
Sell
479,739
38.9
18,661,847.1
1.5
2
Low
12.4
12
-6.2
ARCA>IEX
POV
1
LMT
4.1
200
20
0.45
Multi
false
null
null
0
ARCA>IEX
LMT
73.6
93
2.9
326
37
10
-13
null
null
Paused due to data glitch