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
X009401
2025-12-04 14:02:58
XLU
Sell
152,267
75.87
11,552,497.29
1.9
0.488
Low
17.8
17
28.9
EDGX>NASDAQ>IEX>ARCA
VWAP
2
MKT
6.4
124
12
0.68
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>IEX>ARCA
MKT
98.8
91
11.9
160
-13
25
-15
Watchlist
null
Paused due to data glitch
X009402
2025-12-24 13:01:10
XLP
Buy
58,344
233.69
13,634,409.36
3.7
0.202
Low
17.1
21
-18.8
EDGX>ARCA>BATS
VWAP
1
LMT
5.1
80
17
0.84
Multi
false
null
null
0
EDGX>ARCA>BATS
LMT
48.9
89
3.6
60
-11
-9
-3
PositionLimitNear
null
Venue switch reduced impact
X009403
2025-11-14 10:05:21
BA
Buy
6,913
313.34
2,166,119.42
2.4
0.023
Ultra
14.7
20
-28.9
NASDAQ>EDGX>NYSE>ARCA
POV
5
MKT
8.8
64
31
0.64
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>NYSE>ARCA
MKT
21
87
5.4
70
14
-24
33
Watchlist
null
High urgency from PM
X009404
2025-10-29 15:33:43
WMT
Buy
17,801
186.88
3,326,650.88
4
0.055
Medium
12
26
-4.2
IEX>NYSE>ARCA
TWAP
1
MKT
5.3
66
29
0.47
LiqDrop
false
null
null
0
IEX>NYSE>ARCA
MKT
63.9
91
1
105
54
3
9
null
null
High urgency from PM
X009405
2025-12-05 11:01:51
PFE
Buy
93,692
69.4
6,502,224.8
2.1
0.255
Low
14.1
14
7.5
NASDAQ>ARCA>BATS>NYSE
TWAP
2
PO
5.2
99
32
0.47
LiqDrop
false
null
null
0
NASDAQ>ARCA>BATS>NYSE
PO
71.7
88
1
71
59
1
18
null
null
Venue switch reduced impact
X009406
2025-12-15 13:13:38
BRK.B
Sell
16,326
242.95
3,966,401.7
1.7
0.074
Medium
13.8
18
5.8
IEX>EDGX
TWAP
1
LMT
3.7
65
14
0.48
LiqDrop
false
null
null
0
IEX>EDGX
LMT
6.8
86
5.8
81
32
27
26
null
Throttle
High urgency from PM
X009407
2025-11-15 11:21:02
JPM
Buy
7,352
140.79
1,035,088.08
4.9
0.182
Low
7.5
14
-17.8
NYSE>BATS>IEX
POV
5
LMT
6.5
64
16
0.43
ToxicitySpike
false
null
null
0
NYSE>BATS>IEX
LMT
7.4
94
0
92
47
19
-38
null
null
Paused due to data glitch
X009408
2025-12-19 12:09:49
UNH
Buy
42,674
265.78
11,341,895.72
3.1
0.187
Low
23.5
22
11
EDGX>IEX>BATS>ARCA
VWAP
2
MKT
8.6
78
28
0.81
Slip>Thresh
false
null
null
0
EDGX>IEX>BATS>ARCA
MKT
80.1
87
0
48
2
-33
-28
null
null
Venue switch reduced impact
X009409
2025-12-24 09:54:00
BA
Buy
15,550
248.94
3,871,017
1.4
0.052
High
21.2
14
8.6
EDGX>ARCA>IEX
Adaptive
3
LMT
6.2
67
21
0.52
Slip>Thresh
false
null
null
0
EDGX>ARCA>IEX
LMT
17.6
91
14.6
19
26
-8
-7
null
null
Venue switch reduced impact
X009410
2025-11-09 10:36:23
XLY
Sell
193,318
189.71
36,674,357.78
1.7
0.806
Low
4.8
14
24.9
NASDAQ>NYSE>BATS>ARCA>EDGX
IS
5
LMT
3.8
185
30
0.84
LiqDrop
false
null
null
0
NASDAQ>NYSE>BATS>ARCA>EDGX
LMT
87.2
87
22.3
175
-1
14
21
null
null
Stable book; normal liquidity
X009411
2025-11-01 14:45:36
PEP
Buy
16,652
125.36
2,087,494.72
5.1
0.053
Low
24.5
13
33.9
EDGX>IEX>BATS>NYSE>ARCA
IS
5
LMT
14.1
70
33
0.82
Multi
true
MultiTrigger
Pause
32
EDGX>IEX>BATS>NYSE>ARCA
LMT>PO
25.5
83
32.2
153
-1
-9
-3
PositionLimitNear
null
Stable book; normal liquidity
X009412
2025-12-26 11:37:07
BA
Sell
25,501
227.72
5,807,087.72
2.5
0.085
Medium
10.4
5
-11.2
NASDAQ>IEX
VWAP
3
IOC
4.9
72
28
0.42
ToxicitySpike
false
null
null
0
NASDAQ>IEX
IOC
62.3
97
7.9
55
30
-14
-25
null
null
High urgency from PM
X009413
2025-11-29 14:18:31
JNJ
Sell
62,518
162.43
10,154,798.74
2.4
0.23
Low
14.1
8
14
EDGX>ARCA>NYSE>IEX
VWAP
3
LMT
5.2
91
21
0.55
Slip>Thresh
false
null
null
0
EDGX>ARCA>NYSE>IEX
LMT
69.1
100
11.5
142
7
-26
8
Watchlist
null
Venue switch reduced impact
X009414
2025-11-04 10:19:38
WMT
Buy
52,497
222.33
11,671,658.01
3.6
0.162
Low
11
27
33.8
ARCA>EDGX>NASDAQ
VWAP
1
LMT
3.8
78
33
0.78
LiqDrop
false
null
null
0
ARCA>EDGX>NASDAQ
LMT
47.6
93
19.2
65
56
26
20
PositionLimitNear
null
High urgency from PM
X009415
2025-11-24 09:35:30
JNJ
Buy
21,193
37.65
797,916.45
2.7
0.078
Low
19.7
4
22.1
EDGX>NYSE>NASDAQ
TWAP
1
PO
6
67
30
0.8
ToxicitySpike
false
null
null
0
EDGX>NYSE>NASDAQ
PO
66.6
91
23.9
10
-3
16
-34
PositionLimitNear
null
Venue switch reduced impact
X009416
2025-11-22 11:10:46
NVDA
Buy
1,637
141.85
232,208.45
1
0.042
High
29.9
21
3.5
NYSE>IEX>EDGX
VWAP
3
MKT
10.5
60
34
0.84
Multi
false
null
null
0
NYSE>IEX>EDGX
MKT
44.8
86
6.7
58
15
-19
15
null
null
Toxic prints; widened spread
X009417
2025-11-09 11:18:50
DIS
Sell
12,337
271.32
3,347,274.84
2.1
0.054
Ultra
6.5
3
34.9
IEX>ARCA>NYSE
VWAP
2
MKT
3.1
65
13
0.48
ToxicitySpike
false
null
null
0
IEX>ARCA>NYSE
MKT
1
98
2.8
46
-9
-40
39
null
null
Stable book; normal liquidity
X009418
2025-11-12 13:10:46
IEF
Sell
26,999
95.25
2,571,654.75
3.1
0.103
Low
14.9
38
21.9
IEX>EDGX
VWAP
1
LMT
4.4
69
29
0.41
LiqDrop
true
LiquidityDrop
VenueSwitch
29
IEX>EDGX
LMT>PO
65.5
94
14.1
162
14
9
-38
null
null
Toxic prints; widened spread
X009419
2025-12-13 12:26:05
XLP
Sell
65,249
240.8
15,711,959.2
1.8
0.226
Low
15.8
36
10.2
NYSE>NASDAQ>BATS>ARCA>EDGX
Adaptive
4
IOC
6.6
97
19
0.69
ToxicitySpike
false
null
null
0
NYSE>NASDAQ>BATS>ARCA>EDGX
IOC
64.3
92
0
59
26
-40
27
null
null
Paused due to data glitch
X009420
2025-12-09 14:11:07
KO
Sell
1,821
257.55
468,998.55
3.5
0.045
High
9.8
34
-28
ARCA>NASDAQ>BATS>NYSE
TWAP
1
MKT
4.4
60
25
0.84
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>BATS>NYSE
MKT
85.6
92
11.6
60
-6
-30
-37
null
null
Toxic prints; widened spread
X009421
2025-11-28 09:35:28
XLU
Sell
17,479
96.7
1,690,219.3
1.1
0.056
High
19.1
22
16.5
IEX>ARCA>NASDAQ
IS
5
LMT
8.7
71
19
0.66
LiqDrop
false
null
null
0
IEX>ARCA>NASDAQ
LMT
38.8
89
10.2
47
-1
-7
13
null
null
High urgency from PM
X009422
2025-11-17 09:35:35
XOM
Buy
30,916
112.83
3,488,252.28
2
0.283
Low
8.1
10
-32.1
NASDAQ>ARCA
TWAP
3
MKT
4.3
75
17
0.43
LiqDrop
false
null
null
0
NASDAQ>ARCA
MKT
45.1
92
0.4
93
-17
-7
24
null
null
Venue switch reduced impact
X009423
2025-12-25 10:21:37
SPY
Buy
30,191
470.59
14,207,582.69
1.7
0.041
High
16.5
13
-16.9
ARCA>BATS>NASDAQ>EDGX
VWAP
3
LMT
5.4
75
21
0.78
Slip>Thresh
false
null
null
0
ARCA>BATS>NASDAQ>EDGX
LMT
40.5
89
0
22
18
-28
29
PositionLimitNear
null
Venue switch reduced impact
X009424
2025-12-19 12:16:27
CVX
Buy
27,927
263.13
7,348,431.51
0.8
0.166
Ultra
5.2
23
3.6
NYSE>ARCA>NASDAQ>BATS
Adaptive
3
LMT
1.8
73
33
0.4
Slip>Thresh
false
null
null
0
NYSE>ARCA>NASDAQ>BATS
LMT
92.4
90
0
80
26
-7
-18
null
null
High urgency from PM
X009425
2025-11-27 09:35:48
XLU
Sell
35,942
25.25
907,535.5
1.2
0.115
Ultra
3.9
34
-12.2
IEX>ARCA>NASDAQ
TWAP
1
LMT
1.4
72
34
0.68
LiqDrop
false
null
null
0
IEX>ARCA>NASDAQ
LMT
56
85
0
55
14
-36
13
null
null
Venue switch reduced impact
X009426
2025-12-24 10:46:58
NVDA
Sell
5,315
236.61
1,257,582.15
1.9
0.138
Low
23.4
35
-1.1
EDGX>IEX
Adaptive
1
PO
5.9
61
31
0.65
Slip>Thresh
false
null
null
0
EDGX>IEX
PO
90.9
88
0
100
7
13
5
null
null
Venue switch reduced impact
X009427
2025-10-30 11:12:07
HYG
Sell
9,542
74.08
706,871.36
1.9
0.052
High
8.7
10
-4.9
ARCA>NASDAQ>BATS
TWAP
1
IOC
3.2
63
28
0.58
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>BATS
IOC
48.3
98
0
48
56
-22
-2
Watchlist
null
Stable book; normal liquidity
X009428
2025-11-19 13:34:04
V
Buy
27,732
135.04
3,744,929.28
2.5
0.361
Low
23.3
5
0.5
BATS>IEX>NASDAQ
TWAP
1
LMT
6.2
69
27
0.7
Multi
true
MultiTrigger
VenueSwitch
33
BATS>IEX>NASDAQ
LMT>PO
91.4
86
8.6
125
20
7
-15
null
null
High urgency from PM
X009429
2025-10-29 12:47:32
JPM
Sell
7,315
220.29
1,611,421.35
5.2
0.181
Low
7.1
13
29
ARCA>NYSE
IS
4
MKT
7.9
64
33
0.47
ToxicitySpike
false
null
null
0
ARCA>NYSE
MKT
14.7
100
49.2
107
11
-23
3
PositionLimitNear
null
Toxic prints; widened spread
X009430
2025-11-14 13:00:15
MSFT
Sell
68,910
311.28
21,450,304.8
2.3
0.366
Low
5.5
23
15.2
IEX>ARCA>NYSE>EDGX>BATS
VWAP
1
MKT
2.6
84
33
0.48
Multi
false
null
null
0
IEX>ARCA>NYSE>EDGX>BATS
MKT
14.6
99
0.9
52
6
-39
-10
null
null
Venue switch reduced impact
X009431
2025-12-12 13:15:17
JNJ
Sell
19,864
119.02
2,364,213.28
3.3
0.073
High
4.7
20
34.1
ARCA>NYSE
Adaptive
3
IOC
3.4
69
17
0.79
Slip>Thresh
false
null
null
0
ARCA>NYSE
IOC
94.1
97
4.1
92
24
-19
24
null
null
Paused due to data glitch
X009432
2025-11-12 12:52:50
LQD
Sell
76,801
109.73
8,427,373.73
0.9
0.378
Low
21
21
-12.8
EDGX>ARCA>NASDAQ>NYSE>BATS
TWAP
1
MKT
6.1
86
22
0.66
Slip>Thresh
false
null
null
0
EDGX>ARCA>NASDAQ>NYSE>BATS
MKT
59.3
97
8.6
80
-12
-38
27
PositionLimitNear
null
High urgency from PM
X009433
2025-12-06 09:35:15
TSLA
Buy
22,695
253.54
5,754,090.3
2
0.071
Medium
13.7
4
-11.1
NYSE>NASDAQ
TWAP
1
MKT
4.7
67
31
0.68
Multi
false
null
null
0
NYSE>NASDAQ
MKT
22.7
94
20.8
13
47
30
30
null
null
Toxic prints; widened spread
X009434
2025-11-25 09:35:54
WMT
Sell
40,021
297.78
11,917,453.38
4.8
0.123
Medium
5.6
21
3.1
IEX>NASDAQ
Adaptive
2
PO
3.8
77
13
0.8
Multi
true
MultiTrigger
AlgoSwitch
25
IEX>NASDAQ
PO>MKT
85.4
92
5.5
115
21
-30
-22
null
null
High urgency from PM
X009435
2025-11-08 11:52:38
HYG
Sell
50,525
79.73
4,028,358.25
2.2
0.277
Low
19.8
27
31.3
BATS>NASDAQ>IEX>EDGX
VWAP
3
IOC
7.7
85
22
0.82
Multi
false
null
null
0
BATS>NASDAQ>IEX>EDGX
IOC
14.7
88
0
61
22
-12
-25
null
null
Paused due to data glitch
X009436
2025-11-11 12:51:13
META
Buy
47,944
329.63
15,803,780.72
1.7
0.134
Low
22.8
23
-26.6
BATS>NASDAQ>EDGX
POV
4
LMT
8.8
87
32
0.45
Multi
false
null
null
0
BATS>NASDAQ>EDGX
LMT
5.3
93
15.9
140
55
-12
-6
null
null
Paused due to data glitch
X009437
2025-11-14 09:38:21
XOM
Buy
12,203
194.08
2,368,358.24
3.2
0.112
Medium
9.6
21
13.1
NASDAQ>ARCA>BATS>NYSE
Adaptive
5
LMT
5.1
67
30
0.58
LiqDrop
false
null
null
0
NASDAQ>ARCA>BATS>NYSE
LMT
38.6
88
14.2
69
25
12
39
null
null
Venue switch reduced impact
X009438
2025-10-27 13:01:08
KO
Buy
35,628
103.4
3,683,935.2
2.2
0.887
Low
15.3
4
6.1
NASDAQ>NYSE>ARCA>EDGX
VWAP
1
MKT
5.2
72
22
0.76
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>ARCA>EDGX
MKT
78.8
87
0
63
-4
-1
-2
PositionLimitNear
null
Stable book; normal liquidity
X009439
2025-12-05 12:37:05
XLB
Buy
125,382
101.55
12,732,542.1
1.8
0.319
Medium
3.9
33
-17.5
BATS>NYSE>EDGX>NASDAQ>IEX
IS
5
MKT
3.9
141
28
0.7
ToxicitySpike
true
ToxicitySpike
VenueSwitch
43
BATS>NYSE>EDGX>NASDAQ>IEX
MKT>PO
91.6
96
0
191
46
-25
-6
null
null
High urgency from PM
X009440
2025-12-12 14:06:34
V
Sell
6,055
168
1,017,240
2.5
0.079
High
6.6
25
-31.5
NASDAQ>BATS
TWAP
1
MKT
3.1
62
21
0.74
LiqDrop
true
LiquidityDrop
Pause
19
NASDAQ>BATS
MKT>LMT
87.1
90
1.2
87
5
22
30
null
null
Venue switch reduced impact
X009441
2025-11-12 11:28:42
MA
Buy
48,842
19.84
969,025.28
1.4
0.208
Low
24.3
37
0.5
NASDAQ>ARCA
TWAP
3
LMT
7.8
84
27
0.55
LiqDrop
false
null
null
0
NASDAQ>ARCA
LMT
11.4
84
7.1
125
26
-15
-8
PositionLimitNear
null
Toxic prints; widened spread
X009442
2025-11-27 09:35:02
QQQ
Sell
8,453
411.38
3,477,395.14
0.6
0.027
Ultra
18.1
8
30.9
BATS>EDGX>NYSE
POV
4
LMT
6.5
64
35
0.76
Multi
false
null
null
0
BATS>EDGX>NYSE
LMT
90.8
95
6.3
68
48
-22
-16
null
null
Paused due to data glitch
X009443
2025-12-01 11:17:16
CSCO
Sell
76,016
342.02
25,998,992.32
3.7
0.191
Low
7.1
10
1.7
NASDAQ>BATS>ARCA>NYSE
TWAP
3
LMT
4.2
98
19
0.6
Multi
false
null
null
0
NASDAQ>BATS>ARCA>NYSE
LMT
34.2
98
0
65
33
-6
3
null
null
High urgency from PM
X009444
2025-11-21 13:14:10
GOOGL
Buy
55,862
23.58
1,317,225.96
1.8
0.166
High
4.3
14
27.5
NASDAQ>IEX
Adaptive
1
LMT
1.6
79
15
0.57
LiqDrop
true
LiquidityDrop
Pause
16
NASDAQ>IEX
LMT>MKT
5
96
0.9
120
8
-28
35
null
null
Venue switch reduced impact
X009445
2025-11-29 11:53:59
XLK
Sell
10,483
120.73
1,265,612.59
1.4
0.029
Ultra
4
14
-32
NASDAQ>EDGX
VWAP
3
MKT
2.2
65
26
0.84
Multi
false
null
null
0
NASDAQ>EDGX
MKT
6.3
94
4.6
35
5
-13
0
PositionLimitNear
null
Toxic prints; widened spread
X009446
2025-11-02 11:05:02
AMZN
Sell
2,692
101.03
271,972.76
2.6
0.124
Low
36.5
11
27.9
IEX>BATS>NASDAQ>EDGX
IS
4
LMT
15.4
61
20
0.48
Multi
false
null
null
0
IEX>BATS>NASDAQ>EDGX
LMT
33.5
90
25
29
54
15
-26
null
null
Venue switch reduced impact
X009447
2025-11-16 12:44:46
XLE
Sell
20,399
257.99
5,262,738.01
3.5
0.073
Medium
10
32
23.7
EDGX>ARCA>BATS
TWAP
2
MKT
5.2
68
23
0.49
LiqDrop
false
null
null
0
EDGX>ARCA>BATS
MKT
35.9
97
0
85
41
11
-7
null
null
Toxic prints; widened spread
X009448
2025-12-22 11:18:07
T
Buy
8,063
305.24
2,461,150.12
3.2
0.067
Medium
11
27
-16.4
IEX>NYSE>NASDAQ>EDGX
TWAP
1
MKT
4.6
62
34
0.66
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
17
IEX>NYSE>NASDAQ>EDGX
MKT>LMT
98.4
100
0
76
-13
-39
3
null
null
High urgency from PM
X009449
2025-12-25 09:37:42
XOM
Sell
10,824
161.39
1,746,885.36
2
0.099
High
6.5
12
-31.5
BATS>EDGX
Adaptive
3
LMT
2.7
65
28
0.49
LiqDrop
false
null
null
0
BATS>EDGX
LMT
74.2
100
4.2
103
44
-13
1
null
null
Venue switch reduced impact
X009450
2025-12-10 10:21:04
KO
Sell
2,691
93.61
251,904.51
3.3
0.067
High
6.6
28
-7.8
BATS>NASDAQ>IEX>ARCA
VWAP
2
MKT
3.8
61
20
0.75
Multi
false
null
null
0
BATS>NASDAQ>IEX>ARCA
MKT
21.1
87
8.6
113
25
-25
18
null
null
Venue switch reduced impact
X009451
2025-11-06 09:42:17
IWM
Sell
30,935
209.77
6,489,234.95
1.7
0.043
Ultra
10.4
36
0.4
NYSE>IEX>ARCA>NASDAQ
VWAP
1
LMT
2.9
70
18
0.57
LiqDrop
false
null
null
0
NYSE>IEX>ARCA>NASDAQ
LMT
45.2
88
3.5
75
42
-29
-22
null
null
Paused due to data glitch
X009452
2025-12-17 13:55:38
BA
Buy
30,401
15.85
481,855.85
3
0.101
Low
15.3
19
-9.5
BATS>NYSE>EDGX>IEX>ARCA
TWAP
3
MKT
7.4
75
15
0.46
Multi
false
null
null
0
BATS>NYSE>EDGX>IEX>ARCA
MKT
75.3
90
15.2
85
12
-29
0
null
null
Venue switch reduced impact
X009453
2025-11-14 10:11:49
NVDA
Buy
16,544
300.18
4,966,177.92
2
0.428
Low
8.7
27
-27.4
NYSE>ARCA>IEX>NASDAQ
IS
5
MKT
6.5
70
18
0.42
LiqDrop
false
null
null
0
NYSE>ARCA>IEX>NASDAQ
MKT
75.7
98
0
69
11
-37
-7
null
null
High urgency from PM
X009454
2025-12-19 14:19:49
IWM
Buy
164,191
199.65
32,780,733.15
1.6
0.227
Medium
5
14
11
NASDAQ>ARCA>IEX>NYSE>BATS
VWAP
1
LMT
1.7
117
33
0.69
LiqDrop
false
null
null
0
NASDAQ>ARCA>IEX>NYSE>BATS
LMT
5.5
93
3.4
163
30
-34
4
PositionLimitNear
null
High urgency from PM
X009455
2025-12-24 09:38:13
VZ
Buy
20,300
179.81
3,650,143
3.7
0.174
Low
13.4
20
27
IEX>BATS>EDGX
TWAP
1
MKT
5.5
67
13
0.76
Slip>Thresh
true
SlippageAboveThreshold
AlgoSwitch
25
IEX>BATS>EDGX
MKT>LMT
93.5
98
22.5
98
50
11
-13
Watchlist
null
High urgency from PM
X009456
2025-12-19 12:35:21
XLB
Buy
54,517
227.36
12,394,985.12
1.7
0.139
High
4.9
35
13.6
BATS>NASDAQ>NYSE>ARCA
VWAP
2
LMT
2
83
20
0.44
LiqDrop
false
null
null
0
BATS>NASDAQ>NYSE>ARCA
LMT
48.8
87
0
46
-8
-6
35
null
null
High urgency from PM
X009457
2025-11-01 10:23:05
XLU
Buy
106,759
326.8
34,888,841.2
2.1
0.342
Low
21
27
-34.6
EDGX>NYSE>IEX
TWAP
2
PO
7.1
105
33
0.48
Multi
false
null
null
0
EDGX>NYSE>IEX
PO
79.8
97
5.7
113
16
-31
28
Watchlist
null
Toxic prints; widened spread
X009458
2025-11-02 14:02:13
CVX
Buy
16,081
110.44
1,775,985.64
1.1
0.095
High
10.6
29
1.3
NASDAQ>ARCA>EDGX>BATS
VWAP
3
IOC
4.1
68
33
0.76
LiqDrop
false
null
null
0
NASDAQ>ARCA>EDGX>BATS
IOC
46
99
1.6
51
-11
-28
4
null
null
Venue switch reduced impact
X009459
2025-11-25 12:08:09
XLV
Sell
14,758
269.4
3,975,805.2
1.1
0.041
High
22.4
6
-4.3
BATS>IEX>NASDAQ
VWAP
1
LMT
5.1
65
22
0.67
Slip>Thresh
false
null
null
0
BATS>IEX>NASDAQ
LMT
24.5
94
1.5
103
4
-2
22
null
null
Paused due to data glitch
X009460
2025-11-24 14:37:36
IWM
Sell
134,241
205.96
27,648,276.36
0.9
0.185
Medium
22
11
6.6
EDGX>IEX>NASDAQ>BATS
POV
4
IOC
9.3
137
31
0.53
LiqDrop
false
null
null
0
EDGX>IEX>NASDAQ>BATS
IOC
65.9
96
17.8
132
19
-14
16
NoShort
null
Paused due to data glitch
X009461
2025-12-15 10:03:06
IWM
Sell
19,377
209.68
4,062,969.36
1.6
0.027
Ultra
11.5
17
30.5
BATS>IEX>NYSE
POV
5
LMT
5.5
72
31
0.69
Multi
false
null
null
0
BATS>IEX>NYSE
LMT
25.3
90
1.5
34
32
-26
18
null
null
High urgency from PM
X009462
2025-12-06 13:57:57
XOM
Sell
5,037
198.65
1,000,600.05
2.2
0.046
Medium
22.4
37
9.5
NASDAQ>BATS>IEX>ARCA>NYSE
VWAP
2
IOC
7.4
62
35
0.51
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
21
NASDAQ>BATS>IEX>ARCA>NYSE
IOC>MKT
97.2
96
15.5
86
19
18
4
null
null
High urgency from PM
X009463
2025-12-15 11:02:24
XLY
Buy
23,568
183.33
4,320,721.44
1.4
0.098
High
11.8
38
10.2
IEX>BATS
Adaptive
2
MKT
4
70
16
0.76
Slip>Thresh
false
null
null
0
IEX>BATS
MKT
16
95
6.5
88
-15
-20
7
Watchlist
null
Paused due to data glitch
X009464
2025-11-14 09:35:03
META
Sell
152,318
219.14
33,378,966.52
1.7
0.425
Low
6.8
33
35
NASDAQ>NYSE>EDGX>BATS>IEX
POV
5
LMT
4
159
30
0.51
Multi
false
null
null
0
NASDAQ>NYSE>EDGX>BATS>IEX
LMT
26.8
96
0
143
-8
-15
25
null
null
Stable book; normal liquidity
X009465
2025-10-28 14:13:01
XLB
Sell
48,382
330.43
15,986,864.26
1.7
0.123
Low
24
10
0
IEX>NASDAQ>EDGX>NYSE
POV
5
PO
11.3
91
24
0.68
Multi
false
null
null
0
IEX>NASDAQ>EDGX>NYSE
PO
20.6
99
9
10
60
6
38
null
PriceBand
Venue switch reduced impact
X009466
2025-11-24 10:26:20
XLP
Sell
42,092
290.68
12,235,302.56
2
0.146
Low
19.3
37
-14
NASDAQ>NYSE>BATS>IEX>ARCA
POV
5
PO
9.6
87
34
0.82
Multi
false
null
null
0
NASDAQ>NYSE>BATS>IEX>ARCA
PO
82.4
94
19.4
57
-19
-1
-35
null
null
Paused due to data glitch
X009467
2025-12-11 09:35:37
MA
Buy
88,909
253.8
22,565,104.2
1
0.379
Low
19.4
30
6.6
EDGX>NYSE>BATS>NASDAQ
TWAP
1
MKT
5.7
91
32
0.68
ToxicitySpike
false
null
null
0
EDGX>NYSE>BATS>NASDAQ
MKT
46.4
96
2.1
10
7
-14
-39
null
VenueReject
Paused due to data glitch
X009468
2025-11-07 15:55:24
GOOGL
Buy
59,499
258.75
15,395,366.25
1.9
0.177
Low
13.1
19
33.7
BATS>ARCA>IEX
TWAP
2
MKT
5.2
85
34
0.56
Slip>Thresh
false
null
null
0
BATS>ARCA>IEX
MKT
65.7
96
2.8
125
4
0
-2
null
null
Paused due to data glitch
X009469
2025-12-26 11:08:10
AAPL
Sell
167,801
179.3
30,086,719.3
2.8
0.494
Low
20
15
-20.9
ARCA>NYSE
Adaptive
4
PO
8.3
156
26
0.47
Slip>Thresh
false
null
null
0
ARCA>NYSE
PO
24.9
92
0
184
-14
7
26
Watchlist
null
Stable book; normal liquidity
X009470
2025-11-29 12:12:42
XLI
Sell
5,803
58.9
341,796.7
2.4
0.265
Low
14.4
23
-29.9
NASDAQ>NYSE>EDGX
Adaptive
4
MKT
6.8
63
35
0.76
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>EDGX
MKT
37
92
0
105
16
-3
19
null
null
Venue switch reduced impact
X009471
2025-12-18 11:57:07
PFE
Buy
85,133
35.65
3,034,991.45
1.5
0.231
Medium
10.6
4
27.6
EDGX>NASDAQ>BATS>ARCA>NYSE
IS
5
IOC
6.5
115
23
0.49
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>BATS>ARCA>NYSE
IOC
74.7
98
1.6
146
14
24
-31
null
null
Stable book; normal liquidity
X009472
2025-12-18 10:50:28
BA
Sell
15,317
253.65
3,885,157.05
1.4
0.051
Ultra
6.2
33
-20.5
ARCA>NYSE>BATS>NASDAQ>EDGX
Adaptive
4
MKT
3.2
68
27
0.52
Slip>Thresh
false
null
null
0
ARCA>NYSE>BATS>NASDAQ>EDGX
MKT
81.1
87
0.8
61
58
-32
-3
Watchlist
null
Paused due to data glitch
X009473
2025-11-09 09:35:51
HYG
Sell
50,636
75.69
3,832,638.84
2.2
0.278
Medium
4.1
4
-21.5
NASDAQ>BATS>ARCA>IEX>EDGX
TWAP
2
LMT
2.2
81
35
0.8
LiqDrop
false
null
null
0
NASDAQ>BATS>ARCA>IEX>EDGX
LMT
51.9
89
2.2
46
40
-3
-3
null
null
Venue switch reduced impact
X009474
2025-11-25 14:41:14
BA
Buy
22,683
273.78
6,210,151.74
2.8
0.076
Medium
11.4
11
8
BATS>ARCA>NYSE
VWAP
1
LMT
3.5
67
35
0.63
ToxicitySpike
false
null
null
0
BATS>ARCA>NYSE
LMT
3.1
91
8.1
107
24
29
-17
null
null
Toxic prints; widened spread
X009475
2025-12-08 11:04:19
NVDA
Sell
2,976
24.47
72,822.72
1.7
0.077
Medium
24.1
5
-9.4
IEX>EDGX>ARCA>NYSE>BATS
TWAP
2
PO
7.7
61
18
0.42
Multi
false
null
null
0
IEX>EDGX>ARCA>NYSE>BATS
PO
96.9
94
14
10
43
-8
16
null
null
Toxic prints; widened spread
X009476
2025-12-18 12:45:52
XLP
Buy
32,172
76.23
2,452,471.56
2.5
0.111
Low
22.5
17
-19.3
NYSE>BATS
IS
4
PO
11.2
78
22
0.73
LiqDrop
false
null
null
0
NYSE>BATS
PO
33.9
88
10.2
10
52
29
-34
null
null
Toxic prints; widened spread
X009477
2025-12-04 15:03:56
XLY
Sell
27,647
220.88
6,106,669.36
2
0.115
Low
18.8
16
20.6
NYSE>NASDAQ>IEX
VWAP
2
MKT
6.6
71
22
0.81
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>IEX
MKT
2.4
99
14.3
20
-4
30
35
null
null
High urgency from PM
X009478
2025-12-02 10:22:42
JNJ
Buy
35,387
92.71
3,280,728.77
4.5
0.13
Low
19.2
10
-25.7
NYSE>IEX>BATS
Adaptive
4
LMT
8.2
80
31
0.6
ToxicitySpike
false
null
null
0
NYSE>IEX>BATS
LMT
64.8
98
8
33
-20
24
-3
null
null
High urgency from PM
X009479
2025-11-08 15:00:43
GOOGL
Buy
51,298
224.53
11,517,939.94
0.9
0.153
High
6.6
5
-30.6
IEX>NYSE>NASDAQ>BATS>ARCA
VWAP
2
PO
2.3
81
34
0.7
Multi
false
null
null
0
IEX>NYSE>NASDAQ>BATS>ARCA
PO
29.6
96
9.2
19
1
9
-37
null
null
Venue switch reduced impact
X009480
2025-11-17 09:35:47
NKE
Buy
6,590
259.14
1,707,732.6
2.2
0.031
Ultra
8
26
-33.3
EDGX>BATS>ARCA
Adaptive
1
MKT
2.9
62
22
0.81
Slip>Thresh
false
null
null
0
EDGX>BATS>ARCA
MKT
41.1
97
1
62
25
21
2
null
null
Paused due to data glitch
X009481
2025-11-28 14:20:02
XOM
Buy
23,032
245.08
5,644,682.56
3.2
0.211
Low
17.3
19
-25.5
NASDAQ>ARCA
TWAP
2
LMT
6
69
29
0.68
ToxicitySpike
false
null
null
0
NASDAQ>ARCA
LMT
5.1
76
27.6
112
30
-20
-14
NoShort
null
Venue switch reduced impact
X009482
2025-12-18 14:07:15
XLP
Sell
129,593
26.49
3,432,918.57
3.6
0.448
Low
14.9
21
-9.1
EDGX>NASDAQ>ARCA>NYSE>BATS
TWAP
3
MKT
7.8
124
12
0.42
Multi
false
null
null
0
EDGX>NASDAQ>ARCA>NYSE>BATS
MKT
4.8
85
2.6
71
38
-38
-26
PositionLimitNear
null
Paused due to data glitch
X009483
2025-12-20 12:24:40
QQQ
Buy
17,406
426.83
7,429,402.98
1
0.055
Ultra
8.6
14
29
NYSE>EDGX>ARCA>NASDAQ>IEX
IS
5
LMT
4.3
71
26
0.66
LiqDrop
false
null
null
0
NYSE>EDGX>ARCA>NASDAQ>IEX
LMT
65.8
95
9.2
35
8
-36
11
null
null
Toxic prints; widened spread
X009484
2025-11-13 09:35:20
CSCO
Buy
51,859
262.05
13,589,650.95
2.3
0.13
High
3.4
37
-27.4
ARCA>NYSE>BATS>EDGX>NASDAQ
VWAP
2
MKT
2.4
82
20
0.77
Multi
false
null
null
0
ARCA>NYSE>BATS>EDGX>NASDAQ
MKT
13.5
86
5.6
93
9
-4
27
null
null
Stable book; normal liquidity
X009485
2025-12-13 13:19:26
XOM
Sell
43,851
119.17
5,225,723.67
4
0.401
Low
10.8
28
12.1
NASDAQ>ARCA>EDGX
IS
5
LMT
7.9
88
35
0.58
Multi
false
null
null
0
NASDAQ>ARCA>EDGX
LMT
96.2
93
14.2
81
14
-14
-1
PositionLimitNear
null
Paused due to data glitch
X009486
2025-12-13 15:33:02
AMD
Buy
4,257
133.64
568,905.48
1.9
0.119
Medium
11.4
28
1.8
BATS>IEX>NYSE>EDGX
Adaptive
5
MKT
5.9
62
18
0.67
LiqDrop
true
LiquidityDrop
Cross
22
BATS>IEX>NYSE>EDGX
MKT>PO
90.7
100
13.8
111
44
-30
21
null
null
High urgency from PM
X009487
2025-12-11 13:53:29
BRK.B
Sell
57,457
244.5
14,048,236.5
2.3
0.261
Low
11.2
6
-28.1
IEX>NYSE>NASDAQ>EDGX
TWAP
2
IOC
4.7
84
25
0.84
Slip>Thresh
false
null
null
0
IEX>NYSE>NASDAQ>EDGX
IOC
5.5
98
5
76
-16
14
20
null
null
High urgency from PM
X009488
2025-11-06 12:49:58
PFE
Buy
42,595
303.12
12,911,396.4
2.3
0.116
High
3.9
22
17.5
IEX>NYSE>NASDAQ
Adaptive
2
PO
2.2
78
23
0.6
Slip>Thresh
false
null
null
0
IEX>NYSE>NASDAQ
PO
92
91
5.8
94
58
-22
-6
null
PriceBand
Paused due to data glitch
X009489
2025-12-21 15:07:30
XLE
Sell
133,380
122.49
16,337,716.2
1.8
0.479
Low
21.6
34
-10.7
NYSE>BATS>IEX
VWAP
3
LMT
7
126
12
0.79
Multi
true
MultiTrigger
AlgoSwitch
47
NYSE>BATS>IEX
LMT>IOC
4.2
98
21.7
275
-1
6
29
null
null
Toxic prints; widened spread
X009490
2025-12-15 10:27:53
NFLX
Buy
20,805
118.85
2,472,674.25
2.7
0.199
Low
14.1
13
-16.2
EDGX>NASDAQ>NYSE
Adaptive
4
MKT
6.9
71
34
0.4
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>NYSE
MKT
12.3
99
0
49
34
13
-27
null
null
Stable book; normal liquidity
X009491
2025-10-30 11:04:35
TLT
Sell
51,624
94.98
4,903,247.52
2
0.189
Low
24.9
12
-23
IEX>ARCA
VWAP
2
PO
7.7
81
13
0.68
LiqDrop
true
LiquidityDrop
AlgoSwitch
33
IEX>ARCA
PO>LMT
33.8
100
5.8
156
20
-12
13
null
null
Paused due to data glitch
X009492
2025-11-30 13:14:16
LQD
Buy
6,597
110.37
728,110.89
1.3
0.032
High
23.5
12
-34.3
EDGX>ARCA>NYSE
Adaptive
4
LMT
7.5
63
18
0.73
Multi
false
null
null
0
EDGX>ARCA>NYSE
LMT
63.1
69
2.7
146
46
-18
-36
PositionLimitNear
null
Toxic prints; widened spread
X009493
2025-11-10 15:46:02
AAPL
Sell
58,475
337.26
19,721,278.5
1.6
0.172
Medium
6.5
22
2.6
IEX>NASDAQ
Adaptive
1
MKT
2.3
80
27
0.64
ToxicitySpike
false
null
null
0
IEX>NASDAQ
MKT
44.1
90
0.8
59
39
-26
34
PositionLimitNear
null
Stable book; normal liquidity
X009494
2025-11-05 09:58:11
DIS
Sell
13,924
250.78
3,491,860.72
1.8
0.061
Ultra
5.3
5
26.4
IEX>ARCA>NYSE>EDGX
TWAP
2
PO
2.5
65
24
0.62
Multi
false
null
null
0
IEX>ARCA>NYSE>EDGX
PO
10.6
95
3.3
68
3
24
-6
null
null
Paused due to data glitch
X009495
2025-12-11 12:47:51
DIS
Sell
28,628
137.89
3,947,514.92
2
0.125
Low
17.1
32
-16.1
IEX>ARCA>NASDAQ>BATS
VWAP
2
LMT
5.1
72
33
0.7
LiqDrop
false
null
null
0
IEX>ARCA>NASDAQ>BATS
LMT
44
86
14.4
47
17
-13
-2
NoShort
null
Venue switch reduced impact
X009496
2025-11-25 13:44:24
WMT
Sell
10,669
155.17
1,655,508.73
5.1
0.033
Medium
12.4
13
-33.2
EDGX>NASDAQ>IEX>NYSE>BATS
IS
4
LMT
8.3
66
27
0.84
Multi
false
null
null
0
EDGX>NASDAQ>IEX>NYSE>BATS
LMT
63.3
100
0
51
-12
29
24
Watchlist
null
Venue switch reduced impact
X009497
2025-11-16 12:23:55
UNH
Sell
67,985
43.76
2,975,023.6
2.7
0.299
Low
16.4
4
-11.1
IEX>BATS>ARCA
IS
5
MKT
10.9
104
26
0.7
Slip>Thresh
false
null
null
0
IEX>BATS>ARCA
MKT
1.2
91
17.5
121
40
22
17
null
null
Venue switch reduced impact
X009498
2025-11-09 10:58:07
PEP
Sell
18,703
267.01
4,993,888.03
2.9
0.059
Low
23.6
16
8.3
ARCA>NYSE>EDGX>IEX>BATS
IS
4
PO
12
70
17
0.77
Multi
false
null
null
0
ARCA>NYSE>EDGX>IEX>BATS
PO
92.7
88
13.2
10
54
9
0
PositionLimitNear
VenueReject
Toxic prints; widened spread
X009499
2025-10-31 11:29:37
INTC
Buy
10,000
71.01
710,100
0.8
0.476
Low
28.3
9
-33.1
BATS>EDGX>ARCA>IEX
Adaptive
1
LMT
6
63
34
0.47
Multi
false
null
null
0
BATS>EDGX>ARCA>IEX
LMT
41.1
97
23
15
12
28
-22
null
null
Paused due to data glitch
X009500
2025-10-31 09:47:02
VZ
Sell
50,725
167.27
8,484,770.75
2.8
0.434
Low
16.4
29
-21.3
ARCA>NYSE
Adaptive
4
MKT
7.9
89
13
0.67
LiqDrop
false
null
null
0
ARCA>NYSE
MKT
79.8
93
0
58
-18
4
7
null
null
Venue switch reduced impact