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
X009501
2025-12-11 09:58:28
WMT
Buy
37,544
156.4
5,871,881.6
4.1
0.116
Low
17.1
13
6
NASDAQ>ARCA
VWAP
2
LMT
6.1
75
15
0.65
ToxicitySpike
false
null
null
0
NASDAQ>ARCA
LMT
47.3
81
16.4
163
-16
1
-8
null
null
Stable book; normal liquidity
X009502
2025-12-07 14:20:04
XOM
Buy
20,233
217.17
4,394,000.61
2.8
0.185
Low
17
18
12
BATS>NYSE>IEX
Adaptive
3
PO
6.5
70
24
0.47
ToxicitySpike
false
null
null
0
BATS>NYSE>IEX
PO
70.1
87
8.8
125
14
11
9
null
null
High urgency from PM
X009503
2025-12-06 09:35:40
IWM
Sell
283,022
195.59
55,356,272.98
1.8
0.391
Low
23.8
28
-32.3
BATS>NASDAQ>NYSE>ARCA>IEX
POV
4
MKT
11.3
222
21
0.48
Multi
false
null
null
0
BATS>NASDAQ>NYSE>ARCA>IEX
MKT
90
99
0
299
56
-6
-5
null
null
Paused due to data glitch
X009504
2025-12-14 11:27:50
XLU
Buy
83,163
52.56
4,371,047.28
2
0.266
Low
18.1
28
-20
ARCA>BATS>IEX>NYSE
TWAP
1
MKT
5.9
89
18
0.44
LiqDrop
false
null
null
0
ARCA>BATS>IEX>NYSE
MKT
35
100
0
10
37
7
37
null
null
Paused due to data glitch
X009505
2025-11-30 14:25:33
MSFT
Buy
42,165
246.21
10,381,444.65
2
0.224
Medium
7.9
21
29.3
NASDAQ>IEX
Adaptive
2
LMT
2.8
77
22
0.62
LiqDrop
false
null
null
0
NASDAQ>IEX
LMT
14.2
100
0
66
6
-6
2
null
null
Toxic prints; widened spread
X009506
2025-12-04 09:59:56
AAPL
Sell
135,798
222.03
30,151,229.94
2.4
0.4
Low
17.1
28
10.6
NASDAQ>IEX
POV
4
LMT
7.5
138
19
0.6
ToxicitySpike
false
null
null
0
NASDAQ>IEX
LMT
44.7
95
0
120
58
-19
-16
null
null
Toxic prints; widened spread
X009507
2025-12-17 15:33:26
AMD
Buy
5,769
176.55
1,018,516.95
1.7
0.161
Low
21.3
14
2.7
NYSE>IEX>NASDAQ>EDGX>ARCA
TWAP
1
LMT
5.4
62
17
0.58
Slip>Thresh
false
null
null
0
NYSE>IEX>NASDAQ>EDGX>ARCA
LMT
70.9
99
14.5
166
-5
2
35
null
null
Stable book; normal liquidity
X009508
2025-10-29 09:39:28
XLB
Buy
25,752
211.7
5,451,698.4
1.4
0.066
Medium
19
7
-1.9
NYSE>NASDAQ>EDGX
POV
5
LMT
8.1
76
26
0.72
Multi
false
null
null
0
NYSE>NASDAQ>EDGX
LMT
76.7
83
22.7
44
57
-29
4
null
null
Toxic prints; widened spread
X009509
2025-12-11 13:50:01
SPY
Sell
34,304
490.15
16,814,105.6
1
0.046
High
21.8
35
11.7
ARCA>EDGX>BATS
IS
5
LMT
9.7
82
23
0.53
Slip>Thresh
false
null
null
0
ARCA>EDGX>BATS
LMT
21.4
87
15.4
86
25
-30
35
null
null
High urgency from PM
X009510
2025-11-18 13:04:09
XLK
Buy
22,587
65.65
1,482,836.55
1
0.063
Ultra
8.7
4
26
ARCA>NASDAQ>IEX>EDGX
IS
5
LMT
4.4
74
30
0.82
LiqDrop
true
LiquidityDrop
AlgoSwitch
15
ARCA>NASDAQ>IEX>EDGX
LMT>MKT
32.2
91
0.2
93
-8
23
34
null
null
Paused due to data glitch
X009511
2025-12-01 09:35:08
XLB
Sell
77,801
143.76
11,184,671.76
1.8
0.198
Low
21.6
34
29
ARCA>BATS
TWAP
2
LMT
6.4
93
15
0.64
LiqDrop
true
LiquidityDrop
AlgoSwitch
11
ARCA>BATS
LMT>MKT
59.1
90
6.9
135
43
21
16
PositionLimitNear
null
Stable book; normal liquidity
X009512
2025-11-23 11:57:30
NFLX
Sell
21,219
102.83
2,181,949.77
3.1
0.203
Medium
4.7
8
-15.1
IEX>NASDAQ>ARCA
Adaptive
3
LMT
2.9
70
26
0.75
LiqDrop
false
null
null
0
IEX>NASDAQ>ARCA
LMT
84.2
99
12.9
63
21
-11
26
Watchlist
null
Venue switch reduced impact
X009513
2025-12-09 12:33:08
PFE
Sell
24,974
281.46
7,029,182.04
1.6
0.068
Medium
22
18
19.4
ARCA>NYSE>NASDAQ>BATS>EDGX
IS
4
PO
10.3
74
22
0.59
ToxicitySpike
false
null
null
0
ARCA>NYSE>NASDAQ>BATS>EDGX
PO
47
87
11.4
27
8
22
-33
null
null
Venue switch reduced impact
X009514
2025-11-05 13:22:49
PFE
Sell
26,989
133.55
3,604,380.95
2.6
0.073
Low
22.1
23
-12.6
IEX>ARCA
VWAP
1
LMT
5.6
69
31
0.49
LiqDrop
false
null
null
0
IEX>ARCA
LMT
94.3
86
7.9
119
23
11
-31
null
null
Stable book; normal liquidity
X009515
2025-10-30 09:35:18
XLY
Buy
24,362
21.21
516,718.02
1.9
0.102
High
5.5
6
4.5
NASDAQ>EDGX>NYSE
IS
4
MKT
4.2
74
23
0.44
Multi
false
null
null
0
NASDAQ>EDGX>NYSE
MKT
15.4
92
1.3
90
2
21
39
NoShort
null
Toxic prints; widened spread
X009516
2025-12-25 14:30:28
INTC
Buy
10,252
313.5
3,214,002
0.7
0.488
Medium
7.7
33
3.6
IEX>NYSE>NASDAQ>ARCA>BATS
IS
5
LMT
4
66
21
0.46
LiqDrop
false
null
null
0
IEX>NYSE>NASDAQ>ARCA>BATS
LMT
18.1
87
12.1
123
51
0
-37
NoShort
null
Toxic prints; widened spread
X009517
2025-11-22 12:22:19
NVDA
Buy
7,728
116.47
900,080.16
1.4
0.2
Low
16.5
25
12.2
NASDAQ>NYSE
IS
5
MKT
9.6
65
12
0.48
LiqDrop
false
null
null
0
NASDAQ>NYSE
MKT
24.3
92
0
42
34
17
8
null
null
Toxic prints; widened spread
X009518
2025-12-01 12:23:17
JPM
Sell
1,049
184.81
193,865.69
5.3
0.026
Low
34.8
39
-21.4
NASDAQ>EDGX>BATS
Adaptive
5
LMT
14.5
60
12
0.73
LiqDrop
false
null
null
0
NASDAQ>EDGX>BATS
LMT
39.2
93
13
57
35
-19
-33
null
null
Stable book; normal liquidity
X009519
2025-11-23 11:40:49
MA
Sell
19,002
323.79
6,152,657.58
1.6
0.081
High
8.1
11
-17.9
ARCA>NASDAQ>BATS>NYSE
TWAP
1
MKT
3
66
24
0.44
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>BATS>NYSE
MKT
95.2
98
0.5
75
-1
-1
-25
null
Unknown
Toxic prints; widened spread
X009520
2025-12-20 09:49:03
HD
Buy
154,897
126.91
19,657,978.27
1.8
0.601
Medium
3.6
20
-34.1
EDGX>ARCA>NYSE>BATS
Adaptive
3
MKT
2.5
137
34
0.49
Multi
false
null
null
0
EDGX>ARCA>NYSE>BATS
MKT
60
95
5.6
128
1
-7
39
null
null
High urgency from PM
X009521
2025-11-09 14:03:56
MSFT
Sell
90,712
105.21
9,543,809.52
3.1
0.481
Low
20.5
38
27.6
NASDAQ>NYSE>ARCA>IEX
IS
4
MKT
12.1
112
19
0.78
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
44
NASDAQ>NYSE>ARCA>IEX
MKT>PO
73.5
92
30.3
158
40
-10
-23
Watchlist
null
Venue switch reduced impact
X009522
2025-11-27 12:29:58
NKE
Buy
5,211
107.1
558,098.1
3.8
0.024
High
15.7
28
-17.9
EDGX>NYSE>ARCA>BATS
IS
4
LMT
8.6
62
24
0.58
Multi
false
null
null
0
EDGX>NYSE>ARCA>BATS
LMT
76.9
99
6.2
10
-14
29
5
null
null
High urgency from PM
X009523
2025-11-28 12:51:23
XLF
Buy
15,223
355.88
5,417,561.24
2.9
0.042
High
7.6
19
-4.2
BATS>IEX>EDGX>NASDAQ>ARCA
VWAP
2
LMT
3.2
66
35
0.59
Slip>Thresh
false
null
null
0
BATS>IEX>EDGX>NASDAQ>ARCA
LMT
36.2
70
5.5
70
6
-3
15
null
null
High urgency from PM
X009524
2025-12-20 10:46:51
CSCO
Buy
50,310
38.19
1,921,338.9
3.7
0.126
Medium
7.8
5
7
NYSE>BATS>ARCA>NASDAQ>EDGX
IS
4
LMT
5.6
88
13
0.6
LiqDrop
false
null
null
0
NYSE>BATS>ARCA>NASDAQ>EDGX
LMT
43.2
70
2.6
108
51
-21
26
null
null
High urgency from PM
X009525
2025-11-21 15:28:46
UNH
Sell
39,342
65.76
2,587,129.92
2
0.173
Low
15.8
5
-33.5
IEX>ARCA>NASDAQ
TWAP
3
LMT
5.7
79
28
0.47
LiqDrop
false
null
null
0
IEX>ARCA>NASDAQ
LMT
82.1
91
7.5
10
27
22
-18
PositionLimitNear
null
Toxic prints; widened spread
X009526
2025-12-13 10:52:02
TSLA
Buy
89,271
285
25,442,235
1.1
0.277
Medium
8.5
35
-19.1
NASDAQ>NYSE>EDGX>IEX>ARCA
IS
5
LMT
4.5
118
16
0.79
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>EDGX>IEX>ARCA
LMT
35.2
87
15.4
134
-6
-32
-29
NoShort
null
Paused due to data glitch
X009527
2025-12-12 10:40:55
XLB
Sell
541,992
162.32
87,976,141.44
1.9
1.381
Low
20.3
4
2
BATS>ARCA>IEX>EDGX>NASDAQ
IS
4
LMT
9.5
290
18
0.7
ToxicitySpike
false
null
null
0
BATS>ARCA>IEX>EDGX>NASDAQ
LMT
2.5
88
0
270
47
-29
19
null
null
Venue switch reduced impact
X009528
2025-11-16 10:32:30
KO
Buy
9,637
38.3
369,097.1
3.7
0.24
Low
27.5
34
-18.6
NASDAQ>BATS>NYSE>EDGX>IEX
POV
4
LMT
11.8
65
16
0.55
LiqDrop
false
null
null
0
NASDAQ>BATS>NYSE>EDGX>IEX
LMT
0.3
91
22.3
10
19
19
9
PositionLimitNear
null
High urgency from PM
X009529
2025-12-14 12:03:58
UNH
Buy
16,391
183.36
3,005,453.76
2.6
0.072
Low
23.3
30
-8.3
IEX>BATS>NASDAQ>NYSE
Adaptive
3
MKT
8.9
68
14
0.51
Multi
false
null
null
0
IEX>BATS>NASDAQ>NYSE
MKT
42.7
87
2
143
-12
30
31
null
null
Stable book; normal liquidity
X009530
2025-11-12 14:25:36
IEF
Buy
10,367
102.43
1,061,891.81
3.6
0.039
Medium
23
5
25.3
NYSE>BATS>ARCA>EDGX
TWAP
1
LMT
6.6
63
26
0.58
Multi
false
null
null
0
NYSE>BATS>ARCA>EDGX
LMT
34.8
87
8.5
100
38
-35
-20
null
null
Venue switch reduced impact
X009531
2025-11-29 15:21:50
NVDA
Buy
15,215
269.16
4,095,269.4
1.6
0.394
Low
10.1
32
12.2
NASDAQ>IEX
Adaptive
5
LMT
4.4
69
14
0.56
Slip>Thresh
false
null
null
0
NASDAQ>IEX
LMT
5.5
95
6.5
71
-2
-12
14
null
null
High urgency from PM
X009532
2025-11-05 12:01:20
SPY
Sell
23,415
479.68
11,231,707.2
1.6
0.032
Ultra
10.1
4
30.4
IEX>NYSE
POV
4
MKT
5.4
73
29
0.84
Slip>Thresh
false
null
null
0
IEX>NYSE
MKT
60
86
4.5
115
-15
17
33
null
null
Venue switch reduced impact
X009533
2025-11-24 13:27:47
UNH
Sell
34,686
140.42
4,870,608.12
1.4
0.152
Low
20.4
10
2
IEX>BATS
TWAP
2
MKT
7.1
74
14
0.77
Slip>Thresh
false
null
null
0
IEX>BATS
MKT
44.1
92
9.5
31
-16
-9
8
null
null
Venue switch reduced impact
X009534
2025-12-01 14:59:18
LQD
Sell
7,510
109.67
823,621.7
1.7
0.037
High
21.2
37
3.5
NASDAQ>BATS>ARCA>EDGX
VWAP
2
LMT
5.9
63
14
0.41
LiqDrop
false
null
null
0
NASDAQ>BATS>ARCA>EDGX
LMT
85.4
82
5.7
65
50
19
-3
null
Unknown
Stable book; normal liquidity
X009535
2025-12-26 10:08:01
CVX
Buy
8,841
129.45
1,144,467.45
1.2
0.052
Ultra
10.5
6
30.7
NYSE>ARCA>IEX>BATS>NASDAQ
VWAP
3
MKT
4.3
64
34
0.51
Multi
false
null
null
0
NYSE>ARCA>IEX>BATS>NASDAQ
MKT
49.2
94
1
88
34
12
16
null
null
Venue switch reduced impact
X009536
2025-12-14 12:04:19
NFLX
Sell
49,632
94.11
4,670,867.52
3.3
0.474
Low
3.7
12
10.3
IEX>NASDAQ>BATS>ARCA
VWAP
2
PO
2.9
81
15
0.47
Multi
false
null
null
0
IEX>NASDAQ>BATS>ARCA
PO
17
92
4.6
98
2
-13
-31
null
null
Paused due to data glitch
X009537
2025-12-24 12:01:36
AMD
Sell
5,254
94.25
495,189.5
1.4
0.147
High
5
33
13.7
NYSE>EDGX>NASDAQ>IEX
IS
4
LMT
2.9
63
34
0.47
Multi
false
null
null
0
NYSE>EDGX>NASDAQ>IEX
LMT
14.1
63
11.5
160
32
-24
-36
null
null
Toxic prints; widened spread
X009538
2025-11-30 09:35:02
SPY
Buy
1,261,718
482.77
609,119,598.86
0.9
1.704
Low
20.1
32
-34.5
ARCA>NYSE>NASDAQ>BATS
Adaptive
4
LMT
6.9
290
27
0.56
LiqDrop
false
null
null
0
ARCA>NYSE>NASDAQ>BATS
LMT
36.6
100
0
309
2
-24
-7
null
null
High urgency from PM
X009539
2025-11-17 12:10:05
INTC
Sell
710
38.11
27,058.1
0.9
0.034
High
29.8
31
20.4
IEX>ARCA>NYSE
TWAP
1
LMT
6.9
60
32
0.72
Multi
false
null
null
0
IEX>ARCA>NYSE
LMT
21.4
88
6.9
33
59
-16
-26
null
null
High urgency from PM
X009540
2025-12-18 12:31:13
XLE
Buy
13,718
284.47
3,902,359.46
3.4
0.049
High
5.5
28
9.2
BATS>IEX>EDGX
IS
5
MKT
6.1
68
18
0.44
Multi
false
null
null
0
BATS>IEX>EDGX
MKT
66.3
99
4.7
51
14
-18
19
null
null
High urgency from PM
X009541
2025-11-07 15:55:20
XLE
Buy
48,699
155.54
7,574,642.46
2.5
0.175
Low
18.1
28
-22.4
NYSE>IEX>BATS>ARCA
Adaptive
1
LMT
4.5
77
27
0.57
Multi
false
null
null
0
NYSE>IEX>BATS>ARCA
LMT
91.7
95
20.6
42
55
-31
-3
null
null
Toxic prints; widened spread
X009542
2025-12-01 15:03:12
IWM
Buy
80,514
202.67
16,317,772.38
1.1
0.111
Ultra
5.1
35
20.6
EDGX>IEX>ARCA
IS
4
IOC
3.2
106
13
0.83
Multi
false
null
null
0
EDGX>IEX>ARCA
IOC
2.4
92
3
89
-4
-21
-34
PositionLimitNear
null
High urgency from PM
X009543
2025-12-05 10:51:45
IEF
Buy
19,123
96.47
1,844,795.81
2.5
0.073
High
5.9
22
31.2
EDGX>IEX
VWAP
3
MKT
3.6
69
13
0.84
Slip>Thresh
false
null
null
0
EDGX>IEX
MKT
43.6
100
12.1
90
24
6
14
NoShort
null
Paused due to data glitch
X009544
2025-12-17 10:06:21
XLK
Sell
16,098
280.33
4,512,752.34
0.9
0.045
Ultra
14.3
6
-14.9
IEX>EDGX
POV
5
LMT
6
70
23
0.65
Multi
false
null
null
0
IEX>EDGX
LMT
57.9
93
4.9
95
49
-28
6
NoShort
null
Toxic prints; widened spread
X009545
2025-12-11 10:00:06
TLT
Buy
17,442
98.43
1,716,816.06
1.7
0.064
Medium
18.3
30
33.9
NASDAQ>IEX>ARCA>NYSE
VWAP
2
PO
5.7
67
31
0.67
Slip>Thresh
false
null
null
0
NASDAQ>IEX>ARCA>NYSE
PO
65
87
20
43
41
-16
-18
PositionLimitNear
null
Venue switch reduced impact
X009546
2025-11-06 15:48:12
LQD
Sell
88,781
106.91
9,491,576.71
0.8
0.437
Low
24.4
26
-3.9
ARCA>NYSE>EDGX>IEX
IS
4
IOC
11.3
111
13
0.81
Multi
false
null
null
0
ARCA>NYSE>EDGX>IEX
IOC
4.1
98
7.1
96
51
-38
-37
NoShort
null
High urgency from PM
X009547
2025-12-21 13:39:32
INTC
Sell
2,032
38.28
77,784.96
1.1
0.097
Medium
30.4
21
-5.8
NASDAQ>IEX
Adaptive
1
LMT
6.4
60
27
0.46
Slip>Thresh
false
null
null
0
NASDAQ>IEX
LMT
53
90
6.1
132
34
-31
-26
null
null
Stable book; normal liquidity
X009548
2025-11-21 12:05:05
SPY
Buy
116,069
490.48
56,929,523.12
1.7
0.157
Ultra
3.1
31
-31.1
IEX>BATS>ARCA>NASDAQ>NYSE
TWAP
2
LMT
1.7
109
28
0.76
Slip>Thresh
false
null
null
0
IEX>BATS>ARCA>NASDAQ>NYSE
LMT
37.7
89
0
101
21
-22
3
null
null
High urgency from PM
X009549
2025-10-30 11:09:56
TSLA
Buy
125,792
139.74
17,578,174.08
2.1
0.391
Low
24.1
9
16.1
ARCA>NYSE>EDGX>IEX>BATS
Adaptive
3
MKT
8.9
122
22
0.8
LiqDrop
false
null
null
0
ARCA>NYSE>EDGX>IEX>BATS
MKT
67.6
88
4.9
70
19
-15
-18
Watchlist
VenueReject
Paused due to data glitch
X009550
2025-11-15 15:07:58
JPM
Sell
11,580
124.69
1,443,910.2
3.3
0.287
Low
18
22
27.3
BATS>IEX>NYSE>EDGX>NASDAQ
TWAP
1
IOC
6.3
64
18
0.76
LiqDrop
false
null
null
0
BATS>IEX>NYSE>EDGX>NASDAQ
IOC
5.8
86
0
13
24
-29
38
null
null
Toxic prints; widened spread
X009551
2025-12-12 12:00:24
HYG
Buy
9,346
75.98
710,109.08
1.5
0.051
High
12.1
14
19.9
NYSE>BATS>ARCA
VWAP
1
MKT
3.8
63
17
0.42
Multi
false
null
null
0
NYSE>BATS>ARCA
MKT
35.1
95
4.3
10
-9
19
7
NoShort
null
Venue switch reduced impact
X009552
2025-11-27 13:53:29
HD
Buy
18,081
114.79
2,075,517.99
1.5
0.07
High
14
3
17.8
NASDAQ>BATS>IEX>NYSE>EDGX
Adaptive
2
LMT
3.9
67
22
0.52
Slip>Thresh
false
null
null
0
NASDAQ>BATS>IEX>NYSE>EDGX
LMT
22.1
94
10.9
117
-17
-23
-1
null
null
Paused due to data glitch
X009553
2025-11-09 09:41:58
XLF
Buy
59,875
297.55
17,815,806.25
3.1
0.164
Low
12.2
20
20.1
EDGX>ARCA>IEX>NYSE
VWAP
1
LMT
3.8
80
21
0.67
Multi
false
null
null
0
EDGX>ARCA>IEX>NYSE
LMT
88.6
95
0
10
48
11
35
null
null
High urgency from PM
X009554
2025-11-02 13:29:09
SPY
Sell
106,517
467.64
49,811,609.88
1.1
0.144
High
10.1
7
-26.1
NYSE>NASDAQ
IS
5
LMT
5.1
129
24
0.84
Multi
false
null
null
0
NYSE>NASDAQ
LMT
62.9
96
7.5
113
31
-38
-11
null
null
Toxic prints; widened spread
X009555
2025-12-21 13:25:27
HD
Buy
11,045
49.8
550,041
1.4
0.043
High
24.8
8
22.5
BATS>NASDAQ>NYSE>ARCA>EDGX
Adaptive
4
PO
8.8
66
34
0.71
Multi
false
null
null
0
BATS>NASDAQ>NYSE>ARCA>EDGX
PO
24.9
98
9.5
43
1
29
-10
null
null
High urgency from PM
X009556
2025-12-04 15:41:14
XLP
Sell
57,103
204.1
11,654,722.3
2.2
0.197
Low
15.5
10
-22.9
NYSE>NASDAQ>ARCA>IEX>BATS
VWAP
3
LMT
5.5
88
22
0.57
ToxicitySpike
false
null
null
0
NYSE>NASDAQ>ARCA>IEX>BATS
LMT
56.1
92
8.4
135
52
-28
-8
NoShort
null
Stable book; normal liquidity
X009557
2025-11-24 09:43:03
AAPL
Buy
18,671
27.47
512,892.37
1.9
0.055
Medium
20.8
4
-1.1
EDGX>IEX>ARCA>NASDAQ
POV
4
PO
9.1
70
19
0.82
LiqDrop
false
null
null
0
EDGX>IEX>ARCA>NASDAQ
PO
41.4
98
18.8
72
19
4
-34
null
null
High urgency from PM
X009558
2025-10-28 14:50:07
XLY
Buy
55,788
127.48
7,111,854.24
2.3
0.233
Low
16.2
38
8
NYSE>IEX>BATS>ARCA>EDGX
VWAP
1
IOC
5
79
15
0.49
Slip>Thresh
false
null
null
0
NYSE>IEX>BATS>ARCA>EDGX
IOC
32.5
99
0
66
2
16
-37
null
null
Stable book; normal liquidity
X009559
2025-11-05 09:35:44
AAPL
Buy
57,913
59.33
3,435,978.29
1.8
0.17
Low
17.5
7
3.7
NYSE>BATS>EDGX>IEX
Adaptive
2
PO
5.3
84
19
0.51
ToxicitySpike
false
null
null
0
NYSE>BATS>EDGX>IEX
PO
86.6
86
10.1
10
41
-39
1
null
null
Stable book; normal liquidity
X009560
2025-12-11 13:25:28
MSFT
Buy
39,001
258.98
10,100,478.98
3
0.207
Low
22.8
25
13.9
NYSE>EDGX>IEX
VWAP
1
LMT
6
73
29
0.45
Slip>Thresh
false
null
null
0
NYSE>EDGX>IEX
LMT
88.8
85
7.2
10
15
9
-6
null
null
High urgency from PM
X009561
2025-12-03 15:03:11
XLV
Buy
187,088
242.51
45,370,710.88
1.5
0.525
Low
8.4
12
-4
EDGX>IEX>NASDAQ>BATS>ARCA
Adaptive
4
LMT
3.5
167
17
0.68
Multi
false
null
null
0
EDGX>IEX>NASDAQ>BATS>ARCA
LMT
75.5
96
0
112
22
-30
-12
null
null
Venue switch reduced impact
X009562
2025-12-05 11:53:42
AAPL
Buy
155,931
213.7
33,322,454.7
1.5
0.459
Medium
5.8
4
7.1
NYSE>NASDAQ>EDGX
Adaptive
2
LMT
2.1
126
16
0.48
Multi
false
null
null
0
NYSE>NASDAQ>EDGX
LMT
42.6
89
6.5
140
55
19
38
null
null
Toxic prints; widened spread
X009563
2025-11-29 14:25:09
CVX
Buy
10,078
328.03
3,305,886.34
0.8
0.06
Ultra
15.1
7
-2.2
NASDAQ>EDGX
VWAP
1
LMT
3.5
63
23
0.53
ToxicitySpike
false
null
null
0
NASDAQ>EDGX
LMT
59.9
90
6.4
53
56
-35
20
null
null
Stable book; normal liquidity
X009564
2025-12-09 12:02:36
TSLA
Buy
37,152
68.9
2,559,772.8
1.1
0.115
Ultra
3.4
12
12.1
EDGX>NASDAQ
TWAP
3
MKT
2
78
20
0.82
ToxicitySpike
false
null
null
0
EDGX>NASDAQ
MKT
4.5
85
9.7
74
44
7
-20
null
null
Paused due to data glitch
X009565
2025-12-08 09:35:10
XLE
Sell
46,119
123.59
5,699,847.21
1.7
0.165
Low
19.7
26
32.8
NYSE>BATS>NASDAQ
TWAP
1
IOC
5.8
76
16
0.65
Slip>Thresh
false
null
null
0
NYSE>BATS>NASDAQ
IOC
43.9
96
12
171
-15
22
34
NoShort
null
Paused due to data glitch
X009566
2025-12-11 14:52:35
XOM
Sell
2,750
265.72
730,730
2.4
0.025
High
23.8
36
16.6
IEX>NASDAQ>BATS>EDGX>NYSE
TWAP
1
MKT
7.5
60
22
0.53
Slip>Thresh
false
null
null
0
IEX>NASDAQ>BATS>EDGX>NYSE
MKT
83.3
100
9.2
93
23
-25
26
Watchlist
null
High urgency from PM
X009567
2025-12-25 09:59:34
INTC
Sell
3,082
269.5
830,599
0.7
0.147
High
9.1
17
8.3
IEX>NASDAQ>NYSE>ARCA>BATS
TWAP
2
MKT
3.2
61
19
0.44
LiqDrop
false
null
null
0
IEX>NASDAQ>NYSE>ARCA>BATS
MKT
44
86
3.1
10
37
7
0
null
null
Paused due to data glitch
X009568
2025-11-21 14:11:14
TLT
Sell
11,458
94.02
1,077,281.16
2
0.042
Medium
20.8
9
-20.7
ARCA>NYSE
VWAP
2
LMT
5.9
64
24
0.8
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
11
ARCA>NYSE
LMT>IOC
98.9
96
16
8
35
30
-5
null
null
Paused due to data glitch
X009569
2025-11-27 15:07:03
XLV
Buy
74,537
99.11
7,387,362.07
1.5
0.209
Medium
7.7
25
-12.5
NASDAQ>NYSE>ARCA>IEX>EDGX
VWAP
2
LMT
2.6
91
23
0.49
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>ARCA>IEX>EDGX
LMT
1.7
78
7.2
126
37
-39
-37
PositionLimitNear
null
Stable book; normal liquidity
X009570
2025-12-21 15:22:48
TSLA
Sell
56,313
197.36
11,113,933.68
1.1
0.175
Low
23.3
37
28.3
IEX>BATS>NYSE
POV
5
MKT
11.6
96
12
0.79
LiqDrop
true
LiquidityDrop
AlgoSwitch
35
IEX>BATS>NYSE
MKT>LMT
70.1
90
15.9
127
-8
27
11
null
null
Venue switch reduced impact
X009571
2025-12-05 11:21:53
XLF
Buy
81,862
187.84
15,376,958.08
3.9
0.224
Low
8.2
19
4.5
EDGX>BATS>ARCA
TWAP
1
IOC
4.1
88
17
0.49
LiqDrop
false
null
null
0
EDGX>BATS>ARCA
IOC
46.4
97
14.5
23
-20
5
20
null
null
Toxic prints; widened spread
X009572
2025-11-26 13:04:15
CVX
Sell
36,955
322.9
11,932,769.5
1.4
0.219
Medium
10.2
8
9.2
ARCA>IEX>EDGX>NYSE
Adaptive
4
IOC
4.4
81
34
0.62
Multi
false
null
null
0
ARCA>IEX>EDGX>NYSE
IOC
11.9
91
3.9
81
6
2
-16
null
null
High urgency from PM
X009573
2025-11-12 13:19:39
NKE
Buy
16,518
126.96
2,097,125.28
1.8
0.077
Medium
12.7
32
-6.4
ARCA>NASDAQ>BATS>IEX
POV
4
MKT
6.7
69
17
0.77
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>BATS>IEX
MKT
82.7
96
9.5
46
44
21
-31
null
null
Stable book; normal liquidity
X009574
2025-12-18 10:59:01
PFE
Buy
20,468
298.56
6,110,926.08
1.5
0.056
High
18.9
31
-24.5
NYSE>NASDAQ
TWAP
2
MKT
6.7
68
15
0.52
LiqDrop
false
null
null
0
NYSE>NASDAQ
MKT
12
94
20
44
52
-16
-28
NoShort
null
Venue switch reduced impact
X009575
2025-11-08 14:46:40
XLK
Buy
38,489
18.64
717,434.96
1.9
0.108
Low
24.7
14
-27.8
BATS>NASDAQ>ARCA
VWAP
2
LMT
6.8
76
33
0.61
ToxicitySpike
false
null
null
0
BATS>NASDAQ>ARCA
LMT
5.3
85
0
58
-12
0
-19
Watchlist
null
Venue switch reduced impact
X009576
2025-12-22 11:20:14
NKE
Buy
56,960
209.46
11,930,841.6
2.1
0.265
Low
11
14
11
EDGX>IEX>ARCA>NASDAQ>BATS
Adaptive
5
PO
5.5
97
19
0.48
Multi
false
null
null
0
EDGX>IEX>ARCA>NASDAQ>BATS
PO
64.8
87
14.4
215
25
9
-20
null
null
Venue switch reduced impact
X009577
2025-11-01 14:01:41
XLB
Buy
49,563
223.74
11,089,225.62
2.7
0.126
Low
18.1
37
-1.5
NASDAQ>ARCA
VWAP
3
MKT
7.8
84
16
0.77
LiqDrop
false
null
null
0
NASDAQ>ARCA
MKT
6.4
94
19.4
101
47
8
10
null
null
Toxic prints; widened spread
X009578
2025-11-05 14:23:59
XLI
Sell
18,455
224.95
4,151,452.25
3
0.842
Low
27.5
17
0.7
BATS>ARCA>NYSE
POV
5
LMT
12.8
71
32
0.43
Slip>Thresh
false
null
null
0
BATS>ARCA>NYSE
LMT
62.9
85
0
10
53
-37
-30
null
null
Toxic prints; widened spread
X009579
2025-11-23 09:35:28
MSFT
Sell
20,110
251.71
5,061,888.1
2.6
0.107
High
4.1
35
-7.3
ARCA>EDGX>NASDAQ>BATS>NYSE
IS
4
MKT
4.2
71
22
0.51
ToxicitySpike
false
null
null
0
ARCA>EDGX>NASDAQ>BATS>NYSE
MKT
55
88
6.4
101
-17
23
13
null
null
Paused due to data glitch
X009580
2025-12-23 14:43:20
PFE
Buy
145,091
252.53
36,639,830.23
2.5
0.394
Low
5.7
21
12.7
IEX>NYSE>NASDAQ>BATS
POV
4
LMT
3.8
143
15
0.67
Slip>Thresh
false
null
null
0
IEX>NYSE>NASDAQ>BATS
LMT
99
89
5.6
51
50
-1
17
null
null
High urgency from PM
X009581
2025-11-17 13:12:35
XLU
Buy
186,142
154.59
28,775,691.78
1.7
0.596
Low
24.1
17
-10.6
EDGX>NYSE>ARCA>BATS>IEX
VWAP
1
PO
6.4
125
33
0.66
LiqDrop
false
null
null
0
EDGX>NYSE>ARCA>BATS>IEX
PO
9.9
91
0
129
53
-19
-23
null
null
Toxic prints; widened spread
X009582
2025-11-30 12:14:01
DIS
Buy
17,468
114.03
1,991,876.04
1.2
0.076
High
14
10
-24
IEX>NASDAQ
TWAP
3
LMT
4.7
68
22
0.47
Multi
false
null
null
0
IEX>NASDAQ
LMT
13.1
89
3.1
97
38
1
-32
NoShort
null
Stable book; normal liquidity
X009583
2025-12-09 09:39:31
XLI
Buy
6,065
291.09
1,765,460.85
2.7
0.277
Low
27.9
6
25.2
BATS>EDGX>NYSE
VWAP
3
MKT
11
63
12
0.66
ToxicitySpike
false
null
null
0
BATS>EDGX>NYSE
MKT
51.3
96
23.7
154
37
-23
5
null
null
Paused due to data glitch
X009584
2025-11-08 09:35:26
VZ
Sell
22,911
28.64
656,171.04
2.2
0.196
Low
12.4
34
27.8
ARCA>NASDAQ
VWAP
1
LMT
3.5
68
31
0.52
LiqDrop
false
null
null
0
ARCA>NASDAQ
LMT
10.2
89
0.3
122
29
14
-19
null
null
Venue switch reduced impact
X009585
2025-11-28 09:35:08
V
Sell
9,807
320.75
3,145,595.25
4.8
0.128
Low
8.4
11
-33.5
IEX>ARCA>EDGX
VWAP
2
LMT
4.3
64
30
0.46
Multi
false
null
null
0
IEX>ARCA>EDGX
LMT
62.6
87
10.8
163
21
-5
-22
null
null
Venue switch reduced impact
X009586
2025-11-26 14:51:05
VZ
Buy
77,641
174.32
13,534,379.12
3.4
0.664
Low
7.6
8
-17.8
IEX>NASDAQ>NYSE
POV
5
MKT
6.9
110
16
0.5
LiqDrop
false
null
null
0
IEX>NASDAQ>NYSE
MKT
91.8
99
27.5
62
10
29
-24
null
null
Toxic prints; widened spread
X009587
2025-12-05 09:54:05
TSLA
Sell
60,119
120.53
7,246,143.07
2
0.187
Low
20.3
14
-19.4
ARCA>NYSE>BATS>NASDAQ>IEX
TWAP
1
MKT
6.4
81
17
0.42
LiqDrop
false
null
null
0
ARCA>NYSE>BATS>NASDAQ>IEX
MKT
53.9
87
31.1
103
33
19
-11
null
null
Venue switch reduced impact
X009588
2025-12-17 13:29:35
NVDA
Buy
7,652
258.28
1,976,358.56
1
0.198
Low
32.5
34
-29.5
EDGX>NYSE
Adaptive
3
IOC
10.3
63
19
0.68
Multi
false
null
null
0
EDGX>NYSE
IOC
52.2
88
16.2
110
37
-22
18
Watchlist
null
High urgency from PM
X009589
2025-11-01 14:33:22
CVX
Sell
33,217
49.62
1,648,227.54
1.4
0.197
Medium
7.1
24
-18
IEX>NASDAQ>BATS>EDGX
IS
4
IOC
4.3
79
33
0.78
LiqDrop
false
null
null
0
IEX>NASDAQ>BATS>EDGX
IOC
71.1
95
7.7
10
39
0
6
null
null
Stable book; normal liquidity
X009590
2025-11-12 13:43:10
JNJ
Sell
9,844
106.48
1,048,189.12
4.7
0.036
Medium
15.7
4
-21.2
NYSE>NASDAQ>ARCA
IS
5
IOC
11.8
66
33
0.41
LiqDrop
false
null
null
0
NYSE>NASDAQ>ARCA
IOC
93.5
91
3.2
64
3
27
32
null
null
High urgency from PM
X009591
2025-11-17 15:08:28
HYG
Sell
172,444
73.67
12,703,949.48
1.9
0.946
Low
8.8
12
-32.5
IEX>NASDAQ>BATS>EDGX>NYSE
VWAP
1
LMT
2.9
120
12
0.78
ToxicitySpike
false
null
null
0
IEX>NASDAQ>BATS>EDGX>NYSE
LMT
27.1
95
0
122
23
-11
38
null
null
Venue switch reduced impact
X009592
2025-10-31 09:47:00
SPY
Sell
183,596
461.02
84,641,427.92
1.7
0.248
Low
24.3
14
-14.4
NYSE>IEX>ARCA>NASDAQ
POV
5
MKT
12.6
179
21
0.64
LiqDrop
false
null
null
0
NYSE>IEX>ARCA>NASDAQ
MKT
47.3
94
14.6
253
21
27
-13
null
null
Paused due to data glitch
X009593
2025-12-18 13:56:09
HD
Buy
320,277
347.98
111,449,990.46
2.7
1.242
Low
3.7
16
-15.5
NASDAQ>ARCA>IEX>NYSE
IS
4
MKT
4.8
244
27
0.74
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>IEX>NYSE
MKT
0.7
98
52.5
280
56
-24
-4
null
null
Paused due to data glitch
X009594
2025-12-02 13:43:11
XLF
Buy
26,789
283.64
7,598,431.96
2.5
0.073
Medium
21.6
38
-13.3
NYSE>ARCA>IEX
VWAP
1
PO
6.1
69
26
0.82
LiqDrop
false
null
null
0
NYSE>ARCA>IEX
PO
69
95
8.3
52
58
11
21
null
null
High urgency from PM
X009595
2025-11-30 12:10:54
HYG
Buy
15,466
75.94
1,174,488.04
2.3
0.085
Medium
15.6
37
-13.8
NYSE>EDGX>ARCA>NASDAQ>IEX
IS
4
MKT
9
68
28
0.54
Slip>Thresh
false
null
null
0
NYSE>EDGX>ARCA>NASDAQ>IEX
MKT
34.9
90
10.5
42
22
27
-38
null
null
Toxic prints; widened spread
X009596
2025-12-05 15:40:28
MSFT
Buy
11,529
53.89
621,297.81
3.3
0.061
High
5.2
24
-22
ARCA>NASDAQ>EDGX>NYSE>BATS
POV
4
LMT
4
66
34
0.55
Multi
false
null
null
0
ARCA>NASDAQ>EDGX>NYSE>BATS
LMT
87.5
93
1.6
10
15
-5
-38
Watchlist
null
Stable book; normal liquidity
X009597
2025-11-09 14:06:09
V
Sell
43,688
209.93
9,171,421.84
4.4
0.569
Low
23.2
10
11.8
IEX>BATS>EDGX>ARCA
POV
1
LMT
7.5
75
13
0.68
Multi
false
null
null
0
IEX>BATS>EDGX>ARCA
LMT
13.4
96
8.3
150
48
-34
9
null
null
High urgency from PM
X009598
2025-11-25 11:27:45
HD
Buy
78,120
277.56
21,682,987.2
2.8
0.303
Low
21.4
30
-33.2
NASDAQ>BATS>EDGX
VWAP
2
LMT
6.5
93
12
0.7
ToxicitySpike
false
null
null
0
NASDAQ>BATS>EDGX
LMT
11.8
85
12
177
18
-26
-40
null
null
Stable book; normal liquidity
X009599
2025-11-03 13:38:42
HD
Sell
2,861
310.22
887,539.42
1.4
0.011
Ultra
17.4
20
-1.4
EDGX>ARCA>NASDAQ
TWAP
1
LMT
4.4
61
12
0.51
Multi
false
null
null
0
EDGX>ARCA>NASDAQ
LMT
59.1
89
9.7
22
10
-7
4
null
null
Paused due to data glitch
X009600
2025-12-06 13:30:28
UNH
Sell
16,340
63.83
1,042,982.2
1.4
0.072
High
13.7
7
23.3
BATS>ARCA>NYSE>IEX>EDGX
TWAP
3
PO
5.2
68
22
0.66
Slip>Thresh
false
null
null
0
BATS>ARCA>NYSE>IEX>EDGX
PO
0.3
99
12.1
91
14
-13
15
null
null
Toxic prints; widened spread