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
X009701
2025-11-27 14:53:16
XLE
Buy
43,049
115.22
4,960,105.78
2
0.154
Medium
7.1
33
31.9
IEX>BATS>NYSE>ARCA>EDGX
POV
4
MKT
4.6
84
22
0.48
LiqDrop
false
null
null
0
IEX>BATS>NYSE>ARCA>EDGX
MKT
97.7
97
9.2
128
55
-29
10
null
null
High urgency from PM
X009702
2025-12-01 14:13:34
AMZN
Buy
1,883
327.78
617,209.74
2.2
0.087
Medium
14.2
21
-9.9
NASDAQ>ARCA>BATS>IEX>EDGX
TWAP
2
IOC
5.4
60
33
0.48
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>BATS>IEX>EDGX
IOC
5.9
91
14.4
10
32
-22
-27
null
null
Paused due to data glitch
X009703
2025-11-08 10:16:28
XLP
Sell
31,214
129.81
4,051,889.34
1.7
0.108
Medium
10.1
27
-23.9
IEX>EDGX>ARCA
TWAP
3
LMT
3.9
75
29
0.85
ToxicitySpike
false
null
null
0
IEX>EDGX>ARCA
LMT
52.7
100
5.5
10
32
-36
-14
null
null
Stable book; normal liquidity
X009704
2025-10-31 10:33:39
XLK
Sell
51,499
161.32
8,307,818.68
1.1
0.145
Medium
23.4
28
6.2
NASDAQ>IEX>EDGX
VWAP
3
MKT
8.5
85
25
0.44
Multi
false
null
null
0
NASDAQ>IEX>EDGX
MKT
66.8
86
12
111
35
-32
-32
null
null
Toxic prints; widened spread
X009705
2025-11-09 12:18:42
VZ
Sell
16,074
37.08
596,023.92
3
0.137
Medium
7.6
24
5.9
NASDAQ>ARCA>NYSE>EDGX>BATS
TWAP
2
MKT
4.2
66
28
0.47
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
10
NASDAQ>ARCA>NYSE>EDGX>BATS
MKT>PO
34.1
90
24.7
44
25
-40
-5
null
null
Stable book; normal liquidity
X009706
2025-10-29 15:18:07
XLB
Buy
145,600
117.57
17,118,192
2.3
0.371
Low
6.8
17
28.7
EDGX>ARCA>NASDAQ>IEX
IS
5
LMT
4.8
154
18
0.49
LiqDrop
false
null
null
0
EDGX>ARCA>NASDAQ>IEX
LMT
56.5
88
6.9
150
1
-20
-37
Watchlist
null
Stable book; normal liquidity
X009707
2025-12-01 11:40:10
INTC
Buy
1,053
171.91
181,021.23
0.6
0.05
Ultra
14.5
29
2
IEX>NASDAQ>EDGX>BATS
VWAP
3
IOC
4.9
60
15
0.83
ToxicitySpike
false
null
null
0
IEX>NASDAQ>EDGX>BATS
IOC
57.9
95
1.9
69
28
-27
-33
Watchlist
null
Stable book; normal liquidity
X009708
2025-12-23 13:49:38
IWM
Buy
172,387
192.39
33,165,534.93
1.6
0.238
Low
17.6
34
21.6
IEX>ARCA
Adaptive
1
MKT
5
120
21
0.64
ToxicitySpike
false
null
null
0
IEX>ARCA
MKT
59.1
89
2.8
172
36
29
-26
NoShort
null
Toxic prints; widened spread
X009709
2025-12-18 15:09:07
UNH
Sell
14,581
139.46
2,033,466.26
2.5
0.064
High
5.8
21
-4.4
IEX>NYSE
VWAP
1
LMT
2.2
65
35
0.42
LiqDrop
false
null
null
0
IEX>NYSE
LMT
8.9
98
4.6
85
19
-26
2
null
null
Paused due to data glitch
X009710
2025-11-24 14:46:55
BRK.B
Buy
22,983
302.89
6,961,320.87
2
0.104
Medium
12.4
38
33
ARCA>IEX
IS
5
MKT
8.1
74
28
0.73
ToxicitySpike
false
null
null
0
ARCA>IEX
MKT
31.1
98
18.3
89
60
16
9
null
null
Paused due to data glitch
X009711
2025-12-22 15:47:28
XLE
Buy
34,837
283.55
9,878,031.35
2.8
0.125
Medium
9.2
15
-11
IEX>NYSE>NASDAQ>EDGX
Adaptive
4
LMT
4.3
80
27
0.64
Slip>Thresh
false
null
null
0
IEX>NYSE>NASDAQ>EDGX
LMT
29.1
95
10.2
102
9
8
1
NoShort
null
Venue switch reduced impact
X009712
2025-11-04 14:20:02
BAC
Buy
38,503
328.61
12,652,470.83
1.5
0.105
Medium
19.1
29
33.5
IEX>BATS>NYSE>NASDAQ
Adaptive
5
LMT
7.1
85
16
0.43
LiqDrop
false
null
null
0
IEX>BATS>NYSE>NASDAQ
LMT
90.8
89
10.7
129
12
-38
3
null
null
Paused due to data glitch
X009713
2025-11-18 10:54:39
XLY
Buy
32,180
323.98
10,425,676.4
1.8
0.134
Medium
13.7
28
3.1
NASDAQ>EDGX
VWAP
2
MKT
5
73
29
0.44
LiqDrop
false
null
null
0
NASDAQ>EDGX
MKT
36.5
88
0
62
35
6
13
null
null
Paused due to data glitch
X009714
2025-11-19 11:09:05
CSCO
Sell
12,676
36.17
458,490.92
4.6
0.032
Medium
13.6
18
12.9
BATS>IEX
IS
5
MKT
11.2
68
23
0.43
ToxicitySpike
false
null
null
0
BATS>IEX
MKT
1.2
99
24.5
58
25
-15
38
null
null
Toxic prints; widened spread
X009715
2025-12-15 15:40:24
XLE
Sell
52,534
88.1
4,628,245.4
3.7
0.188
Low
12.5
13
2.5
EDGX>NASDAQ
VWAP
2
LMT
4.8
82
30
0.47
Multi
false
null
null
0
EDGX>NASDAQ
LMT
74.5
90
6.3
157
55
-11
-34
null
null
Toxic prints; widened spread
X009716
2025-12-25 13:00:33
GOOGL
Sell
50,527
301.85
15,251,574.95
1.7
0.151
Low
16.4
16
-20.8
NYSE>NASDAQ>BATS>IEX
VWAP
3
LMT
5.4
85
28
0.83
LiqDrop
false
null
null
0
NYSE>NASDAQ>BATS>IEX
LMT
35.8
92
0
28
6
28
21
null
null
Stable book; normal liquidity
X009717
2025-10-29 11:40:10
HYG
Buy
8,000
75.69
605,520
1.6
0.044
High
14.8
11
-0
EDGX>NYSE>NASDAQ>ARCA>BATS
TWAP
1
MKT
4.7
62
25
0.61
LiqDrop
false
null
null
0
EDGX>NYSE>NASDAQ>ARCA>BATS
MKT
26.6
92
4
42
27
25
2
NoShort
null
High urgency from PM
X009718
2025-11-25 12:39:23
XLF
Sell
116,818
103.83
12,129,212.94
3.8
0.319
Low
3.6
27
-28.6
NASDAQ>NYSE>EDGX
IS
5
MKT
5.7
135
32
0.72
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>EDGX
MKT
76.8
98
0
98
14
1
-5
null
null
Stable book; normal liquidity
X009719
2025-11-07 13:57:03
XLY
Buy
7,591
178.99
1,358,713.09
2.1
0.032
High
17.1
21
25.5
ARCA>EDGX>BATS>NASDAQ>NYSE
TWAP
1
LMT
4.6
62
22
0.63
ToxicitySpike
false
null
null
0
ARCA>EDGX>BATS>NASDAQ>NYSE
LMT
21.7
96
11.1
52
43
15
3
Watchlist
null
Toxic prints; widened spread
X009720
2025-11-17 15:32:22
MSFT
Sell
35,899
50.58
1,815,771.42
3.2
0.191
Low
16.5
4
16.9
NASDAQ>NYSE>IEX
IS
4
PO
9.4
80
22
0.68
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>IEX
PO
28.4
94
0
89
25
8
-30
NoShort
null
Venue switch reduced impact
X009721
2025-10-28 14:56:06
XLU
Sell
48,655
123.13
5,990,890.15
2.4
0.156
Low
18
23
-31.8
IEX>BATS>EDGX>ARCA>NASDAQ
TWAP
1
LMT
5
77
29
0.78
Multi
false
null
null
0
IEX>BATS>EDGX>ARCA>NASDAQ
LMT
83.8
88
0
42
43
-7
5
null
null
High urgency from PM
X009722
2025-11-17 09:58:17
WMT
Sell
21,775
260.43
5,670,863.25
4.8
0.067
Medium
6.8
5
-13.1
NYSE>ARCA
VWAP
3
MKT
5.4
70
16
0.63
ToxicitySpike
false
null
null
0
NYSE>ARCA
MKT
33.6
99
0
87
44
-15
38
PositionLimitNear
null
Stable book; normal liquidity
X009723
2025-11-02 10:32:52
XLY
Buy
16,712
152.78
2,553,259.36
2.4
0.07
Low
24.2
17
31.3
NYSE>IEX
POV
4
MKT
11.8
69
33
0.76
ToxicitySpike
true
ToxicitySpike
VenueSwitch
14
NYSE>IEX
MKT>IOC
94.2
86
1.2
181
-14
-13
28
null
null
Stable book; normal liquidity
X009724
2025-11-03 12:23:41
WMT
Buy
68,030
91.52
6,226,105.6
5
0.209
Low
18.3
25
-14.8
EDGX>BATS
Adaptive
3
MKT
8.9
94
24
0.71
Multi
false
null
null
0
EDGX>BATS
MKT
5.6
98
0
14
9
-14
14
null
null
Paused due to data glitch
X009725
2025-12-09 10:56:31
LQD
Sell
50,906
107.86
5,490,721.16
1
0.251
Medium
11.8
38
16.4
BATS>IEX>NYSE>NASDAQ
TWAP
2
MKT
4.3
81
21
0.72
ToxicitySpike
false
null
null
0
BATS>IEX>NYSE>NASDAQ
MKT
78.6
97
10.8
88
28
-30
20
null
null
Toxic prints; widened spread
X009726
2025-12-25 15:00:47
IWM
Buy
165,121
190.03
31,377,943.63
0.9
0.228
Medium
8.5
16
33.6
BATS>ARCA>EDGX>NASDAQ
Adaptive
3
MKT
3.3
142
16
0.7
Multi
false
null
null
0
BATS>ARCA>EDGX>NASDAQ
MKT
28.8
93
0
159
-1
21
4
null
null
Toxic prints; widened spread
X009727
2025-12-25 10:59:17
XLV
Buy
18,398
89.79
1,651,956.42
1.7
0.052
High
12.4
32
-22.1
NYSE>IEX
VWAP
3
LMT
4.3
69
21
0.63
ToxicitySpike
false
null
null
0
NYSE>IEX
LMT
18.1
94
3.5
118
-9
20
-36
null
null
Stable book; normal liquidity
X009728
2025-12-12 13:55:44
XLU
Sell
59,270
95.2
5,642,504
1.5
0.19
Medium
7.7
10
-1.4
ARCA>NASDAQ>BATS>NYSE
VWAP
1
MKT
2.7
80
31
0.49
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
17
ARCA>NASDAQ>BATS>NYSE
MKT>LMT
90.9
100
0
66
57
-31
-1
null
null
Venue switch reduced impact
X009729
2025-12-21 14:42:30
T
Buy
14,771
79.71
1,177,396.41
2.3
0.123
High
5.2
30
-5.7
NASDAQ>NYSE>IEX>EDGX>ARCA
Adaptive
3
LMT
2.6
67
13
0.67
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>IEX>EDGX>ARCA
LMT
47.5
86
8.1
106
-14
29
35
null
null
Toxic prints; widened spread
X009730
2025-11-08 15:14:46
MA
Sell
45,509
208.91
9,507,285.19
1.1
0.194
Medium
17.5
32
-18.1
NYSE>EDGX>NASDAQ>IEX>ARCA
Adaptive
2
MKT
5.5
79
32
0.77
ToxicitySpike
false
null
null
0
NYSE>EDGX>NASDAQ>IEX>ARCA
MKT
14
98
7.8
70
44
14
5
null
null
Toxic prints; widened spread
X009731
2025-11-09 15:26:38
TSLA
Buy
45,451
285.88
12,993,531.88
1.5
0.141
Medium
12.3
7
-4.9
IEX>ARCA>EDGX
TWAP
2
LMT
3.9
79
19
0.55
Slip>Thresh
false
null
null
0
IEX>ARCA>EDGX
LMT
91.4
91
14.1
77
40
-3
35
NoShort
null
Venue switch reduced impact
X009732
2025-11-11 13:41:03
XLF
Buy
10,577
348.71
3,688,305.67
1.9
0.029
High
20.6
18
19.4
EDGX>NASDAQ>ARCA
Adaptive
5
MKT
9.4
66
19
0.59
LiqDrop
false
null
null
0
EDGX>NASDAQ>ARCA
MKT
49.3
96
3.2
86
11
3
4
null
null
Toxic prints; widened spread
X009733
2025-11-02 15:04:52
WMT
Buy
79,686
280.37
22,341,563.82
5.3
0.245
Low
19.1
30
31.2
NYSE>IEX>EDGX>BATS>ARCA
VWAP
3
LMT
8.1
99
15
0.56
ToxicitySpike
false
null
null
0
NYSE>IEX>EDGX>BATS>ARCA
LMT
3.1
94
14.5
47
36
14
32
null
null
Stable book; normal liquidity
X009734
2025-11-23 10:39:45
XLP
Sell
15,824
46.19
730,910.56
1.9
0.055
Medium
18.9
32
-8.1
NASDAQ>IEX
VWAP
3
LMT
6.2
67
30
0.81
Multi
false
null
null
0
NASDAQ>IEX
LMT
58.7
87
5.9
119
-19
-13
-40
PositionLimitNear
null
Stable book; normal liquidity
X009735
2025-11-20 12:57:25
HD
Buy
68,742
303.98
20,896,193.16
1.8
0.267
Low
24
3
-2.7
ARCA>IEX>NASDAQ>EDGX
TWAP
1
LMT
6.1
84
29
0.52
Multi
false
null
null
0
ARCA>IEX>NASDAQ>EDGX
LMT
13.1
95
5.7
42
32
3
-13
null
Throttle
High urgency from PM
X009736
2025-11-27 12:16:12
NFLX
Sell
6,917
108.81
752,638.77
3.2
0.066
Medium
18
7
16.7
NASDAQ>IEX>NYSE
TWAP
2
LMT
6.1
62
16
0.44
Multi
false
null
null
0
NASDAQ>IEX>NYSE
LMT
30.3
90
0
83
-20
1
-2
null
null
Venue switch reduced impact
X009737
2025-11-10 14:30:21
MA
Buy
20,132
275.59
5,548,177.88
0.9
0.086
High
17.2
37
13.8
ARCA>NYSE>BATS
Adaptive
2
LMT
4.3
68
30
0.8
Multi
false
null
null
0
ARCA>NYSE>BATS
LMT
66.4
100
1
107
27
9
-3
null
null
Stable book; normal liquidity
X009738
2025-10-27 12:53:02
MSFT
Buy
93,268
63.68
5,939,306.24
3.4
0.495
Low
22.8
5
25.7
EDGX>IEX>NYSE
TWAP
3
MKT
10.4
106
29
0.58
Slip>Thresh
false
null
null
0
EDGX>IEX>NYSE
MKT
57.2
93
0
34
-2
2
14
null
null
Toxic prints; widened spread
X009739
2025-12-15 09:35:50
HYG
Buy
7,695
75.39
580,126.05
1.8
0.042
Medium
22.5
21
5.3
EDGX>NYSE
VWAP
2
LMT
6.2
63
14
0.77
LiqDrop
false
null
null
0
EDGX>NYSE
LMT
26
87
10.3
30
18
24
25
null
null
Venue switch reduced impact
X009740
2025-11-12 15:05:50
IEF
Buy
14,534
102.75
1,493,368.5
3.6
0.055
Medium
14.2
22
3
ARCA>BATS
POV
5
LMT
8
69
24
0.55
Multi
false
null
null
0
ARCA>BATS
LMT
74.5
90
0
82
-2
25
17
PositionLimitNear
null
Stable book; normal liquidity
X009741
2025-11-03 09:59:59
NFLX
Sell
7,321
296.88
2,173,458.48
4.7
0.07
Low
13.2
36
-19.6
EDGX>BATS>ARCA>IEX>NYSE
Adaptive
1
LMT
4.4
62
12
0.72
Slip>Thresh
true
SlippageAboveThreshold
OrderTypeChange
32
EDGX>BATS>ARCA>IEX>NYSE
LMT>IOC
11.4
88
14.1
117
-18
-34
-2
null
null
High urgency from PM
X009742
2025-11-23 14:02:23
NKE
Buy
13,932
174.01
2,424,307.32
3.5
0.065
Medium
8.1
22
4.6
BATS>EDGX>ARCA>IEX
Adaptive
5
LMT
4.8
69
27
0.72
ToxicitySpike
false
null
null
0
BATS>EDGX>ARCA>IEX
LMT
56.6
98
6.8
87
10
-19
-5
null
null
Toxic prints; widened spread
X009743
2025-11-09 12:40:48
MA
Buy
24,785
130.77
3,241,134.45
1.3
0.106
Medium
17.7
39
-10.3
ARCA>EDGX
IS
5
IOC
9.6
76
26
0.77
ToxicitySpike
false
null
null
0
ARCA>EDGX
IOC
40.3
88
11.2
100
-20
-39
31
null
null
Toxic prints; widened spread
X009744
2025-12-01 14:52:32
TLT
Buy
27,606
94.85
2,618,429.1
1.7
0.101
Medium
12.9
12
-32
BATS>ARCA
TWAP
2
LMT
4.1
71
24
0.75
Multi
true
MultiTrigger
VenueSwitch
23
BATS>ARCA
LMT>PO
92.8
87
0.8
88
14
-6
16
null
null
High urgency from PM
X009745
2025-12-12 14:32:08
WMT
Sell
25,218
21.07
531,343.26
2.7
0.078
High
5.2
9
0.7
EDGX>ARCA
TWAP
2
LMT
2.7
70
27
0.48
LiqDrop
true
LiquidityDrop
OrderTypeChange
25
EDGX>ARCA
LMT>IOC
0.4
97
2.1
128
10
-24
-2
null
null
Venue switch reduced impact
X009746
2025-11-29 13:49:19
XLI
Buy
4,303
148.31
638,177.93
3.7
0.196
Low
6.5
20
20.3
NYSE>EDGX>IEX>ARCA
Adaptive
4
MKT
4.9
62
25
0.58
Multi
false
null
null
0
NYSE>EDGX>IEX>ARCA
MKT
30.8
93
0.1
208
16
8
16
Watchlist
null
High urgency from PM
X009747
2025-11-26 11:13:51
INTC
Sell
3,777
87.79
331,582.83
0.7
0.18
High
8.1
10
28.3
IEX>NASDAQ>BATS
POV
4
MKT
4
62
28
0.75
Multi
false
null
null
0
IEX>NASDAQ>BATS
MKT
19.4
91
0
74
1
7
40
PositionLimitNear
null
High urgency from PM
X009748
2025-12-25 15:54:44
TSLA
Buy
49,073
234.99
11,531,664.27
1.2
0.153
Low
23.1
8
-29.2
BATS>IEX>NYSE>EDGX
IS
5
IOC
12.1
91
27
0.42
Slip>Thresh
false
null
null
0
BATS>IEX>NYSE>EDGX
IOC
15.1
96
0
98
5
0
0
null
null
Toxic prints; widened spread
X009749
2025-11-15 14:35:21
TSLA
Sell
28,532
287
8,188,684
1.5
0.089
Ultra
6
3
3.7
IEX>ARCA>EDGX
TWAP
1
MKT
2.4
69
19
0.77
Multi
false
null
null
0
IEX>ARCA>EDGX
MKT
37
89
4.8
71
40
-29
-23
null
null
Toxic prints; widened spread
X009750
2025-11-17 12:49:37
BA
Buy
48,199
286.72
13,819,617.28
2.4
0.161
Low
15
34
-24.5
EDGX>NASDAQ>ARCA
TWAP
2
MKT
6.1
80
18
0.56
ToxicitySpike
false
null
null
0
EDGX>NASDAQ>ARCA
MKT
22.6
86
9.8
35
57
-37
29
null
null
High urgency from PM
X009751
2025-11-18 15:11:10
DIS
Sell
18,910
58.3
1,102,453
1.3
0.083
Medium
20.6
23
-0
NYSE>BATS
VWAP
2
PO
6.1
68
28
0.67
LiqDrop
true
LiquidityDrop
AlgoSwitch
29
NYSE>BATS
PO>IOC
0.9
87
7.2
131
17
-3
-4
Watchlist
null
Toxic prints; widened spread
X009752
2025-12-13 15:21:43
TLT
Buy
17,762
92.94
1,650,800.28
1.9
0.065
Medium
20.1
30
10.2
BATS>NASDAQ>EDGX
TWAP
3
LMT
6.8
68
20
0.83
ToxicitySpike
false
null
null
0
BATS>NASDAQ>EDGX
LMT
76.5
70
4.2
59
-1
17
-13
null
null
Venue switch reduced impact
X009753
2025-11-30 12:20:03
TLT
Buy
52,486
92
4,828,712
3.3
0.192
Low
16.2
21
-21.3
ARCA>BATS>NASDAQ>NYSE
TWAP
1
MKT
6
78
17
0.57
ToxicitySpike
false
null
null
0
ARCA>BATS>NASDAQ>NYSE
MKT
79.1
96
14.3
48
17
17
-32
null
null
Toxic prints; widened spread
X009754
2025-11-02 13:18:25
HD
Sell
55,987
30.08
1,684,088.96
2.1
0.217
Low
16.8
31
33.9
EDGX>ARCA
TWAP
1
LMT
4.6
79
35
0.44
ToxicitySpike
false
null
null
0
EDGX>ARCA
LMT
28.2
97
9
165
48
-27
-8
null
null
Paused due to data glitch
X009755
2025-10-30 10:10:25
IEF
Buy
29,861
99.73
2,978,037.53
2.7
0.113
Medium
5.5
5
29.7
NASDAQ>IEX>BATS
TWAP
2
IOC
3.2
72
25
0.67
ToxicitySpike
false
null
null
0
NASDAQ>IEX>BATS
IOC
60.7
89
8.6
65
22
-20
-19
null
null
Paused due to data glitch
X009756
2025-10-27 12:55:59
XLP
Sell
64,905
48.38
3,140,103.9
2.6
0.224
Low
18
16
-17
IEX>EDGX>NYSE>BATS
POV
4
MKT
9.5
97
24
0.55
Multi
false
null
null
0
IEX>EDGX>NYSE>BATS
MKT
34.4
96
0
10
26
1
17
NoShort
null
High urgency from PM
X009757
2025-12-20 10:40:20
NVDA
Sell
1,023
219.48
224,528.04
1.8
0.026
Ultra
14.6
31
34.8
EDGX>NYSE>NASDAQ
VWAP
1
LMT
3.8
60
32
0.48
ToxicitySpike
false
null
null
0
EDGX>NYSE>NASDAQ
LMT
63.7
68
9.7
10
-7
-36
26
null
null
Stable book; normal liquidity
X009758
2025-11-11 10:02:45
BAC
Sell
28,720
115.73
3,323,765.6
0.9
0.078
Ultra
3.9
33
-13.6
BATS>NYSE>IEX
TWAP
1
LMT
1.3
70
20
0.45
ToxicitySpike
false
null
null
0
BATS>NYSE>IEX
LMT
38.7
89
1.3
111
1
3
11
null
null
Toxic prints; widened spread
X009759
2025-11-13 14:07:33
TSLA
Buy
32,333
316.01
10,217,551.33
1.1
0.1
Medium
16.8
27
9.3
ARCA>BATS
POV
5
LMT
7.1
81
30
0.72
LiqDrop
false
null
null
0
ARCA>BATS
LMT
57
66
0
82
48
1
15
null
PriceBand
Venue switch reduced impact
X009760
2025-11-13 14:41:10
JNJ
Sell
28,816
107.17
3,088,210.72
5.1
0.106
Low
16.2
36
9
NYSE>EDGX
TWAP
2
MKT
8.1
72
16
0.49
ToxicitySpike
false
null
null
0
NYSE>EDGX
MKT
63.1
92
3.6
110
-4
11
-20
null
null
Paused due to data glitch
X009761
2025-11-09 11:08:21
META
Buy
7,906
130.03
1,028,017.18
1.2
0.022
Ultra
15.7
29
-19.1
BATS>EDGX>NYSE
Adaptive
4
MKT
6.3
64
24
0.42
LiqDrop
false
null
null
0
BATS>EDGX>NYSE
MKT
73.4
87
12.7
80
-17
-33
-31
null
null
Toxic prints; widened spread
X009762
2025-11-17 10:40:01
AMD
Sell
2,538
252.43
640,667.34
1.5
0.071
Medium
29.2
28
-29.2
IEX>EDGX>BATS>NASDAQ
TWAP
1
LMT
7
60
31
0.47
Slip>Thresh
false
null
null
0
IEX>EDGX>BATS>NASDAQ
LMT
14.1
92
1.7
117
21
13
-33
null
null
Toxic prints; widened spread
X009763
2025-12-10 10:54:21
MSFT
Buy
36,249
84.81
3,074,277.69
3.1
0.192
Low
7.5
7
10.6
EDGX>BATS>NYSE>IEX>NASDAQ
VWAP
1
MKT
3.5
72
24
0.61
ToxicitySpike
false
null
null
0
EDGX>BATS>NYSE>IEX>NASDAQ
MKT
20.9
85
0
63
9
-12
12
null
null
Venue switch reduced impact
X009764
2025-12-19 11:13:58
INTC
Sell
1,727
261.1
450,919.7
0.9
0.082
Ultra
9
38
26.9
IEX>EDGX>BATS>ARCA>NYSE
Adaptive
2
IOC
2.9
60
12
0.49
ToxicitySpike
false
null
null
0
IEX>EDGX>BATS>ARCA>NYSE
IOC
13.5
87
0
100
39
-19
-32
null
null
Venue switch reduced impact
X009765
2025-11-11 11:24:39
IEF
Sell
74,265
99.77
7,409,419.05
3
0.282
Medium
3.3
33
3
IEX>EDGX>ARCA>BATS>NYSE
TWAP
1
MKT
2.5
85
35
0.64
Slip>Thresh
false
null
null
0
IEX>EDGX>ARCA>BATS>NYSE
MKT
2.8
88
0
113
2
6
-16
PositionLimitNear
null
Paused due to data glitch
X009766
2025-11-08 12:02:33
XLE
Sell
12,552
123.03
1,544,272.56
3.7
0.045
Medium
21
17
6.6
BATS>ARCA>NYSE>IEX>NASDAQ
IS
5
MKT
14
68
26
0.7
ToxicitySpike
true
ToxicitySpike
Pause
14
BATS>ARCA>NYSE>IEX>NASDAQ
MKT>IOC
95.2
87
2.3
17
22
-12
14
Watchlist
null
Stable book; normal liquidity
X009767
2025-12-04 13:01:34
KO
Sell
3,970
171.44
680,616.8
1.8
0.099
Low
34.1
38
29.1
NYSE>BATS>NASDAQ>ARCA
TWAP
1
MKT
9.9
61
28
0.8
ToxicitySpike
false
null
null
0
NYSE>BATS>NASDAQ>ARCA
MKT
9.9
89
14.1
88
-18
-28
4
PositionLimitNear
null
Toxic prints; widened spread
X009768
2025-12-20 13:26:31
XLP
Sell
50,029
227.61
11,387,100.69
2.6
0.173
Low
9.5
23
30.3
NYSE>EDGX>ARCA>BATS
Adaptive
1
LMT
2.9
77
27
0.79
Multi
true
MultiTrigger
OrderTypeChange
25
NYSE>EDGX>ARCA>BATS
LMT>MKT
88
87
0
109
7
7
21
Watchlist
null
High urgency from PM
X009769
2025-12-22 15:43:40
AMZN
Sell
2,266
303.38
687,459.08
2.7
0.104
Low
22.3
17
24.8
NASDAQ>BATS>ARCA>NYSE
VWAP
1
MKT
6.9
60
19
0.47
Slip>Thresh
false
null
null
0
NASDAQ>BATS>ARCA>NYSE
MKT
38.4
98
6.3
50
47
-16
-23
null
null
Venue switch reduced impact
X009770
2025-11-16 09:58:53
MSFT
Sell
73,216
332.17
24,320,158.72
2.5
0.389
Low
13.9
14
3
NYSE>EDGX>IEX>ARCA>NASDAQ
IS
4
LMT
7.1
102
15
0.67
Multi
false
null
null
0
NYSE>EDGX>IEX>ARCA>NASDAQ
LMT
83.2
100
17.9
10
45
6
32
NoShort
null
High urgency from PM
X009771
2025-12-26 09:35:18
VZ
Sell
2,959
263.05
778,364.95
2.2
0.025
High
16.8
9
-1.2
BATS>EDGX>NASDAQ>ARCA>IEX
VWAP
2
LMT
5.1
61
13
0.44
Multi
false
null
null
0
BATS>EDGX>NASDAQ>ARCA>IEX
LMT
89
98
3.6
59
31
22
-6
null
PriceBand
Paused due to data glitch
X009772
2025-10-28 10:17:42
XLP
Sell
113,019
320.97
36,275,708.43
3.5
0.391
Low
24.1
33
-33.8
NASDAQ>EDGX>NYSE
POV
4
MKT
12.8
124
35
0.73
Multi
false
null
null
0
NASDAQ>EDGX>NYSE
MKT
43.2
92
8.4
36
52
-13
17
Watchlist
null
Paused due to data glitch
X009773
2025-11-16 14:39:31
XLE
Buy
18,971
315.08
5,977,382.68
3.5
0.068
Medium
12.5
23
-18
IEX>ARCA>BATS>NASDAQ
POV
4
LMT
6.6
70
17
0.62
Slip>Thresh
false
null
null
0
IEX>ARCA>BATS>NASDAQ
LMT
15.8
85
13
102
54
21
-5
null
null
Paused due to data glitch
X009774
2025-11-02 14:52:12
XLV
Buy
405,452
81.47
33,032,174.44
1.4
1.138
Low
19.2
24
18.6
BATS>ARCA>NYSE>NASDAQ>IEX
VWAP
2
IOC
6.5
230
25
0.61
ToxicitySpike
false
null
null
0
BATS>ARCA>NYSE>NASDAQ>IEX
IOC
46.5
96
18.3
307
51
-1
3
null
null
High urgency from PM
X009775
2025-12-20 15:20:16
NFLX
Buy
7,084
71.98
509,906.32
3.2
0.068
Low
19.9
32
25.6
NASDAQ>EDGX
POV
4
IOC
10.2
64
28
0.57
Multi
false
null
null
0
NASDAQ>EDGX
IOC
23.1
91
11.3
105
-3
-26
20
null
null
Stable book; normal liquidity
X009776
2025-12-15 13:33:49
IWM
Buy
65,828
195.42
12,864,107.76
1
0.091
High
17.8
27
26.2
ARCA>NYSE>IEX>NASDAQ
TWAP
2
MKT
6
87
25
0.77
Multi
false
null
null
0
ARCA>NYSE>IEX>NASDAQ
MKT
77.7
86
11.9
89
10
-38
-25
null
null
Stable book; normal liquidity
X009777
2025-12-21 13:45:47
XLV
Sell
22,668
224.5
5,088,966
2.1
0.064
Medium
21.1
36
29.1
ARCA>NYSE>BATS>NASDAQ
Adaptive
5
MKT
9.8
74
20
0.65
Multi
false
null
null
0
ARCA>NYSE>BATS>NASDAQ
MKT
52.2
93
8
114
51
-14
25
null
null
High urgency from PM
X009778
2025-12-13 12:12:44
DIS
Buy
22,505
205.38
4,622,076.9
2
0.098
Low
21.4
39
-9.3
NYSE>BATS>EDGX
POV
5
LMT
9.5
74
33
0.68
Multi
false
null
null
0
NYSE>BATS>EDGX
LMT
63.5
92
23.2
81
31
-13
23
null
null
Paused due to data glitch
X009779
2025-11-25 13:48:04
BRK.B
Sell
62,247
226.33
14,088,363.51
1.4
0.283
Low
22.5
22
-18.7
BATS>NYSE
TWAP
3
LMT
7.3
91
23
0.68
Slip>Thresh
false
null
null
0
BATS>NYSE
LMT
14.9
100
2.2
32
5
24
28
NoShort
null
Toxic prints; widened spread
X009780
2025-11-28 14:46:18
T
Sell
22,129
326.72
7,229,986.88
2.9
0.185
Low
8
3
-12.6
NYSE>EDGX>ARCA
TWAP
1
LMT
3
67
13
0.78
LiqDrop
false
null
null
0
NYSE>EDGX>ARCA
LMT
90.1
95
11.8
24
-7
28
-20
null
null
High urgency from PM
X009781
2025-11-06 15:17:18
UNH
Sell
65,916
240.94
15,881,801.04
3.1
0.29
Low
15.4
4
11.1
NASDAQ>IEX
Adaptive
5
PO
7.7
102
24
0.52
LiqDrop
false
null
null
0
NASDAQ>IEX
PO
95.3
90
9.4
163
30
-10
-37
Watchlist
null
Toxic prints; widened spread
X009782
2025-10-31 14:33:53
AMD
Sell
6,715
96.23
646,184.45
1.7
0.187
Low
15.1
4
-9.2
IEX>NASDAQ>EDGX
VWAP
2
LMT
4.5
62
20
0.73
ToxicitySpike
false
null
null
0
IEX>NASDAQ>EDGX
LMT
45.8
87
10.7
145
20
16
-10
null
null
High urgency from PM
X009783
2025-12-09 10:08:17
BA
Buy
36,439
240.08
8,748,275.12
3
0.121
High
3.6
15
-33.9
IEX>ARCA>BATS
Adaptive
1
PO
2.1
72
15
0.44
Slip>Thresh
false
null
null
0
IEX>ARCA>BATS
PO
96.1
96
3.1
147
-4
-2
-32
PositionLimitNear
null
Stable book; normal liquidity
X009784
2025-10-27 13:33:01
META
Buy
52,436
193.82
10,163,145.52
1.1
0.146
Ultra
4.4
11
-12.5
EDGX>NASDAQ
Adaptive
1
PO
1.5
78
15
0.56
Slip>Thresh
false
null
null
0
EDGX>NASDAQ
PO
49.5
90
0.3
85
43
-23
-1
null
null
Venue switch reduced impact
X009785
2025-12-04 09:35:56
TLT
Buy
33,652
95.82
3,224,534.64
2.1
0.123
Low
25
26
19.4
EDGX>IEX>NYSE
Adaptive
1
LMT
5.7
71
33
0.48
LiqDrop
false
null
null
0
EDGX>IEX>NYSE
LMT
85.4
93
0.4
64
50
19
-21
Watchlist
null
Paused due to data glitch
X009786
2025-12-13 09:35:28
AMD
Buy
2,719
73.23
199,112.37
2.3
0.076
Medium
13.4
33
-22.5
BATS>NYSE
TWAP
3
MKT
6.2
61
20
0.82
LiqDrop
true
LiquidityDrop
VenueSwitch
25
BATS>NYSE
MKT>LMT
19.1
92
4.6
141
9
2
-30
null
null
Venue switch reduced impact
X009787
2025-12-21 12:22:17
XLV
Buy
5,980
313.68
1,875,806.4
1.9
0.017
Ultra
16.1
23
-26.4
ARCA>IEX
TWAP
1
MKT
5.2
62
21
0.44
Multi
false
null
null
0
ARCA>IEX
MKT
51
95
1.3
84
-6
28
-30
null
null
Toxic prints; widened spread
X009788
2025-12-25 12:19:18
NFLX
Sell
40,324
173.98
7,015,569.52
3.6
0.385
Low
5
13
-22.4
IEX>ARCA>BATS>NASDAQ>NYSE
POV
4
IOC
4.9
83
14
0.81
Multi
false
null
null
0
IEX>ARCA>BATS>NASDAQ>NYSE
IOC
57.1
95
10.7
81
-14
1
30
PositionLimitNear
null
Stable book; normal liquidity
X009789
2025-11-04 13:50:54
NFLX
Sell
7,182
165.66
1,189,770.12
3.5
0.069
Medium
14.4
29
-11
ARCA>BATS>NYSE>IEX
Adaptive
5
MKT
8.3
64
25
0.79
ToxicitySpike
false
null
null
0
ARCA>BATS>NYSE>IEX
MKT
34.3
88
9.2
28
24
1
18
null
null
Toxic prints; widened spread
X009790
2025-12-07 10:32:41
NFLX
Sell
6,478
200.56
1,299,227.68
4.9
0.062
High
4.8
19
32.3
IEX>EDGX
IS
4
LMT
5.4
63
14
0.8
Multi
false
null
null
0
IEX>EDGX
LMT
54.6
89
10.2
45
-6
-11
-24
null
null
Paused due to data glitch
X009791
2025-11-01 10:30:25
XLI
Sell
1,359
282.75
384,257.25
2.2
0.062
Low
38.8
7
-25.5
NASDAQ>EDGX>ARCA>IEX
IS
4
IOC
18.4
60
24
0.76
Multi
false
null
null
0
NASDAQ>EDGX>ARCA>IEX
IOC
81.1
98
19.5
29
7
-12
-32
null
null
Venue switch reduced impact
X009792
2025-11-16 11:43:14
V
Buy
6,527
307.11
2,004,506.97
2.6
0.085
Low
26.9
31
22.1
NASDAQ>ARCA>NYSE>IEX
POV
5
LMT
12
64
12
0.65
ToxicitySpike
true
ToxicitySpike
VenueSwitch
10
NASDAQ>ARCA>NYSE>IEX
LMT>MKT
81.8
89
3.8
124
13
-33
29
null
null
High urgency from PM
X009793
2025-11-21 10:53:42
AMD
Sell
7,226
229.52
1,658,511.52
1.8
0.202
Low
34.2
33
8.2
IEX>ARCA
Adaptive
3
IOC
11.3
63
20
0.47
LiqDrop
false
null
null
0
IEX>ARCA
IOC
85.7
98
2.1
10
27
-15
39
null
null
Venue switch reduced impact
X009794
2025-12-09 13:52:54
NVDA
Sell
2,045
256.48
524,501.6
1.2
0.053
Medium
32.5
14
15.6
EDGX>NYSE>IEX
POV
4
MKT
14.2
61
21
0.48
Multi
false
null
null
0
EDGX>NYSE>IEX
MKT
24.1
98
0
27
47
9
-3
null
null
Toxic prints; widened spread
X009795
2025-12-03 13:59:58
V
Buy
5,189
154.07
799,469.23
2.9
0.068
Medium
18.1
7
20
NYSE>IEX
VWAP
2
LMT
5.7
62
27
0.6
ToxicitySpike
true
ToxicitySpike
OrderTypeChange
14
NYSE>IEX
LMT>MKT
84.5
87
4.8
48
50
-15
-21
PositionLimitNear
null
Venue switch reduced impact
X009796
2025-11-28 10:31:36
XLI
Buy
3,502
45.42
159,060.84
3.4
0.16
Low
26.4
4
-13.9
BATS>ARCA>IEX>NASDAQ
VWAP
3
LMT
9
61
31
0.64
LiqDrop
false
null
null
0
BATS>ARCA>IEX>NASDAQ
LMT
21.8
96
17.5
10
7
0
28
null
null
High urgency from PM
X009797
2025-11-07 10:53:22
GOOGL
Sell
43,140
116.45
5,023,653
1.1
0.129
Medium
21.4
27
19.9
NASDAQ>BATS>ARCA>NYSE>IEX
TWAP
1
LMT
5.1
75
21
0.54
LiqDrop
false
null
null
0
NASDAQ>BATS>ARCA>NYSE>IEX
LMT
20.8
89
6.9
82
13
-25
23
null
null
Stable book; normal liquidity
X009798
2025-11-12 11:10:31
AAPL
Sell
175,379
351.77
61,693,070.83
2.8
0.516
Low
11.3
22
-33.5
EDGX>ARCA
IS
5
LMT
7.1
173
35
0.82
LiqDrop
false
null
null
0
EDGX>ARCA
LMT
18.2
98
15
77
52
26
-9
null
null
Venue switch reduced impact
X009799
2025-12-10 13:30:23
GOOGL
Sell
57,659
227.54
13,119,728.86
2.1
0.172
Low
11.9
8
20.7
IEX>EDGX>NYSE>BATS>ARCA
TWAP
3
LMT
4.7
88
12
0.84
Slip>Thresh
false
null
null
0
IEX>EDGX>NYSE>BATS>ARCA
LMT
12.8
87
0
50
9
-27
24
null
null
Venue switch reduced impact
X009800
2025-12-24 12:00:47
XLE
Sell
16,324
334.89
5,466,744.36
3.9
0.059
Medium
8.6
28
21.8
NASDAQ>BATS>NYSE>ARCA>IEX
Adaptive
5
IOC
6.1
70
19
0.71
ToxicitySpike
true
ToxicitySpike
VenueSwitch
11
NASDAQ>BATS>NYSE>ARCA>IEX
IOC>MKT
95.1
95
0.2
84
1
24
-17
NoShort
null
High urgency from PM