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
X009801
2025-11-08 09:35:42
QQQ
Sell
17,285
426.83
7,377,756.55
0.7
0.055
Ultra
20.8
18
5
ARCA>IEX
TWAP
1
MKT
5.8
66
17
0.81
LiqDrop
true
LiquidityDrop
OrderTypeChange
10
ARCA>IEX
MKT>LMT
62.3
94
0
74
44
-38
-30
null
null
Toxic prints; widened spread
X009802
2025-11-28 15:54:43
WMT
Buy
101,586
144.07
14,635,495.02
4.5
0.313
Low
7.4
18
-12.4
ARCA>BATS>NYSE>IEX
POV
4
MKT
6.8
118
34
0.66
Multi
false
null
null
0
ARCA>BATS>NYSE>IEX
MKT
30.8
92
10
146
-19
-30
21
null
null
High urgency from PM
X009803
2025-12-09 12:41:55
XLV
Sell
31,691
207.46
6,574,614.86
1.8
0.089
Medium
20.3
27
-2.4
ARCA>BATS>IEX
Adaptive
3
LMT
6.2
75
23
0.83
Multi
false
null
null
0
ARCA>BATS>IEX
LMT
94.7
93
9
168
-10
-40
34
null
null
Venue switch reduced impact
X009804
2025-11-04 09:35:03
JNJ
Sell
24,316
283.92
6,903,798.72
2.6
0.089
Medium
15
4
32.5
IEX>ARCA>BATS>NASDAQ
TWAP
2
PO
5.6
70
23
0.76
Multi
false
null
null
0
IEX>ARCA>BATS>NASDAQ
PO
98.4
98
10.8
35
37
29
26
NoShort
null
Toxic prints; widened spread
X009805
2025-10-30 10:45:40
XLI
Buy
4,881
323.17
1,577,392.77
3.9
0.223
Low
11.2
30
9.5
IEX>NASDAQ>ARCA>NYSE>EDGX
VWAP
2
MKT
5.6
62
26
0.69
Multi
false
null
null
0
IEX>NASDAQ>ARCA>NYSE>EDGX
MKT
23.7
99
4.3
10
36
-24
38
null
null
Paused due to data glitch
X009806
2025-12-21 11:23:30
XLP
Buy
13,956
226.84
3,165,779.04
3.3
0.048
Medium
18
32
-11.2
BATS>IEX>NYSE
IS
4
MKT
11
68
23
0.57
Multi
false
null
null
0
BATS>IEX>NYSE
MKT
65.4
88
11.4
117
60
12
-26
null
null
High urgency from PM
X009807
2025-10-31 14:31:14
HYG
Sell
13,505
76.22
1,029,351.1
1
0.074
High
21.2
16
-12.7
BATS>IEX>NASDAQ>ARCA
Adaptive
5
LMT
7.4
68
15
0.85
LiqDrop
false
null
null
0
BATS>IEX>NASDAQ>ARCA
LMT
85.2
63
9
26
-2
-21
25
null
null
Toxic prints; widened spread
X009808
2025-11-25 09:35:13
PEP
Sell
8,033
282.51
2,269,402.83
4.8
0.025
Medium
16
13
5.3
NYSE>IEX>EDGX
Adaptive
2
LMT
5.8
63
25
0.76
ToxicitySpike
false
null
null
0
NYSE>IEX>EDGX
LMT
55.6
98
0
155
42
12
-21
null
null
Stable book; normal liquidity
X009809
2025-11-30 15:19:35
CVX
Buy
26,251
307.45
8,070,869.95
1.2
0.156
Low
22
34
20.8
NASDAQ>EDGX>BATS
TWAP
1
IOC
6.2
69
20
0.46
LiqDrop
false
null
null
0
NASDAQ>EDGX>BATS
IOC
40.9
88
0
10
-10
-21
-22
null
null
Stable book; normal liquidity
X009810
2025-11-01 15:13:47
MA
Sell
4,168
16.56
69,022.08
1.3
0.018
Ultra
14.4
26
-10.1
NYSE>IEX>EDGX
TWAP
1
MKT
4.5
61
30
0.76
LiqDrop
false
null
null
0
NYSE>IEX>EDGX
MKT
78.7
96
4.4
54
15
28
5
null
null
Stable book; normal liquidity
X009811
2025-12-02 12:38:50
JNJ
Sell
26,451
75.86
2,006,572.86
5.4
0.097
Medium
6
3
31.1
EDGX>NASDAQ>IEX>BATS
TWAP
2
MKT
5.1
71
25
0.65
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>IEX>BATS
MKT
78.5
92
12.1
35
29
-35
-34
PositionLimitNear
null
Paused due to data glitch
X009812
2025-11-12 10:00:46
PEP
Buy
75,567
20.8
1,571,793.6
4.6
0.239
Low
11.8
17
12.5
IEX>EDGX>ARCA>NYSE>BATS
IS
5
MKT
10.5
109
15
0.58
LiqDrop
false
null
null
0
IEX>EDGX>ARCA>NYSE>BATS
MKT
29.8
92
0
128
6
-3
4
null
null
Venue switch reduced impact
X009813
2025-12-06 13:17:33
JPM
Buy
2,734
139.28
380,791.52
2.9
0.068
Medium
11.8
15
-22.9
EDGX>BATS
TWAP
2
IOC
5.1
61
27
0.64
ToxicitySpike
false
null
null
0
EDGX>BATS
IOC
62.3
96
9.4
83
20
24
24
null
null
Paused due to data glitch
X009814
2025-12-10 11:26:40
AAPL
Sell
8,270
307.58
2,543,686.6
2.6
0.024
High
16.6
15
-20.7
NASDAQ>BATS>ARCA
VWAP
1
MKT
5.4
62
12
0.79
Slip>Thresh
false
null
null
0
NASDAQ>BATS>ARCA
MKT
3
89
2.4
96
-19
-18
-22
PositionLimitNear
null
Stable book; normal liquidity
X009815
2025-10-27 13:22:38
HD
Sell
203,354
331.95
67,503,360.3
2.8
0.789
Low
6.5
20
25.7
ARCA>BATS>NASDAQ>NYSE>IEX
IS
5
MKT
6.5
192
28
0.71
Multi
false
null
null
0
ARCA>BATS>NASDAQ>NYSE>IEX
MKT
38.6
87
16
151
58
-13
22
null
null
Paused due to data glitch
X009816
2025-11-30 15:36:55
XLF
Buy
151,401
104.82
15,869,852.82
1.9
0.414
Low
24.1
14
-34.2
NYSE>NASDAQ>ARCA>EDGX>BATS
POV
4
LMT
9.5
147
14
0.77
Multi
false
null
null
0
NYSE>NASDAQ>ARCA>EDGX>BATS
LMT
44.2
86
15.1
158
33
-14
-15
null
null
Venue switch reduced impact
X009817
2025-12-25 15:41:15
TLT
Sell
45,453
97.2
4,418,031.6
3.4
0.166
Medium
4.3
10
-0.2
BATS>NYSE>ARCA>NASDAQ
Adaptive
1
MKT
2.7
75
20
0.59
Multi
false
null
null
0
BATS>NYSE>ARCA>NASDAQ
MKT
9.7
86
0
63
-14
-40
23
null
null
Paused due to data glitch
X009818
2025-12-21 09:35:09
AMD
Buy
3,591
48.33
173,553.03
2.3
0.1
High
6
18
-5.4
NASDAQ>ARCA>NYSE>EDGX
Adaptive
3
PO
3
61
18
0.58
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>NYSE>EDGX
PO
35.1
100
0
10
56
17
-9
NoShort
null
Paused due to data glitch
X009819
2025-12-06 15:19:35
INTC
Sell
2,383
141.94
338,243.02
1
0.114
Medium
25
39
-2.6
EDGX>IEX>ARCA>NASDAQ
VWAP
1
PO
6.2
60
23
0.85
ToxicitySpike
false
null
null
0
EDGX>IEX>ARCA>NASDAQ
PO
60.8
93
2.5
109
57
11
38
null
null
High urgency from PM
X009820
2025-11-02 11:00:10
BA
Sell
20,684
60.51
1,251,588.84
2.8
0.069
High
6
20
-1.7
ARCA>EDGX>IEX>NYSE
TWAP
2
IOC
3.4
68
33
0.7
Slip>Thresh
false
null
null
0
ARCA>EDGX>IEX>NYSE
IOC
75.2
94
9.3
75
23
-26
10
null
null
Paused due to data glitch
X009821
2025-11-06 13:54:41
XLB
Buy
16,182
25.91
419,275.62
1.8
0.041
Ultra
6.2
27
-13.8
NYSE>NASDAQ>BATS>IEX
VWAP
1
LMT
2
65
20
0.72
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>BATS>IEX
LMT
60.7
88
7
90
-14
23
-24
null
null
Venue switch reduced impact
X009822
2025-11-25 13:43:14
MA
Buy
20,419
263.47
5,379,793.93
0.9
0.087
Ultra
10.1
23
-4
IEX>BATS>NASDAQ>NYSE
Adaptive
2
LMT
2.7
68
12
0.57
ToxicitySpike
false
null
null
0
IEX>BATS>NASDAQ>NYSE
LMT
51.4
68
0
66
15
-6
-23
PositionLimitNear
null
Toxic prints; widened spread
X009823
2025-11-04 12:13:03
TLT
Sell
14,657
93.11
1,364,713.27
2.5
0.054
Medium
16.2
35
5.5
NASDAQ>BATS>ARCA>IEX>EDGX
TWAP
2
MKT
6.5
66
23
0.68
ToxicitySpike
false
null
null
0
NASDAQ>BATS>ARCA>IEX>EDGX
MKT
55
94
0
142
-17
17
7
Watchlist
null
Stable book; normal liquidity
X009824
2025-11-10 13:20:38
MSFT
Buy
17,028
265.72
4,524,680.16
3.1
0.09
Low
14.8
23
-4.2
BATS>EDGX
Adaptive
4
LMT
6.1
69
20
0.51
Multi
false
null
null
0
BATS>EDGX
LMT
72.1
92
5.9
10
-6
-7
38
PositionLimitNear
null
Paused due to data glitch
X009825
2025-10-30 11:40:25
NFLX
Sell
5,047
125.16
631,682.52
4.5
0.048
Low
22.4
27
-3.2
NASDAQ>EDGX
VWAP
3
MKT
10.3
62
29
0.83
ToxicitySpike
false
null
null
0
NASDAQ>EDGX
MKT
21.6
89
4.9
10
-16
21
26
null
null
High urgency from PM
X009826
2025-11-17 10:44:26
PEP
Buy
7,276
183.12
1,332,381.12
2.9
0.023
Ultra
4.6
15
-34.5
ARCA>BATS
IS
4
PO
4.2
64
18
0.77
LiqDrop
false
null
null
0
ARCA>BATS
PO
10.6
91
7.5
74
44
-2
19
null
null
High urgency from PM
X009827
2025-11-25 11:56:28
PEP
Buy
25,455
104.53
2,660,811.15
4.3
0.08
High
3
9
-17.7
IEX>ARCA
IS
4
LMT
4.3
74
28
0.66
ToxicitySpike
false
null
null
0
IEX>ARCA
LMT
90.6
62
0
140
37
-26
-7
null
null
Paused due to data glitch
X009828
2025-11-06 09:52:00
BAC
Buy
28,910
135.87
3,928,001.7
1.2
0.079
Medium
22.6
6
-32.5
IEX>EDGX
VWAP
3
LMT
6.8
74
16
0.49
Multi
false
null
null
0
IEX>EDGX
LMT
94.7
97
7.2
96
21
-38
-27
null
null
High urgency from PM
X009829
2025-12-21 09:35:41
HYG
Buy
17,567
72.75
1,277,999.25
1.9
0.096
Medium
11.5
18
26.7
NYSE>EDGX>IEX>NASDAQ
TWAP
2
LMT
3.9
67
22
0.44
LiqDrop
false
null
null
0
NYSE>EDGX>IEX>NASDAQ
LMT
8.7
88
4.4
64
16
-8
-15
null
null
High urgency from PM
X009830
2025-12-02 14:33:18
HD
Buy
28,191
257.56
7,260,873.96
2.8
0.109
Low
22.2
9
-4
ARCA>BATS
IS
5
MKT
13.7
78
23
0.59
Slip>Thresh
false
null
null
0
ARCA>BATS
MKT
50.5
98
0
24
-20
-32
-15
PositionLimitNear
Unknown
Toxic prints; widened spread
X009831
2025-11-13 11:59:59
LQD
Sell
39,981
117.43
4,694,968.83
1.5
0.197
Low
24.9
37
24
NYSE>EDGX
TWAP
3
LMT
8
79
30
0.73
Multi
false
null
null
0
NYSE>EDGX
LMT
79.1
85
3
206
-17
27
20
PositionLimitNear
null
Toxic prints; widened spread
X009832
2025-11-11 12:17:25
AMZN
Sell
1,655
88.11
145,822.05
1.6
0.076
Medium
14
27
-30
ARCA>NASDAQ>BATS>IEX
VWAP
2
LMT
4.1
60
22
0.56
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>BATS>IEX
LMT
26.3
85
5.8
15
14
-27
16
null
null
Paused due to data glitch
X009833
2025-11-02 10:29:20
XLI
Sell
13,009
330
4,292,970
2.9
0.593
Low
21.9
6
19.4
NASDAQ>EDGX>NYSE>BATS
VWAP
2
IOC
7.9
65
23
0.58
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>NYSE>BATS
IOC
0.6
96
1.5
19
16
6
-18
null
null
Venue switch reduced impact
X009834
2025-12-13 11:17:48
AMD
Buy
10,590
205.83
2,179,739.7
1.8
0.295
Low
8.5
23
32
ARCA>IEX>NASDAQ>NYSE>BATS
POV
4
MKT
5.1
66
15
0.45
Slip>Thresh
false
null
null
0
ARCA>IEX>NASDAQ>NYSE>BATS
MKT
41.5
88
0
116
58
-11
-20
null
null
Paused due to data glitch
X009835
2025-12-06 10:01:20
HD
Buy
27,507
122.93
3,381,435.51
2.1
0.107
Medium
9.1
18
-22.9
ARCA>NYSE
Adaptive
1
LMT
2.6
69
25
0.8
LiqDrop
true
LiquidityDrop
AlgoSwitch
20
ARCA>NYSE
LMT>MKT
90.1
85
0
85
51
-15
-28
null
null
Paused due to data glitch
X009836
2025-11-03 12:02:35
SPY
Sell
86,637
463.09
40,120,728.33
1.8
0.117
Medium
10.5
24
32.7
EDGX>BATS>NYSE>NASDAQ
IS
5
MKT
7
116
18
0.57
Slip>Thresh
false
null
null
0
EDGX>BATS>NYSE>NASDAQ
MKT
12.4
85
0
151
-7
1
-13
null
null
Toxic prints; widened spread
X009837
2025-11-07 14:55:50
META
Sell
65,895
252.43
16,633,874.85
0.8
0.184
Medium
17.1
14
5.8
ARCA>BATS>NASDAQ>NYSE
VWAP
3
MKT
6.2
92
23
0.84
Multi
true
MultiTrigger
AlgoSwitch
38
ARCA>BATS>NASDAQ>NYSE
MKT>LMT
95.9
94
10
162
1
-33
28
NoShort
null
Venue switch reduced impact
X009838
2025-12-22 11:20:25
UNH
Buy
47,343
308.95
14,626,619.85
3
0.208
Low
14.5
16
9
BATS>IEX>EDGX>NASDAQ
TWAP
2
MKT
6.3
80
23
0.63
Slip>Thresh
false
null
null
0
BATS>IEX>EDGX>NASDAQ
MKT
19.8
88
0
139
22
11
23
Watchlist
null
High urgency from PM
X009839
2025-11-09 09:35:33
NVDA
Buy
13,864
226.79
3,144,216.56
1.4
0.359
Low
9.7
29
13.7
IEX>NASDAQ>EDGX
TWAP
1
LMT
2.8
64
29
0.69
ToxicitySpike
false
null
null
0
IEX>NASDAQ>EDGX
LMT
47
99
0
81
27
-32
12
null
null
High urgency from PM
X009840
2025-11-21 09:35:33
INTC
Buy
7,182
104.12
747,789.84
1.3
0.342
Low
34.6
4
-16.1
IEX>NYSE>NASDAQ>EDGX>ARCA
VWAP
3
PO
11.3
63
12
0.46
LiqDrop
false
null
null
0
IEX>NYSE>NASDAQ>EDGX>ARCA
PO
57.5
95
17
28
-2
1
36
PositionLimitNear
null
Stable book; normal liquidity
X009841
2025-11-02 11:22:17
V
Buy
7,604
61.82
470,079.28
3.4
0.099
Low
35
27
20.3
BATS>NYSE>IEX
Adaptive
1
LMT
8.2
62
33
0.73
Slip>Thresh
false
null
null
0
BATS>NYSE>IEX
LMT
61.3
92
3.1
104
17
16
-11
Watchlist
null
Paused due to data glitch
X009842
2025-11-19 09:44:51
PFE
Sell
96,562
183.83
17,750,992.46
1.8
0.262
Low
18.8
26
-19.8
NASDAQ>ARCA
IS
4
IOC
9.7
115
30
0.71
LiqDrop
false
null
null
0
NASDAQ>ARCA
IOC
76
92
0
22
-6
23
7
null
null
Toxic prints; widened spread
X009843
2025-12-16 13:16:26
PEP
Sell
46,287
245.86
11,380,121.82
4.8
0.146
Low
18
34
2.2
NYSE>NASDAQ
VWAP
3
MKT
9.1
83
30
0.43
ToxicitySpike
false
null
null
0
NYSE>NASDAQ
MKT
60.9
99
20
63
-9
-7
28
null
null
High urgency from PM
X009844
2025-12-26 12:30:57
LQD
Buy
49,787
113.4
5,645,845.8
1.5
0.245
Medium
8.1
23
12.5
NYSE>ARCA>IEX
TWAP
3
LMT
3.3
84
15
0.77
LiqDrop
false
null
null
0
NYSE>ARCA>IEX
LMT
38.7
90
9.1
69
59
20
27
null
null
Paused due to data glitch
X009845
2025-12-16 13:55:09
BA
Sell
49,405
114.93
5,678,116.65
1.5
0.165
Low
22.6
32
21.5
IEX>BATS>NASDAQ>EDGX>NYSE
POV
4
IOC
10
88
15
0.47
Multi
false
null
null
0
IEX>BATS>NASDAQ>EDGX>NYSE
IOC
89.1
90
12.5
99
35
21
30
Watchlist
null
Stable book; normal liquidity
X009846
2025-12-24 14:50:34
IWM
Sell
186,951
206.86
38,672,683.86
1.3
0.258
Low
16.8
38
-17.9
NYSE>ARCA>IEX>EDGX
VWAP
3
MKT
6.5
153
16
0.81
Slip>Thresh
false
null
null
0
NYSE>ARCA>IEX>EDGX
MKT
82.5
98
3.7
23
34
-19
22
Watchlist
null
Toxic prints; widened spread
X009847
2025-11-11 12:48:12
XLP
Sell
113,097
343.02
38,794,532.94
3.1
0.391
Low
5.7
24
4.5
NASDAQ>BATS
TWAP
3
MKT
4.3
116
20
0.82
Multi
false
null
null
0
NASDAQ>BATS
MKT
98.4
94
16.7
65
16
17
4
null
null
Toxic prints; widened spread
X009848
2025-11-22 12:46:24
MSFT
Buy
5,418
61.32
332,231.76
2.9
0.029
Medium
21.9
6
-12.8
NASDAQ>BATS>IEX
Adaptive
3
LMT
7.1
62
20
0.61
Slip>Thresh
false
null
null
0
NASDAQ>BATS>IEX
LMT
19.9
100
0.5
12
-17
22
-23
PositionLimitNear
null
Paused due to data glitch
X009849
2025-11-21 11:13:52
NKE
Sell
27,535
165.51
4,557,317.85
3
0.128
Low
20.1
35
14.9
NASDAQ>ARCA>EDGX>NYSE>BATS
VWAP
3
MKT
8.6
73
28
0.62
Multi
false
null
null
0
NASDAQ>ARCA>EDGX>NYSE>BATS
MKT
49.1
85
14.4
75
26
25
30
Watchlist
null
High urgency from PM
X009850
2025-12-04 10:37:01
PEP
Sell
43,877
316.64
13,893,213.28
3.3
0.139
Low
24.2
17
-12
ARCA>IEX
TWAP
1
MKT
8.1
75
32
0.63
Slip>Thresh
false
null
null
0
ARCA>IEX
MKT
64
92
0
87
-19
-22
-39
Watchlist
null
Venue switch reduced impact
X009851
2025-11-01 11:13:02
TLT
Buy
78,922
99.32
7,838,533.04
3
0.289
Low
6.3
25
31.3
EDGX>NYSE>ARCA>BATS>NASDAQ
TWAP
2
LMT
3.2
93
24
0.54
ToxicitySpike
false
null
null
0
EDGX>NYSE>ARCA>BATS>NASDAQ
LMT
61.6
97
5.3
54
52
-20
-10
NoShort
null
High urgency from PM
X009852
2025-12-13 15:24:17
MSFT
Buy
27,176
46.49
1,263,412.24
3.6
0.144
Medium
6.5
24
-22.5
ARCA>NASDAQ
VWAP
3
LMT
3.8
73
31
0.69
Multi
false
null
null
0
ARCA>NASDAQ
LMT
77.5
100
1.1
117
34
-11
39
null
null
Paused due to data glitch
X009853
2025-10-31 13:55:10
INTC
Sell
847
23.98
20,311.06
1
0.04
High
28.3
23
30.8
BATS>EDGX>ARCA>NYSE>NASDAQ
Adaptive
2
MKT
8.3
60
15
0.63
Slip>Thresh
false
null
null
0
BATS>EDGX>ARCA>NYSE>NASDAQ
MKT
91.8
88
5.7
110
46
-6
-26
null
null
High urgency from PM
X009854
2025-12-26 14:45:43
MSFT
Sell
94,312
251.02
23,674,198.24
2.2
0.501
Low
12.1
14
-11
BATS>NYSE>EDGX>ARCA>IEX
POV
3
LMT
5.1
107
14
0.67
ToxicitySpike
false
null
null
0
BATS>NYSE>EDGX>ARCA>IEX
LMT
63.1
61
21.2
72
52
-21
-24
PositionLimitNear
null
High urgency from PM
X009855
2025-12-04 12:13:44
PFE
Buy
12,108
246.55
2,985,227.4
2.8
0.033
Medium
19.3
35
-32.5
ARCA>BATS>NASDAQ>NYSE
VWAP
3
LMT
6.8
66
33
0.68
Multi
false
null
null
0
ARCA>BATS>NASDAQ>NYSE
LMT
42.2
88
13.9
97
10
3
31
null
null
Venue switch reduced impact
X009856
2025-12-15 13:41:50
GOOGL
Buy
55,466
115.93
6,430,173.38
2.1
0.165
Medium
5.5
15
-19.2
ARCA>IEX
Adaptive
3
LMT
2.5
87
34
0.67
Slip>Thresh
false
null
null
0
ARCA>IEX
LMT
92.9
86
9.4
27
0
-7
20
Watchlist
null
Venue switch reduced impact
X009857
2025-11-24 10:53:53
IWM
Buy
74,264
202.59
15,045,143.76
1.3
0.103
Medium
19.8
6
-22.9
NASDAQ>NYSE>ARCA>EDGX
TWAP
3
LMT
6.4
97
16
0.84
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>ARCA>EDGX
LMT
66.4
98
11.6
10
56
-38
35
null
null
Venue switch reduced impact
X009858
2025-11-10 10:32:12
JNJ
Sell
114,263
107.97
12,336,976.11
4.1
0.42
Low
23.4
35
-15.7
NASDAQ>BATS>ARCA>NYSE
POV
4
MKT
13
125
21
0.72
Multi
false
null
null
0
NASDAQ>BATS>ARCA>NYSE
MKT
19.4
89
10.9
56
42
-5
-15
NoShort
null
High urgency from PM
X009859
2025-10-29 10:01:45
V
Buy
5,223
265.46
1,386,497.58
4.1
0.068
Low
21.6
22
26.3
NYSE>BATS>EDGX>NASDAQ>ARCA
VWAP
2
LMT
7.1
62
25
0.41
Multi
false
null
null
0
NYSE>BATS>EDGX>NASDAQ>ARCA
LMT
4.3
90
3.2
10
-10
-27
-24
null
null
Paused due to data glitch
X009860
2025-11-28 12:14:57
NFLX
Sell
8,401
263.94
2,217,359.94
4
0.08
Low
24.9
39
-27.1
BATS>EDGX
Adaptive
1
PO
7.1
62
32
0.81
ToxicitySpike
false
null
null
0
BATS>EDGX
PO
15.2
97
0
55
1
-29
-40
null
null
Venue switch reduced impact
X009861
2025-11-06 15:42:05
XLY
Buy
125,819
306.65
38,582,396.35
1.9
0.525
Low
10.1
11
23.5
ARCA>EDGX>BATS>NYSE
IS
4
LMT
5.4
132
17
0.72
Multi
false
null
null
0
ARCA>EDGX>BATS>NYSE
LMT
29.8
93
23.9
58
14
2
16
null
null
Paused due to data glitch
X009862
2025-12-20 10:27:24
NVDA
Sell
3,738
75.95
283,901.1
1.3
0.097
Medium
26.3
31
3
BATS>ARCA>NASDAQ
Adaptive
1
LMT
5.7
61
28
0.48
ToxicitySpike
false
null
null
0
BATS>ARCA>NASDAQ
LMT
79.5
93
9.4
136
-10
-20
-36
Watchlist
null
Paused due to data glitch
X009863
2025-11-05 14:10:16
XLF
Sell
77,675
339.56
26,375,323
2.9
0.212
Low
18.3
28
-11
EDGX>IEX
Adaptive
1
LMT
4.8
87
35
0.79
Slip>Thresh
false
null
null
0
EDGX>IEX
LMT
50.1
92
0
94
43
-27
0
null
null
Paused due to data glitch
X009864
2025-11-23 15:33:48
KO
Sell
12,911
348.14
4,494,835.54
3.1
0.321
Low
17.3
36
-31.9
NYSE>ARCA
TWAP
1
MKT
6.3
64
21
0.52
Slip>Thresh
false
null
null
0
NYSE>ARCA
MKT
49.9
92
0
96
46
-33
-29
null
null
High urgency from PM
X009865
2025-10-30 13:34:09
UNH
Sell
38,863
289.46
11,249,283.98
3.1
0.171
Low
16.5
23
-24.8
NASDAQ>BATS>ARCA>NYSE
VWAP
1
IOC
5.5
73
28
0.48
LiqDrop
false
null
null
0
NASDAQ>BATS>ARCA>NYSE
IOC
49.3
100
38.7
75
-7
26
10
null
null
Paused due to data glitch
X009866
2025-10-29 09:35:47
PFE
Sell
24,652
213.5
5,263,202
2.8
0.067
Medium
14.3
30
5.8
IEX>ARCA>NASDAQ>BATS>EDGX
Adaptive
4
MKT
7
74
21
0.48
Multi
false
null
null
0
IEX>ARCA>NASDAQ>BATS>EDGX
MKT
1.6
98
17.5
15
59
13
-40
null
null
Venue switch reduced impact
X009867
2025-11-18 11:42:57
NVDA
Buy
4,579
109.23
500,164.17
1.7
0.119
Low
36.2
20
25.7
EDGX>NYSE
Adaptive
4
IOC
13.2
62
19
0.82
Multi
false
null
null
0
EDGX>NYSE
IOC
86.3
92
13.8
10
0
-23
5
Watchlist
null
Stable book; normal liquidity
X009868
2025-11-04 12:02:34
XLY
Buy
23,232
357.27
8,300,096.64
1.1
0.097
High
11.9
5
-6.7
BATS>NYSE
TWAP
3
LMT
4.1
71
25
0.66
LiqDrop
false
null
null
0
BATS>NYSE
LMT
75.6
85
4
12
13
-6
20
null
null
Toxic prints; widened spread
X009869
2025-11-02 12:48:07
T
Buy
16,525
83.12
1,373,558
5.1
0.138
Low
8.3
14
-9.6
EDGX>NASDAQ>ARCA>BATS
VWAP
3
MKT
6.1
68
26
0.54
LiqDrop
false
null
null
0
EDGX>NASDAQ>ARCA>BATS
MKT
75.4
88
0
105
28
15
-7
PositionLimitNear
null
Venue switch reduced impact
X009870
2025-12-03 12:06:19
INTC
Buy
1,148
329.4
378,151.2
0.7
0.055
Ultra
17.4
37
-5.1
EDGX>NYSE>IEX>BATS>NASDAQ
Adaptive
1
MKT
4.5
60
16
0.84
Slip>Thresh
false
null
null
0
EDGX>NYSE>IEX>BATS>NASDAQ
MKT
46
91
3
55
33
-12
27
null
null
Toxic prints; widened spread
X009871
2025-11-10 13:13:46
GOOGL
Sell
14,731
177.69
2,617,551.39
2.1
0.044
Ultra
8
34
34.6
NASDAQ>EDGX>NYSE
Adaptive
1
LMT
2.4
65
17
0.54
LiqDrop
false
null
null
0
NASDAQ>EDGX>NYSE
LMT
40.6
98
1.5
81
-14
26
-32
PositionLimitNear
null
Venue switch reduced impact
X009872
2025-10-30 09:35:46
VZ
Sell
17,823
152.42
2,716,581.66
2.2
0.152
Low
22.1
3
4.8
ARCA>NASDAQ>IEX>BATS
Adaptive
3
MKT
8.3
68
15
0.57
LiqDrop
false
null
null
0
ARCA>NASDAQ>IEX>BATS
MKT
2
94
0
99
17
-30
39
NoShort
null
Venue switch reduced impact
X009873
2025-11-16 12:09:26
NKE
Buy
88,028
98.51
8,671,638.28
3.4
0.409
Low
14
7
16.4
NASDAQ>ARCA>IEX>BATS>NYSE
TWAP
1
LMT
4.6
90
28
0.48
LiqDrop
false
null
null
0
NASDAQ>ARCA>IEX>BATS>NYSE
LMT
21.4
85
9.1
68
15
-31
-12
null
null
Toxic prints; widened spread
X009874
2025-11-05 14:04:52
JNJ
Buy
16,952
205.48
3,483,296.96
4.8
0.062
Medium
9.4
30
24.3
ARCA>NASDAQ
IS
5
LMT
7.8
71
31
0.82
ToxicitySpike
true
ToxicitySpike
VenueSwitch
15
ARCA>NASDAQ
LMT>IOC
96.5
94
11.2
8
27
-33
-14
null
null
Stable book; normal liquidity
X009875
2025-11-08 10:49:58
BA
Sell
65,869
127.68
8,410,153.92
1.3
0.219
Low
15.9
38
-12.8
BATS>IEX
IS
5
MKT
9.2
102
28
0.77
ToxicitySpike
false
null
null
0
BATS>IEX
MKT
4.2
96
1.2
68
42
24
26
null
null
Paused due to data glitch
X009876
2025-11-15 09:35:13
IWM
Sell
51,106
195.65
9,998,888.9
1.5
0.071
Medium
16.7
26
-13.4
IEX>EDGX>ARCA
IS
4
MKT
8.8
89
18
0.51
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
14
IEX>EDGX>ARCA
MKT>LMT
74.7
96
14.9
105
11
-6
-1
NoShort
null
Paused due to data glitch
X009877
2025-12-08 12:26:56
GOOGL
Sell
18,039
125.31
2,260,467.09
1
0.054
Ultra
13.3
38
23.3
NASDAQ>ARCA>EDGX>NYSE>IEX
POV
5
MKT
6.9
71
29
0.59
Multi
false
null
null
0
NASDAQ>ARCA>EDGX>NYSE>IEX
MKT
12.9
94
8.3
99
13
-24
14
null
null
Stable book; normal liquidity
X009878
2025-10-28 14:34:21
NKE
Buy
11,585
38.79
449,382.15
3.6
0.054
Medium
18
21
-0.9
ARCA>NASDAQ>BATS
VWAP
3
LMT
6.8
65
23
0.83
LiqDrop
true
LiquidityDrop
AlgoSwitch
21
ARCA>NASDAQ>BATS
LMT>MKT
8.5
84
4.7
134
3
-14
-33
Watchlist
null
Toxic prints; widened spread
X009879
2025-11-04 14:08:34
XLF
Sell
9,554
236.84
2,262,769.36
2.1
0.026
Ultra
3.9
17
33.1
BATS>NASDAQ>IEX>EDGX
Adaptive
1
MKT
1.9
63
33
0.81
ToxicitySpike
true
ToxicitySpike
AlgoSwitch
13
BATS>NASDAQ>IEX>EDGX
MKT>LMT
95.4
94
3.5
14
16
7
35
null
null
Venue switch reduced impact
X009880
2025-12-18 10:24:48
HYG
Buy
183,845
78.04
14,347,263.8
2
1.009
Low
9
9
-15.3
NASDAQ>EDGX>NYSE>IEX>ARCA
Adaptive
4
LMT
4.1
165
29
0.54
ToxicitySpike
false
null
null
0
NASDAQ>EDGX>NYSE>IEX>ARCA
LMT
6.3
98
0
34
29
-13
40
null
null
High urgency from PM
X009881
2025-12-20 13:59:53
TLT
Buy
147,187
95.25
14,019,561.75
2.3
0.538
Low
13.3
31
-22.2
BATS>EDGX>NASDAQ>IEX>NYSE
VWAP
1
IOC
4.4
111
23
0.77
Slip>Thresh
false
null
null
0
BATS>EDGX>NASDAQ>IEX>NYSE
IOC
39.6
93
2.1
188
60
20
26
PositionLimitNear
null
High urgency from PM
X009882
2025-10-30 10:41:35
UNH
Buy
26,590
197.24
5,244,611.6
2.7
0.117
Medium
9.3
22
25.6
ARCA>NASDAQ>BATS>IEX
VWAP
1
LMT
3.1
69
25
0.61
Multi
false
null
null
0
ARCA>NASDAQ>BATS>IEX
LMT
21.9
92
7
69
11
-28
1
null
null
Venue switch reduced impact
X009883
2025-11-02 10:34:19
BA
Buy
76,975
209.99
16,163,980.25
1.6
0.256
Medium
7.3
22
-32.3
EDGX>NYSE>IEX>ARCA>NASDAQ
TWAP
3
IOC
3.6
98
35
0.8
ToxicitySpike
false
null
null
0
EDGX>NYSE>IEX>ARCA>NASDAQ
IOC
40.7
96
17
128
6
15
39
null
null
High urgency from PM
X009884
2025-10-28 11:07:17
UNH
Buy
12,175
291.71
3,551,569.25
1.7
0.053
High
13.1
30
-31.5
BATS>ARCA>NYSE>EDGX
IS
4
LMT
6.1
67
35
0.59
LiqDrop
false
null
null
0
BATS>ARCA>NYSE>EDGX
LMT
0.7
86
11.1
57
34
-23
-18
PositionLimitNear
null
Toxic prints; widened spread
X009885
2025-11-14 15:26:41
GOOGL
Sell
69,665
341.84
23,814,283.6
2
0.208
Low
16.2
33
-8.7
BATS>EDGX>ARCA
POV
4
LMT
6.9
100
21
0.63
Slip>Thresh
false
null
null
0
BATS>EDGX>ARCA
LMT
61.8
88
9.5
53
44
-13
-1
NoShort
null
Toxic prints; widened spread
X009886
2025-10-31 13:40:10
KO
Buy
15,596
339.9
5,301,080.4
1.7
0.388
Low
38
14
27
NYSE>ARCA>EDGX
POV
5
IOC
18
70
32
0.42
Slip>Thresh
false
null
null
0
NYSE>ARCA>EDGX
IOC
49.8
89
27.2
88
-11
-14
-22
null
null
Venue switch reduced impact
X009887
2025-11-12 14:20:28
XOM
Sell
4,754
130.92
622,393.68
3.8
0.043
High
7.8
27
-27.4
BATS>IEX>NASDAQ
VWAP
2
PO
4.1
62
33
0.83
LiqDrop
true
LiquidityDrop
AlgoSwitch
19
BATS>IEX>NASDAQ
PO>MKT
59.8
90
15.4
65
55
-26
5
Watchlist
VenueReject
Stable book; normal liquidity
X009888
2025-10-30 12:39:08
DIS
Sell
35,033
93.69
3,282,241.77
1.3
0.153
High
7.2
37
-1
ARCA>BATS>IEX>EDGX
Adaptive
5
MKT
3.9
82
28
0.56
ToxicitySpike
false
null
null
0
ARCA>BATS>IEX>EDGX
MKT
70.9
97
4.8
20
46
-24
-26
null
null
Paused due to data glitch
X009889
2025-11-29 11:57:28
IWM
Buy
104,465
206.35
21,556,352.75
1.6
0.144
Low
24.4
31
9.4
NASDAQ>IEX>NYSE>EDGX
TWAP
3
MKT
9.6
112
20
0.5
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
25
NASDAQ>IEX>NYSE>EDGX
MKT>PO
44.4
97
27.3
141
-20
14
34
Watchlist
null
Venue switch reduced impact
X009890
2025-10-27 15:08:59
IWM
Buy
73,093
199.29
14,566,703.97
1.6
0.101
Medium
19.4
10
-31.7
NYSE>ARCA>BATS>EDGX
VWAP
1
LMT
4.7
85
19
0.56
Multi
false
null
null
0
NYSE>ARCA>BATS>EDGX
LMT
50.3
94
0
94
-6
5
-22
Watchlist
null
Stable book; normal liquidity
X009891
2025-12-23 14:01:22
BAC
Sell
78,446
169
13,257,374
1.8
0.214
Low
23.7
39
-21.5
NYSE>IEX>NASDAQ
TWAP
2
LMT
6.9
93
26
0.62
Multi
false
null
null
0
NYSE>IEX>NASDAQ
LMT
43.9
99
15.8
71
10
1
-18
PositionLimitNear
null
Venue switch reduced impact
X009892
2025-11-15 12:24:41
IEF
Sell
260,536
101.58
26,465,246.88
2.1
0.989
Low
15.5
31
-23.2
NASDAQ>BATS>IEX>EDGX
Adaptive
4
LMT
6
209
31
0.55
Slip>Thresh
false
null
null
0
NASDAQ>BATS>IEX>EDGX
LMT
41.1
89
8.6
205
33
19
-34
null
null
Venue switch reduced impact
X009893
2025-11-01 13:42:52
UNH
Buy
11,592
160.11
1,855,995.12
2.5
0.051
High
13
14
15.5
BATS>NASDAQ>EDGX
TWAP
1
MKT
4.7
64
14
0.75
LiqDrop
true
LiquidityDrop
AlgoSwitch
14
BATS>NASDAQ>EDGX
MKT>LMT
92
88
0
126
-15
7
32
null
null
High urgency from PM
X009894
2025-11-27 14:22:42
LQD
Buy
19,445
110.41
2,146,922.45
1.6
0.096
Medium
16.5
15
34.8
BATS>IEX>NYSE
VWAP
3
IOC
6.2
69
26
0.44
ToxicitySpike
false
null
null
0
BATS>IEX>NYSE
IOC
16.9
86
0
128
58
-31
23
null
null
Stable book; normal liquidity
X009895
2025-10-28 15:03:57
NVDA
Sell
1,502
51.14
76,812.28
1.6
0.039
Ultra
12.8
28
28.1
ARCA>BATS>EDGX>NASDAQ>NYSE
Adaptive
1
MKT
3.8
60
31
0.54
Multi
false
null
null
0
ARCA>BATS>EDGX>NASDAQ>NYSE
MKT
60.3
95
12.4
41
54
24
25
null
null
Stable book; normal liquidity
X009896
2025-12-23 09:51:05
XLK
Sell
146,610
222.86
32,673,504.6
1.1
0.411
Low
15.4
34
28.5
BATS>ARCA>NASDAQ
VWAP
1
IOC
4.3
111
26
0.5
Multi
false
null
null
0
BATS>ARCA>NASDAQ
IOC
96.4
98
0
119
29
-3
-30
NoShort
null
Toxic prints; widened spread
X009897
2025-12-18 14:50:09
XLE
Buy
32,833
37.85
1,242,729.05
3.9
0.118
Low
20.1
31
-18.5
EDGX>NYSE
VWAP
1
PO
6.4
71
21
0.7
Multi
false
null
null
0
EDGX>NYSE
PO
66.7
93
14.6
128
0
-32
-25
null
null
High urgency from PM
X009898
2025-11-17 15:36:28
XLB
Sell
228,420
143.13
32,693,754.6
1.4
0.582
Low
14.8
8
6.1
BATS>NYSE>NASDAQ>EDGX
POV
4
LMT
6.2
191
17
0.68
ToxicitySpike
false
null
null
0
BATS>NYSE>NASDAQ>EDGX
LMT
57.7
68
10.5
203
2
-5
-38
null
null
Paused due to data glitch
X009899
2025-12-05 14:17:56
XLP
Buy
17,017
178.29
3,033,960.93
2.3
0.059
Medium
20
17
16.5
ARCA>EDGX>IEX
POV
4
MKT
10
69
18
0.6
Multi
false
null
null
0
ARCA>EDGX>IEX
MKT
73.6
94
14.2
122
49
-1
-9
null
null
Toxic prints; widened spread
X009900
2025-11-09 11:49:49
UNH
Buy
61,785
170.64
10,542,992.4
2.4
0.271
Low
9.1
10
-9
NYSE>NASDAQ
Adaptive
2
MKT
3.9
86
30
0.84
LiqDrop
false
null
null
0
NYSE>NASDAQ
MKT
5.2
86
0
90
24
-25
22
null
Unknown
High urgency from PM