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
X009901
2025-11-11 09:53:07
PFE
Sell
56,829
101.94
5,793,148.26
1.6
0.154
High
4.5
29
24.3
NASDAQ>ARCA>NYSE>EDGX
TWAP
1
IOC
2
79
24
0.63
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>NYSE>EDGX
IOC
34.7
92
0
125
31
17
37
null
null
Venue switch reduced impact
X009902
2025-12-15 15:37:59
JPM
Sell
5,271
204.93
1,080,186.03
3.5
0.131
Low
28.7
26
34.8
NYSE>IEX>BATS>ARCA>EDGX
IS
4
IOC
15.2
63
24
0.75
Multi
false
null
null
0
NYSE>IEX>BATS>ARCA>EDGX
IOC
22.1
87
15.1
36
20
-21
21
null
null
Stable book; normal liquidity
X009903
2025-10-28 13:49:44
XLK
Sell
258,067
219.58
56,666,351.86
1.4
0.724
Low
24.4
27
18.2
IEX>NYSE>BATS>ARCA
VWAP
1
LMT
5.8
150
24
0.41
ToxicitySpike
false
null
null
0
IEX>NYSE>BATS>ARCA
LMT
48.4
95
7.4
60
4
26
6
Watchlist
null
Stable book; normal liquidity
X009904
2025-10-29 09:35:36
XLK
Buy
19,310
194.9
3,763,519
1.5
0.054
Medium
22.7
12
-33.9
ARCA>NASDAQ>NYSE
TWAP
2
LMT
6.5
68
35
0.42
ToxicitySpike
false
null
null
0
ARCA>NASDAQ>NYSE
LMT
53.1
100
2.2
99
48
-18
4
null
null
High urgency from PM
X009905
2025-11-13 12:42:41
TSLA
Buy
18,576
331.52
6,158,315.52
1.9
0.058
High
11.7
35
7.4
BATS>IEX>ARCA>EDGX>NYSE
TWAP
1
MKT
4.1
66
26
0.82
LiqDrop
false
null
null
0
BATS>IEX>ARCA>EDGX>NYSE
MKT
88.5
98
11.8
55
29
-19
37
null
null
Stable book; normal liquidity
X009906
2025-11-24 15:02:37
QQQ
Buy
14,337
403.32
5,782,398.84
0.5
0.045
Ultra
7.6
10
-30.1
ARCA>NYSE
Adaptive
2
IOC
2.3
66
16
0.53
ToxicitySpike
false
null
null
0
ARCA>NYSE
IOC
25.7
92
0.5
74
32
-31
-6
Watchlist
null
Toxic prints; widened spread
X009907
2025-11-10 15:24:42
UNH
Buy
12,544
50.92
638,740.48
1.5
0.055
High
17.2
8
-12.9
IEX>ARCA
IS
4
LMT
7.4
67
24
0.6
LiqDrop
false
null
null
0
IEX>ARCA
LMT
49.1
93
4.6
62
-6
-8
-15
null
null
Toxic prints; widened spread
X009908
2025-12-19 15:37:59
LQD
Sell
36,162
111.41
4,028,808.42
1.1
0.178
High
6.5
24
-11.6
EDGX>NYSE>IEX>NASDAQ>BATS
TWAP
1
MKT
2.3
72
23
0.84
LiqDrop
false
null
null
0
EDGX>NYSE>IEX>NASDAQ>BATS
MKT
68.4
91
4.7
72
31
-12
-3
null
Throttle
High urgency from PM
X009909
2025-10-28 10:39:50
TLT
Buy
49,834
93.16
4,642,535.44
2.9
0.182
Low
23.8
36
-19.1
ARCA>BATS>EDGX
IS
5
MKT
14.7
92
35
0.42
LiqDrop
false
null
null
0
ARCA>BATS>EDGX
MKT
87.9
88
27.4
150
6
-29
0
null
null
Toxic prints; widened spread
X009910
2025-12-19 10:31:14
AMD
Buy
2,992
209.73
627,512.16
1.9
0.083
Medium
14.1
29
24.5
IEX>NASDAQ>NYSE>ARCA
VWAP
3
LMT
4.9
61
26
0.74
ToxicitySpike
false
null
null
0
IEX>NASDAQ>NYSE>ARCA
LMT
73.9
100
7.4
115
56
-40
-15
PositionLimitNear
null
Toxic prints; widened spread
X009911
2025-10-31 09:37:30
XLE
Buy
29,115
261.55
7,615,028.25
2.8
0.104
Low
22
25
-34.2
EDGX>NASDAQ>IEX>BATS
VWAP
1
MKT
6.9
70
14
0.8
Slip>Thresh
false
null
null
0
EDGX>NASDAQ>IEX>BATS
MKT
16
92
0
139
-5
16
7
null
null
High urgency from PM
X009912
2025-11-07 10:10:33
TLT
Buy
22,804
91.31
2,082,233.24
3.3
0.083
Low
24.4
34
-32.1
EDGX>ARCA>NASDAQ>NYSE>BATS
VWAP
3
MKT
10.2
71
14
0.68
Slip>Thresh
false
null
null
0
EDGX>ARCA>NASDAQ>NYSE>BATS
MKT
45.6
94
0
49
18
-37
-13
PositionLimitNear
null
Venue switch reduced impact
X009913
2025-12-10 11:10:49
KO
Buy
2,988
116.38
347,743.44
1.8
0.074
Medium
17.3
30
-10.6
BATS>IEX>EDGX
IS
5
LMT
8.5
61
34
0.45
ToxicitySpike
false
null
null
0
BATS>IEX>EDGX
LMT
21.5
90
14.2
46
28
-2
-25
null
null
Stable book; normal liquidity
X009914
2025-11-29 10:36:09
TSLA
Sell
28,009
75.73
2,121,121.57
1.9
0.087
High
8.8
8
-11.5
EDGX>NASDAQ
POV
4
LMT
4.3
76
20
0.44
Multi
false
null
null
0
EDGX>NASDAQ
LMT
41.4
88
13.4
10
-5
-34
38
null
null
Toxic prints; widened spread
X009915
2025-11-08 14:25:28
PFE
Buy
102,666
75.35
7,735,883.1
3.1
0.279
Low
8.6
22
12.8
IEX>ARCA
VWAP
2
LMT
3.6
103
31
0.48
Slip>Thresh
false
null
null
0
IEX>ARCA
LMT
47.2
96
23.7
44
44
-8
4
null
null
Toxic prints; widened spread
X009916
2025-11-05 13:57:05
XLB
Buy
30,948
325.22
10,064,908.56
1.8
0.079
Medium
14.8
11
21.6
NYSE>BATS
TWAP
1
MKT
4.9
70
35
0.5
LiqDrop
false
null
null
0
NYSE>BATS
MKT
23.7
98
5
91
14
-31
25
null
null
High urgency from PM
X009917
2025-12-26 15:53:22
DIS
Buy
13,555
257.88
3,495,563.4
1.3
0.059
Ultra
8.7
24
-27.9
IEX>NASDAQ
IS
5
LMT
4.6
68
14
0.72
Slip>Thresh
false
null
null
0
IEX>NASDAQ
LMT
29.8
66
5.3
76
28
-22
35
null
null
Stable book; normal liquidity
X009918
2025-11-17 11:56:38
NVDA
Sell
3,611
269.99
974,933.89
1.7
0.093
Low
31.1
29
-30.3
IEX>ARCA>EDGX>NASDAQ>BATS
IS
4
MKT
15.4
62
31
0.65
Multi
false
null
null
0
IEX>ARCA>EDGX>NASDAQ>BATS
MKT
22.3
98
41.6
54
5
15
-26
null
null
Paused due to data glitch
X009919
2025-12-14 11:15:53
GOOGL
Sell
135,561
273.47
37,071,866.67
1.5
0.404
Medium
5.4
26
34.8
IEX>BATS>ARCA
Adaptive
4
PO
2.8
137
29
0.66
ToxicitySpike
true
ToxicitySpike
Pause
10
IEX>BATS>ARCA
PO>MKT
82.3
86
6.7
90
14
-5
10
null
null
High urgency from PM
X009920
2025-11-12 10:18:38
WMT
Buy
10,429
251.4
2,621,850.6
5.3
0.032
High
8.8
31
28.2
BATS>ARCA>IEX
Adaptive
5
MKT
7.5
66
13
0.44
Slip>Thresh
false
null
null
0
BATS>ARCA>IEX
MKT
14.3
89
9.1
123
42
17
-11
null
null
High urgency from PM
X009921
2025-12-15 14:55:48
XLB
Sell
38,477
236.2
9,088,267.4
2.4
0.098
Medium
8.2
13
28.7
NASDAQ>IEX>EDGX>BATS
Adaptive
3
MKT
4.1
79
19
0.69
LiqDrop
false
null
null
0
NASDAQ>IEX>EDGX>BATS
MKT
86.4
87
0
13
11
16
-34
null
PriceBand
Paused due to data glitch
X009922
2025-11-03 09:49:36
KO
Buy
6,628
85.73
568,218.44
2.5
0.165
Low
33
16
8.7
NYSE>NASDAQ>EDGX>BATS>IEX
VWAP
2
PO
10.1
62
16
0.62
Multi
false
null
null
0
NYSE>NASDAQ>EDGX>BATS>IEX
PO
35.3
99
24.2
56
-19
-16
4
null
null
Venue switch reduced impact
X009923
2025-11-21 10:46:41
HYG
Sell
14,068
77.98
1,097,022.64
1.1
0.077
High
17.3
7
-9.5
BATS>EDGX>ARCA>IEX>NASDAQ
Adaptive
3
LMT
5
67
22
0.52
Slip>Thresh
false
null
null
0
BATS>EDGX>ARCA>IEX>NASDAQ
LMT
71.8
86
5.7
10
-11
3
-40
null
null
High urgency from PM
X009924
2025-11-28 10:17:45
UNH
Sell
48,954
328.1
16,061,807.4
2.7
0.215
Low
24
29
-19.7
IEX>BATS
IS
5
MKT
14.6
91
15
0.44
ToxicitySpike
true
ToxicitySpike
VenueSwitch
12
IEX>BATS
MKT>PO
84.6
86
0
9
29
-16
1
NoShort
null
High urgency from PM
X009925
2025-12-12 12:48:43
AAPL
Sell
202,638
232.55
47,123,466.9
2.6
0.596
Low
23.2
7
-31.2
NASDAQ>EDGX>NYSE>BATS
VWAP
2
LMT
7
146
33
0.69
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>NYSE>BATS
LMT
45.3
87
5
115
28
-30
-16
NoShort
null
Stable book; normal liquidity
X009926
2025-11-02 15:43:10
NVDA
Buy
3,539
109.47
387,414.33
1.9
0.092
Medium
22.6
9
-13.5
NYSE>ARCA
IS
4
PO
10.8
62
14
0.49
LiqDrop
false
null
null
0
NYSE>ARCA
PO
58.8
90
18.5
44
19
14
-14
null
null
Toxic prints; widened spread
X009927
2025-12-22 14:25:25
TLT
Sell
35,467
91.53
3,246,294.51
3.3
0.13
Medium
4.5
7
14
BATS>NASDAQ>EDGX
POV
5
MKT
5.1
83
15
0.51
ToxicitySpike
false
null
null
0
BATS>NASDAQ>EDGX
MKT
32.2
94
19.3
166
9
-27
-28
null
Throttle
Paused due to data glitch
X009928
2025-12-11 15:28:04
PEP
Sell
48,605
174.13
8,463,588.65
4.6
0.153
Low
17
16
-12.4
NASDAQ>EDGX>BATS
POV
4
LMT
8.8
87
28
0.5
Slip>Thresh
false
null
null
0
NASDAQ>EDGX>BATS
LMT
17.5
93
10
113
-10
-17
31
null
null
Venue switch reduced impact
X009929
2025-11-28 15:24:06
DIS
Buy
7,810
130.99
1,023,031.9
1.8
0.034
Ultra
11.8
22
23.1
EDGX>NASDAQ>ARCA>IEX>BATS
Adaptive
2
LMT
3.5
63
27
0.78
LiqDrop
true
LiquidityDrop
Pause
25
EDGX>NASDAQ>ARCA>IEX>BATS
LMT>PO
32.4
89
2.2
92
-2
9
-16
null
null
Paused due to data glitch
X009930
2025-11-19 09:35:44
V
Buy
12,301
229.46
2,822,587.46
4.9
0.16
Low
21.5
9
-7
NASDAQ>NYSE>EDGX>ARCA>IEX
IS
4
MKT
14
67
17
0.77
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>EDGX>ARCA>IEX
MKT
60.1
94
18.3
10
52
13
-33
null
null
High urgency from PM
X009931
2025-11-17 12:44:09
AMD
Buy
24,616
128
3,150,848
1.7
0.687
Low
16.3
26
29.3
BATS>NYSE
POV
3
LMT
6.2
72
25
0.73
Multi
false
null
null
0
BATS>NYSE
LMT
15.5
88
15
10
14
-11
9
PositionLimitNear
null
Venue switch reduced impact
X009932
2025-12-25 10:06:23
JPM
Sell
10,437
167.8
1,751,328.6
4.4
0.258
Low
9.7
11
-32.3
NYSE>EDGX>BATS
IS
5
IOC
8.9
66
29
0.73
Slip>Thresh
false
null
null
0
NYSE>EDGX>BATS
IOC
70.4
95
0
45
7
-29
28
null
null
Stable book; normal liquidity
X009933
2025-12-11 15:45:35
CSCO
Buy
39,930
99.33
3,966,246.9
4.5
0.1
Low
8.9
33
-31.4
ARCA>IEX>NASDAQ>EDGX>BATS
Adaptive
2
IOC
4.7
76
22
0.41
Slip>Thresh
false
null
null
0
ARCA>IEX>NASDAQ>EDGX>BATS
IOC
5.7
98
0
41
2
-2
0
null
null
Toxic prints; widened spread
X009934
2025-11-29 09:35:31
HYG
Buy
22,937
78.27
1,795,278.99
2
0.126
Low
22.3
19
5.3
EDGX>BATS>ARCA>NYSE
TWAP
2
MKT
8
69
18
0.56
Multi
false
null
null
0
EDGX>BATS>ARCA>NYSE
MKT
54
96
19.7
16
14
2
-10
null
null
Stable book; normal liquidity
X009935
2025-12-07 14:35:52
IWM
Buy
69,917
198.36
13,868,736.12
1.1
0.097
Ultra
4.6
18
-30.1
BATS>NYSE>IEX>NASDAQ
IS
5
MKT
3.4
105
15
0.69
Slip>Thresh
false
null
null
0
BATS>NYSE>IEX>NASDAQ
MKT
63.5
98
8.3
107
45
-20
11
null
null
Venue switch reduced impact
X009936
2025-12-20 13:50:48
WMT
Buy
11,517
117.44
1,352,556.48
4
0.035
Medium
17.4
16
-12.8
IEX>ARCA>NASDAQ>EDGX
IS
5
LMT
10.3
67
17
0.78
Multi
false
null
null
0
IEX>ARCA>NASDAQ>EDGX
LMT
57.7
88
16.6
113
-10
-21
-12
null
null
Venue switch reduced impact
X009937
2025-10-27 15:13:46
XLF
Sell
154,500
262.01
40,480,545
3.3
0.422
Low
18.3
34
-30.7
BATS>ARCA>IEX>NASDAQ
IS
4
MKT
11.3
148
17
0.66
ToxicitySpike
false
null
null
0
BATS>ARCA>IEX>NASDAQ
MKT
42.9
93
15.7
11
-19
21
-33
null
null
Paused due to data glitch
X009938
2025-11-21 11:16:01
UNH
Buy
13,484
56.28
758,879.52
1.9
0.059
High
7.8
22
8.3
ARCA>EDGX
POV
5
PO
4.8
68
22
0.57
Slip>Thresh
false
null
null
0
ARCA>EDGX
PO
43.6
91
3.7
10
-10
20
31
null
null
High urgency from PM
X009939
2025-12-06 09:49:18
SPY
Sell
214,004
468.03
100,160,292.12
1.3
0.289
Medium
9.8
8
20.2
NASDAQ>IEX>ARCA
Adaptive
2
LMT
2.9
150
20
0.82
Slip>Thresh
false
null
null
0
NASDAQ>IEX>ARCA
LMT
94.4
94
0
243
-7
-18
35
null
null
High urgency from PM
X009940
2025-11-09 10:45:38
XOM
Buy
19,240
315.86
6,077,146.4
3.9
0.176
Low
24.3
36
-29.4
IEX>ARCA>EDGX
IS
5
LMT
13.1
72
21
0.62
ToxicitySpike
false
null
null
0
IEX>ARCA>EDGX
LMT
12.1
85
12.3
61
20
-30
-8
PositionLimitNear
null
Venue switch reduced impact
X009941
2025-11-19 12:46:29
PEP
Buy
82,222
211.02
17,350,486.44
4
0.26
Low
16.8
34
-6.6
EDGX>IEX>ARCA>NYSE>NASDAQ
VWAP
1
LMT
5.2
88
31
0.59
Multi
false
null
null
0
EDGX>IEX>ARCA>NYSE>NASDAQ
LMT
1.4
77
1.8
128
-1
-32
0
NoShort
null
Venue switch reduced impact
X009942
2025-11-20 10:17:04
BRK.B
Buy
11,702
246.11
2,879,979.22
2
0.053
Ultra
3.5
24
15.8
NASDAQ>ARCA>NYSE
Adaptive
2
LMT
1.7
64
27
0.64
ToxicitySpike
false
null
null
0
NASDAQ>ARCA>NYSE
LMT
33.4
97
4.1
31
-14
15
30
NoShort
null
High urgency from PM
X009943
2025-11-11 13:20:22
XLV
Buy
31,136
321.25
10,002,440
1.9
0.087
Medium
18.9
14
8.4
NASDAQ>NYSE>IEX>ARCA>BATS
TWAP
1
LMT
4.9
70
17
0.67
Slip>Thresh
false
null
null
0
NASDAQ>NYSE>IEX>ARCA>BATS
LMT
26.6
94
4.6
42
49
-8
31
null
null
High urgency from PM
X009944
2025-12-11 15:01:11
IEF
Sell
12,234
100.68
1,231,719.12
2.2
0.046
Medium
24.6
39
31.2
NASDAQ>BATS>ARCA>NYSE
VWAP
3
MKT
9.5
66
21
0.78
Multi
false
null
null
0
NASDAQ>BATS>ARCA>NYSE
MKT
24.4
87
15.3
81
21
-28
22
null
null
Venue switch reduced impact
X009945
2025-11-16 09:36:44
VZ
Sell
11,163
89.68
1,001,097.84
2.7
0.095
Low
22.1
36
-4.2
NASDAQ>NYSE>ARCA>IEX>EDGX
TWAP
1
IOC
6.9
63
22
0.45
LiqDrop
false
null
null
0
NASDAQ>NYSE>ARCA>IEX>EDGX
IOC
65.1
94
11.6
43
34
-39
27
NoShort
null
High urgency from PM
X009946
2025-12-11 15:51:08
XLU
Sell
49,731
136.26
6,776,346.06
2.4
0.159
Low
17.9
11
14.3
NASDAQ>EDGX>IEX>BATS>NYSE
Adaptive
5
LMT
7.3
92
33
0.53
Multi
false
null
null
0
NASDAQ>EDGX>IEX>BATS>NYSE
LMT
6.5
100
4.9
26
49
-15
-28
Watchlist
null
High urgency from PM
X009947
2025-11-25 12:43:11
XLK
Sell
164,472
288.58
47,463,329.76
1.8
0.462
Low
8.4
7
-27.5
ARCA>NASDAQ>EDGX>BATS
IS
4
IOC
5.4
154
18
0.84
LiqDrop
false
null
null
0
ARCA>NASDAQ>EDGX>BATS
IOC
44.8
94
0
109
15
13
-25
null
null
Venue switch reduced impact
X009948
2025-10-31 14:59:16
NVDA
Sell
3,121
96.71
301,831.91
1.2
0.081
Medium
21.4
26
-14.2
NYSE>ARCA>EDGX>BATS>NASDAQ
IS
5
MKT
11.8
62
17
0.41
Multi
false
null
null
0
NYSE>ARCA>EDGX>BATS>NASDAQ
MKT
99.5
86
14.1
72
46
-37
38
NoShort
null
Venue switch reduced impact
X009949
2025-11-19 10:31:11
XLI
Sell
3,044
133.04
404,973.76
1.8
0.139
Low
38.7
15
-20.4
NASDAQ>NYSE>ARCA
TWAP
3
MKT
14.7
61
17
0.58
LiqDrop
false
null
null
0
NASDAQ>NYSE>ARCA
MKT
62.9
95
25.8
60
21
12
-20
Watchlist
null
High urgency from PM
X009950
2025-12-08 09:35:38
XLF
Sell
12,386
36.29
449,487.94
3.8
0.034
High
9.8
37
-26.6
NYSE>EDGX>BATS>IEX>NASDAQ
VWAP
2
LMT
4.2
65
17
0.78
Slip>Thresh
false
null
null
0
NYSE>EDGX>BATS>IEX>NASDAQ
LMT
51.3
88
5.6
26
42
18
-12
null
null
Venue switch reduced impact
X009951
2025-11-15 12:45:56
XLY
Buy
11,214
195.52
2,192,561.28
2.3
0.047
High
12.1
8
-32.8
IEX>EDGX>BATS>ARCA
POV
4
LMT
5.6
66
32
0.63
Slip>Thresh
false
null
null
0
IEX>EDGX>BATS>ARCA
LMT
62.8
100
0
50
-20
-31
-18
null
null
Stable book; normal liquidity
X009952
2025-12-22 15:50:59
BRK.B
Buy
72,667
105.72
7,682,355.24
1.4
0.33
Low
15.1
23
-13.8
EDGX>IEX>NASDAQ>BATS
IS
4
PO
7.4
101
21
0.62
Slip>Thresh
false
null
null
0
EDGX>IEX>NASDAQ>BATS
PO
33.4
88
18.9
77
-14
-21
-19
null
null
Paused due to data glitch
X009953
2025-10-27 15:38:40
DIS
Sell
6,460
26.08
168,476.8
2.1
0.028
Ultra
13.1
13
16.5
IEX>ARCA>EDGX
IS
4
LMT
6.4
63
33
0.73
Multi
false
null
null
0
IEX>ARCA>EDGX
LMT
84.4
87
11.9
27
25
-20
-15
null
null
Stable book; normal liquidity
X009954
2025-11-02 09:35:54
AMD
Buy
1,751
350.25
613,287.75
2.1
0.049
High
8.2
33
30.1
NYSE>NASDAQ>BATS>ARCA>IEX
IS
4
MKT
5.5
61
29
0.61
ToxicitySpike
false
null
null
0
NYSE>NASDAQ>BATS>ARCA>IEX
MKT
57.3
97
4
80
-14
-25
21
null
null
High urgency from PM
X009955
2025-12-24 12:30:46
VZ
Sell
3,788
240.3
910,256.4
2.8
0.032
Medium
20.3
19
33.3
NASDAQ>ARCA
VWAP
3
LMT
7
61
19
0.85
Slip>Thresh
false
null
null
0
NASDAQ>ARCA
LMT
74.5
90
0.6
174
55
19
-7
null
null
Stable book; normal liquidity
X009956
2025-12-24 15:50:45
SPY
Buy
278,249
464.11
129,138,143.39
0.9
0.376
Medium
7
10
26.6
EDGX>NYSE>NASDAQ
TWAP
1
LMT
2
157
30
0.77
Slip>Thresh
false
null
null
0
EDGX>NYSE>NASDAQ
LMT
41
95
0
253
3
-4
0
null
null
Toxic prints; widened spread
X009957
2025-12-08 15:13:56
JPM
Sell
5,351
171.26
916,412.26
3.1
0.132
Low
35.2
9
2.2
NASDAQ>EDGX>IEX>BATS
Adaptive
4
MKT
14.5
63
35
0.67
LiqDrop
true
LiquidityDrop
Pause
22
NASDAQ>EDGX>IEX>BATS
MKT>IOC
99.2
84
3.8
95
-19
30
-1
PositionLimitNear
null
Paused due to data glitch
X009958
2025-12-13 12:27:26
HD
Sell
8,915
308
2,745,820
2.3
0.035
Ultra
7.3
10
-19.4
BATS>NASDAQ>IEX>EDGX>NYSE
IS
5
LMT
4.9
65
25
0.5
Slip>Thresh
false
null
null
0
BATS>NASDAQ>IEX>EDGX>NYSE
LMT
19.3
88
2.3
51
45
-18
2
PositionLimitNear
null
Venue switch reduced impact
X009959
2025-12-17 13:35:31
BAC
Buy
103,242
244.68
25,261,252.56
1.8
0.282
Low
14.7
30
-18.7
ARCA>NASDAQ>NYSE>IEX
IS
5
MKT
9.2
127
30
0.72
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>NYSE>IEX
MKT
35.7
98
17.1
213
41
5
-27
null
null
Toxic prints; widened spread
X009960
2025-11-23 09:39:23
UNH
Buy
10,757
202.08
2,173,774.56
2
0.047
Medium
21.1
15
-26.7
BATS>NASDAQ
POV
5
MKT
11.3
66
17
0.66
Multi
false
null
null
0
BATS>NASDAQ
MKT
31.6
99
18.6
55
-4
-13
7
null
null
Venue switch reduced impact
X009961
2025-11-07 14:42:27
JPM
Sell
5,528
78.72
435,164.16
5.1
0.137
Low
25
33
7.9
EDGX>NYSE>ARCA>IEX>NASDAQ
POV
4
LMT
11.9
63
12
0.44
Slip>Thresh
true
SlippageAboveThreshold
AlgoSwitch
11
EDGX>NYSE>ARCA>IEX>NASDAQ
LMT>PO
38.8
99
24.4
19
56
-32
-34
null
null
Toxic prints; widened spread
X009962
2025-11-28 11:50:36
IEF
Buy
77,090
99.48
7,668,913.2
3.1
0.293
Low
20.2
11
25.7
BATS>NASDAQ>NYSE>ARCA>EDGX
POV
4
LMT
9
104
14
0.64
Multi
false
null
null
0
BATS>NASDAQ>NYSE>ARCA>EDGX
LMT
36.6
86
23.2
10
-7
10
20
null
null
Venue switch reduced impact
X009963
2025-11-23 13:37:46
INTC
Sell
1,497
214.76
321,495.72
0.7
0.071
Ultra
10.2
22
21.1
EDGX>ARCA>NASDAQ
POV
5
LMT
4.3
60
33
0.48
Slip>Thresh
false
null
null
0
EDGX>ARCA>NASDAQ
LMT
19
90
0
48
50
-19
9
null
null
Stable book; normal liquidity
X009964
2025-10-29 12:31:52
NFLX
Sell
27,349
71.76
1,962,564.24
5.1
0.261
Low
21.1
34
25.8
ARCA>EDGX
TWAP
1
IOC
7.9
69
18
0.61
LiqDrop
true
LiquidityDrop
VenueSwitch
29
ARCA>EDGX
IOC>MKT
24.4
88
2.3
139
27
25
10
null
null
Venue switch reduced impact
X009965
2025-11-25 14:56:43
XLE
Buy
49,870
336.73
16,792,725.1
3.6
0.179
Low
13
29
-4.1
IEX>BATS>NASDAQ>ARCA>EDGX
VWAP
1
MKT
5.1
77
17
0.43
LiqDrop
true
LiquidityDrop
Pause
12
IEX>BATS>NASDAQ>ARCA>EDGX
MKT>LMT
76
92
19.4
170
15
-21
-38
null
PriceBand
High urgency from PM
X009966
2025-12-22 12:20:08
NFLX
Sell
11,807
330.53
3,902,567.71
3.2
0.113
Medium
8.9
21
-10.3
ARCA>NASDAQ>EDGX>IEX
VWAP
1
LMT
3.2
64
32
0.81
LiqDrop
false
null
null
0
ARCA>NASDAQ>EDGX>IEX
LMT
74.3
92
0
10
13
19
31
PositionLimitNear
VenueReject
Venue switch reduced impact
X009967
2025-12-08 15:07:12
AMD
Sell
3,047
242.56
739,080.32
1.7
0.085
High
9.5
34
-15.7
BATS>IEX>EDGX>ARCA>NASDAQ
POV
4
IOC
5.1
61
29
0.5
Slip>Thresh
false
null
null
0
BATS>IEX>EDGX>ARCA>NASDAQ
IOC
60
95
10.6
10
60
22
5
PositionLimitNear
null
Paused due to data glitch
X009968
2025-11-15 14:59:46
DIS
Sell
64,377
187.66
12,080,987.82
2.3
0.281
Low
21.6
4
-4.9
ARCA>EDGX>NYSE>BATS>IEX
TWAP
1
LMT
5.8
82
34
0.56
Slip>Thresh
false
null
null
0
ARCA>EDGX>NYSE>BATS>IEX
LMT
7.9
94
1.4
143
-8
-7
5
PositionLimitNear
null
Venue switch reduced impact
X009969
2025-12-26 14:44:43
MA
Sell
7,495
73.66
552,081.7
1.3
0.032
Ultra
15.7
14
-34.4
EDGX>IEX
VWAP
3
LMT
5
63
30
0.81
Slip>Thresh
false
null
null
0
EDGX>IEX
LMT
27.1
72
3.5
76
38
-35
-37
null
null
High urgency from PM
X009970
2025-12-16 11:22:55
UNH
Sell
12,704
140.18
1,780,846.72
2.1
0.056
Medium
18
12
-8.9
EDGX>BATS>NYSE
Adaptive
4
IOC
7.4
67
31
0.61
Slip>Thresh
false
null
null
0
EDGX>BATS>NYSE
IOC
91.5
86
14.4
108
-1
-18
-21
null
null
Toxic prints; widened spread
X009971
2025-12-02 14:30:22
IWM
Sell
149,701
205.69
30,791,998.69
1.4
0.207
Low
18.6
34
-29.9
EDGX>BATS
Adaptive
2
LMT
4.9
123
21
0.63
Slip>Thresh
false
null
null
0
EDGX>BATS
LMT
29.6
97
5.5
167
39
0
21
null
null
Paused due to data glitch
X009972
2025-11-14 12:12:44
UNH
Buy
11,057
141.45
1,564,012.65
1.6
0.049
High
15.7
17
-26.1
BATS>NYSE>IEX
IS
5
LMT
7.7
67
12
0.66
LiqDrop
false
null
null
0
BATS>NYSE>IEX
LMT
73.1
91
2.3
30
6
22
-19
null
null
Venue switch reduced impact
X009973
2025-11-26 10:54:12
IEF
Sell
18,113
93.15
1,687,225.95
3.2
0.069
Low
20.1
23
26
ARCA>IEX>EDGX
Adaptive
4
MKT
9.2
70
33
0.6
ToxicitySpike
false
null
null
0
ARCA>IEX>EDGX
MKT
53.3
85
30.3
169
1
17
-10
PositionLimitNear
null
Stable book; normal liquidity
X009974
2025-12-20 11:43:46
V
Sell
12,259
235.14
2,882,581.26
5.2
0.16
Low
14.6
9
-0.2
BATS>NYSE>ARCA>IEX
TWAP
3
IOC
8.3
66
32
0.83
LiqDrop
false
null
null
0
BATS>NYSE>ARCA>IEX
IOC
14
85
12.6
72
27
0
-9
PositionLimitNear
null
Venue switch reduced impact
X009975
2025-12-19 14:06:25
XLP
Buy
31,826
95.98
3,054,659.48
2.5
0.11
Low
17.1
5
19.3
ARCA>NASDAQ>IEX>NYSE
IS
5
LMT
9
80
22
0.56
Slip>Thresh
false
null
null
0
ARCA>NASDAQ>IEX>NYSE
LMT
14.8
86
0
43
-17
29
-35
null
null
Venue switch reduced impact
X009976
2025-12-09 11:26:52
IEF
Sell
36,240
101.97
3,695,392.8
2.2
0.138
Low
14.8
15
22.2
ARCA>EDGX
Adaptive
5
MKT
7.5
83
15
0.8
Slip>Thresh
true
SlippageAboveThreshold
VenueSwitch
10
ARCA>EDGX
MKT>LMT
21
87
24.3
181
7
4
-17
null
null
Stable book; normal liquidity
X009977
2025-11-07 13:50:54
HYG
Sell
52,006
79.3
4,124,075.8
1.2
0.285
Low
24
30
32.9
BATS>NYSE
TWAP
2
PO
7.4
82
15
0.78
Slip>Thresh
false
null
null
0
BATS>NYSE
PO
0.6
99
13.2
10
38
-19
-22
null
Unknown
Toxic prints; widened spread
X009978
2025-11-30 11:45:00
MA
Buy
20,883
301.68
6,299,983.44
1.4
0.089
Medium
24.5
14
-26.5
EDGX>BATS
IS
5
MKT
13.5
73
32
0.52
LiqDrop
false
null
null
0
EDGX>BATS
MKT
12.6
100
1.5
98
20
-14
16
null
null
Stable book; normal liquidity
X009979
2025-12-16 13:08:32
BA
Sell
29,746
235.42
7,002,803.32
2.9
0.099
Medium
11.8
12
-19.7
NYSE>ARCA>NASDAQ>BATS>EDGX
TWAP
2
LMT
4.4
72
24
0.4
Slip>Thresh
false
null
null
0
NYSE>ARCA>NASDAQ>BATS>EDGX
LMT
42.9
75
0
31
-12
-5
-17
null
null
Paused due to data glitch
X009980
2025-12-25 09:35:39
T
Buy
11,949
32.88
392,883.12
3.7
0.1
Low
19.5
13
-2.2
IEX>BATS>EDGX>NASDAQ>NYSE
VWAP
3
LMT
7.3
65
30
0.81
ToxicitySpike
false
null
null
0
IEX>BATS>EDGX>NASDAQ>NYSE
LMT
31.2
93
31.6
15
37
25
-24
null
null
High urgency from PM
X009981
2025-12-04 12:58:35
HYG
Sell
29,088
76.63
2,229,013.44
1.9
0.16
Low
24.9
12
26.2
NYSE>NASDAQ>IEX>BATS>EDGX
VWAP
2
LMT
6.9
72
33
0.61
Slip>Thresh
false
null
null
0
NYSE>NASDAQ>IEX>BATS>EDGX
LMT
31.3
99
4.9
35
59
-11
-24
null
null
Paused due to data glitch
X009982
2025-11-24 14:59:54
XLV
Buy
16,477
118.58
1,953,842.66
1.6
0.046
High
14.2
22
-34.6
IEX>BATS
POV
4
IOC
6.8
69
15
0.44
Slip>Thresh
false
null
null
0
IEX>BATS
IOC
63.5
99
3.8
88
-6
10
-2
null
null
Toxic prints; widened spread
X009983
2025-11-28 11:27:19
XLP
Sell
55,831
139.58
7,792,890.98
3.7
0.193
Medium
3.5
11
2.5
EDGX>NASDAQ>IEX>NYSE>ARCA
IS
5
MKT
5.5
96
22
0.79
ToxicitySpike
false
null
null
0
EDGX>NASDAQ>IEX>NYSE>ARCA
MKT
22.9
89
16.1
106
37
3
19
PositionLimitNear
null
Stable book; normal liquidity
X009984
2025-11-29 09:35:28
BRK.B
Buy
28,287
178.47
5,048,380.89
2.9
0.129
Medium
6.8
24
-26.6
ARCA>BATS
Adaptive
5
MKT
4.9
78
29
0.78
ToxicitySpike
false
null
null
0
ARCA>BATS
MKT
0.5
96
0
153
45
-26
-20
null
null
High urgency from PM
X009985
2025-11-05 14:36:17
AMZN
Buy
6,007
319.98
1,922,119.86
2.2
0.276
Low
33.1
17
6.1
EDGX>BATS>NYSE
VWAP
2
LMT
9
62
20
0.45
Slip>Thresh
false
null
null
0
EDGX>BATS>NYSE
LMT
97.3
94
12.6
10
15
22
-15
null
null
High urgency from PM
X009986
2025-11-28 13:34:54
HD
Buy
19,884
53.62
1,066,180.08
2.1
0.077
Medium
15.4
5
19.5
IEX>EDGX>NYSE>BATS
TWAP
2
MKT
6
68
28
0.49
LiqDrop
false
null
null
0
IEX>EDGX>NYSE>BATS
MKT
56.9
95
0
79
-5
-7
-28
NoShort
null
Stable book; normal liquidity
X009987
2025-10-27 09:35:39
XLU
Buy
7,594
167.5
1,271,995
2.4
0.024
Ultra
13.3
23
-8.6
BATS>NYSE>NASDAQ>ARCA
VWAP
2
PO
4.8
63
32
0.56
Slip>Thresh
false
null
null
0
BATS>NYSE>NASDAQ>ARCA
PO
24.7
93
2.3
35
-3
-7
-40
null
null
Paused due to data glitch
X009988
2025-12-08 09:51:34
V
Sell
13,620
349.59
4,761,415.8
2.8
0.177
Low
31.1
30
-12.2
EDGX>IEX>NYSE>NASDAQ
VWAP
1
IOC
8.8
64
19
0.75
ToxicitySpike
false
null
null
0
EDGX>IEX>NYSE>NASDAQ
IOC
76.7
89
22.3
10
39
-6
38
null
null
Paused due to data glitch
X009989
2025-11-16 14:32:25
XLU
Buy
5,081
322.4
1,638,114.4
1.7
0.016
Ultra
4.9
8
31.8
NYSE>EDGX>IEX>BATS
TWAP
1
LMT
1.8
61
31
0.68
ToxicitySpike
false
null
null
0
NYSE>EDGX>IEX>BATS
LMT
5.7
89
2.8
88
-12
4
27
null
null
Paused due to data glitch
X009990
2025-11-27 10:38:58
CSCO
Buy
80,947
125.24
10,137,802.28
2.9
0.203
Low
15.8
16
14.3
ARCA>BATS
TWAP
1
MKT
5.7
88
29
0.59
ToxicitySpike
false
null
null
0
ARCA>BATS
MKT
7.5
99
1.7
140
8
-30
30
null
Throttle
Venue switch reduced impact
X009991
2025-11-28 12:07:18
QQQ
Sell
12,368
427.91
5,292,390.88
0.7
0.039
Ultra
19.9
26
15.3
NYSE>IEX
Adaptive
3
LMT
5.5
66
12
0.68
Multi
false
null
null
0
NYSE>IEX
LMT
92.1
86
5.5
49
0
-2
-31
null
null
Toxic prints; widened spread
X009992
2025-12-20 09:59:14
GOOGL
Sell
6,563
305.54
2,005,259.02
1
0.02
Ultra
14.5
28
0.2
NYSE>IEX>EDGX>ARCA>BATS
Adaptive
5
PO
5.8
64
23
0.57
Multi
false
null
null
0
NYSE>IEX>EDGX>ARCA>BATS
PO
5.8
87
9.5
42
26
19
6
null
null
Venue switch reduced impact
X009993
2025-11-08 10:54:30
IWM
Buy
42,385
206.18
8,738,939.3
1.6
0.059
Ultra
8
31
11
BATS>NASDAQ
VWAP
1
LMT
2.3
74
26
0.64
ToxicitySpike
false
null
null
0
BATS>NASDAQ
LMT
1.5
94
5.8
62
15
8
10
NoShort
null
Paused due to data glitch
X009994
2025-11-25 09:35:47
HD
Sell
7,039
178.48
1,256,320.72
2.1
0.027
High
23.3
8
-13.6
EDGX>ARCA>BATS
IS
4
MKT
12.2
64
13
0.65
Multi
true
MultiTrigger
Cross
14
EDGX>ARCA>BATS
MKT>LMT
93.3
97
18.6
77
-1
-22
-7
NoShort
null
Stable book; normal liquidity
X009995
2025-12-17 14:43:53
BA
Sell
183,792
233.15
42,851,104.8
1.9
0.612
Low
23.6
36
-20.4
EDGX>ARCA>NYSE>NASDAQ
POV
3
PO
9.3
151
23
0.72
LiqDrop
false
null
null
0
EDGX>ARCA>NYSE>NASDAQ
PO
53.5
92
0
16
14
4
-24
null
null
Toxic prints; widened spread
X009996
2025-11-17 15:34:49
CVX
Buy
154,273
310.2
47,855,484.6
0.7
0.916
Low
20.8
9
23
NASDAQ>ARCA>EDGX
VWAP
3
IOC
7.3
137
13
0.54
Slip>Thresh
false
null
null
0
NASDAQ>ARCA>EDGX
IOC
61.2
90
0
149
11
16
12
null
null
Paused due to data glitch
X009997
2025-12-05 13:21:01
PFE
Buy
19,653
57.07
1,121,596.71
2.4
0.053
High
7.9
18
-6.6
EDGX>ARCA>BATS>NASDAQ>IEX
TWAP
2
PO
3.5
68
13
0.65
Multi
false
null
null
0
EDGX>ARCA>BATS>NASDAQ>IEX
PO
46.6
95
0.1
58
44
25
-16
null
null
Paused due to data glitch
X009998
2025-12-18 13:10:58
HD
Buy
10,516
65.83
692,268.28
2.7
0.041
Medium
18.7
4
-0.8
EDGX>ARCA
Adaptive
2
LMT
5.5
64
17
0.69
Multi
false
null
null
0
EDGX>ARCA
LMT
62.8
100
15.2
85
-2
-16
-31
null
null
Venue switch reduced impact
X009999
2025-11-03 10:30:02
XLU
Sell
13,542
165.11
2,235,919.62
1.8
0.043
High
20
22
-12.5
NASDAQ>NYSE>EDGX
TWAP
3
LMT
6.7
66
31
0.85
ToxicitySpike
false
null
null
0
NASDAQ>NYSE>EDGX
LMT
23.7
89
10.8
19
-6
13
39
PositionLimitNear
null
Stable book; normal liquidity
X010000
2025-12-05 12:12:40
QQQ
Buy
47,682
415.3
19,802,334.6
0.8
0.151
Medium
17.6
28
5.4
NYSE>EDGX
IS
4
MKT
8.6
87
14
0.76
LiqDrop
true
LiquidityDrop
OrderTypeChange
17
NYSE>EDGX
MKT>LMT
36.3
97
11.6
100
-14
-13
-11
Watchlist
null
Paused due to data glitch