Datasets:
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X000001
|
2025-11-21 15:37:22
|
LQD
|
Buy
| 29,520
| 109.87
| 3,243,362.4
| 1.3
| 0.145
|
Medium
| 18.3
| 17
| -23.1
|
BATS>ARCA>NYSE>EDGX
|
IS
| 4
|
MKT
| 9.4
| 76
| 25
| 0.57
|
Multi
| false
| null | null | 0
|
BATS>ARCA>NYSE>EDGX
|
MKT
| 77.1
| 86
| 21.6
| 138
| 13
| 17
| -7
| null | null |
High urgency from PM
|
X000002
|
2025-12-05 11:44:59
|
XOM
|
Buy
| 22,767
| 70.15
| 1,597,105.05
| 3.3
| 0.208
|
Low
| 7.2
| 7
| 27.3
|
ARCA>BATS>NASDAQ
|
POV
| 5
|
PO
| 5.8
| 74
| 32
| 0.69
|
ToxicitySpike
| false
| null | null | 0
|
ARCA>BATS>NASDAQ
|
PO
| 58.2
| 86
| 16.2
| 37
| -9
| 22
| 1
| null | null |
High urgency from PM
|
X000003
|
2025-11-06 13:58:05
|
CVX
|
Sell
| 15,871
| 78.64
| 1,248,095.44
| 1.2
| 0.094
|
High
| 9.1
| 36
| -33.6
|
BATS>ARCA>EDGX
|
TWAP
| 3
|
IOC
| 3.8
| 67
| 20
| 0.53
|
LiqDrop
| false
| null | null | 0
|
BATS>ARCA>EDGX
|
IOC
| 86.6
| 95
| 0
| 33
| 29
| -15
| 0
| null | null |
High urgency from PM
|
X000004
|
2025-11-11 10:06:54
|
NKE
|
Sell
| 68,539
| 234.46
| 16,069,653.94
| 1.9
| 0.318
|
Low
| 9.8
| 32
| -13.6
|
NASDAQ>BATS>IEX
|
VWAP
| 1
|
MKT
| 3.5
| 83
| 22
| 0.66
|
LiqDrop
| false
| null | null | 0
|
NASDAQ>BATS>IEX
|
MKT
| 82.2
| 98
| 18.9
| 80
| 45
| -26
| -21
| null | null |
Toxic prints; widened spread
|
X000005
|
2025-12-18 14:22:10
|
DIS
|
Sell
| 32,668
| 307.75
| 10,053,577
| 1.1
| 0.143
|
Medium
| 24.8
| 12
| 31.1
|
IEX>ARCA>BATS>NYSE
|
TWAP
| 2
|
LMT
| 6.8
| 73
| 17
| 0.6
|
ToxicitySpike
| true
|
ToxicitySpike
|
OrderTypeChange
| 10
|
IEX>ARCA>BATS>NYSE
|
LMT>MKT
| 78.3
| 92
| 0.6
| 17
| 44
| -28
| -26
| null | null |
Venue switch reduced impact
|
X000006
|
2025-11-28 15:16:41
|
MSFT
|
Buy
| 27,633
| 223.46
| 6,174,870.18
| 2.8
| 0.147
|
Medium
| 5.3
| 11
| -2.5
|
IEX>EDGX>ARCA>NASDAQ>NYSE
|
TWAP
| 1
|
LMT
| 2.4
| 69
| 14
| 0.76
|
Slip>Thresh
| false
| null | null | 0
|
IEX>EDGX>ARCA>NASDAQ>NYSE
|
LMT
| 79.5
| 97
| 0
| 149
| 40
| -17
| -32
| null | null |
Venue switch reduced impact
|
X000007
|
2025-11-05 15:47:07
|
INTC
|
Buy
| 1,360
| 312.37
| 424,823.2
| 1.2
| 0.065
|
Ultra
| 6.4
| 24
| -12.1
|
IEX>ARCA>EDGX
|
POV
| 5
|
LMT
| 3.3
| 60
| 32
| 0.84
|
Multi
| false
| null | null | 0
|
IEX>ARCA>EDGX
|
LMT
| 43.5
| 93
| 8.7
| 31
| 55
| -22
| 21
| null | null |
Paused due to data glitch
|
X000008
|
2025-11-06 15:45:00
|
JPM
|
Buy
| 4,324
| 112.91
| 488,222.84
| 2.7
| 0.107
|
Low
| 16.3
| 6
| 0.1
|
BATS>IEX
|
VWAP
| 2
|
LMT
| 5.2
| 61
| 21
| 0.49
|
LiqDrop
| false
| null | null | 0
|
BATS>IEX
|
LMT
| 87.6
| 88
| 21.6
| 48
| 34
| 18
| -8
|
Watchlist
| null |
Paused due to data glitch
|
X000009
|
2025-12-02 11:31:22
|
AAPL
|
Buy
| 26,052
| 267.18
| 6,960,573.36
| 2.3
| 0.077
|
Low
| 23.5
| 31
| -19.9
|
IEX>NYSE
|
IS
| 5
|
MKT
| 13.9
| 76
| 31
| 0.62
|
LiqDrop
| false
| null | null | 0
|
IEX>NYSE
|
MKT
| 7.5
| 86
| 6.5
| 13
| 17
| -3
| -27
| null | null |
Paused due to data glitch
|
X000010
|
2025-12-10 13:51:04
|
LQD
|
Sell
| 18,375
| 107.96
| 1,983,765
| 0.8
| 0.09
|
High
| 14.3
| 7
| 28
|
IEX>NASDAQ
|
Adaptive
| 2
|
LMT
| 3.6
| 67
| 22
| 0.49
|
Multi
| false
| null | null | 0
|
IEX>NASDAQ
|
LMT
| 38.8
| 99
| 0.5
| 111
| 44
| -1
| -28
| null | null |
Toxic prints; widened spread
|
X000011
|
2025-11-22 15:36:23
|
TSLA
|
Buy
| 24,756
| 237.71
| 5,884,748.76
| 1.4
| 0.077
|
Medium
| 17.1
| 39
| 7.9
|
NASDAQ>BATS
|
TWAP
| 3
|
PO
| 6.3
| 72
| 22
| 0.73
|
Multi
| false
| null | null | 0
|
NASDAQ>BATS
|
PO
| 47.3
| 99
| 3
| 104
| 17
| 23
| -29
| null | null |
High urgency from PM
|
X000012
|
2025-12-03 15:11:33
|
VZ
|
Buy
| 20,212
| 210.89
| 4,262,508.68
| 3.3
| 0.173
|
Low
| 19
| 4
| -15.9
|
NYSE>ARCA>BATS>IEX
|
TWAP
| 3
|
LMT
| 7.4
| 70
| 24
| 0.44
|
ToxicitySpike
| true
|
ToxicitySpike
|
OrderTypeChange
| 21
|
NYSE>ARCA>BATS>IEX
|
LMT>MKT
| 92
| 87
| 5.6
| 136
| 41
| -37
| 5
|
Watchlist
| null |
Toxic prints; widened spread
|
X000013
|
2025-10-31 14:11:07
|
XOM
|
Buy
| 16,342
| 286.47
| 4,681,492.74
| 3.2
| 0.149
|
Low
| 12.9
| 23
| -10.7
|
EDGX>ARCA>IEX>NYSE
|
POV
| 5
|
IOC
| 8.4
| 70
| 35
| 0.6
|
LiqDrop
| false
| null | null | 0
|
EDGX>ARCA>IEX>NYSE
|
IOC
| 66.2
| 93
| 0
| 93
| -2
| 2
| -6
| null | null |
Paused due to data glitch
|
X000014
|
2025-11-02 09:35:49
|
XLV
|
Buy
| 18,175
| 346.72
| 6,301,636
| 1.5
| 0.051
|
High
| 16.4
| 26
| -11.6
|
BATS>ARCA>NASDAQ
|
IS
| 5
|
MKT
| 9.6
| 71
| 25
| 0.76
|
ToxicitySpike
| false
| null | null | 0
|
BATS>ARCA>NASDAQ
|
MKT
| 81.3
| 86
| 23.1
| 131
| 5
| -11
| -22
|
NoShort
| null |
Venue switch reduced impact
|
X000015
|
2025-11-20 13:05:05
|
XLF
|
Sell
| 66,469
| 123.85
| 8,232,185.65
| 3.9
| 0.182
|
Low
| 12.9
| 7
| -33.3
|
BATS>NYSE>IEX>EDGX
|
VWAP
| 2
|
LMT
| 5
| 88
| 18
| 0.81
|
Multi
| false
| null | null | 0
|
BATS>NYSE>IEX>EDGX
|
LMT
| 37.3
| 97
| 0
| 120
| -13
| -37
| -8
|
PositionLimitNear
| null |
High urgency from PM
|
X000016
|
2025-11-16 12:32:06
|
XLK
|
Buy
| 34,964
| 347.21
| 12,139,850.44
| 1.4
| 0.098
|
Medium
| 19.1
| 29
| -26
|
EDGX>ARCA>BATS>NASDAQ
|
Adaptive
| 3
|
MKT
| 6.8
| 77
| 28
| 0.75
|
LiqDrop
| false
| null | null | 0
|
EDGX>ARCA>BATS>NASDAQ
|
MKT
| 8.4
| 89
| 9.6
| 34
| 38
| -9
| -7
| null | null |
Stable book; normal liquidity
|
X000017
|
2025-11-09 10:23:46
|
AMD
|
Sell
| 2,576
| 279.44
| 719,837.44
| 1.8
| 0.072
|
Low
| 31.2
| 8
| -16.3
|
NASDAQ>EDGX
|
IS
| 4
|
MKT
| 15.5
| 61
| 20
| 0.53
|
Multi
| false
| null | null | 0
|
NASDAQ>EDGX
|
MKT
| 52.1
| 94
| 26.5
| 37
| 55
| 28
| 24
| null | null |
Paused due to data glitch
|
X000018
|
2025-12-08 14:26:19
|
AMZN
|
Buy
| 836
| 251.75
| 210,463
| 1.5
| 0.038
|
Medium
| 30.4
| 36
| 16.8
|
NASDAQ>IEX>ARCA
|
Adaptive
| 4
|
LMT
| 9.6
| 60
| 20
| 0.71
|
LiqDrop
| false
| null | null | 0
|
NASDAQ>IEX>ARCA
|
LMT
| 24.7
| 86
| 8.5
| 82
| 13
| 1
| 37
| null | null |
Toxic prints; widened spread
|
X000019
|
2025-11-17 09:35:03
|
TLT
|
Buy
| 22,785
| 91.82
| 2,092,118.7
| 2
| 0.083
|
Medium
| 16.1
| 27
| 27.7
|
EDGX>NASDAQ>IEX>BATS>ARCA
|
TWAP
| 1
|
MKT
| 5.3
| 67
| 29
| 0.81
|
Slip>Thresh
| false
| null | null | 0
|
EDGX>NASDAQ>IEX>BATS>ARCA
|
MKT
| 65.1
| 99
| 9
| 37
| -18
| -1
| 25
| null | null |
Paused due to data glitch
|
X000020
|
2025-11-27 13:21:02
|
DIS
|
Buy
| 116,263
| 34.32
| 3,990,146.16
| 1.4
| 0.507
|
Low
| 13.9
| 25
| -22.6
|
EDGX>IEX>ARCA>BATS>NASDAQ
|
VWAP
| 2
|
MKT
| 5
| 109
| 34
| 0.46
|
ToxicitySpike
| false
| null | null | 0
|
EDGX>IEX>ARCA>BATS>NASDAQ
|
MKT
| 72.9
| 85
| 0
| 34
| 41
| -16
| 17
|
NoShort
| null |
Venue switch reduced impact
|
X000021
|
2025-11-24 10:38:27
|
NVDA
|
Sell
| 4,300
| 303.56
| 1,305,308
| 1
| 0.111
|
Medium
| 15
| 31
| -26.6
|
ARCA>IEX>BATS>EDGX
|
IS
| 5
|
PO
| 7.7
| 62
| 18
| 0.68
|
LiqDrop
| false
| null | null | 0
|
ARCA>IEX>BATS>EDGX
|
PO
| 54.6
| 98
| 0
| 10
| 4
| -2
| -30
|
PositionLimitNear
| null |
High urgency from PM
|
X000022
|
2025-12-12 12:53:44
|
XLV
|
Buy
| 28,449
| 69.05
| 1,964,403.45
| 1.9
| 0.08
|
Medium
| 24.7
| 33
| -18.3
|
BATS>NYSE>ARCA>NASDAQ
|
VWAP
| 1
|
PO
| 6.5
| 69
| 18
| 0.44
|
Multi
| false
| null | null | 0
|
BATS>NYSE>ARCA>NASDAQ
|
PO
| 13.6
| 97
| 0
| 49
| 47
| -30
| -8
| null | null |
High urgency from PM
|
X000023
|
2025-11-17 14:52:05
|
NFLX
|
Buy
| 4,894
| 305.03
| 1,492,816.82
| 4.7
| 0.047
|
High
| 5.6
| 4
| -8.8
|
NASDAQ>IEX>NYSE>EDGX>ARCA
|
VWAP
| 2
|
LMT
| 3.6
| 62
| 13
| 0.53
|
Multi
| false
| null | null | 0
|
NASDAQ>IEX>NYSE>EDGX>ARCA
|
LMT
| 19.2
| 95
| 0
| 84
| -10
| 13
| 2
|
Watchlist
| null |
Venue switch reduced impact
|
X000024
|
2025-11-02 15:53:05
|
XLI
|
Sell
| 4,318
| 93.81
| 405,071.58
| 2.8
| 0.197
|
Low
| 30.3
| 27
| -33.7
|
IEX>NASDAQ>BATS>NYSE
|
IS
| 4
|
MKT
| 16.1
| 62
| 23
| 0.67
|
Slip>Thresh
| true
|
SlippageAboveThreshold
|
AlgoSwitch
| 10
|
IEX>NASDAQ>BATS>NYSE
|
MKT>LMT
| 31
| 89
| 20.7
| 42
| -18
| 2
| 25
|
NoShort
| null |
Toxic prints; widened spread
|
X000025
|
2025-11-05 15:42:44
|
TLT
|
Sell
| 155,387
| 93.33
| 14,502,268.71
| 1.7
| 0.568
|
Low
| 20.7
| 7
| -27.9
|
EDGX>NYSE
|
POV
| 1
|
MKT
| 6.8
| 114
| 26
| 0.5
|
ToxicitySpike
| false
| null | null | 0
|
EDGX>NYSE
|
MKT
| 83.8
| 86
| 19.9
| 215
| 15
| -40
| -17
| null | null |
Toxic prints; widened spread
|
X000026
|
2025-12-18 13:19:25
|
NFLX
|
Sell
| 25,541
| 29.96
| 765,208.36
| 4.5
| 0.244
|
Low
| 4.8
| 11
| 9.7
|
EDGX>NYSE>IEX
|
VWAP
| 1
|
LMT
| 2.9
| 68
| 12
| 0.46
|
LiqDrop
| false
| null | null | 0
|
EDGX>NYSE>IEX
|
LMT
| 3
| 99
| 13.7
| 103
| 46
| 3
| 37
|
PositionLimitNear
| null |
High urgency from PM
|
X000027
|
2025-11-17 12:16:23
|
IWM
|
Sell
| 115,435
| 200.01
| 23,088,154.35
| 1.7
| 0.159
|
Low
| 24.7
| 22
| -32.2
|
NASDAQ>IEX>NYSE>ARCA
|
VWAP
| 3
|
MKT
| 9.3
| 117
| 21
| 0.78
|
Multi
| false
| null | null | 0
|
NASDAQ>IEX>NYSE>ARCA
|
MKT
| 49.3
| 91
| 20.3
| 161
| -17
| 5
| -24
| null | null |
Venue switch reduced impact
|
X000028
|
2025-12-14 11:07:32
|
IEF
|
Sell
| 9,647
| 97.73
| 942,801.31
| 2.2
| 0.037
|
Ultra
| 10.1
| 29
| 27.6
|
EDGX>ARCA>NYSE
|
TWAP
| 1
|
IOC
| 3.6
| 63
| 21
| 0.63
|
ToxicitySpike
| true
|
ToxicitySpike
|
OrderTypeChange
| 11
|
EDGX>ARCA>NYSE
|
IOC>LMT
| 80.1
| 98
| 0
| 39
| 12
| -14
| -7
| null | null |
Stable book; normal liquidity
|
X000029
|
2025-11-03 15:55:27
|
XLP
|
Sell
| 37,240
| 139.53
| 5,196,097.2
| 3
| 0.129
|
Medium
| 7.2
| 7
| -20.3
|
NYSE>BATS
|
IS
| 4
|
MKT
| 5.9
| 81
| 17
| 0.61
|
Multi
| false
| null | null | 0
|
NYSE>BATS
|
MKT
| 32.3
| 87
| 11.2
| 92
| 5
| -14
| -1
| null | null |
Paused due to data glitch
|
X000030
|
2025-11-02 10:57:12
|
XLK
|
Sell
| 64,047
| 210.32
| 13,470,365.04
| 1.9
| 0.18
|
Low
| 22.8
| 11
| -31.1
|
ARCA>EDGX>NASDAQ>NYSE>IEX
|
VWAP
| 3
|
LMT
| 7.3
| 92
| 13
| 0.82
|
Slip>Thresh
| false
| null | null | 0
|
ARCA>EDGX>NASDAQ>NYSE>IEX
|
LMT
| 45.4
| 87
| 9.8
| 14
| 7
| 29
| 23
| null | null |
High urgency from PM
|
X000031
|
2025-11-11 10:29:34
|
JNJ
|
Buy
| 13,243
| 259.34
| 3,434,439.62
| 2.7
| 0.049
|
Medium
| 21.2
| 18
| 33.7
|
NASDAQ>NYSE>ARCA>BATS>EDGX
|
POV
| 5
|
LMT
| 9.9
| 68
| 34
| 0.67
|
Multi
| false
| null | null | 0
|
NASDAQ>NYSE>ARCA>BATS>EDGX
|
LMT
| 57
| 85
| 7.8
| 33
| 27
| -25
| -21
| null | null |
Stable book; normal liquidity
|
X000032
|
2025-12-20 14:49:36
|
XLY
|
Sell
| 17,506
| 173.11
| 3,030,463.66
| 1.9
| 0.073
|
Medium
| 21.7
| 14
| 5.6
|
IEX>EDGX
|
POV
| 4
|
LMT
| 8.6
| 70
| 33
| 0.54
|
LiqDrop
| false
| null | null | 0
|
IEX>EDGX
|
LMT
| 96.8
| 91
| 20.6
| 60
| -16
| -29
| -18
|
NoShort
| null |
Stable book; normal liquidity
|
X000033
|
2025-11-06 14:04:00
|
INTC
|
Sell
| 1,947
| 133.62
| 260,158.14
| 0.8
| 0.093
|
Medium
| 26.9
| 16
| -13.1
|
BATS>NASDAQ>IEX>NYSE>EDGX
|
IS
| 4
|
LMT
| 10.5
| 61
| 27
| 0.54
|
Slip>Thresh
| false
| null | null | 0
|
BATS>NASDAQ>IEX>NYSE>EDGX
|
LMT
| 95.1
| 99
| 11.7
| 68
| 32
| -4
| -38
| null | null |
High urgency from PM
|
X000034
|
2025-11-07 11:42:10
|
CSCO
|
Sell
| 33,593
| 245.27
| 8,239,355.11
| 4.4
| 0.084
|
Medium
| 8.3
| 15
| 12.7
|
IEX>BATS>ARCA>NASDAQ
|
VWAP
| 3
|
LMT
| 4.7
| 76
| 26
| 0.69
|
LiqDrop
| false
| null | null | 0
|
IEX>BATS>ARCA>NASDAQ
|
LMT
| 66.6
| 100
| 15.5
| 59
| 1
| -22
| -4
|
NoShort
| null |
Stable book; normal liquidity
|
X000035
|
2025-11-15 12:02:14
|
BAC
|
Buy
| 172,269
| 48.27
| 8,315,424.63
| 1
| 0.47
|
Low
| 22.3
| 38
| 12.9
|
EDGX>NYSE
|
Adaptive
| 3
|
IOC
| 7.4
| 146
| 27
| 0.49
|
Slip>Thresh
| false
| null | null | 0
|
EDGX>NYSE
|
IOC
| 58.9
| 100
| 0.6
| 111
| -14
| -7
| -15
|
PositionLimitNear
| null |
Toxic prints; widened spread
|
X000036
|
2025-11-16 10:35:52
|
AAPL
|
Sell
| 90,652
| 50.98
| 4,621,438.96
| 2.8
| 0.267
|
Low
| 17.1
| 35
| 21
|
EDGX>BATS>IEX>NASDAQ>NYSE
|
IS
| 4
|
MKT
| 10.2
| 112
| 26
| 0.42
|
Multi
| false
| null | null | 0
|
EDGX>BATS>IEX>NASDAQ>NYSE
|
MKT
| 44.2
| 88
| 24.9
| 124
| 59
| 12
| 28
|
Watchlist
| null |
Venue switch reduced impact
|
X000037
|
2025-12-19 09:35:48
|
XLY
|
Buy
| 17,543
| 150.85
| 2,646,361.55
| 1.7
| 0.073
|
Medium
| 18.1
| 3
| -11.2
|
EDGX>ARCA>BATS>NASDAQ
|
VWAP
| 3
|
MKT
| 7.1
| 68
| 27
| 0.44
|
Slip>Thresh
| false
| null | null | 0
|
EDGX>ARCA>BATS>NASDAQ
|
MKT
| 70.5
| 91
| 0
| 91
| 15
| -21
| -9
| null | null |
High urgency from PM
|
X000038
|
2025-11-10 12:56:00
|
AMD
|
Sell
| 8,013
| 37.11
| 297,362.43
| 1.6
| 0.224
|
Low
| 22.8
| 39
| 26
|
EDGX>IEX>NASDAQ>ARCA>NYSE
|
IS
| 4
|
MKT
| 11.7
| 64
| 31
| 0.49
|
LiqDrop
| false
| null | null | 0
|
EDGX>IEX>NASDAQ>ARCA>NYSE
|
MKT
| 71.7
| 90
| 0
| 101
| 50
| -22
| 2
| null | null |
High urgency from PM
|
X000039
|
2025-11-07 11:00:20
|
SPY
|
Buy
| 34,821
| 457.12
| 15,917,375.52
| 0.8
| 0.047
|
Ultra
| 20.7
| 15
| 31.8
|
BATS>EDGX>IEX
|
POV
| 5
|
MKT
| 10
| 82
| 20
| 0.84
|
LiqDrop
| true
|
LiquidityDrop
|
OrderTypeChange
| 16
|
BATS>EDGX>IEX
|
MKT>LMT
| 11.8
| 96
| 2.9
| 80
| 35
| -34
| -9
| null | null |
Toxic prints; widened spread
|
X000040
|
2025-12-01 09:35:09
|
AAPL
|
Buy
| 189,589
| 163.17
| 30,935,237.13
| 1.6
| 0.558
|
Low
| 24.7
| 35
| -29.3
|
ARCA>NYSE>IEX>EDGX
|
IS
| 5
|
IOC
| 13.5
| 183
| 30
| 0.76
|
LiqDrop
| false
| null | null | 0
|
ARCA>NYSE>IEX>EDGX
|
IOC
| 81.6
| 100
| 21.7
| 69
| 18
| 2
| -16
|
NoShort
| null |
High urgency from PM
|
X000041
|
2025-11-01 10:33:29
|
JPM
|
Buy
| 8,325
| 343.55
| 2,860,053.75
| 2.7
| 0.206
|
Low
| 8.1
| 38
| 24.5
|
NASDAQ>IEX
|
TWAP
| 1
|
MKT
| 3.6
| 62
| 28
| 0.67
|
LiqDrop
| false
| null | null | 0
|
NASDAQ>IEX
|
MKT
| 78
| 87
| 0
| 10
| 16
| -34
| -36
| null | null |
Venue switch reduced impact
|
X000042
|
2025-11-19 11:03:24
|
XLK
|
Buy
| 153,996
| 159.53
| 24,566,981.88
| 1.1
| 0.432
|
Low
| 9.9
| 37
| -28.4
|
NASDAQ>EDGX>ARCA
|
POV
| 4
|
MKT
| 5.1
| 148
| 31
| 0.61
|
Slip>Thresh
| false
| null | null | 0
|
NASDAQ>EDGX>ARCA
|
MKT
| 17.5
| 100
| 0
| 10
| 17
| 17
| -39
| null | null |
High urgency from PM
|
X000043
|
2025-11-08 10:51:24
|
NFLX
|
Sell
| 35,751
| 149.07
| 5,329,401.57
| 3.5
| 0.342
|
Low
| 15.7
| 27
| 7.6
|
BATS>IEX>NASDAQ>EDGX>NYSE
|
TWAP
| 3
|
LMT
| 6.6
| 77
| 20
| 0.57
|
LiqDrop
| false
| null | null | 0
|
BATS>IEX>NASDAQ>EDGX>NYSE
|
LMT
| 53.5
| 87
| 12.4
| 45
| -15
| -13
| 17
|
PositionLimitNear
| null |
Stable book; normal liquidity
|
X000044
|
2025-10-30 14:14:18
|
XLB
|
Buy
| 95,319
| 205.7
| 19,607,118.3
| 1.7
| 0.243
|
Low
| 16.3
| 27
| -4.6
|
NASDAQ>IEX
|
IS
| 4
|
IOC
| 8.5
| 114
| 22
| 0.57
|
ToxicitySpike
| false
| null | null | 0
|
NASDAQ>IEX
|
IOC
| 28.7
| 86
| 0
| 10
| 6
| -29
| 21
|
NoShort
| null |
High urgency from PM
|
X000045
|
2025-12-02 15:41:26
|
CSCO
|
Buy
| 31,148
| 261
| 8,129,628
| 3.6
| 0.078
|
Medium
| 6.1
| 14
| -13.9
|
EDGX>IEX>ARCA
|
TWAP
| 1
|
LMT
| 2.9
| 70
| 25
| 0.82
|
Multi
| false
| null | null | 0
|
EDGX>IEX>ARCA
|
LMT
| 46.7
| 99
| 13.3
| 89
| 9
| -21
| 19
|
NoShort
| null |
Paused due to data glitch
|
X000046
|
2025-11-26 12:47:36
|
PEP
|
Sell
| 15,153
| 138.45
| 2,097,932.85
| 5.1
| 0.048
|
Medium
| 13.1
| 18
| -0.6
|
ARCA>EDGX>BATS
|
VWAP
| 1
|
MKT
| 5.8
| 65
| 19
| 0.84
|
Slip>Thresh
| false
| null | null | 0
|
ARCA>EDGX>BATS
|
MKT
| 0.1
| 99
| 5.7
| 59
| -9
| 18
| 40
| null | null |
Paused due to data glitch
|
X000047
|
2025-11-19 15:47:06
|
AMD
|
Sell
| 3,211
| 219.78
| 705,713.58
| 2.1
| 0.09
|
Low
| 37.9
| 10
| 31.6
|
NYSE>EDGX>ARCA
|
Adaptive
| 1
|
MKT
| 10
| 61
| 17
| 0.46
|
Slip>Thresh
| false
| null | null | 0
|
NYSE>EDGX>ARCA
|
MKT
| 99.7
| 87
| 5
| 36
| 54
| -35
| -16
|
Watchlist
| null |
Venue switch reduced impact
|
X000048
|
2025-12-09 13:23:33
|
QQQ
|
Sell
| 38,930
| 427.35
| 16,636,735.5
| 0.6
| 0.123
|
Medium
| 23.1
| 23
| -12.3
|
NYSE>ARCA
|
TWAP
| 3
|
PO
| 7.7
| 79
| 20
| 0.84
|
ToxicitySpike
| false
| null | null | 0
|
NYSE>ARCA
|
PO
| 24.8
| 94
| 10.2
| 160
| 22
| -21
| 39
| null | null |
Stable book; normal liquidity
|
X000049
|
2025-11-20 15:55:00
|
QQQ
|
Buy
| 20,693
| 407.5
| 8,432,397.5
| 1
| 0.066
|
Ultra
| 5.6
| 14
| 26.4
|
NYSE>ARCA
|
TWAP
| 1
|
MKT
| 2
| 67
| 12
| 0.49
|
LiqDrop
| false
| null | null | 0
|
NYSE>ARCA
|
MKT
| 32.7
| 85
| 2.4
| 47
| 45
| 30
| 6
|
NoShort
|
Unknown
|
Toxic prints; widened spread
|
X000050
|
2025-12-13 14:15:08
|
TSLA
|
Buy
| 25,231
| 220.96
| 5,575,041.76
| 1.6
| 0.078
|
Medium
| 14.1
| 10
| 6.9
|
IEX>ARCA>NASDAQ>BATS
|
IS
| 4
|
MKT
| 7.7
| 74
| 35
| 0.74
|
Multi
| false
| null | null | 0
|
IEX>ARCA>NASDAQ>BATS
|
MKT
| 47.2
| 90
| 0
| 54
| 25
| 28
| 13
| null | null |
Paused due to data glitch
|
X000051
|
2025-12-13 11:04:57
|
KO
|
Sell
| 2,269
| 322.89
| 732,637.41
| 2.5
| 0.056
|
High
| 8.8
| 3
| -32.9
|
EDGX>NASDAQ
|
IS
| 5
|
LMT
| 5.6
| 61
| 20
| 0.78
|
Slip>Thresh
| false
| null | null | 0
|
EDGX>NASDAQ
|
LMT
| 6.8
| 96
| 2.7
| 103
| 35
| -38
| 26
| null | null |
Toxic prints; widened spread
|
X000052
|
2025-11-12 13:37:36
|
NVDA
|
Sell
| 1,781
| 82.97
| 147,769.57
| 1.5
| 0.046
|
High
| 19.1
| 22
| 32.9
|
NASDAQ>EDGX>ARCA>BATS>NYSE
|
TWAP
| 1
|
LMT
| 4.8
| 60
| 32
| 0.63
|
Slip>Thresh
| false
| null | null | 0
|
NASDAQ>EDGX>ARCA>BATS>NYSE
|
LMT
| 45
| 94
| 0
| 60
| 48
| 16
| 20
| null | null |
Venue switch reduced impact
|
X000053
|
2025-11-01 12:00:40
|
AMD
|
Buy
| 6,600
| 249.74
| 1,648,284
| 1.2
| 0.184
|
Low
| 33.1
| 12
| -15.3
|
NYSE>ARCA>IEX>EDGX>BATS
|
TWAP
| 2
|
MKT
| 10.9
| 62
| 12
| 0.74
|
Slip>Thresh
| false
| null | null | 0
|
NYSE>ARCA>IEX>EDGX>BATS
|
MKT
| 84.3
| 90
| 1.5
| 10
| -18
| -32
| -10
| null | null |
Paused due to data glitch
|
X000054
|
2025-11-26 13:54:38
|
MSFT
|
Sell
| 28,618
| 104.51
| 2,990,867.18
| 3.1
| 0.152
|
Medium
| 7
| 26
| 33.4
|
IEX>ARCA>EDGX
|
TWAP
| 1
|
IOC
| 3.4
| 70
| 18
| 0.61
|
Slip>Thresh
| false
| null | null | 0
|
IEX>ARCA>EDGX
|
IOC
| 75.9
| 93
| 9.3
| 135
| -5
| 17
| -39
| null | null |
Venue switch reduced impact
|
X000055
|
2025-12-23 12:22:38
|
XOM
|
Buy
| 7,886
| 347.05
| 2,736,836.3
| 2.8
| 0.072
|
Medium
| 15.9
| 39
| -14.6
|
EDGX>BATS
|
Adaptive
| 3
|
MKT
| 6.7
| 63
| 31
| 0.7
|
Multi
| false
| null | null | 0
|
EDGX>BATS
|
MKT
| 66.5
| 87
| 18.4
| 21
| -2
| 13
| -7
| null | null |
High urgency from PM
|
X000056
|
2025-12-08 13:55:04
|
BAC
|
Buy
| 9,466
| 208.99
| 1,978,299.34
| 1.3
| 0.026
|
Ultra
| 21.1
| 28
| 0.4
|
IEX>BATS>NYSE
|
POV
| 5
|
MKT
| 10.7
| 66
| 35
| 0.48
|
Multi
| false
| null | null | 0
|
IEX>BATS>NYSE
|
MKT
| 31.7
| 86
| 7.5
| 93
| 22
| 15
| 19
| null | null |
Paused due to data glitch
|
X000057
|
2025-12-20 09:59:43
|
XLF
|
Sell
| 98,238
| 231.98
| 22,789,251.24
| 2.5
| 0.268
|
Low
| 21.8
| 38
| -15.4
|
NASDAQ>BATS>NYSE>ARCA
|
TWAP
| 3
|
IOC
| 9
| 109
| 21
| 0.42
|
Multi
| true
|
MultiTrigger
|
VenueSwitch
| 15
|
NASDAQ>BATS>NYSE>ARCA
|
IOC>PO
| 85.8
| 100
| 18.7
| 45
| 12
| 0
| -6
| null | null |
Paused due to data glitch
|
X000058
|
2025-11-12 14:36:11
|
MSFT
|
Buy
| 17,249
| 312.06
| 5,382,722.94
| 2.7
| 0.092
|
Medium
| 11.7
| 21
| -20.5
|
NYSE>NASDAQ>IEX>ARCA
|
TWAP
| 1
|
LMT
| 3.7
| 66
| 22
| 0.46
|
Slip>Thresh
| false
| null | null | 0
|
NYSE>NASDAQ>IEX>ARCA
|
LMT
| 33.2
| 85
| 0
| 10
| 40
| -30
| 29
|
Watchlist
| null |
Toxic prints; widened spread
|
X000059
|
2025-10-28 11:33:53
|
JNJ
|
Buy
| 23,757
| 85
| 2,019,345
| 4.4
| 0.087
|
Low
| 24.2
| 19
| -8.7
|
NYSE>NASDAQ
|
TWAP
| 2
|
LMT
| 8.3
| 70
| 17
| 0.47
|
Multi
| false
| null | null | 0
|
NYSE>NASDAQ
|
LMT
| 73.3
| 94
| 2.6
| 31
| -2
| 15
| 10
| null | null |
Toxic prints; widened spread
|
X000060
|
2025-11-12 12:02:31
|
INTC
|
Sell
| 17,916
| 45.38
| 813,028.08
| 1.3
| 0.853
|
Low
| 30.3
| 8
| 27.2
|
IEX>EDGX
|
POV
| 1
|
LMT
| 7.7
| 66
| 19
| 0.59
|
LiqDrop
| false
| null | null | 0
|
IEX>EDGX
|
LMT
| 13.2
| 90
| 12.1
| 35
| 16
| -36
| 2
| null | null |
Paused due to data glitch
|
X000061
|
2025-12-22 13:39:13
|
JPM
|
Sell
| 4,154
| 212.65
| 883,348.1
| 2.4
| 0.103
|
Low
| 25.6
| 11
| 1.7
|
EDGX>IEX>NASDAQ
|
Adaptive
| 2
|
MKT
| 8.3
| 61
| 16
| 0.42
|
Multi
| false
| null | null | 0
|
EDGX>IEX>NASDAQ
|
MKT
| 80.2
| 85
| 0
| 97
| -15
| 27
| 15
| null | null |
Stable book; normal liquidity
|
X000062
|
2025-11-28 11:29:44
|
XOM
|
Buy
| 6,935
| 69.35
| 480,942.25
| 4.2
| 0.063
|
Low
| 17.1
| 13
| -26.4
|
EDGX>ARCA>IEX
|
IS
| 4
|
LMT
| 9.4
| 63
| 22
| 0.73
|
LiqDrop
| true
|
LiquidityDrop
|
AlgoSwitch
| 29
|
EDGX>ARCA>IEX
|
LMT>PO
| 83.5
| 91
| 7.6
| 121
| 12
| 20
| 17
| null | null |
Toxic prints; widened spread
|
X000063
|
2025-11-02 09:35:05
|
IWM
|
Sell
| 152,436
| 201.27
| 30,680,793.72
| 0.8
| 0.21
|
Medium
| 22.7
| 18
| -21
|
EDGX>BATS>NASDAQ
|
TWAP
| 1
|
MKT
| 6.4
| 113
| 17
| 0.65
|
LiqDrop
| false
| null | null | 0
|
EDGX>BATS>NASDAQ
|
MKT
| 88.3
| 98
| 6.8
| 152
| 42
| -5
| -4
| null | null |
Stable book; normal liquidity
|
X000064
|
2025-11-20 13:14:01
|
XLB
|
Buy
| 43,539
| 78.63
| 3,423,471.57
| 2.1
| 0.111
|
Medium
| 9.1
| 17
| -21.2
|
ARCA>EDGX>NYSE>NASDAQ
|
VWAP
| 2
|
LMT
| 3.2
| 78
| 20
| 0.54
|
ToxicitySpike
| false
| null | null | 0
|
ARCA>EDGX>NYSE>NASDAQ
|
LMT
| 3.2
| 91
| 0
| 141
| 57
| 2
| -33
| null | null |
Paused due to data glitch
|
X000065
|
2025-12-25 09:35:07
|
PFE
|
Buy
| 137,767
| 339.42
| 46,760,875.14
| 3
| 0.374
|
Low
| 5.9
| 34
| -24.2
|
IEX>NYSE
|
TWAP
| 1
|
LMT
| 2.7
| 108
| 32
| 0.42
|
LiqDrop
| false
| null | null | 0
|
IEX>NYSE
|
LMT
| 17.6
| 100
| 0.5
| 96
| -8
| -14
| 26
| null | null |
Venue switch reduced impact
|
X000066
|
2025-11-05 14:42:04
|
VZ
|
Sell
| 7,992
| 84.15
| 672,526.8
| 2.5
| 0.068
|
Medium
| 18.7
| 8
| -14.3
|
EDGX>NYSE>NASDAQ>IEX>ARCA
|
TWAP
| 2
|
LMT
| 6
| 63
| 18
| 0.58
|
LiqDrop
| false
| null | null | 0
|
EDGX>NYSE>NASDAQ>IEX>ARCA
|
LMT
| 90.4
| 91
| 1.8
| 72
| 29
| 1
| -15
| null | null |
Venue switch reduced impact
|
X000067
|
2025-11-26 11:45:43
|
AMZN
|
Buy
| 36,528
| 189.8
| 6,933,014.4
| 2
| 1.678
|
Low
| 19.7
| 9
| -15.3
|
EDGX>BATS>IEX
|
IS
| 4
|
MKT
| 11.5
| 81
| 19
| 0.61
|
Slip>Thresh
| false
| null | null | 0
|
EDGX>BATS>IEX
|
MKT
| 84.9
| 99
| 13.6
| 103
| 58
| -18
| -20
| null | null |
Stable book; normal liquidity
|
X000068
|
2025-11-01 11:42:00
|
HYG
|
Buy
| 10,810
| 73.43
| 793,778.3
| 1.1
| 0.059
|
High
| 23.5
| 6
| -34.5
|
EDGX>NASDAQ
|
TWAP
| 3
|
MKT
| 8.9
| 65
| 16
| 0.59
|
Multi
| false
| null | null | 0
|
EDGX>NASDAQ
|
MKT
| 19.3
| 88
| 7.3
| 54
| -12
| -4
| -7
| null | null |
Paused due to data glitch
|
X000069
|
2025-11-23 11:19:38
|
QQQ
|
Buy
| 39,140
| 391
| 15,303,740
| 0.5
| 0.124
|
High
| 15.3
| 10
| 19.4
|
BATS>EDGX>NASDAQ>IEX>ARCA
|
IS
| 5
|
PO
| 7.4
| 85
| 15
| 0.66
|
Slip>Thresh
| false
| null | null | 0
|
BATS>EDGX>NASDAQ>IEX>ARCA
|
PO
| 61.9
| 95
| 6.7
| 94
| -6
| 29
| -30
| null | null |
Toxic prints; widened spread
|
X000070
|
2025-11-11 10:06:05
|
HYG
|
Buy
| 17,198
| 76.37
| 1,313,411.26
| 2
| 0.094
|
Low
| 24
| 14
| -31.7
|
BATS>ARCA
|
IS
| 4
|
LMT
| 10.3
| 69
| 14
| 0.66
|
LiqDrop
| false
| null | null | 0
|
BATS>ARCA
|
LMT
| 4.3
| 87
| 0
| 32
| -5
| 7
| -12
| null | null |
Paused due to data glitch
|
X000071
|
2025-11-20 12:36:29
|
HYG
|
Buy
| 4,185
| 77.91
| 326,053.35
| 1.3
| 0.023
|
Ultra
| 5.3
| 30
| -7.6
|
IEX>ARCA
|
TWAP
| 1
|
MKT
| 2.1
| 61
| 19
| 0.49
|
Multi
| false
| null | null | 0
|
IEX>ARCA
|
MKT
| 62.7
| 90
| 6.1
| 81
| 56
| -22
| -36
| null | null |
High urgency from PM
|
X000072
|
2025-11-30 15:41:49
|
XLP
|
Sell
| 89,951
| 196.96
| 17,716,748.96
| 2.1
| 0.311
|
Low
| 8.2
| 26
| 28.7
|
ARCA>NYSE
|
TWAP
| 2
|
MKT
| 3.9
| 98
| 34
| 0.54
|
Slip>Thresh
| false
| null | null | 0
|
ARCA>NYSE
|
MKT
| 52.8
| 99
| 0
| 206
| 43
| 26
| -37
|
NoShort
| null |
Paused due to data glitch
|
X000073
|
2025-12-15 10:35:33
|
XOM
|
Sell
| 2,046
| 342.1
| 699,936.6
| 4.2
| 0.019
|
Ultra
| 4.7
| 17
| 24.3
|
NYSE>ARCA
|
TWAP
| 1
|
IOC
| 3.3
| 60
| 32
| 0.68
|
ToxicitySpike
| false
| null | null | 0
|
NYSE>ARCA
|
IOC
| 76.7
| 90
| 4.1
| 64
| 21
| 3
| -23
| null | null |
Toxic prints; widened spread
|
X000074
|
2025-11-14 10:25:01
|
XOM
|
Buy
| 28,498
| 47.81
| 1,362,489.38
| 3.6
| 0.261
|
Low
| 17.6
| 6
| 34.6
|
NASDAQ>BATS>IEX
|
IS
| 5
|
MKT
| 12.4
| 78
| 31
| 0.69
|
LiqDrop
| false
| null | null | 0
|
NASDAQ>BATS>IEX
|
MKT
| 98.9
| 89
| 14.6
| 10
| 39
| -31
| 27
| null | null |
High urgency from PM
|
X000075
|
2025-12-05 10:35:07
|
JPM
|
Buy
| 3,899
| 338.12
| 1,318,329.88
| 3.3
| 0.097
|
Low
| 27.8
| 14
| -30.8
|
NASDAQ>IEX>EDGX>ARCA>BATS
|
Adaptive
| 3
|
LMT
| 8.9
| 61
| 27
| 0.54
|
Multi
| false
| null | null | 0
|
NASDAQ>IEX>EDGX>ARCA>BATS
|
LMT
| 80.9
| 94
| 14.1
| 17
| 58
| -18
| 21
| null | null |
High urgency from PM
|
X000076
|
2025-11-30 14:21:26
|
AAPL
|
Buy
| 35,867
| 84.7
| 3,037,934.9
| 1.6
| 0.106
|
Medium
| 17.1
| 10
| 16.2
|
NYSE>ARCA
|
Adaptive
| 1
|
LMT
| 4
| 72
| 16
| 0.61
|
ToxicitySpike
| true
|
ToxicitySpike
|
AlgoSwitch
| 13
|
NYSE>ARCA
|
LMT>PO
| 82.6
| 90
| 4.4
| 24
| 21
| 6
| 0
| null | null |
Paused due to data glitch
|
X000077
|
2025-11-26 13:14:01
|
MA
|
Buy
| 8,816
| 213.33
| 1,880,717.28
| 0.9
| 0.038
|
Ultra
| 20.3
| 7
| 1.6
|
IEX>BATS>NASDAQ
|
IS
| 5
|
LMT
| 9
| 65
| 27
| 0.5
|
LiqDrop
| false
| null | null | 0
|
IEX>BATS>NASDAQ
|
LMT
| 21.9
| 91
| 8.4
| 36
| 23
| 2
| 4
| null | null |
Paused due to data glitch
|
X000078
|
2025-11-28 15:02:10
|
XLK
|
Sell
| 69,274
| 316.2
| 21,904,438.8
| 1
| 0.194
|
High
| 5.4
| 14
| -18.8
|
BATS>NASDAQ
|
TWAP
| 1
|
LMT
| 1.7
| 84
| 29
| 0.57
|
ToxicitySpike
| false
| null | null | 0
|
BATS>NASDAQ
|
LMT
| 46.9
| 91
| 0
| 99
| 25
| -39
| 16
| null | null |
Paused due to data glitch
|
X000079
|
2025-12-12 13:06:27
|
AAPL
|
Buy
| 16,038
| 327.74
| 5,256,294.12
| 2.5
| 0.047
|
Medium
| 21.8
| 12
| 10.8
|
NYSE>ARCA>NASDAQ>BATS
|
VWAP
| 3
|
LMT
| 7.3
| 68
| 19
| 0.42
|
Multi
| false
| null | null | 0
|
NYSE>ARCA>NASDAQ>BATS
|
LMT
| 60.6
| 92
| 6.9
| 122
| -13
| 22
| -21
| null | null |
Stable book; normal liquidity
|
X000080
|
2025-12-07 11:44:28
|
XLI
|
Sell
| 2,575
| 319.98
| 823,948.5
| 3.5
| 0.117
|
Low
| 21.9
| 16
| 19.4
|
NYSE>NASDAQ>ARCA>IEX>EDGX
|
IS
| 4
|
LMT
| 10.7
| 61
| 15
| 0.57
|
LiqDrop
| true
|
LiquidityDrop
|
Cross
| 25
|
NYSE>NASDAQ>ARCA>IEX>EDGX
|
LMT>MKT
| 77.3
| 99
| 16.8
| 112
| 36
| 4
| 19
| null | null |
Toxic prints; widened spread
|
X000081
|
2025-11-22 10:37:27
|
HYG
|
Sell
| 115,821
| 73.81
| 8,548,748.01
| 1.7
| 0.635
|
Low
| 23.7
| 5
| 21.7
|
BATS>NYSE>ARCA>NASDAQ
|
POV
| 5
|
MKT
| 12.6
| 135
| 35
| 0.61
|
Multi
| false
| null | null | 0
|
BATS>NYSE>ARCA>NASDAQ
|
MKT
| 40.1
| 100
| 6.1
| 80
| 23
| 18
| 6
|
Watchlist
| null |
Venue switch reduced impact
|
X000082
|
2025-10-30 10:21:07
|
JPM
|
Buy
| 6,573
| 160.08
| 1,052,205.84
| 3.5
| 0.163
|
Low
| 25.8
| 13
| -27.4
|
ARCA>NASDAQ>EDGX>BATS
|
IS
| 4
|
MKT
| 14.7
| 63
| 30
| 0.47
|
ToxicitySpike
| true
|
ToxicitySpike
|
Cross
| 10
|
ARCA>NASDAQ>EDGX>BATS
|
MKT>IOC
| 76.8
| 99
| 18.2
| 8
| 58
| 30
| -22
| null | null |
Paused due to data glitch
|
X000083
|
2025-12-04 14:12:35
|
BA
|
Buy
| 39,587
| 74.86
| 2,963,482.82
| 2.6
| 0.132
|
Medium
| 10.2
| 32
| -16
|
BATS>NASDAQ>NYSE>EDGX>ARCA
|
POV
| 5
|
LMT
| 5.8
| 85
| 13
| 0.51
|
ToxicitySpike
| false
| null | null | 0
|
BATS>NASDAQ>NYSE>EDGX>ARCA
|
LMT
| 25
| 91
| 9.9
| 58
| 25
| 13
| 5
| null | null |
Venue switch reduced impact
|
X000084
|
2025-12-23 11:18:36
|
NKE
|
Sell
| 22,109
| 104.18
| 2,303,315.62
| 4
| 0.103
|
High
| 3.6
| 26
| -2.3
|
NYSE>ARCA>EDGX>IEX>NASDAQ
|
VWAP
| 1
|
MKT
| 2.9
| 67
| 17
| 0.85
|
Slip>Thresh
| false
| null | null | 0
|
NYSE>ARCA>EDGX>IEX>NASDAQ
|
MKT
| 32
| 91
| 3.5
| 67
| -20
| -16
| -25
| null | null |
High urgency from PM
|
X000085
|
2025-11-26 12:40:11
|
V
|
Buy
| 5,600
| 65.82
| 368,592
| 3
| 0.073
|
Medium
| 16.7
| 3
| 24.1
|
NASDAQ>IEX
|
VWAP
| 3
|
LMT
| 6.2
| 62
| 28
| 0.56
|
Slip>Thresh
| false
| null | null | 0
|
NASDAQ>IEX
|
LMT
| 94.4
| 89
| 0
| 67
| 28
| 21
| 11
| null | null |
Stable book; normal liquidity
|
X000086
|
2025-10-31 11:24:52
|
NFLX
|
Buy
| 186,437
| 115.74
| 21,578,218.38
| 3.4
| 1.781
|
Low
| 5.5
| 14
| -13
|
ARCA>NYSE>BATS
|
POV
| 2
|
LMT
| 3.9
| 139
| 31
| 0.52
|
ToxicitySpike
| true
|
ToxicitySpike
|
AlgoSwitch
| 13
|
ARCA>NYSE>BATS
|
LMT>PO
| 97.3
| 87
| 0
| 179
| -15
| 22
| 4
| null |
Throttle
|
Paused due to data glitch
|
X000087
|
2025-11-29 15:45:34
|
NFLX
|
Sell
| 3,526
| 244.51
| 862,142.26
| 4.7
| 0.034
|
Ultra
| 4
| 16
| 9.1
|
NYSE>BATS>IEX>EDGX
|
Adaptive
| 4
|
LMT
| 3.9
| 62
| 25
| 0.51
|
Multi
| false
| null | null | 0
|
NYSE>BATS>IEX>EDGX
|
LMT
| 46.7
| 89
| 3.7
| 80
| 38
| -39
| 7
|
Watchlist
| null |
Venue switch reduced impact
|
X000088
|
2025-11-15 09:54:15
|
AAPL
|
Buy
| 42,461
| 239.77
| 10,180,873.97
| 2.9
| 0.125
|
Medium
| 10.5
| 30
| 24.7
|
ARCA>NASDAQ>EDGX>NYSE>IEX
|
TWAP
| 2
|
MKT
| 5
| 78
| 14
| 0.83
|
Slip>Thresh
| true
|
SlippageAboveThreshold
|
Pause
| 13
|
ARCA>NASDAQ>EDGX>NYSE>IEX
|
MKT>IOC
| 34.5
| 85
| 13.2
| 55
| 28
| -26
| 24
| null | null |
Venue switch reduced impact
|
X000089
|
2025-12-26 09:38:22
|
MA
|
Sell
| 404,037
| 203.55
| 82,241,731.35
| 1
| 1.721
|
Low
| 22.7
| 30
| -15.7
|
NYSE>EDGX>BATS>NASDAQ
|
POV
| 2
|
MKT
| 8.6
| 230
| 23
| 0.85
|
Slip>Thresh
| false
| null | null | 0
|
NYSE>EDGX>BATS>NASDAQ
|
MKT
| 67.2
| 93
| 0
| 191
| 56
| -39
| 16
| null | null |
Toxic prints; widened spread
|
X000090
|
2025-11-14 14:48:51
|
PEP
|
Sell
| 25,226
| 280.45
| 7,074,631.7
| 4.9
| 0.08
|
Low
| 16.4
| 31
| 10.8
|
NYSE>EDGX>IEX
|
TWAP
| 1
|
MKT
| 6.9
| 68
| 18
| 0.72
|
Slip>Thresh
| false
| null | null | 0
|
NYSE>EDGX>IEX
|
MKT
| 61.3
| 96
| 8.9
| 42
| 8
| 25
| -23
|
NoShort
|
Throttle
|
Toxic prints; widened spread
|
X000091
|
2025-12-15 11:37:21
|
BA
|
Buy
| 7,719
| 278.31
| 2,148,274.89
| 1.4
| 0.026
|
Ultra
| 9.9
| 35
| -1.1
|
NASDAQ>BATS>IEX>NYSE
|
VWAP
| 3
|
LMT
| 3.4
| 63
| 29
| 0.41
|
Multi
| false
| null | null | 0
|
NASDAQ>BATS>IEX>NYSE
|
LMT
| 49.9
| 90
| 0
| 26
| 1
| 1
| 16
| null | null |
High urgency from PM
|
X000092
|
2025-11-23 13:07:11
|
VZ
|
Sell
| 2,413
| 266.96
| 644,174.48
| 4.2
| 0.021
|
Medium
| 20.2
| 29
| 29.1
|
EDGX>NASDAQ>NYSE>IEX
|
TWAP
| 3
|
MKT
| 9.9
| 61
| 31
| 0.51
|
ToxicitySpike
| false
| null | null | 0
|
EDGX>NASDAQ>NYSE>IEX
|
MKT
| 66.3
| 87
| 1
| 32
| 16
| -7
| -2
|
PositionLimitNear
| null |
Stable book; normal liquidity
|
X000093
|
2025-12-23 13:15:45
|
INTC
|
Sell
| 3,939
| 341.15
| 1,343,789.85
| 0.6
| 0.188
|
Ultra
| 6.7
| 21
| 3.1
|
EDGX>BATS>NASDAQ>ARCA>IEX
|
IS
| 5
|
MKT
| 4
| 62
| 23
| 0.81
|
Slip>Thresh
| false
| null | null | 0
|
EDGX>BATS>NASDAQ>ARCA>IEX
|
MKT
| 17.1
| 98
| 4.6
| 91
| -15
| -15
| -1
| null | null |
High urgency from PM
|
X000094
|
2025-10-31 15:49:35
|
BAC
|
Buy
| 30,851
| 325.94
| 10,055,574.94
| 1.2
| 0.084
|
Ultra
| 7.3
| 36
| -18.7
|
NASDAQ>BATS>EDGX>IEX>NYSE
|
TWAP
| 1
|
LMT
| 2.1
| 70
| 21
| 0.61
|
LiqDrop
| false
| null | null | 0
|
NASDAQ>BATS>EDGX>IEX>NYSE
|
LMT
| 54.3
| 70
| 3.6
| 31
| 25
| 19
| 5
| null | null |
Stable book; normal liquidity
|
X000095
|
2025-12-13 10:15:38
|
GOOGL
|
Sell
| 39,070
| 172.52
| 6,740,356.4
| 1.2
| 0.116
|
High
| 7
| 8
| 26.6
|
EDGX>ARCA>BATS>IEX>NYSE
|
IS
| 5
|
LMT
| 3.9
| 85
| 17
| 0.81
|
LiqDrop
| false
| null | null | 0
|
EDGX>ARCA>BATS>IEX>NYSE
|
LMT
| 77.2
| 92
| 0.1
| 100
| 45
| -27
| 39
| null | null |
Stable book; normal liquidity
|
X000096
|
2025-12-10 10:01:56
|
LQD
|
Sell
| 14,457
| 116.36
| 1,682,216.52
| 1
| 0.071
|
Ultra
| 10.4
| 11
| -31.8
|
BATS>EDGX>ARCA
|
TWAP
| 1
|
MKT
| 3.3
| 65
| 32
| 0.55
|
Multi
| false
| null | null | 0
|
BATS>EDGX>ARCA
|
MKT
| 31.2
| 90
| 1.4
| 96
| 21
| -9
| 21
| null | null |
Paused due to data glitch
|
X000097
|
2025-11-26 15:46:07
|
INTC
|
Sell
| 2,857
| 266.02
| 760,019.14
| 0.6
| 0.136
|
High
| 13.3
| 19
| -10
|
NASDAQ>EDGX
|
IS
| 4
|
PO
| 6
| 61
| 25
| 0.53
|
LiqDrop
| false
| null | null | 0
|
NASDAQ>EDGX
|
PO
| 23.4
| 100
| 8
| 101
| 52
| -26
| -22
| null | null |
Toxic prints; widened spread
|
X000098
|
2025-12-26 11:57:32
|
XLI
|
Buy
| 7,125
| 25.8
| 183,825
| 3.8
| 0.325
|
Low
| 9.7
| 10
| 32.3
|
NASDAQ>EDGX>BATS>ARCA>NYSE
|
TWAP
| 3
|
MKT
| 6.1
| 63
| 21
| 0.41
|
ToxicitySpike
| false
| null | null | 0
|
NASDAQ>EDGX>BATS>ARCA>NYSE
|
MKT
| 51
| 95
| 6.1
| 47
| 52
| -20
| -21
| null | null |
Stable book; normal liquidity
|
X000099
|
2025-11-29 10:10:29
|
AMZN
|
Buy
| 2,347
| 263.83
| 619,209.01
| 2.2
| 0.108
|
Medium
| 9.2
| 4
| -3.6
|
EDGX>ARCA>NYSE
|
VWAP
| 2
|
LMT
| 3.3
| 60
| 26
| 0.47
|
ToxicitySpike
| false
| null | null | 0
|
EDGX>ARCA>NYSE
|
LMT
| 3.2
| 87
| 0.8
| 10
| 57
| -17
| 12
| null | null |
Paused due to data glitch
|
X000100
|
2025-11-28 15:20:49
|
JNJ
|
Sell
| 198,447
| 147.8
| 29,330,466.6
| 3.2
| 0.729
|
Low
| 21.4
| 11
| 16.5
|
NYSE>ARCA>EDGX>NASDAQ>BATS
|
Adaptive
| 2
|
MKT
| 7.9
| 144
| 28
| 0.53
|
Multi
| false
| null | null | 0
|
NYSE>ARCA>EDGX>NASDAQ>BATS
|
MKT
| 57
| 90
| 27.4
| 250
| 16
| 20
| 37
| null | null |
Toxic prints; widened spread
|
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