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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X001201 | 2025-12-04 11:50:56 | BRK.B | Buy | 61,049 | 105.54 | 6,443,111.46 | 1.5 | 0.277 | Low | 9.7 | 25 | -34.6 | ARCA>IEX>NYSE | Adaptive | 2 | MKT | 3.6 | 85 | 35 | 0.77 | Multi | false | null | null | 0 | ARCA>IEX>NYSE | MKT | 34.9 | 91 | 0 | 99 | 43 | 1 | 0 | null | null | Venue switch reduced impact |
X001202 | 2025-11-13 14:19:45 | IEF | Buy | 226,138 | 100.16 | 22,649,982.08 | 3.5 | 0.859 | Low | 13.1 | 31 | -31.3 | NYSE>IEX | POV | 4 | LMT | 7.1 | 190 | 20 | 0.47 | ToxicitySpike | false | null | null | 0 | NYSE>IEX | LMT | 13.1 | 89 | 11.1 | 96 | 45 | -18 | 34 | null | null | Paused due to data glitch |
X001203 | 2025-12-05 13:48:46 | XLF | Sell | 81,345 | 281.03 | 22,860,385.35 | 3.1 | 0.222 | Low | 21.2 | 24 | -28.4 | BATS>ARCA>IEX>NYSE | Adaptive | 2 | LMT | 6.3 | 94 | 13 | 0.67 | Slip>Thresh | true | SlippageAboveThreshold | OrderTypeChange | 19 | BATS>ARCA>IEX>NYSE | LMT>MKT | 71.6 | 91 | 14.4 | 93 | -1 | 7 | -33 | Watchlist | null | Paused due to data glitch |
X001204 | 2025-11-07 14:21:15 | XLB | Buy | 160,767 | 151.25 | 24,316,008.75 | 1.7 | 0.41 | Medium | 4.3 | 14 | 16.3 | BATS>NYSE>IEX>ARCA>EDGX | Adaptive | 4 | LMT | 2.4 | 152 | 12 | 0.43 | LiqDrop | false | null | null | 0 | BATS>NYSE>IEX>ARCA>EDGX | LMT | 96.1 | 95 | 7.8 | 86 | -6 | -38 | -3 | null | null | High urgency from PM |
X001205 | 2025-12-25 10:24:43 | AAPL | Buy | 135,042 | 72.26 | 9,758,134.92 | 2.5 | 0.397 | Low | 12.5 | 13 | 1.3 | NASDAQ>EDGX | IS | 4 | LMT | 6.6 | 137 | 32 | 0.43 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX | LMT | 59.4 | 86 | 10.8 | 143 | 32 | -33 | -8 | null | null | High urgency from PM |
X001206 | 2025-12-19 14:28:13 | AMD | Buy | 9,404 | 74.83 | 703,701.32 | 2 | 0.262 | Low | 18.3 | 14 | 10.9 | ARCA>IEX>NYSE>BATS | TWAP | 2 | LMT | 5.7 | 63 | 24 | 0.41 | Slip>Thresh | false | null | null | 0 | ARCA>IEX>NYSE>BATS | LMT | 70.9 | 94 | 7.3 | 182 | -3 | 15 | -17 | null | null | Venue switch reduced impact |
X001207 | 2025-11-19 11:55:22 | NKE | Buy | 1,831 | 271.14 | 496,457.34 | 2.4 | 0.009 | Ultra | 13 | 4 | 25.2 | EDGX>NASDAQ>ARCA>BATS | IS | 5 | LMT | 7.2 | 61 | 14 | 0.81 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ>ARCA>BATS | LMT | 29.9 | 89 | 11.5 | 94 | 39 | 8 | 16 | null | null | Venue switch reduced impact |
X001208 | 2025-11-29 13:48:40 | BAC | Sell | 28,123 | 194.56 | 5,471,610.88 | 1 | 0.077 | Ultra | 10.8 | 5 | 8.4 | ARCA>NASDAQ | VWAP | 1 | PO | 2.9 | 69 | 15 | 0.53 | LiqDrop | false | null | null | 0 | ARCA>NASDAQ | PO | 74.9 | 85 | 2.5 | 77 | 48 | 9 | 16 | null | null | Stable book; normal liquidity |
X001209 | 2025-12-13 12:53:08 | TLT | Buy | 41,917 | 91.21 | 3,823,249.57 | 2 | 0.153 | Medium | 9.8 | 11 | 7.7 | EDGX>NASDAQ | TWAP | 3 | LMT | 4 | 80 | 18 | 0.68 | LiqDrop | false | null | null | 0 | EDGX>NASDAQ | LMT | 80.5 | 95 | 11.9 | 10 | 11 | 18 | 0 | null | null | Venue switch reduced impact |
X001210 | 2025-12-06 09:35:15 | NVDA | Sell | 5,532 | 194.28 | 1,074,756.96 | 1.9 | 0.143 | Low | 28 | 29 | -23.3 | IEX>ARCA | VWAP | 3 | MKT | 10.5 | 62 | 21 | 0.85 | Slip>Thresh | false | null | null | 0 | IEX>ARCA | MKT | 65.3 | 98 | 0 | 92 | -8 | 6 | 30 | NoShort | null | Toxic prints; widened spread |
X001211 | 2025-11-01 09:35:30 | PFE | Buy | 11,710 | 295.01 | 3,454,567.1 | 2.3 | 0.032 | Ultra | 6 | 18 | -18.2 | NYSE>ARCA>BATS>EDGX>NASDAQ | IS | 4 | LMT | 3.9 | 66 | 14 | 0.63 | LiqDrop | false | null | null | 0 | NYSE>ARCA>BATS>EDGX>NASDAQ | LMT | 79.2 | 94 | 4.8 | 99 | 18 | -26 | 16 | null | null | Paused due to data glitch |
X001212 | 2025-12-07 09:58:50 | XLE | Buy | 25,596 | 43.85 | 1,122,384.6 | 2.1 | 0.092 | Ultra | 3 | 19 | -35 | NASDAQ>ARCA>EDGX>IEX>NYSE | VWAP | 3 | LMT | 2 | 72 | 35 | 0.55 | LiqDrop | false | null | null | 0 | NASDAQ>ARCA>EDGX>IEX>NYSE | LMT | 48.6 | 95 | 1.1 | 21 | 56 | 17 | -35 | null | null | Venue switch reduced impact |
X001213 | 2025-12-05 10:27:25 | NFLX | Sell | 24,759 | 299.41 | 7,413,092.19 | 3.1 | 0.237 | Low | 7 | 5 | 14.9 | EDGX>NASDAQ>BATS | IS | 5 | LMT | 5.5 | 76 | 27 | 0.56 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>BATS | LMT | 8.7 | 95 | 0 | 72 | -15 | 12 | -29 | null | null | Stable book; normal liquidity |
X001214 | 2025-11-09 10:48:42 | META | Buy | 44,813 | 47.67 | 2,136,235.71 | 0.8 | 0.125 | Medium | 18.8 | 29 | 8.2 | IEX>NYSE | Adaptive | 5 | LMT | 6.5 | 89 | 22 | 0.84 | Slip>Thresh | false | null | null | 0 | IEX>NYSE | LMT | 37.7 | 97 | 15.1 | 59 | -17 | -13 | 31 | null | VenueReject | Stable book; normal liquidity |
X001215 | 2025-11-13 12:11:40 | INTC | Sell | 14,759 | 139.36 | 2,056,814.24 | 0.8 | 0.703 | Medium | 7 | 37 | 29.5 | NYSE>IEX | POV | 1 | LMT | 2.2 | 65 | 25 | 0.59 | Multi | false | null | null | 0 | NYSE>IEX | LMT | 35.9 | 85 | 12.2 | 67 | -16 | 13 | -28 | null | null | Venue switch reduced impact |
X001216 | 2025-12-17 09:35:05 | IEF | Buy | 3,269 | 102.53 | 335,170.57 | 3.6 | 0.012 | Ultra | 12.3 | 29 | -24 | NYSE>BATS>ARCA | POV | 4 | LMT | 6.5 | 61 | 13 | 0.5 | Multi | false | null | null | 0 | NYSE>BATS>ARCA | LMT | 35.3 | 84 | 2.6 | 22 | 52 | -22 | 30 | null | null | High urgency from PM |
X001217 | 2025-12-18 09:35:07 | XLY | Buy | 18,130 | 313.69 | 5,687,199.7 | 1.4 | 0.076 | Medium | 16.5 | 9 | -28.8 | BATS>EDGX>NASDAQ>NYSE>IEX | Adaptive | 5 | MKT | 7.5 | 71 | 19 | 0.42 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 15 | BATS>EDGX>NASDAQ>NYSE>IEX | MKT>LMT | 46.3 | 98 | 19.7 | 56 | 49 | 25 | 14 | null | null | Venue switch reduced impact |
X001218 | 2025-11-24 12:18:31 | KO | Buy | 2,556 | 129.53 | 331,078.68 | 1.9 | 0.064 | High | 10.4 | 15 | -29.9 | BATS>IEX | VWAP | 2 | LMT | 3.4 | 61 | 29 | 0.46 | ToxicitySpike | false | null | null | 0 | BATS>IEX | LMT | 71 | 88 | 0 | 66 | -2 | -31 | -11 | Watchlist | null | Stable book; normal liquidity |
X001219 | 2025-12-25 13:22:36 | XLI | Buy | 3,061 | 302 | 924,422 | 2.5 | 0.14 | Low | 33.5 | 23 | -3.8 | NASDAQ>NYSE>BATS | TWAP | 2 | PO | 10.7 | 61 | 30 | 0.74 | Slip>Thresh | false | null | null | 0 | NASDAQ>NYSE>BATS | PO | 39 | 87 | 24.9 | 13 | -14 | 23 | 26 | null | null | Paused due to data glitch |
X001220 | 2025-12-03 13:35:23 | PFE | Buy | 156,696 | 44.77 | 7,015,279.92 | 3.1 | 0.426 | Low | 24.8 | 39 | 21.9 | IEX>NYSE | IS | 5 | LMT | 12.8 | 161 | 35 | 0.82 | LiqDrop | true | LiquidityDrop | VenueSwitch | 14 | IEX>NYSE | LMT>IOC | 62 | 100 | 15.4 | 171 | 21 | -19 | -13 | null | null | Paused due to data glitch |
X001221 | 2025-12-20 13:00:50 | HYG | Buy | 87,421 | 77.03 | 6,734,039.63 | 2.1 | 0.48 | Low | 10.7 | 36 | -11.1 | EDGX>NYSE>NASDAQ | TWAP | 3 | MKT | 5.4 | 103 | 16 | 0.46 | Slip>Thresh | false | null | null | 0 | EDGX>NYSE>NASDAQ | MKT | 92.9 | 97 | 8.5 | 86 | 43 | 0 | 23 | null | null | Toxic prints; widened spread |
X001222 | 2025-10-29 11:47:04 | CSCO | Buy | 14,381 | 257.09 | 3,697,211.29 | 4.5 | 0.036 | Medium | 23.6 | 38 | -1.8 | EDGX>NYSE>IEX>ARCA>BATS | TWAP | 1 | PO | 7.8 | 65 | 18 | 0.49 | ToxicitySpike | false | null | null | 0 | EDGX>NYSE>IEX>ARCA>BATS | PO | 15.4 | 95 | 9.4 | 36 | -15 | 23 | 31 | null | null | High urgency from PM |
X001223 | 2025-12-09 10:39:24 | XLB | Buy | 41,926 | 153.33 | 6,428,513.58 | 2.7 | 0.107 | Medium | 6 | 28 | 2.2 | BATS>IEX>NASDAQ>NYSE>EDGX | POV | 5 | MKT | 5.2 | 87 | 27 | 0.51 | ToxicitySpike | false | null | null | 0 | BATS>IEX>NASDAQ>NYSE>EDGX | MKT | 27 | 87 | 5.2 | 88 | -17 | 26 | 0 | null | null | Paused due to data glitch |
X001224 | 2025-11-26 14:52:23 | INTC | Buy | 2,874 | 89.39 | 256,906.86 | 0.9 | 0.137 | Low | 35.3 | 24 | -21.8 | ARCA>BATS>IEX | TWAP | 2 | LMT | 9.4 | 61 | 12 | 0.46 | LiqDrop | false | null | null | 0 | ARCA>BATS>IEX | LMT | 68 | 93 | 17.5 | 71 | 45 | 24 | 32 | null | null | Toxic prints; widened spread |
X001225 | 2025-11-30 14:47:01 | NKE | Sell | 38,295 | 72.59 | 2,779,834.05 | 3.7 | 0.178 | Low | 13.3 | 9 | 23.6 | EDGX>IEX>NASDAQ>ARCA>BATS | POV | 4 | LMT | 7 | 82 | 25 | 0.49 | Multi | false | null | null | 0 | EDGX>IEX>NASDAQ>ARCA>BATS | LMT | 11.4 | 87 | 24.8 | 181 | -6 | -1 | 28 | null | null | Venue switch reduced impact |
X001226 | 2025-11-18 12:20:17 | PFE | Sell | 58,638 | 105.79 | 6,203,314.02 | 1.9 | 0.159 | Medium | 13.1 | 35 | 2.4 | EDGX>NASDAQ | IS | 5 | MKT | 8.4 | 98 | 22 | 0.43 | Multi | false | null | null | 0 | EDGX>NASDAQ | MKT | 8.4 | 85 | 0 | 24 | 45 | 22 | -1 | Watchlist | null | Paused due to data glitch |
X001227 | 2025-12-14 14:53:53 | XLU | Sell | 53,149 | 132.75 | 7,055,529.75 | 1.1 | 0.17 | Medium | 11.3 | 31 | -20 | IEX>BATS>EDGX>NASDAQ>ARCA | Adaptive | 5 | LMT | 4.4 | 94 | 16 | 0.72 | ToxicitySpike | false | null | null | 0 | IEX>BATS>EDGX>NASDAQ>ARCA | LMT | 5.5 | 89 | 14.8 | 112 | 58 | 11 | -24 | null | null | Venue switch reduced impact |
X001228 | 2025-12-18 10:25:23 | IWM | Sell | 412,960 | 209.16 | 86,374,713.6 | 1.1 | 0.57 | Low | 24 | 22 | -16.4 | IEX>NASDAQ | VWAP | 3 | LMT | 7.3 | 260 | 20 | 0.42 | Slip>Thresh | true | SlippageAboveThreshold | OrderTypeChange | 44 | IEX>NASDAQ | LMT>IOC | 91.6 | 100 | 20.1 | 156 | -10 | -38 | 26 | null | null | Toxic prints; widened spread |
X001229 | 2025-12-09 15:22:36 | XLP | Sell | 156,556 | 168.45 | 26,371,858.2 | 2.7 | 0.541 | Low | 6.9 | 15 | -10.1 | BATS>EDGX>NASDAQ>IEX>ARCA | VWAP | 1 | MKT | 3.2 | 114 | 28 | 0.41 | LiqDrop | false | null | null | 0 | BATS>EDGX>NASDAQ>IEX>ARCA | MKT | 83.5 | 91 | 20.1 | 102 | 46 | -7 | 1 | NoShort | null | Paused due to data glitch |
X001230 | 2025-12-10 09:35:51 | XLI | Sell | 2,006 | 222.38 | 446,094.28 | 3.5 | 0.092 | Low | 36 | 33 | -5.3 | EDGX>ARCA>BATS>IEX>NASDAQ | TWAP | 3 | IOC | 14.2 | 61 | 27 | 0.5 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA>BATS>IEX>NASDAQ | IOC | 66.8 | 96 | 19.9 | 152 | 40 | 29 | 11 | null | null | Stable book; normal liquidity |
X001231 | 2025-11-26 13:29:12 | IWM | Sell | 306,227 | 194.38 | 59,524,404.26 | 1 | 0.423 | Medium | 5 | 22 | -15.1 | EDGX>ARCA>NYSE | TWAP | 3 | LMT | 2.2 | 213 | 29 | 0.53 | Multi | false | null | null | 0 | EDGX>ARCA>NYSE | LMT | 43.2 | 63 | 7.8 | 201 | 28 | 25 | 25 | null | null | Venue switch reduced impact |
X001232 | 2025-12-05 12:14:57 | HYG | Buy | 6,564 | 78.15 | 512,976.6 | 1.3 | 0.036 | Ultra | 7.6 | 17 | -15.3 | BATS>ARCA>NYSE>NASDAQ | VWAP | 1 | MKT | 2.6 | 62 | 18 | 0.52 | Multi | false | null | null | 0 | BATS>ARCA>NYSE>NASDAQ | MKT | 75.3 | 95 | 0 | 60 | 29 | -3 | 31 | null | null | High urgency from PM |
X001233 | 2025-11-27 10:49:24 | TLT | Buy | 26,399 | 90.44 | 2,387,525.56 | 3.5 | 0.097 | Low | 19.9 | 38 | 0.2 | EDGX>NASDAQ>IEX | Adaptive | 2 | MKT | 7.4 | 71 | 33 | 0.55 | Multi | false | null | null | 0 | EDGX>NASDAQ>IEX | MKT | 62.4 | 95 | 13 | 146 | -19 | -37 | 4 | NoShort | null | Paused due to data glitch |
X001234 | 2025-12-26 10:32:39 | BAC | Buy | 30,948 | 225.11 | 6,966,704.28 | 1.3 | 0.084 | Medium | 18.3 | 36 | -27.2 | EDGX>IEX | POV | 5 | MKT | 9.4 | 80 | 29 | 0.54 | Slip>Thresh | false | null | null | 0 | EDGX>IEX | MKT | 20.6 | 88 | 22.2 | 100 | -7 | -16 | 37 | Watchlist | null | Stable book; normal liquidity |
X001235 | 2025-11-11 12:41:28 | XLP | Buy | 47,349 | 345.37 | 16,352,924.13 | 2.6 | 0.164 | Medium | 7.2 | 8 | -23 | BATS>ARCA | IS | 4 | MKT | 5.6 | 87 | 12 | 0.75 | Slip>Thresh | false | null | null | 0 | BATS>ARCA | MKT | 2.1 | 85 | 3 | 10 | 23 | 5 | 6 | null | null | Stable book; normal liquidity |
X001236 | 2025-11-09 13:00:16 | PEP | Buy | 8,012 | 273.8 | 2,193,685.6 | 3.8 | 0.025 | High | 13.8 | 26 | -15.3 | EDGX>BATS>NYSE>IEX | VWAP | 3 | LMT | 5.8 | 64 | 32 | 0.44 | Multi | false | null | null | 0 | EDGX>BATS>NYSE>IEX | LMT | 80.6 | 92 | 21.8 | 99 | 24 | 16 | -35 | null | null | High urgency from PM |
X001237 | 2025-11-11 11:04:26 | LQD | Buy | 11,535 | 110.09 | 1,269,888.15 | 1.7 | 0.057 | High | 11.2 | 13 | -29.8 | BATS>EDGX>NASDAQ>NYSE>IEX | IS | 5 | MKT | 7.2 | 67 | 32 | 0.4 | Multi | false | null | null | 0 | BATS>EDGX>NASDAQ>NYSE>IEX | MKT | 81.7 | 96 | 0 | 57 | 12 | -34 | -25 | null | null | High urgency from PM |
X001238 | 2025-10-31 13:34:00 | AMZN | Buy | 1,948 | 209.23 | 407,580.04 | 2 | 0.089 | Low | 35 | 12 | -23.2 | NASDAQ>BATS>ARCA | TWAP | 3 | LMT | 11.1 | 60 | 19 | 0.62 | LiqDrop | true | LiquidityDrop | VenueSwitch | 22 | NASDAQ>BATS>ARCA | LMT>IOC | 89.9 | 88 | 0 | 81 | -8 | -38 | 11 | NoShort | null | Venue switch reduced impact |
X001239 | 2025-12-10 13:45:10 | JPM | Sell | 14,595 | 337.01 | 4,918,660.95 | 2.6 | 0.361 | Low | 14.1 | 7 | 34.6 | IEX>EDGX>BATS>ARCA>NYSE | Adaptive | 5 | LMT | 6.3 | 69 | 28 | 0.62 | Slip>Thresh | false | null | null | 0 | IEX>EDGX>BATS>ARCA>NYSE | LMT | 29.6 | 99 | 4.2 | 86 | 13 | -38 | 19 | null | null | Toxic prints; widened spread |
X001240 | 2025-11-09 12:39:56 | TSLA | Sell | 37,388 | 249.34 | 9,322,323.92 | 1.8 | 0.116 | Medium | 11.4 | 38 | -19 | IEX>ARCA>NYSE | TWAP | 2 | MKT | 4.6 | 75 | 35 | 0.69 | ToxicitySpike | false | null | null | 0 | IEX>ARCA>NYSE | MKT | 20.3 | 94 | 6.8 | 69 | 5 | 22 | -10 | Watchlist | null | High urgency from PM |
X001241 | 2025-11-12 09:35:42 | NFLX | Buy | 10,286 | 54.83 | 563,981.38 | 4.2 | 0.098 | Low | 12.5 | 8 | -31.7 | NYSE>BATS>NASDAQ>EDGX | IS | 4 | LMT | 7.7 | 65 | 32 | 0.77 | Multi | false | null | null | 0 | NYSE>BATS>NASDAQ>EDGX | LMT | 42.8 | 96 | 8.9 | 60 | 59 | 14 | 36 | NoShort | null | Toxic prints; widened spread |
X001242 | 2025-12-21 12:48:34 | NKE | Buy | 34,280 | 42.92 | 1,471,297.6 | 3.5 | 0.159 | Low | 17 | 30 | 19.5 | ARCA>NYSE>BATS>NASDAQ>IEX | TWAP | 1 | MKT | 6.3 | 71 | 35 | 0.78 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>BATS>NASDAQ>IEX | MKT | 59.8 | 97 | 0 | 69 | 13 | 18 | 2 | PositionLimitNear | null | Stable book; normal liquidity |
X001243 | 2025-11-01 09:58:34 | MSFT | Buy | 7,524 | 330.1 | 2,483,672.4 | 2.9 | 0.04 | Medium | 20.9 | 25 | 27.5 | ARCA>IEX>NYSE>NASDAQ | TWAP | 2 | PO | 7.4 | 63 | 19 | 0.7 | ToxicitySpike | false | null | null | 0 | ARCA>IEX>NYSE>NASDAQ | PO | 10.2 | 96 | 0 | 37 | 48 | -25 | 5 | Watchlist | null | High urgency from PM |
X001244 | 2025-10-28 10:43:25 | IEF | Buy | 14,757 | 100.8 | 1,487,505.6 | 3 | 0.056 | Medium | 16.6 | 36 | 0.7 | EDGX>NASDAQ>BATS>ARCA>NYSE | POV | 4 | MKT | 9.2 | 68 | 17 | 0.73 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ>BATS>ARCA>NYSE | MKT | 67.6 | 91 | 0 | 66 | -19 | -21 | -17 | null | null | Paused due to data glitch |
X001245 | 2025-11-19 14:14:54 | VZ | Buy | 15,699 | 58.96 | 925,613.04 | 3.7 | 0.134 | Low | 12.1 | 22 | 26.6 | NASDAQ>NYSE>BATS>EDGX | POV | 4 | MKT | 8 | 69 | 23 | 0.75 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE>BATS>EDGX | MKT | 89.7 | 96 | 0 | 11 | 55 | -3 | -27 | Watchlist | null | High urgency from PM |
X001246 | 2025-10-30 10:15:41 | XLP | Buy | 110,259 | 89.61 | 9,880,308.99 | 3.5 | 0.381 | Low | 17.9 | 4 | 27.2 | IEX>ARCA>BATS>NYSE>NASDAQ | TWAP | 3 | LMT | 7.2 | 115 | 29 | 0.72 | Slip>Thresh | false | null | null | 0 | IEX>ARCA>BATS>NYSE>NASDAQ | LMT | 94.8 | 93 | 6.6 | 175 | -5 | -4 | 9 | null | null | Paused due to data glitch |
X001247 | 2025-12-25 13:50:36 | JNJ | Sell | 3,665 | 296.03 | 1,084,949.95 | 2.7 | 0.013 | Ultra | 7.1 | 33 | 10.9 | NYSE>NASDAQ>ARCA>IEX>BATS | Adaptive | 3 | MKT | 3.9 | 61 | 12 | 0.41 | LiqDrop | false | null | null | 0 | NYSE>NASDAQ>ARCA>IEX>BATS | MKT | 51.6 | 95 | 5.3 | 64 | 24 | -3 | -17 | null | null | Venue switch reduced impact |
X001248 | 2025-12-24 14:29:05 | IEF | Buy | 20,136 | 96 | 1,933,056 | 2.4 | 0.076 | Medium | 19.4 | 3 | 25 | ARCA>BATS | VWAP | 3 | MKT | 8 | 70 | 14 | 0.61 | LiqDrop | true | LiquidityDrop | VenueSwitch | 12 | ARCA>BATS | MKT>LMT | 88.7 | 97 | 0 | 109 | 5 | -26 | 29 | NoShort | null | Venue switch reduced impact |
X001249 | 2025-11-22 13:07:24 | CSCO | Sell | 41,937 | 170.06 | 7,131,806.22 | 4.6 | 0.105 | Low | 19.3 | 31 | 32.1 | NYSE>NASDAQ>BATS>IEX | IS | 4 | LMT | 10.5 | 84 | 27 | 0.72 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 24 | NYSE>NASDAQ>BATS>IEX | LMT>MKT | 24.9 | 90 | 16.5 | 121 | 10 | -16 | -28 | PositionLimitNear | null | Stable book; normal liquidity |
X001250 | 2025-12-25 09:46:56 | V | Buy | 22,683 | 339.51 | 7,701,105.33 | 4.1 | 0.295 | Low | 11.1 | 20 | 12.9 | NASDAQ>ARCA>NYSE>IEX | TWAP | 2 | LMT | 4.9 | 69 | 34 | 0.69 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 15 | NASDAQ>ARCA>NYSE>IEX | LMT>IOC | 67.9 | 90 | 0 | 105 | 51 | -29 | 32 | null | null | Paused due to data glitch |
X001251 | 2025-12-11 10:53:02 | IEF | Buy | 11,251 | 100.51 | 1,130,838.01 | 2.5 | 0.043 | High | 8 | 10 | 31.9 | ARCA>BATS>IEX | VWAP | 1 | MKT | 3.3 | 63 | 30 | 0.7 | Slip>Thresh | false | null | null | 0 | ARCA>BATS>IEX | MKT | 31.2 | 85 | 3.3 | 10 | 50 | -32 | -20 | PositionLimitNear | null | High urgency from PM |
X001252 | 2025-11-29 10:01:08 | UNH | Sell | 90,385 | 272.34 | 24,615,450.9 | 3 | 0.397 | Low | 6.5 | 19 | -14.3 | ARCA>EDGX>NYSE>NASDAQ | VWAP | 3 | LMT | 3.5 | 105 | 28 | 0.66 | ToxicitySpike | false | null | null | 0 | ARCA>EDGX>NYSE>NASDAQ | LMT | 8.3 | 79 | 2.6 | 73 | 34 | -11 | -17 | Watchlist | null | Toxic prints; widened spread |
X001253 | 2025-11-26 13:41:53 | TSLA | Buy | 13,659 | 349.26 | 4,770,542.34 | 1.3 | 0.042 | Ultra | 3 | 19 | 31.8 | NYSE>EDGX>ARCA>NASDAQ | IS | 5 | MKT | 2.8 | 68 | 23 | 0.76 | Multi | false | null | null | 0 | NYSE>EDGX>ARCA>NASDAQ | MKT | 65.7 | 88 | 5.2 | 63 | 3 | -12 | -15 | null | null | High urgency from PM |
X001254 | 2025-11-30 11:48:10 | XLE | Sell | 20,171 | 164.52 | 3,318,532.92 | 3.9 | 0.072 | Medium | 8.4 | 5 | -1 | IEX>NASDAQ>BATS | Adaptive | 5 | MKT | 6.3 | 73 | 25 | 0.69 | LiqDrop | false | null | null | 0 | IEX>NASDAQ>BATS | MKT | 68 | 98 | 11.2 | 71 | 5 | -32 | -10 | Watchlist | null | Venue switch reduced impact |
X001255 | 2025-11-28 13:46:15 | BA | Sell | 8,901 | 242.35 | 2,157,157.35 | 2.8 | 0.03 | Ultra | 6.8 | 16 | 17.7 | BATS>IEX>ARCA | VWAP | 2 | MKT | 3.6 | 63 | 14 | 0.56 | LiqDrop | false | null | null | 0 | BATS>IEX>ARCA | MKT | 56.7 | 87 | 2.1 | 58 | 29 | 20 | 38 | null | null | Toxic prints; widened spread |
X001256 | 2025-11-20 13:22:06 | XLV | Sell | 59,346 | 340.31 | 20,196,037.26 | 1.3 | 0.167 | High | 4.7 | 37 | 8.5 | ARCA>IEX | IS | 5 | IOC | 3.5 | 98 | 16 | 0.75 | Slip>Thresh | false | null | null | 0 | ARCA>IEX | IOC | 60.6 | 95 | 5.3 | 52 | -13 | -8 | 21 | PositionLimitNear | null | Venue switch reduced impact |
X001257 | 2025-12-14 10:24:13 | XLB | Sell | 16,310 | 32.48 | 529,748.8 | 1.5 | 0.042 | High | 14 | 12 | -10.8 | NASDAQ>NYSE>ARCA>IEX | Adaptive | 2 | MKT | 4.7 | 66 | 20 | 0.72 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE>ARCA>IEX | MKT | 80.8 | 100 | 0 | 71 | 24 | -29 | -7 | PositionLimitNear | null | Toxic prints; widened spread |
X001258 | 2025-10-30 15:55:50 | T | Buy | 12,169 | 143.59 | 1,747,346.71 | 3.9 | 0.101 | Low | 24.3 | 8 | -8.5 | EDGX>ARCA | IS | 5 | LMT | 13.1 | 67 | 19 | 0.62 | Slip>Thresh | false | null | null | 0 | EDGX>ARCA | LMT | 84.4 | 76 | 15.6 | 60 | 24 | -21 | -16 | null | null | Paused due to data glitch |
X001259 | 2025-12-23 11:15:42 | XLP | Sell | 30,578 | 331 | 10,121,318 | 1.8 | 0.106 | Medium | 11 | 22 | 3.7 | NASDAQ>IEX>ARCA>BATS>EDGX | POV | 4 | LMT | 4.9 | 77 | 24 | 0.5 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX>ARCA>BATS>EDGX | LMT | 42.5 | 85 | 0 | 66 | 50 | 23 | 19 | null | null | Venue switch reduced impact |
X001260 | 2025-12-20 11:29:31 | VZ | Buy | 9,430 | 266.25 | 2,510,737.5 | 1.8 | 0.081 | High | 7.2 | 10 | -16.2 | IEX>NYSE>BATS>NASDAQ>EDGX | POV | 5 | LMT | 4 | 66 | 22 | 0.52 | Multi | false | null | null | 0 | IEX>NYSE>BATS>NASDAQ>EDGX | LMT | 83.5 | 95 | 14.2 | 31 | 20 | -25 | -35 | null | null | Venue switch reduced impact |
X001261 | 2025-12-25 09:42:22 | SPY | Sell | 85,464 | 456.81 | 39,040,809.84 | 1.1 | 0.115 | Medium | 16.4 | 37 | -24.7 | ARCA>NASDAQ>EDGX>BATS | VWAP | 1 | MKT | 4.7 | 89 | 23 | 0.48 | LiqDrop | false | null | null | 0 | ARCA>NASDAQ>EDGX>BATS | MKT | 40 | 98 | 0 | 151 | 19 | -13 | -31 | null | null | Venue switch reduced impact |
X001262 | 2025-11-03 12:22:44 | HYG | Buy | 2,904 | 75.88 | 220,355.52 | 1.5 | 0.016 | Ultra | 19.5 | 38 | 29.7 | IEX>BATS>NASDAQ>ARCA | TWAP | 2 | MKT | 6.8 | 61 | 14 | 0.57 | ToxicitySpike | false | null | null | 0 | IEX>BATS>NASDAQ>ARCA | MKT | 1.5 | 99 | 10.9 | 95 | 41 | -20 | -1 | null | null | Toxic prints; widened spread |
X001263 | 2025-12-10 11:26:56 | JNJ | Sell | 25,830 | 341.07 | 8,809,838.1 | 2.9 | 0.095 | Medium | 10.1 | 32 | 16.1 | EDGX>NASDAQ>IEX>ARCA | Adaptive | 2 | MKT | 4.4 | 70 | 30 | 0.53 | Multi | false | null | null | 0 | EDGX>NASDAQ>IEX>ARCA | MKT | 5.8 | 88 | 0 | 119 | 44 | 1 | -34 | null | null | Paused due to data glitch |
X001264 | 2025-12-03 11:56:52 | T | Buy | 7,825 | 245.69 | 1,922,524.25 | 2.6 | 0.065 | Low | 24 | 30 | 4.1 | ARCA>BATS>EDGX>NASDAQ>NYSE | TWAP | 2 | MKT | 8.9 | 63 | 31 | 0.81 | Multi | false | null | null | 0 | ARCA>BATS>EDGX>NASDAQ>NYSE | MKT | 73.2 | 87 | 0 | 90 | 33 | -13 | -9 | null | null | Stable book; normal liquidity |
X001265 | 2025-10-30 13:44:17 | BRK.B | Sell | 60,893 | 267.41 | 16,283,397.13 | 2.2 | 0.277 | Medium | 6.2 | 6 | -23.5 | NASDAQ>IEX>NYSE>ARCA>BATS | IS | 5 | PO | 4.9 | 99 | 19 | 0.43 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX>NYSE>ARCA>BATS | PO | 84 | 97 | 10.1 | 148 | 51 | -35 | 2 | PositionLimitNear | null | Toxic prints; widened spread |
X001266 | 2025-11-20 11:23:38 | CVX | Sell | 7,838 | 118.79 | 931,076.02 | 0.7 | 0.047 | Ultra | 10.4 | 7 | 16.3 | EDGX>NYSE | TWAP | 2 | LMT | 3 | 63 | 21 | 0.74 | Multi | false | null | null | 0 | EDGX>NYSE | LMT | 34.1 | 88 | 0 | 43 | 6 | 14 | 16 | null | null | Toxic prints; widened spread |
X001267 | 2025-11-10 14:10:46 | KO | Sell | 1,506 | 266.57 | 401,454.42 | 2.6 | 0.038 | Medium | 33.9 | 11 | -11 | ARCA>IEX>BATS | IS | 5 | LMT | 15.9 | 60 | 29 | 0.57 | Slip>Thresh | false | null | null | 0 | ARCA>IEX>BATS | LMT | 95.6 | 100 | 24.6 | 105 | 55 | 23 | 12 | Watchlist | null | Toxic prints; widened spread |
X001268 | 2025-11-22 12:34:50 | BA | Buy | 45,007 | 75.71 | 3,407,479.97 | 2.4 | 0.15 | Low | 22.2 | 14 | -13.9 | NASDAQ>ARCA>EDGX | VWAP | 3 | LMT | 7.4 | 82 | 35 | 0.56 | Multi | false | null | null | 0 | NASDAQ>ARCA>EDGX | LMT | 92.4 | 95 | 7.8 | 132 | -4 | 26 | 7 | null | null | Stable book; normal liquidity |
X001269 | 2025-12-13 10:15:30 | AMD | Sell | 4,075 | 184.96 | 753,712 | 2.4 | 0.114 | Low | 14.9 | 30 | 20.9 | NYSE>IEX>NASDAQ>BATS>EDGX | POV | 5 | MKT | 8.9 | 62 | 22 | 0.72 | Slip>Thresh | false | null | null | 0 | NYSE>IEX>NASDAQ>BATS>EDGX | MKT | 99.4 | 91 | 0 | 236 | 29 | -17 | -24 | null | null | Venue switch reduced impact |
X001270 | 2025-12-19 09:43:20 | BA | Sell | 14,005 | 162.94 | 2,281,974.7 | 2.3 | 0.047 | Medium | 19.6 | 26 | -11.4 | ARCA>EDGX>IEX | TWAP | 3 | IOC | 8 | 67 | 33 | 0.57 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX>IEX | IOC | 11.3 | 88 | 7.5 | 57 | 11 | -23 | -12 | NoShort | null | Paused due to data glitch |
X001271 | 2025-11-28 09:49:10 | XLF | Sell | 17,339 | 14.79 | 256,443.81 | 2.6 | 0.047 | Ultra | 3.3 | 22 | -0.7 | ARCA>IEX | TWAP | 2 | IOC | 2.5 | 67 | 24 | 0.83 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 15 | ARCA>IEX | IOC>LMT | 85.2 | 87 | 0 | 47 | 34 | -26 | 11 | null | null | Toxic prints; widened spread |
X001272 | 2025-11-19 13:17:27 | SPY | Buy | 81,454 | 486.25 | 39,607,007.5 | 1.4 | 0.11 | Medium | 11.8 | 18 | 19.2 | NASDAQ>EDGX | Adaptive | 3 | LMT | 3.8 | 100 | 29 | 0.85 | Slip>Thresh | false | null | null | 0 | NASDAQ>EDGX | LMT | 34.1 | 90 | 2.7 | 136 | -20 | 24 | 9 | null | null | Stable book; normal liquidity |
X001273 | 2025-11-04 12:55:46 | TLT | Buy | 6,486 | 94.72 | 614,353.92 | 2.6 | 0.024 | Ultra | 9.7 | 19 | -12.6 | BATS>NYSE>IEX>NASDAQ | Adaptive | 1 | LMT | 2.9 | 62 | 30 | 0.8 | Multi | false | null | null | 0 | BATS>NYSE>IEX>NASDAQ | LMT | 72.2 | 99 | 3.7 | 97 | 8 | 9 | -38 | NoShort | null | Venue switch reduced impact |
X001274 | 2025-10-29 09:47:38 | BAC | Buy | 65,031 | 73.14 | 4,756,367.34 | 1.9 | 0.177 | Medium | 8.2 | 4 | -13.2 | NYSE>ARCA | TWAP | 3 | MKT | 4.2 | 92 | 32 | 0.4 | Multi | false | null | null | 0 | NYSE>ARCA | MKT | 20 | 87 | 0.4 | 10 | -18 | -40 | -10 | null | null | Stable book; normal liquidity |
X001275 | 2025-10-31 11:36:06 | XLK | Sell | 193,444 | 228.09 | 44,122,641.96 | 1.8 | 0.543 | Low | 20.6 | 12 | 25.3 | IEX>BATS>NYSE | Adaptive | 1 | MKT | 5.9 | 127 | 31 | 0.68 | Slip>Thresh | false | null | null | 0 | IEX>BATS>NYSE | MKT | 39 | 89 | 2.7 | 132 | 59 | -35 | -16 | null | null | High urgency from PM |
X001276 | 2025-11-23 10:15:40 | T | Buy | 8,980 | 249.38 | 2,239,432.4 | 4.3 | 0.075 | Low | 17.4 | 34 | -5.5 | NASDAQ>ARCA>BATS>EDGX>NYSE | VWAP | 2 | LMT | 6.2 | 63 | 23 | 0.53 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>BATS>EDGX>NYSE | LMT | 26.5 | 95 | 4.9 | 64 | 23 | -11 | -21 | null | Unknown | Toxic prints; widened spread |
X001277 | 2025-11-24 10:46:48 | NFLX | Buy | 51,842 | 218.61 | 11,333,179.62 | 2.6 | 0.495 | Low | 17.4 | 33 | -14.3 | NYSE>NASDAQ | Adaptive | 5 | LMT | 7.4 | 93 | 32 | 0.6 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ | LMT | 18.5 | 99 | 0 | 26 | -10 | -23 | 17 | null | null | Toxic prints; widened spread |
X001278 | 2025-12-02 09:51:34 | BA | Buy | 120,552 | 176.45 | 21,271,400.4 | 2.4 | 0.402 | Low | 17.4 | 31 | 32.5 | BATS>IEX>NYSE | VWAP | 3 | MKT | 7.5 | 120 | 14 | 0.58 | Slip>Thresh | false | null | null | 0 | BATS>IEX>NYSE | MKT | 92.6 | 94 | 0.9 | 79 | 23 | -13 | 11 | null | null | Stable book; normal liquidity |
X001279 | 2025-11-19 11:34:26 | JNJ | Sell | 16,527 | 19.61 | 324,094.47 | 3.2 | 0.061 | High | 4.5 | 26 | -2.5 | NYSE>BATS | Adaptive | 3 | MKT | 3.4 | 68 | 33 | 0.53 | LiqDrop | true | LiquidityDrop | VenueSwitch | 14 | NYSE>BATS | MKT>PO | 55.8 | 100 | 2.2 | 124 | 40 | -5 | -23 | Watchlist | null | Paused due to data glitch |
X001280 | 2025-12-08 14:05:13 | XLP | Buy | 27,943 | 17.2 | 480,619.6 | 2.4 | 0.097 | Medium | 8.1 | 18 | -2.4 | ARCA>EDGX | VWAP | 1 | LMT | 2.7 | 69 | 12 | 0.42 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX | LMT | 39.2 | 88 | 7.2 | 33 | -18 | 1 | 8 | null | null | High urgency from PM |
X001281 | 2025-12-15 15:33:57 | LQD | Sell | 57,241 | 110.54 | 6,327,420.14 | 0.8 | 0.282 | High | 6.3 | 11 | -10.7 | IEX>NYSE | TWAP | 1 | LMT | 1.8 | 80 | 35 | 0.56 | Slip>Thresh | false | null | null | 0 | IEX>NYSE | LMT | 15.6 | 66 | 3.4 | 100 | 4 | -36 | -14 | null | null | High urgency from PM |
X001282 | 2025-11-05 15:24:26 | XLP | Sell | 27,881 | 73.44 | 2,047,580.64 | 3.3 | 0.096 | Low | 20.9 | 38 | 4.8 | IEX>BATS>ARCA | IS | 5 | IOC | 13 | 78 | 31 | 0.71 | Multi | false | null | null | 0 | IEX>BATS>ARCA | IOC | 4 | 90 | 15.6 | 106 | 49 | -37 | 18 | null | null | Paused due to data glitch |
X001283 | 2025-10-28 10:22:04 | XLE | Sell | 10,822 | 232.59 | 2,517,088.98 | 2.9 | 0.039 | High | 9 | 23 | 29.9 | BATS>ARCA>NASDAQ | IS | 5 | LMT | 6 | 67 | 27 | 0.75 | ToxicitySpike | false | null | null | 0 | BATS>ARCA>NASDAQ | LMT | 36.6 | 92 | 11.4 | 103 | -12 | 10 | 36 | null | null | Venue switch reduced impact |
X001284 | 2025-11-08 13:22:16 | XLK | Buy | 41,052 | 37.83 | 1,552,997.16 | 1.9 | 0.115 | Medium | 12.5 | 8 | -9.6 | NYSE>NASDAQ>BATS>IEX | IS | 5 | MKT | 8.1 | 86 | 20 | 0.8 | LiqDrop | false | null | null | 0 | NYSE>NASDAQ>BATS>IEX | MKT | 40.7 | 93 | 15 | 69 | -2 | -7 | -16 | null | null | Venue switch reduced impact |
X001285 | 2025-11-12 14:56:53 | JNJ | Buy | 31,114 | 229.79 | 7,149,686.06 | 2.5 | 0.114 | Medium | 10.3 | 22 | -28 | IEX>NASDAQ>NYSE>BATS | POV | 5 | IOC | 6.6 | 80 | 13 | 0.73 | LiqDrop | false | null | null | 0 | IEX>NASDAQ>NYSE>BATS | IOC | 66.6 | 97 | 2.4 | 65 | 27 | -7 | 38 | null | null | Venue switch reduced impact |
X001286 | 2025-12-05 13:39:33 | META | Buy | 35,785 | 267.6 | 9,576,066 | 1.6 | 0.1 | Medium | 17.4 | 8 | 32.5 | NASDAQ>IEX>BATS>EDGX | IS | 4 | MKT | 9.2 | 80 | 34 | 0.73 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX>BATS>EDGX | MKT | 51.4 | 85 | 0 | 49 | -3 | -36 | 32 | null | null | High urgency from PM |
X001287 | 2025-11-04 12:51:12 | XOM | Buy | 33,201 | 92.71 | 3,078,064.71 | 3.8 | 0.304 | Low | 4.2 | 32 | -17.4 | ARCA>EDGX>NYSE | VWAP | 2 | LMT | 2.9 | 74 | 27 | 0.73 | Multi | false | null | null | 0 | ARCA>EDGX>NYSE | LMT | 12.3 | 95 | 3.2 | 125 | 49 | -12 | 38 | null | null | Paused due to data glitch |
X001288 | 2025-12-02 14:31:28 | PFE | Buy | 100,821 | 97.92 | 9,872,392.32 | 2.3 | 0.274 | Low | 21.1 | 9 | -9.7 | IEX>BATS>NYSE | Adaptive | 1 | LMT | 5.1 | 95 | 14 | 0.4 | LiqDrop | false | null | null | 0 | IEX>BATS>NYSE | LMT | 45.4 | 90 | 0 | 109 | 39 | 2 | 10 | null | null | Stable book; normal liquidity |
X001289 | 2025-10-31 12:46:54 | BAC | Sell | 39,113 | 70.14 | 2,743,385.82 | 1.4 | 0.107 | Medium | 17.3 | 6 | 7.3 | NASDAQ>EDGX>BATS>IEX | TWAP | 1 | LMT | 4.4 | 73 | 25 | 0.72 | Slip>Thresh | false | null | null | 0 | NASDAQ>EDGX>BATS>IEX | LMT | 36.9 | 94 | 10 | 60 | 26 | -39 | -15 | null | null | High urgency from PM |
X001290 | 2025-11-19 10:34:16 | XLK | Buy | 195,842 | 84.11 | 16,472,270.62 | 1.8 | 0.55 | Low | 19.2 | 17 | 21 | NASDAQ>NYSE | VWAP | 3 | MKT | 7.7 | 157 | 33 | 0.56 | Multi | false | null | null | 0 | NASDAQ>NYSE | MKT | 19.2 | 96 | 0 | 169 | 41 | -20 | -36 | null | null | High urgency from PM |
X001291 | 2025-12-13 09:35:01 | INTC | Sell | 3,877 | 326.2 | 1,264,677.4 | 1.2 | 0.185 | Medium | 15.4 | 15 | -25.3 | NASDAQ>EDGX>NYSE>ARCA>BATS | VWAP | 2 | MKT | 5.2 | 61 | 20 | 0.82 | Multi | false | null | null | 0 | NASDAQ>EDGX>NYSE>ARCA>BATS | MKT | 54.7 | 96 | 15.8 | 21 | 18 | 18 | -17 | null | null | Venue switch reduced impact |
X001292 | 2025-12-04 13:51:32 | XLY | Sell | 19,787 | 268.28 | 5,308,456.36 | 1.5 | 0.082 | High | 11.7 | 19 | -8.8 | ARCA>IEX>NASDAQ>NYSE>BATS | IS | 4 | PO | 6 | 71 | 24 | 0.68 | Slip>Thresh | false | null | null | 0 | ARCA>IEX>NASDAQ>NYSE>BATS | PO | 91 | 95 | 0 | 49 | 53 | -25 | -37 | null | null | Venue switch reduced impact |
X001293 | 2025-12-05 11:29:36 | SPY | Buy | 85,759 | 472.53 | 40,523,700.27 | 1.7 | 0.116 | High | 8.4 | 38 | -19.1 | NYSE>BATS>NASDAQ>EDGX>IEX | TWAP | 3 | IOC | 3.9 | 102 | 15 | 0.64 | LiqDrop | false | null | null | 0 | NYSE>BATS>NASDAQ>EDGX>IEX | IOC | 15.9 | 90 | 12.4 | 110 | -8 | 27 | -10 | PositionLimitNear | null | Toxic prints; widened spread |
X001294 | 2025-12-09 10:25:44 | HYG | Sell | 20,341 | 75.43 | 1,534,321.63 | 1.9 | 0.112 | High | 4.8 | 24 | -13.1 | ARCA>IEX>NYSE>NASDAQ>EDGX | Adaptive | 4 | LMT | 2.5 | 71 | 20 | 0.41 | Multi | false | null | null | 0 | ARCA>IEX>NYSE>NASDAQ>EDGX | LMT | 75.1 | 95 | 0 | 85 | 46 | 4 | -18 | null | null | Venue switch reduced impact |
X001295 | 2025-12-04 13:23:03 | IWM | Sell | 54,758 | 203.86 | 11,162,965.88 | 1.1 | 0.076 | High | 13.5 | 16 | -21.9 | BATS>IEX | POV | 4 | MKT | 6.4 | 91 | 21 | 0.6 | Slip>Thresh | false | null | null | 0 | BATS>IEX | MKT | 50.7 | 97 | 6.9 | 122 | 25 | -13 | -20 | NoShort | null | Paused due to data glitch |
X001296 | 2025-11-27 11:33:20 | AMD | Buy | 27,165 | 63.14 | 1,715,198.1 | 2.3 | 0.758 | Low | 19.2 | 16 | 9.9 | BATS>NASDAQ>NYSE>ARCA>IEX | POV | 1 | LMT | 5.6 | 69 | 25 | 0.54 | Multi | false | null | null | 0 | BATS>NASDAQ>NYSE>ARCA>IEX | LMT | 89.1 | 97 | 0 | 10 | 15 | -13 | -11 | null | null | Stable book; normal liquidity |
X001297 | 2025-10-28 09:46:35 | T | Sell | 2,068 | 337.43 | 697,805.24 | 4.8 | 0.017 | High | 16 | 8 | 17.3 | NASDAQ>EDGX>NYSE | TWAP | 3 | MKT | 8.8 | 61 | 15 | 0.42 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX>NYSE | MKT | 71.1 | 90 | 3.5 | 70 | 24 | 26 | 0 | null | null | High urgency from PM |
X001298 | 2025-11-23 09:35:07 | BRK.B | Sell | 6,950 | 31.51 | 218,994.5 | 2.3 | 0.032 | High | 19.3 | 5 | 16.6 | NASDAQ>EDGX>ARCA>NYSE | Adaptive | 1 | LMT | 4.7 | 62 | 32 | 0.77 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX>ARCA>NYSE | LMT | 17.3 | 87 | 8.1 | 77 | 48 | 19 | 36 | null | null | High urgency from PM |
X001299 | 2025-11-22 11:24:58 | XLY | Sell | 58,156 | 47.93 | 2,787,417.08 | 2.2 | 0.242 | Low | 16.3 | 4 | -24 | BATS>NASDAQ>EDGX | TWAP | 3 | IOC | 6.9 | 89 | 26 | 0.59 | LiqDrop | false | null | null | 0 | BATS>NASDAQ>EDGX | IOC | 32 | 91 | 0 | 116 | -18 | -6 | -7 | PositionLimitNear | null | Stable book; normal liquidity |
X001300 | 2025-11-08 11:10:31 | HYG | Buy | 37,855 | 78.7 | 2,979,188.5 | 2 | 0.208 | Low | 14.9 | 25 | 34.4 | IEX>ARCA>BATS>NASDAQ | Adaptive | 5 | LMT | 6.1 | 84 | 29 | 0.46 | LiqDrop | false | null | null | 0 | IEX>ARCA>BATS>NASDAQ | LMT | 57.1 | 97 | 0 | 124 | 0 | -23 | -25 | null | null | Venue switch reduced impact |
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