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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X001301 | 2025-11-18 11:54:20 | XLI | Buy | 5,950 | 343.93 | 2,046,383.5 | 3.3 | 0.271 | Low | 32.1 | 34 | -26.8 | NYSE>EDGX>NASDAQ>IEX | POV | 4 | LMT | 13.1 | 63 | 21 | 0.76 | Multi | false | null | null | 0 | NYSE>EDGX>NASDAQ>IEX | LMT | 64.9 | 91 | 1.8 | 112 | -20 | -8 | 16 | null | null | Paused due to data glitch |
X001302 | 2025-11-06 12:19:56 | JPM | Buy | 3,689 | 356.07 | 1,313,542.23 | 4.5 | 0.091 | Low | 19.2 | 37 | -12.1 | BATS>IEX>NASDAQ | Adaptive | 2 | MKT | 7.7 | 61 | 28 | 0.55 | Multi | false | null | null | 0 | BATS>IEX>NASDAQ | MKT | 31.8 | 96 | 15.1 | 13 | 40 | -12 | -12 | PositionLimitNear | null | Toxic prints; widened spread |
X001303 | 2025-12-02 14:40:07 | LQD | Buy | 30,591 | 108.62 | 3,322,794.42 | 1.2 | 0.151 | Medium | 14.8 | 13 | -23.7 | ARCA>EDGX>IEX>NASDAQ | VWAP | 1 | MKT | 4.3 | 70 | 19 | 0.43 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX>IEX>NASDAQ | MKT | 32.2 | 94 | 3.9 | 64 | 53 | 19 | 11 | null | null | Paused due to data glitch |
X001304 | 2025-12-19 10:04:24 | HYG | Sell | 20,474 | 77.18 | 1,580,183.32 | 2.3 | 0.112 | Low | 20.8 | 10 | 12 | EDGX>ARCA>NASDAQ>NYSE | Adaptive | 1 | LMT | 5 | 67 | 28 | 0.67 | Multi | false | null | null | 0 | EDGX>ARCA>NASDAQ>NYSE | LMT | 75 | 96 | 19.2 | 10 | -14 | -38 | 13 | null | null | Paused due to data glitch |
X001305 | 2025-11-12 14:08:31 | MSFT | Sell | 28,479 | 121.84 | 3,469,881.36 | 2.2 | 0.151 | High | 3.9 | 12 | 12.5 | NYSE>BATS>IEX | TWAP | 1 | LMT | 1.8 | 69 | 14 | 0.45 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 21 | NYSE>BATS>IEX | LMT>PO | 83 | 91 | 6.4 | 79 | 39 | 22 | 30 | null | null | Stable book; normal liquidity |
X001306 | 2025-12-16 13:49:16 | XLP | Buy | 113,716 | 337.48 | 38,376,875.68 | 2.8 | 0.393 | Low | 9.3 | 22 | 32.8 | BATS>IEX>NYSE>EDGX>ARCA | Adaptive | 2 | MKT | 4.2 | 108 | 20 | 0.74 | LiqDrop | false | null | null | 0 | BATS>IEX>NYSE>EDGX>ARCA | MKT | 48.5 | 94 | 0 | 129 | 18 | 14 | 20 | Watchlist | null | Paused due to data glitch |
X001307 | 2025-11-18 15:27:37 | V | Sell | 11,415 | 302.34 | 3,451,211.1 | 3.3 | 0.149 | Low | 16.1 | 12 | -28.7 | NYSE>BATS>NASDAQ>ARCA | POV | 5 | IOC | 9.8 | 67 | 12 | 0.64 | LiqDrop | false | null | null | 0 | NYSE>BATS>NASDAQ>ARCA | IOC | 33.3 | 89 | 18.8 | 32 | -11 | -6 | -12 | NoShort | null | Venue switch reduced impact |
X001308 | 2025-11-25 09:35:14 | HYG | Sell | 63,045 | 75.28 | 4,746,027.6 | 1.8 | 0.346 | Low | 9.7 | 25 | -12.5 | NYSE>EDGX>IEX>BATS>ARCA | IS | 5 | MKT | 6.8 | 100 | 15 | 0.69 | Multi | false | null | null | 0 | NYSE>EDGX>IEX>BATS>ARCA | MKT | 22.8 | 87 | 12.2 | 141 | 46 | -19 | -22 | null | null | Toxic prints; widened spread |
X001309 | 2025-10-28 15:04:53 | XLV | Sell | 53,851 | 302.67 | 16,299,082.17 | 2 | 0.151 | Medium | 12.6 | 19 | 34.9 | IEX>ARCA>NASDAQ | POV | 4 | LMT | 5.6 | 90 | 20 | 0.55 | Multi | false | null | null | 0 | IEX>ARCA>NASDAQ | LMT | 62.4 | 90 | 9.8 | 65 | 8 | -21 | -33 | null | null | Venue switch reduced impact |
X001310 | 2025-11-23 10:30:41 | TLT | Sell | 49,810 | 90.43 | 4,504,318.3 | 3.5 | 0.182 | Low | 13.8 | 7 | 27.2 | EDGX>IEX>BATS | IS | 5 | LMT | 8.6 | 92 | 29 | 0.57 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>BATS | LMT | 43.6 | 100 | 17.8 | 46 | 19 | -31 | 39 | Watchlist | null | Paused due to data glitch |
X001311 | 2025-11-21 14:53:35 | NFLX | Sell | 2,082 | 171.41 | 356,875.62 | 2.6 | 0.02 | High | 23.1 | 31 | 9.2 | NASDAQ>BATS>IEX>ARCA | VWAP | 2 | LMT | 6.7 | 60 | 14 | 0.43 | Slip>Thresh | false | null | null | 0 | NASDAQ>BATS>IEX>ARCA | LMT | 24.4 | 98 | 6.9 | 105 | 60 | -6 | 31 | null | null | Venue switch reduced impact |
X001312 | 2025-11-26 09:35:57 | NKE | Buy | 90,150 | 15.9 | 1,433,385 | 2 | 0.419 | Low | 24.2 | 29 | -25.3 | ARCA>NASDAQ | TWAP | 2 | MKT | 8.7 | 98 | 22 | 0.47 | Slip>Thresh | true | SlippageAboveThreshold | OrderTypeChange | 14 | ARCA>NASDAQ | MKT>IOC | 62.1 | 90 | 27.5 | 138 | 26 | -5 | -28 | PositionLimitNear | null | Toxic prints; widened spread |
X001313 | 2025-12-03 15:04:31 | XLV | Sell | 64,311 | 222.51 | 14,309,840.61 | 1 | 0.18 | Medium | 9.7 | 10 | -19.3 | BATS>NASDAQ>NYSE>ARCA | VWAP | 1 | LMT | 2.5 | 82 | 22 | 0.52 | Multi | false | null | null | 0 | BATS>NASDAQ>NYSE>ARCA | LMT | 2.4 | 93 | 2.2 | 47 | 29 | 15 | 39 | null | null | Venue switch reduced impact |
X001314 | 2025-11-17 12:05:01 | XLY | Buy | 61,543 | 269.82 | 16,605,532.26 | 2.3 | 0.257 | Low | 10.9 | 23 | 10.6 | NYSE>ARCA>NASDAQ>IEX>BATS | Adaptive | 2 | MKT | 4.3 | 86 | 27 | 0.78 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA>NASDAQ>IEX>BATS | MKT | 97.4 | 99 | 0 | 10 | -5 | 2 | 8 | null | null | Venue switch reduced impact |
X001315 | 2025-12-01 10:11:06 | QQQ | Sell | 9,467 | 416.56 | 3,943,573.52 | 0.6 | 0.03 | Ultra | 7 | 21 | 11.8 | BATS>IEX>ARCA | TWAP | 3 | LMT | 2.3 | 64 | 23 | 0.66 | Multi | false | null | null | 0 | BATS>IEX>ARCA | LMT | 98.7 | 92 | 3.3 | 83 | 55 | -4 | -14 | null | null | Stable book; normal liquidity |
X001316 | 2025-12-26 12:10:50 | BA | Sell | 38,783 | 126.56 | 4,908,376.48 | 2.6 | 0.129 | Medium | 7.6 | 21 | -15.2 | EDGX>NYSE>NASDAQ | VWAP | 3 | PO | 3.9 | 79 | 26 | 0.79 | Slip>Thresh | false | null | null | 0 | EDGX>NYSE>NASDAQ | PO | 19.6 | 90 | 3.1 | 109 | -7 | 22 | -34 | null | null | High urgency from PM |
X001317 | 2025-11-11 10:09:06 | BRK.B | Buy | 62,639 | 146.61 | 9,183,503.79 | 1.9 | 0.285 | Low | 8.1 | 25 | -25.6 | NYSE>EDGX>IEX | TWAP | 2 | LMT | 3.1 | 86 | 34 | 0.8 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX>IEX | LMT | 17.2 | 89 | 4.4 | 109 | 12 | 4 | 38 | NoShort | null | High urgency from PM |
X001318 | 2025-11-26 14:23:57 | AMD | Sell | 6,128 | 341.81 | 2,094,611.68 | 2.2 | 0.171 | Low | 21.7 | 38 | 2.2 | BATS>NYSE | TWAP | 2 | MKT | 8 | 62 | 19 | 0.44 | ToxicitySpike | false | null | null | 0 | BATS>NYSE | MKT | 10.1 | 100 | 0 | 17 | -8 | -13 | -25 | null | null | Toxic prints; widened spread |
X001319 | 2025-12-20 13:06:52 | VZ | Buy | 99,180 | 142.15 | 14,098,437 | 2.4 | 0.848 | Low | 5.6 | 29 | -27.1 | NYSE>ARCA>BATS>IEX>EDGX | VWAP | 2 | LMT | 2.7 | 102 | 14 | 0.55 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA>BATS>IEX>EDGX | LMT | 72.2 | 85 | 9.5 | 159 | 30 | 14 | 13 | PositionLimitNear | PriceBand | Toxic prints; widened spread |
X001320 | 2025-11-26 11:17:56 | XLI | Sell | 1,162 | 99.51 | 115,630.62 | 2.9 | 0.053 | Medium | 23.5 | 27 | -14.1 | ARCA>NASDAQ | Adaptive | 2 | MKT | 8 | 60 | 14 | 0.8 | Multi | false | null | null | 0 | ARCA>NASDAQ | MKT | 64.2 | 90 | 0 | 88 | 48 | -23 | -3 | PositionLimitNear | null | Toxic prints; widened spread |
X001321 | 2025-11-30 14:47:53 | JPM | Buy | 2,349 | 130.24 | 305,933.76 | 2.4 | 0.058 | Medium | 13.9 | 22 | -19.9 | NYSE>ARCA | TWAP | 2 | MKT | 5.7 | 60 | 30 | 0.54 | Multi | false | null | null | 0 | NYSE>ARCA | MKT | 64.1 | 95 | 6.7 | 149 | 44 | 25 | -17 | PositionLimitNear | null | Paused due to data glitch |
X001322 | 2025-11-14 09:35:30 | CSCO | Buy | 94,416 | 19.42 | 1,833,558.72 | 2.9 | 0.237 | Low | 10.4 | 20 | -14 | ARCA>EDGX>BATS>NASDAQ | VWAP | 3 | PO | 4.9 | 107 | 31 | 0.42 | ToxicitySpike | false | null | null | 0 | ARCA>EDGX>BATS>NASDAQ | PO | 31.6 | 98 | 0 | 116 | 13 | -1 | 9 | null | null | High urgency from PM |
X001323 | 2025-11-08 09:35:59 | XLI | Buy | 1,598 | 87.37 | 139,617.26 | 2.7 | 0.073 | Low | 37.9 | 11 | -16.8 | ARCA>NASDAQ | POV | 5 | MKT | 19.5 | 61 | 25 | 0.43 | Multi | false | null | null | 0 | ARCA>NASDAQ | MKT | 60.1 | 97 | 19.6 | 13 | 51 | -18 | -34 | null | null | Paused due to data glitch |
X001324 | 2025-11-01 11:29:34 | NFLX | Sell | 16,041 | 240.19 | 3,852,887.79 | 4.1 | 0.153 | Medium | 5.5 | 26 | 29.4 | IEX>BATS>NYSE>ARCA>EDGX | Adaptive | 3 | IOC | 4.1 | 68 | 26 | 0.64 | Multi | false | null | null | 0 | IEX>BATS>NYSE>ARCA>EDGX | IOC | 73.1 | 100 | 9.2 | 18 | -3 | 22 | 4 | null | null | Stable book; normal liquidity |
X001325 | 2025-11-09 14:41:56 | XLK | Buy | 20,596 | 97.11 | 2,000,077.56 | 1.3 | 0.058 | High | 21.2 | 7 | -25.4 | ARCA>EDGX | Adaptive | 4 | IOC | 7.9 | 71 | 19 | 0.75 | Multi | false | null | null | 0 | ARCA>EDGX | IOC | 75.6 | 88 | 4.3 | 53 | -15 | 7 | 9 | null | null | Toxic prints; widened spread |
X001326 | 2025-11-04 09:35:33 | HD | Buy | 17,020 | 189.52 | 3,225,630.4 | 1.9 | 0.066 | Medium | 17.2 | 14 | -30.9 | ARCA>NASDAQ | IS | 4 | LMT | 7.7 | 69 | 30 | 0.65 | LiqDrop | true | LiquidityDrop | VenueSwitch | 34 | ARCA>NASDAQ | LMT>MKT | 13.4 | 62 | 13.7 | 116 | 2 | 16 | 2 | PositionLimitNear | null | Paused due to data glitch |
X001327 | 2025-12-08 11:14:09 | AMD | Sell | 7,418 | 124.71 | 925,098.78 | 1.8 | 0.207 | Low | 27.7 | 12 | 3 | NASDAQ>ARCA>IEX>EDGX | Adaptive | 5 | MKT | 12.2 | 64 | 26 | 0.48 | Multi | false | null | null | 0 | NASDAQ>ARCA>IEX>EDGX | MKT | 21.4 | 91 | 0.7 | 94 | 9 | 18 | -6 | null | VenueReject | Toxic prints; widened spread |
X001328 | 2025-12-05 10:50:58 | NFLX | Buy | 11,118 | 109.65 | 1,219,088.7 | 2.5 | 0.106 | Low | 24.2 | 22 | -13.3 | IEX>ARCA>BATS>NYSE | IS | 4 | IOC | 12.5 | 66 | 30 | 0.43 | ToxicitySpike | false | null | null | 0 | IEX>ARCA>BATS>NYSE | IOC | 52.2 | 86 | 1.4 | 12 | 41 | 22 | -19 | null | null | Venue switch reduced impact |
X001329 | 2025-11-21 10:53:18 | MSFT | Buy | 101,327 | 176.51 | 17,885,228.77 | 2.3 | 0.538 | Medium | 3.2 | 22 | 1.3 | EDGX>NYSE>NASDAQ>BATS | VWAP | 2 | LMT | 2 | 103 | 35 | 0.66 | LiqDrop | false | null | null | 0 | EDGX>NYSE>NASDAQ>BATS | LMT | 23.8 | 78 | 3.8 | 133 | -6 | -6 | -31 | null | null | Paused due to data glitch |
X001330 | 2025-11-22 15:49:28 | KO | Sell | 3,890 | 31.24 | 121,523.6 | 3 | 0.097 | High | 5.3 | 8 | 6 | ARCA>BATS>NYSE>NASDAQ | IS | 4 | LMT | 4.2 | 62 | 12 | 0.55 | ToxicitySpike | true | ToxicitySpike | Pause | 15 | ARCA>BATS>NYSE>NASDAQ | LMT>MKT | 98 | 86 | 0 | 56 | -4 | 28 | 9 | NoShort | null | High urgency from PM |
X001331 | 2025-10-27 15:13:36 | CSCO | Sell | 109,556 | 81.75 | 8,956,203 | 2.7 | 0.275 | Low | 5.8 | 26 | 20.8 | NASDAQ>IEX>NYSE>BATS>EDGX | TWAP | 2 | MKT | 3.5 | 106 | 35 | 0.49 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX>NYSE>BATS>EDGX | MKT | 10.8 | 93 | 6.4 | 101 | 52 | -29 | -7 | null | null | Stable book; normal liquidity |
X001332 | 2025-11-18 09:54:44 | NFLX | Sell | 9,825 | 175.63 | 1,725,564.75 | 3.6 | 0.094 | Low | 20.3 | 27 | -27.1 | NYSE>EDGX>BATS>IEX | POV | 5 | MKT | 12.4 | 66 | 35 | 0.59 | ToxicitySpike | false | null | null | 0 | NYSE>EDGX>BATS>IEX | MKT | 70.4 | 95 | 33.2 | 75 | 36 | -14 | -40 | NoShort | null | Paused due to data glitch |
X001333 | 2025-11-12 12:38:04 | MA | Sell | 19,888 | 169.28 | 3,366,640.64 | 1.4 | 0.085 | Ultra | 4.2 | 14 | 13.4 | NYSE>IEX>EDGX>ARCA>BATS | VWAP | 2 | PO | 1.9 | 68 | 14 | 0.61 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 24 | NYSE>IEX>EDGX>ARCA>BATS | PO>IOC | 20.8 | 83 | 1.9 | 133 | 19 | 13 | -11 | PositionLimitNear | null | Paused due to data glitch |
X001334 | 2025-12-22 09:35:00 | V | Sell | 6,195 | 130.65 | 809,376.75 | 4.6 | 0.081 | Low | 34.1 | 31 | -29.2 | NYSE>BATS>EDGX>NASDAQ | POV | 4 | IOC | 16.8 | 63 | 17 | 0.67 | Multi | true | MultiTrigger | OrderTypeChange | 10 | NYSE>BATS>EDGX>NASDAQ | IOC>MKT | 14.8 | 98 | 21.5 | 114 | 12 | -21 | -14 | null | null | Stable book; normal liquidity |
X001335 | 2025-11-16 12:19:23 | TLT | Buy | 48,084 | 94.79 | 4,557,882.36 | 2.1 | 0.176 | Low | 18.2 | 17 | -8.8 | NASDAQ>IEX>NYSE>BATS>ARCA | IS | 5 | LMT | 9.2 | 91 | 15 | 0.7 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX>NYSE>BATS>ARCA | LMT | 32.2 | 96 | 8.6 | 100 | -15 | 7 | -20 | null | null | Toxic prints; widened spread |
X001336 | 2025-12-12 09:52:39 | META | Buy | 33,640 | 63.68 | 2,142,195.2 | 1.2 | 0.094 | Medium | 15.4 | 6 | 19.3 | EDGX>NASDAQ>IEX>BATS | VWAP | 3 | LMT | 4.9 | 76 | 27 | 0.51 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ>IEX>BATS | LMT | 66.2 | 91 | 13.7 | 148 | -2 | -20 | 5 | PositionLimitNear | null | High urgency from PM |
X001337 | 2025-11-04 14:56:34 | XLF | Sell | 84,305 | 85.96 | 7,246,857.8 | 1.8 | 0.23 | Low | 14.4 | 39 | -17.3 | IEX>EDGX>BATS>ARCA | Adaptive | 1 | LMT | 3.6 | 89 | 26 | 0.8 | LiqDrop | false | null | null | 0 | IEX>EDGX>BATS>ARCA | LMT | 9.5 | 98 | 5.1 | 10 | 22 | -7 | 34 | null | null | Venue switch reduced impact |
X001338 | 2025-12-04 12:11:12 | XLI | Buy | 8,847 | 141.94 | 1,255,743.18 | 1.9 | 0.403 | Low | 24.2 | 3 | -29.9 | NYSE>NASDAQ>ARCA | POV | 4 | LMT | 9.6 | 65 | 26 | 0.54 | LiqDrop | false | null | null | 0 | NYSE>NASDAQ>ARCA | LMT | 81.8 | 90 | 9.2 | 74 | -15 | 9 | -22 | Watchlist | null | Paused due to data glitch |
X001339 | 2025-12-19 15:31:00 | TLT | Buy | 50,735 | 96.65 | 4,903,537.75 | 2.4 | 0.186 | Medium | 3.9 | 14 | -13.5 | BATS>ARCA>IEX | Adaptive | 2 | IOC | 2.3 | 81 | 27 | 0.79 | Multi | false | null | null | 0 | BATS>ARCA>IEX | IOC | 59.2 | 87 | 0 | 49 | 23 | 13 | -26 | null | null | Venue switch reduced impact |
X001340 | 2025-11-03 09:51:10 | TLT | Buy | 22,427 | 93.8 | 2,103,652.6 | 3.1 | 0.082 | Medium | 12.4 | 13 | 4.8 | ARCA>IEX>EDGX | Adaptive | 1 | PO | 4 | 67 | 16 | 0.41 | ToxicitySpike | false | null | null | 0 | ARCA>IEX>EDGX | PO | 71.2 | 90 | 1.9 | 10 | 36 | -1 | -11 | null | null | Toxic prints; widened spread |
X001341 | 2025-12-14 09:35:39 | XLU | Buy | 47,198 | 146.99 | 6,937,634.02 | 1.7 | 0.151 | Low | 23.6 | 33 | -23.5 | NASDAQ>NYSE | VWAP | 3 | MKT | 8.9 | 83 | 19 | 0.54 | Slip>Thresh | false | null | null | 0 | NASDAQ>NYSE | MKT | 35.6 | 94 | 3.6 | 81 | 5 | 29 | -13 | null | null | Toxic prints; widened spread |
X001342 | 2025-11-02 12:13:25 | XOM | Sell | 9,752 | 213.79 | 2,084,880.08 | 3.1 | 0.089 | Medium | 11.5 | 23 | 4.1 | ARCA>EDGX | VWAP | 2 | PO | 4.7 | 64 | 15 | 0.61 | ToxicitySpike | false | null | null | 0 | ARCA>EDGX | PO | 47.9 | 93 | 6.7 | 74 | 4 | -39 | -16 | null | null | Stable book; normal liquidity |
X001343 | 2025-11-03 10:39:30 | XLK | Sell | 18,289 | 85.99 | 1,572,671.11 | 1.3 | 0.051 | Ultra | 6.7 | 31 | 2.9 | ARCA>IEX>BATS>NASDAQ | IS | 4 | LMT | 3.4 | 70 | 16 | 0.48 | ToxicitySpike | false | null | null | 0 | ARCA>IEX>BATS>NASDAQ | LMT | 20.3 | 88 | 0 | 70 | 48 | -4 | -24 | PositionLimitNear | null | Paused due to data glitch |
X001344 | 2025-11-14 13:25:23 | XLE | Sell | 14,435 | 313.78 | 4,529,414.3 | 3.6 | 0.052 | Medium | 13.9 | 6 | -33.9 | ARCA>IEX>NYSE>BATS>EDGX | TWAP | 2 | LMT | 5.3 | 66 | 15 | 0.41 | Multi | false | null | null | 0 | ARCA>IEX>NYSE>BATS>EDGX | LMT | 44.4 | 91 | 8.1 | 36 | -16 | 28 | 35 | null | null | Venue switch reduced impact |
X001345 | 2025-12-06 11:23:57 | MSFT | Buy | 10,079 | 193.32 | 1,948,472.28 | 2.5 | 0.054 | Medium | 20.1 | 5 | 20.8 | EDGX>NASDAQ>IEX>NYSE | VWAP | 2 | PO | 6.6 | 64 | 18 | 0.62 | Multi | false | null | null | 0 | EDGX>NASDAQ>IEX>NYSE | PO | 5.9 | 97 | 15.9 | 100 | 16 | -26 | -38 | null | null | Toxic prints; widened spread |
X001346 | 2025-12-10 09:35:53 | JPM | Buy | 19,216 | 15.66 | 300,922.56 | 5.3 | 0.476 | Low | 39.9 | 9 | 7.9 | IEX>NYSE>ARCA | TWAP | 2 | LMT | 12.8 | 68 | 26 | 0.72 | LiqDrop | true | LiquidityDrop | VenueSwitch | 21 | IEX>NYSE>ARCA | LMT>PO | 69.2 | 100 | 4.5 | 91 | 4 | 27 | -34 | null | null | High urgency from PM |
X001347 | 2025-11-07 14:34:46 | WMT | Buy | 3,828 | 230.05 | 880,631.4 | 2.6 | 0.012 | Ultra | 21.2 | 14 | -13.7 | NYSE>IEX>ARCA>EDGX | Adaptive | 4 | MKT | 9.2 | 62 | 21 | 0.43 | Slip>Thresh | false | null | null | 0 | NYSE>IEX>ARCA>EDGX | MKT | 78 | 90 | 11.4 | 43 | 42 | -34 | 14 | null | null | Paused due to data glitch |
X001348 | 2025-11-15 10:45:18 | XLV | Sell | 30,019 | 114.43 | 3,435,074.17 | 0.9 | 0.084 | High | 14.9 | 11 | -31 | ARCA>NYSE>BATS>EDGX>IEX | TWAP | 1 | LMT | 3.6 | 70 | 19 | 0.79 | LiqDrop | false | null | null | 0 | ARCA>NYSE>BATS>EDGX>IEX | LMT | 50.5 | 100 | 5.4 | 80 | 17 | -1 | -21 | Watchlist | null | High urgency from PM |
X001349 | 2025-11-27 13:09:42 | CSCO | Sell | 70,773 | 32.63 | 2,309,322.99 | 2.7 | 0.178 | Low | 17.4 | 19 | 19.9 | NASDAQ>ARCA>EDGX>IEX>NYSE | TWAP | 2 | PO | 6.4 | 90 | 19 | 0.46 | ToxicitySpike | false | null | null | 0 | NASDAQ>ARCA>EDGX>IEX>NYSE | PO | 64.5 | 88 | 11.6 | 59 | -9 | -23 | 9 | null | null | Venue switch reduced impact |
X001350 | 2025-12-12 11:46:08 | WMT | Sell | 14,277 | 38.63 | 551,520.51 | 4.1 | 0.044 | Medium | 17.8 | 28 | -23.5 | BATS>EDGX>IEX>NYSE>ARCA | VWAP | 3 | IOC | 8.2 | 67 | 33 | 0.75 | ToxicitySpike | false | null | null | 0 | BATS>EDGX>IEX>NYSE>ARCA | IOC | 2.2 | 88 | 12.1 | 12 | 13 | -2 | -21 | null | null | Paused due to data glitch |
X001351 | 2025-12-09 14:42:00 | XLB | Sell | 44,747 | 178.61 | 7,992,261.67 | 2.7 | 0.114 | Low | 22.4 | 8 | -22.7 | IEX>EDGX | Adaptive | 4 | MKT | 9.7 | 85 | 27 | 0.85 | Multi | false | null | null | 0 | IEX>EDGX | MKT | 79 | 100 | 16.9 | 10 | 6 | 5 | -4 | Watchlist | null | Stable book; normal liquidity |
X001352 | 2025-11-03 13:02:14 | INTC | Buy | 10,162 | 292.66 | 2,974,010.92 | 1.2 | 0.484 | Low | 11.3 | 39 | -21.2 | IEX>NASDAQ>EDGX>ARCA | TWAP | 2 | MKT | 4.4 | 64 | 17 | 0.68 | LiqDrop | false | null | null | 0 | IEX>NASDAQ>EDGX>ARCA | MKT | 7.5 | 87 | 11.5 | 80 | 17 | -6 | -35 | PositionLimitNear | null | Venue switch reduced impact |
X001353 | 2025-12-17 09:37:48 | WMT | Buy | 106,471 | 73.18 | 7,791,547.78 | 2.9 | 0.328 | Medium | 4.1 | 9 | 11.9 | NASDAQ>IEX>NYSE | Adaptive | 4 | LMT | 3 | 121 | 21 | 0.76 | LiqDrop | false | null | null | 0 | NASDAQ>IEX>NYSE | LMT | 26.2 | 97 | 1.3 | 40 | 51 | -28 | 6 | null | null | Toxic prints; widened spread |
X001354 | 2025-11-03 13:20:10 | META | Buy | 42,486 | 166.54 | 7,075,618.44 | 1.6 | 0.118 | Ultra | 3.9 | 14 | -14.3 | EDGX>NYSE>NASDAQ>IEX | POV | 4 | MKT | 2.9 | 84 | 21 | 0.76 | LiqDrop | false | null | null | 0 | EDGX>NYSE>NASDAQ>IEX | MKT | 28.3 | 95 | 5.1 | 92 | 3 | -36 | 30 | null | null | Toxic prints; widened spread |
X001355 | 2025-11-15 14:33:37 | XLK | Sell | 92,164 | 242.41 | 22,341,475.24 | 1.5 | 0.259 | High | 3.2 | 9 | -10.4 | NYSE>IEX>BATS>NASDAQ | Adaptive | 3 | MKT | 2 | 106 | 20 | 0.57 | Multi | false | null | null | 0 | NYSE>IEX>BATS>NASDAQ | MKT | 18.6 | 94 | 8.1 | 81 | 11 | -7 | -9 | null | null | Toxic prints; widened spread |
X001356 | 2025-12-11 13:05:27 | XOM | Buy | 37,565 | 131.54 | 4,941,300.1 | 2.6 | 0.344 | Low | 24.1 | 16 | -24.5 | BATS>EDGX | VWAP | 2 | LMT | 7.1 | 75 | 27 | 0.79 | ToxicitySpike | false | null | null | 0 | BATS>EDGX | LMT | 37.8 | 87 | 9.4 | 45 | -18 | -27 | 9 | null | null | High urgency from PM |
X001357 | 2025-11-26 09:57:09 | NKE | Buy | 67,540 | 346.27 | 23,387,075.8 | 3.3 | 0.314 | Low | 16.7 | 27 | 19.3 | BATS>NYSE>EDGX | Adaptive | 3 | LMT | 6.1 | 93 | 24 | 0.43 | LiqDrop | false | null | null | 0 | BATS>NYSE>EDGX | LMT | 6.4 | 65 | 0 | 136 | 25 | -37 | -6 | Watchlist | null | Toxic prints; widened spread |
X001358 | 2025-11-18 14:21:52 | XLE | Buy | 30,272 | 315.15 | 9,540,220.8 | 2.5 | 0.109 | Medium | 6.4 | 8 | -26.1 | IEX>ARCA>NYSE>NASDAQ>BATS | POV | 5 | LMT | 4.3 | 79 | 13 | 0.78 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 25 | IEX>ARCA>NYSE>NASDAQ>BATS | LMT>MKT | 60.1 | 89 | 16 | 91 | 34 | -31 | -4 | null | null | Stable book; normal liquidity |
X001359 | 2025-10-30 14:16:30 | BAC | Sell | 114,941 | 327.09 | 37,596,051.69 | 1.9 | 0.313 | Low | 14.4 | 32 | -10.1 | IEX>BATS>NASDAQ>NYSE>EDGX | VWAP | 2 | LMT | 4.4 | 108 | 35 | 0.65 | ToxicitySpike | false | null | null | 0 | IEX>BATS>NASDAQ>NYSE>EDGX | LMT | 64.6 | 86 | 0 | 10 | 22 | -25 | 26 | Watchlist | null | High urgency from PM |
X001360 | 2025-12-09 14:31:19 | INTC | Buy | 807 | 87.39 | 70,523.73 | 0.9 | 0.038 | High | 39.4 | 21 | 12.6 | NASDAQ>NYSE>ARCA>IEX>BATS | Adaptive | 5 | LMT | 13.1 | 60 | 19 | 0.57 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE>ARCA>IEX>BATS | LMT | 64.3 | 88 | 11.6 | 62 | 24 | -33 | -13 | NoShort | null | Toxic prints; widened spread |
X001361 | 2025-12-24 11:46:14 | XLP | Sell | 6,516 | 232.46 | 1,514,709.36 | 2.3 | 0.023 | High | 20.4 | 37 | -25.9 | NYSE>BATS>ARCA>IEX | TWAP | 3 | LMT | 7.1 | 63 | 35 | 0.41 | LiqDrop | false | null | null | 0 | NYSE>BATS>ARCA>IEX | LMT | 90.9 | 85 | 4.1 | 38 | 39 | 12 | -30 | null | null | Venue switch reduced impact |
X001362 | 2025-11-22 13:26:19 | VZ | Buy | 3,673 | 149.57 | 549,370.61 | 4 | 0.031 | Ultra | 3.7 | 39 | -1.6 | BATS>IEX>EDGX>NASDAQ | TWAP | 2 | MKT | 3.6 | 61 | 16 | 0.41 | Slip>Thresh | false | null | null | 0 | BATS>IEX>EDGX>NASDAQ | MKT | 61.1 | 92 | 7.6 | 76 | 20 | -14 | -9 | null | null | Stable book; normal liquidity |
X001363 | 2025-12-14 09:35:01 | XLU | Buy | 69,473 | 96.75 | 6,721,512.75 | 1.4 | 0.222 | Low | 23.4 | 13 | -19.6 | IEX>NYSE>NASDAQ | VWAP | 2 | LMT | 6.3 | 89 | 20 | 0.74 | Slip>Thresh | false | null | null | 0 | IEX>NYSE>NASDAQ | LMT | 28.9 | 99 | 11.2 | 115 | 34 | 12 | 0 | null | null | Toxic prints; widened spread |
X001364 | 2025-10-27 14:09:17 | XLU | Sell | 32,449 | 59.53 | 1,931,688.97 | 1.4 | 0.104 | Medium | 14.1 | 29 | 33.7 | NASDAQ>NYSE>IEX>BATS>ARCA | Adaptive | 5 | LMT | 5.4 | 81 | 26 | 0.45 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 16 | NASDAQ>NYSE>IEX>BATS>ARCA | LMT>MKT | 93 | 95 | 5.7 | 88 | 48 | -5 | 4 | PositionLimitNear | null | Toxic prints; widened spread |
X001365 | 2025-11-12 10:29:10 | CVX | Buy | 22,517 | 125.97 | 2,836,466.49 | 1.2 | 0.134 | Medium | 17.3 | 27 | 20.1 | NYSE>IEX>EDGX | TWAP | 1 | LMT | 4.3 | 67 | 18 | 0.85 | Multi | false | null | null | 0 | NYSE>IEX>EDGX | LMT | 52.6 | 87 | 11.3 | 109 | 31 | -10 | -19 | null | null | Venue switch reduced impact |
X001366 | 2025-12-16 15:41:07 | XLF | Sell | 79,595 | 95.44 | 7,596,546.8 | 3.3 | 0.218 | Low | 12.5 | 11 | 29.8 | IEX>ARCA>NYSE>EDGX | TWAP | 1 | PO | 4.6 | 87 | 22 | 0.83 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 22 | IEX>ARCA>NYSE>EDGX | PO>IOC | 77.6 | 89 | 0 | 118 | 41 | 23 | -22 | null | null | Paused due to data glitch |
X001367 | 2025-12-22 09:35:48 | XLY | Sell | 77,683 | 226.11 | 17,564,903.13 | 1.2 | 0.324 | Low | 23.6 | 28 | -8 | NYSE>NASDAQ>ARCA>EDGX | VWAP | 2 | MKT | 7.6 | 93 | 32 | 0.65 | Slip>Thresh | false | null | null | 0 | NYSE>NASDAQ>ARCA>EDGX | MKT | 84.8 | 91 | 0 | 67 | 54 | -32 | 27 | null | null | Paused due to data glitch |
X001368 | 2025-11-10 13:09:55 | PEP | Sell | 22,936 | 161.03 | 3,693,384.08 | 3.2 | 0.072 | Low | 19.5 | 38 | 16.9 | EDGX>ARCA>NASDAQ | TWAP | 1 | LMT | 5.6 | 68 | 29 | 0.82 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 44 | EDGX>ARCA>NASDAQ | LMT>MKT | 10.7 | 99 | 10.9 | 171 | 42 | 10 | -19 | null | null | Toxic prints; widened spread |
X001369 | 2025-11-14 14:19:14 | NVDA | Buy | 868 | 227.38 | 197,365.84 | 1.9 | 0.022 | Ultra | 6.2 | 25 | -0.2 | BATS>NASDAQ | IS | 4 | LMT | 3.7 | 60 | 17 | 0.45 | ToxicitySpike | false | null | null | 0 | BATS>NASDAQ | LMT | 40.7 | 96 | 4.3 | 68 | 24 | -40 | 34 | null | null | Paused due to data glitch |
X001370 | 2025-12-14 15:11:34 | XLY | Sell | 15,749 | 55.54 | 874,699.46 | 1.4 | 0.066 | High | 9.3 | 34 | -5.9 | IEX>NASDAQ>EDGX | IS | 4 | LMT | 4.5 | 69 | 18 | 0.67 | LiqDrop | false | null | null | 0 | IEX>NASDAQ>EDGX | LMT | 95.5 | 98 | 8.2 | 58 | -3 | -7 | 39 | null | null | High urgency from PM |
X001371 | 2025-11-28 09:35:28 | IEF | Buy | 55,894 | 97.57 | 5,453,577.58 | 2.6 | 0.212 | Medium | 4.3 | 7 | -26.8 | IEX>ARCA>NYSE>NASDAQ | IS | 5 | LMT | 4 | 96 | 22 | 0.84 | ToxicitySpike | false | null | null | 0 | IEX>ARCA>NYSE>NASDAQ | LMT | 0.2 | 89 | 2.4 | 70 | 52 | -2 | 38 | null | null | High urgency from PM |
X001372 | 2025-10-28 09:35:30 | V | Sell | 8,551 | 175.41 | 1,499,930.91 | 4 | 0.111 | Low | 25.8 | 6 | -12.3 | EDGX>ARCA>NYSE>IEX | TWAP | 2 | MKT | 10.3 | 63 | 20 | 0.54 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA>NYSE>IEX | MKT | 70.6 | 85 | 5.1 | 95 | 45 | -26 | 28 | null | Throttle | High urgency from PM |
X001373 | 2025-11-27 11:44:29 | INTC | Buy | 1,298 | 122.14 | 158,537.72 | 0.7 | 0.062 | Ultra | 11 | 29 | 14.4 | IEX>NASDAQ>NYSE | TWAP | 3 | LMT | 3.6 | 60 | 12 | 0.75 | Multi | false | null | null | 0 | IEX>NASDAQ>NYSE | LMT | 98.4 | 92 | 3.4 | 72 | 57 | -12 | 5 | null | null | Venue switch reduced impact |
X001374 | 2025-12-13 14:53:24 | GOOGL | Buy | 33,781 | 74.84 | 2,528,170.04 | 1.9 | 0.101 | High | 4.8 | 15 | 30 | NYSE>EDGX>IEX | IS | 5 | MKT | 4.3 | 81 | 18 | 0.85 | Multi | true | MultiTrigger | Cross | 16 | NYSE>EDGX>IEX | MKT>IOC | 59 | 99 | 15.2 | 84 | 48 | 17 | -35 | Watchlist | null | Toxic prints; widened spread |
X001375 | 2025-12-09 12:09:05 | XLY | Buy | 30,044 | 214.06 | 6,431,218.64 | 1.1 | 0.125 | Medium | 16.1 | 30 | -22 | NYSE>ARCA>BATS>IEX>NASDAQ | TWAP | 2 | MKT | 5.6 | 72 | 30 | 0.41 | ToxicitySpike | false | null | null | 0 | NYSE>ARCA>BATS>IEX>NASDAQ | MKT | 23.6 | 94 | 0 | 69 | 43 | -8 | 38 | null | null | Toxic prints; widened spread |
X001376 | 2025-11-02 13:31:50 | TLT | Sell | 11,175 | 92.56 | 1,034,358 | 1.7 | 0.041 | High | 21.2 | 23 | -29.1 | ARCA>EDGX>BATS>NASDAQ | TWAP | 3 | LMT | 7 | 65 | 17 | 0.41 | Multi | false | null | null | 0 | ARCA>EDGX>BATS>NASDAQ | LMT | 87.7 | 98 | 9.9 | 41 | 24 | 15 | 22 | null | null | Paused due to data glitch |
X001377 | 2025-12-04 14:59:11 | XOM | Sell | 3,765 | 270.17 | 1,017,190.05 | 2.3 | 0.034 | Ultra | 3.9 | 38 | -7.2 | NASDAQ>ARCA>EDGX>BATS>NYSE | TWAP | 1 | LMT | 1.9 | 61 | 27 | 0.76 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 12 | NASDAQ>ARCA>EDGX>BATS>NYSE | LMT>PO | 94.7 | 93 | 1.8 | 63 | 41 | -14 | 37 | null | null | Toxic prints; widened spread |
X001378 | 2025-11-06 13:47:46 | HYG | Buy | 19,611 | 73.52 | 1,441,800.72 | 1.1 | 0.108 | High | 7.1 | 23 | 29.6 | EDGX>BATS>NASDAQ>IEX>NYSE | Adaptive | 5 | MKT | 3.6 | 72 | 22 | 0.62 | ToxicitySpike | true | ToxicitySpike | Pause | 14 | EDGX>BATS>NASDAQ>IEX>NYSE | MKT>LMT | 91.5 | 84 | 2.4 | 125 | 16 | 30 | 10 | Watchlist | null | Toxic prints; widened spread |
X001379 | 2025-10-30 15:32:09 | NFLX | Buy | 21,954 | 323.23 | 7,096,191.42 | 5.1 | 0.21 | Low | 10.6 | 30 | -27.9 | EDGX>IEX>NYSE | Adaptive | 1 | LMT | 4.1 | 67 | 26 | 0.67 | Multi | false | null | null | 0 | EDGX>IEX>NYSE | LMT | 54.9 | 99 | 6.3 | 48 | -11 | 12 | -39 | Watchlist | null | Venue switch reduced impact |
X001380 | 2025-11-10 10:24:06 | MA | Sell | 8,750 | 107.24 | 938,350 | 1.6 | 0.037 | High | 14.8 | 10 | -5.3 | IEX>ARCA>NASDAQ>EDGX | TWAP | 3 | IOC | 6 | 64 | 19 | 0.74 | Multi | false | null | null | 0 | IEX>ARCA>NASDAQ>EDGX | IOC | 61.3 | 91 | 8.1 | 113 | 0 | -20 | 11 | null | null | High urgency from PM |
X001381 | 2025-10-31 10:27:53 | AMZN | Buy | 3,706 | 223.55 | 828,476.3 | 2.3 | 0.17 | Low | 31.6 | 22 | 20.4 | IEX>EDGX>NYSE>BATS>ARCA | Adaptive | 3 | IOC | 10.8 | 61 | 25 | 0.83 | Multi | false | null | null | 0 | IEX>EDGX>NYSE>BATS>ARCA | IOC | 77.6 | 86 | 11.8 | 103 | -17 | -21 | 31 | null | null | High urgency from PM |
X001382 | 2025-12-06 15:05:39 | AMZN | Sell | 6,149 | 200.35 | 1,231,952.15 | 2 | 0.282 | Low | 15.9 | 19 | -32.8 | NYSE>ARCA>BATS>IEX>EDGX | TWAP | 3 | PO | 6.4 | 63 | 24 | 0.58 | Multi | false | null | null | 0 | NYSE>ARCA>BATS>IEX>EDGX | PO | 63.5 | 92 | 11.8 | 83 | 6 | 7 | -35 | Watchlist | null | Paused due to data glitch |
X001383 | 2025-12-21 11:23:07 | XLF | Buy | 21,962 | 87.06 | 1,912,011.72 | 2.6 | 0.06 | Medium | 23.6 | 30 | -29.2 | NASDAQ>NYSE>ARCA>BATS | VWAP | 2 | LMT | 6.9 | 69 | 24 | 0.74 | ToxicitySpike | false | null | null | 0 | NASDAQ>NYSE>ARCA>BATS | LMT | 28.5 | 85 | 1.9 | 161 | 0 | -27 | -4 | null | null | Venue switch reduced impact |
X001384 | 2025-12-03 14:40:43 | T | Buy | 28,558 | 233.19 | 6,659,440.02 | 2.3 | 0.238 | Medium | 5.1 | 22 | -9.1 | IEX>ARCA>NASDAQ | TWAP | 1 | IOC | 2.5 | 69 | 25 | 0.5 | ToxicitySpike | false | null | null | 0 | IEX>ARCA>NASDAQ | IOC | 4.5 | 96 | 0 | 93 | 4 | 26 | -37 | PositionLimitNear | null | Stable book; normal liquidity |
X001385 | 2025-12-23 10:44:05 | BA | Buy | 23,277 | 238.92 | 5,561,340.84 | 2 | 0.078 | Medium | 20.7 | 19 | 32.5 | NYSE>EDGX>ARCA>IEX>NASDAQ | POV | 5 | IOC | 10.7 | 75 | 18 | 0.46 | LiqDrop | false | null | null | 0 | NYSE>EDGX>ARCA>IEX>NASDAQ | IOC | 21.3 | 94 | 12.5 | 42 | 48 | 22 | 18 | null | null | Paused due to data glitch |
X001386 | 2025-11-11 15:06:26 | BRK.B | Buy | 67,273 | 190.91 | 12,843,088.43 | 3.1 | 0.306 | Low | 8.8 | 18 | -8.6 | NYSE>EDGX>ARCA>NASDAQ | TWAP | 3 | MKT | 5.3 | 93 | 32 | 0.71 | LiqDrop | false | null | null | 0 | NYSE>EDGX>ARCA>NASDAQ | MKT | 22.3 | 92 | 19.7 | 73 | 48 | 26 | 13 | null | null | Paused due to data glitch |
X001387 | 2025-12-01 15:12:55 | META | Sell | 26,551 | 254.08 | 6,746,078.08 | 0.9 | 0.074 | Ultra | 6.6 | 12 | -3.7 | NYSE>EDGX>IEX | VWAP | 3 | LMT | 2.3 | 73 | 32 | 0.48 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX>IEX | LMT | 80.6 | 97 | 3.7 | 54 | -3 | -37 | 37 | null | null | Stable book; normal liquidity |
X001388 | 2025-12-18 11:04:39 | XLK | Sell | 28,147 | 287.62 | 8,095,640.14 | 1.4 | 0.079 | High | 12.5 | 21 | 30.9 | NASDAQ>ARCA>EDGX>BATS>NYSE | IS | 5 | LMT | 6.3 | 78 | 19 | 0.68 | Multi | false | null | null | 0 | NASDAQ>ARCA>EDGX>BATS>NYSE | LMT | 13.1 | 97 | 1.5 | 82 | -9 | -12 | 24 | null | null | Stable book; normal liquidity |
X001389 | 2025-11-04 12:35:15 | XLV | Sell | 149,886 | 181.11 | 27,145,853.46 | 1.6 | 0.421 | Medium | 3.3 | 16 | 12 | NASDAQ>ARCA | IS | 4 | IOC | 3 | 146 | 35 | 0.56 | LiqDrop | false | null | null | 0 | NASDAQ>ARCA | IOC | 81.7 | 99 | 0 | 47 | 2 | 28 | -27 | null | null | Paused due to data glitch |
X001390 | 2025-12-04 10:28:02 | NFLX | Buy | 5,717 | 129.07 | 737,893.19 | 3.3 | 0.055 | Medium | 11.8 | 39 | 21 | EDGX>ARCA>NASDAQ>NYSE>IEX | Adaptive | 4 | MKT | 6.4 | 63 | 29 | 0.41 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA>NASDAQ>NYSE>IEX | MKT | 6.1 | 87 | 9.9 | 91 | -18 | -5 | 2 | PositionLimitNear | null | Toxic prints; widened spread |
X001391 | 2025-11-05 15:43:02 | MA | Buy | 37,409 | 133.41 | 4,990,734.69 | 0.7 | 0.159 | Ultra | 7.4 | 19 | 6.5 | EDGX>IEX | VWAP | 3 | LMT | 2.4 | 78 | 19 | 0.67 | LiqDrop | false | null | null | 0 | EDGX>IEX | LMT | 51.4 | 82 | 1.6 | 63 | 37 | 29 | -19 | PositionLimitNear | null | Toxic prints; widened spread |
X001392 | 2025-11-17 12:02:56 | KO | Sell | 5,116 | 23.63 | 120,891.08 | 2.7 | 0.127 | Low | 22.1 | 15 | -27.6 | IEX>EDGX>NASDAQ>BATS | VWAP | 1 | LMT | 5.7 | 61 | 20 | 0.85 | ToxicitySpike | false | null | null | 0 | IEX>EDGX>NASDAQ>BATS | LMT | 76.5 | 96 | 16.4 | 81 | 4 | -36 | 39 | null | null | High urgency from PM |
X001393 | 2025-12-03 09:47:57 | VZ | Sell | 17,026 | 24.92 | 424,287.92 | 4 | 0.146 | Low | 24 | 13 | -13.9 | NASDAQ>BATS>NYSE>ARCA>IEX | Adaptive | 3 | MKT | 10 | 68 | 28 | 0.65 | ToxicitySpike | false | null | null | 0 | NASDAQ>BATS>NYSE>ARCA>IEX | MKT | 72.8 | 95 | 25.5 | 57 | -19 | 8 | 38 | PositionLimitNear | null | Stable book; normal liquidity |
X001394 | 2025-11-10 11:42:27 | XLK | Buy | 24,519 | 103.59 | 2,539,923.21 | 1.4 | 0.069 | Ultra | 6.4 | 10 | 14.7 | ARCA>EDGX>BATS>NASDAQ | TWAP | 2 | MKT | 2.8 | 70 | 31 | 0.5 | ToxicitySpike | false | null | null | 0 | ARCA>EDGX>BATS>NASDAQ | MKT | 70.6 | 88 | 1.8 | 73 | 30 | -20 | 28 | NoShort | null | Paused due to data glitch |
X001395 | 2025-11-22 09:35:26 | WMT | Sell | 5,909 | 42.94 | 253,732.46 | 4.7 | 0.018 | High | 11.4 | 11 | 24.6 | NYSE>BATS>ARCA>EDGX | IS | 5 | MKT | 10.2 | 63 | 22 | 0.68 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 18 | NYSE>BATS>ARCA>EDGX | MKT>IOC | 84.4 | 98 | 13.3 | 92 | 21 | -22 | -3 | null | null | Venue switch reduced impact |
X001396 | 2025-11-05 15:55:53 | HYG | Sell | 10,171 | 73.65 | 749,094.15 | 1.1 | 0.056 | High | 24.9 | 16 | 26.2 | NYSE>ARCA>BATS>EDGX | Adaptive | 1 | MKT | 6.4 | 63 | 29 | 0.48 | LiqDrop | false | null | null | 0 | NYSE>ARCA>BATS>EDGX | MKT | 43.3 | 89 | 4.5 | 39 | 10 | -16 | -33 | null | null | Stable book; normal liquidity |
X001397 | 2025-11-30 13:40:00 | XLE | Sell | 71,935 | 334.62 | 24,070,889.7 | 2.5 | 0.258 | Low | 20.7 | 11 | 16.8 | NASDAQ>IEX>NYSE>EDGX>ARCA | IS | 4 | MKT | 11.6 | 101 | 27 | 0.46 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 13 | NASDAQ>IEX>NYSE>EDGX>ARCA | MKT>LMT | 78 | 92 | 24.2 | 91 | 1 | -13 | -7 | null | Throttle | High urgency from PM |
X001398 | 2025-12-24 13:29:23 | XLB | Buy | 25,814 | 210.91 | 5,444,430.74 | 1.6 | 0.066 | Medium | 23 | 27 | 23.1 | IEX>ARCA | IS | 4 | LMT | 9.6 | 74 | 24 | 0.42 | Slip>Thresh | false | null | null | 0 | IEX>ARCA | LMT | 11 | 91 | 21.6 | 101 | -6 | -9 | -17 | null | null | Paused due to data glitch |
X001399 | 2025-10-30 11:48:51 | JPM | Buy | 7,119 | 249.41 | 1,775,549.79 | 4.6 | 0.176 | Low | 23.1 | 9 | 33.1 | EDGX>ARCA | POV | 4 | LMT | 10.9 | 64 | 30 | 0.74 | Multi | false | null | null | 0 | EDGX>ARCA | LMT | 13.1 | 84 | 9.3 | 114 | 27 | 24 | 29 | null | null | High urgency from PM |
X001400 | 2025-12-12 15:48:10 | BA | Sell | 65,018 | 209.95 | 13,650,529.1 | 1.5 | 0.217 | Low | 20.4 | 19 | -6.5 | IEX>EDGX>NASDAQ | IS | 4 | LMT | 8.7 | 97 | 23 | 0.41 | LiqDrop | false | null | null | 0 | IEX>EDGX>NASDAQ | LMT | 81 | 99 | 10.1 | 45 | -18 | -1 | -3 | null | null | Paused due to data glitch |
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