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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X001701 | 2025-10-28 14:09:15 | AAPL | Sell | 40,803 | 284.95 | 11,626,814.85 | 2.4 | 0.12 | Low | 21.1 | 10 | -8 | ARCA>NASDAQ>IEX>EDGX | Adaptive | 1 | LMT | 5.1 | 74 | 14 | 0.68 | Multi | false | null | null | 0 | ARCA>NASDAQ>IEX>EDGX | LMT | 2.4 | 87 | 0 | 10 | 40 | -23 | 23 | null | null | High urgency from PM |
X001702 | 2025-12-07 11:29:28 | META | Sell | 236,603 | 281.55 | 66,615,574.65 | 1.2 | 0.66 | Low | 12.3 | 9 | 1.6 | NASDAQ>NYSE>ARCA | IS | 4 | PO | 6.3 | 196 | 29 | 0.42 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE>ARCA | PO | 15.6 | 93 | 15.8 | 10 | 10 | 5 | -33 | null | null | Toxic prints; widened spread |
X001703 | 2025-11-16 12:19:55 | AAPL | Buy | 36,321 | 20.19 | 733,320.99 | 1.3 | 0.107 | Medium | 17.2 | 35 | 28 | IEX>NYSE>EDGX>BATS>ARCA | VWAP | 2 | LMT | 4.8 | 75 | 30 | 0.64 | Slip>Thresh | false | null | null | 0 | IEX>NYSE>EDGX>BATS>ARCA | LMT | 44.1 | 89 | 0 | 25 | -7 | -12 | -2 | PositionLimitNear | null | Venue switch reduced impact |
X001704 | 2025-12-04 12:56:30 | XLF | Buy | 20,122 | 223.22 | 4,491,632.84 | 2.6 | 0.055 | Medium | 22.7 | 18 | -23.5 | EDGX>IEX>BATS>NASDAQ | IS | 5 | LMT | 11.4 | 73 | 15 | 0.6 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>BATS>NASDAQ | LMT | 3.8 | 92 | 6.6 | 87 | 41 | 0 | -19 | null | null | Stable book; normal liquidity |
X001705 | 2025-11-18 14:39:50 | PEP | Buy | 112,867 | 273.42 | 30,860,095.14 | 3.2 | 0.356 | Low | 12.2 | 35 | -29.7 | NYSE>IEX | IS | 4 | LMT | 7 | 124 | 18 | 0.55 | ToxicitySpike | false | null | null | 0 | NYSE>IEX | LMT | 19.4 | 98 | 15.9 | 140 | 13 | 5 | -19 | null | null | Paused due to data glitch |
X001706 | 2025-12-24 09:55:45 | INTC | Sell | 1,094 | 52.8 | 57,763.2 | 1.2 | 0.052 | Ultra | 9.9 | 29 | -34.2 | NASDAQ>BATS>EDGX>IEX>NYSE | TWAP | 3 | LMT | 3.5 | 60 | 14 | 0.67 | LiqDrop | false | null | null | 0 | NASDAQ>BATS>EDGX>IEX>NYSE | LMT | 11.7 | 65 | 3.6 | 63 | -8 | 28 | 31 | null | null | Venue switch reduced impact |
X001707 | 2025-11-06 15:19:37 | AAPL | Sell | 76,344 | 199.83 | 15,255,821.52 | 1.9 | 0.225 | Low | 21.1 | 6 | -19.3 | NASDAQ>ARCA>BATS>NYSE | TWAP | 3 | IOC | 8.3 | 98 | 16 | 0.51 | Multi | false | null | null | 0 | NASDAQ>ARCA>BATS>NYSE | IOC | 32 | 85 | 0 | 10 | 58 | -18 | -39 | null | null | Toxic prints; widened spread |
X001708 | 2025-12-11 09:35:26 | BRK.B | Buy | 180,309 | 276.03 | 49,770,693.27 | 1.5 | 0.82 | Low | 5.6 | 10 | 5.4 | NASDAQ>IEX | IS | 5 | LMT | 3.9 | 177 | 27 | 0.51 | LiqDrop | false | null | null | 0 | NASDAQ>IEX | LMT | 24.7 | 95 | 5.3 | 214 | -10 | -23 | 4 | null | null | High urgency from PM |
X001709 | 2025-10-28 14:14:46 | CSCO | Buy | 22,092 | 87.23 | 1,927,085.16 | 2.7 | 0.055 | Medium | 19.4 | 10 | 19.1 | ARCA>IEX>EDGX | TWAP | 2 | MKT | 7.6 | 69 | 16 | 0.55 | LiqDrop | false | null | null | 0 | ARCA>IEX>EDGX | MKT | 72.6 | 98 | 12 | 30 | 32 | 1 | -21 | null | null | Stable book; normal liquidity |
X001710 | 2025-12-05 11:54:48 | INTC | Buy | 14,158 | 351.87 | 4,981,775.46 | 0.8 | 0.674 | Low | 37.4 | 33 | 18.9 | NASDAQ>NYSE>ARCA | IS | 5 | LMT | 16.2 | 69 | 28 | 0.55 | Slip>Thresh | true | SlippageAboveThreshold | AlgoSwitch | 21 | NASDAQ>NYSE>ARCA | LMT>IOC | 19.3 | 86 | 28.9 | 88 | 1 | -7 | 14 | null | null | Paused due to data glitch |
X001711 | 2025-11-12 09:35:36 | HD | Buy | 11,947 | 153.86 | 1,838,165.42 | 2.6 | 0.046 | High | 11.5 | 28 | -15.3 | ARCA>NASDAQ>BATS>NYSE | Adaptive | 3 | MKT | 5.2 | 65 | 29 | 0.75 | LiqDrop | false | null | null | 0 | ARCA>NASDAQ>BATS>NYSE | MKT | 64 | 94 | 2.8 | 54 | 4 | 26 | -17 | null | null | Toxic prints; widened spread |
X001712 | 2025-11-07 09:58:30 | MA | Sell | 26,582 | 326.87 | 8,688,858.34 | 1 | 0.113 | High | 8.5 | 5 | 33.8 | EDGX>NASDAQ>BATS | VWAP | 2 | LMT | 2.5 | 71 | 25 | 0.51 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>BATS | LMT | 82.1 | 100 | 7.7 | 44 | 44 | -21 | -30 | null | null | Stable book; normal liquidity |
X001713 | 2025-12-26 11:09:48 | WMT | Sell | 34,568 | 245.18 | 8,475,382.24 | 3.5 | 0.106 | Medium | 7.5 | 30 | -19.6 | EDGX>ARCA>BATS>NASDAQ | Adaptive | 4 | LMT | 4.2 | 79 | 32 | 0.42 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 13 | EDGX>ARCA>BATS>NASDAQ | LMT>IOC | 96 | 93 | 0 | 51 | 41 | 29 | -38 | null | null | Toxic prints; widened spread |
X001714 | 2025-11-02 14:54:57 | BAC | Buy | 33,055 | 275.77 | 9,115,577.35 | 1.6 | 0.09 | Medium | 19 | 21 | -7.6 | IEX>NASDAQ>ARCA>EDGX | POV | 4 | MKT | 9.1 | 79 | 29 | 0.84 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ>ARCA>EDGX | MKT | 59.8 | 90 | 10.8 | 85 | -7 | 6 | 15 | NoShort | null | High urgency from PM |
X001715 | 2025-12-20 13:19:43 | KO | Sell | 1,860 | 299.42 | 556,921.2 | 1.7 | 0.046 | High | 11.8 | 25 | -28 | ARCA>NYSE | IS | 5 | IOC | 7.2 | 61 | 27 | 0.53 | LiqDrop | false | null | null | 0 | ARCA>NYSE | IOC | 78 | 93 | 14.6 | 74 | 16 | -17 | 38 | null | null | Venue switch reduced impact |
X001716 | 2025-11-04 09:35:15 | NVDA | Buy | 2,164 | 188.12 | 407,091.68 | 1.3 | 0.056 | High | 12.1 | 9 | -7.4 | ARCA>NYSE | IS | 4 | IOC | 6.3 | 61 | 16 | 0.8 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE | IOC | 87.3 | 89 | 0.9 | 74 | 35 | 7 | 30 | null | null | Venue switch reduced impact |
X001717 | 2025-11-14 09:51:37 | T | Sell | 15,589 | 125.45 | 1,955,640.05 | 4 | 0.13 | Low | 8.6 | 6 | -6 | NASDAQ>EDGX>BATS>NYSE>ARCA | VWAP | 1 | LMT | 3.5 | 65 | 12 | 0.59 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 24 | NASDAQ>EDGX>BATS>NYSE>ARCA | LMT>IOC | 74.6 | 100 | 12.2 | 207 | 3 | 27 | -4 | NoShort | null | Paused due to data glitch |
X001718 | 2025-11-13 11:15:33 | XLK | Sell | 134,888 | 195.42 | 26,359,812.96 | 1.3 | 0.379 | Low | 14.7 | 4 | -27.5 | BATS>ARCA | VWAP | 2 | MKT | 5.1 | 117 | 35 | 0.64 | Multi | false | null | null | 0 | BATS>ARCA | MKT | 5.7 | 85 | 22.3 | 193 | -5 | -32 | 13 | null | null | Stable book; normal liquidity |
X001719 | 2025-11-30 12:40:53 | SPY | Buy | 58,928 | 482.61 | 28,439,242.08 | 0.8 | 0.08 | High | 19.3 | 4 | -3.1 | IEX>ARCA>NYSE>NASDAQ | VWAP | 1 | LMT | 4.3 | 80 | 18 | 0.71 | LiqDrop | false | null | null | 0 | IEX>ARCA>NYSE>NASDAQ | LMT | 34.4 | 99 | 0 | 96 | 7 | -17 | 23 | null | null | Venue switch reduced impact |
X001720 | 2025-11-13 11:15:46 | NFLX | Sell | 14,210 | 356.57 | 5,066,859.7 | 3.2 | 0.136 | Low | 17.6 | 32 | 30.5 | ARCA>BATS>NYSE>NASDAQ>EDGX | IS | 5 | PO | 10.9 | 69 | 15 | 0.83 | Slip>Thresh | false | null | null | 0 | ARCA>BATS>NYSE>NASDAQ>EDGX | PO | 65.2 | 88 | 7.1 | 101 | 12 | -38 | 9 | PositionLimitNear | null | Venue switch reduced impact |
X001721 | 2025-11-20 11:58:43 | BA | Sell | 76,618 | 259.07 | 19,849,425.26 | 2 | 0.255 | Low | 10.3 | 7 | 23.1 | EDGX>BATS>NYSE | POV | 4 | MKT | 5.9 | 104 | 19 | 0.78 | ToxicitySpike | false | null | null | 0 | EDGX>BATS>NYSE | MKT | 21.6 | 97 | 0.4 | 73 | -15 | -25 | 27 | null | null | Paused due to data glitch |
X001722 | 2025-12-22 13:06:20 | NVDA | Buy | 5,286 | 236.51 | 1,250,191.86 | 2 | 0.137 | Low | 32.5 | 36 | 34.2 | NYSE>NASDAQ | VWAP | 2 | IOC | 10.1 | 62 | 26 | 0.57 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 11 | NYSE>NASDAQ | IOC>MKT | 98.7 | 87 | 14.9 | 23 | 14 | -9 | -23 | Watchlist | null | Venue switch reduced impact |
X001723 | 2025-11-28 14:08:55 | KO | Sell | 7,654 | 332.05 | 2,541,510.7 | 3.4 | 0.19 | Low | 35.8 | 35 | 31.8 | IEX>NASDAQ>EDGX | TWAP | 2 | LMT | 10.7 | 63 | 25 | 0.52 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ>EDGX | LMT | 13.6 | 61 | 14.5 | 40 | 24 | -14 | 38 | null | null | Paused due to data glitch |
X001724 | 2025-12-10 14:06:23 | GOOGL | Buy | 53,604 | 187.57 | 10,054,502.28 | 2 | 0.16 | Low | 16.4 | 9 | -0.2 | IEX>NYSE | Adaptive | 5 | LMT | 6.6 | 94 | 15 | 0.63 | Multi | false | null | null | 0 | IEX>NYSE | LMT | 51.7 | 94 | 10.6 | 39 | 9 | -24 | 21 | null | PriceBand | Paused due to data glitch |
X001725 | 2025-12-09 14:57:05 | AAPL | Buy | 41,296 | 285.22 | 11,778,445.12 | 1.9 | 0.122 | Medium | 14.7 | 39 | 26.1 | NASDAQ>IEX>EDGX>BATS>ARCA | TWAP | 3 | LMT | 5.3 | 80 | 18 | 0.75 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX>EDGX>BATS>ARCA | LMT | 62.2 | 95 | 12.8 | 22 | -13 | -9 | -8 | Watchlist | null | Paused due to data glitch |
X001726 | 2025-12-10 14:57:35 | BRK.B | Buy | 10,043 | 295.01 | 2,962,785.43 | 2.6 | 0.046 | Medium | 19.1 | 3 | 21.3 | IEX>NYSE | TWAP | 3 | PO | 7.7 | 65 | 19 | 0.56 | Slip>Thresh | false | null | null | 0 | IEX>NYSE | PO | 86.9 | 89 | 16.6 | 23 | -18 | 29 | -16 | null | null | Toxic prints; widened spread |
X001727 | 2025-12-11 09:35:00 | AAPL | Sell | 21,017 | 154.57 | 3,248,597.69 | 2.7 | 0.062 | Medium | 14.3 | 19 | -28.2 | NASDAQ>BATS>EDGX | Adaptive | 5 | MKT | 7.6 | 73 | 20 | 0.79 | Multi | false | null | null | 0 | NASDAQ>BATS>EDGX | MKT | 8.5 | 95 | 5.2 | 109 | 26 | -18 | -23 | null | null | High urgency from PM |
X001728 | 2025-11-27 15:53:03 | NKE | Sell | 10,090 | 331.22 | 3,342,009.8 | 1.9 | 0.047 | High | 9.9 | 7 | 18.9 | ARCA>NYSE>EDGX | Adaptive | 3 | MKT | 4.3 | 65 | 34 | 0.43 | LiqDrop | false | null | null | 0 | ARCA>NYSE>EDGX | MKT | 24.2 | 97 | 1.7 | 53 | 31 | -13 | 24 | null | null | Toxic prints; widened spread |
X001729 | 2025-12-15 14:47:04 | NKE | Buy | 35,960 | 136.84 | 4,920,766.4 | 2.7 | 0.167 | Low | 17.6 | 12 | -8.9 | ARCA>BATS>NYSE | VWAP | 2 | IOC | 6.4 | 75 | 15 | 0.72 | Slip>Thresh | false | null | null | 0 | ARCA>BATS>NYSE | IOC | 98.3 | 90 | 0.9 | 51 | -9 | 12 | -8 | PositionLimitNear | null | Venue switch reduced impact |
X001730 | 2025-11-06 09:35:27 | PFE | Sell | 37,152 | 193.53 | 7,190,026.56 | 2.5 | 0.101 | Low | 16.8 | 5 | -32.1 | NYSE>BATS>EDGX>NASDAQ>ARCA | TWAP | 2 | MKT | 6.7 | 75 | 23 | 0.44 | Multi | false | null | null | 0 | NYSE>BATS>EDGX>NASDAQ>ARCA | MKT | 29.6 | 89 | 11.1 | 96 | 20 | -9 | -8 | null | null | High urgency from PM |
X001731 | 2025-11-14 15:22:17 | XLF | Buy | 21,919 | 173.9 | 3,811,714.1 | 1.9 | 0.06 | Ultra | 6.9 | 23 | 2.9 | ARCA>EDGX>IEX>NASDAQ>NYSE | Adaptive | 2 | MKT | 2.9 | 69 | 27 | 0.74 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX>IEX>NASDAQ>NYSE | MKT | 93.6 | 98 | 2.2 | 80 | 31 | -12 | -7 | Watchlist | null | High urgency from PM |
X001732 | 2025-12-06 11:33:46 | XLB | Sell | 33,930 | 84.05 | 2,851,816.5 | 2.1 | 0.086 | High | 6.5 | 6 | -2.9 | BATS>EDGX>IEX>NYSE | IS | 4 | MKT | 4.8 | 79 | 30 | 0.83 | Multi | false | null | null | 0 | BATS>EDGX>IEX>NYSE | MKT | 85.2 | 100 | 7.6 | 52 | 44 | -16 | -4 | null | null | Venue switch reduced impact |
X001733 | 2025-11-11 15:11:56 | IEF | Buy | 61,173 | 100.41 | 6,142,380.93 | 3.2 | 0.232 | Low | 14.7 | 26 | -19.4 | ARCA>NYSE>EDGX>BATS>NASDAQ | IS | 5 | LMT | 8.7 | 99 | 15 | 0.72 | Multi | false | null | null | 0 | ARCA>NYSE>EDGX>BATS>NASDAQ | LMT | 58.1 | 60 | 9.6 | 94 | 21 | 26 | 23 | NoShort | null | High urgency from PM |
X001734 | 2025-12-04 12:57:15 | XOM | Buy | 5,861 | 306.81 | 1,798,213.41 | 2.3 | 0.054 | Medium | 20.3 | 9 | -28.6 | IEX>NYSE | IS | 4 | LMT | 9.2 | 63 | 31 | 0.79 | Slip>Thresh | false | null | null | 0 | IEX>NYSE | LMT | 5.1 | 87 | 6.6 | 20 | -5 | -17 | -5 | null | null | Toxic prints; widened spread |
X001735 | 2025-12-07 11:06:07 | JNJ | Sell | 144,202 | 62.78 | 9,053,001.56 | 2.4 | 0.529 | Low | 3.2 | 5 | 17.9 | BATS>ARCA | Adaptive | 1 | MKT | 2.1 | 110 | 12 | 0.72 | Multi | false | null | null | 0 | BATS>ARCA | MKT | 78.5 | 100 | 10.2 | 224 | 40 | -27 | 35 | null | null | Venue switch reduced impact |
X001736 | 2025-12-19 11:05:25 | XLI | Buy | 1,205 | 270.62 | 326,097.1 | 2.1 | 0.055 | Low | 39.4 | 20 | 12.6 | EDGX>NASDAQ>ARCA>BATS | TWAP | 1 | PO | 10.5 | 60 | 33 | 0.7 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ>ARCA>BATS | PO | 48.3 | 87 | 9.2 | 10 | 11 | -29 | 36 | null | null | Paused due to data glitch |
X001737 | 2025-11-04 12:03:38 | AAPL | Buy | 53,083 | 242.24 | 12,858,825.92 | 2.9 | 0.156 | Low | 10.8 | 11 | -25.2 | BATS>EDGX>NYSE>NASDAQ | IS | 4 | LMT | 6.2 | 90 | 16 | 0.76 | Slip>Thresh | false | null | null | 0 | BATS>EDGX>NYSE>NASDAQ | LMT | 32.1 | 88 | 0 | 39 | 16 | 22 | -13 | null | null | Toxic prints; widened spread |
X001738 | 2025-11-05 14:40:17 | SPY | Buy | 21,528 | 482.3 | 10,382,954.4 | 1.7 | 0.029 | Ultra | 8.2 | 34 | -15.1 | NYSE>IEX>EDGX | IS | 4 | LMT | 4.3 | 72 | 15 | 0.59 | LiqDrop | false | null | null | 0 | NYSE>IEX>EDGX | LMT | 13.4 | 93 | 6.1 | 83 | -18 | -30 | -28 | Watchlist | null | High urgency from PM |
X001739 | 2025-11-26 13:06:23 | TSLA | Sell | 51,009 | 344.78 | 17,586,883.02 | 1 | 0.159 | Medium | 21.3 | 3 | 9.9 | ARCA>NYSE>BATS>IEX | TWAP | 3 | PO | 7.4 | 85 | 13 | 0.81 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>BATS>IEX | PO | 12.7 | 100 | 8.2 | 34 | 0 | -17 | 34 | null | null | Venue switch reduced impact |
X001740 | 2025-10-27 15:00:39 | LQD | Buy | 5,298 | 106.7 | 565,296.6 | 1.3 | 0.026 | Ultra | 21.3 | 11 | 15.9 | NASDAQ>ARCA>EDGX>NYSE | Adaptive | 4 | MKT | 8.3 | 63 | 16 | 0.69 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>EDGX>NYSE | MKT | 81.2 | 97 | 6.9 | 28 | 39 | 24 | -6 | Watchlist | null | Stable book; normal liquidity |
X001741 | 2025-11-04 11:36:41 | HYG | Sell | 13,842 | 74.9 | 1,036,765.8 | 1.8 | 0.076 | Medium | 24.9 | 20 | -33.4 | IEX>EDGX>BATS>ARCA>NASDAQ | VWAP | 3 | LMT | 7.7 | 66 | 23 | 0.46 | LiqDrop | false | null | null | 0 | IEX>EDGX>BATS>ARCA>NASDAQ | LMT | 46.5 | 93 | 20.2 | 10 | 56 | 24 | 13 | null | null | Toxic prints; widened spread |
X001742 | 2025-12-06 12:16:46 | XLB | Buy | 16,169 | 64.42 | 1,041,606.98 | 2.1 | 0.041 | High | 10.1 | 3 | 34 | EDGX>IEX>NASDAQ | VWAP | 3 | IOC | 4.5 | 68 | 12 | 0.47 | ToxicitySpike | false | null | null | 0 | EDGX>IEX>NASDAQ | IOC | 69.7 | 88 | 11.2 | 91 | 53 | -14 | 37 | PositionLimitNear | null | High urgency from PM |
X001743 | 2025-10-27 14:52:21 | KO | Sell | 2,025 | 69.58 | 140,899.5 | 3 | 0.05 | Medium | 17.5 | 34 | 26.1 | NYSE>EDGX>BATS>NASDAQ>IEX | TWAP | 3 | LMT | 6.7 | 61 | 17 | 0.85 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX>BATS>NASDAQ>IEX | LMT | 47.5 | 85 | 3.5 | 16 | 60 | 23 | -11 | null | null | Stable book; normal liquidity |
X001744 | 2025-12-03 12:25:33 | WMT | Buy | 11,906 | 219.23 | 2,610,152.38 | 3.6 | 0.037 | Ultra | 5 | 33 | -20.5 | BATS>ARCA>EDGX>NASDAQ>NYSE | VWAP | 3 | PO | 3.7 | 65 | 25 | 0.81 | ToxicitySpike | false | null | null | 0 | BATS>ARCA>EDGX>NASDAQ>NYSE | PO | 61.7 | 89 | 0 | 81 | 41 | -38 | 20 | null | null | High urgency from PM |
X001745 | 2025-12-09 14:34:14 | GOOGL | Sell | 219,234 | 20.65 | 4,527,182.1 | 1.4 | 0.653 | Low | 23.2 | 31 | 7.5 | ARCA>NYSE>NASDAQ>EDGX | IS | 5 | PO | 12.1 | 202 | 25 | 0.67 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE>NASDAQ>EDGX | PO | 49.5 | 87 | 0 | 139 | 4 | 16 | 28 | Watchlist | null | Toxic prints; widened spread |
X001746 | 2025-12-23 11:52:02 | PFE | Sell | 15,495 | 300.86 | 4,661,825.7 | 2.4 | 0.042 | Medium | 18.6 | 29 | 2.5 | BATS>NASDAQ | TWAP | 3 | MKT | 8.1 | 67 | 26 | 0.5 | Slip>Thresh | false | null | null | 0 | BATS>NASDAQ | MKT | 96.7 | 93 | 12.7 | 106 | 54 | -13 | -15 | NoShort | null | Toxic prints; widened spread |
X001747 | 2025-12-20 15:04:13 | T | Buy | 78,367 | 250.84 | 19,657,578.28 | 5.1 | 0.654 | Low | 15.2 | 22 | -14.9 | BATS>IEX>NASDAQ>ARCA>EDGX | Adaptive | 3 | MKT | 8.2 | 99 | 31 | 0.78 | Slip>Thresh | false | null | null | 0 | BATS>IEX>NASDAQ>ARCA>EDGX | MKT | 63.6 | 97 | 10.5 | 10 | 11 | -11 | -40 | NoShort | null | Venue switch reduced impact |
X001748 | 2025-11-19 11:17:07 | XLI | Buy | 4,341 | 192.64 | 836,250.24 | 2.9 | 0.198 | Low | 27 | 33 | 31.9 | NYSE>NASDAQ | Adaptive | 5 | LMT | 10.5 | 62 | 31 | 0.51 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ | LMT | 75.4 | 99 | 4.4 | 24 | 58 | -39 | -12 | null | null | Toxic prints; widened spread |
X001749 | 2025-12-11 12:41:51 | T | Sell | 14,280 | 38.41 | 548,494.8 | 4.7 | 0.119 | Low | 14.5 | 27 | 5.8 | EDGX>IEX>NYSE | IS | 5 | PO | 10.8 | 69 | 23 | 0.77 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>NYSE | PO | 20.8 | 85 | 11.6 | 10 | -18 | -1 | 14 | null | null | Stable book; normal liquidity |
X001750 | 2025-12-04 12:34:20 | XOM | Buy | 4,514 | 147.6 | 666,266.4 | 4.4 | 0.041 | Medium | 14.3 | 39 | 27.8 | EDGX>NYSE>NASDAQ>ARCA | TWAP | 2 | LMT | 5.8 | 61 | 18 | 0.49 | LiqDrop | false | null | null | 0 | EDGX>NYSE>NASDAQ>ARCA | LMT | 25.6 | 93 | 13.9 | 35 | 1 | 8 | 3 | Watchlist | null | Stable book; normal liquidity |
X001751 | 2025-11-16 13:10:25 | BRK.B | Sell | 8,414 | 174.13 | 1,465,129.82 | 2 | 0.038 | High | 19 | 26 | 7.7 | ARCA>NASDAQ>EDGX>NYSE | Adaptive | 3 | IOC | 6.8 | 64 | 13 | 0.73 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 13 | ARCA>NASDAQ>EDGX>NYSE | IOC>PO | 90.2 | 87 | 6 | 43 | -10 | -5 | 21 | null | null | High urgency from PM |
X001752 | 2025-11-22 11:52:26 | GOOGL | Buy | 17,750 | 145.39 | 2,580,672.5 | 1.1 | 0.053 | High | 18.8 | 4 | 3.2 | BATS>NASDAQ>EDGX>ARCA>IEX | TWAP | 3 | LMT | 6 | 68 | 33 | 0.44 | Slip>Thresh | false | null | null | 0 | BATS>NASDAQ>EDGX>ARCA>IEX | LMT | 10 | 85 | 9.5 | 151 | 5 | 24 | -6 | Watchlist | null | Stable book; normal liquidity |
X001753 | 2025-11-01 15:00:09 | DIS | Sell | 5,123 | 102.06 | 522,853.38 | 1.9 | 0.022 | Ultra | 6.8 | 20 | -25.8 | NYSE>NASDAQ>ARCA>IEX>BATS | TWAP | 2 | LMT | 2.7 | 62 | 21 | 0.51 | Multi | false | null | null | 0 | NYSE>NASDAQ>ARCA>IEX>BATS | LMT | 33.1 | 85 | 5.5 | 10 | 48 | 14 | -16 | null | null | Paused due to data glitch |
X001754 | 2025-12-20 12:19:05 | PEP | Buy | 132,693 | 121.83 | 16,165,988.19 | 2.4 | 0.419 | Low | 6 | 30 | 15.7 | NYSE>BATS>IEX>ARCA | Adaptive | 2 | IOC | 3 | 116 | 30 | 0.52 | LiqDrop | false | null | null | 0 | NYSE>BATS>IEX>ARCA | IOC | 19.3 | 86 | 5.5 | 10 | 58 | -2 | -6 | null | null | Toxic prints; widened spread |
X001755 | 2025-11-15 10:34:20 | NVDA | Sell | 2,110 | 160.39 | 338,422.9 | 1.5 | 0.055 | Medium | 32.1 | 5 | 16.4 | EDGX>ARCA>BATS | VWAP | 1 | MKT | 8.8 | 60 | 31 | 0.67 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA>BATS | MKT | 46.3 | 98 | 0.8 | 160 | -12 | 21 | 38 | null | null | Venue switch reduced impact |
X001756 | 2025-11-16 09:57:56 | BRK.B | Buy | 81,741 | 219.85 | 17,970,758.85 | 3 | 0.372 | Low | 7.5 | 37 | -25.3 | BATS>ARCA>EDGX | Adaptive | 4 | LMT | 4 | 107 | 31 | 0.49 | LiqDrop | false | null | null | 0 | BATS>ARCA>EDGX | LMT | 99.6 | 92 | 0 | 175 | -13 | -30 | 28 | null | null | Toxic prints; widened spread |
X001757 | 2025-11-02 10:53:16 | NKE | Sell | 35,131 | 278.84 | 9,795,928.04 | 3.6 | 0.163 | Low | 19.6 | 34 | -5.3 | ARCA>IEX>BATS>NYSE | POV | 4 | MKT | 11 | 80 | 14 | 0.56 | ToxicitySpike | false | null | null | 0 | ARCA>IEX>BATS>NYSE | MKT | 62 | 93 | 0 | 74 | 0 | -1 | 39 | null | null | Stable book; normal liquidity |
X001758 | 2025-11-24 11:19:56 | INTC | Buy | 1,763 | 38.06 | 67,099.78 | 1.1 | 0.084 | High | 9.8 | 14 | -3.8 | NYSE>IEX | TWAP | 3 | IOC | 4 | 60 | 25 | 0.52 | Slip>Thresh | false | null | null | 0 | NYSE>IEX | IOC | 50.8 | 91 | 0 | 34 | 19 | -30 | 21 | null | null | Stable book; normal liquidity |
X001759 | 2025-11-13 11:33:32 | XLK | Sell | 26,074 | 250.73 | 6,537,534.02 | 1.3 | 0.073 | Ultra | 7.8 | 7 | 27.9 | NASDAQ>ARCA | TWAP | 3 | MKT | 3.6 | 73 | 13 | 0.52 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA | MKT | 69.1 | 94 | 2.8 | 38 | 10 | 11 | 37 | PositionLimitNear | null | Stable book; normal liquidity |
X001760 | 2025-12-23 15:54:22 | AMZN | Buy | 4,287 | 225.49 | 966,675.63 | 2.7 | 0.197 | Low | 17.9 | 21 | -22.6 | ARCA>EDGX | Adaptive | 3 | MKT | 7.3 | 62 | 23 | 0.47 | Multi | false | null | null | 0 | ARCA>EDGX | MKT | 51.2 | 95 | 0 | 69 | -1 | -21 | 9 | null | null | Stable book; normal liquidity |
X001761 | 2025-11-07 14:40:26 | BAC | Sell | 100,579 | 268.46 | 27,001,438.34 | 1.5 | 0.274 | Low | 24.4 | 29 | 1.7 | EDGX>NYSE>ARCA>IEX>NASDAQ | VWAP | 1 | MKT | 6.9 | 95 | 14 | 0.46 | ToxicitySpike | true | ToxicitySpike | Pause | 18 | EDGX>NYSE>ARCA>IEX>NASDAQ | MKT>IOC | 90.8 | 93 | 0.1 | 118 | 30 | -9 | -33 | null | null | Stable book; normal liquidity |
X001762 | 2025-11-02 12:13:00 | XLU | Buy | 37,594 | 225.69 | 8,484,589.86 | 1.9 | 0.12 | Medium | 16 | 10 | 2.3 | NASDAQ>NYSE>ARCA | TWAP | 1 | MKT | 5.2 | 73 | 27 | 0.53 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE>ARCA | MKT | 95.2 | 100 | 0 | 51 | 49 | 1 | 2 | NoShort | null | High urgency from PM |
X001763 | 2025-11-27 10:43:33 | VZ | Buy | 12,251 | 28.75 | 352,216.25 | 4.2 | 0.105 | Low | 24.5 | 10 | 23.7 | BATS>NYSE>NASDAQ>EDGX | POV | 4 | IOC | 12.8 | 67 | 32 | 0.64 | Multi | false | null | null | 0 | BATS>NYSE>NASDAQ>EDGX | IOC | 78 | 86 | 1 | 60 | -15 | -34 | 32 | null | null | Stable book; normal liquidity |
X001764 | 2025-12-11 12:10:23 | BAC | Buy | 32,955 | 323.07 | 10,646,771.85 | 1.5 | 0.09 | Ultra | 6 | 34 | -4.6 | ARCA>NYSE | VWAP | 2 | MKT | 2.6 | 74 | 17 | 0.55 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE | MKT | 29.1 | 86 | 0 | 102 | 9 | 11 | -1 | null | null | Stable book; normal liquidity |
X001765 | 2025-12-07 10:04:27 | XLV | Sell | 18,789 | 322.43 | 6,058,137.27 | 1.1 | 0.053 | High | 18.1 | 26 | 33.1 | NASDAQ>BATS>IEX>EDGX>ARCA | IS | 5 | LMT | 8.3 | 72 | 27 | 0.58 | Slip>Thresh | false | null | null | 0 | NASDAQ>BATS>IEX>EDGX>ARCA | LMT | 9 | 86 | 0.8 | 87 | 47 | 11 | 37 | null | null | Paused due to data glitch |
X001766 | 2025-11-21 15:35:05 | XLK | Buy | 49,947 | 274.17 | 13,693,968.99 | 1.6 | 0.14 | Medium | 13 | 31 | 31.2 | BATS>EDGX>NASDAQ>ARCA | VWAP | 3 | IOC | 5.1 | 84 | 31 | 0.71 | Slip>Thresh | false | null | null | 0 | BATS>EDGX>NASDAQ>ARCA | IOC | 45.2 | 92 | 5.5 | 88 | 54 | -25 | -5 | null | null | Paused due to data glitch |
X001767 | 2025-12-20 14:38:35 | XLP | Buy | 25,607 | 288.22 | 7,380,449.54 | 2.1 | 0.089 | Medium | 19.2 | 37 | 15.6 | BATS>NYSE>ARCA | IS | 5 | IOC | 11.1 | 76 | 23 | 0.48 | Multi | false | null | null | 0 | BATS>NYSE>ARCA | IOC | 32.5 | 85 | 30.2 | 148 | 29 | -8 | -34 | Watchlist | null | Venue switch reduced impact |
X001768 | 2025-11-03 09:35:47 | XLF | Buy | 65,444 | 283.4 | 18,546,829.6 | 3.7 | 0.179 | Low | 10.6 | 24 | 17 | IEX>EDGX>BATS>ARCA>NYSE | TWAP | 3 | MKT | 6.3 | 92 | 22 | 0.56 | Slip>Thresh | false | null | null | 0 | IEX>EDGX>BATS>ARCA>NYSE | MKT | 3.3 | 95 | 5.5 | 109 | -12 | -4 | -6 | Watchlist | VenueReject | Venue switch reduced impact |
X001769 | 2025-11-20 13:16:01 | BAC | Sell | 20,338 | 142.88 | 2,905,893.44 | 1.4 | 0.055 | Ultra | 3.8 | 35 | -26.4 | NASDAQ>NYSE>EDGX>ARCA | POV | 4 | MKT | 2.7 | 71 | 33 | 0.8 | LiqDrop | true | LiquidityDrop | VenueSwitch | 20 | NASDAQ>NYSE>EDGX>ARCA | MKT>LMT | 9.2 | 93 | 3.1 | 91 | 59 | 11 | -24 | null | null | Toxic prints; widened spread |
X001770 | 2025-12-14 14:29:51 | IEF | Buy | 11,871 | 95.66 | 1,135,579.86 | 1.9 | 0.045 | Ultra | 9.5 | 28 | 5.1 | NYSE>NASDAQ>ARCA>EDGX | Adaptive | 5 | LMT | 4.2 | 67 | 12 | 0.57 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ>ARCA>EDGX | LMT | 83.9 | 87 | 2.7 | 40 | -15 | 5 | 18 | NoShort | null | Toxic prints; widened spread |
X001771 | 2025-11-08 13:43:18 | HD | Buy | 56,947 | 271.27 | 15,448,012.69 | 3 | 0.221 | Medium | 6 | 22 | -12 | EDGX>BATS>NYSE | TWAP | 2 | LMT | 3.1 | 84 | 20 | 0.54 | Slip>Thresh | false | null | null | 0 | EDGX>BATS>NYSE | LMT | 70 | 99 | 5.1 | 170 | -15 | -38 | -13 | null | null | Toxic prints; widened spread |
X001772 | 2025-12-24 13:49:57 | XLE | Buy | 12,665 | 298.35 | 3,778,602.75 | 3.5 | 0.045 | Medium | 22.8 | 7 | 14.7 | EDGX>ARCA>BATS | VWAP | 3 | IOC | 9.4 | 66 | 19 | 0.79 | Multi | false | null | null | 0 | EDGX>ARCA>BATS | IOC | 29.5 | 89 | 0 | 23 | 41 | -16 | 1 | NoShort | null | High urgency from PM |
X001773 | 2025-11-20 12:16:08 | JPM | Sell | 5,229 | 193.31 | 1,010,817.99 | 3.6 | 0.129 | Low | 10.3 | 3 | -20.7 | NYSE>EDGX>ARCA>NASDAQ>IEX | VWAP | 3 | MKT | 5.8 | 62 | 32 | 0.8 | LiqDrop | true | LiquidityDrop | Pause | 27 | NYSE>EDGX>ARCA>NASDAQ>IEX | MKT>LMT | 49.2 | 90 | 0 | 206 | -6 | 18 | -21 | NoShort | null | High urgency from PM |
X001774 | 2025-11-30 13:33:24 | KO | Buy | 10,004 | 18.33 | 183,373.32 | 3.2 | 0.249 | Low | 35.7 | 11 | -28.7 | NYSE>NASDAQ>BATS>EDGX | Adaptive | 2 | PO | 10.6 | 64 | 19 | 0.8 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ>BATS>EDGX | PO | 71.7 | 85 | 14.3 | 10 | 36 | -7 | 27 | null | null | Venue switch reduced impact |
X001775 | 2025-10-27 11:07:18 | AMZN | Buy | 1,839 | 214.63 | 394,704.57 | 2.3 | 0.084 | Medium | 11.8 | 17 | 27.1 | EDGX>BATS | VWAP | 2 | LMT | 3.9 | 60 | 22 | 0.42 | ToxicitySpike | false | null | null | 0 | EDGX>BATS | LMT | 91.4 | 87 | 1.3 | 54 | 0 | -34 | -9 | null | null | Stable book; normal liquidity |
X001776 | 2025-11-27 13:15:36 | XLE | Buy | 63,506 | 110.77 | 7,034,559.62 | 3.2 | 0.228 | Low | 7 | 3 | -19.2 | NYSE>ARCA | TWAP | 3 | MKT | 4.7 | 91 | 24 | 0.52 | ToxicitySpike | false | null | null | 0 | NYSE>ARCA | MKT | 16.1 | 100 | 20.3 | 160 | 2 | -18 | 9 | null | null | Paused due to data glitch |
X001777 | 2025-11-21 09:35:20 | CVX | Buy | 26,268 | 256.48 | 6,737,216.64 | 0.9 | 0.156 | Medium | 22.4 | 31 | 12.7 | EDGX>NYSE | Adaptive | 5 | LMT | 7.8 | 77 | 22 | 0.69 | LiqDrop | false | null | null | 0 | EDGX>NYSE | LMT | 4.9 | 95 | 6.4 | 65 | 2 | 21 | -16 | null | null | Toxic prints; widened spread |
X001778 | 2025-12-11 15:55:39 | JNJ | Sell | 28,113 | 288.8 | 8,119,034.4 | 2.6 | 0.103 | Low | 17.7 | 4 | 21.9 | IEX>EDGX | TWAP | 3 | LMT | 6.6 | 74 | 14 | 0.64 | Slip>Thresh | false | null | null | 0 | IEX>EDGX | LMT | 13.7 | 94 | 0 | 111 | -13 | 16 | 26 | null | null | Paused due to data glitch |
X001779 | 2025-11-19 09:36:28 | XLP | Buy | 30,761 | 161.25 | 4,960,211.25 | 3 | 0.106 | Medium | 9.1 | 28 | -23.5 | EDGX>IEX | VWAP | 2 | LMT | 3.6 | 73 | 33 | 0.42 | LiqDrop | false | null | null | 0 | EDGX>IEX | LMT | 10.3 | 99 | 0.1 | 96 | 5 | -11 | -36 | Watchlist | null | Venue switch reduced impact |
X001780 | 2025-12-10 10:48:47 | XLE | Sell | 141,383 | 145.14 | 20,520,328.62 | 1.9 | 0.507 | Low | 10.6 | 7 | 7.9 | EDGX>ARCA>IEX>NASDAQ | VWAP | 1 | IOC | 3.6 | 109 | 15 | 0.8 | Multi | false | null | null | 0 | EDGX>ARCA>IEX>NASDAQ | IOC | 74.7 | 85 | 0 | 116 | 52 | -31 | -14 | null | null | Stable book; normal liquidity |
X001781 | 2025-12-15 09:49:02 | V | Sell | 2,933 | 254.79 | 747,299.07 | 3.7 | 0.038 | Medium | 26.1 | 34 | 30 | ARCA>IEX | POV | 5 | MKT | 15.1 | 61 | 15 | 0.84 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 15 | ARCA>IEX | MKT>IOC | 74.8 | 86 | 39.2 | 48 | 1 | -20 | 8 | Watchlist | null | Toxic prints; widened spread |
X001782 | 2025-12-16 11:57:37 | KO | Buy | 9,364 | 51.85 | 485,523.4 | 2.6 | 0.233 | Low | 18.2 | 9 | -29.1 | EDGX>NASDAQ>IEX | IS | 4 | LMT | 8.7 | 65 | 13 | 0.82 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 13 | EDGX>NASDAQ>IEX | LMT>PO | 93.7 | 98 | 7.4 | 90 | -3 | -18 | -20 | PositionLimitNear | null | Paused due to data glitch |
X001783 | 2025-11-29 13:47:31 | CVX | Sell | 23,269 | 60.92 | 1,417,547.48 | 1.2 | 0.138 | Medium | 19.6 | 16 | 4.4 | ARCA>EDGX>NASDAQ | Adaptive | 1 | LMT | 4.3 | 68 | 28 | 0.84 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX>NASDAQ | LMT | 43 | 100 | 3.7 | 57 | -8 | 12 | -1 | null | null | Stable book; normal liquidity |
X001784 | 2025-12-13 10:59:41 | XLV | Buy | 36,059 | 108.98 | 3,929,709.82 | 1.8 | 0.101 | Low | 22.6 | 33 | 28.5 | IEX>EDGX>BATS | VWAP | 3 | LMT | 7.1 | 78 | 18 | 0.76 | Slip>Thresh | false | null | null | 0 | IEX>EDGX>BATS | LMT | 72.7 | 91 | 8.6 | 164 | 58 | -33 | -25 | null | null | High urgency from PM |
X001785 | 2025-12-17 12:58:01 | VZ | Sell | 53,959 | 93.23 | 5,030,597.57 | 2.1 | 0.462 | Low | 6.9 | 21 | 2.1 | EDGX>NYSE | VWAP | 3 | LMT | 3.2 | 86 | 13 | 0.61 | Multi | false | null | null | 0 | EDGX>NYSE | LMT | 8.6 | 87 | 0 | 138 | 14 | -1 | -40 | null | null | Stable book; normal liquidity |
X001786 | 2025-11-13 13:59:21 | BAC | Buy | 21,466 | 51.52 | 1,105,928.32 | 1.7 | 0.059 | High | 9.8 | 27 | 33.4 | NASDAQ>ARCA>BATS>EDGX>IEX | POV | 5 | MKT | 6 | 73 | 17 | 0.54 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>BATS>EDGX>IEX | MKT | 57.9 | 100 | 1.5 | 131 | 47 | -6 | -11 | null | null | Toxic prints; widened spread |
X001787 | 2025-12-14 10:58:51 | XLF | Buy | 1,896 | 236.24 | 447,911.04 | 3.9 | 0.005 | Ultra | 22.3 | 9 | 34.7 | ARCA>EDGX>IEX>BATS | POV | 4 | MKT | 12.2 | 61 | 19 | 0.51 | Slip>Thresh | true | SlippageAboveThreshold | AlgoSwitch | 12 | ARCA>EDGX>IEX>BATS | MKT>PO | 80.4 | 97 | 16.3 | 86 | 48 | -31 | 4 | null | null | Venue switch reduced impact |
X001788 | 2025-12-18 11:57:39 | XLB | Sell | 71,699 | 28.97 | 2,077,120.03 | 2.8 | 0.183 | Low | 18.7 | 7 | -2.8 | EDGX>NYSE>ARCA>NASDAQ>IEX | POV | 4 | MKT | 10 | 101 | 30 | 0.63 | ToxicitySpike | false | null | null | 0 | EDGX>NYSE>ARCA>NASDAQ>IEX | MKT | 15.9 | 98 | 7.2 | 41 | 0 | 3 | -16 | null | null | Venue switch reduced impact |
X001789 | 2025-10-31 12:35:29 | DIS | Buy | 15,189 | 191.98 | 2,915,984.22 | 2 | 0.066 | Medium | 17.5 | 24 | 32.4 | ARCA>NYSE>BATS | VWAP | 1 | MKT | 5.4 | 65 | 30 | 0.77 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 21 | ARCA>NYSE>BATS | MKT>LMT | 31.6 | 85 | 9.2 | 73 | -11 | -39 | -25 | null | null | Paused due to data glitch |
X001790 | 2025-12-12 11:09:06 | INTC | Buy | 19,070 | 297.59 | 5,675,041.3 | 1.2 | 0.908 | Low | 19.5 | 23 | -27.7 | BATS>ARCA>EDGX>NYSE | POV | 4 | PO | 8.6 | 70 | 19 | 0.72 | Slip>Thresh | false | null | null | 0 | BATS>ARCA>EDGX>NYSE | PO | 29.6 | 91 | 0 | 35 | 51 | 24 | 32 | null | null | Stable book; normal liquidity |
X001791 | 2025-12-09 11:36:24 | SPY | Sell | 45,629 | 476.3 | 21,733,092.7 | 1.3 | 0.062 | Ultra | 4 | 21 | 5.9 | EDGX>NYSE>NASDAQ>BATS | VWAP | 1 | LMT | 1.4 | 75 | 27 | 0.74 | ToxicitySpike | false | null | null | 0 | EDGX>NYSE>NASDAQ>BATS | LMT | 83.5 | 98 | 0 | 66 | 38 | 2 | -31 | null | null | Stable book; normal liquidity |
X001792 | 2025-11-26 10:24:36 | NVDA | Buy | 12,927 | 177.85 | 2,299,066.95 | 1.9 | 0.335 | Low | 22.4 | 35 | -34.3 | ARCA>BATS>EDGX | Adaptive | 2 | LMT | 6 | 65 | 15 | 0.74 | LiqDrop | false | null | null | 0 | ARCA>BATS>EDGX | LMT | 14.8 | 85 | 17.8 | 70 | 19 | -38 | -40 | null | null | Stable book; normal liquidity |
X001793 | 2025-11-14 09:46:10 | DIS | Buy | 58,725 | 189.83 | 11,147,766.75 | 1.8 | 0.256 | Medium | 6.1 | 25 | 28.4 | NYSE>ARCA>NASDAQ>IEX | POV | 4 | LMT | 3.4 | 93 | 14 | 0.53 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA>NASDAQ>IEX | LMT | 92.8 | 92 | 8.6 | 10 | -9 | -33 | -26 | null | null | Toxic prints; widened spread |
X001794 | 2025-11-26 11:16:59 | KO | Sell | 10,606 | 86.63 | 918,797.78 | 1.8 | 0.264 | Low | 22.5 | 22 | 23.2 | NASDAQ>ARCA>EDGX>IEX>BATS | VWAP | 1 | LMT | 5.4 | 63 | 29 | 0.56 | Multi | false | null | null | 0 | NASDAQ>ARCA>EDGX>IEX>BATS | LMT | 5 | 89 | 20.1 | 138 | 2 | -15 | -35 | null | null | Stable book; normal liquidity |
X001795 | 2025-12-13 15:00:11 | BAC | Sell | 198,907 | 146.61 | 29,161,755.27 | 1.7 | 0.542 | Low | 18.6 | 10 | 21.6 | BATS>NYSE>NASDAQ | VWAP | 2 | PO | 6 | 144 | 27 | 0.72 | LiqDrop | false | null | null | 0 | BATS>NYSE>NASDAQ | PO | 4.3 | 89 | 18.4 | 151 | 54 | -26 | 18 | null | null | Stable book; normal liquidity |
X001796 | 2025-12-11 14:55:09 | XLE | Buy | 224,474 | 268.62 | 60,298,205.88 | 2.6 | 0.805 | Low | 5.8 | 26 | -5.4 | NASDAQ>EDGX | Adaptive | 1 | MKT | 2.8 | 138 | 20 | 0.73 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX | MKT | 72.9 | 85 | 10 | 119 | 20 | -29 | -2 | null | null | Stable book; normal liquidity |
X001797 | 2025-11-22 12:30:00 | PFE | Buy | 36,237 | 339.71 | 12,310,071.27 | 2 | 0.098 | Medium | 9.7 | 33 | -3.9 | EDGX>NASDAQ>IEX | VWAP | 2 | LMT | 3.3 | 75 | 26 | 0.84 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 15 | EDGX>NASDAQ>IEX | LMT>IOC | 14.3 | 66 | 0 | 119 | 21 | 22 | 35 | PositionLimitNear | null | High urgency from PM |
X001798 | 2025-11-12 10:15:59 | IEF | Sell | 166,824 | 99.06 | 16,525,585.44 | 3 | 0.633 | Low | 16.1 | 35 | -20.8 | EDGX>ARCA | POV | 4 | IOC | 8.9 | 155 | 33 | 0.75 | Multi | false | null | null | 0 | EDGX>ARCA | IOC | 74.3 | 91 | 0 | 173 | 26 | 30 | 25 | null | null | Venue switch reduced impact |
X001799 | 2025-12-10 10:37:11 | XLU | Sell | 14,813 | 36.11 | 534,897.43 | 1.2 | 0.047 | Ultra | 12.2 | 3 | 14.9 | BATS>IEX>NASDAQ>ARCA | Adaptive | 2 | LMT | 3.3 | 66 | 28 | 0.75 | Multi | false | null | null | 0 | BATS>IEX>NASDAQ>ARCA | LMT | 92.4 | 93 | 5.6 | 32 | -4 | 18 | 16 | null | null | High urgency from PM |
X001800 | 2025-11-06 09:57:55 | VZ | Buy | 5,557 | 220.73 | 1,226,596.61 | 4.1 | 0.048 | Low | 21.8 | 34 | 0.7 | NASDAQ>IEX>BATS | IS | 4 | MKT | 13.4 | 63 | 18 | 0.5 | Slip>Thresh | true | SlippageAboveThreshold | Cross | 21 | NASDAQ>IEX>BATS | MKT>PO | 42 | 86 | 48.3 | 73 | 46 | 5 | 31 | PositionLimitNear | VenueReject | Stable book; normal liquidity |
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