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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X002401 | 2025-11-24 15:23:38 | MA | Sell | 91,741 | 230.55 | 21,150,887.55 | 0.8 | 0.391 | Low | 21.7 | 31 | -21.7 | NYSE>IEX>ARCA>EDGX | VWAP | 1 | MKT | 5.9 | 92 | 25 | 0.52 | LiqDrop | false | null | null | 0 | NYSE>IEX>ARCA>EDGX | MKT | 78.9 | 100 | 7.4 | 142 | 52 | -30 | 23 | null | null | Stable book; normal liquidity |
X002402 | 2025-12-01 12:19:53 | META | Buy | 55,979 | 36.41 | 2,038,195.39 | 1.5 | 0.156 | Medium | 14 | 35 | -15.1 | IEX>ARCA>EDGX>BATS | VWAP | 3 | LMT | 4.7 | 87 | 26 | 0.67 | Multi | false | null | null | 0 | IEX>ARCA>EDGX>BATS | LMT | 59.8 | 95 | 16.3 | 127 | 56 | -12 | -14 | null | null | Venue switch reduced impact |
X002403 | 2025-11-27 09:35:29 | MA | Buy | 75,051 | 238.24 | 17,880,150.24 | 1.4 | 0.32 | Medium | 8.3 | 29 | -32.3 | EDGX>BATS | IS | 5 | IOC | 5.4 | 108 | 18 | 0.43 | LiqDrop | false | null | null | 0 | EDGX>BATS | IOC | 49.4 | 87 | 21.7 | 10 | -20 | -25 | -16 | null | null | Paused due to data glitch |
X002404 | 2025-12-22 12:17:07 | GOOGL | Buy | 56,377 | 122.65 | 6,914,639.05 | 1.6 | 0.168 | Low | 21.2 | 5 | 23.1 | ARCA>EDGX | POV | 4 | LMT | 8.3 | 92 | 17 | 0.57 | LiqDrop | false | null | null | 0 | ARCA>EDGX | LMT | 3.4 | 91 | 2.6 | 140 | -1 | -16 | -12 | PositionLimitNear | null | Paused due to data glitch |
X002405 | 2025-11-02 10:26:59 | KO | Buy | 1,362 | 254.28 | 346,329.36 | 2.2 | 0.034 | Medium | 29.2 | 32 | -2.3 | NYSE>NASDAQ | POV | 4 | LMT | 11.3 | 60 | 22 | 0.51 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ | LMT | 74.7 | 64 | 12.1 | 78 | 60 | 24 | 32 | null | null | Stable book; normal liquidity |
X002406 | 2025-11-03 10:42:14 | BAC | Buy | 74,135 | 215.1 | 15,946,438.5 | 1.7 | 0.202 | Medium | 7.2 | 24 | -12.4 | EDGX>NASDAQ>NYSE | TWAP | 3 | LMT | 3.1 | 97 | 21 | 0.64 | Multi | false | null | null | 0 | EDGX>NASDAQ>NYSE | LMT | 54.6 | 96 | 0 | 110 | -14 | -13 | -18 | PositionLimitNear | null | High urgency from PM |
X002407 | 2025-11-04 09:50:11 | XLV | Sell | 103,741 | 188.52 | 19,557,253.32 | 1.8 | 0.291 | Low | 23.2 | 31 | 28.6 | BATS>IEX>NASDAQ>ARCA | Adaptive | 4 | MKT | 9.5 | 119 | 12 | 0.63 | LiqDrop | true | LiquidityDrop | Cross | 15 | BATS>IEX>NASDAQ>ARCA | MKT>IOC | 10.5 | 85 | 10.4 | 165 | -12 | -8 | -39 | null | null | Toxic prints; widened spread |
X002408 | 2025-11-21 12:06:04 | SPY | Sell | 28,097 | 470.73 | 13,226,100.81 | 1.8 | 0.038 | High | 15.8 | 30 | -10.1 | EDGX>NYSE>ARCA | TWAP | 3 | LMT | 5.5 | 74 | 12 | 0.72 | ToxicitySpike | false | null | null | 0 | EDGX>NYSE>ARCA | LMT | 6.7 | 86 | 3.9 | 79 | 33 | 1 | 2 | null | null | Toxic prints; widened spread |
X002409 | 2025-11-08 13:25:41 | MA | Sell | 72,556 | 120.68 | 8,756,058.08 | 1.5 | 0.309 | Medium | 7.5 | 16 | -32.1 | NASDAQ>IEX>NYSE>ARCA | Adaptive | 2 | LMT | 2.5 | 90 | 23 | 0.5 | Multi | false | null | null | 0 | NASDAQ>IEX>NYSE>ARCA | LMT | 76.8 | 93 | 14.1 | 91 | -7 | -13 | 28 | null | null | Venue switch reduced impact |
X002410 | 2025-11-12 15:55:42 | XLY | Buy | 21,869 | 181.08 | 3,960,038.52 | 1.7 | 0.091 | Ultra | 4.5 | 10 | -1.2 | BATS>NASDAQ>NYSE>EDGX | TWAP | 1 | LMT | 1.7 | 67 | 24 | 0.69 | LiqDrop | false | null | null | 0 | BATS>NASDAQ>NYSE>EDGX | LMT | 17 | 90 | 3.8 | 50 | -7 | -35 | -2 | null | null | Stable book; normal liquidity |
X002411 | 2025-11-24 09:35:36 | JPM | Buy | 1,615 | 236.25 | 381,543.75 | 5.2 | 0.04 | Low | 35.1 | 33 | 25.7 | IEX>ARCA>BATS | Adaptive | 5 | MKT | 17.5 | 61 | 16 | 0.55 | Slip>Thresh | true | SlippageAboveThreshold | AlgoSwitch | 32 | IEX>ARCA>BATS | MKT>LMT | 52.4 | 88 | 21.4 | 127 | 37 | -40 | 30 | NoShort | null | High urgency from PM |
X002412 | 2025-11-02 15:05:58 | BAC | Buy | 3,888 | 86.93 | 337,983.84 | 1.2 | 0.011 | Ultra | 13.5 | 35 | -21.2 | NYSE>NASDAQ>IEX | Adaptive | 3 | LMT | 4.1 | 61 | 28 | 0.56 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ>IEX | LMT | 86.9 | 100 | 6.2 | 57 | 34 | -7 | -1 | null | null | Toxic prints; widened spread |
X002413 | 2025-12-13 09:35:58 | NFLX | Sell | 3,094 | 299.68 | 927,209.92 | 2.4 | 0.03 | High | 18.5 | 24 | -17.4 | BATS>EDGX | Adaptive | 5 | MKT | 9 | 62 | 26 | 0.65 | Multi | false | null | null | 0 | BATS>EDGX | MKT | 33 | 93 | 3 | 80 | 13 | -36 | -22 | null | null | Stable book; normal liquidity |
X002414 | 2025-12-05 09:35:48 | TSLA | Sell | 100,008 | 48.83 | 4,883,390.64 | 1 | 0.311 | Medium | 8.6 | 31 | 5.9 | ARCA>BATS>NYSE>EDGX | TWAP | 2 | MKT | 3.3 | 102 | 33 | 0.62 | Slip>Thresh | false | null | null | 0 | ARCA>BATS>NYSE>EDGX | MKT | 69.5 | 86 | 4.7 | 157 | 11 | -5 | 10 | NoShort | null | Toxic prints; widened spread |
X002415 | 2025-11-11 09:35:15 | XLU | Buy | 107,577 | 305.78 | 32,894,895.06 | 1.9 | 0.344 | Low | 14.1 | 33 | -12.6 | IEX>EDGX>NASDAQ>BATS>NYSE | TWAP | 3 | MKT | 6.3 | 113 | 34 | 0.62 | Slip>Thresh | false | null | null | 0 | IEX>EDGX>NASDAQ>BATS>NYSE | MKT | 25.3 | 100 | 2.9 | 131 | 41 | -31 | 15 | null | null | Toxic prints; widened spread |
X002416 | 2025-12-19 13:15:19 | HYG | Buy | 5,307 | 79 | 419,253 | 1.5 | 0.029 | Ultra | 7.2 | 13 | -22.8 | ARCA>NYSE | Adaptive | 5 | LMT | 3.3 | 63 | 31 | 0.41 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE | LMT | 38.6 | 92 | 1.4 | 39 | -14 | -10 | -33 | null | null | Paused due to data glitch |
X002417 | 2025-12-06 14:24:32 | T | Buy | 70,743 | 38.39 | 2,715,823.77 | 4.8 | 0.59 | Low | 9.7 | 29 | -5.7 | ARCA>IEX>EDGX | VWAP | 3 | LMT | 5.4 | 95 | 26 | 0.54 | ToxicitySpike | false | null | null | 0 | ARCA>IEX>EDGX | LMT | 73.4 | 89 | 1.2 | 65 | -9 | 14 | 13 | null | null | Toxic prints; widened spread |
X002418 | 2025-12-10 09:46:55 | TSLA | Buy | 18,094 | 93.46 | 1,691,065.24 | 1.9 | 0.056 | High | 10.6 | 20 | 17.6 | BATS>EDGX>NASDAQ | VWAP | 1 | PO | 3.3 | 66 | 19 | 0.62 | Slip>Thresh | false | null | null | 0 | BATS>EDGX>NASDAQ | PO | 97.1 | 93 | 0 | 43 | 30 | 7 | 7 | null | VenueReject | High urgency from PM |
X002419 | 2025-12-03 12:49:17 | TLT | Buy | 17,720 | 97.79 | 1,732,838.8 | 3.1 | 0.065 | High | 6 | 9 | 28.7 | EDGX>NASDAQ | Adaptive | 2 | MKT | 3.4 | 67 | 23 | 0.47 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ | MKT | 13.3 | 94 | 6.7 | 65 | 12 | 23 | -5 | null | null | Stable book; normal liquidity |
X002420 | 2025-11-30 10:42:05 | XLP | Sell | 49,752 | 121.24 | 6,031,932.48 | 2.7 | 0.172 | Low | 11.7 | 18 | -27.9 | BATS>ARCA>NYSE>IEX | VWAP | 1 | MKT | 4.3 | 77 | 18 | 0.46 | ToxicitySpike | false | null | null | 0 | BATS>ARCA>NYSE>IEX | MKT | 36.3 | 96 | 0 | 10 | 39 | -37 | 20 | null | null | Toxic prints; widened spread |
X002421 | 2025-11-25 09:46:16 | BA | Buy | 29,587 | 335.22 | 9,918,154.14 | 2.3 | 0.099 | Medium | 8.9 | 16 | 2.5 | BATS>NASDAQ>EDGX | Adaptive | 2 | LMT | 3.1 | 72 | 30 | 0.73 | Multi | false | null | null | 0 | BATS>NASDAQ>EDGX | LMT | 51.9 | 100 | 0 | 104 | 25 | -4 | -27 | null | null | Paused due to data glitch |
X002422 | 2025-12-06 09:44:58 | MSFT | Sell | 7,707 | 97.18 | 748,966.26 | 1.9 | 0.041 | Ultra | 7.5 | 27 | 28.6 | ARCA>IEX>EDGX>NASDAQ | VWAP | 1 | LMT | 2.3 | 62 | 22 | 0.81 | Multi | false | null | null | 0 | ARCA>IEX>EDGX>NASDAQ | LMT | 9.4 | 65 | 4.8 | 51 | 36 | -37 | 10 | NoShort | null | Toxic prints; widened spread |
X002423 | 2025-11-20 09:59:14 | T | Sell | 7,007 | 252.65 | 1,770,318.55 | 4.5 | 0.058 | Low | 23.4 | 23 | 30 | IEX>ARCA>BATS | VWAP | 3 | LMT | 8.8 | 63 | 23 | 0.52 | Slip>Thresh | false | null | null | 0 | IEX>ARCA>BATS | LMT | 32.8 | 89 | 0 | 203 | 20 | -28 | -3 | null | null | Toxic prints; widened spread |
X002424 | 2025-12-22 09:35:47 | UNH | Sell | 8,351 | 276.53 | 2,309,302.03 | 1.5 | 0.037 | High | 24.5 | 3 | 9.3 | ARCA>IEX>NASDAQ>BATS | VWAP | 3 | LMT | 7.5 | 64 | 28 | 0.5 | Slip>Thresh | false | null | null | 0 | ARCA>IEX>NASDAQ>BATS | LMT | 57.1 | 86 | 11.3 | 65 | 13 | 28 | -1 | PositionLimitNear | null | Venue switch reduced impact |
X002425 | 2025-12-03 15:46:11 | GOOGL | Sell | 35,156 | 286.97 | 10,088,717.32 | 1.3 | 0.105 | Medium | 19.8 | 30 | -23.7 | BATS>ARCA | VWAP | 2 | IOC | 6.2 | 74 | 17 | 0.6 | Slip>Thresh | false | null | null | 0 | BATS>ARCA | IOC | 3.4 | 88 | 12.6 | 47 | -13 | -28 | -25 | null | null | High urgency from PM |
X002426 | 2025-11-25 15:43:39 | KO | Sell | 10,369 | 152.62 | 1,582,516.78 | 2.7 | 0.258 | Medium | 5.2 | 16 | 16.9 | NASDAQ>ARCA | VWAP | 2 | PO | 2.9 | 64 | 33 | 0.82 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 10 | NASDAQ>ARCA | PO>MKT | 84.7 | 95 | 0 | 66 | 32 | -19 | 12 | PositionLimitNear | null | Stable book; normal liquidity |
X002427 | 2025-11-02 11:26:04 | XLV | Sell | 35,267 | 349.8 | 12,336,396.6 | 1.2 | 0.099 | High | 13.8 | 26 | -7 | NYSE>IEX>ARCA | IS | 4 | MKT | 7.3 | 80 | 18 | 0.78 | Multi | false | null | null | 0 | NYSE>IEX>ARCA | MKT | 54 | 90 | 2.5 | 110 | 48 | -38 | 0 | null | null | Toxic prints; widened spread |
X002428 | 2025-11-19 12:44:38 | AMZN | Buy | 1,038 | 349.71 | 362,998.98 | 2.2 | 0.048 | Medium | 18.9 | 14 | -12.2 | ARCA>EDGX>IEX>NYSE>NASDAQ | IS | 4 | PO | 9.5 | 60 | 30 | 0.54 | Multi | false | null | null | 0 | ARCA>EDGX>IEX>NYSE>NASDAQ | PO | 22.2 | 91 | 0 | 54 | 43 | -26 | -3 | null | null | Toxic prints; widened spread |
X002429 | 2025-12-13 13:25:10 | HD | Buy | 31,265 | 23.25 | 726,911.25 | 2.1 | 0.121 | Medium | 7 | 25 | -34.4 | NYSE>NASDAQ>IEX>ARCA>BATS | Adaptive | 4 | MKT | 4 | 77 | 15 | 0.82 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 13 | NYSE>NASDAQ>IEX>ARCA>BATS | MKT>LMT | 36.8 | 90 | 0.9 | 97 | -8 | -32 | -29 | null | null | High urgency from PM |
X002430 | 2025-11-15 09:35:41 | NFLX | Buy | 33,497 | 236.39 | 7,918,355.83 | 2.7 | 0.32 | Low | 12.9 | 7 | -15.8 | ARCA>NYSE>NASDAQ>BATS | IS | 4 | MKT | 8.3 | 79 | 29 | 0.47 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE>NASDAQ>BATS | MKT | 37.6 | 100 | 3.5 | 92 | 28 | 21 | -30 | PositionLimitNear | null | Toxic prints; widened spread |
X002431 | 2025-10-30 15:55:50 | MA | Sell | 24,320 | 74.57 | 1,813,542.4 | 1.4 | 0.104 | Medium | 19.7 | 15 | 1.2 | ARCA>NASDAQ>NYSE>IEX>BATS | Adaptive | 3 | MKT | 7 | 72 | 23 | 0.73 | Multi | false | null | null | 0 | ARCA>NASDAQ>NYSE>IEX>BATS | MKT | 26.4 | 93 | 5.5 | 43 | -20 | -2 | 35 | Watchlist | null | High urgency from PM |
X002432 | 2025-11-26 13:51:41 | KO | Buy | 7,033 | 284.57 | 2,001,380.81 | 1.9 | 0.175 | Medium | 11.8 | 33 | 1.8 | IEX>EDGX | IS | 4 | LMT | 5.8 | 64 | 14 | 0.62 | Multi | false | null | null | 0 | IEX>EDGX | LMT | 68.9 | 87 | 7.5 | 10 | 3 | -28 | 31 | null | null | High urgency from PM |
X002433 | 2025-12-11 11:02:54 | IWM | Buy | 38,003 | 208.91 | 7,939,206.73 | 1.2 | 0.052 | High | 13.4 | 38 | 10.2 | NASDAQ>BATS | Adaptive | 5 | MKT | 6.1 | 84 | 31 | 0.78 | Multi | false | null | null | 0 | NASDAQ>BATS | MKT | 47.7 | 93 | 14.5 | 54 | 34 | -36 | 6 | NoShort | Unknown | Paused due to data glitch |
X002434 | 2025-12-06 12:00:53 | JNJ | Buy | 14,431 | 64.84 | 935,706.04 | 5.2 | 0.053 | High | 4.4 | 15 | -30.7 | EDGX>NYSE>ARCA>NASDAQ>IEX | POV | 5 | LMT | 5.5 | 69 | 34 | 0.72 | Slip>Thresh | false | null | null | 0 | EDGX>NYSE>ARCA>NASDAQ>IEX | LMT | 32 | 97 | 14.8 | 112 | -8 | 29 | -20 | null | null | High urgency from PM |
X002435 | 2025-10-31 15:55:58 | NFLX | Buy | 11,728 | 337.19 | 3,954,564.32 | 3 | 0.112 | Low | 21.3 | 33 | 33.4 | BATS>NYSE>EDGX | VWAP | 2 | LMT | 6.5 | 64 | 20 | 0.78 | Slip>Thresh | false | null | null | 0 | BATS>NYSE>EDGX | LMT | 17.7 | 100 | 4.8 | 144 | -11 | -37 | 39 | null | null | Toxic prints; widened spread |
X002436 | 2025-12-14 10:14:07 | XLU | Sell | 34,968 | 266.63 | 9,323,517.84 | 2.1 | 0.112 | Medium | 16.7 | 9 | 23 | ARCA>NASDAQ>BATS>NYSE>IEX | IS | 5 | MKT | 10.4 | 82 | 18 | 0.6 | ToxicitySpike | false | null | null | 0 | ARCA>NASDAQ>BATS>NYSE>IEX | MKT | 66 | 86 | 1.4 | 117 | 45 | -40 | 19 | NoShort | null | Paused due to data glitch |
X002437 | 2025-12-06 14:50:20 | META | Buy | 27,003 | 15.6 | 421,246.8 | 0.8 | 0.075 | Ultra | 8.5 | 29 | -32.1 | EDGX>BATS>ARCA>NASDAQ | IS | 4 | LMT | 3.7 | 75 | 14 | 0.68 | Multi | false | null | null | 0 | EDGX>BATS>ARCA>NASDAQ | LMT | 68.8 | 93 | 5.4 | 37 | 13 | -11 | -33 | null | null | Paused due to data glitch |
X002438 | 2025-10-29 09:35:40 | XLF | Sell | 20,077 | 67.84 | 1,362,023.68 | 3.9 | 0.055 | Low | 19.3 | 23 | -28.5 | NASDAQ>EDGX>ARCA>NYSE>IEX | IS | 4 | LMT | 10 | 71 | 32 | 0.71 | Slip>Thresh | false | null | null | 0 | NASDAQ>EDGX>ARCA>NYSE>IEX | LMT | 28.5 | 97 | 19.5 | 81 | -12 | -32 | -8 | null | null | Stable book; normal liquidity |
X002439 | 2025-12-07 11:59:53 | TSLA | Buy | 37,171 | 193.11 | 7,178,091.81 | 1 | 0.116 | Medium | 18.6 | 32 | -17.3 | BATS>EDGX>NYSE>ARCA | TWAP | 2 | IOC | 6 | 75 | 24 | 0.71 | ToxicitySpike | false | null | null | 0 | BATS>EDGX>NYSE>ARCA | IOC | 16.7 | 91 | 2.1 | 86 | 43 | -33 | 0 | null | null | Paused due to data glitch |
X002440 | 2025-12-09 09:58:04 | JPM | Sell | 6,252 | 338.84 | 2,118,427.68 | 3.6 | 0.155 | Low | 36.2 | 17 | 29.9 | ARCA>EDGX | Adaptive | 4 | LMT | 12.5 | 63 | 20 | 0.68 | ToxicitySpike | false | null | null | 0 | ARCA>EDGX | LMT | 12.4 | 97 | 9.5 | 87 | 20 | 11 | 24 | null | null | Toxic prints; widened spread |
X002441 | 2025-11-15 10:52:31 | WMT | Sell | 14,981 | 100.68 | 1,508,287.08 | 3 | 0.046 | Medium | 14.9 | 31 | 6.7 | IEX>ARCA>NYSE>EDGX | Adaptive | 4 | LMT | 6 | 68 | 18 | 0.62 | Slip>Thresh | false | null | null | 0 | IEX>ARCA>NYSE>EDGX | LMT | 71.1 | 89 | 3.6 | 10 | 46 | 11 | 19 | null | null | Venue switch reduced impact |
X002442 | 2025-12-02 10:00:33 | UNH | Sell | 26,989 | 239 | 6,450,371 | 2.9 | 0.119 | Low | 20 | 25 | 13.1 | NASDAQ>BATS>IEX | Adaptive | 2 | MKT | 7.1 | 71 | 18 | 0.77 | Multi | true | MultiTrigger | VenueSwitch | 14 | NASDAQ>BATS>IEX | MKT>LMT | 84.3 | 100 | 24.7 | 123 | 9 | 10 | -14 | Watchlist | null | High urgency from PM |
X002443 | 2025-12-13 12:42:20 | CSCO | Sell | 62,292 | 26.62 | 1,658,213.04 | 2.5 | 0.156 | Low | 20.7 | 29 | -27.7 | NASDAQ>NYSE | IS | 5 | MKT | 12.7 | 100 | 13 | 0.58 | Slip>Thresh | false | null | null | 0 | NASDAQ>NYSE | MKT | 59.9 | 89 | 9.9 | 80 | -12 | 22 | -18 | NoShort | null | Paused due to data glitch |
X002444 | 2025-11-29 12:12:36 | TLT | Buy | 149,410 | 90.35 | 13,499,193.5 | 2.2 | 0.546 | Low | 17.1 | 9 | -8.2 | ARCA>BATS | IS | 4 | MKT | 9.9 | 145 | 12 | 0.81 | Slip>Thresh | false | null | null | 0 | ARCA>BATS | MKT | 32.7 | 87 | 8.8 | 10 | 21 | -8 | -22 | null | null | Stable book; normal liquidity |
X002445 | 2025-12-24 09:35:41 | LQD | Sell | 7,207 | 110.86 | 798,968.02 | 1.6 | 0.035 | High | 17.1 | 35 | -5.5 | ARCA>NYSE | Adaptive | 1 | LMT | 4 | 62 | 29 | 0.68 | LiqDrop | false | null | null | 0 | ARCA>NYSE | LMT | 5.5 | 96 | 12 | 56 | 39 | -15 | 8 | NoShort | null | Toxic prints; widened spread |
X002446 | 2025-11-15 11:11:37 | XLP | Buy | 74,768 | 40.99 | 3,064,740.32 | 1.8 | 0.258 | Low | 11.1 | 29 | -19.9 | EDGX>NYSE | POV | 4 | LMT | 5 | 102 | 20 | 0.45 | ToxicitySpike | false | null | null | 0 | EDGX>NYSE | LMT | 36 | 95 | 3.4 | 204 | 57 | -25 | -11 | null | null | Stable book; normal liquidity |
X002447 | 2025-12-15 15:50:56 | XLU | Buy | 62,441 | 179.08 | 11,181,934.28 | 1.9 | 0.2 | Low | 12 | 22 | 8.2 | ARCA>NYSE>EDGX>NASDAQ>BATS | VWAP | 2 | IOC | 4.4 | 86 | 29 | 0.71 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE>EDGX>NASDAQ>BATS | IOC | 1.6 | 87 | 6.3 | 79 | -8 | 14 | -2 | null | null | High urgency from PM |
X002448 | 2025-12-11 09:37:09 | NVDA | Buy | 12,769 | 242.14 | 3,091,885.66 | 2.1 | 0.33 | Low | 7.9 | 3 | 10.6 | IEX>NYSE>BATS | TWAP | 2 | MKT | 3.8 | 65 | 22 | 0.55 | ToxicitySpike | false | null | null | 0 | IEX>NYSE>BATS | MKT | 51.8 | 93 | 0 | 10 | -9 | 23 | 5 | null | null | High urgency from PM |
X002449 | 2025-11-01 09:35:55 | MSFT | Buy | 30,482 | 319.33 | 9,733,817.06 | 3.3 | 0.162 | Low | 11.9 | 35 | 13.9 | BATS>NASDAQ | TWAP | 1 | IOC | 4.7 | 70 | 25 | 0.41 | Multi | false | null | null | 0 | BATS>NASDAQ | IOC | 15.7 | 92 | 4.6 | 10 | 9 | 12 | -19 | null | null | High urgency from PM |
X002450 | 2025-12-05 12:29:59 | IWM | Sell | 144,575 | 206.06 | 29,791,124.5 | 1.1 | 0.2 | Medium | 8.5 | 33 | 5.8 | IEX>NASDAQ>ARCA>EDGX | IS | 4 | MKT | 4.9 | 143 | 15 | 0.55 | Multi | false | null | null | 0 | IEX>NASDAQ>ARCA>EDGX | MKT | 84.6 | 90 | 0 | 116 | -17 | 1 | -15 | null | null | Paused due to data glitch |
X002451 | 2025-12-04 09:36:03 | XLU | Sell | 23,618 | 45.68 | 1,078,870.24 | 2.2 | 0.076 | Medium | 10.1 | 24 | 28.6 | IEX>ARCA>NASDAQ | POV | 5 | MKT | 6.6 | 75 | 33 | 0.76 | ToxicitySpike | false | null | null | 0 | IEX>ARCA>NASDAQ | MKT | 60.9 | 100 | 0 | 41 | 59 | 1 | 38 | null | null | Toxic prints; widened spread |
X002452 | 2025-10-30 09:59:33 | KO | Buy | 3,208 | 358.25 | 1,149,266 | 2.3 | 0.08 | Low | 37.9 | 19 | 31 | BATS>IEX>NYSE>ARCA>EDGX | VWAP | 3 | LMT | 11.5 | 61 | 23 | 0.59 | Multi | false | null | null | 0 | BATS>IEX>NYSE>ARCA>EDGX | LMT | 41.9 | 97 | 1.4 | 121 | 36 | 23 | -29 | Watchlist | null | Venue switch reduced impact |
X002453 | 2025-12-11 12:55:41 | VZ | Buy | 34,619 | 148.02 | 5,124,304.38 | 3.7 | 0.296 | Low | 4.4 | 23 | -23.8 | ARCA>NYSE>NASDAQ>IEX | IS | 5 | MKT | 6 | 82 | 19 | 0.41 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>NASDAQ>IEX | MKT | 91.4 | 86 | 15.2 | 134 | -16 | -25 | 28 | null | null | Stable book; normal liquidity |
X002454 | 2025-11-28 11:02:02 | XLF | Sell | 301,854 | 58.15 | 17,552,810.1 | 2 | 0.825 | Low | 9.8 | 32 | -7.5 | NYSE>EDGX>BATS>NASDAQ | POV | 2 | MKT | 4.7 | 188 | 18 | 0.71 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX>BATS>NASDAQ | MKT | 15.1 | 96 | 0 | 162 | 47 | 13 | 38 | null | null | Stable book; normal liquidity |
X002455 | 2025-12-20 09:59:52 | XLI | Buy | 3,515 | 194.64 | 684,159.6 | 2 | 0.16 | Medium | 7.6 | 26 | -17.1 | ARCA>EDGX>NYSE>NASDAQ>BATS | VWAP | 3 | LMT | 3.2 | 61 | 26 | 0.43 | LiqDrop | false | null | null | 0 | ARCA>EDGX>NYSE>NASDAQ>BATS | LMT | 9.2 | 85 | 0 | 127 | -10 | 28 | -6 | null | null | Stable book; normal liquidity |
X002456 | 2025-11-06 13:15:22 | CSCO | Sell | 63,959 | 26.35 | 1,685,319.65 | 4.3 | 0.161 | Low | 12.7 | 12 | 19.9 | IEX>ARCA>NASDAQ>BATS>EDGX | TWAP | 3 | PO | 6.8 | 91 | 23 | 0.77 | Slip>Thresh | false | null | null | 0 | IEX>ARCA>NASDAQ>BATS>EDGX | PO | 60 | 96 | 12.6 | 179 | -6 | -36 | 15 | null | null | Stable book; normal liquidity |
X002457 | 2025-12-08 11:17:49 | XLV | Buy | 38,609 | 126.92 | 4,900,254.28 | 1 | 0.108 | High | 9.5 | 32 | 6.7 | NYSE>BATS>ARCA>IEX | IS | 5 | IOC | 5.5 | 85 | 24 | 0.72 | Multi | false | null | null | 0 | NYSE>BATS>ARCA>IEX | IOC | 88.9 | 97 | 1 | 155 | 32 | -27 | 24 | null | null | Stable book; normal liquidity |
X002458 | 2025-11-26 12:56:39 | TSLA | Buy | 25,105 | 211.51 | 5,309,958.55 | 1.7 | 0.078 | High | 10 | 37 | -15.9 | EDGX>NYSE | IS | 5 | LMT | 5.5 | 76 | 12 | 0.78 | Slip>Thresh | false | null | null | 0 | EDGX>NYSE | LMT | 0.3 | 92 | 3.6 | 32 | 3 | -18 | -8 | null | null | Stable book; normal liquidity |
X002459 | 2025-11-05 13:23:36 | TLT | Buy | 53,494 | 91.1 | 4,873,303.4 | 1.8 | 0.196 | Low | 12.6 | 17 | -9 | NASDAQ>EDGX>NYSE>BATS>ARCA | Adaptive | 2 | MKT | 4.5 | 82 | 17 | 0.55 | Multi | false | null | null | 0 | NASDAQ>EDGX>NYSE>BATS>ARCA | MKT | 62.3 | 96 | 14.4 | 145 | 52 | -29 | -31 | NoShort | null | High urgency from PM |
X002460 | 2025-11-06 13:33:23 | XLY | Sell | 22,692 | 110.1 | 2,498,389.2 | 1.9 | 0.095 | High | 6.7 | 20 | 31.6 | ARCA>IEX>EDGX>BATS | Adaptive | 3 | MKT | 3.3 | 71 | 21 | 0.76 | Multi | false | null | null | 0 | ARCA>IEX>EDGX>BATS | MKT | 85 | 93 | 8.6 | 64 | 0 | -34 | 13 | PositionLimitNear | null | Venue switch reduced impact |
X002461 | 2025-12-18 12:01:18 | JPM | Sell | 11,681 | 299.23 | 3,495,305.63 | 4.3 | 0.289 | Low | 8.4 | 24 | 5.5 | IEX>NASDAQ | IS | 4 | LMT | 6.4 | 66 | 27 | 0.57 | LiqDrop | false | null | null | 0 | IEX>NASDAQ | LMT | 86 | 92 | 0 | 77 | -4 | -26 | 12 | Watchlist | null | Stable book; normal liquidity |
X002462 | 2025-12-06 14:53:36 | KO | Buy | 2,523 | 324.62 | 819,016.26 | 2.9 | 0.063 | Medium | 16.4 | 19 | 31.4 | NASDAQ>IEX>NYSE>EDGX>ARCA | IS | 4 | MKT | 9.9 | 61 | 14 | 0.68 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX>NYSE>EDGX>ARCA | MKT | 48.6 | 93 | 21.3 | 44 | 9 | -36 | -26 | NoShort | null | Toxic prints; widened spread |
X002463 | 2025-12-18 12:42:26 | XOM | Buy | 9,706 | 118.35 | 1,148,705.1 | 3.2 | 0.089 | Medium | 13 | 25 | 2.8 | ARCA>NYSE>EDGX>BATS>IEX | IS | 5 | LMT | 7.9 | 66 | 20 | 0.78 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>EDGX>BATS>IEX | LMT | 2.1 | 92 | 1.7 | 46 | 57 | 2 | -15 | PositionLimitNear | null | Toxic prints; widened spread |
X002464 | 2025-11-20 12:29:58 | NKE | Buy | 31,124 | 109.41 | 3,405,276.84 | 2.3 | 0.145 | Low | 22.5 | 11 | 13.9 | IEX>EDGX>NYSE>ARCA | TWAP | 2 | PO | 7.6 | 73 | 14 | 0.83 | Multi | false | null | null | 0 | IEX>EDGX>NYSE>ARCA | PO | 82.1 | 88 | 17.8 | 10 | 22 | -15 | -36 | null | null | Stable book; normal liquidity |
X002465 | 2025-11-27 09:57:16 | AAPL | Sell | 60,747 | 78.02 | 4,739,480.94 | 2.8 | 0.179 | Medium | 6.5 | 26 | 25 | BATS>IEX>EDGX>ARCA>NYSE | IS | 5 | MKT | 6.1 | 99 | 32 | 0.64 | LiqDrop | false | null | null | 0 | BATS>IEX>EDGX>ARCA>NYSE | MKT | 37.1 | 88 | 6.4 | 75 | 42 | -28 | 31 | NoShort | null | Stable book; normal liquidity |
X002466 | 2025-11-26 10:35:15 | XLY | Buy | 81,601 | 282.71 | 23,069,418.71 | 2.4 | 0.34 | Low | 12.9 | 24 | -23.4 | EDGX>NASDAQ>ARCA>BATS>NYSE | VWAP | 3 | LMT | 4.9 | 100 | 16 | 0.63 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>ARCA>BATS>NYSE | LMT | 21.3 | 87 | 0 | 116 | -7 | -27 | -6 | null | null | Venue switch reduced impact |
X002467 | 2025-11-25 14:38:39 | BA | Sell | 29,470 | 327.94 | 9,664,391.8 | 1.8 | 0.098 | Medium | 14.1 | 21 | -16.7 | IEX>NASDAQ>EDGX>NYSE | IS | 5 | MKT | 8.8 | 79 | 18 | 0.46 | ToxicitySpike | false | null | null | 0 | IEX>NASDAQ>EDGX>NYSE | MKT | 40.5 | 89 | 0 | 82 | 5 | 14 | 36 | null | null | High urgency from PM |
X002468 | 2025-11-23 09:36:03 | MA | Buy | 31,042 | 33.94 | 1,053,565.48 | 0.8 | 0.132 | Medium | 15.9 | 11 | 28.7 | EDGX>BATS>ARCA | TWAP | 3 | PO | 5.6 | 75 | 28 | 0.69 | Slip>Thresh | false | null | null | 0 | EDGX>BATS>ARCA | PO | 32.3 | 85 | 11.4 | 80 | 34 | 27 | 32 | null | null | Toxic prints; widened spread |
X002469 | 2025-11-05 11:14:34 | NKE | Buy | 17,702 | 64.73 | 1,145,850.46 | 2 | 0.082 | Medium | 19.5 | 36 | -20.1 | ARCA>EDGX>NYSE>IEX | POV | 5 | MKT | 10.6 | 71 | 33 | 0.69 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX>NYSE>IEX | MKT | 49.2 | 91 | 2.6 | 10 | -8 | 7 | -14 | null | null | High urgency from PM |
X002470 | 2025-11-09 09:35:01 | KO | Sell | 4,768 | 93.22 | 444,472.96 | 1.8 | 0.119 | Low | 20.7 | 13 | -25.1 | NASDAQ>IEX>ARCA>EDGX | VWAP | 3 | PO | 7.3 | 62 | 35 | 0.71 | Multi | false | null | null | 0 | NASDAQ>IEX>ARCA>EDGX | PO | 52.6 | 93 | 27.2 | 10 | 7 | -33 | -15 | NoShort | null | Toxic prints; widened spread |
X002471 | 2025-12-26 09:35:40 | IWM | Sell | 131,095 | 199.17 | 26,110,191.15 | 1.5 | 0.181 | Low | 18.6 | 28 | 0.9 | EDGX>NYSE | TWAP | 1 | LMT | 4.7 | 105 | 14 | 0.81 | LiqDrop | true | LiquidityDrop | VenueSwitch | 12 | EDGX>NYSE | LMT>PO | 32.7 | 79 | 12.4 | 166 | -19 | -32 | 13 | null | null | Toxic prints; widened spread |
X002472 | 2025-12-11 11:43:27 | XLF | Sell | 76,313 | 65.52 | 5,000,027.76 | 3.6 | 0.209 | Medium | 3.8 | 16 | 32.9 | EDGX>IEX>NYSE | Adaptive | 2 | LMT | 2.5 | 92 | 35 | 0.52 | ToxicitySpike | false | null | null | 0 | EDGX>IEX>NYSE | LMT | 25.6 | 99 | 1.7 | 103 | -13 | 28 | 35 | null | null | Toxic prints; widened spread |
X002473 | 2025-12-20 11:01:45 | WMT | Buy | 85,234 | 230.14 | 19,615,752.76 | 3.1 | 0.262 | Low | 23.7 | 35 | -2.2 | ARCA>NYSE>EDGX>NASDAQ>IEX | TWAP | 2 | MKT | 9.2 | 96 | 21 | 0.55 | LiqDrop | false | null | null | 0 | ARCA>NYSE>EDGX>NASDAQ>IEX | MKT | 7.4 | 95 | 0 | 78 | -15 | 8 | -31 | null | null | Venue switch reduced impact |
X002474 | 2025-10-29 13:02:08 | HD | Sell | 39,541 | 183.43 | 7,253,005.63 | 2 | 0.153 | Low | 19.3 | 15 | 9 | ARCA>BATS | TWAP | 2 | LMT | 5.9 | 76 | 27 | 0.61 | Multi | false | null | null | 0 | ARCA>BATS | LMT | 37.5 | 93 | 3.3 | 10 | -17 | 30 | -27 | null | null | Toxic prints; widened spread |
X002475 | 2025-11-01 09:35:59 | KO | Buy | 4,607 | 232.81 | 1,072,555.67 | 2.9 | 0.115 | Medium | 8.3 | 4 | -29.9 | ARCA>BATS | VWAP | 1 | MKT | 3.6 | 61 | 18 | 0.48 | LiqDrop | false | null | null | 0 | ARCA>BATS | MKT | 27.2 | 86 | 1.7 | 38 | 46 | 14 | 2 | null | null | Paused due to data glitch |
X002476 | 2025-10-28 13:38:26 | AMZN | Sell | 1,702 | 72.14 | 122,782.28 | 2.1 | 0.078 | Low | 27.3 | 36 | 26.8 | NASDAQ>ARCA>BATS | IS | 5 | MKT | 15.5 | 61 | 16 | 0.55 | LiqDrop | false | null | null | 0 | NASDAQ>ARCA>BATS | MKT | 71 | 100 | 7.1 | 22 | 37 | 10 | 10 | null | null | Toxic prints; widened spread |
X002477 | 2025-12-11 09:35:56 | UNH | Sell | 68,024 | 275.38 | 18,732,449.12 | 2.8 | 0.299 | Low | 6 | 33 | 28.9 | ARCA>BATS>EDGX>NYSE>IEX | TWAP | 2 | LMT | 3 | 88 | 18 | 0.47 | Multi | false | null | null | 0 | ARCA>BATS>EDGX>NYSE>IEX | LMT | 85.3 | 65 | 0 | 59 | 54 | -27 | -35 | NoShort | null | Venue switch reduced impact |
X002478 | 2025-12-15 10:34:56 | NFLX | Buy | 2,850 | 93.52 | 266,532 | 3.3 | 0.027 | Medium | 21.4 | 19 | 13.9 | IEX>BATS | POV | 5 | LMT | 10.4 | 61 | 21 | 0.41 | LiqDrop | false | null | null | 0 | IEX>BATS | LMT | 19.5 | 98 | 19.4 | 10 | 50 | -7 | -24 | null | null | Stable book; normal liquidity |
X002479 | 2025-11-08 15:22:32 | NVDA | Buy | 18,039 | 60.05 | 1,083,241.95 | 1.6 | 0.467 | Low | 30.8 | 34 | 9.7 | NYSE>EDGX | IS | 4 | LMT | 12.7 | 70 | 27 | 0.57 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX | LMT | 96.3 | 93 | 13.6 | 39 | 31 | -29 | -1 | Watchlist | null | Venue switch reduced impact |
X002480 | 2025-12-01 10:48:31 | KO | Buy | 26,260 | 144.69 | 3,799,559.4 | 2.4 | 0.654 | Low | 9.7 | 32 | -16.7 | NASDAQ>NYSE>BATS | Adaptive | 2 | IOC | 4 | 71 | 33 | 0.41 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 39 | NASDAQ>NYSE>BATS | IOC>PO | 51.3 | 88 | 10.6 | 148 | 7 | -40 | 30 | null | null | Stable book; normal liquidity |
X002481 | 2025-11-03 14:32:26 | NFLX | Buy | 14,074 | 146.82 | 2,066,344.68 | 4.5 | 0.134 | Low | 10.1 | 13 | -2.6 | IEX>NASDAQ>EDGX>ARCA | VWAP | 1 | IOC | 4.6 | 64 | 29 | 0.47 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 23 | IEX>NASDAQ>EDGX>ARCA | IOC>PO | 44 | 96 | 0 | 131 | 28 | -36 | -39 | null | null | Venue switch reduced impact |
X002482 | 2025-12-18 09:40:20 | HD | Sell | 12,359 | 134.35 | 1,660,431.65 | 1.4 | 0.048 | High | 24.8 | 37 | 10.5 | ARCA>IEX | POV | 5 | LMT | 10.3 | 68 | 27 | 0.47 | LiqDrop | false | null | null | 0 | ARCA>IEX | LMT | 57.2 | 86 | 17.3 | 39 | -7 | -36 | 10 | null | null | High urgency from PM |
X002483 | 2025-12-01 11:21:35 | MSFT | Sell | 51,810 | 51.48 | 2,667,178.8 | 2 | 0.275 | Medium | 5.8 | 6 | 4 | IEX>NASDAQ>ARCA | VWAP | 2 | LMT | 2.4 | 82 | 12 | 0.58 | ToxicitySpike | false | null | null | 0 | IEX>NASDAQ>ARCA | LMT | 88.7 | 90 | 0 | 10 | 44 | -10 | 39 | Watchlist | null | Paused due to data glitch |
X002484 | 2025-11-13 11:32:07 | CVX | Buy | 150,419 | 78.08 | 11,744,715.52 | 1 | 0.893 | Low | 10.3 | 18 | 16.6 | IEX>BATS>NASDAQ>EDGX | POV | 2 | LMT | 3.6 | 123 | 27 | 0.44 | ToxicitySpike | false | null | null | 0 | IEX>BATS>NASDAQ>EDGX | LMT | 87.6 | 87 | 0.2 | 150 | -18 | -35 | 27 | null | null | Stable book; normal liquidity |
X002485 | 2025-11-18 12:49:30 | XLY | Buy | 20,033 | 358.04 | 7,172,615.32 | 1.5 | 0.084 | High | 10.6 | 3 | -31.3 | NYSE>EDGX>BATS | IS | 5 | LMT | 5.6 | 73 | 31 | 0.7 | LiqDrop | false | null | null | 0 | NYSE>EDGX>BATS | LMT | 52.1 | 85 | 6.2 | 10 | 58 | -5 | -12 | null | null | Paused due to data glitch |
X002486 | 2025-11-05 11:56:35 | T | Buy | 23,264 | 362.35 | 8,429,710.4 | 2.6 | 0.194 | Low | 11.8 | 7 | -10.8 | EDGX>NASDAQ>IEX>BATS>NYSE | TWAP | 3 | MKT | 6 | 71 | 12 | 0.54 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ>IEX>BATS>NYSE | MKT | 18.4 | 99 | 0 | 76 | 55 | -30 | -11 | null | null | Stable book; normal liquidity |
X002487 | 2025-11-05 11:42:55 | KO | Buy | 14,022 | 301.62 | 4,229,315.64 | 1.9 | 0.349 | Low | 15.5 | 34 | -0.9 | BATS>NYSE>IEX | Adaptive | 1 | LMT | 3.9 | 64 | 21 | 0.77 | Multi | true | MultiTrigger | AlgoSwitch | 15 | BATS>NYSE>IEX | LMT>MKT | 98 | 93 | 16.6 | 166 | 38 | -25 | -23 | null | null | Toxic prints; widened spread |
X002488 | 2025-11-17 12:16:57 | HD | Buy | 216,065 | 88.4 | 19,100,146 | 2.9 | 0.838 | Low | 24.6 | 25 | -31.1 | ARCA>EDGX | POV | 4 | LMT | 10.6 | 184 | 14 | 0.49 | Multi | false | null | null | 0 | ARCA>EDGX | LMT | 25.9 | 95 | 6.8 | 72 | 0 | -3 | 11 | null | Throttle | Paused due to data glitch |
X002489 | 2025-12-22 13:18:30 | CVX | Buy | 27,252 | 119.07 | 3,244,895.64 | 1 | 0.162 | Medium | 12 | 30 | -25.5 | ARCA>IEX | IS | 5 | LMT | 5.8 | 77 | 31 | 0.78 | LiqDrop | false | null | null | 0 | ARCA>IEX | LMT | 7.7 | 91 | 3.1 | 91 | 9 | -6 | -35 | null | null | Paused due to data glitch |
X002490 | 2025-11-03 10:55:56 | TLT | Buy | 29,233 | 95.66 | 2,796,428.78 | 2.6 | 0.107 | Low | 17.4 | 14 | -33.6 | NASDAQ>NYSE>ARCA>BATS | IS | 5 | MKT | 11.2 | 79 | 29 | 0.62 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE>ARCA>BATS | MKT | 87.1 | 86 | 9.5 | 94 | 18 | -37 | 5 | null | null | Toxic prints; widened spread |
X002491 | 2025-12-26 10:44:27 | KO | Buy | 3,898 | 170.35 | 664,024.3 | 2.9 | 0.097 | Low | 32.4 | 28 | 7.9 | IEX>ARCA>BATS>NYSE>NASDAQ | Adaptive | 4 | LMT | 11 | 62 | 34 | 0.74 | ToxicitySpike | false | null | null | 0 | IEX>ARCA>BATS>NYSE>NASDAQ | LMT | 21.6 | 89 | 17.1 | 18 | -19 | -24 | 11 | null | null | Paused due to data glitch |
X002492 | 2025-11-30 10:05:11 | XLE | Sell | 13,233 | 322.03 | 4,261,422.99 | 2.5 | 0.047 | High | 13.1 | 27 | 10.2 | EDGX>BATS | TWAP | 2 | MKT | 5.5 | 65 | 12 | 0.53 | ToxicitySpike | false | null | null | 0 | EDGX>BATS | MKT | 80.3 | 96 | 0.4 | 93 | -3 | -37 | 13 | PositionLimitNear | null | Toxic prints; widened spread |
X002493 | 2025-12-17 13:41:39 | GOOGL | Sell | 20,055 | 80.04 | 1,605,202.2 | 2 | 0.06 | High | 11.6 | 20 | -28.3 | EDGX>NASDAQ>ARCA>NYSE>BATS | TWAP | 2 | MKT | 4.8 | 68 | 34 | 0.51 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 10 | EDGX>NASDAQ>ARCA>NYSE>BATS | MKT>LMT | 79.8 | 91 | 11.1 | 18 | 28 | 14 | -22 | null | null | Venue switch reduced impact |
X002494 | 2025-11-10 12:51:30 | XLV | Buy | 27,966 | 75.16 | 2,101,924.56 | 1.4 | 0.078 | Medium | 24.5 | 36 | 22.6 | BATS>ARCA>EDGX>NASDAQ>NYSE | TWAP | 3 | LMT | 7.8 | 73 | 24 | 0.82 | Slip>Thresh | false | null | null | 0 | BATS>ARCA>EDGX>NASDAQ>NYSE | LMT | 48.6 | 93 | 12.6 | 157 | 39 | -21 | -3 | null | null | High urgency from PM |
X002495 | 2025-10-31 10:16:17 | XLK | Buy | 7,935 | 29.24 | 232,019.4 | 1.4 | 0.022 | Ultra | 12.5 | 3 | -22.5 | NASDAQ>NYSE>BATS>EDGX | POV | 5 | MKT | 6.9 | 65 | 22 | 0.41 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE>BATS>EDGX | MKT | 18.1 | 92 | 1.1 | 65 | 13 | 6 | -3 | null | null | Toxic prints; widened spread |
X002496 | 2025-11-08 13:49:23 | XLI | Buy | 2,234 | 44.96 | 100,440.64 | 3 | 0.102 | Low | 15.3 | 25 | 34.5 | BATS>NASDAQ>EDGX>IEX>NYSE | VWAP | 3 | LMT | 5.8 | 61 | 23 | 0.49 | Slip>Thresh | false | null | null | 0 | BATS>NASDAQ>EDGX>IEX>NYSE | LMT | 38.2 | 100 | 8.4 | 42 | 9 | -37 | 2 | null | null | Stable book; normal liquidity |
X002497 | 2025-12-04 14:33:46 | CSCO | Buy | 52,520 | 217.15 | 11,404,718 | 4.5 | 0.132 | Low | 16 | 21 | 17.3 | BATS>ARCA>IEX>NASDAQ>NYSE | VWAP | 3 | MKT | 8.3 | 86 | 27 | 0.63 | Multi | false | null | null | 0 | BATS>ARCA>IEX>NASDAQ>NYSE | MKT | 77.6 | 89 | 14.8 | 125 | 20 | -25 | 7 | NoShort | null | Venue switch reduced impact |
X002498 | 2025-11-04 09:53:48 | MA | Sell | 4,486 | 235.53 | 1,056,587.58 | 1.4 | 0.019 | Ultra | 23.8 | 25 | 12 | NYSE>EDGX>NASDAQ>BATS>ARCA | Adaptive | 3 | LMT | 6.8 | 62 | 14 | 0.46 | Slip>Thresh | true | SlippageAboveThreshold | AlgoSwitch | 17 | NYSE>EDGX>NASDAQ>BATS>ARCA | LMT>MKT | 37.3 | 100 | 13.5 | 77 | -13 | 11 | -35 | null | null | Paused due to data glitch |
X002499 | 2025-11-10 09:51:44 | IEF | Buy | 20,846 | 98.59 | 2,055,207.14 | 3.1 | 0.079 | Low | 21.3 | 31 | -6.4 | ARCA>NASDAQ | POV | 5 | MKT | 12.4 | 73 | 16 | 0.43 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ | MKT | 63.2 | 97 | 9.1 | 22 | 19 | -7 | 28 | null | null | High urgency from PM |
X002500 | 2025-11-06 10:49:39 | CVX | Buy | 25,969 | 45.79 | 1,189,120.51 | 1.3 | 0.154 | Low | 20.8 | 30 | -8.7 | NASDAQ>IEX>ARCA>BATS>EDGX | IS | 4 | MKT | 10.5 | 74 | 26 | 0.42 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX>ARCA>BATS>EDGX | MKT | 24.5 | 90 | 2.8 | 10 | 36 | 7 | -24 | null | null | Venue switch reduced impact |
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