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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X002501 | 2025-11-24 14:39:07 | XLU | Buy | 93,750 | 270.39 | 25,349,062.5 | 2.4 | 0.3 | Low | 24.5 | 15 | -14.2 | ARCA>NYSE>BATS | TWAP | 1 | LMT | 6.4 | 92 | 22 | 0.56 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE>BATS | LMT | 20.9 | 85 | 9.8 | 115 | 42 | -19 | 39 | NoShort | null | High urgency from PM |
X002502 | 2025-10-31 15:48:19 | META | Sell | 33,450 | 299.41 | 10,015,264.5 | 1.5 | 0.093 | Medium | 18.6 | 4 | -27.4 | NASDAQ>NYSE | IS | 5 | LMT | 8.8 | 81 | 28 | 0.64 | ToxicitySpike | false | null | null | 0 | NASDAQ>NYSE | LMT | 17.5 | 100 | 7 | 107 | 45 | -17 | -39 | null | null | Venue switch reduced impact |
X002503 | 2025-12-10 11:11:32 | T | Sell | 34,139 | 117.6 | 4,014,746.4 | 4.6 | 0.285 | Low | 17.4 | 11 | 18.8 | BATS>NYSE>NASDAQ | Adaptive | 1 | IOC | 6.1 | 71 | 25 | 0.74 | ToxicitySpike | false | null | null | 0 | BATS>NYSE>NASDAQ | IOC | 16.1 | 88 | 6.6 | 61 | -10 | -14 | 14 | PositionLimitNear | null | Stable book; normal liquidity |
X002504 | 2025-11-18 15:33:09 | NKE | Sell | 16,205 | 123.23 | 1,996,942.15 | 2.1 | 0.075 | High | 9 | 22 | -8 | NASDAQ>ARCA>IEX | VWAP | 3 | LMT | 3.6 | 68 | 17 | 0.83 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>IEX | LMT | 60.5 | 100 | 0.7 | 73 | 27 | -40 | 24 | PositionLimitNear | null | Stable book; normal liquidity |
X002505 | 2025-11-09 10:59:17 | BAC | Buy | 25,929 | 156.34 | 4,053,739.86 | 0.9 | 0.071 | High | 17.4 | 12 | -7.9 | NYSE>ARCA>EDGX | TWAP | 1 | MKT | 5.1 | 69 | 12 | 0.55 | Multi | true | MultiTrigger | Pause | 16 | NYSE>ARCA>EDGX | MKT>IOC | 75.4 | 97 | 13.1 | 72 | -4 | 15 | 22 | null | null | Venue switch reduced impact |
X002506 | 2025-10-29 10:01:04 | WMT | Buy | 42,820 | 76.26 | 3,265,453.2 | 3.6 | 0.132 | Medium | 4.4 | 24 | -19.4 | NYSE>ARCA>BATS>IEX | VWAP | 1 | IOC | 2.8 | 74 | 34 | 0.42 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA>BATS>IEX | IOC | 5.2 | 98 | 0 | 12 | 24 | -4 | -13 | PositionLimitNear | null | Venue switch reduced impact |
X002507 | 2025-11-29 14:39:09 | XLK | Sell | 14,136 | 73.41 | 1,037,723.76 | 1 | 0.04 | Ultra | 13.2 | 8 | 32.5 | BATS>ARCA | VWAP | 3 | LMT | 4.1 | 67 | 30 | 0.81 | Slip>Thresh | false | null | null | 0 | BATS>ARCA | LMT | 69.2 | 95 | 3.3 | 69 | 56 | 4 | -15 | null | null | High urgency from PM |
X002508 | 2025-11-01 09:35:54 | TSLA | Sell | 118,231 | 68.76 | 8,129,563.56 | 1.3 | 0.367 | Low | 12.9 | 35 | 6.1 | EDGX>IEX>ARCA | Adaptive | 1 | MKT | 3.8 | 101 | 13 | 0.46 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>ARCA | MKT | 95.4 | 97 | 12 | 40 | -8 | -34 | 34 | PositionLimitNear | null | Stable book; normal liquidity |
X002509 | 2025-12-02 11:20:11 | CVX | Buy | 13,569 | 208.25 | 2,825,744.25 | 0.8 | 0.081 | Ultra | 11.7 | 39 | -1.9 | BATS>EDGX | Adaptive | 1 | LMT | 2.6 | 64 | 28 | 0.52 | Slip>Thresh | false | null | null | 0 | BATS>EDGX | LMT | 52.9 | 87 | 0 | 57 | -10 | 15 | -30 | null | null | Toxic prints; widened spread |
X002510 | 2025-11-20 14:58:40 | XLY | Buy | 41,862 | 269.88 | 11,297,716.56 | 2 | 0.175 | Low | 13.5 | 26 | -34.5 | NASDAQ>EDGX>IEX>ARCA>BATS | VWAP | 1 | MKT | 4.4 | 74 | 16 | 0.64 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX>IEX>ARCA>BATS | MKT | 25.3 | 85 | 19.5 | 111 | 16 | -4 | 15 | NoShort | null | Venue switch reduced impact |
X002511 | 2025-11-07 15:53:50 | HD | Sell | 20,701 | 243.18 | 5,034,069.18 | 1.7 | 0.08 | Medium | 21.9 | 20 | -26.6 | IEX>NASDAQ | VWAP | 2 | LMT | 6.1 | 68 | 26 | 0.42 | Multi | false | null | null | 0 | IEX>NASDAQ | LMT | 51.2 | 95 | 0 | 58 | 46 | -6 | -29 | null | null | Paused due to data glitch |
X002512 | 2025-12-03 13:51:16 | AAPL | Buy | 22,871 | 174.76 | 3,996,935.96 | 2.3 | 0.067 | High | 9.1 | 30 | -7.2 | NASDAQ>EDGX | TWAP | 1 | LMT | 3 | 68 | 30 | 0.59 | Slip>Thresh | false | null | null | 0 | NASDAQ>EDGX | LMT | 43.9 | 85 | 7.6 | 66 | 3 | 10 | 19 | null | null | Venue switch reduced impact |
X002513 | 2025-12-01 14:32:33 | IEF | Sell | 13,863 | 94.91 | 1,315,737.33 | 2.9 | 0.053 | Medium | 19.4 | 7 | -1 | NYSE>NASDAQ>BATS | Adaptive | 4 | PO | 8 | 67 | 17 | 0.67 | Slip>Thresh | false | null | null | 0 | NYSE>NASDAQ>BATS | PO | 38.2 | 90 | 16.4 | 10 | 11 | 22 | 34 | null | null | Venue switch reduced impact |
X002514 | 2025-11-29 09:45:23 | MSFT | Sell | 2,621 | 157.09 | 411,732.89 | 3.6 | 0.014 | High | 24 | 16 | 31.3 | IEX>NASDAQ>BATS>EDGX>ARCA | POV | 5 | MKT | 14 | 61 | 23 | 0.73 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ>BATS>EDGX>ARCA | MKT | 47.3 | 89 | 0 | 100 | 56 | 6 | -38 | null | Throttle | Stable book; normal liquidity |
X002515 | 2025-11-30 12:01:43 | DIS | Sell | 98,593 | 178.34 | 17,583,075.62 | 1.4 | 0.43 | Low | 9.3 | 21 | 2 | IEX>NASDAQ>EDGX>ARCA>NYSE | POV | 5 | MKT | 5.7 | 124 | 32 | 0.46 | LiqDrop | false | null | null | 0 | IEX>NASDAQ>EDGX>ARCA>NYSE | MKT | 60 | 87 | 28 | 124 | 52 | 18 | -15 | null | null | Paused due to data glitch |
X002516 | 2025-12-18 11:03:57 | PFE | Sell | 4,048 | 87.44 | 353,957.12 | 2.9 | 0.011 | Ultra | 15 | 17 | -8.9 | EDGX>NASDAQ | VWAP | 3 | LMT | 5.6 | 62 | 26 | 0.6 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 15 | EDGX>NASDAQ | LMT>IOC | 93 | 90 | 3.7 | 44 | -17 | 10 | -12 | Watchlist | null | Paused due to data glitch |
X002517 | 2025-11-19 12:52:27 | XLU | Sell | 243,139 | 71.65 | 17,420,909.35 | 1.1 | 0.779 | Low | 24 | 30 | 6.7 | NYSE>BATS | VWAP | 1 | LMT | 5.6 | 145 | 24 | 0.73 | ToxicitySpike | false | null | null | 0 | NYSE>BATS | LMT | 40.5 | 89 | 20.7 | 189 | 18 | -21 | 12 | null | null | Paused due to data glitch |
X002518 | 2025-12-03 14:44:49 | NKE | Buy | 39,513 | 211.27 | 8,347,911.51 | 1.8 | 0.184 | Low | 14.7 | 33 | -23.9 | BATS>EDGX>NYSE | TWAP | 1 | MKT | 4.9 | 73 | 32 | 0.57 | Slip>Thresh | false | null | null | 0 | BATS>EDGX>NYSE | MKT | 92.9 | 87 | 11.2 | 99 | 56 | 4 | -7 | null | null | Venue switch reduced impact |
X002519 | 2025-10-29 10:44:23 | PFE | Sell | 285,939 | 92.01 | 26,309,247.39 | 2.4 | 0.777 | Low | 6.2 | 36 | 10.6 | NASDAQ>IEX>ARCA | Adaptive | 2 | MKT | 3.3 | 181 | 29 | 0.63 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX>ARCA | MKT | 69.7 | 97 | 0 | 235 | 6 | 17 | 32 | NoShort | null | Paused due to data glitch |
X002520 | 2025-12-26 11:39:58 | T | Sell | 35,341 | 92.46 | 3,267,628.86 | 3.9 | 0.295 | Low | 19 | 33 | -17.9 | EDGX>NYSE>NASDAQ>IEX | Adaptive | 2 | LMT | 6.1 | 75 | 13 | 0.59 | LiqDrop | false | null | null | 0 | EDGX>NYSE>NASDAQ>IEX | LMT | 48.8 | 87 | 5.2 | 59 | 33 | 27 | 8 | null | null | Venue switch reduced impact |
X002521 | 2025-12-11 11:47:36 | AMD | Buy | 1,562 | 231.11 | 360,993.82 | 1.3 | 0.044 | Medium | 33.3 | 19 | 25.4 | EDGX>BATS | TWAP | 3 | MKT | 12.4 | 60 | 34 | 0.49 | Slip>Thresh | false | null | null | 0 | EDGX>BATS | MKT | 77.7 | 100 | 4.8 | 52 | 16 | -40 | -26 | PositionLimitNear | null | Paused due to data glitch |
X002522 | 2025-12-01 12:30:55 | HD | Sell | 13,153 | 24.96 | 328,298.88 | 2.9 | 0.051 | Medium | 24 | 21 | 26.3 | NYSE>IEX>NASDAQ>ARCA | VWAP | 3 | IOC | 9.4 | 66 | 32 | 0.49 | LiqDrop | false | null | null | 0 | NYSE>IEX>NASDAQ>ARCA | IOC | 46.8 | 90 | 2.1 | 10 | 30 | 26 | 21 | null | null | Venue switch reduced impact |
X002523 | 2025-11-20 10:25:35 | PEP | Buy | 101,562 | 196.19 | 19,925,448.78 | 2.9 | 0.321 | Low | 23 | 22 | -8.9 | BATS>ARCA>EDGX | TWAP | 3 | IOC | 9.6 | 110 | 33 | 0.51 | LiqDrop | false | null | null | 0 | BATS>ARCA>EDGX | IOC | 85.1 | 93 | 19.1 | 185 | 45 | -39 | -13 | NoShort | null | Stable book; normal liquidity |
X002524 | 2025-12-05 12:35:19 | IEF | Sell | 19,058 | 97.79 | 1,863,681.82 | 3.4 | 0.072 | Medium | 14.4 | 30 | -5.9 | EDGX>NYSE>IEX>NASDAQ>ARCA | IS | 4 | LMT | 7.8 | 70 | 35 | 0.8 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 28 | EDGX>NYSE>IEX>NASDAQ>ARCA | LMT>IOC | 18 | 86 | 0.4 | 91 | -2 | -20 | -35 | Watchlist | null | High urgency from PM |
X002525 | 2025-12-04 13:54:05 | JPM | Buy | 10,130 | 15.9 | 161,067 | 4.5 | 0.251 | Low | 31.6 | 5 | -2.9 | IEX>EDGX>NYSE | POV | 4 | IOC | 15.9 | 65 | 23 | 0.51 | Slip>Thresh | false | null | null | 0 | IEX>EDGX>NYSE | IOC | 65.8 | 98 | 22.6 | 10 | 48 | -8 | -12 | null | null | Toxic prints; widened spread |
X002526 | 2025-12-21 10:14:07 | GOOGL | Sell | 16,104 | 334.88 | 5,392,907.52 | 1.9 | 0.048 | Ultra | 6.3 | 15 | 11.1 | ARCA>EDGX | POV | 5 | LMT | 3.8 | 70 | 26 | 0.46 | ToxicitySpike | false | null | null | 0 | ARCA>EDGX | LMT | 0.7 | 90 | 4.7 | 89 | 54 | 24 | 8 | null | null | Paused due to data glitch |
X002527 | 2025-12-03 15:22:28 | HYG | Buy | 21,773 | 75.95 | 1,653,659.35 | 1.8 | 0.119 | High | 6.2 | 35 | 7.1 | IEX>ARCA>BATS | VWAP | 1 | LMT | 2 | 67 | 29 | 0.56 | Multi | false | null | null | 0 | IEX>ARCA>BATS | LMT | 82.8 | 78 | 2.6 | 39 | 6 | 8 | 9 | null | null | Toxic prints; widened spread |
X002528 | 2025-11-28 10:35:16 | NFLX | Buy | 3,620 | 143.2 | 518,384 | 5 | 0.035 | Medium | 10.3 | 21 | 12.5 | ARCA>NYSE>BATS>EDGX | Adaptive | 4 | LMT | 5.8 | 62 | 24 | 0.58 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>BATS>EDGX | LMT | 56.2 | 100 | 9.4 | 13 | 60 | 5 | -1 | null | null | Stable book; normal liquidity |
X002529 | 2025-11-21 09:35:23 | XLF | Sell | 26,062 | 135.13 | 3,521,758.06 | 1.9 | 0.071 | Medium | 13.4 | 29 | -19.1 | BATS>EDGX>ARCA | Adaptive | 2 | LMT | 3.9 | 71 | 22 | 0.54 | Multi | false | null | null | 0 | BATS>EDGX>ARCA | LMT | 2.5 | 86 | 1.8 | 10 | 44 | 3 | -36 | null | null | Stable book; normal liquidity |
X002530 | 2025-11-22 13:04:58 | IEF | Sell | 10,041 | 94.87 | 952,589.67 | 2 | 0.038 | Ultra | 9.1 | 15 | -23.9 | BATS>NYSE>EDGX>ARCA | Adaptive | 1 | MKT | 3.1 | 63 | 18 | 0.66 | ToxicitySpike | false | null | null | 0 | BATS>NYSE>EDGX>ARCA | MKT | 79.7 | 99 | 0.7 | 84 | 45 | -17 | 27 | null | null | High urgency from PM |
X002531 | 2025-11-08 10:48:43 | CSCO | Sell | 33,815 | 208.88 | 7,063,277.2 | 2.7 | 0.085 | Medium | 11.9 | 7 | 9.4 | NYSE>IEX>BATS>ARCA | IS | 4 | IOC | 7.4 | 79 | 35 | 0.54 | Slip>Thresh | false | null | null | 0 | NYSE>IEX>BATS>ARCA | IOC | 89 | 100 | 6.3 | 172 | -5 | -22 | 16 | null | null | High urgency from PM |
X002532 | 2025-12-06 11:18:42 | NVDA | Buy | 2,235 | 21.52 | 48,097.2 | 1.4 | 0.058 | Medium | 37.6 | 27 | 12.4 | EDGX>BATS>NASDAQ>ARCA | TWAP | 2 | PO | 11.2 | 60 | 19 | 0.56 | LiqDrop | false | null | null | 0 | EDGX>BATS>NASDAQ>ARCA | PO | 60.6 | 96 | 0 | 96 | 39 | 18 | -31 | null | null | Toxic prints; widened spread |
X002533 | 2025-10-29 10:49:17 | DIS | Sell | 31,910 | 261.53 | 8,345,422.3 | 2.1 | 0.139 | Low | 21.4 | 14 | 23.5 | IEX>NASDAQ>BATS | TWAP | 1 | MKT | 6.8 | 71 | 27 | 0.6 | Multi | false | null | null | 0 | IEX>NASDAQ>BATS | MKT | 19.8 | 89 | 0 | 96 | 42 | 4 | -25 | null | null | Stable book; normal liquidity |
X002534 | 2025-12-17 15:21:12 | AMZN | Sell | 1,129 | 326.18 | 368,257.22 | 2.9 | 0.052 | Low | 37.3 | 13 | -22.3 | BATS>NASDAQ>NYSE | TWAP | 3 | IOC | 14.2 | 60 | 31 | 0.85 | LiqDrop | false | null | null | 0 | BATS>NASDAQ>NYSE | IOC | 69.3 | 88 | 1.7 | 40 | -3 | -11 | 38 | NoShort | null | Stable book; normal liquidity |
X002535 | 2025-12-18 14:01:44 | DIS | Buy | 59,398 | 283.73 | 16,852,994.54 | 1.5 | 0.259 | Medium | 9.6 | 38 | 27.3 | BATS>ARCA>NYSE>IEX>EDGX | TWAP | 2 | MKT | 3.9 | 85 | 17 | 0.57 | LiqDrop | false | null | null | 0 | BATS>ARCA>NYSE>IEX>EDGX | MKT | 89.3 | 93 | 9.3 | 75 | 51 | -1 | -1 | NoShort | PriceBand | Venue switch reduced impact |
X002536 | 2025-12-05 14:37:09 | KO | Sell | 3,798 | 240.62 | 913,874.76 | 2.4 | 0.095 | Medium | 16.1 | 22 | 15.4 | NYSE>NASDAQ>ARCA | VWAP | 1 | LMT | 4.3 | 61 | 20 | 0.48 | LiqDrop | false | null | null | 0 | NYSE>NASDAQ>ARCA | LMT | 22.4 | 98 | 1.9 | 59 | -20 | -14 | -38 | null | Unknown | Toxic prints; widened spread |
X002537 | 2025-12-15 12:10:24 | XLE | Buy | 5,901 | 184.51 | 1,088,793.51 | 3.8 | 0.021 | High | 17.2 | 29 | 31.6 | BATS>NYSE>EDGX | VWAP | 2 | LMT | 5.9 | 62 | 13 | 0.85 | Slip>Thresh | false | null | null | 0 | BATS>NYSE>EDGX | LMT | 39.9 | 98 | 0 | 10 | 59 | -29 | 38 | null | null | Venue switch reduced impact |
X002538 | 2025-12-02 14:47:37 | GOOGL | Sell | 124,030 | 25.51 | 3,164,005.3 | 1.8 | 0.37 | Low | 15 | 31 | 28.2 | IEX>ARCA>EDGX | VWAP | 2 | PO | 5 | 112 | 33 | 0.75 | LiqDrop | false | null | null | 0 | IEX>ARCA>EDGX | PO | 73.7 | 86 | 28.4 | 96 | -20 | -33 | -37 | PositionLimitNear | null | Toxic prints; widened spread |
X002539 | 2025-10-28 12:40:16 | IWM | Sell | 24,391 | 194.32 | 4,739,659.12 | 1.1 | 0.034 | Ultra | 15.3 | 33 | 24.5 | ARCA>IEX>NASDAQ | VWAP | 3 | MKT | 5.8 | 72 | 17 | 0.84 | Multi | true | MultiTrigger | AlgoSwitch | 14 | ARCA>IEX>NASDAQ | MKT>IOC | 76.8 | 91 | 2.8 | 90 | 48 | 30 | 1 | Watchlist | null | Toxic prints; widened spread |
X002540 | 2025-10-31 10:24:28 | XLI | Buy | 4,543 | 160.91 | 731,014.13 | 2 | 0.207 | Low | 29.7 | 23 | -22.7 | IEX>BATS>NASDAQ | VWAP | 2 | LMT | 8.1 | 61 | 30 | 0.71 | ToxicitySpike | false | null | null | 0 | IEX>BATS>NASDAQ | LMT | 56.1 | 87 | 10.5 | 10 | 39 | 17 | -3 | null | null | High urgency from PM |
X002541 | 2025-11-27 13:06:19 | XLK | Buy | 42,067 | 134.11 | 5,641,605.37 | 1.3 | 0.118 | Medium | 17.8 | 30 | 26.5 | NYSE>EDGX | Adaptive | 2 | MKT | 5.6 | 77 | 16 | 0.75 | ToxicitySpike | false | null | null | 0 | NYSE>EDGX | MKT | 51.6 | 96 | 0 | 114 | -14 | -35 | 21 | null | null | Toxic prints; widened spread |
X002542 | 2025-11-27 09:35:42 | V | Sell | 11,024 | 292.3 | 3,222,315.2 | 3.2 | 0.143 | Low | 30.7 | 28 | -31.9 | BATS>EDGX>ARCA>NASDAQ | Adaptive | 4 | IOC | 12.4 | 66 | 17 | 0.82 | Multi | false | null | null | 0 | BATS>EDGX>ARCA>NASDAQ | IOC | 51.1 | 96 | 0 | 37 | 40 | -7 | 16 | PositionLimitNear | null | High urgency from PM |
X002543 | 2025-12-23 14:00:06 | NKE | Sell | 32,805 | 43.68 | 1,432,922.4 | 2.4 | 0.152 | Low | 15.8 | 29 | -22.3 | NASDAQ>IEX>NYSE>EDGX>BATS | VWAP | 1 | MKT | 5.2 | 71 | 17 | 0.48 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX>NYSE>EDGX>BATS | MKT | 44.2 | 99 | 9 | 10 | 36 | -12 | -6 | null | null | High urgency from PM |
X002544 | 2025-11-14 15:36:26 | AAPL | Sell | 65,437 | 81.48 | 5,331,806.76 | 1.6 | 0.193 | Low | 18.7 | 34 | -17.9 | BATS>IEX>NYSE>EDGX | TWAP | 2 | LMT | 5.6 | 87 | 30 | 0.66 | ToxicitySpike | false | null | null | 0 | BATS>IEX>NYSE>EDGX | LMT | 26 | 93 | 4.7 | 127 | 47 | -16 | -27 | null | VenueReject | High urgency from PM |
X002545 | 2025-12-07 11:29:32 | XLI | Sell | 4,464 | 259.71 | 1,159,345.44 | 2.3 | 0.204 | Low | 32.7 | 38 | 14 | BATS>NYSE>IEX>EDGX | TWAP | 2 | LMT | 9.4 | 61 | 27 | 0.82 | ToxicitySpike | false | null | null | 0 | BATS>NYSE>IEX>EDGX | LMT | 49.6 | 90 | 0 | 10 | 47 | -24 | 21 | Watchlist | null | Paused due to data glitch |
X002546 | 2025-11-07 14:03:04 | HYG | Sell | 7,022 | 73.23 | 514,221.06 | 1.2 | 0.039 | High | 24.1 | 9 | -16.8 | ARCA>IEX>NYSE>EDGX>BATS | TWAP | 3 | IOC | 8.8 | 63 | 30 | 0.78 | Slip>Thresh | false | null | null | 0 | ARCA>IEX>NYSE>EDGX>BATS | IOC | 21.3 | 93 | 2.6 | 36 | 18 | -25 | -37 | null | null | Toxic prints; widened spread |
X002547 | 2025-10-30 11:14:18 | XLK | Buy | 14,235 | 47.79 | 680,290.65 | 1.4 | 0.04 | High | 18.6 | 25 | 20.2 | ARCA>NASDAQ>BATS>EDGX>NYSE | Adaptive | 2 | LMT | 4.8 | 66 | 13 | 0.54 | LiqDrop | false | null | null | 0 | ARCA>NASDAQ>BATS>EDGX>NYSE | LMT | 23.8 | 99 | 3.3 | 11 | 40 | 23 | 19 | null | null | Stable book; normal liquidity |
X002548 | 2025-12-05 11:08:48 | PEP | Buy | 47,160 | 112.33 | 5,297,482.8 | 4.9 | 0.149 | Low | 11.5 | 18 | 6 | IEX>BATS | IS | 5 | LMT | 8.7 | 90 | 30 | 0.51 | LiqDrop | false | null | null | 0 | IEX>BATS | LMT | 51.1 | 99 | 0 | 93 | 59 | 21 | -36 | null | null | Venue switch reduced impact |
X002549 | 2025-11-02 09:35:05 | HYG | Sell | 34,479 | 73.57 | 2,536,620.03 | 1.9 | 0.189 | Low | 19.7 | 19 | 17.8 | NYSE>BATS>NASDAQ>IEX | IS | 5 | LMT | 9.7 | 82 | 18 | 0.83 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 13 | NYSE>BATS>NASDAQ>IEX | LMT>MKT | 92.4 | 90 | 21.4 | 202 | 4 | -10 | 3 | null | null | High urgency from PM |
X002550 | 2025-12-25 10:13:09 | MA | Buy | 66,696 | 127.73 | 8,519,080.08 | 1.2 | 0.284 | Medium | 6.3 | 37 | -3.8 | NYSE>NASDAQ>BATS>ARCA>IEX | IS | 4 | LMT | 3.3 | 98 | 31 | 0.77 | Slip>Thresh | false | null | null | 0 | NYSE>NASDAQ>BATS>ARCA>IEX | LMT | 94.9 | 91 | 1.1 | 81 | 36 | -17 | -20 | null | null | Paused due to data glitch |
X002551 | 2025-11-30 10:52:35 | BAC | Buy | 26,201 | 167.16 | 4,379,759.16 | 1.8 | 0.071 | Medium | 13.5 | 15 | -26.3 | NYSE>BATS | Adaptive | 2 | MKT | 4.7 | 71 | 33 | 0.71 | LiqDrop | false | null | null | 0 | NYSE>BATS | MKT | 49.8 | 90 | 11.8 | 70 | 27 | 28 | 30 | null | null | Paused due to data glitch |
X002552 | 2025-11-15 11:20:19 | JNJ | Buy | 60,278 | 221.71 | 13,364,235.38 | 4.5 | 0.221 | Low | 6.9 | 20 | 32.3 | ARCA>NYSE>BATS>EDGX>IEX | TWAP | 3 | LMT | 4.6 | 90 | 20 | 0.66 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>BATS>EDGX>IEX | LMT | 43.8 | 91 | 0 | 110 | -14 | -32 | 25 | null | null | Venue switch reduced impact |
X002553 | 2025-12-14 09:35:14 | BAC | Buy | 82,599 | 88.47 | 7,307,533.53 | 1 | 0.225 | Medium | 12 | 9 | 21.1 | NYSE>BATS>IEX | TWAP | 2 | LMT | 3.6 | 95 | 33 | 0.43 | Slip>Thresh | false | null | null | 0 | NYSE>BATS>IEX | LMT | 72.9 | 86 | 0.1 | 71 | 41 | -33 | -2 | null | null | High urgency from PM |
X002554 | 2025-12-06 15:08:35 | XLY | Sell | 42,860 | 289.11 | 12,391,254.6 | 2 | 0.179 | Low | 12 | 20 | -31.5 | BATS>EDGX | Adaptive | 3 | IOC | 4.8 | 81 | 30 | 0.58 | LiqDrop | false | null | null | 0 | BATS>EDGX | IOC | 71.8 | 87 | 0 | 99 | 60 | -28 | 40 | null | null | High urgency from PM |
X002555 | 2025-12-11 11:19:00 | XLB | Sell | 9,946 | 49.55 | 492,824.3 | 2.3 | 0.025 | Ultra | 3.6 | 19 | -27.7 | NASDAQ>IEX>EDGX | IS | 5 | PO | 3.7 | 66 | 24 | 0.82 | Multi | false | null | null | 0 | NASDAQ>IEX>EDGX | PO | 0.1 | 86 | 9.2 | 44 | 12 | -39 | -27 | null | null | Stable book; normal liquidity |
X002556 | 2025-11-01 10:03:05 | MSFT | Sell | 46,785 | 186.68 | 8,733,823.8 | 3.4 | 0.248 | Low | 18.7 | 24 | -12 | IEX>NASDAQ>BATS>NYSE | VWAP | 2 | LMT | 6.2 | 79 | 25 | 0.64 | LiqDrop | false | null | null | 0 | IEX>NASDAQ>BATS>NYSE | LMT | 78.1 | 62 | 2.1 | 112 | 45 | 7 | 8 | null | null | Paused due to data glitch |
X002557 | 2025-11-25 14:46:44 | META | Buy | 34,137 | 166.48 | 5,683,127.76 | 0.9 | 0.095 | Ultra | 8.2 | 25 | -18.4 | BATS>NYSE>EDGX>IEX>NASDAQ | IS | 5 | PO | 4.5 | 82 | 14 | 0.57 | LiqDrop | false | null | null | 0 | BATS>NYSE>EDGX>IEX>NASDAQ | PO | 10.2 | 100 | 2.2 | 46 | -18 | -27 | 13 | NoShort | null | Stable book; normal liquidity |
X002558 | 2025-11-22 13:50:48 | WMT | Sell | 71,861 | 321.5 | 23,103,311.5 | 3.5 | 0.221 | Medium | 3.6 | 9 | -34.9 | EDGX>ARCA>NASDAQ>IEX | VWAP | 3 | LMT | 2.9 | 95 | 12 | 0.41 | Multi | false | null | null | 0 | EDGX>ARCA>NASDAQ>IEX | LMT | 97.4 | 85 | 0 | 101 | 17 | -2 | 12 | null | null | High urgency from PM |
X002559 | 2025-11-05 15:36:01 | AMD | Buy | 877 | 237.03 | 207,875.31 | 1.3 | 0.024 | Ultra | 7.8 | 28 | -4.9 | BATS>EDGX>IEX | Adaptive | 3 | MKT | 3.2 | 60 | 18 | 0.53 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 13 | BATS>EDGX>IEX | MKT>PO | 83.1 | 87 | 3.5 | 20 | 25 | 12 | 31 | null | null | Venue switch reduced impact |
X002560 | 2025-12-08 12:29:29 | AMZN | Sell | 5,866 | 45.38 | 266,199.08 | 1.7 | 0.269 | Low | 38.3 | 30 | -8.4 | IEX>NYSE | TWAP | 2 | MKT | 12.8 | 62 | 35 | 0.63 | Multi | false | null | null | 0 | IEX>NYSE | MKT | 8.2 | 87 | 33.9 | 11 | 24 | 27 | -31 | null | null | High urgency from PM |
X002561 | 2025-11-01 15:22:30 | BRK.B | Sell | 88,602 | 189.16 | 16,759,954.32 | 1.4 | 0.403 | Low | 10.4 | 26 | 12.2 | NASDAQ>ARCA | VWAP | 2 | LMT | 3.3 | 97 | 28 | 0.73 | ToxicitySpike | false | null | null | 0 | NASDAQ>ARCA | LMT | 72.9 | 99 | 19.6 | 81 | 47 | -32 | 19 | null | Unknown | Toxic prints; widened spread |
X002562 | 2025-11-20 14:37:07 | META | Buy | 24,437 | 207.03 | 5,059,192.11 | 1.7 | 0.068 | High | 12.6 | 28 | 26.4 | EDGX>ARCA>NASDAQ>IEX | TWAP | 1 | IOC | 4 | 68 | 28 | 0.76 | Multi | false | null | null | 0 | EDGX>ARCA>NASDAQ>IEX | IOC | 40.9 | 92 | 10 | 30 | -5 | 19 | 26 | null | null | Stable book; normal liquidity |
X002563 | 2025-12-06 11:22:51 | BA | Sell | 63,445 | 56.9 | 3,610,020.5 | 1.7 | 0.211 | Low | 23.2 | 30 | 29.9 | NYSE>BATS>ARCA | IS | 5 | LMT | 10.9 | 101 | 25 | 0.62 | Slip>Thresh | false | null | null | 0 | NYSE>BATS>ARCA | LMT | 76.1 | 85 | 15.3 | 61 | 60 | 23 | -1 | null | null | Stable book; normal liquidity |
X002564 | 2025-11-19 14:57:22 | JPM | Sell | 4,935 | 124.3 | 613,420.5 | 3.2 | 0.122 | Low | 26.9 | 38 | -33.6 | EDGX>IEX | IS | 5 | MKT | 16.5 | 63 | 25 | 0.41 | Slip>Thresh | false | null | null | 0 | EDGX>IEX | MKT | 2.9 | 93 | 23.2 | 10 | 29 | -3 | -9 | PositionLimitNear | null | Stable book; normal liquidity |
X002565 | 2025-12-06 13:58:03 | XLK | Buy | 374,265 | 204.53 | 76,548,420.45 | 1.7 | 1.05 | Low | 17.2 | 28 | -19.4 | IEX>NYSE>NASDAQ>EDGX | POV | 5 | MKT | 9.9 | 303 | 16 | 0.83 | Slip>Thresh | false | null | null | 0 | IEX>NYSE>NASDAQ>EDGX | MKT | 81.8 | 98 | 7.6 | 193 | 11 | -13 | 28 | null | null | Paused due to data glitch |
X002566 | 2025-11-26 13:49:06 | META | Sell | 7,722 | 191.03 | 1,475,133.66 | 1.7 | 0.022 | Ultra | 10.9 | 29 | -8.4 | NYSE>NASDAQ>IEX | TWAP | 1 | LMT | 3.1 | 62 | 20 | 0.67 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ>IEX | LMT | 16.3 | 86 | 2.5 | 65 | 44 | 7 | -16 | PositionLimitNear | null | Toxic prints; widened spread |
X002567 | 2025-11-24 14:37:59 | NFLX | Buy | 1,884 | 116.12 | 218,770.08 | 2.9 | 0.018 | Ultra | 12.4 | 28 | 33.8 | NASDAQ>EDGX>ARCA | Adaptive | 5 | MKT | 7 | 61 | 35 | 0.47 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX>ARCA | MKT | 50 | 98 | 7 | 84 | 39 | -3 | 36 | Watchlist | null | Paused due to data glitch |
X002568 | 2025-11-26 13:02:28 | CVX | Buy | 4,850 | 229.75 | 1,114,287.5 | 1.5 | 0.029 | Ultra | 5.5 | 24 | -31.9 | IEX>NASDAQ | POV | 4 | LMT | 2.9 | 62 | 28 | 0.52 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ | LMT | 78.2 | 92 | 0 | 52 | 53 | 1 | -17 | null | null | Venue switch reduced impact |
X002569 | 2025-12-14 09:50:07 | SPY | Sell | 94,805 | 461.17 | 43,721,221.85 | 1.1 | 0.128 | Medium | 16.5 | 15 | -33.4 | NYSE>IEX>NASDAQ>BATS | IS | 5 | LMT | 7.7 | 121 | 24 | 0.51 | LiqDrop | false | null | null | 0 | NYSE>IEX>NASDAQ>BATS | LMT | 71.2 | 98 | 24.4 | 84 | -6 | 18 | -17 | null | null | High urgency from PM |
X002570 | 2025-11-01 12:48:00 | TSLA | Sell | 14,448 | 21.18 | 306,008.64 | 1.4 | 0.045 | Ultra | 8.9 | 10 | 9.7 | BATS>NASDAQ | VWAP | 2 | PO | 3.1 | 66 | 25 | 0.79 | ToxicitySpike | false | null | null | 0 | BATS>NASDAQ | PO | 13.6 | 95 | 6.9 | 47 | 33 | -32 | 14 | null | null | High urgency from PM |
X002571 | 2025-12-25 12:16:45 | META | Buy | 28,285 | 49.41 | 1,397,561.85 | 1 | 0.079 | High | 13.8 | 33 | 15.8 | BATS>NASDAQ>NYSE | Adaptive | 4 | LMT | 4.6 | 76 | 20 | 0.65 | Multi | false | null | null | 0 | BATS>NASDAQ>NYSE | LMT | 18 | 93 | 7 | 75 | -3 | -18 | -7 | null | null | Stable book; normal liquidity |
X002572 | 2025-11-13 11:23:44 | XLE | Sell | 21,543 | 338.65 | 7,295,536.95 | 2.5 | 0.077 | High | 5.8 | 27 | 27.4 | IEX>NYSE>EDGX>ARCA>NASDAQ | IS | 5 | LMT | 4.4 | 74 | 12 | 0.79 | Multi | false | null | null | 0 | IEX>NYSE>EDGX>ARCA>NASDAQ | LMT | 18.1 | 100 | 0 | 33 | -3 | 26 | 7 | null | null | Stable book; normal liquidity |
X002573 | 2025-12-08 15:46:55 | NVDA | Sell | 3,873 | 317.67 | 1,230,335.91 | 1.2 | 0.1 | Low | 33.3 | 37 | -23.9 | EDGX>BATS | IS | 4 | MKT | 15.9 | 62 | 32 | 0.41 | LiqDrop | false | null | null | 0 | EDGX>BATS | MKT | 17.8 | 93 | 6.9 | 10 | 10 | -10 | -8 | null | null | Stable book; normal liquidity |
X002574 | 2025-11-15 14:38:45 | MA | Sell | 59,496 | 89.26 | 5,310,612.96 | 1 | 0.253 | Medium | 15.4 | 30 | -27.8 | IEX>NASDAQ>EDGX>ARCA>NYSE | POV | 5 | LMT | 6.6 | 98 | 16 | 0.69 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ>EDGX>ARCA>NYSE | LMT | 35.7 | 89 | 14.3 | 151 | 11 | -35 | 24 | null | null | Venue switch reduced impact |
X002575 | 2025-11-11 10:32:47 | CVX | Sell | 41,929 | 114.51 | 4,801,289.79 | 0.9 | 0.249 | Medium | 13 | 20 | -28.6 | IEX>NYSE>BATS | Adaptive | 4 | MKT | 5.3 | 84 | 33 | 0.67 | Slip>Thresh | false | null | null | 0 | IEX>NYSE>BATS | MKT | 86.7 | 85 | 19.4 | 118 | 25 | -12 | -34 | null | null | Venue switch reduced impact |
X002576 | 2025-12-25 15:15:31 | KO | Buy | 2,483 | 150.12 | 372,747.96 | 2.2 | 0.062 | Medium | 17.9 | 8 | 6.6 | NYSE>NASDAQ>ARCA>BATS>EDGX | TWAP | 1 | LMT | 4.8 | 60 | 16 | 0.83 | Slip>Thresh | false | null | null | 0 | NYSE>NASDAQ>ARCA>BATS>EDGX | LMT | 78.3 | 99 | 0 | 10 | 3 | -13 | -1 | NoShort | null | Paused due to data glitch |
X002577 | 2025-11-11 12:28:38 | HD | Buy | 56,051 | 66.2 | 3,710,576.2 | 1.8 | 0.217 | Low | 12 | 36 | -22 | NYSE>IEX | POV | 5 | LMT | 5.9 | 96 | 23 | 0.55 | Multi | false | null | null | 0 | NYSE>IEX | LMT | 91.7 | 87 | 0 | 167 | 48 | -20 | 23 | NoShort | null | Stable book; normal liquidity |
X002578 | 2025-11-09 12:55:26 | NFLX | Sell | 14,077 | 92.66 | 1,304,374.82 | 3.6 | 0.135 | Medium | 5.5 | 11 | -16.3 | IEX>BATS | TWAP | 2 | PO | 3.6 | 65 | 32 | 0.5 | LiqDrop | false | null | null | 0 | IEX>BATS | PO | 12.2 | 85 | 0 | 83 | 57 | 4 | 31 | null | null | High urgency from PM |
X002579 | 2025-12-07 13:27:22 | XOM | Buy | 10,243 | 289.63 | 2,966,680.09 | 2.1 | 0.094 | Medium | 16.4 | 34 | -17.7 | IEX>NYSE>EDGX | IS | 4 | MKT | 9.2 | 65 | 30 | 0.43 | Slip>Thresh | false | null | null | 0 | IEX>NYSE>EDGX | MKT | 46.4 | 97 | 28.2 | 85 | 7 | 21 | 31 | NoShort | null | Paused due to data glitch |
X002580 | 2025-12-22 11:29:11 | HYG | Sell | 102,457 | 73.98 | 7,579,768.86 | 1.3 | 0.562 | Low | 12.5 | 30 | -8.1 | IEX>NASDAQ>ARCA | POV | 1 | MKT | 4.4 | 95 | 16 | 0.75 | Multi | false | null | null | 0 | IEX>NASDAQ>ARCA | MKT | 14.9 | 97 | 8.6 | 44 | 34 | -36 | 18 | null | null | High urgency from PM |
X002581 | 2025-12-01 12:34:19 | SPY | Sell | 396,231 | 476.15 | 188,665,390.65 | 1.3 | 0.535 | Low | 14.9 | 27 | 3.8 | NYSE>IEX>ARCA>EDGX | POV | 1 | IOC | 4.8 | 198 | 22 | 0.8 | LiqDrop | false | null | null | 0 | NYSE>IEX>ARCA>EDGX | IOC | 9.2 | 87 | 0 | 225 | 0 | 8 | -36 | null | null | Stable book; normal liquidity |
X002582 | 2025-11-21 12:12:33 | DIS | Buy | 11,283 | 63.95 | 721,547.85 | 1.6 | 0.049 | High | 11.9 | 12 | 17.2 | ARCA>BATS>NYSE | Adaptive | 5 | LMT | 4.8 | 67 | 22 | 0.56 | ToxicitySpike | false | null | null | 0 | ARCA>BATS>NYSE | LMT | 58.7 | 86 | 9.8 | 40 | 60 | 23 | 0 | NoShort | null | Venue switch reduced impact |
X002583 | 2025-11-27 15:40:07 | GOOGL | Buy | 23,730 | 105.47 | 2,502,803.1 | 1 | 0.071 | High | 15.4 | 19 | 11.9 | BATS>EDGX | VWAP | 3 | LMT | 4.7 | 71 | 23 | 0.58 | ToxicitySpike | false | null | null | 0 | BATS>EDGX | LMT | 21.1 | 77 | 9.6 | 20 | 9 | 12 | 12 | null | null | Venue switch reduced impact |
X002584 | 2025-11-16 11:34:33 | MA | Sell | 37,978 | 177.51 | 6,741,474.78 | 1.4 | 0.162 | High | 4.8 | 24 | 4.8 | ARCA>EDGX>NYSE | TWAP | 1 | LMT | 1.7 | 73 | 17 | 0.64 | Multi | false | null | null | 0 | ARCA>EDGX>NYSE | LMT | 72.3 | 79 | 3.8 | 90 | 37 | 4 | -16 | PositionLimitNear | null | Stable book; normal liquidity |
X002585 | 2025-12-14 12:34:17 | XLE | Sell | 86,665 | 168.47 | 14,600,452.55 | 2.9 | 0.311 | Low | 15.3 | 17 | 21.7 | NYSE>EDGX | TWAP | 3 | IOC | 7.1 | 103 | 30 | 0.5 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX | IOC | 81.7 | 99 | 0 | 65 | 56 | -27 | -20 | null | null | High urgency from PM |
X002586 | 2025-10-31 09:44:43 | VZ | Sell | 15,158 | 30.57 | 463,380.06 | 4.1 | 0.13 | Low | 15.4 | 18 | 29.6 | EDGX>NASDAQ | Adaptive | 3 | MKT | 7.4 | 67 | 12 | 0.82 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ | MKT | 24.7 | 88 | 10.8 | 145 | 44 | -37 | -11 | PositionLimitNear | null | High urgency from PM |
X002587 | 2025-11-01 12:26:21 | KO | Buy | 5,083 | 108.45 | 551,251.35 | 2.6 | 0.127 | Low | 23.8 | 22 | -29.9 | NASDAQ>EDGX>BATS>NYSE | IS | 4 | LMT | 10.7 | 62 | 16 | 0.47 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX>BATS>NYSE | LMT | 91.6 | 88 | 4.3 | 55 | 37 | -35 | -10 | null | null | Toxic prints; widened spread |
X002588 | 2025-11-09 13:24:28 | PFE | Sell | 139,948 | 105.47 | 14,760,315.56 | 1.9 | 0.38 | Medium | 5.3 | 16 | -29.4 | IEX>EDGX>NASDAQ>BATS | IS | 4 | MKT | 4.3 | 140 | 27 | 0.79 | Slip>Thresh | false | null | null | 0 | IEX>EDGX>NASDAQ>BATS | MKT | 32.8 | 85 | 11.1 | 76 | 4 | 24 | 25 | null | null | Toxic prints; widened spread |
X002589 | 2025-11-25 14:41:06 | META | Sell | 187,376 | 84.3 | 15,795,796.8 | 1.6 | 0.522 | Low | 19.6 | 21 | 0.2 | IEX>EDGX>BATS | Adaptive | 5 | IOC | 8.7 | 181 | 31 | 0.84 | LiqDrop | false | null | null | 0 | IEX>EDGX>BATS | IOC | 89.7 | 87 | 10.1 | 102 | 4 | -24 | 1 | null | null | Paused due to data glitch |
X002590 | 2025-12-04 14:50:21 | IEF | Buy | 28,323 | 96.14 | 2,722,973.22 | 2.7 | 0.108 | Medium | 6.6 | 17 | -2.6 | EDGX>IEX>NYSE>NASDAQ | POV | 5 | IOC | 5.2 | 78 | 16 | 0.53 | ToxicitySpike | false | null | null | 0 | EDGX>IEX>NYSE>NASDAQ | IOC | 6.8 | 96 | 14.9 | 71 | 58 | -5 | -12 | NoShort | null | Stable book; normal liquidity |
X002591 | 2025-10-29 09:35:55 | BA | Sell | 19,046 | 71.32 | 1,358,360.72 | 1.4 | 0.063 | Medium | 23.1 | 18 | 19.9 | ARCA>EDGX | VWAP | 2 | IOC | 7.2 | 68 | 35 | 0.66 | LiqDrop | false | null | null | 0 | ARCA>EDGX | IOC | 60.5 | 87 | 20.4 | 49 | -1 | -25 | 10 | null | null | Paused due to data glitch |
X002592 | 2025-11-28 11:16:12 | T | Sell | 34,995 | 315.29 | 11,033,573.55 | 4.2 | 0.292 | Low | 11.4 | 25 | 4.4 | EDGX>ARCA>NYSE>NASDAQ>IEX | TWAP | 2 | LMT | 5.1 | 74 | 13 | 0.71 | Multi | false | null | null | 0 | EDGX>ARCA>NYSE>NASDAQ>IEX | LMT | 59.7 | 90 | 9.6 | 40 | -19 | 7 | 39 | null | null | Venue switch reduced impact |
X002593 | 2025-12-10 13:43:13 | XLV | Buy | 31,757 | 104.29 | 3,311,937.53 | 1.6 | 0.089 | Medium | 14.3 | 39 | -19.1 | NASDAQ>ARCA | VWAP | 3 | LMT | 4.8 | 75 | 30 | 0.65 | Multi | false | null | null | 0 | NASDAQ>ARCA | LMT | 88.2 | 87 | 10.3 | 95 | 4 | -2 | 0 | NoShort | null | Stable book; normal liquidity |
X002594 | 2025-12-25 09:35:03 | MSFT | Buy | 28,124 | 228.1 | 6,415,084.4 | 2 | 0.149 | Medium | 9.8 | 6 | 11.1 | IEX>BATS>EDGX>NASDAQ | VWAP | 3 | LMT | 3.8 | 74 | 34 | 0.66 | Slip>Thresh | false | null | null | 0 | IEX>BATS>EDGX>NASDAQ | LMT | 87.4 | 85 | 7.5 | 21 | 11 | 26 | -25 | null | null | Venue switch reduced impact |
X002595 | 2025-12-22 11:58:20 | HYG | Buy | 8,598 | 76.36 | 656,543.28 | 1.3 | 0.047 | High | 13.8 | 13 | -2.7 | EDGX>NASDAQ | POV | 5 | MKT | 7.4 | 65 | 23 | 0.67 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ | MKT | 51.4 | 86 | 7.2 | 65 | 23 | 16 | 19 | null | null | Toxic prints; widened spread |
X002596 | 2025-11-21 09:35:07 | QQQ | Buy | 6,134 | 420.1 | 2,576,893.4 | 0.6 | 0.019 | Ultra | 18.9 | 31 | -35 | IEX>NYSE | TWAP | 2 | LMT | 5 | 62 | 30 | 0.53 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 25 | IEX>NYSE | LMT>MKT | 94.8 | 95 | 0.6 | 97 | -15 | -36 | -2 | null | null | High urgency from PM |
X002597 | 2025-11-13 14:29:02 | QQQ | Buy | 156,658 | 404.47 | 63,363,461.26 | 0.9 | 0.497 | Low | 19.1 | 37 | -3.4 | ARCA>IEX>BATS>NYSE | TWAP | 2 | LMT | 5.4 | 126 | 13 | 0.84 | LiqDrop | false | null | null | 0 | ARCA>IEX>BATS>NYSE | LMT | 33.1 | 99 | 8.6 | 111 | 37 | -9 | -17 | null | null | Stable book; normal liquidity |
X002598 | 2025-11-22 15:10:10 | HD | Sell | 19,539 | 219.25 | 4,283,925.75 | 1.7 | 0.076 | Medium | 18.3 | 5 | -33.2 | IEX>BATS>EDGX>NASDAQ | IS | 5 | MKT | 10.7 | 72 | 28 | 0.57 | Slip>Thresh | false | null | null | 0 | IEX>BATS>EDGX>NASDAQ | MKT | 86.3 | 100 | 25.1 | 17 | 32 | 30 | -19 | null | null | Venue switch reduced impact |
X002599 | 2025-12-25 14:06:26 | AAPL | Sell | 101,814 | 133.37 | 13,578,933.18 | 2.9 | 0.3 | Low | 12.1 | 16 | -5.4 | ARCA>NYSE>IEX>EDGX | IS | 4 | MKT | 8.1 | 118 | 19 | 0.66 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE>IEX>EDGX | MKT | 36.5 | 95 | 47.3 | 146 | 34 | 22 | -3 | null | null | Toxic prints; widened spread |
X002600 | 2025-11-21 15:43:43 | CSCO | Sell | 20,042 | 200.63 | 4,021,026.46 | 3.5 | 0.05 | High | 9.1 | 30 | 23.5 | NYSE>IEX>EDGX>BATS | IS | 5 | LMT | 6.6 | 73 | 21 | 0.41 | ToxicitySpike | false | null | null | 0 | NYSE>IEX>EDGX>BATS | LMT | 86.4 | 95 | 7.6 | 36 | 50 | -33 | 32 | null | null | High urgency from PM |
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