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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X002901 | 2025-11-25 09:53:41 | XLP | Sell | 53,569 | 239.88 | 12,850,131.72 | 3.6 | 0.185 | Low | 24.7 | 17 | -33.1 | NYSE>EDGX | Adaptive | 3 | LMT | 8.2 | 86 | 33 | 0.47 | LiqDrop | false | null | null | 0 | NYSE>EDGX | LMT | 72.7 | 87 | 5.3 | 84 | -15 | -5 | -28 | NoShort | null | Stable book; normal liquidity |
X002902 | 2025-11-01 12:50:58 | BRK.B | Sell | 18,497 | 217.85 | 4,029,571.45 | 1.9 | 0.084 | Medium | 16.6 | 18 | -5 | NYSE>EDGX>BATS | VWAP | 2 | LMT | 4.9 | 67 | 24 | 0.46 | Multi | false | null | null | 0 | NYSE>EDGX>BATS | LMT | 59.2 | 88 | 0.1 | 21 | 53 | -39 | -3 | null | null | High urgency from PM |
X002903 | 2025-10-29 12:35:53 | XLP | Buy | 25,624 | 332.3 | 8,514,855.2 | 2.8 | 0.089 | Medium | 15.7 | 26 | 4.5 | NASDAQ>IEX | IS | 5 | LMT | 8.7 | 76 | 30 | 0.77 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 14 | NASDAQ>IEX | LMT>PO | 85.5 | 88 | 20 | 99 | 59 | 26 | 34 | null | null | Stable book; normal liquidity |
X002904 | 2025-11-14 12:23:46 | IWM | Sell | 15,233 | 196.8 | 2,997,854.4 | 1.1 | 0.021 | Ultra | 15.5 | 36 | 2.4 | NYSE>IEX | VWAP | 1 | PO | 4 | 65 | 33 | 0.64 | LiqDrop | false | null | null | 0 | NYSE>IEX | PO | 47.6 | 87 | 6.9 | 49 | 20 | -22 | -30 | null | null | Paused due to data glitch |
X002905 | 2025-12-22 12:16:27 | HYG | Sell | 43,319 | 74.64 | 3,233,330.16 | 2.1 | 0.238 | Low | 9.5 | 31 | -30.2 | NASDAQ>IEX>NYSE>ARCA | VWAP | 2 | MKT | 4 | 78 | 24 | 0.67 | LiqDrop | false | null | null | 0 | NASDAQ>IEX>NYSE>ARCA | MKT | 76.1 | 98 | 19.7 | 70 | -14 | 0 | 8 | null | null | Venue switch reduced impact |
X002906 | 2025-12-25 15:31:48 | NVDA | Buy | 6,038 | 60.14 | 363,125.32 | 1 | 0.156 | Medium | 21.8 | 7 | 15.7 | ARCA>IEX>NASDAQ>NYSE>EDGX | IS | 4 | MKT | 10.7 | 63 | 26 | 0.51 | Slip>Thresh | false | null | null | 0 | ARCA>IEX>NASDAQ>NYSE>EDGX | MKT | 8.4 | 92 | 7.3 | 72 | 24 | -3 | -37 | null | null | Venue switch reduced impact |
X002907 | 2025-12-26 14:29:38 | HD | Sell | 43,810 | 138.03 | 6,047,094.3 | 2.6 | 0.17 | Medium | 9 | 37 | -34.5 | NYSE>IEX>EDGX>BATS | VWAP | 2 | LMT | 3.4 | 78 | 24 | 0.47 | Multi | false | null | null | 0 | NYSE>IEX>EDGX>BATS | LMT | 95.7 | 93 | 4 | 63 | 37 | 1 | -39 | NoShort | null | Paused due to data glitch |
X002908 | 2025-11-12 11:29:11 | XLE | Buy | 8,991 | 226.69 | 2,038,169.79 | 2.8 | 0.032 | Medium | 20.7 | 7 | 9.4 | NASDAQ>IEX | Adaptive | 1 | MKT | 6.2 | 63 | 21 | 0.55 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX | MKT | 68.8 | 99 | 2 | 69 | 20 | -15 | 33 | PositionLimitNear | PriceBand | Venue switch reduced impact |
X002909 | 2025-12-17 09:35:38 | AMZN | Sell | 4,008 | 150.36 | 602,642.88 | 2.3 | 0.184 | Low | 28.8 | 8 | 30.7 | NASDAQ>NYSE | POV | 5 | PO | 13.8 | 62 | 25 | 0.49 | Multi | false | null | null | 0 | NASDAQ>NYSE | PO | 96 | 89 | 0 | 120 | 59 | -16 | 7 | null | null | High urgency from PM |
X002910 | 2025-11-23 13:57:46 | UNH | Buy | 19,091 | 156.96 | 2,996,523.36 | 1.6 | 0.084 | Medium | 18.1 | 17 | 23.1 | EDGX>IEX>NYSE | TWAP | 2 | MKT | 6.5 | 68 | 32 | 0.83 | ToxicitySpike | false | null | null | 0 | EDGX>IEX>NYSE | MKT | 7.7 | 93 | 10.8 | 14 | 14 | -8 | -24 | null | null | Toxic prints; widened spread |
X002911 | 2025-11-13 09:57:45 | BRK.B | Sell | 40,485 | 133.36 | 5,399,079.6 | 1.9 | 0.184 | High | 3.8 | 5 | 31.3 | NYSE>BATS>NASDAQ>IEX | Adaptive | 3 | MKT | 2.4 | 80 | 18 | 0.74 | Multi | true | MultiTrigger | VenueSwitch | 18 | NYSE>BATS>NASDAQ>IEX | MKT>LMT | 87.1 | 89 | 2.8 | 106 | 45 | 3 | -8 | null | null | Toxic prints; widened spread |
X002912 | 2025-11-25 11:41:21 | MSFT | Buy | 24,523 | 294.6 | 7,224,475.8 | 2.1 | 0.13 | High | 5 | 18 | -22.2 | NASDAQ>NYSE>EDGX>IEX>BATS | TWAP | 3 | LMT | 2.7 | 72 | 35 | 0.58 | Multi | false | null | null | 0 | NASDAQ>NYSE>EDGX>IEX>BATS | LMT | 95.8 | 95 | 0 | 66 | 36 | -27 | 1 | null | null | Stable book; normal liquidity |
X002913 | 2025-11-23 11:55:52 | QQQ | Sell | 4,381 | 425.2 | 1,862,801.2 | 0.9 | 0.014 | Ultra | 13.1 | 7 | -19 | NYSE>EDGX>ARCA>IEX | Adaptive | 2 | LMT | 3.4 | 61 | 17 | 0.75 | ToxicitySpike | false | null | null | 0 | NYSE>EDGX>ARCA>IEX | LMT | 7 | 91 | 2.3 | 49 | 12 | -30 | -19 | null | null | High urgency from PM |
X002914 | 2025-11-20 15:55:03 | AAPL | Sell | 5,959 | 65.62 | 391,029.58 | 1.4 | 0.018 | Ultra | 22.9 | 23 | -2.3 | NASDAQ>EDGX>ARCA>BATS>NYSE | Adaptive | 4 | MKT | 8.9 | 63 | 20 | 0.61 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX>ARCA>BATS>NYSE | MKT | 24.3 | 95 | 13.8 | 84 | 53 | -36 | 33 | null | null | Stable book; normal liquidity |
X002915 | 2025-10-29 14:53:11 | GOOGL | Sell | 15,471 | 36.69 | 567,630.99 | 0.9 | 0.046 | High | 23.5 | 8 | -16.9 | EDGX>BATS>NYSE>IEX | TWAP | 2 | LMT | 6.4 | 66 | 22 | 0.57 | LiqDrop | false | null | null | 0 | EDGX>BATS>NYSE>IEX | LMT | 4.2 | 92 | 4.4 | 81 | 20 | -9 | 9 | NoShort | null | Paused due to data glitch |
X002916 | 2025-11-18 15:01:34 | XLE | Sell | 77,327 | 102.56 | 7,930,657.12 | 3.3 | 0.277 | Low | 5.1 | 19 | 0.9 | BATS>NASDAQ>IEX>NYSE | VWAP | 2 | MKT | 3.5 | 92 | 32 | 0.65 | LiqDrop | false | null | null | 0 | BATS>NASDAQ>IEX>NYSE | MKT | 18.3 | 93 | 8.5 | 97 | 1 | -7 | 8 | NoShort | null | Stable book; normal liquidity |
X002917 | 2025-12-02 10:44:47 | SPY | Buy | 51,995 | 481.61 | 25,041,311.95 | 1.5 | 0.07 | Medium | 23 | 9 | 34.6 | NASDAQ>ARCA>EDGX>IEX>NYSE | TWAP | 3 | LMT | 7.4 | 85 | 22 | 0.62 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>EDGX>IEX>NYSE | LMT | 44.6 | 93 | 15.3 | 106 | 50 | -10 | -33 | null | null | Stable book; normal liquidity |
X002918 | 2025-12-08 10:13:31 | IWM | Sell | 57,213 | 206.83 | 11,833,364.79 | 1.4 | 0.079 | High | 14 | 18 | 31.6 | BATS>EDGX>NASDAQ>ARCA>NYSE | IS | 4 | MKT | 7.5 | 92 | 13 | 0.69 | Slip>Thresh | false | null | null | 0 | BATS>EDGX>NASDAQ>ARCA>NYSE | MKT | 22.1 | 98 | 2.8 | 84 | -18 | 12 | 18 | null | null | Stable book; normal liquidity |
X002919 | 2025-12-14 14:48:35 | XLB | Buy | 53,620 | 143.39 | 7,688,571.8 | 2.1 | 0.137 | Low | 17.6 | 3 | 31 | IEX>NYSE>NASDAQ>EDGX>BATS | IS | 4 | LMT | 8.1 | 90 | 31 | 0.68 | Multi | false | null | null | 0 | IEX>NYSE>NASDAQ>EDGX>BATS | LMT | 89.4 | 93 | 17.1 | 58 | 46 | -30 | -13 | Watchlist | null | Toxic prints; widened spread |
X002920 | 2025-12-24 10:22:44 | V | Buy | 28,569 | 229.5 | 6,556,585.5 | 3.7 | 0.372 | Low | 37 | 32 | -8.8 | NASDAQ>NYSE>IEX>BATS>EDGX | TWAP | 2 | MKT | 13.6 | 72 | 12 | 0.63 | Slip>Thresh | true | SlippageAboveThreshold | Cross | 19 | NASDAQ>NYSE>IEX>BATS>EDGX | MKT>IOC | 13.5 | 93 | 20.8 | 70 | -4 | -12 | -24 | NoShort | null | Stable book; normal liquidity |
X002921 | 2025-11-09 11:19:30 | XLE | Sell | 10,174 | 16.12 | 164,004.88 | 3.8 | 0.037 | High | 7.5 | 15 | 30.2 | IEX>ARCA>BATS | VWAP | 3 | MKT | 5 | 65 | 20 | 0.74 | Multi | false | null | null | 0 | IEX>ARCA>BATS | MKT | 52.7 | 85 | 0 | 43 | 9 | -19 | -31 | null | PriceBand | Paused due to data glitch |
X002922 | 2025-11-07 11:43:26 | XLV | Sell | 78,303 | 246.95 | 19,336,925.85 | 1 | 0.22 | Low | 22.5 | 33 | -5.5 | BATS>IEX>ARCA>EDGX>NASDAQ | Adaptive | 1 | LMT | 4.8 | 87 | 15 | 0.56 | Multi | false | null | null | 0 | BATS>IEX>ARCA>EDGX>NASDAQ | LMT | 29.1 | 100 | 0 | 113 | 13 | 10 | 19 | null | null | Toxic prints; widened spread |
X002923 | 2025-11-24 12:26:52 | SPY | Sell | 143,692 | 459.75 | 66,062,397 | 1.8 | 0.194 | Low | 16.3 | 22 | 24.6 | NASDAQ>IEX>NYSE | Adaptive | 1 | IOC | 4.6 | 110 | 20 | 0.52 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX>NYSE | IOC | 95 | 98 | 0 | 10 | -10 | -20 | -6 | null | null | High urgency from PM |
X002924 | 2025-11-24 09:44:55 | IWM | Sell | 57,263 | 193.42 | 11,075,809.46 | 1.4 | 0.079 | High | 15 | 32 | -30.4 | NASDAQ>IEX>ARCA>NYSE | TWAP | 1 | MKT | 4.7 | 80 | 17 | 0.63 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX>ARCA>NYSE | MKT | 87.7 | 88 | 5.2 | 100 | 37 | 19 | -15 | null | null | High urgency from PM |
X002925 | 2025-11-13 13:29:37 | SPY | Sell | 149,481 | 488.87 | 73,076,776.47 | 1.1 | 0.202 | Low | 20 | 14 | -5.6 | EDGX>NASDAQ>BATS>ARCA | POV | 4 | LMT | 7.5 | 145 | 22 | 0.52 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>BATS>ARCA | LMT | 29.6 | 98 | 17.8 | 79 | -10 | -3 | 5 | null | null | Paused due to data glitch |
X002926 | 2025-11-18 10:33:10 | PFE | Sell | 18,393 | 261.08 | 4,802,044.44 | 3.2 | 0.05 | Medium | 18.3 | 33 | -28.9 | NASDAQ>BATS | TWAP | 1 | IOC | 6.2 | 66 | 22 | 0.5 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 15 | NASDAQ>BATS | IOC>LMT | 59.7 | 100 | 24.3 | 77 | 13 | -28 | -25 | Watchlist | null | Stable book; normal liquidity |
X002927 | 2025-12-07 13:29:15 | PFE | Buy | 21,602 | 216.06 | 4,667,328.12 | 1.9 | 0.059 | High | 11.1 | 4 | 12.9 | EDGX>ARCA>BATS>IEX>NASDAQ | POV | 5 | MKT | 6.7 | 74 | 34 | 0.71 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 15 | EDGX>ARCA>BATS>IEX>NASDAQ | MKT>PO | 89.7 | 85 | 9.3 | 62 | -10 | 1 | -8 | null | null | Paused due to data glitch |
X002928 | 2025-12-10 14:01:25 | V | Buy | 4,322 | 293.11 | 1,266,821.42 | 5.1 | 0.056 | Low | 34.6 | 14 | -16.5 | NYSE>NASDAQ>ARCA | TWAP | 2 | PO | 12.4 | 61 | 26 | 0.55 | Multi | false | null | null | 0 | NYSE>NASDAQ>ARCA | PO | 76.4 | 87 | 29.7 | 85 | 38 | -39 | 4 | null | null | High urgency from PM |
X002929 | 2025-11-12 10:54:20 | KO | Buy | 3,525 | 199.39 | 702,849.75 | 1.9 | 0.088 | Medium | 10 | 34 | -5.2 | NASDAQ>ARCA>IEX>BATS>EDGX | Adaptive | 4 | IOC | 4.6 | 62 | 29 | 0.48 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>IEX>BATS>EDGX | IOC | 46.9 | 89 | 10.8 | 28 | -16 | -22 | 14 | null | null | Toxic prints; widened spread |
X002930 | 2025-11-04 12:38:30 | XLY | Buy | 212,759 | 34.98 | 7,442,309.82 | 1.6 | 0.887 | Low | 9.4 | 4 | -16.3 | ARCA>IEX | POV | 4 | LMT | 4.6 | 182 | 25 | 0.84 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 21 | ARCA>IEX | LMT>PO | 55.2 | 91 | 2.8 | 232 | -15 | -29 | 31 | null | null | Toxic prints; widened spread |
X002931 | 2025-10-29 10:16:03 | UNH | Buy | 27,182 | 31.79 | 864,115.78 | 2.3 | 0.119 | Medium | 11.4 | 13 | -23.3 | NYSE>BATS>ARCA | Adaptive | 5 | LMT | 5.1 | 77 | 17 | 0.8 | Multi | false | null | null | 0 | NYSE>BATS>ARCA | LMT | 79 | 92 | 0.5 | 23 | 27 | 13 | 24 | null | null | Stable book; normal liquidity |
X002932 | 2025-12-12 12:03:37 | CSCO | Buy | 114,424 | 219.7 | 25,138,952.8 | 2.3 | 0.287 | Medium | 3.9 | 6 | 8.2 | NYSE>BATS | TWAP | 2 | MKT | 2.7 | 108 | 17 | 0.49 | Multi | false | null | null | 0 | NYSE>BATS | MKT | 5.3 | 85 | 10.4 | 143 | -10 | -17 | -2 | NoShort | null | Stable book; normal liquidity |
X002933 | 2025-11-13 10:51:03 | CVX | Sell | 46,322 | 160.75 | 7,446,261.5 | 0.9 | 0.275 | Low | 18.3 | 16 | 12 | EDGX>IEX | Adaptive | 3 | MKT | 6.4 | 83 | 34 | 0.6 | LiqDrop | true | LiquidityDrop | Pause | 31 | EDGX>IEX | MKT>LMT | 36.9 | 94 | 4.6 | 154 | 8 | 6 | -15 | null | null | Stable book; normal liquidity |
X002934 | 2025-11-03 12:02:55 | XLI | Buy | 922 | 244.87 | 225,770.14 | 2.7 | 0.042 | Low | 35.3 | 34 | 33.5 | NASDAQ>NYSE>BATS>ARCA | VWAP | 3 | LMT | 11 | 60 | 26 | 0.8 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE>BATS>ARCA | LMT | 52.2 | 97 | 9.8 | 10 | 16 | -29 | 20 | null | null | Toxic prints; widened spread |
X002935 | 2025-12-11 14:50:22 | AMD | Buy | 1,125 | 297.07 | 334,203.75 | 1.6 | 0.031 | High | 23 | 12 | -11.6 | NYSE>IEX | TWAP | 1 | LMT | 5.7 | 60 | 18 | 0.4 | Slip>Thresh | false | null | null | 0 | NYSE>IEX | LMT | 86.6 | 88 | 2.4 | 58 | -2 | -20 | 1 | PositionLimitNear | null | Venue switch reduced impact |
X002936 | 2025-11-19 10:42:28 | XLY | Sell | 101,751 | 303.91 | 30,923,146.41 | 1.9 | 0.424 | Low | 18.2 | 29 | 7.5 | NASDAQ>ARCA | VWAP | 3 | IOC | 7.1 | 110 | 20 | 0.44 | ToxicitySpike | false | null | null | 0 | NASDAQ>ARCA | IOC | 4.6 | 94 | 0.9 | 62 | -3 | 12 | 10 | null | null | High urgency from PM |
X002937 | 2025-12-06 15:55:29 | NFLX | Buy | 10,493 | 193.4 | 2,029,346.2 | 3.2 | 0.1 | High | 4.9 | 24 | 10.7 | BATS>EDGX>IEX>NASDAQ | VWAP | 3 | MKT | 3.7 | 65 | 20 | 0.54 | LiqDrop | false | null | null | 0 | BATS>EDGX>IEX>NASDAQ | MKT | 99.2 | 85 | 0 | 81 | 58 | 23 | 34 | null | Throttle | Paused due to data glitch |
X002938 | 2025-12-06 12:52:09 | T | Sell | 38,623 | 66.55 | 2,570,360.65 | 5.1 | 0.322 | Low | 20.5 | 26 | 2.7 | NYSE>BATS>IEX>EDGX | VWAP | 3 | MKT | 10.2 | 79 | 27 | 0.66 | Slip>Thresh | false | null | null | 0 | NYSE>BATS>IEX>EDGX | MKT | 53.8 | 95 | 0 | 75 | -6 | -37 | 34 | null | null | Paused due to data glitch |
X002939 | 2025-11-14 14:16:12 | DIS | Buy | 9,172 | 163.26 | 1,497,420.72 | 1.8 | 0.04 | High | 21.8 | 21 | 34.1 | ARCA>NYSE | TWAP | 3 | LMT | 7.3 | 64 | 31 | 0.72 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE | LMT | 90.2 | 98 | 6.3 | 51 | -1 | 4 | 0 | PositionLimitNear | null | Toxic prints; widened spread |
X002940 | 2025-11-18 10:16:18 | JNJ | Buy | 58,406 | 140.4 | 8,200,202.4 | 3.5 | 0.214 | Medium | 4.6 | 31 | -1.1 | ARCA>BATS>EDGX>NASDAQ | TWAP | 1 | MKT | 3.1 | 80 | 31 | 0.8 | LiqDrop | true | LiquidityDrop | Pause | 30 | ARCA>BATS>EDGX>NASDAQ | MKT>IOC | 60.2 | 94 | 5.6 | 120 | 30 | -26 | -36 | null | Unknown | High urgency from PM |
X002941 | 2025-10-27 11:55:56 | TLT | Buy | 55,886 | 96.92 | 5,416,471.12 | 3.2 | 0.204 | Medium | 6.1 | 11 | -27.8 | EDGX>ARCA | TWAP | 2 | MKT | 3.9 | 83 | 27 | 0.75 | Slip>Thresh | false | null | null | 0 | EDGX>ARCA | MKT | 58.1 | 94 | 0 | 32 | 45 | -22 | -11 | null | null | Stable book; normal liquidity |
X002942 | 2025-11-16 13:11:39 | PEP | Buy | 73,539 | 324.57 | 23,868,553.23 | 3.9 | 0.232 | Low | 22.1 | 11 | 33.9 | EDGX>ARCA | TWAP | 1 | MKT | 7.9 | 85 | 19 | 0.58 | Multi | false | null | null | 0 | EDGX>ARCA | MKT | 51 | 100 | 17.4 | 69 | 31 | 8 | 1 | null | null | Toxic prints; widened spread |
X002943 | 2025-10-31 15:46:13 | XLF | Sell | 84,661 | 18.44 | 1,561,148.84 | 2.4 | 0.231 | Low | 13.2 | 25 | -1.5 | NASDAQ>BATS>ARCA | POV | 5 | MKT | 8.2 | 115 | 34 | 0.77 | LiqDrop | false | null | null | 0 | NASDAQ>BATS>ARCA | MKT | 35.6 | 87 | 25.2 | 100 | 52 | -40 | 16 | Watchlist | null | High urgency from PM |
X002944 | 2025-11-15 13:02:26 | NVDA | Buy | 737 | 304.07 | 224,099.59 | 2.1 | 0.019 | High | 37 | 5 | -0.8 | NYSE>BATS>IEX>NASDAQ>EDGX | VWAP | 2 | MKT | 11.9 | 60 | 19 | 0.58 | ToxicitySpike | false | null | null | 0 | NYSE>BATS>IEX>NASDAQ>EDGX | MKT | 70.8 | 95 | 23.9 | 90 | 41 | 27 | 25 | null | null | High urgency from PM |
X002945 | 2025-12-04 15:46:53 | IWM | Buy | 83,935 | 198.37 | 16,650,185.95 | 1.3 | 0.116 | Medium | 14 | 12 | 10.1 | ARCA>NYSE>NASDAQ>IEX | VWAP | 3 | IOC | 5.3 | 101 | 33 | 0.47 | Multi | false | null | null | 0 | ARCA>NYSE>NASDAQ>IEX | IOC | 7.4 | 88 | 3.3 | 97 | 47 | 14 | -25 | Watchlist | null | Stable book; normal liquidity |
X002946 | 2025-10-27 14:15:22 | XLK | Buy | 116,455 | 189.82 | 22,105,488.1 | 1.5 | 0.327 | Low | 14.7 | 28 | -33.4 | NYSE>IEX>ARCA>EDGX>NASDAQ | IS | 4 | MKT | 8.1 | 126 | 19 | 0.71 | LiqDrop | false | null | null | 0 | NYSE>IEX>ARCA>EDGX>NASDAQ | MKT | 19.8 | 86 | 5.5 | 133 | -8 | -3 | -15 | null | null | Stable book; normal liquidity |
X002947 | 2025-12-01 10:58:36 | XOM | Buy | 2,969 | 141.24 | 419,341.56 | 4.4 | 0.027 | Medium | 21.6 | 5 | -14.3 | ARCA>NYSE>IEX>EDGX | TWAP | 2 | LMT | 7.6 | 61 | 30 | 0.74 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>IEX>EDGX | LMT | 15.1 | 96 | 0 | 30 | -3 | -30 | 27 | null | null | Stable book; normal liquidity |
X002948 | 2025-11-21 14:01:47 | UNH | Buy | 6,016 | 296.29 | 1,782,480.64 | 1.9 | 0.026 | Ultra | 4.8 | 23 | 31.3 | BATS>NYSE | VWAP | 1 | LMT | 1.8 | 62 | 30 | 0.72 | Multi | false | null | null | 0 | BATS>NYSE | LMT | 65.2 | 85 | 0.6 | 90 | -14 | 28 | 31 | Watchlist | null | Toxic prints; widened spread |
X002949 | 2025-11-17 09:37:25 | META | Sell | 41,922 | 276.35 | 11,585,144.7 | 0.9 | 0.117 | Medium | 19.3 | 30 | 22.7 | ARCA>NYSE | IS | 5 | LMT | 8.6 | 87 | 14 | 0.44 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 23 | ARCA>NYSE | LMT>MKT | 64.4 | 94 | 15.3 | 147 | 32 | -4 | -39 | null | null | Stable book; normal liquidity |
X002950 | 2025-11-28 15:14:12 | PEP | Buy | 43,619 | 318.04 | 13,872,586.76 | 2.9 | 0.138 | Low | 15.1 | 10 | -24.2 | EDGX>NYSE>ARCA>NASDAQ | VWAP | 3 | MKT | 6.9 | 81 | 19 | 0.55 | ToxicitySpike | false | null | null | 0 | EDGX>NYSE>ARCA>NASDAQ | MKT | 73.7 | 100 | 26.4 | 10 | 2 | -2 | -12 | null | null | Paused due to data glitch |
X002951 | 2025-12-21 15:30:39 | VZ | Sell | 28,346 | 179.13 | 5,077,618.98 | 2.2 | 0.242 | Low | 24.4 | 16 | 5.8 | NYSE>IEX>ARCA>NASDAQ | Adaptive | 4 | LMT | 8.4 | 76 | 15 | 0.64 | LiqDrop | false | null | null | 0 | NYSE>IEX>ARCA>NASDAQ | LMT | 92.8 | 89 | 0 | 40 | 57 | -18 | -8 | null | null | Paused due to data glitch |
X002952 | 2025-10-28 12:58:34 | NKE | Buy | 7,659 | 141.13 | 1,080,914.67 | 3.4 | 0.036 | Medium | 22.9 | 37 | 14 | IEX>ARCA>NASDAQ>EDGX>BATS | TWAP | 1 | LMT | 6.4 | 62 | 30 | 0.46 | Multi | false | null | null | 0 | IEX>ARCA>NASDAQ>EDGX>BATS | LMT | 59.7 | 88 | 5.5 | 16 | 34 | 4 | -16 | null | null | High urgency from PM |
X002953 | 2025-11-09 13:27:03 | XLK | Buy | 77,842 | 184.49 | 14,361,070.58 | 1.7 | 0.218 | Medium | 7 | 28 | 19.5 | EDGX>ARCA>BATS>NYSE>NASDAQ | VWAP | 1 | IOC | 2.5 | 87 | 18 | 0.78 | Multi | false | null | null | 0 | EDGX>ARCA>BATS>NYSE>NASDAQ | IOC | 55 | 98 | 0 | 103 | 27 | 18 | -11 | null | null | High urgency from PM |
X002954 | 2025-11-21 10:04:26 | XLI | Buy | 10,623 | 237.68 | 2,524,874.64 | 2.4 | 0.484 | Low | 7.4 | 26 | -13.9 | IEX>ARCA>EDGX | VWAP | 3 | LMT | 3.5 | 65 | 31 | 0.77 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 27 | IEX>ARCA>EDGX | LMT>IOC | 76.3 | 85 | 2.5 | 98 | -13 | 19 | 18 | Watchlist | null | Paused due to data glitch |
X002955 | 2025-12-09 14:38:11 | BRK.B | Sell | 6,328 | 270.37 | 1,710,901.36 | 2.2 | 0.029 | High | 19.8 | 9 | 10.2 | IEX>ARCA>NYSE>NASDAQ>BATS | IS | 4 | MKT | 10.8 | 63 | 18 | 0.42 | LiqDrop | false | null | null | 0 | IEX>ARCA>NYSE>NASDAQ>BATS | MKT | 28.9 | 85 | 12.9 | 38 | 10 | -36 | 26 | NoShort | null | Paused due to data glitch |
X002956 | 2025-12-25 12:28:39 | XLV | Buy | 237,563 | 258.63 | 61,440,918.69 | 1.4 | 0.667 | Medium | 3.8 | 11 | -23.1 | BATS>EDGX | VWAP | 2 | IOC | 2.1 | 160 | 12 | 0.74 | Slip>Thresh | false | null | null | 0 | BATS>EDGX | IOC | 32.7 | 90 | 4.3 | 210 | -18 | -13 | 3 | null | VenueReject | Paused due to data glitch |
X002957 | 2025-12-07 12:35:32 | AMZN | Sell | 9,912 | 82.45 | 817,244.4 | 2.6 | 0.455 | Low | 24.8 | 12 | 13 | IEX>BATS>NASDAQ>EDGX>ARCA | VWAP | 3 | MKT | 10 | 64 | 25 | 0.67 | ToxicitySpike | false | null | null | 0 | IEX>BATS>NASDAQ>EDGX>ARCA | MKT | 57.2 | 97 | 0 | 129 | -13 | -2 | 14 | null | null | Stable book; normal liquidity |
X002958 | 2025-12-21 15:42:13 | XLB | Buy | 35,620 | 343.39 | 12,231,551.8 | 1.4 | 0.091 | Medium | 14.2 | 31 | 13.7 | EDGX>ARCA>BATS | POV | 4 | IOC | 6.6 | 80 | 34 | 0.51 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA>BATS | IOC | 7.4 | 89 | 5.8 | 109 | 27 | 7 | -2 | null | null | Stable book; normal liquidity |
X002959 | 2025-12-04 13:39:31 | SPY | Buy | 101,553 | 460.24 | 46,738,752.72 | 1.7 | 0.137 | Ultra | 3.4 | 31 | 11.5 | NASDAQ>ARCA>BATS | VWAP | 2 | IOC | 1.9 | 103 | 35 | 0.46 | Multi | false | null | null | 0 | NASDAQ>ARCA>BATS | IOC | 75.4 | 85 | 7.7 | 89 | -18 | 8 | -27 | PositionLimitNear | Unknown | Stable book; normal liquidity |
X002960 | 2025-12-16 09:40:01 | XLY | Sell | 39,549 | 293.15 | 11,593,789.35 | 1.5 | 0.165 | Low | 20.7 | 38 | -12.7 | EDGX>NYSE>IEX | Adaptive | 2 | LMT | 5.4 | 76 | 21 | 0.49 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 11 | EDGX>NYSE>IEX | LMT>MKT | 93.8 | 94 | 14.4 | 8 | 26 | 3 | -5 | Watchlist | null | Paused due to data glitch |
X002961 | 2025-12-02 09:35:13 | BA | Sell | 24,823 | 147.75 | 3,667,598.25 | 1.9 | 0.083 | High | 9.8 | 17 | 4.6 | EDGX>NASDAQ | VWAP | 1 | IOC | 3.3 | 68 | 24 | 0.5 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ | IOC | 96 | 87 | 0 | 10 | 18 | -31 | 25 | null | null | Stable book; normal liquidity |
X002962 | 2025-12-26 13:32:35 | JNJ | Sell | 39,141 | 189.05 | 7,399,606.05 | 2.6 | 0.144 | Low | 23.4 | 13 | -11 | ARCA>NYSE | IS | 4 | LMT | 10.6 | 82 | 31 | 0.69 | Multi | false | null | null | 0 | ARCA>NYSE | LMT | 73.7 | 88 | 0 | 87 | 28 | -17 | 30 | NoShort | null | Venue switch reduced impact |
X002963 | 2025-12-26 14:08:21 | GOOGL | Sell | 50,256 | 252.59 | 12,694,163.04 | 1.5 | 0.15 | Low | 18 | 4 | 26.4 | BATS>IEX>ARCA>NASDAQ | VWAP | 3 | LMT | 5.7 | 85 | 27 | 0.52 | LiqDrop | false | null | null | 0 | BATS>IEX>ARCA>NASDAQ | LMT | 85.5 | 89 | 18.3 | 47 | 13 | -16 | 0 | null | null | Toxic prints; widened spread |
X002964 | 2025-11-20 15:03:03 | HD | Sell | 53,901 | 328.81 | 17,723,187.81 | 2.9 | 0.209 | Low | 12.2 | 13 | 17.4 | IEX>NYSE | IS | 5 | MKT | 9 | 95 | 19 | 0.58 | Multi | false | null | null | 0 | IEX>NYSE | MKT | 32.3 | 92 | 3.5 | 122 | 55 | 7 | -6 | PositionLimitNear | null | Toxic prints; widened spread |
X002965 | 2025-12-01 10:14:02 | HYG | Buy | 163,563 | 77.84 | 12,731,743.92 | 1 | 0.897 | Low | 21.5 | 28 | -20.5 | EDGX>BATS>IEX | POV | 1 | MKT | 6.8 | 117 | 15 | 0.46 | ToxicitySpike | false | null | null | 0 | EDGX>BATS>IEX | MKT | 87.5 | 95 | 26.9 | 243 | -16 | -33 | 9 | null | null | Stable book; normal liquidity |
X002966 | 2025-11-21 15:09:00 | CSCO | Sell | 76,064 | 122.06 | 9,284,371.84 | 4.9 | 0.191 | Low | 6.1 | 28 | 7.5 | NASDAQ>BATS>NYSE>IEX | VWAP | 3 | MKT | 5.3 | 98 | 15 | 0.82 | LiqDrop | false | null | null | 0 | NASDAQ>BATS>NYSE>IEX | MKT | 96 | 100 | 1.7 | 70 | -19 | -38 | -4 | null | null | Paused due to data glitch |
X002967 | 2025-11-18 12:47:42 | PEP | Buy | 14,956 | 66.82 | 999,359.92 | 3 | 0.047 | Medium | 20.3 | 39 | 1.7 | BATS>IEX>EDGX | TWAP | 1 | LMT | 5.7 | 65 | 23 | 0.84 | LiqDrop | true | LiquidityDrop | VenueSwitch | 35 | BATS>IEX>EDGX | LMT>PO | 48.3 | 89 | 17.7 | 138 | 25 | 10 | -16 | null | null | High urgency from PM |
X002968 | 2025-11-09 12:35:59 | VZ | Sell | 55,127 | 231.55 | 12,764,656.85 | 2 | 0.472 | Low | 9.9 | 20 | -27.6 | ARCA>IEX>EDGX | TWAP | 1 | IOC | 3.6 | 79 | 24 | 0.75 | ToxicitySpike | false | null | null | 0 | ARCA>IEX>EDGX | IOC | 68.5 | 85 | 0 | 195 | 17 | -26 | 8 | Watchlist | null | Paused due to data glitch |
X002969 | 2025-11-29 13:30:08 | KO | Sell | 4,583 | 173.09 | 793,271.47 | 2.5 | 0.114 | Low | 24.4 | 22 | 10.7 | ARCA>BATS>NASDAQ | IS | 5 | LMT | 12 | 62 | 28 | 0.44 | Multi | false | null | null | 0 | ARCA>BATS>NASDAQ | LMT | 63.4 | 93 | 6 | 56 | 39 | -26 | 35 | null | null | High urgency from PM |
X002970 | 2025-12-22 09:35:20 | AMD | Buy | 729 | 116.66 | 85,045.14 | 1.7 | 0.02 | Ultra | 11.8 | 11 | 31 | NYSE>NASDAQ | Adaptive | 1 | PO | 3.3 | 60 | 31 | 0.84 | LiqDrop | false | null | null | 0 | NYSE>NASDAQ | PO | 74.9 | 93 | 6.7 | 38 | 60 | -31 | 34 | NoShort | null | High urgency from PM |
X002971 | 2025-12-09 12:12:39 | QQQ | Buy | 68,381 | 394.9 | 27,003,656.9 | 0.7 | 0.217 | High | 6.8 | 24 | 10.8 | IEX>NASDAQ>EDGX>ARCA | Adaptive | 4 | LMT | 2.4 | 99 | 23 | 0.49 | ToxicitySpike | false | null | null | 0 | IEX>NASDAQ>EDGX>ARCA | LMT | 32.6 | 60 | 8.3 | 61 | 0 | 9 | -20 | null | null | Paused due to data glitch |
X002972 | 2025-12-14 12:20:05 | XOM | Buy | 13,331 | 327.12 | 4,360,836.72 | 2 | 0.122 | Low | 16.8 | 19 | -34.5 | ARCA>NASDAQ>EDGX>BATS>IEX | Adaptive | 1 | LMT | 4.1 | 64 | 29 | 0.65 | Multi | false | null | null | 0 | ARCA>NASDAQ>EDGX>BATS>IEX | LMT | 43.6 | 98 | 0 | 10 | 3 | -36 | 21 | null | null | Paused due to data glitch |
X002973 | 2025-11-25 10:20:29 | BRK.B | Buy | 6,136 | 215.98 | 1,325,253.28 | 1.5 | 0.028 | Ultra | 18.2 | 19 | -27.5 | NYSE>NASDAQ>EDGX>IEX | IS | 5 | PO | 9.5 | 63 | 35 | 0.74 | Multi | false | null | null | 0 | NYSE>NASDAQ>EDGX>IEX | PO | 29.1 | 90 | 12.2 | 54 | 32 | 0 | 28 | null | null | High urgency from PM |
X002974 | 2025-11-09 09:50:51 | JPM | Sell | 3,081 | 70.16 | 216,162.96 | 3.5 | 0.076 | Low | 17 | 3 | -33.6 | EDGX>NYSE>ARCA | Adaptive | 4 | LMT | 6.9 | 61 | 21 | 0.76 | Multi | false | null | null | 0 | EDGX>NYSE>ARCA | LMT | 29.2 | 69 | 12.9 | 10 | 17 | -27 | 5 | null | null | High urgency from PM |
X002975 | 2025-11-23 13:19:26 | WMT | Buy | 224,922 | 178.94 | 40,247,542.68 | 3.3 | 0.692 | Low | 22.1 | 11 | 20.3 | BATS>NASDAQ>NYSE>IEX | IS | 4 | LMT | 10.9 | 189 | 22 | 0.84 | ToxicitySpike | false | null | null | 0 | BATS>NASDAQ>NYSE>IEX | LMT | 64.3 | 98 | 0 | 131 | 10 | -18 | 37 | NoShort | null | Venue switch reduced impact |
X002976 | 2025-12-19 09:35:42 | CSCO | Buy | 18,711 | 222.15 | 4,156,648.65 | 3.9 | 0.047 | Medium | 20.5 | 10 | 27.2 | EDGX>IEX | TWAP | 3 | LMT | 8.1 | 69 | 13 | 0.66 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 22 | EDGX>IEX | LMT>IOC | 72.3 | 90 | 0.8 | 91 | 58 | -40 | -34 | Watchlist | null | Paused due to data glitch |
X002977 | 2025-12-22 11:48:36 | XLV | Sell | 36,439 | 224.71 | 8,188,207.69 | 1.1 | 0.102 | Medium | 19 | 5 | 15.9 | NASDAQ>EDGX>IEX | TWAP | 1 | IOC | 5.4 | 72 | 17 | 0.71 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX>IEX | IOC | 57.4 | 100 | 20.3 | 87 | 37 | -33 | 35 | null | null | Venue switch reduced impact |
X002978 | 2025-11-24 09:35:14 | CSCO | Buy | 60,350 | 292.61 | 17,659,013.5 | 4.5 | 0.151 | Low | 13.8 | 32 | -3.6 | IEX>BATS | IS | 5 | LMT | 9.3 | 99 | 24 | 0.66 | ToxicitySpike | false | null | null | 0 | IEX>BATS | LMT | 27.9 | 85 | 0 | 68 | -3 | 22 | -31 | Watchlist | null | Toxic prints; widened spread |
X002979 | 2025-12-17 10:28:25 | TLT | Buy | 10,756 | 94.09 | 1,012,032.04 | 2.9 | 0.039 | Medium | 23.6 | 38 | -12 | EDGX>NYSE>NASDAQ>ARCA | TWAP | 3 | LMT | 8.4 | 65 | 32 | 0.6 | ToxicitySpike | false | null | null | 0 | EDGX>NYSE>NASDAQ>ARCA | LMT | 11.2 | 91 | 10.2 | 141 | -5 | 2 | -31 | null | null | Venue switch reduced impact |
X002980 | 2025-12-18 12:44:14 | AMZN | Sell | 4,322 | 348.08 | 1,504,401.76 | 2 | 0.199 | Low | 20.5 | 21 | -10 | EDGX>NYSE>NASDAQ>BATS | VWAP | 2 | LMT | 5.9 | 61 | 32 | 0.83 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 27 | EDGX>NYSE>NASDAQ>BATS | LMT>IOC | 0.9 | 94 | 10.2 | 134 | -11 | 0 | 15 | null | null | Paused due to data glitch |
X002981 | 2025-12-21 14:36:53 | INTC | Buy | 1,839 | 139.38 | 256,319.82 | 0.7 | 0.088 | High | 22.7 | 28 | 24.3 | BATS>ARCA>IEX>NASDAQ | TWAP | 3 | MKT | 8.4 | 60 | 23 | 0.8 | LiqDrop | false | null | null | 0 | BATS>ARCA>IEX>NASDAQ | MKT | 30.4 | 96 | 5.1 | 48 | 4 | -14 | 8 | null | null | Venue switch reduced impact |
X002982 | 2025-11-19 14:23:36 | IWM | Sell | 29,137 | 191.12 | 5,568,663.44 | 1.3 | 0.04 | High | 21.2 | 7 | 16.1 | IEX>NYSE>BATS>EDGX>NASDAQ | VWAP | 2 | MKT | 6.9 | 72 | 13 | 0.82 | Multi | false | null | null | 0 | IEX>NYSE>BATS>EDGX>NASDAQ | MKT | 35.9 | 86 | 10.9 | 101 | 27 | -20 | 8 | null | null | High urgency from PM |
X002983 | 2025-12-14 14:54:00 | JPM | Buy | 3,389 | 290.66 | 985,046.74 | 4.8 | 0.084 | Low | 19.8 | 14 | -14.7 | NYSE>EDGX>NASDAQ | Adaptive | 3 | MKT | 9.2 | 61 | 30 | 0.68 | Multi | false | null | null | 0 | NYSE>EDGX>NASDAQ | MKT | 91.5 | 91 | 5.2 | 19 | 23 | 8 | -9 | null | null | Paused due to data glitch |
X002984 | 2025-12-17 11:52:44 | HD | Sell | 107,257 | 185.83 | 19,931,568.31 | 2.9 | 0.416 | Low | 9.5 | 7 | -31.6 | BATS>IEX>NASDAQ | IS | 5 | LMT | 6.4 | 129 | 26 | 0.78 | ToxicitySpike | false | null | null | 0 | BATS>IEX>NASDAQ | LMT | 91.6 | 88 | 27.8 | 81 | -18 | 0 | -4 | null | null | High urgency from PM |
X002985 | 2025-12-13 15:44:45 | CSCO | Sell | 22,531 | 255.78 | 5,762,979.18 | 4.7 | 0.057 | Low | 17.7 | 32 | 5.5 | NYSE>IEX>NASDAQ>EDGX | TWAP | 3 | MKT | 9.4 | 71 | 29 | 0.67 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 13 | NYSE>IEX>NASDAQ>EDGX | MKT>LMT | 98.8 | 97 | 16.4 | 8 | 19 | -18 | -24 | null | null | Paused due to data glitch |
X002986 | 2025-12-11 11:07:01 | XLU | Sell | 51,012 | 138.79 | 7,079,955.48 | 1.8 | 0.163 | Low | 18.9 | 5 | -26.1 | EDGX>NASDAQ>IEX | POV | 4 | PO | 8.4 | 89 | 17 | 0.6 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ>IEX | PO | 35.4 | 96 | 28 | 10 | 14 | -14 | -35 | null | null | Paused due to data glitch |
X002987 | 2025-11-03 14:27:18 | QQQ | Sell | 24,972 | 428.64 | 10,703,998.08 | 0.6 | 0.079 | Ultra | 12.8 | 28 | -16.5 | NYSE>IEX>BATS>NASDAQ>ARCA | POV | 4 | LMT | 4.7 | 74 | 25 | 0.59 | ToxicitySpike | false | null | null | 0 | NYSE>IEX>BATS>NASDAQ>ARCA | LMT | 81.4 | 92 | 3.9 | 142 | 40 | -25 | 7 | null | null | Venue switch reduced impact |
X002988 | 2025-11-04 10:04:26 | AMZN | Buy | 5,341 | 17.18 | 91,758.38 | 2.2 | 0.245 | Low | 13.9 | 5 | -0.4 | NASDAQ>ARCA | VWAP | 2 | LMT | 4.4 | 62 | 32 | 0.57 | Multi | false | null | null | 0 | NASDAQ>ARCA | LMT | 37.2 | 87 | 14.3 | 69 | 14 | -36 | -3 | null | null | Paused due to data glitch |
X002989 | 2025-12-10 11:53:22 | IWM | Buy | 301,456 | 204.1 | 61,527,169.6 | 1.6 | 0.416 | Low | 23.1 | 27 | -23.2 | NASDAQ>BATS | IS | 5 | LMT | 10.9 | 255 | 34 | 0.53 | Slip>Thresh | false | null | null | 0 | NASDAQ>BATS | LMT | 68.7 | 71 | 20 | 239 | 2 | -32 | -33 | null | null | High urgency from PM |
X002990 | 2025-11-05 12:11:46 | QQQ | Sell | 129,375 | 411 | 53,173,125 | 0.7 | 0.41 | Low | 22.6 | 23 | -28.5 | ARCA>NYSE>NASDAQ>EDGX | TWAP | 1 | LMT | 5.3 | 105 | 16 | 0.6 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>NASDAQ>EDGX | LMT | 44.7 | 88 | 0 | 97 | 55 | -23 | 3 | null | null | Toxic prints; widened spread |
X002991 | 2025-12-24 10:39:43 | UNH | Sell | 26,754 | 193.96 | 5,189,205.84 | 2.4 | 0.118 | Low | 15.2 | 7 | 2.7 | BATS>NASDAQ>EDGX | IS | 5 | IOC | 9.5 | 77 | 29 | 0.62 | Multi | false | null | null | 0 | BATS>NASDAQ>EDGX | IOC | 88 | 90 | 10 | 71 | 10 | 9 | -22 | NoShort | null | Stable book; normal liquidity |
X002992 | 2025-12-01 09:46:46 | XLB | Sell | 56,013 | 47.97 | 2,686,943.61 | 2.7 | 0.143 | Low | 15.9 | 10 | -11.2 | IEX>EDGX | VWAP | 2 | LMT | 5.1 | 83 | 28 | 0.73 | ToxicitySpike | false | null | null | 0 | IEX>EDGX | LMT | 23.7 | 100 | 0.1 | 74 | 18 | 9 | -20 | null | null | Toxic prints; widened spread |
X002993 | 2025-12-20 12:03:34 | XLK | Buy | 25,967 | 54.37 | 1,411,825.79 | 1.5 | 0.073 | Ultra | 3.1 | 16 | -31.7 | BATS>NASDAQ | TWAP | 1 | LMT | 1.3 | 69 | 14 | 0.61 | Multi | false | null | null | 0 | BATS>NASDAQ | LMT | 2.3 | 92 | 7.7 | 84 | 35 | 5 | -32 | null | null | Paused due to data glitch |
X002994 | 2025-10-27 14:22:17 | IWM | Buy | 35,693 | 190.08 | 6,784,525.44 | 1 | 0.049 | Ultra | 9.4 | 21 | -24.4 | IEX>BATS>NASDAQ>EDGX | Adaptive | 4 | PO | 3.6 | 80 | 15 | 0.56 | LiqDrop | false | null | null | 0 | IEX>BATS>NASDAQ>EDGX | PO | 30.1 | 91 | 7.2 | 71 | 7 | 4 | 17 | NoShort | null | High urgency from PM |
X002995 | 2025-11-14 09:35:43 | HD | Sell | 183,763 | 40.21 | 7,389,110.23 | 1.7 | 0.713 | Low | 23.3 | 6 | -11.7 | IEX>ARCA | Adaptive | 4 | PO | 8.8 | 165 | 23 | 0.66 | Slip>Thresh | false | null | null | 0 | IEX>ARCA | PO | 62.7 | 91 | 0 | 169 | 29 | -5 | 31 | null | null | High urgency from PM |
X002996 | 2025-11-30 11:50:09 | IEF | Buy | 73,950 | 98.05 | 7,250,797.5 | 3.4 | 0.281 | Medium | 3.7 | 15 | -10.1 | IEX>NASDAQ>BATS>EDGX | IS | 5 | LMT | 4.4 | 108 | 34 | 0.45 | ToxicitySpike | false | null | null | 0 | IEX>NASDAQ>BATS>EDGX | LMT | 49.7 | 99 | 11.7 | 92 | -18 | 21 | -22 | null | null | High urgency from PM |
X002997 | 2025-11-21 11:23:20 | AMD | Buy | 3,501 | 251.84 | 881,691.84 | 1.4 | 0.098 | Low | 36.5 | 17 | -16 | BATS>NYSE>EDGX | POV | 5 | MKT | 17.7 | 62 | 21 | 0.57 | LiqDrop | true | LiquidityDrop | VenueSwitch | 10 | BATS>NYSE>EDGX | MKT>PO | 47.2 | 89 | 16.7 | 143 | 15 | -6 | -30 | null | null | Stable book; normal liquidity |
X002998 | 2025-12-20 12:36:30 | SPY | Sell | 48,061 | 465.81 | 22,387,294.41 | 0.8 | 0.065 | High | 19.3 | 20 | 6.9 | BATS>NYSE>NASDAQ | POV | 4 | LMT | 7 | 87 | 34 | 0.52 | Slip>Thresh | false | null | null | 0 | BATS>NYSE>NASDAQ | LMT | 60.3 | 100 | 8.5 | 137 | 24 | -9 | 1 | NoShort | null | Paused due to data glitch |
X002999 | 2025-11-17 10:29:04 | AMZN | Buy | 1,621 | 230.87 | 374,240.27 | 1.9 | 0.074 | Medium | 18.9 | 8 | 22 | BATS>ARCA>NASDAQ | TWAP | 2 | LMT | 5.7 | 60 | 32 | 0.47 | LiqDrop | false | null | null | 0 | BATS>ARCA>NASDAQ | LMT | 58.7 | 100 | 2.2 | 113 | 3 | -29 | -11 | null | null | Venue switch reduced impact |
X003000 | 2025-12-05 15:12:32 | HYG | Buy | 65,157 | 72.6 | 4,730,398.2 | 1.6 | 0.357 | Medium | 4.3 | 23 | 21.5 | BATS>ARCA>NYSE>NASDAQ | TWAP | 2 | MKT | 2.4 | 87 | 23 | 0.72 | ToxicitySpike | false | null | null | 0 | BATS>ARCA>NYSE>NASDAQ | MKT | 37.8 | 89 | 0 | 82 | -5 | 13 | -33 | PositionLimitNear | null | Paused due to data glitch |
Subsets and Splits
No community queries yet
The top public SQL queries from the community will appear here once available.