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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X000301
|
2025-12-19 13:12:24
|
XLB
|
Sell
| 39,157
| 173.69
| 6,801,179.33
| 2.7
| 0.1
|
Low
| 23
| 39
| -11.7
|
ARCA>EDGX>NASDAQ>IEX>BATS
|
IS
| 4
|
PO
| 11.6
| 82
| 33
| 0.72
|
LiqDrop
| false
| null | null | 0
|
ARCA>EDGX>NASDAQ>IEX>BATS
|
PO
| 68.1
| 95
| 12.8
| 82
| -15
| -7
| -10
|
PositionLimitNear
| null |
High urgency from PM
|
X000302
|
2025-11-17 10:58:13
|
VZ
|
Buy
| 3,686
| 232.14
| 855,668.04
| 4
| 0.032
|
High
| 12.7
| 33
| -11
|
IEX>BATS>ARCA>NYSE>NASDAQ
|
TWAP
| 1
|
MKT
| 5.4
| 61
| 20
| 0.69
|
Slip>Thresh
| false
| null | null | 0
|
IEX>BATS>ARCA>NYSE>NASDAQ
|
MKT
| 54.2
| 97
| 9.9
| 49
| 3
| 21
| 0
| null | null |
Toxic prints; widened spread
|
X000303
|
2025-11-22 13:47:16
|
BAC
|
Buy
| 6,754
| 120.21
| 811,898.34
| 1.6
| 0.018
|
Ultra
| 13.1
| 31
| -32
|
NASDAQ>IEX
|
TWAP
| 1
|
LMT
| 3.5
| 62
| 18
| 0.51
|
Multi
| false
| null | null | 0
|
NASDAQ>IEX
|
LMT
| 44
| 95
| 1.1
| 99
| 4
| -31
| 18
|
Watchlist
| null |
Venue switch reduced impact
|
X000304
|
2025-12-14 09:35:08
|
TSLA
|
Sell
| 18,675
| 87.65
| 1,636,863.75
| 1.7
| 0.058
|
Medium
| 21.2
| 30
| 7.5
|
ARCA>NYSE>EDGX
|
VWAP
| 2
|
LMT
| 5.9
| 67
| 16
| 0.66
|
LiqDrop
| false
| null | null | 0
|
ARCA>NYSE>EDGX
|
LMT
| 89.3
| 90
| 16.3
| 49
| 47
| -21
| 30
| null | null |
Toxic prints; widened spread
|
X000305
|
2025-12-23 13:08:39
|
IWM
|
Buy
| 217,255
| 193.59
| 42,058,395.45
| 1.7
| 0.3
|
Low
| 13.5
| 30
| -23.5
|
EDGX>BATS>IEX
|
Adaptive
| 2
|
LMT
| 3.9
| 152
| 15
| 0.51
|
LiqDrop
| false
| null | null | 0
|
EDGX>BATS>IEX
|
LMT
| 96.8
| 95
| 0
| 183
| 32
| 14
| -13
|
Watchlist
| null |
High urgency from PM
|
X000306
|
2025-11-01 14:48:29
|
GOOGL
|
Sell
| 52,172
| 325.59
| 16,986,681.48
| 1.5
| 0.155
|
Medium
| 16.8
| 34
| 26.6
|
BATS>IEX>NYSE>NASDAQ>ARCA
|
TWAP
| 2
|
MKT
| 6.1
| 82
| 12
| 0.73
|
Multi
| true
|
MultiTrigger
|
Pause
| 16
|
BATS>IEX>NYSE>NASDAQ>ARCA
|
MKT>PO
| 47.7
| 95
| 12.9
| 103
| 11
| 5
| 30
| null | null |
Stable book; normal liquidity
|
X000307
|
2025-12-05 13:01:43
|
BRK.B
|
Buy
| 37,877
| 305.69
| 11,578,620.13
| 1.8
| 0.172
|
Medium
| 10
| 35
| -16.9
|
NASDAQ>ARCA>EDGX>IEX>BATS
|
TWAP
| 3
|
PO
| 4.4
| 78
| 24
| 0.68
|
Multi
| false
| null | null | 0
|
NASDAQ>ARCA>EDGX>IEX>BATS
|
PO
| 18.1
| 100
| 6.6
| 10
| 20
| -25
| -9
| null | null |
Stable book; normal liquidity
|
X000308
|
2025-11-23 15:34:33
|
V
|
Buy
| 9,104
| 306.59
| 2,791,195.36
| 5.4
| 0.118
|
Low
| 32.7
| 9
| 19.8
|
EDGX>IEX>NASDAQ>ARCA
|
IS
| 5
|
MKT
| 21.5
| 65
| 18
| 0.71
|
Slip>Thresh
| false
| null | null | 0
|
EDGX>IEX>NASDAQ>ARCA
|
MKT
| 95
| 96
| 0
| 199
| 9
| -18
| 38
| null | null |
Paused due to data glitch
|
X000309
|
2025-11-07 12:24:08
|
XLE
|
Buy
| 46,685
| 324.58
| 15,153,017.3
| 2.9
| 0.168
|
High
| 3.4
| 18
| 31.9
|
BATS>EDGX>NYSE
|
Adaptive
| 1
|
LMT
| 1.8
| 76
| 33
| 0.82
|
Multi
| true
|
MultiTrigger
|
VenueSwitch
| 26
|
BATS>EDGX>NYSE
|
LMT>PO
| 97.4
| 98
| 0
| 98
| 37
| 21
| -11
| null | null |
Venue switch reduced impact
|
X000310
|
2025-12-04 13:25:14
|
QQQ
|
Buy
| 15,740
| 390.85
| 6,151,979
| 0.9
| 0.05
|
High
| 24.4
| 5
| -12.8
|
NASDAQ>BATS
|
IS
| 5
|
LMT
| 10.7
| 70
| 15
| 0.62
|
Multi
| false
| null | null | 0
|
NASDAQ>BATS
|
LMT
| 59
| 98
| 3.5
| 80
| 23
| -18
| 2
|
NoShort
| null |
Toxic prints; widened spread
|
X000311
|
2025-12-18 12:02:50
|
TSLA
|
Buy
| 21,028
| 90.17
| 1,896,094.76
| 1.4
| 0.065
|
Medium
| 20.6
| 30
| 33
|
NYSE>IEX>NASDAQ>EDGX
|
IS
| 5
|
IOC
| 11.1
| 73
| 14
| 0.57
|
LiqDrop
| true
|
LiquidityDrop
|
VenueSwitch
| 22
|
NYSE>IEX>NASDAQ>EDGX
|
IOC>PO
| 25.1
| 100
| 0
| 135
| -19
| -21
| 27
|
NoShort
| null |
Toxic prints; widened spread
|
X000312
|
2025-11-21 11:52:55
|
AMD
|
Sell
| 2,879
| 110.93
| 319,367.47
| 1.9
| 0.08
|
Medium
| 22.4
| 19
| 0.8
|
NASDAQ>BATS>IEX>NYSE
|
Adaptive
| 2
|
LMT
| 5.9
| 61
| 17
| 0.64
|
Slip>Thresh
| false
| null | null | 0
|
NASDAQ>BATS>IEX>NYSE
|
LMT
| 84.1
| 92
| 2.2
| 56
| 7
| 10
| -2
| null | null |
Toxic prints; widened spread
|
X000313
|
2025-12-24 15:19:19
|
KO
|
Sell
| 6,361
| 143.64
| 913,694.04
| 2.7
| 0.158
|
Low
| 9.9
| 35
| -26.6
|
ARCA>BATS>NYSE>EDGX>IEX
|
Adaptive
| 2
|
IOC
| 4.1
| 62
| 34
| 0.53
|
Slip>Thresh
| false
| null | null | 0
|
ARCA>BATS>NYSE>EDGX>IEX
|
IOC
| 99.5
| 90
| 0
| 131
| 33
| -1
| -13
| null | null |
Venue switch reduced impact
|
X000314
|
2025-11-25 10:03:31
|
XOM
|
Sell
| 91,312
| 338.84
| 30,940,158.08
| 4
| 0.835
|
Low
| 21
| 23
| 34.3
|
NYSE>EDGX>IEX>ARCA
|
VWAP
| 1
|
LMT
| 6.2
| 91
| 30
| 0.68
|
Multi
| false
| null | null | 0
|
NYSE>EDGX>IEX>ARCA
|
LMT
| 44.8
| 98
| 9.3
| 164
| 35
| -38
| -10
|
NoShort
| null |
Venue switch reduced impact
|
X000315
|
2025-11-08 12:07:05
|
HYG
|
Buy
| 12,501
| 77.63
| 970,452.63
| 1.7
| 0.069
|
Medium
| 23.1
| 32
| -31.6
|
IEX>ARCA>NYSE
|
Adaptive
| 4
|
LMT
| 7.6
| 67
| 19
| 0.64
|
Multi
| false
| null | null | 0
|
IEX>ARCA>NYSE
|
LMT
| 83.3
| 90
| 8.9
| 43
| 1
| -14
| 29
| null | null |
Venue switch reduced impact
|
X000316
|
2025-11-22 09:35:14
|
WMT
|
Sell
| 75,102
| 34.78
| 2,612,047.56
| 3.9
| 0.231
|
Low
| 17.1
| 26
| -26.7
|
NYSE>IEX>NASDAQ>EDGX
|
Adaptive
| 5
|
IOC
| 9.3
| 108
| 18
| 0.81
|
ToxicitySpike
| false
| null | null | 0
|
NYSE>IEX>NASDAQ>EDGX
|
IOC
| 3.9
| 100
| 23.2
| 10
| 19
| -10
| 22
| null | null |
Paused due to data glitch
|
X000317
|
2025-11-27 10:57:12
|
MA
|
Buy
| 17,138
| 132.32
| 2,267,700.16
| 1.6
| 0.073
|
High
| 12.3
| 25
| 2.2
|
ARCA>NASDAQ
|
Adaptive
| 2
|
LMT
| 3.5
| 67
| 15
| 0.51
|
LiqDrop
| false
| null | null | 0
|
ARCA>NASDAQ
|
LMT
| 41.7
| 82
| 0
| 96
| 36
| 10
| 18
|
PositionLimitNear
|
VenueReject
|
Toxic prints; widened spread
|
X000318
|
2025-12-14 12:56:37
|
XLB
|
Buy
| 23,981
| 161.27
| 3,867,415.87
| 2.2
| 0.061
|
Medium
| 14.8
| 31
| -31.4
|
ARCA>NYSE>NASDAQ
|
VWAP
| 2
|
MKT
| 5.6
| 70
| 27
| 0.59
|
ToxicitySpike
| true
|
ToxicitySpike
|
OrderTypeChange
| 12
|
ARCA>NYSE>NASDAQ
|
MKT>IOC
| 98.2
| 90
| 0
| 36
| -17
| -13
| -16
| null | null |
Paused due to data glitch
|
X000319
|
2025-11-05 09:41:21
|
HYG
|
Sell
| 49,536
| 72.44
| 3,588,387.84
| 1.6
| 0.272
|
Medium
| 7.7
| 36
| 0.6
|
NYSE>BATS>ARCA>EDGX
|
VWAP
| 1
|
MKT
| 2.8
| 77
| 29
| 0.73
|
Slip>Thresh
| false
| null | null | 0
|
NYSE>BATS>ARCA>EDGX
|
MKT
| 64
| 94
| 0
| 41
| -16
| -18
| -26
| null | null |
High urgency from PM
|
X000320
|
2025-11-18 13:36:26
|
BAC
|
Sell
| 31,855
| 97.87
| 3,117,648.85
| 1
| 0.087
|
Ultra
| 5.9
| 38
| 28.6
|
ARCA>NASDAQ
|
VWAP
| 1
|
PO
| 1.8
| 71
| 16
| 0.41
|
Multi
| false
| null | null | 0
|
ARCA>NASDAQ
|
PO
| 71
| 93
| 4.9
| 105
| -11
| -1
| -10
| null | null |
Venue switch reduced impact
|
X000321
|
2025-12-09 13:51:49
|
BRK.B
|
Sell
| 26,804
| 109.41
| 2,932,625.64
| 2.3
| 0.122
|
Low
| 20
| 16
| -9.7
|
ARCA>BATS>EDGX
|
TWAP
| 2
|
MKT
| 7.5
| 71
| 12
| 0.65
|
LiqDrop
| false
| null | null | 0
|
ARCA>BATS>EDGX
|
MKT
| 79
| 98
| 16.4
| 107
| 54
| 5
| 30
| null | null |
Venue switch reduced impact
|
X000322
|
2025-12-07 14:34:54
|
TSLA
|
Sell
| 253,292
| 78.39
| 19,855,559.88
| 2.1
| 0.787
|
Low
| 23.4
| 19
| -21.6
|
BATS>IEX>NYSE>EDGX>NASDAQ
|
POV
| 3
|
LMT
| 8.6
| 186
| 21
| 0.57
|
Slip>Thresh
| false
| null | null | 0
|
BATS>IEX>NYSE>EDGX>NASDAQ
|
LMT
| 27.6
| 98
| 0
| 160
| 52
| 28
| -8
| null | null |
High urgency from PM
|
X000323
|
2025-11-19 12:56:45
|
TLT
|
Sell
| 64,270
| 94.53
| 6,075,443.1
| 3.3
| 0.235
|
Medium
| 4.1
| 13
| -10.2
|
BATS>ARCA>EDGX>IEX
|
VWAP
| 3
|
LMT
| 3
| 92
| 16
| 0.63
|
ToxicitySpike
| false
| null | null | 0
|
BATS>ARCA>EDGX>IEX
|
LMT
| 6.5
| 96
| 8.3
| 41
| 21
| -9
| 21
| null | null |
Toxic prints; widened spread
|
X000324
|
2025-11-09 13:24:53
|
SPY
|
Sell
| 37,908
| 485.43
| 18,401,680.44
| 1
| 0.051
|
Ultra
| 5.4
| 18
| 22.9
|
BATS>ARCA>NASDAQ
|
IS
| 4
|
MKT
| 3.3
| 81
| 19
| 0.82
|
Multi
| false
| null | null | 0
|
BATS>ARCA>NASDAQ
|
MKT
| 95.7
| 100
| 10.5
| 58
| 14
| 27
| 27
|
Watchlist
| null |
High urgency from PM
|
X000325
|
2025-12-16 11:01:47
|
GOOGL
|
Sell
| 32,759
| 245.11
| 8,029,558.49
| 1.9
| 0.098
|
Medium
| 13.9
| 39
| 9.8
|
EDGX>IEX>NYSE>BATS
|
Adaptive
| 1
|
LMT
| 3.5
| 71
| 19
| 0.72
|
ToxicitySpike
| true
|
ToxicitySpike
|
OrderTypeChange
| 24
|
EDGX>IEX>NYSE>BATS
|
LMT>MKT
| 95.3
| 89
| 6.4
| 121
| 3
| -16
| -1
|
PositionLimitNear
| null |
High urgency from PM
|
X000326
|
2025-12-22 09:35:34
|
INTC
|
Sell
| 3,802
| 18.63
| 70,831.26
| 1.2
| 0.181
|
High
| 5.2
| 20
| 22.9
|
BATS>EDGX>IEX
|
IS
| 5
|
LMT
| 3.2
| 62
| 19
| 0.44
|
Slip>Thresh
| false
| null | null | 0
|
BATS>EDGX>IEX
|
LMT
| 98.9
| 92
| 1.4
| 10
| 36
| -25
| 24
| null | null |
Toxic prints; widened spread
|
X000327
|
2025-11-29 09:35:25
|
MA
|
Buy
| 1,462
| 59.81
| 87,442.22
| 1.2
| 0.006
|
Ultra
| 5.6
| 33
| 27.2
|
EDGX>IEX>ARCA
|
VWAP
| 3
|
IOC
| 2.5
| 60
| 14
| 0.51
|
LiqDrop
| false
| null | null | 0
|
EDGX>IEX>ARCA
|
IOC
| 92.7
| 91
| 1.2
| 72
| 43
| 23
| -21
|
NoShort
| null |
Paused due to data glitch
|
X000328
|
2025-12-18 11:22:12
|
IWM
|
Buy
| 49,300
| 209.71
| 10,338,703
| 1.6
| 0.068
|
High
| 14.5
| 37
| -2.4
|
ARCA>IEX>NYSE>NASDAQ
|
POV
| 4
|
MKT
| 7.2
| 88
| 23
| 0.59
|
Multi
| false
| null | null | 0
|
ARCA>IEX>NYSE>NASDAQ
|
MKT
| 10.4
| 91
| 5.9
| 128
| -10
| 21
| -15
| null | null |
Toxic prints; widened spread
|
X000329
|
2025-12-20 10:51:55
|
WMT
|
Sell
| 62,967
| 206.39
| 12,995,759.13
| 4.9
| 0.194
|
Low
| 10.3
| 17
| 31.5
|
ARCA>NYSE>NASDAQ>EDGX>IEX
|
IS
| 4
|
LMT
| 7.5
| 96
| 22
| 0.48
|
Multi
| false
| null | null | 0
|
ARCA>NYSE>NASDAQ>EDGX>IEX
|
LMT
| 41.1
| 91
| 0
| 68
| 0
| -27
| 40
| null | null |
Stable book; normal liquidity
|
X000330
|
2025-11-18 12:48:06
|
PFE
|
Buy
| 24,637
| 181.78
| 4,478,513.86
| 2.8
| 0.067
|
Medium
| 19.9
| 23
| -31.6
|
NYSE>ARCA
|
Adaptive
| 3
|
PO
| 7.3
| 72
| 32
| 0.81
|
ToxicitySpike
| false
| null | null | 0
|
NYSE>ARCA
|
PO
| 29.3
| 99
| 0
| 52
| -11
| -22
| 4
| null | null |
High urgency from PM
|
X000331
|
2025-11-15 11:51:05
|
XLY
|
Buy
| 26,315
| 218.52
| 5,750,353.8
| 2
| 0.11
|
Low
| 19.6
| 36
| -26.6
|
BATS>EDGX>NYSE
|
Adaptive
| 1
|
MKT
| 5.6
| 69
| 32
| 0.64
|
Slip>Thresh
| false
| null | null | 0
|
BATS>EDGX>NYSE
|
MKT
| 42.6
| 97
| 7.9
| 125
| -14
| -38
| -32
| null | null |
Stable book; normal liquidity
|
X000332
|
2025-11-25 12:29:22
|
XLE
|
Sell
| 20,721
| 204.08
| 4,228,741.68
| 2.3
| 0.074
|
Medium
| 22.5
| 16
| -9.8
|
IEX>NYSE
|
POV
| 4
|
IOC
| 10.6
| 71
| 27
| 0.77
|
LiqDrop
| false
| null | null | 0
|
IEX>NYSE
|
IOC
| 32.7
| 97
| 19.3
| 67
| 13
| -24
| 22
| null | null |
Paused due to data glitch
|
X000333
|
2025-10-27 10:08:43
|
XLI
|
Buy
| 7,441
| 108.97
| 810,845.77
| 2.8
| 0.339
|
Low
| 21.2
| 3
| 31.1
|
IEX>ARCA>BATS
|
POV
| 5
|
MKT
| 12.2
| 64
| 33
| 0.47
|
Slip>Thresh
| false
| null | null | 0
|
IEX>ARCA>BATS
|
MKT
| 85.4
| 89
| 1.1
| 10
| 28
| -38
| 32
| null | null |
Venue switch reduced impact
|
X000334
|
2025-11-27 14:02:25
|
TSLA
|
Buy
| 387,980
| 206.57
| 80,145,028.6
| 1.1
| 1.206
|
Low
| 16.5
| 39
| -4.6
|
BATS>IEX>NYSE>EDGX>NASDAQ
|
IS
| 5
|
LMT
| 8.3
| 312
| 21
| 0.78
|
Multi
| false
| null | null | 0
|
BATS>IEX>NYSE>EDGX>NASDAQ
|
LMT
| 33.1
| 93
| 24
| 316
| 17
| -17
| -12
|
NoShort
| null |
High urgency from PM
|
X000335
|
2025-11-27 11:09:15
|
XLU
|
Sell
| 51,754
| 23.88
| 1,235,885.52
| 1.2
| 0.166
|
Medium
| 17.6
| 35
| 34.9
|
EDGX>BATS>ARCA
|
TWAP
| 1
|
MKT
| 5.3
| 78
| 25
| 0.73
|
ToxicitySpike
| false
| null | null | 0
|
EDGX>BATS>ARCA
|
MKT
| 6.6
| 94
| 6.8
| 10
| 28
| -25
| -21
| null | null |
Venue switch reduced impact
|
X000336
|
2025-12-07 11:48:43
|
PFE
|
Buy
| 101,341
| 263.55
| 26,708,420.55
| 3.1
| 0.275
|
Low
| 6.2
| 32
| 2.4
|
IEX>NASDAQ>ARCA>NYSE>BATS
|
POV
| 4
|
LMT
| 4.3
| 118
| 12
| 0.75
|
ToxicitySpike
| false
| null | null | 0
|
IEX>NASDAQ>ARCA>NYSE>BATS
|
LMT
| 44
| 98
| 0
| 113
| -14
| 16
| 2
| null | null |
Paused due to data glitch
|
X000337
|
2025-12-13 15:00:05
|
XLY
|
Buy
| 3,772
| 302.39
| 1,140,615.08
| 1.6
| 0.016
|
Ultra
| 4.5
| 4
| 33
|
ARCA>NASDAQ
|
Adaptive
| 3
|
MKT
| 2.4
| 61
| 33
| 0.58
|
Slip>Thresh
| false
| null | null | 0
|
ARCA>NASDAQ
|
MKT
| 86.4
| 90
| 0
| 95
| 41
| 21
| 32
| null | null |
Stable book; normal liquidity
|
X000338
|
2025-12-08 14:32:07
|
TSLA
|
Sell
| 66,119
| 306.14
| 20,241,670.66
| 1.9
| 0.205
|
Low
| 19
| 25
| -0
|
NYSE>IEX>ARCA>BATS>EDGX
|
VWAP
| 2
|
PO
| 6.1
| 88
| 15
| 0.55
|
LiqDrop
| false
| null | null | 0
|
NYSE>IEX>ARCA>BATS>EDGX
|
PO
| 41.1
| 86
| 1
| 10
| 34
| 21
| 9
| null | null |
Venue switch reduced impact
|
X000339
|
2025-12-02 11:34:36
|
XLF
|
Buy
| 16,027
| 197.1
| 3,158,921.7
| 3.3
| 0.044
|
High
| 11
| 34
| 15.5
|
IEX>ARCA>NYSE>NASDAQ>EDGX
|
Adaptive
| 1
|
LMT
| 3.4
| 65
| 19
| 0.4
|
ToxicitySpike
| false
| null | null | 0
|
IEX>ARCA>NYSE>NASDAQ>EDGX
|
LMT
| 44.7
| 96
| 7.9
| 63
| 6
| 6
| 10
| null | null |
Venue switch reduced impact
|
X000340
|
2025-12-03 14:16:05
|
NFLX
|
Buy
| 19,126
| 37.41
| 715,503.66
| 4.8
| 0.183
|
Low
| 16.4
| 37
| -16.6
|
IEX>NASDAQ>BATS
|
VWAP
| 1
|
LMT
| 5.4
| 66
| 13
| 0.47
|
Slip>Thresh
| false
| null | null | 0
|
IEX>NASDAQ>BATS
|
LMT
| 41
| 85
| 0
| 10
| 24
| -8
| 22
| null | null |
High urgency from PM
|
X000341
|
2025-12-08 15:29:47
|
JPM
|
Buy
| 14,700
| 51.49
| 756,903
| 3.4
| 0.364
|
Low
| 17.4
| 6
| 2.2
|
NYSE>NASDAQ
|
IS
| 4
|
MKT
| 11
| 68
| 28
| 0.61
|
ToxicitySpike
| false
| null | null | 0
|
NYSE>NASDAQ
|
MKT
| 3.2
| 96
| 6.9
| 121
| 32
| 18
| -29
|
PositionLimitNear
| null |
Paused due to data glitch
|
X000342
|
2025-12-26 13:52:08
|
AMD
|
Sell
| 18,783
| 111.3
| 2,090,547.9
| 2.4
| 0.524
|
Low
| 35.9
| 5
| -2.2
|
BATS>ARCA>NYSE>IEX>NASDAQ
|
VWAP
| 1
|
LMT
| 8.5
| 66
| 33
| 0.8
|
ToxicitySpike
| false
| null | null | 0
|
BATS>ARCA>NYSE>IEX>NASDAQ
|
LMT
| 59.7
| 95
| 10.9
| 10
| -11
| -32
| -21
|
Watchlist
| null |
High urgency from PM
|
X000343
|
2025-12-24 10:45:36
|
KO
|
Sell
| 1,525
| 139.93
| 213,393.25
| 3.6
| 0.038
|
High
| 7
| 38
| -21.7
|
IEX>NYSE>BATS>NASDAQ>EDGX
|
POV
| 5
|
MKT
| 6.4
| 60
| 17
| 0.52
|
Slip>Thresh
| false
| null | null | 0
|
IEX>NYSE>BATS>NASDAQ>EDGX
|
MKT
| 54.2
| 94
| 12
| 91
| 36
| -29
| -23
| null | null |
High urgency from PM
|
X000344
|
2025-12-01 10:46:58
|
UNH
|
Sell
| 14,203
| 104.44
| 1,483,361.32
| 1.5
| 0.062
|
High
| 16.4
| 4
| 13.5
|
NYSE>IEX>NASDAQ
|
VWAP
| 3
|
MKT
| 6.4
| 67
| 15
| 0.83
|
LiqDrop
| false
| null | null | 0
|
NYSE>IEX>NASDAQ
|
MKT
| 24.7
| 93
| 6.7
| 43
| 45
| 11
| 23
| null | null |
Toxic prints; widened spread
|
X000345
|
2025-12-12 14:21:40
|
XLV
|
Buy
| 64,553
| 239.54
| 15,463,025.62
| 1.3
| 0.181
|
High
| 5.5
| 3
| 15.5
|
ARCA>NASDAQ>BATS>IEX
|
Adaptive
| 1
|
LMT
| 1.6
| 82
| 22
| 0.45
|
Slip>Thresh
| false
| null | null | 0
|
ARCA>NASDAQ>BATS>IEX
|
LMT
| 0.2
| 91
| 6.1
| 71
| 38
| -27
| -1
| null | null |
High urgency from PM
|
X000346
|
2025-12-04 10:46:35
|
XLB
|
Sell
| 100,900
| 37.52
| 3,785,768
| 2.1
| 0.257
|
Low
| 15.8
| 29
| -23.1
|
EDGX>NYSE>ARCA>NASDAQ
|
IS
| 5
|
PO
| 9.1
| 125
| 16
| 0.81
|
Multi
| false
| null | null | 0
|
EDGX>NYSE>ARCA>NASDAQ
|
PO
| 39.7
| 98
| 25.8
| 66
| -15
| -31
| 1
| null | null |
High urgency from PM
|
X000347
|
2025-11-29 12:52:50
|
XLK
|
Sell
| 41,416
| 264.95
| 10,973,169.2
| 1.8
| 0.116
|
Medium
| 14.4
| 20
| -13.1
|
BATS>ARCA>IEX>NASDAQ>NYSE
|
Adaptive
| 2
|
LMT
| 4.1
| 77
| 27
| 0.84
|
LiqDrop
| false
| null | null | 0
|
BATS>ARCA>IEX>NASDAQ>NYSE
|
LMT
| 71.5
| 100
| 7.8
| 10
| -2
| 14
| 23
|
NoShort
| null |
High urgency from PM
|
X000348
|
2025-12-12 09:35:27
|
MA
|
Sell
| 27,241
| 63.91
| 1,740,972.31
| 0.9
| 0.116
|
Ultra
| 6.3
| 25
| -30.1
|
ARCA>NYSE>NASDAQ
|
TWAP
| 2
|
MKT
| 2.5
| 71
| 13
| 0.73
|
Slip>Thresh
| false
| null | null | 0
|
ARCA>NYSE>NASDAQ
|
MKT
| 59.1
| 87
| 0
| 62
| -20
| -27
| 21
| null | null |
Paused due to data glitch
|
X000349
|
2025-11-21 13:37:33
|
XLU
|
Buy
| 17,165
| 174.58
| 2,996,665.7
| 1.8
| 0.055
|
Medium
| 21.4
| 7
| -19.9
|
IEX>EDGX>BATS>NASDAQ>ARCA
|
IS
| 5
|
MKT
| 12.3
| 71
| 29
| 0.47
|
Slip>Thresh
| true
|
SlippageAboveThreshold
|
Cross
| 13
|
IEX>EDGX>BATS>NASDAQ>ARCA
|
MKT>LMT
| 57.9
| 97
| 23
| 61
| 48
| 20
| 21
|
PositionLimitNear
| null |
Stable book; normal liquidity
|
X000350
|
2025-11-30 09:59:07
|
CVX
|
Buy
| 9,365
| 75.38
| 705,933.7
| 1.4
| 0.056
|
Ultra
| 9.2
| 7
| -20.1
|
ARCA>NYSE>EDGX>BATS
|
IS
| 5
|
IOC
| 5.7
| 66
| 34
| 0.66
|
Slip>Thresh
| false
| null | null | 0
|
ARCA>NYSE>EDGX>BATS
|
IOC
| 28.5
| 99
| 4.3
| 73
| 35
| -28
| -39
| null | null |
High urgency from PM
|
X000351
|
2025-11-30 09:35:54
|
GOOGL
|
Sell
| 81,969
| 106.66
| 8,742,813.54
| 1.4
| 0.244
|
Low
| 24.9
| 35
| -15.3
|
NYSE>EDGX>BATS>NASDAQ
|
Adaptive
| 5
|
PO
| 9.9
| 113
| 21
| 0.62
|
Multi
| false
| null | null | 0
|
NYSE>EDGX>BATS>NASDAQ
|
PO
| 9.3
| 92
| 0
| 198
| 27
| 13
| 15
| null | null |
Toxic prints; widened spread
|
X000352
|
2025-11-06 13:45:00
|
QQQ
|
Sell
| 10,207
| 395.15
| 4,033,296.05
| 1
| 0.032
|
Ultra
| 18.2
| 17
| 20.3
|
NYSE>IEX>NASDAQ
|
Adaptive
| 5
|
LMT
| 6.4
| 66
| 21
| 0.48
|
Slip>Thresh
| false
| null | null | 0
|
NYSE>IEX>NASDAQ
|
LMT
| 85.2
| 100
| 6.1
| 57
| 36
| -34
| -7
|
NoShort
| null |
Stable book; normal liquidity
|
X000353
|
2025-10-28 10:34:06
|
TSLA
|
Buy
| 31,946
| 249.89
| 7,982,985.94
| 1.4
| 0.099
|
High
| 8.1
| 3
| -27.4
|
NYSE>ARCA>BATS>EDGX>NASDAQ
|
TWAP
| 2
|
IOC
| 3.2
| 73
| 31
| 0.65
|
Multi
| false
| null | null | 0
|
NYSE>ARCA>BATS>EDGX>NASDAQ
|
IOC
| 91.4
| 96
| 20.6
| 41
| -15
| -15
| -16
| null | null |
Stable book; normal liquidity
|
X000354
|
2025-11-04 14:33:58
|
BRK.B
|
Sell
| 13,361
| 69.69
| 931,128.09
| 2.2
| 0.061
|
Ultra
| 6
| 21
| -13
|
IEX>ARCA>NYSE
|
VWAP
| 3
|
LMT
| 2.8
| 66
| 16
| 0.51
|
LiqDrop
| false
| null | null | 0
|
IEX>ARCA>NYSE
|
LMT
| 20.1
| 95
| 4.8
| 65
| 52
| -13
| 40
|
Watchlist
| null |
Venue switch reduced impact
|
X000355
|
2025-12-19 12:04:21
|
NFLX
|
Sell
| 50,976
| 273.91
| 13,962,836.16
| 4.3
| 0.487
|
Low
| 10.6
| 17
| -21.2
|
ARCA>BATS>IEX>NASDAQ
|
Adaptive
| 3
|
LMT
| 5.1
| 85
| 26
| 0.8
|
LiqDrop
| false
| null | null | 0
|
ARCA>BATS>IEX>NASDAQ
|
LMT
| 28
| 91
| 0
| 106
| 49
| 15
| -2
|
Watchlist
| null |
Paused due to data glitch
|
X000356
|
2025-12-19 11:17:15
|
XLB
|
Sell
| 48,425
| 213.08
| 10,318,399
| 2.1
| 0.123
|
Low
| 19.8
| 28
| -30
|
NYSE>NASDAQ>IEX>EDGX>ARCA
|
Adaptive
| 3
|
MKT
| 7.5
| 84
| 31
| 0.73
|
Multi
| false
| null | null | 0
|
NYSE>NASDAQ>IEX>EDGX>ARCA
|
MKT
| 88.3
| 89
| 6.6
| 83
| 27
| 0
| -1
| null | null |
Stable book; normal liquidity
|
X000357
|
2025-12-20 14:19:02
|
XLV
|
Buy
| 77,010
| 260.61
| 20,069,576.1
| 1.8
| 0.216
|
Low
| 18.1
| 35
| 11.1
|
NYSE>EDGX>IEX
|
TWAP
| 1
|
IOC
| 5.5
| 86
| 34
| 0.42
|
Slip>Thresh
| false
| null | null | 0
|
NYSE>EDGX>IEX
|
IOC
| 44.9
| 95
| 23.9
| 108
| 51
| 4
| 38
| null | null |
Stable book; normal liquidity
|
X000358
|
2025-12-07 14:07:01
|
XLV
|
Buy
| 165,528
| 54.08
| 8,951,754.24
| 1.1
| 0.465
|
Medium
| 7.7
| 39
| 15.9
|
ARCA>NYSE>IEX>EDGX>BATS
|
Adaptive
| 3
|
IOC
| 3.1
| 142
| 20
| 0.59
|
Slip>Thresh
| false
| null | null | 0
|
ARCA>NYSE>IEX>EDGX>BATS
|
IOC
| 1.6
| 95
| 10.6
| 181
| 20
| -28
| 13
| null | null |
Toxic prints; widened spread
|
X000359
|
2025-12-20 11:35:29
|
PEP
|
Buy
| 6,347
| 164.11
| 1,041,606.17
| 4.1
| 0.02
|
High
| 14.9
| 19
| 33.6
|
NASDAQ>IEX>BATS
|
VWAP
| 3
|
MKT
| 7.6
| 63
| 20
| 0.58
|
Multi
| false
| null | null | 0
|
NASDAQ>IEX>BATS
|
MKT
| 83.5
| 97
| 0
| 79
| -10
| 16
| -1
|
NoShort
| null |
Paused due to data glitch
|
X000360
|
2025-12-10 15:41:15
|
NFLX
|
Sell
| 11,603
| 294.46
| 3,416,619.38
| 2.6
| 0.111
|
Low
| 15.7
| 33
| 6
|
ARCA>NYSE
|
VWAP
| 2
|
MKT
| 6.1
| 64
| 23
| 0.43
|
LiqDrop
| false
| null | null | 0
|
ARCA>NYSE
|
MKT
| 11.9
| 97
| 0
| 64
| -11
| -1
| 40
| null | null |
Venue switch reduced impact
|
X000361
|
2025-10-30 15:06:16
|
CVX
|
Sell
| 63,572
| 37.35
| 2,374,414.2
| 1.3
| 0.377
|
Low
| 9.9
| 21
| 20.3
|
NYSE>EDGX>BATS>NASDAQ>ARCA
|
TWAP
| 1
|
MKT
| 3.4
| 82
| 24
| 0.84
|
ToxicitySpike
| false
| null | null | 0
|
NYSE>EDGX>BATS>NASDAQ>ARCA
|
MKT
| 4.3
| 91
| 0
| 152
| -9
| 18
| 5
| null | null |
Venue switch reduced impact
|
X000362
|
2025-11-06 13:04:00
|
DIS
|
Buy
| 58,277
| 70.81
| 4,126,594.37
| 2.3
| 0.254
|
Medium
| 4.1
| 6
| 28.2
|
EDGX>BATS>NASDAQ
|
IS
| 5
|
PO
| 4.1
| 97
| 15
| 0.77
|
Multi
| false
| null | null | 0
|
EDGX>BATS>NASDAQ
|
PO
| 40.1
| 94
| 3.9
| 80
| 0
| 11
| 15
|
NoShort
| null |
High urgency from PM
|
X000363
|
2025-12-07 12:58:19
|
TLT
|
Sell
| 264,685
| 92.73
| 24,544,240.05
| 3.1
| 0.968
|
Low
| 13.3
| 24
| -25.8
|
EDGX>NYSE>NASDAQ>ARCA>BATS
|
Adaptive
| 5
|
MKT
| 8
| 232
| 14
| 0.42
|
LiqDrop
| false
| null | null | 0
|
EDGX>NYSE>NASDAQ>ARCA>BATS
|
MKT
| 41.8
| 93
| 5
| 171
| 39
| -7
| -2
| null | null |
Stable book; normal liquidity
|
X000364
|
2025-12-10 11:50:49
|
IWM
|
Sell
| 320,282
| 201.38
| 64,498,389.16
| 0.8
| 0.442
|
Medium
| 11.3
| 39
| 18.6
|
NASDAQ>NYSE>ARCA>IEX
|
Adaptive
| 5
|
IOC
| 5
| 268
| 32
| 0.78
|
Multi
| false
| null | null | 0
|
NASDAQ>NYSE>ARCA>IEX
|
IOC
| 10.4
| 94
| 2.6
| 188
| 15
| 28
| -31
| null | null |
High urgency from PM
|
X000365
|
2025-12-25 11:31:37
|
TLT
|
Buy
| 26,821
| 95.34
| 2,557,114.14
| 3
| 0.098
|
Medium
| 12.8
| 37
| -25.8
|
EDGX>BATS
|
IS
| 4
|
LMT
| 6.9
| 75
| 30
| 0.74
|
Slip>Thresh
| false
| null | null | 0
|
EDGX>BATS
|
LMT
| 52.3
| 99
| 0
| 10
| 29
| 17
| 7
| null | null |
Paused due to data glitch
|
X000366
|
2025-12-10 10:58:32
|
XLU
|
Buy
| 46,776
| 218.37
| 10,214,475.12
| 1.5
| 0.15
|
High
| 6.8
| 17
| -8.7
|
NASDAQ>ARCA>NYSE>IEX
|
IS
| 4
|
PO
| 4.1
| 86
| 32
| 0.76
|
Multi
| false
| null | null | 0
|
NASDAQ>ARCA>NYSE>IEX
|
PO
| 7.7
| 94
| 1.9
| 96
| 1
| -33
| -11
| null | null |
Paused due to data glitch
|
X000367
|
2025-12-23 11:41:21
|
BAC
|
Buy
| 42,022
| 168.12
| 7,064,738.64
| 1
| 0.115
|
Medium
| 23.2
| 13
| -11
|
EDGX>ARCA>IEX
|
POV
| 5
|
MKT
| 11.4
| 87
| 28
| 0.42
|
Multi
| false
| null | null | 0
|
EDGX>ARCA>IEX
|
MKT
| 66.4
| 94
| 9
| 93
| 35
| 28
| -11
| null | null |
Stable book; normal liquidity
|
X000368
|
2025-11-19 13:12:38
|
XLP
|
Buy
| 64,061
| 61.77
| 3,957,047.97
| 1.6
| 0.221
|
Low
| 19.8
| 33
| 11.9
|
NYSE>ARCA>BATS>NASDAQ>IEX
|
TWAP
| 1
|
MKT
| 6.1
| 82
| 22
| 0.74
|
Multi
| false
| null | null | 0
|
NYSE>ARCA>BATS>NASDAQ>IEX
|
MKT
| 47.5
| 96
| 20.7
| 113
| 50
| -8
| 6
|
PositionLimitNear
| null |
Toxic prints; widened spread
|
X000369
|
2025-10-28 14:18:14
|
T
|
Buy
| 12,677
| 159.25
| 2,018,812.25
| 2.3
| 0.106
|
Low
| 23.5
| 26
| 18.9
|
BATS>EDGX>NASDAQ
|
VWAP
| 3
|
MKT
| 9.3
| 66
| 28
| 0.84
|
Multi
| false
| null | null | 0
|
BATS>EDGX>NASDAQ
|
MKT
| 72
| 98
| 24.6
| 25
| 56
| -39
| -11
| null | null |
Stable book; normal liquidity
|
X000370
|
2025-12-25 14:04:05
|
XLP
|
Sell
| 17,836
| 241.3
| 4,303,826.8
| 3
| 0.062
|
Low
| 24.3
| 21
| 7.9
|
IEX>ARCA>NASDAQ>EDGX>NYSE
|
Adaptive
| 2
|
LMT
| 6.9
| 67
| 25
| 0.5
|
Slip>Thresh
| false
| null | null | 0
|
IEX>ARCA>NASDAQ>EDGX>NYSE
|
LMT
| 84.9
| 85
| 0
| 64
| 57
| -12
| -25
|
Watchlist
| null |
Toxic prints; widened spread
|
X000371
|
2025-11-29 15:48:45
|
AMZN
|
Sell
| 761
| 214.77
| 163,439.97
| 2.6
| 0.035
|
Medium
| 32.6
| 29
| -35
|
EDGX>IEX>BATS>ARCA>NYSE
|
IS
| 4
|
LMT
| 13.9
| 60
| 24
| 0.54
|
ToxicitySpike
| false
| null | null | 0
|
EDGX>IEX>BATS>ARCA>NYSE
|
LMT
| 4.5
| 87
| 28.6
| 43
| -11
| 8
| 24
| null | null |
High urgency from PM
|
X000372
|
2025-11-10 13:14:28
|
JPM
|
Buy
| 4,256
| 18.53
| 78,863.68
| 3.4
| 0.105
|
Low
| 32.6
| 31
| -29.1
|
ARCA>NASDAQ
|
TWAP
| 1
|
MKT
| 10.4
| 61
| 27
| 0.4
|
ToxicitySpike
| true
|
ToxicitySpike
|
AlgoSwitch
| 18
|
ARCA>NASDAQ
|
MKT>PO
| 90.1
| 97
| 20.2
| 65
| 46
| 12
| -34
| null |
Unknown
|
High urgency from PM
|
X000373
|
2025-12-16 15:12:55
|
MA
|
Sell
| 338,393
| 110
| 37,223,230
| 1.4
| 1.441
|
Low
| 19.1
| 27
| 31.9
|
EDGX>NASDAQ>NYSE
|
IS
| 5
|
LMT
| 9.7
| 279
| 28
| 0.42
|
Slip>Thresh
| false
| null | null | 0
|
EDGX>NASDAQ>NYSE
|
LMT
| 39.3
| 93
| 0
| 268
| 21
| 16
| -6
|
NoShort
| null |
Paused due to data glitch
|
X000374
|
2025-11-19 10:31:55
|
V
|
Buy
| 8,513
| 326.04
| 2,775,578.52
| 3.2
| 0.111
|
Low
| 31.6
| 29
| -12.3
|
EDGX>NASDAQ>NYSE>IEX>ARCA
|
VWAP
| 3
|
LMT
| 10.3
| 64
| 12
| 0.79
|
LiqDrop
| false
| null | null | 0
|
EDGX>NASDAQ>NYSE>IEX>ARCA
|
LMT
| 25.1
| 100
| 16.3
| 30
| 5
| 4
| 23
| null | null |
Venue switch reduced impact
|
X000375
|
2025-11-30 14:22:42
|
JNJ
|
Sell
| 114,165
| 312.12
| 35,633,179.8
| 3.5
| 0.419
|
Low
| 5.8
| 6
| -20
|
NASDAQ>NYSE>BATS>IEX
|
IS
| 5
|
LMT
| 5.4
| 134
| 33
| 0.7
|
ToxicitySpike
| true
|
ToxicitySpike
|
OrderTypeChange
| 15
|
NASDAQ>NYSE>BATS>IEX
|
LMT>IOC
| 86.5
| 89
| 0
| 15
| 32
| 25
| 21
| null | null |
Venue switch reduced impact
|
X000376
|
2025-12-02 09:35:11
|
XLF
|
Sell
| 59,309
| 155.77
| 9,238,562.93
| 3
| 0.162
|
Low
| 23.2
| 23
| -34.5
|
BATS>IEX>EDGX>ARCA>NYSE
|
POV
| 4
|
PO
| 10.9
| 94
| 12
| 0.79
|
Slip>Thresh
| true
|
SlippageAboveThreshold
|
VenueSwitch
| 14
|
BATS>IEX>EDGX>ARCA>NYSE
|
PO>MKT
| 42.9
| 86
| 26.8
| 64
| 51
| 19
| 23
| null | null |
Paused due to data glitch
|
X000377
|
2025-11-30 10:36:26
|
XLI
|
Sell
| 14,912
| 262.49
| 3,914,250.88
| 1.9
| 0.68
|
Low
| 15.7
| 39
| 14.6
|
BATS>NYSE>IEX>NASDAQ>ARCA
|
POV
| 4
|
LMT
| 6.8
| 68
| 13
| 0.85
|
Slip>Thresh
| false
| null | null | 0
|
BATS>NYSE>IEX>NASDAQ>ARCA
|
LMT
| 3.4
| 93
| 0
| 139
| 17
| -14
| -29
| null | null |
Venue switch reduced impact
|
X000378
|
2025-12-13 13:43:59
|
XLE
|
Buy
| 35,127
| 178.03
| 6,253,659.81
| 2.8
| 0.126
|
Medium
| 6.4
| 31
| 4.1
|
NYSE>ARCA
|
VWAP
| 3
|
MKT
| 4
| 77
| 20
| 0.72
|
Multi
| false
| null | null | 0
|
NYSE>ARCA
|
MKT
| 3.1
| 95
| 0
| 45
| 22
| -37
| 16
| null | null |
Stable book; normal liquidity
|
X000379
|
2025-11-09 13:36:34
|
HD
|
Buy
| 23,243
| 317.38
| 7,376,863.34
| 2.1
| 0.09
|
Medium
| 15.7
| 4
| 28.8
|
NYSE>ARCA>IEX>BATS>EDGX
|
TWAP
| 1
|
IOC
| 5
| 68
| 19
| 0.65
|
Slip>Thresh
| false
| null | null | 0
|
NYSE>ARCA>IEX>BATS>EDGX
|
IOC
| 34.5
| 87
| 9
| 10
| -12
| -9
| 38
| null | null |
High urgency from PM
|
X000380
|
2025-12-07 14:41:13
|
XLB
|
Sell
| 52,527
| 329.79
| 17,322,879.33
| 1.3
| 0.134
|
High
| 8.8
| 39
| -11.9
|
IEX>NASDAQ
|
Adaptive
| 5
|
MKT
| 4.5
| 94
| 12
| 0.8
|
Slip>Thresh
| true
|
SlippageAboveThreshold
|
VenueSwitch
| 10
|
IEX>NASDAQ
|
MKT>LMT
| 53.4
| 96
| 20
| 29
| -3
| -39
| -26
|
PositionLimitNear
| null |
Paused due to data glitch
|
X000381
|
2025-11-23 15:49:56
|
AMZN
|
Sell
| 3,774
| 159.3
| 601,198.2
| 1.8
| 0.173
|
Low
| 38.6
| 37
| 7.3
|
NASDAQ>EDGX>BATS>NYSE>ARCA
|
TWAP
| 2
|
PO
| 11.8
| 61
| 18
| 0.44
|
LiqDrop
| true
|
LiquidityDrop
|
VenueSwitch
| 20
|
NASDAQ>EDGX>BATS>NYSE>ARCA
|
PO>IOC
| 87.7
| 94
| 1.9
| 161
| -13
| 23
| 29
| null | null |
Stable book; normal liquidity
|
X000382
|
2025-12-12 12:07:43
|
XLY
|
Buy
| 45,368
| 45.74
| 2,075,132.32
| 2.4
| 0.189
|
Low
| 21.9
| 39
| -23.2
|
EDGX>NASDAQ
|
Adaptive
| 4
|
IOC
| 9
| 86
| 30
| 0.82
|
Multi
| false
| null | null | 0
|
EDGX>NASDAQ
|
IOC
| 30.5
| 86
| 0
| 69
| 46
| -9
| 5
| null | null |
Stable book; normal liquidity
|
X000383
|
2025-12-16 14:54:21
|
GOOGL
|
Buy
| 97,846
| 255.63
| 25,012,372.98
| 1.7
| 0.292
|
Low
| 9.4
| 23
| 21.8
|
NYSE>IEX>BATS>ARCA>EDGX
|
Adaptive
| 3
|
MKT
| 4.1
| 108
| 29
| 0.49
|
ToxicitySpike
| true
|
ToxicitySpike
|
AlgoSwitch
| 12
|
NYSE>IEX>BATS>ARCA>EDGX
|
MKT>PO
| 80.9
| 100
| 12.6
| 61
| 20
| -17
| 31
|
PositionLimitNear
| null |
Toxic prints; widened spread
|
X000384
|
2025-12-20 13:14:33
|
CSCO
|
Buy
| 108,642
| 326.15
| 35,433,588.3
| 3
| 0.273
|
Low
| 9.2
| 13
| 23.8
|
ARCA>NYSE>EDGX>IEX
|
IS
| 4
|
MKT
| 6.9
| 122
| 12
| 0.75
|
ToxicitySpike
| false
| null | null | 0
|
ARCA>NYSE>EDGX>IEX
|
MKT
| 21.3
| 90
| 8.5
| 29
| 52
| 28
| 24
|
NoShort
| null |
Stable book; normal liquidity
|
X000385
|
2025-12-14 15:00:43
|
AMD
|
Sell
| 8,079
| 202.75
| 1,638,017.25
| 1.5
| 0.225
|
Low
| 29.3
| 26
| -16.1
|
NYSE>BATS>NASDAQ>ARCA
|
IS
| 4
|
LMT
| 12
| 64
| 20
| 0.63
|
LiqDrop
| true
|
LiquidityDrop
|
VenueSwitch
| 24
|
NYSE>BATS>NASDAQ>ARCA
|
LMT>MKT
| 53.7
| 87
| 5.8
| 139
| 50
| -40
| -35
| null | null |
Venue switch reduced impact
|
X000386
|
2025-10-31 12:02:24
|
BA
|
Buy
| 20,154
| 130.85
| 2,637,150.9
| 2.7
| 0.067
|
Medium
| 10.7
| 32
| 21.8
|
IEX>NYSE>BATS>ARCA>NASDAQ
|
TWAP
| 2
|
LMT
| 4.1
| 68
| 21
| 0.41
|
LiqDrop
| false
| null | null | 0
|
IEX>NYSE>BATS>ARCA>NASDAQ
|
LMT
| 70
| 94
| 11.2
| 10
| 6
| -5
| -2
| null | null |
Toxic prints; widened spread
|
X000387
|
2025-11-09 12:09:39
|
SPY
|
Buy
| 194,476
| 485.93
| 94,501,722.68
| 0.8
| 0.263
|
Medium
| 10.3
| 8
| -17
|
IEX>BATS>ARCA>NASDAQ>EDGX
|
VWAP
| 3
|
LMT
| 3.3
| 157
| 23
| 0.68
|
Multi
| true
|
MultiTrigger
|
VenueSwitch
| 56
|
IEX>BATS>ARCA>NASDAQ>EDGX
|
LMT>PO
| 88.5
| 92
| 0.2
| 204
| 21
| -38
| 23
| null | null |
Paused due to data glitch
|
X000388
|
2025-11-21 14:12:15
|
BAC
|
Sell
| 62,337
| 138.56
| 8,637,414.72
| 1.9
| 0.17
|
Low
| 15.6
| 12
| 15
|
ARCA>NASDAQ>NYSE
|
TWAP
| 3
|
PO
| 6.2
| 91
| 19
| 0.74
|
Slip>Thresh
| false
| null | null | 0
|
ARCA>NASDAQ>NYSE
|
PO
| 31.3
| 97
| 0.6
| 10
| 60
| -35
| -8
| null | null |
Toxic prints; widened spread
|
X000389
|
2025-12-06 15:29:48
|
XLI
|
Sell
| 8,186
| 20.78
| 170,105.08
| 2.8
| 0.373
|
Low
| 16.2
| 28
| -25.9
|
NASDAQ>EDGX>BATS
|
TWAP
| 1
|
IOC
| 5.6
| 62
| 26
| 0.51
|
LiqDrop
| false
| null | null | 0
|
NASDAQ>EDGX>BATS
|
IOC
| 81.4
| 93
| 3.8
| 69
| 26
| -19
| -9
|
NoShort
|
Throttle
|
Paused due to data glitch
|
X000390
|
2025-10-27 15:28:48
|
MA
|
Buy
| 51,381
| 195.13
| 10,025,974.53
| 1.6
| 0.219
|
Low
| 23.9
| 38
| -31.5
|
BATS>ARCA>IEX
|
TWAP
| 2
|
LMT
| 6.9
| 81
| 34
| 0.82
|
Multi
| false
| null | null | 0
|
BATS>ARCA>IEX
|
LMT
| 87.1
| 88
| 12.3
| 73
| 51
| -29
| 1
|
NoShort
| null |
Stable book; normal liquidity
|
X000391
|
2025-11-21 15:53:41
|
WMT
|
Sell
| 34,280
| 89.55
| 3,069,774
| 4
| 0.106
|
Low
| 21.6
| 12
| -18.1
|
NASDAQ>NYSE>EDGX>BATS>IEX
|
Adaptive
| 2
|
LMT
| 6.7
| 74
| 35
| 0.5
|
ToxicitySpike
| true
|
ToxicitySpike
|
OrderTypeChange
| 12
|
NASDAQ>NYSE>EDGX>BATS>IEX
|
LMT>IOC
| 89
| 62
| 8.2
| 48
| 53
| 2
| -7
| null | null |
Stable book; normal liquidity
|
X000392
|
2025-10-27 12:54:20
|
TSLA
|
Buy
| 60,435
| 42.07
| 2,542,500.45
| 1.1
| 0.188
|
Ultra
| 3.9
| 12
| 11.3
|
ARCA>BATS
|
Adaptive
| 2
|
LMT
| 1.4
| 85
| 19
| 0.57
|
LiqDrop
| false
| null | null | 0
|
ARCA>BATS
|
LMT
| 12.9
| 90
| 1.9
| 84
| 15
| -23
| 8
| null | null |
Stable book; normal liquidity
|
X000393
|
2025-12-15 09:35:27
|
CVX
|
Sell
| 24,562
| 275.12
| 6,757,497.44
| 1.3
| 0.146
|
Low
| 22.5
| 23
| -27.8
|
NASDAQ>ARCA
|
TWAP
| 2
|
LMT
| 6.3
| 70
| 26
| 0.75
|
LiqDrop
| false
| null | null | 0
|
NASDAQ>ARCA
|
LMT
| 64.4
| 100
| 3
| 10
| -17
| -25
| 38
|
NoShort
| null |
Venue switch reduced impact
|
X000394
|
2025-11-28 14:04:39
|
MA
|
Sell
| 121,867
| 235.84
| 28,741,113.28
| 0.7
| 0.519
|
Low
| 21.4
| 19
| -13.6
|
IEX>BATS>EDGX>NYSE>NASDAQ
|
VWAP
| 1
|
LMT
| 4.8
| 102
| 21
| 0.64
|
LiqDrop
| false
| null | null | 0
|
IEX>BATS>EDGX>NYSE>NASDAQ
|
LMT
| 95.4
| 97
| 0
| 148
| -17
| 26
| 27
|
PositionLimitNear
| null |
High urgency from PM
|
X000395
|
2025-12-09 09:35:19
|
TLT
|
Buy
| 35,526
| 92.33
| 3,280,115.58
| 3.5
| 0.13
|
Low
| 19.1
| 8
| 10.9
|
NASDAQ>ARCA>IEX>BATS
|
Adaptive
| 1
|
LMT
| 5.1
| 72
| 31
| 0.43
|
LiqDrop
| false
| null | null | 0
|
NASDAQ>ARCA>IEX>BATS
|
LMT
| 78.3
| 86
| 0
| 36
| 41
| -33
| 13
| null | null |
Venue switch reduced impact
|
X000396
|
2025-11-10 15:33:24
|
AMD
|
Buy
| 2,682
| 42.54
| 114,092.28
| 1.7
| 0.075
|
Medium
| 22.7
| 23
| 14.5
|
NYSE>EDGX>ARCA>BATS
|
Adaptive
| 3
|
LMT
| 6.7
| 61
| 30
| 0.69
|
LiqDrop
| false
| null | null | 0
|
NYSE>EDGX>ARCA>BATS
|
LMT
| 32.7
| 91
| 0
| 85
| 45
| -28
| -14
| null | null |
Toxic prints; widened spread
|
X000397
|
2025-12-24 14:00:28
|
AMD
|
Buy
| 8,861
| 69.56
| 616,371.16
| 1.7
| 0.247
|
Low
| 32.3
| 21
| -30
|
ARCA>BATS>NASDAQ>IEX
|
Adaptive
| 5
|
MKT
| 13.9
| 65
| 33
| 0.63
|
ToxicitySpike
| false
| null | null | 0
|
ARCA>BATS>NASDAQ>IEX
|
MKT
| 10.8
| 88
| 0
| 10
| 16
| -28
| 11
| null | null |
Toxic prints; widened spread
|
X000398
|
2025-11-06 15:55:42
|
XLY
|
Sell
| 53,788
| 91.62
| 4,928,056.56
| 1.2
| 0.224
|
Medium
| 7.8
| 38
| 10.4
|
NYSE>NASDAQ
|
VWAP
| 1
|
LMT
| 2.2
| 78
| 23
| 0.5
|
ToxicitySpike
| false
| null | null | 0
|
NYSE>NASDAQ
|
LMT
| 42
| 95
| 5.5
| 87
| 55
| -39
| 17
| null | null |
Stable book; normal liquidity
|
X000399
|
2025-11-26 14:11:42
|
UNH
|
Sell
| 39,380
| 330.94
| 13,032,417.2
| 1.5
| 0.173
|
Medium
| 13.7
| 18
| -31.1
|
NASDAQ>IEX
|
IS
| 5
|
MKT
| 8.3
| 85
| 18
| 0.53
|
LiqDrop
| false
| null | null | 0
|
NASDAQ>IEX
|
MKT
| 49.6
| 92
| 9
| 105
| 53
| -24
| 2
| null | null |
Toxic prints; widened spread
|
X000400
|
2025-12-01 15:55:56
|
HD
|
Sell
| 37,418
| 39.26
| 1,469,030.68
| 2
| 0.145
|
Medium
| 8.8
| 18
| 1.6
|
NYSE>IEX
|
Adaptive
| 3
|
MKT
| 4
| 78
| 35
| 0.46
|
Slip>Thresh
| false
| null | null | 0
|
NYSE>IEX
|
MKT
| 80.5
| 95
| 17.2
| 28
| 34
| -17
| -10
|
NoShort
| null |
High urgency from PM
|
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