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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X003201 | 2025-12-05 09:39:13 | XLB | Sell | 421,633 | 94.73 | 39,941,294.09 | 1.4 | 1.074 | Low | 3.6 | 15 | -8.9 | NASDAQ>NYSE>ARCA>IEX>BATS | Adaptive | 5 | MKT | 3 | 320 | 27 | 0.49 | Multi | false | null | null | 0 | NASDAQ>NYSE>ARCA>IEX>BATS | MKT | 73.4 | 86 | 0 | 275 | -17 | -20 | 29 | null | null | High urgency from PM |
X003202 | 2025-12-26 12:48:37 | BA | Sell | 71,937 | 313.4 | 22,545,055.8 | 1.3 | 0.24 | Medium | 6.3 | 7 | 5 | NYSE>NASDAQ>ARCA | TWAP | 2 | PO | 2.6 | 90 | 31 | 0.58 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ>ARCA | PO | 39.6 | 100 | 4.7 | 111 | 28 | 9 | -9 | null | PriceBand | High urgency from PM |
X003203 | 2025-12-18 13:00:45 | DIS | Buy | 61,017 | 258.65 | 15,782,047.05 | 1.2 | 0.266 | Medium | 11.4 | 22 | 13.9 | IEX>EDGX>NASDAQ>NYSE | IS | 4 | LMT | 5.2 | 95 | 21 | 0.63 | Slip>Thresh | false | null | null | 0 | IEX>EDGX>NASDAQ>NYSE | LMT | 2.5 | 93 | 3.3 | 97 | 4 | 18 | -34 | null | PriceBand | Stable book; normal liquidity |
X003204 | 2025-11-18 13:19:03 | NKE | Sell | 22,351 | 54.77 | 1,224,164.27 | 2.9 | 0.104 | Low | 19 | 23 | -16.2 | NASDAQ>EDGX>NYSE | Adaptive | 3 | IOC | 7.4 | 71 | 31 | 0.48 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX>NYSE | IOC | 99 | 91 | 22.7 | 47 | 54 | 21 | -1 | null | null | Toxic prints; widened spread |
X003205 | 2025-11-13 13:03:44 | CVX | Sell | 38,656 | 191.58 | 7,405,716.48 | 0.9 | 0.229 | Medium | 15.9 | 28 | -33.6 | BATS>IEX>ARCA | IS | 4 | LMT | 6.6 | 82 | 14 | 0.83 | Slip>Thresh | false | null | null | 0 | BATS>IEX>ARCA | LMT | 62.2 | 98 | 11.5 | 88 | 31 | 8 | -35 | null | null | Toxic prints; widened spread |
X003206 | 2025-12-10 11:15:28 | XLY | Buy | 25,750 | 215.77 | 5,556,077.5 | 2 | 0.107 | Low | 21.7 | 35 | 22.4 | IEX>NASDAQ>BATS | VWAP | 2 | LMT | 6.2 | 70 | 28 | 0.67 | ToxicitySpike | false | null | null | 0 | IEX>NASDAQ>BATS | LMT | 30.7 | 87 | 7.3 | 83 | -11 | 6 | 35 | null | null | Toxic prints; widened spread |
X003207 | 2025-11-15 15:27:09 | DIS | Buy | 26,502 | 323.36 | 8,569,686.72 | 2.3 | 0.116 | High | 3.3 | 11 | 2.7 | IEX>BATS | TWAP | 2 | IOC | 2.3 | 71 | 26 | 0.68 | Slip>Thresh | false | null | null | 0 | IEX>BATS | IOC | 2.9 | 88 | 3.6 | 41 | -19 | 17 | -6 | null | VenueReject | Toxic prints; widened spread |
X003208 | 2025-12-24 15:42:43 | SPY | Buy | 24,066 | 483.98 | 11,647,462.68 | 1.7 | 0.033 | High | 17.7 | 9 | 7.5 | IEX>ARCA | TWAP | 2 | IOC | 6.1 | 70 | 19 | 0.69 | LiqDrop | false | null | null | 0 | IEX>ARCA | IOC | 25.5 | 100 | 9.9 | 55 | 49 | -39 | -29 | null | null | Paused due to data glitch |
X003209 | 2025-12-26 10:46:42 | JNJ | Sell | 56,526 | 331.74 | 18,751,935.24 | 3 | 0.208 | Low | 18.3 | 17 | 6.2 | EDGX>IEX>NYSE>NASDAQ | VWAP | 2 | MKT | 7.1 | 84 | 17 | 0.74 | Multi | false | null | null | 0 | EDGX>IEX>NYSE>NASDAQ | MKT | 50.3 | 86 | 5.3 | 82 | 3 | 17 | 21 | NoShort | null | Toxic prints; widened spread |
X003210 | 2025-11-07 09:36:12 | JNJ | Sell | 74,645 | 325.27 | 24,279,779.15 | 4.8 | 0.274 | Low | 19.7 | 23 | 10.9 | NYSE>BATS>IEX | Adaptive | 1 | LMT | 5.8 | 86 | 19 | 0.55 | LiqDrop | false | null | null | 0 | NYSE>BATS>IEX | LMT | 27.3 | 87 | 6.5 | 145 | -18 | -8 | -39 | PositionLimitNear | null | High urgency from PM |
X003211 | 2025-12-23 13:03:28 | LQD | Buy | 54,852 | 114.15 | 6,261,355.8 | 1.4 | 0.27 | Low | 24.3 | 35 | -32.2 | ARCA>NASDAQ>NYSE | IS | 5 | MKT | 13.5 | 95 | 24 | 0.71 | Slip>Thresh | true | SlippageAboveThreshold | Pause | 12 | ARCA>NASDAQ>NYSE | MKT>IOC | 57.8 | 92 | 19.5 | 40 | 36 | -22 | 9 | Watchlist | null | Stable book; normal liquidity |
X003212 | 2025-12-11 11:13:09 | LQD | Sell | 22,361 | 111.7 | 2,497,723.7 | 1.6 | 0.11 | High | 6.3 | 4 | 14.5 | BATS>NYSE>IEX>NASDAQ | IS | 4 | PO | 3.9 | 72 | 26 | 0.64 | Slip>Thresh | false | null | null | 0 | BATS>NYSE>IEX>NASDAQ | PO | 74.1 | 90 | 0 | 93 | 28 | -2 | 33 | null | null | Venue switch reduced impact |
X003213 | 2025-11-02 11:54:36 | XLB | Sell | 20,486 | 52.93 | 1,084,323.98 | 1.8 | 0.052 | Ultra | 3.5 | 9 | 21.7 | NASDAQ>IEX>BATS>EDGX | TWAP | 1 | LMT | 1.6 | 67 | 25 | 0.41 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX>BATS>EDGX | LMT | 21 | 98 | 2.9 | 78 | -1 | 26 | 35 | null | null | Venue switch reduced impact |
X003214 | 2025-11-25 15:32:56 | BRK.B | Buy | 270,008 | 47.55 | 12,838,880.4 | 1.7 | 1.227 | Low | 19.6 | 16 | -25.8 | NYSE>BATS | Adaptive | 2 | PO | 6.1 | 174 | 30 | 0.78 | Multi | false | null | null | 0 | NYSE>BATS | PO | 75.5 | 94 | 12.5 | 96 | 55 | -16 | -38 | PositionLimitNear | null | Toxic prints; widened spread |
X003215 | 2025-11-09 10:58:18 | TLT | Buy | 86,168 | 95.51 | 8,229,905.68 | 2.9 | 0.315 | Low | 22.1 | 39 | -26.9 | NASDAQ>IEX>NYSE>EDGX | Adaptive | 4 | LMT | 8.1 | 109 | 24 | 0.55 | ToxicitySpike | true | ToxicitySpike | Pause | 15 | NASDAQ>IEX>NYSE>EDGX | LMT>PO | 96 | 95 | 7.3 | 71 | 11 | 3 | 20 | PositionLimitNear | null | High urgency from PM |
X003216 | 2025-11-01 14:25:53 | NVDA | Sell | 4,005 | 329.65 | 1,320,248.25 | 1.7 | 0.104 | Medium | 20.5 | 8 | 6 | NYSE>ARCA>NASDAQ>IEX | TWAP | 3 | IOC | 7.9 | 62 | 18 | 0.8 | LiqDrop | false | null | null | 0 | NYSE>ARCA>NASDAQ>IEX | IOC | 78.6 | 92 | 3.3 | 44 | -12 | 8 | -31 | null | null | Stable book; normal liquidity |
X003217 | 2025-11-07 15:37:44 | PEP | Buy | 54,631 | 198.47 | 10,842,614.57 | 4.2 | 0.173 | Low | 25 | 12 | -24.7 | BATS>ARCA>EDGX>NYSE | VWAP | 1 | MKT | 8.4 | 79 | 27 | 0.53 | LiqDrop | false | null | null | 0 | BATS>ARCA>EDGX>NYSE | MKT | 44.9 | 92 | 0 | 142 | 50 | -8 | 27 | null | null | Stable book; normal liquidity |
X003218 | 2025-11-07 13:23:38 | XLP | Buy | 37,730 | 223.7 | 8,440,201 | 3.1 | 0.13 | Medium | 8.9 | 24 | -32.1 | IEX>BATS | VWAP | 3 | LMT | 4.1 | 78 | 33 | 0.78 | LiqDrop | false | null | null | 0 | IEX>BATS | LMT | 46.2 | 99 | 0 | 34 | 21 | -17 | 32 | null | null | High urgency from PM |
X003219 | 2025-11-19 09:35:01 | XLE | Sell | 15,105 | 42.18 | 637,128.9 | 2.7 | 0.054 | High | 8.8 | 11 | -15.7 | EDGX>ARCA | TWAP | 1 | MKT | 3.7 | 65 | 14 | 0.61 | Multi | false | null | null | 0 | EDGX>ARCA | MKT | 49.9 | 96 | 0 | 57 | 42 | -21 | 28 | null | null | Stable book; normal liquidity |
X003220 | 2025-11-04 11:15:13 | BA | Buy | 22,789 | 223.3 | 5,088,783.7 | 2.9 | 0.076 | Low | 20.9 | 33 | 14 | NASDAQ>ARCA | VWAP | 2 | LMT | 6.4 | 69 | 35 | 0.56 | Multi | false | null | null | 0 | NASDAQ>ARCA | LMT | 0.1 | 89 | 16 | 90 | 49 | 29 | -22 | null | null | High urgency from PM |
X003221 | 2025-11-11 11:40:59 | JPM | Buy | 4,558 | 247.3 | 1,127,193.4 | 4.3 | 0.113 | Low | 9 | 27 | 25.3 | ARCA>EDGX>NASDAQ>NYSE | Adaptive | 2 | MKT | 4.9 | 61 | 19 | 0.65 | LiqDrop | false | null | null | 0 | ARCA>EDGX>NASDAQ>NYSE | MKT | 32.7 | 91 | 6.1 | 10 | 35 | -13 | 16 | null | null | Toxic prints; widened spread |
X003222 | 2025-11-07 10:49:57 | VZ | Buy | 9,097 | 88.18 | 802,173.46 | 3.9 | 0.078 | Medium | 11.1 | 39 | 3.5 | IEX>ARCA>EDGX | TWAP | 3 | LMT | 5.4 | 64 | 12 | 0.69 | ToxicitySpike | false | null | null | 0 | IEX>ARCA>EDGX | LMT | 72.6 | 91 | 9.2 | 87 | -1 | -25 | 26 | NoShort | null | Paused due to data glitch |
X003223 | 2025-12-25 15:31:40 | NKE | Buy | 255,830 | 223.92 | 57,285,453.6 | 3.7 | 1.189 | Low | 3.6 | 28 | 12.8 | ARCA>IEX>BATS>NASDAQ>EDGX | Adaptive | 5 | LMT | 4 | 226 | 24 | 0.48 | ToxicitySpike | false | null | null | 0 | ARCA>IEX>BATS>NASDAQ>EDGX | LMT | 37.5 | 99 | 0 | 158 | 30 | -29 | -17 | NoShort | null | Toxic prints; widened spread |
X003224 | 2025-10-29 11:28:08 | JPM | Buy | 1,408 | 335.76 | 472,750.08 | 2.8 | 0.035 | Ultra | 6 | 29 | 12.1 | EDGX>ARCA | IS | 4 | MKT | 5.2 | 60 | 23 | 0.83 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 10 | EDGX>ARCA | MKT>IOC | 98 | 94 | 4.6 | 37 | -19 | 28 | 24 | null | null | Venue switch reduced impact |
X003225 | 2025-11-27 10:48:21 | NVDA | Sell | 14,418 | 349.4 | 5,037,649.2 | 1.4 | 0.373 | Low | 7.7 | 33 | 1.1 | NASDAQ>IEX>BATS>ARCA | VWAP | 2 | LMT | 2.6 | 66 | 28 | 0.65 | Multi | false | null | null | 0 | NASDAQ>IEX>BATS>ARCA | LMT | 58.5 | 96 | 9.8 | 121 | -16 | -1 | 31 | NoShort | null | Venue switch reduced impact |
X003226 | 2025-10-29 11:52:51 | JPM | Sell | 4,737 | 268 | 1,269,516 | 2.7 | 0.117 | Low | 19.1 | 4 | 17.7 | NASDAQ>EDGX>NYSE>IEX | POV | 4 | MKT | 10 | 62 | 32 | 0.53 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX>NYSE>IEX | MKT | 8.6 | 88 | 25.7 | 25 | 13 | 12 | 20 | null | null | Venue switch reduced impact |
X003227 | 2025-11-05 15:29:30 | NVDA | Buy | 2,406 | 179.48 | 431,828.88 | 1.1 | 0.062 | High | 17.2 | 7 | 18.5 | EDGX>NYSE>ARCA>BATS | TWAP | 2 | IOC | 5.7 | 61 | 14 | 0.63 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 13 | EDGX>NYSE>ARCA>BATS | IOC>LMT | 86.1 | 88 | 9.9 | 50 | -14 | -27 | 35 | null | null | Venue switch reduced impact |
X003228 | 2025-12-09 12:35:25 | META | Buy | 66,637 | 165.8 | 11,048,414.6 | 0.8 | 0.186 | Ultra | 3.9 | 6 | 10.4 | NASDAQ>EDGX | IS | 4 | PO | 2.3 | 98 | 25 | 0.43 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX | PO | 73.6 | 95 | 0 | 95 | 60 | 28 | -37 | NoShort | null | Toxic prints; widened spread |
X003229 | 2025-11-18 09:46:12 | HYG | Sell | 9,864 | 76.95 | 759,034.8 | 1.4 | 0.054 | Ultra | 3.9 | 17 | 25.3 | BATS>NASDAQ>ARCA>NYSE>EDGX | POV | 4 | IOC | 2.6 | 65 | 25 | 0.68 | Multi | false | null | null | 0 | BATS>NASDAQ>ARCA>NYSE>EDGX | IOC | 80.9 | 90 | 3.2 | 70 | 34 | 24 | -10 | null | null | Toxic prints; widened spread |
X003230 | 2025-10-31 09:35:42 | KO | Sell | 4,495 | 321.29 | 1,444,198.55 | 3.3 | 0.112 | Low | 17.3 | 9 | 7.2 | BATS>EDGX>NYSE>IEX>ARCA | TWAP | 3 | LMT | 6.9 | 62 | 19 | 0.54 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 11 | BATS>EDGX>NYSE>IEX>ARCA | LMT>PO | 95 | 88 | 0 | 51 | 5 | -25 | -6 | null | null | Venue switch reduced impact |
X003231 | 2025-11-23 14:07:53 | GOOGL | Buy | 114,567 | 67.55 | 7,739,000.85 | 1.2 | 0.341 | Low | 24.9 | 17 | 4.5 | NASDAQ>EDGX>BATS>NYSE | Adaptive | 1 | PO | 6 | 100 | 22 | 0.8 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX>BATS>NYSE | PO | 84.4 | 96 | 15.7 | 109 | -12 | 30 | 24 | null | null | High urgency from PM |
X003232 | 2025-11-17 10:50:16 | DIS | Sell | 83,008 | 353.99 | 29,384,001.92 | 2 | 0.362 | Low | 18.2 | 17 | -18.2 | EDGX>IEX>BATS | TWAP | 2 | LMT | 5.7 | 95 | 12 | 0.76 | Slip>Thresh | true | SlippageAboveThreshold | OrderTypeChange | 11 | EDGX>IEX>BATS | LMT>PO | 74.7 | 95 | 11.1 | 127 | 42 | -10 | 2 | null | null | Stable book; normal liquidity |
X003233 | 2025-10-28 13:47:29 | PFE | Buy | 123,497 | 123.19 | 15,213,595.43 | 3.3 | 0.336 | Low | 24.2 | 26 | 18.4 | IEX>NYSE>BATS>NASDAQ | VWAP | 2 | LMT | 7.4 | 112 | 13 | 0.7 | LiqDrop | false | null | null | 0 | IEX>NYSE>BATS>NASDAQ | LMT | 62.3 | 90 | 0 | 146 | -8 | 26 | -32 | PositionLimitNear | null | Venue switch reduced impact |
X003234 | 2025-12-12 13:12:27 | PFE | Buy | 220,696 | 20.89 | 4,610,339.44 | 1.5 | 0.6 | Medium | 3.5 | 25 | 14.9 | IEX>ARCA>BATS>EDGX | Adaptive | 5 | LMT | 2.3 | 203 | 31 | 0.43 | Slip>Thresh | false | null | null | 0 | IEX>ARCA>BATS>EDGX | LMT | 20.4 | 99 | 0.2 | 119 | -6 | -29 | -24 | Watchlist | null | Stable book; normal liquidity |
X003235 | 2025-11-22 09:39:44 | BRK.B | Sell | 21,886 | 55.18 | 1,207,669.48 | 2.7 | 0.099 | Low | 21.1 | 36 | 34 | NYSE>BATS>ARCA | VWAP | 1 | LMT | 5.5 | 67 | 17 | 0.81 | ToxicitySpike | false | null | null | 0 | NYSE>BATS>ARCA | LMT | 24.7 | 96 | 6.6 | 98 | 43 | -7 | 16 | null | null | Toxic prints; widened spread |
X003236 | 2025-12-02 11:51:03 | PFE | Buy | 10,024 | 168.43 | 1,688,342.32 | 2 | 0.027 | Ultra | 9.6 | 32 | 5.2 | BATS>NYSE>EDGX>ARCA | TWAP | 3 | IOC | 4.5 | 65 | 30 | 0.66 | Slip>Thresh | false | null | null | 0 | BATS>NYSE>EDGX>ARCA | IOC | 98.9 | 90 | 0.2 | 57 | 31 | -35 | -35 | null | null | High urgency from PM |
X003237 | 2025-12-15 15:14:39 | T | Sell | 24,799 | 93.46 | 2,317,714.54 | 4.5 | 0.207 | Low | 23.9 | 31 | 22 | ARCA>NASDAQ | TWAP | 2 | IOC | 9.6 | 70 | 32 | 0.61 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ | IOC | 50.5 | 85 | 0 | 104 | -14 | -26 | -2 | null | Unknown | Stable book; normal liquidity |
X003238 | 2025-11-08 09:58:37 | XLU | Buy | 39,485 | 244.96 | 9,672,245.6 | 1.2 | 0.126 | High | 8.2 | 9 | -7.8 | NYSE>NASDAQ>ARCA>IEX | POV | 4 | LMT | 3.6 | 82 | 33 | 0.42 | Multi | false | null | null | 0 | NYSE>NASDAQ>ARCA>IEX | LMT | 2 | 97 | 0 | 48 | 54 | 14 | -5 | null | null | Toxic prints; widened spread |
X003239 | 2025-11-23 10:09:37 | XLP | Buy | 69,058 | 193.13 | 13,337,171.54 | 1.8 | 0.239 | Low | 11.4 | 23 | -32 | ARCA>NYSE>EDGX | VWAP | 1 | MKT | 3.8 | 84 | 18 | 0.82 | LiqDrop | false | null | null | 0 | ARCA>NYSE>EDGX | MKT | 24.8 | 98 | 0 | 66 | -8 | 0 | -31 | Watchlist | null | Toxic prints; widened spread |
X003240 | 2025-11-22 11:14:11 | XLE | Buy | 70,359 | 182.45 | 12,836,999.55 | 3.4 | 0.252 | Low | 18.2 | 39 | -22.8 | ARCA>BATS | Adaptive | 3 | PO | 7.2 | 95 | 28 | 0.82 | ToxicitySpike | false | null | null | 0 | ARCA>BATS | PO | 32.7 | 100 | 0 | 58 | 1 | 2 | -17 | null | null | High urgency from PM |
X003241 | 2025-11-14 10:44:02 | KO | Sell | 12,437 | 83.76 | 1,041,723.12 | 2.8 | 0.31 | Low | 25 | 26 | 0.2 | NASDAQ>EDGX>IEX | TWAP | 1 | LMT | 6.7 | 64 | 19 | 0.76 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX>IEX | LMT | 60.9 | 93 | 12.8 | 43 | -10 | -29 | 8 | PositionLimitNear | null | Toxic prints; widened spread |
X003242 | 2025-12-21 09:35:38 | WMT | Buy | 13,792 | 181.73 | 2,506,420.16 | 3.7 | 0.042 | Medium | 24.1 | 27 | 10.3 | NASDAQ>ARCA>EDGX | TWAP | 1 | MKT | 8.3 | 64 | 18 | 0.47 | ToxicitySpike | false | null | null | 0 | NASDAQ>ARCA>EDGX | MKT | 80.8 | 87 | 0 | 93 | 45 | 27 | 2 | null | null | Toxic prints; widened spread |
X003243 | 2025-12-12 11:54:24 | T | Sell | 2,611 | 223.01 | 582,279.11 | 4.7 | 0.022 | Ultra | 7.3 | 3 | -33.5 | IEX>BATS | Adaptive | 1 | MKT | 3.9 | 60 | 19 | 0.57 | ToxicitySpike | false | null | null | 0 | IEX>BATS | MKT | 55.9 | 89 | 7.4 | 56 | 58 | -23 | -17 | NoShort | null | Toxic prints; widened spread |
X003244 | 2025-11-15 13:36:55 | XLU | Buy | 24,927 | 251.06 | 6,258,172.62 | 1.8 | 0.08 | Ultra | 3.5 | 7 | 2.5 | ARCA>EDGX>NYSE>IEX | TWAP | 3 | MKT | 2.5 | 72 | 34 | 0.65 | Multi | false | null | null | 0 | ARCA>EDGX>NYSE>IEX | MKT | 63.6 | 91 | 0 | 79 | -2 | 1 | 39 | null | null | Toxic prints; widened spread |
X003245 | 2025-11-16 09:35:30 | T | Sell | 10,601 | 189.52 | 2,009,101.52 | 4.2 | 0.088 | Medium | 6.7 | 32 | 12.9 | BATS>EDGX | IS | 4 | LMT | 5.6 | 66 | 24 | 0.79 | Slip>Thresh | false | null | null | 0 | BATS>EDGX | LMT | 51.6 | 88 | 0 | 10 | 13 | -26 | -32 | PositionLimitNear | null | Venue switch reduced impact |
X003246 | 2025-10-28 12:15:33 | XLK | Sell | 81,890 | 317.01 | 25,959,948.9 | 1.2 | 0.23 | Low | 20.6 | 15 | 28.6 | EDGX>NYSE | IS | 5 | MKT | 11.5 | 113 | 17 | 0.42 | Slip>Thresh | false | null | null | 0 | EDGX>NYSE | MKT | 53.7 | 92 | 7.2 | 105 | 53 | 27 | 11 | null | null | Stable book; normal liquidity |
X003247 | 2025-11-10 12:28:26 | BAC | Sell | 59,982 | 185.99 | 11,156,052.18 | 1.1 | 0.164 | High | 8.5 | 5 | 6 | IEX>ARCA | VWAP | 3 | LMT | 3 | 89 | 17 | 0.41 | LiqDrop | false | null | null | 0 | IEX>ARCA | LMT | 14.1 | 100 | 4.3 | 131 | 17 | 26 | -12 | null | null | High urgency from PM |
X003248 | 2025-12-26 15:52:28 | IEF | Sell | 11,795 | 100.98 | 1,191,059.1 | 1.9 | 0.045 | Medium | 21.1 | 12 | -16.1 | NASDAQ>BATS>ARCA | IS | 5 | MKT | 12.3 | 67 | 14 | 0.68 | Slip>Thresh | true | SlippageAboveThreshold | Cross | 13 | NASDAQ>BATS>ARCA | MKT>LMT | 2.9 | 98 | 17.3 | 20 | 10 | -27 | 25 | null | null | Toxic prints; widened spread |
X003249 | 2025-10-29 13:16:47 | KO | Buy | 2,476 | 93.72 | 232,050.72 | 2.1 | 0.062 | Medium | 28.6 | 31 | -25.8 | EDGX>BATS>NASDAQ>ARCA>NYSE | TWAP | 3 | LMT | 9.4 | 61 | 24 | 0.52 | Multi | false | null | null | 0 | EDGX>BATS>NASDAQ>ARCA>NYSE | LMT | 62.9 | 99 | 15.2 | 54 | 21 | -38 | -25 | null | null | Toxic prints; widened spread |
X003250 | 2025-11-13 13:54:29 | CVX | Sell | 14,918 | 30.39 | 453,358.02 | 1.2 | 0.089 | High | 9.7 | 32 | 12.3 | ARCA>BATS>NASDAQ>IEX | POV | 4 | LMT | 4.1 | 68 | 21 | 0.84 | LiqDrop | false | null | null | 0 | ARCA>BATS>NASDAQ>IEX | LMT | 68.5 | 97 | 6.3 | 65 | 26 | 2 | -30 | Watchlist | null | Venue switch reduced impact |
X003251 | 2025-11-15 15:54:10 | QQQ | Sell | 27,212 | 396.42 | 10,787,381.04 | 0.8 | 0.086 | Ultra | 3.9 | 35 | 26.9 | NASDAQ>NYSE>BATS>IEX | TWAP | 2 | MKT | 1.7 | 71 | 14 | 0.75 | Slip>Thresh | false | null | null | 0 | NASDAQ>NYSE>BATS>IEX | MKT | 43.5 | 94 | 3.8 | 69 | 56 | 18 | 15 | Watchlist | null | Toxic prints; widened spread |
X003252 | 2025-10-27 11:41:40 | JNJ | Sell | 19,006 | 62.08 | 1,179,892.48 | 2.4 | 0.07 | Ultra | 3.5 | 20 | 23.5 | BATS>ARCA>EDGX>IEX | TWAP | 2 | LMT | 2.1 | 68 | 26 | 0.72 | Multi | false | null | null | 0 | BATS>ARCA>EDGX>IEX | LMT | 36.4 | 88 | 5.7 | 62 | 52 | 8 | 10 | null | null | Paused due to data glitch |
X003253 | 2025-11-01 09:44:51 | V | Sell | 7,895 | 307.9 | 2,430,870.5 | 3.9 | 0.103 | Low | 24.5 | 3 | 13.7 | NYSE>NASDAQ>BATS>IEX>EDGX | TWAP | 3 | LMT | 9.2 | 63 | 17 | 0.47 | Multi | false | null | null | 0 | NYSE>NASDAQ>BATS>IEX>EDGX | LMT | 78.8 | 92 | 0.6 | 39 | 14 | 1 | 5 | Watchlist | null | High urgency from PM |
X003254 | 2025-11-08 12:25:46 | META | Sell | 44,373 | 331.2 | 14,696,337.6 | 1.4 | 0.124 | Low | 24.9 | 20 | -5.5 | BATS>ARCA | TWAP | 2 | IOC | 8.1 | 78 | 24 | 0.63 | ToxicitySpike | false | null | null | 0 | BATS>ARCA | IOC | 78 | 99 | 11.7 | 218 | 34 | -12 | 24 | null | null | Paused due to data glitch |
X003255 | 2025-12-10 10:56:02 | XLE | Buy | 131,350 | 64.12 | 8,422,162 | 3 | 0.471 | Low | 18 | 20 | -7.2 | EDGX>BATS>NASDAQ | VWAP | 1 | IOC | 5.9 | 105 | 29 | 0.72 | LiqDrop | false | null | null | 0 | EDGX>BATS>NASDAQ | IOC | 34.2 | 88 | 17.7 | 118 | 60 | 19 | 29 | NoShort | null | Venue switch reduced impact |
X003256 | 2025-11-02 14:11:27 | XLP | Sell | 30,005 | 152.36 | 4,571,561.8 | 2.2 | 0.104 | Low | 20.3 | 26 | 10.3 | ARCA>EDGX>NASDAQ>NYSE | VWAP | 1 | LMT | 5.1 | 70 | 32 | 0.85 | LiqDrop | false | null | null | 0 | ARCA>EDGX>NASDAQ>NYSE | LMT | 43.3 | 88 | 25.9 | 32 | 7 | 27 | -11 | PositionLimitNear | null | Stable book; normal liquidity |
X003257 | 2025-12-05 12:21:31 | IWM | Buy | 118,337 | 203.05 | 24,028,327.85 | 1.2 | 0.163 | Medium | 13.3 | 5 | 8 | EDGX>BATS | TWAP | 2 | LMT | 4 | 110 | 28 | 0.85 | Multi | false | null | null | 0 | EDGX>BATS | LMT | 7.9 | 86 | 0 | 172 | 6 | -36 | -14 | null | null | High urgency from PM |
X003258 | 2025-12-07 10:19:21 | XLV | Buy | 12,352 | 133.66 | 1,650,968.32 | 1.3 | 0.035 | High | 24 | 25 | -33.1 | NYSE>EDGX | VWAP | 3 | LMT | 7.2 | 66 | 26 | 0.46 | Multi | false | null | null | 0 | NYSE>EDGX | LMT | 66.8 | 97 | 7.5 | 81 | -5 | 21 | 1 | null | null | Venue switch reduced impact |
X003259 | 2025-10-27 10:06:03 | IEF | Sell | 16,086 | 102.59 | 1,650,262.74 | 2.2 | 0.061 | Medium | 14.7 | 10 | 16.6 | NYSE>ARCA>IEX>BATS>EDGX | Adaptive | 4 | MKT | 6.7 | 69 | 18 | 0.51 | ToxicitySpike | false | null | null | 0 | NYSE>ARCA>IEX>BATS>EDGX | MKT | 53.3 | 88 | 10.4 | 37 | 4 | -22 | 30 | null | null | Toxic prints; widened spread |
X003260 | 2025-12-14 11:27:17 | T | Sell | 23,951 | 201.51 | 4,826,366.01 | 2.3 | 0.2 | Low | 11.9 | 35 | -14.7 | IEX>BATS>EDGX | VWAP | 2 | MKT | 4.8 | 70 | 21 | 0.5 | Slip>Thresh | false | null | null | 0 | IEX>BATS>EDGX | MKT | 2.2 | 85 | 1.8 | 56 | -17 | 1 | 19 | null | null | Toxic prints; widened spread |
X003261 | 2025-11-04 15:14:12 | WMT | Sell | 41,340 | 45.8 | 1,893,372 | 2.8 | 0.127 | Low | 18.2 | 3 | 31.7 | ARCA>NYSE>NASDAQ | Adaptive | 3 | LMT | 6.1 | 80 | 18 | 0.57 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE>NASDAQ | LMT | 45.3 | 99 | 5.8 | 26 | -9 | -12 | 26 | null | null | Paused due to data glitch |
X003262 | 2025-11-06 14:46:04 | JPM | Sell | 4,569 | 211.04 | 964,241.76 | 5.2 | 0.113 | Low | 25.9 | 5 | -28.4 | EDGX>NASDAQ>ARCA>IEX>NYSE | POV | 4 | LMT | 12.2 | 62 | 20 | 0.74 | Multi | false | null | null | 0 | EDGX>NASDAQ>ARCA>IEX>NYSE | LMT | 62.3 | 96 | 19.7 | 43 | 24 | -28 | -25 | null | null | Venue switch reduced impact |
X003263 | 2025-12-18 12:32:43 | VZ | Sell | 64,803 | 76.13 | 4,933,452.39 | 3.7 | 0.554 | Low | 18.6 | 13 | 4.9 | BATS>IEX>ARCA | POV | 5 | LMT | 9.9 | 102 | 25 | 0.5 | Slip>Thresh | false | null | null | 0 | BATS>IEX>ARCA | LMT | 61.1 | 96 | 21.5 | 10 | -13 | 26 | 20 | null | Throttle | Stable book; normal liquidity |
X003264 | 2025-12-13 10:50:13 | PFE | Buy | 30,417 | 176.2 | 5,359,475.4 | 1.6 | 0.083 | Medium | 18.8 | 16 | -17 | EDGX>ARCA>NYSE>NASDAQ>BATS | TWAP | 1 | MKT | 5.8 | 70 | 12 | 0.78 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA>NYSE>NASDAQ>BATS | MKT | 21.8 | 99 | 17.9 | 95 | 36 | -40 | -6 | NoShort | null | Venue switch reduced impact |
X003265 | 2025-11-25 14:14:57 | XLY | Sell | 18,853 | 59.72 | 1,125,901.16 | 1.7 | 0.079 | Ultra | 5.3 | 24 | 7.8 | IEX>BATS>NYSE | IS | 5 | LMT | 3.6 | 72 | 27 | 0.69 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 13 | IEX>BATS>NYSE | LMT>IOC | 94.3 | 90 | 4.4 | 108 | 3 | 19 | -7 | Watchlist | null | Stable book; normal liquidity |
X003266 | 2025-12-12 09:35:51 | TSLA | Sell | 58,457 | 281.54 | 16,457,983.78 | 1.7 | 0.182 | Medium | 11.3 | 38 | 5.1 | ARCA>NASDAQ | TWAP | 3 | MKT | 5.2 | 89 | 34 | 0.65 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ | MKT | 94.4 | 88 | 7.7 | 84 | 45 | -26 | -39 | null | null | High urgency from PM |
X003267 | 2025-11-29 13:14:19 | SPY | Buy | 14,656 | 458.69 | 6,722,560.64 | 1.5 | 0.02 | Ultra | 17.7 | 20 | -29.3 | EDGX>NASDAQ | Adaptive | 3 | LMT | 5.3 | 67 | 19 | 0.83 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ | LMT | 37.1 | 91 | 6.5 | 65 | 59 | -35 | -29 | null | null | Paused due to data glitch |
X003268 | 2025-11-06 15:11:19 | BAC | Sell | 30,950 | 124.3 | 3,847,085 | 1.7 | 0.084 | High | 7.2 | 26 | 25.8 | BATS>IEX>NASDAQ | POV | 4 | MKT | 4.3 | 77 | 12 | 0.41 | ToxicitySpike | false | null | null | 0 | BATS>IEX>NASDAQ | MKT | 61.7 | 88 | 12.7 | 90 | 30 | -24 | -27 | null | VenueReject | High urgency from PM |
X003269 | 2025-12-25 14:22:06 | LQD | Buy | 53,475 | 117.26 | 6,270,478.5 | 1.3 | 0.263 | Medium | 8.2 | 33 | -34.9 | EDGX>BATS>NASDAQ>NYSE>IEX | VWAP | 1 | MKT | 2.8 | 78 | 16 | 0.67 | Slip>Thresh | false | null | null | 0 | EDGX>BATS>NASDAQ>NYSE>IEX | MKT | 87.9 | 93 | 7.1 | 108 | 0 | 1 | 8 | null | null | Venue switch reduced impact |
X003270 | 2025-12-09 11:44:34 | DIS | Buy | 97,352 | 106.47 | 10,365,067.44 | 1.2 | 0.425 | Low | 23.6 | 19 | 3.9 | BATS>NASDAQ>ARCA | TWAP | 3 | LMT | 7.6 | 108 | 32 | 0.52 | Multi | false | null | null | 0 | BATS>NASDAQ>ARCA | LMT | 13.5 | 99 | 0 | 10 | 19 | 8 | 25 | PositionLimitNear | null | Venue switch reduced impact |
X003271 | 2025-12-19 11:31:26 | AMZN | Buy | 8,231 | 248.96 | 2,049,189.76 | 1.8 | 0.378 | Low | 39.6 | 18 | 34.2 | IEX>BATS>ARCA>NASDAQ>NYSE | IS | 4 | MKT | 19.4 | 64 | 26 | 0.48 | Multi | false | null | null | 0 | IEX>BATS>ARCA>NASDAQ>NYSE | MKT | 32.5 | 90 | 17.7 | 131 | 49 | -21 | -24 | null | null | Paused due to data glitch |
X003272 | 2025-12-19 14:14:02 | XOM | Buy | 6,979 | 153.89 | 1,073,998.31 | 3 | 0.064 | Medium | 11.5 | 6 | -28.5 | NASDAQ>NYSE>BATS>ARCA>IEX | VWAP | 1 | MKT | 4.4 | 62 | 17 | 0.82 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE>BATS>ARCA>IEX | MKT | 53.6 | 92 | 12.5 | 31 | 33 | 28 | -26 | NoShort | null | High urgency from PM |
X003273 | 2025-11-21 12:13:55 | GOOGL | Buy | 25,176 | 284.31 | 7,157,788.56 | 1.1 | 0.075 | High | 17.2 | 18 | 20.2 | NYSE>ARCA>NASDAQ>BATS | POV | 4 | LMT | 6.5 | 74 | 26 | 0.43 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA>NASDAQ>BATS | LMT | 25 | 88 | 12.4 | 63 | 32 | -1 | 24 | PositionLimitNear | null | Venue switch reduced impact |
X003274 | 2025-12-19 14:06:10 | T | Buy | 10,563 | 121.81 | 1,286,679.03 | 3.9 | 0.088 | Low | 19.3 | 30 | 34.9 | IEX>NASDAQ>BATS>NYSE | TWAP | 3 | LMT | 7.8 | 65 | 12 | 0.51 | ToxicitySpike | false | null | null | 0 | IEX>NASDAQ>BATS>NYSE | LMT | 51.9 | 87 | 2.6 | 10 | 33 | -30 | -4 | null | null | Stable book; normal liquidity |
X003275 | 2025-11-15 13:31:19 | V | Buy | 9,213 | 344.48 | 3,173,694.24 | 2.9 | 0.12 | Low | 21.6 | 30 | 4.2 | NASDAQ>BATS>NYSE>IEX | VWAP | 1 | LMT | 5.7 | 63 | 22 | 0.76 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 23 | NASDAQ>BATS>NYSE>IEX | LMT>IOC | 40.3 | 86 | 11.1 | 109 | 32 | -4 | -5 | null | null | Venue switch reduced impact |
X003276 | 2025-11-11 14:37:56 | PEP | Buy | 26,987 | 50.11 | 1,352,318.57 | 2.4 | 0.085 | Low | 21.8 | 39 | -17.2 | NASDAQ>ARCA>NYSE>EDGX | POV | 5 | MKT | 12 | 77 | 21 | 0.67 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>NYSE>EDGX | MKT | 40.2 | 93 | 0 | 18 | 32 | -34 | 7 | null | null | Paused due to data glitch |
X003277 | 2025-11-20 10:39:19 | XLY | Buy | 35,778 | 121.27 | 4,338,798.06 | 1.2 | 0.149 | Medium | 13.4 | 14 | -33.9 | NASDAQ>BATS>IEX>EDGX>ARCA | TWAP | 2 | IOC | 4.6 | 75 | 26 | 0.81 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 15 | NASDAQ>BATS>IEX>EDGX>ARCA | IOC>MKT | 87.6 | 88 | 5 | 8 | 32 | -37 | -11 | null | null | Paused due to data glitch |
X003278 | 2025-11-20 14:13:21 | XLF | Sell | 35,600 | 114.35 | 4,070,860 | 2.7 | 0.097 | Medium | 14.8 | 38 | 17.5 | BATS>EDGX>NYSE>ARCA | TWAP | 3 | LMT | 5.8 | 77 | 16 | 0.46 | LiqDrop | false | null | null | 0 | BATS>EDGX>NYSE>ARCA | LMT | 19 | 94 | 0 | 111 | 30 | -21 | 30 | null | null | High urgency from PM |
X003279 | 2025-11-02 09:35:29 | XLF | Sell | 62,250 | 257.46 | 16,026,885 | 3.5 | 0.17 | Low | 21.2 | 35 | 12.7 | EDGX>ARCA>NASDAQ | TWAP | 1 | PO | 6.8 | 81 | 28 | 0.75 | Slip>Thresh | false | null | null | 0 | EDGX>ARCA>NASDAQ | PO | 32.9 | 92 | 6.9 | 10 | -5 | -1 | 3 | NoShort | null | Toxic prints; widened spread |
X003280 | 2025-12-21 09:35:35 | JNJ | Sell | 16,912 | 212.27 | 3,589,910.24 | 3.9 | 0.062 | Low | 18 | 18 | 9.8 | ARCA>BATS>NASDAQ | TWAP | 2 | MKT | 7.9 | 67 | 23 | 0.78 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 18 | ARCA>BATS>NASDAQ | MKT>LMT | 65.3 | 93 | 21.5 | 59 | -2 | -30 | -22 | null | null | Stable book; normal liquidity |
X003281 | 2025-12-08 09:52:47 | XLF | Sell | 26,197 | 257.61 | 6,748,609.17 | 3 | 0.072 | High | 4.4 | 7 | 25.5 | IEX>EDGX>NASDAQ>ARCA | TWAP | 2 | LMT | 2.6 | 71 | 20 | 0.48 | Multi | false | null | null | 0 | IEX>EDGX>NASDAQ>ARCA | LMT | 21.3 | 98 | 3 | 68 | 45 | -35 | -39 | null | null | Stable book; normal liquidity |
X003282 | 2025-11-30 14:44:38 | XLY | Sell | 37,212 | 90.5 | 3,367,686 | 1.1 | 0.155 | Medium | 21.2 | 5 | -19.7 | NYSE>EDGX>BATS>IEX | TWAP | 1 | PO | 5.7 | 73 | 29 | 0.71 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX>BATS>IEX | PO | 80.4 | 99 | 0 | 15 | 41 | -8 | 14 | null | null | Toxic prints; widened spread |
X003283 | 2025-12-04 13:18:46 | SPY | Buy | 35,141 | 461.54 | 16,218,977.14 | 1.1 | 0.047 | Ultra | 10.6 | 34 | 4.2 | BATS>IEX>NYSE | TWAP | 2 | LMT | 3.2 | 74 | 18 | 0.43 | LiqDrop | false | null | null | 0 | BATS>IEX>NYSE | LMT | 34.5 | 88 | 0 | 99 | 35 | -28 | -37 | PositionLimitNear | null | High urgency from PM |
X003284 | 2025-11-07 12:19:45 | UNH | Sell | 101,481 | 97.26 | 9,870,042.06 | 1.8 | 0.446 | Low | 12 | 14 | -26.4 | NYSE>NASDAQ>ARCA>BATS | Adaptive | 1 | LMT | 3.2 | 95 | 25 | 0.66 | LiqDrop | false | null | null | 0 | NYSE>NASDAQ>ARCA>BATS | LMT | 24.4 | 91 | 14 | 96 | -4 | -5 | 36 | null | null | Toxic prints; widened spread |
X003285 | 2025-10-27 14:42:17 | GOOGL | Buy | 25,351 | 122.27 | 3,099,666.77 | 1.5 | 0.076 | High | 7.6 | 39 | -33.1 | EDGX>ARCA | IS | 4 | LMT | 3.9 | 74 | 33 | 0.81 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 26 | EDGX>ARCA | LMT>PO | 26.9 | 87 | 0 | 95 | 36 | -28 | 35 | PositionLimitNear | null | Stable book; normal liquidity |
X003286 | 2025-11-13 14:49:29 | SPY | Sell | 614,752 | 484.5 | 297,847,344 | 1.5 | 0.83 | Low | 15.6 | 38 | -34.3 | NYSE>IEX>BATS>NASDAQ | IS | 4 | MKT | 8.8 | 290 | 27 | 0.48 | ToxicitySpike | false | null | null | 0 | NYSE>IEX>BATS>NASDAQ | MKT | 24 | 87 | 0 | 413 | 0 | -21 | 7 | Watchlist | null | Toxic prints; widened spread |
X003287 | 2025-12-24 13:06:09 | TSLA | Sell | 12,974 | 161.51 | 2,095,430.74 | 1.8 | 0.04 | Ultra | 10.3 | 3 | 5.4 | EDGX>ARCA>NYSE>IEX | TWAP | 1 | LMT | 3 | 64 | 34 | 0.55 | LiqDrop | false | null | null | 0 | EDGX>ARCA>NYSE>IEX | LMT | 87.2 | 100 | 5.2 | 50 | 43 | -34 | 21 | NoShort | null | High urgency from PM |
X003288 | 2025-12-10 09:35:01 | LQD | Buy | 6,842 | 111.55 | 763,225.1 | 1.7 | 0.034 | High | 22.2 | 30 | 18.1 | IEX>EDGX>ARCA>NYSE | Adaptive | 2 | MKT | 7 | 62 | 20 | 0.42 | Multi | false | null | null | 0 | IEX>EDGX>ARCA>NYSE | MKT | 78.6 | 98 | 7.8 | 73 | 43 | -8 | 0 | Watchlist | PriceBand | High urgency from PM |
X003289 | 2025-12-20 12:43:12 | T | Sell | 71,925 | 229.31 | 16,493,121.75 | 4.5 | 0.6 | Low | 22.6 | 15 | -22.7 | NYSE>EDGX>IEX>NASDAQ>BATS | Adaptive | 5 | MKT | 12.5 | 106 | 14 | 0.68 | LiqDrop | true | LiquidityDrop | VenueSwitch | 41 | NYSE>EDGX>IEX>NASDAQ>BATS | MKT>LMT | 56.6 | 94 | 17.6 | 145 | -1 | -19 | -40 | Watchlist | null | Venue switch reduced impact |
X003290 | 2025-12-11 15:42:10 | V | Sell | 6,450 | 237.58 | 1,532,391 | 3.6 | 0.084 | Low | 15.5 | 26 | -28.4 | ARCA>IEX>NASDAQ>EDGX>BATS | VWAP | 1 | LMT | 4.7 | 62 | 35 | 0.44 | LiqDrop | false | null | null | 0 | ARCA>IEX>NASDAQ>EDGX>BATS | LMT | 2.5 | 90 | 0 | 136 | 35 | -8 | 25 | null | null | Stable book; normal liquidity |
X003291 | 2025-12-06 15:24:22 | PEP | Buy | 80,329 | 202.4 | 16,258,589.6 | 5.1 | 0.254 | Low | 21.2 | 23 | -33.6 | EDGX>NYSE | Adaptive | 5 | PO | 11.2 | 112 | 12 | 0.49 | Multi | false | null | null | 0 | EDGX>NYSE | PO | 26.1 | 95 | 5.5 | 72 | 1 | 1 | -14 | null | null | Venue switch reduced impact |
X003292 | 2025-12-04 15:52:07 | QQQ | Buy | 38,776 | 393.79 | 15,269,601.04 | 1 | 0.123 | Medium | 16.3 | 14 | -0.4 | NYSE>BATS | VWAP | 2 | IOC | 5.1 | 76 | 26 | 0.41 | Multi | false | null | null | 0 | NYSE>BATS | IOC | 2.9 | 88 | 23 | 145 | 36 | 5 | -36 | PositionLimitNear | Unknown | Venue switch reduced impact |
X003293 | 2025-11-28 14:22:27 | VZ | Buy | 10,464 | 104.81 | 1,096,731.84 | 4 | 0.09 | Low | 13.6 | 29 | -8.3 | NASDAQ>IEX>ARCA | IS | 5 | LMT | 8.8 | 66 | 17 | 0.41 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX>ARCA | LMT | 55.6 | 95 | 14.8 | 22 | 44 | -5 | 27 | null | null | High urgency from PM |
X003294 | 2025-11-26 15:00:15 | XLF | Sell | 168,848 | 119.98 | 20,258,383.04 | 2.8 | 0.461 | Low | 12.8 | 11 | 7.5 | ARCA>NYSE>BATS>IEX | IS | 5 | MKT | 9.4 | 169 | 17 | 0.41 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>BATS>IEX | MKT | 17.4 | 90 | 16.8 | 141 | 31 | -25 | 30 | null | null | Venue switch reduced impact |
X003295 | 2025-11-27 09:35:08 | PFE | Buy | 14,236 | 251.49 | 3,580,211.64 | 1.5 | 0.039 | High | 24 | 37 | -0.9 | NASDAQ>EDGX>NYSE | TWAP | 3 | MKT | 9.3 | 67 | 32 | 0.69 | Slip>Thresh | false | null | null | 0 | NASDAQ>EDGX>NYSE | MKT | 47.2 | 96 | 0 | 80 | -6 | -5 | -1 | null | null | High urgency from PM |
X003296 | 2025-12-26 09:43:23 | IEF | Sell | 26,703 | 101.91 | 2,721,302.73 | 2.2 | 0.101 | Medium | 11.1 | 38 | 3.1 | BATS>EDGX>NYSE | Adaptive | 3 | MKT | 4.9 | 73 | 32 | 0.74 | LiqDrop | false | null | null | 0 | BATS>EDGX>NYSE | MKT | 57.4 | 85 | 0 | 32 | 48 | -33 | -39 | null | null | Stable book; normal liquidity |
X003297 | 2025-11-10 09:35:22 | XLK | Buy | 38,543 | 21.75 | 838,310.25 | 0.9 | 0.108 | High | 15.4 | 15 | 0.4 | BATS>IEX | TWAP | 2 | MKT | 5.3 | 76 | 25 | 0.64 | LiqDrop | false | null | null | 0 | BATS>IEX | MKT | 58.6 | 95 | 8 | 96 | 56 | 24 | -27 | Watchlist | null | Toxic prints; widened spread |
X003298 | 2025-11-21 14:51:47 | PEP | Buy | 13,164 | 53.99 | 710,724.36 | 3.3 | 0.042 | Ultra | 5 | 31 | -22.3 | NYSE>NASDAQ>ARCA>IEX | VWAP | 1 | MKT | 2.9 | 64 | 31 | 0.49 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ>ARCA>IEX | MKT | 69.4 | 94 | 1.1 | 54 | 25 | 2 | -37 | Watchlist | null | Venue switch reduced impact |
X003299 | 2025-11-07 13:30:07 | AMD | Sell | 14,410 | 262 | 3,775,420 | 1.2 | 0.402 | Low | 36.6 | 30 | 9 | EDGX>ARCA>IEX>NASDAQ | IS | 5 | PO | 17.8 | 69 | 22 | 0.77 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 18 | EDGX>ARCA>IEX>NASDAQ | PO>MKT | 99.3 | 89 | 22.6 | 90 | 13 | 13 | -14 | null | null | Venue switch reduced impact |
X003300 | 2025-10-30 11:17:00 | CSCO | Sell | 108,389 | 294.01 | 31,867,449.89 | 2.8 | 0.272 | Low | 5.7 | 10 | -29.4 | IEX>NYSE>EDGX>NASDAQ | VWAP | 1 | LMT | 2.4 | 97 | 29 | 0.68 | Multi | false | null | null | 0 | IEX>NYSE>EDGX>NASDAQ | LMT | 69 | 95 | 23.9 | 90 | 60 | 21 | 25 | NoShort | null | Stable book; normal liquidity |
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