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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X003301 | 2025-11-06 14:45:47 | GOOGL | Buy | 29,923 | 198.65 | 5,944,203.95 | 1.4 | 0.089 | Medium | 16.7 | 15 | -10.9 | NYSE>EDGX>NASDAQ | TWAP | 2 | PO | 5.4 | 72 | 27 | 0.46 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX>NASDAQ | PO | 90.3 | 90 | 0 | 127 | 49 | -2 | -37 | null | null | Stable book; normal liquidity |
X003302 | 2025-11-19 14:33:40 | SPY | Buy | 232,851 | 493.45 | 114,900,325.95 | 1.3 | 0.314 | Low | 12.1 | 38 | -9.1 | BATS>EDGX>IEX>NYSE>ARCA | VWAP | 1 | LMT | 3.1 | 141 | 22 | 0.43 | ToxicitySpike | false | null | null | 0 | BATS>EDGX>IEX>NYSE>ARCA | LMT | 25.8 | 89 | 1 | 227 | 27 | -3 | -37 | Watchlist | null | Paused due to data glitch |
X003303 | 2025-12-07 09:35:41 | SPY | Sell | 19,352 | 478.66 | 9,263,028.32 | 1.8 | 0.026 | Ultra | 6.5 | 17 | -28.6 | NYSE>NASDAQ>EDGX>BATS>IEX | IS | 5 | LMT | 4.1 | 72 | 16 | 0.78 | Slip>Thresh | false | null | null | 0 | NYSE>NASDAQ>EDGX>BATS>IEX | LMT | 87 | 98 | 7.2 | 93 | 51 | -24 | -7 | null | null | High urgency from PM |
X003304 | 2025-11-05 11:50:17 | NKE | Buy | 110,124 | 268.79 | 29,600,229.96 | 2.1 | 0.512 | Low | 17.9 | 19 | 29 | NASDAQ>BATS>EDGX | Adaptive | 2 | LMT | 5.1 | 106 | 18 | 0.6 | LiqDrop | false | null | null | 0 | NASDAQ>BATS>EDGX | LMT | 29.8 | 72 | 5.4 | 10 | 52 | -29 | 8 | PositionLimitNear | null | Venue switch reduced impact |
X003305 | 2025-10-29 14:23:38 | META | Sell | 123,679 | 70.69 | 8,742,868.51 | 1.4 | 0.345 | Low | 11.5 | 6 | -26.3 | NYSE>BATS>NASDAQ | VWAP | 1 | MKT | 3.7 | 103 | 33 | 0.4 | LiqDrop | false | null | null | 0 | NYSE>BATS>NASDAQ | MKT | 86.2 | 93 | 15.1 | 79 | 41 | 15 | 21 | null | null | Toxic prints; widened spread |
X003306 | 2025-11-16 13:22:20 | BAC | Buy | 96,329 | 299.34 | 28,835,122.86 | 1 | 0.263 | High | 3.9 | 6 | -1.1 | IEX>BATS>NASDAQ>ARCA>EDGX | IS | 5 | MKT | 3.1 | 122 | 19 | 0.62 | LiqDrop | false | null | null | 0 | IEX>BATS>NASDAQ>ARCA>EDGX | MKT | 84.1 | 97 | 0 | 72 | 10 | -37 | 3 | null | null | Toxic prints; widened spread |
X003307 | 2025-11-02 11:09:07 | NKE | Sell | 5,960 | 139.14 | 829,274.4 | 3.9 | 0.028 | High | 11.5 | 5 | -16.7 | ARCA>IEX | Adaptive | 3 | LMT | 5 | 62 | 14 | 0.79 | ToxicitySpike | false | null | null | 0 | ARCA>IEX | LMT | 13.4 | 86 | 0 | 86 | -4 | 24 | 31 | null | null | Paused due to data glitch |
X003308 | 2025-11-18 10:53:35 | XLV | Buy | 52,953 | 167.01 | 8,843,680.53 | 1.2 | 0.149 | Medium | 14.4 | 5 | 25.3 | ARCA>NYSE>NASDAQ | POV | 5 | MKT | 7.6 | 94 | 19 | 0.51 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE>NASDAQ | MKT | 56.3 | 91 | 37.6 | 38 | 43 | 16 | 6 | null | null | High urgency from PM |
X003309 | 2025-11-08 12:20:57 | IEF | Buy | 26,564 | 96.5 | 2,563,426 | 2.4 | 0.101 | Low | 23.3 | 28 | -34.8 | NASDAQ>BATS>NYSE>ARCA>EDGX | TWAP | 3 | MKT | 9.7 | 73 | 17 | 0.55 | Slip>Thresh | false | null | null | 0 | NASDAQ>BATS>NYSE>ARCA>EDGX | MKT | 72.9 | 85 | 2.3 | 41 | 57 | 24 | 14 | null | null | Toxic prints; widened spread |
X003310 | 2025-12-21 12:08:55 | KO | Sell | 9,331 | 252.78 | 2,358,690.18 | 3.6 | 0.232 | Low | 23 | 35 | -20.4 | EDGX>NASDAQ | Adaptive | 3 | LMT | 7.8 | 64 | 34 | 0.78 | LiqDrop | false | null | null | 0 | EDGX>NASDAQ | LMT | 13.7 | 60 | 0 | 18 | 27 | -37 | -13 | Watchlist | null | Toxic prints; widened spread |
X003311 | 2025-11-06 12:46:37 | SPY | Sell | 119,378 | 484.7 | 57,862,516.6 | 1.2 | 0.161 | High | 5.7 | 24 | 1.8 | NASDAQ>BATS | TWAP | 1 | MKT | 2.2 | 101 | 29 | 0.59 | Slip>Thresh | false | null | null | 0 | NASDAQ>BATS | MKT | 10.7 | 90 | 15.4 | 126 | 8 | -1 | 38 | null | null | Toxic prints; widened spread |
X003312 | 2025-11-08 15:03:30 | PFE | Buy | 28,479 | 60.33 | 1,718,138.07 | 2.3 | 0.077 | Low | 24.8 | 17 | 32 | EDGX>BATS>ARCA | VWAP | 2 | IOC | 8.1 | 72 | 33 | 0.62 | ToxicitySpike | true | ToxicitySpike | Pause | 14 | EDGX>BATS>ARCA | IOC>PO | 80.3 | 88 | 7.7 | 8 | 34 | -14 | 40 | NoShort | null | High urgency from PM |
X003313 | 2025-12-19 12:23:06 | CVX | Buy | 25,705 | 28.59 | 734,905.95 | 1.4 | 0.153 | Medium | 8.7 | 23 | -7.7 | NASDAQ>BATS>EDGX>NYSE | Adaptive | 2 | MKT | 3.2 | 70 | 21 | 0.53 | ToxicitySpike | false | null | null | 0 | NASDAQ>BATS>EDGX>NYSE | MKT | 41.5 | 99 | 0 | 10 | 35 | -37 | 19 | null | null | High urgency from PM |
X003314 | 2025-12-06 15:52:41 | AAPL | Buy | 36,716 | 45.36 | 1,665,437.76 | 2.3 | 0.108 | Low | 17.7 | 20 | 29.3 | EDGX>ARCA | TWAP | 1 | PO | 5.4 | 72 | 25 | 0.82 | LiqDrop | true | LiquidityDrop | Pause | 34 | EDGX>ARCA | PO>MKT | 74 | 86 | 5.2 | 131 | -13 | -20 | -27 | null | null | Stable book; normal liquidity |
X003315 | 2025-11-12 15:47:03 | CSCO | Buy | 50,044 | 265.41 | 13,282,178.04 | 3.5 | 0.126 | Low | 21.5 | 37 | -29.5 | EDGX>BATS | TWAP | 2 | MKT | 8.7 | 81 | 13 | 0.85 | ToxicitySpike | false | null | null | 0 | EDGX>BATS | MKT | 4.2 | 87 | 12.8 | 69 | 43 | -20 | -9 | NoShort | null | Venue switch reduced impact |
X003316 | 2025-12-03 09:54:30 | XLK | Buy | 30,896 | 298.95 | 9,236,359.2 | 1.8 | 0.087 | Medium | 12.6 | 26 | -5.1 | IEX>BATS>EDGX>ARCA>NASDAQ | IS | 5 | MKT | 8 | 80 | 17 | 0.51 | ToxicitySpike | false | null | null | 0 | IEX>BATS>EDGX>ARCA>NASDAQ | MKT | 26.6 | 100 | 2.7 | 166 | 20 | -16 | 31 | null | null | High urgency from PM |
X003317 | 2025-12-14 15:50:39 | BRK.B | Sell | 16,225 | 273.26 | 4,433,643.5 | 3 | 0.074 | High | 6.8 | 32 | 14 | IEX>NYSE>ARCA>EDGX>BATS | TWAP | 1 | LMT | 2.8 | 65 | 13 | 0.52 | LiqDrop | false | null | null | 0 | IEX>NYSE>ARCA>EDGX>BATS | LMT | 33.2 | 92 | 2.6 | 76 | -5 | -30 | -21 | null | null | Stable book; normal liquidity |
X003318 | 2025-12-20 11:05:40 | CVX | Buy | 4,953 | 51.08 | 252,999.24 | 1.3 | 0.029 | High | 23.2 | 10 | 23.8 | NASDAQ>NYSE>EDGX>BATS>IEX | POV | 4 | LMT | 8.7 | 62 | 26 | 0.54 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE>EDGX>BATS>IEX | LMT | 35.6 | 99 | 8.3 | 64 | -10 | 13 | -8 | Watchlist | null | Stable book; normal liquidity |
X003319 | 2025-11-24 09:41:28 | XLK | Sell | 49,023 | 52.75 | 2,585,963.25 | 1.4 | 0.138 | Medium | 14.6 | 15 | -22.7 | EDGX>BATS>NYSE>NASDAQ>ARCA | IS | 5 | LMT | 7.1 | 91 | 16 | 0.57 | LiqDrop | false | null | null | 0 | EDGX>BATS>NYSE>NASDAQ>ARCA | LMT | 65 | 76 | 3.9 | 35 | 38 | -2 | 32 | PositionLimitNear | null | High urgency from PM |
X003320 | 2025-10-31 14:56:51 | IWM | Sell | 125,901 | 195.32 | 24,590,983.32 | 0.9 | 0.174 | High | 8.7 | 23 | 2.9 | NYSE>EDGX>BATS | POV | 4 | MKT | 4.4 | 132 | 25 | 0.52 | Multi | false | null | null | 0 | NYSE>EDGX>BATS | MKT | 43.5 | 95 | 4.3 | 96 | 45 | 19 | -14 | null | null | Venue switch reduced impact |
X003321 | 2025-12-12 14:48:50 | XLP | Sell | 116,529 | 262.63 | 30,604,011.27 | 1.9 | 0.403 | Low | 9.2 | 10 | -32.2 | EDGX>NASDAQ>NYSE>IEX>ARCA | TWAP | 1 | MKT | 3.5 | 100 | 19 | 0.63 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ>NYSE>IEX>ARCA | MKT | 33.6 | 87 | 14.5 | 41 | -14 | -28 | 20 | PositionLimitNear | null | Stable book; normal liquidity |
X003322 | 2025-12-06 14:51:28 | TSLA | Buy | 62,465 | 300.75 | 18,786,348.75 | 2 | 0.194 | Low | 23.4 | 27 | 24.8 | EDGX>NYSE>ARCA | Adaptive | 4 | LMT | 7.9 | 95 | 20 | 0.55 | Slip>Thresh | false | null | null | 0 | EDGX>NYSE>ARCA | LMT | 22.9 | 86 | 16.1 | 146 | -16 | 28 | -35 | null | null | Paused due to data glitch |
X003323 | 2025-11-29 09:35:48 | NVDA | Buy | 3,261 | 313.91 | 1,023,660.51 | 1.6 | 0.084 | Medium | 15.8 | 32 | 30.6 | NYSE>NASDAQ>IEX>EDGX>ARCA | Adaptive | 4 | MKT | 6.6 | 61 | 18 | 0.47 | Multi | false | null | null | 0 | NYSE>NASDAQ>IEX>EDGX>ARCA | MKT | 54.9 | 99 | 6.1 | 175 | 9 | -33 | 37 | null | null | High urgency from PM |
X003324 | 2025-11-27 14:28:58 | XLI | Buy | 812 | 83.64 | 67,915.68 | 3.5 | 0.037 | High | 12.7 | 10 | -17.7 | ARCA>NASDAQ | VWAP | 3 | LMT | 5.3 | 60 | 12 | 0.51 | Multi | false | null | null | 0 | ARCA>NASDAQ | LMT | 91.2 | 98 | 7.7 | 17 | 47 | 7 | -34 | null | null | High urgency from PM |
X003325 | 2025-11-15 13:23:50 | CVX | Sell | 13,332 | 285.6 | 3,807,619.2 | 1.2 | 0.079 | Medium | 20.6 | 3 | 4 | NASDAQ>ARCA>BATS>IEX | IS | 5 | MKT | 11.4 | 68 | 17 | 0.61 | LiqDrop | false | null | null | 0 | NASDAQ>ARCA>BATS>IEX | MKT | 75.3 | 94 | 21.9 | 73 | -7 | -33 | 16 | null | null | Toxic prints; widened spread |
X003326 | 2025-11-09 10:32:51 | VZ | Sell | 12,813 | 159.93 | 2,049,183.09 | 4.2 | 0.11 | Low | 21.7 | 18 | 19.9 | EDGX>ARCA>NASDAQ>IEX>BATS | Adaptive | 1 | MKT | 7.1 | 64 | 21 | 0.54 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA>NASDAQ>IEX>BATS | MKT | 16.2 | 93 | 31.1 | 52 | 52 | 27 | -5 | null | null | Venue switch reduced impact |
X003327 | 2025-12-17 14:27:50 | NKE | Sell | 31,187 | 343.3 | 10,706,497.1 | 4 | 0.145 | Low | 20 | 25 | -29.5 | BATS>EDGX | IS | 4 | IOC | 12 | 77 | 24 | 0.7 | Multi | false | null | null | 0 | BATS>EDGX | IOC | 75.7 | 100 | 34.9 | 93 | 53 | 7 | -32 | null | null | High urgency from PM |
X003328 | 2025-12-02 14:06:53 | SPY | Sell | 109,026 | 492.34 | 53,677,860.84 | 1 | 0.147 | High | 9.6 | 34 | -8.5 | ARCA>EDGX>IEX>NASDAQ | Adaptive | 3 | LMT | 3 | 114 | 29 | 0.64 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX>IEX>NASDAQ | LMT | 66.1 | 61 | 0 | 55 | 17 | 4 | -24 | NoShort | null | Toxic prints; widened spread |
X003329 | 2025-12-25 10:49:21 | BAC | Sell | 74,451 | 95.31 | 7,095,924.81 | 1.6 | 0.203 | High | 3.1 | 34 | 4.4 | EDGX>BATS>NASDAQ>ARCA | Adaptive | 3 | LMT | 1.7 | 97 | 18 | 0.56 | Multi | false | null | null | 0 | EDGX>BATS>NASDAQ>ARCA | LMT | 85.2 | 94 | 0 | 86 | 17 | -8 | -35 | null | null | Stable book; normal liquidity |
X003330 | 2025-12-07 13:03:05 | XLK | Buy | 35,895 | 300.01 | 10,768,858.95 | 1 | 0.101 | Ultra | 5.5 | 30 | -5 | IEX>ARCA>NASDAQ>NYSE | Adaptive | 2 | MKT | 2.1 | 75 | 25 | 0.78 | Slip>Thresh | false | null | null | 0 | IEX>ARCA>NASDAQ>NYSE | MKT | 40.6 | 92 | 3.1 | 108 | 17 | -2 | 39 | PositionLimitNear | null | Paused due to data glitch |
X003331 | 2025-11-14 14:04:38 | XLP | Buy | 56,103 | 137.4 | 7,708,552.2 | 2.8 | 0.194 | Medium | 7.3 | 24 | 15.5 | NASDAQ>EDGX>NYSE>IEX | TWAP | 2 | MKT | 4 | 83 | 20 | 0.65 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX>NYSE>IEX | MKT | 80.4 | 89 | 0 | 60 | -11 | 22 | -1 | Watchlist | null | High urgency from PM |
X003332 | 2025-12-09 11:02:19 | BRK.B | Buy | 15,985 | 102.38 | 1,636,544.3 | 1.4 | 0.073 | High | 9.8 | 36 | 6.4 | EDGX>NYSE>ARCA | VWAP | 3 | LMT | 3.4 | 67 | 20 | 0.67 | LiqDrop | false | null | null | 0 | EDGX>NYSE>ARCA | LMT | 28.3 | 89 | 3.6 | 53 | 59 | -2 | 3 | NoShort | null | Stable book; normal liquidity |
X003333 | 2025-11-28 13:10:24 | MSFT | Buy | 24,107 | 209.1 | 5,040,773.7 | 3.4 | 0.128 | Low | 12.6 | 28 | -10.7 | NASDAQ>IEX>EDGX | Adaptive | 2 | LMT | 4.4 | 70 | 19 | 0.44 | Multi | false | null | null | 0 | NASDAQ>IEX>EDGX | LMT | 16.8 | 96 | 4.6 | 153 | 11 | 22 | 27 | null | null | Venue switch reduced impact |
X003334 | 2025-11-05 15:20:02 | BAC | Buy | 41,541 | 44.14 | 1,833,619.74 | 1.8 | 0.113 | High | 5 | 39 | -17.6 | ARCA>IEX>EDGX>NYSE>BATS | TWAP | 3 | LMT | 2.5 | 80 | 25 | 0.77 | Slip>Thresh | false | null | null | 0 | ARCA>IEX>EDGX>NYSE>BATS | LMT | 53.2 | 98 | 5.3 | 44 | 14 | -37 | 7 | null | null | Toxic prints; widened spread |
X003335 | 2025-11-24 09:35:14 | GOOGL | Sell | 14,864 | 69.02 | 1,025,913.28 | 1.7 | 0.044 | High | 17.3 | 10 | -32.2 | NYSE>BATS>ARCA | POV | 4 | MKT | 8.4 | 68 | 27 | 0.52 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 16 | NYSE>BATS>ARCA | MKT>LMT | 90.8 | 90 | 0.8 | 63 | -12 | -40 | 23 | null | null | High urgency from PM |
X003336 | 2025-12-13 10:54:32 | JPM | Sell | 2,856 | 158.31 | 452,133.36 | 5.3 | 0.071 | Low | 17.2 | 35 | -2.6 | IEX>ARCA>NASDAQ>NYSE>BATS | IS | 5 | LMT | 11.3 | 61 | 12 | 0.76 | Multi | false | null | null | 0 | IEX>ARCA>NASDAQ>NYSE>BATS | LMT | 85 | 90 | 11.3 | 35 | 53 | -34 | 37 | null | null | Venue switch reduced impact |
X003337 | 2025-11-23 15:15:11 | BAC | Sell | 161,200 | 234.27 | 37,764,324 | 1.1 | 0.44 | Low | 16.8 | 24 | -28.2 | BATS>IEX>EDGX | TWAP | 2 | LMT | 4.9 | 128 | 16 | 0.46 | Multi | false | null | null | 0 | BATS>IEX>EDGX | LMT | 46.4 | 89 | 0 | 140 | -5 | -24 | -30 | null | null | High urgency from PM |
X003338 | 2025-12-04 15:32:53 | AAPL | Sell | 29,368 | 150.91 | 4,431,924.88 | 2.1 | 0.086 | High | 7.2 | 20 | 34.3 | BATS>NASDAQ>IEX | TWAP | 3 | MKT | 4 | 74 | 18 | 0.65 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 21 | BATS>NASDAQ>IEX | MKT>IOC | 83.8 | 90 | 5.4 | 115 | 43 | -34 | -35 | Watchlist | null | Toxic prints; widened spread |
X003339 | 2025-11-16 12:48:12 | CSCO | Buy | 51,906 | 92.78 | 4,815,838.68 | 2.6 | 0.13 | Low | 16.5 | 9 | -2.2 | ARCA>EDGX>BATS>IEX | TWAP | 3 | MKT | 7.5 | 85 | 31 | 0.7 | Multi | false | null | null | 0 | ARCA>EDGX>BATS>IEX | MKT | 6.9 | 88 | 0 | 102 | -17 | -28 | 0 | null | null | Paused due to data glitch |
X003340 | 2025-11-16 14:20:00 | CVX | Buy | 71,456 | 48.99 | 3,500,629.44 | 0.8 | 0.424 | Low | 15.6 | 13 | 18.6 | NASDAQ>ARCA>NYSE>EDGX | TWAP | 1 | LMT | 3.8 | 85 | 14 | 0.63 | Multi | false | null | null | 0 | NASDAQ>ARCA>NYSE>EDGX | LMT | 56.8 | 87 | 10.6 | 164 | 56 | -11 | -36 | null | null | Toxic prints; widened spread |
X003341 | 2025-10-27 14:37:16 | XLE | Buy | 52,212 | 79.16 | 4,133,101.92 | 3.2 | 0.187 | Low | 14.4 | 32 | 23.1 | EDGX>IEX | VWAP | 1 | LMT | 4.3 | 78 | 29 | 0.76 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 11 | EDGX>IEX | LMT>MKT | 91.4 | 87 | 11 | 13 | 54 | -30 | 10 | Watchlist | null | Paused due to data glitch |
X003342 | 2025-11-30 11:30:49 | WMT | Buy | 10,223 | 38.41 | 392,665.43 | 4 | 0.031 | Medium | 22.3 | 15 | 3.9 | NYSE>NASDAQ>ARCA>IEX>EDGX | VWAP | 1 | MKT | 7.6 | 63 | 18 | 0.64 | Multi | false | null | null | 0 | NYSE>NASDAQ>ARCA>IEX>EDGX | MKT | 55.1 | 98 | 3.7 | 62 | -1 | -23 | 24 | null | null | High urgency from PM |
X003343 | 2025-12-08 13:58:07 | XLI | Buy | 1,205 | 235.37 | 283,620.85 | 3.7 | 0.055 | Low | 26.5 | 25 | -6.9 | NASDAQ>IEX | TWAP | 1 | MKT | 8.9 | 60 | 15 | 0.64 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX | MKT | 87.6 | 95 | 10 | 53 | 55 | 10 | -24 | null | null | Toxic prints; widened spread |
X003344 | 2025-12-22 10:33:03 | AMZN | Buy | 181 | 38.49 | 6,966.69 | 2.4 | 0.008 | Ultra | 24.3 | 8 | -10.1 | ARCA>NYSE>EDGX>IEX | IS | 5 | MKT | 14.3 | 60 | 12 | 0.73 | LiqDrop | false | null | null | 0 | ARCA>NYSE>EDGX>IEX | MKT | 30 | 89 | 13.7 | 59 | 4 | 21 | 12 | null | null | Venue switch reduced impact |
X003345 | 2025-12-19 12:08:00 | PFE | Buy | 283,262 | 257.18 | 72,849,321.16 | 3.3 | 0.77 | Low | 19.7 | 18 | -18.4 | NASDAQ>BATS>IEX>ARCA>EDGX | IS | 4 | LMT | 10 | 222 | 21 | 0.48 | Slip>Thresh | false | null | null | 0 | NASDAQ>BATS>IEX>ARCA>EDGX | LMT | 14 | 89 | 13.1 | 57 | 34 | 14 | -36 | null | null | Stable book; normal liquidity |
X003346 | 2025-12-18 12:42:24 | HD | Buy | 16,974 | 85.33 | 1,448,391.42 | 3 | 0.066 | Low | 20.3 | 4 | -0.5 | NYSE>EDGX | Adaptive | 2 | IOC | 6.9 | 67 | 13 | 0.6 | Multi | true | MultiTrigger | VenueSwitch | 21 | NYSE>EDGX | IOC>LMT | 96.2 | 89 | 0 | 114 | -8 | 20 | -27 | PositionLimitNear | null | Venue switch reduced impact |
X003347 | 2025-12-11 11:35:11 | XLB | Sell | 224,514 | 139.93 | 31,416,244.02 | 2.6 | 0.572 | Low | 11.9 | 31 | -32.1 | ARCA>EDGX>NASDAQ>IEX>BATS | VWAP | 2 | IOC | 4.9 | 155 | 32 | 0.63 | LiqDrop | false | null | null | 0 | ARCA>EDGX>NASDAQ>IEX>BATS | IOC | 40.2 | 92 | 0 | 231 | 5 | -3 | -32 | null | null | High urgency from PM |
X003348 | 2025-11-23 14:17:44 | AMD | Sell | 2,155 | 152.08 | 327,732.4 | 1.8 | 0.06 | Ultra | 6.2 | 32 | -13.2 | ARCA>EDGX>BATS>IEX>NYSE | TWAP | 1 | MKT | 2.6 | 60 | 28 | 0.84 | Multi | false | null | null | 0 | ARCA>EDGX>BATS>IEX>NYSE | MKT | 18.5 | 90 | 5.2 | 69 | -15 | -2 | 40 | null | null | Toxic prints; widened spread |
X003349 | 2025-12-26 13:10:46 | KO | Sell | 3,200 | 45.9 | 146,880 | 3.6 | 0.08 | High | 5.3 | 38 | -14 | ARCA>IEX | Adaptive | 3 | LMT | 3.2 | 61 | 15 | 0.66 | Slip>Thresh | false | null | null | 0 | ARCA>IEX | LMT | 20.5 | 90 | 8.4 | 61 | 31 | 4 | -5 | null | null | Stable book; normal liquidity |
X003350 | 2025-11-13 14:51:42 | KO | Sell | 16,109 | 257.35 | 4,145,651.15 | 2.5 | 0.401 | Low | 38.3 | 28 | -13.3 | NASDAQ>NYSE>IEX>BATS | IS | 4 | LMT | 16.1 | 69 | 22 | 0.56 | Multi | false | null | null | 0 | NASDAQ>NYSE>IEX>BATS | LMT | 45.8 | 79 | 20.3 | 27 | 16 | -2 | 30 | NoShort | null | Toxic prints; widened spread |
X003351 | 2025-12-08 14:29:01 | JNJ | Buy | 32,612 | 149.23 | 4,866,688.76 | 4.3 | 0.12 | Low | 23.2 | 4 | 7.9 | NYSE>IEX | TWAP | 2 | MKT | 9.7 | 73 | 24 | 0.59 | Multi | false | null | null | 0 | NYSE>IEX | MKT | 56.8 | 88 | 17.5 | 113 | 56 | -36 | -34 | null | null | Stable book; normal liquidity |
X003352 | 2025-12-08 13:32:07 | NFLX | Buy | 8,119 | 303.41 | 2,463,385.79 | 3.1 | 0.078 | Low | 19.4 | 29 | -3 | BATS>EDGX>IEX | Adaptive | 1 | MKT | 6.1 | 62 | 25 | 0.84 | ToxicitySpike | false | null | null | 0 | BATS>EDGX>IEX | MKT | 70.1 | 93 | 0 | 96 | 6 | 20 | -24 | null | PriceBand | Toxic prints; widened spread |
X003353 | 2025-11-21 12:32:04 | QQQ | Buy | 34,459 | 423.91 | 14,607,514.69 | 0.8 | 0.109 | Medium | 23 | 27 | 7.7 | ARCA>NYSE | TWAP | 3 | MKT | 8.5 | 77 | 18 | 0.48 | Multi | false | null | null | 0 | ARCA>NYSE | MKT | 36.8 | 86 | 19.8 | 66 | 54 | -40 | -28 | NoShort | null | Stable book; normal liquidity |
X003354 | 2025-12-19 13:25:13 | V | Buy | 6,268 | 167.39 | 1,049,200.52 | 2.8 | 0.082 | Low | 30.6 | 31 | 6.6 | ARCA>EDGX>NYSE>NASDAQ | POV | 5 | LMT | 13.5 | 64 | 34 | 0.42 | LiqDrop | false | null | null | 0 | ARCA>EDGX>NYSE>NASDAQ | LMT | 40.2 | 67 | 13.2 | 86 | 52 | 24 | 23 | null | null | High urgency from PM |
X003355 | 2025-11-28 14:55:25 | AMZN | Buy | 1,409 | 18.01 | 25,376.09 | 1.9 | 0.065 | High | 12 | 6 | -23.9 | EDGX>BATS>NYSE | TWAP | 3 | MKT | 5.5 | 60 | 31 | 0.74 | LiqDrop | false | null | null | 0 | EDGX>BATS>NYSE | MKT | 96.1 | 93 | 7 | 80 | 40 | -12 | -1 | null | null | Venue switch reduced impact |
X003356 | 2025-11-14 13:53:36 | V | Sell | 13,056 | 112.78 | 1,472,455.68 | 3.4 | 0.17 | Low | 28.7 | 4 | 9.4 | EDGX>BATS>NYSE>IEX | IS | 4 | LMT | 13.1 | 67 | 27 | 0.53 | Multi | false | null | null | 0 | EDGX>BATS>NYSE>IEX | LMT | 57.8 | 89 | 31.3 | 10 | 45 | -24 | -5 | PositionLimitNear | null | Stable book; normal liquidity |
X003357 | 2025-11-19 15:49:17 | T | Buy | 9,826 | 276.15 | 2,713,449.9 | 2.6 | 0.082 | Medium | 18.1 | 33 | -22.6 | IEX>NASDAQ>EDGX>BATS>NYSE | VWAP | 3 | MKT | 7.7 | 64 | 31 | 0.76 | Multi | false | null | null | 0 | IEX>NASDAQ>EDGX>BATS>NYSE | MKT | 15.5 | 93 | 0 | 55 | 1 | -3 | 38 | NoShort | null | Toxic prints; widened spread |
X003358 | 2025-10-28 09:56:47 | GOOGL | Sell | 8,142 | 198.92 | 1,619,606.64 | 1.4 | 0.024 | Ultra | 11 | 18 | -13 | BATS>NASDAQ | POV | 5 | IOC | 5.9 | 65 | 33 | 0.48 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 12 | BATS>NASDAQ | IOC>LMT | 95.7 | 89 | 6.1 | 35 | 3 | 5 | 38 | null | null | Stable book; normal liquidity |
X003359 | 2025-12-01 10:10:56 | PFE | Sell | 158,136 | 136 | 21,506,496 | 2.1 | 0.43 | Low | 14.6 | 24 | -27 | BATS>IEX>NYSE | Adaptive | 3 | PO | 5.5 | 139 | 21 | 0.67 | Multi | false | null | null | 0 | BATS>IEX>NYSE | PO | 43.8 | 96 | 1.5 | 154 | 28 | -11 | 0 | null | null | Paused due to data glitch |
X003360 | 2025-11-29 09:35:24 | INTC | Sell | 5,510 | 132.09 | 727,815.9 | 0.6 | 0.262 | Low | 27.7 | 23 | 33.1 | NYSE>BATS>IEX>ARCA>NASDAQ | IS | 5 | MKT | 14.4 | 63 | 12 | 0.65 | Slip>Thresh | false | null | null | 0 | NYSE>BATS>IEX>ARCA>NASDAQ | MKT | 47.8 | 93 | 10.8 | 138 | -5 | -33 | -33 | NoShort | null | Toxic prints; widened spread |
X003361 | 2025-12-15 14:47:29 | BAC | Buy | 54,628 | 250.1 | 13,662,462.8 | 1.3 | 0.149 | Medium | 15.9 | 35 | -8.5 | NYSE>NASDAQ>EDGX>BATS | VWAP | 3 | LMT | 5.1 | 87 | 25 | 0.53 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 11 | NYSE>NASDAQ>EDGX>BATS | LMT>MKT | 85.6 | 97 | 1.5 | 54 | -7 | -7 | 18 | NoShort | null | Paused due to data glitch |
X003362 | 2025-12-06 14:46:47 | QQQ | Buy | 58,221 | 401.32 | 23,365,251.72 | 0.7 | 0.185 | Medium | 24.7 | 7 | 27.4 | IEX>ARCA>NASDAQ | TWAP | 3 | MKT | 9.1 | 89 | 23 | 0.58 | Multi | false | null | null | 0 | IEX>ARCA>NASDAQ | MKT | 40.9 | 90 | 11.3 | 73 | 29 | 7 | -2 | Watchlist | null | Stable book; normal liquidity |
X003363 | 2025-10-28 11:25:02 | NVDA | Sell | 3,496 | 115.6 | 404,137.6 | 1.2 | 0.09 | Medium | 21.7 | 39 | 0.1 | IEX>BATS>NYSE | TWAP | 3 | LMT | 6.9 | 61 | 24 | 0.49 | LiqDrop | false | null | null | 0 | IEX>BATS>NYSE | LMT | 34.5 | 100 | 7.4 | 85 | 60 | 6 | -40 | Watchlist | null | Toxic prints; widened spread |
X003364 | 2025-12-23 13:19:10 | XLF | Buy | 115,812 | 234.96 | 27,211,187.52 | 3.6 | 0.316 | Low | 24.5 | 17 | 22.4 | EDGX>NYSE>BATS>ARCA | POV | 4 | PO | 11.9 | 126 | 16 | 0.45 | Multi | false | null | null | 0 | EDGX>NYSE>BATS>ARCA | PO | 74.7 | 99 | 1.5 | 119 | -12 | -15 | -34 | null | null | Toxic prints; widened spread |
X003365 | 2025-11-23 10:42:18 | WMT | Sell | 27,227 | 77.94 | 2,122,072.38 | 3.8 | 0.084 | Low | 21.9 | 37 | 15.1 | EDGX>ARCA>NYSE>IEX | TWAP | 1 | MKT | 7.8 | 69 | 18 | 0.63 | Slip>Thresh | false | null | null | 0 | EDGX>ARCA>NYSE>IEX | MKT | 41.5 | 95 | 13.6 | 64 | 31 | 19 | -3 | NoShort | null | Paused due to data glitch |
X003366 | 2025-11-26 11:31:50 | PEP | Sell | 8,744 | 79.49 | 695,060.56 | 4.8 | 0.028 | High | 9.6 | 29 | 30 | ARCA>NASDAQ | Adaptive | 3 | LMT | 4.9 | 64 | 16 | 0.57 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ | LMT | 95.8 | 73 | 1.4 | 149 | -16 | -13 | 36 | null | null | High urgency from PM |
X003367 | 2025-11-09 12:27:43 | MSFT | Sell | 29,446 | 210.92 | 6,210,750.32 | 3 | 0.156 | Medium | 5 | 38 | -29.3 | EDGX>NYSE>BATS>NASDAQ>IEX | Adaptive | 2 | LMT | 2.5 | 72 | 13 | 0.42 | ToxicitySpike | false | null | null | 0 | EDGX>NYSE>BATS>NASDAQ>IEX | LMT | 30.8 | 91 | 0 | 32 | -6 | -22 | -5 | null | null | Venue switch reduced impact |
X003368 | 2025-11-14 12:33:32 | SPY | Sell | 169,369 | 461.49 | 78,162,099.81 | 1.2 | 0.229 | Medium | 14 | 4 | 1.7 | NASDAQ>IEX | VWAP | 3 | LMT | 4.5 | 144 | 19 | 0.58 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX | LMT | 84.5 | 68 | 8.3 | 211 | -7 | 14 | 1 | Watchlist | null | High urgency from PM |
X003369 | 2025-12-13 13:57:07 | XLV | Buy | 19,830 | 82.2 | 1,630,026 | 1.9 | 0.056 | High | 13 | 36 | -18.4 | NYSE>ARCA>BATS>EDGX>NASDAQ | VWAP | 3 | MKT | 5.5 | 69 | 16 | 0.6 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA>BATS>EDGX>NASDAQ | MKT | 51.1 | 98 | 3.3 | 76 | 30 | 9 | -17 | null | null | Paused due to data glitch |
X003370 | 2025-12-08 11:19:04 | MA | Buy | 17,979 | 72.33 | 1,300,421.07 | 1.5 | 0.077 | Medium | 24.5 | 23 | -1.8 | IEX>BATS>ARCA>NASDAQ>NYSE | TWAP | 1 | LMT | 6 | 66 | 14 | 0.52 | LiqDrop | false | null | null | 0 | IEX>BATS>ARCA>NASDAQ>NYSE | LMT | 18.5 | 94 | 0 | 106 | 13 | -12 | 24 | null | null | Paused due to data glitch |
X003371 | 2025-11-12 12:20:13 | JNJ | Buy | 37,084 | 178.89 | 6,633,956.76 | 4.2 | 0.136 | Low | 19.6 | 23 | 1.5 | EDGX>NASDAQ>IEX>ARCA>NYSE | TWAP | 3 | MKT | 9.7 | 78 | 19 | 0.74 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>IEX>ARCA>NYSE | MKT | 14.9 | 87 | 0 | 141 | 38 | 23 | -7 | Watchlist | null | High urgency from PM |
X003372 | 2025-11-15 09:53:35 | NVDA | Sell | 17,413 | 204.98 | 3,569,316.74 | 1.6 | 0.451 | Low | 9.7 | 30 | -22.1 | IEX>BATS | Adaptive | 3 | MKT | 4.2 | 68 | 17 | 0.8 | ToxicitySpike | false | null | null | 0 | IEX>BATS | MKT | 68.5 | 96 | 1 | 10 | -16 | -38 | -36 | null | null | Paused due to data glitch |
X003373 | 2025-12-08 15:32:09 | XLU | Buy | 7,366 | 217.09 | 1,599,084.94 | 1.8 | 0.024 | High | 21.7 | 8 | 4.1 | EDGX>BATS | POV | 4 | LMT | 8.5 | 64 | 18 | 0.78 | Multi | true | MultiTrigger | AlgoSwitch | 25 | EDGX>BATS | LMT>PO | 99.8 | 86 | 4.4 | 89 | 50 | 13 | -6 | NoShort | null | Toxic prints; widened spread |
X003374 | 2025-11-10 09:56:44 | T | Sell | 5,194 | 338.55 | 1,758,428.7 | 2.6 | 0.043 | Medium | 18.4 | 11 | 11.1 | BATS>NYSE>IEX | TWAP | 2 | LMT | 5.9 | 62 | 20 | 0.51 | LiqDrop | false | null | null | 0 | BATS>NYSE>IEX | LMT | 58.3 | 92 | 12 | 111 | 17 | 13 | 14 | null | null | Stable book; normal liquidity |
X003375 | 2025-11-22 12:20:58 | SPY | Buy | 146,702 | 486.67 | 71,395,462.34 | 1.7 | 0.198 | Medium | 10.4 | 9 | -31 | ARCA>NASDAQ>IEX>EDGX | TWAP | 3 | LMT | 4 | 133 | 17 | 0.43 | Multi | false | null | null | 0 | ARCA>NASDAQ>IEX>EDGX | LMT | 61 | 98 | 0 | 102 | -15 | 0 | 25 | PositionLimitNear | null | Venue switch reduced impact |
X003376 | 2025-10-30 12:42:27 | TLT | Sell | 30,234 | 90.63 | 2,740,107.42 | 3.6 | 0.111 | Low | 18.1 | 16 | 0.7 | BATS>EDGX>NYSE | VWAP | 3 | LMT | 6.9 | 75 | 18 | 0.64 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 33 | BATS>EDGX>NYSE | LMT>IOC | 80.9 | 92 | 0 | 130 | 20 | 7 | 17 | Watchlist | null | Paused due to data glitch |
X003377 | 2025-11-04 12:14:16 | NVDA | Sell | 3,611 | 324.2 | 1,170,686.2 | 1.6 | 0.093 | High | 8.3 | 30 | 32.7 | ARCA>BATS>EDGX>NYSE | Adaptive | 3 | LMT | 3 | 61 | 31 | 0.47 | Slip>Thresh | false | null | null | 0 | ARCA>BATS>EDGX>NYSE | LMT | 46.7 | 98 | 2.3 | 48 | -20 | -23 | -29 | null | null | Paused due to data glitch |
X003378 | 2025-12-14 09:35:42 | XLB | Sell | 16,017 | 128.31 | 2,055,141.27 | 1.5 | 0.041 | Ultra | 3.6 | 11 | -26.4 | ARCA>NYSE>BATS | TWAP | 1 | MKT | 1.7 | 65 | 25 | 0.59 | LiqDrop | false | null | null | 0 | ARCA>NYSE>BATS | MKT | 83.8 | 91 | 4.8 | 87 | 25 | -21 | 27 | null | null | Paused due to data glitch |
X003379 | 2025-11-08 12:20:28 | XLI | Buy | 1,098 | 66.9 | 73,456.2 | 3.7 | 0.05 | Medium | 11.6 | 24 | 14.6 | IEX>EDGX>NYSE>ARCA | IS | 4 | LMT | 7 | 60 | 32 | 0.55 | Slip>Thresh | false | null | null | 0 | IEX>EDGX>NYSE>ARCA | LMT | 77.9 | 98 | 5.9 | 10 | -16 | 15 | 30 | null | null | Paused due to data glitch |
X003380 | 2025-10-31 11:15:12 | XLB | Buy | 328,617 | 328.57 | 107,973,687.69 | 2.5 | 0.837 | Low | 10.4 | 8 | 14.2 | NASDAQ>EDGX>NYSE | Adaptive | 1 | LMT | 3.2 | 175 | 17 | 0.56 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX>NYSE | LMT | 68.9 | 85 | 0 | 101 | 22 | 1 | -14 | null | null | Paused due to data glitch |
X003381 | 2025-10-30 15:22:54 | MA | Buy | 14,154 | 121.24 | 1,716,030.96 | 1.5 | 0.06 | Medium | 21.4 | 31 | 23.3 | NYSE>ARCA | IS | 4 | MKT | 10.9 | 68 | 28 | 0.43 | LiqDrop | false | null | null | 0 | NYSE>ARCA | MKT | 73.7 | 92 | 7.6 | 45 | 15 | 19 | 13 | PositionLimitNear | null | Paused due to data glitch |
X003382 | 2025-11-24 14:57:41 | XLV | Sell | 174,963 | 211.81 | 37,058,913.03 | 0.9 | 0.491 | Low | 10.6 | 17 | -21.9 | NYSE>NASDAQ>BATS>EDGX>IEX | IS | 4 | MKT | 5.8 | 160 | 29 | 0.57 | Multi | false | null | null | 0 | NYSE>NASDAQ>BATS>EDGX>IEX | MKT | 36.8 | 85 | 31.9 | 119 | 39 | -35 | 36 | NoShort | null | Venue switch reduced impact |
X003383 | 2025-12-06 13:03:51 | XLE | Sell | 13,564 | 180.86 | 2,453,185.04 | 3.7 | 0.049 | High | 9.1 | 13 | 2.9 | EDGX>NASDAQ>IEX>ARCA | POV | 4 | MKT | 6.7 | 67 | 33 | 0.66 | Multi | false | null | null | 0 | EDGX>NASDAQ>IEX>ARCA | MKT | 55.5 | 93 | 16.1 | 13 | -5 | 2 | -9 | Watchlist | null | High urgency from PM |
X003384 | 2025-12-04 14:53:54 | NVDA | Buy | 2,213 | 242.65 | 536,984.45 | 2.1 | 0.057 | Medium | 23.3 | 39 | -14.6 | BATS>NYSE>ARCA | IS | 4 | LMT | 10.1 | 61 | 17 | 0.54 | Slip>Thresh | false | null | null | 0 | BATS>NYSE>ARCA | LMT | 57.4 | 87 | 8.1 | 93 | -8 | -24 | 32 | null | null | Venue switch reduced impact |
X003385 | 2025-12-10 11:14:01 | SPY | Sell | 35,379 | 493.9 | 17,473,688.1 | 1.6 | 0.048 | High | 15.5 | 7 | 1.8 | EDGX>BATS>NASDAQ>IEX>ARCA | Adaptive | 2 | IOC | 4.9 | 75 | 35 | 0.48 | Multi | false | null | null | 0 | EDGX>BATS>NASDAQ>IEX>ARCA | IOC | 0.6 | 100 | 0 | 118 | 40 | -18 | -6 | null | null | Paused due to data glitch |
X003386 | 2025-12-04 11:01:18 | PFE | Buy | 26,799 | 85.26 | 2,284,882.74 | 2.4 | 0.073 | High | 5.4 | 14 | 16.2 | NASDAQ>BATS>IEX>EDGX>NYSE | Adaptive | 4 | LMT | 3 | 75 | 20 | 0.84 | Multi | false | null | null | 0 | NASDAQ>BATS>IEX>EDGX>NYSE | LMT | 85.8 | 99 | 0 | 47 | -1 | -23 | -33 | null | null | Venue switch reduced impact |
X003387 | 2025-11-11 11:00:36 | KO | Sell | 485 | 126.59 | 61,396.15 | 3.3 | 0.012 | High | 39 | 26 | 7.1 | ARCA>BATS>EDGX | IS | 4 | LMT | 16.7 | 60 | 27 | 0.5 | LiqDrop | false | null | null | 0 | ARCA>BATS>EDGX | LMT | 6.6 | 90 | 15.7 | 38 | 35 | -34 | 1 | null | null | Toxic prints; widened spread |
X003388 | 2025-10-30 13:28:11 | HD | Sell | 21,704 | 255.69 | 5,549,495.76 | 1.7 | 0.084 | High | 6.7 | 26 | -1.9 | NASDAQ>BATS>NYSE>ARCA | IS | 5 | MKT | 5 | 74 | 25 | 0.51 | Multi | false | null | null | 0 | NASDAQ>BATS>NYSE>ARCA | MKT | 96.9 | 85 | 10.9 | 113 | 55 | -1 | 5 | null | null | Toxic prints; widened spread |
X003389 | 2025-12-22 14:59:32 | CVX | Buy | 35,398 | 46.34 | 1,640,343.32 | 1.1 | 0.21 | Low | 23.1 | 18 | 27.5 | ARCA>NYSE>IEX | Adaptive | 1 | MKT | 6 | 72 | 17 | 0.45 | Multi | false | null | null | 0 | ARCA>NYSE>IEX | MKT | 81.1 | 100 | 2.1 | 132 | 44 | -27 | -29 | null | null | Stable book; normal liquidity |
X003390 | 2025-11-20 15:46:11 | GOOGL | Sell | 71,366 | 237.39 | 16,941,574.74 | 1.4 | 0.213 | Medium | 9.8 | 38 | -0.7 | ARCA>IEX>NASDAQ | TWAP | 1 | MKT | 3.4 | 84 | 23 | 0.69 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 28 | ARCA>IEX>NASDAQ | MKT>PO | 93.5 | 94 | 4.1 | 127 | 11 | 1 | 36 | null | null | Venue switch reduced impact |
X003391 | 2025-11-10 15:00:05 | TLT | Buy | 32,743 | 94.64 | 3,098,797.52 | 2.7 | 0.12 | Medium | 10.6 | 19 | 11.9 | ARCA>EDGX | TWAP | 3 | MKT | 5.6 | 76 | 17 | 0.58 | LiqDrop | false | null | null | 0 | ARCA>EDGX | MKT | 21.2 | 90 | 2.7 | 10 | 5 | 21 | 28 | null | null | High urgency from PM |
X003392 | 2025-12-03 09:39:37 | XLY | Sell | 44,068 | 255.81 | 11,273,035.08 | 1.9 | 0.184 | Low | 24.7 | 20 | 34 | NASDAQ>ARCA>BATS | IS | 4 | PO | 11.7 | 85 | 28 | 0.57 | ToxicitySpike | false | null | null | 0 | NASDAQ>ARCA>BATS | PO | 65.4 | 95 | 12.6 | 154 | 38 | 19 | 32 | null | null | Toxic prints; widened spread |
X003393 | 2025-12-15 15:34:30 | AAPL | Buy | 68,769 | 274.09 | 18,848,895.21 | 1.8 | 0.202 | Medium | 5.3 | 3 | -11.3 | BATS>NASDAQ>EDGX | IS | 4 | LMT | 3.4 | 99 | 31 | 0.82 | LiqDrop | false | null | null | 0 | BATS>NASDAQ>EDGX | LMT | 77.8 | 90 | 0 | 101 | -12 | -10 | -27 | null | null | Toxic prints; widened spread |
X003394 | 2025-11-13 10:18:15 | HYG | Sell | 15,782 | 77.93 | 1,229,891.26 | 1.3 | 0.087 | Medium | 18.5 | 6 | 13.7 | IEX>ARCA>BATS | IS | 5 | MKT | 10.4 | 70 | 26 | 0.8 | LiqDrop | false | null | null | 0 | IEX>ARCA>BATS | MKT | 17.4 | 95 | 20.2 | 22 | 5 | -17 | -24 | Watchlist | null | High urgency from PM |
X003395 | 2025-11-30 12:59:22 | V | Buy | 23,185 | 290.08 | 6,725,504.8 | 5.5 | 0.302 | Low | 28.1 | 20 | 10 | BATS>NYSE>EDGX>IEX>ARCA | VWAP | 3 | LMT | 10.7 | 71 | 25 | 0.83 | Slip>Thresh | false | null | null | 0 | BATS>NYSE>EDGX>IEX>ARCA | LMT | 99.2 | 85 | 11.3 | 78 | -20 | -6 | 6 | null | null | High urgency from PM |
X003396 | 2025-12-01 14:28:31 | QQQ | Sell | 40,074 | 396.36 | 15,883,730.64 | 1.1 | 0.127 | Medium | 18.6 | 7 | -0.2 | NASDAQ>IEX>ARCA>EDGX | VWAP | 2 | LMT | 5 | 77 | 20 | 0.44 | LiqDrop | false | null | null | 0 | NASDAQ>IEX>ARCA>EDGX | LMT | 47 | 99 | 9.2 | 70 | 35 | 17 | 12 | null | null | Paused due to data glitch |
X003397 | 2025-12-15 15:14:14 | XLB | Sell | 137,403 | 253.5 | 34,831,660.5 | 2.1 | 0.35 | Low | 14.4 | 22 | 6.9 | NYSE>ARCA>BATS | VWAP | 3 | MKT | 6.2 | 128 | 33 | 0.54 | LiqDrop | false | null | null | 0 | NYSE>ARCA>BATS | MKT | 46.4 | 93 | 7.2 | 63 | 56 | -12 | -18 | null | null | High urgency from PM |
X003398 | 2025-12-02 11:22:49 | DIS | Sell | 81,170 | 67.96 | 5,516,313.2 | 1.8 | 0.354 | Low | 9.7 | 24 | 5.5 | NASDAQ>IEX>NYSE>EDGX | POV | 4 | MKT | 5.6 | 106 | 23 | 0.47 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX>NYSE>EDGX | MKT | 8.4 | 95 | 22.7 | 60 | 0 | 12 | 27 | null | null | Stable book; normal liquidity |
X003399 | 2025-12-12 13:16:43 | IEF | Sell | 3,936 | 101.12 | 398,008.32 | 2.3 | 0.015 | Ultra | 8.2 | 30 | -0.3 | NASDAQ>IEX>BATS | IS | 5 | MKT | 6.3 | 62 | 34 | 0.6 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX>BATS | MKT | 78.2 | 91 | 8.9 | 31 | 48 | -23 | 15 | PositionLimitNear | null | High urgency from PM |
X003400 | 2025-12-13 11:11:04 | T | Sell | 38,647 | 122.87 | 4,748,556.89 | 3.2 | 0.322 | Low | 14.9 | 20 | -27.4 | NASDAQ>IEX>ARCA>EDGX | Adaptive | 3 | LMT | 5.6 | 79 | 17 | 0.74 | Multi | false | null | null | 0 | NASDAQ>IEX>ARCA>EDGX | LMT | 72.7 | 89 | 15.6 | 10 | 3 | -22 | -23 | null | null | Stable book; normal liquidity |
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