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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X003601 | 2025-11-28 11:24:18 | XOM | Buy | 4,794 | 16.23 | 77,806.62 | 3.3 | 0.044 | Medium | 14.7 | 36 | 5.1 | ARCA>NYSE>EDGX | TWAP | 2 | LMT | 5.4 | 62 | 27 | 0.57 | Multi | false | null | null | 0 | ARCA>NYSE>EDGX | LMT | 4.1 | 88 | 10.6 | 55 | 41 | 21 | -34 | null | null | Paused due to data glitch |
X003602 | 2025-11-23 15:48:23 | XLB | Buy | 87,023 | 300.92 | 26,186,961.16 | 2.5 | 0.222 | Low | 21.3 | 32 | -14.4 | NASDAQ>NYSE>EDGX | Adaptive | 4 | LMT | 7.6 | 110 | 13 | 0.45 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 15 | NASDAQ>NYSE>EDGX | LMT>IOC | 3.1 | 90 | 19.7 | 8 | -12 | -4 | 35 | null | null | Paused due to data glitch |
X003603 | 2025-12-23 13:56:29 | META | Sell | 28,104 | 320.53 | 9,008,175.12 | 1.4 | 0.078 | Ultra | 7.4 | 8 | -26.9 | IEX>NASDAQ>ARCA>NYSE | Adaptive | 3 | MKT | 3.2 | 74 | 17 | 0.52 | ToxicitySpike | false | null | null | 0 | IEX>NASDAQ>ARCA>NYSE | MKT | 65.2 | 100 | 1.7 | 74 | -8 | 15 | -37 | null | null | Stable book; normal liquidity |
X003604 | 2025-11-28 10:50:48 | KO | Sell | 1,888 | 63.22 | 119,359.36 | 2 | 0.047 | Ultra | 7.5 | 17 | -11 | NYSE>NASDAQ | TWAP | 1 | MKT | 3 | 60 | 16 | 0.65 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ | MKT | 53.6 | 96 | 1.4 | 66 | 18 | 6 | 27 | null | null | Stable book; normal liquidity |
X003605 | 2025-12-01 09:35:55 | XLP | Sell | 43,451 | 192.01 | 8,343,026.51 | 3 | 0.15 | Low | 15.1 | 23 | 29.6 | EDGX>NYSE>NASDAQ>ARCA>IEX | POV | 4 | LMT | 7.1 | 84 | 18 | 0.62 | LiqDrop | false | null | null | 0 | EDGX>NYSE>NASDAQ>ARCA>IEX | LMT | 24.4 | 96 | 0 | 102 | 27 | -19 | -39 | null | null | High urgency from PM |
X003606 | 2025-12-23 10:10:09 | AMD | Buy | 8,431 | 257.36 | 2,169,802.16 | 1.1 | 0.235 | Low | 27.2 | 13 | -6.7 | ARCA>NASDAQ>EDGX>NYSE | TWAP | 1 | MKT | 7.8 | 62 | 28 | 0.45 | Multi | false | null | null | 0 | ARCA>NASDAQ>EDGX>NYSE | MKT | 72.9 | 91 | 9.7 | 91 | 52 | -17 | -10 | null | null | Toxic prints; widened spread |
X003607 | 2025-12-03 14:12:00 | IWM | Buy | 136,011 | 209.56 | 28,502,465.16 | 1.3 | 0.188 | Ultra | 3.2 | 19 | 25.5 | ARCA>EDGX | IS | 4 | LMT | 2.2 | 138 | 14 | 0.83 | LiqDrop | false | null | null | 0 | ARCA>EDGX | LMT | 42.9 | 100 | 3.9 | 105 | 37 | -32 | 8 | NoShort | null | Toxic prints; widened spread |
X003608 | 2025-10-30 11:06:12 | NVDA | Buy | 5,823 | 245.82 | 1,431,409.86 | 1.3 | 0.151 | Medium | 15.9 | 39 | -17.8 | IEX>NYSE | POV | 5 | MKT | 8.4 | 63 | 34 | 0.65 | ToxicitySpike | false | null | null | 0 | IEX>NYSE | MKT | 87.2 | 87 | 0 | 123 | -9 | -22 | -32 | PositionLimitNear | null | Paused due to data glitch |
X003609 | 2025-11-15 14:06:40 | LQD | Sell | 14,587 | 115.81 | 1,689,320.47 | 1.1 | 0.072 | Ultra | 3.6 | 21 | 14.8 | ARCA>NASDAQ>IEX | Adaptive | 3 | LMT | 1.5 | 67 | 18 | 0.77 | Multi | true | MultiTrigger | VenueSwitch | 30 | ARCA>NASDAQ>IEX | LMT>IOC | 98.8 | 87 | 0 | 117 | -2 | -34 | 6 | null | null | Toxic prints; widened spread |
X003610 | 2025-11-09 15:42:50 | META | Sell | 33,165 | 257.74 | 8,547,947.1 | 1.4 | 0.092 | Medium | 19.9 | 17 | -29.4 | NASDAQ>BATS>NYSE>ARCA>IEX | TWAP | 2 | IOC | 6.6 | 74 | 23 | 0.54 | ToxicitySpike | false | null | null | 0 | NASDAQ>BATS>NYSE>ARCA>IEX | IOC | 20.3 | 98 | 8 | 97 | 51 | -21 | 17 | Watchlist | null | High urgency from PM |
X003611 | 2025-12-02 12:24:57 | T | Buy | 52,902 | 135.05 | 7,144,415.1 | 2.5 | 0.441 | Low | 18.6 | 26 | 19.6 | ARCA>BATS>IEX>NASDAQ | IS | 4 | MKT | 10.7 | 90 | 33 | 0.52 | Multi | false | null | null | 0 | ARCA>BATS>IEX>NASDAQ | MKT | 58 | 94 | 5.2 | 88 | -18 | -40 | -22 | NoShort | null | High urgency from PM |
X003612 | 2025-12-25 13:03:50 | HYG | Sell | 7,940 | 75.93 | 602,884.2 | 2.3 | 0.044 | Medium | 18.4 | 39 | -24.1 | NYSE>BATS>NASDAQ>IEX>EDGX | POV | 4 | LMT | 7.7 | 64 | 28 | 0.75 | Multi | false | null | null | 0 | NYSE>BATS>NASDAQ>IEX>EDGX | LMT | 98.6 | 81 | 9.1 | 81 | 56 | -38 | -15 | Watchlist | null | Toxic prints; widened spread |
X003613 | 2025-11-06 15:31:17 | HD | Sell | 373,730 | 16.52 | 6,174,019.6 | 2.5 | 1.45 | Low | 5.6 | 4 | -30 | IEX>EDGX | IS | 4 | MKT | 5.6 | 274 | 29 | 0.5 | LiqDrop | false | null | null | 0 | IEX>EDGX | MKT | 53.5 | 93 | 2.5 | 277 | -6 | -40 | -39 | null | null | Toxic prints; widened spread |
X003614 | 2025-12-12 11:23:44 | HD | Buy | 87,350 | 203.72 | 17,794,942 | 3 | 0.339 | Low | 17 | 32 | -14.7 | BATS>NASDAQ>ARCA>NYSE | Adaptive | 2 | LMT | 5.3 | 97 | 32 | 0.57 | LiqDrop | false | null | null | 0 | BATS>NASDAQ>ARCA>NYSE | LMT | 7.1 | 88 | 13.5 | 163 | 19 | -37 | 6 | null | null | High urgency from PM |
X003615 | 2025-11-08 15:37:44 | INTC | Sell | 3,840 | 169.06 | 649,190.4 | 1 | 0.183 | Low | 33.6 | 15 | -25.4 | NASDAQ>NYSE>BATS | IS | 5 | MKT | 17.6 | 62 | 28 | 0.6 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 11 | NASDAQ>NYSE>BATS | MKT>IOC | 88.5 | 88 | 0 | 29 | -14 | -22 | -24 | PositionLimitNear | null | High urgency from PM |
X003616 | 2025-12-07 10:55:30 | DIS | Sell | 223,187 | 100 | 22,318,700 | 1.2 | 0.974 | Low | 17.4 | 37 | 33.5 | BATS>ARCA>NYSE>NASDAQ>IEX | VWAP | 2 | LMT | 5 | 154 | 14 | 0.74 | LiqDrop | false | null | null | 0 | BATS>ARCA>NYSE>NASDAQ>IEX | LMT | 22.9 | 93 | 0 | 144 | 4 | 3 | -23 | Watchlist | null | High urgency from PM |
X003617 | 2025-11-24 14:21:34 | JNJ | Sell | 95,775 | 62.79 | 6,013,712.25 | 2.5 | 0.352 | Low | 23.5 | 15 | -9.4 | EDGX>BATS>ARCA>NYSE | TWAP | 3 | PO | 9.1 | 107 | 28 | 0.83 | ToxicitySpike | false | null | null | 0 | EDGX>BATS>ARCA>NYSE | PO | 57 | 88 | 24.6 | 143 | 40 | -5 | 4 | null | null | High urgency from PM |
X003618 | 2025-12-06 14:02:55 | XLF | Buy | 106,429 | 109.4 | 11,643,332.6 | 3.7 | 0.291 | Low | 6.6 | 3 | 24.8 | EDGX>ARCA>NYSE>IEX>NASDAQ | VWAP | 3 | PO | 4.3 | 113 | 14 | 0.54 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA>NYSE>IEX>NASDAQ | PO | 17.9 | 100 | 18.8 | 75 | 38 | -37 | 20 | null | null | Stable book; normal liquidity |
X003619 | 2025-11-01 13:13:31 | NFLX | Sell | 17,183 | 193.38 | 3,322,848.54 | 3.5 | 0.164 | Medium | 6.4 | 7 | 5.2 | NASDAQ>IEX | TWAP | 2 | MKT | 4.1 | 67 | 23 | 0.52 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX | MKT | 14.2 | 87 | 16.2 | 65 | 2 | 9 | -5 | Watchlist | null | Venue switch reduced impact |
X003620 | 2025-10-30 12:20:01 | NVDA | Sell | 2,866 | 335.36 | 961,141.76 | 2.1 | 0.074 | High | 5.4 | 17 | 33.1 | NASDAQ>NYSE>EDGX>ARCA>BATS | TWAP | 1 | MKT | 2.5 | 61 | 22 | 0.47 | ToxicitySpike | false | null | null | 0 | NASDAQ>NYSE>EDGX>ARCA>BATS | MKT | 31.9 | 91 | 11 | 33 | 7 | -3 | 20 | PositionLimitNear | null | Paused due to data glitch |
X003621 | 2025-11-08 12:59:22 | BAC | Buy | 6,156 | 169.34 | 1,042,457.04 | 1.5 | 0.017 | Ultra | 16.7 | 20 | -4.1 | BATS>ARCA>IEX>EDGX>NASDAQ | VWAP | 3 | PO | 5.9 | 63 | 15 | 0.47 | Multi | false | null | null | 0 | BATS>ARCA>IEX>EDGX>NASDAQ | PO | 81.3 | 90 | 11.7 | 79 | 32 | -19 | 40 | null | null | Stable book; normal liquidity |
X003622 | 2025-12-03 10:29:46 | WMT | Buy | 51,232 | 71.16 | 3,645,669.12 | 3.5 | 0.158 | Low | 13.7 | 22 | -13.2 | EDGX>NYSE>IEX | TWAP | 3 | MKT | 7.2 | 85 | 33 | 0.53 | Multi | false | null | null | 0 | EDGX>NYSE>IEX | MKT | 53.1 | 85 | 11 | 147 | 46 | 25 | 30 | null | null | High urgency from PM |
X003623 | 2025-11-24 13:45:00 | JNJ | Buy | 25,076 | 104.45 | 2,619,188.2 | 4.5 | 0.092 | Medium | 6.6 | 37 | 6.6 | ARCA>BATS | Adaptive | 5 | LMT | 5 | 76 | 27 | 0.42 | Slip>Thresh | false | null | null | 0 | ARCA>BATS | LMT | 21.5 | 64 | 5.3 | 34 | -19 | -20 | 15 | null | null | Stable book; normal liquidity |
X003624 | 2025-12-16 11:47:22 | HYG | Sell | 3,695 | 75.69 | 279,674.55 | 1.7 | 0.02 | Ultra | 7.1 | 9 | 14.9 | NASDAQ>EDGX>ARCA>NYSE>BATS | Adaptive | 2 | MKT | 2.9 | 61 | 28 | 0.71 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX>ARCA>NYSE>BATS | MKT | 25.9 | 88 | 0 | 52 | 42 | 4 | 0 | NoShort | null | High urgency from PM |
X003625 | 2025-11-03 10:08:15 | AMD | Sell | 20,113 | 192.18 | 3,865,316.34 | 1.5 | 0.561 | Low | 35.5 | 37 | 9.3 | IEX>BATS | Adaptive | 2 | MKT | 10.7 | 68 | 25 | 0.66 | Slip>Thresh | false | null | null | 0 | IEX>BATS | MKT | 7.2 | 96 | 12 | 127 | 60 | 21 | 33 | null | null | Stable book; normal liquidity |
X003626 | 2025-10-30 13:36:33 | AAPL | Buy | 81,124 | 259.66 | 21,064,657.84 | 2.9 | 0.239 | Low | 7.3 | 25 | -4.2 | EDGX>BATS>IEX>NYSE>ARCA | POV | 5 | MKT | 6 | 112 | 33 | 0.57 | ToxicitySpike | false | null | null | 0 | EDGX>BATS>IEX>NYSE>ARCA | MKT | 43.8 | 85 | 9.7 | 73 | -16 | 20 | -11 | null | null | Toxic prints; widened spread |
X003627 | 2025-11-25 14:16:17 | XLY | Buy | 39,073 | 133.1 | 5,200,616.3 | 2.4 | 0.163 | Medium | 5.4 | 36 | 3.8 | NASDAQ>BATS>IEX>NYSE | IS | 5 | LMT | 4.2 | 85 | 16 | 0.83 | ToxicitySpike | false | null | null | 0 | NASDAQ>BATS>IEX>NYSE | LMT | 74.1 | 100 | 0 | 40 | 16 | 4 | -14 | null | null | Stable book; normal liquidity |
X003628 | 2025-12-15 10:50:26 | HD | Buy | 32,386 | 343.56 | 11,126,534.16 | 2.2 | 0.126 | High | 4.7 | 34 | 8.7 | NYSE>IEX>BATS>NASDAQ>ARCA | VWAP | 1 | IOC | 2.2 | 71 | 19 | 0.59 | Multi | false | null | null | 0 | NYSE>IEX>BATS>NASDAQ>ARCA | IOC | 87.8 | 92 | 0 | 69 | 1 | -12 | 17 | null | null | Toxic prints; widened spread |
X003629 | 2025-10-28 11:57:00 | AMZN | Sell | 2,753 | 225.91 | 621,930.23 | 1.4 | 0.126 | Medium | 17.9 | 38 | 28.9 | NYSE>NASDAQ>ARCA>IEX>EDGX | TWAP | 3 | LMT | 5.9 | 61 | 33 | 0.8 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ>ARCA>IEX>EDGX | LMT | 6.9 | 88 | 6.2 | 110 | 24 | -36 | 19 | PositionLimitNear | null | Stable book; normal liquidity |
X003630 | 2025-12-18 15:21:00 | LQD | Sell | 34,037 | 107.4 | 3,655,573.8 | 1 | 0.168 | Low | 23.9 | 16 | 25.8 | EDGX>NASDAQ>ARCA | Adaptive | 5 | MKT | 10.1 | 82 | 35 | 0.53 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>ARCA | MKT | 12.9 | 92 | 23.4 | 48 | 8 | 19 | -14 | null | null | High urgency from PM |
X003631 | 2025-11-14 15:08:02 | TSLA | Sell | 119,199 | 254.46 | 30,331,377.54 | 1.6 | 0.37 | Low | 20 | 30 | -31 | BATS>ARCA>NASDAQ | IS | 5 | LMT | 9.6 | 137 | 19 | 0.54 | LiqDrop | false | null | null | 0 | BATS>ARCA>NASDAQ | LMT | 29.7 | 91 | 35.5 | 98 | -7 | -7 | -6 | null | null | Paused due to data glitch |
X003632 | 2025-11-10 10:24:53 | DIS | Sell | 62,286 | 233.52 | 14,545,026.72 | 1.7 | 0.272 | Low | 24.5 | 17 | -27.6 | IEX>ARCA>EDGX | TWAP | 1 | IOC | 7.1 | 81 | 29 | 0.71 | Multi | false | null | null | 0 | IEX>ARCA>EDGX | IOC | 74.3 | 97 | 26.8 | 79 | 38 | -27 | 12 | null | null | Paused due to data glitch |
X003633 | 2025-10-29 11:37:00 | XLF | Sell | 198,567 | 102.31 | 20,315,389.77 | 2.6 | 0.543 | Low | 23.4 | 7 | -30.1 | NYSE>NASDAQ>IEX | Adaptive | 4 | MKT | 10.2 | 174 | 16 | 0.55 | LiqDrop | false | null | null | 0 | NYSE>NASDAQ>IEX | MKT | 14.6 | 97 | 7.1 | 194 | 20 | -12 | -6 | null | null | Paused due to data glitch |
X003634 | 2025-10-29 10:46:08 | IEF | Sell | 82,803 | 101.37 | 8,393,740.11 | 3.6 | 0.314 | Low | 10.5 | 32 | -32.7 | IEX>NYSE | VWAP | 1 | LMT | 3.7 | 88 | 31 | 0.44 | LiqDrop | false | null | null | 0 | IEX>NYSE | LMT | 84.1 | 71 | 27.2 | 33 | -15 | -16 | 21 | NoShort | null | Toxic prints; widened spread |
X003635 | 2025-11-16 12:42:19 | CSCO | Sell | 94,911 | 233.86 | 22,195,886.46 | 3.5 | 0.238 | Low | 8.6 | 31 | 30.4 | BATS>EDGX>NYSE | VWAP | 3 | MKT | 5.2 | 107 | 26 | 0.58 | LiqDrop | false | null | null | 0 | BATS>EDGX>NYSE | MKT | 30.7 | 95 | 9.9 | 20 | 9 | 17 | -38 | Watchlist | null | Toxic prints; widened spread |
X003636 | 2025-12-26 10:33:15 | XLY | Buy | 16,918 | 165.71 | 2,803,481.78 | 1.4 | 0.071 | Medium | 21.1 | 28 | -30.3 | IEX>ARCA | Adaptive | 2 | PO | 6 | 67 | 24 | 0.7 | LiqDrop | false | null | null | 0 | IEX>ARCA | PO | 69.7 | 98 | 23.2 | 43 | 14 | 2 | 16 | NoShort | null | Toxic prints; widened spread |
X003637 | 2025-11-10 12:36:53 | WMT | Sell | 213,699 | 239.68 | 51,219,376.32 | 2.9 | 0.658 | Low | 23.7 | 38 | 25.9 | IEX>EDGX>BATS>NYSE | IS | 4 | MKT | 13.5 | 182 | 24 | 0.83 | Slip>Thresh | false | null | null | 0 | IEX>EDGX>BATS>NYSE | MKT | 70.8 | 96 | 0 | 305 | -8 | 27 | 39 | null | null | Toxic prints; widened spread |
X003638 | 2025-11-03 12:15:47 | IEF | Buy | 445,488 | 95.04 | 42,339,179.52 | 2.1 | 1.691 | Low | 8.3 | 31 | -12.9 | NYSE>ARCA>BATS>EDGX>IEX | Adaptive | 3 | LMT | 3.8 | 260 | 21 | 0.78 | Multi | false | null | null | 0 | NYSE>ARCA>BATS>EDGX>IEX | LMT | 80.5 | 99 | 8.6 | 340 | -12 | 7 | -28 | null | null | Paused due to data glitch |
X003639 | 2025-12-03 09:35:32 | GOOGL | Sell | 88,923 | 189.58 | 16,858,022.34 | 1.8 | 0.265 | Medium | 4.3 | 4 | -33.4 | IEX>NASDAQ>BATS>EDGX | VWAP | 2 | LMT | 2 | 97 | 17 | 0.53 | LiqDrop | false | null | null | 0 | IEX>NASDAQ>BATS>EDGX | LMT | 20 | 87 | 0 | 85 | 58 | -13 | 16 | null | null | Paused due to data glitch |
X003640 | 2025-12-25 13:19:30 | CSCO | Buy | 209,449 | 199.66 | 41,818,587.34 | 3.7 | 0.526 | Low | 16.4 | 18 | 9.3 | BATS>EDGX | POV | 3 | LMT | 7.3 | 164 | 28 | 0.56 | Slip>Thresh | false | null | null | 0 | BATS>EDGX | LMT | 82.9 | 99 | 1.8 | 119 | 26 | -20 | -9 | Watchlist | null | Venue switch reduced impact |
X003641 | 2025-11-04 13:12:13 | V | Buy | 36,549 | 328.56 | 12,008,539.44 | 3.9 | 0.476 | Low | 5.3 | 21 | 5.6 | IEX>BATS>NYSE | VWAP | 1 | LMT | 2.8 | 72 | 29 | 0.72 | Slip>Thresh | false | null | null | 0 | IEX>BATS>NYSE | LMT | 26.2 | 98 | 0 | 10 | 33 | -14 | 23 | null | null | Toxic prints; widened spread |
X003642 | 2025-12-18 12:00:06 | TSLA | Buy | 114,074 | 201.25 | 22,957,392.5 | 1.4 | 0.355 | Low | 12.2 | 5 | -33.9 | EDGX>NYSE | TWAP | 3 | MKT | 5.3 | 117 | 22 | 0.82 | ToxicitySpike | false | null | null | 0 | EDGX>NYSE | MKT | 34.2 | 92 | 2.1 | 61 | 9 | 28 | 32 | null | null | Paused due to data glitch |
X003643 | 2025-12-10 14:46:39 | T | Buy | 8,681 | 79.85 | 693,177.85 | 3.7 | 0.072 | Medium | 7.8 | 10 | 15.3 | EDGX>ARCA | VWAP | 3 | MKT | 5 | 64 | 32 | 0.73 | LiqDrop | false | null | null | 0 | EDGX>ARCA | MKT | 71 | 88 | 5.6 | 10 | 45 | -5 | -40 | Watchlist | null | Venue switch reduced impact |
X003644 | 2025-11-21 14:47:10 | IWM | Buy | 85,343 | 192.97 | 16,468,638.71 | 0.9 | 0.118 | Medium | 22.7 | 13 | 13.2 | NYSE>IEX>EDGX>ARCA>NASDAQ | IS | 5 | LMT | 10 | 115 | 35 | 0.55 | Slip>Thresh | false | null | null | 0 | NYSE>IEX>EDGX>ARCA>NASDAQ | LMT | 1.7 | 97 | 13.7 | 79 | 38 | 21 | -6 | null | null | Paused due to data glitch |
X003645 | 2025-11-25 12:56:29 | IEF | Buy | 20,017 | 97.13 | 1,944,251.21 | 2.6 | 0.076 | Medium | 10.7 | 34 | 9.7 | NYSE>NASDAQ>EDGX>BATS>ARCA | TWAP | 3 | PO | 5 | 70 | 31 | 0.78 | LiqDrop | false | null | null | 0 | NYSE>NASDAQ>EDGX>BATS>ARCA | PO | 86.3 | 99 | 4.8 | 58 | 17 | -5 | 30 | null | null | Toxic prints; widened spread |
X003646 | 2025-11-12 15:52:31 | WMT | Sell | 48,340 | 297.86 | 14,398,552.4 | 2.5 | 0.149 | Low | 19 | 36 | -12.3 | BATS>IEX>NASDAQ>EDGX>NYSE | TWAP | 3 | IOC | 8 | 84 | 18 | 0.46 | Slip>Thresh | false | null | null | 0 | BATS>IEX>NASDAQ>EDGX>NYSE | IOC | 36.5 | 99 | 0 | 104 | 14 | 30 | 10 | null | null | Venue switch reduced impact |
X003647 | 2025-11-11 15:07:27 | BRK.B | Buy | 30,862 | 49.67 | 1,532,915.54 | 2 | 0.14 | Low | 24.2 | 7 | 11.2 | EDGX>NYSE>NASDAQ | Adaptive | 5 | LMT | 9 | 80 | 21 | 0.58 | Multi | true | MultiTrigger | AlgoSwitch | 22 | EDGX>NYSE>NASDAQ | LMT>PO | 87 | 97 | 23.5 | 103 | 42 | 7 | 27 | null | null | Toxic prints; widened spread |
X003648 | 2025-12-17 11:58:34 | MSFT | Buy | 13,125 | 74.26 | 974,662.5 | 2.7 | 0.07 | Medium | 20.6 | 19 | -34.7 | IEX>NYSE>BATS>EDGX | VWAP | 3 | LMT | 7.1 | 66 | 21 | 0.72 | Slip>Thresh | false | null | null | 0 | IEX>NYSE>BATS>EDGX | LMT | 30.8 | 100 | 8.7 | 63 | 55 | 18 | 8 | null | null | Paused due to data glitch |
X003649 | 2025-12-18 15:08:39 | XLP | Sell | 111,715 | 46.37 | 5,180,224.55 | 2.7 | 0.386 | Low | 19.6 | 3 | -16.7 | EDGX>IEX>NYSE>NASDAQ>BATS | VWAP | 2 | MKT | 7.4 | 107 | 34 | 0.41 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>NYSE>NASDAQ>BATS | MKT | 31.3 | 98 | 29.2 | 102 | -6 | 30 | 32 | PositionLimitNear | null | Stable book; normal liquidity |
X003650 | 2025-11-04 13:26:46 | VZ | Sell | 59,180 | 139.4 | 8,249,692 | 3.4 | 0.506 | Low | 12.3 | 18 | 1.7 | NASDAQ>NYSE>EDGX>BATS | POV | 3 | MKT | 7.2 | 89 | 30 | 0.66 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE>EDGX>BATS | MKT | 48.5 | 91 | 6.5 | 10 | 60 | -26 | 3 | null | null | Toxic prints; widened spread |
X003651 | 2025-11-02 15:27:24 | CSCO | Buy | 314,023 | 325.28 | 102,145,401.44 | 4.8 | 0.788 | Low | 10.3 | 17 | 0.4 | EDGX>IEX | VWAP | 1 | IOC | 5 | 169 | 28 | 0.65 | Slip>Thresh | false | null | null | 0 | EDGX>IEX | IOC | 30.4 | 89 | 4 | 300 | 0 | -24 | -21 | PositionLimitNear | null | High urgency from PM |
X003652 | 2025-12-10 12:15:07 | BRK.B | Buy | 64,412 | 308.12 | 19,846,625.44 | 2.9 | 0.293 | Low | 11.9 | 31 | 23.8 | NYSE>IEX>BATS>ARCA | TWAP | 3 | IOC | 6 | 92 | 26 | 0.55 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 19 | NYSE>IEX>BATS>ARCA | IOC>LMT | 98.6 | 95 | 5.3 | 115 | 6 | -33 | 10 | null | null | High urgency from PM |
X003653 | 2025-12-04 14:20:42 | IWM | Sell | 127,667 | 203.65 | 25,999,384.55 | 1 | 0.176 | Low | 24.1 | 12 | 3.2 | IEX>NASDAQ>BATS | POV | 5 | IOC | 11.3 | 142 | 33 | 0.65 | ToxicitySpike | false | null | null | 0 | IEX>NASDAQ>BATS | IOC | 3.5 | 90 | 29.6 | 192 | -7 | -32 | 28 | PositionLimitNear | null | Paused due to data glitch |
X003654 | 2025-12-15 14:06:20 | AAPL | Buy | 87,799 | 192.36 | 16,889,015.64 | 2.5 | 0.258 | Medium | 4.5 | 34 | -23.2 | BATS>IEX | Adaptive | 3 | LMT | 2.5 | 103 | 28 | 0.45 | Multi | false | null | null | 0 | BATS>IEX | LMT | 79.3 | 94 | 5.1 | 137 | 23 | 11 | 18 | null | null | Paused due to data glitch |
X003655 | 2025-12-17 11:31:09 | XLY | Buy | 20,904 | 36.31 | 759,024.24 | 2.2 | 0.087 | High | 5.6 | 4 | -17.5 | NYSE>IEX | VWAP | 1 | LMT | 2.1 | 67 | 22 | 0.79 | LiqDrop | true | LiquidityDrop | VenueSwitch | 14 | NYSE>IEX | LMT>IOC | 3.5 | 77 | 0 | 107 | 46 | -29 | -20 | PositionLimitNear | null | Stable book; normal liquidity |
X003656 | 2025-12-19 10:19:07 | XLF | Sell | 62,651 | 200.7 | 12,574,055.7 | 2.9 | 0.171 | Low | 15.8 | 27 | -3.6 | NYSE>BATS>EDGX>ARCA>NASDAQ | IS | 4 | MKT | 9.7 | 96 | 23 | 0.45 | Slip>Thresh | true | SlippageAboveThreshold | OrderTypeChange | 12 | NYSE>BATS>EDGX>ARCA>NASDAQ | MKT>IOC | 82.2 | 88 | 21.2 | 101 | 45 | -12 | -28 | Watchlist | null | High urgency from PM |
X003657 | 2025-12-06 13:06:17 | BRK.B | Buy | 93,424 | 74.02 | 6,915,244.48 | 1.7 | 0.425 | Low | 14.6 | 28 | 16 | ARCA>BATS>IEX>NASDAQ>EDGX | VWAP | 2 | LMT | 4.4 | 99 | 26 | 0.41 | Slip>Thresh | false | null | null | 0 | ARCA>BATS>IEX>NASDAQ>EDGX | LMT | 57.6 | 85 | 12.8 | 175 | 30 | 9 | 14 | Watchlist | null | Paused due to data glitch |
X003658 | 2025-11-29 14:09:03 | JPM | Sell | 7,674 | 311.49 | 2,390,374.26 | 4.6 | 0.19 | Low | 35 | 17 | -19.4 | NYSE>EDGX>NASDAQ>ARCA>IEX | TWAP | 2 | LMT | 11.1 | 63 | 32 | 0.43 | LiqDrop | false | null | null | 0 | NYSE>EDGX>NASDAQ>ARCA>IEX | LMT | 57.1 | 85 | 0.7 | 10 | -6 | 20 | 19 | null | null | Toxic prints; widened spread |
X003659 | 2025-10-31 10:13:52 | BAC | Buy | 30,524 | 181.67 | 5,545,295.08 | 1.8 | 0.083 | Medium | 17.5 | 23 | -19.1 | ARCA>IEX | IS | 4 | LMT | 7.8 | 77 | 32 | 0.64 | ToxicitySpike | false | null | null | 0 | ARCA>IEX | LMT | 74.8 | 98 | 8.8 | 53 | -9 | 22 | -26 | null | null | High urgency from PM |
X003660 | 2025-11-26 13:14:45 | XLK | Sell | 19,161 | 121.5 | 2,328,061.5 | 1.1 | 0.054 | Ultra | 6.9 | 13 | -33.8 | NASDAQ>ARCA>IEX>NYSE | Adaptive | 4 | LMT | 2.6 | 71 | 15 | 0.72 | ToxicitySpike | false | null | null | 0 | NASDAQ>ARCA>IEX>NYSE | LMT | 64.8 | 100 | 1.6 | 140 | 15 | -12 | -8 | null | null | Toxic prints; widened spread |
X003661 | 2025-12-04 12:12:35 | UNH | Sell | 15,081 | 244.1 | 3,681,272.1 | 2.6 | 0.066 | Medium | 16.2 | 15 | -20.9 | ARCA>NYSE>BATS>NASDAQ | Adaptive | 4 | PO | 6.8 | 68 | 14 | 0.49 | LiqDrop | false | null | null | 0 | ARCA>NYSE>BATS>NASDAQ | PO | 81.3 | 100 | 5.6 | 73 | 11 | 6 | 33 | PositionLimitNear | null | High urgency from PM |
X003662 | 2025-11-01 11:43:19 | SPY | Buy | 199,705 | 489.66 | 97,787,550.3 | 1.3 | 0.27 | Low | 22.4 | 29 | -1.9 | BATS>NYSE>EDGX>NASDAQ | POV | 4 | MKT | 10.3 | 174 | 23 | 0.54 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 13 | BATS>NYSE>EDGX>NASDAQ | MKT>IOC | 72.7 | 99 | 25.5 | 148 | 3 | 13 | -34 | Watchlist | null | Venue switch reduced impact |
X003663 | 2025-12-14 11:56:11 | NVDA | Buy | 552 | 193.58 | 106,856.16 | 1.3 | 0.014 | Ultra | 6.8 | 15 | 8.3 | IEX>NASDAQ>EDGX>BATS | VWAP | 1 | MKT | 2.3 | 60 | 31 | 0.77 | Multi | false | null | null | 0 | IEX>NASDAQ>EDGX>BATS | MKT | 72.4 | 93 | 2.2 | 49 | 53 | -6 | -38 | null | null | Venue switch reduced impact |
X003664 | 2025-11-26 09:52:12 | VZ | Buy | 11,028 | 17.32 | 191,004.96 | 2.8 | 0.094 | Medium | 8.6 | 4 | -23.9 | NYSE>NASDAQ | Adaptive | 3 | LMT | 3.7 | 65 | 18 | 0.48 | Slip>Thresh | false | null | null | 0 | NYSE>NASDAQ | LMT | 5.5 | 86 | 16.4 | 62 | 45 | -11 | -38 | PositionLimitNear | null | Paused due to data glitch |
X003665 | 2025-12-24 12:18:14 | JNJ | Sell | 8,088 | 114.8 | 928,502.4 | 3.2 | 0.03 | High | 13.8 | 13 | 30.1 | EDGX>ARCA>NYSE | Adaptive | 2 | LMT | 4.6 | 63 | 18 | 0.44 | LiqDrop | false | null | null | 0 | EDGX>ARCA>NYSE | LMT | 79.6 | 94 | 8.1 | 29 | 59 | -32 | -10 | null | null | Paused due to data glitch |
X003666 | 2025-11-08 10:41:05 | META | Buy | 73,203 | 290.37 | 21,255,955.11 | 1.5 | 0.204 | Low | 16.6 | 39 | -1.5 | NASDAQ>NYSE>BATS>ARCA | VWAP | 1 | MKT | 4.9 | 85 | 14 | 0.46 | Slip>Thresh | false | null | null | 0 | NASDAQ>NYSE>BATS>ARCA | MKT | 16.2 | 92 | 4.5 | 121 | 1 | -16 | -22 | PositionLimitNear | null | Venue switch reduced impact |
X003667 | 2025-12-22 13:31:13 | LQD | Sell | 145,050 | 114.5 | 16,608,225 | 1.6 | 0.714 | Medium | 3.4 | 37 | -4.7 | NYSE>IEX>ARCA>NASDAQ>EDGX | VWAP | 2 | MKT | 2.2 | 121 | 20 | 0.42 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 10 | NYSE>IEX>ARCA>NASDAQ>EDGX | MKT>IOC | 83.7 | 86 | 4.5 | 141 | -16 | -13 | -28 | null | null | High urgency from PM |
X003668 | 2025-12-10 13:17:20 | IWM | Sell | 104,661 | 201.94 | 21,135,242.34 | 1.3 | 0.144 | Medium | 14.3 | 32 | 12.8 | ARCA>NYSE>EDGX>IEX>NASDAQ | IS | 4 | MKT | 7.6 | 120 | 25 | 0.67 | Multi | false | null | null | 0 | ARCA>NYSE>EDGX>IEX>NASDAQ | MKT | 88.4 | 85 | 8.9 | 128 | 39 | -10 | -12 | Watchlist | null | High urgency from PM |
X003669 | 2025-11-16 10:35:24 | TLT | Sell | 54,312 | 95.47 | 5,185,166.64 | 1.9 | 0.199 | Medium | 7.7 | 4 | 11.9 | BATS>NYSE | TWAP | 1 | MKT | 3.1 | 79 | 21 | 0.8 | Multi | false | null | null | 0 | BATS>NYSE | MKT | 60.6 | 96 | 14.6 | 77 | 51 | 0 | -18 | NoShort | null | Stable book; normal liquidity |
X003670 | 2025-12-14 14:50:44 | PFE | Buy | 170,304 | 21.61 | 3,680,269.44 | 1.5 | 0.463 | Low | 7.4 | 3 | 29.5 | NASDAQ>BATS>EDGX | VWAP | 3 | PO | 3.3 | 145 | 28 | 0.6 | Multi | false | null | null | 0 | NASDAQ>BATS>EDGX | PO | 64 | 86 | 7.9 | 45 | 57 | 8 | -34 | PositionLimitNear | null | Venue switch reduced impact |
X003671 | 2025-10-27 09:35:14 | CSCO | Buy | 267,461 | 141.38 | 37,813,636.18 | 4.4 | 0.671 | Low | 5.9 | 32 | 8.8 | NYSE>IEX>BATS>EDGX>NASDAQ | IS | 5 | LMT | 6.3 | 233 | 25 | 0.53 | ToxicitySpike | false | null | null | 0 | NYSE>IEX>BATS>EDGX>NASDAQ | LMT | 24.7 | 96 | 0.8 | 156 | 44 | -4 | -22 | null | null | Venue switch reduced impact |
X003672 | 2025-12-23 10:50:14 | MSFT | Buy | 17,396 | 56.23 | 978,177.08 | 2.5 | 0.092 | Low | 21.4 | 7 | -6.6 | NASDAQ>BATS | TWAP | 3 | PO | 8.4 | 68 | 25 | 0.58 | ToxicitySpike | false | null | null | 0 | NASDAQ>BATS | PO | 34.7 | 91 | 12.3 | 51 | 11 | 27 | -31 | null | null | High urgency from PM |
X003673 | 2025-12-03 14:07:13 | QQQ | Buy | 36,211 | 418.54 | 15,155,751.94 | 1 | 0.115 | High | 9.5 | 35 | -28.9 | ARCA>NYSE>NASDAQ | TWAP | 1 | MKT | 3.1 | 72 | 22 | 0.63 | Multi | false | null | null | 0 | ARCA>NYSE>NASDAQ | MKT | 58.2 | 98 | 12.5 | 158 | 40 | -23 | -1 | PositionLimitNear | null | Paused due to data glitch |
X003674 | 2025-12-02 13:33:53 | MA | Sell | 78,528 | 246.16 | 19,330,452.48 | 1.4 | 0.335 | Medium | 7.4 | 39 | 34.1 | NYSE>EDGX>NASDAQ>IEX>BATS | Adaptive | 4 | MKT | 3.7 | 105 | 24 | 0.58 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX>NASDAQ>IEX>BATS | MKT | 74.6 | 96 | 6.9 | 121 | 28 | 29 | -29 | null | null | Stable book; normal liquidity |
X003675 | 2025-10-28 10:18:44 | CSCO | Sell | 31,588 | 241.85 | 7,639,557.8 | 2.7 | 0.079 | High | 6.4 | 20 | 0.6 | NASDAQ>NYSE>IEX>ARCA>EDGX | POV | 5 | MKT | 5.3 | 80 | 24 | 0.71 | Slip>Thresh | false | null | null | 0 | NASDAQ>NYSE>IEX>ARCA>EDGX | MKT | 39.8 | 95 | 6.3 | 140 | -7 | -10 | 35 | null | null | Venue switch reduced impact |
X003676 | 2025-11-16 15:50:42 | LQD | Sell | 52,485 | 114.84 | 6,027,377.4 | 1.5 | 0.258 | Medium | 4.3 | 5 | 30.9 | NASDAQ>EDGX>ARCA>BATS | TWAP | 3 | LMT | 2.2 | 86 | 29 | 0.4 | Slip>Thresh | false | null | null | 0 | NASDAQ>EDGX>ARCA>BATS | LMT | 27.5 | 89 | 6.5 | 54 | -5 | 3 | 33 | null | null | High urgency from PM |
X003677 | 2025-11-17 14:45:41 | JPM | Sell | 12,071 | 78.66 | 949,504.86 | 4.9 | 0.299 | Low | 9.3 | 26 | -29.7 | ARCA>NYSE>EDGX | IS | 4 | LMT | 7.2 | 66 | 17 | 0.63 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>EDGX | LMT | 0.4 | 99 | 0 | 62 | 4 | -22 | -5 | null | null | Paused due to data glitch |
X003678 | 2025-12-16 12:41:17 | XLF | Sell | 280,673 | 228.56 | 64,150,620.88 | 3.7 | 0.767 | Low | 5.7 | 32 | 18.5 | NYSE>NASDAQ | VWAP | 2 | LMT | 3.4 | 179 | 24 | 0.76 | Multi | false | null | null | 0 | NYSE>NASDAQ | LMT | 56.6 | 67 | 9.5 | 138 | 31 | 7 | 18 | null | null | High urgency from PM |
X003679 | 2025-10-27 13:53:56 | IWM | Buy | 56,530 | 193.67 | 10,948,165.1 | 1.4 | 0.078 | High | 14.4 | 13 | 9.6 | BATS>NYSE>IEX>NASDAQ>EDGX | Adaptive | 2 | IOC | 4.5 | 84 | 27 | 0.81 | Multi | false | null | null | 0 | BATS>NYSE>IEX>NASDAQ>EDGX | IOC | 42 | 90 | 14.2 | 54 | 50 | 14 | -29 | null | null | Stable book; normal liquidity |
X003680 | 2025-10-29 15:24:56 | XLU | Sell | 38,076 | 158.67 | 6,041,518.92 | 2.3 | 0.122 | High | 4.3 | 6 | 15 | BATS>NASDAQ>NYSE | TWAP | 2 | LMT | 2.3 | 76 | 33 | 0.82 | ToxicitySpike | false | null | null | 0 | BATS>NASDAQ>NYSE | LMT | 22.2 | 85 | 8.3 | 113 | 34 | 25 | 1 | null | null | Stable book; normal liquidity |
X003681 | 2025-10-31 11:36:10 | XLI | Sell | 1,182 | 94.1 | 111,226.2 | 1.9 | 0.054 | Medium | 34.2 | 5 | -17.7 | EDGX>NASDAQ>IEX>NYSE | Adaptive | 2 | MKT | 10.4 | 60 | 22 | 0.45 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>IEX>NYSE | MKT | 30.6 | 99 | 9.3 | 106 | -5 | -5 | -11 | PositionLimitNear | null | Stable book; normal liquidity |
X003682 | 2025-11-15 10:39:06 | WMT | Buy | 21,079 | 96.83 | 2,041,079.57 | 3.8 | 0.065 | Medium | 14.6 | 22 | -19.9 | BATS>NYSE | IS | 4 | PO | 9 | 72 | 30 | 0.51 | Multi | false | null | null | 0 | BATS>NYSE | PO | 16.3 | 95 | 1.4 | 56 | -13 | 29 | 13 | null | null | High urgency from PM |
X003683 | 2025-11-23 13:48:51 | NVDA | Buy | 1,412 | 331.11 | 467,527.32 | 1.1 | 0.037 | Ultra | 16.3 | 34 | 1 | IEX>ARCA>NASDAQ>EDGX | IS | 4 | PO | 7.5 | 60 | 27 | 0.63 | LiqDrop | false | null | null | 0 | IEX>ARCA>NASDAQ>EDGX | PO | 73.2 | 96 | 8.9 | 51 | 9 | -3 | 19 | null | null | Paused due to data glitch |
X003684 | 2025-11-29 12:07:08 | LQD | Buy | 51,168 | 113.35 | 5,799,892.8 | 1.5 | 0.252 | Medium | 6.2 | 39 | -8 | NASDAQ>EDGX>BATS | Adaptive | 1 | MKT | 2.3 | 77 | 17 | 0.56 | Slip>Thresh | false | null | null | 0 | NASDAQ>EDGX>BATS | MKT | 67.5 | 86 | 0 | 92 | 50 | -10 | -37 | null | null | Stable book; normal liquidity |
X003685 | 2025-12-25 14:54:26 | BRK.B | Buy | 134,691 | 276.68 | 37,266,305.88 | 2.3 | 0.612 | Low | 6.6 | 10 | 17.1 | EDGX>IEX>BATS>NYSE>NASDAQ | VWAP | 3 | IOC | 3.8 | 127 | 34 | 0.58 | LiqDrop | false | null | null | 0 | EDGX>IEX>BATS>NYSE>NASDAQ | IOC | 71.8 | 95 | 23.6 | 105 | -7 | -39 | -40 | null | null | Venue switch reduced impact |
X003686 | 2025-12-12 09:35:54 | NVDA | Sell | 3,141 | 275.5 | 865,345.5 | 1.7 | 0.081 | Medium | 19.3 | 27 | -29.2 | ARCA>NYSE>NASDAQ | VWAP | 2 | MKT | 6.6 | 61 | 27 | 0.6 | LiqDrop | false | null | null | 0 | ARCA>NYSE>NASDAQ | MKT | 89 | 96 | 0 | 89 | 49 | -27 | 25 | null | null | High urgency from PM |
X003687 | 2025-11-05 14:41:01 | XLP | Sell | 54,948 | 299.16 | 16,438,243.68 | 1.9 | 0.19 | Low | 19.3 | 24 | -28.9 | IEX>NASDAQ>ARCA>BATS | TWAP | 3 | LMT | 6.7 | 87 | 15 | 0.84 | Multi | false | null | null | 0 | IEX>NASDAQ>ARCA>BATS | LMT | 78.2 | 92 | 1 | 69 | 13 | 0 | 16 | Watchlist | null | Toxic prints; widened spread |
X003688 | 2025-10-28 12:16:41 | LQD | Buy | 103,033 | 116.02 | 11,953,888.66 | 1.3 | 0.507 | Low | 22 | 32 | -8.4 | NYSE>EDGX | POV | 5 | MKT | 11.4 | 126 | 27 | 0.54 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX | MKT | 87.7 | 99 | 12.4 | 110 | -20 | 2 | -6 | PositionLimitNear | null | Toxic prints; widened spread |
X003689 | 2025-11-03 10:17:31 | TLT | Buy | 12,126 | 92.4 | 1,120,442.4 | 2.7 | 0.044 | High | 8.8 | 18 | 12.9 | BATS>IEX>ARCA>EDGX>NASDAQ | IS | 5 | PO | 6.4 | 67 | 17 | 0.51 | ToxicitySpike | false | null | null | 0 | BATS>IEX>ARCA>EDGX>NASDAQ | PO | 49.6 | 98 | 14.6 | 170 | -5 | -1 | 33 | null | null | Paused due to data glitch |
X003690 | 2025-11-25 09:35:55 | GOOGL | Sell | 19,712 | 23.43 | 461,852.16 | 2 | 0.059 | High | 12.9 | 24 | -26.1 | IEX>EDGX | IS | 4 | PO | 6.9 | 71 | 23 | 0.63 | ToxicitySpike | false | null | null | 0 | IEX>EDGX | PO | 18.7 | 94 | 9.6 | 40 | 35 | 23 | -36 | null | null | High urgency from PM |
X003691 | 2025-12-25 14:44:04 | SPY | Buy | 73,972 | 461.62 | 34,146,954.64 | 1.7 | 0.1 | Medium | 20.6 | 32 | 14.8 | NASDAQ>BATS>ARCA | POV | 4 | MKT | 9.8 | 102 | 25 | 0.4 | Multi | false | null | null | 0 | NASDAQ>BATS>ARCA | MKT | 59.6 | 96 | 0 | 101 | 6 | 20 | 32 | null | null | High urgency from PM |
X003692 | 2025-12-19 11:44:34 | WMT | Sell | 22,529 | 21.67 | 488,203.43 | 2.8 | 0.069 | Low | 22.8 | 9 | 32 | BATS>IEX>EDGX>NASDAQ>NYSE | Adaptive | 1 | LMT | 5.6 | 67 | 18 | 0.78 | LiqDrop | false | null | null | 0 | BATS>IEX>EDGX>NASDAQ>NYSE | LMT | 97.4 | 93 | 0.8 | 78 | -20 | -33 | -6 | NoShort | null | Stable book; normal liquidity |
X003693 | 2025-11-25 10:24:25 | META | Buy | 22,825 | 226.87 | 5,178,307.75 | 1.2 | 0.064 | Ultra | 6.6 | 39 | -19.1 | BATS>EDGX>NYSE | IS | 5 | LMT | 3.7 | 74 | 28 | 0.46 | Slip>Thresh | false | null | null | 0 | BATS>EDGX>NYSE | LMT | 52.8 | 96 | 0 | 119 | 48 | 9 | 9 | PositionLimitNear | null | Stable book; normal liquidity |
X003694 | 2025-12-02 10:26:17 | BA | Sell | 74,350 | 282.64 | 21,014,284 | 2.6 | 0.248 | Low | 19.3 | 16 | 34.1 | NYSE>EDGX>BATS | Adaptive | 1 | MKT | 5.9 | 86 | 30 | 0.62 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX>BATS | MKT | 30.1 | 86 | 0 | 165 | 48 | 18 | 24 | null | null | Venue switch reduced impact |
X003695 | 2025-12-03 14:02:51 | IWM | Sell | 76,493 | 205.23 | 15,698,658.39 | 1.4 | 0.106 | Medium | 18.5 | 21 | 28.5 | NYSE>ARCA>IEX>BATS>EDGX | VWAP | 3 | PO | 6.4 | 98 | 19 | 0.54 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA>IEX>BATS>EDGX | PO | 50.2 | 86 | 0 | 128 | 5 | -32 | -1 | null | null | Stable book; normal liquidity |
X003696 | 2025-10-28 13:47:58 | GOOGL | Buy | 155,403 | 244.14 | 37,940,088.42 | 1.7 | 0.463 | Low | 21.4 | 7 | -26.7 | NYSE>NASDAQ>EDGX | IS | 4 | LMT | 9.3 | 149 | 16 | 0.71 | Slip>Thresh | true | SlippageAboveThreshold | AlgoSwitch | 26 | NYSE>NASDAQ>EDGX | LMT>MKT | 97.2 | 94 | 33 | 96 | -12 | -16 | 38 | null | null | Stable book; normal liquidity |
X003697 | 2025-12-20 14:42:40 | AMD | Sell | 3,909 | 72.61 | 283,832.49 | 1.6 | 0.109 | Low | 31.4 | 6 | 27 | NYSE>NASDAQ>EDGX>BATS>ARCA | TWAP | 2 | IOC | 10.1 | 61 | 25 | 0.5 | Multi | false | null | null | 0 | NYSE>NASDAQ>EDGX>BATS>ARCA | IOC | 51.5 | 92 | 8.3 | 34 | 38 | -20 | -33 | null | null | Toxic prints; widened spread |
X003698 | 2025-11-13 13:41:55 | DIS | Buy | 29,311 | 98.88 | 2,898,271.68 | 1.7 | 0.128 | Low | 20.2 | 14 | -11.2 | IEX>EDGX | TWAP | 2 | LMT | 6 | 72 | 25 | 0.4 | LiqDrop | false | null | null | 0 | IEX>EDGX | LMT | 89.2 | 85 | 15.9 | 118 | 13 | -18 | -29 | null | null | Paused due to data glitch |
X003699 | 2025-11-11 13:55:23 | XLY | Buy | 10,511 | 298.17 | 3,134,064.87 | 2.3 | 0.044 | Ultra | 6.5 | 39 | -11.1 | NYSE>IEX>ARCA>EDGX | IS | 4 | LMT | 4.1 | 66 | 13 | 0.65 | Slip>Thresh | false | null | null | 0 | NYSE>IEX>ARCA>EDGX | LMT | 71.8 | 87 | 6.6 | 60 | 17 | -36 | -24 | Watchlist | null | High urgency from PM |
X003700 | 2025-11-19 15:53:20 | IWM | Buy | 47,639 | 192.82 | 9,185,751.98 | 1.2 | 0.066 | Medium | 23.5 | 20 | 11.1 | NYSE>IEX>ARCA>NASDAQ>EDGX | Adaptive | 3 | LMT | 6.7 | 83 | 32 | 0.83 | LiqDrop | false | null | null | 0 | NYSE>IEX>ARCA>NASDAQ>EDGX | LMT | 68.8 | 98 | 7.8 | 71 | 31 | -14 | -7 | null | null | Stable book; normal liquidity |
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