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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X003701 | 2025-12-25 14:55:22 | DIS | Buy | 14,095 | 145.81 | 2,055,191.95 | 1.3 | 0.062 | Ultra | 4.8 | 33 | -11.8 | BATS>EDGX>NASDAQ | TWAP | 3 | MKT | 2.6 | 67 | 34 | 0.46 | Slip>Thresh | false | null | null | 0 | BATS>EDGX>NASDAQ | MKT | 27.4 | 91 | 5.3 | 84 | 32 | 16 | -5 | null | null | Venue switch reduced impact |
X003702 | 2025-10-29 09:35:44 | XLI | Buy | 5,635 | 114.47 | 645,038.45 | 1.9 | 0.257 | Low | 12.9 | 4 | -5.5 | ARCA>BATS>NASDAQ>NYSE>EDGX | Adaptive | 1 | MKT | 4 | 61 | 21 | 0.83 | Multi | false | null | null | 0 | ARCA>BATS>NASDAQ>NYSE>EDGX | MKT | 18.8 | 85 | 13.3 | 66 | 41 | 4 | 11 | null | null | High urgency from PM |
X003703 | 2025-12-03 10:19:21 | QQQ | Sell | 7,205 | 411.96 | 2,968,171.8 | 0.7 | 0.023 | Ultra | 18.9 | 32 | 30.8 | ARCA>NASDAQ>BATS | TWAP | 1 | IOC | 5.1 | 62 | 15 | 0.59 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ>BATS | IOC | 80 | 100 | 9.4 | 72 | 50 | -15 | 15 | null | null | Venue switch reduced impact |
X003704 | 2025-10-28 13:42:41 | IWM | Buy | 87,166 | 206.33 | 17,984,960.78 | 1.7 | 0.12 | Medium | 16 | 3 | 25.8 | IEX>NASDAQ>BATS>NYSE | IS | 4 | LMT | 7.2 | 110 | 34 | 0.72 | Multi | false | null | null | 0 | IEX>NASDAQ>BATS>NYSE | LMT | 36.2 | 93 | 8.4 | 95 | 25 | 24 | 20 | null | null | Paused due to data glitch |
X003705 | 2025-11-16 10:37:37 | IEF | Sell | 141,692 | 102.49 | 14,522,013.08 | 3 | 0.538 | Low | 16 | 22 | -17.5 | ARCA>BATS>IEX>EDGX>NASDAQ | POV | 1 | IOC | 6 | 109 | 27 | 0.69 | ToxicitySpike | false | null | null | 0 | ARCA>BATS>IEX>EDGX>NASDAQ | IOC | 14.9 | 91 | 17.2 | 277 | 55 | 15 | -8 | null | null | Venue switch reduced impact |
X003706 | 2025-12-18 10:40:27 | XLY | Buy | 57,760 | 258.16 | 14,911,321.6 | 1.2 | 0.241 | Low | 24 | 23 | -0 | ARCA>IEX>EDGX | TWAP | 1 | IOC | 6.7 | 80 | 15 | 0.61 | ToxicitySpike | false | null | null | 0 | ARCA>IEX>EDGX | IOC | 16.3 | 85 | 4.4 | 136 | 21 | 28 | 7 | null | null | Stable book; normal liquidity |
X003707 | 2025-12-07 15:41:10 | V | Sell | 2,877 | 241.58 | 695,025.66 | 3.9 | 0.037 | Low | 33.8 | 38 | -12.9 | IEX>ARCA | Adaptive | 2 | PO | 10.4 | 61 | 18 | 0.76 | Slip>Thresh | false | null | null | 0 | IEX>ARCA | PO | 69.8 | 98 | 16.8 | 143 | -17 | -10 | -18 | PositionLimitNear | null | Stable book; normal liquidity |
X003708 | 2025-11-23 10:03:56 | XLF | Buy | 14,203 | 170.26 | 2,418,202.78 | 3.7 | 0.039 | Medium | 20.7 | 3 | -33 | EDGX>NASDAQ>NYSE>BATS>IEX | Adaptive | 1 | LMT | 5.5 | 64 | 21 | 0.67 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ>NYSE>BATS>IEX | LMT | 71 | 86 | 7.2 | 85 | 60 | 0 | 2 | null | null | Paused due to data glitch |
X003709 | 2025-10-28 09:35:56 | AMZN | Buy | 1,248 | 45.14 | 56,334.72 | 1.7 | 0.057 | Medium | 28.9 | 5 | -5.4 | NASDAQ>NYSE>EDGX>IEX | VWAP | 2 | MKT | 9.3 | 60 | 35 | 0.43 | Slip>Thresh | false | null | null | 0 | NASDAQ>NYSE>EDGX>IEX | MKT | 59.5 | 93 | 15.5 | 28 | 21 | 9 | 25 | Watchlist | null | Venue switch reduced impact |
X003710 | 2025-11-14 10:22:04 | UNH | Sell | 5,127 | 86.68 | 444,408.36 | 2.8 | 0.023 | Ultra | 8.4 | 8 | -6.4 | ARCA>NASDAQ | Adaptive | 4 | LMT | 4 | 62 | 21 | 0.76 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ | LMT | 67.9 | 86 | 0.4 | 58 | -15 | 13 | -15 | null | null | Stable book; normal liquidity |
X003711 | 2025-12-20 14:00:42 | HYG | Buy | 8,939 | 76.51 | 683,922.89 | 1.7 | 0.049 | Medium | 22.4 | 27 | 34 | IEX>NYSE>ARCA>BATS>NASDAQ | TWAP | 1 | LMT | 5.6 | 63 | 23 | 0.5 | ToxicitySpike | false | null | null | 0 | IEX>NYSE>ARCA>BATS>NASDAQ | LMT | 64.2 | 89 | 1.3 | 36 | 44 | -33 | -1 | PositionLimitNear | null | Toxic prints; widened spread |
X003712 | 2025-12-01 15:37:18 | BRK.B | Sell | 83,816 | 265.1 | 22,219,621.6 | 1.7 | 0.381 | Low | 9.7 | 15 | 15.7 | NASDAQ>EDGX>NYSE | VWAP | 2 | LMT | 3.2 | 95 | 23 | 0.5 | Multi | false | null | null | 0 | NASDAQ>EDGX>NYSE | LMT | 20 | 88 | 0 | 42 | -8 | -36 | 22 | null | null | Toxic prints; widened spread |
X003713 | 2025-12-17 13:21:30 | HYG | Sell | 4,770 | 73.95 | 352,741.5 | 2.1 | 0.026 | High | 24.9 | 10 | -2.4 | EDGX>BATS>NASDAQ>ARCA | IS | 5 | PO | 13.1 | 63 | 28 | 0.7 | ToxicitySpike | false | null | null | 0 | EDGX>BATS>NASDAQ>ARCA | PO | 54 | 88 | 12.6 | 71 | -5 | 17 | -21 | PositionLimitNear | null | Toxic prints; widened spread |
X003714 | 2025-11-16 15:55:21 | SPY | Buy | 135,543 | 480.91 | 65,183,984.13 | 1.3 | 0.183 | Medium | 9.2 | 20 | 0.8 | EDGX>ARCA>BATS | TWAP | 1 | MKT | 3.2 | 107 | 14 | 0.82 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA>BATS | MKT | 2.6 | 100 | 0 | 96 | -3 | 3 | -11 | null | null | Venue switch reduced impact |
X003715 | 2025-12-13 14:12:04 | V | Buy | 7,422 | 126.01 | 935,246.22 | 4.6 | 0.097 | Low | 18.1 | 33 | -17.2 | NYSE>NASDAQ>ARCA>EDGX | VWAP | 2 | LMT | 6.5 | 63 | 22 | 0.47 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ>ARCA>EDGX | LMT | 53 | 86 | 9.6 | 34 | 22 | -21 | 36 | null | null | Stable book; normal liquidity |
X003716 | 2025-11-22 12:27:04 | XLB | Buy | 28,803 | 167.21 | 4,816,149.63 | 2.8 | 0.073 | Medium | 14.7 | 6 | 23.2 | IEX>BATS | Adaptive | 5 | LMT | 6.5 | 78 | 22 | 0.42 | Slip>Thresh | false | null | null | 0 | IEX>BATS | LMT | 39.2 | 90 | 9.4 | 55 | -1 | 29 | 7 | null | null | Stable book; normal liquidity |
X003717 | 2025-11-11 14:47:41 | INTC | Sell | 954 | 54.55 | 52,040.7 | 1.1 | 0.045 | High | 16.9 | 23 | -4.7 | BATS>IEX>EDGX | POV | 4 | MKT | 7.8 | 60 | 26 | 0.44 | Slip>Thresh | false | null | null | 0 | BATS>IEX>EDGX | MKT | 74.4 | 92 | 13.1 | 55 | 5 | -6 | -8 | null | null | High urgency from PM |
X003718 | 2025-12-05 09:49:33 | IWM | Buy | 247,061 | 201.7 | 49,832,203.7 | 1.7 | 0.341 | Low | 13.9 | 25 | -27.3 | NYSE>ARCA>EDGX | Adaptive | 1 | MKT | 4.2 | 146 | 29 | 0.52 | ToxicitySpike | false | null | null | 0 | NYSE>ARCA>EDGX | MKT | 44.8 | 97 | 15.1 | 112 | 46 | -4 | 37 | null | null | Venue switch reduced impact |
X003719 | 2025-11-16 15:13:45 | XOM | Sell | 11,445 | 52.81 | 604,410.45 | 3.2 | 0.105 | Low | 17.9 | 20 | -31.5 | BATS>EDGX>NASDAQ | TWAP | 1 | MKT | 6.4 | 64 | 20 | 0.73 | Multi | false | null | null | 0 | BATS>EDGX>NASDAQ | MKT | 73.6 | 95 | 11.9 | 23 | -15 | -20 | -24 | null | null | Stable book; normal liquidity |
X003720 | 2025-12-05 09:57:56 | XLV | Sell | 50,145 | 285.52 | 14,317,400.4 | 1.8 | 0.141 | Medium | 14.3 | 21 | 3.6 | NASDAQ>ARCA | IS | 4 | LMT | 6.6 | 88 | 24 | 0.49 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA | LMT | 60.7 | 86 | 3 | 104 | 14 | 20 | 14 | null | null | High urgency from PM |
X003721 | 2025-11-24 14:26:38 | TSLA | Buy | 13,494 | 147.64 | 1,992,254.16 | 1.7 | 0.042 | High | 23.2 | 22 | -19.1 | EDGX>BATS | TWAP | 1 | MKT | 7 | 64 | 26 | 0.62 | Multi | false | null | null | 0 | EDGX>BATS | MKT | 19.4 | 93 | 0 | 119 | 4 | -5 | -39 | null | null | Venue switch reduced impact |
X003722 | 2025-11-29 09:48:11 | TLT | Sell | 10,579 | 95.02 | 1,005,216.58 | 2.9 | 0.039 | Ultra | 5.6 | 17 | -18.4 | EDGX>IEX | IS | 5 | MKT | 5.6 | 66 | 26 | 0.4 | LiqDrop | false | null | null | 0 | EDGX>IEX | MKT | 91.4 | 91 | 17.5 | 31 | -12 | -28 | -27 | NoShort | null | Toxic prints; widened spread |
X003723 | 2025-11-08 10:58:12 | XLP | Sell | 13,705 | 59.95 | 821,614.75 | 1.8 | 0.047 | Ultra | 6.3 | 27 | -3.4 | EDGX>BATS | TWAP | 1 | MKT | 2.6 | 64 | 14 | 0.82 | Multi | false | null | null | 0 | EDGX>BATS | MKT | 50.1 | 97 | 2.7 | 84 | 16 | 2 | -18 | null | null | High urgency from PM |
X003724 | 2025-10-29 13:02:31 | XLP | Sell | 17,450 | 25.08 | 437,646 | 3.3 | 0.06 | Medium | 15.8 | 23 | 15 | BATS>EDGX>ARCA | TWAP | 3 | LMT | 6.4 | 68 | 33 | 0.57 | Multi | false | null | null | 0 | BATS>EDGX>ARCA | LMT | 97.3 | 97 | 8.3 | 66 | 42 | -11 | 30 | null | null | Toxic prints; widened spread |
X003725 | 2025-12-10 11:59:28 | QQQ | Buy | 15,461 | 416.94 | 6,446,309.34 | 0.8 | 0.049 | Ultra | 19.2 | 16 | -19.6 | BATS>ARCA>EDGX>NASDAQ | Adaptive | 1 | PO | 4.5 | 65 | 17 | 0.48 | LiqDrop | false | null | null | 0 | BATS>ARCA>EDGX>NASDAQ | PO | 3.2 | 95 | 4.2 | 79 | 52 | -24 | 10 | null | null | High urgency from PM |
X003726 | 2025-11-03 13:13:47 | CSCO | Buy | 13,088 | 135.28 | 1,770,544.64 | 2.3 | 0.033 | Ultra | 7.8 | 39 | -6.6 | ARCA>NYSE | POV | 5 | MKT | 5.6 | 68 | 22 | 0.52 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE | MKT | 57.3 | 91 | 11 | 131 | 56 | 9 | -20 | null | null | Stable book; normal liquidity |
X003727 | 2025-11-20 14:20:23 | PFE | Buy | 37,924 | 240.78 | 9,131,340.72 | 3 | 0.103 | Medium | 12.5 | 29 | 6 | EDGX>IEX | IS | 5 | LMT | 7.6 | 84 | 28 | 0.74 | Slip>Thresh | false | null | null | 0 | EDGX>IEX | LMT | 27.6 | 77 | 0 | 125 | 47 | -23 | 32 | Watchlist | null | Paused due to data glitch |
X003728 | 2025-12-07 10:25:53 | T | Buy | 17,500 | 273.75 | 4,790,625 | 5.1 | 0.146 | Medium | 3.8 | 23 | 16.3 | BATS>NASDAQ | IS | 4 | LMT | 5.2 | 70 | 21 | 0.51 | Multi | false | null | null | 0 | BATS>NASDAQ | LMT | 54.2 | 99 | 3.7 | 75 | -13 | -29 | -16 | null | null | High urgency from PM |
X003729 | 2025-11-04 09:35:07 | XLV | Sell | 190,894 | 257.46 | 49,147,569.24 | 1.9 | 0.536 | Low | 19.6 | 33 | 22.5 | NYSE>EDGX | Adaptive | 5 | LMT | 7.7 | 184 | 26 | 0.62 | ToxicitySpike | false | null | null | 0 | NYSE>EDGX | LMT | 50.1 | 84 | 22 | 132 | -2 | 23 | -3 | null | null | Stable book; normal liquidity |
X003730 | 2025-11-09 10:38:22 | LQD | Buy | 16,502 | 111.35 | 1,837,497.7 | 1.1 | 0.081 | Medium | 22.8 | 11 | -23.1 | EDGX>IEX>NYSE>NASDAQ>ARCA | VWAP | 3 | PO | 7.5 | 68 | 34 | 0.46 | ToxicitySpike | false | null | null | 0 | EDGX>IEX>NYSE>NASDAQ>ARCA | PO | 4.6 | 100 | 3.5 | 70 | 27 | -33 | -3 | null | null | Paused due to data glitch |
X003731 | 2025-11-30 15:38:04 | TLT | Buy | 258,494 | 99.16 | 25,632,265.04 | 2.8 | 0.945 | Low | 8.5 | 36 | -16 | ARCA>NYSE | Adaptive | 4 | MKT | 5.3 | 208 | 30 | 0.73 | Multi | false | null | null | 0 | ARCA>NYSE | MKT | 6.9 | 93 | 0 | 203 | 15 | 5 | 32 | null | null | High urgency from PM |
X003732 | 2025-11-23 10:25:01 | TSLA | Sell | 171,031 | 122 | 20,865,782 | 1.7 | 0.532 | Low | 4.6 | 6 | -23.2 | ARCA>EDGX | IS | 4 | PO | 3.5 | 158 | 14 | 0.45 | LiqDrop | false | null | null | 0 | ARCA>EDGX | PO | 46.5 | 85 | 0 | 208 | 47 | -14 | 6 | null | null | Venue switch reduced impact |
X003733 | 2025-11-10 09:54:03 | PEP | Buy | 29,895 | 116.24 | 3,474,994.8 | 2.3 | 0.094 | Medium | 11.3 | 39 | -3.4 | NASDAQ>NYSE>ARCA>BATS | Adaptive | 1 | MKT | 3.8 | 70 | 22 | 0.41 | Slip>Thresh | false | null | null | 0 | NASDAQ>NYSE>ARCA>BATS | MKT | 96.5 | 92 | 20 | 10 | 37 | -39 | 24 | null | PriceBand | Venue switch reduced impact |
X003734 | 2025-11-05 09:48:15 | NVDA | Sell | 3,251 | 302.23 | 982,549.73 | 1.8 | 0.084 | Low | 26.8 | 28 | 22.4 | NYSE>IEX>NASDAQ | Adaptive | 3 | LMT | 7.8 | 61 | 18 | 0.49 | Slip>Thresh | false | null | null | 0 | NYSE>IEX>NASDAQ | LMT | 70.5 | 93 | 0 | 140 | 32 | -40 | 20 | Watchlist | null | Paused due to data glitch |
X003735 | 2025-11-11 10:37:48 | NFLX | Buy | 30,925 | 337.62 | 10,440,898.5 | 2.6 | 0.295 | Low | 20.6 | 28 | 23.7 | IEX>BATS>EDGX>NYSE>NASDAQ | IS | 5 | PO | 11.8 | 80 | 32 | 0.84 | LiqDrop | false | null | null | 0 | IEX>BATS>EDGX>NYSE>NASDAQ | PO | 43.3 | 93 | 26.7 | 63 | 21 | 29 | 16 | null | null | Toxic prints; widened spread |
X003736 | 2025-11-18 11:41:10 | BAC | Sell | 36,857 | 198.41 | 7,312,797.37 | 1.1 | 0.101 | High | 10.2 | 26 | -18 | NASDAQ>EDGX>IEX>NYSE>ARCA | VWAP | 2 | MKT | 3.6 | 75 | 13 | 0.53 | Multi | false | null | null | 0 | NASDAQ>EDGX>IEX>NYSE>ARCA | MKT | 30.7 | 96 | 0 | 122 | -20 | 26 | 7 | NoShort | null | Toxic prints; widened spread |
X003737 | 2025-11-25 15:33:13 | MSFT | Sell | 16,896 | 150.02 | 2,534,737.92 | 1.7 | 0.09 | Medium | 12.4 | 20 | 1 | EDGX>NYSE>NASDAQ | TWAP | 1 | MKT | 4.2 | 65 | 28 | 0.52 | Multi | false | null | null | 0 | EDGX>NYSE>NASDAQ | MKT | 6.9 | 97 | 1.5 | 108 | 21 | 9 | 22 | null | null | Venue switch reduced impact |
X003738 | 2025-12-24 10:16:19 | TSLA | Sell | 17,364 | 180.26 | 3,130,034.64 | 1.2 | 0.054 | Ultra | 7.9 | 4 | -12.2 | EDGX>NASDAQ>IEX>NYSE | IS | 5 | LMT | 4.2 | 71 | 15 | 0.54 | Multi | false | null | null | 0 | EDGX>NASDAQ>IEX>NYSE | LMT | 75.9 | 96 | 1.8 | 50 | 7 | 0 | -28 | null | null | Stable book; normal liquidity |
X003739 | 2025-11-18 12:39:06 | XLK | Buy | 27,537 | 104.4 | 2,874,862.8 | 0.9 | 0.077 | High | 14.2 | 16 | -31.9 | ARCA>NASDAQ>NYSE>IEX>BATS | Adaptive | 3 | LMT | 4.1 | 73 | 33 | 0.55 | ToxicitySpike | false | null | null | 0 | ARCA>NASDAQ>NYSE>IEX>BATS | LMT | 65.3 | 85 | 6.5 | 95 | 3 | -9 | -37 | PositionLimitNear | null | Toxic prints; widened spread |
X003740 | 2025-12-12 15:53:16 | HYG | Sell | 20,733 | 76.34 | 1,582,757.22 | 1.1 | 0.114 | High | 12.5 | 23 | 12.5 | NYSE>ARCA | VWAP | 1 | LMT | 3.1 | 67 | 24 | 0.42 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA | LMT | 60.8 | 78 | 0 | 89 | 2 | -7 | -4 | null | null | Paused due to data glitch |
X003741 | 2025-11-07 15:55:30 | TLT | Buy | 26,274 | 95.46 | 2,508,116.04 | 1.6 | 0.096 | Medium | 24.3 | 10 | -6.5 | ARCA>BATS>NYSE>IEX>NASDAQ | TWAP | 2 | LMT | 6.9 | 71 | 29 | 0.57 | LiqDrop | true | LiquidityDrop | VenueSwitch | 47 | ARCA>BATS>NYSE>IEX>NASDAQ | LMT>IOC | 62.4 | 85 | 2.8 | 174 | -12 | 16 | -35 | NoShort | null | Paused due to data glitch |
X003742 | 2025-12-23 10:21:01 | XOM | Buy | 3,599 | 16.62 | 59,815.38 | 3.1 | 0.033 | High | 15.1 | 27 | 20.5 | NYSE>BATS>NASDAQ>IEX>EDGX | VWAP | 3 | LMT | 5.8 | 61 | 27 | 0.56 | LiqDrop | false | null | null | 0 | NYSE>BATS>NASDAQ>IEX>EDGX | LMT | 7.1 | 91 | 3.3 | 39 | -1 | -9 | -2 | Watchlist | null | High urgency from PM |
X003743 | 2025-11-12 12:57:56 | META | Sell | 28,101 | 59.6 | 1,674,819.6 | 1.7 | 0.078 | High | 10.1 | 30 | 29.1 | BATS>IEX>ARCA | Adaptive | 3 | LMT | 3.5 | 74 | 24 | 0.68 | Multi | false | null | null | 0 | BATS>IEX>ARCA | LMT | 27.5 | 73 | 15.2 | 54 | 33 | -32 | 19 | null | null | Paused due to data glitch |
X003744 | 2025-10-31 10:22:15 | AMZN | Sell | 5,573 | 166.91 | 930,189.43 | 1.9 | 0.256 | Low | 11.4 | 33 | -31.3 | NYSE>ARCA>BATS | TWAP | 3 | LMT | 4.4 | 62 | 19 | 0.43 | ToxicitySpike | false | null | null | 0 | NYSE>ARCA>BATS | LMT | 27.7 | 87 | 1.7 | 37 | 36 | 20 | -38 | null | null | Toxic prints; widened spread |
X003745 | 2025-11-21 14:42:51 | XOM | Sell | 2,575 | 231.91 | 597,168.25 | 2.3 | 0.024 | Ultra | 6.8 | 39 | 28.5 | EDGX>NASDAQ | Adaptive | 2 | IOC | 3 | 61 | 15 | 0.62 | Multi | false | null | null | 0 | EDGX>NASDAQ | IOC | 44.9 | 92 | 0.2 | 40 | 46 | 5 | 34 | null | null | Venue switch reduced impact |
X003746 | 2025-11-22 15:20:14 | LQD | Buy | 119,527 | 108.33 | 12,948,359.91 | 0.8 | 0.588 | Low | 18.8 | 10 | -29.5 | NYSE>IEX | IS | 5 | LMT | 8.6 | 137 | 26 | 0.84 | LiqDrop | true | LiquidityDrop | VenueSwitch | 46 | NYSE>IEX | LMT>PO | 10.1 | 76 | 11.1 | 200 | -8 | -3 | 0 | null | null | High urgency from PM |
X003747 | 2025-11-18 14:09:34 | SPY | Sell | 92,078 | 475.26 | 43,760,990.28 | 0.8 | 0.124 | High | 12.5 | 17 | 34.9 | NYSE>BATS>EDGX>NASDAQ>IEX | POV | 5 | LMT | 5.3 | 119 | 25 | 0.45 | LiqDrop | false | null | null | 0 | NYSE>BATS>EDGX>NASDAQ>IEX | LMT | 77 | 87 | 10.1 | 45 | -3 | 9 | -19 | null | null | Paused due to data glitch |
X003748 | 2025-12-11 14:08:42 | HD | Buy | 40,316 | 104.71 | 4,221,488.36 | 1.4 | 0.156 | Medium | 9.4 | 10 | 15.6 | BATS>IEX>NYSE | VWAP | 3 | MKT | 4.1 | 80 | 26 | 0.8 | Multi | false | null | null | 0 | BATS>IEX>NYSE | MKT | 28.2 | 91 | 0 | 10 | 19 | -19 | -10 | null | null | High urgency from PM |
X003749 | 2025-11-10 12:07:03 | XLB | Buy | 275,640 | 246.9 | 68,055,516 | 1.9 | 0.702 | Low | 16.1 | 19 | 22.5 | NASDAQ>BATS>EDGX>IEX>NYSE | VWAP | 1 | LMT | 4.3 | 156 | 23 | 0.43 | ToxicitySpike | false | null | null | 0 | NASDAQ>BATS>EDGX>IEX>NYSE | LMT | 67.1 | 88 | 6.6 | 246 | -16 | -16 | 29 | null | null | Paused due to data glitch |
X003750 | 2025-11-02 10:10:01 | XLI | Sell | 1,535 | 84.62 | 129,891.7 | 2.5 | 0.07 | Medium | 15.3 | 39 | 11 | NYSE>NASDAQ>IEX>BATS | IS | 4 | IOC | 8.7 | 60 | 18 | 0.78 | LiqDrop | false | null | null | 0 | NYSE>NASDAQ>IEX>BATS | IOC | 38.7 | 100 | 12.9 | 71 | -13 | -35 | 32 | null | null | Toxic prints; widened spread |
X003751 | 2025-11-15 09:44:52 | MA | Buy | 15,526 | 181.87 | 2,823,713.62 | 1.3 | 0.066 | High | 9.7 | 18 | 8.9 | ARCA>NASDAQ>EDGX>IEX | Adaptive | 3 | LMT | 3.2 | 67 | 21 | 0.69 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ>EDGX>IEX | LMT | 20.3 | 96 | 5.1 | 70 | 60 | -25 | 2 | null | null | High urgency from PM |
X003752 | 2025-11-22 10:54:36 | JNJ | Buy | 33,728 | 111.11 | 3,747,518.08 | 4.8 | 0.124 | Low | 13.7 | 15 | -6.1 | EDGX>IEX | VWAP | 3 | IOC | 7.4 | 76 | 35 | 0.57 | Slip>Thresh | false | null | null | 0 | EDGX>IEX | IOC | 49.6 | 95 | 4.9 | 47 | -15 | -36 | 38 | NoShort | null | High urgency from PM |
X003753 | 2025-12-14 09:35:32 | KO | Sell | 3,317 | 67.69 | 224,527.73 | 1.8 | 0.083 | Medium | 11.9 | 4 | 30.5 | EDGX>IEX | TWAP | 1 | PO | 3.7 | 61 | 29 | 0.7 | Slip>Thresh | false | null | null | 0 | EDGX>IEX | PO | 48.8 | 95 | 1.5 | 86 | 50 | -38 | 19 | null | Throttle | Stable book; normal liquidity |
X003754 | 2025-11-05 10:17:16 | XLY | Sell | 9,988 | 264.58 | 2,642,625.04 | 2.4 | 0.042 | Medium | 18.1 | 21 | 32.4 | IEX>NASDAQ | Adaptive | 1 | LMT | 4.5 | 63 | 24 | 0.45 | Multi | false | null | null | 0 | IEX>NASDAQ | LMT | 32.2 | 66 | 15.8 | 77 | 21 | -23 | -6 | null | null | High urgency from PM |
X003755 | 2025-11-04 14:24:23 | XLV | Sell | 184,825 | 64.95 | 12,004,383.75 | 1.8 | 0.519 | Low | 23.9 | 13 | -21.7 | IEX>ARCA>EDGX>BATS>NASDAQ | VWAP | 3 | LMT | 7.6 | 152 | 33 | 0.66 | ToxicitySpike | false | null | null | 0 | IEX>ARCA>EDGX>BATS>NASDAQ | LMT | 72.1 | 86 | 0 | 60 | 57 | 13 | 12 | NoShort | PriceBand | Toxic prints; widened spread |
X003756 | 2025-11-01 12:47:28 | QQQ | Buy | 68,861 | 396.6 | 27,310,272.6 | 0.6 | 0.218 | High | 10.6 | 10 | 4.9 | BATS>ARCA>NASDAQ | Adaptive | 3 | LMT | 3.1 | 94 | 28 | 0.59 | LiqDrop | false | null | null | 0 | BATS>ARCA>NASDAQ | LMT | 96 | 97 | 4.3 | 123 | -9 | -36 | 3 | null | null | Venue switch reduced impact |
X003757 | 2025-11-12 11:12:15 | BRK.B | Buy | 33,049 | 217.09 | 7,174,607.41 | 1.7 | 0.15 | High | 4.8 | 26 | -12.4 | IEX>BATS>NYSE>ARCA>EDGX | POV | 4 | IOC | 3.3 | 79 | 21 | 0.81 | Multi | false | null | null | 0 | IEX>BATS>NYSE>ARCA>EDGX | IOC | 22.8 | 86 | 14.7 | 20 | 29 | 13 | -33 | PositionLimitNear | null | Venue switch reduced impact |
X003758 | 2025-12-16 12:30:28 | VZ | Sell | 8,672 | 34.47 | 298,923.84 | 2.1 | 0.074 | High | 10.4 | 33 | 11.8 | NASDAQ>ARCA>EDGX | Adaptive | 3 | IOC | 4.4 | 64 | 19 | 0.46 | LiqDrop | false | null | null | 0 | NASDAQ>ARCA>EDGX | IOC | 65.3 | 93 | 0 | 97 | -19 | -16 | -8 | null | null | Venue switch reduced impact |
X003759 | 2025-12-01 10:36:56 | IWM | Buy | 241,443 | 200.25 | 48,348,960.75 | 1.2 | 0.333 | Low | 15.3 | 39 | 2.6 | NASDAQ>IEX>EDGX>BATS>NYSE | VWAP | 1 | IOC | 4.3 | 144 | 33 | 0.63 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX>EDGX>BATS>NYSE | IOC | 60.6 | 85 | 0 | 211 | 49 | -26 | 18 | null | null | High urgency from PM |
X003760 | 2025-12-25 13:03:06 | BAC | Sell | 69,678 | 147.4 | 10,270,537.2 | 1.8 | 0.19 | Low | 22.4 | 4 | -24.8 | NASDAQ>BATS>NYSE | Adaptive | 4 | MKT | 9.1 | 100 | 13 | 0.67 | Multi | false | null | null | 0 | NASDAQ>BATS>NYSE | MKT | 45.4 | 96 | 8.1 | 50 | -8 | -29 | 2 | null | null | Venue switch reduced impact |
X003761 | 2025-10-29 13:03:40 | XLE | Buy | 25,723 | 162.61 | 4,182,817.03 | 3.8 | 0.092 | Medium | 4.9 | 12 | -12.8 | NASDAQ>IEX>EDGX>BATS | Adaptive | 5 | PO | 4.4 | 76 | 13 | 0.54 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX>EDGX>BATS | PO | 53.2 | 90 | 15.5 | 60 | 45 | 24 | -2 | null | null | Venue switch reduced impact |
X003762 | 2025-11-27 10:21:00 | CVX | Buy | 37,257 | 254.78 | 9,492,338.46 | 0.7 | 0.221 | Ultra | 4.4 | 5 | -20 | BATS>NYSE>NASDAQ | Adaptive | 2 | LMT | 1.4 | 75 | 35 | 0.49 | Slip>Thresh | false | null | null | 0 | BATS>NYSE>NASDAQ | LMT | 59.8 | 94 | 3.4 | 131 | -18 | -32 | -24 | null | null | High urgency from PM |
X003763 | 2025-12-08 14:49:16 | IWM | Buy | 131,754 | 203.47 | 26,807,986.38 | 1.5 | 0.182 | Low | 18.5 | 13 | 3.1 | NASDAQ>ARCA>NYSE>EDGX>BATS | Adaptive | 1 | LMT | 4.2 | 106 | 29 | 0.84 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>NYSE>EDGX>BATS | LMT | 4.3 | 96 | 25.1 | 210 | -9 | 4 | 2 | PositionLimitNear | null | Paused due to data glitch |
X003764 | 2025-11-10 11:29:45 | XOM | Buy | 7,537 | 50.11 | 377,679.07 | 2.3 | 0.069 | Ultra | 3.9 | 7 | 24.1 | EDGX>ARCA>IEX | TWAP | 2 | LMT | 2.2 | 63 | 18 | 0.75 | LiqDrop | false | null | null | 0 | EDGX>ARCA>IEX | LMT | 1.5 | 94 | 1.6 | 77 | -11 | 26 | -38 | Watchlist | null | Toxic prints; widened spread |
X003765 | 2025-11-24 12:09:43 | NVDA | Buy | 10,675 | 319.64 | 3,412,157 | 2.2 | 0.276 | Low | 28 | 5 | -30.2 | IEX>NASDAQ>EDGX>ARCA>NYSE | VWAP | 1 | LMT | 6.7 | 63 | 15 | 0.6 | LiqDrop | false | null | null | 0 | IEX>NASDAQ>EDGX>ARCA>NYSE | LMT | 22.5 | 85 | 0 | 10 | 24 | -37 | 23 | PositionLimitNear | null | Paused due to data glitch |
X003766 | 2025-11-16 10:02:53 | CSCO | Buy | 26,444 | 91.22 | 2,412,221.68 | 4.6 | 0.066 | Low | 24.1 | 28 | 7.9 | NYSE>EDGX>NASDAQ | IS | 4 | LMT | 12.3 | 75 | 24 | 0.65 | LiqDrop | false | null | null | 0 | NYSE>EDGX>NASDAQ | LMT | 23.6 | 97 | 0 | 100 | 57 | 23 | -22 | null | null | Stable book; normal liquidity |
X003767 | 2025-11-23 11:08:09 | XLF | Buy | 30,853 | 96.14 | 2,966,207.42 | 3.8 | 0.084 | Medium | 10.8 | 29 | 33.1 | NASDAQ>ARCA | IS | 4 | LMT | 6.8 | 77 | 31 | 0.58 | Multi | false | null | null | 0 | NASDAQ>ARCA | LMT | 71.7 | 89 | 9.9 | 105 | 38 | 19 | 30 | null | null | Toxic prints; widened spread |
X003768 | 2025-11-23 11:12:10 | XLY | Buy | 34,858 | 106.28 | 3,704,708.24 | 2.4 | 0.145 | High | 4.4 | 20 | -10.7 | EDGX>ARCA>NYSE | POV | 4 | PO | 3.5 | 80 | 22 | 0.7 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA>NYSE | PO | 13.6 | 96 | 0 | 100 | 31 | 23 | 31 | null | null | High urgency from PM |
X003769 | 2025-12-21 09:39:51 | PFE | Buy | 34,844 | 224.93 | 7,837,460.92 | 1.9 | 0.095 | Medium | 18.7 | 26 | 30.4 | ARCA>IEX>EDGX>BATS | TWAP | 1 | LMT | 4.9 | 72 | 31 | 0.84 | Multi | false | null | null | 0 | ARCA>IEX>EDGX>BATS | LMT | 81.1 | 92 | 16 | 26 | 47 | 25 | -35 | Watchlist | null | High urgency from PM |
X003770 | 2025-12-22 15:33:06 | XLU | Buy | 89,706 | 52.84 | 4,740,065.04 | 1.6 | 0.287 | Low | 22 | 8 | -32.3 | NASDAQ>EDGX>ARCA>NYSE>BATS | TWAP | 1 | MKT | 6.7 | 91 | 32 | 0.72 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 13 | NASDAQ>EDGX>ARCA>NYSE>BATS | MKT>PO | 92.9 | 94 | 0 | 34 | 15 | -18 | 16 | null | null | Toxic prints; widened spread |
X003771 | 2025-11-17 15:43:42 | XLB | Buy | 10,286 | 308.56 | 3,173,848.16 | 1.4 | 0.026 | Ultra | 7 | 33 | -19.8 | NYSE>BATS>EDGX | Adaptive | 1 | LMT | 1.9 | 63 | 24 | 0.55 | Slip>Thresh | false | null | null | 0 | NYSE>BATS>EDGX | LMT | 95.3 | 95 | 2.2 | 78 | 42 | 22 | 16 | null | null | Toxic prints; widened spread |
X003772 | 2025-11-03 13:48:46 | JNJ | Sell | 18,814 | 265.66 | 4,998,127.24 | 3.3 | 0.069 | Medium | 14.6 | 36 | 21.5 | ARCA>NASDAQ | TWAP | 2 | LMT | 5.3 | 67 | 17 | 0.44 | ToxicitySpike | false | null | null | 0 | ARCA>NASDAQ | LMT | 8.2 | 89 | 3.7 | 66 | 47 | -29 | -35 | NoShort | null | Paused due to data glitch |
X003773 | 2025-12-01 15:55:27 | AAPL | Buy | 264,894 | 312.92 | 82,890,630.48 | 1.5 | 0.779 | Low | 22.8 | 16 | -19.7 | NASDAQ>ARCA>IEX>BATS | VWAP | 1 | MKT | 6.7 | 152 | 18 | 0.67 | ToxicitySpike | false | null | null | 0 | NASDAQ>ARCA>IEX>BATS | MKT | 38.3 | 96 | 0.2 | 248 | -17 | 15 | 25 | null | null | Venue switch reduced impact |
X003774 | 2025-11-14 13:09:40 | NVDA | Sell | 6,026 | 17.62 | 106,178.12 | 1.4 | 0.156 | Medium | 16.2 | 27 | 0.3 | NASDAQ>IEX>NYSE | IS | 5 | MKT | 9.4 | 63 | 34 | 0.47 | Multi | false | null | null | 0 | NASDAQ>IEX>NYSE | MKT | 55.3 | 86 | 9.9 | 10 | 43 | 5 | -20 | null | null | Venue switch reduced impact |
X003775 | 2025-12-08 13:54:37 | META | Sell | 61,403 | 149.47 | 9,177,906.41 | 1.2 | 0.171 | Low | 20.2 | 8 | 22.8 | NASDAQ>IEX | VWAP | 3 | LMT | 6.2 | 90 | 26 | 0.47 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX | LMT | 28.9 | 90 | 1 | 53 | 10 | -15 | -2 | null | null | Paused due to data glitch |
X003776 | 2025-12-05 09:54:37 | JPM | Sell | 6,624 | 61.13 | 404,925.12 | 5.3 | 0.164 | Low | 15.2 | 38 | -21 | IEX>ARCA>NASDAQ>BATS>EDGX | IS | 5 | PO | 11.7 | 64 | 30 | 0.52 | Slip>Thresh | false | null | null | 0 | IEX>ARCA>NASDAQ>BATS>EDGX | PO | 54.3 | 99 | 5.3 | 122 | 54 | -11 | -11 | PositionLimitNear | null | Venue switch reduced impact |
X003777 | 2025-11-22 13:48:31 | CVX | Sell | 21,749 | 194.64 | 4,233,225.36 | 0.9 | 0.129 | High | 11.5 | 32 | -7.5 | IEX>NASDAQ>NYSE>ARCA | TWAP | 2 | MKT | 4.1 | 69 | 16 | 0.83 | ToxicitySpike | false | null | null | 0 | IEX>NASDAQ>NYSE>ARCA | MKT | 67.6 | 90 | 0 | 35 | 38 | 26 | -37 | null | null | Venue switch reduced impact |
X003778 | 2025-11-30 13:22:15 | PFE | Sell | 68,074 | 341.37 | 23,238,421.38 | 2.8 | 0.185 | Low | 8.8 | 22 | 21.1 | BATS>ARCA>EDGX | Adaptive | 5 | MKT | 5.6 | 104 | 30 | 0.56 | LiqDrop | false | null | null | 0 | BATS>ARCA>EDGX | MKT | 48.1 | 99 | 0 | 87 | 16 | -34 | 31 | null | Throttle | Paused due to data glitch |
X003779 | 2025-12-25 14:37:02 | UNH | Buy | 38,799 | 146.3 | 5,676,293.7 | 1.7 | 0.17 | Low | 15.4 | 18 | -15 | NASDAQ>NYSE>BATS | Adaptive | 4 | IOC | 6.3 | 82 | 26 | 0.42 | Slip>Thresh | false | null | null | 0 | NASDAQ>NYSE>BATS | IOC | 84.6 | 92 | 8.8 | 38 | -4 | 30 | -35 | null | null | Toxic prints; widened spread |
X003780 | 2025-11-12 09:59:26 | NFLX | Buy | 4,390 | 330.38 | 1,450,368.2 | 4.6 | 0.042 | Medium | 11.2 | 26 | 3.9 | IEX>NYSE>ARCA>BATS | IS | 5 | PO | 9.2 | 62 | 16 | 0.66 | ToxicitySpike | false | null | null | 0 | IEX>NYSE>ARCA>BATS | PO | 33.6 | 96 | 7 | 17 | -10 | 1 | -31 | null | null | Stable book; normal liquidity |
X003781 | 2025-11-05 09:42:33 | INTC | Buy | 262 | 341.42 | 89,452.04 | 0.6 | 0.012 | Ultra | 10 | 14 | -27.9 | EDGX>BATS>NYSE>NASDAQ | IS | 5 | MKT | 5.5 | 60 | 28 | 0.57 | Slip>Thresh | false | null | null | 0 | EDGX>BATS>NYSE>NASDAQ | MKT | 82.9 | 85 | 4.9 | 47 | 20 | 21 | -24 | null | null | High urgency from PM |
X003782 | 2025-11-13 09:35:22 | XLI | Sell | 875 | 17.02 | 14,892.5 | 3.8 | 0.04 | Low | 29.6 | 24 | 25.5 | IEX>BATS | TWAP | 1 | MKT | 9.8 | 60 | 32 | 0.56 | ToxicitySpike | false | null | null | 0 | IEX>BATS | MKT | 12.3 | 88 | 1.2 | 10 | 13 | 3 | 2 | NoShort | null | Paused due to data glitch |
X003783 | 2025-11-20 12:40:23 | AMD | Sell | 4,838 | 320.84 | 1,552,223.92 | 2 | 0.135 | Medium | 6.8 | 8 | 28.7 | EDGX>NASDAQ>BATS | IS | 4 | MKT | 4.9 | 62 | 18 | 0.43 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ>BATS | MKT | 36.9 | 94 | 16.4 | 104 | 40 | 15 | -36 | null | null | High urgency from PM |
X003784 | 2025-12-06 11:18:44 | XLV | Sell | 294,582 | 137 | 40,357,734 | 1.7 | 0.827 | Low | 24.2 | 19 | 8.2 | BATS>NASDAQ>EDGX>NYSE | POV | 2 | LMT | 7.6 | 185 | 17 | 0.61 | LiqDrop | false | null | null | 0 | BATS>NASDAQ>EDGX>NYSE | LMT | 15.9 | 95 | 20.3 | 143 | -20 | -10 | -38 | null | null | Stable book; normal liquidity |
X003785 | 2025-11-23 11:13:59 | XLE | Sell | 76,442 | 300.69 | 22,985,344.98 | 3.2 | 0.274 | Low | 4.9 | 8 | -26.9 | ARCA>BATS>EDGX | TWAP | 1 | PO | 2.8 | 86 | 31 | 0.57 | ToxicitySpike | false | null | null | 0 | ARCA>BATS>EDGX | PO | 5.8 | 91 | 0 | 135 | 29 | 9 | -7 | Watchlist | null | Paused due to data glitch |
X003786 | 2025-11-22 11:16:02 | JNJ | Sell | 8,139 | 313.71 | 2,553,285.69 | 4 | 0.03 | High | 8.8 | 36 | -0.4 | NYSE>NASDAQ>BATS>EDGX | TWAP | 2 | LMT | 4.2 | 63 | 21 | 0.49 | Multi | false | null | null | 0 | NYSE>NASDAQ>BATS>EDGX | LMT | 23.7 | 94 | 8 | 50 | -5 | 10 | 31 | null | null | Toxic prints; widened spread |
X003787 | 2025-11-12 15:05:45 | NFLX | Sell | 4,931 | 76.86 | 378,996.66 | 3.5 | 0.047 | Medium | 22.7 | 33 | -15.9 | BATS>EDGX>IEX | TWAP | 3 | MKT | 10.3 | 62 | 21 | 0.59 | LiqDrop | false | null | null | 0 | BATS>EDGX>IEX | MKT | 36 | 93 | 21.5 | 33 | -15 | 13 | -16 | null | null | Toxic prints; widened spread |
X003788 | 2025-12-23 14:14:55 | AAPL | Sell | 16,209 | 332.79 | 5,394,193.11 | 2.7 | 0.048 | High | 9.8 | 4 | 14.1 | NASDAQ>BATS>EDGX | POV | 4 | LMT | 5.1 | 69 | 21 | 0.7 | Slip>Thresh | false | null | null | 0 | NASDAQ>BATS>EDGX | LMT | 48.9 | 98 | 13.8 | 75 | 55 | 15 | 30 | null | null | Toxic prints; widened spread |
X003789 | 2025-11-21 09:37:52 | XLE | Buy | 53,949 | 172.59 | 9,311,057.91 | 3 | 0.194 | Low | 18.1 | 34 | -18.9 | EDGX>NYSE>IEX>NASDAQ | POV | 4 | MKT | 9.9 | 91 | 25 | 0.58 | Slip>Thresh | false | null | null | 0 | EDGX>NYSE>IEX>NASDAQ | MKT | 79.8 | 88 | 24.5 | 36 | 42 | -37 | 23 | null | null | Paused due to data glitch |
X003790 | 2025-12-18 13:34:01 | XLB | Buy | 45,182 | 151.44 | 6,842,362.08 | 2.2 | 0.115 | Medium | 6.7 | 26 | 22.9 | NYSE>IEX>NASDAQ>EDGX | IS | 5 | LMT | 4.6 | 89 | 21 | 0.63 | ToxicitySpike | false | null | null | 0 | NYSE>IEX>NASDAQ>EDGX | LMT | 10.9 | 86 | 7.4 | 113 | -16 | -38 | 9 | null | null | Venue switch reduced impact |
X003791 | 2025-11-25 12:24:23 | AMD | Buy | 983 | 295.4 | 290,378.2 | 1.7 | 0.027 | High | 24 | 35 | 17.1 | NASDAQ>ARCA>EDGX | VWAP | 2 | MKT | 7.9 | 60 | 24 | 0.47 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>EDGX | MKT | 94.2 | 86 | 1.4 | 10 | 57 | -9 | 13 | null | null | Venue switch reduced impact |
X003792 | 2025-12-12 12:29:24 | NVDA | Buy | 2,157 | 181.94 | 392,444.58 | 1 | 0.056 | Medium | 33.1 | 14 | 15 | IEX>BATS>ARCA>NASDAQ>NYSE | TWAP | 2 | MKT | 10.7 | 60 | 21 | 0.77 | Slip>Thresh | true | SlippageAboveThreshold | AlgoSwitch | 11 | IEX>BATS>ARCA>NASDAQ>NYSE | MKT>PO | 65.8 | 100 | 25.8 | 8 | 10 | -29 | -20 | PositionLimitNear | null | Paused due to data glitch |
X003793 | 2025-11-08 14:10:51 | INTC | Buy | 1,051 | 247.28 | 259,891.28 | 0.6 | 0.05 | High | 28.5 | 26 | -31.2 | NYSE>IEX>BATS | TWAP | 1 | LMT | 6.4 | 60 | 19 | 0.59 | ToxicitySpike | false | null | null | 0 | NYSE>IEX>BATS | LMT | 17.1 | 90 | 9.5 | 66 | 47 | 15 | -5 | PositionLimitNear | null | High urgency from PM |
X003794 | 2025-12-17 10:20:58 | KO | Buy | 4,414 | 92.96 | 410,325.44 | 1.7 | 0.11 | Low | 36.2 | 21 | -18.6 | BATS>IEX>NYSE>EDGX>NASDAQ | POV | 5 | IOC | 17.1 | 62 | 13 | 0.42 | ToxicitySpike | false | null | null | 0 | BATS>IEX>NYSE>EDGX>NASDAQ | IOC | 59.3 | 88 | 7.5 | 100 | 17 | 23 | -36 | null | null | Toxic prints; widened spread |
X003795 | 2025-10-31 13:20:05 | BAC | Sell | 17,658 | 27.26 | 481,357.08 | 1.2 | 0.048 | High | 23.3 | 35 | -26.4 | IEX>NASDAQ | Adaptive | 4 | IOC | 8.6 | 70 | 29 | 0.72 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ | IOC | 57.3 | 92 | 7.1 | 105 | -9 | 6 | -26 | PositionLimitNear | null | Venue switch reduced impact |
X003796 | 2025-12-02 12:34:20 | XLB | Buy | 290,856 | 241.55 | 70,256,266.8 | 1.8 | 0.741 | Low | 17.3 | 18 | 3.4 | BATS>NASDAQ>IEX>NYSE>EDGX | VWAP | 1 | LMT | 4.5 | 161 | 17 | 0.63 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 35 | BATS>NASDAQ>IEX>NYSE>EDGX | LMT>IOC | 50.2 | 97 | 20.7 | 143 | 30 | 20 | 40 | null | null | Stable book; normal liquidity |
X003797 | 2025-11-06 11:57:32 | AAPL | Sell | 36,189 | 117.63 | 4,256,912.07 | 2.3 | 0.106 | High | 6 | 22 | 28.4 | ARCA>IEX>EDGX | Adaptive | 4 | LMT | 3.1 | 80 | 20 | 0.66 | ToxicitySpike | false | null | null | 0 | ARCA>IEX>EDGX | LMT | 66.2 | 94 | 0 | 77 | 23 | -23 | 2 | null | null | Stable book; normal liquidity |
X003798 | 2025-11-16 09:41:48 | T | Buy | 8,996 | 299.37 | 2,693,132.52 | 4.6 | 0.075 | Low | 21 | 36 | 8.2 | IEX>NASDAQ | VWAP | 3 | LMT | 8.2 | 64 | 22 | 0.79 | Multi | false | null | null | 0 | IEX>NASDAQ | LMT | 71.5 | 99 | 0 | 125 | 44 | -25 | -7 | null | null | Paused due to data glitch |
X003799 | 2025-12-25 09:48:01 | KO | Buy | 2,580 | 186.43 | 480,989.4 | 2.9 | 0.064 | Medium | 10.4 | 20 | -10.5 | EDGX>NYSE>IEX>ARCA>BATS | IS | 5 | LMT | 6.6 | 61 | 34 | 0.64 | ToxicitySpike | false | null | null | 0 | EDGX>NYSE>IEX>ARCA>BATS | LMT | 17.2 | 80 | 12.4 | 73 | -12 | 4 | 34 | PositionLimitNear | null | Stable book; normal liquidity |
X003800 | 2025-11-11 13:39:39 | XLI | Buy | 896 | 244.89 | 219,421.44 | 3.1 | 0.041 | Medium | 24.8 | 33 | 8.6 | ARCA>BATS>EDGX>IEX | Adaptive | 4 | MKT | 10.8 | 60 | 34 | 0.79 | Multi | true | MultiTrigger | Cross | 18 | ARCA>BATS>EDGX>IEX | MKT>LMT | 99.6 | 98 | 21.8 | 75 | 35 | -22 | -7 | null | null | Venue switch reduced impact |
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