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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X003801 | 2025-10-28 15:34:08 | NKE | Sell | 42,355 | 35.67 | 1,510,802.85 | 3.9 | 0.197 | Low | 18.1 | 26 | -12.9 | ARCA>IEX>NASDAQ | IS | 5 | MKT | 12.9 | 87 | 23 | 0.51 | ToxicitySpike | false | null | null | 0 | ARCA>IEX>NASDAQ | MKT | 7.5 | 95 | 0 | 108 | 41 | -17 | 15 | null | null | Toxic prints; widened spread |
X003802 | 2025-12-19 11:51:50 | CSCO | Buy | 37,433 | 339.16 | 12,695,776.28 | 3.7 | 0.094 | Low | 14.7 | 23 | 6.3 | BATS>IEX>NYSE>EDGX>NASDAQ | TWAP | 2 | LMT | 5.6 | 75 | 20 | 0.47 | LiqDrop | false | null | null | 0 | BATS>IEX>NYSE>EDGX>NASDAQ | LMT | 14.8 | 93 | 26 | 10 | 0 | -29 | -33 | null | null | High urgency from PM |
X003803 | 2025-12-26 09:47:56 | AMZN | Buy | 2,803 | 172.85 | 484,498.55 | 1.8 | 0.129 | Low | 38.7 | 4 | 6 | EDGX>BATS | TWAP | 1 | LMT | 9.2 | 60 | 24 | 0.78 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 27 | EDGX>BATS | LMT>PO | 73.7 | 67 | 6 | 96 | 50 | 16 | 33 | PositionLimitNear | VenueReject | Toxic prints; widened spread |
X003804 | 2025-12-01 09:35:08 | BRK.B | Sell | 18,470 | 279.35 | 5,159,594.5 | 2.2 | 0.084 | Medium | 20.9 | 30 | 15.2 | NASDAQ>EDGX | POV | 5 | MKT | 11.4 | 72 | 13 | 0.76 | Multi | false | null | null | 0 | NASDAQ>EDGX | MKT | 22 | 95 | 15.8 | 10 | 44 | 13 | -5 | NoShort | null | Paused due to data glitch |
X003805 | 2025-11-16 11:49:47 | MA | Buy | 35,543 | 331.6 | 11,786,058.8 | 1.1 | 0.151 | Ultra | 4.7 | 5 | 13.8 | NYSE>BATS>IEX>NASDAQ>EDGX | TWAP | 3 | LMT | 2 | 77 | 26 | 0.76 | ToxicitySpike | false | null | null | 0 | NYSE>BATS>IEX>NASDAQ>EDGX | LMT | 46.7 | 97 | 2.1 | 111 | 36 | -9 | -11 | NoShort | null | High urgency from PM |
X003806 | 2025-11-17 11:02:43 | NVDA | Sell | 4,713 | 67.28 | 317,090.64 | 1.1 | 0.122 | Medium | 20 | 6 | -4.3 | ARCA>NYSE | TWAP | 3 | LMT | 6.4 | 62 | 19 | 0.7 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE | LMT | 93.8 | 90 | 13.4 | 72 | 10 | -40 | -34 | null | PriceBand | Paused due to data glitch |
X003807 | 2025-12-17 10:25:05 | XLY | Sell | 13,036 | 284.97 | 3,714,868.92 | 2.1 | 0.054 | High | 8.6 | 8 | 7.8 | ARCA>BATS | TWAP | 2 | LMT | 3.2 | 65 | 35 | 0.59 | ToxicitySpike | false | null | null | 0 | ARCA>BATS | LMT | 30.3 | 88 | 0 | 68 | 12 | -31 | -33 | Watchlist | null | Venue switch reduced impact |
X003808 | 2025-11-22 12:47:12 | PEP | Buy | 40,781 | 160.63 | 6,550,652.03 | 4.5 | 0.129 | Low | 8.4 | 32 | 11.5 | NASDAQ>NYSE>BATS>IEX | VWAP | 3 | PO | 5.3 | 80 | 33 | 0.61 | Slip>Thresh | false | null | null | 0 | NASDAQ>NYSE>BATS>IEX | PO | 46.1 | 99 | 0 | 28 | 50 | 21 | -15 | NoShort | null | Paused due to data glitch |
X003809 | 2025-10-27 12:06:29 | WMT | Sell | 17,175 | 117.4 | 2,016,345 | 4.2 | 0.053 | Medium | 8.8 | 28 | 9.1 | EDGX>NASDAQ>BATS>ARCA | TWAP | 1 | PO | 4.1 | 66 | 26 | 0.73 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>BATS>ARCA | PO | 96.2 | 97 | 10.2 | 52 | 37 | -12 | -40 | PositionLimitNear | null | Stable book; normal liquidity |
X003810 | 2025-11-10 10:35:17 | BA | Buy | 18,200 | 258.29 | 4,700,878 | 2.8 | 0.061 | Medium | 12.8 | 9 | 6.3 | ARCA>NYSE>IEX>EDGX>NASDAQ | TWAP | 2 | MKT | 5.6 | 67 | 25 | 0.76 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>IEX>EDGX>NASDAQ | MKT | 36.9 | 98 | 17.7 | 10 | 30 | -40 | 1 | null | null | High urgency from PM |
X003811 | 2025-12-14 12:07:35 | NFLX | Sell | 18,960 | 159.66 | 3,027,153.6 | 3.1 | 0.181 | Low | 7.3 | 19 | 8.4 | IEX>ARCA>EDGX>NASDAQ>BATS | VWAP | 3 | LMT | 3.7 | 69 | 28 | 0.82 | Multi | false | null | null | 0 | IEX>ARCA>EDGX>NASDAQ>BATS | LMT | 58.9 | 97 | 9.7 | 73 | 58 | -40 | 14 | null | null | High urgency from PM |
X003812 | 2025-11-16 09:35:03 | JNJ | Sell | 75,982 | 328.66 | 24,972,244.12 | 3.1 | 0.279 | Low | 12 | 18 | -7.5 | IEX>ARCA>NASDAQ>NYSE>BATS | TWAP | 3 | LMT | 5.3 | 97 | 34 | 0.47 | Multi | false | null | null | 0 | IEX>ARCA>NASDAQ>NYSE>BATS | LMT | 93.1 | 95 | 10.8 | 153 | -12 | -21 | -6 | null | null | High urgency from PM |
X003813 | 2025-12-01 09:45:23 | AAPL | Buy | 129,676 | 328.71 | 42,625,797.96 | 1.6 | 0.382 | Low | 18.6 | 35 | 14.2 | ARCA>NYSE | TWAP | 2 | LMT | 5.6 | 115 | 21 | 0.59 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE | LMT | 35.4 | 90 | 19.3 | 103 | 32 | 14 | -25 | NoShort | null | High urgency from PM |
X003814 | 2025-12-16 15:16:37 | KO | Buy | 4,187 | 309.09 | 1,294,159.83 | 1.9 | 0.104 | Medium | 10.6 | 30 | -27.9 | IEX>EDGX>BATS>ARCA>NASDAQ | VWAP | 3 | MKT | 4.8 | 62 | 16 | 0.43 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 13 | IEX>EDGX>BATS>ARCA>NASDAQ | MKT>IOC | 83.9 | 94 | 1.4 | 43 | 9 | -37 | -26 | null | null | Venue switch reduced impact |
X003815 | 2025-11-15 13:48:44 | HD | Buy | 19,618 | 216.37 | 4,244,746.66 | 2.4 | 0.076 | Ultra | 4 | 33 | 12.4 | NYSE>EDGX>ARCA | VWAP | 3 | LMT | 2.4 | 69 | 34 | 0.69 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX>ARCA | LMT | 7 | 87 | 0 | 70 | -5 | -1 | 17 | null | null | Venue switch reduced impact |
X003816 | 2025-11-03 15:38:59 | XLU | Sell | 169,159 | 213.64 | 36,139,128.76 | 1.3 | 0.542 | Low | 6.3 | 31 | -10.3 | IEX>BATS>NASDAQ>NYSE | IS | 4 | LMT | 3.5 | 157 | 34 | 0.63 | LiqDrop | false | null | null | 0 | IEX>BATS>NASDAQ>NYSE | LMT | 1.3 | 87 | 0 | 107 | 29 | -6 | -8 | PositionLimitNear | PriceBand | Venue switch reduced impact |
X003817 | 2025-11-07 12:33:09 | XLF | Sell | 93,766 | 72.2 | 6,769,905.2 | 2.8 | 0.256 | Low | 18.4 | 11 | -15.8 | IEX>NYSE>ARCA>BATS | TWAP | 2 | LMT | 6.1 | 99 | 30 | 0.84 | Multi | false | null | null | 0 | IEX>NYSE>ARCA>BATS | LMT | 14.5 | 95 | 17.2 | 176 | -17 | -21 | 22 | Watchlist | null | Venue switch reduced impact |
X003818 | 2025-11-21 09:41:14 | NFLX | Buy | 55,745 | 234.23 | 13,057,151.35 | 4.1 | 0.533 | Low | 5.6 | 33 | 14.3 | NYSE>ARCA | POV | 2 | LMT | 3.8 | 83 | 23 | 0.51 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA | LMT | 11.2 | 87 | 0 | 10 | -4 | 9 | 11 | null | null | Stable book; normal liquidity |
X003819 | 2025-12-06 15:52:06 | XLE | Sell | 13,048 | 299.75 | 3,911,138 | 1.9 | 0.047 | High | 13.8 | 4 | 19.1 | EDGX>NYSE>IEX>BATS>ARCA | Adaptive | 1 | LMT | 3.4 | 64 | 27 | 0.49 | Multi | false | null | null | 0 | EDGX>NYSE>IEX>BATS>ARCA | LMT | 66.8 | 87 | 6.1 | 29 | -2 | 11 | -19 | null | null | Paused due to data glitch |
X003820 | 2025-12-01 12:55:48 | XOM | Sell | 7,628 | 245.61 | 1,873,513.08 | 4.3 | 0.07 | Low | 22.5 | 34 | -5.8 | NASDAQ>ARCA | TWAP | 3 | MKT | 10.8 | 63 | 30 | 0.72 | LiqDrop | false | null | null | 0 | NASDAQ>ARCA | MKT | 75 | 94 | 5.2 | 10 | 48 | 21 | -32 | null | null | Paused due to data glitch |
X003821 | 2025-11-03 12:03:39 | AMZN | Sell | 2,170 | 226.33 | 491,136.1 | 2.7 | 0.1 | Medium | 6.5 | 16 | 13.4 | BATS>NYSE | IS | 4 | LMT | 4.4 | 61 | 13 | 0.5 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 24 | BATS>NYSE | LMT>PO | 94.5 | 97 | 0 | 163 | -9 | -22 | 22 | null | null | Toxic prints; widened spread |
X003822 | 2025-11-18 14:35:19 | PEP | Buy | 74,453 | 238.63 | 17,766,719.39 | 3.3 | 0.235 | Low | 8.4 | 15 | 34.9 | NYSE>EDGX | VWAP | 2 | PO | 4 | 91 | 16 | 0.69 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX | PO | 39.5 | 93 | 15.3 | 132 | 38 | 26 | 15 | null | null | Stable book; normal liquidity |
X003823 | 2025-11-25 12:34:04 | XLU | Sell | 9,630 | 99.13 | 954,621.9 | 2.3 | 0.031 | High | 21.3 | 6 | -30.7 | ARCA>EDGX>NASDAQ>NYSE | POV | 5 | MKT | 11.7 | 66 | 20 | 0.66 | Slip>Thresh | true | SlippageAboveThreshold | AlgoSwitch | 16 | ARCA>EDGX>NASDAQ>NYSE | MKT>LMT | 29.1 | 94 | 23 | 78 | -15 | -29 | 25 | null | null | Venue switch reduced impact |
X003824 | 2025-11-15 15:27:40 | HYG | Buy | 89,831 | 73.93 | 6,641,205.83 | 1.3 | 0.493 | Low | 14.9 | 30 | -23.6 | NYSE>BATS | TWAP | 3 | LMT | 5.2 | 104 | 27 | 0.41 | LiqDrop | false | null | null | 0 | NYSE>BATS | LMT | 5.9 | 88 | 5.9 | 165 | -20 | -6 | 22 | Watchlist | null | Paused due to data glitch |
X003825 | 2025-12-12 12:37:53 | V | Sell | 14,579 | 61.65 | 898,795.35 | 5.6 | 0.19 | Low | 14.3 | 12 | 18.8 | IEX>BATS | IS | 5 | LMT | 10.5 | 69 | 12 | 0.46 | Slip>Thresh | false | null | null | 0 | IEX>BATS | LMT | 24.1 | 100 | 8.8 | 155 | 41 | 9 | -16 | null | null | Stable book; normal liquidity |
X003826 | 2025-11-03 12:32:55 | HYG | Sell | 37,809 | 78.3 | 2,960,444.7 | 1.6 | 0.207 | High | 4.1 | 5 | -28.3 | NYSE>BATS | POV | 4 | IOC | 2.9 | 81 | 23 | 0.67 | Slip>Thresh | false | null | null | 0 | NYSE>BATS | IOC | 93.8 | 98 | 1.2 | 61 | 3 | -14 | -30 | null | null | Toxic prints; widened spread |
X003827 | 2025-12-15 13:17:01 | TSLA | Buy | 304,550 | 16.38 | 4,988,529 | 2 | 0.947 | Low | 10.9 | 38 | -10.6 | EDGX>ARCA>BATS | IS | 4 | MKT | 7.2 | 235 | 28 | 0.56 | LiqDrop | false | null | null | 0 | EDGX>ARCA>BATS | MKT | 83.6 | 93 | 0 | 334 | 58 | 21 | -11 | Watchlist | null | High urgency from PM |
X003828 | 2025-12-03 10:23:31 | XLF | Buy | 23,495 | 204.75 | 4,810,601.25 | 3.5 | 0.064 | Medium | 9.4 | 39 | -15.6 | BATS>EDGX>NYSE>IEX | VWAP | 2 | IOC | 4.5 | 69 | 32 | 0.65 | Slip>Thresh | false | null | null | 0 | BATS>EDGX>NYSE>IEX | IOC | 9 | 91 | 1.6 | 23 | -19 | -8 | -40 | null | null | Toxic prints; widened spread |
X003829 | 2025-12-14 11:16:55 | XLP | Buy | 59,948 | 105.49 | 6,323,914.52 | 3.6 | 0.207 | Low | 13 | 17 | -27.6 | EDGX>IEX | TWAP | 2 | LMT | 5.1 | 85 | 17 | 0.84 | Multi | false | null | null | 0 | EDGX>IEX | LMT | 70.5 | 93 | 6.5 | 38 | 37 | -39 | 11 | null | null | Venue switch reduced impact |
X003830 | 2025-11-13 13:51:20 | AAPL | Buy | 163,768 | 87.75 | 14,370,642 | 2.7 | 0.482 | Low | 10.8 | 13 | -4.1 | BATS>EDGX>NASDAQ>IEX>ARCA | TWAP | 2 | LMT | 4.2 | 129 | 28 | 0.61 | Slip>Thresh | false | null | null | 0 | BATS>EDGX>NASDAQ>IEX>ARCA | LMT | 75.3 | 87 | 8.5 | 234 | -7 | -30 | -4 | null | null | High urgency from PM |
X003831 | 2025-10-31 15:08:09 | BRK.B | Buy | 41,148 | 121.15 | 4,985,080.2 | 2.2 | 0.187 | High | 3.4 | 32 | 24.3 | BATS>NASDAQ | IS | 4 | PO | 3.3 | 83 | 17 | 0.78 | Multi | false | null | null | 0 | BATS>NASDAQ | PO | 46.9 | 93 | 3 | 92 | 48 | 1 | -33 | Watchlist | null | Toxic prints; widened spread |
X003832 | 2025-10-29 15:29:19 | TSLA | Sell | 29,002 | 56.29 | 1,632,522.58 | 1.5 | 0.09 | Medium | 22.2 | 11 | 26.2 | NYSE>IEX>EDGX>BATS | VWAP | 3 | MKT | 8.3 | 74 | 12 | 0.58 | Multi | false | null | null | 0 | NYSE>IEX>EDGX>BATS | MKT | 14.4 | 86 | 0 | 138 | 1 | -35 | 9 | NoShort | null | High urgency from PM |
X003833 | 2025-11-15 10:14:18 | JNJ | Sell | 21,373 | 220.77 | 4,718,517.21 | 3.4 | 0.078 | Low | 24.1 | 38 | -8.3 | EDGX>NASDAQ>ARCA | TWAP | 2 | IOC | 9 | 69 | 30 | 0.63 | Multi | false | null | null | 0 | EDGX>NASDAQ>ARCA | IOC | 8.1 | 88 | 0 | 58 | 53 | 2 | -8 | PositionLimitNear | null | Venue switch reduced impact |
X003834 | 2025-11-02 14:47:55 | GOOGL | Sell | 34,898 | 248.98 | 8,688,904.04 | 1 | 0.104 | Medium | 19.4 | 11 | -10.9 | ARCA>IEX>NYSE | IS | 4 | LMT | 7.9 | 80 | 18 | 0.57 | Multi | false | null | null | 0 | ARCA>IEX>NYSE | LMT | 84 | 89 | 12.5 | 130 | -3 | -6 | 15 | null | null | Toxic prints; widened spread |
X003835 | 2025-11-21 15:10:17 | DIS | Sell | 3,994 | 257.48 | 1,028,375.12 | 1.5 | 0.017 | Ultra | 10 | 38 | 25.3 | IEX>ARCA>NASDAQ>BATS | POV | 5 | LMT | 4.8 | 62 | 33 | 0.52 | Slip>Thresh | false | null | null | 0 | IEX>ARCA>NASDAQ>BATS | LMT | 66.2 | 86 | 7.5 | 58 | 32 | 18 | 12 | null | null | Venue switch reduced impact |
X003836 | 2025-12-16 09:35:29 | XLE | Buy | 3,804 | 255.46 | 971,769.84 | 2.8 | 0.014 | Ultra | 7.4 | 3 | -25.9 | NYSE>BATS | IS | 5 | MKT | 6.4 | 62 | 14 | 0.65 | LiqDrop | false | null | null | 0 | NYSE>BATS | MKT | 16.4 | 89 | 1.9 | 33 | 60 | 20 | 8 | null | Throttle | Stable book; normal liquidity |
X003837 | 2025-12-21 11:36:46 | NFLX | Sell | 11,592 | 269.85 | 3,128,101.2 | 2.3 | 0.111 | Low | 18.2 | 17 | -1.9 | IEX>BATS>ARCA>NASDAQ>EDGX | IS | 4 | LMT | 8.4 | 66 | 14 | 0.75 | ToxicitySpike | false | null | null | 0 | IEX>BATS>ARCA>NASDAQ>EDGX | LMT | 11.7 | 100 | 8.2 | 89 | 24 | -31 | -17 | Watchlist | null | Toxic prints; widened spread |
X003838 | 2025-10-27 14:41:05 | XLI | Buy | 10,122 | 282.1 | 2,855,416.2 | 1.9 | 0.462 | Low | 12.6 | 21 | -16.3 | NYSE>NASDAQ>BATS>EDGX | Adaptive | 4 | LMT | 4.9 | 65 | 23 | 0.7 | LiqDrop | false | null | null | 0 | NYSE>NASDAQ>BATS>EDGX | LMT | 64.5 | 88 | 20 | 61 | -18 | -19 | 20 | null | null | Stable book; normal liquidity |
X003839 | 2025-11-08 14:03:13 | BA | Sell | 20,709 | 126.01 | 2,609,541.09 | 1.8 | 0.069 | Ultra | 5.3 | 3 | -26 | ARCA>NYSE>NASDAQ>EDGX>IEX | Adaptive | 3 | LMT | 2.3 | 70 | 22 | 0.61 | LiqDrop | false | null | null | 0 | ARCA>NYSE>NASDAQ>EDGX>IEX | LMT | 90.8 | 93 | 6 | 103 | 8 | 10 | -11 | null | null | Stable book; normal liquidity |
X003840 | 2025-10-30 11:41:20 | PFE | Sell | 7,648 | 257.66 | 1,970,583.68 | 2.4 | 0.021 | Ultra | 14.1 | 8 | 33.4 | BATS>IEX>ARCA>NASDAQ | POV | 4 | LMT | 6.3 | 64 | 22 | 0.5 | Slip>Thresh | false | null | null | 0 | BATS>IEX>ARCA>NASDAQ | LMT | 67 | 89 | 2 | 75 | 5 | -13 | -16 | null | null | High urgency from PM |
X003841 | 2025-12-14 11:51:56 | XLV | Sell | 22,215 | 56.98 | 1,265,810.7 | 1.7 | 0.062 | High | 10.3 | 26 | -2.2 | NYSE>BATS>EDGX | VWAP | 2 | PO | 3.6 | 69 | 12 | 0.46 | Slip>Thresh | false | null | null | 0 | NYSE>BATS>EDGX | PO | 6.2 | 98 | 9.7 | 88 | -4 | -18 | 30 | null | null | Toxic prints; widened spread |
X003842 | 2025-12-25 12:54:42 | LQD | Buy | 46,202 | 117.1 | 5,410,254.2 | 1.1 | 0.227 | Low | 18.5 | 31 | 29.5 | BATS>ARCA>NYSE>EDGX>IEX | VWAP | 2 | MKT | 6.1 | 79 | 12 | 0.6 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 14 | BATS>ARCA>NYSE>EDGX>IEX | MKT>LMT | 10.2 | 90 | 16.2 | 31 | 35 | 8 | -12 | null | null | Paused due to data glitch |
X003843 | 2025-11-22 10:28:59 | HYG | Buy | 16,334 | 78.52 | 1,282,545.68 | 2.3 | 0.09 | Low | 20.6 | 21 | -27 | NASDAQ>EDGX>NYSE>ARCA | IS | 4 | LMT | 9.3 | 69 | 33 | 0.59 | Slip>Thresh | false | null | null | 0 | NASDAQ>EDGX>NYSE>ARCA | LMT | 68.6 | 94 | 16.7 | 129 | -9 | 17 | -1 | PositionLimitNear | PriceBand | Venue switch reduced impact |
X003844 | 2025-11-10 13:27:10 | HD | Buy | 60,044 | 93.1 | 5,590,096.4 | 2.9 | 0.233 | Low | 24.8 | 10 | -11.3 | ARCA>IEX | IS | 4 | LMT | 11.3 | 94 | 31 | 0.52 | Multi | false | null | null | 0 | ARCA>IEX | LMT | 45.3 | 78 | 0 | 60 | 1 | 29 | 22 | null | null | Toxic prints; widened spread |
X003845 | 2025-11-11 11:59:05 | INTC | Sell | 488 | 160.82 | 78,480.16 | 1.1 | 0.023 | Ultra | 18.3 | 7 | -8.5 | EDGX>BATS>ARCA>NYSE>NASDAQ | POV | 5 | LMT | 7.6 | 60 | 32 | 0.44 | LiqDrop | false | null | null | 0 | EDGX>BATS>ARCA>NYSE>NASDAQ | LMT | 72.4 | 91 | 6.3 | 41 | 14 | -23 | 3 | null | null | High urgency from PM |
X003846 | 2025-12-03 15:55:13 | XLU | Buy | 40,379 | 290.38 | 11,725,254.02 | 2.4 | 0.129 | Low | 20.7 | 16 | -5 | BATS>EDGX>NASDAQ>IEX | Adaptive | 3 | LMT | 6.6 | 80 | 27 | 0.65 | LiqDrop | false | null | null | 0 | BATS>EDGX>NASDAQ>IEX | LMT | 64.4 | 92 | 9.7 | 10 | 29 | -19 | 36 | null | null | High urgency from PM |
X003847 | 2025-12-17 15:55:25 | V | Sell | 4,856 | 21.9 | 106,346.4 | 2.7 | 0.063 | Low | 26.7 | 7 | -28.9 | NASDAQ>EDGX | TWAP | 2 | LMT | 8.1 | 62 | 33 | 0.73 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX | LMT | 56.3 | 91 | 7.5 | 76 | -14 | 20 | 2 | null | null | Venue switch reduced impact |
X003848 | 2025-11-12 15:54:29 | NKE | Buy | 19,142 | 131.04 | 2,508,367.68 | 1.9 | 0.089 | Medium | 22 | 38 | 31 | BATS>IEX>EDGX | Adaptive | 4 | MKT | 9 | 71 | 33 | 0.75 | Slip>Thresh | false | null | null | 0 | BATS>IEX>EDGX | MKT | 91.7 | 96 | 17.8 | 69 | -4 | -27 | 36 | null | null | Toxic prints; widened spread |
X003849 | 2025-11-14 11:41:08 | XLU | Sell | 13,477 | 30.11 | 405,792.47 | 2.2 | 0.043 | High | 13.1 | 26 | 28.1 | BATS>NYSE>NASDAQ>IEX | POV | 5 | MKT | 7.9 | 68 | 19 | 0.57 | Multi | false | null | null | 0 | BATS>NYSE>NASDAQ>IEX | MKT | 18.1 | 94 | 1.1 | 51 | -3 | -5 | -26 | null | null | Venue switch reduced impact |
X003850 | 2025-11-14 09:43:21 | DIS | Buy | 23,131 | 80.68 | 1,866,209.08 | 1.9 | 0.101 | Medium | 14.7 | 12 | -14.5 | EDGX>ARCA>BATS>IEX | Adaptive | 3 | MKT | 5.8 | 71 | 31 | 0.81 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA>BATS>IEX | MKT | 2.3 | 89 | 0 | 80 | 44 | -32 | 4 | NoShort | null | High urgency from PM |
X003851 | 2025-10-28 11:55:29 | JPM | Buy | 11,863 | 38.91 | 461,589.33 | 4.5 | 0.294 | Low | 9.7 | 29 | -11.9 | NYSE>IEX | Adaptive | 2 | LMT | 4.3 | 65 | 27 | 0.4 | LiqDrop | false | null | null | 0 | NYSE>IEX | LMT | 1.9 | 87 | 7.6 | 122 | 25 | -31 | -39 | null | null | Paused due to data glitch |
X003852 | 2025-12-22 09:56:45 | AAPL | Buy | 85,117 | 126.49 | 10,766,449.33 | 1.9 | 0.25 | Low | 12.9 | 4 | 8.8 | IEX>EDGX>ARCA | VWAP | 3 | LMT | 4.6 | 102 | 22 | 0.47 | ToxicitySpike | false | null | null | 0 | IEX>EDGX>ARCA | LMT | 33.4 | 85 | 0 | 68 | 21 | -16 | -32 | NoShort | null | Paused due to data glitch |
X003853 | 2025-11-22 09:35:23 | HD | Buy | 25,990 | 170.83 | 4,439,871.7 | 2.5 | 0.101 | Medium | 12.1 | 13 | -6 | IEX>BATS>NASDAQ>NYSE>EDGX | IS | 5 | MKT | 8.5 | 76 | 35 | 0.52 | Slip>Thresh | false | null | null | 0 | IEX>BATS>NASDAQ>NYSE>EDGX | MKT | 15.9 | 95 | 12.8 | 106 | 28 | -20 | 3 | null | null | Stable book; normal liquidity |
X003854 | 2025-12-15 09:35:25 | INTC | Buy | 2,860 | 100.69 | 287,973.4 | 0.6 | 0.136 | Ultra | 7.3 | 33 | 9.8 | IEX>EDGX>BATS>NYSE>NASDAQ | IS | 4 | MKT | 3.9 | 61 | 25 | 0.6 | ToxicitySpike | false | null | null | 0 | IEX>EDGX>BATS>NYSE>NASDAQ | MKT | 52.1 | 95 | 2.2 | 65 | -8 | 20 | 18 | null | null | Stable book; normal liquidity |
X003855 | 2025-11-22 14:43:01 | IEF | Buy | 19,366 | 95.62 | 1,851,776.92 | 3 | 0.074 | Medium | 13.3 | 32 | 26.4 | BATS>ARCA | VWAP | 1 | LMT | 4 | 66 | 35 | 0.73 | LiqDrop | false | null | null | 0 | BATS>ARCA | LMT | 22.5 | 93 | 4 | 10 | -18 | -39 | 9 | null | null | Stable book; normal liquidity |
X003856 | 2025-11-02 15:39:49 | XLY | Sell | 47,179 | 114.63 | 5,408,128.77 | 2.2 | 0.197 | Medium | 7.2 | 4 | 17.9 | IEX>NASDAQ>ARCA>NYSE>EDGX | Adaptive | 3 | LMT | 3 | 83 | 24 | 0.84 | ToxicitySpike | false | null | null | 0 | IEX>NASDAQ>ARCA>NYSE>EDGX | LMT | 12.1 | 89 | 0.7 | 34 | 53 | 14 | -35 | null | null | Paused due to data glitch |
X003857 | 2025-12-14 10:55:14 | CSCO | Sell | 77,460 | 190.09 | 14,724,371.4 | 4.6 | 0.194 | Low | 23.8 | 25 | -4.6 | ARCA>EDGX>NASDAQ | VWAP | 1 | LMT | 6.8 | 87 | 28 | 0.42 | LiqDrop | false | null | null | 0 | ARCA>EDGX>NASDAQ | LMT | 93.5 | 62 | 3 | 53 | 31 | -32 | -22 | null | null | Paused due to data glitch |
X003858 | 2025-12-20 13:27:04 | MSFT | Sell | 10,164 | 79.16 | 804,582.24 | 3.6 | 0.054 | Medium | 15.7 | 39 | 6.5 | ARCA>NYSE>BATS>EDGX>NASDAQ | TWAP | 3 | MKT | 7.9 | 65 | 35 | 0.49 | Multi | false | null | null | 0 | ARCA>NYSE>BATS>EDGX>NASDAQ | MKT | 4.4 | 88 | 0 | 50 | 13 | 8 | -5 | null | null | Toxic prints; widened spread |
X003859 | 2025-12-17 10:16:14 | XLB | Buy | 64,787 | 193.79 | 12,555,072.73 | 2.7 | 0.165 | Low | 24 | 24 | 6.1 | ARCA>IEX>EDGX>NASDAQ>NYSE | TWAP | 2 | MKT | 9 | 87 | 27 | 0.48 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 26 | ARCA>IEX>EDGX>NASDAQ>NYSE | MKT>IOC | 81.9 | 83 | 1.3 | 151 | 9 | -25 | -35 | null | null | Paused due to data glitch |
X003860 | 2025-12-18 13:46:15 | XOM | Buy | 28,777 | 295.64 | 8,507,632.28 | 2.8 | 0.263 | Low | 6.9 | 3 | 20 | NYSE>ARCA>BATS>EDGX>IEX | TWAP | 2 | PO | 3.6 | 72 | 18 | 0.51 | Multi | false | null | null | 0 | NYSE>ARCA>BATS>EDGX>IEX | PO | 79.9 | 99 | 12.1 | 137 | 14 | -3 | -9 | null | null | High urgency from PM |
X003861 | 2025-12-20 13:22:48 | V | Buy | 6,292 | 21.06 | 132,509.52 | 4.1 | 0.082 | Low | 19.3 | 27 | -9.4 | NYSE>NASDAQ>BATS>ARCA>EDGX | IS | 5 | LMT | 11.2 | 64 | 25 | 0.42 | Slip>Thresh | false | null | null | 0 | NYSE>NASDAQ>BATS>ARCA>EDGX | LMT | 39.6 | 93 | 12.4 | 22 | 42 | -22 | -40 | Watchlist | null | High urgency from PM |
X003862 | 2025-11-06 14:02:25 | KO | Buy | 6,800 | 255.9 | 1,740,120 | 1.8 | 0.169 | Low | 37.5 | 17 | 27.1 | NASDAQ>IEX | VWAP | 3 | LMT | 11.2 | 63 | 18 | 0.42 | Multi | false | null | null | 0 | NASDAQ>IEX | LMT | 79.6 | 92 | 19.2 | 130 | 23 | -32 | -40 | null | null | Stable book; normal liquidity |
X003863 | 2025-12-07 15:50:15 | BRK.B | Sell | 38,334 | 21.94 | 841,047.96 | 2.9 | 0.174 | Low | 11.3 | 37 | 6.6 | EDGX>NASDAQ>IEX>NYSE | VWAP | 2 | LMT | 4.1 | 76 | 26 | 0.47 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ>IEX>NYSE | LMT | 87.4 | 93 | 12.8 | 120 | 6 | 0 | 10 | PositionLimitNear | null | Venue switch reduced impact |
X003864 | 2025-11-07 14:37:33 | BAC | Sell | 53,093 | 162.85 | 8,646,195.05 | 1.3 | 0.145 | High | 4.5 | 28 | -11.1 | NYSE>NASDAQ | TWAP | 3 | LMT | 2.1 | 86 | 12 | 0.82 | Slip>Thresh | false | null | null | 0 | NYSE>NASDAQ | LMT | 5.4 | 62 | 0 | 48 | -3 | -20 | 14 | Watchlist | null | Toxic prints; widened spread |
X003865 | 2025-12-10 14:14:47 | CVX | Sell | 70,101 | 45.35 | 3,179,080.35 | 1 | 0.416 | Low | 10.5 | 17 | -28.2 | EDGX>BATS>IEX>NASDAQ | VWAP | 2 | PO | 3.4 | 89 | 31 | 0.51 | Slip>Thresh | false | null | null | 0 | EDGX>BATS>IEX>NASDAQ | PO | 24.8 | 89 | 21.2 | 10 | -17 | -12 | 7 | null | null | Venue switch reduced impact |
X003866 | 2025-12-06 09:39:49 | VZ | Buy | 17,243 | 196.84 | 3,394,112.12 | 2.4 | 0.147 | Medium | 10.5 | 11 | -17.3 | NYSE>IEX>BATS>NASDAQ | Adaptive | 2 | LMT | 3.5 | 67 | 32 | 0.75 | Slip>Thresh | false | null | null | 0 | NYSE>IEX>BATS>NASDAQ | LMT | 14.4 | 93 | 10.8 | 147 | 13 | -26 | 7 | null | null | Stable book; normal liquidity |
X003867 | 2025-11-19 09:40:17 | CVX | Buy | 24,432 | 217.88 | 5,323,244.16 | 1 | 0.145 | High | 9.6 | 26 | 31.1 | NASDAQ>IEX>NYSE | VWAP | 2 | PO | 3.1 | 70 | 35 | 0.7 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 11 | NASDAQ>IEX>NYSE | PO>MKT | 12.1 | 89 | 0 | 112 | 26 | 9 | -21 | null | null | Venue switch reduced impact |
X003868 | 2025-11-12 12:33:25 | XLY | Sell | 14,061 | 125.4 | 1,763,249.4 | 2.1 | 0.059 | Medium | 15.8 | 8 | 4.6 | NASDAQ>NYSE | VWAP | 3 | LMT | 5.4 | 67 | 35 | 0.73 | Multi | false | null | null | 0 | NASDAQ>NYSE | LMT | 18.4 | 88 | 1.9 | 55 | -18 | 15 | -28 | null | null | High urgency from PM |
X003869 | 2025-11-09 11:27:24 | V | Buy | 24,694 | 118.7 | 2,931,177.8 | 3.6 | 0.321 | Low | 25.6 | 20 | 4 | ARCA>NYSE>NASDAQ>IEX | Adaptive | 2 | MKT | 9.1 | 70 | 32 | 0.84 | Multi | true | MultiTrigger | VenueSwitch | 38 | ARCA>NYSE>NASDAQ>IEX | MKT>IOC | 92.4 | 93 | 8.1 | 139 | 24 | 5 | 39 | null | null | Paused due to data glitch |
X003870 | 2025-11-11 10:06:22 | DIS | Sell | 13,893 | 63.46 | 881,649.78 | 1.8 | 0.061 | High | 9.6 | 9 | 18.8 | BATS>IEX>EDGX>NASDAQ>ARCA | IS | 4 | LMT | 4.9 | 67 | 21 | 0.51 | Multi | false | null | null | 0 | BATS>IEX>EDGX>NASDAQ>ARCA | LMT | 25.8 | 73 | 10.6 | 45 | -10 | 27 | 4 | Watchlist | null | Paused due to data glitch |
X003871 | 2025-11-17 10:11:24 | QQQ | Buy | 82,048 | 399.75 | 32,798,688 | 1 | 0.26 | Medium | 7.1 | 16 | 11.6 | NASDAQ>BATS>IEX | POV | 4 | PO | 3.5 | 107 | 27 | 0.67 | LiqDrop | false | null | null | 0 | NASDAQ>BATS>IEX | PO | 16.5 | 95 | 0 | 102 | -14 | 25 | 29 | null | null | Stable book; normal liquidity |
X003872 | 2025-12-06 11:31:45 | XLB | Sell | 32,093 | 60.65 | 1,946,440.45 | 2.6 | 0.082 | Medium | 18.1 | 22 | -21.4 | BATS>EDGX>ARCA>NYSE>IEX | IS | 5 | LMT | 9.5 | 80 | 26 | 0.57 | Slip>Thresh | false | null | null | 0 | BATS>EDGX>ARCA>NYSE>IEX | LMT | 58.5 | 80 | 21.5 | 23 | 56 | -36 | -36 | null | null | Stable book; normal liquidity |
X003873 | 2025-11-28 12:56:59 | XLB | Buy | 51,282 | 171.44 | 8,791,786.08 | 2.1 | 0.131 | Medium | 14.5 | 8 | 10.1 | NYSE>BATS | VWAP | 2 | LMT | 4.5 | 81 | 20 | 0.78 | Slip>Thresh | false | null | null | 0 | NYSE>BATS | LMT | 29.3 | 96 | 14 | 80 | 50 | -30 | 20 | PositionLimitNear | null | High urgency from PM |
X003874 | 2025-11-11 13:58:41 | TLT | Sell | 479,209 | 98.49 | 47,197,294.41 | 2.5 | 1.752 | Low | 9.3 | 30 | -33.2 | NASDAQ>IEX | POV | 4 | LMT | 5.6 | 290 | 34 | 0.81 | Multi | false | null | null | 0 | NASDAQ>IEX | LMT | 4 | 89 | 23.3 | 346 | 2 | -24 | 32 | null | null | Toxic prints; widened spread |
X003875 | 2025-12-19 15:26:25 | PEP | Sell | 195,956 | 204.6 | 40,092,597.6 | 3.5 | 0.619 | Low | 24.7 | 39 | 6.1 | NASDAQ>EDGX>ARCA | IS | 4 | MKT | 14.5 | 172 | 33 | 0.48 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX>ARCA | MKT | 19 | 87 | 6.7 | 70 | 31 | 7 | -21 | null | null | Venue switch reduced impact |
X003876 | 2025-11-09 14:37:06 | VZ | Sell | 86,088 | 301.64 | 25,967,584.32 | 2 | 0.736 | Low | 3.8 | 3 | -10 | IEX>EDGX | IS | 4 | LMT | 3.2 | 109 | 27 | 0.48 | Multi | false | null | null | 0 | IEX>EDGX | LMT | 88.4 | 98 | 7.8 | 35 | 8 | 2 | 34 | NoShort | null | High urgency from PM |
X003877 | 2025-12-10 11:37:15 | IEF | Sell | 36,906 | 101.06 | 3,729,720.36 | 1.7 | 0.14 | Low | 17.9 | 34 | 8 | NYSE>NASDAQ | IS | 4 | MKT | 9.5 | 81 | 16 | 0.4 | LiqDrop | false | null | null | 0 | NYSE>NASDAQ | MKT | 8.7 | 94 | 9.7 | 81 | 37 | 9 | 19 | null | null | Paused due to data glitch |
X003878 | 2025-11-11 09:37:35 | XLV | Sell | 33,300 | 334.87 | 11,151,171 | 1.8 | 0.093 | High | 6.3 | 18 | 33 | BATS>ARCA>NASDAQ>IEX | TWAP | 1 | LMT | 2.2 | 71 | 19 | 0.71 | Multi | false | null | null | 0 | BATS>ARCA>NASDAQ>IEX | LMT | 2.3 | 90 | 0 | 112 | 26 | -10 | 11 | null | null | Toxic prints; widened spread |
X003879 | 2025-11-06 12:39:49 | HD | Sell | 27,949 | 245.98 | 6,874,895.02 | 2.9 | 0.108 | Low | 12.8 | 29 | -0.3 | EDGX>IEX | TWAP | 1 | MKT | 4.9 | 69 | 33 | 0.56 | Multi | true | MultiTrigger | AlgoSwitch | 25 | EDGX>IEX | MKT>IOC | 52.8 | 86 | 35.8 | 135 | 23 | 14 | -40 | null | null | Stable book; normal liquidity |
X003880 | 2025-11-25 09:45:13 | AMD | Buy | 13,514 | 111.58 | 1,507,892.12 | 1.1 | 0.377 | Low | 17 | 4 | 32.8 | NYSE>IEX | Adaptive | 2 | LMT | 4.4 | 65 | 26 | 0.52 | Slip>Thresh | false | null | null | 0 | NYSE>IEX | LMT | 62.3 | 94 | 8.2 | 10 | 51 | 13 | 0 | null | null | Toxic prints; widened spread |
X003881 | 2025-12-18 10:29:34 | PEP | Buy | 21,869 | 292.07 | 6,387,278.83 | 4.8 | 0.069 | Medium | 7.6 | 6 | 8.8 | BATS>EDGX>NYSE>NASDAQ>ARCA | VWAP | 2 | LMT | 4.1 | 69 | 30 | 0.48 | Multi | false | null | null | 0 | BATS>EDGX>NYSE>NASDAQ>ARCA | LMT | 81.5 | 86 | 0.4 | 30 | 23 | -38 | 1 | null | null | Stable book; normal liquidity |
X003882 | 2025-12-13 15:55:15 | WMT | Sell | 18,426 | 322.09 | 5,934,830.34 | 3.9 | 0.057 | Medium | 9.9 | 26 | 20.3 | NYSE>ARCA>EDGX>BATS>IEX | TWAP | 2 | MKT | 5.4 | 67 | 24 | 0.69 | LiqDrop | false | null | null | 0 | NYSE>ARCA>EDGX>BATS>IEX | MKT | 78.2 | 99 | 11.5 | 84 | 38 | 18 | -25 | null | null | Paused due to data glitch |
X003883 | 2025-12-02 15:11:16 | MA | Buy | 469,518 | 28.37 | 13,320,225.66 | 0.9 | 2 | Low | 24.2 | 20 | 5.4 | ARCA>NYSE>NASDAQ>BATS>IEX | VWAP | 2 | PO | 7.5 | 230 | 26 | 0.43 | LiqDrop | false | null | null | 0 | ARCA>NYSE>NASDAQ>BATS>IEX | PO | 3.1 | 99 | 15.6 | 314 | 23 | 30 | 17 | null | null | Toxic prints; widened spread |
X003884 | 2025-11-17 14:57:20 | SPY | Buy | 192,372 | 478.44 | 92,038,459.68 | 1.4 | 0.26 | Low | 22.6 | 5 | -29.9 | EDGX>BATS>NYSE>ARCA>IEX | TWAP | 3 | MKT | 8.9 | 156 | 22 | 0.49 | LiqDrop | false | null | null | 0 | EDGX>BATS>NYSE>ARCA>IEX | MKT | 37.1 | 93 | 3.5 | 93 | -18 | -8 | -18 | null | null | Toxic prints; widened spread |
X003885 | 2025-11-17 09:35:12 | XLF | Sell | 55,872 | 297.4 | 16,616,332.8 | 1.8 | 0.153 | Low | 17.9 | 36 | 27 | NYSE>ARCA>EDGX>BATS | Adaptive | 2 | PO | 5.4 | 83 | 20 | 0.7 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 18 | NYSE>ARCA>EDGX>BATS | PO>IOC | 33.9 | 98 | 2.6 | 117 | 58 | -28 | -26 | null | null | Paused due to data glitch |
X003886 | 2025-12-06 14:07:26 | PFE | Buy | 26,725 | 111.22 | 2,972,354.5 | 2.1 | 0.073 | Medium | 14 | 6 | 18.1 | IEX>NASDAQ>BATS>EDGX | IS | 4 | LMT | 6.7 | 75 | 22 | 0.64 | ToxicitySpike | false | null | null | 0 | IEX>NASDAQ>BATS>EDGX | LMT | 55.6 | 97 | 9 | 75 | -15 | 23 | -10 | null | null | Stable book; normal liquidity |
X003887 | 2025-11-10 09:44:54 | XLB | Buy | 433,661 | 228.73 | 99,191,280.53 | 1.8 | 1.105 | Low | 11.6 | 23 | 23.7 | NASDAQ>NYSE>EDGX>ARCA | POV | 2 | MKT | 5.3 | 230 | 35 | 0.48 | ToxicitySpike | false | null | null | 0 | NASDAQ>NYSE>EDGX>ARCA | MKT | 62.1 | 90 | 0 | 380 | 24 | 9 | -39 | NoShort | null | Toxic prints; widened spread |
X003888 | 2025-12-15 10:31:02 | SPY | Sell | 272,068 | 492.02 | 133,862,897.36 | 1.8 | 0.367 | Medium | 3.4 | 19 | -11.3 | NYSE>IEX>NASDAQ>EDGX | POV | 5 | LMT | 2.8 | 236 | 20 | 0.54 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 25 | NYSE>IEX>NASDAQ>EDGX | LMT>MKT | 94.3 | 91 | 3.1 | 262 | 60 | 29 | 9 | PositionLimitNear | null | Venue switch reduced impact |
X003889 | 2025-11-07 15:55:14 | QQQ | Buy | 38,448 | 391.6 | 15,056,236.8 | 0.8 | 0.122 | High | 9.5 | 19 | -29.2 | NYSE>IEX | TWAP | 3 | LMT | 3.2 | 79 | 19 | 0.42 | Multi | false | null | null | 0 | NYSE>IEX | LMT | 99.3 | 98 | 5.8 | 96 | -10 | -24 | -31 | null | null | High urgency from PM |
X003890 | 2025-12-26 14:14:10 | UNH | Sell | 7,326 | 194.61 | 1,425,712.86 | 2.4 | 0.032 | High | 14.9 | 22 | 33.3 | EDGX>BATS>NYSE>ARCA | POV | 4 | MKT | 8 | 64 | 14 | 0.44 | ToxicitySpike | false | null | null | 0 | EDGX>BATS>NYSE>ARCA | MKT | 51.9 | 86 | 1.7 | 98 | 1 | -8 | 36 | null | null | Stable book; normal liquidity |
X003891 | 2025-12-14 12:54:10 | XLY | Sell | 15,997 | 56.37 | 901,750.89 | 1.5 | 0.067 | Medium | 22.9 | 3 | 11.1 | EDGX>NASDAQ>NYSE | Adaptive | 1 | MKT | 6.1 | 65 | 21 | 0.54 | LiqDrop | false | null | null | 0 | EDGX>NASDAQ>NYSE | MKT | 82.6 | 88 | 0 | 10 | 10 | -19 | -8 | null | null | Stable book; normal liquidity |
X003892 | 2025-12-15 10:02:19 | INTC | Sell | 2,946 | 75.42 | 222,187.32 | 1 | 0.14 | Low | 31.1 | 15 | 9.9 | NYSE>IEX | VWAP | 1 | LMT | 6.8 | 61 | 33 | 0.44 | ToxicitySpike | false | null | null | 0 | NYSE>IEX | LMT | 46.7 | 94 | 0 | 195 | 56 | -6 | -31 | null | null | Toxic prints; widened spread |
X003893 | 2025-12-14 10:52:12 | VZ | Buy | 7,566 | 192.25 | 1,454,563.5 | 2.3 | 0.065 | Medium | 22.2 | 35 | 2.4 | NASDAQ>IEX>ARCA>EDGX | IS | 5 | IOC | 12.7 | 64 | 17 | 0.58 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX>ARCA>EDGX | IOC | 24.3 | 89 | 5.8 | 10 | 7 | 12 | -3 | null | null | Stable book; normal liquidity |
X003894 | 2025-11-22 15:55:11 | DIS | Sell | 8,332 | 255.7 | 2,130,492.4 | 1.3 | 0.036 | Ultra | 17.5 | 36 | 31.7 | IEX>EDGX | TWAP | 3 | LMT | 5.7 | 64 | 24 | 0.6 | LiqDrop | false | null | null | 0 | IEX>EDGX | LMT | 58.5 | 97 | 8.9 | 57 | 1 | -22 | 18 | null | null | High urgency from PM |
X003895 | 2025-12-04 11:21:37 | SPY | Buy | 28,493 | 476.15 | 13,566,941.95 | 1 | 0.038 | Ultra | 7 | 38 | -6.3 | BATS>ARCA>NASDAQ>EDGX | VWAP | 1 | MKT | 2.3 | 69 | 15 | 0.63 | Multi | false | null | null | 0 | BATS>ARCA>NASDAQ>EDGX | MKT | 38.9 | 87 | 0.6 | 16 | 0 | -33 | 3 | null | null | Paused due to data glitch |
X003896 | 2025-11-12 11:10:28 | CVX | Buy | 33,959 | 310.58 | 10,546,986.22 | 1.3 | 0.202 | Low | 23.5 | 23 | -0.4 | IEX>BATS>EDGX>NASDAQ>ARCA | TWAP | 1 | MKT | 6.9 | 71 | 27 | 0.57 | Multi | false | null | null | 0 | IEX>BATS>EDGX>NASDAQ>ARCA | MKT | 98.2 | 95 | 8 | 10 | 27 | 7 | 27 | null | null | Stable book; normal liquidity |
X003897 | 2025-12-03 13:41:43 | MA | Buy | 126,376 | 175.4 | 22,166,350.4 | 1.1 | 0.538 | Low | 15.6 | 18 | 18.5 | IEX>EDGX>ARCA>NASDAQ | VWAP | 1 | MKT | 4.6 | 104 | 28 | 0.47 | Slip>Thresh | false | null | null | 0 | IEX>EDGX>ARCA>NASDAQ | MKT | 50.8 | 98 | 14.2 | 150 | 46 | 21 | 9 | Watchlist | null | Paused due to data glitch |
X003898 | 2025-12-18 11:52:36 | XLI | Sell | 2,289 | 39.9 | 91,331.1 | 2.5 | 0.104 | Low | 19.7 | 39 | -6.1 | EDGX>IEX>NASDAQ>ARCA>NYSE | Adaptive | 3 | LMT | 6.4 | 61 | 32 | 0.8 | Multi | false | null | null | 0 | EDGX>IEX>NASDAQ>ARCA>NYSE | LMT | 15.2 | 86 | 0 | 58 | 30 | -5 | 25 | null | null | Paused due to data glitch |
X003899 | 2025-12-24 13:36:21 | META | Sell | 121,182 | 206.3 | 24,999,846.6 | 0.8 | 0.338 | Low | 16.5 | 32 | 12.2 | EDGX>ARCA>BATS | Adaptive | 2 | LMT | 4.2 | 111 | 19 | 0.55 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA>BATS | LMT | 5.9 | 95 | 1.9 | 54 | 48 | 1 | 0 | null | null | Venue switch reduced impact |
X003900 | 2025-11-13 10:20:52 | XLY | Sell | 109,943 | 46.55 | 5,117,846.65 | 2.4 | 0.458 | Low | 24.8 | 34 | -12.8 | BATS>EDGX>NASDAQ>ARCA>NYSE | POV | 4 | MKT | 12.3 | 123 | 23 | 0.59 | Slip>Thresh | true | SlippageAboveThreshold | AlgoSwitch | 14 | BATS>EDGX>NASDAQ>ARCA>NYSE | MKT>PO | 96 | 86 | 18 | 55 | 32 | -27 | -16 | null | null | High urgency from PM |
Subsets and Splits
No community queries yet
The top public SQL queries from the community will appear here once available.