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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X003901 | 2025-12-01 13:44:19 | T | Buy | 7,797 | 47.96 | 373,944.12 | 4.2 | 0.065 | Medium | 9.2 | 23 | 25.8 | BATS>ARCA>NASDAQ>EDGX | IS | 4 | MKT | 7.9 | 64 | 29 | 0.41 | ToxicitySpike | false | null | null | 0 | BATS>ARCA>NASDAQ>EDGX | MKT | 60.3 | 94 | 16.4 | 104 | -12 | -31 | 17 | null | Unknown | High urgency from PM |
X003902 | 2025-11-16 10:28:11 | HD | Sell | 16,470 | 235.36 | 3,876,379.2 | 1.5 | 0.064 | Medium | 18.5 | 31 | -25 | NYSE>ARCA>IEX>NASDAQ | IS | 4 | MKT | 9.6 | 69 | 12 | 0.69 | LiqDrop | false | null | null | 0 | NYSE>ARCA>IEX>NASDAQ | MKT | 35.4 | 97 | 0 | 10 | -14 | -11 | 30 | null | null | Venue switch reduced impact |
X003903 | 2025-11-04 11:07:47 | IWM | Sell | 99,386 | 197.19 | 19,597,925.34 | 1.6 | 0.137 | Medium | 9.4 | 31 | -29 | IEX>NYSE | IS | 4 | PO | 5.2 | 117 | 18 | 0.79 | ToxicitySpike | false | null | null | 0 | IEX>NYSE | PO | 48.7 | 91 | 3.8 | 27 | -17 | 5 | 32 | null | null | Venue switch reduced impact |
X003904 | 2025-12-25 10:49:22 | XLP | Sell | 88,465 | 167.4 | 14,809,041 | 3.4 | 0.306 | Low | 14.7 | 28 | -7.2 | NYSE>EDGX>IEX>ARCA | TWAP | 1 | MKT | 5.7 | 90 | 26 | 0.77 | Multi | false | null | null | 0 | NYSE>EDGX>IEX>ARCA | MKT | 47.4 | 87 | 0 | 200 | 5 | -7 | -1 | null | null | Paused due to data glitch |
X003905 | 2025-12-12 15:14:16 | XLY | Buy | 32,758 | 67.91 | 2,224,595.78 | 2.1 | 0.137 | Medium | 11.1 | 31 | -31.5 | IEX>BATS | IS | 5 | IOC | 7.3 | 81 | 19 | 0.61 | LiqDrop | false | null | null | 0 | IEX>BATS | IOC | 41.4 | 85 | 22.7 | 63 | 25 | -14 | -25 | null | null | Toxic prints; widened spread |
X003906 | 2025-12-11 13:54:00 | HYG | Buy | 39,032 | 79.3 | 3,095,237.6 | 1.9 | 0.214 | Medium | 9.8 | 27 | 19.9 | BATS>NASDAQ>EDGX>ARCA>NYSE | TWAP | 3 | MKT | 4.8 | 79 | 31 | 0.64 | Slip>Thresh | false | null | null | 0 | BATS>NASDAQ>EDGX>ARCA>NYSE | MKT | 61 | 98 | 2.8 | 108 | 50 | -5 | -36 | null | null | Stable book; normal liquidity |
X003907 | 2025-10-28 10:54:27 | PFE | Buy | 24,257 | 202 | 4,899,914 | 2 | 0.066 | Medium | 19.4 | 9 | 11.5 | NYSE>ARCA>BATS>IEX | TWAP | 3 | LMT | 6.7 | 72 | 28 | 0.54 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA>BATS>IEX | LMT | 61.6 | 98 | 13.7 | 83 | 3 | -39 | -21 | null | null | High urgency from PM |
X003908 | 2025-11-28 09:35:43 | XLB | Buy | 73,587 | 329.84 | 24,271,936.08 | 2.7 | 0.187 | Medium | 4.9 | 29 | -16.9 | IEX>NASDAQ | TWAP | 1 | MKT | 2.8 | 85 | 26 | 0.73 | LiqDrop | false | null | null | 0 | IEX>NASDAQ | MKT | 67.3 | 89 | 0 | 103 | -20 | 10 | -30 | Watchlist | null | High urgency from PM |
X003909 | 2025-11-18 15:35:57 | SPY | Sell | 177,956 | 469.57 | 83,562,798.92 | 1 | 0.24 | Low | 19.7 | 39 | 29.9 | IEX>NASDAQ | POV | 5 | PO | 9 | 175 | 21 | 0.73 | LiqDrop | false | null | null | 0 | IEX>NASDAQ | PO | 63.1 | 94 | 10 | 165 | -11 | -28 | 37 | null | null | Toxic prints; widened spread |
X003910 | 2025-11-20 10:16:43 | UNH | Sell | 32,496 | 94.68 | 3,076,721.28 | 2 | 0.143 | Medium | 6.2 | 29 | -22.3 | IEX>NYSE>NASDAQ | VWAP | 1 | LMT | 2.1 | 71 | 23 | 0.76 | Slip>Thresh | false | null | null | 0 | IEX>NYSE>NASDAQ | LMT | 39.8 | 91 | 10.3 | 69 | -14 | -5 | -21 | null | null | Paused due to data glitch |
X003911 | 2025-12-20 11:26:59 | XLK | Sell | 21,581 | 315.78 | 6,814,848.18 | 1.7 | 0.061 | High | 8.9 | 14 | -16.4 | EDGX>ARCA>NYSE>BATS | TWAP | 3 | MKT | 4.3 | 70 | 30 | 0.52 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA>NYSE>BATS | MKT | 54.8 | 97 | 5.7 | 110 | 58 | -5 | -40 | null | null | Toxic prints; widened spread |
X003912 | 2025-12-14 10:57:10 | HD | Buy | 7,772 | 301.58 | 2,343,879.76 | 2.2 | 0.03 | Ultra | 8.6 | 4 | -2 | ARCA>IEX>NASDAQ | TWAP | 2 | LMT | 3.3 | 63 | 27 | 0.8 | Multi | false | null | null | 0 | ARCA>IEX>NASDAQ | LMT | 47.4 | 85 | 0 | 73 | 30 | -37 | -12 | null | null | Toxic prints; widened spread |
X003913 | 2025-10-30 09:35:25 | QQQ | Buy | 15,177 | 412.14 | 6,255,048.78 | 0.8 | 0.048 | Ultra | 13.4 | 39 | 7.2 | BATS>ARCA>NYSE>EDGX | VWAP | 1 | LMT | 3.1 | 65 | 29 | 0.45 | Multi | false | null | null | 0 | BATS>ARCA>NYSE>EDGX | LMT | 15.9 | 87 | 4 | 80 | 55 | -6 | 4 | Watchlist | null | Toxic prints; widened spread |
X003914 | 2025-12-04 13:55:16 | XLP | Buy | 26,475 | 60.22 | 1,594,324.5 | 2.2 | 0.092 | Medium | 14.9 | 23 | -18.8 | IEX>NYSE | IS | 4 | PO | 7.9 | 75 | 26 | 0.7 | LiqDrop | false | null | null | 0 | IEX>NYSE | PO | 70.3 | 96 | 1.6 | 68 | 26 | -6 | -21 | null | null | Venue switch reduced impact |
X003915 | 2025-11-04 11:24:24 | XLY | Sell | 41,009 | 127.68 | 5,236,029.12 | 1.4 | 0.171 | Medium | 16.7 | 32 | -0.8 | EDGX>NASDAQ>BATS>NYSE>ARCA | TWAP | 2 | LMT | 4.9 | 77 | 12 | 0.81 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>BATS>NYSE>ARCA | LMT | 9.5 | 92 | 0.1 | 50 | 26 | 5 | 16 | null | null | Venue switch reduced impact |
X003916 | 2025-12-02 10:43:08 | PEP | Sell | 29,978 | 309.14 | 9,267,398.92 | 4.8 | 0.095 | Low | 14.8 | 23 | -10.3 | EDGX>IEX | IS | 5 | MKT | 12.1 | 79 | 32 | 0.67 | Slip>Thresh | false | null | null | 0 | EDGX>IEX | MKT | 66.4 | 88 | 7 | 10 | 2 | -38 | 31 | null | null | Paused due to data glitch |
X003917 | 2025-11-09 12:05:15 | XOM | Buy | 6,029 | 201.43 | 1,214,421.47 | 3.6 | 0.055 | Medium | 19.1 | 26 | -32.2 | EDGX>IEX>BATS>ARCA | IS | 5 | MKT | 13 | 63 | 16 | 0.66 | ToxicitySpike | false | null | null | 0 | EDGX>IEX>BATS>ARCA | MKT | 16 | 87 | 10.3 | 33 | 58 | 30 | 31 | Watchlist | null | Paused due to data glitch |
X003918 | 2025-12-18 13:18:07 | HD | Buy | 325,640 | 160.14 | 52,147,989.6 | 2.5 | 1.263 | Low | 6 | 3 | 25.4 | EDGX>NASDAQ>BATS>IEX>NYSE | POV | 1 | MKT | 3.5 | 173 | 25 | 0.61 | Multi | false | null | null | 0 | EDGX>NASDAQ>BATS>IEX>NYSE | MKT | 74.5 | 93 | 0 | 364 | 10 | 30 | -23 | null | null | High urgency from PM |
X003919 | 2025-11-18 12:33:26 | VZ | Buy | 19,675 | 273.59 | 5,382,883.25 | 2.2 | 0.168 | Low | 19.4 | 25 | -7.7 | NASDAQ>EDGX>BATS>NYSE | VWAP | 3 | MKT | 7.9 | 69 | 21 | 0.52 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX>BATS>NYSE | MKT | 17.6 | 90 | 3.3 | 10 | 12 | -14 | 33 | null | null | Venue switch reduced impact |
X003920 | 2025-11-10 11:58:38 | AMZN | Sell | 2,789 | 81.36 | 226,913.04 | 2.3 | 0.128 | Medium | 7 | 9 | -29.2 | EDGX>IEX>BATS>ARCA>NYSE | TWAP | 1 | PO | 2.8 | 60 | 25 | 0.66 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 18 | EDGX>IEX>BATS>ARCA>NYSE | PO>MKT | 53.1 | 100 | 4.8 | 87 | -18 | -2 | 9 | null | null | Venue switch reduced impact |
X003921 | 2025-12-05 09:35:41 | IWM | Sell | 95,387 | 202.01 | 19,269,127.87 | 0.8 | 0.132 | Medium | 20.8 | 12 | -25.9 | IEX>ARCA>NASDAQ>NYSE>EDGX | VWAP | 2 | LMT | 5.4 | 100 | 14 | 0.7 | Slip>Thresh | false | null | null | 0 | IEX>ARCA>NASDAQ>NYSE>EDGX | LMT | 13.8 | 97 | 0 | 73 | 6 | -32 | -20 | null | VenueReject | Toxic prints; widened spread |
X003922 | 2025-10-31 10:12:05 | SPY | Buy | 100,140 | 476.79 | 47,745,750.6 | 1.4 | 0.135 | High | 6.5 | 24 | 6.5 | IEX>NYSE>NASDAQ>BATS>ARCA | IS | 4 | MKT | 4.2 | 117 | 20 | 0.63 | Multi | false | null | null | 0 | IEX>NYSE>NASDAQ>BATS>ARCA | MKT | 85.6 | 89 | 0 | 102 | -16 | -4 | -33 | PositionLimitNear | null | Toxic prints; widened spread |
X003923 | 2025-11-29 09:35:24 | XLP | Buy | 30,451 | 131.41 | 4,001,565.91 | 3.6 | 0.105 | Medium | 9.4 | 37 | -2.1 | IEX>NASDAQ>ARCA | TWAP | 3 | LMT | 4.8 | 75 | 13 | 0.66 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ>ARCA | LMT | 13.5 | 88 | 0 | 10 | 21 | -2 | -27 | null | null | Stable book; normal liquidity |
X003924 | 2025-12-22 15:07:54 | LQD | Sell | 1,850 | 111.32 | 205,942 | 1 | 0.009 | Ultra | 19.1 | 19 | 19.2 | EDGX>ARCA>NYSE>BATS>IEX | POV | 5 | LMT | 7.8 | 61 | 28 | 0.57 | Slip>Thresh | false | null | null | 0 | EDGX>ARCA>NYSE>BATS>IEX | LMT | 15 | 98 | 8.1 | 26 | 20 | 0 | 11 | null | null | Venue switch reduced impact |
X003925 | 2025-11-09 11:09:32 | WMT | Sell | 37,058 | 178.6 | 6,618,558.8 | 3.9 | 0.114 | Medium | 4.2 | 19 | -31 | EDGX>IEX>NYSE>NASDAQ>ARCA | VWAP | 1 | MKT | 3 | 72 | 27 | 0.79 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>NYSE>NASDAQ>ARCA | MKT | 51.8 | 88 | 6.6 | 116 | 35 | 13 | 16 | null | null | Venue switch reduced impact |
X003926 | 2025-11-07 09:35:42 | NVDA | Buy | 8,031 | 356.53 | 2,863,292.43 | 1.4 | 0.208 | Low | 31.4 | 35 | -29 | NASDAQ>EDGX>NYSE>ARCA>BATS | Adaptive | 5 | MKT | 13.3 | 65 | 15 | 0.7 | Multi | true | MultiTrigger | AlgoSwitch | 20 | NASDAQ>EDGX>NYSE>ARCA>BATS | MKT>PO | 6.8 | 92 | 15.7 | 96 | 43 | -29 | 20 | null | null | Stable book; normal liquidity |
X003927 | 2025-11-27 14:59:30 | IWM | Sell | 83,095 | 205.8 | 17,100,951 | 1 | 0.115 | Medium | 19.6 | 39 | 19.9 | IEX>ARCA | TWAP | 1 | PO | 5.2 | 89 | 15 | 0.7 | ToxicitySpike | false | null | null | 0 | IEX>ARCA | PO | 48.6 | 97 | 11.7 | 111 | 11 | -3 | 31 | null | null | Toxic prints; widened spread |
X003928 | 2025-11-11 12:02:56 | BRK.B | Sell | 19,038 | 232.71 | 4,430,332.98 | 3.1 | 0.087 | Medium | 13.7 | 27 | -23.3 | NASDAQ>EDGX>NYSE | VWAP | 3 | LMT | 5.4 | 69 | 25 | 0.85 | Slip>Thresh | false | null | null | 0 | NASDAQ>EDGX>NYSE | LMT | 0.8 | 93 | 1.3 | 73 | 35 | -27 | 34 | PositionLimitNear | null | High urgency from PM |
X003929 | 2025-11-05 14:36:29 | XLP | Buy | 37,260 | 59.33 | 2,210,635.8 | 3.6 | 0.129 | Low | 15.7 | 18 | 29.4 | NASDAQ>IEX>ARCA>BATS>EDGX | VWAP | 3 | LMT | 6.2 | 78 | 21 | 0.82 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX>ARCA>BATS>EDGX | LMT | 67.3 | 95 | 6.3 | 138 | -2 | -14 | 18 | null | null | Venue switch reduced impact |
X003930 | 2025-11-10 09:35:16 | TSLA | Buy | 80,502 | 309.51 | 24,916,174.02 | 1.8 | 0.25 | Low | 10.7 | 9 | 3.8 | ARCA>BATS>NYSE>NASDAQ | Adaptive | 1 | IOC | 3.3 | 88 | 28 | 0.62 | Slip>Thresh | false | null | null | 0 | ARCA>BATS>NYSE>NASDAQ | IOC | 3.5 | 99 | 0 | 100 | 41 | -13 | -21 | Watchlist | null | Paused due to data glitch |
X003931 | 2025-12-01 12:28:47 | XLF | Sell | 34,631 | 214.45 | 7,426,617.95 | 3.2 | 0.095 | High | 5.4 | 10 | 30.3 | NASDAQ>BATS>EDGX>NYSE>IEX | POV | 5 | LMT | 4.4 | 82 | 13 | 0.74 | Multi | false | null | null | 0 | NASDAQ>BATS>EDGX>NYSE>IEX | LMT | 81.4 | 100 | 1.5 | 48 | -12 | 1 | 8 | PositionLimitNear | null | Venue switch reduced impact |
X003932 | 2025-10-29 15:32:00 | TSLA | Sell | 67,926 | 213.65 | 14,512,389.9 | 1.2 | 0.211 | Low | 22.5 | 25 | 18.4 | BATS>NYSE>ARCA>IEX>NASDAQ | IS | 4 | LMT | 9.2 | 99 | 21 | 0.72 | Multi | false | null | null | 0 | BATS>NYSE>ARCA>IEX>NASDAQ | LMT | 86.2 | 100 | 0 | 118 | 10 | 20 | 18 | null | null | High urgency from PM |
X003933 | 2025-11-14 12:56:13 | HD | Sell | 84,931 | 272.49 | 23,142,848.19 | 2.4 | 0.329 | Low | 9.4 | 17 | -3.3 | BATS>ARCA>NASDAQ>IEX>EDGX | TWAP | 1 | LMT | 3.2 | 89 | 14 | 0.84 | Slip>Thresh | false | null | null | 0 | BATS>ARCA>NASDAQ>IEX>EDGX | LMT | 86.5 | 98 | 0 | 90 | 3 | -23 | 19 | null | null | Paused due to data glitch |
X003934 | 2025-12-11 13:12:36 | NFLX | Sell | 1,296 | 183.24 | 237,479.04 | 4 | 0.012 | Ultra | 12.1 | 20 | 30.7 | NASDAQ>NYSE | VWAP | 2 | MKT | 5.8 | 60 | 12 | 0.41 | Multi | false | null | null | 0 | NASDAQ>NYSE | MKT | 3.9 | 92 | 4.8 | 47 | 38 | -28 | -12 | NoShort | null | Toxic prints; widened spread |
X003935 | 2025-11-16 09:59:33 | XLU | Buy | 31,259 | 254 | 7,939,786 | 1.6 | 0.1 | High | 7.1 | 33 | -33.3 | ARCA>NASDAQ>EDGX | TWAP | 1 | MKT | 2.7 | 70 | 12 | 0.71 | ToxicitySpike | false | null | null | 0 | ARCA>NASDAQ>EDGX | MKT | 12.5 | 86 | 0 | 79 | 1 | -25 | 14 | Watchlist | null | High urgency from PM |
X003936 | 2025-11-30 11:10:53 | VZ | Buy | 27,045 | 55.05 | 1,488,827.25 | 3 | 0.231 | Low | 6.4 | 39 | -31.1 | ARCA>BATS | VWAP | 2 | MKT | 3.7 | 71 | 14 | 0.69 | LiqDrop | true | LiquidityDrop | VenueSwitch | 27 | ARCA>BATS | MKT>LMT | 7.6 | 92 | 0 | 113 | 3 | 15 | 25 | null | null | Toxic prints; widened spread |
X003937 | 2025-12-18 14:31:21 | IWM | Buy | 117,613 | 201.36 | 23,682,553.68 | 0.9 | 0.162 | Ultra | 4 | 10 | 8.2 | BATS>EDGX | IS | 4 | LMT | 2.2 | 127 | 35 | 0.55 | Multi | false | null | null | 0 | BATS>EDGX | LMT | 51.3 | 94 | 0.8 | 110 | -9 | -15 | 38 | null | null | Paused due to data glitch |
X003938 | 2025-12-19 10:26:46 | KO | Sell | 5,276 | 292.2 | 1,541,647.2 | 3.1 | 0.131 | Low | 30.4 | 36 | 33.2 | EDGX>IEX>ARCA | POV | 4 | LMT | 12.3 | 63 | 25 | 0.49 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 12 | EDGX>IEX>ARCA | LMT>PO | 92.1 | 87 | 0 | 9 | 52 | 27 | -1 | Watchlist | null | Toxic prints; widened spread |
X003939 | 2025-11-16 09:35:06 | UNH | Sell | 24,545 | 257.5 | 6,320,337.5 | 1.5 | 0.108 | High | 8.9 | 21 | 12.8 | NYSE>EDGX>IEX>BATS>NASDAQ | TWAP | 2 | LMT | 3 | 70 | 22 | 0.84 | LiqDrop | true | LiquidityDrop | VenueSwitch | 25 | NYSE>EDGX>IEX>BATS>NASDAQ | LMT>PO | 17.5 | 95 | 2.6 | 91 | 16 | 24 | -21 | null | null | Paused due to data glitch |
X003940 | 2025-11-07 09:35:20 | NFLX | Sell | 8,578 | 217.93 | 1,869,403.54 | 3.3 | 0.082 | Medium | 8.1 | 33 | 28.8 | IEX>ARCA | TWAP | 2 | MKT | 4.5 | 63 | 33 | 0.53 | Slip>Thresh | false | null | null | 0 | IEX>ARCA | MKT | 53.1 | 92 | 31.1 | 53 | 28 | -39 | -4 | null | null | Paused due to data glitch |
X003941 | 2025-11-12 13:36:49 | XLV | Buy | 83,757 | 198.1 | 16,592,261.7 | 1.2 | 0.235 | Medium | 12.2 | 13 | 4.4 | NYSE>BATS>IEX>ARCA | POV | 4 | PO | 5.5 | 108 | 33 | 0.43 | ToxicitySpike | false | null | null | 0 | NYSE>BATS>IEX>ARCA | PO | 47.6 | 87 | 5.8 | 85 | 57 | -1 | -25 | null | null | Stable book; normal liquidity |
X003942 | 2025-11-20 14:52:09 | BRK.B | Buy | 27,716 | 241.94 | 6,705,609.04 | 2.1 | 0.126 | Medium | 7.9 | 25 | -19.3 | BATS>NYSE>ARCA>NASDAQ>IEX | TWAP | 3 | LMT | 3.5 | 73 | 20 | 0.78 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 18 | BATS>NYSE>ARCA>NASDAQ>IEX | LMT>IOC | 49.5 | 95 | 7.6 | 117 | 26 | -37 | -3 | NoShort | null | High urgency from PM |
X003943 | 2025-11-03 14:20:13 | T | Sell | 5,015 | 194.24 | 974,113.6 | 4.8 | 0.042 | High | 6.7 | 38 | -29.7 | ARCA>NASDAQ>NYSE | TWAP | 3 | MKT | 5.6 | 62 | 23 | 0.45 | Multi | false | null | null | 0 | ARCA>NASDAQ>NYSE | MKT | 34.9 | 97 | 0 | 115 | -4 | 4 | -39 | null | null | Toxic prints; widened spread |
X003944 | 2025-11-16 13:59:23 | VZ | Buy | 55,113 | 211.69 | 11,666,870.97 | 3.4 | 0.471 | Low | 14.4 | 16 | 22.6 | EDGX>IEX | IS | 4 | PO | 8.9 | 91 | 22 | 0.43 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 15 | EDGX>IEX | PO>LMT | 85.1 | 89 | 0 | 8 | 4 | -13 | 34 | Watchlist | null | Venue switch reduced impact |
X003945 | 2025-12-22 14:59:59 | MSFT | Sell | 56,491 | 307 | 17,342,737 | 1.9 | 0.3 | Low | 23.8 | 34 | -4 | IEX>ARCA>EDGX | VWAP | 1 | MKT | 7 | 79 | 32 | 0.65 | LiqDrop | false | null | null | 0 | IEX>ARCA>EDGX | MKT | 86 | 85 | 19.6 | 72 | 58 | 29 | -16 | null | null | High urgency from PM |
X003946 | 2025-11-05 10:42:08 | PEP | Sell | 9,934 | 243.78 | 2,421,710.52 | 3.5 | 0.031 | Medium | 18.5 | 11 | 34.2 | EDGX>ARCA>NASDAQ | Adaptive | 1 | MKT | 6 | 63 | 16 | 0.67 | LiqDrop | false | null | null | 0 | EDGX>ARCA>NASDAQ | MKT | 71.8 | 92 | 6.5 | 33 | 39 | 8 | 13 | Watchlist | null | High urgency from PM |
X003947 | 2025-11-13 10:43:19 | XLV | Buy | 234,406 | 132.59 | 31,079,891.54 | 2.1 | 0.658 | Low | 24.6 | 12 | -30.6 | ARCA>NASDAQ | VWAP | 3 | LMT | 8 | 177 | 25 | 0.41 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ | LMT | 93.7 | 92 | 0.2 | 60 | -20 | -1 | 5 | null | null | Toxic prints; widened spread |
X003948 | 2025-11-11 12:29:44 | KO | Buy | 6,966 | 230.75 | 1,607,404.5 | 2.2 | 0.173 | Medium | 7.3 | 31 | -34.1 | BATS>IEX>EDGX>NYSE | Adaptive | 2 | LMT | 2.7 | 62 | 27 | 0.81 | Slip>Thresh | false | null | null | 0 | BATS>IEX>EDGX>NYSE | LMT | 46.3 | 91 | 1.7 | 38 | -15 | 22 | 6 | Watchlist | null | Stable book; normal liquidity |
X003949 | 2025-11-11 15:33:37 | XOM | Sell | 24,346 | 172.97 | 4,211,127.62 | 2.6 | 0.223 | Low | 22.8 | 8 | 11.1 | BATS>ARCA | TWAP | 1 | MKT | 7.4 | 68 | 30 | 0.8 | Slip>Thresh | false | null | null | 0 | BATS>ARCA | MKT | 50.3 | 86 | 1.2 | 49 | 58 | -19 | -6 | PositionLimitNear | null | Stable book; normal liquidity |
X003950 | 2025-12-12 10:34:44 | HYG | Buy | 4,432 | 79.48 | 352,255.36 | 2.2 | 0.024 | Ultra | 3.4 | 5 | 34.5 | ARCA>BATS>EDGX | TWAP | 2 | IOC | 2.3 | 61 | 31 | 0.79 | LiqDrop | false | null | null | 0 | ARCA>BATS>EDGX | IOC | 38.1 | 98 | 0 | 61 | 34 | -18 | -37 | PositionLimitNear | null | Paused due to data glitch |
X003951 | 2025-12-02 11:12:26 | AAPL | Sell | 243,746 | 185.78 | 45,283,131.88 | 1.9 | 0.717 | Low | 18.8 | 5 | 28.6 | BATS>NASDAQ>IEX | IS | 5 | PO | 10.6 | 218 | 22 | 0.79 | Multi | false | null | null | 0 | BATS>NASDAQ>IEX | PO | 80.1 | 99 | 0 | 216 | -4 | -40 | 23 | null | null | Paused due to data glitch |
X003952 | 2025-11-26 14:26:14 | XLE | Buy | 80,511 | 97.36 | 7,838,550.96 | 2.3 | 0.289 | Low | 15.9 | 15 | 4.6 | IEX>ARCA>NYSE>EDGX | VWAP | 2 | IOC | 5.8 | 94 | 25 | 0.61 | Slip>Thresh | false | null | null | 0 | IEX>ARCA>NYSE>EDGX | IOC | 63.5 | 88 | 10.1 | 30 | 47 | -32 | 5 | NoShort | null | High urgency from PM |
X003953 | 2025-12-19 12:11:15 | LQD | Buy | 33,964 | 111.65 | 3,792,080.6 | 1.3 | 0.167 | Medium | 8.6 | 5 | 14.6 | BATS>IEX>NASDAQ>NYSE | IS | 5 | PO | 5.1 | 82 | 28 | 0.76 | ToxicitySpike | false | null | null | 0 | BATS>IEX>NASDAQ>NYSE | PO | 42.8 | 90 | 8.5 | 121 | -18 | 26 | 38 | NoShort | null | Stable book; normal liquidity |
X003954 | 2025-11-27 09:38:33 | XLK | Buy | 92,840 | 141.59 | 13,145,215.6 | 1.5 | 0.261 | Medium | 5 | 34 | 28.1 | EDGX>BATS>ARCA>NYSE | VWAP | 2 | MKT | 2.4 | 99 | 18 | 0.68 | Multi | false | null | null | 0 | EDGX>BATS>ARCA>NYSE | MKT | 19.6 | 97 | 0 | 104 | 60 | -18 | 8 | PositionLimitNear | null | High urgency from PM |
X003955 | 2025-11-26 10:11:18 | XLK | Buy | 84,439 | 273.02 | 23,053,535.78 | 1.3 | 0.237 | Medium | 7.6 | 33 | -2.6 | ARCA>NASDAQ>NYSE>EDGX>BATS | TWAP | 3 | PO | 3.3 | 102 | 31 | 0.49 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ>NYSE>EDGX>BATS | PO | 63.3 | 91 | 4.9 | 192 | 45 | -31 | 15 | null | null | Toxic prints; widened spread |
X003956 | 2025-10-30 12:01:55 | BAC | Buy | 10,875 | 352.35 | 3,831,806.25 | 1.2 | 0.03 | Ultra | 12 | 9 | 24.9 | BATS>EDGX | TWAP | 1 | MKT | 3.8 | 63 | 22 | 0.52 | Multi | false | null | null | 0 | BATS>EDGX | MKT | 10.5 | 98 | 6.8 | 52 | 50 | -36 | 2 | null | null | Paused due to data glitch |
X003957 | 2025-12-21 15:11:49 | META | Sell | 23,384 | 124.69 | 2,915,750.96 | 1.3 | 0.065 | Ultra | 7.1 | 25 | 34.5 | NYSE>BATS>IEX | TWAP | 2 | LMT | 2.5 | 69 | 25 | 0.75 | Slip>Thresh | false | null | null | 0 | NYSE>BATS>IEX | LMT | 24.4 | 85 | 2.3 | 77 | 41 | 7 | -11 | PositionLimitNear | null | Venue switch reduced impact |
X003958 | 2025-12-13 09:39:34 | AAPL | Sell | 39,408 | 108.12 | 4,260,792.96 | 2.8 | 0.116 | Low | 16.4 | 32 | 27 | NYSE>IEX>BATS>ARCA>NASDAQ | IS | 4 | LMT | 8.1 | 82 | 31 | 0.43 | Multi | false | null | null | 0 | NYSE>IEX>BATS>ARCA>NASDAQ | LMT | 12.1 | 91 | 6.6 | 114 | 49 | -6 | -7 | null | null | Venue switch reduced impact |
X003959 | 2025-10-28 14:03:55 | T | Sell | 46,206 | 327.16 | 15,116,754.96 | 3.8 | 0.385 | Low | 11.7 | 29 | 33.4 | EDGX>NASDAQ>IEX>ARCA>NYSE | VWAP | 2 | PO | 5.2 | 79 | 34 | 0.78 | LiqDrop | false | null | null | 0 | EDGX>NASDAQ>IEX>ARCA>NYSE | PO | 20.9 | 85 | 0 | 15 | 42 | -26 | 13 | Watchlist | null | Stable book; normal liquidity |
X003960 | 2025-11-14 14:07:11 | IWM | Buy | 54,041 | 190.26 | 10,281,840.66 | 1.2 | 0.075 | Medium | 24.7 | 35 | -12.3 | EDGX>BATS>NYSE | IS | 5 | MKT | 13.4 | 95 | 23 | 0.79 | LiqDrop | false | null | null | 0 | EDGX>BATS>NYSE | MKT | 64.2 | 93 | 22.3 | 10 | -19 | -40 | -25 | null | null | Venue switch reduced impact |
X003961 | 2025-12-20 11:26:29 | NVDA | Sell | 3,537 | 288.98 | 1,022,122.26 | 1.2 | 0.092 | Medium | 19.6 | 26 | 21.9 | IEX>BATS>NYSE | Adaptive | 3 | IOC | 6.6 | 61 | 24 | 0.62 | Multi | false | null | null | 0 | IEX>BATS>NYSE | IOC | 58 | 87 | 0.7 | 78 | -19 | 15 | -27 | null | null | Venue switch reduced impact |
X003962 | 2025-11-09 09:39:53 | JNJ | Sell | 14,830 | 197.43 | 2,927,886.9 | 3.6 | 0.054 | Low | 24.9 | 17 | 5.6 | EDGX>NASDAQ | Adaptive | 4 | IOC | 10.7 | 68 | 34 | 0.61 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ | IOC | 92.8 | 87 | 7.1 | 95 | 50 | -22 | 13 | null | null | Toxic prints; widened spread |
X003963 | 2025-12-22 11:28:41 | T | Buy | 16,856 | 289.64 | 4,882,171.84 | 2.9 | 0.141 | Low | 12.2 | 32 | 17.9 | BATS>EDGX | TWAP | 3 | PO | 5.7 | 68 | 33 | 0.67 | Slip>Thresh | false | null | null | 0 | BATS>EDGX | PO | 25.8 | 99 | 6.3 | 23 | 1 | 16 | -30 | null | null | Venue switch reduced impact |
X003964 | 2025-11-30 14:02:52 | XLY | Buy | 23,035 | 327.54 | 7,544,883.9 | 1.5 | 0.096 | Medium | 19.4 | 10 | -12.1 | ARCA>IEX | VWAP | 2 | MKT | 6.5 | 69 | 33 | 0.71 | Slip>Thresh | false | null | null | 0 | ARCA>IEX | MKT | 51.5 | 98 | 10.5 | 10 | -18 | -22 | -18 | null | null | Toxic prints; widened spread |
X003965 | 2025-11-03 15:55:19 | NVDA | Buy | 2,762 | 141.72 | 391,430.64 | 1.4 | 0.071 | Medium | 34.7 | 3 | -30.9 | NASDAQ>BATS>IEX>NYSE | POV | 5 | MKT | 16.9 | 61 | 25 | 0.5 | ToxicitySpike | false | null | null | 0 | NASDAQ>BATS>IEX>NYSE | MKT | 41.8 | 99 | 3.7 | 66 | 26 | -22 | -31 | null | null | Stable book; normal liquidity |
X003966 | 2025-11-15 14:39:55 | XLF | Sell | 33,330 | 327 | 10,898,910 | 2.2 | 0.091 | Medium | 10.9 | 27 | 29.6 | NASDAQ>ARCA | IS | 4 | LMT | 5.7 | 79 | 14 | 0.74 | ToxicitySpike | false | null | null | 0 | NASDAQ>ARCA | LMT | 23 | 85 | 1.7 | 134 | 38 | -13 | 10 | null | null | Venue switch reduced impact |
X003967 | 2025-11-24 11:56:49 | XLU | Sell | 52,314 | 353.07 | 18,470,503.98 | 1.3 | 0.168 | Medium | 16.6 | 27 | 19.8 | ARCA>NYSE>NASDAQ | IS | 5 | MKT | 9.6 | 94 | 26 | 0.66 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>NASDAQ | MKT | 86.1 | 87 | 9.5 | 177 | 19 | -2 | -25 | null | null | Stable book; normal liquidity |
X003968 | 2025-11-19 09:35:08 | SPY | Buy | 142,969 | 497.05 | 71,062,741.45 | 1.8 | 0.193 | High | 3.6 | 5 | -11.9 | EDGX>NASDAQ>NYSE>BATS>ARCA | POV | 5 | MKT | 3.3 | 152 | 23 | 0.64 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>NYSE>BATS>ARCA | MKT | 11.4 | 100 | 4.6 | 180 | -20 | -11 | -12 | null | null | Stable book; normal liquidity |
X003969 | 2025-11-17 13:58:42 | BRK.B | Sell | 21,959 | 51.53 | 1,131,547.27 | 2.1 | 0.1 | Ultra | 3.6 | 39 | 27.9 | BATS>NASDAQ | IS | 4 | LMT | 2.9 | 72 | 28 | 0.64 | Slip>Thresh | false | null | null | 0 | BATS>NASDAQ | LMT | 97.1 | 100 | 7.4 | 92 | 3 | -19 | -4 | NoShort | null | Paused due to data glitch |
X003970 | 2025-11-29 13:18:17 | XLU | Sell | 16,666 | 17.5 | 291,655 | 1.7 | 0.053 | Ultra | 6.9 | 12 | 31.3 | IEX>EDGX>NASDAQ | IS | 4 | LMT | 3.8 | 69 | 24 | 0.75 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 12 | IEX>EDGX>NASDAQ | LMT>PO | 88.5 | 75 | 5.4 | 42 | 45 | 26 | 25 | null | null | Venue switch reduced impact |
X003971 | 2025-11-02 09:35:51 | MSFT | Buy | 7,585 | 90.29 | 684,849.65 | 2.5 | 0.04 | High | 12.6 | 4 | 0.6 | IEX>NASDAQ>ARCA | TWAP | 2 | LMT | 4.4 | 63 | 31 | 0.59 | Multi | false | null | null | 0 | IEX>NASDAQ>ARCA | LMT | 10.6 | 97 | 2.5 | 42 | 55 | 3 | 9 | null | null | Stable book; normal liquidity |
X003972 | 2025-12-17 12:22:43 | XLY | Buy | 9,077 | 301.72 | 2,738,712.44 | 1.3 | 0.038 | High | 17.4 | 34 | 10.8 | EDGX>ARCA>IEX>NASDAQ | TWAP | 1 | PO | 4.8 | 63 | 32 | 0.46 | Multi | false | null | null | 0 | EDGX>ARCA>IEX>NASDAQ | PO | 53.6 | 100 | 0 | 21 | 47 | 5 | 10 | null | null | Toxic prints; widened spread |
X003973 | 2025-12-10 15:55:28 | XLB | Sell | 53,028 | 364.73 | 19,340,902.44 | 1.4 | 0.135 | Medium | 11.8 | 38 | 14.5 | NASDAQ>NYSE>EDGX>BATS>IEX | VWAP | 3 | MKT | 4.8 | 86 | 30 | 0.61 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE>EDGX>BATS>IEX | MKT | 31.5 | 95 | 0 | 44 | 19 | -5 | 31 | Watchlist | null | High urgency from PM |
X003974 | 2025-12-11 12:22:22 | NKE | Buy | 9,833 | 178.97 | 1,759,812.01 | 3.7 | 0.046 | Medium | 23.4 | 31 | -4.4 | EDGX>NYSE>BATS>IEX | IS | 4 | PO | 12.5 | 65 | 29 | 0.42 | ToxicitySpike | false | null | null | 0 | EDGX>NYSE>BATS>IEX | PO | 31.1 | 100 | 0 | 10 | 4 | 11 | 28 | null | null | Toxic prints; widened spread |
X003975 | 2025-10-27 12:47:04 | XLE | Buy | 68,876 | 289.31 | 19,926,515.56 | 2.7 | 0.247 | Low | 10.6 | 28 | 31.8 | ARCA>NASDAQ>IEX>BATS | TWAP | 3 | MKT | 5.6 | 94 | 16 | 0.61 | Multi | false | null | null | 0 | ARCA>NASDAQ>IEX>BATS | MKT | 28.2 | 85 | 33.6 | 67 | 45 | 24 | -2 | Watchlist | null | High urgency from PM |
X003976 | 2025-12-26 12:33:38 | BRK.B | Buy | 103,485 | 72.16 | 7,467,477.6 | 2.3 | 0.47 | Medium | 3.5 | 20 | -22.7 | ARCA>NYSE>BATS>NASDAQ>EDGX | POV | 5 | MKT | 3.9 | 127 | 24 | 0.48 | LiqDrop | false | null | null | 0 | ARCA>NYSE>BATS>NASDAQ>EDGX | MKT | 76.9 | 85 | 1.3 | 49 | 25 | 22 | 35 | Watchlist | null | Venue switch reduced impact |
X003977 | 2025-11-23 13:20:47 | XLU | Sell | 9,602 | 113.14 | 1,086,370.28 | 1.6 | 0.031 | Ultra | 4.9 | 32 | -6 | ARCA>NYSE>NASDAQ>EDGX>BATS | TWAP | 3 | MKT | 2.8 | 64 | 31 | 0.49 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>NASDAQ>EDGX>BATS | MKT | 59.4 | 97 | 2.4 | 84 | 46 | -3 | -28 | null | null | High urgency from PM |
X003978 | 2025-12-10 14:38:43 | NFLX | Sell | 12,100 | 238.07 | 2,880,647 | 4.4 | 0.116 | Medium | 3.9 | 22 | 32.1 | NASDAQ>EDGX>IEX | TWAP | 3 | LMT | 3.7 | 66 | 30 | 0.61 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX>IEX | LMT | 30.1 | 86 | 1.1 | 151 | -10 | 11 | 24 | null | null | Toxic prints; widened spread |
X003979 | 2025-11-10 13:34:06 | KO | Sell | 5,316 | 244.7 | 1,300,825.2 | 3.5 | 0.132 | Low | 38.4 | 34 | -29.9 | NYSE>EDGX>BATS>NASDAQ>ARCA | TWAP | 1 | IOC | 11.4 | 61 | 29 | 0.75 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX>BATS>NASDAQ>ARCA | IOC | 83.1 | 98 | 16.9 | 43 | 56 | 6 | -29 | null | null | Paused due to data glitch |
X003980 | 2025-12-13 11:13:20 | META | Buy | 44,998 | 93.54 | 4,209,112.92 | 1.7 | 0.125 | High | 5.6 | 37 | -22.2 | ARCA>NYSE>EDGX>IEX | Adaptive | 1 | LMT | 1.8 | 75 | 14 | 0.61 | LiqDrop | true | LiquidityDrop | VenueSwitch | 32 | ARCA>NYSE>EDGX>IEX | LMT>MKT | 58.5 | 99 | 1.3 | 117 | 21 | 15 | -1 | null | null | Paused due to data glitch |
X003981 | 2025-11-18 11:53:11 | XOM | Buy | 2,028 | 132.6 | 268,912.8 | 2.3 | 0.019 | Ultra | 13.8 | 7 | -34.3 | NASDAQ>ARCA>BATS>NYSE>IEX | TWAP | 3 | MKT | 6.4 | 61 | 23 | 0.58 | LiqDrop | false | null | null | 0 | NASDAQ>ARCA>BATS>NYSE>IEX | MKT | 72.1 | 95 | 4.6 | 44 | 35 | 1 | 34 | null | null | Toxic prints; widened spread |
X003982 | 2025-11-01 13:08:14 | XLK | Sell | 15,302 | 308.38 | 4,718,830.76 | 1.8 | 0.043 | Ultra | 6.3 | 11 | 3 | EDGX>NASDAQ>NYSE>ARCA>IEX | VWAP | 2 | MKT | 2.9 | 66 | 33 | 0.7 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>NYSE>ARCA>IEX | MKT | 99.5 | 100 | 4.1 | 63 | 53 | 11 | 11 | null | null | Stable book; normal liquidity |
X003983 | 2025-12-10 14:52:16 | XOM | Sell | 1,152 | 246.73 | 284,232.96 | 3.2 | 0.011 | Ultra | 24.3 | 26 | 21.1 | NASDAQ>BATS | TWAP | 2 | MKT | 9.3 | 60 | 19 | 0.68 | LiqDrop | false | null | null | 0 | NASDAQ>BATS | MKT | 58.6 | 93 | 6.8 | 10 | -9 | -19 | -2 | null | null | High urgency from PM |
X003984 | 2025-11-08 12:10:42 | VZ | Buy | 22,954 | 41.53 | 953,279.62 | 2.9 | 0.196 | Medium | 6.6 | 28 | -10 | EDGX>NYSE>NASDAQ | VWAP | 2 | LMT | 3 | 69 | 31 | 0.66 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 13 | EDGX>NYSE>NASDAQ | LMT>PO | 28 | 90 | 0 | 90 | 17 | -16 | 37 | null | null | Stable book; normal liquidity |
X003985 | 2025-11-26 14:54:42 | QQQ | Sell | 41,454 | 428.22 | 17,751,431.88 | 0.9 | 0.131 | Medium | 23.2 | 28 | -24.3 | ARCA>NYSE | VWAP | 3 | LMT | 6.8 | 80 | 33 | 0.64 | LiqDrop | false | null | null | 0 | ARCA>NYSE | LMT | 93.2 | 93 | 0.5 | 44 | 54 | 5 | -17 | null | null | Stable book; normal liquidity |
X003986 | 2025-12-05 11:33:24 | XLE | Sell | 116,743 | 233.39 | 27,246,648.77 | 2.4 | 0.419 | Low | 22.1 | 8 | -18.1 | NYSE>ARCA>EDGX | POV | 4 | LMT | 9.2 | 127 | 31 | 0.74 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA>EDGX | LMT | 0.2 | 98 | 3.7 | 115 | 16 | 23 | -11 | null | null | Stable book; normal liquidity |
X003987 | 2025-11-29 11:14:53 | BA | Sell | 217,235 | 287.95 | 62,552,818.25 | 1.8 | 0.724 | Low | 11.3 | 30 | 12.3 | EDGX>NASDAQ | VWAP | 3 | MKT | 5.2 | 168 | 32 | 0.62 | LiqDrop | false | null | null | 0 | EDGX>NASDAQ | MKT | 85.4 | 88 | 4.5 | 96 | 44 | -4 | 9 | null | null | Paused due to data glitch |
X003988 | 2025-11-05 14:51:45 | BA | Buy | 3,991 | 314.39 | 1,254,730.49 | 2.6 | 0.013 | Ultra | 12.4 | 14 | 17.1 | IEX>NASDAQ>EDGX>NYSE>BATS | IS | 5 | LMT | 7.2 | 62 | 16 | 0.61 | Multi | false | null | null | 0 | IEX>NASDAQ>EDGX>NYSE>BATS | LMT | 44.1 | 100 | 5 | 80 | 17 | 22 | -25 | null | null | High urgency from PM |
X003989 | 2025-12-14 09:35:35 | DIS | Sell | 8,856 | 80.45 | 712,465.2 | 2.3 | 0.039 | Medium | 23.7 | 24 | -8.3 | ARCA>NASDAQ>EDGX>BATS | TWAP | 3 | LMT | 8.1 | 64 | 27 | 0.58 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ>EDGX>BATS | LMT | 78.6 | 95 | 10.8 | 68 | 5 | -14 | -37 | null | null | Paused due to data glitch |
X003990 | 2025-12-19 11:24:09 | PEP | Buy | 49,904 | 143.79 | 7,175,696.16 | 3.4 | 0.158 | Medium | 4.1 | 31 | -8.6 | NYSE>EDGX>BATS>ARCA | TWAP | 1 | LMT | 2.4 | 77 | 30 | 0.77 | LiqDrop | false | null | null | 0 | NYSE>EDGX>BATS>ARCA | LMT | 54.8 | 89 | 0 | 63 | 56 | 26 | -31 | null | null | Toxic prints; widened spread |
X003991 | 2025-11-22 11:46:10 | BAC | Sell | 53,285 | 37.9 | 2,019,501.5 | 1.3 | 0.145 | Medium | 12.1 | 32 | -7 | IEX>EDGX | IS | 4 | LMT | 5.5 | 90 | 15 | 0.65 | LiqDrop | false | null | null | 0 | IEX>EDGX | LMT | 78.2 | 94 | 5.8 | 109 | 52 | 16 | 21 | null | null | High urgency from PM |
X003992 | 2025-12-09 09:35:40 | WMT | Sell | 44,071 | 302.34 | 13,324,426.14 | 3.9 | 0.136 | Medium | 7 | 4 | 8.9 | ARCA>NASDAQ>NYSE>BATS>EDGX | Adaptive | 5 | LMT | 4.8 | 88 | 24 | 0.62 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ>NYSE>BATS>EDGX | LMT | 20.6 | 98 | 4.2 | 80 | 59 | 28 | 31 | null | null | Paused due to data glitch |
X003993 | 2025-12-05 10:45:39 | AMD | Sell | 24,813 | 271.9 | 6,746,654.7 | 1.1 | 0.692 | Low | 10.3 | 29 | 8.8 | ARCA>IEX>BATS>NYSE | IS | 4 | LMT | 4.9 | 74 | 20 | 0.54 | LiqDrop | true | LiquidityDrop | VenueSwitch | 26 | ARCA>IEX>BATS>NYSE | LMT>IOC | 10.6 | 88 | 13.3 | 148 | -14 | -6 | 16 | Watchlist | null | Paused due to data glitch |
X003994 | 2025-12-11 14:05:00 | BRK.B | Sell | 18,309 | 248.69 | 4,553,265.21 | 2.9 | 0.083 | Medium | 11.3 | 6 | -28.8 | BATS>NYSE | POV | 5 | MKT | 7.7 | 71 | 24 | 0.64 | Slip>Thresh | false | null | null | 0 | BATS>NYSE | MKT | 39.2 | 96 | 14.2 | 72 | 25 | -31 | 30 | null | null | Venue switch reduced impact |
X003995 | 2025-12-22 11:27:25 | V | Buy | 16,984 | 129.12 | 2,192,974.08 | 4.3 | 0.221 | Low | 27.5 | 29 | 17.1 | IEX>ARCA | IS | 5 | PO | 16.3 | 71 | 27 | 0.73 | Slip>Thresh | false | null | null | 0 | IEX>ARCA | PO | 3.9 | 98 | 17.4 | 24 | 22 | -5 | 21 | Watchlist | null | Venue switch reduced impact |
X003996 | 2025-10-30 09:40:52 | XLV | Buy | 87,280 | 253.46 | 22,121,988.8 | 1.8 | 0.245 | Low | 11 | 11 | -32 | NYSE>IEX>ARCA>NASDAQ | IS | 4 | PO | 6.1 | 110 | 19 | 0.44 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 13 | NYSE>IEX>ARCA>NASDAQ | PO>LMT | 50.4 | 96 | 17.1 | 24 | 53 | -22 | -25 | Watchlist | null | Toxic prints; widened spread |
X003997 | 2025-12-04 10:27:16 | PEP | Buy | 84,317 | 96.96 | 8,175,376.32 | 3.7 | 0.266 | Low | 16.3 | 30 | -26.7 | NASDAQ>EDGX>ARCA>BATS>IEX | Adaptive | 2 | LMT | 5.4 | 95 | 21 | 0.62 | Slip>Thresh | false | null | null | 0 | NASDAQ>EDGX>ARCA>BATS>IEX | LMT | 54.3 | 86 | 13.1 | 120 | -12 | -40 | -11 | null | null | Paused due to data glitch |
X003998 | 2025-12-04 13:28:51 | PEP | Sell | 28,078 | 80.06 | 2,247,924.68 | 3.9 | 0.089 | High | 4 | 38 | 17.2 | NASDAQ>IEX>ARCA>NYSE | IS | 5 | LMT | 4.8 | 78 | 25 | 0.57 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX>ARCA>NYSE | LMT | 27.9 | 89 | 6.7 | 69 | 1 | 9 | 10 | Watchlist | null | Paused due to data glitch |
X003999 | 2025-11-22 10:00:32 | XOM | Buy | 7,190 | 77.4 | 556,506 | 2.6 | 0.066 | Medium | 23.2 | 37 | -27.7 | BATS>NYSE>NASDAQ>EDGX | VWAP | 2 | MKT | 8.2 | 63 | 34 | 0.47 | LiqDrop | false | null | null | 0 | BATS>NYSE>NASDAQ>EDGX | MKT | 7.2 | 99 | 12.7 | 31 | 54 | -3 | -6 | Watchlist | null | Venue switch reduced impact |
X004000 | 2025-12-09 12:23:06 | XLP | Sell | 28,552 | 93.79 | 2,677,892.08 | 2.5 | 0.099 | Low | 20 | 9 | -5.1 | NYSE>IEX | POV | 5 | LMT | 9.3 | 78 | 26 | 0.85 | Multi | false | null | null | 0 | NYSE>IEX | LMT | 17.7 | 99 | 7.8 | 13 | -3 | -39 | 31 | null | null | Venue switch reduced impact |
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