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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X000401
|
2025-11-14 09:35:26
|
V
|
Buy
| 6,690
| 295.67
| 1,978,032.3
| 5.1
| 0.087
|
Low
| 24.8
| 30
| -6.3
|
IEX>NYSE
|
IS
| 5
|
LMT
| 14.3
| 64
| 30
| 0.47
|
Multi
| false
| null | null | 0
|
IEX>NYSE
|
LMT
| 62.9
| 85
| 19.2
| 80
| 14
| 8
| -24
| null | null |
Venue switch reduced impact
|
X000402
|
2025-11-30 10:59:02
|
AMZN
|
Buy
| 1,370
| 262.07
| 359,035.9
| 2.8
| 0.063
|
Low
| 28
| 37
| -31.2
|
NYSE>BATS>IEX>NASDAQ>EDGX
|
TWAP
| 1
|
LMT
| 7.3
| 60
| 33
| 0.48
|
ToxicitySpike
| false
| null | null | 0
|
NYSE>BATS>IEX>NASDAQ>EDGX
|
LMT
| 9.4
| 92
| 3.6
| 138
| -18
| -14
| -28
| null | null |
Toxic prints; widened spread
|
X000403
|
2025-12-02 14:58:11
|
JPM
|
Buy
| 1,821
| 159.67
| 290,759.07
| 2.5
| 0.045
|
Ultra
| 5.9
| 20
| 23.9
|
ARCA>EDGX
|
Adaptive
| 3
|
MKT
| 3.4
| 60
| 17
| 0.49
|
Multi
| false
| null | null | 0
|
ARCA>EDGX
|
MKT
| 97.1
| 90
| 4.8
| 58
| 2
| -21
| 3
|
PositionLimitNear
| null |
Venue switch reduced impact
|
X000404
|
2025-10-30 09:35:06
|
NKE
|
Buy
| 15,293
| 286.79
| 4,385,879.47
| 2.3
| 0.071
|
High
| 10.1
| 12
| -3.1
|
IEX>ARCA>NYSE>NASDAQ>BATS
|
VWAP
| 2
|
PO
| 3.9
| 66
| 24
| 0.47
|
ToxicitySpike
| false
| null | null | 0
|
IEX>ARCA>NYSE>NASDAQ>BATS
|
PO
| 46.1
| 98
| 0
| 109
| 11
| 18
| 37
| null | null |
Paused due to data glitch
|
X000405
|
2025-12-09 15:04:26
|
IWM
|
Sell
| 96,652
| 202.59
| 19,580,728.68
| 1.5
| 0.133
|
Low
| 21.2
| 16
| -13
|
NYSE>BATS>EDGX>ARCA
|
IS
| 5
|
PO
| 11
| 122
| 32
| 0.78
|
LiqDrop
| true
|
LiquidityDrop
|
AlgoSwitch
| 21
|
NYSE>BATS>EDGX>ARCA
|
PO>LMT
| 43.9
| 94
| 4.3
| 162
| 49
| 18
| -28
| null | null |
High urgency from PM
|
X000406
|
2025-12-20 13:48:31
|
UNH
|
Buy
| 23,530
| 23.91
| 562,602.3
| 1.5
| 0.103
|
High
| 7.3
| 5
| -14.3
|
NASDAQ>NYSE>IEX>EDGX
|
VWAP
| 1
|
IOC
| 2.5
| 68
| 13
| 0.78
|
ToxicitySpike
| false
| null | null | 0
|
NASDAQ>NYSE>IEX>EDGX
|
IOC
| 26
| 89
| 5.8
| 105
| 4
| -28
| -15
|
NoShort
| null |
Paused due to data glitch
|
X000407
|
2025-11-04 13:53:06
|
HYG
|
Buy
| 47,986
| 73.63
| 3,533,209.18
| 1.1
| 0.263
|
Medium
| 13.4
| 28
| -35
|
ARCA>BATS>NASDAQ
|
POV
| 4
|
LMT
| 5.3
| 87
| 20
| 0.62
|
Multi
| false
| null | null | 0
|
ARCA>BATS>NASDAQ
|
LMT
| 81.7
| 95
| 6.3
| 93
| 25
| -7
| -35
|
NoShort
| null |
Stable book; normal liquidity
|
X000408
|
2025-11-28 14:35:02
|
NFLX
|
Buy
| 6,367
| 16.61
| 105,755.87
| 4.6
| 0.061
|
Medium
| 10.5
| 39
| -9
|
IEX>ARCA
|
IS
| 5
|
LMT
| 8
| 64
| 32
| 0.56
|
ToxicitySpike
| false
| null | null | 0
|
IEX>ARCA
|
LMT
| 47.2
| 93
| 5.9
| 10
| 56
| 2
| -23
| null | null |
Paused due to data glitch
|
X000409
|
2025-11-29 11:18:50
|
JNJ
|
Buy
| 27,525
| 254.17
| 6,996,029.25
| 4.5
| 0.101
|
Medium
| 8.6
| 3
| -16.2
|
BATS>ARCA
|
Adaptive
| 1
|
PO
| 3.8
| 69
| 28
| 0.71
|
Slip>Thresh
| false
| null | null | 0
|
BATS>ARCA
|
PO
| 85.4
| 99
| 0
| 56
| 20
| 10
| -9
| null | null |
Toxic prints; widened spread
|
X000410
|
2025-11-05 09:35:21
|
MA
|
Sell
| 19,740
| 213.28
| 4,210,147.2
| 1.2
| 0.084
|
Ultra
| 6.5
| 33
| -25.9
|
ARCA>BATS
|
POV
| 4
|
LMT
| 3
| 71
| 33
| 0.44
|
LiqDrop
| false
| null | null | 0
|
ARCA>BATS
|
LMT
| 1.7
| 88
| 4.6
| 71
| 25
| -27
| -32
| null | null |
High urgency from PM
|
X000411
|
2025-10-30 10:22:32
|
MSFT
|
Sell
| 5,025
| 116.13
| 583,553.25
| 2
| 0.027
|
Ultra
| 4.9
| 13
| 31.8
|
BATS>NYSE>NASDAQ
|
TWAP
| 3
|
LMT
| 2.5
| 62
| 29
| 0.81
|
Slip>Thresh
| false
| null | null | 0
|
BATS>NYSE>NASDAQ
|
LMT
| 5.5
| 99
| 7.8
| 16
| -4
| -40
| 5
|
Watchlist
| null |
Paused due to data glitch
|
X000412
|
2025-11-26 15:34:18
|
V
|
Buy
| 5,918
| 339.91
| 2,011,587.38
| 5.5
| 0.077
|
Low
| 27.7
| 28
| 17.2
|
BATS>EDGX>ARCA
|
VWAP
| 1
|
LMT
| 8
| 62
| 13
| 0.77
|
Multi
| false
| null | null | 0
|
BATS>EDGX>ARCA
|
LMT
| 83.9
| 98
| 0
| 68
| -3
| -37
| -18
| null | null |
Venue switch reduced impact
|
X000413
|
2025-11-16 11:54:39
|
TSLA
|
Sell
| 17,679
| 270.38
| 4,780,048.02
| 2.1
| 0.055
|
Medium
| 14.9
| 19
| -6.9
|
NYSE>BATS
|
VWAP
| 2
|
LMT
| 4.6
| 67
| 34
| 0.5
|
Slip>Thresh
| false
| null | null | 0
|
NYSE>BATS
|
LMT
| 69.2
| 94
| 12.2
| 10
| -19
| -10
| 16
| null | null |
Paused due to data glitch
|
X000414
|
2025-11-27 11:22:07
|
NVDA
|
Buy
| 1,803
| 135.75
| 244,757.25
| 1.4
| 0.047
|
High
| 14.7
| 14
| -23.5
|
EDGX>NYSE>NASDAQ>ARCA
|
VWAP
| 1
|
LMT
| 3.6
| 60
| 35
| 0.46
|
Multi
| false
| null | null | 0
|
EDGX>NYSE>NASDAQ>ARCA
|
LMT
| 69.5
| 88
| 0
| 46
| 54
| 23
| 26
| null | null |
Toxic prints; widened spread
|
X000415
|
2025-11-30 12:10:12
|
LQD
|
Buy
| 17,119
| 109.65
| 1,877,098.35
| 1.7
| 0.084
|
Ultra
| 4.2
| 13
| 1
|
EDGX>ARCA>NYSE
|
TWAP
| 2
|
MKT
| 2.3
| 67
| 23
| 0.81
|
Multi
| false
| null | null | 0
|
EDGX>ARCA>NYSE
|
MKT
| 54.3
| 97
| 0.1
| 105
| 2
| -6
| 28
| null | null |
High urgency from PM
|
X000416
|
2025-11-27 13:02:20
|
QQQ
|
Sell
| 67,509
| 397.6
| 26,841,578.4
| 0.5
| 0.214
|
High
| 14.3
| 15
| -21
|
IEX>ARCA>NYSE>BATS
|
TWAP
| 1
|
LMT
| 3.4
| 83
| 25
| 0.74
|
ToxicitySpike
| false
| null | null | 0
|
IEX>ARCA>NYSE>BATS
|
LMT
| 67.1
| 92
| 9.7
| 33
| -7
| -3
| -20
|
NoShort
| null |
Paused due to data glitch
|
X000417
|
2025-11-01 12:13:02
|
XLV
|
Sell
| 18,279
| 31.36
| 573,229.44
| 1
| 0.051
|
Ultra
| 4.4
| 27
| -14.8
|
NASDAQ>NYSE>ARCA>EDGX>BATS
|
VWAP
| 3
|
LMT
| 1.8
| 69
| 27
| 0.83
|
ToxicitySpike
| false
| null | null | 0
|
NASDAQ>NYSE>ARCA>EDGX>BATS
|
LMT
| 10.5
| 85
| 2.5
| 59
| 11
| 10
| -1
| null | null |
Stable book; normal liquidity
|
X000418
|
2025-11-08 10:13:36
|
CSCO
|
Sell
| 34,299
| 258.81
| 8,876,924.19
| 4.6
| 0.086
|
Medium
| 9.3
| 15
| -33.1
|
NYSE>NASDAQ>BATS
|
POV
| 4
|
IOC
| 7.2
| 79
| 13
| 0.84
|
Multi
| false
| null | null | 0
|
NYSE>NASDAQ>BATS
|
IOC
| 9.8
| 85
| 9
| 101
| -3
| -35
| -28
|
NoShort
| null |
Paused due to data glitch
|
X000419
|
2025-12-02 15:22:22
|
CSCO
|
Sell
| 24,806
| 198.56
| 4,925,479.36
| 4.2
| 0.062
|
Low
| 18.8
| 6
| 15
|
NASDAQ>EDGX
|
VWAP
| 2
|
MKT
| 7.9
| 70
| 35
| 0.61
|
ToxicitySpike
| false
| null | null | 0
|
NASDAQ>EDGX
|
MKT
| 19.3
| 100
| 0
| 10
| 54
| -37
| 32
| null | null |
Stable book; normal liquidity
|
X000420
|
2025-12-02 13:24:53
|
WMT
|
Buy
| 55,338
| 165.22
| 9,142,944.36
| 4.3
| 0.17
|
Low
| 13
| 35
| -15.2
|
BATS>ARCA>EDGX>NYSE>IEX
|
Adaptive
| 5
|
MKT
| 8.4
| 95
| 18
| 0.8
|
Slip>Thresh
| false
| null | null | 0
|
BATS>ARCA>EDGX>NYSE>IEX
|
MKT
| 86.8
| 95
| 17.1
| 10
| -5
| -37
| 38
|
Watchlist
| null |
Toxic prints; widened spread
|
X000421
|
2025-12-21 12:24:30
|
IWM
|
Sell
| 201,975
| 203.3
| 41,061,517.5
| 0.9
| 0.279
|
Medium
| 13.7
| 20
| -11.1
|
NASDAQ>EDGX>ARCA>BATS>IEX
|
TWAP
| 3
|
IOC
| 5.2
| 160
| 12
| 0.49
|
Slip>Thresh
| false
| null | null | 0
|
NASDAQ>EDGX>ARCA>BATS>IEX
|
IOC
| 32.7
| 89
| 0.7
| 150
| 44
| 0
| 35
| null | null |
Venue switch reduced impact
|
X000422
|
2025-12-10 14:19:00
|
HYG
|
Buy
| 7,299
| 74.91
| 546,768.09
| 1.5
| 0.04
|
High
| 22.8
| 8
| 25.4
|
ARCA>BATS>NYSE
|
VWAP
| 3
|
PO
| 7.7
| 63
| 12
| 0.64
|
Multi
| false
| null | null | 0
|
ARCA>BATS>NYSE
|
PO
| 2.5
| 87
| 3.8
| 65
| 49
| -29
| -33
| null | null |
Venue switch reduced impact
|
X000423
|
2025-11-01 12:06:33
|
NVDA
|
Buy
| 6,896
| 57.38
| 395,692.48
| 1.3
| 0.178
|
High
| 5
| 22
| -12.9
|
BATS>NYSE
|
Adaptive
| 5
|
LMT
| 2.5
| 64
| 32
| 0.77
|
Slip>Thresh
| false
| null | null | 0
|
BATS>NYSE
|
LMT
| 9.4
| 97
| 1.4
| 141
| 59
| 26
| -38
| null |
Throttle
|
Venue switch reduced impact
|
X000424
|
2025-12-23 11:55:56
|
XLU
|
Sell
| 43,810
| 162.83
| 7,133,582.3
| 1.7
| 0.14
|
Medium
| 9.9
| 28
| -26.1
|
IEX>NASDAQ>BATS
|
Adaptive
| 5
|
LMT
| 4.3
| 88
| 24
| 0.5
|
Slip>Thresh
| false
| null | null | 0
|
IEX>NASDAQ>BATS
|
LMT
| 77.7
| 89
| 0
| 107
| 34
| 30
| -24
| null | null |
Toxic prints; widened spread
|
X000425
|
2025-12-09 14:35:50
|
XLB
|
Buy
| 23,346
| 212.33
| 4,957,056.18
| 1.6
| 0.059
|
Medium
| 17.8
| 22
| 33.2
|
IEX>NASDAQ
|
TWAP
| 1
|
MKT
| 5.5
| 68
| 29
| 0.7
|
LiqDrop
| true
|
LiquidityDrop
|
AlgoSwitch
| 18
|
IEX>NASDAQ
|
MKT>LMT
| 57.4
| 93
| 12.3
| 88
| 29
| -27
| -32
| null | null |
Paused due to data glitch
|
X000426
|
2025-11-28 12:14:58
|
VZ
|
Buy
| 2,098
| 53.4
| 112,033.2
| 2.9
| 0.018
|
Ultra
| 10.3
| 15
| 5.6
|
EDGX>NASDAQ>ARCA>NYSE>IEX
|
IS
| 4
|
LMT
| 5.9
| 61
| 27
| 0.69
|
LiqDrop
| false
| null | null | 0
|
EDGX>NASDAQ>ARCA>NYSE>IEX
|
LMT
| 60.8
| 85
| 5.1
| 63
| -6
| -10
| -5
| null | null |
High urgency from PM
|
X000427
|
2025-10-28 10:27:00
|
PFE
|
Buy
| 67,012
| 334.87
| 22,440,308.44
| 2.9
| 0.182
|
Low
| 14.9
| 19
| 18.2
|
NASDAQ>NYSE>BATS>ARCA
|
TWAP
| 1
|
MKT
| 5.5
| 83
| 33
| 0.84
|
ToxicitySpike
| false
| null | null | 0
|
NASDAQ>NYSE>BATS>ARCA
|
MKT
| 11.6
| 92
| 5.5
| 129
| 12
| 26
| 29
|
NoShort
| null |
Paused due to data glitch
|
X000428
|
2025-11-04 10:00:36
|
MA
|
Buy
| 148,400
| 118.27
| 17,551,268
| 0.8
| 0.632
|
Medium
| 6.7
| 21
| -11.7
|
NYSE>BATS>NASDAQ>ARCA>IEX
|
POV
| 3
|
MKT
| 3.3
| 134
| 34
| 0.48
|
LiqDrop
| false
| null | null | 0
|
NYSE>BATS>NASDAQ>ARCA>IEX
|
MKT
| 98.1
| 97
| 0
| 120
| -7
| 22
| -16
| null | null |
Venue switch reduced impact
|
X000429
|
2025-12-02 13:11:46
|
XLK
|
Buy
| 34,776
| 59.35
| 2,063,955.6
| 1.3
| 0.098
|
Medium
| 24.8
| 36
| 16.1
|
EDGX>BATS>NASDAQ>NYSE>IEX
|
POV
| 5
|
MKT
| 12.4
| 82
| 30
| 0.81
|
LiqDrop
| false
| null | null | 0
|
EDGX>BATS>NASDAQ>NYSE>IEX
|
MKT
| 96.3
| 90
| 0.4
| 56
| 40
| 22
| -10
| null | null |
Stable book; normal liquidity
|
X000430
|
2025-11-19 15:21:17
|
JPM
|
Buy
| 5,550
| 248.76
| 1,380,618
| 4.6
| 0.137
|
Low
| 38.4
| 14
| -27
|
EDGX>ARCA
|
VWAP
| 2
|
MKT
| 13.8
| 62
| 13
| 0.78
|
Slip>Thresh
| true
|
SlippageAboveThreshold
|
VenueSwitch
| 14
|
EDGX>ARCA
|
MKT>IOC
| 37.7
| 84
| 12.8
| 25
| -16
| 0
| 1
|
Watchlist
| null |
High urgency from PM
|
X000431
|
2025-12-24 12:08:10
|
INTC
|
Buy
| 6,219
| 87.82
| 546,152.58
| 0.9
| 0.296
|
Low
| 37.1
| 25
| -17.6
|
NYSE>NASDAQ
|
TWAP
| 1
|
LMT
| 8.5
| 62
| 35
| 0.79
|
LiqDrop
| false
| null | null | 0
|
NYSE>NASDAQ
|
LMT
| 20.7
| 96
| 9.7
| 16
| 43
| 28
| -37
| null | null |
High urgency from PM
|
X000432
|
2025-12-14 12:10:39
|
XLY
|
Sell
| 11,898
| 23.1
| 274,843.8
| 2.4
| 0.05
|
High
| 10.9
| 29
| -28.8
|
NYSE>ARCA
|
Adaptive
| 1
|
MKT
| 3.7
| 64
| 29
| 0.84
|
ToxicitySpike
| false
| null | null | 0
|
NYSE>ARCA
|
MKT
| 86.9
| 87
| 3.1
| 31
| 13
| -32
| -17
| null |
PriceBand
|
Paused due to data glitch
|
X000433
|
2025-12-02 15:18:46
|
VZ
|
Sell
| 10,630
| 140.81
| 1,496,810.3
| 3
| 0.091
|
Low
| 19.7
| 27
| 4.5
|
BATS>NASDAQ>NYSE>IEX>EDGX
|
Adaptive
| 3
|
LMT
| 6.6
| 65
| 35
| 0.85
|
Slip>Thresh
| false
| null | null | 0
|
BATS>NASDAQ>NYSE>IEX>EDGX
|
LMT
| 99.1
| 70
| 26.2
| 83
| -13
| -14
| 8
| null | null |
Stable book; normal liquidity
|
X000434
|
2025-12-15 14:05:05
|
UNH
|
Sell
| 40,934
| 175.66
| 7,190,466.44
| 1.4
| 0.18
|
Low
| 22.3
| 20
| -10.3
|
NASDAQ>IEX>NYSE>BATS
|
VWAP
| 1
|
PO
| 5.8
| 74
| 13
| 0.5
|
LiqDrop
| false
| null | null | 0
|
NASDAQ>IEX>NYSE>BATS
|
PO
| 18.5
| 92
| 3.4
| 10
| -9
| -4
| -16
| null | null |
High urgency from PM
|
X000435
|
2025-12-09 09:35:07
|
XLP
|
Sell
| 29,562
| 346.75
| 10,250,623.5
| 3.3
| 0.102
|
Medium
| 7.6
| 12
| 4.3
|
NYSE>IEX>NASDAQ>BATS
|
TWAP
| 2
|
PO
| 4
| 72
| 19
| 0.72
|
ToxicitySpike
| false
| null | null | 0
|
NYSE>IEX>NASDAQ>BATS
|
PO
| 70.7
| 95
| 0.8
| 84
| 60
| 0
| -15
| null | null |
High urgency from PM
|
X000436
|
2025-12-01 14:34:05
|
JPM
|
Buy
| 7,339
| 236.68
| 1,736,994.52
| 3.5
| 0.182
|
Low
| 11.7
| 12
| 16.6
|
BATS>ARCA>EDGX>NASDAQ
|
POV
| 5
|
PO
| 7.8
| 64
| 12
| 0.71
|
Slip>Thresh
| false
| null | null | 0
|
BATS>ARCA>EDGX>NASDAQ
|
PO
| 88.1
| 92
| 0
| 74
| 46
| 23
| -28
| null | null |
Venue switch reduced impact
|
X000437
|
2025-12-16 09:40:32
|
T
|
Buy
| 102,488
| 242.91
| 24,895,360.08
| 3.8
| 0.855
|
Low
| 11.9
| 29
| -5.2
|
IEX>BATS>EDGX>NASDAQ>ARCA
|
VWAP
| 3
|
LMT
| 5.6
| 111
| 20
| 0.45
|
Slip>Thresh
| false
| null | null | 0
|
IEX>BATS>EDGX>NASDAQ>ARCA
|
LMT
| 37.6
| 91
| 0
| 190
| -7
| 29
| -23
|
PositionLimitNear
| null |
Stable book; normal liquidity
|
X000438
|
2025-12-23 10:33:51
|
AMD
|
Sell
| 14,844
| 86.97
| 1,290,982.68
| 1.3
| 0.414
|
Low
| 26.9
| 8
| 28.2
|
NYSE>NASDAQ>EDGX>IEX>BATS
|
TWAP
| 3
|
LMT
| 8.6
| 67
| 18
| 0.83
|
ToxicitySpike
| false
| null | null | 0
|
NYSE>NASDAQ>EDGX>IEX>BATS
|
LMT
| 58.8
| 81
| 0
| 85
| -16
| -29
| 7
| null | null |
Toxic prints; widened spread
|
X000439
|
2025-11-01 12:00:19
|
XLF
|
Buy
| 51,536
| 122.7
| 6,323,467.2
| 2.8
| 0.141
|
Medium
| 9.5
| 32
| -32.7
|
EDGX>BATS>IEX
|
Adaptive
| 1
|
PO
| 3.3
| 78
| 14
| 0.71
|
Slip>Thresh
| false
| null | null | 0
|
EDGX>BATS>IEX
|
PO
| 97.2
| 88
| 0
| 103
| 15
| 25
| -9
| null | null |
Venue switch reduced impact
|
X000440
|
2025-11-13 10:16:00
|
AMD
|
Buy
| 1,467
| 299.35
| 439,146.45
| 2.2
| 0.041
|
Medium
| 26.1
| 25
| -31.3
|
EDGX>BATS>IEX
|
VWAP
| 1
|
LMT
| 6.3
| 60
| 31
| 0.73
|
Slip>Thresh
| false
| null | null | 0
|
EDGX>BATS>IEX
|
LMT
| 50.2
| 82
| 0
| 70
| 16
| -7
| 40
| null | null |
High urgency from PM
|
X000441
|
2025-10-28 11:20:02
|
IWM
|
Sell
| 61,915
| 196.45
| 12,163,201.75
| 1.8
| 0.085
|
Ultra
| 3.3
| 21
| -12
|
NASDAQ>EDGX>NYSE
|
IS
| 5
|
MKT
| 3.5
| 100
| 13
| 0.6
|
LiqDrop
| false
| null | null | 0
|
NASDAQ>EDGX>NYSE
|
MKT
| 58.8
| 92
| 10.4
| 90
| 17
| -24
| 7
|
NoShort
| null |
Toxic prints; widened spread
|
X000442
|
2025-11-29 15:06:35
|
XLP
|
Sell
| 34,119
| 100.78
| 3,438,512.82
| 2.8
| 0.118
|
Medium
| 9.6
| 13
| 31.7
|
NYSE>EDGX>IEX>ARCA>BATS
|
VWAP
| 3
|
MKT
| 5
| 77
| 13
| 0.43
|
ToxicitySpike
| false
| null | null | 0
|
NYSE>EDGX>IEX>ARCA>BATS
|
MKT
| 68.9
| 98
| 10.1
| 62
| 36
| -33
| 20
| null | null |
Stable book; normal liquidity
|
X000443
|
2025-12-16 09:35:28
|
KO
|
Buy
| 12,342
| 51.51
| 635,736.42
| 3.4
| 0.307
|
Low
| 21.4
| 12
| -11.4
|
IEX>BATS>ARCA
|
TWAP
| 1
|
MKT
| 7.5
| 64
| 35
| 0.72
|
ToxicitySpike
| false
| null | null | 0
|
IEX>BATS>ARCA
|
MKT
| 44
| 95
| 8.9
| 135
| -9
| 15
| -36
| null | null |
Paused due to data glitch
|
X000444
|
2025-11-15 09:35:10
|
TLT
|
Sell
| 60,791
| 94.37
| 5,736,846.67
| 3.4
| 0.222
|
Low
| 19.6
| 38
| -30.7
|
NYSE>ARCA>NASDAQ>EDGX
|
IS
| 5
|
LMT
| 10.8
| 99
| 15
| 0.77
|
Multi
| true
|
MultiTrigger
|
Pause
| 13
|
NYSE>ARCA>NASDAQ>EDGX
|
LMT>MKT
| 73.9
| 90
| 16.6
| 92
| 48
| 7
| 13
|
NoShort
| null |
Toxic prints; widened spread
|
X000445
|
2025-11-30 12:41:16
|
DIS
|
Buy
| 351,533
| 323.11
| 113,583,827.63
| 2.2
| 1.534
|
Low
| 10.4
| 13
| -25.3
|
NYSE>IEX
|
VWAP
| 2
|
MKT
| 4.9
| 209
| 25
| 0.83
|
Multi
| false
| null | null | 0
|
NYSE>IEX
|
MKT
| 89.1
| 88
| 15.9
| 173
| 18
| -23
| 13
| null | null |
Paused due to data glitch
|
X000446
|
2025-11-15 11:25:20
|
CSCO
|
Buy
| 76,191
| 201.99
| 15,389,820.09
| 4.7
| 0.191
|
Low
| 13.9
| 14
| -33.1
|
ARCA>IEX>NYSE>NASDAQ
|
Adaptive
| 5
|
MKT
| 9.1
| 109
| 30
| 0.79
|
Multi
| false
| null | null | 0
|
ARCA>IEX>NYSE>NASDAQ
|
MKT
| 60.3
| 85
| 0
| 10
| 0
| 8
| 0
| null | null |
Toxic prints; widened spread
|
X000447
|
2025-12-06 13:59:16
|
AMD
|
Sell
| 5,822
| 126.58
| 736,948.76
| 1.5
| 0.162
|
Low
| 25.6
| 27
| -29.5
|
NYSE>BATS
|
Adaptive
| 5
|
LMT
| 9.2
| 63
| 32
| 0.44
|
Multi
| false
| null | null | 0
|
NYSE>BATS
|
LMT
| 14.1
| 98
| 11.7
| 83
| 28
| -16
| 24
| null | null |
Stable book; normal liquidity
|
X000448
|
2025-12-11 11:04:18
|
AAPL
|
Sell
| 30,081
| 96.37
| 2,898,905.97
| 2.5
| 0.089
|
Medium
| 13.3
| 20
| -20.5
|
ARCA>NASDAQ
|
TWAP
| 1
|
MKT
| 4.8
| 70
| 28
| 0.64
|
ToxicitySpike
| false
| null | null | 0
|
ARCA>NASDAQ
|
MKT
| 20
| 96
| 3.9
| 92
| 56
| -14
| -7
| null | null |
Stable book; normal liquidity
|
X000449
|
2025-12-06 09:35:49
|
IWM
|
Buy
| 311,170
| 198.49
| 61,764,133.3
| 1
| 0.429
|
Low
| 10.4
| 11
| 2
|
ARCA>BATS>NASDAQ
|
TWAP
| 3
|
MKT
| 4.5
| 215
| 26
| 0.49
|
ToxicitySpike
| false
| null | null | 0
|
ARCA>BATS>NASDAQ
|
MKT
| 33.3
| 97
| 11.6
| 141
| 21
| -2
| 20
| null | null |
Toxic prints; widened spread
|
X000450
|
2025-11-19 14:38:03
|
UNH
|
Buy
| 53,215
| 346.31
| 18,428,886.65
| 1.5
| 0.234
|
Medium
| 9.7
| 8
| 22.3
|
ARCA>BATS>NYSE>NASDAQ
|
VWAP
| 3
|
LMT
| 3.5
| 86
| 22
| 0.52
|
Slip>Thresh
| false
| null | null | 0
|
ARCA>BATS>NYSE>NASDAQ
|
LMT
| 68.8
| 89
| 0
| 93
| 20
| -37
| -40
| null | null |
Stable book; normal liquidity
|
X000451
|
2025-12-09 10:35:55
|
MSFT
|
Sell
| 61,500
| 98.28
| 6,044,220
| 2.2
| 0.326
|
Low
| 12
| 39
| -4.9
|
BATS>ARCA>EDGX>NYSE>NASDAQ
|
Adaptive
| 2
|
LMT
| 3.8
| 86
| 33
| 0.66
|
Multi
| false
| null | null | 0
|
BATS>ARCA>EDGX>NYSE>NASDAQ
|
LMT
| 84.2
| 91
| 0
| 21
| 7
| -36
| 40
| null | null |
Toxic prints; widened spread
|
X000452
|
2025-12-15 10:34:18
|
NKE
|
Sell
| 36,032
| 158.14
| 5,698,100.48
| 3.3
| 0.167
|
Low
| 15.5
| 20
| -16.3
|
NASDAQ>NYSE
|
IS
| 5
|
LMT
| 9.1
| 83
| 33
| 0.53
|
Multi
| false
| null | null | 0
|
NASDAQ>NYSE
|
LMT
| 89.8
| 100
| 18.6
| 124
| -8
| 29
| -31
|
Watchlist
| null |
Stable book; normal liquidity
|
X000453
|
2025-11-15 10:20:01
|
HD
|
Sell
| 17,912
| 306.63
| 5,492,356.56
| 3
| 0.069
|
High
| 6.1
| 12
| -18.9
|
NYSE>EDGX>BATS>IEX>ARCA
|
VWAP
| 2
|
MKT
| 3.5
| 67
| 25
| 0.58
|
Multi
| false
| null | null | 0
|
NYSE>EDGX>BATS>IEX>ARCA
|
MKT
| 35.7
| 99
| 5.5
| 96
| 20
| 16
| -3
| null | null |
High urgency from PM
|
X000454
|
2025-11-27 13:07:54
|
XLV
|
Sell
| 33,377
| 43.32
| 1,445,891.64
| 1.2
| 0.094
|
Medium
| 17.3
| 17
| -3.6
|
NYSE>ARCA>EDGX>BATS>IEX
|
POV
| 5
|
LMT
| 7.4
| 81
| 15
| 0.54
|
ToxicitySpike
| false
| null | null | 0
|
NYSE>ARCA>EDGX>BATS>IEX
|
LMT
| 33.5
| 90
| 17.2
| 120
| 11
| -24
| -19
|
PositionLimitNear
| null |
Paused due to data glitch
|
X000455
|
2025-12-03 09:52:32
|
XLY
|
Buy
| 86,125
| 181.84
| 15,660,970
| 1.1
| 0.359
|
Low
| 11.3
| 32
| -6.8
|
NASDAQ>ARCA>IEX>EDGX
|
TWAP
| 2
|
MKT
| 4.2
| 96
| 26
| 0.65
|
LiqDrop
| false
| null | null | 0
|
NASDAQ>ARCA>IEX>EDGX
|
MKT
| 1.2
| 91
| 9.2
| 112
| 9
| -4
| 33
|
NoShort
| null |
High urgency from PM
|
X000456
|
2025-11-04 15:35:34
|
XLI
|
Sell
| 931
| 197.47
| 183,844.57
| 3.3
| 0.042
|
Medium
| 13.4
| 3
| 25.9
|
NYSE>BATS>NASDAQ>IEX>ARCA
|
TWAP
| 1
|
LMT
| 4.3
| 60
| 34
| 0.76
|
ToxicitySpike
| true
|
ToxicitySpike
|
VenueSwitch
| 17
|
NYSE>BATS>NASDAQ>IEX>ARCA
|
LMT>PO
| 97.5
| 88
| 0.3
| 71
| 30
| -40
| 33
| null | null |
Toxic prints; widened spread
|
X000457
|
2025-11-04 14:26:27
|
IWM
|
Buy
| 435,552
| 194.13
| 84,553,709.76
| 1.3
| 0.601
|
Low
| 8.9
| 20
| -21.1
|
IEX>NASDAQ>EDGX>NYSE
|
Adaptive
| 1
|
IOC
| 2.8
| 200
| 32
| 0.42
|
LiqDrop
| false
| null | null | 0
|
IEX>NASDAQ>EDGX>NYSE
|
IOC
| 49
| 85
| 3.1
| 279
| 12
| -2
| 19
| null | null |
Paused due to data glitch
|
X000458
|
2025-11-29 14:32:06
|
XLY
|
Buy
| 40,338
| 39.08
| 1,576,409.04
| 2.2
| 0.168
|
Low
| 17.3
| 24
| -14.1
|
ARCA>BATS>EDGX>IEX>NYSE
|
IS
| 5
|
IOC
| 10.3
| 86
| 19
| 0.48
|
Slip>Thresh
| true
|
SlippageAboveThreshold
|
OrderTypeChange
| 11
|
ARCA>BATS>EDGX>IEX>NYSE
|
IOC>MKT
| 88.3
| 93
| 24.2
| 34
| 53
| -36
| -35
|
NoShort
| null |
Venue switch reduced impact
|
X000459
|
2025-11-17 14:31:38
|
PEP
|
Buy
| 12,803
| 162.12
| 2,075,622.36
| 4.1
| 0.04
|
Medium
| 22.6
| 38
| -2.1
|
BATS>NASDAQ>ARCA>EDGX
|
Adaptive
| 4
|
IOC
| 10.3
| 67
| 33
| 0.4
|
Slip>Thresh
| false
| null | null | 0
|
BATS>NASDAQ>ARCA>EDGX
|
IOC
| 34.1
| 97
| 5
| 103
| 35
| -10
| 15
| null | null |
Stable book; normal liquidity
|
X000460
|
2025-12-05 11:21:10
|
PFE
|
Buy
| 171,409
| 107.35
| 18,400,756.15
| 2.9
| 0.466
|
Low
| 15.7
| 3
| -31.3
|
IEX>NYSE>EDGX
|
Adaptive
| 5
|
MKT
| 8.5
| 171
| 21
| 0.67
|
Slip>Thresh
| false
| null | null | 0
|
IEX>NYSE>EDGX
|
MKT
| 61.3
| 89
| 0
| 238
| 44
| -21
| 14
| null | null |
Venue switch reduced impact
|
X000461
|
2025-12-06 14:14:46
|
XLP
|
Sell
| 73,883
| 72.48
| 5,355,039.84
| 3
| 0.255
|
Low
| 16.9
| 28
| 13.6
|
EDGX>IEX
|
TWAP
| 3
|
MKT
| 8
| 96
| 12
| 0.44
|
ToxicitySpike
| false
| null | null | 0
|
EDGX>IEX
|
MKT
| 76.2
| 88
| 29.4
| 167
| 2
| 23
| -34
| null | null |
Toxic prints; widened spread
|
X000462
|
2025-12-15 11:28:47
|
TSLA
|
Buy
| 11,293
| 284.36
| 3,211,277.48
| 1.7
| 0.035
|
Ultra
| 4.7
| 4
| -9.9
|
NASDAQ>BATS>ARCA>IEX
|
Adaptive
| 2
|
MKT
| 2.2
| 64
| 24
| 0.76
|
ToxicitySpike
| false
| null | null | 0
|
NASDAQ>BATS>ARCA>IEX
|
MKT
| 9.2
| 91
| 8.1
| 11
| 8
| 11
| -2
| null | null |
Stable book; normal liquidity
|
X000463
|
2025-12-25 12:47:23
|
IEF
|
Buy
| 18,807
| 100.53
| 1,890,667.71
| 2.4
| 0.071
|
Medium
| 13
| 38
| 7.5
|
IEX>BATS
|
Adaptive
| 2
|
IOC
| 4.7
| 67
| 26
| 0.51
|
Slip>Thresh
| false
| null | null | 0
|
IEX>BATS
|
IOC
| 33.1
| 97
| 10.8
| 145
| 27
| -16
| 14
| null | null |
Paused due to data glitch
|
X000464
|
2025-11-18 11:34:30
|
QQQ
|
Buy
| 21,740
| 426.85
| 9,279,719
| 0.9
| 0.069
|
High
| 22.1
| 36
| 6.1
|
NYSE>IEX>EDGX>ARCA>BATS
|
Adaptive
| 5
|
LMT
| 7.6
| 74
| 21
| 0.44
|
Multi
| false
| null | null | 0
|
NYSE>IEX>EDGX>ARCA>BATS
|
LMT
| 48.4
| 98
| 9.4
| 55
| 34
| 26
| -15
| null | null |
Paused due to data glitch
|
X000465
|
2025-11-18 09:47:07
|
XLI
|
Sell
| 949
| 145.41
| 137,994.09
| 1.8
| 0.043
|
Medium
| 37.8
| 21
| 7.4
|
BATS>EDGX>NASDAQ>ARCA>NYSE
|
POV
| 4
|
LMT
| 13.9
| 60
| 28
| 0.7
|
ToxicitySpike
| false
| null | null | 0
|
BATS>EDGX>NASDAQ>ARCA>NYSE
|
LMT
| 13.6
| 89
| 4.8
| 10
| 18
| 12
| 40
| null | null |
Paused due to data glitch
|
X000466
|
2025-11-10 15:44:21
|
KO
|
Sell
| 6,033
| 120.95
| 729,691.35
| 2.1
| 0.15
|
Low
| 12.7
| 16
| 27.6
|
EDGX>BATS>ARCA>NASDAQ>NYSE
|
Adaptive
| 4
|
LMT
| 4.9
| 63
| 17
| 0.6
|
ToxicitySpike
| true
|
ToxicitySpike
|
AlgoSwitch
| 18
|
EDGX>BATS>ARCA>NASDAQ>NYSE
|
LMT>PO
| 86.7
| 70
| 5.6
| 113
| 2
| -14
| -8
|
NoShort
| null |
Venue switch reduced impact
|
X000467
|
2025-11-04 13:07:08
|
PFE
|
Buy
| 24,374
| 259.42
| 6,323,103.08
| 3.2
| 0.066
|
Medium
| 9.5
| 36
| 25.6
|
NYSE>NASDAQ>ARCA
|
TWAP
| 1
|
MKT
| 4.2
| 68
| 25
| 0.74
|
Multi
| false
| null | null | 0
|
NYSE>NASDAQ>ARCA
|
MKT
| 52.1
| 97
| 10.4
| 62
| 44
| 0
| -23
| null | null |
High urgency from PM
|
X000468
|
2025-11-16 15:09:08
|
DIS
|
Buy
| 8,154
| 137.52
| 1,121,338.08
| 1.5
| 0.036
|
High
| 23.6
| 5
| 4.3
|
ARCA>BATS>IEX
|
Adaptive
| 2
|
MKT
| 7.3
| 63
| 16
| 0.73
|
Multi
| false
| null | null | 0
|
ARCA>BATS>IEX
|
MKT
| 46.3
| 85
| 11.1
| 21
| -14
| 6
| -34
|
NoShort
| null |
Toxic prints; widened spread
|
X000469
|
2025-11-29 09:46:35
|
DIS
|
Buy
| 2,333
| 294.29
| 686,578.57
| 2.3
| 0.01
|
Ultra
| 6.9
| 9
| 0.9
|
NASDAQ>EDGX>ARCA>NYSE>IEX
|
POV
| 5
|
LMT
| 4.3
| 61
| 34
| 0.47
|
ToxicitySpike
| true
|
ToxicitySpike
|
OrderTypeChange
| 10
|
NASDAQ>EDGX>ARCA>NYSE>IEX
|
LMT>MKT
| 87.7
| 91
| 1.3
| 29
| 39
| 30
| 6
|
Watchlist
| null |
Toxic prints; widened spread
|
X000470
|
2025-12-10 15:55:30
|
BAC
|
Sell
| 29,803
| 115.74
| 3,449,399.22
| 1.8
| 0.081
|
Medium
| 18.9
| 10
| 30.9
|
ARCA>EDGX>BATS
|
TWAP
| 1
|
MKT
| 5.9
| 70
| 35
| 0.69
|
ToxicitySpike
| false
| null | null | 0
|
ARCA>EDGX>BATS
|
MKT
| 31.9
| 92
| 20.4
| 10
| 43
| 27
| -29
|
NoShort
| null |
Stable book; normal liquidity
|
X000471
|
2025-11-18 11:19:20
|
XLU
|
Sell
| 14,632
| 311.11
| 4,552,161.52
| 1.8
| 0.047
|
Ultra
| 4.9
| 27
| 25.2
|
BATS>IEX>NYSE>NASDAQ>EDGX
|
IS
| 5
|
LMT
| 3.5
| 69
| 22
| 0.65
|
Multi
| false
| null | null | 0
|
BATS>IEX>NYSE>NASDAQ>EDGX
|
LMT
| 70.2
| 91
| 2.9
| 75
| -14
| 18
| 33
|
NoShort
| null |
Paused due to data glitch
|
X000472
|
2025-11-21 11:03:57
|
NVDA
|
Buy
| 7,377
| 155.06
| 1,143,877.62
| 1
| 0.191
|
High
| 6.5
| 26
| -34.9
|
BATS>EDGX>ARCA>NASDAQ>NYSE
|
TWAP
| 3
|
LMT
| 2.5
| 63
| 18
| 0.45
|
Multi
| false
| null | null | 0
|
BATS>EDGX>ARCA>NASDAQ>NYSE
|
LMT
| 16.4
| 94
| 0
| 42
| 2
| -6
| 21
| null | null |
Stable book; normal liquidity
|
X000473
|
2025-11-05 14:12:40
|
XLU
|
Buy
| 15,728
| 317.55
| 4,994,426.4
| 1.6
| 0.05
|
Ultra
| 9.3
| 29
| 14.7
|
EDGX>IEX>BATS>ARCA>NYSE
|
TWAP
| 1
|
IOC
| 3.2
| 65
| 15
| 0.62
|
Multi
| false
| null | null | 0
|
EDGX>IEX>BATS>ARCA>NYSE
|
IOC
| 7.5
| 96
| 6
| 59
| 38
| 16
| 6
|
Watchlist
| null |
High urgency from PM
|
X000474
|
2025-11-20 15:14:34
|
QQQ
|
Sell
| 14,526
| 393.99
| 5,723,098.74
| 0.8
| 0.046
|
Ultra
| 16.9
| 13
| -16.1
|
NYSE>NASDAQ>BATS>ARCA>EDGX
|
TWAP
| 2
|
LMT
| 4.7
| 66
| 26
| 0.55
|
LiqDrop
| false
| null | null | 0
|
NYSE>NASDAQ>BATS>ARCA>EDGX
|
LMT
| 97.1
| 87
| 4.4
| 106
| 22
| -25
| 28
|
NoShort
| null |
Stable book; normal liquidity
|
X000475
|
2025-12-24 10:56:27
|
TLT
|
Sell
| 41,115
| 94.91
| 3,902,224.65
| 2.9
| 0.15
|
Medium
| 7.8
| 38
| 28.7
|
BATS>IEX
|
Adaptive
| 4
|
MKT
| 4.8
| 83
| 28
| 0.59
|
LiqDrop
| true
|
LiquidityDrop
|
AlgoSwitch
| 33
|
BATS>IEX
|
MKT>LMT
| 8.5
| 91
| 0
| 168
| -3
| -39
| -22
|
PositionLimitNear
| null |
Stable book; normal liquidity
|
X000476
|
2025-12-26 15:06:38
|
XLI
|
Buy
| 1,379
| 92.5
| 127,557.5
| 2.1
| 0.063
|
High
| 8.2
| 31
| 21.2
|
IEX>BATS>EDGX>NYSE
|
VWAP
| 2
|
MKT
| 3.6
| 60
| 28
| 0.6
|
Multi
| false
| null | null | 0
|
IEX>BATS>EDGX>NYSE
|
MKT
| 13.8
| 98
| 0
| 55
| 43
| -10
| 27
| null | null |
Stable book; normal liquidity
|
X000477
|
2025-11-17 12:46:54
|
HYG
|
Buy
| 4,553
| 74.66
| 339,926.98
| 1.3
| 0.025
|
Ultra
| 9
| 10
| -5
|
NYSE>EDGX
|
POV
| 5
|
MKT
| 5.2
| 62
| 34
| 0.41
|
Slip>Thresh
| false
| null | null | 0
|
NYSE>EDGX
|
MKT
| 52.6
| 100
| 4.1
| 70
| -18
| -12
| -8
| null | null |
Paused due to data glitch
|
X000478
|
2025-11-20 11:01:08
|
MSFT
|
Sell
| 5,918
| 165.63
| 980,198.34
| 3
| 0.031
|
High
| 12.6
| 18
| -16.8
|
ARCA>EDGX>NYSE>BATS
|
VWAP
| 2
|
IOC
| 5.1
| 62
| 30
| 0.42
|
Slip>Thresh
| false
| null | null | 0
|
ARCA>EDGX>NYSE>BATS
|
IOC
| 53.3
| 87
| 0
| 44
| -11
| -22
| 12
| null | null |
Toxic prints; widened spread
|
X000479
|
2025-12-10 12:33:22
|
KO
|
Sell
| 4,535
| 177.73
| 806,005.55
| 2.1
| 0.113
|
Low
| 24.7
| 9
| 15.5
|
IEX>EDGX
|
TWAP
| 1
|
LMT
| 6.3
| 61
| 33
| 0.69
|
Slip>Thresh
| false
| null | null | 0
|
IEX>EDGX
|
LMT
| 1.3
| 96
| 14.7
| 190
| -6
| 20
| -7
|
NoShort
| null |
Toxic prints; widened spread
|
X000480
|
2025-12-26 11:20:05
|
CVX
|
Sell
| 73,507
| 210.54
| 15,476,163.78
| 1.4
| 0.436
|
Low
| 17.5
| 3
| 20
|
IEX>BATS
|
POV
| 4
|
LMT
| 7
| 102
| 27
| 0.49
|
ToxicitySpike
| false
| null | null | 0
|
IEX>BATS
|
LMT
| 3
| 86
| 0
| 50
| 33
| -35
| -4
| null |
PriceBand
|
Paused due to data glitch
|
X000481
|
2025-10-28 11:39:27
|
PFE
|
Buy
| 142,768
| 310.85
| 44,379,432.8
| 2.6
| 0.388
|
Low
| 14
| 5
| 18.7
|
NYSE>BATS>EDGX>NASDAQ
|
Adaptive
| 3
|
MKT
| 6.1
| 131
| 34
| 0.44
|
ToxicitySpike
| false
| null | null | 0
|
NYSE>BATS>EDGX>NASDAQ
|
MKT
| 3
| 97
| 0
| 290
| 23
| 1
| -1
|
Watchlist
| null |
Toxic prints; widened spread
|
X000482
|
2025-12-18 12:44:32
|
T
|
Sell
| 26,087
| 344.88
| 8,996,884.56
| 3.7
| 0.218
|
Medium
| 4.5
| 33
| -33.5
|
EDGX>NYSE>ARCA
|
VWAP
| 3
|
MKT
| 4
| 73
| 27
| 0.56
|
Slip>Thresh
| false
| null | null | 0
|
EDGX>NYSE>ARCA
|
MKT
| 81.7
| 90
| 2.8
| 84
| 26
| 14
| 35
| null | null |
High urgency from PM
|
X000483
|
2025-11-07 09:49:05
|
JNJ
|
Buy
| 23,772
| 32.24
| 766,409.28
| 4.3
| 0.087
|
Low
| 19.1
| 25
| 15.5
|
NASDAQ>IEX
|
TWAP
| 2
|
LMT
| 7
| 70
| 12
| 0.57
|
ToxicitySpike
| false
| null | null | 0
|
NASDAQ>IEX
|
LMT
| 8.8
| 98
| 1.9
| 31
| 24
| 29
| 22
| null | null |
Toxic prints; widened spread
|
X000484
|
2025-11-01 11:55:01
|
KO
|
Sell
| 5,586
| 336.88
| 1,881,811.68
| 2.5
| 0.139
|
Low
| 32.2
| 30
| 26.3
|
IEX>ARCA
|
IS
| 5
|
MKT
| 18.4
| 63
| 26
| 0.58
|
Multi
| true
|
MultiTrigger
|
OrderTypeChange
| 10
|
IEX>ARCA
|
MKT>PO
| 87.9
| 90
| 27.1
| 8
| 17
| -26
| -5
| null | null |
Toxic prints; widened spread
|
X000485
|
2025-12-11 15:10:40
|
AMD
|
Buy
| 1,437
| 125.87
| 180,875.19
| 2.1
| 0.04
|
High
| 11.9
| 20
| 30.7
|
NYSE>BATS
|
TWAP
| 1
|
LMT
| 3.5
| 60
| 13
| 0.78
|
Multi
| false
| null | null | 0
|
NYSE>BATS
|
LMT
| 59.1
| 97
| 0
| 109
| 17
| 17
| 14
| null | null |
Paused due to data glitch
|
X000486
|
2025-11-20 11:02:46
|
AMZN
|
Buy
| 2,684
| 151.84
| 407,538.56
| 1.4
| 0.123
|
Medium
| 11.4
| 25
| -10.7
|
NASDAQ>BATS>ARCA
|
TWAP
| 1
|
PO
| 3.4
| 60
| 32
| 0.51
|
Slip>Thresh
| false
| null | null | 0
|
NASDAQ>BATS>ARCA
|
PO
| 31.9
| 100
| 0
| 53
| -8
| 0
| 31
| null | null |
Toxic prints; widened spread
|
X000487
|
2025-10-29 12:58:53
|
NKE
|
Buy
| 72,841
| 54
| 3,933,414
| 2.5
| 0.338
|
Low
| 15.5
| 19
| 3.6
|
NYSE>ARCA>BATS
|
POV
| 5
|
MKT
| 9.4
| 107
| 22
| 0.7
|
LiqDrop
| false
| null | null | 0
|
NYSE>ARCA>BATS
|
MKT
| 65.3
| 85
| 0
| 84
| 59
| 7
| -27
| null | null |
Stable book; normal liquidity
|
X000488
|
2025-12-22 15:25:53
|
AAPL
|
Buy
| 102,561
| 139.54
| 14,311,361.94
| 2.3
| 0.302
|
Low
| 22.4
| 19
| 4
|
NASDAQ>IEX
|
TWAP
| 2
|
MKT
| 8.3
| 103
| 22
| 0.71
|
Slip>Thresh
| true
|
SlippageAboveThreshold
|
OrderTypeChange
| 17
|
NASDAQ>IEX
|
MKT>LMT
| 34.4
| 94
| 35.1
| 127
| 1
| -31
| 7
| null | null |
High urgency from PM
|
X000489
|
2025-11-28 09:37:13
|
XLE
|
Buy
| 28,657
| 293.11
| 8,399,653.27
| 2.5
| 0.103
|
Low
| 17.9
| 32
| 22
|
BATS>NASDAQ>EDGX
|
Adaptive
| 3
|
LMT
| 5.9
| 74
| 29
| 0.44
|
Slip>Thresh
| false
| null | null | 0
|
BATS>NASDAQ>EDGX
|
LMT
| 58
| 94
| 6.1
| 112
| 47
| 2
| -31
| null | null |
Venue switch reduced impact
|
X000490
|
2025-12-20 11:21:01
|
BA
|
Buy
| 51,465
| 333.21
| 17,148,652.65
| 2.7
| 0.171
|
Low
| 24.8
| 6
| 29.2
|
EDGX>BATS
|
TWAP
| 2
|
LMT
| 7.6
| 81
| 25
| 0.77
|
Slip>Thresh
| false
| null | null | 0
|
EDGX>BATS
|
LMT
| 15.9
| 89
| 17.6
| 188
| 51
| 6
| -39
| null | null |
High urgency from PM
|
X000491
|
2025-12-05 10:10:44
|
NVDA
|
Buy
| 6,544
| 80.02
| 523,650.88
| 1.3
| 0.169
|
Low
| 29
| 22
| 24.1
|
NYSE>ARCA>IEX
|
TWAP
| 2
|
LMT
| 8
| 62
| 16
| 0.51
|
LiqDrop
| false
| null | null | 0
|
NYSE>ARCA>IEX
|
LMT
| 75.5
| 96
| 19.2
| 77
| 25
| -13
| 16
| null | null |
Venue switch reduced impact
|
X000492
|
2025-11-22 10:28:02
|
CSCO
|
Buy
| 23,918
| 290.84
| 6,956,311.12
| 3.8
| 0.06
|
Medium
| 16.7
| 20
| 16.9
|
BATS>EDGX>NASDAQ>ARCA
|
IS
| 4
|
LMT
| 8.9
| 73
| 31
| 0.67
|
Multi
| false
| null | null | 0
|
BATS>EDGX>NASDAQ>ARCA
|
LMT
| 31.9
| 67
| 2.2
| 142
| 5
| -1
| -18
| null |
Throttle
|
Stable book; normal liquidity
|
X000493
|
2025-12-24 11:05:21
|
NKE
|
Buy
| 16,884
| 234.36
| 3,956,934.24
| 3.9
| 0.078
|
Low
| 19
| 5
| -25.5
|
ARCA>NYSE
|
VWAP
| 1
|
MKT
| 6.7
| 65
| 19
| 0.73
|
Multi
| false
| null | null | 0
|
ARCA>NYSE
|
MKT
| 20.7
| 87
| 11
| 55
| -17
| -14
| -15
| null | null |
High urgency from PM
|
X000494
|
2025-12-23 14:23:04
|
MSFT
|
Sell
| 13,149
| 305.2
| 4,013,074.8
| 3.3
| 0.07
|
Medium
| 8.4
| 7
| 10.1
|
IEX>EDGX>NASDAQ>NYSE>ARCA
|
Adaptive
| 5
|
LMT
| 4.8
| 68
| 26
| 0.44
|
Multi
| false
| null | null | 0
|
IEX>EDGX>NASDAQ>NYSE>ARCA
|
LMT
| 46.2
| 91
| 0.6
| 113
| 6
| 15
| -37
| null | null |
Paused due to data glitch
|
X000495
|
2025-12-11 12:28:23
|
JNJ
|
Buy
| 121,429
| 126.61
| 15,374,125.69
| 4.8
| 0.446
|
Low
| 7.4
| 28
| -31.1
|
IEX>ARCA>EDGX>NASDAQ
|
Adaptive
| 1
|
MKT
| 4.2
| 102
| 21
| 0.44
|
ToxicitySpike
| false
| null | null | 0
|
IEX>ARCA>EDGX>NASDAQ
|
MKT
| 6.6
| 94
| 11
| 184
| 5
| 8
| 9
| null | null |
Paused due to data glitch
|
X000496
|
2025-12-11 11:43:33
|
CVX
|
Buy
| 28,225
| 113.05
| 3,190,836.25
| 0.7
| 0.168
|
Medium
| 14.3
| 17
| 32.2
|
EDGX>ARCA>IEX
|
IS
| 5
|
LMT
| 6.5
| 78
| 28
| 0.83
|
LiqDrop
| false
| null | null | 0
|
EDGX>ARCA>IEX
|
LMT
| 59.1
| 100
| 3.9
| 34
| 13
| 19
| -7
| null | null |
Paused due to data glitch
|
X000497
|
2025-11-19 11:47:06
|
QQQ
|
Sell
| 22,515
| 415.43
| 9,353,406.45
| 0.8
| 0.071
|
Ultra
| 4.4
| 5
| -22.4
|
ARCA>IEX
|
VWAP
| 1
|
IOC
| 1.5
| 67
| 12
| 0.8
|
ToxicitySpike
| false
| null | null | 0
|
ARCA>IEX
|
IOC
| 66.7
| 86
| 1.6
| 104
| 52
| -25
| -8
|
Watchlist
| null |
Venue switch reduced impact
|
X000498
|
2025-11-26 13:32:23
|
KO
|
Buy
| 13,584
| 187.62
| 2,548,630.08
| 3.6
| 0.338
|
Low
| 24.4
| 27
| -9.3
|
EDGX>BATS>NASDAQ
|
IS
| 5
|
LMT
| 13
| 68
| 33
| 0.78
|
Slip>Thresh
| false
| null | null | 0
|
EDGX>BATS>NASDAQ
|
LMT
| 36.2
| 85
| 4.6
| 68
| 60
| 17
| -24
| null | null |
High urgency from PM
|
X000499
|
2025-12-01 11:44:17
|
HYG
|
Sell
| 32,716
| 73.69
| 2,410,842.04
| 1.6
| 0.179
|
Low
| 17.3
| 3
| -22.4
|
NASDAQ>NYSE
|
TWAP
| 1
|
LMT
| 4.5
| 71
| 33
| 0.63
|
LiqDrop
| false
| null | null | 0
|
NASDAQ>NYSE
|
LMT
| 4.9
| 88
| 5.6
| 26
| -8
| 0
| -22
| null | null |
Toxic prints; widened spread
|
X000500
|
2025-12-05 10:44:51
|
BRK.B
|
Buy
| 13,445
| 252.83
| 3,399,299.35
| 1.9
| 0.061
|
Medium
| 20
| 29
| -18.2
|
EDGX>NASDAQ>NYSE>ARCA
|
IS
| 5
|
LMT
| 9.7
| 68
| 27
| 0.4
|
Slip>Thresh
| true
|
SlippageAboveThreshold
|
AlgoSwitch
| 12
|
EDGX>NASDAQ>NYSE>ARCA
|
LMT>IOC
| 1.4
| 87
| 22.7
| 80
| 49
| -34
| 21
|
Watchlist
| null |
Stable book; normal liquidity
|
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