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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X004101 | 2025-11-09 12:08:24 | HD | Buy | 47,036 | 114.48 | 5,384,681.28 | 1.9 | 0.182 | Low | 24.1 | 30 | -25.9 | EDGX>NYSE>NASDAQ>BATS>ARCA | Adaptive | 1 | LMT | 5.5 | 76 | 28 | 0.74 | Multi | false | null | null | 0 | EDGX>NYSE>NASDAQ>BATS>ARCA | LMT | 54.7 | 90 | 18.1 | 18 | 39 | -10 | -23 | null | null | Venue switch reduced impact |
X004102 | 2025-12-18 11:26:29 | XLF | Buy | 16,769 | 80.04 | 1,342,190.76 | 2.1 | 0.046 | Medium | 24.8 | 17 | -17.9 | NASDAQ>EDGX>NYSE>IEX | TWAP | 3 | LMT | 8.3 | 68 | 27 | 0.78 | Slip>Thresh | false | null | null | 0 | NASDAQ>EDGX>NYSE>IEX | LMT | 91.4 | 91 | 5.3 | 47 | 13 | -32 | -25 | null | null | High urgency from PM |
X004103 | 2025-12-09 11:29:11 | META | Sell | 155,680 | 236.57 | 36,829,217.6 | 1.7 | 0.434 | Low | 10.7 | 28 | 8.9 | NASDAQ>BATS>EDGX>ARCA>NYSE | POV | 5 | MKT | 6.6 | 161 | 26 | 0.81 | LiqDrop | true | LiquidityDrop | VenueSwitch | 23 | NASDAQ>BATS>EDGX>ARCA>NYSE | MKT>IOC | 87.4 | 95 | 0 | 213 | 18 | 13 | 29 | null | null | Toxic prints; widened spread |
X004104 | 2025-11-18 13:38:39 | INTC | Buy | 782 | 211.84 | 165,658.88 | 1.3 | 0.037 | High | 23.4 | 5 | -33.6 | IEX>EDGX>NYSE | VWAP | 3 | LMT | 7.1 | 60 | 19 | 0.44 | Multi | false | null | null | 0 | IEX>EDGX>NYSE | LMT | 68 | 94 | 6.2 | 10 | 7 | -12 | -40 | null | null | High urgency from PM |
X004105 | 2025-11-02 13:39:04 | VZ | Buy | 15,541 | 175.96 | 2,734,594.36 | 3.2 | 0.133 | Low | 18.6 | 24 | 13.5 | NASDAQ>NYSE>EDGX>IEX>BATS | TWAP | 2 | LMT | 6.3 | 66 | 14 | 0.66 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE>EDGX>IEX>BATS | LMT | 36.6 | 91 | 17.8 | 10 | 50 | -10 | 36 | Watchlist | null | High urgency from PM |
X004106 | 2025-12-11 09:35:30 | META | Buy | 12,427 | 244.81 | 3,042,253.87 | 1.7 | 0.035 | High | 14.7 | 16 | -1.6 | IEX>EDGX | IS | 4 | LMT | 6.7 | 67 | 31 | 0.8 | Slip>Thresh | false | null | null | 0 | IEX>EDGX | LMT | 0.2 | 100 | 19 | 97 | 23 | 22 | -3 | null | PriceBand | Stable book; normal liquidity |
X004107 | 2025-11-21 09:35:14 | XOM | Sell | 13,514 | 279.62 | 3,778,784.68 | 2.7 | 0.124 | Medium | 6.2 | 18 | -25.6 | ARCA>NYSE | TWAP | 1 | LMT | 2.5 | 64 | 22 | 0.63 | Multi | false | null | null | 0 | ARCA>NYSE | LMT | 42.4 | 91 | 6.9 | 10 | 31 | -26 | -6 | null | null | Venue switch reduced impact |
X004108 | 2025-12-14 12:28:43 | TSLA | Buy | 26,848 | 132.78 | 3,564,877.44 | 1.6 | 0.083 | High | 9.7 | 14 | 15.8 | EDGX>NASDAQ>IEX | VWAP | 1 | MKT | 3.2 | 69 | 32 | 0.46 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>IEX | MKT | 78.3 | 99 | 0 | 95 | 57 | 1 | 10 | PositionLimitNear | null | Stable book; normal liquidity |
X004109 | 2025-10-28 14:50:43 | JNJ | Buy | 50,605 | 298.6 | 15,110,653 | 4.2 | 0.186 | Low | 11.1 | 7 | -34.8 | NASDAQ>EDGX>NYSE | Adaptive | 4 | MKT | 6.9 | 89 | 27 | 0.72 | Slip>Thresh | false | null | null | 0 | NASDAQ>EDGX>NYSE | MKT | 49.7 | 99 | 0 | 159 | 54 | -5 | 19 | NoShort | null | Paused due to data glitch |
X004110 | 2025-11-19 11:25:08 | XLV | Sell | 12,852 | 155.99 | 2,004,783.48 | 1.8 | 0.036 | High | 21.5 | 19 | -15.3 | BATS>ARCA | Adaptive | 2 | PO | 6.3 | 65 | 21 | 0.67 | Slip>Thresh | false | null | null | 0 | BATS>ARCA | PO | 78.3 | 95 | 0 | 32 | 7 | -31 | 15 | null | null | Stable book; normal liquidity |
X004111 | 2025-11-12 11:53:21 | XLB | Sell | 39,116 | 109.5 | 4,283,202 | 1.9 | 0.1 | Medium | 20.2 | 34 | -5.2 | NASDAQ>BATS>NYSE | IS | 4 | MKT | 10.7 | 82 | 18 | 0.43 | Multi | false | null | null | 0 | NASDAQ>BATS>NYSE | MKT | 76.8 | 89 | 17.7 | 91 | -14 | 22 | 19 | null | null | Paused due to data glitch |
X004112 | 2025-11-07 13:53:35 | MSFT | Sell | 24,855 | 207.57 | 5,159,152.35 | 2.4 | 0.132 | Low | 14.4 | 36 | -2.8 | EDGX>NYSE | TWAP | 2 | MKT | 5.9 | 70 | 17 | 0.66 | ToxicitySpike | false | null | null | 0 | EDGX>NYSE | MKT | 27.3 | 90 | 24.5 | 31 | 1 | 14 | 22 | null | null | Venue switch reduced impact |
X004113 | 2025-11-17 14:09:31 | V | Sell | 3,011 | 117.64 | 354,214.04 | 4.4 | 0.039 | Medium | 18.6 | 37 | -5.6 | IEX>NYSE>BATS>EDGX | TWAP | 1 | PO | 6.6 | 61 | 24 | 0.76 | Multi | false | null | null | 0 | IEX>NYSE>BATS>EDGX | PO | 1.7 | 98 | 6.9 | 101 | -12 | 23 | -32 | null | null | High urgency from PM |
X004114 | 2025-11-03 14:03:54 | NVDA | Buy | 17,146 | 161.77 | 2,773,708.42 | 1.6 | 0.444 | Low | 35.4 | 5 | -23 | NYSE>NASDAQ>EDGX | VWAP | 3 | LMT | 10.6 | 68 | 17 | 0.61 | Slip>Thresh | false | null | null | 0 | NYSE>NASDAQ>EDGX | LMT | 72.2 | 88 | 14.7 | 212 | 56 | -40 | 3 | null | null | Venue switch reduced impact |
X004115 | 2025-12-15 11:14:45 | LQD | Buy | 68,076 | 107.02 | 7,285,493.52 | 1.3 | 0.335 | Low | 19.9 | 29 | -9.8 | ARCA>NYSE>IEX | TWAP | 1 | PO | 5.5 | 83 | 24 | 0.84 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE>IEX | PO | 57.1 | 88 | 8.3 | 192 | 22 | -6 | -19 | null | null | Paused due to data glitch |
X004116 | 2025-11-02 14:21:50 | BAC | Buy | 18,482 | 130.82 | 2,417,815.24 | 1 | 0.05 | Ultra | 15.2 | 16 | 17.8 | NASDAQ>IEX>EDGX | IS | 4 | LMT | 6.3 | 70 | 35 | 0.77 | LiqDrop | false | null | null | 0 | NASDAQ>IEX>EDGX | LMT | 50.6 | 96 | 8.1 | 27 | 55 | 16 | 37 | NoShort | null | Paused due to data glitch |
X004117 | 2025-11-22 11:03:16 | GOOGL | Sell | 75,184 | 193.86 | 14,575,170.24 | 1.5 | 0.224 | Low | 16.9 | 15 | 24.1 | BATS>IEX>NYSE | TWAP | 2 | MKT | 6.1 | 91 | 23 | 0.78 | LiqDrop | false | null | null | 0 | BATS>IEX>NYSE | MKT | 45.3 | 88 | 0 | 70 | -20 | 18 | 23 | null | null | High urgency from PM |
X004118 | 2025-12-09 09:35:28 | BAC | Sell | 30,274 | 86.76 | 2,626,572.24 | 1.3 | 0.083 | Medium | 24.7 | 12 | 29.2 | ARCA>EDGX>BATS>NYSE | TWAP | 3 | LMT | 7.8 | 75 | 27 | 0.42 | Multi | false | null | null | 0 | ARCA>EDGX>BATS>NYSE | LMT | 92.8 | 70 | 9.2 | 43 | 34 | -28 | -28 | null | null | Paused due to data glitch |
X004119 | 2025-12-18 13:34:44 | IEF | Sell | 61,028 | 99.23 | 6,055,808.44 | 3.3 | 0.232 | Low | 19.6 | 5 | -15.9 | IEX>EDGX>NYSE>ARCA>NASDAQ | IS | 5 | PO | 11.9 | 99 | 20 | 0.44 | LiqDrop | false | null | null | 0 | IEX>EDGX>NYSE>ARCA>NASDAQ | PO | 60.4 | 94 | 24.8 | 10 | 14 | -40 | -24 | null | null | Toxic prints; widened spread |
X004120 | 2025-10-28 12:58:16 | MSFT | Buy | 27,293 | 111.12 | 3,032,798.16 | 3.7 | 0.145 | Low | 15.5 | 13 | -18.8 | BATS>EDGX>NASDAQ>IEX>ARCA | VWAP | 3 | LMT | 6.3 | 73 | 29 | 0.47 | ToxicitySpike | false | null | null | 0 | BATS>EDGX>NASDAQ>IEX>ARCA | LMT | 22.2 | 92 | 14.9 | 60 | -17 | -12 | 3 | NoShort | null | Venue switch reduced impact |
X004121 | 2025-11-07 09:35:12 | NVDA | Sell | 4,059 | 78.61 | 319,077.99 | 1.5 | 0.105 | Low | 27.8 | 29 | -21.1 | NASDAQ>BATS>ARCA>NYSE>EDGX | IS | 4 | MKT | 13.7 | 62 | 35 | 0.52 | Slip>Thresh | false | null | null | 0 | NASDAQ>BATS>ARCA>NYSE>EDGX | MKT | 73.4 | 98 | 0 | 128 | 23 | 6 | 0 | NoShort | null | High urgency from PM |
X004122 | 2025-12-21 09:35:58 | UNH | Sell | 41,370 | 51.42 | 2,127,245.4 | 2.8 | 0.182 | Low | 17.3 | 4 | 12.6 | BATS>EDGX | IS | 4 | MKT | 10.3 | 83 | 22 | 0.66 | Slip>Thresh | false | null | null | 0 | BATS>EDGX | MKT | 78.4 | 96 | 19.3 | 124 | 20 | 8 | 2 | NoShort | null | Venue switch reduced impact |
X004123 | 2025-12-14 14:05:18 | INTC | Sell | 1,324 | 251.57 | 333,078.68 | 0.6 | 0.063 | Ultra | 14 | 25 | -10 | EDGX>ARCA>IEX | Adaptive | 2 | MKT | 4.2 | 60 | 14 | 0.67 | LiqDrop | false | null | null | 0 | EDGX>ARCA>IEX | MKT | 5.7 | 87 | 3.8 | 64 | 11 | -18 | -24 | null | null | Toxic prints; widened spread |
X004124 | 2025-11-06 10:15:55 | AMD | Buy | 4,478 | 21.96 | 98,336.88 | 1.1 | 0.125 | Medium | 17.8 | 10 | 17.8 | EDGX>ARCA>BATS | IS | 5 | MKT | 9.9 | 62 | 26 | 0.41 | Multi | false | null | null | 0 | EDGX>ARCA>BATS | MKT | 79.2 | 93 | 29.5 | 100 | 20 | -40 | 15 | NoShort | PriceBand | Stable book; normal liquidity |
X004125 | 2025-12-13 15:29:11 | HD | Sell | 90,423 | 336.8 | 30,454,466.4 | 2.9 | 0.351 | Low | 11.5 | 7 | 17.2 | EDGX>ARCA | Adaptive | 2 | LMT | 4 | 98 | 14 | 0.62 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA | LMT | 37 | 87 | 8.7 | 185 | 46 | -38 | -14 | NoShort | null | Stable book; normal liquidity |
X004126 | 2025-11-23 15:36:32 | MA | Buy | 29,219 | 136.79 | 3,996,867.01 | 1.5 | 0.124 | Medium | 15.7 | 9 | -20.4 | EDGX>ARCA>NASDAQ | VWAP | 3 | PO | 5.6 | 74 | 27 | 0.72 | LiqDrop | false | null | null | 0 | EDGX>ARCA>NASDAQ | PO | 64.3 | 91 | 8.4 | 26 | 34 | 11 | -33 | null | null | Paused due to data glitch |
X004127 | 2025-11-02 12:56:20 | XLY | Sell | 45,425 | 122.59 | 5,568,650.75 | 1.3 | 0.189 | Medium | 8.2 | 3 | 28.7 | NYSE>EDGX>NASDAQ>BATS | VWAP | 1 | LMT | 2.3 | 75 | 31 | 0.75 | LiqDrop | false | null | null | 0 | NYSE>EDGX>NASDAQ>BATS | LMT | 58.4 | 89 | 12.1 | 77 | 37 | -12 | -35 | Watchlist | null | Toxic prints; widened spread |
X004128 | 2025-12-22 11:54:54 | IEF | Buy | 103,672 | 101.23 | 10,494,716.56 | 2.6 | 0.394 | Low | 5.9 | 14 | -33.7 | NASDAQ>BATS | VWAP | 1 | IOC | 2.8 | 96 | 18 | 0.58 | Slip>Thresh | false | null | null | 0 | NASDAQ>BATS | IOC | 54.2 | 91 | 0 | 97 | 31 | 11 | -30 | PositionLimitNear | null | Stable book; normal liquidity |
X004129 | 2025-11-04 09:42:53 | BA | Sell | 73,869 | 199.51 | 14,737,604.19 | 2.2 | 0.246 | Low | 8.8 | 35 | -34 | NASDAQ>NYSE | VWAP | 2 | LMT | 3.2 | 91 | 18 | 0.47 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE | LMT | 65.8 | 99 | 0 | 47 | 59 | -22 | -18 | null | null | Stable book; normal liquidity |
X004130 | 2025-11-27 15:30:14 | VZ | Sell | 5,978 | 269 | 1,608,082 | 3.9 | 0.051 | Ultra | 3.9 | 16 | 21.8 | NASDAQ>ARCA>EDGX | Adaptive | 5 | IOC | 4.3 | 63 | 19 | 0.59 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>EDGX | IOC | 49.4 | 88 | 0 | 63 | 52 | -36 | -36 | null | null | Toxic prints; widened spread |
X004131 | 2025-12-21 14:09:20 | XOM | Sell | 13,683 | 48.11 | 658,289.13 | 2.7 | 0.125 | Medium | 5 | 7 | -0.2 | NASDAQ>NYSE>EDGX>BATS>IEX | TWAP | 1 | MKT | 2.8 | 64 | 16 | 0.84 | ToxicitySpike | false | null | null | 0 | NASDAQ>NYSE>EDGX>BATS>IEX | MKT | 44.7 | 94 | 2.4 | 10 | 34 | 2 | 6 | null | null | Stable book; normal liquidity |
X004132 | 2025-11-13 12:01:49 | XOM | Buy | 64,614 | 290.79 | 18,789,105.06 | 3.3 | 0.591 | Low | 23.5 | 12 | -27.3 | BATS>NASDAQ>IEX>EDGX | POV | 5 | MKT | 13.9 | 101 | 25 | 0.52 | Slip>Thresh | false | null | null | 0 | BATS>NASDAQ>IEX>EDGX | MKT | 31.1 | 98 | 4.8 | 20 | -8 | -10 | 6 | null | null | Paused due to data glitch |
X004133 | 2025-11-15 10:57:01 | AMZN | Sell | 4,693 | 116.97 | 548,940.21 | 2.6 | 0.216 | Low | 28 | 28 | -25.4 | NASDAQ>EDGX | VWAP | 1 | LMT | 6.9 | 61 | 28 | 0.82 | Multi | false | null | null | 0 | NASDAQ>EDGX | LMT | 97.5 | 90 | 0 | 71 | 55 | 7 | -18 | null | null | Toxic prints; widened spread |
X004134 | 2025-12-24 14:40:39 | PEP | Sell | 64,531 | 211.63 | 13,656,695.53 | 3.3 | 0.204 | Low | 8.9 | 18 | -27 | NYSE>BATS>IEX>EDGX | TWAP | 3 | PO | 5 | 92 | 18 | 0.62 | Multi | false | null | null | 0 | NYSE>BATS>IEX>EDGX | PO | 51.8 | 94 | 0 | 69 | 58 | 25 | -7 | null | null | Venue switch reduced impact |
X004135 | 2025-12-07 15:55:15 | QQQ | Buy | 87,150 | 422.95 | 36,860,092.5 | 0.5 | 0.276 | Medium | 18.7 | 16 | -1.7 | NASDAQ>NYSE>IEX>ARCA>BATS | IS | 4 | LMT | 7.4 | 110 | 15 | 0.79 | ToxicitySpike | false | null | null | 0 | NASDAQ>NYSE>IEX>ARCA>BATS | LMT | 77.8 | 92 | 13.7 | 80 | 42 | 20 | 20 | PositionLimitNear | null | Toxic prints; widened spread |
X004136 | 2025-12-09 15:32:38 | NVDA | Buy | 6,070 | 174.45 | 1,058,911.5 | 1 | 0.157 | Medium | 15 | 11 | 25.2 | NASDAQ>NYSE>ARCA>IEX>BATS | IS | 4 | LMT | 6.3 | 63 | 20 | 0.56 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 30 | NASDAQ>NYSE>ARCA>IEX>BATS | LMT>IOC | 69.8 | 94 | 5.5 | 101 | -20 | -2 | -19 | null | null | Paused due to data glitch |
X004137 | 2025-11-27 09:35:30 | XLI | Sell | 1,173 | 144.18 | 169,123.14 | 1.8 | 0.054 | Medium | 38.3 | 24 | 4.6 | EDGX>ARCA>NYSE | TWAP | 3 | LMT | 12 | 60 | 22 | 0.45 | Slip>Thresh | false | null | null | 0 | EDGX>ARCA>NYSE | LMT | 78.1 | 92 | 6.7 | 69 | -2 | 14 | 19 | null | null | High urgency from PM |
X004138 | 2025-11-20 12:53:56 | BAC | Sell | 105,945 | 172.46 | 18,271,274.7 | 1 | 0.289 | Medium | 7.7 | 21 | 33.3 | ARCA>NASDAQ>NYSE>EDGX>BATS | VWAP | 1 | LMT | 2.1 | 97 | 23 | 0.83 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ>NYSE>EDGX>BATS | LMT | 27.2 | 96 | 10.3 | 81 | 30 | -26 | 29 | null | null | High urgency from PM |
X004139 | 2025-12-25 09:57:41 | AAPL | Buy | 19,366 | 297.41 | 5,759,642.06 | 2.6 | 0.057 | Medium | 20.5 | 11 | -20.2 | BATS>IEX>NASDAQ>ARCA>EDGX | POV | 4 | LMT | 8.6 | 71 | 14 | 0.66 | Multi | false | null | null | 0 | BATS>IEX>NASDAQ>ARCA>EDGX | LMT | 23.2 | 93 | 11.7 | 10 | 34 | -24 | 30 | Watchlist | null | Stable book; normal liquidity |
X004140 | 2025-12-02 12:50:32 | CSCO | Buy | 65,393 | 38.06 | 2,488,857.58 | 3.8 | 0.164 | Low | 12.8 | 22 | -24.6 | IEX>NYSE>EDGX>BATS>ARCA | TWAP | 3 | LMT | 5.9 | 92 | 23 | 0.55 | Multi | false | null | null | 0 | IEX>NYSE>EDGX>BATS>ARCA | LMT | 92.4 | 90 | 3.8 | 95 | -9 | -20 | -15 | PositionLimitNear | null | Paused due to data glitch |
X004141 | 2025-12-15 12:25:19 | NKE | Sell | 20,508 | 28.59 | 586,323.72 | 3.5 | 0.095 | Low | 16.8 | 3 | 2.7 | EDGX>IEX>BATS | TWAP | 3 | IOC | 7.9 | 70 | 25 | 0.81 | Multi | false | null | null | 0 | EDGX>IEX>BATS | IOC | 26 | 99 | 0 | 45 | 39 | 0 | -31 | null | null | Venue switch reduced impact |
X004142 | 2025-12-23 15:35:17 | CSCO | Sell | 283,345 | 310.02 | 87,842,616.9 | 3.9 | 0.711 | Low | 23.9 | 37 | -10.7 | NYSE>NASDAQ>ARCA>IEX | VWAP | 2 | MKT | 9.4 | 180 | 35 | 0.67 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ>ARCA>IEX | MKT | 17.1 | 91 | 26.2 | 111 | 57 | 22 | -24 | null | null | Venue switch reduced impact |
X004143 | 2025-12-23 09:47:09 | XOM | Sell | 47,909 | 172.04 | 8,242,264.36 | 4.1 | 0.438 | Low | 20.5 | 18 | -6.3 | BATS>ARCA | IS | 5 | LMT | 11.9 | 91 | 15 | 0.67 | LiqDrop | false | null | null | 0 | BATS>ARCA | LMT | 2.9 | 90 | 0 | 10 | 6 | 29 | -23 | NoShort | null | Venue switch reduced impact |
X004144 | 2025-10-28 15:12:47 | MSFT | Buy | 56,838 | 66.86 | 3,800,188.68 | 1.6 | 0.302 | Low | 10.3 | 31 | -4.1 | BATS>NYSE>EDGX | IS | 5 | MKT | 6.8 | 96 | 24 | 0.49 | LiqDrop | false | null | null | 0 | BATS>NYSE>EDGX | MKT | 11.1 | 97 | 11.6 | 139 | -12 | -34 | -22 | null | null | Venue switch reduced impact |
X004145 | 2025-11-03 14:47:41 | MSFT | Sell | 31,859 | 275.75 | 8,785,119.25 | 2.1 | 0.169 | Medium | 5.7 | 29 | -30.8 | IEX>NASDAQ>NYSE>BATS>EDGX | IS | 4 | LMT | 3.7 | 78 | 18 | 0.43 | Multi | false | null | null | 0 | IEX>NASDAQ>NYSE>BATS>EDGX | LMT | 39.4 | 85 | 12.1 | 85 | 39 | -8 | -31 | Watchlist | null | Paused due to data glitch |
X004146 | 2025-12-02 10:08:19 | NFLX | Buy | 6,224 | 88.21 | 549,019.04 | 4.2 | 0.059 | Low | 16.1 | 30 | -9.9 | BATS>IEX>NYSE>ARCA | IS | 5 | LMT | 10 | 64 | 13 | 0.42 | Multi | false | null | null | 0 | BATS>IEX>NYSE>ARCA | LMT | 10.6 | 89 | 18 | 45 | 31 | -12 | 4 | null | null | High urgency from PM |
X004147 | 2025-11-06 15:55:06 | HD | Buy | 39,757 | 47.99 | 1,907,938.43 | 1.7 | 0.154 | Low | 20.6 | 14 | 20.8 | IEX>NASDAQ>EDGX>BATS | VWAP | 1 | PO | 5.5 | 73 | 12 | 0.44 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ>EDGX>BATS | PO | 65 | 99 | 0 | 94 | 31 | -35 | 8 | PositionLimitNear | null | Toxic prints; widened spread |
X004148 | 2025-12-24 15:09:57 | VZ | Sell | 19,325 | 64.07 | 1,238,152.75 | 2.8 | 0.165 | Low | 18.6 | 20 | 19 | NASDAQ>ARCA>NYSE>BATS | Adaptive | 2 | PO | 6.1 | 68 | 20 | 0.53 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>NYSE>BATS | PO | 8.5 | 94 | 1.6 | 180 | 24 | 29 | 17 | Watchlist | null | Paused due to data glitch |
X004149 | 2025-12-26 12:18:07 | CSCO | Buy | 88,307 | 78.87 | 6,964,773.09 | 4.2 | 0.222 | Low | 8.3 | 38 | -18.7 | NASDAQ>ARCA>BATS>IEX | VWAP | 3 | LMT | 4.6 | 104 | 35 | 0.65 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>BATS>IEX | LMT | 13.5 | 98 | 11.8 | 200 | 1 | 8 | 30 | null | null | Stable book; normal liquidity |
X004150 | 2025-11-11 12:31:08 | XLK | Buy | 178,887 | 145.07 | 25,951,137.09 | 1.5 | 0.502 | Low | 21 | 27 | 7.2 | NASDAQ>EDGX>ARCA | IS | 4 | LMT | 9.1 | 162 | 35 | 0.73 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX>ARCA | LMT | 38 | 93 | 2.5 | 85 | -17 | -2 | 40 | null | null | Stable book; normal liquidity |
X004151 | 2025-12-23 15:41:40 | GOOGL | Sell | 7,611 | 126.67 | 964,085.37 | 1.9 | 0.023 | High | 24.1 | 37 | 25.3 | IEX>NASDAQ | TWAP | 1 | LMT | 6 | 62 | 13 | 0.5 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ | LMT | 86.3 | 98 | 4.4 | 10 | -1 | -33 | 11 | Watchlist | null | Toxic prints; widened spread |
X004152 | 2025-12-17 11:07:22 | XLI | Sell | 6,516 | 120.8 | 787,132.8 | 2.2 | 0.297 | Low | 36.7 | 21 | 16.1 | ARCA>NASDAQ>NYSE | IS | 5 | PO | 18.6 | 64 | 19 | 0.7 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ>NYSE | PO | 92 | 95 | 13.4 | 10 | 6 | -27 | -22 | null | null | Stable book; normal liquidity |
X004153 | 2025-10-28 11:45:19 | CVX | Buy | 36,254 | 218.77 | 7,931,287.58 | 1 | 0.215 | Medium | 9.8 | 28 | 19.2 | NYSE>IEX>EDGX>BATS | IS | 5 | MKT | 5.9 | 83 | 12 | 0.71 | Multi | false | null | null | 0 | NYSE>IEX>EDGX>BATS | MKT | 28.8 | 86 | 0 | 103 | 19 | -8 | -12 | NoShort | null | High urgency from PM |
X004154 | 2025-12-02 14:47:52 | VZ | Sell | 4,611 | 322.35 | 1,486,355.85 | 3.6 | 0.039 | Medium | 22.2 | 33 | -33.8 | NYSE>ARCA>BATS>EDGX>IEX | TWAP | 1 | PO | 7.1 | 61 | 12 | 0.43 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA>BATS>EDGX>IEX | PO | 70.3 | 92 | 10.6 | 68 | 1 | -39 | 21 | null | null | Stable book; normal liquidity |
X004155 | 2025-11-17 09:53:15 | INTC | Buy | 1,685 | 315.51 | 531,634.35 | 1.1 | 0.08 | Medium | 21 | 14 | -13.6 | IEX>NASDAQ | TWAP | 1 | IOC | 5.8 | 60 | 32 | 0.6 | LiqDrop | false | null | null | 0 | IEX>NASDAQ | IOC | 89.9 | 92 | 10.7 | 83 | 4 | -14 | -8 | null | PriceBand | Stable book; normal liquidity |
X004156 | 2025-11-30 13:06:21 | CSCO | Buy | 55,383 | 265.43 | 14,700,309.69 | 3.8 | 0.139 | Medium | 5.3 | 21 | -21.9 | IEX>ARCA>NYSE>EDGX | IS | 5 | LMT | 5.3 | 95 | 28 | 0.7 | Slip>Thresh | false | null | null | 0 | IEX>ARCA>NYSE>EDGX | LMT | 66 | 88 | 2 | 10 | 21 | 25 | -34 | Watchlist | null | Stable book; normal liquidity |
X004157 | 2025-12-04 13:06:38 | JNJ | Sell | 117,953 | 264.65 | 31,216,261.45 | 2.4 | 0.433 | Low | 4.3 | 18 | 32.9 | EDGX>NASDAQ | Adaptive | 3 | MKT | 3 | 118 | 20 | 0.69 | LiqDrop | false | null | null | 0 | EDGX>NASDAQ | MKT | 52.7 | 93 | 16.3 | 89 | 52 | 17 | 24 | null | null | Paused due to data glitch |
X004158 | 2025-11-15 09:35:38 | XLB | Buy | 17,070 | 297.24 | 5,073,886.8 | 1.8 | 0.043 | High | 16.3 | 24 | 4.3 | ARCA>NASDAQ>NYSE>BATS | TWAP | 3 | IOC | 6.6 | 68 | 13 | 0.61 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ>NYSE>BATS | IOC | 96 | 88 | 12.6 | 87 | 25 | 9 | -38 | null | null | High urgency from PM |
X004159 | 2025-12-10 10:59:16 | BA | Sell | 90,451 | 31.32 | 2,832,925.32 | 1.6 | 0.301 | Low | 16.5 | 18 | 8.7 | IEX>NASDAQ>EDGX>BATS | VWAP | 3 | MKT | 6.6 | 105 | 29 | 0.76 | LiqDrop | false | null | null | 0 | IEX>NASDAQ>EDGX>BATS | MKT | 85.3 | 91 | 7.4 | 22 | 15 | -3 | -21 | Watchlist | null | Toxic prints; widened spread |
X004160 | 2025-11-12 15:55:14 | MA | Buy | 15,926 | 267.7 | 4,263,390.2 | 0.7 | 0.068 | Ultra | 7.9 | 7 | -5.4 | NASDAQ>NYSE>BATS>ARCA>IEX | VWAP | 3 | MKT | 3.1 | 67 | 22 | 0.5 | ToxicitySpike | false | null | null | 0 | NASDAQ>NYSE>BATS>ARCA>IEX | MKT | 64.9 | 87 | 4 | 23 | 37 | 21 | -28 | null | null | Paused due to data glitch |
X004161 | 2025-12-21 15:13:09 | DIS | Buy | 45,100 | 239.92 | 10,820,392 | 1.1 | 0.197 | Low | 20.3 | 7 | -21.2 | EDGX>NYSE>BATS | IS | 4 | MKT | 10.1 | 85 | 22 | 0.64 | ToxicitySpike | false | null | null | 0 | EDGX>NYSE>BATS | MKT | 85.6 | 90 | 38.3 | 88 | 39 | 10 | -6 | Watchlist | null | Paused due to data glitch |
X004162 | 2025-12-09 10:50:10 | IWM | Sell | 10,296 | 194.66 | 2,004,219.36 | 1.2 | 0.014 | Ultra | 16.7 | 8 | -29.3 | EDGX>NASDAQ | TWAP | 2 | PO | 5.3 | 64 | 30 | 0.77 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ | PO | 55.5 | 98 | 9 | 93 | 27 | 17 | 39 | null | null | Toxic prints; widened spread |
X004163 | 2025-11-15 14:07:42 | NKE | Sell | 41,585 | 188.25 | 7,828,376.25 | 1.9 | 0.193 | Low | 12.9 | 7 | -13.9 | ARCA>IEX>NASDAQ>NYSE>EDGX | IS | 4 | LMT | 6.2 | 83 | 33 | 0.55 | LiqDrop | false | null | null | 0 | ARCA>IEX>NASDAQ>NYSE>EDGX | LMT | 68.1 | 99 | 14.6 | 76 | -14 | 19 | 35 | Watchlist | null | Stable book; normal liquidity |
X004164 | 2025-11-06 12:03:00 | WMT | Buy | 25,413 | 190.55 | 4,842,447.15 | 3.6 | 0.078 | Medium | 7.5 | 20 | -7.2 | IEX>NASDAQ>EDGX>ARCA>NYSE | POV | 4 | LMT | 5 | 74 | 28 | 0.69 | ToxicitySpike | false | null | null | 0 | IEX>NASDAQ>EDGX>ARCA>NYSE | LMT | 43.9 | 69 | 11.9 | 76 | 60 | 11 | 22 | null | null | High urgency from PM |
X004165 | 2025-11-29 10:04:49 | V | Buy | 7,314 | 246.69 | 1,804,290.66 | 3.1 | 0.095 | Low | 14.1 | 23 | 9.4 | EDGX>ARCA>IEX>NASDAQ>NYSE | TWAP | 3 | MKT | 7 | 63 | 25 | 0.67 | Multi | false | null | null | 0 | EDGX>ARCA>IEX>NASDAQ>NYSE | MKT | 71.8 | 87 | 0 | 73 | -20 | -32 | -36 | null | Unknown | Toxic prints; widened spread |
X004166 | 2025-12-10 15:37:51 | XLE | Sell | 21,771 | 120.72 | 2,628,195.12 | 2.5 | 0.078 | Low | 20.5 | 22 | -34.8 | IEX>ARCA | POV | 5 | LMT | 9.5 | 74 | 35 | 0.65 | Multi | false | null | null | 0 | IEX>ARCA | LMT | 85.5 | 86 | 0.2 | 10 | 32 | -13 | 7 | null | null | Venue switch reduced impact |
X004167 | 2025-11-21 10:57:04 | AAPL | Buy | 38,181 | 339.69 | 12,969,703.89 | 2.2 | 0.112 | Medium | 10.8 | 17 | -18.1 | EDGX>IEX>NASDAQ>NYSE>ARCA | IS | 5 | MKT | 7.6 | 84 | 30 | 0.52 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>NASDAQ>NYSE>ARCA | MKT | 80.8 | 88 | 17.6 | 65 | 18 | -1 | -7 | PositionLimitNear | null | Toxic prints; widened spread |
X004168 | 2025-11-13 15:27:54 | JNJ | Buy | 11,895 | 340.64 | 4,051,912.8 | 4.7 | 0.044 | High | 4.5 | 35 | -4.7 | BATS>NASDAQ>ARCA>EDGX | Adaptive | 2 | PO | 3.5 | 65 | 34 | 0.45 | Multi | false | null | null | 0 | BATS>NASDAQ>ARCA>EDGX | PO | 76.1 | 96 | 1.8 | 36 | 57 | 15 | 8 | null | null | Venue switch reduced impact |
X004169 | 2025-11-06 09:35:54 | XLY | Sell | 43,388 | 283.95 | 12,320,022.6 | 1.1 | 0.181 | Medium | 18.8 | 36 | 18.9 | ARCA>NASDAQ>IEX>EDGX>BATS | TWAP | 1 | PO | 5.1 | 75 | 25 | 0.43 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ>IEX>EDGX>BATS | PO | 65.8 | 97 | 18.8 | 48 | -6 | 26 | 35 | NoShort | null | Venue switch reduced impact |
X004170 | 2025-12-02 09:45:52 | AMZN | Buy | 6,281 | 264.28 | 1,659,942.68 | 2.6 | 0.289 | Low | 16.7 | 19 | 1.8 | NASDAQ>ARCA>EDGX | Adaptive | 3 | MKT | 6.9 | 63 | 15 | 0.52 | LiqDrop | false | null | null | 0 | NASDAQ>ARCA>EDGX | MKT | 44 | 99 | 27.4 | 10 | -5 | 30 | 40 | null | null | Toxic prints; widened spread |
X004171 | 2025-12-19 14:42:12 | MSFT | Buy | 23,859 | 143 | 3,411,837 | 3.2 | 0.127 | Low | 15.9 | 16 | -22.7 | IEX>EDGX>NYSE | VWAP | 1 | LMT | 4.6 | 68 | 18 | 0.43 | Slip>Thresh | false | null | null | 0 | IEX>EDGX>NYSE | LMT | 48.9 | 100 | 0 | 63 | 6 | -36 | 9 | null | null | Stable book; normal liquidity |
X004172 | 2025-12-17 11:34:39 | PEP | Sell | 27,146 | 296.3 | 8,043,359.8 | 5.2 | 0.086 | Low | 17 | 14 | -30 | IEX>BATS>ARCA>NYSE>NASDAQ | VWAP | 1 | LMT | 5.7 | 69 | 20 | 0.84 | Multi | false | null | null | 0 | IEX>BATS>ARCA>NYSE>NASDAQ | LMT | 6.2 | 89 | 0 | 18 | 0 | -24 | -26 | NoShort | null | Toxic prints; widened spread |
X004173 | 2025-11-02 09:44:49 | TSLA | Buy | 6,394 | 66.6 | 425,840.4 | 1.3 | 0.02 | Ultra | 17 | 34 | 0.7 | NASDAQ>NYSE>IEX>ARCA | Adaptive | 1 | LMT | 3.8 | 62 | 29 | 0.8 | Slip>Thresh | false | null | null | 0 | NASDAQ>NYSE>IEX>ARCA | LMT | 21.7 | 90 | 7.2 | 67 | 29 | 30 | -8 | null | null | Toxic prints; widened spread |
X004174 | 2025-11-20 12:10:32 | XOM | Buy | 113,126 | 261.41 | 29,572,267.66 | 2.8 | 1.035 | Low | 5.9 | 33 | 31.3 | IEX>NYSE>EDGX>ARCA | IS | 4 | LMT | 4.7 | 125 | 18 | 0.62 | Multi | false | null | null | 0 | IEX>NYSE>EDGX>ARCA | LMT | 45.9 | 98 | 19.6 | 128 | 40 | -18 | 1 | Watchlist | null | Stable book; normal liquidity |
X004175 | 2025-10-28 12:53:56 | XLE | Sell | 19,128 | 138.96 | 2,658,026.88 | 3.4 | 0.069 | Low | 17.4 | 13 | 16.9 | NASDAQ>EDGX>BATS>IEX>NYSE | VWAP | 1 | IOC | 5.8 | 66 | 35 | 0.42 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX>BATS>IEX>NYSE | IOC | 32.9 | 93 | 19.6 | 57 | -4 | 3 | -12 | null | null | Venue switch reduced impact |
X004176 | 2025-10-27 11:46:31 | INTC | Sell | 953 | 300.75 | 286,614.75 | 0.9 | 0.045 | High | 27 | 20 | 19.1 | BATS>IEX | IS | 4 | LMT | 10.6 | 60 | 12 | 0.54 | Multi | false | null | null | 0 | BATS>IEX | LMT | 57.9 | 100 | 4.2 | 40 | 22 | 14 | 27 | null | null | High urgency from PM |
X004177 | 2025-11-26 14:05:17 | META | Sell | 66,991 | 357.14 | 23,925,165.74 | 1.2 | 0.187 | Medium | 16.3 | 17 | 31.8 | BATS>NYSE>IEX>NASDAQ | TWAP | 2 | LMT | 4.8 | 88 | 14 | 0.51 | Slip>Thresh | false | null | null | 0 | BATS>NYSE>IEX>NASDAQ | LMT | 90.9 | 90 | 2.9 | 38 | 48 | -40 | -38 | null | null | Paused due to data glitch |
X004178 | 2025-12-21 10:46:28 | META | Sell | 16,623 | 347.11 | 5,770,009.53 | 1.6 | 0.046 | Ultra | 5.3 | 34 | -8.1 | BATS>NYSE>ARCA>NASDAQ>EDGX | IS | 5 | LMT | 3.5 | 70 | 16 | 0.78 | LiqDrop | false | null | null | 0 | BATS>NYSE>ARCA>NASDAQ>EDGX | LMT | 81.5 | 96 | 0.1 | 10 | 28 | 16 | -36 | PositionLimitNear | null | Paused due to data glitch |
X004179 | 2025-12-02 12:07:49 | HD | Buy | 8,796 | 149.53 | 1,315,265.88 | 1.9 | 0.034 | High | 13.7 | 5 | -32.3 | EDGX>BATS | VWAP | 3 | MKT | 5.8 | 64 | 21 | 0.73 | Slip>Thresh | false | null | null | 0 | EDGX>BATS | MKT | 25.1 | 87 | 0 | 49 | 42 | -34 | -9 | null | null | Toxic prints; widened spread |
X004180 | 2025-12-08 13:23:47 | SPY | Buy | 152,942 | 482.35 | 73,771,573.7 | 1.4 | 0.207 | Low | 20.1 | 8 | -27.5 | EDGX>NASDAQ>IEX | POV | 4 | LMT | 7.8 | 147 | 31 | 0.65 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ>IEX | LMT | 37.3 | 100 | 0 | 100 | 54 | -12 | -2 | PositionLimitNear | null | Stable book; normal liquidity |
X004181 | 2025-11-19 10:39:39 | BRK.B | Buy | 72,305 | 164.5 | 11,894,172.5 | 1.5 | 0.329 | Low | 23.8 | 32 | -31.6 | ARCA>EDGX | VWAP | 2 | LMT | 6.5 | 90 | 20 | 0.57 | LiqDrop | false | null | null | 0 | ARCA>EDGX | LMT | 90.5 | 71 | 9.7 | 70 | -6 | 16 | 5 | NoShort | null | Stable book; normal liquidity |
X004182 | 2025-12-02 09:35:42 | XLF | Sell | 206,011 | 307.31 | 63,309,240.41 | 2.4 | 0.563 | Low | 4.2 | 27 | -28.9 | EDGX>NYSE>BATS>ARCA>NASDAQ | POV | 2 | PO | 2.8 | 147 | 31 | 0.58 | Slip>Thresh | false | null | null | 0 | EDGX>NYSE>BATS>ARCA>NASDAQ | PO | 15.5 | 86 | 24.2 | 63 | 13 | -36 | 9 | Watchlist | null | High urgency from PM |
X004183 | 2025-12-19 13:34:53 | NKE | Sell | 9,083 | 168.31 | 1,528,759.73 | 3.6 | 0.042 | Ultra | 3.4 | 31 | -33.2 | BATS>NYSE | VWAP | 3 | MKT | 3.5 | 64 | 20 | 0.46 | LiqDrop | false | null | null | 0 | BATS>NYSE | MKT | 47.6 | 98 | 2.3 | 79 | 26 | -11 | -22 | null | null | High urgency from PM |
X004184 | 2025-11-18 10:21:19 | BAC | Buy | 29,357 | 205.37 | 6,029,047.09 | 1.2 | 0.08 | High | 15.1 | 18 | -16.9 | BATS>IEX>ARCA>NASDAQ>NYSE | VWAP | 2 | MKT | 5.1 | 72 | 30 | 0.56 | Slip>Thresh | false | null | null | 0 | BATS>IEX>ARCA>NASDAQ>NYSE | MKT | 32 | 95 | 1.6 | 55 | -1 | -23 | -23 | null | null | High urgency from PM |
X004185 | 2025-11-30 10:36:18 | IEF | Sell | 78,832 | 98.36 | 7,753,915.52 | 1.9 | 0.299 | Low | 12.9 | 24 | -23.2 | ARCA>EDGX>NASDAQ>IEX | IS | 4 | MKT | 7.6 | 105 | 13 | 0.59 | ToxicitySpike | false | null | null | 0 | ARCA>EDGX>NASDAQ>IEX | MKT | 62.3 | 85 | 0 | 64 | 0 | 7 | 21 | null | null | High urgency from PM |
X004186 | 2025-12-16 09:35:11 | CSCO | Buy | 29,518 | 54.09 | 1,596,628.62 | 2.9 | 0.074 | Low | 22.4 | 4 | -30.3 | EDGX>NYSE>IEX | TWAP | 2 | MKT | 8.6 | 72 | 27 | 0.46 | Multi | false | null | null | 0 | EDGX>NYSE>IEX | MKT | 85.3 | 95 | 8.7 | 26 | 43 | 0 | 28 | null | null | Venue switch reduced impact |
X004187 | 2025-11-04 10:55:26 | PFE | Buy | 78,936 | 189.08 | 14,925,218.88 | 3.1 | 0.214 | Low | 7.3 | 17 | -15.8 | EDGX>NYSE | POV | 5 | MKT | 6.2 | 111 | 21 | 0.41 | Multi | false | null | null | 0 | EDGX>NYSE | MKT | 48.6 | 91 | 3.6 | 40 | 31 | 17 | 38 | NoShort | null | Venue switch reduced impact |
X004188 | 2025-12-22 12:22:59 | AMD | Buy | 2,059 | 284.47 | 585,723.73 | 1.1 | 0.057 | Medium | 36.2 | 35 | -9.6 | NYSE>NASDAQ>EDGX | Adaptive | 5 | LMT | 12.2 | 61 | 17 | 0.54 | LiqDrop | false | null | null | 0 | NYSE>NASDAQ>EDGX | LMT | 14.6 | 95 | 10.6 | 64 | -5 | 16 | 38 | Watchlist | null | High urgency from PM |
X004189 | 2025-11-06 12:35:59 | PFE | Sell | 31,744 | 119.84 | 3,804,200.96 | 2.9 | 0.086 | Medium | 15.3 | 18 | 21 | EDGX>BATS>NYSE>ARCA | TWAP | 3 | LMT | 6 | 75 | 33 | 0.65 | Slip>Thresh | false | null | null | 0 | EDGX>BATS>NYSE>ARCA | LMT | 81.2 | 61 | 9 | 24 | 31 | -19 | 4 | null | null | Stable book; normal liquidity |
X004190 | 2025-11-29 13:33:00 | INTC | Buy | 1,865 | 237.63 | 443,179.95 | 0.6 | 0.089 | High | 22.1 | 3 | 12.1 | BATS>NYSE | POV | 5 | IOC | 10.1 | 61 | 33 | 0.52 | Multi | false | null | null | 0 | BATS>NYSE | IOC | 57.4 | 88 | 12.6 | 17 | 16 | 21 | -28 | null | null | Venue switch reduced impact |
X004191 | 2025-12-19 10:22:13 | QQQ | Buy | 8,992 | 403.71 | 3,630,160.32 | 0.9 | 0.029 | Ultra | 16.1 | 31 | -5.2 | EDGX>ARCA>NASDAQ>NYSE | TWAP | 3 | LMT | 5.1 | 64 | 12 | 0.54 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 24 | EDGX>ARCA>NASDAQ>NYSE | LMT>IOC | 95.8 | 99 | 6.5 | 94 | -7 | -6 | -2 | Watchlist | null | Venue switch reduced impact |
X004192 | 2025-12-07 10:19:37 | AAPL | Sell | 66,147 | 64.95 | 4,296,247.65 | 2.8 | 0.195 | Low | 8 | 25 | -31.1 | NASDAQ>ARCA | Adaptive | 4 | MKT | 4.8 | 98 | 17 | 0.71 | ToxicitySpike | false | null | null | 0 | NASDAQ>ARCA | MKT | 16.1 | 95 | 0.6 | 116 | 24 | -9 | 24 | null | null | Venue switch reduced impact |
X004193 | 2025-11-07 09:35:44 | META | Buy | 69,887 | 330.56 | 23,101,846.72 | 1.6 | 0.195 | Low | 18.9 | 19 | 32 | NYSE>NASDAQ | POV | 4 | MKT | 9.1 | 100 | 20 | 0.84 | Slip>Thresh | false | null | null | 0 | NYSE>NASDAQ | MKT | 93 | 94 | 0 | 100 | -3 | 26 | -2 | null | null | High urgency from PM |
X004194 | 2025-11-22 15:44:37 | MA | Buy | 9,315 | 166.24 | 1,548,525.6 | 1 | 0.04 | Ultra | 19.6 | 26 | 25.6 | BATS>IEX>NASDAQ>NYSE | IS | 5 | MKT | 10.7 | 66 | 31 | 0.77 | LiqDrop | false | null | null | 0 | BATS>IEX>NASDAQ>NYSE | MKT | 51.6 | 98 | 7.3 | 31 | 8 | 7 | -35 | null | null | Toxic prints; widened spread |
X004195 | 2025-12-08 11:11:06 | BA | Sell | 46,098 | 351.22 | 16,190,539.56 | 2.9 | 0.154 | Low | 15.1 | 28 | 32.5 | NYSE>NASDAQ>BATS>IEX>ARCA | IS | 5 | LMT | 8.6 | 89 | 21 | 0.46 | LiqDrop | false | null | null | 0 | NYSE>NASDAQ>BATS>IEX>ARCA | LMT | 1.1 | 98 | 6.8 | 87 | 34 | 10 | 30 | null | null | High urgency from PM |
X004196 | 2025-11-07 14:19:33 | V | Sell | 13,650 | 137.81 | 1,881,106.5 | 3.1 | 0.178 | Low | 14.5 | 6 | -28 | ARCA>NYSE | IS | 4 | IOC | 8.9 | 67 | 12 | 0.81 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 12 | ARCA>NYSE | IOC>LMT | 63.8 | 92 | 23.4 | 113 | -20 | 22 | 26 | NoShort | null | High urgency from PM |
X004197 | 2025-12-07 12:56:19 | JNJ | Buy | 69,896 | 276.55 | 19,329,738.8 | 3.8 | 0.257 | Low | 6.6 | 19 | -8 | ARCA>NYSE>IEX>EDGX>NASDAQ | IS | 5 | LMT | 5.9 | 105 | 21 | 0.62 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE>IEX>EDGX>NASDAQ | LMT | 20.9 | 88 | 0 | 20 | -18 | 6 | 26 | PositionLimitNear | null | Stable book; normal liquidity |
X004198 | 2025-12-17 09:35:22 | V | Sell | 11,615 | 218.61 | 2,539,155.15 | 4.7 | 0.151 | Low | 33.8 | 35 | 27.6 | ARCA>NASDAQ>NYSE>BATS>EDGX | IS | 4 | PO | 17.6 | 66 | 15 | 0.51 | LiqDrop | false | null | null | 0 | ARCA>NASDAQ>NYSE>BATS>EDGX | PO | 25.5 | 96 | 27.4 | 10 | 48 | -9 | 11 | null | null | Stable book; normal liquidity |
X004199 | 2025-11-25 09:46:23 | XLB | Buy | 8,425 | 344.59 | 2,903,170.75 | 1.6 | 0.021 | Ultra | 4.3 | 13 | -4.1 | ARCA>EDGX>IEX>BATS | Adaptive | 1 | LMT | 1.5 | 62 | 16 | 0.76 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX>IEX>BATS | LMT | 90.4 | 93 | 1.8 | 81 | 58 | 21 | 35 | null | null | Venue switch reduced impact |
X004200 | 2025-12-26 15:40:27 | INTC | Buy | 1,505 | 111.28 | 167,476.4 | 0.6 | 0.072 | Ultra | 14.1 | 28 | -7.9 | BATS>NASDAQ | VWAP | 2 | LMT | 3.7 | 60 | 28 | 0.84 | Multi | false | null | null | 0 | BATS>NASDAQ | LMT | 55.2 | 98 | 2.7 | 71 | 41 | -24 | -24 | null | null | Toxic prints; widened spread |
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