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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X004501 | 2025-11-21 13:33:01 | MSFT | Sell | 23,135 | 114.42 | 2,647,106.7 | 2.7 | 0.123 | Medium | 8.6 | 7 | -15.2 | NASDAQ>NYSE | TWAP | 3 | LMT | 4 | 71 | 18 | 0.43 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE | LMT | 55.2 | 99 | 0 | 10 | 28 | -29 | -21 | Watchlist | null | High urgency from PM |
X004502 | 2025-12-24 11:53:53 | KO | Buy | 7,709 | 284.31 | 2,191,745.79 | 1.7 | 0.192 | Low | 21 | 8 | -20.7 | NASDAQ>EDGX>IEX | VWAP | 2 | LMT | 5.9 | 63 | 12 | 0.82 | Multi | false | null | null | 0 | NASDAQ>EDGX>IEX | LMT | 16.2 | 91 | 8.7 | 48 | 49 | -28 | 2 | null | null | Venue switch reduced impact |
X004503 | 2025-11-17 14:00:39 | XLF | Buy | 12,745 | 311.68 | 3,972,361.6 | 3.9 | 0.035 | Medium | 20.4 | 14 | 31 | IEX>EDGX>ARCA>BATS>NASDAQ | IS | 4 | MKT | 12.6 | 67 | 12 | 0.57 | LiqDrop | false | null | null | 0 | IEX>EDGX>ARCA>BATS>NASDAQ | MKT | 5.1 | 93 | 0.4 | 57 | 16 | -2 | 1 | null | null | Stable book; normal liquidity |
X004504 | 2025-12-09 14:21:58 | PFE | Sell | 736,174 | 94.26 | 69,391,761.24 | 2.3 | 2 | Low | 3 | 17 | -12.4 | BATS>NYSE | VWAP | 1 | LMT | 2.1 | 200 | 23 | 0.49 | LiqDrop | false | null | null | 0 | BATS>NYSE | LMT | 32.2 | 87 | 0 | 322 | 33 | 14 | -12 | NoShort | null | Paused due to data glitch |
X004505 | 2025-11-07 09:35:32 | XLE | Sell | 36,200 | 347.46 | 12,578,052 | 2.8 | 0.13 | Medium | 4.8 | 29 | -23.6 | ARCA>EDGX>NASDAQ | IS | 4 | MKT | 4.7 | 80 | 34 | 0.45 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX>NASDAQ | MKT | 99.7 | 89 | 10.6 | 97 | 1 | -24 | 1 | PositionLimitNear | Unknown | High urgency from PM |
X004506 | 2025-11-24 10:34:55 | IEF | Buy | 3,224 | 93.3 | 300,799.2 | 3.3 | 0.012 | Ultra | 15.1 | 3 | -26.8 | EDGX>IEX>ARCA>NASDAQ | TWAP | 3 | LMT | 6.2 | 61 | 24 | 0.55 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>ARCA>NASDAQ | LMT | 42.5 | 89 | 4 | 74 | 8 | 16 | -28 | null | null | Venue switch reduced impact |
X004507 | 2025-11-18 15:31:05 | KO | Buy | 1,889 | 334.57 | 632,002.73 | 3.1 | 0.047 | Low | 31.1 | 33 | 7.1 | ARCA>BATS>NYSE | VWAP | 1 | IOC | 8.9 | 60 | 19 | 0.58 | Slip>Thresh | false | null | null | 0 | ARCA>BATS>NYSE | IOC | 81.5 | 100 | 2.5 | 83 | 37 | 13 | -3 | null | null | Paused due to data glitch |
X004508 | 2025-11-11 14:15:41 | META | Sell | 90,283 | 317.57 | 28,671,172.31 | 1.5 | 0.252 | Low | 18.2 | 8 | 1 | NASDAQ>ARCA>BATS | Adaptive | 5 | LMT | 6.8 | 118 | 22 | 0.68 | ToxicitySpike | false | null | null | 0 | NASDAQ>ARCA>BATS | LMT | 19.1 | 90 | 0 | 139 | 13 | -34 | -38 | null | null | Stable book; normal liquidity |
X004509 | 2025-12-11 12:47:38 | BAC | Buy | 178,222 | 154.6 | 27,553,121.2 | 1.6 | 0.486 | Low | 21 | 13 | 27 | EDGX>IEX>BATS>NYSE | Adaptive | 2 | PO | 6.2 | 135 | 27 | 0.51 | LiqDrop | false | null | null | 0 | EDGX>IEX>BATS>NYSE | PO | 67.6 | 98 | 21.6 | 35 | 2 | -35 | -35 | Watchlist | null | Paused due to data glitch |
X004510 | 2025-11-04 13:11:51 | DIS | Buy | 94,096 | 96.1 | 9,042,625.6 | 2.3 | 0.411 | Medium | 3.6 | 39 | -0.2 | ARCA>NYSE | Adaptive | 1 | LMT | 1.7 | 92 | 20 | 0.64 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE | LMT | 64 | 90 | 9.6 | 203 | 39 | -32 | -6 | null | Throttle | High urgency from PM |
X004511 | 2025-12-04 13:45:30 | HYG | Buy | 17,289 | 77.23 | 1,335,229.47 | 1.9 | 0.095 | High | 6.7 | 16 | -10.8 | NYSE>ARCA>EDGX>NASDAQ | TWAP | 3 | MKT | 3.7 | 68 | 32 | 0.64 | Multi | false | null | null | 0 | NYSE>ARCA>EDGX>NASDAQ | MKT | 33.5 | 97 | 3.6 | 45 | -4 | -7 | 14 | null | null | Stable book; normal liquidity |
X004512 | 2025-12-02 10:23:43 | NFLX | Sell | 10,507 | 94.17 | 989,444.19 | 3.1 | 0.1 | Low | 16.1 | 17 | -30.2 | NASDAQ>NYSE>IEX>EDGX | VWAP | 3 | LMT | 6.1 | 65 | 34 | 0.44 | Multi | false | null | null | 0 | NASDAQ>NYSE>IEX>EDGX | LMT | 38.5 | 99 | 0 | 21 | 47 | 12 | 28 | null | null | High urgency from PM |
X004513 | 2025-12-23 15:21:30 | CSCO | Sell | 14,396 | 158.92 | 2,287,812.32 | 3.7 | 0.036 | Medium | 12.7 | 34 | -16.6 | ARCA>EDGX>IEX>NYSE>BATS | TWAP | 1 | LMT | 4.4 | 65 | 29 | 0.4 | LiqDrop | false | null | null | 0 | ARCA>EDGX>IEX>NYSE>BATS | LMT | 97.8 | 88 | 0 | 74 | 26 | 7 | -40 | null | null | Toxic prints; widened spread |
X004514 | 2025-12-05 11:38:05 | TSLA | Buy | 47,197 | 349.04 | 16,473,640.88 | 1.6 | 0.147 | Low | 19 | 9 | 6.9 | IEX>NYSE>NASDAQ>ARCA>EDGX | Adaptive | 3 | MKT | 7 | 83 | 33 | 0.61 | Slip>Thresh | false | null | null | 0 | IEX>NYSE>NASDAQ>ARCA>EDGX | MKT | 55.8 | 95 | 6.8 | 29 | 35 | 2 | 15 | PositionLimitNear | null | High urgency from PM |
X004515 | 2025-12-05 12:44:53 | LQD | Sell | 18,260 | 114.67 | 2,093,874.2 | 1 | 0.09 | Ultra | 4 | 14 | 21.8 | IEX>NYSE | TWAP | 2 | MKT | 1.9 | 67 | 18 | 0.62 | Slip>Thresh | false | null | null | 0 | IEX>NYSE | MKT | 27.9 | 89 | 4.4 | 55 | 17 | 15 | 17 | NoShort | null | Paused due to data glitch |
X004516 | 2025-12-05 09:54:30 | XOM | Buy | 35,111 | 20.64 | 724,691.04 | 3 | 0.321 | Low | 10 | 16 | -17.3 | EDGX>NASDAQ>ARCA | Adaptive | 4 | MKT | 5.7 | 80 | 25 | 0.48 | LiqDrop | false | null | null | 0 | EDGX>NASDAQ>ARCA | MKT | 67.9 | 92 | 11.9 | 61 | -7 | -39 | 21 | null | null | Toxic prints; widened spread |
X004517 | 2025-11-23 15:42:34 | XLU | Buy | 16,434 | 148.36 | 2,438,148.24 | 1.1 | 0.053 | Ultra | 13.3 | 20 | 25 | ARCA>IEX>EDGX>NYSE>BATS | TWAP | 3 | LMT | 4.4 | 68 | 31 | 0.6 | LiqDrop | false | null | null | 0 | ARCA>IEX>EDGX>NYSE>BATS | LMT | 40.7 | 87 | 2.6 | 97 | 45 | 15 | -19 | Watchlist | null | Stable book; normal liquidity |
X004518 | 2025-12-05 11:18:01 | META | Sell | 27,749 | 20.56 | 570,519.44 | 1 | 0.077 | Ultra | 9.8 | 38 | 33.4 | BATS>EDGX>IEX | VWAP | 1 | MKT | 3 | 69 | 26 | 0.82 | Multi | false | null | null | 0 | BATS>EDGX>IEX | MKT | 4.9 | 93 | 3 | 107 | 56 | 26 | -5 | NoShort | null | High urgency from PM |
X004519 | 2025-11-15 13:27:39 | UNH | Buy | 10,991 | 199.35 | 2,191,055.85 | 1.5 | 0.048 | High | 14.7 | 30 | 34.9 | BATS>IEX>NASDAQ | TWAP | 2 | MKT | 5.4 | 64 | 16 | 0.67 | Slip>Thresh | false | null | null | 0 | BATS>IEX>NASDAQ | MKT | 97.1 | 87 | 12.8 | 81 | 51 | 21 | -30 | null | null | Toxic prints; widened spread |
X004520 | 2025-11-27 13:05:29 | SPY | Sell | 57,706 | 481.48 | 27,784,284.88 | 0.9 | 0.078 | High | 12.4 | 34 | 12.5 | ARCA>NYSE>BATS>IEX>EDGX | TWAP | 3 | IOC | 4.7 | 88 | 23 | 0.81 | LiqDrop | false | null | null | 0 | ARCA>NYSE>BATS>IEX>EDGX | IOC | 34.5 | 94 | 0 | 58 | 20 | -25 | -5 | null | null | Stable book; normal liquidity |
X004521 | 2025-11-05 14:21:21 | PFE | Sell | 95,863 | 111.32 | 10,671,469.16 | 3.2 | 0.26 | Low | 19.6 | 31 | -14.4 | IEX>NASDAQ>BATS>ARCA>EDGX | IS | 4 | MKT | 11.7 | 115 | 28 | 0.45 | ToxicitySpike | false | null | null | 0 | IEX>NASDAQ>BATS>ARCA>EDGX | MKT | 15.6 | 86 | 9.5 | 66 | 12 | 27 | -31 | null | null | High urgency from PM |
X004522 | 2025-12-24 14:49:39 | BRK.B | Buy | 6,229 | 179.03 | 1,115,177.87 | 1.8 | 0.028 | High | 17.1 | 25 | 18.6 | ARCA>EDGX | POV | 4 | MKT | 8.4 | 63 | 27 | 0.75 | LiqDrop | false | null | null | 0 | ARCA>EDGX | MKT | 27 | 94 | 0 | 25 | 42 | -5 | 12 | null | null | Venue switch reduced impact |
X004523 | 2025-11-27 13:31:50 | IWM | Buy | 126,660 | 200.89 | 25,444,727.4 | 1.5 | 0.175 | Medium | 14.5 | 18 | -3.6 | BATS>NYSE>ARCA>NASDAQ>EDGX | TWAP | 3 | IOC | 5.9 | 123 | 27 | 0.65 | LiqDrop | false | null | null | 0 | BATS>NYSE>ARCA>NASDAQ>EDGX | IOC | 24.2 | 99 | 15.5 | 61 | 56 | -16 | 7 | null | null | Stable book; normal liquidity |
X004524 | 2025-12-19 12:42:07 | META | Sell | 12,558 | 52.12 | 654,522.96 | 1.3 | 0.035 | Ultra | 15.6 | 12 | -1.3 | NYSE>ARCA>NASDAQ>IEX | POV | 4 | LMT | 6.1 | 67 | 13 | 0.76 | ToxicitySpike | false | null | null | 0 | NYSE>ARCA>NASDAQ>IEX | LMT | 69.2 | 92 | 7.2 | 59 | 9 | -28 | 10 | null | null | Venue switch reduced impact |
X004525 | 2025-12-22 09:35:52 | XLB | Sell | 70,531 | 27.28 | 1,924,085.68 | 2.4 | 0.18 | Low | 18.3 | 8 | -4.3 | BATS>NYSE>EDGX>NASDAQ>IEX | Adaptive | 3 | MKT | 7.2 | 95 | 16 | 0.43 | Slip>Thresh | false | null | null | 0 | BATS>NYSE>EDGX>NASDAQ>IEX | MKT | 97.4 | 95 | 0 | 169 | 54 | -25 | 14 | null | null | Toxic prints; widened spread |
X004526 | 2025-10-28 11:48:14 | SPY | Sell | 156,957 | 497.15 | 78,031,172.55 | 1.3 | 0.212 | Low | 20.1 | 4 | 28 | ARCA>NYSE | TWAP | 3 | IOC | 7.6 | 138 | 28 | 0.71 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 12 | ARCA>NYSE | IOC>PO | 62.4 | 94 | 28 | 141 | -18 | 6 | -27 | NoShort | null | High urgency from PM |
X004527 | 2025-12-23 15:19:53 | LQD | Sell | 6,129 | 112.65 | 690,431.85 | 0.8 | 0.03 | Ultra | 9.6 | 10 | 13.1 | IEX>NYSE | IS | 5 | MKT | 5.5 | 63 | 17 | 0.55 | LiqDrop | false | null | null | 0 | IEX>NYSE | MKT | 65.2 | 86 | 13.6 | 82 | 40 | -4 | -29 | NoShort | null | Venue switch reduced impact |
X004528 | 2025-11-24 14:05:49 | XLY | Buy | 57,186 | 260.73 | 14,910,105.78 | 1.2 | 0.238 | Low | 16.9 | 6 | -7.2 | NYSE>NASDAQ>ARCA | TWAP | 2 | MKT | 6 | 84 | 17 | 0.83 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ>ARCA | MKT | 34.9 | 90 | 0 | 10 | 51 | 12 | -18 | null | null | Venue switch reduced impact |
X004529 | 2025-10-29 15:55:13 | XLB | Sell | 46,001 | 286.35 | 13,172,386.35 | 1.3 | 0.117 | High | 7.1 | 19 | -15.7 | IEX>NYSE>NASDAQ | VWAP | 3 | MKT | 3.2 | 83 | 18 | 0.51 | ToxicitySpike | false | null | null | 0 | IEX>NYSE>NASDAQ | MKT | 38.6 | 86 | 12.7 | 115 | -6 | 4 | -6 | null | null | Toxic prints; widened spread |
X004530 | 2025-12-04 12:49:05 | T | Sell | 39,253 | 78.98 | 3,100,201.94 | 3 | 0.327 | Medium | 3.2 | 27 | -11.8 | NASDAQ>EDGX>NYSE>BATS | TWAP | 3 | LMT | 2.7 | 79 | 34 | 0.44 | Slip>Thresh | false | null | null | 0 | NASDAQ>EDGX>NYSE>BATS | LMT | 99.9 | 88 | 0.4 | 43 | 37 | 22 | -3 | null | null | Stable book; normal liquidity |
X004531 | 2025-11-16 09:35:00 | HYG | Sell | 13,867 | 73.85 | 1,024,077.95 | 1.6 | 0.076 | High | 12.8 | 29 | 10.7 | NYSE>BATS>EDGX>ARCA | TWAP | 1 | PO | 3.9 | 64 | 14 | 0.57 | ToxicitySpike | false | null | null | 0 | NYSE>BATS>EDGX>ARCA | PO | 28.9 | 97 | 3 | 30 | 40 | -33 | 1 | PositionLimitNear | null | High urgency from PM |
X004532 | 2025-11-23 15:49:27 | BA | Sell | 114,290 | 48.47 | 5,539,636.3 | 2.4 | 0.381 | Low | 20.4 | 8 | -5 | ARCA>NASDAQ>EDGX>IEX>NYSE | Adaptive | 2 | LMT | 5.8 | 108 | 20 | 0.78 | ToxicitySpike | false | null | null | 0 | ARCA>NASDAQ>EDGX>IEX>NYSE | LMT | 41.3 | 67 | 2.6 | 179 | 33 | -15 | -39 | null | null | Paused due to data glitch |
X004533 | 2025-11-12 13:10:04 | GOOGL | Buy | 81,588 | 157.45 | 12,846,030.6 | 1.5 | 0.243 | Medium | 10.2 | 4 | -17.1 | IEX>EDGX>BATS | Adaptive | 4 | LMT | 3.9 | 106 | 32 | 0.66 | ToxicitySpike | false | null | null | 0 | IEX>EDGX>BATS | LMT | 72.1 | 68 | 11.2 | 199 | -18 | -17 | -18 | null | null | Venue switch reduced impact |
X004534 | 2025-11-25 13:31:00 | PFE | Buy | 24,149 | 115 | 2,777,135 | 3.2 | 0.066 | High | 5.3 | 29 | -28.6 | EDGX>IEX>NYSE | VWAP | 2 | LMT | 2.8 | 70 | 25 | 0.77 | Multi | false | null | null | 0 | EDGX>IEX>NYSE | LMT | 16.8 | 91 | 7.5 | 50 | -18 | 18 | 34 | null | null | Stable book; normal liquidity |
X004535 | 2025-12-04 14:48:48 | KO | Sell | 5,056 | 333.68 | 1,687,086.08 | 3.8 | 0.126 | Low | 13.3 | 17 | -12.3 | EDGX>ARCA | IS | 4 | MKT | 9.4 | 62 | 14 | 0.46 | LiqDrop | false | null | null | 0 | EDGX>ARCA | MKT | 87.4 | 89 | 30.7 | 25 | -11 | -34 | -38 | null | null | Stable book; normal liquidity |
X004536 | 2025-11-24 15:50:07 | HYG | Buy | 25,491 | 77.01 | 1,963,061.91 | 1.5 | 0.14 | High | 5.6 | 11 | 31.2 | BATS>IEX>ARCA>NASDAQ | Adaptive | 3 | MKT | 2.7 | 72 | 34 | 0.67 | Slip>Thresh | false | null | null | 0 | BATS>IEX>ARCA>NASDAQ | MKT | 87.2 | 96 | 7.6 | 114 | 31 | -10 | -23 | NoShort | null | Venue switch reduced impact |
X004537 | 2025-12-11 09:35:57 | XLE | Buy | 4,904 | 27.57 | 135,203.28 | 2.5 | 0.018 | Ultra | 18 | 39 | 31.3 | NYSE>EDGX>IEX>BATS>ARCA | Adaptive | 5 | LMT | 7.3 | 63 | 15 | 0.66 | Multi | false | null | null | 0 | NYSE>EDGX>IEX>BATS>ARCA | LMT | 55 | 93 | 7.9 | 80 | 35 | -37 | 39 | null | null | Toxic prints; widened spread |
X004538 | 2025-11-09 11:49:12 | DIS | Sell | 25,866 | 123.58 | 3,196,520.28 | 1.3 | 0.113 | High | 8.5 | 33 | 17.8 | BATS>EDGX>NASDAQ>IEX>ARCA | POV | 4 | MKT | 4.6 | 74 | 16 | 0.64 | Slip>Thresh | true | SlippageAboveThreshold | AlgoSwitch | 10 | BATS>EDGX>NASDAQ>IEX>ARCA | MKT>IOC | 93 | 92 | 17.2 | 25 | -16 | -23 | 3 | null | null | Toxic prints; widened spread |
X004539 | 2025-10-27 10:37:46 | UNH | Buy | 59,029 | 17.59 | 1,038,320.11 | 2.3 | 0.259 | Low | 13.6 | 22 | 5.9 | ARCA>BATS>IEX>EDGX>NYSE | IS | 5 | LMT | 7.5 | 98 | 25 | 0.64 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 10 | ARCA>BATS>IEX>EDGX>NYSE | LMT>PO | 87.4 | 92 | 23.3 | 8 | -13 | -39 | 9 | null | null | High urgency from PM |
X004540 | 2025-12-15 12:57:40 | BRK.B | Buy | 13,545 | 60.28 | 816,492.6 | 1.8 | 0.062 | High | 7.8 | 3 | 19.6 | BATS>IEX | Adaptive | 3 | IOC | 3.4 | 66 | 31 | 0.84 | Slip>Thresh | false | null | null | 0 | BATS>IEX | IOC | 76.5 | 96 | 3 | 10 | 29 | 1 | -33 | null | null | Paused due to data glitch |
X004541 | 2025-11-20 14:01:43 | JNJ | Sell | 36,309 | 299.64 | 10,879,628.76 | 2.8 | 0.133 | Low | 11.5 | 18 | 20.2 | NYSE>EDGX>NASDAQ | VWAP | 2 | MKT | 5 | 75 | 14 | 0.57 | LiqDrop | false | null | null | 0 | NYSE>EDGX>NASDAQ | MKT | 53 | 91 | 6 | 10 | 23 | -35 | -7 | PositionLimitNear | null | Paused due to data glitch |
X004542 | 2025-12-22 15:39:57 | GOOGL | Sell | 22,424 | 338.22 | 7,584,245.28 | 1.8 | 0.067 | Ultra | 6.4 | 39 | -27.4 | EDGX>IEX>NYSE | IS | 4 | MKT | 4.5 | 72 | 18 | 0.6 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>NYSE | MKT | 30 | 91 | 0.3 | 54 | -5 | 0 | 39 | Watchlist | null | Stable book; normal liquidity |
X004543 | 2025-12-03 14:47:57 | XOM | Sell | 18,177 | 302.82 | 5,504,359.14 | 2.6 | 0.166 | Low | 24.5 | 17 | -20.1 | NASDAQ>EDGX | TWAP | 2 | MKT | 9.1 | 67 | 13 | 0.58 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX | MKT | 74.6 | 91 | 10.8 | 49 | -17 | -30 | -36 | null | null | Stable book; normal liquidity |
X004544 | 2025-11-01 10:23:14 | IWM | Sell | 129,998 | 208.19 | 27,064,283.62 | 1.4 | 0.179 | Low | 20.9 | 5 | 19.1 | BATS>NASDAQ>EDGX>IEX>NYSE | Adaptive | 4 | MKT | 8.3 | 134 | 31 | 0.79 | LiqDrop | false | null | null | 0 | BATS>NASDAQ>EDGX>IEX>NYSE | MKT | 46.5 | 99 | 27.6 | 76 | 30 | -25 | -36 | null | null | Venue switch reduced impact |
X004545 | 2025-12-10 14:23:37 | META | Buy | 148,569 | 283.25 | 42,082,169.25 | 1.3 | 0.414 | Low | 24.3 | 6 | -19.8 | EDGX>NYSE>IEX>BATS | IS | 4 | LMT | 10.1 | 145 | 17 | 0.45 | Slip>Thresh | false | null | null | 0 | EDGX>NYSE>IEX>BATS | LMT | 29.9 | 94 | 9.5 | 130 | 7 | 10 | 16 | null | null | Stable book; normal liquidity |
X004546 | 2025-11-16 14:29:12 | AMD | Sell | 1,951 | 155.01 | 302,424.51 | 1.1 | 0.054 | Medium | 37.3 | 25 | 14 | IEX>ARCA>NYSE | TWAP | 2 | IOC | 11.5 | 60 | 14 | 0.74 | ToxicitySpike | false | null | null | 0 | IEX>ARCA>NYSE | IOC | 60.9 | 99 | 11.3 | 90 | 24 | -32 | 6 | PositionLimitNear | null | Venue switch reduced impact |
X004547 | 2025-11-22 11:50:09 | DIS | Buy | 10,507 | 238.29 | 2,503,713.03 | 1.4 | 0.046 | High | 18.2 | 26 | 6.5 | NYSE>BATS>IEX>NASDAQ>ARCA | TWAP | 1 | PO | 5 | 63 | 34 | 0.79 | Slip>Thresh | false | null | null | 0 | NYSE>BATS>IEX>NASDAQ>ARCA | PO | 70.5 | 88 | 0 | 142 | 39 | 10 | 40 | null | null | Toxic prints; widened spread |
X004548 | 2025-11-19 11:06:39 | PFE | Sell | 15,936 | 244.3 | 3,893,164.8 | 2.7 | 0.043 | Medium | 18.7 | 14 | 18.3 | NASDAQ>ARCA>NYSE | IS | 5 | MKT | 11.9 | 70 | 34 | 0.42 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>NYSE | MKT | 31.3 | 98 | 20.7 | 96 | 23 | 19 | 39 | null | null | Paused due to data glitch |
X004549 | 2025-12-14 12:17:28 | BA | Buy | 22,427 | 35.25 | 790,551.75 | 2 | 0.075 | Medium | 11.4 | 7 | -3.2 | EDGX>IEX>ARCA>NYSE>BATS | VWAP | 1 | IOC | 3.7 | 67 | 20 | 0.57 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 31 | EDGX>IEX>ARCA>NYSE>BATS | IOC>LMT | 98.3 | 88 | 8.7 | 123 | 25 | -2 | 10 | PositionLimitNear | null | High urgency from PM |
X004550 | 2025-11-24 11:24:47 | TSLA | Sell | 31,882 | 91.24 | 2,908,913.68 | 1.8 | 0.099 | Medium | 17.6 | 8 | 25.2 | NASDAQ>BATS>IEX>EDGX>ARCA | IS | 4 | LMT | 7.8 | 78 | 23 | 0.74 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 10 | NASDAQ>BATS>IEX>EDGX>ARCA | LMT>MKT | 21.6 | 93 | 7.7 | 91 | 18 | 7 | -5 | null | null | Toxic prints; widened spread |
X004551 | 2025-12-18 14:07:43 | PEP | Buy | 213,104 | 157.46 | 33,555,355.84 | 3.9 | 0.673 | Low | 19.2 | 7 | 5.3 | BATS>NASDAQ>NYSE | VWAP | 1 | MKT | 6.9 | 134 | 12 | 0.56 | LiqDrop | false | null | null | 0 | BATS>NASDAQ>NYSE | MKT | 1.1 | 94 | 4.8 | 84 | -3 | -33 | -7 | null | null | Venue switch reduced impact |
X004552 | 2025-10-30 09:35:18 | PFE | Buy | 8,931 | 152.02 | 1,357,690.62 | 2.4 | 0.024 | Ultra | 14.1 | 21 | -28.9 | NASDAQ>IEX | IS | 5 | MKT | 9.3 | 65 | 14 | 0.6 | Multi | false | null | null | 0 | NASDAQ>IEX | MKT | 80.8 | 85 | 3.7 | 44 | -3 | -31 | 33 | null | null | Stable book; normal liquidity |
X004553 | 2025-11-17 11:39:56 | IWM | Buy | 14,099 | 191.22 | 2,696,010.78 | 1.1 | 0.019 | Ultra | 11.7 | 31 | 30.6 | NYSE>ARCA>NASDAQ | IS | 4 | PO | 5.7 | 68 | 28 | 0.61 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA>NASDAQ | PO | 99.9 | 90 | 1.9 | 70 | 10 | -19 | 12 | null | null | Paused due to data glitch |
X004554 | 2025-12-12 10:51:38 | BAC | Sell | 44,751 | 19.67 | 880,252.17 | 1.9 | 0.122 | Medium | 14.4 | 25 | -16.5 | ARCA>NASDAQ>BATS | VWAP | 2 | LMT | 4.4 | 79 | 27 | 0.55 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ>BATS | LMT | 78.1 | 85 | 0 | 90 | -6 | -33 | 20 | null | null | Paused due to data glitch |
X004555 | 2025-11-29 13:54:56 | JNJ | Sell | 182,852 | 317.53 | 58,060,995.56 | 2.5 | 0.671 | Low | 4.7 | 26 | 24.7 | IEX>BATS>NYSE | POV | 1 | LMT | 2.4 | 123 | 31 | 0.75 | Multi | false | null | null | 0 | IEX>BATS>NYSE | LMT | 29.5 | 91 | 0 | 83 | 7 | -2 | -5 | null | null | Stable book; normal liquidity |
X004556 | 2025-11-10 11:18:47 | AMZN | Sell | 1,808 | 107.55 | 194,450.4 | 1.7 | 0.083 | Medium | 20.7 | 30 | 8.5 | NYSE>BATS>ARCA>EDGX | VWAP | 1 | LMT | 5 | 60 | 31 | 0.57 | Slip>Thresh | false | null | null | 0 | NYSE>BATS>ARCA>EDGX | LMT | 53.8 | 93 | 0 | 52 | 30 | -12 | -35 | null | null | Paused due to data glitch |
X004557 | 2025-11-13 13:24:36 | T | Sell | 19,663 | 51.85 | 1,019,526.55 | 3 | 0.164 | Low | 22.5 | 3 | 18.1 | IEX>EDGX | Adaptive | 4 | PO | 9.1 | 71 | 30 | 0.66 | LiqDrop | false | null | null | 0 | IEX>EDGX | PO | 5.7 | 96 | 1.7 | 10 | -16 | -30 | -26 | null | null | Toxic prints; widened spread |
X004558 | 2025-12-24 11:41:28 | T | Buy | 20,118 | 148.6 | 2,989,534.8 | 4.8 | 0.168 | Low | 7.6 | 32 | 1.2 | NYSE>BATS>NASDAQ>IEX | TWAP | 1 | LMT | 3.8 | 67 | 13 | 0.51 | Multi | false | null | null | 0 | NYSE>BATS>NASDAQ>IEX | LMT | 28.7 | 91 | 0 | 109 | -20 | -14 | 35 | null | null | Paused due to data glitch |
X004559 | 2025-11-28 13:27:41 | XLU | Sell | 49,205 | 133.5 | 6,568,867.5 | 2.4 | 0.158 | Low | 19 | 39 | 7 | NASDAQ>ARCA>BATS>IEX | TWAP | 3 | LMT | 6.8 | 84 | 17 | 0.85 | LiqDrop | false | null | null | 0 | NASDAQ>ARCA>BATS>IEX | LMT | 46.6 | 100 | 0 | 64 | 58 | -18 | -36 | null | null | High urgency from PM |
X004560 | 2025-11-19 13:50:44 | XLU | Buy | 54,582 | 208.07 | 11,356,876.74 | 1.5 | 0.175 | Low | 23.3 | 27 | -24.1 | BATS>NASDAQ>IEX>ARCA | Adaptive | 2 | LMT | 6 | 83 | 30 | 0.83 | Multi | false | null | null | 0 | BATS>NASDAQ>IEX>ARCA | LMT | 85.5 | 94 | 0 | 224 | 11 | 30 | -21 | null | null | High urgency from PM |
X004561 | 2025-10-30 10:04:52 | CVX | Buy | 160,608 | 325.06 | 52,207,236.48 | 0.9 | 0.953 | Low | 7.1 | 17 | -24.7 | NYSE>ARCA | Adaptive | 3 | LMT | 2.6 | 140 | 12 | 0.82 | LiqDrop | false | null | null | 0 | NYSE>ARCA | LMT | 36.6 | 89 | 0 | 102 | -3 | -4 | 20 | Watchlist | null | Stable book; normal liquidity |
X004562 | 2025-12-06 15:07:56 | HYG | Buy | 22,420 | 72.95 | 1,635,539 | 1.5 | 0.123 | High | 5 | 29 | 13.4 | ARCA>IEX | IS | 4 | MKT | 3.6 | 72 | 19 | 0.55 | LiqDrop | false | null | null | 0 | ARCA>IEX | MKT | 12 | 92 | 0 | 102 | 14 | -18 | -11 | null | null | Venue switch reduced impact |
X004563 | 2025-10-27 14:25:06 | T | Sell | 25,432 | 38.14 | 969,976.48 | 3 | 0.212 | Low | 13.8 | 23 | 6.7 | BATS>IEX>EDGX>NYSE>ARCA | POV | 4 | LMT | 6.7 | 74 | 26 | 0.46 | Multi | false | null | null | 0 | BATS>IEX>EDGX>NYSE>ARCA | LMT | 75.6 | 90 | 0 | 10 | 54 | 18 | 17 | null | null | High urgency from PM |
X004564 | 2025-12-21 12:33:17 | XLB | Buy | 11,394 | 151.23 | 1,723,114.62 | 1.6 | 0.029 | High | 24 | 31 | 34.5 | NASDAQ>BATS>IEX>ARCA>EDGX | Adaptive | 4 | LMT | 7.8 | 66 | 17 | 0.44 | LiqDrop | false | null | null | 0 | NASDAQ>BATS>IEX>ARCA>EDGX | LMT | 99.4 | 81 | 17.1 | 89 | -13 | 3 | 3 | null | null | High urgency from PM |
X004565 | 2025-11-29 12:19:56 | MSFT | Buy | 13,461 | 204.86 | 2,757,620.46 | 2.3 | 0.071 | Ultra | 3.2 | 34 | -7.9 | NYSE>BATS>NASDAQ | TWAP | 3 | LMT | 2.3 | 66 | 13 | 0.63 | Slip>Thresh | false | null | null | 0 | NYSE>BATS>NASDAQ | LMT | 76.2 | 98 | 5.6 | 86 | 23 | 28 | -34 | null | null | High urgency from PM |
X004566 | 2025-12-18 09:49:40 | META | Buy | 43,044 | 68.18 | 2,934,739.92 | 1.1 | 0.12 | High | 9.1 | 18 | -19.4 | NASDAQ>NYSE>IEX | IS | 4 | MKT | 5.1 | 84 | 32 | 0.63 | Multi | false | null | null | 0 | NASDAQ>NYSE>IEX | MKT | 99.4 | 92 | 11.2 | 91 | 38 | -7 | 17 | PositionLimitNear | null | Paused due to data glitch |
X004567 | 2025-12-06 13:48:51 | XLE | Buy | 49,363 | 39.01 | 1,925,650.63 | 2.1 | 0.177 | High | 3.9 | 9 | -32.4 | ARCA>NASDAQ>IEX>NYSE>BATS | VWAP | 2 | LMT | 2 | 80 | 14 | 0.57 | Multi | false | null | null | 0 | ARCA>NASDAQ>IEX>NYSE>BATS | LMT | 96.6 | 88 | 1 | 65 | -11 | -22 | 1 | null | Unknown | Paused due to data glitch |
X004568 | 2025-12-22 15:40:13 | UNH | Buy | 7,595 | 269.51 | 2,046,928.45 | 2.1 | 0.033 | Ultra | 9.5 | 34 | -22.4 | IEX>NYSE>ARCA | VWAP | 1 | MKT | 3.4 | 62 | 25 | 0.46 | ToxicitySpike | false | null | null | 0 | IEX>NYSE>ARCA | MKT | 37.3 | 85 | 5.9 | 72 | -17 | -37 | 0 | null | null | Stable book; normal liquidity |
X004569 | 2025-12-06 14:04:17 | XLU | Buy | 75,051 | 295.93 | 22,209,842.43 | 1.9 | 0.24 | Low | 10.7 | 15 | -9.9 | NASDAQ>IEX | Adaptive | 3 | LMT | 3.8 | 97 | 15 | 0.47 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX | LMT | 90.8 | 92 | 5.3 | 110 | 28 | -20 | -30 | null | null | Paused due to data glitch |
X004570 | 2025-12-19 15:10:12 | NKE | Buy | 53,098 | 133.21 | 7,073,184.58 | 2.8 | 0.247 | Low | 12.9 | 3 | 0.3 | IEX>BATS>ARCA>EDGX | IS | 4 | LMT | 6.9 | 90 | 24 | 0.42 | LiqDrop | false | null | null | 0 | IEX>BATS>ARCA>EDGX | LMT | 85.9 | 86 | 0.3 | 31 | 21 | -14 | 23 | null | null | Venue switch reduced impact |
X004571 | 2025-12-26 12:01:26 | WMT | Sell | 52,041 | 227.21 | 11,824,235.61 | 5.1 | 0.16 | Low | 23.6 | 24 | 29.7 | NYSE>EDGX>BATS>IEX>ARCA | VWAP | 1 | LMT | 7 | 78 | 27 | 0.76 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX>BATS>IEX>ARCA | LMT | 92.8 | 78 | 0 | 26 | 37 | 29 | -26 | null | null | High urgency from PM |
X004572 | 2025-12-20 09:35:50 | CVX | Buy | 3,141 | 193.41 | 607,500.81 | 1.5 | 0.019 | Ultra | 24.2 | 6 | 11.6 | NASDAQ>IEX>ARCA>NYSE>EDGX | IS | 5 | MKT | 13.4 | 62 | 14 | 0.72 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX>ARCA>NYSE>EDGX | MKT | 7.6 | 94 | 15.8 | 44 | 26 | -10 | 28 | null | null | Venue switch reduced impact |
X004573 | 2025-11-02 13:59:05 | AMZN | Sell | 4,919 | 91.32 | 449,203.08 | 2.3 | 0.226 | Low | 37.4 | 15 | 13.2 | ARCA>BATS>IEX | TWAP | 2 | LMT | 10.6 | 62 | 31 | 0.63 | Slip>Thresh | false | null | null | 0 | ARCA>BATS>IEX | LMT | 73.6 | 95 | 14 | 57 | -9 | -21 | -2 | Watchlist | null | Toxic prints; widened spread |
X004574 | 2025-10-27 11:51:07 | PFE | Buy | 33,649 | 333.84 | 11,233,382.16 | 1.8 | 0.091 | Medium | 21.4 | 11 | -28.6 | BATS>EDGX>NASDAQ | VWAP | 3 | MKT | 8.2 | 76 | 17 | 0.59 | Multi | false | null | null | 0 | BATS>EDGX>NASDAQ | MKT | 44.8 | 85 | 6.2 | 57 | 20 | -1 | -11 | null | null | Paused due to data glitch |
X004575 | 2025-12-21 15:35:37 | BA | Buy | 14,030 | 194.43 | 2,727,852.9 | 2.4 | 0.047 | Medium | 19.6 | 35 | -6.9 | EDGX>BATS>ARCA | Adaptive | 4 | MKT | 8.5 | 68 | 12 | 0.43 | ToxicitySpike | false | null | null | 0 | EDGX>BATS>ARCA | MKT | 44.8 | 89 | 0.3 | 93 | 33 | -27 | 21 | NoShort | null | Toxic prints; widened spread |
X004576 | 2025-11-06 14:30:57 | UNH | Buy | 96,586 | 94.38 | 9,115,786.68 | 2.5 | 0.424 | Low | 10.6 | 32 | -0.3 | ARCA>BATS | IS | 4 | LMT | 5.9 | 115 | 31 | 0.55 | Multi | false | null | null | 0 | ARCA>BATS | LMT | 85.2 | 97 | 0 | 147 | 0 | -24 | 1 | Watchlist | null | High urgency from PM |
X004577 | 2025-12-15 11:23:22 | WMT | Buy | 4,403 | 44.99 | 198,090.97 | 2.7 | 0.014 | Ultra | 4.5 | 36 | 29.9 | NYSE>NASDAQ>BATS | Adaptive | 4 | MKT | 3.4 | 62 | 23 | 0.46 | Multi | false | null | null | 0 | NYSE>NASDAQ>BATS | MKT | 46.7 | 88 | 5 | 73 | 58 | 7 | 11 | null | null | High urgency from PM |
X004578 | 2025-11-30 13:58:13 | XLY | Buy | 22,603 | 167.91 | 3,795,269.73 | 2.1 | 0.094 | Medium | 15 | 6 | 28.6 | NASDAQ>IEX | IS | 5 | MKT | 9.5 | 74 | 22 | 0.66 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX | MKT | 37.2 | 93 | 0 | 62 | 0 | 23 | -28 | null | null | High urgency from PM |
X004579 | 2025-11-24 11:49:49 | SPY | Sell | 308,533 | 474.16 | 146,294,007.28 | 1.1 | 0.417 | Low | 9.6 | 7 | 27 | BATS>ARCA>NASDAQ>EDGX>NYSE | TWAP | 3 | MKT | 4.3 | 214 | 25 | 0.69 | Slip>Thresh | false | null | null | 0 | BATS>ARCA>NASDAQ>EDGX>NYSE | MKT | 24.9 | 97 | 17.5 | 191 | 41 | 24 | 3 | Watchlist | null | Toxic prints; widened spread |
X004580 | 2025-12-07 14:26:20 | INTC | Buy | 1,769 | 338.84 | 599,407.96 | 0.8 | 0.084 | Ultra | 12.3 | 22 | -33.8 | BATS>IEX>ARCA>NYSE | Adaptive | 2 | MKT | 3.8 | 60 | 27 | 0.64 | Multi | false | null | null | 0 | BATS>IEX>ARCA>NYSE | MKT | 15.1 | 93 | 2.4 | 36 | 23 | -22 | -38 | Watchlist | null | Paused due to data glitch |
X004581 | 2025-11-01 15:03:48 | NFLX | Buy | 9,730 | 52.25 | 508,392.5 | 3.6 | 0.093 | Low | 24.9 | 20 | -21.1 | NYSE>EDGX | POV | 4 | LMT | 10.8 | 65 | 25 | 0.5 | Slip>Thresh | true | SlippageAboveThreshold | AlgoSwitch | 13 | NYSE>EDGX | LMT>MKT | 34.9 | 98 | 26.2 | 9 | 26 | 28 | -2 | null | null | Venue switch reduced impact |
X004582 | 2025-11-25 15:18:06 | XLP | Sell | 4,517 | 57.01 | 257,514.17 | 3.5 | 0.016 | High | 17.6 | 10 | 11.7 | ARCA>NASDAQ>IEX>BATS | Adaptive | 1 | MKT | 5.8 | 61 | 22 | 0.52 | ToxicitySpike | false | null | null | 0 | ARCA>NASDAQ>IEX>BATS | MKT | 75 | 91 | 7.2 | 19 | 56 | -38 | -36 | null | null | Paused due to data glitch |
X004583 | 2025-12-19 09:44:51 | SPY | Buy | 186,778 | 470.59 | 87,895,859.02 | 1.7 | 0.252 | Low | 19.6 | 28 | 8.9 | NASDAQ>ARCA>BATS>IEX | TWAP | 3 | IOC | 7.7 | 153 | 17 | 0.61 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 40 | NASDAQ>ARCA>BATS>IEX | IOC>MKT | 25.2 | 92 | 29.7 | 159 | 46 | 2 | -33 | null | null | Toxic prints; widened spread |
X004584 | 2025-12-10 10:11:53 | XLI | Sell | 14,954 | 331.51 | 4,957,400.54 | 3.2 | 0.682 | Low | 35.4 | 23 | 32.7 | IEX>NYSE>BATS>NASDAQ | POV | 2 | PO | 12.4 | 66 | 17 | 0.49 | Slip>Thresh | false | null | null | 0 | IEX>NYSE>BATS>NASDAQ | PO | 13.2 | 85 | 16.2 | 10 | -10 | -38 | 30 | null | null | Paused due to data glitch |
X004585 | 2025-11-10 10:27:04 | VZ | Buy | 5,568 | 17.8 | 99,110.4 | 2.2 | 0.048 | Medium | 20.8 | 33 | -22.5 | IEX>NYSE | Adaptive | 5 | LMT | 8 | 63 | 17 | 0.41 | ToxicitySpike | false | null | null | 0 | IEX>NYSE | LMT | 4.8 | 98 | 6.5 | 76 | -4 | -1 | 18 | PositionLimitNear | null | Venue switch reduced impact |
X004586 | 2025-10-28 12:51:13 | HYG | Sell | 44,257 | 79.56 | 3,521,086.92 | 1.7 | 0.243 | Low | 23.5 | 7 | 32.3 | NASDAQ>ARCA>EDGX | Adaptive | 3 | MKT | 8.5 | 82 | 17 | 0.45 | LiqDrop | false | null | null | 0 | NASDAQ>ARCA>EDGX | MKT | 7.7 | 85 | 6.7 | 10 | 55 | 14 | 20 | PositionLimitNear | null | Venue switch reduced impact |
X004587 | 2025-12-21 11:17:37 | XLV | Sell | 139,254 | 105.51 | 14,692,689.54 | 1.3 | 0.391 | Low | 22.4 | 25 | -18.6 | NYSE>EDGX>IEX>NASDAQ | Adaptive | 5 | LMT | 8.1 | 150 | 19 | 0.73 | ToxicitySpike | false | null | null | 0 | NYSE>EDGX>IEX>NASDAQ | LMT | 36.4 | 98 | 7.2 | 81 | 16 | -23 | 9 | NoShort | null | Toxic prints; widened spread |
X004588 | 2025-11-09 09:35:49 | XOM | Buy | 17,494 | 341.24 | 5,969,652.56 | 2.4 | 0.16 | Low | 15.7 | 14 | -6 | NYSE>IEX | TWAP | 2 | LMT | 5.2 | 67 | 16 | 0.54 | ToxicitySpike | false | null | null | 0 | NYSE>IEX | LMT | 18.9 | 86 | 5 | 121 | 27 | 10 | -40 | NoShort | null | High urgency from PM |
X004589 | 2025-12-01 13:24:00 | XLI | Buy | 666 | 183.34 | 122,104.44 | 3.5 | 0.03 | Medium | 26.9 | 35 | -18.1 | ARCA>IEX>NASDAQ>EDGX>BATS | TWAP | 1 | MKT | 8.9 | 60 | 32 | 0.71 | Slip>Thresh | false | null | null | 0 | ARCA>IEX>NASDAQ>EDGX>BATS | MKT | 2.6 | 95 | 20.2 | 114 | -2 | 25 | 36 | PositionLimitNear | null | Toxic prints; widened spread |
X004590 | 2025-12-10 14:36:23 | GOOGL | Buy | 110,851 | 203.59 | 22,568,155.09 | 1.5 | 0.33 | Low | 13.2 | 20 | -29.6 | ARCA>EDGX>NYSE>IEX>BATS | VWAP | 1 | LMT | 3.4 | 98 | 30 | 0.72 | LiqDrop | false | null | null | 0 | ARCA>EDGX>NYSE>IEX>BATS | LMT | 43 | 69 | 11.7 | 41 | 31 | -23 | -18 | Watchlist | null | Paused due to data glitch |
X004591 | 2025-12-24 15:45:35 | AMZN | Sell | 3,826 | 101.29 | 387,535.54 | 1.8 | 0.176 | Low | 25.3 | 34 | -21.9 | EDGX>NASDAQ>NYSE>ARCA | Adaptive | 1 | LMT | 5.7 | 61 | 34 | 0.67 | LiqDrop | false | null | null | 0 | EDGX>NASDAQ>NYSE>ARCA | LMT | 76.6 | 98 | 3.4 | 54 | 58 | -24 | -8 | NoShort | null | Stable book; normal liquidity |
X004592 | 2025-11-11 11:43:11 | META | Sell | 34,567 | 170.86 | 5,906,117.62 | 1.7 | 0.096 | Medium | 22.1 | 38 | 21.3 | ARCA>NASDAQ>BATS | VWAP | 1 | LMT | 5.3 | 72 | 20 | 0.48 | LiqDrop | false | null | null | 0 | ARCA>NASDAQ>BATS | LMT | 80.5 | 91 | 14.4 | 83 | -4 | 14 | 36 | Watchlist | null | Toxic prints; widened spread |
X004593 | 2025-12-12 10:23:36 | QQQ | Buy | 122,138 | 402.34 | 49,141,002.92 | 1 | 0.387 | Low | 18.9 | 3 | 5.1 | NYSE>EDGX>NASDAQ>IEX>BATS | Adaptive | 4 | IOC | 7.1 | 130 | 26 | 0.44 | Multi | false | null | null | 0 | NYSE>EDGX>NASDAQ>IEX>BATS | IOC | 57.3 | 92 | 8.5 | 93 | 40 | 24 | 37 | null | null | High urgency from PM |
X004594 | 2025-11-04 12:09:02 | AMZN | Sell | 1,792 | 335.25 | 600,768 | 1.7 | 0.082 | Low | 30.5 | 37 | -30.6 | ARCA>BATS>IEX>EDGX>NYSE | Adaptive | 5 | PO | 12 | 61 | 30 | 0.67 | Multi | false | null | null | 0 | ARCA>BATS>IEX>EDGX>NYSE | PO | 31.1 | 93 | 0 | 10 | -14 | -1 | -12 | PositionLimitNear | null | Venue switch reduced impact |
X004595 | 2025-12-12 13:44:50 | UNH | Sell | 23,300 | 185.14 | 4,313,762 | 2.4 | 0.102 | Low | 22.5 | 38 | -0.9 | ARCA>BATS | POV | 5 | IOC | 11.8 | 75 | 12 | 0.71 | ToxicitySpike | false | null | null | 0 | ARCA>BATS | IOC | 20.8 | 85 | 8.8 | 42 | -4 | -29 | 35 | null | null | Paused due to data glitch |
X004596 | 2025-12-24 09:50:41 | NVDA | Buy | 5,429 | 101.69 | 552,075.01 | 1.3 | 0.141 | Medium | 14.9 | 6 | -22.6 | NYSE>IEX>NASDAQ>EDGX>ARCA | Adaptive | 5 | LMT | 5.6 | 63 | 15 | 0.46 | Multi | false | null | null | 0 | NYSE>IEX>NASDAQ>EDGX>ARCA | LMT | 48.4 | 98 | 5.5 | 106 | 22 | -35 | 3 | NoShort | null | Stable book; normal liquidity |
X004597 | 2025-11-16 10:06:05 | NVDA | Buy | 4,721 | 87.06 | 411,010.26 | 1.7 | 0.122 | Medium | 8.9 | 39 | 28.2 | NYSE>IEX>ARCA>BATS | TWAP | 2 | MKT | 3.8 | 62 | 17 | 0.67 | LiqDrop | false | null | null | 0 | NYSE>IEX>ARCA>BATS | MKT | 9.4 | 88 | 1 | 84 | -19 | 8 | 24 | null | null | Venue switch reduced impact |
X004598 | 2025-12-21 12:16:29 | VZ | Sell | 11,348 | 283.25 | 3,214,321 | 3.8 | 0.097 | Low | 24.2 | 25 | 23 | EDGX>ARCA>BATS | TWAP | 3 | LMT | 9.1 | 65 | 15 | 0.44 | Slip>Thresh | true | SlippageAboveThreshold | Pause | 11 | EDGX>ARCA>BATS | LMT>IOC | 58.6 | 91 | 14.9 | 8 | 15 | -35 | -22 | null | VenueReject | Stable book; normal liquidity |
X004599 | 2025-10-30 13:22:26 | AMD | Sell | 21,281 | 172.48 | 3,670,546.88 | 2.5 | 0.594 | Low | 39.8 | 12 | 6.5 | IEX>BATS>ARCA>NYSE>EDGX | VWAP | 1 | IOC | 10.9 | 67 | 23 | 0.63 | LiqDrop | false | null | null | 0 | IEX>BATS>ARCA>NYSE>EDGX | IOC | 30 | 96 | 10.4 | 40 | 27 | -39 | -2 | NoShort | null | High urgency from PM |
X004600 | 2025-11-07 10:08:37 | VZ | Buy | 29,845 | 155.63 | 4,644,777.35 | 2.3 | 0.255 | Low | 22 | 39 | -25.1 | IEX>NYSE>ARCA>BATS>NASDAQ | IS | 4 | LMT | 9.9 | 77 | 33 | 0.81 | ToxicitySpike | false | null | null | 0 | IEX>NYSE>ARCA>BATS>NASDAQ | LMT | 32.5 | 90 | 0 | 10 | 7 | 28 | -29 | null | null | Venue switch reduced impact |
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