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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X004801 | 2025-12-25 10:38:17 | JPM | Sell | 1,924 | 235.55 | 453,198.2 | 2.6 | 0.048 | Medium | 17.2 | 3 | -3.3 | NYSE>NASDAQ>ARCA>IEX>EDGX | IS | 5 | MKT | 11.1 | 61 | 12 | 0.52 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ>ARCA>IEX>EDGX | MKT | 20.7 | 90 | 26.9 | 35 | 59 | 23 | -22 | null | null | Stable book; normal liquidity |
X004802 | 2025-12-05 09:35:27 | XLF | Sell | 124,728 | 160.67 | 20,040,047.76 | 3.2 | 0.341 | Low | 23 | 20 | 34.8 | NYSE>ARCA>NASDAQ>IEX>EDGX | IS | 4 | MKT | 13.3 | 131 | 24 | 0.66 | ToxicitySpike | false | null | null | 0 | NYSE>ARCA>NASDAQ>IEX>EDGX | MKT | 87.3 | 99 | 17.1 | 176 | 20 | 20 | -30 | null | null | Venue switch reduced impact |
X004803 | 2025-11-08 12:31:13 | CVX | Sell | 2,721 | 136.04 | 370,164.84 | 1.2 | 0.016 | Ultra | 24.3 | 20 | -16.8 | NYSE>BATS>EDGX | TWAP | 3 | LMT | 7.6 | 61 | 35 | 0.55 | Multi | false | null | null | 0 | NYSE>BATS>EDGX | LMT | 48.9 | 98 | 9.9 | 116 | 54 | -27 | 3 | null | null | Stable book; normal liquidity |
X004804 | 2025-12-10 09:55:12 | AMZN | Buy | 547 | 250.17 | 136,842.99 | 2.3 | 0.025 | High | 15.9 | 38 | -15.8 | BATS>ARCA>NYSE>EDGX>NASDAQ | IS | 4 | PO | 8.3 | 60 | 28 | 0.4 | LiqDrop | false | null | null | 0 | BATS>ARCA>NYSE>EDGX>NASDAQ | PO | 54.4 | 85 | 7.5 | 95 | 11 | 5 | 19 | Watchlist | null | Toxic prints; widened spread |
X004805 | 2025-11-29 14:39:39 | IWM | Sell | 148,558 | 199.03 | 29,567,498.74 | 1.3 | 0.205 | Medium | 12.8 | 28 | -3.6 | IEX>NASDAQ>ARCA | IS | 4 | LMT | 5.8 | 145 | 28 | 0.79 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ>ARCA | LMT | 45 | 90 | 0 | 119 | 11 | -11 | 38 | null | null | Stable book; normal liquidity |
X004806 | 2025-12-01 11:48:46 | AMZN | Sell | 2,121 | 47.12 | 99,941.52 | 2.4 | 0.097 | Low | 34.5 | 9 | 10.9 | BATS>NASDAQ>IEX | IS | 5 | MKT | 19.4 | 61 | 17 | 0.48 | LiqDrop | false | null | null | 0 | BATS>NASDAQ>IEX | MKT | 64.2 | 96 | 38.2 | 10 | 53 | 28 | -32 | null | null | Stable book; normal liquidity |
X004807 | 2025-11-08 10:18:09 | XLE | Buy | 24,399 | 321.26 | 7,838,422.74 | 3 | 0.088 | Medium | 10.4 | 19 | -4.1 | NASDAQ>ARCA>BATS>EDGX | Adaptive | 1 | LMT | 3.2 | 68 | 22 | 0.52 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>BATS>EDGX | LMT | 52.8 | 90 | 2.8 | 47 | -5 | -32 | -25 | PositionLimitNear | null | Toxic prints; widened spread |
X004808 | 2025-11-26 14:42:32 | XLY | Sell | 25,047 | 206.16 | 5,163,689.52 | 1.6 | 0.104 | Ultra | 3.8 | 38 | 27.6 | BATS>NYSE>EDGX | POV | 5 | MKT | 3.2 | 76 | 21 | 0.84 | Slip>Thresh | false | null | null | 0 | BATS>NYSE>EDGX | MKT | 98.3 | 88 | 0 | 79 | 46 | -35 | -28 | null | null | Venue switch reduced impact |
X004809 | 2025-11-20 12:21:39 | BRK.B | Sell | 31,945 | 285.42 | 9,117,741.9 | 2 | 0.145 | Medium | 6.5 | 25 | 32.2 | ARCA>IEX>NYSE>EDGX>BATS | IS | 5 | MKT | 5.3 | 80 | 18 | 0.43 | Multi | false | null | null | 0 | ARCA>IEX>NYSE>EDGX>BATS | MKT | 43.9 | 89 | 9.4 | 77 | -4 | 15 | 37 | null | null | Stable book; normal liquidity |
X004810 | 2025-10-31 14:02:18 | TSLA | Sell | 22,491 | 283.23 | 6,370,125.93 | 1.9 | 0.07 | Medium | 24.2 | 15 | -1.9 | EDGX>NASDAQ>BATS | VWAP | 2 | MKT | 8.1 | 69 | 26 | 0.48 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>BATS | MKT | 60.4 | 98 | 7.4 | 200 | 42 | -16 | 16 | PositionLimitNear | null | Stable book; normal liquidity |
X004811 | 2025-10-31 09:51:34 | AMZN | Sell | 3,770 | 298.31 | 1,124,628.7 | 1.9 | 0.173 | Medium | 8.3 | 28 | -8 | ARCA>NYSE>IEX>BATS>NASDAQ | POV | 5 | MKT | 5.5 | 62 | 12 | 0.81 | Multi | false | null | null | 0 | ARCA>NYSE>IEX>BATS>NASDAQ | MKT | 18 | 90 | 0 | 47 | 23 | 5 | -38 | PositionLimitNear | null | Toxic prints; widened spread |
X004812 | 2025-12-26 09:58:30 | T | Buy | 2,636 | 223.45 | 589,014.2 | 3.8 | 0.022 | Medium | 24.1 | 12 | -16.9 | BATS>ARCA | POV | 4 | LMT | 10.6 | 61 | 20 | 0.58 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 10 | BATS>ARCA | LMT>MKT | 23.1 | 64 | 16.7 | 110 | 3 | -23 | -21 | Watchlist | null | Stable book; normal liquidity |
X004813 | 2025-11-02 14:16:25 | XLE | Buy | 4,966 | 170.61 | 847,249.26 | 3.6 | 0.018 | Ultra | 5.1 | 32 | -19.9 | ARCA>EDGX>NYSE | TWAP | 3 | MKT | 4.3 | 62 | 15 | 0.49 | Multi | false | null | null | 0 | ARCA>EDGX>NYSE | MKT | 1.9 | 97 | 2.8 | 17 | 50 | 9 | -11 | null | null | High urgency from PM |
X004814 | 2025-11-19 09:35:56 | UNH | Sell | 26,094 | 325.32 | 8,488,900.08 | 1.7 | 0.115 | Low | 23.2 | 22 | 8.6 | EDGX>NASDAQ | TWAP | 3 | MKT | 9.2 | 73 | 16 | 0.58 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ | MKT | 99 | 85 | 12.6 | 47 | 19 | -40 | 38 | null | null | Toxic prints; widened spread |
X004815 | 2025-12-24 14:58:43 | CVX | Buy | 34,800 | 322.62 | 11,227,176 | 0.8 | 0.207 | High | 8.3 | 4 | 6.9 | NYSE>ARCA>EDGX>NASDAQ>IEX | TWAP | 1 | MKT | 2.7 | 72 | 21 | 0.41 | Multi | false | null | null | 0 | NYSE>ARCA>EDGX>NASDAQ>IEX | MKT | 28 | 87 | 0 | 108 | 10 | 30 | -9 | null | null | Paused due to data glitch |
X004816 | 2025-11-07 11:17:26 | JNJ | Buy | 42,476 | 123.21 | 5,233,467.96 | 3.4 | 0.156 | Low | 17.4 | 15 | -31.9 | NYSE>NASDAQ | IS | 5 | LMT | 9.9 | 87 | 18 | 0.45 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 12 | NYSE>NASDAQ | LMT>MKT | 82.2 | 96 | 10.7 | 8 | -14 | -37 | -39 | null | null | Paused due to data glitch |
X004817 | 2025-11-13 14:51:19 | XLY | Buy | 25,715 | 299.56 | 7,703,185.4 | 1.6 | 0.107 | High | 9.2 | 32 | -33.7 | BATS>NASDAQ | TWAP | 1 | MKT | 3.3 | 69 | 16 | 0.56 | Multi | false | null | null | 0 | BATS>NASDAQ | MKT | 53.9 | 96 | 14.1 | 76 | 33 | -11 | -37 | null | null | High urgency from PM |
X004818 | 2025-11-24 11:44:48 | AAPL | Sell | 16,957 | 107.67 | 1,825,760.19 | 1.8 | 0.05 | Ultra | 5.6 | 18 | -20.3 | BATS>NYSE | Adaptive | 4 | LMT | 2.7 | 69 | 14 | 0.66 | Multi | false | null | null | 0 | BATS>NYSE | LMT | 18.4 | 88 | 1.6 | 37 | 35 | -27 | -16 | null | VenueReject | Paused due to data glitch |
X004819 | 2025-11-19 12:06:46 | XLY | Buy | 126,113 | 92.26 | 11,635,185.38 | 1.9 | 0.526 | Low | 9.3 | 30 | -9.4 | BATS>EDGX | POV | 3 | IOC | 4.8 | 123 | 20 | 0.53 | ToxicitySpike | false | null | null | 0 | BATS>EDGX | IOC | 15.4 | 87 | 0 | 128 | -5 | -8 | -26 | null | null | Venue switch reduced impact |
X004820 | 2025-12-19 09:48:44 | TLT | Sell | 19,357 | 98.11 | 1,899,115.27 | 2.4 | 0.071 | Medium | 10.9 | 25 | 23.8 | NYSE>EDGX>BATS>IEX | VWAP | 1 | LMT | 3.3 | 66 | 33 | 0.63 | LiqDrop | true | LiquidityDrop | VenueSwitch | 16 | NYSE>EDGX>BATS>IEX | LMT>MKT | 60.4 | 100 | 7.8 | 107 | 14 | -11 | -7 | null | null | High urgency from PM |
X004821 | 2025-10-29 15:07:50 | TSLA | Sell | 86,699 | 291.48 | 25,271,024.52 | 1.1 | 0.269 | Low | 21.5 | 27 | -15.3 | NASDAQ>NYSE>BATS>ARCA | TWAP | 2 | MKT | 7.3 | 96 | 12 | 0.41 | LiqDrop | true | LiquidityDrop | Pause | 70 | NASDAQ>NYSE>BATS>ARCA | MKT>IOC | 99.2 | 96 | 15.7 | 262 | 32 | 9 | -37 | NoShort | null | Venue switch reduced impact |
X004822 | 2025-12-14 12:17:34 | XLF | Buy | 310,830 | 314.42 | 97,731,168.6 | 1.9 | 0.849 | Low | 8.9 | 34 | -29.3 | ARCA>BATS | VWAP | 3 | MKT | 4.5 | 215 | 27 | 0.76 | ToxicitySpike | false | null | null | 0 | ARCA>BATS | MKT | 36.1 | 100 | 0 | 137 | -14 | 17 | 1 | null | VenueReject | Toxic prints; widened spread |
X004823 | 2025-12-13 14:31:25 | PEP | Buy | 23,006 | 176.62 | 4,063,319.72 | 4.1 | 0.073 | Medium | 10.3 | 5 | 12.4 | NASDAQ>IEX>NYSE>BATS>ARCA | VWAP | 1 | LMT | 3.8 | 68 | 24 | 0.42 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX>NYSE>BATS>ARCA | LMT | 71.3 | 96 | 0 | 84 | -2 | 20 | -28 | null | null | High urgency from PM |
X004824 | 2025-11-15 14:56:37 | NFLX | Sell | 7,727 | 246.87 | 1,907,564.49 | 2.7 | 0.074 | Medium | 19.3 | 14 | -6.5 | EDGX>NASDAQ>NYSE>BATS | Adaptive | 5 | LMT | 7.9 | 65 | 33 | 0.64 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 15 | EDGX>NASDAQ>NYSE>BATS | LMT>MKT | 85.6 | 94 | 15.5 | 95 | 18 | -2 | 37 | PositionLimitNear | null | Venue switch reduced impact |
X004825 | 2025-12-23 10:12:08 | IWM | Buy | 58,859 | 193.31 | 11,378,033.29 | 0.8 | 0.081 | High | 18.1 | 18 | -27.2 | EDGX>BATS>NYSE>IEX | VWAP | 2 | LMT | 4.7 | 85 | 15 | 0.41 | Multi | false | null | null | 0 | EDGX>BATS>NYSE>IEX | LMT | 19.5 | 100 | 1.3 | 75 | -5 | 27 | -17 | PositionLimitNear | null | Toxic prints; widened spread |
X004826 | 2025-12-16 09:55:49 | XLB | Buy | 39,007 | 39 | 1,521,273 | 1.8 | 0.099 | Medium | 19.1 | 8 | 20.1 | NASDAQ>IEX>BATS | Adaptive | 4 | IOC | 7.6 | 82 | 30 | 0.48 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX>BATS | IOC | 54.4 | 87 | 11.2 | 50 | -6 | -35 | 7 | Watchlist | null | High urgency from PM |
X004827 | 2025-11-05 12:14:14 | TSLA | Buy | 36,220 | 345.03 | 12,496,986.6 | 1.4 | 0.113 | Medium | 15.1 | 19 | -16.9 | ARCA>IEX>NYSE | TWAP | 3 | IOC | 6 | 78 | 13 | 0.66 | LiqDrop | false | null | null | 0 | ARCA>IEX>NYSE | IOC | 31.3 | 88 | 1.7 | 32 | 9 | 18 | 39 | Watchlist | null | High urgency from PM |
X004828 | 2025-12-12 10:46:18 | HYG | Sell | 17,284 | 73.49 | 1,270,201.16 | 1.9 | 0.095 | Medium | 21.8 | 31 | -31.5 | IEX>EDGX>NASDAQ | POV | 5 | IOC | 11.1 | 71 | 33 | 0.56 | Multi | false | null | null | 0 | IEX>EDGX>NASDAQ | IOC | 15.1 | 85 | 16.3 | 86 | -18 | 27 | -23 | Watchlist | null | High urgency from PM |
X004829 | 2025-11-16 14:48:58 | SPY | Sell | 102,305 | 458.57 | 46,914,003.85 | 1.5 | 0.138 | Medium | 11 | 4 | 3 | NASDAQ>ARCA>IEX | POV | 4 | MKT | 5.8 | 118 | 12 | 0.75 | Multi | true | MultiTrigger | VenueSwitch | 31 | NASDAQ>ARCA>IEX | MKT>LMT | 81.2 | 98 | 0 | 158 | 52 | -34 | 36 | null | null | Paused due to data glitch |
X004830 | 2025-12-12 11:52:24 | JNJ | Sell | 28,781 | 115.21 | 3,315,859.01 | 3.9 | 0.106 | Low | 19.8 | 28 | 31.7 | BATS>NASDAQ>NYSE | TWAP | 1 | LMT | 6 | 70 | 14 | 0.83 | Multi | false | null | null | 0 | BATS>NASDAQ>NYSE | LMT | 8.9 | 100 | 0 | 162 | -8 | 0 | -18 | null | null | High urgency from PM |
X004831 | 2025-11-12 15:41:45 | TSLA | Buy | 52,072 | 120.29 | 6,263,740.88 | 1.5 | 0.162 | Medium | 11.2 | 38 | -18.6 | ARCA>IEX>EDGX>NYSE | TWAP | 2 | LMT | 3.6 | 82 | 19 | 0.76 | Slip>Thresh | false | null | null | 0 | ARCA>IEX>EDGX>NYSE | LMT | 97.6 | 92 | 0 | 106 | 56 | 5 | -39 | null | null | Stable book; normal liquidity |
X004832 | 2025-11-23 09:56:34 | INTC | Sell | 1,510 | 141.77 | 214,072.7 | 0.6 | 0.072 | Ultra | 11.5 | 3 | -10.2 | EDGX>ARCA | VWAP | 3 | PO | 3.8 | 60 | 25 | 0.7 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 10 | EDGX>ARCA | PO>IOC | 79.6 | 92 | 3.3 | 18 | 29 | -16 | -39 | null | null | Stable book; normal liquidity |
X004833 | 2025-11-27 13:30:22 | WMT | Buy | 29,693 | 271.47 | 8,060,758.71 | 3.1 | 0.091 | Medium | 9.6 | 12 | -29.4 | EDGX>BATS>NASDAQ | TWAP | 1 | LMT | 3.4 | 70 | 31 | 0.54 | LiqDrop | false | null | null | 0 | EDGX>BATS>NASDAQ | LMT | 8 | 79 | 2.4 | 39 | -12 | -5 | -38 | null | null | High urgency from PM |
X004834 | 2025-11-05 15:43:45 | IWM | Sell | 25,830 | 190.11 | 4,910,541.3 | 1.3 | 0.036 | High | 23.7 | 8 | -19.1 | ARCA>NYSE | TWAP | 2 | LMT | 6.6 | 70 | 17 | 0.5 | Multi | false | null | null | 0 | ARCA>NYSE | LMT | 60 | 89 | 7.5 | 83 | 44 | 23 | 28 | null | null | Stable book; normal liquidity |
X004835 | 2025-12-16 12:35:08 | IEF | Sell | 53,796 | 100.29 | 5,395,200.84 | 2.8 | 0.204 | Low | 9.2 | 31 | 24.2 | NASDAQ>NYSE>BATS>ARCA | Adaptive | 3 | MKT | 4.7 | 86 | 16 | 0.71 | Slip>Thresh | false | null | null | 0 | NASDAQ>NYSE>BATS>ARCA | MKT | 20.1 | 87 | 8.5 | 141 | -19 | 22 | 32 | Watchlist | null | High urgency from PM |
X004836 | 2025-11-22 13:00:27 | XLE | Sell | 302,449 | 331.88 | 100,376,774.12 | 2.7 | 1.085 | Low | 5.6 | 35 | 8.6 | NYSE>IEX | VWAP | 3 | MKT | 4.1 | 211 | 34 | 0.4 | Multi | false | null | null | 0 | NYSE>IEX | MKT | 84.4 | 88 | 1.1 | 127 | 60 | 7 | -8 | null | null | Toxic prints; widened spread |
X004837 | 2025-11-12 11:22:19 | QQQ | Buy | 37,804 | 402.62 | 15,220,646.48 | 0.9 | 0.12 | Medium | 15.8 | 14 | -22.3 | BATS>ARCA>EDGX>IEX | Adaptive | 1 | MKT | 4.2 | 73 | 16 | 0.62 | LiqDrop | false | null | null | 0 | BATS>ARCA>EDGX>IEX | MKT | 59.6 | 96 | 9.8 | 47 | 7 | -14 | -13 | null | null | Toxic prints; widened spread |
X004838 | 2025-11-15 10:15:26 | META | Sell | 27,804 | 292.15 | 8,122,938.6 | 1.4 | 0.078 | Ultra | 6.9 | 4 | 23.1 | ARCA>NYSE | TWAP | 3 | MKT | 3.4 | 73 | 21 | 0.44 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE | MKT | 26 | 85 | 0 | 102 | 2 | -25 | -35 | null | null | Stable book; normal liquidity |
X004839 | 2025-11-01 15:39:09 | JNJ | Buy | 165,678 | 339.28 | 56,211,231.84 | 4.6 | 0.608 | Low | 7.3 | 24 | -7.7 | NASDAQ>EDGX>BATS>ARCA | IS | 4 | MKT | 7.7 | 155 | 26 | 0.4 | Slip>Thresh | false | null | null | 0 | NASDAQ>EDGX>BATS>ARCA | MKT | 61.2 | 98 | 9.1 | 108 | -8 | -29 | -24 | null | null | Venue switch reduced impact |
X004840 | 2025-10-27 12:20:30 | JNJ | Buy | 26,428 | 103.83 | 2,744,019.24 | 2.9 | 0.097 | Medium | 12.8 | 6 | -11.5 | BATS>ARCA | TWAP | 1 | MKT | 4.9 | 69 | 23 | 0.66 | Slip>Thresh | false | null | null | 0 | BATS>ARCA | MKT | 68.6 | 92 | 0 | 147 | 53 | -38 | 29 | null | null | Paused due to data glitch |
X004841 | 2025-12-16 10:25:24 | T | Sell | 38,621 | 298.73 | 11,537,251.33 | 3.4 | 0.322 | Low | 4.4 | 5 | -6.3 | NASDAQ>BATS>IEX>EDGX>NYSE | IS | 5 | LMT | 4.7 | 85 | 22 | 0.53 | Multi | false | null | null | 0 | NASDAQ>BATS>IEX>EDGX>NYSE | LMT | 36.7 | 96 | 3.8 | 79 | 26 | 6 | 17 | null | null | Paused due to data glitch |
X004842 | 2025-11-11 11:06:37 | XLF | Sell | 160,855 | 323.57 | 52,047,852.35 | 2.4 | 0.44 | Low | 21.2 | 10 | -16.8 | NASDAQ>EDGX | IS | 4 | MKT | 11.8 | 152 | 31 | 0.63 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX | MKT | 41.4 | 98 | 12.9 | 202 | -14 | -34 | -22 | NoShort | null | Paused due to data glitch |
X004843 | 2025-11-28 15:29:23 | XLB | Sell | 73,484 | 228.35 | 16,780,071.4 | 2.4 | 0.187 | Low | 20.6 | 25 | 27.4 | NASDAQ>NYSE>BATS | POV | 5 | LMT | 9.5 | 107 | 35 | 0.79 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 17 | NASDAQ>NYSE>BATS | LMT>IOC | 83.7 | 62 | 4 | 82 | 55 | -3 | 37 | null | null | Toxic prints; widened spread |
X004844 | 2025-11-12 15:17:22 | AMD | Buy | 1,592 | 130.62 | 207,947.04 | 2.5 | 0.044 | Low | 36.3 | 27 | 19.5 | ARCA>NYSE>EDGX>IEX | TWAP | 2 | LMT | 10.4 | 60 | 25 | 0.85 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>EDGX>IEX | LMT | 25 | 86 | 15.6 | 80 | 12 | -30 | -24 | PositionLimitNear | null | Venue switch reduced impact |
X004845 | 2025-12-20 09:35:27 | TSLA | Buy | 46,089 | 42.11 | 1,940,807.79 | 1.3 | 0.143 | Medium | 16.3 | 38 | 12.4 | ARCA>NASDAQ>NYSE>BATS | POV | 5 | LMT | 7.1 | 89 | 29 | 0.53 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ>NYSE>BATS | LMT | 73.5 | 88 | 6.4 | 92 | 30 | -38 | 29 | null | null | Venue switch reduced impact |
X004846 | 2025-10-27 13:40:38 | AAPL | Buy | 24,439 | 291.57 | 7,125,679.23 | 2.7 | 0.072 | High | 5.4 | 11 | -31.9 | ARCA>BATS>EDGX | TWAP | 2 | LMT | 2.7 | 70 | 18 | 0.43 | ToxicitySpike | false | null | null | 0 | ARCA>BATS>EDGX | LMT | 28.2 | 91 | 10.4 | 80 | 43 | -33 | 18 | null | null | Toxic prints; widened spread |
X004847 | 2025-11-03 10:21:44 | UNH | Buy | 5,546 | 50.99 | 282,790.54 | 1.6 | 0.024 | High | 24.4 | 18 | 10.3 | BATS>ARCA>IEX>EDGX>NASDAQ | TWAP | 2 | PO | 7.7 | 62 | 28 | 0.65 | ToxicitySpike | false | null | null | 0 | BATS>ARCA>IEX>EDGX>NASDAQ | PO | 29.3 | 89 | 13.3 | 56 | 8 | 22 | 3 | null | null | Venue switch reduced impact |
X004848 | 2025-11-14 13:00:35 | XLY | Sell | 32,654 | 312.87 | 10,216,456.98 | 1.2 | 0.136 | High | 5.3 | 32 | 0.5 | NYSE>NASDAQ>ARCA | VWAP | 1 | PO | 1.8 | 71 | 18 | 0.73 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ>ARCA | PO | 19.8 | 94 | 7.5 | 73 | 20 | -6 | 16 | null | null | Toxic prints; widened spread |
X004849 | 2025-12-01 13:19:16 | PEP | Buy | 37,506 | 245.95 | 9,224,600.7 | 3.3 | 0.118 | Medium | 5.7 | 31 | -25 | EDGX>IEX | VWAP | 2 | MKT | 3.6 | 75 | 23 | 0.42 | Slip>Thresh | false | null | null | 0 | EDGX>IEX | MKT | 78 | 100 | 12.5 | 10 | 11 | -2 | 30 | NoShort | null | Stable book; normal liquidity |
X004850 | 2025-11-18 09:35:02 | LQD | Sell | 330,621 | 116.05 | 38,368,567.05 | 1.5 | 1.628 | Low | 20.8 | 30 | 29.4 | ARCA>IEX>NASDAQ>BATS | POV | 1 | LMT | 5.9 | 175 | 23 | 0.49 | Slip>Thresh | false | null | null | 0 | ARCA>IEX>NASDAQ>BATS | LMT | 61 | 85 | 5.9 | 235 | -19 | 12 | 24 | null | null | Toxic prints; widened spread |
X004851 | 2025-12-22 13:17:54 | XLP | Sell | 21,920 | 40.8 | 894,336 | 3.2 | 0.076 | Low | 18.6 | 25 | -1.3 | NASDAQ>ARCA>EDGX>NYSE>BATS | IS | 4 | LMT | 9.2 | 72 | 14 | 0.68 | Multi | false | null | null | 0 | NASDAQ>ARCA>EDGX>NYSE>BATS | LMT | 64.6 | 99 | 7.3 | 77 | -7 | 24 | 6 | null | null | Stable book; normal liquidity |
X004852 | 2025-11-14 10:16:41 | JPM | Sell | 10,540 | 241.24 | 2,542,669.6 | 4.1 | 0.261 | Low | 6.5 | 29 | -0.7 | IEX>NASDAQ>BATS>NYSE | VWAP | 2 | LMT | 3.6 | 64 | 12 | 0.69 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ>BATS>NYSE | LMT | 59 | 90 | 0 | 55 | -3 | -16 | 40 | null | null | Stable book; normal liquidity |
X004853 | 2025-12-22 09:58:33 | BA | Sell | 25,708 | 294.02 | 7,558,666.16 | 2.2 | 0.086 | Ultra | 4.3 | 16 | 22.9 | IEX>EDGX | TWAP | 3 | MKT | 3 | 72 | 14 | 0.53 | ToxicitySpike | false | null | null | 0 | IEX>EDGX | MKT | 70.3 | 97 | 8.3 | 26 | 36 | -32 | -10 | null | null | High urgency from PM |
X004854 | 2025-12-13 10:59:52 | PFE | Sell | 37,994 | 225.07 | 8,551,309.58 | 2.8 | 0.103 | Low | 22.4 | 39 | 26.5 | ARCA>EDGX>NASDAQ>IEX>NYSE | VWAP | 1 | MKT | 7 | 73 | 27 | 0.81 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX>NASDAQ>IEX>NYSE | MKT | 24.9 | 92 | 0 | 168 | 37 | 23 | 35 | PositionLimitNear | null | Stable book; normal liquidity |
X004855 | 2025-10-30 11:22:13 | AMD | Buy | 3,276 | 107.27 | 351,416.52 | 2.5 | 0.091 | Medium | 10.1 | 38 | 30.2 | NYSE>NASDAQ>IEX>ARCA>EDGX | Adaptive | 4 | LMT | 4.4 | 61 | 33 | 0.42 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ>IEX>ARCA>EDGX | LMT | 38 | 98 | 9.6 | 94 | 39 | -35 | -33 | null | null | Stable book; normal liquidity |
X004856 | 2025-12-11 13:47:25 | SPY | Sell | 99,705 | 459.76 | 45,840,370.8 | 1.7 | 0.135 | Medium | 15.1 | 13 | -32.8 | NASDAQ>IEX>BATS | IS | 4 | IOC | 7.9 | 117 | 29 | 0.47 | Multi | false | null | null | 0 | NASDAQ>IEX>BATS | IOC | 61.1 | 94 | 20.6 | 79 | -8 | -26 | -25 | null | null | Stable book; normal liquidity |
X004857 | 2025-11-08 11:56:15 | UNH | Sell | 9,189 | 313.81 | 2,883,600.09 | 2.9 | 0.04 | Medium | 22.8 | 8 | 7.5 | ARCA>IEX>NASDAQ>EDGX | VWAP | 3 | LMT | 7.8 | 64 | 22 | 0.52 | ToxicitySpike | false | null | null | 0 | ARCA>IEX>NASDAQ>EDGX | LMT | 1.7 | 87 | 0 | 33 | 35 | -9 | -24 | null | null | Stable book; normal liquidity |
X004858 | 2025-12-24 10:53:04 | IWM | Buy | 38,211 | 208.14 | 7,953,237.54 | 1.5 | 0.053 | Medium | 22.1 | 14 | 32.5 | ARCA>NYSE>EDGX>NASDAQ>IEX | TWAP | 2 | MKT | 7.6 | 76 | 25 | 0.45 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE>EDGX>NASDAQ>IEX | MKT | 87.1 | 85 | 15.8 | 103 | 31 | -20 | -37 | NoShort | null | Toxic prints; widened spread |
X004859 | 2025-11-18 09:35:48 | AMZN | Sell | 7,003 | 58.64 | 410,655.92 | 2.6 | 0.322 | Low | 37.9 | 24 | -21.6 | NASDAQ>ARCA>IEX | TWAP | 2 | PO | 12.1 | 62 | 23 | 0.44 | LiqDrop | false | null | null | 0 | NASDAQ>ARCA>IEX | PO | 80.4 | 89 | 22.8 | 107 | 8 | 25 | 25 | null | null | Venue switch reduced impact |
X004860 | 2025-12-05 13:40:33 | NVDA | Buy | 1,792 | 249.91 | 447,838.72 | 2.1 | 0.046 | Medium | 19.9 | 4 | -25.8 | IEX>BATS>ARCA>EDGX>NASDAQ | TWAP | 1 | LMT | 5.2 | 60 | 34 | 0.77 | LiqDrop | false | null | null | 0 | IEX>BATS>ARCA>EDGX>NASDAQ | LMT | 98.8 | 96 | 4.3 | 71 | 33 | -9 | -26 | NoShort | null | Venue switch reduced impact |
X004861 | 2025-12-17 10:44:03 | SPY | Buy | 60,348 | 502.42 | 30,320,042.16 | 1 | 0.082 | High | 20.2 | 4 | 9.6 | EDGX>NASDAQ>IEX | POV | 5 | LMT | 8.3 | 99 | 29 | 0.43 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>IEX | LMT | 6.9 | 91 | 17.9 | 97 | 30 | -8 | -15 | null | PriceBand | Venue switch reduced impact |
X004862 | 2025-12-20 13:17:21 | NKE | Sell | 11,702 | 224.33 | 2,625,109.66 | 2.7 | 0.054 | Medium | 15.1 | 26 | -25.1 | NASDAQ>BATS>NYSE>IEX>EDGX | TWAP | 2 | MKT | 6.2 | 64 | 30 | 0.78 | Multi | false | null | null | 0 | NASDAQ>BATS>NYSE>IEX>EDGX | MKT | 29.7 | 100 | 0 | 19 | 46 | 0 | 2 | null | null | Stable book; normal liquidity |
X004863 | 2025-12-19 15:16:26 | UNH | Sell | 54,842 | 216.74 | 11,886,455.08 | 1.7 | 0.241 | Medium | 8.2 | 17 | 25.1 | IEX>NYSE>NASDAQ>ARCA | Adaptive | 5 | LMT | 3.8 | 95 | 35 | 0.82 | LiqDrop | false | null | null | 0 | IEX>NYSE>NASDAQ>ARCA | LMT | 14.5 | 89 | 8.7 | 70 | 52 | 30 | -40 | null | null | Paused due to data glitch |
X004864 | 2025-11-25 09:56:39 | PEP | Buy | 24,420 | 138.9 | 3,391,938 | 3.5 | 0.077 | Low | 18 | 19 | 34.6 | NASDAQ>EDGX>ARCA>IEX | POV | 4 | MKT | 10.2 | 74 | 26 | 0.69 | Slip>Thresh | true | SlippageAboveThreshold | OrderTypeChange | 12 | NASDAQ>EDGX>ARCA>IEX | MKT>PO | 98.9 | 98 | 23.9 | 67 | 9 | -19 | 34 | null | null | Stable book; normal liquidity |
X004865 | 2025-11-30 15:17:43 | TSLA | Buy | 35,411 | 262.08 | 9,280,514.88 | 1.9 | 0.11 | Low | 20.4 | 9 | 19.2 | EDGX>BATS | IS | 4 | IOC | 10.3 | 80 | 16 | 0.55 | Multi | false | null | null | 0 | EDGX>BATS | IOC | 18.9 | 95 | 0 | 83 | 10 | 8 | -8 | null | null | Paused due to data glitch |
X004866 | 2025-12-09 15:45:15 | WMT | Sell | 123,933 | 84.64 | 10,489,689.12 | 5.2 | 0.381 | Low | 16 | 7 | -27.2 | IEX>NASDAQ>BATS>EDGX | TWAP | 1 | LMT | 5.8 | 103 | 29 | 0.73 | LiqDrop | false | null | null | 0 | IEX>NASDAQ>BATS>EDGX | LMT | 58.6 | 87 | 14.9 | 29 | 27 | -40 | 0 | null | null | Venue switch reduced impact |
X004867 | 2025-10-29 14:30:41 | JPM | Buy | 4,117 | 169.65 | 698,449.05 | 2.8 | 0.102 | Medium | 12.4 | 17 | -3 | EDGX>NYSE | POV | 5 | LMT | 6.7 | 62 | 18 | 0.65 | LiqDrop | false | null | null | 0 | EDGX>NYSE | LMT | 43.8 | 88 | 9.6 | 84 | 27 | -9 | 23 | null | null | Stable book; normal liquidity |
X004868 | 2025-11-29 10:44:03 | XOM | Buy | 11,619 | 112.71 | 1,309,577.49 | 3.1 | 0.106 | Low | 19.6 | 7 | 10.6 | ARCA>NASDAQ | Adaptive | 3 | IOC | 7.7 | 65 | 21 | 0.77 | Multi | false | null | null | 0 | ARCA>NASDAQ | IOC | 22.1 | 95 | 0 | 17 | 3 | -32 | -4 | null | null | Venue switch reduced impact |
X004869 | 2025-11-25 12:11:32 | XLP | Sell | 33,448 | 335.53 | 11,222,807.44 | 1.9 | 0.116 | Low | 20.9 | 7 | 13.3 | NASDAQ>IEX>NYSE | TWAP | 3 | LMT | 7.1 | 76 | 19 | 0.53 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX>NYSE | LMT | 71.1 | 95 | 0 | 127 | -4 | 6 | 35 | PositionLimitNear | null | Paused due to data glitch |
X004870 | 2025-11-14 09:35:39 | WMT | Sell | 46,877 | 88.41 | 4,144,395.57 | 2.9 | 0.144 | Low | 17.2 | 37 | -12.7 | IEX>BATS>NASDAQ | TWAP | 3 | LMT | 6.6 | 83 | 14 | 0.77 | ToxicitySpike | false | null | null | 0 | IEX>BATS>NASDAQ | LMT | 48.3 | 96 | 23.3 | 10 | -16 | 4 | 9 | null | null | High urgency from PM |
X004871 | 2025-12-19 13:46:50 | XLV | Buy | 129,656 | 21.58 | 2,797,976.48 | 1.7 | 0.364 | Low | 15.6 | 18 | 7.1 | EDGX>NYSE>BATS>ARCA | Adaptive | 4 | LMT | 5.6 | 134 | 22 | 0.53 | LiqDrop | false | null | null | 0 | EDGX>NYSE>BATS>ARCA | LMT | 24.9 | 93 | 11.3 | 91 | 21 | -14 | 21 | PositionLimitNear | null | Venue switch reduced impact |
X004872 | 2025-11-17 09:52:36 | DIS | Buy | 14,227 | 195.79 | 2,785,504.33 | 1.4 | 0.062 | Medium | 20.2 | 32 | 1.2 | BATS>NYSE>NASDAQ | IS | 5 | PO | 10.4 | 69 | 19 | 0.62 | Slip>Thresh | false | null | null | 0 | BATS>NYSE>NASDAQ | PO | 17.5 | 98 | 0 | 66 | 30 | 24 | -20 | null | null | High urgency from PM |
X004873 | 2025-12-08 15:45:11 | AAPL | Sell | 213,052 | 40.04 | 8,530,602.08 | 2.2 | 0.627 | Low | 12.7 | 28 | 25.8 | NYSE>NASDAQ | VWAP | 3 | MKT | 5.9 | 166 | 29 | 0.77 | Multi | false | null | null | 0 | NYSE>NASDAQ | MKT | 36.2 | 89 | 0.3 | 253 | 0 | -16 | -10 | null | null | High urgency from PM |
X004874 | 2025-11-22 12:23:24 | JPM | Buy | 3,265 | 123.26 | 402,443.9 | 3.6 | 0.081 | Medium | 7.3 | 26 | -4 | BATS>ARCA>IEX | VWAP | 2 | LMT | 3.5 | 61 | 16 | 0.53 | Multi | false | null | null | 0 | BATS>ARCA>IEX | LMT | 26.9 | 94 | 0 | 92 | -13 | 18 | 24 | null | null | High urgency from PM |
X004875 | 2025-12-15 12:30:51 | BA | Sell | 29,510 | 261.82 | 7,726,308.2 | 1.9 | 0.098 | Low | 22.6 | 29 | 20.9 | IEX>BATS>ARCA | TWAP | 2 | LMT | 6.7 | 72 | 33 | 0.57 | LiqDrop | false | null | null | 0 | IEX>BATS>ARCA | LMT | 92.6 | 87 | 27.6 | 44 | -18 | -40 | -17 | NoShort | null | High urgency from PM |
X004876 | 2025-12-20 10:22:08 | META | Buy | 44,761 | 41.43 | 1,854,448.23 | 1 | 0.125 | Medium | 23.1 | 38 | -25.5 | BATS>EDGX>NYSE>ARCA>IEX | POV | 4 | PO | 9.4 | 85 | 26 | 0.84 | ToxicitySpike | false | null | null | 0 | BATS>EDGX>NYSE>ARCA>IEX | PO | 59.6 | 87 | 19 | 15 | 24 | -36 | 6 | null | null | Paused due to data glitch |
X004877 | 2025-12-21 13:43:09 | HYG | Sell | 7,387 | 74.95 | 553,655.65 | 2.3 | 0.041 | High | 10.4 | 18 | 21.5 | ARCA>NASDAQ>BATS | VWAP | 3 | LMT | 4.1 | 63 | 12 | 0.73 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ>BATS | LMT | 14.8 | 93 | 6.4 | 88 | 7 | 13 | -22 | null | null | High urgency from PM |
X004878 | 2025-11-27 13:28:38 | NVDA | Sell | 1,105 | 346.73 | 383,136.65 | 1.5 | 0.029 | Ultra | 6.5 | 35 | -13.8 | IEX>NYSE>EDGX | VWAP | 1 | LMT | 2 | 60 | 32 | 0.7 | Slip>Thresh | false | null | null | 0 | IEX>NYSE>EDGX | LMT | 70.4 | 100 | 3.8 | 61 | 12 | 13 | 18 | NoShort | Unknown | High urgency from PM |
X004879 | 2025-12-25 11:36:58 | MSFT | Sell | 14,373 | 56.05 | 805,606.65 | 2.6 | 0.076 | Low | 24.3 | 9 | 34 | IEX>NYSE | TWAP | 2 | MKT | 9 | 66 | 18 | 0.68 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 34 | IEX>NYSE | MKT>LMT | 97 | 96 | 2.7 | 136 | 2 | -22 | 6 | Watchlist | null | Toxic prints; widened spread |
X004880 | 2025-12-12 09:47:55 | XLV | Buy | 213,619 | 57.13 | 12,204,053.47 | 1.4 | 0.6 | Low | 7.7 | 31 | 0.2 | ARCA>BATS>EDGX>NYSE>IEX | Adaptive | 3 | PO | 3.2 | 166 | 23 | 0.68 | ToxicitySpike | false | null | null | 0 | ARCA>BATS>EDGX>NYSE>IEX | PO | 69 | 92 | 20.8 | 261 | 39 | 29 | -29 | null | null | Venue switch reduced impact |
X004881 | 2025-11-26 10:32:23 | IEF | Buy | 52,813 | 102.59 | 5,418,085.67 | 2 | 0.201 | Low | 15.4 | 39 | 16.2 | NYSE>NASDAQ>EDGX>BATS | POV | 5 | LMT | 7.3 | 94 | 24 | 0.57 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ>EDGX>BATS | LMT | 62.8 | 95 | 15.1 | 49 | -3 | -32 | 24 | null | null | High urgency from PM |
X004882 | 2025-11-14 12:46:20 | XLF | Buy | 27,941 | 238.3 | 6,658,340.3 | 2.4 | 0.076 | Medium | 11.5 | 12 | 34 | IEX>EDGX>NYSE>ARCA | IS | 5 | MKT | 8.1 | 78 | 33 | 0.51 | Slip>Thresh | false | null | null | 0 | IEX>EDGX>NYSE>ARCA | MKT | 57.7 | 92 | 13.8 | 53 | 40 | -30 | -25 | null | null | Venue switch reduced impact |
X004883 | 2025-11-25 12:31:21 | TSLA | Buy | 18,405 | 128.54 | 2,365,778.7 | 2.1 | 0.057 | High | 8.8 | 25 | -1.2 | EDGX>IEX>NYSE | Adaptive | 3 | MKT | 4.1 | 69 | 32 | 0.61 | Multi | false | null | null | 0 | EDGX>IEX>NYSE | MKT | 37.1 | 94 | 5 | 49 | 16 | -23 | -28 | null | null | Paused due to data glitch |
X004884 | 2025-11-21 13:16:10 | SPY | Buy | 98,147 | 490.63 | 48,153,862.61 | 1.4 | 0.133 | Medium | 21 | 12 | -27.6 | IEX>NASDAQ>BATS>NYSE>ARCA | Adaptive | 5 | MKT | 9.2 | 123 | 27 | 0.84 | LiqDrop | false | null | null | 0 | IEX>NASDAQ>BATS>NYSE>ARCA | MKT | 70.6 | 96 | 23.6 | 40 | -13 | 28 | -31 | null | null | Stable book; normal liquidity |
X004885 | 2025-11-05 15:52:06 | PFE | Sell | 109,034 | 26.5 | 2,889,401 | 2.1 | 0.296 | Low | 19.1 | 30 | -25.6 | BATS>NYSE>EDGX>ARCA | TWAP | 3 | LMT | 6.8 | 114 | 26 | 0.67 | ToxicitySpike | false | null | null | 0 | BATS>NYSE>EDGX>ARCA | LMT | 17.3 | 90 | 6.9 | 134 | 43 | -4 | -26 | null | null | High urgency from PM |
X004886 | 2025-11-25 14:08:50 | GOOGL | Sell | 52,502 | 321.29 | 16,868,367.58 | 1.4 | 0.156 | Low | 19.6 | 24 | -14.6 | ARCA>NYSE>BATS>NASDAQ | TWAP | 3 | LMT | 6.4 | 86 | 29 | 0.61 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 28 | ARCA>NYSE>BATS>NASDAQ | LMT>MKT | 87 | 93 | 0 | 173 | -3 | 27 | 31 | null | Throttle | Venue switch reduced impact |
X004887 | 2025-11-10 11:58:36 | PFE | Buy | 40,298 | 243.96 | 9,831,100.08 | 3 | 0.109 | High | 4.5 | 34 | 33.7 | IEX>NYSE>BATS>ARCA | TWAP | 3 | MKT | 3.7 | 80 | 28 | 0.42 | LiqDrop | false | null | null | 0 | IEX>NYSE>BATS>ARCA | MKT | 71.7 | 89 | 5.7 | 43 | 55 | -27 | 2 | null | null | Paused due to data glitch |
X004888 | 2025-12-03 15:47:56 | BRK.B | Buy | 51,331 | 296.66 | 15,227,854.46 | 1.5 | 0.233 | Medium | 9.4 | 38 | -10.6 | NYSE>EDGX>BATS>NASDAQ>ARCA | TWAP | 3 | LMT | 3.6 | 85 | 29 | 0.45 | LiqDrop | false | null | null | 0 | NYSE>EDGX>BATS>NASDAQ>ARCA | LMT | 2 | 98 | 18.5 | 10 | 14 | 7 | -34 | null | null | Stable book; normal liquidity |
X004889 | 2025-10-28 09:54:11 | LQD | Sell | 50,050 | 108.87 | 5,448,943.5 | 1.2 | 0.246 | Low | 24.3 | 32 | -33.4 | IEX>ARCA | TWAP | 2 | LMT | 6.8 | 81 | 21 | 0.8 | LiqDrop | false | null | null | 0 | IEX>ARCA | LMT | 85.6 | 87 | 2.6 | 10 | 9 | -13 | 8 | null | null | Paused due to data glitch |
X004890 | 2025-12-14 13:06:22 | INTC | Sell | 1,876 | 208.51 | 391,164.76 | 1 | 0.089 | Medium | 21.4 | 10 | -29.1 | EDGX>BATS>NYSE | TWAP | 3 | IOC | 7.8 | 60 | 34 | 0.74 | LiqDrop | false | null | null | 0 | EDGX>BATS>NYSE | IOC | 53.7 | 89 | 10.5 | 10 | 19 | -7 | 18 | null | null | Paused due to data glitch |
X004891 | 2025-11-02 09:40:20 | AMZN | Buy | 4,824 | 50.95 | 245,782.8 | 1.7 | 0.222 | Medium | 5.4 | 39 | 13.5 | NASDAQ>IEX>ARCA>EDGX | IS | 4 | MKT | 4 | 62 | 25 | 0.44 | LiqDrop | false | null | null | 0 | NASDAQ>IEX>ARCA>EDGX | MKT | 38.9 | 95 | 11.6 | 103 | -1 | 24 | 29 | null | null | Venue switch reduced impact |
X004892 | 2025-12-23 13:38:45 | UNH | Sell | 28,024 | 149.64 | 4,193,511.36 | 2 | 0.123 | Medium | 14.1 | 5 | 5.3 | BATS>NASDAQ>IEX>ARCA | IS | 5 | LMT | 7.4 | 78 | 26 | 0.45 | Slip>Thresh | false | null | null | 0 | BATS>NASDAQ>IEX>ARCA | LMT | 68.8 | 95 | 4.4 | 30 | -7 | -28 | -15 | null | null | High urgency from PM |
X004893 | 2025-11-16 09:35:06 | INTC | Sell | 3,824 | 340.83 | 1,303,333.92 | 0.7 | 0.182 | Medium | 17.2 | 39 | -33.3 | IEX>NYSE>EDGX | TWAP | 2 | PO | 5.2 | 61 | 33 | 0.67 | Multi | false | null | null | 0 | IEX>NYSE>EDGX | PO | 10.7 | 91 | 18.2 | 16 | 41 | -32 | 22 | Watchlist | null | Stable book; normal liquidity |
X004894 | 2025-11-28 12:01:56 | PFE | Buy | 12,076 | 320.14 | 3,866,010.64 | 1.6 | 0.033 | High | 19.7 | 17 | 0.9 | NYSE>IEX>ARCA>NASDAQ>EDGX | IS | 4 | MKT | 10.2 | 66 | 17 | 0.78 | Slip>Thresh | false | null | null | 0 | NYSE>IEX>ARCA>NASDAQ>EDGX | MKT | 7.2 | 86 | 0.7 | 57 | -6 | 5 | 34 | PositionLimitNear | null | Paused due to data glitch |
X004895 | 2025-11-10 10:05:06 | BA | Sell | 21,818 | 156.08 | 3,405,353.44 | 1.8 | 0.073 | Medium | 16.9 | 30 | -6.4 | IEX>ARCA | TWAP | 1 | LMT | 4.5 | 67 | 22 | 0.48 | Multi | false | null | null | 0 | IEX>ARCA | LMT | 41 | 92 | 1.4 | 146 | 23 | 22 | 5 | NoShort | null | Stable book; normal liquidity |
X004896 | 2025-12-17 11:58:14 | WMT | Buy | 95,799 | 242.56 | 23,237,005.44 | 4.4 | 0.295 | Low | 21.7 | 31 | -6.7 | IEX>BATS>NASDAQ>EDGX>ARCA | POV | 5 | MKT | 13.9 | 122 | 12 | 0.52 | Slip>Thresh | true | SlippageAboveThreshold | AlgoSwitch | 11 | IEX>BATS>NASDAQ>EDGX>ARCA | MKT>LMT | 3.1 | 89 | 21.3 | 44 | 47 | 1 | -19 | NoShort | null | Venue switch reduced impact |
X004897 | 2025-11-03 13:56:22 | JPM | Buy | 17,356 | 140.01 | 2,430,013.56 | 3 | 0.43 | Low | 17.2 | 12 | -30.6 | EDGX>NYSE | TWAP | 1 | IOC | 6 | 66 | 28 | 0.6 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 18 | EDGX>NYSE | IOC>LMT | 89 | 97 | 3.3 | 103 | 47 | 8 | -27 | PositionLimitNear | null | High urgency from PM |
X004898 | 2025-12-02 10:43:02 | SPY | Buy | 86,652 | 492.55 | 42,680,442.6 | 1.4 | 0.117 | Medium | 22 | 29 | 31.7 | IEX>ARCA>NASDAQ | Adaptive | 2 | MKT | 6.8 | 96 | 34 | 0.8 | Multi | false | null | null | 0 | IEX>ARCA>NASDAQ | MKT | 91.3 | 98 | 7.8 | 102 | -13 | -19 | 26 | null | null | High urgency from PM |
X004899 | 2025-12-16 12:55:34 | BRK.B | Buy | 31,900 | 186.41 | 5,946,479 | 1.5 | 0.145 | Medium | 13.5 | 38 | 23.7 | EDGX>ARCA>NYSE>IEX>NASDAQ | VWAP | 3 | LMT | 4.5 | 75 | 16 | 0.42 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA>NYSE>IEX>NASDAQ | LMT | 32.8 | 96 | 0 | 72 | 51 | 17 | -28 | null | null | Stable book; normal liquidity |
X004900 | 2025-11-24 11:15:11 | XLB | Buy | 64,361 | 57.82 | 3,721,353.02 | 2.8 | 0.164 | Low | 20 | 6 | -27.8 | IEX>EDGX | TWAP | 2 | LMT | 6.5 | 87 | 33 | 0.59 | Multi | false | null | null | 0 | IEX>EDGX | LMT | 26.6 | 93 | 3.2 | 179 | 47 | -32 | 29 | null | null | Venue switch reduced impact |
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