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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X000501
|
2025-11-21 15:14:14
|
XLE
|
Buy
| 15,390
| 191.71
| 2,950,416.9
| 3.7
| 0.055
|
Medium
| 14.8
| 26
| -11
|
NYSE>ARCA>IEX>NASDAQ
|
Adaptive
| 5
|
LMT
| 7.1
| 70
| 15
| 0.75
|
Slip>Thresh
| false
| null | null | 0
|
NYSE>ARCA>IEX>NASDAQ
|
LMT
| 87.4
| 98
| 0
| 109
| 39
| 26
| 23
| null | null |
Paused due to data glitch
|
X000502
|
2025-12-09 13:07:36
|
XLE
|
Buy
| 57,492
| 114.9
| 6,605,830.8
| 3.7
| 0.206
|
Low
| 21
| 14
| -30.5
|
NYSE>EDGX>BATS
|
VWAP
| 1
|
IOC
| 6.8
| 80
| 13
| 0.74
|
Slip>Thresh
| true
|
SlippageAboveThreshold
|
AlgoSwitch
| 11
|
NYSE>EDGX>BATS
|
IOC>PO
| 60.8
| 90
| 19.8
| 54
| 42
| -22
| 22
| null | null |
Toxic prints; widened spread
|
X000503
|
2025-12-10 10:53:41
|
XLU
|
Sell
| 23,233
| 143.13
| 3,325,339.29
| 2.4
| 0.074
|
Medium
| 17.2
| 35
| -26.6
|
NYSE>BATS>IEX>EDGX>ARCA
|
VWAP
| 1
|
LMT
| 4.5
| 68
| 15
| 0.52
|
ToxicitySpike
| false
| null | null | 0
|
NYSE>BATS>IEX>EDGX>ARCA
|
LMT
| 26.6
| 100
| 1.8
| 148
| 6
| -8
| 28
| null | null |
Venue switch reduced impact
|
X000504
|
2025-12-22 14:41:23
|
XLF
|
Buy
| 27,072
| 51.84
| 1,403,412.48
| 2.1
| 0.074
|
High
| 6.5
| 35
| 25.1
|
IEX>ARCA
|
Adaptive
| 2
|
LMT
| 2.4
| 71
| 21
| 0.74
|
LiqDrop
| true
|
LiquidityDrop
|
AlgoSwitch
| 16
|
IEX>ARCA
|
LMT>PO
| 7.6
| 93
| 3.3
| 85
| 56
| 29
| -2
| null | null |
High urgency from PM
|
X000505
|
2025-11-07 10:56:11
|
BA
|
Buy
| 20,852
| 55.45
| 1,156,243.4
| 2.3
| 0.069
|
Medium
| 19.3
| 33
| -16.7
|
IEX>ARCA>NASDAQ>BATS
|
TWAP
| 2
|
MKT
| 7.3
| 68
| 20
| 0.75
|
LiqDrop
| false
| null | null | 0
|
IEX>ARCA>NASDAQ>BATS
|
MKT
| 7.3
| 92
| 0
| 90
| 21
| -36
| 2
|
PositionLimitNear
| null |
High urgency from PM
|
X000506
|
2025-12-14 10:13:08
|
HD
|
Buy
| 31,531
| 75.16
| 2,369,869.96
| 2
| 0.122
|
Low
| 20.8
| 33
| -15.2
|
IEX>EDGX
|
TWAP
| 1
|
MKT
| 6.5
| 71
| 23
| 0.65
|
Multi
| false
| null | null | 0
|
IEX>EDGX
|
MKT
| 31
| 93
| 7.1
| 70
| 25
| -5
| -27
| null | null |
High urgency from PM
|
X000507
|
2025-11-13 13:02:00
|
KO
|
Sell
| 11,344
| 37.59
| 426,420.96
| 3.7
| 0.282
|
Low
| 21.2
| 7
| 6.1
|
NASDAQ>ARCA>NYSE>BATS
|
Adaptive
| 3
|
LMT
| 7.4
| 65
| 23
| 0.77
|
LiqDrop
| true
|
LiquidityDrop
|
OrderTypeChange
| 10
|
NASDAQ>ARCA>NYSE>BATS
|
LMT>MKT
| 4.1
| 95
| 13.3
| 138
| 23
| -4
| -26
| null | null |
High urgency from PM
|
X000508
|
2025-12-16 10:32:01
|
XLB
|
Sell
| 23,779
| 47.12
| 1,120,466.48
| 1.5
| 0.061
|
High
| 9.6
| 13
| 22
|
NYSE>ARCA>IEX
|
Adaptive
| 2
|
LMT
| 2.9
| 70
| 35
| 0.56
|
LiqDrop
| false
| null | null | 0
|
NYSE>ARCA>IEX
|
LMT
| 17.1
| 96
| 0
| 17
| -2
| 18
| 9
| null | null |
High urgency from PM
|
X000509
|
2025-12-02 09:39:26
|
NKE
|
Buy
| 42,196
| 177.98
| 7,510,044.08
| 4
| 0.196
|
Low
| 10.5
| 12
| -20
|
ARCA>EDGX>NASDAQ
|
TWAP
| 1
|
LMT
| 4.1
| 74
| 29
| 0.75
|
LiqDrop
| true
|
LiquidityDrop
|
VenueSwitch
| 14
|
ARCA>EDGX>NASDAQ
|
LMT>IOC
| 88.9
| 100
| 10.4
| 102
| -17
| 2
| 15
| null | null |
High urgency from PM
|
X000510
|
2025-12-23 15:48:38
|
PEP
|
Sell
| 54,694
| 134.6
| 7,361,812.4
| 3.2
| 0.173
|
Low
| 15.2
| 18
| -14.1
|
NYSE>BATS>IEX
|
VWAP
| 3
|
LMT
| 5.9
| 87
| 24
| 0.52
|
LiqDrop
| false
| null | null | 0
|
NYSE>BATS>IEX
|
LMT
| 97.9
| 98
| 0
| 107
| -1
| 3
| 17
| null | null |
Stable book; normal liquidity
|
X000511
|
2025-12-14 11:14:13
|
IEF
|
Sell
| 15,839
| 102.42
| 1,622,230.38
| 2.3
| 0.06
|
High
| 8.5
| 17
| -0.5
|
BATS>NYSE>EDGX
|
VWAP
| 1
|
LMT
| 2.7
| 65
| 14
| 0.76
|
Multi
| false
| null | null | 0
|
BATS>NYSE>EDGX
|
LMT
| 59.7
| 90
| 4.9
| 155
| 24
| -27
| -35
| null | null |
Venue switch reduced impact
|
X000512
|
2025-11-21 13:19:15
|
AMZN
|
Buy
| 867
| 167.28
| 145,031.76
| 2.4
| 0.04
|
Medium
| 20.4
| 39
| 22.2
|
ARCA>NYSE>NASDAQ>BATS>IEX
|
POV
| 5
|
MKT
| 11.3
| 60
| 33
| 0.59
|
Multi
| false
| null | null | 0
|
ARCA>NYSE>NASDAQ>BATS>IEX
|
MKT
| 34.9
| 90
| 13.8
| 26
| 22
| 1
| -32
| null | null |
Paused due to data glitch
|
X000513
|
2025-12-09 10:01:34
|
INTC
|
Sell
| 633
| 328.29
| 207,807.57
| 1.1
| 0.03
|
Ultra
| 23.7
| 4
| -2.6
|
ARCA>EDGX
|
TWAP
| 2
|
IOC
| 7.5
| 60
| 18
| 0.57
|
ToxicitySpike
| false
| null | null | 0
|
ARCA>EDGX
|
IOC
| 37.4
| 85
| 15.2
| 31
| 52
| 1
| 11
| null | null |
Paused due to data glitch
|
X000514
|
2025-12-15 10:45:37
|
IWM
|
Sell
| 631,745
| 206.48
| 130,442,707.6
| 1
| 0.872
|
Low
| 16.5
| 7
| -11.1
|
EDGX>ARCA
|
POV
| 1
|
MKT
| 5.4
| 200
| 13
| 0.72
|
ToxicitySpike
| false
| null | null | 0
|
EDGX>ARCA
|
MKT
| 23.4
| 86
| 17.4
| 207
| 8
| 14
| 2
| null | null |
High urgency from PM
|
X000515
|
2025-11-30 12:31:32
|
BA
|
Buy
| 47,819
| 209.36
| 10,011,385.84
| 2.9
| 0.159
|
Low
| 17.5
| 10
| -22
|
ARCA>NASDAQ>NYSE>EDGX
|
IS
| 4
|
IOC
| 10
| 87
| 30
| 0.66
|
Multi
| false
| null | null | 0
|
ARCA>NASDAQ>NYSE>EDGX
|
IOC
| 65.8
| 85
| 9.8
| 168
| 4
| 13
| -3
| null | null |
Venue switch reduced impact
|
X000516
|
2025-12-01 13:24:06
|
CSCO
|
Buy
| 42,329
| 95.3
| 4,033,953.7
| 3.1
| 0.106
|
Low
| 20.4
| 19
| 13.8
|
BATS>ARCA>EDGX
|
Adaptive
| 1
|
MKT
| 6.3
| 74
| 31
| 0.7
|
LiqDrop
| false
| null | null | 0
|
BATS>ARCA>EDGX
|
MKT
| 77.3
| 85
| 3.4
| 10
| -12
| 1
| -17
|
PositionLimitNear
| null |
High urgency from PM
|
X000517
|
2025-11-21 15:54:43
|
VZ
|
Buy
| 9,980
| 108.36
| 1,081,432.8
| 2.4
| 0.085
|
High
| 4.6
| 7
| 18.8
|
NYSE>ARCA>NASDAQ>BATS>EDGX
|
IS
| 5
|
LMT
| 3.9
| 66
| 16
| 0.82
|
LiqDrop
| false
| null | null | 0
|
NYSE>ARCA>NASDAQ>BATS>EDGX
|
LMT
| 21.1
| 96
| 0
| 37
| -17
| 21
| -19
| null | null |
High urgency from PM
|
X000518
|
2025-11-25 09:35:52
|
JNJ
|
Sell
| 41,258
| 80.34
| 3,314,667.72
| 3
| 0.151
|
Low
| 9.8
| 17
| 20.4
|
IEX>EDGX>NASDAQ>NYSE
|
Adaptive
| 3
|
MKT
| 5
| 80
| 31
| 0.69
|
Multi
| false
| null | null | 0
|
IEX>EDGX>NASDAQ>NYSE
|
MKT
| 52.7
| 90
| 1
| 20
| 7
| 6
| -5
| null | null |
Venue switch reduced impact
|
X000519
|
2025-12-07 11:00:36
|
META
|
Buy
| 11,640
| 14.8
| 172,272
| 1.5
| 0.032
|
High
| 19.8
| 29
| 34.1
|
NASDAQ>NYSE>BATS>IEX>ARCA
|
VWAP
| 3
|
LMT
| 6.2
| 65
| 20
| 0.84
|
Slip>Thresh
| false
| null | null | 0
|
NASDAQ>NYSE>BATS>IEX>ARCA
|
LMT
| 78.8
| 99
| 5.6
| 97
| 55
| 21
| -4
| null | null |
Venue switch reduced impact
|
X000520
|
2025-11-25 13:46:30
|
XLE
|
Sell
| 178,562
| 316.51
| 56,516,658.62
| 3.7
| 0.641
|
Low
| 18.6
| 18
| -33.4
|
ARCA>NYSE>EDGX>NASDAQ
|
Adaptive
| 3
|
LMT
| 6.9
| 149
| 16
| 0.48
|
Multi
| false
| null | null | 0
|
ARCA>NYSE>EDGX>NASDAQ
|
LMT
| 37.7
| 95
| 11
| 293
| -14
| 5
| -17
| null | null |
High urgency from PM
|
X000521
|
2025-12-17 13:03:15
|
XLF
|
Sell
| 45,728
| 268.38
| 12,272,480.64
| 2
| 0.125
|
Medium
| 14.6
| 20
| 0.8
|
BATS>IEX>NYSE>ARCA>NASDAQ
|
TWAP
| 1
|
PO
| 4.5
| 76
| 12
| 0.65
|
ToxicitySpike
| false
| null | null | 0
|
BATS>IEX>NYSE>ARCA>NASDAQ
|
PO
| 9.7
| 91
| 5.8
| 77
| 8
| -12
| 9
| null | null |
High urgency from PM
|
X000522
|
2025-11-05 15:13:46
|
XLU
|
Buy
| 67,937
| 98.82
| 6,713,534.34
| 1.2
| 0.218
|
Low
| 18.2
| 27
| 19
|
NASDAQ>NYSE>EDGX>IEX
|
VWAP
| 1
|
MKT
| 5.2
| 83
| 17
| 0.73
|
Slip>Thresh
| false
| null | null | 0
|
NASDAQ>NYSE>EDGX>IEX
|
MKT
| 83.7
| 95
| 0
| 70
| -1
| -28
| 36
|
PositionLimitNear
| null |
Toxic prints; widened spread
|
X000523
|
2025-12-17 15:15:02
|
XLI
|
Sell
| 1,071
| 329.57
| 352,969.47
| 2.6
| 0.049
|
Medium
| 23
| 18
| 34.8
|
NYSE>NASDAQ>BATS
|
VWAP
| 3
|
MKT
| 9.3
| 60
| 13
| 0.69
|
LiqDrop
| true
|
LiquidityDrop
|
VenueSwitch
| 18
|
NYSE>NASDAQ>BATS
|
MKT>LMT
| 2.7
| 92
| 8.2
| 74
| 49
| 13
| 37
| null | null |
Venue switch reduced impact
|
X000524
|
2025-11-14 13:20:08
|
NFLX
|
Sell
| 2,342
| 266.86
| 624,986.12
| 2.6
| 0.022
|
Ultra
| 9.8
| 6
| 8.9
|
NYSE>BATS>IEX
|
VWAP
| 1
|
MKT
| 3.7
| 60
| 21
| 0.75
|
LiqDrop
| false
| null | null | 0
|
NYSE>BATS>IEX
|
MKT
| 65.5
| 100
| 2.1
| 10
| 9
| -21
| 9
| null | null |
Stable book; normal liquidity
|
X000525
|
2025-11-26 10:17:28
|
JNJ
|
Sell
| 66,000
| 60.26
| 3,977,160
| 4.2
| 0.242
|
Low
| 5
| 33
| -33.9
|
BATS>ARCA>EDGX>NASDAQ
|
Adaptive
| 5
|
MKT
| 5.3
| 102
| 29
| 0.58
|
Multi
| false
| null | null | 0
|
BATS>ARCA>EDGX>NASDAQ
|
MKT
| 1.2
| 90
| 2.3
| 153
| 47
| -37
| 24
|
NoShort
| null |
High urgency from PM
|
X000526
|
2025-11-14 11:09:00
|
XLF
|
Sell
| 13,195
| 308.73
| 4,073,692.35
| 3.9
| 0.036
|
High
| 9.7
| 39
| 30.4
|
BATS>NYSE>IEX
|
TWAP
| 3
|
IOC
| 5.8
| 66
| 26
| 0.42
|
ToxicitySpike
| false
| null | null | 0
|
BATS>NYSE>IEX
|
IOC
| 34.1
| 98
| 12.1
| 40
| 22
| 14
| 18
|
PositionLimitNear
| null |
Venue switch reduced impact
|
X000527
|
2025-11-14 15:28:58
|
HYG
|
Buy
| 20,204
| 76.23
| 1,540,150.92
| 1.7
| 0.111
|
High
| 8
| 7
| 19.8
|
NASDAQ>BATS>ARCA>IEX>NYSE
|
IS
| 5
|
LMT
| 4.7
| 73
| 34
| 0.77
|
Multi
| false
| null | null | 0
|
NASDAQ>BATS>ARCA>IEX>NYSE
|
LMT
| 81.7
| 88
| 8.6
| 92
| 20
| -35
| -39
| null | null |
Paused due to data glitch
|
X000528
|
2025-10-31 13:16:00
|
JNJ
|
Buy
| 63,952
| 151.54
| 9,691,286.08
| 2.8
| 0.235
|
Low
| 9.1
| 3
| 34.1
|
IEX>ARCA>BATS
|
VWAP
| 3
|
LMT
| 4.1
| 91
| 30
| 0.67
|
Slip>Thresh
| false
| null | null | 0
|
IEX>ARCA>BATS
|
LMT
| 72.3
| 92
| 3.9
| 210
| -5
| -14
| -31
|
NoShort
| null |
Stable book; normal liquidity
|
X000529
|
2025-12-25 10:17:47
|
AAPL
|
Buy
| 17,852
| 100.01
| 1,785,378.52
| 2.7
| 0.053
|
Medium
| 13.6
| 29
| -8.5
|
EDGX>NYSE>IEX>NASDAQ>ARCA
|
IS
| 5
|
LMT
| 7.8
| 71
| 24
| 0.69
|
Multi
| false
| null | null | 0
|
EDGX>NYSE>IEX>NASDAQ>ARCA
|
LMT
| 10.5
| 96
| 0
| 51
| 17
| 12
| -31
| null | null |
Toxic prints; widened spread
|
X000530
|
2025-12-09 13:08:51
|
PEP
|
Sell
| 56,946
| 335.27
| 19,092,285.42
| 4.8
| 0.18
|
Medium
| 4.4
| 22
| -24.5
|
IEX>NASDAQ
|
IS
| 4
|
LMT
| 5.2
| 92
| 12
| 0.55
|
ToxicitySpike
| false
| null | null | 0
|
IEX>NASDAQ
|
LMT
| 43.3
| 90
| 9.8
| 169
| 32
| -6
| -27
|
NoShort
| null |
High urgency from PM
|
X000531
|
2025-12-13 10:32:34
|
HYG
|
Buy
| 11,450
| 74.93
| 857,948.5
| 1.5
| 0.063
|
Medium
| 17.8
| 8
| 14
|
IEX>EDGX>ARCA
|
TWAP
| 1
|
LMT
| 4.5
| 64
| 19
| 0.54
|
Multi
| false
| null | null | 0
|
IEX>EDGX>ARCA
|
LMT
| 5.2
| 97
| 0
| 45
| 35
| -40
| 22
| null | null |
Stable book; normal liquidity
|
X000532
|
2025-12-02 12:17:30
|
XLK
|
Sell
| 23,434
| 103.18
| 2,417,920.12
| 1.1
| 0.066
|
High
| 22.8
| 26
| -6.7
|
NYSE>BATS>ARCA>NASDAQ>IEX
|
VWAP
| 3
|
LMT
| 6.8
| 71
| 25
| 0.82
|
Slip>Thresh
| false
| null | null | 0
|
NYSE>BATS>ARCA>NASDAQ>IEX
|
LMT
| 65.6
| 89
| 5.7
| 78
| 46
| -34
| 7
|
PositionLimitNear
| null |
High urgency from PM
|
X000533
|
2025-11-25 14:53:35
|
IEF
|
Sell
| 35,299
| 94.45
| 3,333,990.55
| 2.3
| 0.134
|
Low
| 24.2
| 13
| 8.2
|
BATS>ARCA>IEX
|
VWAP
| 3
|
MKT
| 9.5
| 77
| 30
| 0.51
|
Multi
| false
| null | null | 0
|
BATS>ARCA>IEX
|
MKT
| 86.5
| 99
| 16.6
| 137
| 47
| -20
| -20
| null | null |
Paused due to data glitch
|
X000534
|
2025-11-01 15:09:14
|
META
|
Buy
| 47,789
| 194.89
| 9,313,598.21
| 1.5
| 0.133
|
High
| 5.1
| 30
| -14.9
|
NYSE>IEX>BATS>ARCA
|
IS
| 5
|
MKT
| 4.1
| 91
| 22
| 0.44
|
LiqDrop
| false
| null | null | 0
|
NYSE>IEX>BATS>ARCA
|
MKT
| 63.6
| 87
| 0
| 94
| 3
| 5
| 26
| null | null |
Stable book; normal liquidity
|
X000535
|
2025-11-01 14:25:00
|
PFE
|
Buy
| 19,855
| 266.23
| 5,285,996.65
| 2.1
| 0.054
|
Medium
| 16.1
| 38
| 10.3
|
ARCA>IEX
|
Adaptive
| 2
|
LMT
| 4.6
| 68
| 21
| 0.58
|
LiqDrop
| false
| null | null | 0
|
ARCA>IEX
|
LMT
| 45.9
| 95
| 4.4
| 78
| 58
| 9
| 27
| null | null |
Venue switch reduced impact
|
X000536
|
2025-12-09 14:00:42
|
XLP
|
Sell
| 19,907
| 43.66
| 869,139.62
| 3.5
| 0.069
|
High
| 3.8
| 6
| -3.7
|
EDGX>NASDAQ>ARCA
|
IS
| 5
|
MKT
| 5.4
| 72
| 23
| 0.68
|
Slip>Thresh
| false
| null | null | 0
|
EDGX>NASDAQ>ARCA
|
MKT
| 88.3
| 89
| 0
| 82
| 35
| 9
| -32
| null | null |
Toxic prints; widened spread
|
X000537
|
2025-10-29 14:07:31
|
WMT
|
Sell
| 48,112
| 91.74
| 4,413,794.88
| 3.5
| 0.148
|
Low
| 19.5
| 32
| -15.7
|
IEX>ARCA
|
POV
| 5
|
LMT
| 9.9
| 91
| 24
| 0.76
|
LiqDrop
| false
| null | null | 0
|
IEX>ARCA
|
LMT
| 51.9
| 97
| 31.2
| 48
| -15
| -9
| -5
| null | null |
Paused due to data glitch
|
X000538
|
2025-10-28 14:49:12
|
AMZN
|
Buy
| 4,340
| 86.15
| 373,891
| 2.7
| 0.199
|
Low
| 31.9
| 10
| -27.4
|
ARCA>NYSE>IEX>BATS>EDGX
|
TWAP
| 1
|
MKT
| 9.8
| 61
| 22
| 0.56
|
ToxicitySpike
| false
| null | null | 0
|
ARCA>NYSE>IEX>BATS>EDGX
|
MKT
| 65.9
| 87
| 9.9
| 10
| -20
| -7
| -7
|
Watchlist
| null |
Toxic prints; widened spread
|
X000539
|
2025-11-03 10:01:52
|
V
|
Buy
| 8,436
| 363.69
| 3,068,088.84
| 3.4
| 0.11
|
Low
| 13.5
| 23
| 5.8
|
NYSE>BATS>NASDAQ
|
IS
| 5
|
LMT
| 8.3
| 65
| 32
| 0.72
|
Slip>Thresh
| false
| null | null | 0
|
NYSE>BATS>NASDAQ
|
LMT
| 86.5
| 99
| 26.4
| 10
| 10
| -32
| 32
| null | null |
High urgency from PM
|
X000540
|
2025-10-31 12:24:24
|
AAPL
|
Buy
| 131,420
| 48.99
| 6,438,265.8
| 2.4
| 0.387
|
Low
| 16.3
| 23
| 14.9
|
NYSE>IEX
|
Adaptive
| 1
|
PO
| 4.7
| 105
| 23
| 0.68
|
LiqDrop
| false
| null | null | 0
|
NYSE>IEX
|
PO
| 31
| 88
| 0
| 113
| 49
| -32
| -32
| null | null |
Toxic prints; widened spread
|
X000541
|
2025-12-10 13:13:35
|
NVDA
|
Sell
| 955
| 252.53
| 241,166.15
| 2.1
| 0.025
|
Ultra
| 9.6
| 11
| -24.4
|
ARCA>NYSE>EDGX
|
TWAP
| 1
|
LMT
| 3
| 60
| 28
| 0.47
|
ToxicitySpike
| false
| null | null | 0
|
ARCA>NYSE>EDGX
|
LMT
| 25.5
| 76
| 7.6
| 90
| -5
| -23
| 23
|
NoShort
| null |
Paused due to data glitch
|
X000542
|
2025-12-19 14:09:20
|
NKE
|
Buy
| 11,879
| 275.26
| 3,269,813.54
| 3.1
| 0.055
|
Ultra
| 4.8
| 6
| 32.5
|
BATS>EDGX>NYSE>ARCA>IEX
|
TWAP
| 2
|
MKT
| 3.4
| 65
| 21
| 0.5
|
Slip>Thresh
| false
| null | null | 0
|
BATS>EDGX>NYSE>ARCA>IEX
|
MKT
| 42.9
| 91
| 5.8
| 84
| 57
| -1
| 5
| null | null |
Toxic prints; widened spread
|
X000543
|
2025-10-31 13:18:34
|
XOM
|
Buy
| 28,674
| 212.85
| 6,103,260.9
| 2.5
| 0.262
|
Low
| 18.2
| 20
| -32.7
|
NASDAQ>EDGX>BATS
|
IS
| 4
|
LMT
| 8.6
| 76
| 22
| 0.51
|
LiqDrop
| false
| null | null | 0
|
NASDAQ>EDGX>BATS
|
LMT
| 35.2
| 90
| 0
| 10
| 26
| 26
| 4
| null | null |
Toxic prints; widened spread
|
X000544
|
2025-12-02 11:23:06
|
NKE
|
Buy
| 11,826
| 321.69
| 3,804,305.94
| 2.1
| 0.055
|
Medium
| 18.2
| 30
| -6.3
|
NASDAQ>NYSE>EDGX
|
TWAP
| 1
|
MKT
| 5.9
| 64
| 35
| 0.53
|
ToxicitySpike
| false
| null | null | 0
|
NASDAQ>NYSE>EDGX
|
MKT
| 62.2
| 100
| 7.6
| 121
| 41
| 5
| 4
|
PositionLimitNear
| null |
High urgency from PM
|
X000545
|
2025-12-15 09:58:18
|
NKE
|
Sell
| 76,166
| 213.54
| 16,264,487.64
| 3.3
| 0.354
|
Low
| 20.5
| 35
| -5.3
|
NASDAQ>EDGX>IEX>BATS
|
IS
| 4
|
LMT
| 10.1
| 103
| 25
| 0.5
|
ToxicitySpike
| false
| null | null | 0
|
NASDAQ>EDGX>IEX>BATS
|
LMT
| 5.6
| 94
| 5.1
| 10
| 41
| 20
| 9
| null | null |
Paused due to data glitch
|
X000546
|
2025-12-14 12:35:29
|
AAPL
|
Buy
| 61,586
| 220.71
| 13,592,646.06
| 1.4
| 0.181
|
Medium
| 12.3
| 36
| 2.3
|
BATS>NASDAQ>ARCA>NYSE>IEX
|
POV
| 5
|
LMT
| 5.7
| 100
| 25
| 0.52
|
Multi
| false
| null | null | 0
|
BATS>NASDAQ>ARCA>NYSE>IEX
|
LMT
| 79.9
| 99
| 20.2
| 88
| -18
| -2
| -39
| null | null |
Stable book; normal liquidity
|
X000547
|
2025-11-19 09:41:17
|
AMZN
|
Buy
| 19,247
| 311.81
| 6,001,407.07
| 2.1
| 0.884
|
Low
| 8.2
| 13
| 20.6
|
ARCA>NYSE>BATS>EDGX
|
VWAP
| 2
|
MKT
| 3.9
| 68
| 25
| 0.55
|
LiqDrop
| false
| null | null | 0
|
ARCA>NYSE>BATS>EDGX
|
MKT
| 65.6
| 95
| 10.6
| 97
| 31
| -13
| 34
| null | null |
Paused due to data glitch
|
X000548
|
2025-12-19 15:27:22
|
XLY
|
Sell
| 16,832
| 221.15
| 3,722,396.8
| 2
| 0.07
|
High
| 8.9
| 16
| 11.4
|
EDGX>IEX>NASDAQ>ARCA>BATS
|
TWAP
| 1
|
LMT
| 2.8
| 65
| 12
| 0.64
|
Multi
| false
| null | null | 0
|
EDGX>IEX>NASDAQ>ARCA>BATS
|
LMT
| 73.2
| 94
| 0.7
| 65
| 32
| -9
| -2
| null | null |
Venue switch reduced impact
|
X000549
|
2025-12-15 12:21:29
|
INTC
|
Sell
| 1,367
| 49.02
| 67,010.34
| 1.1
| 0.065
|
Medium
| 32.4
| 8
| 14.2
|
IEX>EDGX>NASDAQ
|
VWAP
| 2
|
LMT
| 8.3
| 60
| 29
| 0.69
|
Slip>Thresh
| false
| null | null | 0
|
IEX>EDGX>NASDAQ
|
LMT
| 5
| 99
| 7.6
| 92
| 47
| 25
| 5
|
NoShort
| null |
Stable book; normal liquidity
|
X000550
|
2025-12-24 09:58:11
|
JNJ
|
Sell
| 23,017
| 32.82
| 755,417.94
| 5
| 0.085
|
Low
| 12.9
| 3
| 11.1
|
ARCA>IEX>NASDAQ>EDGX
|
POV
| 5
|
IOC
| 9.9
| 74
| 26
| 0.48
|
ToxicitySpike
| false
| null | null | 0
|
ARCA>IEX>NASDAQ>EDGX
|
IOC
| 62
| 99
| 4.1
| 116
| 33
| -40
| 20
| null | null |
Venue switch reduced impact
|
X000551
|
2025-11-06 10:07:21
|
AMD
|
Buy
| 4,864
| 340.74
| 1,657,359.36
| 1.3
| 0.136
|
High
| 6.9
| 22
| 8.1
|
EDGX>NYSE
|
TWAP
| 2
|
MKT
| 2.9
| 62
| 23
| 0.53
|
Multi
| false
| null | null | 0
|
EDGX>NYSE
|
MKT
| 32.5
| 95
| 6.3
| 60
| 7
| -40
| 25
|
PositionLimitNear
| null |
Stable book; normal liquidity
|
X000552
|
2025-11-12 09:49:41
|
PFE
|
Sell
| 96,914
| 87.91
| 8,519,709.74
| 2.5
| 0.263
|
Low
| 14.3
| 23
| -14.7
|
NASDAQ>EDGX>NYSE
|
POV
| 4
|
IOC
| 7.6
| 115
| 33
| 0.42
|
ToxicitySpike
| false
| null | null | 0
|
NASDAQ>EDGX>NYSE
|
IOC
| 41.9
| 97
| 16.7
| 126
| 0
| -23
| 0
| null | null |
High urgency from PM
|
X000553
|
2025-11-15 11:41:43
|
TSLA
|
Buy
| 50,234
| 193.51
| 9,720,781.34
| 1.7
| 0.156
|
Low
| 16.1
| 32
| -14.7
|
ARCA>EDGX>IEX
|
Adaptive
| 5
|
LMT
| 6.3
| 92
| 30
| 0.49
|
ToxicitySpike
| false
| null | null | 0
|
ARCA>EDGX>IEX
|
LMT
| 56.5
| 92
| 9.3
| 33
| 7
| 22
| 23
| null | null |
High urgency from PM
|
X000554
|
2025-10-27 14:10:28
|
XLB
|
Buy
| 54,255
| 156.09
| 8,468,662.95
| 1.8
| 0.138
|
High
| 3.4
| 39
| 9.1
|
IEX>BATS
|
Adaptive
| 4
|
LMT
| 2.1
| 91
| 23
| 0.8
|
Multi
| false
| null | null | 0
|
IEX>BATS
|
LMT
| 58.2
| 98
| 3.2
| 123
| 24
| -36
| 34
|
NoShort
| null |
High urgency from PM
|
X000555
|
2025-10-30 10:37:16
|
XLF
|
Buy
| 53,240
| 63.92
| 3,403,100.8
| 2.6
| 0.145
|
Low
| 19.2
| 38
| 23.2
|
IEX>NASDAQ>EDGX>NYSE>BATS
|
VWAP
| 3
|
LMT
| 6.7
| 86
| 26
| 0.74
|
Multi
| false
| null | null | 0
|
IEX>NASDAQ>EDGX>NYSE>BATS
|
LMT
| 38.5
| 99
| 6.8
| 222
| -2
| 14
| 15
|
PositionLimitNear
| null |
Paused due to data glitch
|
X000556
|
2025-10-28 13:23:26
|
INTC
|
Buy
| 3,733
| 174.76
| 652,379.08
| 1.3
| 0.178
|
Medium
| 13.4
| 37
| -2.2
|
NYSE>NASDAQ>IEX>BATS
|
VWAP
| 1
|
MKT
| 4
| 61
| 14
| 0.42
|
Slip>Thresh
| false
| null | null | 0
|
NYSE>NASDAQ>IEX>BATS
|
MKT
| 7.9
| 92
| 7.9
| 68
| 0
| 17
| -15
| null | null |
High urgency from PM
|
X000557
|
2025-11-28 12:02:53
|
DIS
|
Buy
| 16,682
| 52.6
| 877,473.2
| 2.3
| 0.073
|
Medium
| 15.1
| 13
| -8.3
|
NASDAQ>EDGX>IEX>BATS>NYSE
|
POV
| 4
|
MKT
| 8
| 69
| 32
| 0.62
|
LiqDrop
| false
| null | null | 0
|
NASDAQ>EDGX>IEX>BATS>NYSE
|
MKT
| 24.8
| 98
| 19.5
| 10
| -15
| 28
| -1
|
NoShort
|
PriceBand
|
Toxic prints; widened spread
|
X000558
|
2025-10-28 13:05:47
|
HD
|
Buy
| 44,367
| 265.5
| 11,779,438.5
| 2.1
| 0.172
|
High
| 4
| 12
| 17.8
|
BATS>IEX>EDGX>NYSE
|
IS
| 4
|
LMT
| 3.1
| 85
| 14
| 0.69
|
ToxicitySpike
| false
| null | null | 0
|
BATS>IEX>EDGX>NYSE
|
LMT
| 75
| 93
| 0.4
| 115
| 29
| -19
| -29
| null |
VenueReject
|
Stable book; normal liquidity
|
X000559
|
2025-11-20 10:09:07
|
MA
|
Buy
| 24,706
| 327.99
| 8,103,320.94
| 1.3
| 0.105
|
Medium
| 13.3
| 9
| -25.7
|
IEX>ARCA>NASDAQ
|
IS
| 5
|
LMT
| 6.5
| 76
| 22
| 0.41
|
Multi
| false
| null | null | 0
|
IEX>ARCA>NASDAQ
|
LMT
| 4.1
| 85
| 0
| 28
| 40
| 24
| 29
| null | null |
Toxic prints; widened spread
|
X000560
|
2025-12-13 14:34:29
|
NFLX
|
Buy
| 9,356
| 278.85
| 2,608,920.6
| 4.2
| 0.089
|
Medium
| 4.5
| 33
| 16.8
|
NASDAQ>EDGX>IEX
|
Adaptive
| 5
|
PO
| 4.6
| 66
| 35
| 0.46
|
ToxicitySpike
| false
| null | null | 0
|
NASDAQ>EDGX>IEX
|
PO
| 39.8
| 86
| 2.8
| 132
| 25
| -36
| 36
| null | null |
Venue switch reduced impact
|
X000561
|
2025-12-13 11:13:40
|
LQD
|
Sell
| 81,479
| 112.72
| 9,184,312.88
| 1.2
| 0.401
|
Medium
| 4
| 25
| -29.7
|
BATS>IEX>NASDAQ>ARCA>NYSE
|
TWAP
| 1
|
LMT
| 1.5
| 88
| 18
| 0.45
|
Slip>Thresh
| false
| null | null | 0
|
BATS>IEX>NASDAQ>ARCA>NYSE
|
LMT
| 83.3
| 90
| 6.1
| 169
| 54
| -28
| 3
| null | null |
Venue switch reduced impact
|
X000562
|
2025-10-28 12:18:01
|
XLK
|
Sell
| 61,459
| 235.06
| 14,446,552.54
| 1.1
| 0.172
|
Medium
| 17.3
| 37
| 34
|
BATS>NASDAQ>NYSE>IEX>ARCA
|
POV
| 4
|
LMT
| 6.6
| 95
| 13
| 0.56
|
Slip>Thresh
| true
|
SlippageAboveThreshold
|
Pause
| 12
|
BATS>NASDAQ>NYSE>IEX>ARCA
|
LMT>MKT
| 35.9
| 97
| 14.3
| 27
| 18
| -32
| 34
| null | null |
Toxic prints; widened spread
|
X000563
|
2025-11-19 14:06:13
|
QQQ
|
Sell
| 125,898
| 426.4
| 53,682,907.2
| 1
| 0.399
|
Low
| 14
| 8
| 34.7
|
IEX>BATS>ARCA>NASDAQ
|
VWAP
| 3
|
LMT
| 4.5
| 122
| 16
| 0.47
|
LiqDrop
| false
| null | null | 0
|
IEX>BATS>ARCA>NASDAQ
|
LMT
| 31.8
| 88
| 0
| 79
| 36
| 10
| -12
| null | null |
Toxic prints; widened spread
|
X000564
|
2025-12-22 15:50:56
|
GOOGL
|
Buy
| 18,477
| 38.57
| 712,657.89
| 1.7
| 0.055
|
Ultra
| 7.8
| 34
| 30.2
|
ARCA>EDGX
|
VWAP
| 2
|
MKT
| 3.3
| 67
| 28
| 0.44
|
Multi
| false
| null | null | 0
|
ARCA>EDGX
|
MKT
| 55.2
| 100
| 5.4
| 63
| 55
| 28
| -15
|
NoShort
| null |
Venue switch reduced impact
|
X000565
|
2025-12-08 14:04:23
|
T
|
Buy
| 20,027
| 125.18
| 2,506,979.86
| 4.1
| 0.167
|
Medium
| 3.9
| 19
| 5.6
|
BATS>NASDAQ>NYSE
|
IS
| 5
|
MKT
| 6.1
| 73
| 31
| 0.5
|
Slip>Thresh
| false
| null | null | 0
|
BATS>NASDAQ>NYSE
|
MKT
| 95.1
| 87
| 25.2
| 64
| 48
| -30
| 13
| null | null |
Venue switch reduced impact
|
X000566
|
2025-11-10 13:28:09
|
BA
|
Sell
| 10,127
| 324.54
| 3,286,616.58
| 1.4
| 0.034
|
Ultra
| 4.4
| 3
| 33.5
|
ARCA>BATS>NYSE>NASDAQ
|
Adaptive
| 1
|
IOC
| 1.6
| 63
| 13
| 0.8
|
LiqDrop
| true
|
LiquidityDrop
|
VenueSwitch
| 17
|
ARCA>BATS>NYSE>NASDAQ
|
IOC>MKT
| 84.5
| 93
| 2.8
| 73
| 43
| -16
| -10
| null | null |
Stable book; normal liquidity
|
X000567
|
2025-11-01 10:41:11
|
QQQ
|
Sell
| 57,233
| 400.26
| 22,908,080.58
| 0.5
| 0.181
|
Ultra
| 7.1
| 25
| -11.8
|
EDGX>IEX>ARCA
|
VWAP
| 3
|
LMT
| 2.3
| 88
| 33
| 0.65
|
LiqDrop
| false
| null | null | 0
|
EDGX>IEX>ARCA
|
LMT
| 95.6
| 89
| 1.3
| 115
| 54
| 22
| -22
| null | null |
Paused due to data glitch
|
X000568
|
2025-11-30 10:50:00
|
XLK
|
Sell
| 55,676
| 149.38
| 8,316,880.88
| 1.4
| 0.156
|
Medium
| 12.6
| 6
| 28.8
|
NASDAQ>BATS>NYSE
|
TWAP
| 1
|
PO
| 3.7
| 79
| 12
| 0.55
|
LiqDrop
| false
| null | null | 0
|
NASDAQ>BATS>NYSE
|
PO
| 30.6
| 90
| 0
| 62
| 44
| -40
| 25
|
NoShort
| null |
Toxic prints; widened spread
|
X000569
|
2025-10-27 12:05:53
|
BA
|
Buy
| 91,567
| 318.03
| 29,121,053.01
| 1.5
| 0.305
|
Low
| 9.3
| 24
| 28.2
|
NASDAQ>IEX>NYSE
|
TWAP
| 1
|
LMT
| 2.8
| 92
| 28
| 0.63
|
Multi
| false
| null | null | 0
|
NASDAQ>IEX>NYSE
|
LMT
| 72.9
| 93
| 9.5
| 158
| -6
| 17
| 34
| null | null |
High urgency from PM
|
X000570
|
2025-11-16 09:49:21
|
AAPL
|
Sell
| 23,339
| 71.43
| 1,667,104.77
| 1.6
| 0.069
|
Medium
| 18.3
| 12
| 11.6
|
ARCA>NYSE
|
IS
| 4
|
IOC
| 9.2
| 73
| 33
| 0.68
|
LiqDrop
| false
| null | null | 0
|
ARCA>NYSE
|
IOC
| 1
| 100
| 9.1
| 45
| -4
| 14
| 1
|
PositionLimitNear
| null |
Toxic prints; widened spread
|
X000571
|
2025-12-12 15:11:11
|
XLE
|
Buy
| 13,367
| 156.54
| 2,092,470.18
| 3.7
| 0.048
|
Medium
| 15.5
| 28
| 13.7
|
ARCA>NASDAQ>BATS>IEX
|
TWAP
| 2
|
LMT
| 5.8
| 65
| 22
| 0.45
|
Slip>Thresh
| false
| null | null | 0
|
ARCA>NASDAQ>BATS>IEX
|
LMT
| 77.2
| 90
| 4.7
| 98
| -19
| -12
| -38
| null | null |
Venue switch reduced impact
|
X000572
|
2025-11-12 12:00:37
|
CSCO
|
Sell
| 46,055
| 196.25
| 9,038,293.75
| 3.8
| 0.116
|
Low
| 17.5
| 3
| 10.3
|
NYSE>BATS>EDGX>ARCA>NASDAQ
|
IS
| 5
|
LMT
| 10.3
| 89
| 17
| 0.64
|
Slip>Thresh
| false
| null | null | 0
|
NYSE>BATS>EDGX>ARCA>NASDAQ
|
LMT
| 2
| 88
| 8
| 10
| 46
| 24
| 18
| null |
VenueReject
|
Stable book; normal liquidity
|
X000573
|
2025-12-02 13:40:23
|
KO
|
Buy
| 3,042
| 314.22
| 955,857.24
| 2.5
| 0.076
|
Low
| 33.8
| 25
| 1.8
|
NYSE>ARCA>EDGX>BATS>IEX
|
VWAP
| 1
|
IOC
| 9.3
| 61
| 29
| 0.5
|
Multi
| true
|
MultiTrigger
|
AlgoSwitch
| 18
|
NYSE>ARCA>EDGX>BATS>IEX
|
IOC>PO
| 84
| 85
| 26.4
| 114
| 25
| 24
| 31
| null | null |
High urgency from PM
|
X000574
|
2025-12-09 10:51:59
|
HYG
|
Sell
| 44,772
| 72.34
| 3,238,806.48
| 1.8
| 0.246
|
Low
| 25
| 9
| -26.5
|
IEX>BATS
|
Adaptive
| 4
|
LMT
| 8.3
| 85
| 31
| 0.59
|
Slip>Thresh
| false
| null | null | 0
|
IEX>BATS
|
LMT
| 55
| 99
| 5.3
| 72
| 15
| 20
| -23
| null | null |
Stable book; normal liquidity
|
X000575
|
2025-12-22 12:04:04
|
XLI
|
Sell
| 419
| 116.02
| 48,612.38
| 1.9
| 0.019
|
High
| 23.1
| 17
| 27.1
|
BATS>ARCA>NASDAQ>EDGX>NYSE
|
POV
| 5
|
IOC
| 11.6
| 60
| 31
| 0.84
|
ToxicitySpike
| false
| null | null | 0
|
BATS>ARCA>NASDAQ>EDGX>NYSE
|
IOC
| 39.2
| 93
| 2.9
| 90
| -8
| -21
| -6
|
NoShort
| null |
High urgency from PM
|
X000576
|
2025-11-06 09:44:45
|
HYG
|
Sell
| 18,634
| 72.24
| 1,346,120.16
| 1.1
| 0.102
|
Ultra
| 4.2
| 32
| -18.3
|
IEX>ARCA>EDGX>NYSE
|
Adaptive
| 5
|
LMT
| 2.1
| 72
| 30
| 0.41
|
Slip>Thresh
| false
| null | null | 0
|
IEX>ARCA>EDGX>NYSE
|
LMT
| 58.5
| 100
| 3
| 85
| -16
| -10
| 27
|
PositionLimitNear
| null |
High urgency from PM
|
X000577
|
2025-12-11 11:29:23
|
MSFT
|
Buy
| 21,897
| 258.69
| 5,664,534.93
| 2.9
| 0.116
|
Medium
| 9.4
| 4
| -23
|
BATS>IEX>EDGX>NASDAQ
|
POV
| 5
|
PO
| 6.3
| 74
| 27
| 0.69
|
Multi
| false
| null | null | 0
|
BATS>IEX>EDGX>NASDAQ
|
PO
| 23.3
| 94
| 19.2
| 33
| -4
| -38
| -31
| null | null |
Venue switch reduced impact
|
X000578
|
2025-12-11 15:13:53
|
MSFT
|
Buy
| 34,669
| 89.68
| 3,109,115.92
| 2.8
| 0.184
|
Low
| 24.3
| 33
| 32.2
|
IEX>NASDAQ
|
POV
| 4
|
LMT
| 10.1
| 79
| 32
| 0.47
|
ToxicitySpike
| true
|
ToxicitySpike
|
OrderTypeChange
| 14
|
IEX>NASDAQ
|
LMT>MKT
| 90.8
| 85
| 9.9
| 90
| 0
| -13
| 8
| null | null |
Stable book; normal liquidity
|
X000579
|
2025-11-30 10:51:19
|
XLV
|
Buy
| 10,521
| 322.72
| 3,395,337.12
| 1.6
| 0.03
|
Ultra
| 6.9
| 13
| 22.5
|
ARCA>NASDAQ>IEX
|
Adaptive
| 3
|
LMT
| 2.6
| 65
| 29
| 0.52
|
Multi
| false
| null | null | 0
|
ARCA>NASDAQ>IEX
|
LMT
| 48.2
| 91
| 2
| 60
| 44
| -37
| -32
| null | null |
Paused due to data glitch
|
X000580
|
2025-12-26 14:21:09
|
JNJ
|
Sell
| 46,673
| 349.24
| 16,300,078.52
| 5.1
| 0.171
|
Low
| 15.6
| 18
| -9.1
|
NASDAQ>BATS>ARCA>EDGX
|
IS
| 4
|
LMT
| 9.6
| 86
| 32
| 0.7
|
ToxicitySpike
| false
| null | null | 0
|
NASDAQ>BATS>ARCA>EDGX
|
LMT
| 71.5
| 96
| 0
| 105
| 40
| 20
| -11
| null | null |
Venue switch reduced impact
|
X000581
|
2025-11-30 14:16:35
|
SPY
|
Sell
| 742,585
| 470.63
| 349,482,778.55
| 1.7
| 1.003
|
Low
| 3.1
| 36
| -29.4
|
NYSE>BATS>EDGX
|
POV
| 2
|
LMT
| 2.1
| 230
| 15
| 0.51
|
Multi
| false
| null | null | 0
|
NYSE>BATS>EDGX
|
LMT
| 51.4
| 91
| 0.3
| 225
| 20
| 20
| 23
| null | null |
Venue switch reduced impact
|
X000582
|
2025-12-08 10:23:23
|
UNH
|
Buy
| 10,162
| 77.84
| 791,010.08
| 1.6
| 0.045
|
High
| 17.4
| 29
| 0.3
|
ARCA>NASDAQ
|
TWAP
| 1
|
MKT
| 5.4
| 63
| 24
| 0.57
|
Multi
| false
| null | null | 0
|
ARCA>NASDAQ
|
MKT
| 1.7
| 99
| 2.1
| 48
| 20
| 29
| 31
| null | null |
Stable book; normal liquidity
|
X000583
|
2025-10-29 11:24:11
|
XLF
|
Sell
| 26,562
| 253.38
| 6,730,279.56
| 3.9
| 0.073
|
Low
| 17.6
| 18
| -33.7
|
IEX>NASDAQ>EDGX>ARCA>NYSE
|
IS
| 5
|
MKT
| 12.5
| 77
| 24
| 0.56
|
LiqDrop
| false
| null | null | 0
|
IEX>NASDAQ>EDGX>ARCA>NYSE
|
MKT
| 68
| 87
| 15.3
| 21
| 39
| -31
| -19
|
PositionLimitNear
| null |
High urgency from PM
|
X000584
|
2025-11-08 12:18:36
|
LQD
|
Sell
| 58,804
| 114.64
| 6,741,290.56
| 1.4
| 0.29
|
Low
| 14.2
| 31
| 34.4
|
ARCA>EDGX>IEX>NASDAQ
|
IS
| 5
|
PO
| 7.8
| 98
| 27
| 0.75
|
Slip>Thresh
| false
| null | null | 0
|
ARCA>EDGX>IEX>NASDAQ
|
PO
| 91.3
| 85
| 4.8
| 47
| -16
| -5
| 0
|
PositionLimitNear
| null |
High urgency from PM
|
X000585
|
2025-11-21 13:47:39
|
IEF
|
Buy
| 18,379
| 102.04
| 1,875,393.16
| 3.4
| 0.07
|
High
| 6.8
| 35
| 34
|
IEX>BATS>NYSE>NASDAQ>EDGX
|
Adaptive
| 5
|
MKT
| 5.3
| 71
| 16
| 0.57
|
LiqDrop
| false
| null | null | 0
|
IEX>BATS>NYSE>NASDAQ>EDGX
|
MKT
| 66.3
| 90
| 0
| 71
| 16
| 3
| 5
| null | null |
Paused due to data glitch
|
X000586
|
2025-11-10 12:30:16
|
V
|
Buy
| 4,396
| 284.36
| 1,250,046.56
| 5.2
| 0.057
|
Low
| 16.3
| 18
| -23.1
|
IEX>NYSE>BATS>ARCA
|
POV
| 4
|
LMT
| 9
| 62
| 29
| 0.61
|
Slip>Thresh
| false
| null | null | 0
|
IEX>NYSE>BATS>ARCA
|
LMT
| 98
| 78
| 13.4
| 10
| -4
| 4
| 20
| null | null |
Venue switch reduced impact
|
X000587
|
2025-11-22 09:35:49
|
HD
|
Buy
| 15,720
| 201.42
| 3,166,322.4
| 2.8
| 0.061
|
High
| 6.7
| 37
| 34.7
|
ARCA>BATS>IEX>NYSE
|
IS
| 5
|
LMT
| 5
| 70
| 21
| 0.42
|
Multi
| false
| null | null | 0
|
ARCA>BATS>IEX>NYSE
|
LMT
| 32.8
| 95
| 12
| 57
| 38
| 23
| 0
|
Watchlist
| null |
Paused due to data glitch
|
X000588
|
2025-11-28 14:02:02
|
XLI
|
Sell
| 2,823
| 50.89
| 143,662.47
| 3.1
| 0.129
|
Low
| 18.3
| 18
| 5
|
NASDAQ>EDGX
|
IS
| 4
|
LMT
| 9.1
| 61
| 28
| 0.76
|
LiqDrop
| false
| null | null | 0
|
NASDAQ>EDGX
|
LMT
| 46.6
| 88
| 14.7
| 55
| 19
| 11
| -37
|
NoShort
| null |
Venue switch reduced impact
|
X000589
|
2025-12-14 15:28:30
|
LQD
|
Sell
| 11,056
| 109.6
| 1,211,737.6
| 0.9
| 0.054
|
Ultra
| 3.2
| 15
| -22.9
|
EDGX>BATS
|
Adaptive
| 2
|
IOC
| 1.3
| 64
| 21
| 0.74
|
ToxicitySpike
| false
| null | null | 0
|
EDGX>BATS
|
IOC
| 37
| 100
| 3.9
| 13
| 57
| -14
| -31
| null | null |
Paused due to data glitch
|
X000590
|
2025-10-29 10:25:21
|
TLT
|
Sell
| 31,366
| 90.57
| 2,840,818.62
| 2.3
| 0.115
|
Medium
| 12.8
| 21
| 22.9
|
IEX>EDGX>NASDAQ>BATS>ARCA
|
Adaptive
| 2
|
PO
| 4.4
| 73
| 26
| 0.42
|
LiqDrop
| false
| null | null | 0
|
IEX>EDGX>NASDAQ>BATS>ARCA
|
PO
| 51.5
| 92
| 10.3
| 125
| 30
| -23
| 13
|
PositionLimitNear
| null |
Toxic prints; widened spread
|
X000591
|
2025-12-06 15:55:35
|
XLU
|
Sell
| 62,042
| 321.3
| 19,934,094.6
| 2.3
| 0.199
|
Low
| 15.4
| 28
| -22.5
|
NASDAQ>ARCA>EDGX
|
Adaptive
| 4
|
LMT
| 5.8
| 95
| 27
| 0.52
|
ToxicitySpike
| false
| null | null | 0
|
NASDAQ>ARCA>EDGX
|
LMT
| 10
| 100
| 0
| 48
| -15
| 26
| -15
|
Watchlist
| null |
Venue switch reduced impact
|
X000592
|
2025-12-12 15:36:53
|
HD
|
Sell
| 7,867
| 55.11
| 433,550.37
| 2.9
| 0.031
|
Ultra
| 7.3
| 8
| 17.4
|
NASDAQ>EDGX>BATS>IEX
|
Adaptive
| 3
|
LMT
| 3.4
| 63
| 28
| 0.74
|
Multi
| false
| null | null | 0
|
NASDAQ>EDGX>BATS>IEX
|
LMT
| 72.8
| 98
| 0
| 73
| 35
| 18
| 8
| null | null |
Toxic prints; widened spread
|
X000593
|
2025-12-13 13:24:48
|
CVX
|
Sell
| 16,984
| 295.56
| 5,019,791.04
| 0.8
| 0.101
|
High
| 13.4
| 6
| 10.4
|
EDGX>BATS>ARCA
|
Adaptive
| 2
|
MKT
| 4.1
| 67
| 14
| 0.74
|
ToxicitySpike
| false
| null | null | 0
|
EDGX>BATS>ARCA
|
MKT
| 34.4
| 93
| 9.7
| 64
| 28
| 12
| 0
| null | null |
High urgency from PM
|
X000594
|
2025-12-25 11:10:29
|
JNJ
|
Sell
| 17,236
| 143.8
| 2,478,536.8
| 4.8
| 0.063
|
High
| 5.4
| 27
| 14.8
|
NASDAQ>ARCA
|
POV
| 4
|
LMT
| 5.1
| 69
| 32
| 0.74
|
Slip>Thresh
| false
| null | null | 0
|
NASDAQ>ARCA
|
LMT
| 88.4
| 91
| 3.3
| 45
| 44
| 18
| 20
| null | null |
Venue switch reduced impact
|
X000595
|
2025-11-10 10:48:34
|
MA
|
Sell
| 6,430
| 277.73
| 1,785,803.9
| 0.8
| 0.027
|
Ultra
| 14
| 4
| 17.4
|
NASDAQ>EDGX>IEX>NYSE>BATS
|
TWAP
| 1
|
LMT
| 3.4
| 62
| 31
| 0.44
|
Slip>Thresh
| false
| null | null | 0
|
NASDAQ>EDGX>IEX>NYSE>BATS
|
LMT
| 71.9
| 68
| 2.6
| 85
| 14
| 18
| 18
| null | null |
Paused due to data glitch
|
X000596
|
2025-11-05 15:42:29
|
QQQ
|
Buy
| 61,860
| 400.64
| 24,783,590.4
| 0.8
| 0.196
|
Medium
| 21.5
| 30
| 15.1
|
BATS>NYSE>IEX
|
TWAP
| 1
|
MKT
| 6.1
| 81
| 28
| 0.79
|
LiqDrop
| true
|
LiquidityDrop
|
Cross
| 22
|
BATS>NYSE>IEX
|
MKT>IOC
| 38.3
| 100
| 0
| 107
| 26
| 25
| -37
|
Watchlist
| null |
Toxic prints; widened spread
|
X000597
|
2025-12-26 13:00:45
|
WMT
|
Buy
| 8,715
| 111.42
| 971,025.3
| 3.1
| 0.027
|
High
| 16.9
| 22
| 3.8
|
BATS>NASDAQ>ARCA
|
Adaptive
| 5
|
LMT
| 7.4
| 65
| 28
| 0.68
|
Slip>Thresh
| false
| null | null | 0
|
BATS>NASDAQ>ARCA
|
LMT
| 40.9
| 86
| 0.4
| 43
| -7
| -12
| -40
| null | null |
Paused due to data glitch
|
X000598
|
2025-11-18 11:03:25
|
V
|
Sell
| 23,016
| 247.68
| 5,700,602.88
| 2.8
| 0.3
|
Low
| 13.3
| 36
| -11
|
BATS>IEX
|
POV
| 5
|
IOC
| 8.3
| 74
| 31
| 0.44
|
Slip>Thresh
| false
| null | null | 0
|
BATS>IEX
|
IOC
| 82
| 86
| 12.1
| 131
| 10
| 0
| 0
| null | null |
High urgency from PM
|
X000599
|
2025-11-06 10:27:48
|
BAC
|
Sell
| 25,884
| 106.12
| 2,746,810.08
| 1.1
| 0.071
|
High
| 19
| 8
| -32.8
|
ARCA>NYSE>NASDAQ>EDGX
|
IS
| 5
|
LMT
| 8.7
| 76
| 19
| 0.59
|
Slip>Thresh
| false
| null | null | 0
|
ARCA>NYSE>NASDAQ>EDGX
|
LMT
| 6.8
| 89
| 15.7
| 65
| 18
| 11
| 36
|
NoShort
| null |
Paused due to data glitch
|
X000600
|
2025-12-11 10:48:52
|
XLI
|
Buy
| 471
| 192.33
| 90,587.43
| 1.9
| 0.021
|
High
| 23.4
| 39
| 10.4
|
EDGX>BATS>NYSE>NASDAQ
|
VWAP
| 3
|
PO
| 8.1
| 60
| 32
| 0.72
|
Multi
| false
| null | null | 0
|
EDGX>BATS>NYSE>NASDAQ
|
PO
| 74.3
| 93
| 5.9
| 104
| 59
| -23
| 33
|
Watchlist
| null |
Toxic prints; widened spread
|
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