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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