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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X005101 | 2025-11-01 11:37:43 | JPM | Sell | 2,609 | 166.24 | 433,720.16 | 5.2 | 0.065 | Low | 37 | 3 | -29.1 | ARCA>IEX>BATS>NASDAQ | VWAP | 2 | LMT | 11.3 | 61 | 27 | 0.5 | ToxicitySpike | false | null | null | 0 | ARCA>IEX>BATS>NASDAQ | LMT | 58.7 | 99 | 0 | 119 | 40 | 15 | -35 | null | null | Stable book; normal liquidity |
X005102 | 2025-11-05 13:43:34 | NKE | Buy | 148,169 | 150.09 | 22,238,685.21 | 2.6 | 0.688 | Low | 12.1 | 17 | -21.7 | BATS>IEX>EDGX>ARCA>NASDAQ | VWAP | 2 | MKT | 5.3 | 122 | 21 | 0.5 | Multi | false | null | null | 0 | BATS>IEX>EDGX>ARCA>NASDAQ | MKT | 22.2 | 95 | 40.3 | 191 | 9 | 3 | 1 | null | null | High urgency from PM |
X005103 | 2025-11-16 14:44:39 | XLI | Buy | 1,153 | 260.54 | 300,402.62 | 2.7 | 0.053 | Low | 34.4 | 27 | 28.4 | NASDAQ>ARCA | Adaptive | 1 | MKT | 9.4 | 60 | 33 | 0.73 | Multi | false | null | null | 0 | NASDAQ>ARCA | MKT | 17.7 | 92 | 10.8 | 111 | 59 | -36 | -30 | null | null | Toxic prints; widened spread |
X005104 | 2025-12-19 10:06:07 | IWM | Sell | 36,870 | 194.09 | 7,156,098.3 | 1.1 | 0.051 | High | 19.4 | 15 | -7.3 | NYSE>ARCA>IEX | VWAP | 3 | LMT | 5.9 | 78 | 20 | 0.5 | ToxicitySpike | false | null | null | 0 | NYSE>ARCA>IEX | LMT | 48.3 | 93 | 7.1 | 78 | 25 | -30 | 20 | null | null | Venue switch reduced impact |
X005105 | 2025-11-18 13:54:11 | BA | Sell | 33,899 | 232.95 | 7,896,772.05 | 1.5 | 0.113 | Medium | 10.2 | 17 | 11.8 | BATS>NASDAQ | IS | 4 | LMT | 4.9 | 79 | 29 | 0.56 | Multi | false | null | null | 0 | BATS>NASDAQ | LMT | 41.1 | 89 | 17.2 | 104 | 6 | 4 | 13 | Watchlist | null | Toxic prints; widened spread |
X005106 | 2025-11-14 15:10:42 | AMD | Buy | 12,767 | 24 | 306,408 | 2 | 0.356 | Low | 27.7 | 19 | 17 | BATS>EDGX>NASDAQ>IEX | VWAP | 2 | LMT | 7.7 | 65 | 18 | 0.41 | ToxicitySpike | true | ToxicitySpike | Pause | 15 | BATS>EDGX>NASDAQ>IEX | LMT>IOC | 99.4 | 91 | 4.9 | 24 | -6 | 25 | 5 | null | null | Venue switch reduced impact |
X005107 | 2025-11-03 14:37:55 | GOOGL | Buy | 85,817 | 334.41 | 28,698,062.97 | 2 | 0.256 | Low | 15 | 5 | 28.9 | BATS>ARCA>EDGX>IEX | VWAP | 2 | MKT | 5.6 | 96 | 28 | 0.6 | Slip>Thresh | false | null | null | 0 | BATS>ARCA>EDGX>IEX | MKT | 0.6 | 90 | 0.1 | 118 | 55 | 28 | 6 | null | null | Toxic prints; widened spread |
X005108 | 2025-11-09 13:58:51 | KO | Sell | 7,662 | 146.1 | 1,119,418.2 | 1.9 | 0.191 | Low | 14.3 | 12 | -25.7 | NYSE>ARCA | Adaptive | 4 | MKT | 6.4 | 64 | 21 | 0.67 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA | MKT | 32.7 | 97 | 0 | 125 | -5 | -6 | -10 | NoShort | null | Venue switch reduced impact |
X005109 | 2025-11-16 13:18:08 | XLP | Buy | 22,948 | 131.83 | 3,025,234.84 | 3.1 | 0.079 | Medium | 10.7 | 20 | 19.8 | NASDAQ>NYSE>ARCA>EDGX | IS | 4 | IOC | 7.2 | 73 | 34 | 0.75 | ToxicitySpike | false | null | null | 0 | NASDAQ>NYSE>ARCA>EDGX | IOC | 5.5 | 94 | 0.7 | 97 | 32 | 11 | 23 | null | null | Paused due to data glitch |
X005110 | 2025-12-02 11:51:52 | XLK | Sell | 48,289 | 212.37 | 10,255,134.93 | 1 | 0.136 | Ultra | 4.6 | 32 | 32.4 | NASDAQ>IEX | TWAP | 3 | IOC | 2.2 | 84 | 12 | 0.49 | LiqDrop | false | null | null | 0 | NASDAQ>IEX | IOC | 47.4 | 94 | 8.7 | 73 | 54 | 26 | 19 | null | null | High urgency from PM |
X005111 | 2025-11-21 11:11:46 | INTC | Buy | 3,190 | 115.64 | 368,891.6 | 0.7 | 0.152 | Medium | 15.8 | 8 | 25.7 | IEX>ARCA>NASDAQ>NYSE | IS | 4 | LMT | 6.4 | 61 | 23 | 0.46 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 11 | IEX>ARCA>NASDAQ>NYSE | LMT>PO | 95.5 | 100 | 7.7 | 27 | 42 | -11 | -38 | null | null | Stable book; normal liquidity |
X005112 | 2025-11-30 13:56:28 | XLB | Sell | 61,129 | 257.62 | 15,748,052.98 | 2.7 | 0.156 | Low | 22 | 38 | 18.2 | BATS>ARCA | IS | 5 | MKT | 13.6 | 99 | 23 | 0.67 | LiqDrop | false | null | null | 0 | BATS>ARCA | MKT | 68.3 | 85 | 5 | 104 | -5 | 0 | 37 | null | null | Toxic prints; widened spread |
X005113 | 2025-12-05 13:01:50 | T | Sell | 10,150 | 234.37 | 2,378,855.5 | 4 | 0.085 | Low | 12.7 | 19 | 24.8 | EDGX>NASDAQ>IEX>BATS | IS | 5 | LMT | 8.5 | 66 | 12 | 0.79 | Multi | false | null | null | 0 | EDGX>NASDAQ>IEX>BATS | LMT | 63.8 | 92 | 6.6 | 137 | 47 | -39 | -22 | null | null | Paused due to data glitch |
X005114 | 2025-11-04 14:38:14 | IEF | Buy | 38,864 | 100.77 | 3,916,325.28 | 2.9 | 0.148 | Low | 22.3 | 28 | -4.4 | BATS>IEX | TWAP | 2 | IOC | 8.2 | 76 | 13 | 0.81 | Slip>Thresh | true | SlippageAboveThreshold | AlgoSwitch | 11 | BATS>IEX | IOC>PO | 97.2 | 98 | 23.4 | 97 | 17 | 2 | -24 | null | null | Toxic prints; widened spread |
X005115 | 2025-12-11 10:51:14 | NFLX | Buy | 7,366 | 40.47 | 298,102.02 | 2.6 | 0.07 | Low | 22.6 | 28 | 6.7 | IEX>ARCA | TWAP | 3 | IOC | 9.2 | 63 | 24 | 0.5 | Slip>Thresh | false | null | null | 0 | IEX>ARCA | IOC | 52.1 | 87 | 2.7 | 47 | 52 | -27 | -21 | null | null | Venue switch reduced impact |
X005116 | 2025-11-05 09:41:46 | V | Sell | 16,114 | 239.12 | 3,853,179.68 | 5.1 | 0.21 | Low | 16.7 | 18 | 21.9 | ARCA>EDGX>NASDAQ>BATS>NYSE | TWAP | 3 | LMT | 7.7 | 68 | 24 | 0.58 | Multi | false | null | null | 0 | ARCA>EDGX>NASDAQ>BATS>NYSE | LMT | 29.3 | 99 | 11.6 | 10 | 47 | -21 | 10 | null | null | Toxic prints; widened spread |
X005117 | 2025-11-08 14:11:51 | NFLX | Sell | 38,255 | 281.61 | 10,772,990.55 | 4.3 | 0.366 | Low | 15.9 | 21 | -30.2 | IEX>EDGX | Adaptive | 2 | MKT | 6.8 | 76 | 24 | 0.44 | LiqDrop | false | null | null | 0 | IEX>EDGX | MKT | 19.6 | 88 | 24.4 | 58 | -11 | 21 | 26 | null | null | High urgency from PM |
X005118 | 2025-12-02 09:56:50 | QQQ | Sell | 5,291 | 397.71 | 2,104,283.61 | 1 | 0.017 | Ultra | 21.3 | 10 | -7.7 | ARCA>NASDAQ>EDGX>NYSE>BATS | POV | 5 | LMT | 8.7 | 63 | 29 | 0.81 | ToxicitySpike | false | null | null | 0 | ARCA>NASDAQ>EDGX>NYSE>BATS | LMT | 2.7 | 95 | 13.6 | 24 | 19 | -26 | -14 | PositionLimitNear | null | Venue switch reduced impact |
X005119 | 2025-12-07 13:47:24 | V | Buy | 23,855 | 332.23 | 7,925,346.65 | 2.7 | 0.31 | Low | 22 | 8 | 6.4 | ARCA>BATS>NASDAQ>IEX>NYSE | VWAP | 2 | LMT | 6.6 | 70 | 27 | 0.74 | ToxicitySpike | false | null | null | 0 | ARCA>BATS>NASDAQ>IEX>NYSE | LMT | 35.8 | 98 | 13.4 | 10 | 44 | -25 | -33 | null | null | Paused due to data glitch |
X005120 | 2025-12-01 15:55:32 | TSLA | Buy | 18,818 | 164.87 | 3,102,523.66 | 1.4 | 0.058 | High | 12.3 | 7 | -20.4 | IEX>BATS>NASDAQ>NYSE>ARCA | TWAP | 1 | LMT | 3.3 | 66 | 18 | 0.44 | Slip>Thresh | false | null | null | 0 | IEX>BATS>NASDAQ>NYSE>ARCA | LMT | 65.4 | 88 | 3.9 | 81 | 22 | -39 | 34 | null | null | Toxic prints; widened spread |
X005121 | 2025-11-11 12:12:14 | XLK | Sell | 33,846 | 56.41 | 1,909,252.86 | 1.9 | 0.095 | Medium | 10.4 | 13 | -7.9 | BATS>EDGX>NYSE>NASDAQ>ARCA | IS | 5 | PO | 6.4 | 81 | 20 | 0.72 | Slip>Thresh | false | null | null | 0 | BATS>EDGX>NYSE>NASDAQ>ARCA | PO | 73.4 | 91 | 0 | 50 | 17 | -4 | -15 | null | null | Paused due to data glitch |
X005122 | 2025-11-22 15:14:56 | NFLX | Buy | 21,874 | 329.21 | 7,201,139.54 | 4.1 | 0.209 | Low | 10.9 | 17 | 25.9 | NYSE>BATS | IS | 4 | LMT | 7.1 | 72 | 19 | 0.43 | Multi | false | null | null | 0 | NYSE>BATS | LMT | 52.4 | 81 | 0 | 46 | 7 | -23 | 32 | null | null | Venue switch reduced impact |
X005123 | 2025-12-13 11:48:53 | META | Buy | 28,848 | 315.34 | 9,096,928.32 | 1.2 | 0.08 | Ultra | 6.2 | 9 | -3.7 | NYSE>IEX>ARCA>BATS>NASDAQ | TWAP | 2 | PO | 2.4 | 72 | 20 | 0.75 | ToxicitySpike | false | null | null | 0 | NYSE>IEX>ARCA>BATS>NASDAQ | PO | 71.5 | 94 | 8.6 | 68 | 5 | -6 | -17 | Watchlist | null | Venue switch reduced impact |
X005124 | 2025-12-13 11:06:59 | JNJ | Buy | 53,673 | 99.51 | 5,341,000.23 | 4 | 0.197 | Low | 21.3 | 9 | 35 | EDGX>NASDAQ>BATS>NYSE>IEX | TWAP | 3 | LMT | 8.4 | 86 | 35 | 0.56 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ>BATS>NYSE>IEX | LMT | 33.1 | 94 | 21.4 | 70 | 14 | -7 | 15 | Watchlist | null | Stable book; normal liquidity |
X005125 | 2025-12-15 15:00:01 | WMT | Buy | 101,484 | 45.24 | 4,591,136.16 | 4.1 | 0.312 | Low | 18.3 | 14 | -12.7 | NASDAQ>ARCA>IEX>EDGX>NYSE | IS | 5 | MKT | 13.2 | 125 | 35 | 0.62 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>IEX>EDGX>NYSE | MKT | 41.9 | 96 | 13.4 | 107 | -12 | -36 | 0 | NoShort | null | High urgency from PM |
X005126 | 2025-12-16 11:03:00 | TSLA | Buy | 44,862 | 267.15 | 11,984,883.3 | 1.5 | 0.139 | Ultra | 3.2 | 28 | 27.5 | BATS>EDGX>NYSE | IS | 5 | MKT | 3.1 | 89 | 17 | 0.49 | LiqDrop | false | null | null | 0 | BATS>EDGX>NYSE | MKT | 74.7 | 91 | 0 | 70 | 4 | -8 | -15 | null | null | Venue switch reduced impact |
X005127 | 2025-11-12 12:10:10 | T | Sell | 10,239 | 303.64 | 3,108,969.96 | 3.9 | 0.085 | Low | 23.8 | 8 | 9.8 | NYSE>IEX>EDGX>ARCA | VWAP | 3 | LMT | 8.6 | 65 | 20 | 0.72 | ToxicitySpike | false | null | null | 0 | NYSE>IEX>EDGX>ARCA | LMT | 1 | 94 | 11.5 | 10 | 55 | -19 | 5 | null | null | Toxic prints; widened spread |
X005128 | 2025-12-12 13:44:59 | XLF | Buy | 39,150 | 137.81 | 5,395,261.5 | 2.3 | 0.107 | Medium | 11.5 | 38 | -29.1 | EDGX>BATS>ARCA | IS | 5 | LMT | 6.6 | 85 | 27 | 0.77 | LiqDrop | true | LiquidityDrop | VenueSwitch | 28 | EDGX>BATS>ARCA | LMT>PO | 46.8 | 69 | 11.8 | 106 | -8 | 2 | -12 | null | null | High urgency from PM |
X005129 | 2025-10-31 15:49:39 | XOM | Buy | 16,840 | 198.42 | 3,341,392.8 | 3.3 | 0.154 | Low | 19.8 | 11 | 33.8 | NASDAQ>NYSE>EDGX>ARCA>BATS | IS | 4 | LMT | 9.8 | 69 | 24 | 0.6 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE>EDGX>ARCA>BATS | LMT | 15.1 | 95 | 0 | 74 | 21 | -25 | 26 | PositionLimitNear | null | High urgency from PM |
X005130 | 2025-12-24 13:23:13 | AAPL | Sell | 31,220 | 172.34 | 5,380,454.8 | 1.8 | 0.092 | Medium | 18.9 | 22 | -10.9 | NYSE>IEX | TWAP | 3 | MKT | 7.8 | 75 | 15 | 0.73 | LiqDrop | false | null | null | 0 | NYSE>IEX | MKT | 24.3 | 97 | 4.7 | 10 | 18 | 9 | -28 | null | null | Venue switch reduced impact |
X005131 | 2025-10-28 13:38:46 | XLY | Buy | 3,037 | 197.18 | 598,835.66 | 2.2 | 0.013 | Ultra | 14.3 | 15 | 9.7 | BATS>NYSE | Adaptive | 2 | IOC | 4.9 | 61 | 27 | 0.81 | Multi | false | null | null | 0 | BATS>NYSE | IOC | 42.3 | 97 | 7.4 | 19 | 60 | 8 | -28 | null | null | Toxic prints; widened spread |
X005132 | 2025-12-15 14:19:16 | AMD | Sell | 970 | 81.95 | 79,491.5 | 1.9 | 0.027 | High | 22.4 | 4 | -3.7 | BATS>IEX>NYSE | IS | 5 | PO | 11.8 | 60 | 29 | 0.49 | LiqDrop | false | null | null | 0 | BATS>IEX>NYSE | PO | 8.8 | 88 | 11.4 | 10 | 39 | -14 | 2 | null | null | Toxic prints; widened spread |
X005133 | 2025-12-26 14:53:30 | XLF | Buy | 23,571 | 49.64 | 1,170,064.44 | 3.6 | 0.064 | Low | 19.4 | 29 | 15.1 | BATS>IEX | POV | 4 | LMT | 8.9 | 73 | 20 | 0.68 | Slip>Thresh | false | null | null | 0 | BATS>IEX | LMT | 60.1 | 77 | 5.9 | 30 | 40 | 19 | 36 | null | null | High urgency from PM |
X005134 | 2025-11-09 11:09:14 | META | Buy | 17,477 | 162.6 | 2,841,760.2 | 0.8 | 0.049 | Ultra | 16.3 | 27 | 21.5 | NASDAQ>IEX | TWAP | 1 | MKT | 4.7 | 66 | 12 | 0.56 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX | MKT | 40.7 | 85 | 10.7 | 83 | 40 | 17 | -33 | null | null | Paused due to data glitch |
X005135 | 2025-11-01 15:35:18 | PEP | Buy | 12,808 | 160.12 | 2,050,816.96 | 3.3 | 0.04 | Medium | 18.8 | 30 | -9.1 | IEX>BATS>NYSE>ARCA>NASDAQ | VWAP | 3 | MKT | 8.3 | 66 | 23 | 0.64 | Slip>Thresh | false | null | null | 0 | IEX>BATS>NYSE>ARCA>NASDAQ | MKT | 78.6 | 88 | 11 | 47 | 2 | -20 | -11 | null | null | Venue switch reduced impact |
X005136 | 2025-11-23 10:25:02 | SPY | Buy | 74,922 | 458.3 | 34,336,752.6 | 0.9 | 0.101 | High | 14.2 | 11 | 33.6 | NYSE>NASDAQ>IEX>EDGX>ARCA | TWAP | 1 | MKT | 4.2 | 86 | 18 | 0.59 | LiqDrop | false | null | null | 0 | NYSE>NASDAQ>IEX>EDGX>ARCA | MKT | 27 | 95 | 2.6 | 64 | 29 | 25 | -35 | null | null | Venue switch reduced impact |
X005137 | 2025-12-09 15:01:49 | T | Sell | 42,245 | 207.06 | 8,747,249.7 | 2.4 | 0.352 | Low | 5 | 3 | 13.6 | NASDAQ>ARCA | VWAP | 2 | PO | 2.7 | 77 | 12 | 0.78 | Multi | false | null | null | 0 | NASDAQ>ARCA | PO | 70.8 | 99 | 0 | 93 | 31 | -38 | 5 | null | null | Paused due to data glitch |
X005138 | 2025-12-17 12:42:13 | GOOGL | Sell | 40,207 | 77.54 | 3,117,650.78 | 2.1 | 0.12 | Low | 23.1 | 24 | 6.4 | NASDAQ>BATS | IS | 5 | MKT | 13.5 | 86 | 30 | 0.44 | Slip>Thresh | false | null | null | 0 | NASDAQ>BATS | MKT | 30.4 | 88 | 8.6 | 44 | 55 | 7 | 32 | PositionLimitNear | null | Venue switch reduced impact |
X005139 | 2025-12-05 09:35:04 | PEP | Buy | 13,043 | 316.77 | 4,131,631.11 | 4.1 | 0.041 | Medium | 10.2 | 7 | -9.3 | ARCA>IEX>EDGX>NYSE | TWAP | 3 | MKT | 6.4 | 66 | 16 | 0.65 | Multi | false | null | null | 0 | ARCA>IEX>EDGX>NYSE | MKT | 75.3 | 91 | 5.2 | 10 | -8 | -27 | 38 | Watchlist | null | Venue switch reduced impact |
X005140 | 2025-11-11 14:52:54 | AAPL | Sell | 51,940 | 165.12 | 8,576,332.8 | 2.3 | 0.153 | Medium | 11.2 | 3 | -20.1 | NASDAQ>BATS | IS | 5 | LMT | 6.5 | 93 | 21 | 0.53 | Multi | false | null | null | 0 | NASDAQ>BATS | LMT | 67.9 | 92 | 5.7 | 127 | 42 | 20 | 36 | null | null | High urgency from PM |
X005141 | 2025-12-07 15:32:45 | XOM | Sell | 31,672 | 275.99 | 8,741,155.28 | 4.1 | 0.29 | Low | 24.6 | 32 | -29.4 | BATS>NASDAQ>IEX>ARCA>EDGX | Adaptive | 2 | LMT | 7.5 | 73 | 21 | 0.6 | Multi | false | null | null | 0 | BATS>NASDAQ>IEX>ARCA>EDGX | LMT | 80.6 | 91 | 1.3 | 74 | -15 | 30 | -37 | PositionLimitNear | null | High urgency from PM |
X005142 | 2025-12-23 13:19:15 | KO | Buy | 2,040 | 283.52 | 578,380.8 | 3 | 0.051 | Low | 32.4 | 23 | 23.9 | BATS>EDGX>IEX | TWAP | 2 | LMT | 9.6 | 60 | 21 | 0.51 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 11 | BATS>EDGX>IEX | LMT>MKT | 37.9 | 97 | 8.5 | 107 | 34 | 26 | 38 | null | null | Venue switch reduced impact |
X005143 | 2025-11-22 10:44:18 | JNJ | Buy | 46,036 | 297.35 | 13,688,804.6 | 3.2 | 0.169 | Low | 23 | 5 | 33.3 | EDGX>NYSE>ARCA>IEX>NASDAQ | VWAP | 3 | MKT | 9.7 | 83 | 25 | 0.53 | ToxicitySpike | false | null | null | 0 | EDGX>NYSE>ARCA>IEX>NASDAQ | MKT | 45.5 | 96 | 12.6 | 54 | 58 | -1 | 0 | Watchlist | null | High urgency from PM |
X005144 | 2025-11-01 12:33:45 | NVDA | Sell | 2,983 | 351.88 | 1,049,658.04 | 1.3 | 0.077 | Medium | 18.8 | 22 | -29.9 | NASDAQ>ARCA>NYSE>IEX | VWAP | 1 | LMT | 4.4 | 61 | 35 | 0.8 | ToxicitySpike | false | null | null | 0 | NASDAQ>ARCA>NYSE>IEX | LMT | 57.1 | 98 | 9.1 | 104 | -8 | 15 | -34 | Watchlist | null | Paused due to data glitch |
X005145 | 2025-12-18 10:23:23 | WMT | Sell | 16,441 | 215.57 | 3,544,186.37 | 3.1 | 0.051 | Medium | 17.1 | 19 | 11.1 | IEX>NYSE>NASDAQ | IS | 5 | LMT | 9.5 | 70 | 12 | 0.57 | ToxicitySpike | false | null | null | 0 | IEX>NYSE>NASDAQ | LMT | 46.7 | 91 | 10.5 | 33 | 46 | -22 | -2 | null | null | Toxic prints; widened spread |
X005146 | 2025-10-31 10:13:36 | V | Buy | 15,642 | 112.08 | 1,753,155.36 | 4.5 | 0.204 | Low | 14.9 | 6 | 9.2 | NASDAQ>BATS | IS | 4 | MKT | 10.7 | 68 | 29 | 0.51 | Multi | false | null | null | 0 | NASDAQ>BATS | MKT | 21.2 | 98 | 3.7 | 104 | -6 | -37 | -27 | null | null | Stable book; normal liquidity |
X005147 | 2025-11-11 11:50:45 | BRK.B | Sell | 4,211 | 154.62 | 651,104.82 | 1.4 | 0.019 | Ultra | 6.7 | 23 | 13.7 | EDGX>NASDAQ>NYSE | TWAP | 1 | LMT | 2.1 | 61 | 14 | 0.41 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>NYSE | LMT | 26.5 | 99 | 0 | 61 | 46 | -37 | 2 | null | null | Stable book; normal liquidity |
X005148 | 2025-11-20 11:26:31 | IWM | Sell | 155,398 | 203.18 | 31,573,765.64 | 1.3 | 0.214 | Low | 19.9 | 21 | 1.4 | NASDAQ>BATS | IS | 4 | LMT | 8.4 | 149 | 18 | 0.57 | ToxicitySpike | false | null | null | 0 | NASDAQ>BATS | LMT | 12.2 | 89 | 6.3 | 228 | 14 | 4 | -1 | null | null | Stable book; normal liquidity |
X005149 | 2025-12-02 11:40:17 | JNJ | Buy | 90,428 | 315.25 | 28,507,427 | 3.2 | 0.332 | Low | 19.5 | 27 | 11.4 | IEX>ARCA>NASDAQ | Adaptive | 5 | LMT | 8.4 | 118 | 35 | 0.8 | LiqDrop | false | null | null | 0 | IEX>ARCA>NASDAQ | LMT | 28.7 | 61 | 0 | 114 | 39 | -13 | 33 | NoShort | null | High urgency from PM |
X005150 | 2025-12-16 15:01:13 | CSCO | Buy | 15,615 | 333.24 | 5,203,542.6 | 3.5 | 0.039 | Medium | 18.7 | 27 | 8 | NASDAQ>IEX | POV | 4 | MKT | 10.4 | 68 | 31 | 0.43 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX | MKT | 46 | 97 | 12.2 | 106 | 46 | -22 | 31 | null | null | Toxic prints; widened spread |
X005151 | 2025-10-30 12:38:14 | XLE | Buy | 12,551 | 229.28 | 2,877,693.28 | 2.6 | 0.045 | Medium | 21.9 | 10 | -9.5 | NASDAQ>IEX>EDGX>NYSE | TWAP | 2 | MKT | 8.2 | 65 | 21 | 0.63 | LiqDrop | false | null | null | 0 | NASDAQ>IEX>EDGX>NYSE | MKT | 46 | 93 | 12.1 | 36 | 23 | -32 | 28 | null | null | Toxic prints; widened spread |
X005152 | 2025-11-25 09:35:01 | AAPL | Buy | 10,659 | 295.77 | 3,152,612.43 | 1.8 | 0.031 | High | 19.3 | 18 | 9.8 | IEX>EDGX>ARCA>BATS>NYSE | POV | 4 | LMT | 7.7 | 66 | 29 | 0.63 | LiqDrop | false | null | null | 0 | IEX>EDGX>ARCA>BATS>NYSE | LMT | 41.9 | 75 | 0 | 12 | 21 | -23 | -40 | null | null | Venue switch reduced impact |
X005153 | 2025-11-28 11:17:50 | BAC | Sell | 94,930 | 250.26 | 23,757,181.8 | 1.3 | 0.259 | Low | 20.7 | 12 | -28.8 | EDGX>BATS>NASDAQ | Adaptive | 5 | IOC | 8.7 | 121 | 16 | 0.46 | LiqDrop | false | null | null | 0 | EDGX>BATS>NASDAQ | IOC | 11.3 | 89 | 3.1 | 132 | 48 | -35 | -28 | null | null | Toxic prints; widened spread |
X005154 | 2025-11-11 12:02:37 | MSFT | Buy | 26,062 | 215.44 | 5,614,797.28 | 2.1 | 0.138 | Low | 19.9 | 17 | 26.5 | NYSE>EDGX>ARCA>BATS | VWAP | 1 | LMT | 5 | 69 | 16 | 0.82 | Multi | false | null | null | 0 | NYSE>EDGX>ARCA>BATS | LMT | 20.2 | 85 | 0 | 23 | -8 | 3 | 3 | null | null | Toxic prints; widened spread |
X005155 | 2025-11-04 12:07:42 | T | Buy | 30,656 | 132.56 | 4,063,759.36 | 5.1 | 0.256 | Low | 23.2 | 6 | -21.5 | BATS>ARCA>NYSE | TWAP | 3 | LMT | 9.6 | 75 | 19 | 0.81 | Multi | true | MultiTrigger | VenueSwitch | 37 | BATS>ARCA>NYSE | LMT>IOC | 36.3 | 95 | 16.2 | 161 | 56 | 4 | 34 | PositionLimitNear | null | Stable book; normal liquidity |
X005156 | 2025-12-07 10:14:10 | QQQ | Buy | 18,218 | 394.57 | 7,188,276.26 | 1.1 | 0.058 | High | 24.2 | 21 | 8.5 | EDGX>NASDAQ>BATS>ARCA>IEX | IS | 4 | MKT | 11.8 | 70 | 25 | 0.77 | Multi | false | null | null | 0 | EDGX>NASDAQ>BATS>ARCA>IEX | MKT | 14.1 | 99 | 8.9 | 15 | 57 | 27 | 34 | Watchlist | null | High urgency from PM |
X005157 | 2025-12-07 10:58:10 | TSLA | Buy | 30,450 | 51.75 | 1,575,787.5 | 1.1 | 0.095 | High | 10.4 | 5 | -29 | NYSE>NASDAQ>IEX>ARCA>EDGX | VWAP | 1 | MKT | 3.2 | 70 | 32 | 0.72 | Multi | false | null | null | 0 | NYSE>NASDAQ>IEX>ARCA>EDGX | MKT | 67 | 91 | 3.1 | 36 | 56 | -30 | -9 | null | null | Venue switch reduced impact |
X005158 | 2025-12-12 09:46:40 | NVDA | Sell | 1,934 | 164.67 | 318,471.78 | 2 | 0.05 | Ultra | 6.5 | 5 | -31.5 | BATS>ARCA | TWAP | 1 | LMT | 2.3 | 60 | 27 | 0.51 | ToxicitySpike | true | ToxicitySpike | Cross | 11 | BATS>ARCA | LMT>MKT | 90.2 | 90 | 2.6 | 33 | -1 | -26 | -36 | null | null | Stable book; normal liquidity |
X005159 | 2025-11-01 10:41:42 | XLK | Sell | 99,533 | 161.27 | 16,051,686.91 | 1.2 | 0.279 | High | 4.3 | 27 | -7.7 | EDGX>NYSE | POV | 4 | MKT | 2.9 | 117 | 23 | 0.79 | Multi | false | null | null | 0 | EDGX>NYSE | MKT | 65.1 | 91 | 14.6 | 72 | 38 | 25 | -30 | null | null | High urgency from PM |
X005160 | 2025-11-15 15:40:42 | XLV | Sell | 56,234 | 114.7 | 6,450,039.8 | 2 | 0.158 | Low | 14.8 | 3 | 29.8 | IEX>EDGX>NYSE>BATS>NASDAQ | IS | 5 | LMT | 7.7 | 96 | 16 | 0.62 | Slip>Thresh | false | null | null | 0 | IEX>EDGX>NYSE>BATS>NASDAQ | LMT | 99.7 | 99 | 0 | 10 | 9 | -35 | -7 | null | null | Stable book; normal liquidity |
X005161 | 2025-11-06 09:45:26 | JPM | Buy | 7,322 | 266.91 | 1,954,315.02 | 3.9 | 0.181 | Low | 37.2 | 15 | -14.7 | ARCA>NASDAQ>EDGX>NYSE>BATS | TWAP | 2 | MKT | 13.7 | 63 | 31 | 0.8 | Multi | true | MultiTrigger | AlgoSwitch | 15 | ARCA>NASDAQ>EDGX>NYSE>BATS | MKT>PO | 73.3 | 99 | 37.1 | 73 | 53 | -35 | -21 | NoShort | null | Venue switch reduced impact |
X005162 | 2025-11-25 11:07:38 | LQD | Buy | 43,566 | 111.14 | 4,841,925.24 | 1.4 | 0.214 | Low | 24.2 | 32 | 21.1 | BATS>NYSE>EDGX>ARCA | Adaptive | 4 | LMT | 7.8 | 85 | 35 | 0.8 | LiqDrop | false | null | null | 0 | BATS>NYSE>EDGX>ARCA | LMT | 47.1 | 92 | 7.9 | 10 | 23 | 3 | 40 | null | null | High urgency from PM |
X005163 | 2025-11-27 12:11:07 | QQQ | Sell | 29,843 | 403.87 | 12,052,692.41 | 0.9 | 0.095 | High | 11.3 | 6 | 22.9 | NASDAQ>IEX>ARCA>NYSE>EDGX | VWAP | 2 | LMT | 3.2 | 72 | 13 | 0.8 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX>ARCA>NYSE>EDGX | LMT | 67.3 | 89 | 8.3 | 76 | 34 | -25 | 3 | null | null | Paused due to data glitch |
X005164 | 2025-11-20 14:55:47 | CSCO | Buy | 178,210 | 248.71 | 44,322,609.1 | 4.5 | 0.447 | Low | 8.4 | 37 | 6.9 | BATS>EDGX | POV | 4 | PO | 6.7 | 162 | 13 | 0.8 | ToxicitySpike | false | null | null | 0 | BATS>EDGX | PO | 0.6 | 97 | 18.9 | 180 | 21 | -4 | 40 | null | Unknown | Paused due to data glitch |
X005165 | 2025-12-04 13:47:32 | BA | Buy | 45,203 | 94.43 | 4,268,519.29 | 2.3 | 0.151 | Low | 20 | 11 | -3.1 | ARCA>BATS | TWAP | 3 | LMT | 7.1 | 82 | 13 | 0.73 | ToxicitySpike | false | null | null | 0 | ARCA>BATS | LMT | 34.5 | 99 | 9.8 | 74 | -4 | -33 | 2 | null | null | Toxic prints; widened spread |
X005166 | 2025-12-24 12:25:34 | BAC | Buy | 66,562 | 249.44 | 16,603,225.28 | 1.3 | 0.182 | Ultra | 3.2 | 19 | 27.1 | IEX>ARCA>NYSE | Adaptive | 4 | PO | 1.9 | 98 | 28 | 0.42 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 18 | IEX>ARCA>NYSE | PO>MKT | 87.4 | 84 | 0 | 124 | 47 | 12 | -18 | PositionLimitNear | null | Stable book; normal liquidity |
X005167 | 2025-11-16 15:37:25 | BA | Sell | 12,445 | 25.02 | 311,373.9 | 2.1 | 0.041 | High | 13.2 | 17 | 14.6 | BATS>NASDAQ>IEX>EDGX | VWAP | 2 | IOC | 4.8 | 65 | 28 | 0.55 | Multi | false | null | null | 0 | BATS>NASDAQ>IEX>EDGX | IOC | 86.2 | 92 | 10.5 | 59 | 59 | -40 | -7 | null | null | Stable book; normal liquidity |
X005168 | 2025-11-01 11:09:34 | AMZN | Buy | 1,146 | 232.7 | 266,674.2 | 1.3 | 0.053 | High | 22.6 | 12 | -16 | IEX>ARCA>NYSE>NASDAQ>BATS | POV | 5 | PO | 10.4 | 60 | 23 | 0.8 | ToxicitySpike | false | null | null | 0 | IEX>ARCA>NYSE>NASDAQ>BATS | PO | 54 | 86 | 9 | 44 | 48 | 4 | 18 | null | null | Paused due to data glitch |
X005169 | 2025-11-07 12:53:19 | XLK | Buy | 167,362 | 30.56 | 5,114,582.72 | 1.7 | 0.47 | Low | 21.8 | 17 | 1.3 | EDGX>ARCA>BATS>NYSE | TWAP | 1 | PO | 6.2 | 118 | 20 | 0.73 | Multi | false | null | null | 0 | EDGX>ARCA>BATS>NYSE | PO | 2.2 | 87 | 0 | 123 | 21 | 8 | 33 | null | null | Stable book; normal liquidity |
X005170 | 2025-12-26 09:35:28 | MA | Buy | 34,435 | 255.89 | 8,811,572.15 | 1 | 0.147 | Ultra | 3.7 | 13 | 21.8 | IEX>NYSE | TWAP | 1 | LMT | 1.3 | 72 | 31 | 0.77 | LiqDrop | false | null | null | 0 | IEX>NYSE | LMT | 23.6 | 97 | 2.5 | 75 | 36 | 7 | -8 | null | null | Venue switch reduced impact |
X005171 | 2025-11-03 14:34:57 | AAPL | Sell | 15,905 | 272.81 | 4,339,043.05 | 1.7 | 0.047 | High | 12.9 | 24 | -32 | ARCA>NYSE | VWAP | 2 | LMT | 3.9 | 66 | 15 | 0.52 | LiqDrop | false | null | null | 0 | ARCA>NYSE | LMT | 69.8 | 87 | 0 | 83 | 58 | 25 | 26 | null | null | Paused due to data glitch |
X005172 | 2025-12-13 11:34:20 | MA | Buy | 31,742 | 102.51 | 3,253,872.42 | 1.4 | 0.135 | Medium | 15.3 | 5 | -26.9 | IEX>EDGX>BATS>NASDAQ>ARCA | TWAP | 1 | MKT | 4.8 | 71 | 29 | 0.61 | Multi | false | null | null | 0 | IEX>EDGX>BATS>NASDAQ>ARCA | MKT | 4.6 | 89 | 16.7 | 58 | 46 | 3 | -21 | null | null | Paused due to data glitch |
X005173 | 2025-11-03 15:41:22 | IEF | Sell | 19,508 | 94.6 | 1,845,456.8 | 2.9 | 0.074 | Medium | 16.8 | 15 | 5 | NYSE>NASDAQ>BATS>IEX | Adaptive | 1 | MKT | 5.4 | 66 | 14 | 0.59 | LiqDrop | false | null | null | 0 | NYSE>NASDAQ>BATS>IEX | MKT | 32.3 | 88 | 3 | 25 | 55 | -24 | 18 | NoShort | null | Toxic prints; widened spread |
X005174 | 2025-12-12 14:09:33 | MA | Sell | 49,393 | 96.83 | 4,782,724.19 | 1.1 | 0.21 | Low | 22.8 | 30 | -9.8 | EDGX>NYSE | TWAP | 3 | LMT | 7.2 | 84 | 34 | 0.41 | ToxicitySpike | false | null | null | 0 | EDGX>NYSE | LMT | 70.5 | 97 | 0 | 156 | 53 | 25 | -30 | NoShort | null | Paused due to data glitch |
X005175 | 2025-12-16 15:30:23 | XLE | Sell | 30,842 | 45.63 | 1,407,320.46 | 2.2 | 0.111 | Low | 23 | 7 | -30.2 | BATS>IEX>NYSE | TWAP | 1 | PO | 6.6 | 70 | 18 | 0.79 | Multi | false | null | null | 0 | BATS>IEX>NYSE | PO | 11.4 | 95 | 9.4 | 79 | 6 | 22 | 30 | NoShort | null | Venue switch reduced impact |
X005176 | 2025-12-10 13:59:41 | MA | Sell | 68,660 | 252.88 | 17,362,740.8 | 1.5 | 0.292 | Low | 14.5 | 22 | 31.7 | IEX>EDGX>BATS | TWAP | 3 | LMT | 5.1 | 94 | 35 | 0.48 | Slip>Thresh | false | null | null | 0 | IEX>EDGX>BATS | LMT | 45.3 | 94 | 0 | 40 | 13 | 5 | 21 | null | null | Paused due to data glitch |
X005177 | 2025-11-21 10:00:02 | VZ | Sell | 3,727 | 322.23 | 1,200,951.21 | 3 | 0.032 | Ultra | 8.2 | 23 | -26.8 | EDGX>IEX | IS | 5 | LMT | 5.8 | 62 | 22 | 0.44 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 11 | EDGX>IEX | LMT>PO | 92.5 | 89 | 3 | 19 | -20 | -27 | 36 | null | null | Stable book; normal liquidity |
X005178 | 2025-11-28 11:03:58 | IWM | Sell | 195,210 | 202.2 | 39,471,462 | 1.2 | 0.269 | Medium | 5.2 | 28 | -17 | BATS>ARCA>IEX | IS | 5 | MKT | 3.9 | 186 | 33 | 0.57 | ToxicitySpike | false | null | null | 0 | BATS>ARCA>IEX | MKT | 62.5 | 90 | 13.7 | 106 | -3 | -14 | -36 | Watchlist | null | Stable book; normal liquidity |
X005179 | 2025-12-19 13:02:01 | XOM | Sell | 5,735 | 165.72 | 950,404.2 | 3.3 | 0.052 | Medium | 10.1 | 3 | -9.6 | ARCA>NASDAQ>NYSE>IEX>BATS | Adaptive | 3 | LMT | 4.3 | 62 | 13 | 0.78 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 20 | ARCA>NASDAQ>NYSE>IEX>BATS | LMT>IOC | 29.9 | 97 | 7.1 | 103 | -18 | 13 | -26 | null | null | High urgency from PM |
X005180 | 2025-12-17 13:51:44 | AMZN | Buy | 2,009 | 313.08 | 628,977.72 | 1.8 | 0.092 | Low | 29.9 | 9 | 20.9 | BATS>NASDAQ>ARCA>NYSE | IS | 4 | LMT | 12.3 | 61 | 31 | 0.85 | ToxicitySpike | false | null | null | 0 | BATS>NASDAQ>ARCA>NYSE | LMT | 68.5 | 100 | 38.4 | 100 | 34 | 2 | -18 | NoShort | null | High urgency from PM |
X005181 | 2025-12-17 10:12:16 | V | Sell | 2,891 | 82.35 | 238,073.85 | 3 | 0.038 | Medium | 34.1 | 29 | 21.9 | BATS>EDGX>ARCA>NYSE | VWAP | 3 | MKT | 13.2 | 61 | 30 | 0.63 | LiqDrop | false | null | null | 0 | BATS>EDGX>ARCA>NYSE | MKT | 49.9 | 97 | 0 | 65 | -3 | 19 | -9 | Watchlist | null | Stable book; normal liquidity |
X005182 | 2025-12-07 09:35:13 | KO | Buy | 1,858 | 262.21 | 487,186.18 | 3.4 | 0.046 | Low | 35.7 | 23 | -2.8 | NYSE>EDGX>IEX>ARCA>BATS | IS | 4 | MKT | 18.9 | 61 | 24 | 0.77 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX>IEX>ARCA>BATS | MKT | 42.7 | 88 | 7.8 | 43 | -19 | -12 | 31 | PositionLimitNear | null | Stable book; normal liquidity |
X005183 | 2025-11-21 13:43:02 | XLF | Buy | 116,891 | 280.9 | 32,834,681.9 | 3.7 | 0.319 | Low | 5.5 | 10 | 32.8 | IEX>NYSE | VWAP | 1 | LMT | 2.7 | 100 | 30 | 0.66 | Slip>Thresh | false | null | null | 0 | IEX>NYSE | LMT | 10.3 | 87 | 15.7 | 205 | 9 | 6 | 8 | null | null | Stable book; normal liquidity |
X005184 | 2025-11-27 11:42:25 | AMD | Buy | 5,976 | 292.68 | 1,749,055.68 | 1.9 | 0.167 | Low | 13.8 | 34 | -19.9 | BATS>NYSE>ARCA>NASDAQ>EDGX | IS | 5 | MKT | 8.8 | 63 | 19 | 0.7 | LiqDrop | false | null | null | 0 | BATS>NYSE>ARCA>NASDAQ>EDGX | MKT | 14.2 | 100 | 12.1 | 21 | 21 | -8 | 20 | null | null | Paused due to data glitch |
X005185 | 2025-12-01 12:15:45 | TLT | Buy | 36,646 | 94.89 | 3,477,338.94 | 2.4 | 0.134 | Low | 17.3 | 36 | -1.8 | NASDAQ>BATS>EDGX>ARCA>NYSE | POV | 4 | LMT | 7.5 | 81 | 13 | 0.46 | ToxicitySpike | false | null | null | 0 | NASDAQ>BATS>EDGX>ARCA>NYSE | LMT | 24.8 | 90 | 5 | 37 | 19 | 21 | -26 | null | null | High urgency from PM |
X005186 | 2025-11-11 11:45:56 | BAC | Sell | 131,641 | 42.09 | 5,540,769.69 | 1.3 | 0.359 | Medium | 7 | 35 | 12.3 | IEX>ARCA>BATS>EDGX>NASDAQ | IS | 4 | LMT | 3.7 | 135 | 21 | 0.52 | ToxicitySpike | false | null | null | 0 | IEX>ARCA>BATS>EDGX>NASDAQ | LMT | 34.6 | 98 | 0 | 137 | 1 | -7 | -27 | null | null | Stable book; normal liquidity |
X005187 | 2025-12-19 13:14:09 | HYG | Sell | 22,697 | 76.87 | 1,744,718.39 | 1.5 | 0.125 | Low | 22.8 | 35 | -19.7 | BATS>IEX>EDGX>NYSE>NASDAQ | IS | 4 | IOC | 11 | 73 | 19 | 0.83 | Multi | false | null | null | 0 | BATS>IEX>EDGX>NYSE>NASDAQ | IOC | 67 | 94 | 17.5 | 85 | 10 | 14 | -18 | null | null | Stable book; normal liquidity |
X005188 | 2025-10-29 12:23:24 | BAC | Sell | 5,388 | 308.07 | 1,659,881.16 | 1.9 | 0.015 | Ultra | 19.7 | 39 | 6.3 | ARCA>NASDAQ>BATS>EDGX | POV | 4 | LMT | 7.9 | 63 | 19 | 0.62 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ>BATS>EDGX | LMT | 44.2 | 76 | 8.3 | 79 | 39 | -32 | 37 | null | null | Toxic prints; widened spread |
X005189 | 2025-12-12 15:06:20 | CVX | Sell | 35,710 | 323.51 | 11,552,542.1 | 1.5 | 0.212 | Low | 17.1 | 23 | 25.5 | BATS>NYSE | Adaptive | 1 | LMT | 4 | 72 | 24 | 0.64 | ToxicitySpike | false | null | null | 0 | BATS>NYSE | LMT | 44.4 | 100 | 6.8 | 56 | 54 | 3 | 9 | null | Unknown | High urgency from PM |
X005190 | 2025-12-14 13:57:31 | NVDA | Sell | 2,062 | 286.21 | 590,165.02 | 1.8 | 0.053 | Medium | 39.3 | 26 | 16.3 | EDGX>NASDAQ>NYSE | IS | 4 | LMT | 15.8 | 61 | 25 | 0.4 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>NYSE | LMT | 45.2 | 92 | 11.8 | 88 | -14 | 30 | 20 | NoShort | null | Paused due to data glitch |
X005191 | 2025-12-22 15:46:30 | NVDA | Buy | 5,405 | 49.98 | 270,141.9 | 1.8 | 0.14 | Low | 33.7 | 21 | -33 | BATS>NYSE | VWAP | 1 | LMT | 7.7 | 61 | 20 | 0.58 | Multi | true | MultiTrigger | AlgoSwitch | 13 | BATS>NYSE | LMT>IOC | 98.9 | 93 | 16.3 | 51 | 41 | -30 | -38 | NoShort | null | Venue switch reduced impact |
X005192 | 2025-11-09 14:50:08 | QQQ | Buy | 83,026 | 419.18 | 34,802,838.68 | 0.7 | 0.263 | Medium | 14.7 | 7 | -15.2 | EDGX>NASDAQ>NYSE>IEX>ARCA | TWAP | 3 | IOC | 5.4 | 101 | 25 | 0.49 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ>NYSE>IEX>ARCA | IOC | 54.4 | 87 | 0 | 157 | 10 | -13 | -34 | null | null | Stable book; normal liquidity |
X005193 | 2025-12-14 12:01:50 | HYG | Buy | 24,976 | 75 | 1,873,200 | 1.6 | 0.137 | Low | 21.3 | 23 | 34.8 | IEX>NYSE | VWAP | 2 | LMT | 5.9 | 70 | 19 | 0.84 | Slip>Thresh | false | null | null | 0 | IEX>NYSE | LMT | 48.9 | 100 | 13.3 | 93 | 12 | 11 | -26 | Watchlist | null | Toxic prints; widened spread |
X005194 | 2025-12-06 12:07:43 | XLP | Buy | 74,090 | 73.45 | 5,441,910.5 | 3.5 | 0.256 | Low | 7.2 | 28 | -6.9 | NYSE>NASDAQ | TWAP | 2 | MKT | 4.4 | 91 | 26 | 0.81 | Multi | true | MultiTrigger | Pause | 27 | NYSE>NASDAQ | MKT>PO | 85.3 | 99 | 0 | 114 | 2 | -37 | -24 | null | null | High urgency from PM |
X005195 | 2025-11-14 14:20:39 | MA | Sell | 21,467 | 255.76 | 5,490,399.92 | 0.9 | 0.091 | Ultra | 8 | 39 | -17.6 | EDGX>NASDAQ>ARCA>BATS | Adaptive | 5 | MKT | 3.8 | 73 | 24 | 0.6 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ>ARCA>BATS | MKT | 52.4 | 100 | 6 | 86 | 0 | -7 | -19 | NoShort | null | High urgency from PM |
X005196 | 2025-12-17 09:38:46 | XLV | Sell | 275,308 | 333.79 | 91,895,057.32 | 1.6 | 0.773 | Low | 16.2 | 38 | 22.7 | IEX>EDGX>BATS | Adaptive | 3 | MKT | 6.3 | 197 | 20 | 0.69 | ToxicitySpike | false | null | null | 0 | IEX>EDGX>BATS | MKT | 39.7 | 99 | 6 | 147 | 24 | -2 | -4 | null | null | Venue switch reduced impact |
X005197 | 2025-12-19 12:08:33 | QQQ | Sell | 41,174 | 403.17 | 16,600,121.58 | 0.8 | 0.131 | Ultra | 7 | 10 | -28 | IEX>BATS>NYSE>ARCA>NASDAQ | IS | 4 | LMT | 3.2 | 83 | 12 | 0.43 | LiqDrop | false | null | null | 0 | IEX>BATS>NYSE>ARCA>NASDAQ | LMT | 61 | 89 | 0.2 | 99 | -15 | 24 | -30 | Watchlist | null | Venue switch reduced impact |
X005198 | 2025-12-03 14:20:45 | IWM | Buy | 265,637 | 194.91 | 51,775,307.67 | 1.8 | 0.367 | Medium | 5.5 | 15 | 12.2 | ARCA>NYSE>NASDAQ>IEX | TWAP | 2 | MKT | 2.9 | 172 | 25 | 0.68 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>NASDAQ>IEX | MKT | 53.6 | 89 | 0 | 245 | 14 | -28 | 23 | null | null | Stable book; normal liquidity |
X005199 | 2025-11-25 15:52:20 | INTC | Sell | 873 | 19.26 | 16,813.98 | 1.2 | 0.042 | Ultra | 14.1 | 11 | 14.5 | NASDAQ>NYSE>EDGX | VWAP | 2 | MKT | 4.8 | 60 | 19 | 0.48 | ToxicitySpike | true | ToxicitySpike | Pause | 16 | NASDAQ>NYSE>EDGX | MKT>LMT | 91.4 | 89 | 2 | 69 | 46 | -29 | -4 | null | null | Venue switch reduced impact |
X005200 | 2025-12-05 12:01:24 | T | Buy | 24,266 | 135.91 | 3,297,992.06 | 5 | 0.202 | Low | 7 | 39 | -33.5 | EDGX>NYSE>BATS | IS | 5 | LMT | 7 | 75 | 14 | 0.52 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 18 | EDGX>NYSE>BATS | LMT>IOC | 80.1 | 93 | 0 | 71 | 6 | -31 | -32 | null | null | Stable book; normal liquidity |
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