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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X005201 | 2025-12-18 10:21:27 | MSFT | Buy | 12,504 | 341.62 | 4,271,616.48 | 2 | 0.066 | Medium | 19.2 | 36 | -29.8 | BATS>NASDAQ>ARCA>NYSE | TWAP | 2 | LMT | 5.8 | 65 | 25 | 0.8 | Multi | false | null | null | 0 | BATS>NASDAQ>ARCA>NYSE | LMT | 24.2 | 100 | 0 | 26 | -13 | -34 | -40 | Watchlist | null | Toxic prints; widened spread |
X005202 | 2025-12-07 09:35:40 | T | Buy | 24,535 | 287.79 | 7,060,927.65 | 2.7 | 0.205 | Low | 23.4 | 16 | 5.1 | BATS>IEX>NASDAQ | IS | 4 | LMT | 10.7 | 74 | 19 | 0.82 | Slip>Thresh | false | null | null | 0 | BATS>IEX>NASDAQ | LMT | 37.7 | 87 | 0 | 145 | 24 | -17 | -8 | NoShort | null | Stable book; normal liquidity |
X005203 | 2025-12-25 09:40:43 | V | Buy | 8,935 | 345.17 | 3,084,093.95 | 3.4 | 0.116 | Low | 24.2 | 19 | 6.1 | NASDAQ>BATS>ARCA>EDGX | VWAP | 1 | LMT | 6.4 | 63 | 35 | 0.48 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 23 | NASDAQ>BATS>ARCA>EDGX | LMT>MKT | 86.5 | 97 | 8.1 | 86 | 45 | 27 | -34 | PositionLimitNear | null | Toxic prints; widened spread |
X005204 | 2025-11-02 13:00:42 | KO | Buy | 624 | 19.56 | 12,205.44 | 2.3 | 0.016 | Ultra | 13.1 | 7 | -26.6 | BATS>EDGX>ARCA>IEX>NYSE | Adaptive | 4 | PO | 5.6 | 60 | 30 | 0.56 | Multi | false | null | null | 0 | BATS>EDGX>ARCA>IEX>NYSE | PO | 10.2 | 90 | 6.7 | 80 | 4 | 4 | -30 | null | null | Venue switch reduced impact |
X005205 | 2025-11-02 13:28:21 | SPY | Sell | 21,330 | 492.28 | 10,500,332.4 | 0.9 | 0.029 | Ultra | 8.9 | 18 | -19 | EDGX>NASDAQ>BATS>IEX | TWAP | 1 | LMT | 2.3 | 67 | 23 | 0.42 | Multi | false | null | null | 0 | EDGX>NASDAQ>BATS>IEX | LMT | 95.9 | 98 | 4.8 | 90 | 47 | 27 | -20 | null | null | Toxic prints; widened spread |
X005206 | 2025-12-04 15:26:10 | TLT | Sell | 150,188 | 96.58 | 14,505,157.04 | 2.4 | 0.549 | Low | 22.9 | 21 | 12.3 | IEX>NASDAQ>ARCA | POV | 1 | PO | 7.1 | 112 | 13 | 0.7 | ToxicitySpike | false | null | null | 0 | IEX>NASDAQ>ARCA | PO | 33.6 | 89 | 2 | 127 | 30 | 14 | -28 | null | null | Paused due to data glitch |
X005207 | 2025-11-10 10:59:30 | LQD | Buy | 47,564 | 117.08 | 5,568,793.12 | 1.7 | 0.234 | Low | 24.4 | 36 | 23.8 | NYSE>ARCA>IEX | POV | 4 | IOC | 10.9 | 87 | 26 | 0.62 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 20 | NYSE>ARCA>IEX | IOC>MKT | 29.9 | 98 | 4 | 162 | -16 | -15 | -8 | null | null | High urgency from PM |
X005208 | 2025-11-05 15:00:15 | KO | Buy | 19,716 | 79.83 | 1,573,928.28 | 3.7 | 0.491 | Low | 25.6 | 10 | 31.5 | NASDAQ>NYSE | TWAP | 2 | IOC | 9.8 | 68 | 23 | 0.5 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 14 | NASDAQ>NYSE | IOC>LMT | 88.8 | 97 | 1.6 | 56 | -1 | 1 | -20 | null | null | Toxic prints; widened spread |
X005209 | 2025-11-02 10:53:30 | HD | Sell | 21,456 | 337.5 | 7,241,400 | 2.8 | 0.083 | Low | 19.6 | 8 | -1.5 | EDGX>ARCA>NASDAQ>IEX | IS | 5 | LMT | 10.3 | 73 | 30 | 0.8 | Multi | false | null | null | 0 | EDGX>ARCA>NASDAQ>IEX | LMT | 80.7 | 86 | 8.1 | 52 | -20 | 20 | 36 | null | null | Toxic prints; widened spread |
X005210 | 2025-11-22 13:00:03 | XLU | Sell | 23,592 | 317.77 | 7,496,829.84 | 2.2 | 0.076 | Medium | 16.2 | 10 | 28.6 | ARCA>NYSE>EDGX>IEX>BATS | TWAP | 1 | MKT | 5.4 | 68 | 12 | 0.64 | Multi | false | null | null | 0 | ARCA>NYSE>EDGX>IEX>BATS | MKT | 11.3 | 88 | 0 | 108 | 16 | -26 | 8 | null | null | Toxic prints; widened spread |
X005211 | 2025-10-29 11:45:04 | BRK.B | Sell | 4,317 | 136.3 | 588,407.1 | 2 | 0.02 | Ultra | 10.7 | 22 | 5.4 | NASDAQ>ARCA>IEX>NYSE | VWAP | 3 | MKT | 4.8 | 62 | 18 | 0.81 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>IEX>NYSE | MKT | 13.7 | 98 | 4.8 | 47 | -8 | 15 | -6 | null | null | High urgency from PM |
X005212 | 2025-12-15 15:11:45 | XLY | Buy | 26,692 | 319.14 | 8,518,484.88 | 1.8 | 0.111 | Medium | 15.5 | 33 | -21.4 | NYSE>NASDAQ>ARCA>IEX | VWAP | 1 | LMT | 4 | 69 | 30 | 0.64 | LiqDrop | false | null | null | 0 | NYSE>NASDAQ>ARCA>IEX | LMT | 93.7 | 100 | 9.3 | 10 | -12 | -14 | 33 | null | null | High urgency from PM |
X005213 | 2025-11-12 14:26:54 | VZ | Sell | 13,666 | 323.74 | 4,424,230.84 | 3.8 | 0.117 | Low | 13.7 | 26 | 20 | NYSE>IEX | VWAP | 1 | MKT | 5.3 | 64 | 18 | 0.42 | ToxicitySpike | false | null | null | 0 | NYSE>IEX | MKT | 9.9 | 98 | 16.8 | 75 | 56 | -33 | 38 | null | null | Paused due to data glitch |
X005214 | 2025-11-20 15:28:49 | AAPL | Buy | 137,312 | 89.67 | 12,312,767.04 | 2.3 | 0.404 | Low | 21.4 | 35 | -9.3 | BATS>NASDAQ>EDGX>IEX>ARCA | Adaptive | 4 | PO | 8.4 | 138 | 31 | 0.52 | ToxicitySpike | false | null | null | 0 | BATS>NASDAQ>EDGX>IEX>ARCA | PO | 12.1 | 99 | 11.6 | 69 | 52 | 20 | -17 | Watchlist | PriceBand | Venue switch reduced impact |
X005215 | 2025-10-31 14:17:50 | TLT | Buy | 41,292 | 91.61 | 3,782,760.12 | 2 | 0.151 | Low | 23.7 | 15 | -1.9 | NASDAQ>NYSE>EDGX>BATS | POV | 4 | MKT | 11.3 | 83 | 22 | 0.71 | ToxicitySpike | false | null | null | 0 | NASDAQ>NYSE>EDGX>BATS | MKT | 53.1 | 96 | 24.2 | 73 | 54 | -17 | -21 | null | null | Toxic prints; widened spread |
X005216 | 2025-12-01 09:58:32 | XLV | Buy | 80,084 | 86.9 | 6,959,299.6 | 1.8 | 0.225 | Low | 12.3 | 38 | -12.7 | IEX>NASDAQ>BATS>NYSE | IS | 4 | LMT | 5.9 | 106 | 21 | 0.64 | LiqDrop | false | null | null | 0 | IEX>NASDAQ>BATS>NYSE | LMT | 14 | 97 | 14.8 | 19 | 49 | -36 | -29 | null | null | High urgency from PM |
X005217 | 2025-10-27 14:15:15 | IEF | Sell | 71,233 | 95.07 | 6,772,121.31 | 2 | 0.27 | Low | 11.7 | 12 | -10 | ARCA>NYSE>BATS>NASDAQ | TWAP | 3 | IOC | 5.3 | 95 | 15 | 0.84 | Multi | true | MultiTrigger | VenueSwitch | 14 | ARCA>NYSE>BATS>NASDAQ | IOC>PO | 74 | 100 | 0 | 106 | 42 | 7 | 16 | null | null | High urgency from PM |
X005218 | 2025-11-25 13:52:08 | NVDA | Buy | 2,173 | 72.17 | 156,825.41 | 1.4 | 0.056 | Medium | 23 | 18 | -2.5 | ARCA>IEX>NASDAQ>BATS | POV | 5 | LMT | 9.6 | 61 | 25 | 0.69 | LiqDrop | false | null | null | 0 | ARCA>IEX>NASDAQ>BATS | LMT | 45.1 | 99 | 0 | 80 | -2 | -11 | 28 | null | null | Stable book; normal liquidity |
X005219 | 2025-11-26 10:16:32 | XLU | Sell | 17,031 | 202.6 | 3,450,480.6 | 2.4 | 0.055 | Medium | 13.5 | 13 | 9.1 | NASDAQ>IEX>ARCA>BATS>NYSE | TWAP | 2 | LMT | 4.6 | 67 | 19 | 0.77 | Multi | false | null | null | 0 | NASDAQ>IEX>ARCA>BATS>NYSE | LMT | 64.3 | 95 | 1.9 | 87 | -5 | -2 | -26 | null | null | Stable book; normal liquidity |
X005220 | 2025-10-29 11:25:55 | DIS | Buy | 14,838 | 109.86 | 1,630,102.68 | 1 | 0.065 | Ultra | 9.2 | 17 | -34.2 | NYSE>BATS>EDGX>NASDAQ | IS | 4 | MKT | 5 | 68 | 25 | 0.8 | LiqDrop | false | null | null | 0 | NYSE>BATS>EDGX>NASDAQ | MKT | 34.5 | 100 | 6.1 | 41 | 60 | -26 | 12 | PositionLimitNear | null | High urgency from PM |
X005221 | 2025-11-10 12:43:54 | GOOGL | Buy | 199,165 | 240.98 | 47,994,781.7 | 1.4 | 0.594 | Low | 8.3 | 6 | 32 | ARCA>BATS | IS | 4 | PO | 4.8 | 174 | 24 | 0.52 | LiqDrop | false | null | null | 0 | ARCA>BATS | PO | 27 | 98 | 10.4 | 139 | -13 | -5 | 38 | Watchlist | null | Paused due to data glitch |
X005222 | 2025-12-04 12:06:16 | INTC | Buy | 5,381 | 244.23 | 1,314,201.63 | 0.9 | 0.256 | Low | 39.8 | 28 | 28.6 | EDGX>IEX>NYSE | TWAP | 1 | LMT | 9.1 | 61 | 23 | 0.71 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 11 | EDGX>IEX>NYSE | LMT>IOC | 56.6 | 98 | 4.3 | 85 | 28 | -33 | 14 | NoShort | null | Paused due to data glitch |
X005223 | 2025-12-15 11:38:30 | BA | Buy | 213,724 | 194.58 | 41,586,415.92 | 2.5 | 0.712 | Low | 16.9 | 17 | -34.8 | EDGX>NASDAQ>ARCA>BATS | Adaptive | 1 | PO | 4.9 | 134 | 30 | 0.49 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>ARCA>BATS | PO | 59.4 | 90 | 11 | 138 | 30 | -23 | -35 | Watchlist | null | Paused due to data glitch |
X005224 | 2025-12-25 09:51:57 | XLU | Sell | 163,145 | 187 | 30,508,115 | 2.1 | 0.522 | Low | 10 | 24 | 2.3 | EDGX>IEX>ARCA>NASDAQ>NYSE | VWAP | 3 | LMT | 4 | 141 | 17 | 0.5 | ToxicitySpike | false | null | null | 0 | EDGX>IEX>ARCA>NASDAQ>NYSE | LMT | 58.7 | 95 | 18.2 | 185 | 34 | -32 | -25 | null | null | Venue switch reduced impact |
X005225 | 2025-12-11 09:35:27 | BA | Sell | 47,869 | 285.1 | 13,647,451.9 | 2.7 | 0.159 | Medium | 8.4 | 10 | -10.5 | NASDAQ>ARCA | IS | 5 | IOC | 6.6 | 91 | 35 | 0.77 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA | IOC | 84.7 | 95 | 9.1 | 103 | 30 | 29 | 1 | null | null | Paused due to data glitch |
X005226 | 2025-10-31 12:38:15 | V | Buy | 12,728 | 142.82 | 1,817,812.96 | 4.8 | 0.166 | Low | 39 | 21 | 21.8 | ARCA>NASDAQ>BATS>EDGX>IEX | TWAP | 1 | LMT | 10.6 | 64 | 31 | 0.47 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ>BATS>EDGX>IEX | LMT | 60.6 | 96 | 3.8 | 98 | 22 | -6 | 31 | null | null | High urgency from PM |
X005227 | 2025-12-13 09:35:52 | XLV | Buy | 45,474 | 228.4 | 10,386,261.6 | 1.4 | 0.128 | Medium | 14.2 | 30 | -3.8 | NASDAQ>EDGX | POV | 5 | MKT | 7.7 | 89 | 26 | 0.66 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX | MKT | 15.2 | 99 | 17.2 | 90 | 8 | 15 | -32 | null | null | Toxic prints; widened spread |
X005228 | 2025-12-11 10:25:57 | DIS | Buy | 48,005 | 238.2 | 11,434,791 | 2.2 | 0.209 | Low | 9.5 | 37 | -20.6 | NASDAQ>NYSE | IS | 4 | PO | 5.8 | 87 | 20 | 0.76 | Slip>Thresh | false | null | null | 0 | NASDAQ>NYSE | PO | 44.1 | 99 | 2.2 | 109 | 47 | 24 | -9 | null | null | Toxic prints; widened spread |
X005229 | 2025-11-14 10:01:11 | XOM | Sell | 21,915 | 308.68 | 6,764,722.2 | 2.2 | 0.2 | Low | 17.3 | 39 | -19.8 | EDGX>BATS>NYSE>NASDAQ | Adaptive | 2 | LMT | 5 | 69 | 20 | 0.64 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 17 | EDGX>BATS>NYSE>NASDAQ | LMT>IOC | 15.3 | 96 | 26.1 | 115 | 41 | 21 | -10 | PositionLimitNear | VenueReject | High urgency from PM |
X005230 | 2025-11-05 12:16:30 | TLT | Buy | 104,947 | 97 | 10,179,859 | 3 | 0.384 | Low | 15.2 | 10 | -16.8 | IEX>BATS>ARCA | VWAP | 3 | MKT | 7.1 | 112 | 19 | 0.73 | Slip>Thresh | false | null | null | 0 | IEX>BATS>ARCA | MKT | 52 | 98 | 8.2 | 59 | -17 | -34 | -37 | null | null | Toxic prints; widened spread |
X005231 | 2025-11-13 15:17:05 | CSCO | Sell | 27,117 | 306.31 | 8,306,208.27 | 4.9 | 0.068 | Medium | 8.5 | 33 | -7.7 | NYSE>BATS | TWAP | 3 | MKT | 6.3 | 73 | 15 | 0.48 | LiqDrop | false | null | null | 0 | NYSE>BATS | MKT | 16.2 | 96 | 10.7 | 70 | 42 | -10 | -7 | null | null | Venue switch reduced impact |
X005232 | 2025-10-29 09:45:32 | XLV | Buy | 44,941 | 58.74 | 2,639,834.34 | 1.6 | 0.126 | Medium | 16.1 | 20 | 29.7 | BATS>EDGX | IS | 5 | PO | 8.7 | 89 | 20 | 0.85 | Multi | true | MultiTrigger | VenueSwitch | 10 | BATS>EDGX | PO>MKT | 92.9 | 95 | 25.4 | 35 | 20 | -23 | 40 | null | Throttle | Paused due to data glitch |
X005233 | 2025-11-22 13:06:43 | META | Sell | 14,149 | 295.83 | 4,185,698.67 | 1.2 | 0.039 | Ultra | 4.6 | 5 | -27.9 | NASDAQ>NYSE>ARCA>IEX>BATS | POV | 4 | LMT | 2.4 | 68 | 30 | 0.75 | ToxicitySpike | false | null | null | 0 | NASDAQ>NYSE>ARCA>IEX>BATS | LMT | 1.4 | 99 | 4.5 | 49 | 17 | -37 | 6 | Watchlist | null | Paused due to data glitch |
X005234 | 2025-11-20 09:35:42 | GOOGL | Sell | 52,417 | 165.06 | 8,651,950.02 | 1.2 | 0.156 | High | 7 | 19 | 32 | NYSE>EDGX | TWAP | 2 | MKT | 2.9 | 82 | 28 | 0.47 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX | MKT | 76.9 | 87 | 3.1 | 118 | -20 | 11 | -15 | null | null | High urgency from PM |
X005235 | 2025-11-04 11:43:59 | WMT | Buy | 70,937 | 291.81 | 20,700,125.97 | 5.1 | 0.218 | Low | 19.1 | 34 | -7.4 | ARCA>EDGX>NYSE>BATS>IEX | VWAP | 1 | MKT | 7.4 | 84 | 27 | 0.83 | ToxicitySpike | false | null | null | 0 | ARCA>EDGX>NYSE>BATS>IEX | MKT | 76.6 | 88 | 20.9 | 221 | -12 | 29 | 34 | PositionLimitNear | null | Venue switch reduced impact |
X005236 | 2025-12-20 11:14:09 | V | Sell | 5,076 | 203.47 | 1,032,813.72 | 5.1 | 0.066 | Low | 34.8 | 38 | 21.8 | ARCA>BATS | Adaptive | 4 | LMT | 13 | 62 | 12 | 0.58 | Slip>Thresh | false | null | null | 0 | ARCA>BATS | LMT | 79.1 | 99 | 2.6 | 10 | 31 | -36 | 32 | null | null | Stable book; normal liquidity |
X005237 | 2025-12-14 13:47:59 | XLV | Sell | 712,643 | 154.52 | 110,117,596.36 | 1.7 | 2 | Low | 4.6 | 24 | -22.3 | BATS>NASDAQ>EDGX | POV | 1 | PO | 2.7 | 200 | 33 | 0.41 | Slip>Thresh | false | null | null | 0 | BATS>NASDAQ>EDGX | PO | 95.9 | 89 | 0 | 318 | 13 | 3 | -37 | null | null | Stable book; normal liquidity |
X005238 | 2025-12-17 14:13:36 | XLB | Sell | 57,513 | 335.64 | 19,303,663.32 | 2.7 | 0.147 | Low | 16.5 | 34 | -7 | ARCA>NYSE>BATS | POV | 4 | IOC | 8.6 | 93 | 28 | 0.72 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>BATS | IOC | 30 | 96 | 0 | 42 | 25 | -22 | 29 | NoShort | null | High urgency from PM |
X005239 | 2025-12-24 12:50:36 | AAPL | Buy | 54,283 | 174.59 | 9,477,268.97 | 2.9 | 0.16 | Low | 16.4 | 29 | 29.1 | NYSE>BATS | IS | 4 | LMT | 8.2 | 91 | 15 | 0.65 | Multi | false | null | null | 0 | NYSE>BATS | LMT | 55 | 89 | 4.7 | 10 | 21 | 19 | -11 | null | null | Toxic prints; widened spread |
X005240 | 2025-12-14 10:44:04 | XLI | Buy | 5,689 | 185.8 | 1,057,016.2 | 2 | 0.259 | Low | 16.3 | 11 | -15.9 | NYSE>ARCA>IEX | TWAP | 2 | MKT | 6.3 | 62 | 21 | 0.71 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA>IEX | MKT | 83.7 | 93 | 10 | 73 | 39 | 1 | -18 | null | Throttle | Stable book; normal liquidity |
X005241 | 2025-11-12 15:39:15 | CVX | Buy | 12,882 | 215.35 | 2,774,138.7 | 1.2 | 0.076 | Medium | 20.5 | 5 | 10.3 | NASDAQ>ARCA>IEX>EDGX>NYSE | TWAP | 1 | LMT | 5 | 64 | 21 | 0.71 | LiqDrop | true | LiquidityDrop | VenueSwitch | 11 | NASDAQ>ARCA>IEX>EDGX>NYSE | LMT>IOC | 36.3 | 88 | 3.6 | 79 | 17 | 22 | 3 | null | null | Paused due to data glitch |
X005242 | 2025-11-04 12:09:08 | PEP | Buy | 38,870 | 208.4 | 8,100,508 | 2.7 | 0.123 | Low | 18.3 | 3 | 28.3 | EDGX>IEX | TWAP | 1 | LMT | 5.2 | 73 | 34 | 0.81 | Multi | false | null | null | 0 | EDGX>IEX | LMT | 63.1 | 89 | 7.6 | 10 | -6 | 8 | 13 | null | null | Paused due to data glitch |
X005243 | 2025-12-07 14:16:36 | PEP | Buy | 60,636 | 163.32 | 9,903,071.52 | 4.2 | 0.191 | Low | 16.9 | 35 | 10.7 | IEX>ARCA>NASDAQ | Adaptive | 4 | LMT | 7.3 | 94 | 28 | 0.42 | Multi | false | null | null | 0 | IEX>ARCA>NASDAQ | LMT | 14.5 | 90 | 6.6 | 28 | 47 | -34 | 25 | null | null | Stable book; normal liquidity |
X005244 | 2025-11-05 15:42:49 | XLP | Buy | 23,539 | 41.35 | 973,337.65 | 3.3 | 0.081 | Medium | 14.5 | 11 | 20.8 | BATS>ARCA>NYSE | TWAP | 3 | PO | 6.7 | 71 | 35 | 0.43 | Multi | false | null | null | 0 | BATS>ARCA>NYSE | PO | 84.9 | 90 | 0 | 76 | -11 | -13 | 2 | null | null | Venue switch reduced impact |
X005245 | 2025-12-09 11:53:28 | CVX | Buy | 12,069 | 103.58 | 1,250,107.02 | 0.9 | 0.072 | Ultra | 3.5 | 28 | -34.2 | NASDAQ>ARCA>NYSE>EDGX | IS | 4 | LMT | 2 | 66 | 24 | 0.48 | LiqDrop | false | null | null | 0 | NASDAQ>ARCA>NYSE>EDGX | LMT | 9.5 | 96 | 3.2 | 54 | -5 | -23 | 29 | null | null | Paused due to data glitch |
X005246 | 2025-11-02 14:43:39 | XLK | Sell | 45,540 | 223.15 | 10,162,251 | 0.9 | 0.128 | Ultra | 5.6 | 24 | 5 | NASDAQ>ARCA>EDGX>NYSE | IS | 4 | LMT | 2.8 | 86 | 13 | 0.62 | LiqDrop | false | null | null | 0 | NASDAQ>ARCA>EDGX>NYSE | LMT | 48.9 | 91 | 6 | 64 | -15 | 29 | -27 | null | null | Venue switch reduced impact |
X005247 | 2025-10-28 10:52:14 | XLF | Buy | 35,137 | 47.91 | 1,683,413.67 | 3 | 0.096 | Medium | 8.9 | 26 | -24.8 | NYSE>ARCA>NASDAQ | TWAP | 2 | LMT | 3.8 | 74 | 33 | 0.51 | ToxicitySpike | false | null | null | 0 | NYSE>ARCA>NASDAQ | LMT | 20.8 | 89 | 10.9 | 66 | 26 | 14 | -26 | null | null | Venue switch reduced impact |
X005248 | 2025-11-30 10:59:36 | KO | Sell | 2,757 | 18.93 | 52,190.01 | 2.8 | 0.069 | Low | 30 | 25 | -25 | NASDAQ>ARCA>BATS>IEX>NYSE | TWAP | 1 | MKT | 9.4 | 60 | 35 | 0.63 | LiqDrop | false | null | null | 0 | NASDAQ>ARCA>BATS>IEX>NYSE | MKT | 71.6 | 95 | 20.1 | 87 | 28 | -16 | 11 | null | null | Venue switch reduced impact |
X005249 | 2025-10-29 13:24:50 | XLF | Sell | 29,909 | 265.95 | 7,954,298.55 | 3.8 | 0.082 | Low | 15.7 | 31 | -25.3 | IEX>NYSE | VWAP | 2 | MKT | 6.8 | 72 | 14 | 0.85 | ToxicitySpike | false | null | null | 0 | IEX>NYSE | MKT | 74.8 | 85 | 0 | 70 | -7 | -10 | 5 | Watchlist | null | Venue switch reduced impact |
X005250 | 2025-12-24 10:59:47 | NVDA | Buy | 1,609 | 122.76 | 197,520.84 | 1.5 | 0.042 | Medium | 30.5 | 5 | -14.3 | NASDAQ>ARCA>EDGX | POV | 4 | IOC | 13 | 60 | 33 | 0.79 | Multi | false | null | null | 0 | NASDAQ>ARCA>EDGX | IOC | 65 | 93 | 25.1 | 62 | 0 | -24 | 33 | null | null | Stable book; normal liquidity |
X005251 | 2025-11-25 11:38:48 | XLV | Buy | 10,291 | 343.04 | 3,530,224.64 | 1.8 | 0.029 | High | 20.6 | 32 | 10.7 | BATS>IEX>NYSE | TWAP | 2 | IOC | 7 | 64 | 32 | 0.49 | ToxicitySpike | false | null | null | 0 | BATS>IEX>NYSE | IOC | 48.2 | 85 | 2.6 | 39 | 49 | -25 | 9 | Watchlist | null | Stable book; normal liquidity |
X005252 | 2025-11-04 13:50:58 | BA | Sell | 4,282 | 170.49 | 730,038.18 | 1.4 | 0.014 | Ultra | 4 | 9 | -14.5 | IEX>EDGX>NYSE>BATS>ARCA | TWAP | 3 | LMT | 1.9 | 62 | 15 | 0.82 | ToxicitySpike | false | null | null | 0 | IEX>EDGX>NYSE>BATS>ARCA | LMT | 17.9 | 91 | 8 | 35 | -8 | -27 | 1 | Watchlist | null | Stable book; normal liquidity |
X005253 | 2025-12-02 11:08:30 | SPY | Buy | 51,191 | 464.32 | 23,769,005.12 | 1.3 | 0.069 | Ultra | 4.5 | 38 | -30.7 | NASDAQ>NYSE>IEX | Adaptive | 5 | LMT | 2.3 | 93 | 32 | 0.46 | Slip>Thresh | false | null | null | 0 | NASDAQ>NYSE>IEX | LMT | 37.7 | 100 | 4.7 | 49 | 55 | 14 | 16 | null | null | Toxic prints; widened spread |
X005254 | 2025-11-09 13:16:36 | XLF | Sell | 49,702 | 307.94 | 15,305,233.88 | 2.5 | 0.136 | High | 3.4 | 4 | -3.6 | ARCA>EDGX>IEX | IS | 4 | LMT | 3.1 | 88 | 35 | 0.68 | LiqDrop | false | null | null | 0 | ARCA>EDGX>IEX | LMT | 18.7 | 93 | 6.3 | 90 | -1 | -16 | -24 | null | null | Toxic prints; widened spread |
X005255 | 2025-11-03 12:58:54 | AAPL | Sell | 9,246 | 114.55 | 1,059,129.3 | 2 | 0.027 | High | 22.9 | 24 | -14.4 | BATS>ARCA>EDGX>NYSE>NASDAQ | TWAP | 1 | LMT | 5.8 | 63 | 13 | 0.65 | LiqDrop | false | null | null | 0 | BATS>ARCA>EDGX>NYSE>NASDAQ | LMT | 55.9 | 97 | 7.8 | 84 | 3 | 30 | 16 | null | null | Toxic prints; widened spread |
X005256 | 2025-11-30 09:38:34 | BAC | Sell | 65,313 | 41.73 | 2,725,511.49 | 0.9 | 0.178 | High | 7.2 | 6 | 28 | NASDAQ>EDGX | IS | 5 | LMT | 3.8 | 102 | 29 | 0.58 | Slip>Thresh | false | null | null | 0 | NASDAQ>EDGX | LMT | 57.3 | 86 | 0.6 | 81 | 27 | 23 | 4 | null | null | Venue switch reduced impact |
X005257 | 2025-11-18 09:35:28 | CSCO | Sell | 42,688 | 32.1 | 1,370,284.8 | 4.3 | 0.107 | Low | 20.9 | 25 | 24.2 | IEX>EDGX | VWAP | 3 | LMT | 8 | 81 | 24 | 0.66 | LiqDrop | false | null | null | 0 | IEX>EDGX | LMT | 26.8 | 87 | 6.5 | 114 | -2 | -35 | 9 | null | null | Toxic prints; widened spread |
X005258 | 2025-11-05 11:22:09 | V | Sell | 6,408 | 174.83 | 1,120,310.64 | 4.5 | 0.083 | Low | 13.7 | 21 | 0.2 | IEX>EDGX>ARCA>NYSE | VWAP | 2 | LMT | 5.4 | 62 | 34 | 0.56 | LiqDrop | false | null | null | 0 | IEX>EDGX>ARCA>NYSE | LMT | 8.6 | 91 | 3.7 | 105 | 7 | -13 | -13 | null | null | Paused due to data glitch |
X005259 | 2025-11-26 09:35:26 | XOM | Sell | 7,986 | 20.26 | 161,796.36 | 3.4 | 0.073 | Medium | 7.5 | 29 | 5.5 | NYSE>ARCA>IEX | POV | 4 | LMT | 4.8 | 64 | 21 | 0.61 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 14 | NYSE>ARCA>IEX | LMT>PO | 93.1 | 91 | 0 | 45 | 29 | 18 | 36 | null | null | Stable book; normal liquidity |
X005260 | 2025-11-30 15:41:27 | XLV | Buy | 52,067 | 127.01 | 6,613,029.67 | 1.3 | 0.146 | Medium | 20.9 | 15 | 10.1 | EDGX>NASDAQ>BATS | TWAP | 3 | LMT | 6.8 | 86 | 31 | 0.4 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>BATS | LMT | 34.9 | 87 | 19.1 | 128 | 2 | -1 | -10 | PositionLimitNear | null | Venue switch reduced impact |
X005261 | 2025-11-07 10:31:49 | AMD | Buy | 16,344 | 104.26 | 1,704,025.44 | 1.8 | 0.456 | Low | 25.9 | 6 | 15.2 | IEX>NASDAQ>ARCA | IS | 5 | LMT | 12.2 | 70 | 20 | 0.65 | Multi | false | null | null | 0 | IEX>NASDAQ>ARCA | LMT | 4.4 | 87 | 0 | 151 | 22 | 0 | -25 | Watchlist | null | Stable book; normal liquidity |
X005262 | 2025-11-01 14:25:08 | XLU | Buy | 56,583 | 72.99 | 4,129,993.17 | 1.5 | 0.181 | High | 4.1 | 21 | -14.7 | NASDAQ>EDGX>NYSE>IEX | VWAP | 3 | LMT | 2 | 88 | 15 | 0.62 | Multi | false | null | null | 0 | NASDAQ>EDGX>NYSE>IEX | LMT | 63.2 | 89 | 0 | 81 | 58 | 15 | 9 | Watchlist | null | Paused due to data glitch |
X005263 | 2025-12-25 12:46:59 | CSCO | Buy | 39,984 | 173.42 | 6,934,025.28 | 4.6 | 0.1 | Low | 16.2 | 28 | -3.1 | NASDAQ>BATS | VWAP | 1 | IOC | 6.1 | 73 | 13 | 0.82 | Slip>Thresh | false | null | null | 0 | NASDAQ>BATS | IOC | 56.5 | 96 | 8.7 | 180 | 15 | 26 | 29 | PositionLimitNear | null | Paused due to data glitch |
X005264 | 2025-11-23 10:46:45 | NFLX | Sell | 18,109 | 287.44 | 5,205,250.96 | 2.4 | 0.173 | Low | 25 | 10 | -17.8 | BATS>IEX>NYSE>ARCA>NASDAQ | VWAP | 2 | LMT | 7.2 | 67 | 23 | 0.68 | Slip>Thresh | false | null | null | 0 | BATS>IEX>NYSE>ARCA>NASDAQ | LMT | 22 | 94 | 9.1 | 10 | -11 | -33 | 37 | null | null | Paused due to data glitch |
X005265 | 2025-11-27 10:59:47 | JPM | Buy | 24,987 | 39.47 | 986,236.89 | 3.4 | 0.619 | Low | 23.6 | 9 | 13.5 | BATS>NYSE>IEX | VWAP | 1 | MKT | 7.8 | 68 | 13 | 0.63 | ToxicitySpike | false | null | null | 0 | BATS>NYSE>IEX | MKT | 10.7 | 96 | 11.2 | 41 | 26 | 3 | 31 | null | null | High urgency from PM |
X005266 | 2025-11-12 14:50:20 | XLF | Buy | 54,695 | 184.24 | 10,077,006.8 | 2.9 | 0.149 | Medium | 5.1 | 22 | -23.3 | IEX>NASDAQ>BATS>NYSE>EDGX | TWAP | 2 | LMT | 2.8 | 83 | 15 | 0.42 | Multi | false | null | null | 0 | IEX>NASDAQ>BATS>NYSE>EDGX | LMT | 22.2 | 87 | 2.7 | 56 | 28 | 2 | 7 | Watchlist | null | Stable book; normal liquidity |
X005267 | 2025-12-06 12:19:35 | GOOGL | Sell | 26,684 | 79.74 | 2,127,782.16 | 1.7 | 0.08 | Medium | 18.2 | 33 | -21.7 | NYSE>BATS>EDGX>ARCA | TWAP | 2 | LMT | 5.4 | 71 | 17 | 0.77 | Slip>Thresh | false | null | null | 0 | NYSE>BATS>EDGX>ARCA | LMT | 18.3 | 94 | 4.3 | 67 | 33 | 2 | 30 | null | null | High urgency from PM |
X005268 | 2025-11-19 11:18:44 | XLB | Sell | 60,774 | 237.12 | 14,410,730.88 | 1.4 | 0.155 | Medium | 8.5 | 24 | 16.5 | ARCA>BATS | VWAP | 3 | LMT | 3.1 | 90 | 22 | 0.63 | ToxicitySpike | false | null | null | 0 | ARCA>BATS | LMT | 43.1 | 97 | 0 | 54 | 53 | 8 | -24 | null | null | Venue switch reduced impact |
X005269 | 2025-12-13 12:12:36 | PFE | Buy | 64,920 | 88.36 | 5,736,331.2 | 1.8 | 0.176 | Medium | 12.5 | 26 | 13.4 | NASDAQ>IEX>EDGX | Adaptive | 1 | LMT | 3.2 | 82 | 23 | 0.67 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX>EDGX | LMT | 19.9 | 96 | 13.8 | 124 | 34 | 5 | -3 | null | null | Paused due to data glitch |
X005270 | 2025-12-08 15:37:13 | XLE | Buy | 29,519 | 358.34 | 10,577,838.46 | 2.1 | 0.106 | Medium | 17.7 | 31 | -21.4 | ARCA>NASDAQ>BATS>NYSE | Adaptive | 3 | MKT | 6.8 | 74 | 17 | 0.73 | LiqDrop | false | null | null | 0 | ARCA>NASDAQ>BATS>NYSE | MKT | 99.1 | 90 | 14.6 | 86 | 15 | 20 | -2 | PositionLimitNear | null | High urgency from PM |
X005271 | 2025-11-13 10:08:04 | XLK | Sell | 86,480 | 337.04 | 29,147,219.2 | 1.8 | 0.243 | Medium | 6.5 | 13 | 9.6 | ARCA>IEX>EDGX>BATS>NASDAQ | Adaptive | 3 | LMT | 2.7 | 103 | 15 | 0.65 | Multi | false | null | null | 0 | ARCA>IEX>EDGX>BATS>NASDAQ | LMT | 28.9 | 73 | 0 | 83 | 47 | -20 | 6 | null | null | Toxic prints; widened spread |
X005272 | 2025-11-29 09:49:57 | QQQ | Buy | 17,503 | 430.3 | 7,531,540.9 | 0.7 | 0.055 | Ultra | 8.3 | 37 | 26.3 | NYSE>EDGX | IS | 4 | IOC | 4.2 | 70 | 22 | 0.61 | Multi | false | null | null | 0 | NYSE>EDGX | IOC | 32.2 | 92 | 4 | 49 | 34 | -39 | -7 | null | null | Toxic prints; widened spread |
X005273 | 2025-11-22 12:35:29 | CSCO | Buy | 10,668 | 157.66 | 1,681,916.88 | 2.5 | 0.027 | High | 19.6 | 17 | -27.8 | ARCA>IEX>NASDAQ>BATS | IS | 5 | IOC | 11.6 | 66 | 27 | 0.65 | Multi | false | null | null | 0 | ARCA>IEX>NASDAQ>BATS | IOC | 61.3 | 85 | 1.6 | 44 | 59 | 12 | -15 | Watchlist | null | Toxic prints; widened spread |
X005274 | 2025-11-05 12:22:01 | META | Sell | 363,403 | 164.34 | 59,721,649.02 | 1.4 | 1.013 | Low | 16.6 | 25 | 13.3 | BATS>EDGX | POV | 2 | LMT | 5.5 | 214 | 33 | 0.47 | ToxicitySpike | false | null | null | 0 | BATS>EDGX | LMT | 17.7 | 89 | 14.6 | 269 | 28 | -15 | -23 | null | null | Stable book; normal liquidity |
X005275 | 2025-11-07 15:05:43 | UNH | Sell | 52,995 | 210.97 | 11,180,355.15 | 1.7 | 0.233 | Low | 21.8 | 31 | 31.7 | NYSE>NASDAQ>EDGX>BATS | POV | 5 | LMT | 9.5 | 94 | 18 | 0.85 | Slip>Thresh | false | null | null | 0 | NYSE>NASDAQ>EDGX>BATS | LMT | 52.7 | 90 | 0 | 58 | 13 | 4 | 23 | null | null | Venue switch reduced impact |
X005276 | 2025-11-04 11:03:49 | LQD | Sell | 18,199 | 116.58 | 2,121,639.42 | 1.5 | 0.09 | Medium | 23.2 | 33 | -9.7 | EDGX>ARCA>IEX | IS | 5 | LMT | 10.7 | 71 | 26 | 0.76 | Multi | false | null | null | 0 | EDGX>ARCA>IEX | LMT | 26 | 93 | 15 | 10 | 35 | 14 | -30 | null | null | Toxic prints; widened spread |
X005277 | 2025-11-02 11:35:09 | TSLA | Buy | 21,580 | 287.6 | 6,206,408 | 1.4 | 0.067 | Ultra | 4.6 | 37 | 11.6 | ARCA>NYSE>EDGX>IEX | IS | 4 | LMT | 2.7 | 72 | 34 | 0.55 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>EDGX>IEX | LMT | 90.9 | 93 | 3.4 | 54 | 37 | 10 | 5 | Watchlist | null | Stable book; normal liquidity |
X005278 | 2025-11-04 14:14:59 | V | Sell | 20,356 | 88.8 | 1,807,612.8 | 4.1 | 0.265 | Low | 13.9 | 27 | 13.5 | IEX>ARCA>NYSE>BATS | VWAP | 3 | LMT | 6.1 | 70 | 24 | 0.61 | Multi | false | null | null | 0 | IEX>ARCA>NYSE>BATS | LMT | 69 | 99 | 22.8 | 73 | 26 | -12 | -8 | null | null | Toxic prints; widened spread |
X005279 | 2025-11-13 11:10:44 | NVDA | Buy | 4,707 | 314.5 | 1,480,351.5 | 1.7 | 0.122 | Medium | 14.5 | 35 | 29.2 | NYSE>ARCA>BATS>NASDAQ | VWAP | 2 | LMT | 4.3 | 62 | 19 | 0.44 | ToxicitySpike | false | null | null | 0 | NYSE>ARCA>BATS>NASDAQ | LMT | 8.1 | 87 | 10.8 | 44 | 15 | 26 | -30 | null | null | Venue switch reduced impact |
X005280 | 2025-11-08 09:35:33 | MSFT | Sell | 8,322 | 231.78 | 1,928,873.16 | 3.2 | 0.044 | Medium | 13.5 | 22 | -24.3 | BATS>EDGX | Adaptive | 1 | MKT | 4.7 | 62 | 23 | 0.65 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 14 | BATS>EDGX | MKT>IOC | 74.4 | 88 | 16.5 | 33 | 60 | -3 | 36 | PositionLimitNear | PriceBand | Paused due to data glitch |
X005281 | 2025-12-04 12:00:24 | IWM | Sell | 99,528 | 190.88 | 18,997,904.64 | 1.4 | 0.137 | Medium | 11.9 | 6 | 33.7 | NYSE>IEX>NASDAQ>BATS>EDGX | VWAP | 1 | PO | 3.4 | 94 | 21 | 0.64 | Multi | false | null | null | 0 | NYSE>IEX>NASDAQ>BATS>EDGX | PO | 97.7 | 93 | 0 | 111 | 46 | -18 | -13 | Watchlist | null | Stable book; normal liquidity |
X005282 | 2025-12-04 09:36:38 | XLF | Sell | 49,288 | 106.99 | 5,273,323.12 | 3.6 | 0.135 | Medium | 5.4 | 25 | 13.8 | NYSE>EDGX | VWAP | 3 | LMT | 3.5 | 84 | 26 | 0.65 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 13 | NYSE>EDGX | LMT>MKT | 93.6 | 78 | 2 | 73 | 53 | 18 | 25 | PositionLimitNear | null | Venue switch reduced impact |
X005283 | 2025-12-14 10:21:16 | NFLX | Sell | 26,665 | 181.02 | 4,826,898.3 | 3.5 | 0.255 | Low | 9 | 36 | 30.3 | BATS>ARCA>NASDAQ>IEX>EDGX | Adaptive | 3 | LMT | 4.2 | 73 | 14 | 0.48 | Slip>Thresh | false | null | null | 0 | BATS>ARCA>NASDAQ>IEX>EDGX | LMT | 3.5 | 80 | 0 | 12 | 41 | 25 | -3 | PositionLimitNear | Unknown | Venue switch reduced impact |
X005284 | 2025-12-18 11:17:44 | UNH | Sell | 10,960 | 137.38 | 1,505,684.8 | 2.9 | 0.048 | Ultra | 3.9 | 31 | 31.7 | IEX>NYSE>NASDAQ | VWAP | 3 | IOC | 3.1 | 65 | 25 | 0.55 | Slip>Thresh | false | null | null | 0 | IEX>NYSE>NASDAQ | IOC | 55.7 | 93 | 6.5 | 10 | 18 | -28 | 17 | PositionLimitNear | null | Stable book; normal liquidity |
X005285 | 2025-10-31 14:38:14 | IWM | Sell | 161,818 | 200.87 | 32,504,381.66 | 1.7 | 0.223 | Medium | 9.1 | 21 | -13.5 | ARCA>NYSE | VWAP | 2 | LMT | 3 | 128 | 22 | 0.84 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE | LMT | 79.6 | 97 | 9 | 186 | 30 | 8 | -6 | null | null | Toxic prints; widened spread |
X005286 | 2025-11-28 15:13:01 | DIS | Buy | 203,711 | 214.54 | 43,704,157.94 | 1.5 | 0.889 | Low | 16.8 | 10 | 9.5 | EDGX>NYSE>BATS>IEX>NASDAQ | POV | 2 | MKT | 6.7 | 146 | 32 | 0.53 | LiqDrop | false | null | null | 0 | EDGX>NYSE>BATS>IEX>NASDAQ | MKT | 69.5 | 85 | 1.1 | 192 | 60 | -19 | -2 | null | null | Toxic prints; widened spread |
X005287 | 2025-11-09 12:30:37 | QQQ | Sell | 31,829 | 398.42 | 12,681,310.18 | 0.5 | 0.101 | High | 21.4 | 24 | 13.2 | NASDAQ>EDGX>IEX>BATS>ARCA | POV | 4 | LMT | 7.6 | 78 | 27 | 0.69 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX>IEX>BATS>ARCA | LMT | 23.4 | 92 | 10.9 | 37 | 37 | -1 | -8 | null | null | Stable book; normal liquidity |
X005288 | 2025-11-13 09:35:54 | MSFT | Buy | 53,826 | 169.5 | 9,123,507 | 3 | 0.286 | Low | 10.7 | 15 | 9.5 | ARCA>EDGX>NASDAQ | TWAP | 3 | LMT | 4.9 | 86 | 21 | 0.41 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX>NASDAQ | LMT | 59.3 | 96 | 0 | 58 | 0 | 4 | 8 | null | null | Paused due to data glitch |
X005289 | 2025-12-20 12:28:46 | NVDA | Sell | 10,326 | 237.19 | 2,449,223.94 | 1.4 | 0.267 | Low | 24.9 | 26 | 34.5 | BATS>EDGX | IS | 4 | LMT | 10.3 | 65 | 15 | 0.46 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 25 | BATS>EDGX | LMT>IOC | 92.3 | 74 | 14.7 | 137 | 58 | -20 | -21 | Watchlist | null | Stable book; normal liquidity |
X005290 | 2025-11-16 14:18:34 | NKE | Buy | 16,143 | 292.67 | 4,724,571.81 | 2.6 | 0.075 | High | 6.3 | 7 | -33.3 | ARCA>IEX>BATS>EDGX>NYSE | POV | 4 | LMT | 3.9 | 69 | 14 | 0.65 | Slip>Thresh | false | null | null | 0 | ARCA>IEX>BATS>EDGX>NYSE | LMT | 40.8 | 87 | 8.5 | 68 | 18 | 3 | 30 | null | null | Toxic prints; widened spread |
X005291 | 2025-12-26 12:55:31 | BA | Sell | 54,005 | 74.91 | 4,045,514.55 | 1.3 | 0.18 | High | 3.6 | 13 | 3.8 | NASDAQ>EDGX | IS | 4 | LMT | 2.4 | 91 | 16 | 0.4 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX | LMT | 84.8 | 98 | 0 | 56 | 33 | -3 | 11 | null | null | High urgency from PM |
X005292 | 2025-11-15 15:27:57 | XLI | Buy | 6,451 | 233.84 | 1,508,501.84 | 1.8 | 0.294 | Low | 12.9 | 38 | -16.8 | EDGX>IEX | TWAP | 2 | LMT | 4.2 | 62 | 22 | 0.82 | Slip>Thresh | false | null | null | 0 | EDGX>IEX | LMT | 13.1 | 83 | 12.4 | 29 | 51 | -24 | 24 | null | null | High urgency from PM |
X005293 | 2025-12-10 15:55:24 | MA | Buy | 5,042 | 83.38 | 420,401.96 | 1.2 | 0.021 | Ultra | 5.7 | 33 | 20.9 | BATS>ARCA>EDGX>IEX>NYSE | VWAP | 2 | LMT | 1.9 | 62 | 28 | 0.58 | LiqDrop | false | null | null | 0 | BATS>ARCA>EDGX>IEX>NYSE | LMT | 20.4 | 88 | 4.7 | 61 | -9 | -4 | -8 | NoShort | null | Toxic prints; widened spread |
X005294 | 2025-12-22 11:39:50 | META | Buy | 47,897 | 162.6 | 7,788,052.2 | 0.9 | 0.134 | Medium | 18 | 15 | -14.7 | BATS>ARCA>NASDAQ>NYSE>EDGX | TWAP | 3 | LMT | 5.7 | 83 | 23 | 0.62 | LiqDrop | false | null | null | 0 | BATS>ARCA>NASDAQ>NYSE>EDGX | LMT | 4.8 | 93 | 0 | 32 | 22 | -16 | 29 | null | null | Stable book; normal liquidity |
X005295 | 2025-11-15 15:10:24 | LQD | Buy | 17,081 | 109.63 | 1,872,590.03 | 1.6 | 0.084 | Medium | 20.7 | 28 | -17.1 | NASDAQ>EDGX>IEX | POV | 4 | MKT | 9.7 | 69 | 20 | 0.55 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX>IEX | MKT | 69.1 | 92 | 20.6 | 84 | 27 | 9 | -20 | null | null | High urgency from PM |
X005296 | 2025-11-07 10:14:54 | QQQ | Sell | 10,371 | 392.92 | 4,074,973.32 | 1 | 0.033 | Ultra | 22.8 | 22 | -12.1 | IEX>NYSE>EDGX | VWAP | 3 | LMT | 6.7 | 65 | 20 | 0.49 | ToxicitySpike | false | null | null | 0 | IEX>NYSE>EDGX | LMT | 37.1 | 85 | 8.5 | 71 | -1 | -17 | -17 | null | null | Venue switch reduced impact |
X005297 | 2025-12-26 12:08:06 | NKE | Sell | 56,184 | 225.14 | 12,649,265.76 | 2.2 | 0.261 | Low | 12.3 | 33 | -16.1 | NASDAQ>IEX>ARCA>NYSE>BATS | Adaptive | 3 | IOC | 5.1 | 88 | 23 | 0.7 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX>ARCA>NYSE>BATS | IOC | 35.2 | 85 | 0 | 60 | -2 | -30 | 13 | Watchlist | null | High urgency from PM |
X005298 | 2025-11-21 14:44:29 | DIS | Sell | 9,825 | 254.14 | 2,496,925.5 | 1.9 | 0.043 | High | 19.5 | 22 | 28.5 | IEX>NYSE>NASDAQ>BATS>EDGX | TWAP | 3 | MKT | 8.1 | 64 | 33 | 0.76 | Multi | false | null | null | 0 | IEX>NYSE>NASDAQ>BATS>EDGX | MKT | 50.3 | 93 | 13.4 | 81 | 26 | -28 | -12 | null | null | Toxic prints; widened spread |
X005299 | 2025-11-02 10:19:00 | META | Sell | 37,920 | 114.67 | 4,348,286.4 | 1.2 | 0.106 | Medium | 18.4 | 36 | -7 | EDGX>NASDAQ>BATS>IEX | Adaptive | 1 | MKT | 4.9 | 73 | 20 | 0.64 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ>BATS>IEX | MKT | 81.6 | 96 | 10.1 | 59 | 31 | 21 | -2 | null | null | Toxic prints; widened spread |
X005300 | 2025-11-26 14:13:29 | QQQ | Sell | 40,864 | 419.52 | 17,143,265.28 | 0.7 | 0.13 | Medium | 22.6 | 36 | -21.6 | ARCA>BATS>IEX | POV | 5 | MKT | 10.9 | 86 | 34 | 0.57 | Multi | false | null | null | 0 | ARCA>BATS>IEX | MKT | 26.8 | 91 | 17.1 | 116 | 33 | 28 | -5 | null | null | Stable book; normal liquidity |
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