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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X005301 | 2025-11-21 15:09:52 | V | Buy | 8,048 | 63.25 | 509,036 | 4.8 | 0.105 | Low | 11.8 | 21 | 9.1 | NYSE>EDGX>BATS>IEX | TWAP | 3 | MKT | 7.4 | 64 | 32 | 0.71 | Multi | false | null | null | 0 | NYSE>EDGX>BATS>IEX | MKT | 64.7 | 98 | 0 | 150 | -16 | -25 | -34 | NoShort | null | Stable book; normal liquidity |
X005302 | 2025-12-12 10:24:06 | NFLX | Buy | 11,399 | 98.85 | 1,126,791.15 | 2.7 | 0.109 | Low | 23.1 | 21 | 20.6 | NYSE>BATS>ARCA>IEX>NASDAQ | VWAP | 2 | MKT | 8.3 | 64 | 34 | 0.42 | LiqDrop | false | null | null | 0 | NYSE>BATS>ARCA>IEX>NASDAQ | MKT | 31.7 | 89 | 13.4 | 83 | -7 | 10 | -21 | null | null | Stable book; normal liquidity |
X005303 | 2025-11-17 10:49:43 | HD | Sell | 33,800 | 25.25 | 853,450 | 1.5 | 0.131 | Low | 20.7 | 4 | 6.3 | ARCA>IEX>NYSE>BATS | TWAP | 2 | MKT | 7.2 | 74 | 25 | 0.51 | Multi | false | null | null | 0 | ARCA>IEX>NYSE>BATS | MKT | 2.9 | 87 | 10.5 | 28 | 46 | 13 | 10 | NoShort | null | Stable book; normal liquidity |
X005304 | 2025-11-01 15:28:47 | BRK.B | Sell | 17,846 | 104.23 | 1,860,088.58 | 2.7 | 0.081 | Low | 24 | 17 | -4.7 | EDGX>IEX | POV | 5 | MKT | 13.3 | 71 | 32 | 0.45 | Slip>Thresh | true | SlippageAboveThreshold | OrderTypeChange | 13 | EDGX>IEX | MKT>LMT | 91.4 | 99 | 29.7 | 75 | -18 | 18 | 32 | null | null | High urgency from PM |
X005305 | 2025-12-18 10:51:31 | XLF | Sell | 26,770 | 43.46 | 1,163,424.2 | 3.7 | 0.073 | High | 4.1 | 34 | -2.1 | ARCA>IEX>NYSE | TWAP | 1 | MKT | 3 | 69 | 35 | 0.63 | Slip>Thresh | false | null | null | 0 | ARCA>IEX>NYSE | MKT | 30 | 87 | 0.7 | 101 | 12 | 0 | 37 | null | null | Toxic prints; widened spread |
X005306 | 2025-10-31 12:46:25 | MSFT | Buy | 88,523 | 31.23 | 2,764,573.29 | 3.4 | 0.47 | Low | 16.5 | 8 | 27.9 | EDGX>NASDAQ | IS | 4 | IOC | 10.2 | 110 | 30 | 0.44 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ | IOC | 61 | 87 | 0 | 218 | 57 | 27 | -18 | null | null | Toxic prints; widened spread |
X005307 | 2025-11-23 10:30:54 | BA | Sell | 16,344 | 38.18 | 624,013.92 | 1.8 | 0.054 | High | 16.6 | 15 | 12.4 | NASDAQ>IEX>ARCA | TWAP | 1 | MKT | 5.3 | 65 | 14 | 0.71 | LiqDrop | false | null | null | 0 | NASDAQ>IEX>ARCA | MKT | 3.4 | 94 | 0 | 65 | 37 | -15 | 0 | null | null | Toxic prints; widened spread |
X005308 | 2025-10-30 12:45:55 | JPM | Buy | 968 | 275.65 | 266,829.2 | 3.2 | 0.024 | Medium | 33.3 | 7 | 33 | NYSE>NASDAQ | TWAP | 2 | LMT | 10 | 60 | 30 | 0.48 | Slip>Thresh | false | null | null | 0 | NYSE>NASDAQ | LMT | 64.3 | 88 | 0.4 | 60 | 8 | -30 | 4 | NoShort | null | Stable book; normal liquidity |
X005309 | 2025-11-09 13:33:57 | BAC | Buy | 39,301 | 201.87 | 7,933,692.87 | 0.9 | 0.107 | Medium | 21.6 | 7 | -20.2 | BATS>NYSE>NASDAQ>ARCA | VWAP | 3 | LMT | 6.4 | 79 | 33 | 0.51 | Multi | false | null | null | 0 | BATS>NYSE>NASDAQ>ARCA | LMT | 37.6 | 86 | 4.7 | 88 | 40 | -29 | 3 | null | null | Paused due to data glitch |
X005310 | 2025-11-05 15:31:10 | GOOGL | Sell | 65,120 | 62.69 | 4,082,372.8 | 1.2 | 0.194 | Low | 20.4 | 17 | -14.8 | NASDAQ>BATS>NYSE | VWAP | 3 | LMT | 6.2 | 92 | 17 | 0.6 | LiqDrop | false | null | null | 0 | NASDAQ>BATS>NYSE | LMT | 69.4 | 98 | 16 | 10 | 23 | 4 | -18 | null | null | Stable book; normal liquidity |
X005311 | 2025-11-22 11:06:18 | JNJ | Sell | 152,344 | 246.18 | 37,504,045.92 | 4.4 | 0.559 | Low | 7.2 | 15 | 2.7 | NASDAQ>EDGX | IS | 4 | MKT | 7.4 | 147 | 22 | 0.78 | Multi | false | null | null | 0 | NASDAQ>EDGX | MKT | 29 | 88 | 24.7 | 146 | -12 | -37 | 0 | null | null | Paused due to data glitch |
X005312 | 2025-11-25 09:35:57 | AMD | Buy | 6,144 | 301.48 | 1,852,293.12 | 2.5 | 0.171 | Low | 38.7 | 6 | -7.1 | EDGX>NASDAQ>IEX>NYSE>BATS | Adaptive | 3 | MKT | 13.6 | 63 | 13 | 0.48 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>IEX>NYSE>BATS | MKT | 1.8 | 85 | 0 | 74 | -2 | 29 | 5 | Watchlist | null | High urgency from PM |
X005313 | 2025-12-25 14:42:43 | AMZN | Sell | 14,398 | 216.88 | 3,122,638.24 | 1.9 | 0.661 | Low | 19.8 | 34 | -0.2 | NYSE>ARCA>IEX | Adaptive | 4 | LMT | 7 | 68 | 26 | 0.65 | LiqDrop | false | null | null | 0 | NYSE>ARCA>IEX | LMT | 9.9 | 95 | 8.1 | 71 | 57 | -34 | 21 | NoShort | VenueReject | Paused due to data glitch |
X005314 | 2025-10-27 10:53:48 | XLY | Buy | 20,672 | 230.59 | 4,766,756.48 | 1.3 | 0.086 | Medium | 18 | 23 | -15.3 | ARCA>NASDAQ>EDGX>NYSE | TWAP | 2 | PO | 5.7 | 68 | 13 | 0.61 | Slip>Thresh | true | SlippageAboveThreshold | AlgoSwitch | 13 | ARCA>NASDAQ>EDGX>NYSE | PO>LMT | 61.6 | 99 | 12.1 | 43 | 52 | 6 | -12 | null | Throttle | High urgency from PM |
X005315 | 2025-12-25 14:43:39 | XLU | Sell | 169,356 | 165.34 | 28,001,321.04 | 1.7 | 0.542 | Low | 10 | 7 | -13 | BATS>NASDAQ>IEX>ARCA | POV | 3 | MKT | 5.1 | 144 | 24 | 0.51 | ToxicitySpike | false | null | null | 0 | BATS>NASDAQ>IEX>ARCA | MKT | 76.6 | 88 | 0 | 151 | 58 | -2 | -29 | null | null | Paused due to data glitch |
X005316 | 2025-11-24 13:04:08 | XLU | Buy | 17,218 | 293.59 | 5,055,032.62 | 1.7 | 0.055 | Ultra | 4.7 | 6 | 19.2 | BATS>IEX>ARCA | TWAP | 3 | LMT | 2.3 | 68 | 12 | 0.7 | ToxicitySpike | false | null | null | 0 | BATS>IEX>ARCA | LMT | 29 | 97 | 2.2 | 65 | 39 | -20 | 17 | PositionLimitNear | null | Paused due to data glitch |
X005317 | 2025-11-25 09:55:22 | MA | Sell | 41,026 | 208.32 | 8,546,536.32 | 1.6 | 0.175 | Low | 22.3 | 5 | -29.6 | BATS>ARCA>NYSE>NASDAQ | IS | 4 | IOC | 10.9 | 83 | 16 | 0.84 | Slip>Thresh | false | null | null | 0 | BATS>ARCA>NYSE>NASDAQ | IOC | 22.6 | 89 | 6 | 49 | 1 | 2 | 1 | NoShort | null | Stable book; normal liquidity |
X005318 | 2025-11-24 15:55:26 | JPM | Buy | 1,561 | 109.99 | 171,694.39 | 4.6 | 0.039 | Medium | 17.2 | 37 | 3.5 | NYSE>BATS>IEX>ARCA | VWAP | 3 | MKT | 8.7 | 60 | 25 | 0.49 | Multi | false | null | null | 0 | NYSE>BATS>IEX>ARCA | MKT | 67.9 | 96 | 6.4 | 99 | 50 | -39 | 38 | null | null | Toxic prints; widened spread |
X005319 | 2025-12-21 15:40:44 | BRK.B | Buy | 17,198 | 76.62 | 1,317,710.76 | 2.1 | 0.078 | Medium | 14.2 | 8 | -3.2 | BATS>IEX | IS | 5 | MKT | 9.1 | 71 | 14 | 0.62 | Multi | false | null | null | 0 | BATS>IEX | MKT | 3.6 | 91 | 0 | 10 | 44 | -26 | -6 | null | null | High urgency from PM |
X005320 | 2025-12-03 14:37:08 | IEF | Sell | 38,729 | 93.97 | 3,639,364.13 | 2.4 | 0.147 | Low | 13.7 | 3 | 30.2 | ARCA>NASDAQ | TWAP | 2 | MKT | 5.7 | 76 | 31 | 0.58 | LiqDrop | false | null | null | 0 | ARCA>NASDAQ | MKT | 89.6 | 99 | 0 | 101 | 32 | -38 | 28 | null | null | Venue switch reduced impact |
X005321 | 2025-12-14 15:31:03 | NVDA | Buy | 4,781 | 146.86 | 702,137.66 | 1.6 | 0.124 | Low | 28.4 | 10 | -19 | EDGX>IEX>BATS>ARCA | IS | 5 | MKT | 15.6 | 63 | 25 | 0.43 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>BATS>ARCA | MKT | 26.3 | 99 | 22.7 | 10 | 10 | 18 | -26 | null | null | Toxic prints; widened spread |
X005322 | 2025-11-01 13:36:15 | HYG | Sell | 90,467 | 73.91 | 6,686,415.97 | 2 | 0.496 | Low | 18.4 | 18 | 34.5 | ARCA>NASDAQ>IEX>BATS>NYSE | Adaptive | 2 | MKT | 6.3 | 98 | 14 | 0.66 | Multi | false | null | null | 0 | ARCA>NASDAQ>IEX>BATS>NYSE | MKT | 57.7 | 86 | 0 | 105 | 27 | 5 | -36 | null | null | Paused due to data glitch |
X005323 | 2025-11-20 14:02:13 | INTC | Buy | 3,597 | 340.57 | 1,225,030.29 | 0.7 | 0.171 | Medium | 16.9 | 22 | -33.5 | BATS>EDGX>IEX | Adaptive | 1 | MKT | 4.4 | 61 | 24 | 0.59 | LiqDrop | true | LiquidityDrop | VenueSwitch | 22 | BATS>EDGX>IEX | MKT>PO | 99.7 | 91 | 0.2 | 96 | 6 | -4 | 0 | Watchlist | null | Toxic prints; widened spread |
X005324 | 2025-10-27 14:12:34 | AAPL | Sell | 63,114 | 102.76 | 6,485,594.64 | 2.9 | 0.186 | Medium | 7.4 | 32 | 0.1 | NYSE>NASDAQ>BATS>EDGX>IEX | Adaptive | 1 | LMT | 2.6 | 82 | 21 | 0.72 | Multi | false | null | null | 0 | NYSE>NASDAQ>BATS>EDGX>IEX | LMT | 79.3 | 87 | 3.3 | 14 | 8 | 5 | 15 | null | null | Venue switch reduced impact |
X005325 | 2025-11-01 14:47:48 | QQQ | Sell | 38,204 | 399.69 | 15,269,756.76 | 0.8 | 0.121 | High | 13.3 | 36 | -28.5 | IEX>ARCA>NYSE>EDGX | VWAP | 1 | PO | 3.4 | 73 | 26 | 0.8 | Slip>Thresh | false | null | null | 0 | IEX>ARCA>NYSE>EDGX | PO | 70.1 | 90 | 2.6 | 82 | -20 | 2 | 36 | PositionLimitNear | null | Paused due to data glitch |
X005326 | 2025-11-23 15:35:29 | HD | Buy | 86,858 | 261.58 | 22,720,315.64 | 1.5 | 0.337 | Low | 13.1 | 23 | -22.2 | NASDAQ>NYSE>BATS | POV | 4 | MKT | 6.7 | 109 | 18 | 0.6 | ToxicitySpike | false | null | null | 0 | NASDAQ>NYSE>BATS | MKT | 71.3 | 88 | 0.4 | 57 | 30 | 29 | 11 | null | null | Stable book; normal liquidity |
X005327 | 2025-12-05 13:08:18 | MA | Sell | 9,959 | 35.9 | 357,528.1 | 1.4 | 0.042 | High | 14.8 | 11 | -13.4 | ARCA>NASDAQ>IEX | IS | 4 | IOC | 7.5 | 65 | 18 | 0.75 | ToxicitySpike | false | null | null | 0 | ARCA>NASDAQ>IEX | IOC | 60.8 | 87 | 8.5 | 139 | -5 | 6 | -20 | NoShort | null | Toxic prints; widened spread |
X005328 | 2025-12-16 13:40:49 | BRK.B | Sell | 55,718 | 281.13 | 15,664,001.34 | 1.4 | 0.253 | Medium | 6.3 | 18 | 23.4 | NASDAQ>ARCA>IEX>EDGX>BATS | IS | 4 | MKT | 4.2 | 92 | 16 | 0.71 | Multi | false | null | null | 0 | NASDAQ>ARCA>IEX>EDGX>BATS | MKT | 20.8 | 100 | 0 | 101 | 31 | -9 | 5 | null | null | Stable book; normal liquidity |
X005329 | 2025-12-04 14:39:08 | QQQ | Sell | 174,809 | 424.86 | 74,269,351.74 | 0.9 | 0.554 | High | 3.3 | 12 | 9.9 | NYSE>IEX | Adaptive | 1 | LMT | 1.1 | 121 | 32 | 0.84 | LiqDrop | false | null | null | 0 | NYSE>IEX | LMT | 55.3 | 88 | 0 | 116 | 3 | -37 | 13 | null | null | High urgency from PM |
X005330 | 2025-11-28 12:28:39 | PFE | Sell | 26,980 | 119.58 | 3,226,268.4 | 3 | 0.073 | Medium | 8.8 | 14 | 34 | ARCA>IEX | VWAP | 1 | MKT | 3.7 | 69 | 18 | 0.73 | Multi | false | null | null | 0 | ARCA>IEX | MKT | 52.1 | 100 | 0 | 161 | 43 | -38 | -7 | null | null | Stable book; normal liquidity |
X005331 | 2025-11-27 12:42:43 | V | Buy | 2,906 | 123.09 | 357,699.54 | 3.8 | 0.038 | Low | 33.5 | 4 | 28.7 | EDGX>NYSE>NASDAQ>ARCA>IEX | VWAP | 1 | LMT | 8.5 | 61 | 14 | 0.8 | Slip>Thresh | false | null | null | 0 | EDGX>NYSE>NASDAQ>ARCA>IEX | LMT | 69.7 | 88 | 5 | 176 | -20 | 14 | 12 | null | Unknown | Paused due to data glitch |
X005332 | 2025-12-14 10:54:36 | TLT | Buy | 39,732 | 93.16 | 3,701,433.12 | 3.6 | 0.145 | Low | 7.8 | 19 | -13.9 | NASDAQ>NYSE>EDGX | TWAP | 1 | LMT | 3.3 | 73 | 21 | 0.51 | Slip>Thresh | false | null | null | 0 | NASDAQ>NYSE>EDGX | LMT | 70.9 | 92 | 0 | 103 | 48 | -24 | -19 | null | null | Stable book; normal liquidity |
X005333 | 2025-11-11 13:26:12 | GOOGL | Buy | 31,331 | 283.56 | 8,884,218.36 | 1.2 | 0.093 | High | 13.3 | 12 | -8.3 | NYSE>NASDAQ>BATS | TWAP | 1 | MKT | 4.1 | 70 | 27 | 0.52 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ>BATS | MKT | 48.5 | 85 | 4.3 | 85 | 22 | -5 | 3 | null | null | Toxic prints; widened spread |
X005334 | 2025-11-30 10:11:54 | KO | Sell | 7,636 | 292.5 | 2,233,530 | 2.4 | 0.19 | Low | 13.3 | 31 | -28 | IEX>NYSE>ARCA>BATS>NASDAQ | VWAP | 3 | PO | 5.5 | 63 | 30 | 0.61 | Slip>Thresh | false | null | null | 0 | IEX>NYSE>ARCA>BATS>NASDAQ | PO | 50.3 | 100 | 19.3 | 72 | 11 | 9 | 23 | null | null | Stable book; normal liquidity |
X005335 | 2025-11-07 12:45:00 | MA | Buy | 4,338 | 273.5 | 1,186,443 | 1.4 | 0.018 | Ultra | 12.9 | 38 | 19.4 | BATS>IEX>ARCA>NYSE>NASDAQ | VWAP | 3 | MKT | 5.2 | 62 | 24 | 0.6 | ToxicitySpike | false | null | null | 0 | BATS>IEX>ARCA>NYSE>NASDAQ | MKT | 3.6 | 99 | 4.5 | 100 | 17 | 5 | -31 | null | null | High urgency from PM |
X005336 | 2025-11-14 15:24:46 | JPM | Sell | 9,522 | 29.81 | 283,850.82 | 4.9 | 0.236 | Low | 38.6 | 22 | -28.1 | NYSE>EDGX | VWAP | 2 | LMT | 11.6 | 64 | 22 | 0.53 | ToxicitySpike | false | null | null | 0 | NYSE>EDGX | LMT | 23.9 | 85 | 8.5 | 82 | 51 | -11 | 1 | null | null | High urgency from PM |
X005337 | 2025-12-25 10:59:55 | PFE | Sell | 76,472 | 20.97 | 1,603,617.84 | 1.8 | 0.208 | Low | 16.6 | 36 | -20.7 | NYSE>ARCA>EDGX>IEX | Adaptive | 5 | MKT | 7.9 | 109 | 32 | 0.83 | Multi | false | null | null | 0 | NYSE>ARCA>EDGX>IEX | MKT | 52.3 | 85 | 0 | 38 | 9 | 19 | 2 | null | null | Venue switch reduced impact |
X005338 | 2025-12-10 14:14:06 | XLK | Buy | 150,704 | 306.86 | 46,245,029.44 | 1.8 | 0.423 | Low | 9.7 | 18 | 27.6 | NYSE>NASDAQ>EDGX>BATS | TWAP | 2 | MKT | 4.2 | 124 | 31 | 0.46 | Slip>Thresh | false | null | null | 0 | NYSE>NASDAQ>EDGX>BATS | MKT | 17.9 | 93 | 1.4 | 119 | 2 | -11 | 1 | null | null | Paused due to data glitch |
X005339 | 2025-11-25 12:16:48 | JPM | Buy | 5,188 | 260.07 | 1,349,243.16 | 2.7 | 0.128 | Low | 38 | 18 | -4.5 | EDGX>BATS | POV | 4 | MKT | 17.7 | 62 | 12 | 0.7 | ToxicitySpike | false | null | null | 0 | EDGX>BATS | MKT | 11.2 | 99 | 15.2 | 97 | -4 | -30 | 6 | null | null | Toxic prints; widened spread |
X005340 | 2025-12-25 11:16:59 | MSFT | Sell | 3,532 | 17.61 | 62,198.52 | 3.5 | 0.019 | High | 13.4 | 20 | -2 | EDGX>NASDAQ>ARCA>NYSE | Adaptive | 5 | LMT | 6.5 | 62 | 30 | 0.6 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>ARCA>NYSE | LMT | 13.1 | 96 | 1.4 | 111 | 39 | -15 | 27 | null | null | Toxic prints; widened spread |
X005341 | 2025-11-04 14:29:08 | MA | Buy | 44,833 | 338.16 | 15,160,727.28 | 0.8 | 0.191 | Medium | 13.8 | 9 | -12.7 | IEX>NASDAQ>NYSE>ARCA | Adaptive | 4 | IOC | 5.2 | 85 | 27 | 0.68 | Multi | false | null | null | 0 | IEX>NASDAQ>NYSE>ARCA | IOC | 10.6 | 86 | 15.8 | 68 | 25 | -7 | 1 | Watchlist | null | Venue switch reduced impact |
X005342 | 2025-12-01 15:17:42 | AMD | Sell | 2,136 | 149.88 | 320,143.68 | 2 | 0.06 | Medium | 22.6 | 23 | -4.8 | NASDAQ>NYSE>EDGX>IEX | TWAP | 3 | LMT | 7.6 | 61 | 30 | 0.73 | Multi | false | null | null | 0 | NASDAQ>NYSE>EDGX>IEX | LMT | 52.3 | 96 | 9.2 | 34 | -4 | -38 | 34 | null | null | High urgency from PM |
X005343 | 2025-11-26 10:39:25 | IEF | Buy | 23,629 | 100.02 | 2,363,372.58 | 3 | 0.09 | Low | 16.1 | 22 | -7.8 | ARCA>EDGX | TWAP | 3 | MKT | 7.7 | 71 | 32 | 0.75 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX | MKT | 32.7 | 99 | 0 | 20 | 52 | -5 | 11 | PositionLimitNear | null | Stable book; normal liquidity |
X005344 | 2025-11-10 10:19:49 | UNH | Buy | 5,316 | 176.44 | 937,955.04 | 1.5 | 0.023 | Ultra | 19.1 | 37 | 0.5 | ARCA>NYSE | VWAP | 1 | LMT | 4.6 | 61 | 29 | 0.75 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE | LMT | 7.3 | 96 | 2.9 | 75 | -12 | -4 | 28 | PositionLimitNear | null | Paused due to data glitch |
X005345 | 2025-11-28 11:59:37 | BRK.B | Buy | 73,838 | 101.28 | 7,478,312.64 | 1.5 | 0.336 | Low | 23.2 | 4 | 7.7 | IEX>EDGX>NASDAQ | TWAP | 3 | LMT | 7.6 | 96 | 18 | 0.52 | LiqDrop | false | null | null | 0 | IEX>EDGX>NASDAQ | LMT | 97 | 94 | 12.9 | 89 | -17 | -28 | 3 | null | null | Toxic prints; widened spread |
X005346 | 2025-12-19 09:36:51 | CSCO | Sell | 72,403 | 310.47 | 22,478,959.41 | 3.9 | 0.182 | Medium | 5.2 | 34 | 2.6 | BATS>IEX>NASDAQ | IS | 4 | LMT | 4.9 | 101 | 17 | 0.51 | Multi | false | null | null | 0 | BATS>IEX>NASDAQ | LMT | 97.1 | 88 | 5.6 | 10 | 12 | -21 | -20 | null | null | Venue switch reduced impact |
X005347 | 2025-12-09 15:52:28 | AAPL | Buy | 42,703 | 102.1 | 4,359,976.3 | 2.7 | 0.126 | Low | 16.1 | 16 | 19 | ARCA>NYSE>BATS | Adaptive | 5 | LMT | 6.9 | 87 | 15 | 0.71 | Multi | false | null | null | 0 | ARCA>NYSE>BATS | LMT | 46.3 | 89 | 5.8 | 112 | -11 | -9 | 20 | NoShort | null | Paused due to data glitch |
X005348 | 2025-12-08 15:31:35 | T | Sell | 32,199 | 282.64 | 9,100,725.36 | 2.3 | 0.269 | Medium | 6 | 25 | 17 | EDGX>NYSE>IEX>ARCA | TWAP | 2 | PO | 3 | 73 | 20 | 0.74 | Multi | false | null | null | 0 | EDGX>NYSE>IEX>ARCA | PO | 53.9 | 90 | 9.1 | 10 | 28 | -2 | 8 | null | null | Paused due to data glitch |
X005349 | 2025-12-22 13:49:16 | WMT | Buy | 69,359 | 265.53 | 18,416,895.27 | 2.4 | 0.213 | Low | 22.1 | 37 | -7 | EDGX>IEX>NYSE>BATS | TWAP | 3 | LMT | 7.7 | 94 | 25 | 0.77 | LiqDrop | false | null | null | 0 | EDGX>IEX>NYSE>BATS | LMT | 2.9 | 91 | 3.7 | 77 | 12 | 20 | 10 | null | null | Paused due to data glitch |
X005350 | 2025-11-02 09:35:46 | IWM | Sell | 49,740 | 199.64 | 9,930,093.6 | 1.4 | 0.069 | High | 16.2 | 18 | -16.3 | ARCA>NASDAQ>EDGX>IEX | POV | 4 | PO | 7.1 | 88 | 28 | 0.71 | Multi | false | null | null | 0 | ARCA>NASDAQ>EDGX>IEX | PO | 56.8 | 88 | 2.2 | 28 | 32 | -25 | -13 | PositionLimitNear | null | Toxic prints; widened spread |
X005351 | 2025-12-24 15:27:34 | T | Sell | 48,262 | 344.44 | 16,623,363.28 | 2.8 | 0.402 | Low | 15 | 28 | 34.3 | BATS>ARCA | TWAP | 2 | LMT | 5.3 | 80 | 15 | 0.47 | LiqDrop | false | null | null | 0 | BATS>ARCA | LMT | 54.7 | 90 | 1.2 | 13 | 7 | 15 | -21 | null | null | Paused due to data glitch |
X005352 | 2025-12-25 14:56:39 | XLP | Sell | 88,639 | 171.21 | 15,175,883.19 | 3.1 | 0.306 | Low | 15.5 | 29 | -7.4 | NYSE>IEX>ARCA>EDGX>BATS | VWAP | 1 | MKT | 5.5 | 91 | 12 | 0.81 | Multi | true | MultiTrigger | VenueSwitch | 37 | NYSE>IEX>ARCA>EDGX>BATS | MKT>LMT | 94.2 | 92 | 4.7 | 199 | 23 | 14 | 6 | PositionLimitNear | null | Stable book; normal liquidity |
X005353 | 2025-11-09 11:16:23 | XLP | Buy | 78,079 | 111.39 | 8,697,219.81 | 3.2 | 0.27 | Low | 11.9 | 16 | 30.3 | NYSE>BATS>IEX>EDGX | VWAP | 1 | LMT | 3.8 | 87 | 23 | 0.66 | ToxicitySpike | false | null | null | 0 | NYSE>BATS>IEX>EDGX | LMT | 39.2 | 97 | 13.4 | 52 | -4 | -20 | 0 | Watchlist | null | Paused due to data glitch |
X005354 | 2025-11-18 13:17:33 | DIS | Buy | 10,572 | 277.28 | 2,931,404.16 | 1.5 | 0.046 | Ultra | 4.4 | 38 | 18.9 | IEX>NASDAQ>BATS>ARCA | TWAP | 1 | MKT | 2 | 63 | 27 | 0.62 | Multi | false | null | null | 0 | IEX>NASDAQ>BATS>ARCA | MKT | 62.9 | 89 | 0.6 | 56 | 47 | -4 | -22 | PositionLimitNear | null | Toxic prints; widened spread |
X005355 | 2025-11-28 11:45:26 | CSCO | Buy | 46,119 | 216.07 | 9,964,932.33 | 2.6 | 0.116 | Medium | 8.8 | 30 | -13 | NASDAQ>NYSE>IEX>BATS>ARCA | Adaptive | 3 | LMT | 3.6 | 83 | 31 | 0.52 | Multi | false | null | null | 0 | NASDAQ>NYSE>IEX>BATS>ARCA | LMT | 59.5 | 99 | 9.3 | 137 | -18 | -1 | -3 | null | null | Paused due to data glitch |
X005356 | 2025-12-23 15:55:33 | XLE | Sell | 13,248 | 68.51 | 907,620.48 | 3.6 | 0.048 | Medium | 15.7 | 22 | 22.6 | IEX>NYSE>ARCA | POV | 4 | LMT | 7.7 | 67 | 30 | 0.67 | Slip>Thresh | false | null | null | 0 | IEX>NYSE>ARCA | LMT | 0 | 96 | 4.3 | 75 | 47 | -1 | 13 | null | null | Venue switch reduced impact |
X005357 | 2025-11-09 13:33:34 | HD | Sell | 7,972 | 126.9 | 1,011,646.8 | 1.9 | 0.031 | Ultra | 8.1 | 29 | -17.1 | IEX>BATS>EDGX>ARCA>NYSE | TWAP | 3 | IOC | 3.9 | 63 | 31 | 0.81 | ToxicitySpike | true | ToxicitySpike | Pause | 11 | IEX>BATS>EDGX>ARCA>NYSE | IOC>LMT | 93.4 | 94 | 7.7 | 40 | 40 | -33 | 22 | PositionLimitNear | null | Stable book; normal liquidity |
X005358 | 2025-12-15 10:04:29 | AAPL | Buy | 28,600 | 38.13 | 1,090,518 | 1.4 | 0.084 | Ultra | 4.1 | 37 | 4.3 | NASDAQ>NYSE>IEX>ARCA | VWAP | 1 | LMT | 1.4 | 70 | 24 | 0.43 | ToxicitySpike | false | null | null | 0 | NASDAQ>NYSE>IEX>ARCA | LMT | 30.2 | 91 | 2 | 69 | 27 | 26 | -12 | Watchlist | null | Stable book; normal liquidity |
X005359 | 2025-12-04 10:08:59 | BA | Buy | 146,832 | 297.09 | 43,622,318.88 | 2.8 | 0.489 | Low | 4.8 | 37 | -18.1 | ARCA>EDGX>NYSE>BATS>NASDAQ | IS | 4 | MKT | 4.9 | 144 | 31 | 0.48 | LiqDrop | false | null | null | 0 | ARCA>EDGX>NYSE>BATS>NASDAQ | MKT | 10.1 | 96 | 0 | 217 | -6 | -16 | 23 | null | null | Paused due to data glitch |
X005360 | 2025-11-14 15:14:30 | BA | Buy | 114,127 | 189.43 | 21,619,077.61 | 1.7 | 0.38 | Low | 11.1 | 16 | -25.1 | NYSE>IEX>NASDAQ>EDGX | Adaptive | 5 | LMT | 4.8 | 134 | 15 | 0.78 | Slip>Thresh | false | null | null | 0 | NYSE>IEX>NASDAQ>EDGX | LMT | 94.5 | 96 | 6.4 | 56 | 47 | 23 | -36 | null | null | Paused due to data glitch |
X005361 | 2025-12-14 14:47:38 | PFE | Buy | 108,945 | 272.59 | 29,697,317.55 | 2.6 | 0.296 | Low | 24.3 | 23 | 12.1 | NYSE>ARCA>IEX>BATS>NASDAQ | IS | 4 | MKT | 13.3 | 122 | 18 | 0.55 | LiqDrop | false | null | null | 0 | NYSE>ARCA>IEX>BATS>NASDAQ | MKT | 94.3 | 99 | 29.2 | 111 | 41 | -12 | -30 | null | null | Venue switch reduced impact |
X005362 | 2025-12-13 15:52:09 | UNH | Buy | 4,981 | 214.55 | 1,068,673.55 | 2.5 | 0.022 | High | 19.7 | 20 | -18.6 | BATS>NYSE>NASDAQ>ARCA | TWAP | 1 | LMT | 5.4 | 61 | 12 | 0.65 | Multi | false | null | null | 0 | BATS>NYSE>NASDAQ>ARCA | LMT | 89 | 89 | 1.6 | 68 | 40 | -28 | -38 | PositionLimitNear | null | Toxic prints; widened spread |
X005363 | 2025-12-04 13:09:11 | MA | Buy | 30,603 | 17.17 | 525,453.51 | 0.9 | 0.13 | High | 13.1 | 16 | 6.6 | ARCA>BATS>EDGX | VWAP | 2 | LMT | 3.6 | 73 | 12 | 0.48 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 14 | ARCA>BATS>EDGX | LMT>MKT | 34.1 | 100 | 15.1 | 96 | 22 | -4 | 14 | null | null | High urgency from PM |
X005364 | 2025-11-25 09:35:56 | XLU | Buy | 11,752 | 149.9 | 1,761,624.8 | 1.4 | 0.038 | Ultra | 9.5 | 4 | 29.4 | NYSE>BATS>NASDAQ | Adaptive | 3 | MKT | 3.8 | 65 | 28 | 0.59 | LiqDrop | false | null | null | 0 | NYSE>BATS>NASDAQ | MKT | 25 | 94 | 2.3 | 93 | 50 | 16 | -13 | Watchlist | null | Venue switch reduced impact |
X005365 | 2025-12-15 15:48:57 | META | Sell | 128,375 | 207.1 | 26,586,462.5 | 1.2 | 0.358 | Medium | 7.8 | 29 | 5.4 | IEX>NASDAQ | VWAP | 3 | MKT | 3.5 | 124 | 33 | 0.7 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 11 | IEX>NASDAQ | MKT>IOC | 28.2 | 96 | 12.4 | 154 | -10 | -13 | -22 | PositionLimitNear | null | High urgency from PM |
X005366 | 2025-11-22 10:54:09 | IWM | Sell | 63,631 | 205.81 | 13,095,896.11 | 0.9 | 0.088 | Ultra | 3.3 | 14 | 26.2 | IEX>ARCA>EDGX>NASDAQ>BATS | VWAP | 3 | LMT | 1.4 | 91 | 15 | 0.47 | LiqDrop | false | null | null | 0 | IEX>ARCA>EDGX>NASDAQ>BATS | LMT | 69.5 | 92 | 0 | 52 | 3 | -13 | 19 | null | null | Paused due to data glitch |
X005367 | 2025-12-08 09:35:56 | PFE | Sell | 208,133 | 205.44 | 42,758,843.52 | 2.3 | 0.565 | Low | 20 | 31 | 0.1 | EDGX>IEX>ARCA | Adaptive | 2 | MKT | 6.9 | 148 | 29 | 0.82 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 14 | EDGX>IEX>ARCA | MKT>LMT | 98.4 | 96 | 6.3 | 61 | 25 | -16 | 39 | null | null | Stable book; normal liquidity |
X005368 | 2025-11-04 11:59:20 | BA | Sell | 36,912 | 45.3 | 1,672,113.6 | 2 | 0.123 | High | 5.9 | 38 | 7.5 | NASDAQ>NYSE>BATS>ARCA>EDGX | TWAP | 3 | IOC | 3.3 | 78 | 24 | 0.73 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 15 | NASDAQ>NYSE>BATS>ARCA>EDGX | IOC>MKT | 97.9 | 100 | 4.4 | 70 | 58 | -33 | 27 | null | null | Paused due to data glitch |
X005369 | 2025-11-09 15:19:08 | JPM | Buy | 2,841 | 61.25 | 174,011.25 | 2.4 | 0.07 | Medium | 22.9 | 38 | -15.3 | ARCA>NYSE>EDGX>BATS>NASDAQ | VWAP | 1 | MKT | 6.9 | 60 | 22 | 0.58 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>EDGX>BATS>NASDAQ | MKT | 89.8 | 100 | 11.8 | 66 | 19 | -31 | -27 | null | null | Stable book; normal liquidity |
X005370 | 2025-12-13 09:35:25 | PFE | Buy | 100,087 | 268.55 | 26,878,363.85 | 2 | 0.272 | Medium | 6.3 | 7 | 0.9 | IEX>NASDAQ>EDGX>NYSE | TWAP | 1 | LMT | 2.3 | 95 | 14 | 0.85 | Multi | false | null | null | 0 | IEX>NASDAQ>EDGX>NYSE | LMT | 51.1 | 92 | 7.7 | 135 | 35 | 3 | 36 | null | VenueReject | High urgency from PM |
X005371 | 2025-11-17 13:37:40 | HYG | Buy | 5,244 | 79.38 | 416,268.72 | 2.3 | 0.029 | Ultra | 10.3 | 30 | 16.1 | EDGX>NASDAQ>IEX>NYSE | TWAP | 2 | MKT | 4.5 | 62 | 22 | 0.79 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>IEX>NYSE | MKT | 5.1 | 96 | 9.6 | 51 | 10 | -39 | 3 | NoShort | null | High urgency from PM |
X005372 | 2025-11-08 10:45:13 | BA | Sell | 17,643 | 304.09 | 5,365,059.87 | 1.6 | 0.059 | High | 9.4 | 22 | -10.4 | ARCA>NYSE | VWAP | 3 | MKT | 4.2 | 68 | 25 | 0.72 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE | MKT | 44.5 | 97 | 11.9 | 128 | -13 | 17 | 4 | Watchlist | Throttle | Stable book; normal liquidity |
X005373 | 2025-11-02 12:10:03 | AMD | Buy | 4,556 | 121.74 | 554,647.44 | 1.7 | 0.127 | Medium | 13.4 | 9 | -34.4 | NASDAQ>IEX>ARCA>BATS | TWAP | 2 | LMT | 4.3 | 61 | 19 | 0.44 | LiqDrop | false | null | null | 0 | NASDAQ>IEX>ARCA>BATS | LMT | 74.1 | 96 | 0 | 26 | 6 | -15 | 8 | null | null | Paused due to data glitch |
X005374 | 2025-12-19 13:41:05 | JNJ | Sell | 34,899 | 98.04 | 3,421,497.96 | 4.5 | 0.128 | Low | 9.6 | 37 | -4.9 | ARCA>NYSE | POV | 5 | LMT | 7 | 82 | 21 | 0.61 | Slip>Thresh | true | SlippageAboveThreshold | AlgoSwitch | 11 | ARCA>NYSE | LMT>IOC | 68.1 | 94 | 18.2 | 85 | 14 | 9 | -7 | NoShort | null | High urgency from PM |
X005375 | 2025-11-26 11:26:47 | QQQ | Sell | 39,140 | 417.45 | 16,338,993 | 0.6 | 0.124 | High | 12.2 | 38 | 13.8 | NYSE>NASDAQ>ARCA | TWAP | 1 | IOC | 3.4 | 73 | 13 | 0.76 | LiqDrop | true | LiquidityDrop | VenueSwitch | 26 | NYSE>NASDAQ>ARCA | IOC>PO | 23.9 | 94 | 0 | 91 | 3 | -30 | -20 | null | null | Stable book; normal liquidity |
X005376 | 2025-11-11 11:55:11 | WMT | Sell | 11,811 | 336.84 | 3,978,417.24 | 2.6 | 0.036 | High | 17.2 | 6 | -24.5 | BATS>NYSE>EDGX>IEX | IS | 4 | LMT | 8.2 | 66 | 14 | 0.45 | Slip>Thresh | false | null | null | 0 | BATS>NYSE>EDGX>IEX | LMT | 14.9 | 92 | 1.6 | 98 | 55 | -28 | 21 | PositionLimitNear | null | Toxic prints; widened spread |
X005377 | 2025-11-26 12:52:57 | BRK.B | Buy | 4,777 | 327.64 | 1,565,136.28 | 1.5 | 0.022 | Ultra | 21.9 | 29 | 1.6 | IEX>EDGX | Adaptive | 2 | MKT | 6.8 | 62 | 19 | 0.83 | ToxicitySpike | false | null | null | 0 | IEX>EDGX | MKT | 51.6 | 91 | 6.4 | 71 | 18 | -17 | -34 | Watchlist | null | Paused due to data glitch |
X005378 | 2025-12-10 11:34:50 | AMZN | Buy | 4,660 | 78.82 | 367,301.2 | 2.6 | 0.214 | Low | 35 | 26 | -34.3 | NASDAQ>ARCA | Adaptive | 1 | IOC | 9.1 | 61 | 21 | 0.51 | LiqDrop | true | LiquidityDrop | Cross | 21 | NASDAQ>ARCA | IOC>PO | 21.6 | 92 | 12.4 | 140 | -14 | -20 | 21 | null | PriceBand | Stable book; normal liquidity |
X005379 | 2025-12-07 12:46:34 | TLT | Sell | 19,780 | 96.15 | 1,901,847 | 3.1 | 0.072 | Low | 20.1 | 23 | 0.7 | NYSE>BATS | Adaptive | 5 | MKT | 10.2 | 72 | 26 | 0.77 | LiqDrop | false | null | null | 0 | NYSE>BATS | MKT | 62.3 | 92 | 17.6 | 10 | -4 | 8 | -17 | null | null | Stable book; normal liquidity |
X005380 | 2025-12-10 14:50:04 | NKE | Sell | 31,440 | 195.79 | 6,155,637.6 | 3.4 | 0.146 | Medium | 5.6 | 10 | 5.2 | IEX>NYSE>EDGX>NASDAQ | VWAP | 3 | LMT | 3.4 | 75 | 33 | 0.8 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 20 | IEX>NYSE>EDGX>NASDAQ | LMT>IOC | 72.4 | 91 | 8.3 | 84 | -10 | 12 | -32 | null | null | Stable book; normal liquidity |
X005381 | 2025-12-12 15:17:17 | V | Buy | 6,829 | 65.09 | 444,499.61 | 3.7 | 0.089 | Medium | 7.4 | 12 | -10.9 | NYSE>NASDAQ>BATS>EDGX | VWAP | 1 | PO | 3.4 | 62 | 16 | 0.6 | Multi | false | null | null | 0 | NYSE>NASDAQ>BATS>EDGX | PO | 77.9 | 85 | 3.7 | 120 | 29 | -34 | -15 | NoShort | null | High urgency from PM |
X005382 | 2025-12-07 13:44:50 | XLI | Sell | 7,119 | 35.54 | 253,009.26 | 3.6 | 0.325 | Low | 8.5 | 35 | -21.8 | BATS>IEX | TWAP | 2 | LMT | 4 | 63 | 13 | 0.48 | ToxicitySpike | false | null | null | 0 | BATS>IEX | LMT | 30.7 | 89 | 0.5 | 191 | 8 | -34 | -22 | null | null | Stable book; normal liquidity |
X005383 | 2025-11-03 15:32:25 | XOM | Buy | 33,567 | 174.11 | 5,844,350.37 | 3 | 0.307 | Low | 17.4 | 25 | -30.3 | ARCA>NASDAQ | TWAP | 1 | LMT | 5.2 | 71 | 17 | 0.41 | LiqDrop | false | null | null | 0 | ARCA>NASDAQ | LMT | 36.3 | 94 | 0 | 78 | 30 | -11 | -30 | null | null | High urgency from PM |
X005384 | 2025-11-15 12:50:13 | HD | Sell | 37,353 | 31.89 | 1,191,187.17 | 2.3 | 0.145 | Medium | 8.2 | 39 | -22 | NYSE>IEX>EDGX>NASDAQ>BATS | IS | 5 | PO | 5.8 | 84 | 16 | 0.74 | ToxicitySpike | false | null | null | 0 | NYSE>IEX>EDGX>NASDAQ>BATS | PO | 27.6 | 94 | 9.4 | 98 | 51 | -10 | 14 | PositionLimitNear | null | High urgency from PM |
X005385 | 2025-11-26 09:41:32 | MSFT | Sell | 12,683 | 88.58 | 1,123,460.14 | 2.4 | 0.067 | High | 6.6 | 8 | 11.7 | NYSE>EDGX | IS | 4 | PO | 4.7 | 67 | 34 | 0.52 | Multi | false | null | null | 0 | NYSE>EDGX | PO | 75.7 | 89 | 0 | 121 | 17 | 19 | 31 | null | null | Paused due to data glitch |
X005386 | 2025-12-02 13:11:01 | HD | Buy | 72,218 | 243.62 | 17,593,749.16 | 2.3 | 0.28 | Medium | 3.6 | 20 | -26.3 | IEX>ARCA>NASDAQ>NYSE | TWAP | 3 | MKT | 3 | 96 | 32 | 0.62 | LiqDrop | false | null | null | 0 | IEX>ARCA>NASDAQ>NYSE | MKT | 37.2 | 100 | 7.7 | 133 | -10 | -10 | -39 | null | null | Stable book; normal liquidity |
X005387 | 2025-11-11 09:54:17 | BA | Buy | 22,956 | 288.3 | 6,618,214.8 | 2.1 | 0.076 | Medium | 23.1 | 22 | -11 | NYSE>BATS>IEX>EDGX | IS | 4 | LMT | 10.1 | 73 | 31 | 0.55 | LiqDrop | false | null | null | 0 | NYSE>BATS>IEX>EDGX | LMT | 28.2 | 72 | 1.9 | 130 | 0 | -2 | 26 | null | null | Paused due to data glitch |
X005388 | 2025-11-29 09:57:50 | BRK.B | Buy | 2,748 | 137.88 | 378,894.24 | 1.6 | 0.012 | Ultra | 16.4 | 8 | 8.1 | IEX>NYSE | Adaptive | 2 | LMT | 4.4 | 61 | 19 | 0.51 | ToxicitySpike | false | null | null | 0 | IEX>NYSE | LMT | 48.2 | 85 | 2.6 | 50 | 57 | 23 | 3 | Watchlist | null | Venue switch reduced impact |
X005389 | 2025-12-18 11:04:13 | UNH | Sell | 24,794 | 177.18 | 4,393,000.92 | 3 | 0.109 | Low | 19 | 18 | 9 | NASDAQ>IEX>ARCA>NYSE>EDGX | IS | 4 | MKT | 11.2 | 74 | 31 | 0.64 | Multi | false | null | null | 0 | NASDAQ>IEX>ARCA>NYSE>EDGX | MKT | 63.1 | 99 | 27.5 | 21 | 60 | 22 | -17 | null | null | High urgency from PM |
X005390 | 2025-11-06 09:39:27 | WMT | Sell | 45,534 | 110.05 | 5,011,016.7 | 3.7 | 0.14 | Low | 13.5 | 25 | 0.7 | EDGX>NYSE | Adaptive | 3 | LMT | 5.4 | 82 | 21 | 0.63 | LiqDrop | false | null | null | 0 | EDGX>NYSE | LMT | 49.1 | 87 | 0 | 10 | 32 | -20 | 9 | null | null | Toxic prints; widened spread |
X005391 | 2025-11-06 09:35:12 | LQD | Buy | 8,324 | 116.7 | 971,410.8 | 1.6 | 0.041 | Ultra | 7.1 | 31 | -25.7 | ARCA>BATS | IS | 5 | MKT | 5.1 | 65 | 33 | 0.73 | ToxicitySpike | false | null | null | 0 | ARCA>BATS | MKT | 16.2 | 99 | 8.6 | 66 | 1 | -5 | 36 | null | null | Toxic prints; widened spread |
X005392 | 2025-11-08 11:41:02 | SPY | Sell | 53,794 | 487.15 | 26,205,747.1 | 1.2 | 0.073 | Medium | 21.7 | 13 | -5.3 | BATS>NASDAQ>IEX | VWAP | 1 | MKT | 6 | 78 | 18 | 0.63 | ToxicitySpike | false | null | null | 0 | BATS>NASDAQ>IEX | MKT | 82.9 | 88 | 23.3 | 10 | -14 | 4 | -4 | null | null | Stable book; normal liquidity |
X005393 | 2025-11-22 11:35:37 | HYG | Sell | 25,593 | 77.3 | 1,978,338.9 | 1.4 | 0.14 | Medium | 10.2 | 18 | 8.2 | NASDAQ>ARCA>BATS>EDGX | IS | 4 | MKT | 5.9 | 74 | 22 | 0.83 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 13 | NASDAQ>ARCA>BATS>EDGX | MKT>LMT | 73.7 | 85 | 0 | 75 | 52 | -25 | 7 | NoShort | null | Venue switch reduced impact |
X005394 | 2025-11-30 14:44:05 | XLV | Sell | 13,614 | 58.48 | 796,146.72 | 1 | 0.038 | High | 22.8 | 14 | -10.8 | IEX>NYSE>EDGX>BATS | Adaptive | 3 | LMT | 6.4 | 66 | 27 | 0.6 | ToxicitySpike | false | null | null | 0 | IEX>NYSE>EDGX>BATS | LMT | 12.5 | 97 | 5 | 96 | 7 | -12 | 22 | Watchlist | null | Stable book; normal liquidity |
X005395 | 2025-12-10 15:08:04 | XLF | Buy | 34,756 | 297.66 | 10,345,470.96 | 2.7 | 0.095 | Low | 23.5 | 29 | 23.8 | IEX>NYSE>NASDAQ | VWAP | 2 | MKT | 8.4 | 74 | 34 | 0.76 | Slip>Thresh | false | null | null | 0 | IEX>NYSE>NASDAQ | MKT | 54.7 | 90 | 26.2 | 10 | 59 | -2 | -38 | null | null | High urgency from PM |
X005396 | 2025-10-27 09:35:56 | XLI | Buy | 2,019 | 135.56 | 273,695.64 | 2.9 | 0.092 | Low | 23.3 | 5 | 34.2 | EDGX>NYSE>IEX>ARCA>BATS | POV | 5 | PO | 12 | 61 | 32 | 0.43 | Slip>Thresh | false | null | null | 0 | EDGX>NYSE>IEX>ARCA>BATS | PO | 54.9 | 95 | 20.6 | 180 | 36 | -39 | 40 | null | null | Toxic prints; widened spread |
X005397 | 2025-12-12 09:58:13 | JPM | Sell | 23,853 | 89.05 | 2,124,109.65 | 2.7 | 0.591 | Low | 36.3 | 37 | 28.1 | ARCA>BATS | IS | 4 | LMT | 15.6 | 73 | 27 | 0.48 | ToxicitySpike | false | null | null | 0 | ARCA>BATS | LMT | 32.3 | 96 | 1.2 | 96 | 46 | -36 | 34 | null | null | Stable book; normal liquidity |
X005398 | 2025-11-26 10:32:55 | XLB | Sell | 106,055 | 221.37 | 23,477,395.35 | 1.3 | 0.27 | High | 4.5 | 17 | 4.5 | EDGX>ARCA>NASDAQ>BATS>NYSE | TWAP | 3 | MKT | 2.6 | 113 | 18 | 0.79 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA>NASDAQ>BATS>NYSE | MKT | 8.6 | 88 | 0.7 | 152 | 50 | -37 | -38 | Watchlist | null | Stable book; normal liquidity |
X005399 | 2025-12-20 13:05:29 | GOOGL | Sell | 31,278 | 104.69 | 3,274,493.82 | 1.2 | 0.093 | High | 9.1 | 26 | 24.6 | IEX>NASDAQ | TWAP | 3 | MKT | 4 | 75 | 12 | 0.8 | Multi | false | null | null | 0 | IEX>NASDAQ | MKT | 38.6 | 100 | 5.9 | 149 | -12 | -22 | -7 | null | null | Paused due to data glitch |
X005400 | 2025-11-17 13:39:28 | PFE | Sell | 24,556 | 77.26 | 1,897,196.56 | 2.4 | 0.067 | Medium | 14.5 | 7 | 27.4 | ARCA>IEX>EDGX>NYSE>NASDAQ | TWAP | 1 | LMT | 4.2 | 68 | 14 | 0.49 | Multi | false | null | null | 0 | ARCA>IEX>EDGX>NYSE>NASDAQ | LMT | 88.2 | 96 | 2.7 | 137 | 23 | 6 | -37 | null | null | Paused due to data glitch |
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