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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X005601 | 2025-11-19 10:34:04 | TLT | Sell | 25,610 | 93.32 | 2,389,925.2 | 2.7 | 0.094 | High | 5.8 | 5 | -29.6 | BATS>EDGX | TWAP | 3 | LMT | 3.2 | 72 | 30 | 0.53 | Slip>Thresh | false | null | null | 0 | BATS>EDGX | LMT | 7.6 | 91 | 0 | 127 | 8 | -33 | 2 | null | null | Toxic prints; widened spread |
X005602 | 2025-12-26 12:19:50 | AMD | Buy | 2,947 | 77.95 | 229,718.65 | 1.1 | 0.082 | Ultra | 6.3 | 19 | 21.4 | EDGX>BATS | TWAP | 1 | MKT | 2.3 | 61 | 26 | 0.78 | ToxicitySpike | false | null | null | 0 | EDGX>BATS | MKT | 63.3 | 88 | 9.7 | 33 | -14 | -23 | -32 | null | null | Paused due to data glitch |
X005603 | 2025-11-14 14:28:09 | META | Buy | 27,941 | 35.66 | 996,376.06 | 1.3 | 0.078 | High | 13.2 | 25 | 32.2 | NYSE>ARCA>BATS>IEX>EDGX | TWAP | 3 | MKT | 5.5 | 73 | 12 | 0.64 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA>BATS>IEX>EDGX | MKT | 31.3 | 98 | 3.7 | 70 | -6 | -3 | -9 | null | null | Stable book; normal liquidity |
X005604 | 2025-12-22 10:51:46 | HYG | Sell | 8,835 | 75.02 | 662,801.7 | 1.4 | 0.048 | High | 21.9 | 12 | -23 | NASDAQ>BATS>ARCA>NYSE | TWAP | 2 | MKT | 7.5 | 63 | 26 | 0.83 | Slip>Thresh | false | null | null | 0 | NASDAQ>BATS>ARCA>NYSE | MKT | 26.6 | 96 | 8 | 99 | -4 | -39 | 26 | null | null | Paused due to data glitch |
X005605 | 2025-12-24 12:47:18 | AAPL | Sell | 8,838 | 70.5 | 623,079 | 1.7 | 0.026 | High | 21.6 | 18 | 16.4 | ARCA>BATS | IS | 4 | LMT | 9.2 | 65 | 18 | 0.6 | Slip>Thresh | false | null | null | 0 | ARCA>BATS | LMT | 72.6 | 97 | 6.7 | 51 | 41 | 9 | -11 | null | null | High urgency from PM |
X005606 | 2025-11-29 11:58:43 | CVX | Sell | 5,081 | 265.24 | 1,347,684.44 | 0.9 | 0.03 | Ultra | 3 | 32 | 28.2 | IEX>EDGX | TWAP | 3 | LMT | 1.4 | 62 | 32 | 0.48 | ToxicitySpike | false | null | null | 0 | IEX>EDGX | LMT | 69.8 | 87 | 4.3 | 46 | -15 | 14 | 40 | NoShort | null | Paused due to data glitch |
X005607 | 2025-12-21 13:47:08 | GOOGL | Sell | 371,184 | 235.54 | 87,428,679.36 | 1.8 | 1.106 | Low | 5.8 | 3 | -11.5 | BATS>EDGX | POV | 4 | MKT | 4.4 | 273 | 26 | 0.56 | Multi | false | null | null | 0 | BATS>EDGX | MKT | 26.5 | 87 | 0 | 201 | 4 | -34 | 4 | NoShort | null | Toxic prints; widened spread |
X005608 | 2025-12-11 13:33:36 | XLP | Sell | 29,701 | 90.78 | 2,696,256.78 | 2.2 | 0.103 | Medium | 11.7 | 8 | -3.4 | NASDAQ>EDGX>NYSE>ARCA>BATS | IS | 5 | MKT | 8 | 79 | 34 | 0.46 | Multi | false | null | null | 0 | NASDAQ>EDGX>NYSE>ARCA>BATS | MKT | 99.5 | 86 | 8.6 | 14 | 47 | 7 | -40 | null | null | Paused due to data glitch |
X005609 | 2025-11-12 14:48:33 | AAPL | Buy | 117,479 | 134.2 | 15,765,681.8 | 2.7 | 0.346 | Low | 21.1 | 4 | 0.6 | NYSE>EDGX | Adaptive | 4 | MKT | 9.4 | 127 | 30 | 0.51 | LiqDrop | false | null | null | 0 | NYSE>EDGX | MKT | 43.8 | 97 | 0 | 38 | 25 | 2 | 24 | null | null | Stable book; normal liquidity |
X005610 | 2025-12-24 12:52:58 | NFLX | Buy | 26,510 | 166.01 | 4,400,925.1 | 2.5 | 0.253 | Low | 8.7 | 8 | -24.9 | BATS>EDGX | Adaptive | 4 | LMT | 4 | 75 | 26 | 0.51 | LiqDrop | false | null | null | 0 | BATS>EDGX | LMT | 31.8 | 96 | 0 | 10 | 37 | 15 | -18 | null | null | Paused due to data glitch |
X005611 | 2025-11-03 14:52:08 | HYG | Buy | 26,510 | 77.6 | 2,057,176 | 2.3 | 0.145 | Low | 23.5 | 32 | -7.7 | BATS>NASDAQ | TWAP | 3 | LMT | 8.1 | 73 | 19 | 0.47 | Multi | false | null | null | 0 | BATS>NASDAQ | LMT | 8.5 | 88 | 13.3 | 68 | 1 | -25 | -38 | null | null | High urgency from PM |
X005612 | 2025-11-12 14:05:28 | XLI | Sell | 566 | 299.6 | 169,573.6 | 2.6 | 0.026 | High | 20.1 | 30 | -31.3 | BATS>ARCA>NYSE | IS | 4 | IOC | 10.8 | 60 | 24 | 0.59 | Multi | false | null | null | 0 | BATS>ARCA>NYSE | IOC | 90 | 86 | 14.1 | 79 | 57 | 19 | -29 | null | null | Stable book; normal liquidity |
X005613 | 2025-10-29 12:27:11 | JNJ | Buy | 66,587 | 203.86 | 13,574,425.82 | 3.4 | 0.244 | Low | 15.8 | 30 | -19.1 | IEX>NASDAQ>BATS>EDGX | TWAP | 1 | LMT | 5 | 83 | 24 | 0.68 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ>BATS>EDGX | LMT | 76.7 | 94 | 8.4 | 133 | 57 | 8 | -7 | null | null | Venue switch reduced impact |
X005614 | 2025-12-13 10:43:14 | MSFT | Buy | 41,839 | 174.44 | 7,298,395.16 | 2.1 | 0.222 | Low | 14.6 | 11 | -21.4 | EDGX>ARCA>NYSE | TWAP | 3 | LMT | 5.4 | 80 | 22 | 0.51 | LiqDrop | false | null | null | 0 | EDGX>ARCA>NYSE | LMT | 11.5 | 78 | 20.9 | 17 | 28 | 20 | -2 | null | null | Venue switch reduced impact |
X005615 | 2025-12-05 14:08:09 | BA | Buy | 55,938 | 318.41 | 17,811,218.58 | 2.4 | 0.186 | Low | 21.2 | 8 | -34.6 | NASDAQ>EDGX>ARCA>NYSE | TWAP | 2 | PO | 7.3 | 83 | 27 | 0.66 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX>ARCA>NYSE | PO | 48.8 | 92 | 0 | 90 | 19 | 0 | -15 | null | null | High urgency from PM |
X005616 | 2025-10-28 10:43:10 | QQQ | Buy | 52,925 | 421.22 | 22,293,068.5 | 0.8 | 0.168 | High | 7.1 | 23 | -14.1 | IEX>NASDAQ>EDGX>ARCA>BATS | POV | 5 | MKT | 4 | 94 | 27 | 0.6 | Multi | false | null | null | 0 | IEX>NASDAQ>EDGX>ARCA>BATS | MKT | 97.5 | 87 | 0 | 102 | 19 | -8 | 7 | PositionLimitNear | null | Paused due to data glitch |
X005617 | 2025-11-05 13:44:01 | HYG | Sell | 25,005 | 77.5 | 1,937,887.5 | 1.3 | 0.137 | High | 8.8 | 3 | -32.4 | BATS>EDGX>NASDAQ | TWAP | 3 | IOC | 3.8 | 72 | 15 | 0.79 | ToxicitySpike | false | null | null | 0 | BATS>EDGX>NASDAQ | IOC | 60.3 | 87 | 15.1 | 88 | -3 | -28 | -26 | null | null | High urgency from PM |
X005618 | 2025-11-03 12:29:49 | TSLA | Sell | 17,044 | 218.65 | 3,726,670.6 | 1 | 0.053 | Ultra | 7.8 | 21 | -8.7 | IEX>BATS>NASDAQ>ARCA>NYSE | TWAP | 3 | LMT | 2.8 | 68 | 32 | 0.62 | Multi | false | null | null | 0 | IEX>BATS>NASDAQ>ARCA>NYSE | LMT | 92.3 | 62 | 6.4 | 59 | 0 | 26 | 26 | null | Unknown | Venue switch reduced impact |
X005619 | 2025-12-01 09:38:05 | INTC | Buy | 1,894 | 91.86 | 173,982.84 | 1.2 | 0.09 | Low | 37.1 | 29 | -18.9 | EDGX>ARCA | Adaptive | 3 | LMT | 10.2 | 60 | 27 | 0.65 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 10 | EDGX>ARCA | LMT>PO | 71.3 | 89 | 4.8 | 8 | 37 | 18 | 4 | null | null | High urgency from PM |
X005620 | 2025-11-24 14:02:46 | INTC | Buy | 9,878 | 183.85 | 1,816,070.3 | 0.7 | 0.47 | Low | 12.7 | 24 | -7.7 | EDGX>ARCA | Adaptive | 2 | LMT | 3.3 | 64 | 22 | 0.81 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA | LMT | 13.3 | 90 | 0 | 10 | 9 | 4 | 32 | null | null | Venue switch reduced impact |
X005621 | 2025-12-26 11:23:55 | PFE | Buy | 54,624 | 111.08 | 6,067,633.92 | 2.9 | 0.148 | Low | 12.3 | 24 | 1 | NASDAQ>IEX>ARCA>BATS>NYSE | VWAP | 2 | MKT | 5.3 | 83 | 28 | 0.45 | LiqDrop | false | null | null | 0 | NASDAQ>IEX>ARCA>BATS>NYSE | MKT | 12.6 | 88 | 7.1 | 75 | 27 | 14 | -29 | null | null | Stable book; normal liquidity |
X005622 | 2025-11-22 12:07:15 | AAPL | Sell | 16,347 | 234.6 | 3,835,006.2 | 1.4 | 0.048 | Ultra | 9.8 | 6 | 18.6 | ARCA>NYSE | Adaptive | 3 | MKT | 3.9 | 68 | 21 | 0.8 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE | MKT | 8.1 | 92 | 6.1 | 68 | -1 | -31 | -34 | null | null | Toxic prints; widened spread |
X005623 | 2025-12-08 09:35:18 | JPM | Sell | 7,090 | 39.46 | 279,771.4 | 5.3 | 0.176 | Low | 6.4 | 37 | -17.4 | BATS>IEX>NASDAQ | TWAP | 2 | MKT | 5.2 | 63 | 17 | 0.79 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 10 | BATS>IEX>NASDAQ | MKT>LMT | 77.2 | 100 | 0.9 | 72 | 57 | -32 | 40 | null | null | Venue switch reduced impact |
X005624 | 2025-11-26 11:50:05 | BA | Buy | 56,786 | 262.73 | 14,919,385.78 | 2 | 0.189 | Low | 13.1 | 22 | 8 | EDGX>BATS>NASDAQ | VWAP | 1 | LMT | 3.6 | 79 | 18 | 0.61 | Slip>Thresh | false | null | null | 0 | EDGX>BATS>NASDAQ | LMT | 65.6 | 67 | 1.5 | 102 | -4 | 14 | 36 | null | PriceBand | Paused due to data glitch |
X005625 | 2025-12-05 15:16:47 | XLB | Sell | 33,183 | 200.47 | 6,652,196.01 | 2.1 | 0.085 | Low | 24.7 | 31 | -31.9 | NASDAQ>BATS>EDGX>IEX>ARCA | VWAP | 1 | MKT | 7.2 | 71 | 19 | 0.65 | LiqDrop | false | null | null | 0 | NASDAQ>BATS>EDGX>IEX>ARCA | MKT | 84.6 | 85 | 17.8 | 42 | 51 | 9 | 39 | null | null | High urgency from PM |
X005626 | 2025-11-11 10:08:34 | HYG | Sell | 46,620 | 73.89 | 3,444,751.8 | 1.7 | 0.256 | Medium | 5.6 | 29 | -14.1 | BATS>EDGX>IEX | VWAP | 1 | LMT | 1.9 | 76 | 15 | 0.43 | Slip>Thresh | false | null | null | 0 | BATS>EDGX>IEX | LMT | 28.9 | 86 | 0 | 83 | 8 | -4 | -8 | null | null | Paused due to data glitch |
X005627 | 2025-11-11 14:57:43 | BAC | Buy | 44,595 | 314.41 | 14,021,113.95 | 1.9 | 0.122 | Medium | 15.3 | 35 | -20.3 | ARCA>NASDAQ | TWAP | 1 | IOC | 4.8 | 75 | 33 | 0.48 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ | IOC | 63.5 | 99 | 0 | 130 | 17 | 1 | 23 | Watchlist | null | Venue switch reduced impact |
X005628 | 2025-10-31 14:49:20 | TSLA | Sell | 5,481 | 315.71 | 1,730,406.51 | 1 | 0.017 | Ultra | 4.3 | 20 | -4 | NASDAQ>NYSE>IEX | VWAP | 1 | MKT | 1.6 | 61 | 26 | 0.68 | Multi | false | null | null | 0 | NASDAQ>NYSE>IEX | MKT | 83.8 | 88 | 2.5 | 65 | 53 | 18 | 10 | null | null | High urgency from PM |
X005629 | 2025-12-05 12:50:40 | NKE | Sell | 55,706 | 250.46 | 13,952,124.76 | 3.5 | 0.259 | Low | 22 | 7 | 24.3 | ARCA>BATS>NASDAQ>NYSE>EDGX | Adaptive | 4 | PO | 9.3 | 92 | 31 | 0.84 | Multi | false | null | null | 0 | ARCA>BATS>NASDAQ>NYSE>EDGX | PO | 12.8 | 97 | 22 | 137 | 32 | -15 | 14 | null | null | Toxic prints; widened spread |
X005630 | 2025-12-09 15:55:19 | XLI | Sell | 1,892 | 29.01 | 54,886.92 | 3.4 | 0.086 | Medium | 9.1 | 14 | 12.5 | EDGX>ARCA>NYSE>BATS | VWAP | 1 | LMT | 3.3 | 60 | 25 | 0.85 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA>NYSE>BATS | LMT | 74.1 | 88 | 2.4 | 103 | -18 | 25 | 30 | null | null | Stable book; normal liquidity |
X005631 | 2025-11-26 10:14:49 | XLF | Buy | 33,865 | 83.4 | 2,824,341 | 2.5 | 0.093 | High | 3.9 | 12 | 8.8 | EDGX>NYSE>IEX>BATS>NASDAQ | VWAP | 1 | PO | 2.1 | 71 | 16 | 0.45 | LiqDrop | false | null | null | 0 | EDGX>NYSE>IEX>BATS>NASDAQ | PO | 90.8 | 92 | 7.6 | 115 | 0 | -13 | -18 | null | null | Venue switch reduced impact |
X005632 | 2025-12-20 11:06:51 | XLF | Sell | 27,614 | 97.57 | 2,694,297.98 | 2 | 0.075 | Medium | 20.2 | 5 | 23.2 | EDGX>IEX>ARCA>BATS | VWAP | 2 | IOC | 6.7 | 71 | 34 | 0.83 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>ARCA>BATS | IOC | 63.9 | 95 | 0 | 101 | 43 | -14 | 40 | null | null | Toxic prints; widened spread |
X005633 | 2025-11-11 09:37:16 | CSCO | Sell | 22,970 | 231.89 | 5,326,513.3 | 3.4 | 0.058 | Medium | 19.4 | 4 | 19.4 | IEX>NASDAQ>EDGX>ARCA>BATS | Adaptive | 4 | LMT | 7.5 | 73 | 13 | 0.82 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ>EDGX>ARCA>BATS | LMT | 19.5 | 88 | 4.6 | 30 | 29 | -10 | 32 | null | null | Toxic prints; widened spread |
X005634 | 2025-12-08 11:23:57 | XLI | Buy | 3,812 | 287.64 | 1,096,483.68 | 2.1 | 0.174 | Low | 31.5 | 26 | -17.3 | BATS>IEX>NASDAQ>EDGX | IS | 5 | LMT | 14.6 | 62 | 33 | 0.81 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 12 | BATS>IEX>NASDAQ>EDGX | LMT>MKT | 70.8 | 59 | 31.7 | 100 | 26 | 28 | 15 | NoShort | null | Venue switch reduced impact |
X005635 | 2025-11-03 12:06:13 | TSLA | Sell | 262,843 | 338.46 | 88,961,841.78 | 1.8 | 0.817 | Low | 12.3 | 14 | -10.8 | IEX>ARCA>EDGX | VWAP | 2 | LMT | 4 | 171 | 23 | 0.41 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 44 | IEX>ARCA>EDGX | LMT>IOC | 94.1 | 100 | 0 | 182 | 52 | -9 | -22 | null | null | Venue switch reduced impact |
X005636 | 2025-11-04 13:46:32 | MSFT | Buy | 90,296 | 338.34 | 30,550,748.64 | 2.1 | 0.479 | Low | 14.6 | 33 | 27.3 | NASDAQ>BATS | TWAP | 3 | MKT | 6.7 | 105 | 34 | 0.43 | Slip>Thresh | false | null | null | 0 | NASDAQ>BATS | MKT | 25.9 | 93 | 21.4 | 10 | 4 | 5 | -16 | null | null | Stable book; normal liquidity |
X005637 | 2025-10-31 15:42:30 | XLB | Buy | 24,235 | 54.67 | 1,324,927.45 | 1.3 | 0.062 | High | 11.1 | 21 | -14 | EDGX>ARCA | TWAP | 2 | MKT | 4.2 | 70 | 15 | 0.74 | Multi | false | null | null | 0 | EDGX>ARCA | MKT | 79.1 | 96 | 3.2 | 54 | 19 | -37 | -23 | null | null | Stable book; normal liquidity |
X005638 | 2025-12-16 11:33:32 | MA | Sell | 23,037 | 322.2 | 7,422,521.4 | 1.2 | 0.098 | High | 13.5 | 37 | -0.2 | NASDAQ>BATS>EDGX>ARCA>IEX | IS | 5 | LMT | 6.5 | 74 | 21 | 0.65 | LiqDrop | false | null | null | 0 | NASDAQ>BATS>EDGX>ARCA>IEX | LMT | 52.4 | 94 | 8.5 | 52 | 7 | 9 | -37 | null | null | High urgency from PM |
X005639 | 2025-12-10 12:28:32 | JNJ | Buy | 37,033 | 29.92 | 1,108,027.36 | 3.5 | 0.136 | Medium | 7.7 | 16 | 9.1 | BATS>ARCA>NYSE>EDGX | VWAP | 2 | LMT | 3.5 | 75 | 19 | 0.45 | Slip>Thresh | false | null | null | 0 | BATS>ARCA>NYSE>EDGX | LMT | 16.6 | 98 | 0 | 67 | -9 | -11 | -18 | NoShort | null | High urgency from PM |
X005640 | 2025-10-30 15:31:35 | BAC | Sell | 58,446 | 148.99 | 8,707,869.54 | 1.7 | 0.159 | High | 4.3 | 34 | 6.7 | EDGX>ARCA | VWAP | 2 | LMT | 1.9 | 84 | 35 | 0.75 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 12 | EDGX>ARCA | LMT>PO | 90.6 | 90 | 8.3 | 50 | 57 | -32 | -18 | null | VenueReject | Venue switch reduced impact |
X005641 | 2025-11-14 13:05:09 | XLY | Sell | 9,609 | 237.89 | 2,285,885.01 | 2.2 | 0.04 | High | 13.8 | 15 | -20.6 | ARCA>NYSE>EDGX>NASDAQ | TWAP | 1 | IOC | 4.6 | 63 | 14 | 0.73 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 12 | ARCA>NYSE>EDGX>NASDAQ | IOC>PO | 80.2 | 90 | 9.5 | 38 | 9 | -39 | 11 | null | null | Toxic prints; widened spread |
X005642 | 2025-11-20 15:09:54 | XLV | Buy | 32,015 | 222.37 | 7,119,175.55 | 1.6 | 0.09 | Medium | 22.6 | 12 | -7.1 | EDGX>IEX>NASDAQ | IS | 5 | LMT | 10.5 | 80 | 31 | 0.79 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>NASDAQ | LMT | 93.6 | 98 | 0 | 115 | -15 | 11 | -4 | null | null | Paused due to data glitch |
X005643 | 2025-11-03 11:43:36 | NVDA | Sell | 5,616 | 259.34 | 1,456,453.44 | 1.3 | 0.145 | High | 8.1 | 28 | 8.7 | IEX>ARCA>BATS | VWAP | 3 | MKT | 3.6 | 62 | 34 | 0.67 | Slip>Thresh | false | null | null | 0 | IEX>ARCA>BATS | MKT | 48.9 | 90 | 8 | 74 | 40 | -16 | 2 | NoShort | null | Stable book; normal liquidity |
X005644 | 2025-11-05 11:12:22 | KO | Sell | 23,530 | 208.22 | 4,899,416.6 | 2.5 | 0.586 | Low | 24.9 | 32 | 2.8 | BATS>EDGX | POV | 2 | LMT | 8.1 | 70 | 24 | 0.68 | ToxicitySpike | false | null | null | 0 | BATS>EDGX | LMT | 41.6 | 95 | 2 | 62 | 37 | 5 | -23 | null | null | Stable book; normal liquidity |
X005645 | 2025-12-08 11:17:03 | BRK.B | Buy | 50,818 | 82.3 | 4,182,321.4 | 1.7 | 0.231 | Low | 14.7 | 35 | -24.6 | EDGX>NASDAQ | IS | 5 | LMT | 7.5 | 93 | 24 | 0.5 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ | LMT | 83.2 | 61 | 9.4 | 55 | 7 | 0 | 0 | null | null | Toxic prints; widened spread |
X005646 | 2025-10-29 11:10:45 | MSFT | Buy | 31,088 | 300.91 | 9,354,690.08 | 2.3 | 0.165 | Low | 24.2 | 18 | 17.2 | NASDAQ>IEX | VWAP | 2 | MKT | 8.4 | 73 | 27 | 0.59 | LiqDrop | false | null | null | 0 | NASDAQ>IEX | MKT | 84.3 | 92 | 0 | 16 | 50 | 23 | -36 | null | null | Toxic prints; widened spread |
X005647 | 2025-12-10 14:25:07 | AAPL | Sell | 29,827 | 47.41 | 1,414,098.07 | 2.3 | 0.088 | Medium | 9.7 | 8 | -0.3 | EDGX>IEX>ARCA>BATS>NASDAQ | VWAP | 1 | LMT | 3 | 70 | 32 | 0.67 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>ARCA>BATS>NASDAQ | LMT | 35.4 | 90 | 5.1 | 56 | 11 | -31 | 32 | null | null | Venue switch reduced impact |
X005648 | 2025-10-28 11:17:44 | XLV | Sell | 14,739 | 300.79 | 4,433,343.81 | 1 | 0.041 | Ultra | 9.6 | 15 | 22.2 | IEX>EDGX | TWAP | 2 | MKT | 3.5 | 66 | 12 | 0.52 | LiqDrop | false | null | null | 0 | IEX>EDGX | MKT | 49.4 | 90 | 2 | 63 | 6 | -3 | -39 | Watchlist | null | Stable book; normal liquidity |
X005649 | 2025-12-23 14:36:48 | AMD | Sell | 16,385 | 87.56 | 1,434,670.6 | 1.9 | 0.457 | Low | 21.5 | 9 | 2.1 | IEX>EDGX>BATS>NASDAQ | POV | 4 | MKT | 10.5 | 69 | 15 | 0.53 | LiqDrop | false | null | null | 0 | IEX>EDGX>BATS>NASDAQ | MKT | 35.4 | 91 | 7.8 | 19 | 21 | 21 | 37 | null | null | Toxic prints; widened spread |
X005650 | 2025-11-08 09:35:32 | UNH | Sell | 29,151 | 313.5 | 9,138,838.5 | 1.7 | 0.128 | Low | 20.3 | 4 | -28.3 | ARCA>NASDAQ | IS | 5 | LMT | 9.7 | 78 | 35 | 0.65 | ToxicitySpike | false | null | null | 0 | ARCA>NASDAQ | LMT | 66.2 | 86 | 16.7 | 125 | 59 | 0 | -1 | null | null | Paused due to data glitch |
X005651 | 2025-12-05 13:51:12 | V | Sell | 13,026 | 194.12 | 2,528,607.12 | 2.7 | 0.17 | Low | 34.6 | 25 | 13.6 | EDGX>BATS>NASDAQ>NYSE | IS | 4 | LMT | 14.8 | 67 | 29 | 0.42 | Multi | false | null | null | 0 | EDGX>BATS>NASDAQ>NYSE | LMT | 72.3 | 88 | 5.5 | 10 | 48 | -36 | -31 | null | null | Toxic prints; widened spread |
X005652 | 2025-10-28 10:08:18 | DIS | Buy | 10,270 | 46.8 | 480,636 | 2.2 | 0.045 | Ultra | 5.7 | 9 | -18 | NYSE>NASDAQ>EDGX>IEX | Adaptive | 3 | LMT | 2.6 | 65 | 23 | 0.45 | Multi | false | null | null | 0 | NYSE>NASDAQ>EDGX>IEX | LMT | 48.8 | 85 | 0 | 87 | 54 | 4 | -10 | NoShort | null | High urgency from PM |
X005653 | 2025-11-01 12:21:54 | XLE | Buy | 36,894 | 162.43 | 5,992,692.42 | 2.9 | 0.132 | Low | 11.5 | 38 | -21.4 | NYSE>BATS>ARCA>IEX>NASDAQ | VWAP | 1 | MKT | 4.4 | 72 | 22 | 0.67 | LiqDrop | false | null | null | 0 | NYSE>BATS>ARCA>IEX>NASDAQ | MKT | 12.1 | 85 | 27.4 | 10 | -15 | -23 | 1 | null | null | Paused due to data glitch |
X005654 | 2025-11-16 12:02:28 | XLF | Buy | 21,666 | 194.7 | 4,218,370.2 | 1.9 | 0.059 | Medium | 21.2 | 17 | 4.8 | ARCA>EDGX>NASDAQ>NYSE | IS | 5 | IOC | 11.8 | 74 | 16 | 0.57 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX>NASDAQ>NYSE | IOC | 26.6 | 94 | 4.9 | 10 | 47 | 28 | 12 | null | null | High urgency from PM |
X005655 | 2025-11-01 11:15:34 | NVDA | Buy | 658 | 292.29 | 192,326.82 | 1.3 | 0.017 | Ultra | 17.8 | 39 | -15.5 | NYSE>IEX>BATS>ARCA>EDGX | IS | 5 | MKT | 10 | 60 | 24 | 0.7 | ToxicitySpike | false | null | null | 0 | NYSE>IEX>BATS>ARCA>EDGX | MKT | 33.1 | 92 | 5 | 57 | 36 | 19 | 1 | null | null | Stable book; normal liquidity |
X005656 | 2025-11-01 09:35:18 | BRK.B | Sell | 31,389 | 126.07 | 3,957,211.23 | 1.5 | 0.143 | Low | 23.6 | 15 | 13 | IEX>NASDAQ>BATS>EDGX | VWAP | 3 | LMT | 7.3 | 75 | 14 | 0.51 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 10 | IEX>NASDAQ>BATS>EDGX | LMT>MKT | 16.9 | 96 | 13.6 | 9 | 27 | -26 | 38 | null | null | Paused due to data glitch |
X005657 | 2025-11-04 15:25:16 | IEF | Sell | 66,270 | 102.86 | 6,816,532.2 | 3.3 | 0.252 | Low | 17.2 | 32 | 5.6 | NYSE>EDGX>NASDAQ | TWAP | 1 | LMT | 5.2 | 83 | 26 | 0.75 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX>NASDAQ | LMT | 14.3 | 87 | 6.7 | 194 | 11 | 28 | -22 | null | null | Stable book; normal liquidity |
X005658 | 2025-10-30 12:09:20 | T | Buy | 24,791 | 354.2 | 8,780,972.2 | 4.6 | 0.207 | Low | 7.8 | 18 | -11 | IEX>BATS>EDGX>NASDAQ>NYSE | VWAP | 3 | PO | 5.2 | 72 | 32 | 0.64 | ToxicitySpike | false | null | null | 0 | IEX>BATS>EDGX>NASDAQ>NYSE | PO | 69.8 | 96 | 9 | 109 | 43 | 8 | -32 | NoShort | null | High urgency from PM |
X005659 | 2025-12-05 15:31:05 | AMZN | Buy | 3,054 | 321.72 | 982,532.88 | 2.3 | 0.14 | Low | 19 | 26 | 17.1 | ARCA>NASDAQ | POV | 5 | PO | 9.8 | 61 | 19 | 0.66 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ | PO | 47.1 | 97 | 1.5 | 49 | 36 | 26 | -6 | null | null | High urgency from PM |
X005660 | 2025-12-11 12:52:00 | XLB | Sell | 41,799 | 163.64 | 6,839,988.36 | 2.1 | 0.106 | High | 5.6 | 11 | -3.8 | NYSE>ARCA>IEX>NASDAQ | VWAP | 2 | LMT | 2.4 | 77 | 27 | 0.79 | LiqDrop | false | null | null | 0 | NYSE>ARCA>IEX>NASDAQ | LMT | 67.3 | 72 | 2.2 | 87 | 39 | -12 | -7 | null | null | Toxic prints; widened spread |
X005661 | 2025-12-23 12:17:43 | CSCO | Buy | 204,657 | 275.34 | 56,350,258.38 | 4.9 | 0.514 | Low | 17.8 | 8 | -24.2 | NYSE>EDGX | IS | 5 | LMT | 11.5 | 193 | 24 | 0.67 | Multi | false | null | null | 0 | NYSE>EDGX | LMT | 6.2 | 94 | 10.2 | 245 | -14 | 7 | 22 | null | null | Venue switch reduced impact |
X005662 | 2025-11-06 13:27:57 | XLY | Buy | 14,625 | 31.73 | 464,051.25 | 1.2 | 0.061 | Ultra | 3.2 | 26 | 5.6 | EDGX>NASDAQ | Adaptive | 1 | LMT | 1.1 | 65 | 29 | 0.85 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ | LMT | 42.4 | 87 | 7.1 | 92 | 48 | 15 | 5 | null | null | Toxic prints; widened spread |
X005663 | 2025-11-09 12:07:22 | PEP | Buy | 45,578 | 271.79 | 12,387,644.62 | 4.1 | 0.144 | Low | 7.3 | 37 | 15.7 | EDGX>NASDAQ>IEX>NYSE | TWAP | 2 | LMT | 3.9 | 79 | 31 | 0.62 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>IEX>NYSE | LMT | 21.1 | 86 | 13.4 | 55 | 31 | 7 | 19 | null | null | High urgency from PM |
X005664 | 2025-11-22 11:24:01 | CVX | Buy | 23,671 | 172.74 | 4,088,928.54 | 1 | 0.141 | Medium | 18.4 | 31 | 25.2 | NASDAQ>BATS>IEX | IS | 4 | MKT | 9.1 | 73 | 12 | 0.48 | LiqDrop | false | null | null | 0 | NASDAQ>BATS>IEX | MKT | 20.7 | 89 | 15.2 | 123 | 22 | -40 | -38 | null | null | Toxic prints; widened spread |
X005665 | 2025-12-25 12:16:53 | KO | Buy | 1,419 | 194.25 | 275,640.75 | 3.6 | 0.035 | Low | 38 | 28 | -27 | ARCA>BATS>NASDAQ>IEX | POV | 5 | LMT | 16.8 | 60 | 16 | 0.59 | LiqDrop | false | null | null | 0 | ARCA>BATS>NASDAQ>IEX | LMT | 88.4 | 95 | 14.9 | 10 | 11 | 9 | 29 | null | null | Toxic prints; widened spread |
X005666 | 2025-12-09 13:35:40 | MSFT | Buy | 80,841 | 140.08 | 11,324,207.28 | 3.4 | 0.429 | Low | 9.7 | 15 | -11.3 | EDGX>IEX | TWAP | 1 | LMT | 3.7 | 88 | 15 | 0.75 | Multi | false | null | null | 0 | EDGX>IEX | LMT | 56.1 | 93 | 0.3 | 156 | -4 | 30 | -17 | NoShort | null | Stable book; normal liquidity |
X005667 | 2025-11-12 13:00:56 | AMZN | Sell | 4,013 | 310.72 | 1,246,919.36 | 1.9 | 0.184 | Low | 31.9 | 15 | -5.9 | ARCA>BATS | Adaptive | 4 | MKT | 12.5 | 62 | 14 | 0.85 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 13 | ARCA>BATS | MKT>IOC | 75 | 86 | 17.5 | 226 | 24 | 26 | -37 | null | null | Paused due to data glitch |
X005668 | 2025-12-04 14:45:02 | XLB | Buy | 89,487 | 323.93 | 28,987,523.91 | 1.8 | 0.228 | Medium | 4.8 | 22 | -1.7 | EDGX>NYSE>NASDAQ>BATS | TWAP | 3 | MKT | 3 | 104 | 29 | 0.48 | LiqDrop | false | null | null | 0 | EDGX>NYSE>NASDAQ>BATS | MKT | 44.6 | 85 | 3.2 | 171 | -4 | -30 | 35 | null | null | Stable book; normal liquidity |
X005669 | 2025-12-06 10:05:49 | BAC | Buy | 33,763 | 155.28 | 5,242,718.64 | 1.5 | 0.092 | Medium | 15.7 | 17 | -16.7 | NYSE>IEX | IS | 5 | LMT | 7.6 | 81 | 13 | 0.7 | Multi | false | null | null | 0 | NYSE>IEX | LMT | 14.5 | 97 | 7 | 90 | 4 | 20 | -4 | null | null | Paused due to data glitch |
X005670 | 2025-12-19 09:35:32 | XLB | Buy | 85,436 | 56.91 | 4,862,162.76 | 2.8 | 0.218 | Medium | 4.2 | 11 | -21.4 | EDGX>BATS | IS | 5 | LMT | 4.1 | 115 | 26 | 0.81 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 14 | EDGX>BATS | LMT>IOC | 85 | 86 | 5.2 | 66 | 37 | 8 | 13 | PositionLimitNear | null | Stable book; normal liquidity |
X005671 | 2025-11-27 09:35:01 | VZ | Buy | 18,617 | 201.35 | 3,748,532.95 | 2.4 | 0.159 | Low | 20.4 | 30 | -29.5 | NYSE>EDGX>IEX>ARCA | Adaptive | 2 | MKT | 6.9 | 67 | 16 | 0.6 | Multi | false | null | null | 0 | NYSE>EDGX>IEX>ARCA | MKT | 67.4 | 99 | 3.3 | 55 | 51 | 15 | 28 | PositionLimitNear | null | High urgency from PM |
X005672 | 2025-11-06 09:35:36 | GOOGL | Sell | 91,214 | 139.97 | 12,767,223.58 | 1.9 | 0.272 | Low | 10.8 | 32 | -4.9 | NYSE>ARCA>BATS>NASDAQ>EDGX | TWAP | 2 | MKT | 4.5 | 98 | 12 | 0.75 | ToxicitySpike | false | null | null | 0 | NYSE>ARCA>BATS>NASDAQ>EDGX | MKT | 19 | 90 | 0 | 115 | 24 | 23 | -28 | null | null | Stable book; normal liquidity |
X005673 | 2025-12-17 09:35:20 | MSFT | Buy | 5,953 | 101.97 | 607,027.41 | 2.2 | 0.032 | High | 16.8 | 23 | 18.8 | BATS>EDGX | Adaptive | 5 | LMT | 6.8 | 63 | 13 | 0.49 | Slip>Thresh | false | null | null | 0 | BATS>EDGX | LMT | 35.5 | 99 | 6.5 | 121 | 4 | 11 | -15 | null | null | High urgency from PM |
X005674 | 2025-11-09 15:19:38 | MSFT | Sell | 14,849 | 196.72 | 2,921,095.28 | 1.8 | 0.079 | High | 10.3 | 14 | -12.3 | EDGX>NYSE>BATS>IEX | TWAP | 1 | LMT | 3 | 65 | 35 | 0.6 | LiqDrop | false | null | null | 0 | EDGX>NYSE>BATS>IEX | LMT | 82.2 | 90 | 6.1 | 103 | -7 | -7 | -22 | NoShort | null | High urgency from PM |
X005675 | 2025-11-26 09:35:48 | DIS | Buy | 57,679 | 143.37 | 8,269,438.23 | 1.1 | 0.252 | Low | 22.2 | 5 | -20.2 | BATS>NASDAQ>IEX | TWAP | 1 | LMT | 5.4 | 80 | 15 | 0.61 | Slip>Thresh | false | null | null | 0 | BATS>NASDAQ>IEX | LMT | 5.6 | 96 | 10.1 | 10 | 9 | -19 | 37 | NoShort | null | Paused due to data glitch |
X005676 | 2025-12-17 15:43:48 | HYG | Buy | 16,897 | 75.27 | 1,271,837.19 | 1.1 | 0.093 | High | 13.3 | 27 | -23.6 | ARCA>EDGX>NASDAQ>IEX | TWAP | 3 | LMT | 4.5 | 68 | 20 | 0.71 | Multi | false | null | null | 0 | ARCA>EDGX>NASDAQ>IEX | LMT | 37.4 | 88 | 5 | 76 | 22 | 25 | 16 | null | null | Paused due to data glitch |
X005677 | 2025-11-24 11:57:14 | V | Sell | 7,107 | 163.41 | 1,161,354.87 | 3.2 | 0.093 | Medium | 6.2 | 19 | -13.4 | BATS>EDGX>NYSE | TWAP | 3 | LMT | 3.6 | 63 | 21 | 0.76 | Multi | false | null | null | 0 | BATS>EDGX>NYSE | LMT | 2.6 | 98 | 0 | 10 | 11 | -4 | 20 | null | null | Toxic prints; widened spread |
X005678 | 2025-11-26 11:22:59 | BAC | Buy | 101,212 | 143.77 | 14,551,249.24 | 1.6 | 0.276 | Low | 16 | 3 | 7.2 | IEX>ARCA | POV | 5 | MKT | 8.8 | 125 | 27 | 0.73 | LiqDrop | true | LiquidityDrop | VenueSwitch | 32 | IEX>ARCA | MKT>LMT | 64.7 | 94 | 14.6 | 152 | 38 | -9 | -10 | NoShort | null | High urgency from PM |
X005679 | 2025-11-01 14:17:37 | PEP | Buy | 172,994 | 325.74 | 56,351,065.56 | 3.8 | 0.546 | Low | 7.3 | 38 | 6.4 | BATS>NYSE>NASDAQ | POV | 1 | LMT | 3.6 | 120 | 21 | 0.5 | ToxicitySpike | false | null | null | 0 | BATS>NYSE>NASDAQ | LMT | 0.2 | 97 | 0 | 96 | 34 | -34 | -18 | NoShort | null | Stable book; normal liquidity |
X005680 | 2025-12-07 10:20:38 | HD | Buy | 29,856 | 151.03 | 4,509,151.68 | 1.4 | 0.116 | Medium | 22.5 | 33 | -30.1 | IEX>BATS>EDGX>NYSE | VWAP | 1 | LMT | 5.2 | 70 | 15 | 0.49 | Slip>Thresh | false | null | null | 0 | IEX>BATS>EDGX>NYSE | LMT | 39.5 | 89 | 4.1 | 84 | -19 | 26 | 27 | null | null | Stable book; normal liquidity |
X005681 | 2025-12-12 10:52:00 | WMT | Buy | 65,246 | 347.76 | 22,689,948.96 | 5 | 0.201 | Low | 15.8 | 24 | -4.2 | NASDAQ>BATS>ARCA>EDGX | Adaptive | 3 | MKT | 8.1 | 92 | 32 | 0.67 | Multi | false | null | null | 0 | NASDAQ>BATS>ARCA>EDGX | MKT | 41.1 | 88 | 0 | 133 | 31 | -12 | -3 | null | null | Toxic prints; widened spread |
X005682 | 2025-12-21 09:35:18 | PEP | Sell | 144,537 | 312.63 | 45,186,602.31 | 2.4 | 0.456 | Low | 18.5 | 7 | -30 | BATS>ARCA>EDGX>IEX>NYSE | TWAP | 1 | LMT | 5.2 | 110 | 23 | 0.51 | LiqDrop | false | null | null | 0 | BATS>ARCA>EDGX>IEX>NYSE | LMT | 90.4 | 96 | 0 | 31 | 16 | 24 | 7 | Watchlist | null | Toxic prints; widened spread |
X005683 | 2025-11-29 13:25:14 | NKE | Sell | 46,751 | 338.85 | 15,841,576.35 | 2.8 | 0.217 | Low | 24.9 | 3 | -16.5 | ARCA>NASDAQ>EDGX>NYSE | IS | 5 | PO | 13.8 | 90 | 15 | 0.81 | ToxicitySpike | false | null | null | 0 | ARCA>NASDAQ>EDGX>NYSE | PO | 49.5 | 100 | 23.4 | 123 | 34 | 27 | 23 | NoShort | null | Toxic prints; widened spread |
X005684 | 2025-12-17 14:05:42 | LQD | Sell | 20,153 | 109.78 | 2,212,396.34 | 1.4 | 0.099 | Ultra | 4 | 8 | -14.5 | ARCA>BATS>EDGX | TWAP | 3 | IOC | 2.3 | 70 | 29 | 0.53 | Slip>Thresh | false | null | null | 0 | ARCA>BATS>EDGX | IOC | 64.1 | 88 | 0 | 96 | 55 | 0 | -13 | null | null | High urgency from PM |
X005685 | 2025-12-13 13:49:56 | CSCO | Sell | 47,345 | 35.77 | 1,693,530.65 | 2.9 | 0.119 | Low | 17.4 | 10 | 33.2 | EDGX>BATS>NYSE | VWAP | 2 | LMT | 5.6 | 80 | 28 | 0.81 | LiqDrop | true | LiquidityDrop | VenueSwitch | 26 | EDGX>BATS>NYSE | LMT>IOC | 1.3 | 78 | 5 | 118 | 36 | -10 | 6 | null | null | Paused due to data glitch |
X005686 | 2025-10-29 13:56:28 | META | Buy | 21,393 | 64.9 | 1,388,405.7 | 1.3 | 0.06 | Ultra | 10.3 | 34 | -13.8 | BATS>EDGX>NASDAQ>IEX>NYSE | TWAP | 2 | MKT | 3.9 | 69 | 24 | 0.8 | Multi | false | null | null | 0 | BATS>EDGX>NASDAQ>IEX>NYSE | MKT | 28.6 | 85 | 0 | 63 | 0 | -9 | 36 | PositionLimitNear | null | Paused due to data glitch |
X005687 | 2025-11-04 12:10:05 | T | Buy | 30,973 | 181.45 | 5,620,050.85 | 4.7 | 0.258 | Low | 5 | 12 | 27.1 | ARCA>NYSE | Adaptive | 1 | MKT | 3.5 | 70 | 30 | 0.65 | LiqDrop | true | LiquidityDrop | Pause | 16 | ARCA>NYSE | MKT>PO | 42 | 100 | 0 | 246 | -16 | 22 | -15 | NoShort | null | Venue switch reduced impact |
X005688 | 2025-11-25 10:35:09 | BRK.B | Sell | 15,563 | 76.69 | 1,193,526.47 | 2.7 | 0.071 | Low | 23.8 | 6 | -24 | EDGX>NYSE>BATS>IEX | Adaptive | 2 | LMT | 6.6 | 66 | 16 | 0.76 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 15 | EDGX>NYSE>BATS>IEX | LMT>MKT | 89.8 | 84 | 0 | 161 | 17 | 27 | 18 | null | VenueReject | High urgency from PM |
X005689 | 2025-11-27 10:27:36 | SPY | Sell | 382,956 | 459.97 | 176,148,271.32 | 1.6 | 0.517 | Low | 19.5 | 22 | -29.1 | NASDAQ>EDGX>ARCA | POV | 2 | LMT | 6.2 | 222 | 33 | 0.51 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX>ARCA | LMT | 25.7 | 74 | 0 | 134 | 40 | -1 | -34 | null | null | High urgency from PM |
X005690 | 2025-10-30 09:35:27 | XOM | Buy | 58,534 | 38.47 | 2,251,802.98 | 2.6 | 0.535 | Low | 9.8 | 10 | -22.9 | ARCA>NYSE>BATS | IS | 4 | MKT | 7 | 93 | 32 | 0.49 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>BATS | MKT | 90.6 | 97 | 17.4 | 128 | -16 | 26 | -15 | null | null | Venue switch reduced impact |
X005691 | 2025-10-31 11:09:04 | XLE | Buy | 16,293 | 257.64 | 4,197,728.52 | 3.1 | 0.058 | Low | 23.8 | 4 | 3.4 | NYSE>EDGX>ARCA | Adaptive | 5 | MKT | 11.6 | 70 | 23 | 0.81 | Multi | false | null | null | 0 | NYSE>EDGX>ARCA | MKT | 47.4 | 89 | 7.2 | 92 | 46 | -24 | 24 | null | null | Stable book; normal liquidity |
X005692 | 2025-12-11 14:27:48 | MA | Buy | 91,923 | 22.14 | 2,035,175.22 | 1.5 | 0.392 | Low | 22.1 | 30 | -10.4 | ARCA>NASDAQ>IEX>EDGX | IS | 4 | MKT | 11.4 | 112 | 35 | 0.7 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ>IEX>EDGX | MKT | 76.3 | 89 | 19.3 | 76 | 1 | -20 | -19 | null | null | Venue switch reduced impact |
X005693 | 2025-11-22 11:22:15 | XLY | Buy | 44,829 | 304.54 | 13,652,223.66 | 1.8 | 0.187 | Medium | 9.1 | 18 | 30.3 | NASDAQ>EDGX>ARCA | IS | 5 | MKT | 6.4 | 89 | 21 | 0.47 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX>ARCA | MKT | 50.1 | 94 | 9.7 | 111 | 21 | -19 | -29 | Watchlist | null | Stable book; normal liquidity |
X005694 | 2025-12-24 11:41:35 | GOOGL | Buy | 25,966 | 321.6 | 8,350,665.6 | 0.9 | 0.077 | High | 16.7 | 8 | 13 | NYSE>IEX>NASDAQ | Adaptive | 1 | LMT | 3.6 | 69 | 22 | 0.76 | Multi | false | null | null | 0 | NYSE>IEX>NASDAQ | LMT | 79.3 | 99 | 0 | 120 | 37 | -40 | 29 | NoShort | null | Venue switch reduced impact |
X005695 | 2025-10-31 14:42:03 | CVX | Sell | 20,409 | 227.04 | 4,633,659.36 | 1.3 | 0.121 | Medium | 21.4 | 12 | 4.1 | NYSE>BATS>EDGX | IS | 4 | LMT | 8.9 | 71 | 18 | 0.64 | LiqDrop | false | null | null | 0 | NYSE>BATS>EDGX | LMT | 55.1 | 86 | 0 | 73 | -12 | -33 | -5 | null | null | Toxic prints; widened spread |
X005696 | 2025-11-13 12:32:35 | XLE | Buy | 93,980 | 155.69 | 14,631,746.2 | 1.8 | 0.337 | Low | 12.5 | 25 | -14.4 | NASDAQ>ARCA>NYSE>BATS | TWAP | 2 | MKT | 5 | 99 | 23 | 0.42 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>NYSE>BATS | MKT | 19 | 89 | 0 | 246 | -1 | -31 | 27 | null | null | Stable book; normal liquidity |
X005697 | 2025-11-13 11:55:36 | QQQ | Buy | 53,388 | 401.43 | 21,431,544.84 | 1 | 0.169 | High | 9.3 | 20 | 1.9 | IEX>NYSE>NASDAQ | IS | 5 | PO | 5.2 | 94 | 29 | 0.78 | Multi | false | null | null | 0 | IEX>NYSE>NASDAQ | PO | 54.9 | 96 | 3.9 | 35 | -2 | 24 | -14 | Watchlist | null | Venue switch reduced impact |
X005698 | 2025-12-04 15:50:19 | BA | Sell | 3,954 | 322.14 | 1,273,741.56 | 2.5 | 0.013 | Ultra | 21 | 10 | -21.2 | BATS>ARCA | Adaptive | 4 | LMT | 7.5 | 62 | 15 | 0.44 | Slip>Thresh | false | null | null | 0 | BATS>ARCA | LMT | 48.2 | 96 | 7.7 | 70 | -3 | 3 | -14 | null | null | Paused due to data glitch |
X005699 | 2025-11-14 12:41:54 | XLY | Sell | 28,890 | 98.95 | 2,858,665.5 | 1.9 | 0.12 | Medium | 16.7 | 19 | -34.3 | NYSE>EDGX>ARCA | POV | 5 | LMT | 7.7 | 78 | 16 | 0.7 | LiqDrop | false | null | null | 0 | NYSE>EDGX>ARCA | LMT | 20.5 | 95 | 21 | 31 | 8 | -29 | 22 | NoShort | null | Venue switch reduced impact |
X005700 | 2025-12-01 14:05:23 | IEF | Buy | 68,455 | 100.09 | 6,851,660.95 | 2.5 | 0.26 | Low | 8.4 | 29 | 3.8 | ARCA>NYSE>BATS | IS | 5 | LMT | 5.6 | 104 | 24 | 0.52 | LiqDrop | false | null | null | 0 | ARCA>NYSE>BATS | LMT | 99.8 | 88 | 4.6 | 123 | 42 | -2 | 2 | null | null | Paused due to data glitch |
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