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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X005701 | 2025-12-15 10:50:06 | INTC | Sell | 7,152 | 55.31 | 395,577.12 | 1.2 | 0.341 | Low | 12.2 | 13 | -29.5 | NASDAQ>BATS>EDGX>NYSE>IEX | TWAP | 3 | MKT | 5.2 | 63 | 15 | 0.62 | Multi | true | MultiTrigger | AlgoSwitch | 22 | NASDAQ>BATS>EDGX>NYSE>IEX | MKT>PO | 15.3 | 99 | 24.1 | 94 | -1 | -5 | -21 | null | null | Toxic prints; widened spread |
X005702 | 2025-10-28 15:48:04 | XLB | Sell | 23,413 | 265.57 | 6,217,790.41 | 1.9 | 0.06 | High | 8.8 | 21 | -26.5 | NYSE>BATS>ARCA>NASDAQ | POV | 5 | MKT | 5.7 | 75 | 34 | 0.63 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 17 | NYSE>BATS>ARCA>NASDAQ | MKT>PO | 80.3 | 88 | 0.9 | 68 | -1 | 9 | -9 | null | null | Toxic prints; widened spread |
X005703 | 2025-10-30 15:31:37 | NVDA | Buy | 6,497 | 91.15 | 592,201.55 | 1.3 | 0.168 | Medium | 12.3 | 26 | -28.9 | BATS>NYSE>EDGX>ARCA | IS | 4 | MKT | 6.7 | 63 | 23 | 0.82 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 21 | BATS>NYSE>EDGX>ARCA | MKT>IOC | 95.4 | 100 | 3.5 | 132 | -14 | -40 | -6 | null | null | Toxic prints; widened spread |
X005704 | 2025-12-20 15:55:15 | META | Buy | 13,713 | 59.64 | 817,843.32 | 1.1 | 0.038 | High | 22.9 | 20 | -20.8 | ARCA>NASDAQ>NYSE | Adaptive | 5 | MKT | 9.7 | 68 | 23 | 0.69 | LiqDrop | false | null | null | 0 | ARCA>NASDAQ>NYSE | MKT | 47.8 | 90 | 2.6 | 55 | -15 | -4 | -16 | null | null | Toxic prints; widened spread |
X005705 | 2025-11-23 15:24:44 | UNH | Sell | 59,122 | 170.76 | 10,095,672.72 | 2.1 | 0.26 | Low | 18.9 | 38 | 4 | IEX>EDGX>BATS>NYSE>NASDAQ | VWAP | 2 | IOC | 6.5 | 85 | 32 | 0.55 | ToxicitySpike | false | null | null | 0 | IEX>EDGX>BATS>NYSE>NASDAQ | IOC | 8.8 | 98 | 8.1 | 54 | 32 | -17 | 6 | null | null | Stable book; normal liquidity |
X005706 | 2025-11-27 14:25:08 | NFLX | Buy | 8,177 | 141.06 | 1,153,447.62 | 5 | 0.078 | Medium | 10.1 | 37 | 32.7 | IEX>ARCA | TWAP | 3 | IOC | 6.7 | 64 | 17 | 0.73 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 10 | IEX>ARCA | IOC>LMT | 79.6 | 90 | 0 | 133 | 0 | -32 | -12 | null | null | Stable book; normal liquidity |
X005707 | 2025-11-19 10:56:36 | MA | Buy | 34,701 | 73.04 | 2,534,561.04 | 1.4 | 0.148 | Medium | 14.6 | 3 | 26.8 | EDGX>NYSE | VWAP | 1 | LMT | 3.6 | 72 | 24 | 0.45 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 41 | EDGX>NYSE | LMT>MKT | 79.5 | 100 | 0.4 | 226 | 46 | -28 | 35 | Watchlist | null | Paused due to data glitch |
X005708 | 2025-11-15 13:44:42 | BA | Buy | 20,284 | 183.69 | 3,725,967.96 | 1.4 | 0.068 | Ultra | 4.8 | 18 | -17.7 | NASDAQ>EDGX>BATS | IS | 5 | LMT | 3.1 | 73 | 23 | 0.46 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX>BATS | LMT | 36.4 | 67 | 0 | 110 | 46 | -3 | 17 | null | null | High urgency from PM |
X005709 | 2025-10-29 09:35:39 | JNJ | Sell | 34,328 | 62.52 | 2,146,186.56 | 3.1 | 0.126 | Low | 12.2 | 18 | -25.5 | NYSE>BATS>ARCA>NASDAQ | POV | 5 | LMT | 6.9 | 82 | 14 | 0.65 | Slip>Thresh | false | null | null | 0 | NYSE>BATS>ARCA>NASDAQ | LMT | 83.7 | 86 | 0 | 99 | -3 | -27 | 33 | null | null | High urgency from PM |
X005710 | 2025-12-04 15:25:24 | XLB | Sell | 42,743 | 308.28 | 13,176,812.04 | 1.7 | 0.109 | Medium | 16.2 | 34 | -11.3 | BATS>IEX>NYSE>EDGX | POV | 5 | PO | 8.1 | 87 | 33 | 0.57 | LiqDrop | false | null | null | 0 | BATS>IEX>NYSE>EDGX | PO | 90.8 | 88 | 16.1 | 24 | 12 | -32 | -3 | null | null | High urgency from PM |
X005711 | 2025-12-20 10:43:37 | T | Sell | 16,702 | 335.31 | 5,600,347.62 | 2.7 | 0.139 | Low | 20.2 | 15 | 17 | ARCA>BATS | VWAP | 1 | MKT | 6.4 | 65 | 28 | 0.65 | ToxicitySpike | false | null | null | 0 | ARCA>BATS | MKT | 31.7 | 88 | 13.9 | 69 | 45 | 1 | 17 | null | null | High urgency from PM |
X005712 | 2025-11-04 15:23:07 | XLU | Sell | 14,057 | 176.28 | 2,477,967.96 | 1.1 | 0.045 | Ultra | 15.4 | 8 | 25.4 | NYSE>BATS | VWAP | 2 | MKT | 5.1 | 65 | 15 | 0.59 | Multi | false | null | null | 0 | NYSE>BATS | MKT | 66.3 | 100 | 15.8 | 44 | 43 | -16 | 32 | null | null | Toxic prints; widened spread |
X005713 | 2025-12-25 15:17:12 | JNJ | Buy | 48,660 | 184.03 | 8,954,899.8 | 4.7 | 0.179 | Low | 8.5 | 16 | -26.9 | EDGX>BATS>IEX>ARCA | TWAP | 1 | MKT | 4.8 | 77 | 35 | 0.59 | ToxicitySpike | false | null | null | 0 | EDGX>BATS>IEX>ARCA | MKT | 14.6 | 92 | 12.3 | 17 | 31 | 14 | -34 | Watchlist | null | Venue switch reduced impact |
X005714 | 2025-12-15 10:02:48 | XLV | Buy | 27,859 | 22.53 | 627,663.27 | 1.7 | 0.078 | High | 7.1 | 38 | 24.1 | EDGX>BATS>NASDAQ>ARCA>NYSE | TWAP | 1 | LMT | 2.3 | 69 | 21 | 0.67 | Slip>Thresh | false | null | null | 0 | EDGX>BATS>NASDAQ>ARCA>NYSE | LMT | 52.9 | 91 | 1.1 | 88 | 55 | 29 | -26 | null | null | Paused due to data glitch |
X005715 | 2025-12-09 10:55:15 | V | Buy | 3,622 | 79.79 | 288,999.38 | 5.1 | 0.047 | Low | 35.5 | 37 | 22.7 | NASDAQ>EDGX>ARCA>BATS>NYSE | IS | 4 | LMT | 16.8 | 62 | 32 | 0.69 | Slip>Thresh | false | null | null | 0 | NASDAQ>EDGX>ARCA>BATS>NYSE | LMT | 55.6 | 88 | 26.8 | 10 | 44 | -1 | -13 | null | null | High urgency from PM |
X005716 | 2025-12-17 10:50:32 | IEF | Sell | 41,812 | 102.36 | 4,279,876.32 | 1.9 | 0.159 | Medium | 10.5 | 15 | -18.2 | IEX>EDGX>NASDAQ>NYSE | Adaptive | 4 | MKT | 5 | 84 | 21 | 0.5 | ToxicitySpike | false | null | null | 0 | IEX>EDGX>NASDAQ>NYSE | MKT | 1.2 | 95 | 3.7 | 47 | 52 | 24 | 34 | null | null | High urgency from PM |
X005717 | 2025-12-13 12:42:48 | XLI | Buy | 2,246 | 313.59 | 704,323.14 | 2.6 | 0.102 | Low | 39.8 | 34 | 16.4 | ARCA>NASDAQ>EDGX>IEX | Adaptive | 5 | MKT | 17.4 | 61 | 29 | 0.64 | Slip>Thresh | true | SlippageAboveThreshold | AlgoSwitch | 20 | ARCA>NASDAQ>EDGX>IEX | MKT>IOC | 86.3 | 91 | 26.6 | 70 | -4 | 11 | -13 | null | null | Paused due to data glitch |
X005718 | 2025-11-19 11:06:57 | XLE | Sell | 76,654 | 174.65 | 13,387,621.1 | 1.8 | 0.275 | Low | 14.5 | 28 | -31.3 | EDGX>ARCA | POV | 4 | MKT | 7.5 | 104 | 34 | 0.4 | Multi | false | null | null | 0 | EDGX>ARCA | MKT | 8.3 | 99 | 10.4 | 10 | 49 | 30 | -33 | null | null | High urgency from PM |
X005719 | 2025-11-06 09:35:05 | PFE | Buy | 175,394 | 259.42 | 45,500,711.48 | 2.4 | 0.477 | Low | 24.4 | 10 | -28 | NYSE>EDGX | IS | 5 | MKT | 14.7 | 174 | 31 | 0.57 | Multi | false | null | null | 0 | NYSE>EDGX | MKT | 97.8 | 89 | 28 | 162 | 12 | -11 | 24 | Watchlist | null | Paused due to data glitch |
X005720 | 2025-12-26 12:27:45 | GOOGL | Buy | 13,329 | 53.44 | 712,301.76 | 1.6 | 0.04 | High | 24.5 | 21 | 7 | BATS>EDGX>NASDAQ>IEX>NYSE | TWAP | 1 | MKT | 7.3 | 64 | 14 | 0.74 | LiqDrop | false | null | null | 0 | BATS>EDGX>NASDAQ>IEX>NYSE | MKT | 76.4 | 93 | 21.1 | 63 | -12 | 28 | 7 | null | null | Toxic prints; widened spread |
X005721 | 2025-11-05 11:46:21 | JPM | Buy | 642 | 313.87 | 201,504.54 | 4.1 | 0.016 | Medium | 36.5 | 3 | -0.5 | NASDAQ>EDGX>ARCA>NYSE | VWAP | 3 | MKT | 14.7 | 60 | 19 | 0.52 | LiqDrop | true | LiquidityDrop | VenueSwitch | 19 | NASDAQ>EDGX>ARCA>NYSE | MKT>PO | 4 | 96 | 6.5 | 94 | 40 | -34 | -35 | null | null | Toxic prints; widened spread |
X005722 | 2025-10-28 13:39:14 | MA | Buy | 60,007 | 150.39 | 9,024,452.73 | 1.3 | 0.256 | Low | 24.6 | 37 | -11.1 | NASDAQ>IEX>EDGX | TWAP | 2 | LMT | 6.9 | 85 | 20 | 0.77 | LiqDrop | false | null | null | 0 | NASDAQ>IEX>EDGX | LMT | 96.2 | 98 | 1.1 | 101 | 19 | 24 | 29 | null | null | Stable book; normal liquidity |
X005723 | 2025-12-05 12:11:00 | XOM | Buy | 51,805 | 253.62 | 13,138,784.1 | 3.2 | 0.474 | Low | 13.5 | 11 | -13.3 | NASDAQ>EDGX | Adaptive | 1 | MKT | 4.8 | 78 | 31 | 0.64 | Multi | false | null | null | 0 | NASDAQ>EDGX | MKT | 54.7 | 86 | 0.3 | 102 | 17 | 19 | 10 | null | null | High urgency from PM |
X005724 | 2025-12-23 13:46:05 | HYG | Sell | 178,922 | 75.18 | 13,451,355.96 | 1.8 | 0.982 | Low | 4.1 | 33 | 8.8 | ARCA>BATS>NYSE>IEX | IS | 4 | MKT | 4 | 162 | 12 | 0.52 | Slip>Thresh | true | SlippageAboveThreshold | Cross | 28 | ARCA>BATS>NYSE>IEX | MKT>LMT | 53.5 | 99 | 9.8 | 143 | 54 | -31 | 4 | null | null | Venue switch reduced impact |
X005725 | 2025-11-10 15:02:50 | BAC | Sell | 225,344 | 64.12 | 14,449,057.28 | 1.7 | 0.615 | Low | 20.3 | 24 | -34.7 | NYSE>ARCA>NASDAQ>EDGX | POV | 4 | LMT | 8.2 | 189 | 26 | 0.63 | ToxicitySpike | false | null | null | 0 | NYSE>ARCA>NASDAQ>EDGX | LMT | 79.8 | 87 | 27.8 | 147 | 48 | -37 | 21 | null | null | Paused due to data glitch |
X005726 | 2025-11-28 15:50:40 | XLP | Buy | 61,098 | 81.27 | 4,965,434.46 | 3.6 | 0.211 | Low | 21.9 | 39 | 25.1 | BATS>ARCA>IEX>EDGX>NYSE | VWAP | 1 | LMT | 6 | 81 | 31 | 0.72 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 23 | BATS>ARCA>IEX>EDGX>NYSE | LMT>IOC | 27.6 | 98 | 7.2 | 169 | -7 | 21 | -12 | Watchlist | null | Venue switch reduced impact |
X005727 | 2025-11-23 14:11:21 | IEF | Buy | 30,006 | 97.19 | 2,916,283.14 | 2.1 | 0.114 | Medium | 9.5 | 27 | 19.2 | NASDAQ>BATS>EDGX | TWAP | 3 | IOC | 4.6 | 75 | 32 | 0.47 | Multi | false | null | null | 0 | NASDAQ>BATS>EDGX | IOC | 43.2 | 91 | 9.3 | 76 | 51 | -33 | 29 | null | null | Paused due to data glitch |
X005728 | 2025-11-09 15:09:08 | KO | Sell | 1,775 | 243.97 | 433,046.75 | 3.6 | 0.044 | Low | 31 | 26 | 28.4 | ARCA>IEX>EDGX | Adaptive | 3 | LMT | 9.8 | 60 | 19 | 0.43 | Slip>Thresh | false | null | null | 0 | ARCA>IEX>EDGX | LMT | 15.7 | 87 | 4.3 | 22 | 60 | 25 | 15 | null | null | Toxic prints; widened spread |
X005729 | 2025-11-16 10:37:58 | LQD | Sell | 4,444 | 115.98 | 515,415.12 | 1.1 | 0.022 | Ultra | 5.1 | 8 | -8.3 | NYSE>BATS | Adaptive | 4 | LMT | 2.1 | 62 | 33 | 0.61 | Multi | false | null | null | 0 | NYSE>BATS | LMT | 72.6 | 91 | 2.8 | 39 | 15 | 8 | -8 | null | null | Paused due to data glitch |
X005730 | 2025-12-17 10:24:54 | DIS | Buy | 21,872 | 206.17 | 4,509,350.24 | 2.2 | 0.095 | High | 4.5 | 29 | 5 | EDGX>NASDAQ>ARCA>IEX | TWAP | 1 | LMT | 2 | 67 | 21 | 0.84 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ>ARCA>IEX | LMT | 63.6 | 93 | 5.6 | 82 | 31 | 20 | 15 | null | null | Stable book; normal liquidity |
X005731 | 2025-11-02 13:01:16 | DIS | Buy | 52,085 | 291.71 | 15,193,715.35 | 1.8 | 0.227 | Medium | 9.3 | 21 | 20.7 | ARCA>EDGX>NASDAQ>NYSE | VWAP | 2 | MKT | 3.8 | 82 | 23 | 0.77 | ToxicitySpike | false | null | null | 0 | ARCA>EDGX>NASDAQ>NYSE | MKT | 0.2 | 97 | 0 | 126 | -15 | -15 | -11 | null | null | Toxic prints; widened spread |
X005732 | 2025-11-25 15:40:15 | BRK.B | Sell | 4,181 | 114.26 | 477,721.06 | 2.6 | 0.019 | Ultra | 4.1 | 12 | 4.6 | EDGX>BATS>IEX | VWAP | 1 | IOC | 2.2 | 61 | 12 | 0.65 | Slip>Thresh | false | null | null | 0 | EDGX>BATS>IEX | IOC | 48.7 | 98 | 0 | 80 | -4 | -18 | -10 | null | null | Toxic prints; widened spread |
X005733 | 2025-12-14 12:31:32 | XLB | Sell | 20,504 | 86.16 | 1,766,624.64 | 2.1 | 0.052 | High | 10.3 | 33 | -17 | BATS>ARCA>IEX>NYSE>NASDAQ | TWAP | 1 | LMT | 3.2 | 67 | 14 | 0.62 | Slip>Thresh | false | null | null | 0 | BATS>ARCA>IEX>NYSE>NASDAQ | LMT | 58.9 | 97 | 7.1 | 65 | 23 | 28 | -12 | NoShort | null | Toxic prints; widened spread |
X005734 | 2025-11-08 13:36:40 | T | Sell | 13,915 | 340.63 | 4,739,866.45 | 3.5 | 0.116 | Medium | 8.6 | 19 | 33.5 | EDGX>BATS>NASDAQ>IEX>ARCA | VWAP | 2 | MKT | 4.5 | 65 | 13 | 0.83 | LiqDrop | false | null | null | 0 | EDGX>BATS>NASDAQ>IEX>ARCA | MKT | 57.6 | 97 | 5.4 | 55 | 4 | -6 | -7 | Watchlist | Throttle | Paused due to data glitch |
X005735 | 2025-12-20 13:29:16 | XLE | Buy | 35,145 | 339.41 | 11,928,564.45 | 2 | 0.126 | Medium | 9.3 | 4 | 12.7 | NYSE>BATS | TWAP | 3 | MKT | 4.6 | 77 | 14 | 0.48 | Multi | false | null | null | 0 | NYSE>BATS | MKT | 38.3 | 88 | 7.7 | 57 | 36 | -38 | 28 | null | null | Toxic prints; widened spread |
X005736 | 2025-12-26 10:59:31 | INTC | Buy | 2,349 | 248.38 | 583,444.62 | 1.1 | 0.112 | Ultra | 5.8 | 13 | 7.9 | ARCA>EDGX>IEX>BATS | IS | 4 | LMT | 3 | 61 | 35 | 0.68 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX>IEX>BATS | LMT | 21.9 | 97 | 2 | 62 | -1 | -1 | -7 | NoShort | Throttle | High urgency from PM |
X005737 | 2025-11-26 13:30:28 | XLF | Sell | 19,139 | 155.54 | 2,976,880.06 | 3.7 | 0.052 | Medium | 12.9 | 39 | -18.7 | IEX>ARCA | TWAP | 1 | IOC | 5.1 | 66 | 24 | 0.56 | LiqDrop | false | null | null | 0 | IEX>ARCA | IOC | 35.7 | 88 | 0 | 10 | -17 | -27 | -5 | null | null | Stable book; normal liquidity |
X005738 | 2025-11-22 09:56:27 | HYG | Sell | 7,806 | 78.67 | 614,098.02 | 2.3 | 0.043 | High | 14.8 | 18 | -7.6 | NASDAQ>EDGX | Adaptive | 4 | LMT | 5.6 | 64 | 32 | 0.52 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX | LMT | 3.5 | 89 | 0 | 27 | 34 | 3 | -22 | PositionLimitNear | null | Toxic prints; widened spread |
X005739 | 2025-12-05 11:45:02 | QQQ | Sell | 40,309 | 415.29 | 16,739,924.61 | 0.8 | 0.128 | High | 14.6 | 20 | -8.3 | IEX>EDGX>BATS>NASDAQ>NYSE | Adaptive | 4 | MKT | 5.7 | 83 | 21 | 0.81 | ToxicitySpike | false | null | null | 0 | IEX>EDGX>BATS>NASDAQ>NYSE | MKT | 79.5 | 85 | 13.1 | 86 | -8 | 27 | -15 | null | null | High urgency from PM |
X005740 | 2025-12-14 15:39:51 | CVX | Buy | 29,989 | 199.24 | 5,975,008.36 | 1.1 | 0.178 | Medium | 9.4 | 10 | -23 | EDGX>ARCA>NYSE>IEX | TWAP | 2 | MKT | 3.6 | 72 | 26 | 0.85 | Multi | false | null | null | 0 | EDGX>ARCA>NYSE>IEX | MKT | 86.2 | 89 | 8.1 | 56 | -17 | -13 | -2 | null | null | Toxic prints; widened spread |
X005741 | 2025-11-17 09:55:51 | IEF | Sell | 27,369 | 93.63 | 2,562,559.47 | 1.9 | 0.104 | Medium | 15 | 6 | -10.6 | NYSE>NASDAQ>IEX | VWAP | 2 | MKT | 5.5 | 71 | 30 | 0.45 | LiqDrop | false | null | null | 0 | NYSE>NASDAQ>IEX | MKT | 51.6 | 98 | 14 | 96 | 35 | -13 | 37 | null | null | Stable book; normal liquidity |
X005742 | 2025-11-25 12:59:29 | XLI | Sell | 602 | 351.57 | 211,645.14 | 2.5 | 0.027 | Medium | 33.7 | 30 | 12.8 | EDGX>BATS | VWAP | 3 | LMT | 10.5 | 60 | 12 | 0.47 | LiqDrop | false | null | null | 0 | EDGX>BATS | LMT | 47 | 85 | 10.2 | 94 | -3 | -36 | -24 | null | null | Venue switch reduced impact |
X005743 | 2025-11-04 09:42:55 | BA | Sell | 78,265 | 155.95 | 12,205,426.75 | 2 | 0.261 | Low | 18.9 | 12 | 7.4 | NASDAQ>IEX>BATS>NYSE>EDGX | IS | 5 | LMT | 9.4 | 110 | 28 | 0.83 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX>BATS>NYSE>EDGX | LMT | 40.6 | 96 | 11.7 | 132 | -17 | -16 | -24 | null | null | High urgency from PM |
X005744 | 2025-11-11 09:35:14 | BA | Sell | 6,281 | 30.99 | 194,648.19 | 2.8 | 0.021 | Ultra | 9.6 | 20 | 15.8 | BATS>ARCA>IEX>NYSE | POV | 5 | MKT | 6.8 | 64 | 34 | 0.51 | Multi | false | null | null | 0 | BATS>ARCA>IEX>NYSE | MKT | 3.4 | 100 | 5.9 | 68 | 50 | 28 | -21 | Watchlist | null | Venue switch reduced impact |
X005745 | 2025-11-23 12:54:56 | BAC | Buy | 113,084 | 25.92 | 2,931,137.28 | 1.9 | 0.308 | Low | 8.6 | 11 | -4.7 | IEX>BATS>NYSE>NASDAQ | POV | 5 | MKT | 5.8 | 133 | 12 | 0.74 | Slip>Thresh | false | null | null | 0 | IEX>BATS>NYSE>NASDAQ | MKT | 78.5 | 97 | 0 | 140 | -3 | -29 | -39 | null | Unknown | Venue switch reduced impact |
X005746 | 2025-11-17 12:03:14 | CSCO | Buy | 17,777 | 283.53 | 5,040,312.81 | 4.4 | 0.045 | Ultra | 3.5 | 9 | 34.4 | ARCA>NASDAQ>BATS>IEX | Adaptive | 1 | MKT | 2.9 | 66 | 23 | 0.75 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ>BATS>IEX | MKT | 67.2 | 87 | 0 | 117 | -9 | 2 | 0 | null | null | Toxic prints; widened spread |
X005747 | 2025-12-06 11:49:47 | XLI | Sell | 3,331 | 279.77 | 931,913.87 | 2.6 | 0.152 | Low | 13.7 | 29 | -30.5 | ARCA>BATS | TWAP | 2 | MKT | 5.8 | 61 | 30 | 0.68 | ToxicitySpike | false | null | null | 0 | ARCA>BATS | MKT | 58.3 | 93 | 17 | 10 | 8 | 22 | -3 | Watchlist | null | Paused due to data glitch |
X005748 | 2025-11-16 15:34:54 | LQD | Buy | 11,051 | 116.12 | 1,283,242.12 | 1 | 0.054 | High | 19.6 | 18 | -34.3 | NASDAQ>ARCA>NYSE>IEX>EDGX | VWAP | 3 | LMT | 5.9 | 65 | 25 | 0.62 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>NYSE>IEX>EDGX | LMT | 64.4 | 85 | 9.3 | 20 | 39 | 25 | -17 | null | null | Stable book; normal liquidity |
X005749 | 2025-11-05 11:40:02 | AAPL | Sell | 139,006 | 314.1 | 43,661,784.6 | 2.5 | 0.409 | Low | 10 | 28 | -20.9 | NASDAQ>NYSE>BATS>ARCA>EDGX | VWAP | 3 | LMT | 4.2 | 129 | 17 | 0.42 | Slip>Thresh | false | null | null | 0 | NASDAQ>NYSE>BATS>ARCA>EDGX | LMT | 52 | 94 | 0 | 112 | 46 | -28 | 35 | null | null | Paused due to data glitch |
X005750 | 2025-12-17 15:55:49 | META | Sell | 102,240 | 311.39 | 31,836,513.6 | 1.4 | 0.285 | Medium | 9.5 | 29 | 25.8 | ARCA>NYSE>NASDAQ>BATS | VWAP | 3 | MKT | 4.2 | 111 | 31 | 0.77 | Multi | false | null | null | 0 | ARCA>NYSE>NASDAQ>BATS | MKT | 48.6 | 99 | 7.2 | 205 | 20 | 11 | -22 | null | null | Toxic prints; widened spread |
X005751 | 2025-11-03 11:25:09 | PEP | Buy | 51,730 | 236.8 | 12,249,664 | 4.4 | 0.163 | Low | 9.6 | 33 | -28.5 | NYSE>IEX | POV | 4 | PO | 6.9 | 89 | 34 | 0.76 | LiqDrop | true | LiquidityDrop | Pause | 12 | NYSE>IEX | PO>MKT | 8 | 100 | 13.9 | 151 | 47 | -29 | 29 | null | null | Toxic prints; widened spread |
X005752 | 2025-12-25 14:24:33 | XLY | Buy | 86,134 | 168.43 | 14,507,549.62 | 1.3 | 0.359 | Low | 18 | 18 | 12 | NYSE>ARCA>NASDAQ | IS | 4 | LMT | 7.7 | 109 | 26 | 0.82 | Multi | false | null | null | 0 | NYSE>ARCA>NASDAQ | LMT | 91.3 | 91 | 11.2 | 143 | 36 | 16 | 0 | null | null | Toxic prints; widened spread |
X005753 | 2025-11-24 12:57:01 | UNH | Sell | 26,008 | 310.56 | 8,077,044.48 | 2.5 | 0.114 | Low | 23.9 | 5 | 1.2 | NYSE>NASDAQ>BATS | TWAP | 2 | MKT | 8.8 | 71 | 22 | 0.63 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ>BATS | MKT | 15.3 | 99 | 16.5 | 192 | 8 | 2 | -14 | null | null | Stable book; normal liquidity |
X005754 | 2025-12-26 12:55:37 | XLB | Buy | 83,497 | 272.87 | 22,783,826.39 | 2.4 | 0.213 | High | 3.2 | 39 | 10.1 | EDGX>BATS>IEX>ARCA>NYSE | Adaptive | 2 | LMT | 1.9 | 95 | 34 | 0.49 | ToxicitySpike | false | null | null | 0 | EDGX>BATS>IEX>ARCA>NYSE | LMT | 81.4 | 94 | 4.9 | 96 | -9 | 16 | -22 | null | null | Venue switch reduced impact |
X005755 | 2025-11-04 11:25:15 | TLT | Buy | 9,794 | 94.02 | 920,831.88 | 3.2 | 0.036 | Medium | 23.6 | 28 | 20 | BATS>NYSE | VWAP | 2 | LMT | 7.2 | 64 | 15 | 0.48 | LiqDrop | false | null | null | 0 | BATS>NYSE | LMT | 34.6 | 92 | 13.7 | 61 | 44 | -33 | -17 | null | null | High urgency from PM |
X005756 | 2025-11-01 11:17:48 | JPM | Sell | 4,432 | 86.91 | 385,185.12 | 3.2 | 0.11 | Medium | 7.8 | 16 | -20.3 | BATS>NYSE>IEX | POV | 5 | MKT | 6.4 | 62 | 21 | 0.81 | Slip>Thresh | false | null | null | 0 | BATS>NYSE>IEX | MKT | 99.9 | 98 | 0 | 63 | 9 | -27 | -31 | Watchlist | null | Stable book; normal liquidity |
X005757 | 2025-11-07 12:01:22 | UNH | Buy | 87,158 | 16.23 | 1,414,574.34 | 3.1 | 0.383 | Low | 15.7 | 31 | -17 | IEX>NASDAQ>NYSE | TWAP | 3 | MKT | 7.7 | 103 | 15 | 0.5 | ToxicitySpike | false | null | null | 0 | IEX>NASDAQ>NYSE | MKT | 27.8 | 97 | 8 | 63 | 43 | -40 | -34 | null | null | High urgency from PM |
X005758 | 2025-11-26 15:01:01 | PFE | Buy | 25,362 | 259.1 | 6,571,294.2 | 2.2 | 0.069 | Medium | 13.9 | 20 | -28.2 | EDGX>NYSE>BATS>NASDAQ>ARCA | Adaptive | 5 | LMT | 5.8 | 76 | 35 | 0.58 | Slip>Thresh | false | null | null | 0 | EDGX>NYSE>BATS>NASDAQ>ARCA | LMT | 78.8 | 97 | 15.3 | 52 | 13 | 16 | -21 | null | null | Stable book; normal liquidity |
X005759 | 2025-11-01 10:38:15 | INTC | Sell | 2,331 | 94.23 | 219,650.13 | 0.6 | 0.111 | Ultra | 11.7 | 17 | -10.5 | BATS>NASDAQ>NYSE | TWAP | 1 | LMT | 2.8 | 60 | 35 | 0.45 | ToxicitySpike | false | null | null | 0 | BATS>NASDAQ>NYSE | LMT | 1 | 97 | 5.3 | 29 | 1 | 27 | -24 | NoShort | null | Stable book; normal liquidity |
X005760 | 2025-11-29 14:50:07 | JNJ | Buy | 26,932 | 114.42 | 3,081,559.44 | 4 | 0.099 | Low | 19.6 | 7 | -24 | NASDAQ>NYSE>EDGX | VWAP | 1 | LMT | 5.7 | 69 | 19 | 0.74 | ToxicitySpike | false | null | null | 0 | NASDAQ>NYSE>EDGX | LMT | 52.8 | 97 | 5.5 | 187 | 56 | -38 | 9 | null | null | Venue switch reduced impact |
X005761 | 2025-11-27 11:35:19 | IWM | Sell | 203,874 | 201.66 | 41,113,230.84 | 1.3 | 0.281 | Low | 23.2 | 9 | -22.3 | NYSE>EDGX>NASDAQ>BATS | VWAP | 3 | LMT | 7.1 | 161 | 32 | 0.83 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX>NASDAQ>BATS | LMT | 77.1 | 85 | 5.5 | 187 | -13 | -24 | 12 | null | null | High urgency from PM |
X005762 | 2025-10-28 14:22:22 | XLK | Sell | 103,200 | 66.71 | 6,884,472 | 1 | 0.29 | Medium | 7 | 14 | 17.7 | EDGX>IEX>ARCA>BATS | TWAP | 3 | LMT | 2.7 | 111 | 32 | 0.61 | Multi | false | null | null | 0 | EDGX>IEX>ARCA>BATS | LMT | 57.9 | 97 | 12.4 | 117 | 50 | 17 | -23 | null | null | High urgency from PM |
X005763 | 2025-12-22 13:34:18 | QQQ | Sell | 75,205 | 415.76 | 31,267,230.8 | 0.5 | 0.238 | High | 12.7 | 12 | -14.5 | EDGX>BATS | VWAP | 1 | LMT | 2.9 | 86 | 19 | 0.58 | LiqDrop | false | null | null | 0 | EDGX>BATS | LMT | 46.1 | 97 | 4.1 | 57 | 51 | 10 | 23 | null | null | High urgency from PM |
X005764 | 2025-12-09 14:58:48 | GOOGL | Buy | 43,347 | 164.63 | 7,136,216.61 | 2 | 0.129 | High | 3.5 | 8 | 15.8 | NYSE>EDGX | Adaptive | 4 | LMT | 2.2 | 84 | 13 | 0.49 | ToxicitySpike | false | null | null | 0 | NYSE>EDGX | LMT | 13.3 | 89 | 4.8 | 88 | 59 | 4 | -31 | PositionLimitNear | null | Venue switch reduced impact |
X005765 | 2025-11-23 12:27:19 | BRK.B | Buy | 9,333 | 240.53 | 2,244,866.49 | 1.5 | 0.042 | High | 19.1 | 31 | -30.6 | ARCA>EDGX>IEX | POV | 4 | MKT | 9 | 65 | 31 | 0.47 | LiqDrop | false | null | null | 0 | ARCA>EDGX>IEX | MKT | 94.7 | 85 | 20.7 | 112 | -4 | -33 | -12 | null | null | Venue switch reduced impact |
X005766 | 2025-10-28 15:17:23 | JPM | Buy | 4,409 | 101.14 | 445,926.26 | 3.1 | 0.109 | Low | 26.2 | 37 | 28.4 | BATS>NYSE>IEX>EDGX>ARCA | TWAP | 1 | PO | 7.8 | 61 | 35 | 0.43 | Multi | false | null | null | 0 | BATS>NYSE>IEX>EDGX>ARCA | PO | 66.7 | 97 | 29.5 | 180 | -1 | -36 | 18 | null | null | Stable book; normal liquidity |
X005767 | 2025-11-04 09:35:14 | T | Sell | 13,880 | 249.55 | 3,463,754 | 2.6 | 0.116 | Low | 22.3 | 38 | 4.8 | ARCA>NYSE>EDGX>BATS | VWAP | 3 | MKT | 9.1 | 66 | 17 | 0.59 | LiqDrop | false | null | null | 0 | ARCA>NYSE>EDGX>BATS | MKT | 39.5 | 99 | 6.6 | 98 | 40 | 13 | -19 | null | null | Toxic prints; widened spread |
X005768 | 2025-10-27 15:08:03 | DIS | Buy | 87,537 | 142.5 | 12,474,022.5 | 2.2 | 0.382 | Low | 21.1 | 11 | -5.5 | IEX>BATS>NASDAQ | TWAP | 1 | LMT | 5.6 | 90 | 22 | 0.69 | Multi | false | null | null | 0 | IEX>BATS>NASDAQ | LMT | 2.5 | 89 | 0 | 70 | 18 | 4 | -34 | null | null | High urgency from PM |
X005769 | 2025-11-08 10:40:02 | LQD | Sell | 32,466 | 106.71 | 3,464,446.86 | 1 | 0.16 | Medium | 17.3 | 27 | 4.7 | NASDAQ>IEX>ARCA | Adaptive | 2 | LMT | 4.4 | 73 | 19 | 0.57 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX>ARCA | LMT | 70 | 95 | 0 | 117 | 54 | -18 | 40 | null | null | Venue switch reduced impact |
X005770 | 2025-11-15 15:36:10 | HYG | Buy | 31,040 | 74.62 | 2,316,204.8 | 1.6 | 0.17 | Medium | 11.3 | 34 | 0.4 | IEX>NYSE>NASDAQ | POV | 4 | LMT | 4.9 | 77 | 12 | 0.5 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 14 | IEX>NYSE>NASDAQ | LMT>IOC | 79.4 | 81 | 8.1 | 61 | 57 | 15 | -14 | null | null | Paused due to data glitch |
X005771 | 2025-11-22 15:02:25 | SPY | Buy | 36,528 | 460.15 | 16,808,359.2 | 1.6 | 0.049 | Medium | 22.2 | 15 | -7.7 | ARCA>BATS>IEX | POV | 5 | MKT | 11.4 | 83 | 19 | 0.64 | Multi | false | null | null | 0 | ARCA>BATS>IEX | MKT | 26.9 | 98 | 15.6 | 14 | -5 | 18 | 23 | PositionLimitNear | null | Venue switch reduced impact |
X005772 | 2025-11-06 13:36:04 | AMD | Sell | 4,445 | 170.04 | 755,827.8 | 1.9 | 0.124 | Low | 24.9 | 21 | 5.4 | NASDAQ>IEX>ARCA>BATS | TWAP | 3 | MKT | 10 | 62 | 24 | 0.75 | Multi | false | null | null | 0 | NASDAQ>IEX>ARCA>BATS | MKT | 53.3 | 91 | 13.3 | 61 | 14 | 21 | 4 | null | null | Paused due to data glitch |
X005773 | 2025-12-11 13:17:52 | SPY | Sell | 587,065 | 489.97 | 287,644,238.05 | 1.1 | 0.793 | Low | 8.2 | 6 | 23.6 | NASDAQ>ARCA>BATS>NYSE>IEX | VWAP | 1 | MKT | 2.9 | 200 | 31 | 0.53 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>BATS>NYSE>IEX | MKT | 53.9 | 92 | 21.7 | 371 | 17 | -7 | 18 | null | null | High urgency from PM |
X005774 | 2025-12-13 15:28:27 | CSCO | Buy | 59,239 | 343.52 | 20,349,781.28 | 4 | 0.149 | Low | 20.3 | 30 | 16.8 | NASDAQ>IEX>EDGX | VWAP | 1 | PO | 6.5 | 80 | 21 | 0.55 | LiqDrop | false | null | null | 0 | NASDAQ>IEX>EDGX | PO | 54.5 | 98 | 18.4 | 46 | 27 | 30 | -36 | null | null | Toxic prints; widened spread |
X005775 | 2025-11-22 14:04:55 | CVX | Sell | 18,099 | 20.61 | 373,020.39 | 1 | 0.107 | High | 8 | 38 | 13.8 | NYSE>IEX>ARCA | TWAP | 2 | MKT | 3.1 | 67 | 28 | 0.7 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 17 | NYSE>IEX>ARCA | MKT>PO | 92.8 | 95 | 0 | 66 | -10 | -27 | -16 | null | null | Stable book; normal liquidity |
X005776 | 2025-10-29 12:26:54 | INTC | Sell | 4,009 | 333.6 | 1,337,402.4 | 0.7 | 0.191 | Medium | 26.4 | 8 | -22.2 | NASDAQ>ARCA | POV | 5 | PO | 11.5 | 62 | 19 | 0.74 | Slip>Thresh | true | SlippageAboveThreshold | AlgoSwitch | 33 | NASDAQ>ARCA | PO>LMT | 89.5 | 100 | 21.8 | 159 | -3 | 2 | -9 | PositionLimitNear | Unknown | High urgency from PM |
X005777 | 2025-12-07 10:41:31 | PFE | Sell | 27,737 | 220.96 | 6,128,767.52 | 2.8 | 0.075 | Ultra | 3.2 | 3 | 34.7 | IEX>BATS | IS | 5 | IOC | 4.2 | 78 | 12 | 0.54 | Multi | false | null | null | 0 | IEX>BATS | IOC | 72.1 | 85 | 2.4 | 95 | 28 | 14 | -38 | null | null | Venue switch reduced impact |
X005778 | 2025-12-05 09:35:27 | IEF | Buy | 5,903 | 98.44 | 581,091.32 | 2.1 | 0.022 | High | 19.2 | 30 | 11.4 | IEX>NYSE>NASDAQ | TWAP | 1 | MKT | 6.1 | 62 | 26 | 0.69 | LiqDrop | false | null | null | 0 | IEX>NYSE>NASDAQ | MKT | 35.4 | 96 | 10.5 | 42 | 60 | -26 | 2 | NoShort | null | Venue switch reduced impact |
X005779 | 2025-11-14 12:38:55 | GOOGL | Buy | 94,646 | 31.94 | 3,022,993.24 | 1.6 | 0.282 | Medium | 5.2 | 32 | 2.4 | NYSE>IEX>ARCA>EDGX>BATS | POV | 5 | LMT | 3.3 | 121 | 12 | 0.8 | LiqDrop | false | null | null | 0 | NYSE>IEX>ARCA>EDGX>BATS | LMT | 33.6 | 94 | 9.2 | 131 | 40 | -39 | -36 | null | null | Toxic prints; widened spread |
X005780 | 2025-11-12 10:34:44 | AAPL | Buy | 20,876 | 294.46 | 6,147,146.96 | 1.4 | 0.061 | High | 17.4 | 35 | -15.8 | IEX>EDGX>ARCA>BATS | TWAP | 3 | MKT | 7 | 70 | 22 | 0.82 | LiqDrop | false | null | null | 0 | IEX>EDGX>ARCA>BATS | MKT | 96.8 | 87 | 7.1 | 53 | 32 | -19 | 20 | Watchlist | null | Paused due to data glitch |
X005781 | 2025-11-10 14:57:30 | UNH | Buy | 96,715 | 40.97 | 3,962,413.55 | 3.2 | 0.425 | Low | 9.5 | 17 | -25.9 | BATS>NASDAQ>IEX>NYSE | Adaptive | 1 | PO | 3.5 | 93 | 18 | 0.46 | Slip>Thresh | false | null | null | 0 | BATS>NASDAQ>IEX>NYSE | PO | 41.4 | 89 | 0 | 116 | 47 | 14 | 11 | null | null | Venue switch reduced impact |
X005782 | 2025-12-11 14:24:08 | WMT | Sell | 18,610 | 36.17 | 673,123.7 | 3.3 | 0.057 | Medium | 17.8 | 24 | 0.8 | ARCA>NYSE>IEX>BATS | POV | 5 | LMT | 9.1 | 72 | 17 | 0.45 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>IEX>BATS | LMT | 40 | 97 | 5.1 | 56 | 44 | 13 | 18 | null | null | Stable book; normal liquidity |
X005783 | 2025-12-15 11:01:58 | QQQ | Buy | 22,373 | 416.38 | 9,315,669.74 | 0.7 | 0.071 | Ultra | 14.9 | 36 | -30.7 | ARCA>EDGX>NYSE>BATS | IS | 5 | PO | 7.4 | 74 | 31 | 0.83 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 10 | ARCA>EDGX>NYSE>BATS | PO>MKT | 89.4 | 91 | 3 | 66 | -3 | 20 | -6 | NoShort | null | Paused due to data glitch |
X005784 | 2025-12-09 12:43:45 | TLT | Sell | 28,210 | 92.82 | 2,618,452.2 | 1.7 | 0.103 | Medium | 13.4 | 11 | -25.4 | EDGX>BATS | VWAP | 2 | MKT | 4.9 | 71 | 25 | 0.46 | LiqDrop | false | null | null | 0 | EDGX>BATS | MKT | 88.2 | 85 | 0 | 22 | 48 | 1 | -2 | PositionLimitNear | null | High urgency from PM |
X005785 | 2025-12-11 15:40:18 | BRK.B | Sell | 19,533 | 222.93 | 4,354,491.69 | 2.6 | 0.089 | Medium | 11 | 19 | 20.7 | ARCA>IEX>BATS>NYSE>EDGX | Adaptive | 4 | LMT | 4.7 | 71 | 25 | 0.45 | Slip>Thresh | false | null | null | 0 | ARCA>IEX>BATS>NYSE>EDGX | LMT | 94.4 | 99 | 10.9 | 60 | -5 | 7 | -29 | null | null | Toxic prints; widened spread |
X005786 | 2025-12-04 11:04:46 | XLK | Sell | 140,356 | 39.28 | 5,513,183.68 | 0.9 | 0.394 | Low | 13.1 | 19 | 25.7 | NASDAQ>NYSE>ARCA>BATS | IS | 5 | PO | 6.9 | 151 | 24 | 0.78 | Slip>Thresh | false | null | null | 0 | NASDAQ>NYSE>ARCA>BATS | PO | 34.5 | 85 | 0 | 16 | 12 | -33 | -15 | NoShort | null | Toxic prints; widened spread |
X005787 | 2025-11-13 11:43:53 | T | Buy | 14,353 | 36.97 | 530,630.41 | 4 | 0.12 | Medium | 4.1 | 21 | -24.3 | NYSE>ARCA>EDGX>IEX | IS | 4 | MKT | 5.4 | 68 | 13 | 0.66 | ToxicitySpike | false | null | null | 0 | NYSE>ARCA>EDGX>IEX | MKT | 19.1 | 91 | 20.3 | 82 | 4 | 23 | -10 | Watchlist | null | Paused due to data glitch |
X005788 | 2025-11-30 10:29:27 | LQD | Buy | 21,876 | 109.03 | 2,385,140.28 | 1.6 | 0.108 | Medium | 17 | 22 | -12 | EDGX>NYSE>ARCA>NASDAQ | VWAP | 3 | IOC | 6.4 | 70 | 27 | 0.67 | LiqDrop | false | null | null | 0 | EDGX>NYSE>ARCA>NASDAQ | IOC | 88.4 | 93 | 17.3 | 74 | -7 | -20 | 26 | null | null | Toxic prints; widened spread |
X005789 | 2025-10-31 10:54:34 | CSCO | Sell | 184,461 | 270.81 | 49,953,883.41 | 2.3 | 0.463 | Low | 19.5 | 23 | -31.1 | BATS>EDGX | IS | 5 | LMT | 10 | 179 | 27 | 0.46 | ToxicitySpike | false | null | null | 0 | BATS>EDGX | LMT | 71.2 | 94 | 1.4 | 99 | 24 | -8 | 21 | Watchlist | null | High urgency from PM |
X005790 | 2025-12-19 11:29:31 | BRK.B | Sell | 36,429 | 24.33 | 886,317.57 | 2.1 | 0.166 | Medium | 9.1 | 13 | 20.1 | BATS>ARCA>IEX>NASDAQ>EDGX | IS | 5 | PO | 6.1 | 83 | 23 | 0.51 | Multi | false | null | null | 0 | BATS>ARCA>IEX>NASDAQ>EDGX | PO | 86.9 | 95 | 0 | 101 | -11 | 23 | -12 | PositionLimitNear | null | Stable book; normal liquidity |
X005791 | 2025-12-18 15:22:30 | XLY | Buy | 27,249 | 292.67 | 7,974,964.83 | 1.6 | 0.114 | Medium | 11.8 | 36 | 20.1 | BATS>NYSE>EDGX>ARCA | TWAP | 2 | MKT | 4.6 | 71 | 35 | 0.74 | LiqDrop | true | LiquidityDrop | VenueSwitch | 12 | BATS>NYSE>EDGX>ARCA | MKT>IOC | 14.4 | 91 | 19.8 | 112 | -10 | -8 | -23 | Watchlist | null | High urgency from PM |
X005792 | 2025-12-06 15:47:29 | GOOGL | Buy | 28,083 | 304.55 | 8,552,677.65 | 1.2 | 0.084 | Medium | 21 | 33 | 9.5 | NYSE>ARCA>IEX>BATS | IS | 5 | LMT | 9.6 | 78 | 16 | 0.66 | LiqDrop | false | null | null | 0 | NYSE>ARCA>IEX>BATS | LMT | 38.5 | 93 | 9.9 | 72 | 60 | -38 | -17 | null | null | High urgency from PM |
X005793 | 2025-11-16 13:52:54 | DIS | Buy | 28,286 | 62.31 | 1,762,500.66 | 1.7 | 0.123 | Low | 24.4 | 19 | -30 | NYSE>NASDAQ>ARCA>EDGX>BATS | Adaptive | 2 | MKT | 7.6 | 72 | 17 | 0.64 | Multi | false | null | null | 0 | NYSE>NASDAQ>ARCA>EDGX>BATS | MKT | 66.1 | 86 | 0 | 110 | 53 | 18 | 28 | null | null | Toxic prints; widened spread |
X005794 | 2025-11-03 15:40:43 | TSLA | Buy | 23,854 | 171.03 | 4,079,749.62 | 1.4 | 0.074 | Medium | 22.8 | 3 | -26.4 | NYSE>EDGX>NASDAQ>BATS>ARCA | TWAP | 1 | LMT | 5.6 | 68 | 31 | 0.83 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX>NASDAQ>BATS>ARCA | LMT | 6.5 | 95 | 7.3 | 50 | 18 | 26 | 16 | null | null | Paused due to data glitch |
X005795 | 2025-11-19 15:23:01 | V | Sell | 2,210 | 313.58 | 693,011.8 | 5.2 | 0.029 | Ultra | 5.1 | 26 | -29.7 | IEX>ARCA>NYSE>BATS>EDGX | TWAP | 3 | LMT | 4.4 | 61 | 19 | 0.49 | Multi | false | null | null | 0 | IEX>ARCA>NYSE>BATS>EDGX | LMT | 0.8 | 85 | 4.3 | 46 | 40 | -6 | 39 | Watchlist | null | Venue switch reduced impact |
X005796 | 2025-11-07 10:50:29 | HYG | Sell | 13,546 | 74.53 | 1,009,583.38 | 1.5 | 0.074 | High | 14.8 | 39 | -4.4 | EDGX>IEX>NASDAQ>NYSE>ARCA | Adaptive | 5 | PO | 6.3 | 68 | 17 | 0.62 | LiqDrop | false | null | null | 0 | EDGX>IEX>NASDAQ>NYSE>ARCA | PO | 5.9 | 93 | 0 | 85 | 39 | 29 | 3 | NoShort | null | Toxic prints; widened spread |
X005797 | 2025-11-28 14:31:18 | IWM | Sell | 42,598 | 208.91 | 8,899,148.18 | 1.6 | 0.059 | Medium | 19.2 | 15 | 11.4 | EDGX>IEX | Adaptive | 5 | MKT | 8.7 | 87 | 31 | 0.48 | Multi | false | null | null | 0 | EDGX>IEX | MKT | 70.3 | 88 | 13.5 | 57 | 39 | -19 | 13 | NoShort | null | Paused due to data glitch |
X005798 | 2025-11-09 11:44:40 | XLK | Buy | 13,416 | 250.67 | 3,362,988.72 | 1.7 | 0.038 | Ultra | 8 | 35 | 1 | IEX>ARCA | VWAP | 3 | LMT | 3.1 | 66 | 22 | 0.55 | LiqDrop | false | null | null | 0 | IEX>ARCA | LMT | 39.5 | 94 | 7.3 | 42 | -12 | 30 | -2 | PositionLimitNear | null | Paused due to data glitch |
X005799 | 2025-11-23 15:37:46 | MSFT | Sell | 8,856 | 179.04 | 1,585,578.24 | 2.3 | 0.047 | Medium | 16 | 34 | -6.5 | ARCA>EDGX>NYSE>IEX | Adaptive | 2 | MKT | 5.6 | 63 | 12 | 0.61 | Multi | false | null | null | 0 | ARCA>EDGX>NYSE>IEX | MKT | 73.4 | 98 | 15 | 22 | 47 | -22 | 35 | null | null | Stable book; normal liquidity |
X005800 | 2025-12-07 13:42:55 | JNJ | Buy | 63,498 | 38.2 | 2,425,623.6 | 5 | 0.233 | Low | 22.6 | 8 | -25.6 | NASDAQ>IEX>ARCA>EDGX>NYSE | Adaptive | 3 | IOC | 9.8 | 91 | 21 | 0.76 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 21 | NASDAQ>IEX>ARCA>EDGX>NYSE | IOC>PO | 28.9 | 96 | 4 | 140 | -15 | -31 | 33 | null | null | Paused due to data glitch |
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