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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X005801 | 2025-11-08 09:35:15 | AMD | Sell | 34,283 | 185.71 | 6,366,695.93 | 1.6 | 0.956 | Low | 35.1 | 13 | -26.3 | IEX>BATS | IS | 5 | MKT | 19.5 | 82 | 34 | 0.6 | LiqDrop | false | null | null | 0 | IEX>BATS | MKT | 75 | 90 | 41.8 | 108 | 41 | 22 | -4 | null | null | Venue switch reduced impact |
X005802 | 2025-11-14 11:57:41 | MA | Buy | 32,673 | 249.51 | 8,152,240.23 | 0.7 | 0.139 | Medium | 22 | 9 | 15.4 | ARCA>BATS>EDGX>IEX>NASDAQ | VWAP | 1 | IOC | 5.6 | 71 | 29 | 0.41 | LiqDrop | false | null | null | 0 | ARCA>BATS>EDGX>IEX>NASDAQ | IOC | 30 | 93 | 0 | 72 | -6 | 10 | 4 | null | null | High urgency from PM |
X005803 | 2025-10-30 13:43:12 | MSFT | Sell | 29,250 | 40.68 | 1,189,890 | 3.3 | 0.155 | Low | 18.9 | 21 | 6.5 | IEX>EDGX | TWAP | 3 | MKT | 8.9 | 74 | 31 | 0.63 | LiqDrop | false | null | null | 0 | IEX>EDGX | MKT | 81.1 | 87 | 6.2 | 78 | 30 | 17 | 8 | null | null | High urgency from PM |
X005804 | 2025-11-23 10:09:07 | JNJ | Buy | 28,697 | 230.81 | 6,623,554.57 | 2.7 | 0.105 | Medium | 11.3 | 30 | 20.2 | ARCA>IEX>NASDAQ>NYSE>BATS | VWAP | 2 | MKT | 4.9 | 72 | 15 | 0.55 | ToxicitySpike | false | null | null | 0 | ARCA>IEX>NASDAQ>NYSE>BATS | MKT | 46.2 | 93 | 0 | 88 | 9 | 4 | -15 | null | null | Stable book; normal liquidity |
X005805 | 2025-11-13 13:15:46 | XLV | Buy | 100,548 | 248.42 | 24,978,134.16 | 1.1 | 0.282 | High | 3.3 | 22 | -22.6 | NYSE>EDGX>NASDAQ>BATS | Adaptive | 5 | LMT | 1.9 | 125 | 29 | 0.81 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX>NASDAQ>BATS | LMT | 8.6 | 95 | 0 | 113 | 48 | -10 | -36 | null | Throttle | High urgency from PM |
X005806 | 2025-11-03 10:20:56 | XLU | Sell | 41,781 | 314.5 | 13,140,124.5 | 2.3 | 0.134 | Low | 22.1 | 14 | -26.1 | BATS>NYSE | Adaptive | 2 | MKT | 7.3 | 77 | 23 | 0.7 | Slip>Thresh | false | null | null | 0 | BATS>NYSE | MKT | 9.8 | 86 | 0 | 24 | -8 | -24 | -8 | PositionLimitNear | null | High urgency from PM |
X005807 | 2025-12-11 13:25:16 | XLF | Buy | 40,835 | 347.17 | 14,176,686.95 | 3.1 | 0.112 | Low | 23.5 | 39 | 3.7 | NYSE>BATS>EDGX | VWAP | 1 | MKT | 7.4 | 74 | 13 | 0.67 | Slip>Thresh | false | null | null | 0 | NYSE>BATS>EDGX | MKT | 62.5 | 92 | 0 | 17 | 14 | 9 | 37 | PositionLimitNear | null | Paused due to data glitch |
X005808 | 2025-11-18 15:00:45 | XLE | Sell | 14,672 | 52.55 | 771,013.6 | 1.9 | 0.053 | Ultra | 5.4 | 15 | -5.8 | NASDAQ>IEX>NYSE>ARCA | POV | 5 | LMT | 3.4 | 69 | 35 | 0.82 | LiqDrop | false | null | null | 0 | NASDAQ>IEX>NYSE>ARCA | LMT | 59.8 | 68 | 0.9 | 70 | 27 | 28 | -32 | null | null | Toxic prints; widened spread |
X005809 | 2025-12-03 15:40:04 | SPY | Buy | 44,935 | 458.18 | 20,588,318.3 | 1.1 | 0.061 | High | 14.3 | 6 | 26.7 | EDGX>ARCA>NASDAQ>NYSE>BATS | VWAP | 3 | PO | 5 | 82 | 20 | 0.53 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA>NASDAQ>NYSE>BATS | PO | 11.6 | 91 | 12.5 | 122 | 49 | 28 | -26 | null | null | Toxic prints; widened spread |
X005810 | 2025-12-08 15:47:07 | QQQ | Buy | 97,989 | 426.17 | 41,759,972.13 | 0.7 | 0.311 | Low | 22.2 | 5 | -33.5 | NASDAQ>EDGX>IEX | Adaptive | 1 | IOC | 5.4 | 94 | 19 | 0.63 | Multi | false | null | null | 0 | NASDAQ>EDGX>IEX | IOC | 66.4 | 100 | 5.3 | 29 | 27 | -38 | 33 | Watchlist | null | Venue switch reduced impact |
X005811 | 2025-10-29 13:45:36 | IEF | Buy | 35,131 | 94.75 | 3,328,662.25 | 3.1 | 0.133 | Medium | 8.7 | 15 | -9.9 | BATS>NYSE>ARCA>NASDAQ | Adaptive | 1 | PO | 3.2 | 72 | 29 | 0.44 | LiqDrop | false | null | null | 0 | BATS>NYSE>ARCA>NASDAQ | PO | 40.9 | 95 | 7.3 | 10 | 58 | -17 | 1 | null | null | High urgency from PM |
X005812 | 2025-11-11 09:56:26 | QQQ | Sell | 345,437 | 402.24 | 138,948,578.88 | 1 | 1.095 | Low | 23.7 | 18 | 10 | ARCA>EDGX>IEX>BATS | VWAP | 1 | MKT | 6.8 | 180 | 12 | 0.79 | LiqDrop | false | null | null | 0 | ARCA>EDGX>IEX>BATS | MKT | 24.2 | 87 | 19 | 174 | 37 | -14 | -18 | null | null | Venue switch reduced impact |
X005813 | 2025-12-25 12:11:49 | TLT | Sell | 38,516 | 96.86 | 3,730,659.76 | 2.5 | 0.141 | High | 3.9 | 37 | 32 | BATS>IEX>EDGX>NYSE>ARCA | POV | 5 | LMT | 3.4 | 85 | 18 | 0.41 | Slip>Thresh | false | null | null | 0 | BATS>IEX>EDGX>NYSE>ARCA | LMT | 97.1 | 90 | 6.4 | 113 | -9 | 28 | -32 | null | null | High urgency from PM |
X005814 | 2025-12-07 11:07:30 | WMT | Sell | 50,779 | 156.09 | 7,926,094.11 | 2.8 | 0.156 | Low | 16.4 | 7 | -20.5 | NYSE>NASDAQ>EDGX>BATS | IS | 5 | MKT | 10.9 | 93 | 13 | 0.47 | Multi | true | MultiTrigger | OrderTypeChange | 31 | NYSE>NASDAQ>EDGX>BATS | MKT>IOC | 91.1 | 92 | 4.3 | 193 | 46 | -30 | 14 | null | null | Venue switch reduced impact |
X005815 | 2025-12-15 11:20:28 | CVX | Buy | 24,597 | 108.39 | 2,666,068.83 | 1.2 | 0.146 | Medium | 21.3 | 38 | 30.8 | NASDAQ>EDGX>ARCA>BATS | POV | 5 | LMT | 8.9 | 75 | 26 | 0.52 | Slip>Thresh | false | null | null | 0 | NASDAQ>EDGX>ARCA>BATS | LMT | 98.6 | 89 | 0 | 55 | 1 | 16 | 30 | null | null | Toxic prints; widened spread |
X005816 | 2025-11-07 12:46:44 | JPM | Sell | 11,022 | 165.84 | 1,827,888.48 | 5.2 | 0.273 | Low | 39.9 | 8 | 28.2 | BATS>NASDAQ | Adaptive | 3 | MKT | 15.7 | 65 | 32 | 0.73 | Multi | false | null | null | 0 | BATS>NASDAQ | MKT | 82.7 | 87 | 7.7 | 79 | 18 | -31 | -31 | NoShort | null | High urgency from PM |
X005817 | 2025-10-27 14:40:11 | BRK.B | Sell | 40,895 | 253.04 | 10,348,070.8 | 1.8 | 0.186 | Medium | 6.6 | 3 | 14.9 | BATS>EDGX>NASDAQ>ARCA>IEX | TWAP | 2 | LMT | 2.6 | 77 | 26 | 0.53 | ToxicitySpike | false | null | null | 0 | BATS>EDGX>NASDAQ>ARCA>IEX | LMT | 57 | 95 | 4.1 | 171 | 19 | 0 | 20 | null | null | High urgency from PM |
X005818 | 2025-11-12 13:40:58 | XLB | Sell | 120,949 | 283.25 | 34,258,804.25 | 1.7 | 0.308 | Low | 18.8 | 32 | 8.8 | NASDAQ>BATS | TWAP | 3 | LMT | 6.4 | 120 | 28 | 0.79 | LiqDrop | false | null | null | 0 | NASDAQ>BATS | LMT | 20.1 | 97 | 14.6 | 91 | 23 | -17 | -17 | null | null | Venue switch reduced impact |
X005819 | 2025-11-27 13:09:48 | CVX | Buy | 18,089 | 96.67 | 1,748,663.63 | 0.9 | 0.107 | High | 10.9 | 11 | 13.9 | BATS>ARCA | Adaptive | 4 | MKT | 4.5 | 70 | 13 | 0.77 | Multi | false | null | null | 0 | BATS>ARCA | MKT | 59.3 | 88 | 0 | 108 | -17 | 9 | 17 | null | null | Stable book; normal liquidity |
X005820 | 2025-11-24 12:52:26 | XLE | Buy | 7,562 | 245.72 | 1,858,134.64 | 3.8 | 0.027 | Ultra | 7.4 | 32 | 12.8 | NASDAQ>BATS>ARCA | Adaptive | 5 | MKT | 5.8 | 64 | 35 | 0.77 | ToxicitySpike | false | null | null | 0 | NASDAQ>BATS>ARCA | MKT | 26.2 | 97 | 5.8 | 69 | 56 | -23 | 3 | null | Unknown | Toxic prints; widened spread |
X005821 | 2025-11-05 12:36:42 | KO | Buy | 7,895 | 113.06 | 892,608.7 | 1.8 | 0.197 | Medium | 9.7 | 19 | 3.2 | NASDAQ>EDGX | Adaptive | 4 | LMT | 3.9 | 64 | 13 | 0.65 | Slip>Thresh | false | null | null | 0 | NASDAQ>EDGX | LMT | 56.4 | 92 | 0 | 10 | 12 | -37 | -38 | NoShort | PriceBand | Venue switch reduced impact |
X005822 | 2025-12-06 14:46:35 | HYG | Buy | 44,452 | 73.92 | 3,285,891.84 | 2 | 0.244 | Low | 18.6 | 37 | 24.6 | ARCA>EDGX>NYSE>IEX | IS | 4 | LMT | 8.4 | 85 | 31 | 0.45 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX>NYSE>IEX | LMT | 9.4 | 99 | 14.4 | 119 | 9 | 8 | 29 | null | null | Paused due to data glitch |
X005823 | 2025-12-10 14:04:40 | GOOGL | Sell | 65,837 | 90.25 | 5,941,789.25 | 1.4 | 0.196 | Low | 22.7 | 19 | -31.7 | ARCA>IEX | TWAP | 2 | LMT | 6.5 | 87 | 13 | 0.63 | Slip>Thresh | false | null | null | 0 | ARCA>IEX | LMT | 67.9 | 92 | 11.4 | 10 | 17 | 24 | -6 | null | null | Stable book; normal liquidity |
X005824 | 2025-11-03 13:32:16 | DIS | Buy | 42,015 | 106.87 | 4,490,143.05 | 1.6 | 0.183 | Low | 23 | 7 | 14.7 | NASDAQ>ARCA>IEX | VWAP | 1 | MKT | 6.6 | 74 | 27 | 0.54 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 19 | NASDAQ>ARCA>IEX | MKT>LMT | 99.2 | 93 | 25.4 | 87 | 41 | -5 | 34 | NoShort | null | Toxic prints; widened spread |
X005825 | 2025-11-09 15:27:35 | INTC | Buy | 1,233 | 108.63 | 133,940.79 | 0.8 | 0.059 | High | 17.9 | 16 | -30.8 | IEX>NASDAQ>EDGX>NYSE | POV | 5 | PO | 8 | 60 | 18 | 0.81 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ>EDGX>NYSE | PO | 67.6 | 96 | 4.4 | 10 | 9 | -10 | -37 | null | null | High urgency from PM |
X005826 | 2025-12-05 15:49:43 | V | Buy | 10,870 | 44.16 | 480,019.2 | 5.1 | 0.141 | Low | 35.5 | 30 | -6.3 | ARCA>NASDAQ>NYSE>EDGX | IS | 4 | LMT | 16.8 | 66 | 19 | 0.57 | Slip>Thresh | true | SlippageAboveThreshold | OrderTypeChange | 29 | ARCA>NASDAQ>NYSE>EDGX | LMT>IOC | 68.1 | 85 | 21.7 | 108 | 49 | 14 | 39 | null | null | High urgency from PM |
X005827 | 2025-11-18 11:41:31 | NVDA | Sell | 8,680 | 16.7 | 144,956 | 1.5 | 0.225 | Low | 27.5 | 15 | -17.8 | NASDAQ>BATS>ARCA | IS | 4 | MKT | 13.7 | 64 | 23 | 0.6 | LiqDrop | false | null | null | 0 | NASDAQ>BATS>ARCA | MKT | 1.9 | 87 | 31.1 | 36 | 58 | -1 | 38 | NoShort | null | Venue switch reduced impact |
X005828 | 2025-12-07 10:17:00 | MSFT | Sell | 20,958 | 173.71 | 3,640,614.18 | 3.3 | 0.111 | Low | 20.2 | 12 | -19.9 | EDGX>BATS>NYSE>NASDAQ | IS | 4 | LMT | 9.9 | 72 | 25 | 0.49 | ToxicitySpike | false | null | null | 0 | EDGX>BATS>NYSE>NASDAQ | LMT | 43.2 | 85 | 15.5 | 55 | 39 | -3 | 19 | Watchlist | null | Stable book; normal liquidity |
X005829 | 2025-12-17 09:52:30 | MSFT | Sell | 29,560 | 256.45 | 7,580,662 | 3.6 | 0.157 | Low | 12.9 | 10 | 14.9 | NASDAQ>IEX>ARCA>NYSE | TWAP | 3 | MKT | 7 | 74 | 35 | 0.77 | Multi | false | null | null | 0 | NASDAQ>IEX>ARCA>NYSE | MKT | 10.2 | 85 | 12 | 67 | 42 | -16 | -22 | null | Throttle | Venue switch reduced impact |
X005830 | 2025-11-18 10:07:58 | TLT | Buy | 27,160 | 90.64 | 2,461,782.4 | 2.4 | 0.099 | Medium | 8.5 | 26 | -7.5 | NASDAQ>NYSE | Adaptive | 3 | PO | 3.8 | 73 | 15 | 0.66 | Slip>Thresh | false | null | null | 0 | NASDAQ>NYSE | PO | 5.2 | 99 | 2.3 | 34 | 40 | -13 | -23 | null | null | High urgency from PM |
X005831 | 2025-11-10 09:35:47 | XLU | Buy | 162,834 | 43.91 | 7,150,040.94 | 1.1 | 0.521 | Low | 18.1 | 25 | 31.3 | BATS>NASDAQ>NYSE>IEX | Adaptive | 3 | PO | 6 | 141 | 14 | 0.45 | ToxicitySpike | false | null | null | 0 | BATS>NASDAQ>NYSE>IEX | PO | 15 | 86 | 9.8 | 79 | -4 | 14 | -38 | null | null | Stable book; normal liquidity |
X005832 | 2025-11-12 14:14:57 | MA | Buy | 57,976 | 20.7 | 1,200,103.2 | 1.1 | 0.247 | Medium | 10.5 | 4 | 29.9 | ARCA>EDGX>NYSE>BATS | VWAP | 1 | IOC | 3.1 | 80 | 12 | 0.48 | Multi | false | null | null | 0 | ARCA>EDGX>NYSE>BATS | IOC | 21.4 | 91 | 0 | 114 | 5 | -24 | -25 | PositionLimitNear | null | Stable book; normal liquidity |
X005833 | 2025-12-05 09:35:11 | AMD | Sell | 925 | 335.85 | 310,661.25 | 1.5 | 0.026 | Ultra | 7.6 | 19 | 32.8 | BATS>IEX>NYSE | IS | 4 | LMT | 3.9 | 60 | 23 | 0.45 | Multi | false | null | null | 0 | BATS>IEX>NYSE | LMT | 23 | 61 | 0 | 43 | 29 | -26 | 0 | PositionLimitNear | null | Paused due to data glitch |
X005834 | 2025-10-29 10:30:49 | PFE | Buy | 127,123 | 20.45 | 2,599,665.35 | 2.6 | 0.345 | Low | 22.1 | 38 | 8.8 | EDGX>NYSE>ARCA>NASDAQ | TWAP | 1 | PO | 6.6 | 104 | 27 | 0.57 | Multi | false | null | null | 0 | EDGX>NYSE>ARCA>NASDAQ | PO | 83.4 | 94 | 0 | 134 | 36 | -31 | -6 | null | null | Paused due to data glitch |
X005835 | 2025-10-30 14:07:45 | XLI | Buy | 2,623 | 348.09 | 913,040.07 | 2.2 | 0.12 | Low | 15.9 | 39 | -0.6 | NASDAQ>NYSE>BATS>IEX | IS | 4 | LMT | 7.5 | 61 | 29 | 0.79 | ToxicitySpike | false | null | null | 0 | NASDAQ>NYSE>BATS>IEX | LMT | 28.3 | 94 | 0 | 198 | 28 | 4 | 17 | null | null | Venue switch reduced impact |
X005836 | 2025-12-19 10:00:00 | QQQ | Buy | 47,791 | 424.83 | 20,303,050.53 | 0.7 | 0.151 | High | 12.3 | 8 | -9.2 | NYSE>EDGX>IEX>BATS>NASDAQ | Adaptive | 1 | PO | 3 | 76 | 20 | 0.42 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX>IEX>BATS>NASDAQ | PO | 91.3 | 88 | 0 | 95 | 20 | -26 | -21 | null | null | Toxic prints; widened spread |
X005837 | 2025-12-23 10:16:36 | TLT | Sell | 16,925 | 91.08 | 1,541,529 | 3.4 | 0.062 | Medium | 15 | 11 | 31 | BATS>IEX | TWAP | 1 | MKT | 5.7 | 65 | 31 | 0.66 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 15 | BATS>IEX | MKT>IOC | 82.2 | 89 | 6.8 | 48 | 4 | -18 | 20 | null | null | Venue switch reduced impact |
X005838 | 2025-12-13 13:23:00 | BRK.B | Buy | 49,529 | 207.77 | 10,290,640.33 | 2.2 | 0.225 | Low | 8.2 | 9 | 35 | IEX>ARCA>NYSE>NASDAQ>EDGX | VWAP | 3 | LMT | 3.5 | 84 | 16 | 0.79 | Slip>Thresh | false | null | null | 0 | IEX>ARCA>NYSE>NASDAQ>EDGX | LMT | 8.4 | 92 | 0 | 145 | 41 | 10 | -34 | null | null | Paused due to data glitch |
X005839 | 2025-11-29 10:32:07 | AMD | Buy | 5,315 | 315.24 | 1,675,500.6 | 1.3 | 0.148 | Low | 38 | 10 | -11.7 | EDGX>IEX>NYSE>NASDAQ | TWAP | 2 | LMT | 10.2 | 62 | 35 | 0.8 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>NYSE>NASDAQ | LMT | 16.2 | 96 | 19.5 | 85 | 23 | -29 | -36 | NoShort | null | Venue switch reduced impact |
X005840 | 2025-12-06 14:47:02 | XOM | Buy | 8,829 | 130.36 | 1,150,948.44 | 2.8 | 0.081 | Low | 23.2 | 8 | -13 | ARCA>NYSE>NASDAQ | IS | 4 | MKT | 12.8 | 65 | 20 | 0.72 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE>NASDAQ | MKT | 56.9 | 86 | 10.5 | 98 | 8 | 14 | 24 | null | null | Toxic prints; widened spread |
X005841 | 2025-11-09 13:57:14 | UNH | Sell | 4,267 | 320.96 | 1,369,536.32 | 2.4 | 0.019 | High | 24.7 | 31 | -0.3 | NYSE>BATS>IEX | Adaptive | 2 | PO | 7.4 | 61 | 15 | 0.53 | ToxicitySpike | false | null | null | 0 | NYSE>BATS>IEX | PO | 45.8 | 99 | 3.1 | 87 | 55 | -19 | -13 | null | null | Paused due to data glitch |
X005842 | 2025-11-16 09:35:43 | AMZN | Buy | 24,355 | 253.22 | 6,167,173.1 | 1.6 | 1.119 | Low | 21.9 | 37 | 21.1 | IEX>EDGX>NASDAQ>NYSE>BATS | Adaptive | 3 | MKT | 8.3 | 72 | 24 | 0.47 | ToxicitySpike | false | null | null | 0 | IEX>EDGX>NASDAQ>NYSE>BATS | MKT | 49.2 | 99 | 6.9 | 61 | 25 | 3 | -39 | null | null | Venue switch reduced impact |
X005843 | 2025-11-13 09:46:06 | KO | Sell | 14,139 | 100.83 | 1,425,635.37 | 2.1 | 0.352 | Low | 11.4 | 13 | 2.6 | EDGX>BATS | Adaptive | 2 | LMT | 3.6 | 66 | 32 | 0.44 | LiqDrop | false | null | null | 0 | EDGX>BATS | LMT | 93.7 | 97 | 0 | 109 | 5 | -31 | -13 | null | null | High urgency from PM |
X005844 | 2025-11-18 15:38:09 | META | Sell | 43,576 | 225.63 | 9,832,052.88 | 1.5 | 0.121 | Medium | 18.3 | 34 | -10.5 | IEX>EDGX>BATS>NYSE>NASDAQ | TWAP | 3 | LMT | 6.1 | 81 | 19 | 0.53 | LiqDrop | true | LiquidityDrop | Pause | 16 | IEX>EDGX>BATS>NYSE>NASDAQ | LMT>PO | 78 | 90 | 4.5 | 165 | 28 | -11 | -23 | NoShort | null | Venue switch reduced impact |
X005845 | 2025-12-14 09:35:05 | XLF | Sell | 75,046 | 122.93 | 9,225,404.78 | 3.7 | 0.205 | Low | 8.6 | 4 | -10.4 | EDGX>ARCA>IEX>BATS | TWAP | 3 | LMT | 4.6 | 97 | 13 | 0.54 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 11 | EDGX>ARCA>IEX>BATS | LMT>PO | 73.7 | 90 | 14 | 57 | 57 | 28 | 27 | null | PriceBand | Paused due to data glitch |
X005846 | 2025-11-20 12:00:27 | XLU | Buy | 76,376 | 301.02 | 22,990,703.52 | 2 | 0.245 | Medium | 3.5 | 11 | 21.4 | IEX>ARCA>NASDAQ>NYSE | TWAP | 1 | IOC | 2 | 86 | 12 | 0.43 | Slip>Thresh | false | null | null | 0 | IEX>ARCA>NASDAQ>NYSE | IOC | 8.5 | 97 | 4.3 | 121 | 32 | -17 | -18 | null | null | Venue switch reduced impact |
X005847 | 2025-11-30 14:49:20 | HYG | Buy | 6,830 | 76.16 | 520,172.8 | 1.1 | 0.037 | Ultra | 10.6 | 32 | -2.2 | NYSE>NASDAQ>ARCA | TWAP | 2 | PO | 3.6 | 62 | 17 | 0.49 | Slip>Thresh | false | null | null | 0 | NYSE>NASDAQ>ARCA | PO | 93 | 86 | 3.1 | 41 | -1 | -24 | 22 | null | null | Paused due to data glitch |
X005848 | 2025-12-13 14:52:33 | BAC | Buy | 116,483 | 185.32 | 21,586,629.56 | 1 | 0.318 | Medium | 7.4 | 13 | -34.9 | ARCA>BATS>EDGX>NASDAQ>IEX | TWAP | 3 | MKT | 3.4 | 118 | 23 | 0.56 | Multi | false | null | null | 0 | ARCA>BATS>EDGX>NASDAQ>IEX | MKT | 41.1 | 90 | 19.8 | 43 | -6 | -17 | -22 | Watchlist | null | Venue switch reduced impact |
X005849 | 2025-12-05 10:49:43 | CSCO | Buy | 13,183 | 45.74 | 602,990.42 | 4.5 | 0.033 | Medium | 18.1 | 15 | -16.8 | NYSE>EDGX>NASDAQ | VWAP | 1 | LMT | 5.6 | 64 | 20 | 0.63 | Multi | false | null | null | 0 | NYSE>EDGX>NASDAQ | LMT | 72.4 | 89 | 8.9 | 78 | -14 | -12 | -10 | null | null | Venue switch reduced impact |
X005850 | 2025-12-18 10:04:13 | BA | Buy | 26,957 | 342.57 | 9,234,659.49 | 2.3 | 0.09 | Ultra | 3.2 | 22 | 26.1 | EDGX>NASDAQ>ARCA | TWAP | 2 | IOC | 2.3 | 71 | 16 | 0.8 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ>ARCA | IOC | 28 | 85 | 0 | 40 | 6 | -19 | 35 | NoShort | null | High urgency from PM |
X005851 | 2025-10-31 10:49:15 | XLY | Buy | 59,212 | 242.26 | 14,344,699.12 | 1.5 | 0.247 | Low | 13.1 | 7 | 19.7 | EDGX>NASDAQ>NYSE>IEX | IS | 5 | LMT | 6.7 | 98 | 27 | 0.81 | Multi | false | null | null | 0 | EDGX>NASDAQ>NYSE>IEX | LMT | 35.4 | 91 | 3.9 | 100 | 14 | -10 | 8 | null | null | Venue switch reduced impact |
X005852 | 2025-11-11 13:46:41 | INTC | Buy | 496 | 214.76 | 106,520.96 | 1.2 | 0.024 | Ultra | 12.8 | 35 | 20.9 | EDGX>BATS>NASDAQ>NYSE>ARCA | VWAP | 3 | LMT | 4.1 | 60 | 29 | 0.42 | Multi | false | null | null | 0 | EDGX>BATS>NASDAQ>NYSE>ARCA | LMT | 98.3 | 94 | 10.8 | 69 | -18 | 7 | 14 | null | null | Paused due to data glitch |
X005853 | 2025-12-19 15:30:28 | GOOGL | Buy | 14,171 | 234.64 | 3,325,083.44 | 1.1 | 0.042 | High | 19.7 | 14 | 10.1 | ARCA>NYSE>BATS | Adaptive | 4 | MKT | 7.6 | 68 | 24 | 0.53 | Multi | false | null | null | 0 | ARCA>NYSE>BATS | MKT | 54.5 | 92 | 3.4 | 13 | 53 | 10 | 31 | null | null | Paused due to data glitch |
X005854 | 2025-11-21 09:35:16 | PEP | Sell | 30,358 | 86.82 | 2,635,681.56 | 3.9 | 0.096 | Low | 10.9 | 26 | 31.2 | BATS>EDGX | POV | 5 | MKT | 8.5 | 79 | 34 | 0.48 | LiqDrop | false | null | null | 0 | BATS>EDGX | MKT | 1.8 | 96 | 0 | 36 | 41 | -31 | 36 | PositionLimitNear | null | Toxic prints; widened spread |
X005855 | 2025-12-05 15:36:40 | CVX | Buy | 10,221 | 26.08 | 266,563.68 | 1.4 | 0.061 | Medium | 20.1 | 19 | 15.1 | NYSE>EDGX | VWAP | 2 | LMT | 5.5 | 64 | 13 | 0.69 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX | LMT | 99.4 | 89 | 4.8 | 10 | 33 | -14 | 35 | null | Unknown | Toxic prints; widened spread |
X005856 | 2025-12-25 09:50:14 | CSCO | Sell | 119,140 | 55.54 | 6,617,035.6 | 3.5 | 0.299 | Low | 22.5 | 18 | -33.8 | IEX>BATS>EDGX>NYSE | Adaptive | 5 | LMT | 9.5 | 137 | 17 | 0.46 | Slip>Thresh | false | null | null | 0 | IEX>BATS>EDGX>NYSE | LMT | 21.5 | 64 | 15.5 | 148 | 9 | -5 | 0 | null | VenueReject | Toxic prints; widened spread |
X005857 | 2025-12-19 10:44:13 | AAPL | Sell | 113,553 | 351.34 | 39,895,711.02 | 2.3 | 0.334 | Low | 21.9 | 25 | 17 | NASDAQ>IEX>BATS>NYSE | IS | 4 | IOC | 11.5 | 125 | 14 | 0.64 | LiqDrop | false | null | null | 0 | NASDAQ>IEX>BATS>NYSE | IOC | 83.9 | 89 | 1.5 | 94 | -5 | -33 | 5 | null | null | Toxic prints; widened spread |
X005858 | 2025-11-02 12:07:02 | XLE | Buy | 56,157 | 14.67 | 823,823.19 | 3.9 | 0.201 | Low | 10 | 31 | -20.1 | IEX>ARCA>NASDAQ | TWAP | 2 | MKT | 5.5 | 83 | 33 | 0.65 | Slip>Thresh | false | null | null | 0 | IEX>ARCA>NASDAQ | MKT | 98.5 | 93 | 2.2 | 10 | 48 | 22 | 12 | null | VenueReject | Venue switch reduced impact |
X005859 | 2025-11-29 12:36:51 | XLY | Sell | 151,510 | 320.99 | 48,633,194.9 | 1.2 | 0.632 | Low | 15.7 | 20 | 19.1 | BATS>EDGX>ARCA>NYSE>IEX | POV | 1 | LMT | 4.3 | 113 | 14 | 0.54 | Slip>Thresh | false | null | null | 0 | BATS>EDGX>ARCA>NYSE>IEX | LMT | 61.9 | 84 | 7.4 | 173 | 45 | -15 | 24 | null | null | Stable book; normal liquidity |
X005860 | 2025-11-09 15:52:28 | XLU | Sell | 22,099 | 247.13 | 5,461,325.87 | 2.2 | 0.071 | High | 10.7 | 36 | 34.7 | EDGX>ARCA>NYSE>BATS | VWAP | 1 | LMT | 3.1 | 67 | 32 | 0.61 | Multi | false | null | null | 0 | EDGX>ARCA>NYSE>BATS | LMT | 20.1 | 89 | 0.8 | 63 | -6 | 11 | 37 | null | null | Paused due to data glitch |
X005861 | 2025-11-14 13:53:47 | JPM | Sell | 2,815 | 116.01 | 326,568.15 | 2.4 | 0.07 | Medium | 16.3 | 28 | 9.3 | EDGX>NYSE>NASDAQ>ARCA | TWAP | 1 | MKT | 5.6 | 60 | 29 | 0.75 | Multi | false | null | null | 0 | EDGX>NYSE>NASDAQ>ARCA | MKT | 28.9 | 92 | 3.7 | 58 | 10 | -35 | -3 | null | null | High urgency from PM |
X005862 | 2025-12-14 15:09:04 | NVDA | Sell | 10,079 | 116.02 | 1,169,365.58 | 1 | 0.261 | Medium | 9.1 | 8 | -6.2 | NYSE>IEX>ARCA>BATS | Adaptive | 3 | PO | 3.2 | 65 | 33 | 0.82 | Slip>Thresh | false | null | null | 0 | NYSE>IEX>ARCA>BATS | PO | 89.1 | 89 | 6.5 | 79 | 38 | -20 | -24 | null | null | Toxic prints; widened spread |
X005863 | 2025-12-25 15:42:10 | GOOGL | Sell | 34,214 | 126.89 | 4,341,414.46 | 1.1 | 0.102 | Medium | 23.6 | 8 | -11.5 | NASDAQ>ARCA>EDGX>NYSE>BATS | VWAP | 2 | LMT | 6.2 | 74 | 35 | 0.73 | ToxicitySpike | false | null | null | 0 | NASDAQ>ARCA>EDGX>NYSE>BATS | LMT | 19.2 | 99 | 14.7 | 10 | 0 | -5 | -14 | Watchlist | null | Stable book; normal liquidity |
X005864 | 2025-12-23 14:37:04 | NVDA | Sell | 3,319 | 188.31 | 625,000.89 | 1.1 | 0.086 | High | 10.8 | 31 | -9.4 | EDGX>IEX>NYSE>NASDAQ | VWAP | 1 | LMT | 2.7 | 61 | 26 | 0.41 | LiqDrop | false | null | null | 0 | EDGX>IEX>NYSE>NASDAQ | LMT | 99.5 | 92 | 0 | 43 | 13 | 20 | 40 | Watchlist | null | Venue switch reduced impact |
X005865 | 2025-12-22 14:44:07 | PFE | Sell | 87,054 | 59.66 | 5,193,641.64 | 2.2 | 0.237 | Low | 18.8 | 37 | 29.6 | BATS>IEX>NASDAQ>NYSE | Adaptive | 4 | MKT | 8.2 | 110 | 34 | 0.7 | Slip>Thresh | false | null | null | 0 | BATS>IEX>NASDAQ>NYSE | MKT | 16.6 | 97 | 10.3 | 117 | -9 | -20 | 38 | Watchlist | null | Venue switch reduced impact |
X005866 | 2025-12-16 13:04:24 | XLU | Buy | 22,898 | 80.15 | 1,835,274.7 | 2.1 | 0.073 | Medium | 13.3 | 4 | 13.7 | IEX>NYSE>ARCA>NASDAQ | IS | 5 | MKT | 8.7 | 74 | 18 | 0.5 | Slip>Thresh | false | null | null | 0 | IEX>NYSE>ARCA>NASDAQ | MKT | 2 | 98 | 0 | 137 | 6 | -25 | -19 | null | null | Paused due to data glitch |
X005867 | 2025-11-06 13:40:57 | XLF | Buy | 43,586 | 150.78 | 6,571,897.08 | 3.7 | 0.119 | Low | 24 | 6 | -7.3 | ARCA>IEX | VWAP | 3 | IOC | 9.9 | 81 | 29 | 0.45 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 49 | ARCA>IEX | IOC>PO | 73.5 | 89 | 13 | 213 | 43 | -32 | 6 | null | null | Stable book; normal liquidity |
X005868 | 2025-11-18 14:42:47 | XLE | Sell | 10,793 | 322.77 | 3,483,656.61 | 2 | 0.039 | High | 18.5 | 36 | 34.8 | NASDAQ>ARCA | TWAP | 2 | MKT | 6.8 | 64 | 33 | 0.55 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA | MKT | 0.1 | 89 | 8.8 | 22 | 14 | -16 | 37 | null | null | Venue switch reduced impact |
X005869 | 2025-12-14 11:16:18 | BA | Buy | 82,277 | 35.32 | 2,906,023.64 | 2 | 0.274 | Low | 7.6 | 3 | -31.7 | NASDAQ>EDGX>NYSE>BATS>IEX | Adaptive | 5 | MKT | 4.6 | 113 | 16 | 0.45 | Multi | false | null | null | 0 | NASDAQ>EDGX>NYSE>BATS>IEX | MKT | 78.4 | 86 | 21.6 | 161 | -9 | -10 | 18 | null | null | Paused due to data glitch |
X005870 | 2025-11-17 13:09:58 | BRK.B | Buy | 103,936 | 322.36 | 33,504,808.96 | 2.5 | 0.472 | Low | 14.5 | 18 | 33.8 | BATS>ARCA>EDGX>IEX | TWAP | 3 | LMT | 5.7 | 111 | 33 | 0.45 | Slip>Thresh | false | null | null | 0 | BATS>ARCA>EDGX>IEX | LMT | 7.7 | 92 | 3.9 | 157 | 25 | -40 | 36 | Watchlist | null | Paused due to data glitch |
X005871 | 2025-11-22 13:20:35 | HD | Buy | 70,861 | 302.68 | 21,448,207.48 | 2.6 | 0.275 | Low | 10.6 | 34 | -23.3 | NYSE>BATS>NASDAQ>IEX | Adaptive | 1 | LMT | 3.2 | 84 | 32 | 0.75 | Multi | false | null | null | 0 | NYSE>BATS>NASDAQ>IEX | LMT | 1.7 | 77 | 4.6 | 197 | 6 | 1 | 34 | Watchlist | null | Venue switch reduced impact |
X005872 | 2025-12-06 11:37:56 | HYG | Sell | 5,651 | 74.2 | 419,304.2 | 1.9 | 0.031 | High | 24 | 14 | 5.7 | NYSE>ARCA>EDGX>NASDAQ>IEX | Adaptive | 2 | LMT | 6.3 | 62 | 23 | 0.79 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA>EDGX>NASDAQ>IEX | LMT | 88.5 | 91 | 7 | 80 | 37 | 9 | -17 | null | null | Venue switch reduced impact |
X005873 | 2025-12-04 15:44:21 | BAC | Sell | 21,291 | 262.66 | 5,592,294.06 | 1.8 | 0.058 | High | 9.8 | 11 | -15.9 | NYSE>EDGX | IS | 4 | LMT | 4.9 | 72 | 12 | 0.68 | ToxicitySpike | false | null | null | 0 | NYSE>EDGX | LMT | 42.9 | 87 | 2.6 | 41 | 28 | -3 | -39 | Watchlist | null | Stable book; normal liquidity |
X005874 | 2025-11-12 10:44:06 | TLT | Sell | 15,359 | 95.42 | 1,465,555.78 | 2.5 | 0.056 | Medium | 19.1 | 12 | 17.4 | IEX>ARCA>EDGX>NYSE | Adaptive | 1 | LMT | 4.7 | 65 | 35 | 0.71 | Multi | false | null | null | 0 | IEX>ARCA>EDGX>NYSE | LMT | 70.8 | 93 | 0 | 10 | 34 | -19 | -5 | PositionLimitNear | null | Stable book; normal liquidity |
X005875 | 2025-12-01 14:10:08 | AAPL | Buy | 36,459 | 204.89 | 7,470,084.51 | 2.8 | 0.107 | High | 4.2 | 37 | 11.8 | BATS>NYSE>EDGX>IEX>ARCA | IS | 4 | LMT | 3.6 | 80 | 26 | 0.57 | Slip>Thresh | false | null | null | 0 | BATS>NYSE>EDGX>IEX>ARCA | LMT | 11.9 | 92 | 0 | 41 | 51 | 17 | -22 | null | null | Toxic prints; widened spread |
X005876 | 2025-11-11 11:37:50 | TSLA | Buy | 20,981 | 179.23 | 3,760,424.63 | 1.8 | 0.065 | High | 9 | 16 | 15.1 | IEX>EDGX>BATS | Adaptive | 4 | MKT | 4.4 | 72 | 17 | 0.44 | LiqDrop | false | null | null | 0 | IEX>EDGX>BATS | MKT | 70.8 | 97 | 12.5 | 52 | 10 | -27 | -11 | null | null | Stable book; normal liquidity |
X005877 | 2025-11-06 09:58:45 | QQQ | Buy | 8,624 | 412.26 | 3,555,330.24 | 0.8 | 0.027 | Ultra | 12.1 | 33 | 24.9 | BATS>EDGX>IEX>NASDAQ | TWAP | 2 | MKT | 4.2 | 63 | 26 | 0.66 | Slip>Thresh | false | null | null | 0 | BATS>EDGX>IEX>NASDAQ | MKT | 67 | 87 | 2.8 | 100 | 7 | 22 | 35 | null | Throttle | High urgency from PM |
X005878 | 2025-11-04 12:14:09 | QQQ | Buy | 32,461 | 391.71 | 12,715,298.31 | 0.8 | 0.103 | High | 18.3 | 37 | 12.7 | NASDAQ>IEX>EDGX>ARCA>BATS | IS | 4 | MKT | 8.9 | 78 | 34 | 0.84 | Multi | false | null | null | 0 | NASDAQ>IEX>EDGX>ARCA>BATS | MKT | 3 | 87 | 11.1 | 130 | -1 | -40 | -29 | null | null | Venue switch reduced impact |
X005879 | 2025-12-12 15:39:48 | AAPL | Sell | 38,368 | 52.14 | 2,000,507.52 | 1.6 | 0.113 | Medium | 16.8 | 22 | -12.7 | BATS>IEX>ARCA>EDGX | VWAP | 3 | MKT | 6.6 | 79 | 22 | 0.53 | Slip>Thresh | false | null | null | 0 | BATS>IEX>ARCA>EDGX | MKT | 65.3 | 100 | 19.9 | 37 | 14 | -30 | -5 | null | null | Toxic prints; widened spread |
X005880 | 2025-12-25 10:19:18 | XLB | Sell | 32,728 | 243.53 | 7,970,249.84 | 2.3 | 0.083 | Medium | 11.1 | 26 | -31.1 | NASDAQ>BATS>EDGX>IEX>ARCA | POV | 4 | LMT | 5.3 | 78 | 15 | 0.64 | ToxicitySpike | false | null | null | 0 | NASDAQ>BATS>EDGX>IEX>ARCA | LMT | 32.4 | 97 | 0 | 53 | 38 | -32 | 33 | null | null | Paused due to data glitch |
X005881 | 2025-12-09 13:40:39 | T | Sell | 26,820 | 264.1 | 7,083,162 | 4.5 | 0.224 | Low | 16.6 | 4 | 28.7 | EDGX>NASDAQ | IS | 5 | LMT | 10.5 | 77 | 20 | 0.67 | Multi | false | null | null | 0 | EDGX>NASDAQ | LMT | 34.5 | 92 | 15.5 | 88 | 45 | 9 | 27 | PositionLimitNear | null | Paused due to data glitch |
X005882 | 2025-12-03 12:38:53 | XLF | Sell | 22,760 | 265.23 | 6,036,634.8 | 3.7 | 0.062 | Low | 20.1 | 28 | -11.1 | NYSE>ARCA | TWAP | 3 | PO | 8.7 | 71 | 30 | 0.41 | LiqDrop | false | null | null | 0 | NYSE>ARCA | PO | 39.1 | 94 | 11.5 | 82 | -19 | -19 | -35 | null | null | Venue switch reduced impact |
X005883 | 2025-11-02 13:00:39 | HD | Buy | 18,747 | 275.81 | 5,170,610.07 | 1.6 | 0.073 | Medium | 23.3 | 17 | 21.5 | NASDAQ>IEX>BATS | POV | 4 | LMT | 8.9 | 70 | 14 | 0.42 | Multi | false | null | null | 0 | NASDAQ>IEX>BATS | LMT | 82 | 89 | 11.1 | 136 | 26 | 6 | 36 | NoShort | null | Toxic prints; widened spread |
X005884 | 2025-12-18 10:10:15 | MSFT | Buy | 18,689 | 40.83 | 763,071.87 | 2.8 | 0.099 | Low | 21.7 | 26 | -6.2 | NYSE>BATS>ARCA>IEX>EDGX | IS | 5 | LMT | 11.1 | 72 | 33 | 0.84 | Multi | false | null | null | 0 | NYSE>BATS>ARCA>IEX>EDGX | LMT | 65 | 89 | 15.9 | 79 | 39 | 18 | 10 | null | null | Paused due to data glitch |
X005885 | 2025-12-11 13:16:48 | GOOGL | Buy | 26,688 | 326.36 | 8,709,895.68 | 1.9 | 0.08 | Medium | 13.4 | 14 | -28.7 | BATS>IEX | Adaptive | 3 | MKT | 5.4 | 73 | 25 | 0.56 | Slip>Thresh | false | null | null | 0 | BATS>IEX | MKT | 61.8 | 94 | 5.6 | 125 | 48 | -23 | 36 | null | null | Toxic prints; widened spread |
X005886 | 2025-10-27 11:50:29 | NKE | Sell | 22,938 | 92.71 | 2,126,581.98 | 2.9 | 0.107 | Low | 14.2 | 37 | -0.1 | BATS>NYSE>NASDAQ | Adaptive | 5 | LMT | 6.4 | 74 | 34 | 0.57 | Multi | false | null | null | 0 | BATS>NYSE>NASDAQ | LMT | 77.4 | 87 | 4.7 | 44 | 13 | 12 | 30 | Watchlist | null | Venue switch reduced impact |
X005887 | 2025-11-23 11:04:04 | DIS | Buy | 22,457 | 299.65 | 6,729,240.05 | 1.7 | 0.098 | High | 8.9 | 6 | -17.3 | NASDAQ>ARCA>EDGX>IEX>BATS | TWAP | 1 | LMT | 2.7 | 67 | 27 | 0.61 | ToxicitySpike | false | null | null | 0 | NASDAQ>ARCA>EDGX>IEX>BATS | LMT | 32.1 | 100 | 6.7 | 90 | 42 | 21 | 31 | null | VenueReject | Paused due to data glitch |
X005888 | 2025-11-26 14:28:08 | AMZN | Buy | 1,355 | 220.34 | 298,560.7 | 2.7 | 0.062 | Medium | 12.2 | 25 | -28.1 | NASDAQ>ARCA>EDGX>BATS | POV | 5 | LMT | 6.6 | 60 | 16 | 0.74 | LiqDrop | true | LiquidityDrop | VenueSwitch | 30 | NASDAQ>ARCA>EDGX>BATS | LMT>MKT | 20.6 | 97 | 12 | 118 | 46 | 16 | -18 | NoShort | null | Stable book; normal liquidity |
X005889 | 2025-10-31 13:12:19 | XLE | Buy | 468,753 | 71.3 | 33,422,088.9 | 3 | 1.682 | Low | 19.2 | 32 | 11.9 | NASDAQ>NYSE>BATS>ARCA>IEX | VWAP | 2 | LMT | 6.5 | 230 | 23 | 0.82 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 63 | NASDAQ>NYSE>BATS>ARCA>IEX | LMT>IOC | 85.1 | 97 | 6.9 | 251 | -2 | 26 | -16 | null | null | Stable book; normal liquidity |
X005890 | 2025-12-24 09:35:12 | XLE | Buy | 23,054 | 182.01 | 4,196,058.54 | 2.3 | 0.083 | Medium | 16.2 | 27 | -26.8 | IEX>NASDAQ>ARCA>BATS | Adaptive | 3 | IOC | 6.2 | 71 | 14 | 0.5 | ToxicitySpike | false | null | null | 0 | IEX>NASDAQ>ARCA>BATS | IOC | 36.2 | 94 | 0 | 67 | 1 | -20 | 16 | NoShort | null | Paused due to data glitch |
X005891 | 2025-11-15 12:17:12 | JNJ | Sell | 143,241 | 234.41 | 33,577,122.81 | 3.5 | 0.526 | Low | 17.5 | 38 | 26.1 | IEX>NYSE>BATS>ARCA>EDGX | POV | 3 | IOC | 8.7 | 131 | 34 | 0.83 | Multi | false | null | null | 0 | IEX>NYSE>BATS>ARCA>EDGX | IOC | 83.8 | 89 | 22.4 | 23 | -3 | -15 | -32 | NoShort | null | Toxic prints; widened spread |
X005892 | 2025-11-14 13:15:03 | PEP | Sell | 16,357 | 198.56 | 3,247,845.92 | 4.2 | 0.052 | High | 5.1 | 20 | -11.8 | EDGX>ARCA | Adaptive | 5 | LMT | 4.3 | 70 | 17 | 0.74 | LiqDrop | false | null | null | 0 | EDGX>ARCA | LMT | 50.8 | 97 | 6.1 | 10 | 35 | -4 | -40 | null | null | Stable book; normal liquidity |
X005893 | 2025-11-15 11:13:00 | KO | Sell | 12,900 | 128.05 | 1,651,845 | 3.1 | 0.321 | Low | 19.4 | 32 | -23.9 | EDGX>IEX>BATS>NYSE | VWAP | 3 | LMT | 7 | 66 | 31 | 0.5 | LiqDrop | false | null | null | 0 | EDGX>IEX>BATS>NYSE | LMT | 17.6 | 81 | 7.2 | 10 | 57 | 15 | 35 | PositionLimitNear | null | Venue switch reduced impact |
X005894 | 2025-12-10 13:51:59 | XLK | Buy | 58,767 | 274.93 | 16,156,811.31 | 1.3 | 0.165 | Low | 23.3 | 3 | 21.8 | IEX>ARCA | VWAP | 1 | PO | 5.9 | 80 | 34 | 0.63 | Slip>Thresh | false | null | null | 0 | IEX>ARCA | PO | 36.7 | 88 | 0 | 10 | 56 | 28 | 10 | null | null | Toxic prints; widened spread |
X005895 | 2025-11-07 12:56:03 | META | Buy | 15,369 | 230.28 | 3,539,173.32 | 1.4 | 0.043 | High | 21.7 | 36 | -15 | EDGX>BATS>NYSE>ARCA | TWAP | 1 | LMT | 5.3 | 65 | 28 | 0.65 | LiqDrop | false | null | null | 0 | EDGX>BATS>NYSE>ARCA | LMT | 64.6 | 92 | 0 | 21 | 39 | -8 | -3 | PositionLimitNear | null | Toxic prints; widened spread |
X005896 | 2025-12-25 14:50:01 | MSFT | Buy | 88,037 | 275.5 | 24,254,193.5 | 1.6 | 0.467 | Medium | 4.3 | 26 | -23.6 | ARCA>BATS>IEX>NASDAQ | Adaptive | 5 | MKT | 3.1 | 117 | 35 | 0.55 | Multi | false | null | null | 0 | ARCA>BATS>IEX>NASDAQ | MKT | 18.4 | 87 | 1.3 | 32 | 5 | 23 | 10 | null | null | Venue switch reduced impact |
X005897 | 2025-12-20 10:38:39 | VZ | Buy | 11,767 | 275.85 | 3,245,926.95 | 2.6 | 0.101 | Low | 21.7 | 12 | -3.8 | BATS>NYSE>EDGX>ARCA | VWAP | 1 | LMT | 5.6 | 64 | 25 | 0.7 | Slip>Thresh | false | null | null | 0 | BATS>NYSE>EDGX>ARCA | LMT | 72.8 | 65 | 13.4 | 97 | 37 | -14 | 30 | null | null | Stable book; normal liquidity |
X005898 | 2025-10-29 12:50:16 | XOM | Buy | 15,705 | 91.35 | 1,434,651.75 | 4.4 | 0.144 | Low | 18.7 | 30 | 23.2 | NYSE>ARCA | VWAP | 2 | LMT | 6.6 | 66 | 13 | 0.58 | ToxicitySpike | false | null | null | 0 | NYSE>ARCA | LMT | 54.1 | 87 | 19.3 | 29 | 34 | 23 | 7 | null | VenueReject | High urgency from PM |
X005899 | 2025-12-25 11:53:17 | XLK | Sell | 195,269 | 75.91 | 14,822,869.79 | 1 | 0.548 | Low | 24.3 | 6 | 16.8 | BATS>IEX>NASDAQ | POV | 3 | LMT | 8.1 | 157 | 14 | 0.64 | Slip>Thresh | false | null | null | 0 | BATS>IEX>NASDAQ | LMT | 84.5 | 85 | 0 | 113 | 54 | -7 | 36 | null | null | High urgency from PM |
X005900 | 2025-11-26 09:35:03 | BA | Buy | 27,005 | 259.34 | 7,003,476.7 | 2.8 | 0.09 | Medium | 14.1 | 12 | 13.4 | EDGX>NYSE>NASDAQ>BATS | POV | 4 | MKT | 8 | 75 | 23 | 0.43 | Slip>Thresh | false | null | null | 0 | EDGX>NYSE>NASDAQ>BATS | MKT | 42.4 | 94 | 0 | 49 | 19 | -17 | 2 | null | null | Paused due to data glitch |
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