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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X000601 | 2025-11-12 13:57:42 | PFE | Sell | 53,084 | 24.5 | 1,300,558 | 3.3 | 0.144 | Medium | 4.1 | 31 | 23.2 | NYSE>NASDAQ>EDGX>BATS>IEX | IS | 5 | LMT | 4.4 | 94 | 26 | 0.56 | Multi | false | null | null | 0 | NYSE>NASDAQ>EDGX>BATS>IEX | LMT | 36.3 | 87 | 10.2 | 61 | 17 | -3 | 11 | PositionLimitNear | null | Toxic prints; widened spread |
X000602 | 2025-12-15 12:41:22 | NKE | Sell | 52,830 | 340.84 | 18,006,577.2 | 3 | 0.245 | Medium | 4 | 27 | 6.4 | ARCA>EDGX>IEX>BATS | TWAP | 1 | LMT | 2.2 | 78 | 23 | 0.51 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX>IEX>BATS | LMT | 74 | 94 | 0 | 84 | 35 | 14 | 11 | null | null | Venue switch reduced impact |
X000603 | 2025-12-14 15:39:49 | XLE | Buy | 15,688 | 293.78 | 4,608,820.64 | 2.1 | 0.056 | High | 12.9 | 39 | 12.7 | NASDAQ>ARCA | IS | 4 | MKT | 7.6 | 69 | 33 | 0.72 | ToxicitySpike | false | null | null | 0 | NASDAQ>ARCA | MKT | 32.7 | 94 | 11.5 | 123 | -17 | -21 | 36 | null | null | Stable book; normal liquidity |
X000604 | 2025-11-12 15:19:58 | XLU | Sell | 96,864 | 151.25 | 14,650,680 | 1.9 | 0.31 | Low | 20 | 5 | -30.8 | EDGX>BATS>NYSE | VWAP | 3 | LMT | 6.6 | 108 | 28 | 0.42 | LiqDrop | false | null | null | 0 | EDGX>BATS>NYSE | LMT | 28.4 | 99 | 9.4 | 162 | 32 | -38 | -17 | null | null | Toxic prints; widened spread |
X000605 | 2025-12-17 12:21:32 | JNJ | Buy | 23,504 | 290.89 | 6,837,078.56 | 3.5 | 0.086 | Medium | 12.4 | 20 | 13.9 | NYSE>BATS | TWAP | 2 | LMT | 4.9 | 69 | 14 | 0.63 | Multi | false | null | null | 0 | NYSE>BATS | LMT | 98.4 | 98 | 0 | 30 | -3 | 21 | 34 | null | null | Paused due to data glitch |
X000606 | 2025-12-07 11:50:19 | META | Sell | 29,730 | 96.94 | 2,882,026.2 | 1.1 | 0.083 | Ultra | 4.7 | 24 | 32.3 | BATS>NASDAQ>ARCA>EDGX | TWAP | 1 | MKT | 1.8 | 70 | 12 | 0.56 | LiqDrop | false | null | null | 0 | BATS>NASDAQ>ARCA>EDGX | MKT | 95.2 | 87 | 0 | 20 | 18 | -26 | -1 | null | null | Stable book; normal liquidity |
X000607 | 2025-12-26 09:35:17 | XLU | Buy | 17,179 | 329.92 | 5,667,695.68 | 1.9 | 0.055 | High | 11.5 | 27 | -20.1 | EDGX>NYSE>NASDAQ>BATS>IEX | VWAP | 2 | LMT | 3.7 | 67 | 21 | 0.63 | LiqDrop | false | null | null | 0 | EDGX>NYSE>NASDAQ>BATS>IEX | LMT | 82.5 | 96 | 1.8 | 56 | -2 | 6 | 18 | Watchlist | null | High urgency from PM |
X000608 | 2025-12-06 14:18:25 | CSCO | Sell | 43,184 | 179.12 | 7,735,118.08 | 3.7 | 0.108 | Low | 18.9 | 5 | 32.4 | ARCA>NYSE>NASDAQ>EDGX>BATS | TWAP | 2 | MKT | 8 | 78 | 30 | 0.66 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>NASDAQ>EDGX>BATS | MKT | 30.8 | 92 | 0 | 98 | 2 | -11 | -35 | NoShort | null | Venue switch reduced impact |
X000609 | 2025-11-22 11:30:44 | BRK.B | Sell | 4,736 | 263.94 | 1,250,019.84 | 1.5 | 0.022 | Ultra | 12.1 | 30 | -32.4 | IEX>NYSE>ARCA>NASDAQ>EDGX | Adaptive | 4 | MKT | 5.3 | 62 | 22 | 0.5 | LiqDrop | false | null | null | 0 | IEX>NYSE>ARCA>NASDAQ>EDGX | MKT | 29 | 89 | 11.1 | 41 | 23 | 19 | 26 | null | null | Venue switch reduced impact |
X000610 | 2025-11-16 11:31:46 | IWM | Buy | 6,346 | 200.84 | 1,274,530.64 | 1.4 | 0.009 | Ultra | 15.9 | 27 | -5 | ARCA>NASDAQ>BATS>EDGX | TWAP | 3 | LMT | 5.3 | 63 | 15 | 0.49 | Multi | false | null | null | 0 | ARCA>NASDAQ>BATS>EDGX | LMT | 89 | 97 | 7.1 | 84 | 52 | 2 | -14 | null | null | Toxic prints; widened spread |
X000611 | 2025-12-14 09:35:20 | TSLA | Sell | 20,655 | 275.5 | 5,690,452.5 | 1.8 | 0.064 | Medium | 18.5 | 5 | 31.5 | IEX>BATS>ARCA>NYSE | VWAP | 3 | MKT | 7.3 | 70 | 33 | 0.68 | LiqDrop | false | null | null | 0 | IEX>BATS>ARCA>NYSE | MKT | 59.8 | 92 | 0 | 74 | 32 | -36 | -29 | null | null | Stable book; normal liquidity |
X000612 | 2025-12-26 10:21:03 | XLY | Buy | 29,934 | 272.24 | 8,149,232.16 | 1.2 | 0.125 | High | 8 | 28 | 23.9 | BATS>NYSE>IEX | TWAP | 2 | MKT | 3.2 | 72 | 28 | 0.84 | LiqDrop | false | null | null | 0 | BATS>NYSE>IEX | MKT | 36.5 | 96 | 14.3 | 64 | -16 | -9 | 24 | Watchlist | null | Paused due to data glitch |
X000613 | 2025-11-03 11:34:17 | NVDA | Sell | 10,905 | 63.15 | 688,650.75 | 1.5 | 0.282 | Low | 20.2 | 34 | -22.6 | NASDAQ>NYSE>IEX | Adaptive | 1 | MKT | 5.6 | 63 | 33 | 0.57 | ToxicitySpike | true | ToxicitySpike | Cross | 10 | NASDAQ>NYSE>IEX | MKT>IOC | 97.4 | 89 | 6.7 | 19 | -2 | 22 | 9 | PositionLimitNear | null | Stable book; normal liquidity |
X000614 | 2025-12-03 09:35:48 | INTC | Buy | 4,229 | 17.48 | 73,922.92 | 0.7 | 0.201 | Medium | 22.7 | 35 | 0.9 | NYSE>ARCA>EDGX>NASDAQ | TWAP | 3 | PO | 7.7 | 62 | 27 | 0.71 | ToxicitySpike | false | null | null | 0 | NYSE>ARCA>EDGX>NASDAQ | PO | 37.3 | 86 | 12.1 | 70 | 25 | -29 | 31 | null | null | Paused due to data glitch |
X000615 | 2025-12-23 10:35:18 | VZ | Buy | 24,826 | 89.64 | 2,225,402.64 | 3.6 | 0.212 | Low | 7.2 | 7 | -30.4 | NASDAQ>NYSE>BATS>IEX>EDGX | VWAP | 2 | LMT | 3.5 | 70 | 34 | 0.63 | ToxicitySpike | true | ToxicitySpike | Cross | 13 | NASDAQ>NYSE>BATS>IEX>EDGX | LMT>IOC | 99.5 | 95 | 6 | 9 | -3 | -34 | -8 | Watchlist | null | Venue switch reduced impact |
X000616 | 2025-12-21 09:43:54 | UNH | Buy | 23,609 | 317.68 | 7,500,107.12 | 3.2 | 0.104 | Medium | 8.3 | 6 | -25.7 | NASDAQ>ARCA>NYSE>EDGX | IS | 4 | LMT | 5.4 | 73 | 17 | 0.59 | LiqDrop | false | null | null | 0 | NASDAQ>ARCA>NYSE>EDGX | LMT | 68.6 | 89 | 20.6 | 39 | -16 | -25 | 14 | null | null | Venue switch reduced impact |
X000617 | 2025-12-02 09:44:22 | META | Buy | 64,725 | 106.11 | 6,867,969.75 | 1.1 | 0.18 | High | 6.5 | 17 | -9.8 | IEX>ARCA>BATS>EDGX>NASDAQ | IS | 5 | MKT | 4.4 | 102 | 34 | 0.83 | LiqDrop | false | null | null | 0 | IEX>ARCA>BATS>EDGX>NASDAQ | MKT | 77.2 | 88 | 12.9 | 120 | 47 | -38 | 20 | NoShort | null | Stable book; normal liquidity |
X000618 | 2025-11-03 15:35:02 | NFLX | Buy | 2,921 | 210.79 | 615,717.59 | 4.6 | 0.028 | High | 8.2 | 15 | 31.3 | EDGX>IEX>NYSE | VWAP | 3 | LMT | 4.7 | 61 | 17 | 0.79 | ToxicitySpike | false | null | null | 0 | EDGX>IEX>NYSE | LMT | 77.2 | 94 | 0.5 | 10 | 54 | -17 | -9 | PositionLimitNear | null | Stable book; normal liquidity |
X000619 | 2025-11-15 13:43:28 | XLY | Sell | 23,011 | 85.44 | 1,966,059.84 | 2.2 | 0.096 | Low | 23.3 | 37 | -23.3 | BATS>EDGX>IEX>NASDAQ | TWAP | 3 | MKT | 9.6 | 71 | 19 | 0.41 | ToxicitySpike | false | null | null | 0 | BATS>EDGX>IEX>NASDAQ | MKT | 83.5 | 87 | 0 | 110 | 17 | -3 | -30 | null | null | High urgency from PM |
X000620 | 2025-11-13 10:36:31 | DIS | Sell | 25,953 | 141.33 | 3,667,937.49 | 1.5 | 0.113 | Medium | 12.5 | 33 | 1.5 | NYSE>ARCA | IS | 5 | IOC | 7.4 | 76 | 12 | 0.81 | LiqDrop | false | null | null | 0 | NYSE>ARCA | IOC | 71.3 | 97 | 30.3 | 40 | 42 | -3 | -9 | Watchlist | null | Stable book; normal liquidity |
X000621 | 2025-12-10 15:55:27 | MSFT | Sell | 22,626 | 365.24 | 8,263,920.24 | 3.5 | 0.12 | Low | 17.6 | 27 | 34 | ARCA>BATS>NYSE>IEX>NASDAQ | TWAP | 3 | LMT | 7.1 | 71 | 13 | 0.51 | LiqDrop | true | LiquidityDrop | VenueSwitch | 34 | ARCA>BATS>NYSE>IEX>NASDAQ | LMT>MKT | 50.1 | 66 | 10.5 | 139 | -17 | 10 | 20 | null | PriceBand | Paused due to data glitch |
X000622 | 2025-11-11 13:24:32 | IEF | Buy | 11,768 | 101.59 | 1,195,511.12 | 3.1 | 0.045 | Medium | 14.1 | 11 | -16.8 | EDGX>NASDAQ>IEX>ARCA | Adaptive | 3 | MKT | 6.3 | 65 | 32 | 0.45 | Multi | false | null | null | 0 | EDGX>NASDAQ>IEX>ARCA | MKT | 95.8 | 87 | 5.8 | 29 | 29 | -14 | -21 | null | Unknown | Venue switch reduced impact |
X000623 | 2025-10-29 09:35:50 | HD | Sell | 47,204 | 332.29 | 15,685,417.16 | 3 | 0.183 | Low | 23.7 | 24 | -11.9 | NYSE>IEX>ARCA>NASDAQ>EDGX | IS | 4 | LMT | 11 | 87 | 21 | 0.43 | LiqDrop | false | null | null | 0 | NYSE>IEX>ARCA>NASDAQ>EDGX | LMT | 51 | 87 | 29.2 | 98 | 18 | -37 | -15 | null | null | Paused due to data glitch |
X000624 | 2025-11-23 10:31:32 | JNJ | Sell | 71,120 | 186.13 | 13,237,565.6 | 4.6 | 0.261 | Low | 18.8 | 14 | 7.8 | NYSE>IEX>BATS>NASDAQ | VWAP | 2 | MKT | 8.2 | 90 | 16 | 0.81 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 21 | NYSE>IEX>BATS>NASDAQ | MKT>LMT | 89.3 | 100 | 15.2 | 132 | 8 | 4 | -38 | null | Throttle | Toxic prints; widened spread |
X000625 | 2025-12-20 13:55:35 | AMD | Sell | 24,696 | 329.47 | 8,136,591.12 | 2 | 0.689 | Low | 39.1 | 24 | 22.2 | NYSE>EDGX | POV | 2 | LMT | 11.6 | 70 | 23 | 0.49 | Multi | false | null | null | 0 | NYSE>EDGX | LMT | 83.3 | 95 | 28.2 | 10 | 7 | -22 | -16 | null | null | Stable book; normal liquidity |
X000626 | 2025-12-02 10:50:39 | XLI | Buy | 3,226 | 203.59 | 656,781.34 | 3.5 | 0.147 | Low | 39.3 | 16 | 8.4 | NYSE>NASDAQ>IEX>ARCA | TWAP | 3 | LMT | 13.3 | 61 | 22 | 0.52 | Slip>Thresh | false | null | null | 0 | NYSE>NASDAQ>IEX>ARCA | LMT | 48.8 | 98 | 20.9 | 108 | 24 | 9 | 5 | Watchlist | null | Venue switch reduced impact |
X000627 | 2025-12-18 12:43:28 | XOM | Buy | 4,396 | 179.47 | 788,950.12 | 4.1 | 0.04 | High | 8.9 | 22 | 12.8 | IEX>EDGX>ARCA | TWAP | 1 | MKT | 4.5 | 61 | 33 | 0.67 | Slip>Thresh | false | null | null | 0 | IEX>EDGX>ARCA | MKT | 96.7 | 88 | 8.3 | 10 | 32 | 29 | -7 | null | null | Stable book; normal liquidity |
X000628 | 2025-12-26 14:34:43 | XLP | Sell | 25,337 | 112.25 | 2,844,078.25 | 2.1 | 0.088 | Medium | 20.8 | 20 | 19 | EDGX>BATS>ARCA | TWAP | 2 | LMT | 6.3 | 70 | 28 | 0.81 | LiqDrop | false | null | null | 0 | EDGX>BATS>ARCA | LMT | 44.5 | 100 | 0 | 65 | -3 | 2 | 20 | Watchlist | null | Stable book; normal liquidity |
X000629 | 2025-12-20 13:53:16 | BA | Sell | 102,417 | 127.91 | 13,100,158.47 | 1.6 | 0.341 | Medium | 7.2 | 29 | 4.6 | NASDAQ>BATS>ARCA>EDGX | POV | 5 | PO | 4.5 | 126 | 34 | 0.49 | Slip>Thresh | false | null | null | 0 | NASDAQ>BATS>ARCA>EDGX | PO | 38.3 | 90 | 10.3 | 98 | 8 | -22 | -29 | null | null | Venue switch reduced impact |
X000630 | 2025-12-14 13:13:42 | BA | Buy | 216,266 | 233.72 | 50,545,689.52 | 1.4 | 0.721 | Low | 21 | 38 | -7.6 | NASDAQ>NYSE | VWAP | 3 | LMT | 6.7 | 168 | 14 | 0.47 | Multi | false | null | null | 0 | NASDAQ>NYSE | LMT | 60.7 | 87 | 0.1 | 108 | 30 | -2 | -14 | null | null | Venue switch reduced impact |
X000631 | 2025-10-27 14:31:20 | BRK.B | Buy | 19,758 | 210.64 | 4,161,825.12 | 2.3 | 0.09 | Low | 20.1 | 24 | -19.4 | EDGX>NYSE>BATS>ARCA | VWAP | 2 | MKT | 7.2 | 68 | 32 | 0.78 | Multi | false | null | null | 0 | EDGX>NYSE>BATS>ARCA | MKT | 49.6 | 95 | 0 | 10 | 53 | 2 | -24 | NoShort | null | Toxic prints; widened spread |
X000632 | 2025-12-18 15:29:52 | LQD | Buy | 10,760 | 114.02 | 1,226,855.2 | 1.4 | 0.053 | High | 19.3 | 20 | 16.5 | ARCA>NASDAQ>EDGX | POV | 5 | LMT | 8.2 | 66 | 34 | 0.44 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ>EDGX | LMT | 67.5 | 86 | 0 | 63 | 44 | 11 | -35 | PositionLimitNear | null | Venue switch reduced impact |
X000633 | 2025-11-01 10:11:42 | XLU | Sell | 24,968 | 115.55 | 2,885,052.4 | 2.2 | 0.08 | Medium | 22.7 | 21 | 10.7 | IEX>EDGX>ARCA>NASDAQ | VWAP | 1 | MKT | 6.8 | 68 | 12 | 0.71 | LiqDrop | false | null | null | 0 | IEX>EDGX>ARCA>NASDAQ | MKT | 45.8 | 91 | 0 | 44 | 16 | 10 | 37 | PositionLimitNear | null | Paused due to data glitch |
X000634 | 2025-12-14 09:35:20 | V | Buy | 6,963 | 96.3 | 670,536.9 | 4.5 | 0.091 | Low | 23.1 | 33 | -9.9 | NYSE>NASDAQ>BATS>IEX | TWAP | 3 | LMT | 9.2 | 63 | 20 | 0.66 | Multi | false | null | null | 0 | NYSE>NASDAQ>BATS>IEX | LMT | 7.5 | 98 | 22.6 | 10 | -1 | -18 | -37 | null | null | Venue switch reduced impact |
X000635 | 2025-12-06 10:35:21 | NKE | Sell | 60,022 | 256.23 | 15,379,437.06 | 4 | 0.279 | Low | 7.6 | 32 | 12.3 | NYSE>ARCA>EDGX | POV | 4 | LMT | 5.4 | 94 | 19 | 0.74 | Multi | false | null | null | 0 | NYSE>ARCA>EDGX | LMT | 8.1 | 86 | 0 | 70 | 9 | 11 | 4 | null | null | Toxic prints; widened spread |
X000636 | 2025-12-10 14:52:17 | BAC | Sell | 175,274 | 98.4 | 17,246,961.6 | 1.9 | 0.478 | Low | 15.4 | 14 | 20.3 | ARCA>IEX | Adaptive | 2 | IOC | 5.2 | 134 | 15 | 0.69 | LiqDrop | false | null | null | 0 | ARCA>IEX | IOC | 26.7 | 88 | 21.8 | 191 | 42 | 8 | 8 | PositionLimitNear | null | Paused due to data glitch |
X000637 | 2025-12-25 09:35:12 | WMT | Sell | 38,726 | 143.29 | 5,549,048.54 | 5.2 | 0.119 | Low | 21.6 | 18 | 13.3 | BATS>IEX>NASDAQ>ARCA>NYSE | TWAP | 1 | MKT | 8.4 | 73 | 27 | 0.42 | ToxicitySpike | false | null | null | 0 | BATS>IEX>NASDAQ>ARCA>NYSE | MKT | 23 | 100 | 13.9 | 36 | -13 | 1 | 6 | Watchlist | null | Venue switch reduced impact |
X000638 | 2025-11-10 11:15:04 | V | Sell | 2,495 | 138.51 | 345,582.45 | 3.4 | 0.032 | Medium | 26.2 | 6 | -8.7 | NYSE>EDGX | TWAP | 2 | LMT | 8.3 | 61 | 14 | 0.5 | LiqDrop | false | null | null | 0 | NYSE>EDGX | LMT | 65.7 | 95 | 3.2 | 10 | 30 | -17 | -1 | NoShort | VenueReject | Stable book; normal liquidity |
X000639 | 2025-12-15 14:19:14 | XLI | Buy | 5,997 | 278.1 | 1,667,765.7 | 2.8 | 0.273 | Low | 12.9 | 38 | -4.5 | EDGX>NASDAQ>IEX>ARCA | Adaptive | 3 | LMT | 4.8 | 62 | 27 | 0.53 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>IEX>ARCA | LMT | 65.2 | 99 | 0 | 10 | -7 | 18 | 31 | PositionLimitNear | null | Toxic prints; widened spread |
X000640 | 2025-12-04 12:37:59 | XOM | Sell | 2,112 | 292.18 | 617,084.16 | 2.9 | 0.019 | Ultra | 13.2 | 19 | 25.4 | IEX>EDGX>BATS | IS | 5 | MKT | 9.4 | 61 | 26 | 0.42 | Slip>Thresh | false | null | null | 0 | IEX>EDGX>BATS | MKT | 99.9 | 89 | 12.4 | 62 | 49 | -16 | 25 | null | null | High urgency from PM |
X000641 | 2025-12-16 10:00:31 | NFLX | Buy | 31,693 | 197.58 | 6,261,902.94 | 3.3 | 0.303 | Low | 12.7 | 14 | -2.6 | NYSE>EDGX>ARCA>BATS | VWAP | 2 | IOC | 5.4 | 73 | 13 | 0.74 | LiqDrop | false | null | null | 0 | NYSE>EDGX>ARCA>BATS | IOC | 56 | 95 | 0 | 10 | 0 | 21 | 22 | null | null | High urgency from PM |
X000642 | 2025-11-13 12:41:22 | TSLA | Buy | 209,716 | 58.81 | 12,333,397.96 | 1.5 | 0.652 | Low | 5.5 | 29 | -17.4 | IEX>EDGX>NYSE>BATS>NASDAQ | Adaptive | 4 | LMT | 2.7 | 180 | 32 | 0.5 | ToxicitySpike | false | null | null | 0 | IEX>EDGX>NYSE>BATS>NASDAQ | LMT | 59 | 93 | 0 | 146 | -5 | -11 | -16 | NoShort | null | Paused due to data glitch |
X000643 | 2025-12-10 14:35:44 | CVX | Buy | 7,974 | 210.87 | 1,681,477.38 | 0.8 | 0.047 | Ultra | 18.9 | 3 | -6 | NYSE>IEX | TWAP | 3 | MKT | 7.1 | 63 | 15 | 0.7 | ToxicitySpike | false | null | null | 0 | NYSE>IEX | MKT | 15.7 | 97 | 4.3 | 104 | 51 | -1 | -18 | null | null | Toxic prints; widened spread |
X000644 | 2025-12-17 11:28:37 | JNJ | Buy | 52,146 | 93.81 | 4,891,816.26 | 4.3 | 0.191 | Medium | 4.7 | 30 | 1.6 | ARCA>NASDAQ>EDGX | Adaptive | 2 | LMT | 3.1 | 82 | 35 | 0.84 | Multi | false | null | null | 0 | ARCA>NASDAQ>EDGX | LMT | 30.6 | 100 | 2 | 122 | 60 | 4 | 36 | null | null | Stable book; normal liquidity |
X000645 | 2025-12-03 12:56:22 | XLE | Sell | 10,362 | 195.44 | 2,025,149.28 | 3 | 0.037 | Medium | 18.2 | 39 | 5 | BATS>NYSE | TWAP | 1 | IOC | 6.1 | 63 | 21 | 0.58 | LiqDrop | false | null | null | 0 | BATS>NYSE | IOC | 60.2 | 94 | 13 | 10 | 21 | -28 | -40 | null | null | Toxic prints; widened spread |
X000646 | 2025-11-11 15:08:29 | V | Sell | 4,570 | 21.08 | 96,335.6 | 4.8 | 0.059 | Medium | 12.4 | 19 | 13 | NYSE>BATS>IEX | IS | 4 | IOC | 9.4 | 62 | 28 | 0.72 | LiqDrop | false | null | null | 0 | NYSE>BATS>IEX | IOC | 78.8 | 99 | 13.4 | 14 | 37 | 5 | -23 | Watchlist | null | High urgency from PM |
X000647 | 2025-12-25 15:42:43 | AMD | Buy | 1,428 | 302.24 | 431,598.72 | 1.1 | 0.04 | Ultra | 14.2 | 20 | -32 | BATS>IEX>NYSE>NASDAQ | IS | 5 | MKT | 8.1 | 60 | 20 | 0.64 | Multi | false | null | null | 0 | BATS>IEX>NYSE>NASDAQ | MKT | 30.6 | 94 | 2.9 | 79 | 18 | -17 | 28 | null | null | Paused due to data glitch |
X000648 | 2025-11-09 15:06:24 | PEP | Buy | 16,914 | 272.2 | 4,603,990.8 | 4.9 | 0.053 | High | 5.6 | 19 | 25.5 | NASDAQ>EDGX>IEX | IS | 5 | MKT | 7.6 | 70 | 29 | 0.4 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX>IEX | MKT | 57.4 | 98 | 18.2 | 58 | 15 | -30 | -31 | PositionLimitNear | null | Stable book; normal liquidity |
X000649 | 2025-12-19 13:18:33 | PFE | Sell | 16,707 | 320.87 | 5,360,775.09 | 2.3 | 0.045 | Medium | 20.1 | 16 | -18 | NASDAQ>EDGX | TWAP | 1 | PO | 5.9 | 65 | 28 | 0.85 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX | PO | 76.2 | 91 | 8.2 | 63 | -20 | -2 | 30 | null | null | Toxic prints; widened spread |
X000650 | 2025-11-15 09:35:31 | QQQ | Buy | 52,655 | 410.6 | 21,620,143 | 0.9 | 0.167 | High | 5.7 | 24 | 12.8 | BATS>EDGX>ARCA>NASDAQ | POV | 5 | LMT | 2.9 | 94 | 12 | 0.53 | Multi | false | null | null | 0 | BATS>EDGX>ARCA>NASDAQ | LMT | 83.1 | 94 | 6.7 | 117 | -10 | -35 | 21 | null | null | Toxic prints; widened spread |
X000651 | 2025-11-08 09:35:57 | BA | Buy | 54,364 | 122.76 | 6,673,724.64 | 2.2 | 0.181 | Low | 24.2 | 36 | 18 | ARCA>IEX>BATS | Adaptive | 3 | LMT | 7.4 | 87 | 22 | 0.69 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 37 | ARCA>IEX>BATS | LMT>MKT | 62.5 | 91 | 4.8 | 131 | 44 | 13 | 40 | NoShort | null | Stable book; normal liquidity |
X000652 | 2025-10-30 11:42:48 | IEF | Buy | 24,680 | 100.01 | 2,468,246.8 | 3.2 | 0.094 | Low | 13.7 | 4 | -34.8 | NASDAQ>IEX>BATS>ARCA>NYSE | POV | 4 | LMT | 6.8 | 74 | 35 | 0.75 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX>BATS>ARCA>NYSE | LMT | 38.9 | 97 | 9.6 | 18 | 40 | 26 | -22 | null | null | Paused due to data glitch |
X000653 | 2025-10-27 15:55:00 | NFLX | Sell | 18,325 | 35.97 | 659,150.25 | 3.5 | 0.175 | Low | 13.9 | 23 | 18.6 | EDGX>NASDAQ>BATS>IEX>NYSE | TWAP | 3 | MKT | 7.3 | 69 | 21 | 0.75 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>BATS>IEX>NYSE | MKT | 13.4 | 99 | 7.4 | 55 | 26 | -13 | -13 | null | null | Paused due to data glitch |
X000654 | 2025-11-23 09:50:36 | XLY | Buy | 24,766 | 237.05 | 5,870,780.3 | 1.3 | 0.103 | High | 10.3 | 24 | 21.1 | BATS>ARCA>NASDAQ>NYSE>IEX | POV | 5 | LMT | 4.8 | 76 | 12 | 0.41 | LiqDrop | false | null | null | 0 | BATS>ARCA>NASDAQ>NYSE>IEX | LMT | 56 | 88 | 7.5 | 72 | 27 | 23 | 2 | null | null | Venue switch reduced impact |
X000655 | 2025-11-20 15:30:06 | XLV | Buy | 39,319 | 20.89 | 821,373.91 | 1.5 | 0.11 | Medium | 15.4 | 36 | -12.4 | NYSE>IEX | VWAP | 1 | MKT | 4.6 | 73 | 30 | 0.73 | ToxicitySpike | false | null | null | 0 | NYSE>IEX | MKT | 25.7 | 97 | 6.3 | 61 | 8 | -28 | -38 | NoShort | null | Stable book; normal liquidity |
X000656 | 2025-11-04 12:44:36 | TLT | Sell | 48,349 | 95.08 | 4,597,022.92 | 2 | 0.177 | Low | 13.3 | 25 | 32.4 | NYSE>IEX | IS | 5 | IOC | 8.3 | 91 | 34 | 0.67 | LiqDrop | true | LiquidityDrop | VenueSwitch | 27 | NYSE>IEX | IOC>LMT | 86.1 | 93 | 4.4 | 131 | 55 | -39 | -20 | null | null | Toxic prints; widened spread |
X000657 | 2025-11-11 09:54:59 | HD | Buy | 58,636 | 106.79 | 6,261,738.44 | 1.3 | 0.227 | Low | 18.9 | 9 | 3.4 | NYSE>IEX>NASDAQ>BATS | VWAP | 1 | MKT | 5.4 | 80 | 23 | 0.77 | LiqDrop | false | null | null | 0 | NYSE>IEX>NASDAQ>BATS | MKT | 71.4 | 95 | 7.8 | 35 | 12 | 5 | -16 | null | Unknown | Stable book; normal liquidity |
X000658 | 2025-12-03 10:22:10 | CVX | Sell | 27,487 | 293.83 | 8,076,505.21 | 0.9 | 0.163 | Medium | 22.1 | 37 | 6.9 | IEX>EDGX | VWAP | 2 | LMT | 5.7 | 71 | 29 | 0.6 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 26 | IEX>EDGX | LMT>MKT | 43.4 | 91 | 7.6 | 129 | 28 | 27 | -27 | PositionLimitNear | null | Toxic prints; widened spread |
X000659 | 2025-11-08 13:26:31 | CSCO | Sell | 32,112 | 236.77 | 7,603,158.24 | 2.3 | 0.081 | Ultra | 4.4 | 16 | 26.9 | IEX>ARCA>NASDAQ>BATS | TWAP | 3 | IOC | 3 | 76 | 13 | 0.47 | LiqDrop | false | null | null | 0 | IEX>ARCA>NASDAQ>BATS | IOC | 98.3 | 92 | 0 | 92 | 49 | 0 | 26 | null | null | Paused due to data glitch |
X000660 | 2025-11-14 10:36:34 | UNH | Sell | 102,905 | 154.02 | 15,849,428.1 | 3.1 | 0.452 | Low | 12.8 | 21 | -4 | IEX>ARCA>BATS | VWAP | 1 | LMT | 4 | 96 | 16 | 0.48 | Multi | false | null | null | 0 | IEX>ARCA>BATS | LMT | 60 | 94 | 5.1 | 153 | 45 | -2 | 23 | null | null | Stable book; normal liquidity |
X000661 | 2025-11-04 11:42:11 | XLU | Sell | 206,083 | 177.17 | 36,511,725.11 | 2.1 | 0.66 | Low | 18.3 | 36 | -34.9 | NASDAQ>NYSE>BATS>EDGX>ARCA | POV | 1 | LMT | 5.3 | 132 | 35 | 0.49 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE>BATS>EDGX>ARCA | LMT | 30.1 | 88 | 24.3 | 105 | 8 | 6 | 33 | null | null | Stable book; normal liquidity |
X000662 | 2025-11-10 09:35:33 | PEP | Buy | 14,563 | 175.62 | 2,557,554.06 | 3.7 | 0.046 | High | 9.2 | 10 | 17.8 | IEX>NASDAQ>ARCA>EDGX>BATS | TWAP | 3 | PO | 5.2 | 67 | 33 | 0.57 | Multi | false | null | null | 0 | IEX>NASDAQ>ARCA>EDGX>BATS | PO | 18.5 | 87 | 0 | 65 | 11 | -40 | 2 | PositionLimitNear | null | Venue switch reduced impact |
X000663 | 2025-11-12 15:33:43 | XLK | Sell | 99,616 | 181.86 | 18,116,165.76 | 1.9 | 0.28 | Low | 11 | 15 | -20.8 | NYSE>ARCA>EDGX>BATS | VWAP | 1 | IOC | 3.6 | 94 | 19 | 0.84 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA>EDGX>BATS | IOC | 16.8 | 92 | 0 | 224 | 56 | 10 | -15 | Watchlist | null | High urgency from PM |
X000664 | 2025-12-20 11:48:29 | INTC | Sell | 1,567 | 315.89 | 494,999.63 | 1.2 | 0.075 | Ultra | 5.8 | 19 | 33 | ARCA>NYSE>EDGX | IS | 4 | MKT | 3.7 | 60 | 15 | 0.4 | Multi | false | null | null | 0 | ARCA>NYSE>EDGX | MKT | 74.4 | 90 | 8.3 | 68 | 30 | 27 | -35 | null | null | Venue switch reduced impact |
X000665 | 2025-11-20 11:45:37 | XLB | Buy | 27,628 | 28.08 | 775,794.24 | 1.7 | 0.07 | Medium | 23.6 | 14 | -27.2 | IEX>NASDAQ>EDGX>NYSE>ARCA | POV | 5 | LMT | 10.1 | 77 | 21 | 0.52 | Slip>Thresh | true | SlippageAboveThreshold | AlgoSwitch | 17 | IEX>NASDAQ>EDGX>NYSE>ARCA | LMT>MKT | 87.8 | 87 | 21.1 | 111 | 59 | 18 | -37 | null | null | Stable book; normal liquidity |
X000666 | 2025-12-01 15:05:55 | DIS | Sell | 20,781 | 168.73 | 3,506,378.13 | 1.5 | 0.091 | Ultra | 4.8 | 13 | 17.9 | EDGX>IEX>BATS>NASDAQ>ARCA | TWAP | 3 | LMT | 2.3 | 70 | 31 | 0.76 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>BATS>NASDAQ>ARCA | LMT | 5.7 | 86 | 4.1 | 86 | 50 | 10 | 13 | null | null | Paused due to data glitch |
X000667 | 2025-11-29 10:27:40 | JPM | Sell | 5,126 | 321.34 | 1,647,188.84 | 4.6 | 0.127 | Low | 22.5 | 18 | 28.5 | ARCA>NYSE | TWAP | 1 | LMT | 6.9 | 61 | 26 | 0.76 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE | LMT | 25.2 | 86 | 5.9 | 10 | -11 | 12 | 38 | null | null | Venue switch reduced impact |
X000668 | 2025-11-28 11:58:50 | BRK.B | Buy | 8,548 | 231.1 | 1,975,442.8 | 2.2 | 0.039 | High | 16.7 | 39 | 14.9 | BATS>NYSE>ARCA>IEX>EDGX | IS | 5 | PO | 9.5 | 65 | 30 | 0.65 | LiqDrop | false | null | null | 0 | BATS>NYSE>ARCA>IEX>EDGX | PO | 74.3 | 87 | 15.3 | 47 | -8 | 4 | 14 | null | null | Paused due to data glitch |
X000669 | 2025-12-09 13:25:37 | IWM | Sell | 54,255 | 200.52 | 10,879,212.6 | 0.9 | 0.075 | High | 20.7 | 29 | -6.6 | BATS>ARCA | TWAP | 1 | LMT | 4.9 | 78 | 17 | 0.57 | ToxicitySpike | false | null | null | 0 | BATS>ARCA | LMT | 77.8 | 93 | 14.7 | 29 | 14 | -8 | 2 | Watchlist | null | High urgency from PM |
X000670 | 2025-12-05 10:31:04 | XLE | Sell | 16,103 | 102.89 | 1,656,837.67 | 2 | 0.058 | High | 9.4 | 36 | 22.6 | EDGX>BATS>ARCA | VWAP | 1 | MKT | 3.4 | 65 | 28 | 0.4 | Slip>Thresh | false | null | null | 0 | EDGX>BATS>ARCA | MKT | 7.1 | 99 | 4.4 | 88 | 43 | -15 | -21 | null | null | Paused due to data glitch |
X000671 | 2025-11-18 12:43:24 | VZ | Buy | 9,139 | 53.96 | 493,140.44 | 2.8 | 0.078 | Low | 21.7 | 14 | -6.7 | BATS>NYSE>EDGX>NASDAQ>IEX | Adaptive | 2 | IOC | 7.2 | 63 | 24 | 0.65 | LiqDrop | false | null | null | 0 | BATS>NYSE>EDGX>NASDAQ>IEX | IOC | 95.5 | 85 | 16.6 | 42 | 58 | -6 | -12 | PositionLimitNear | null | High urgency from PM |
X000672 | 2025-10-30 14:47:19 | XOM | Buy | 9,325 | 241.34 | 2,250,495.5 | 4.3 | 0.085 | High | 3.9 | 33 | 27.5 | NYSE>EDGX>BATS | POV | 5 | PO | 5.2 | 66 | 32 | 0.51 | Multi | false | null | null | 0 | NYSE>EDGX>BATS | PO | 91.8 | 99 | 17.9 | 48 | -14 | 29 | 18 | null | null | Stable book; normal liquidity |
X000673 | 2025-12-08 10:50:25 | META | Buy | 16,926 | 129.21 | 2,187,008.46 | 0.8 | 0.047 | High | 22.8 | 21 | 10.2 | NYSE>IEX>ARCA>BATS>EDGX | POV | 4 | MKT | 9.9 | 69 | 32 | 0.81 | Slip>Thresh | false | null | null | 0 | NYSE>IEX>ARCA>BATS>EDGX | MKT | 3.9 | 98 | 18.3 | 75 | -10 | -29 | 18 | Watchlist | Unknown | Paused due to data glitch |
X000674 | 2025-12-01 15:55:02 | VZ | Buy | 4,104 | 102.07 | 418,895.28 | 2.8 | 0.035 | Ultra | 6.3 | 11 | 0.2 | NASDAQ>IEX | VWAP | 2 | MKT | 3.4 | 61 | 16 | 0.42 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX | MKT | 48.5 | 99 | 1.9 | 89 | -8 | -14 | 8 | null | null | Stable book; normal liquidity |
X000675 | 2025-11-09 13:45:55 | BRK.B | Sell | 21,126 | 304.03 | 6,422,937.78 | 1.5 | 0.096 | Medium | 19.8 | 4 | 25.7 | BATS>EDGX | Adaptive | 4 | LMT | 6.6 | 72 | 27 | 0.65 | Slip>Thresh | true | SlippageAboveThreshold | Pause | 12 | BATS>EDGX | LMT>MKT | 92.5 | 97 | 25.4 | 20 | 42 | 27 | -32 | null | null | Paused due to data glitch |
X000676 | 2025-11-08 10:22:35 | XLV | Buy | 76,375 | 68.71 | 5,247,726.25 | 1.8 | 0.214 | Low | 11.6 | 14 | -29.2 | EDGX>NYSE>BATS | IS | 4 | MKT | 6.9 | 103 | 18 | 0.43 | LiqDrop | false | null | null | 0 | EDGX>NYSE>BATS | MKT | 95.7 | 94 | 27.9 | 30 | 9 | -12 | -1 | null | null | Toxic prints; widened spread |
X000677 | 2025-11-02 10:27:30 | VZ | Sell | 16,131 | 113.2 | 1,826,029.2 | 3.6 | 0.138 | Medium | 4 | 23 | 11.6 | NYSE>ARCA>BATS>EDGX>IEX | IS | 4 | LMT | 4.2 | 69 | 20 | 0.55 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA>BATS>EDGX>IEX | LMT | 64 | 92 | 5.5 | 110 | 51 | 12 | -12 | null | null | High urgency from PM |
X000678 | 2025-11-27 09:40:53 | QQQ | Buy | 31,474 | 396.52 | 12,480,070.48 | 0.9 | 0.1 | High | 13.7 | 27 | 6.8 | BATS>ARCA>EDGX | TWAP | 2 | MKT | 4.7 | 73 | 27 | 0.52 | Multi | false | null | null | 0 | BATS>ARCA>EDGX | MKT | 5.6 | 85 | 0 | 93 | 21 | 0 | -35 | PositionLimitNear | null | Stable book; normal liquidity |
X000679 | 2025-11-11 15:30:25 | NKE | Sell | 67,053 | 164.46 | 11,027,536.38 | 2.7 | 0.312 | Low | 19.4 | 32 | 8.3 | NYSE>ARCA>BATS | IS | 4 | PO | 10.2 | 98 | 23 | 0.7 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 15 | NYSE>ARCA>BATS | PO>LMT | 26.7 | 84 | 24.4 | 119 | 51 | -30 | 4 | Watchlist | null | Venue switch reduced impact |
X000680 | 2025-11-12 14:28:33 | AMZN | Buy | 3,043 | 18.4 | 55,991.2 | 1.6 | 0.14 | Low | 29 | 12 | -30.6 | NASDAQ>IEX | VWAP | 3 | IOC | 10.2 | 61 | 15 | 0.55 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 15 | NASDAQ>IEX | IOC>LMT | 82.3 | 85 | 6 | 9 | 31 | -40 | 31 | null | null | High urgency from PM |
X000681 | 2025-11-13 09:50:58 | QQQ | Buy | 15,394 | 399.23 | 6,145,746.62 | 0.8 | 0.049 | Ultra | 15 | 34 | 17.6 | IEX>ARCA | Adaptive | 1 | MKT | 3.9 | 65 | 27 | 0.84 | ToxicitySpike | false | null | null | 0 | IEX>ARCA | MKT | 39 | 91 | 1.2 | 47 | 16 | -30 | 33 | null | null | Toxic prints; widened spread |
X000682 | 2025-11-03 13:44:39 | SPY | Buy | 5,461 | 498.74 | 2,723,619.14 | 0.9 | 0.007 | Ultra | 4.8 | 9 | -29.3 | IEX>BATS>NASDAQ>NYSE | IS | 4 | LMT | 2.4 | 63 | 23 | 0.41 | Multi | false | null | null | 0 | IEX>BATS>NASDAQ>NYSE | LMT | 49.3 | 94 | 0.9 | 85 | 10 | -3 | 34 | null | null | Stable book; normal liquidity |
X000683 | 2025-12-04 14:00:17 | JNJ | Buy | 41,402 | 285.88 | 11,836,003.76 | 2.6 | 0.152 | Low | 19.6 | 32 | 19.1 | ARCA>NYSE>NASDAQ | VWAP | 2 | MKT | 7.2 | 77 | 34 | 0.69 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE>NASDAQ | MKT | 43.8 | 99 | 11.6 | 139 | 22 | -14 | -36 | null | null | Venue switch reduced impact |
X000684 | 2025-12-03 11:10:53 | T | Buy | 12,179 | 319.33 | 3,889,120.07 | 4.2 | 0.102 | Low | 24.5 | 20 | -20.2 | NYSE>NASDAQ>IEX>ARCA>BATS | TWAP | 2 | LMT | 8.3 | 65 | 35 | 0.64 | Multi | false | null | null | 0 | NYSE>NASDAQ>IEX>ARCA>BATS | LMT | 36.2 | 85 | 0 | 10 | -2 | -16 | -19 | null | null | Toxic prints; widened spread |
X000685 | 2025-11-05 10:21:42 | HYG | Buy | 7,841 | 79.52 | 623,516.32 | 2 | 0.043 | High | 16.9 | 8 | 14.2 | IEX>ARCA>EDGX>NASDAQ>NYSE | TWAP | 1 | IOC | 5.3 | 62 | 24 | 0.66 | LiqDrop | false | null | null | 0 | IEX>ARCA>EDGX>NASDAQ>NYSE | IOC | 42.7 | 90 | 5.1 | 74 | -18 | 30 | 37 | NoShort | null | Venue switch reduced impact |
X000686 | 2025-11-11 13:14:32 | NFLX | Buy | 18,092 | 120.03 | 2,171,582.76 | 3.5 | 0.173 | Low | 9 | 33 | -29.1 | ARCA>EDGX | VWAP | 1 | IOC | 3.9 | 66 | 17 | 0.76 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX | IOC | 62.8 | 90 | 0 | 137 | 31 | -38 | -6 | null | null | Stable book; normal liquidity |
X000687 | 2025-11-28 11:09:53 | WMT | Sell | 13,225 | 222.52 | 2,942,827 | 2.7 | 0.041 | High | 10.7 | 10 | -19.6 | IEX>EDGX>ARCA>BATS | POV | 5 | MKT | 7.3 | 68 | 19 | 0.66 | ToxicitySpike | false | null | null | 0 | IEX>EDGX>ARCA>BATS | MKT | 71.8 | 92 | 4.1 | 49 | 0 | -22 | -15 | null | null | Stable book; normal liquidity |
X000688 | 2025-12-03 13:50:03 | V | Buy | 2,522 | 66.11 | 166,729.42 | 3.2 | 0.033 | Medium | 30.5 | 21 | -13.1 | NYSE>NASDAQ | TWAP | 3 | MKT | 12.7 | 61 | 30 | 0.56 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ | MKT | 59.4 | 93 | 0 | 10 | 7 | -32 | -34 | null | null | Stable book; normal liquidity |
X000689 | 2025-12-17 11:07:07 | HYG | Buy | 12,459 | 75.09 | 935,546.31 | 1.6 | 0.068 | Ultra | 5.2 | 13 | 22.4 | IEX>NYSE>BATS>EDGX | POV | 5 | IOC | 3.6 | 68 | 29 | 0.65 | LiqDrop | false | null | null | 0 | IEX>NYSE>BATS>EDGX | IOC | 95.9 | 98 | 0 | 59 | 40 | 21 | 38 | PositionLimitNear | null | Paused due to data glitch |
X000690 | 2025-11-05 14:57:45 | PEP | Buy | 174,966 | 168.47 | 29,476,522.02 | 3.3 | 0.553 | Low | 20 | 34 | 5.9 | EDGX>NASDAQ | Adaptive | 4 | LMT | 7.9 | 160 | 32 | 0.4 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ | LMT | 70.8 | 89 | 5.5 | 196 | 22 | 4 | -25 | null | null | High urgency from PM |
X000691 | 2025-11-26 15:51:22 | CSCO | Sell | 91,328 | 306.35 | 27,978,332.8 | 3 | 0.229 | Low | 14.9 | 21 | -1.3 | NYSE>EDGX | TWAP | 1 | MKT | 5.6 | 91 | 28 | 0.64 | ToxicitySpike | true | ToxicitySpike | Cross | 19 | NYSE>EDGX | MKT>IOC | 87.7 | 91 | 7.7 | 82 | 25 | -16 | 11 | PositionLimitNear | null | Toxic prints; widened spread |
X000692 | 2025-12-02 13:27:35 | XLB | Buy | 26,402 | 178.71 | 4,718,301.42 | 2.2 | 0.067 | Medium | 16.5 | 14 | -13.6 | ARCA>NYSE>NASDAQ | POV | 4 | LMT | 7 | 75 | 16 | 0.6 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE>NASDAQ | LMT | 12.5 | 99 | 6.3 | 70 | 12 | -37 | -32 | null | null | Toxic prints; widened spread |
X000693 | 2025-11-12 14:52:12 | BRK.B | Sell | 25,643 | 240.52 | 6,167,654.36 | 1.5 | 0.117 | Low | 23 | 18 | 28.8 | NASDAQ>IEX>NYSE>BATS | VWAP | 2 | LMT | 6.2 | 70 | 31 | 0.58 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 11 | NASDAQ>IEX>NYSE>BATS | LMT>PO | 92.8 | 89 | 2.5 | 95 | -20 | 5 | 31 | null | null | Venue switch reduced impact |
X000694 | 2025-11-27 12:35:15 | XLV | Buy | 113,564 | 327.15 | 37,152,462.6 | 2 | 0.319 | Low | 17.3 | 16 | 22.2 | NYSE>EDGX | IS | 4 | IOC | 9.2 | 125 | 34 | 0.76 | LiqDrop | false | null | null | 0 | NYSE>EDGX | IOC | 21.4 | 89 | 31.3 | 115 | 51 | -16 | -24 | NoShort | null | Paused due to data glitch |
X000695 | 2025-11-05 09:49:23 | SPY | Sell | 54,210 | 476.8 | 25,847,328 | 0.8 | 0.073 | Ultra | 5.1 | 25 | 8 | ARCA>EDGX | Adaptive | 3 | LMT | 1.7 | 87 | 35 | 0.82 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX | LMT | 24.7 | 97 | 1.2 | 28 | 27 | -40 | -28 | null | null | High urgency from PM |
X000696 | 2025-10-27 12:14:25 | XLB | Sell | 50,623 | 23.3 | 1,179,515.9 | 1.4 | 0.129 | High | 5.3 | 39 | 8.5 | IEX>NYSE>BATS>NASDAQ | Adaptive | 1 | IOC | 1.9 | 77 | 16 | 0.63 | LiqDrop | false | null | null | 0 | IEX>NYSE>BATS>NASDAQ | IOC | 81.8 | 91 | 1.2 | 52 | -14 | 28 | -17 | null | null | High urgency from PM |
X000697 | 2025-11-20 12:42:06 | TSLA | Sell | 22,664 | 28.02 | 635,045.28 | 1.4 | 0.07 | Medium | 24.2 | 21 | -4 | NASDAQ>EDGX>BATS>NYSE>IEX | IS | 5 | MKT | 13.3 | 74 | 33 | 0.59 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX>BATS>NYSE>IEX | MKT | 93.4 | 90 | 25.7 | 42 | -18 | 12 | -27 | PositionLimitNear | Throttle | Stable book; normal liquidity |
X000698 | 2025-12-13 09:35:55 | QQQ | Sell | 43,279 | 404.55 | 17,508,519.45 | 1 | 0.137 | Medium | 15.2 | 33 | -7.9 | NASDAQ>ARCA>IEX | TWAP | 1 | LMT | 3.8 | 75 | 21 | 0.46 | LiqDrop | false | null | null | 0 | NASDAQ>ARCA>IEX | LMT | 57.5 | 94 | 13.2 | 106 | 9 | -1 | -33 | Watchlist | PriceBand | Venue switch reduced impact |
X000699 | 2025-12-14 12:10:12 | BA | Buy | 23,714 | 210.62 | 4,994,642.68 | 2.5 | 0.079 | Medium | 11.7 | 24 | -1 | ARCA>IEX | TWAP | 2 | LMT | 4.2 | 70 | 22 | 0.8 | Slip>Thresh | false | null | null | 0 | ARCA>IEX | LMT | 16.1 | 92 | 14.2 | 84 | 3 | 18 | 8 | Watchlist | null | High urgency from PM |
X000700 | 2025-11-29 10:34:33 | AAPL | Sell | 59,675 | 316.42 | 18,882,363.5 | 2.6 | 0.176 | Low | 13.9 | 8 | -12.8 | ARCA>EDGX>BATS>NASDAQ>NYSE | TWAP | 3 | LMT | 5.5 | 89 | 35 | 0.68 | ToxicitySpike | false | null | null | 0 | ARCA>EDGX>BATS>NASDAQ>NYSE | LMT | 80.5 | 97 | 2.8 | 66 | 17 | 26 | -9 | null | null | Stable book; normal liquidity |
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