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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X006401 | 2025-12-12 11:13:05 | UNH | Buy | 50,213 | 305.31 | 15,330,531.03 | 2.9 | 0.221 | Low | 9.4 | 14 | -28.4 | IEX>BATS | VWAP | 2 | LMT | 3.7 | 81 | 18 | 0.56 | Multi | false | null | null | 0 | IEX>BATS | LMT | 63.8 | 97 | 9.1 | 10 | 26 | -7 | -31 | null | null | Stable book; normal liquidity |
X006402 | 2025-10-29 11:34:33 | WMT | Buy | 77,425 | 274.93 | 21,286,455.25 | 3.8 | 0.238 | Low | 19.8 | 15 | 24.7 | EDGX>BATS>ARCA>IEX>NYSE | VWAP | 2 | LMT | 6.6 | 92 | 17 | 0.83 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 15 | EDGX>BATS>ARCA>IEX>NYSE | LMT>IOC | 99.6 | 86 | 0 | 43 | 30 | 17 | 19 | null | null | High urgency from PM |
X006403 | 2025-12-14 15:21:15 | PEP | Sell | 29,733 | 313.99 | 9,335,864.67 | 2.9 | 0.094 | Low | 24.7 | 27 | -13.4 | BATS>ARCA | Adaptive | 3 | MKT | 9.5 | 74 | 26 | 0.64 | ToxicitySpike | false | null | null | 0 | BATS>ARCA | MKT | 21.8 | 93 | 0 | 25 | 16 | 20 | 18 | null | null | Paused due to data glitch |
X006404 | 2025-11-15 09:35:44 | XOM | Buy | 2,609 | 268.6 | 700,777.4 | 2.9 | 0.024 | Ultra | 8 | 37 | -4.3 | NYSE>BATS>EDGX | Adaptive | 1 | IOC | 3.1 | 60 | 22 | 0.65 | Slip>Thresh | false | null | null | 0 | NYSE>BATS>EDGX | IOC | 3.2 | 98 | 0.1 | 93 | 35 | 4 | 28 | null | null | Venue switch reduced impact |
X006405 | 2025-12-03 14:45:37 | AMD | Buy | 5,923 | 177.43 | 1,050,917.89 | 2 | 0.165 | Low | 25.3 | 25 | -15.3 | NYSE>NASDAQ>BATS>EDGX | VWAP | 3 | PO | 8.8 | 62 | 34 | 0.72 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 12 | NYSE>NASDAQ>BATS>EDGX | PO>IOC | 85.6 | 96 | 35.6 | 19 | 35 | 24 | -4 | null | null | High urgency from PM |
X006406 | 2025-10-29 15:46:28 | IWM | Buy | 261,898 | 192.96 | 50,535,838.08 | 1.1 | 0.361 | Low | 10.3 | 4 | 11.5 | ARCA>NYSE>BATS | TWAP | 1 | IOC | 3.3 | 151 | 15 | 0.84 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE>BATS | IOC | 38.2 | 89 | 0 | 162 | -18 | -38 | -1 | Watchlist | null | Paused due to data glitch |
X006407 | 2025-10-27 09:35:56 | AMZN | Sell | 538 | 330.1 | 177,593.8 | 2.1 | 0.025 | Ultra | 9.9 | 16 | -29.3 | EDGX>NYSE>BATS>IEX>ARCA | Adaptive | 4 | LMT | 4.1 | 60 | 25 | 0.62 | Multi | false | null | null | 0 | EDGX>NYSE>BATS>IEX>ARCA | LMT | 70.8 | 94 | 1.5 | 70 | -17 | 15 | -2 | Watchlist | null | Toxic prints; widened spread |
X006408 | 2025-11-04 12:46:23 | XLE | Sell | 31,724 | 30.16 | 956,795.84 | 1.8 | 0.114 | Ultra | 3.4 | 17 | -32.5 | NYSE>NASDAQ | POV | 4 | LMT | 2.4 | 78 | 32 | 0.82 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ | LMT | 43.2 | 91 | 2.2 | 39 | -18 | 16 | -29 | null | null | High urgency from PM |
X006409 | 2025-12-16 14:08:33 | VZ | Buy | 108,555 | 77.92 | 8,458,605.6 | 4 | 0.929 | Low | 16.7 | 20 | 19.3 | ARCA>BATS>NYSE>IEX | Adaptive | 4 | MKT | 9 | 122 | 33 | 0.52 | Slip>Thresh | false | null | null | 0 | ARCA>BATS>NYSE>IEX | MKT | 28.8 | 96 | 27.3 | 35 | -20 | 19 | 1 | NoShort | null | Toxic prints; widened spread |
X006410 | 2025-12-24 15:45:01 | XLE | Buy | 7,733 | 225.15 | 1,741,084.95 | 2.1 | 0.028 | High | 15.3 | 6 | 11 | ARCA>BATS>IEX>EDGX | TWAP | 1 | LMT | 4.2 | 62 | 34 | 0.56 | ToxicitySpike | false | null | null | 0 | ARCA>BATS>IEX>EDGX | LMT | 74.8 | 96 | 3.7 | 40 | 51 | 23 | -38 | null | null | Paused due to data glitch |
X006411 | 2025-10-28 09:57:54 | PFE | Buy | 39,915 | 87.78 | 3,503,738.7 | 2.8 | 0.108 | Low | 15.3 | 26 | 5.6 | NASDAQ>IEX>EDGX | IS | 4 | MKT | 9.4 | 82 | 33 | 0.51 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX>EDGX | MKT | 75.1 | 98 | 4.8 | 112 | 32 | -5 | 13 | PositionLimitNear | null | Venue switch reduced impact |
X006412 | 2025-12-15 13:54:11 | HD | Buy | 82,322 | 259.02 | 21,323,044.44 | 1.4 | 0.319 | High | 3.2 | 20 | -6.8 | IEX>NYSE>EDGX>ARCA | IS | 4 | MKT | 2.9 | 107 | 26 | 0.51 | LiqDrop | false | null | null | 0 | IEX>NYSE>EDGX>ARCA | MKT | 81.4 | 92 | 12.2 | 41 | 57 | 30 | 27 | null | null | Paused due to data glitch |
X006413 | 2025-10-27 10:14:44 | LQD | Sell | 38,057 | 114.8 | 4,368,943.6 | 0.9 | 0.187 | Low | 24.2 | 16 | -21.4 | EDGX>NYSE>BATS>IEX>ARCA | IS | 4 | LMT | 9.6 | 81 | 13 | 0.44 | Multi | false | null | null | 0 | EDGX>NYSE>BATS>IEX>ARCA | LMT | 36.2 | 96 | 28.1 | 93 | 20 | 20 | 25 | null | null | Paused due to data glitch |
X006414 | 2025-12-11 14:06:48 | HD | Buy | 24,467 | 244.23 | 5,975,575.41 | 1.9 | 0.095 | Medium | 10.3 | 4 | 27.6 | NYSE>EDGX | VWAP | 1 | MKT | 3.5 | 68 | 23 | 0.55 | LiqDrop | false | null | null | 0 | NYSE>EDGX | MKT | 93.4 | 87 | 0 | 70 | 51 | -20 | -11 | PositionLimitNear | null | Stable book; normal liquidity |
X006415 | 2025-12-24 12:53:55 | XLP | Buy | 67,834 | 77.39 | 5,249,673.26 | 1.8 | 0.234 | Low | 20.4 | 29 | 3 | ARCA>BATS>EDGX>IEX | Adaptive | 4 | PO | 7.7 | 99 | 18 | 0.6 | Multi | false | null | null | 0 | ARCA>BATS>EDGX>IEX | PO | 41.9 | 93 | 4.9 | 209 | -17 | -13 | -16 | PositionLimitNear | null | High urgency from PM |
X006416 | 2025-11-20 09:35:00 | AMZN | Buy | 1,711 | 165.88 | 283,820.68 | 2.7 | 0.079 | Low | 33.5 | 9 | -31.7 | ARCA>BATS | POV | 4 | MKT | 15.8 | 60 | 24 | 0.74 | ToxicitySpike | true | ToxicitySpike | Pause | 10 | ARCA>BATS | MKT>PO | 98.9 | 96 | 12.1 | 50 | 44 | 6 | -7 | null | null | Stable book; normal liquidity |
X006417 | 2025-11-03 10:44:32 | WMT | Sell | 34,201 | 90.25 | 3,086,640.25 | 3.1 | 0.105 | Low | 22.1 | 8 | -7.2 | NYSE>EDGX>ARCA>NASDAQ | TWAP | 2 | MKT | 8.6 | 74 | 32 | 0.44 | LiqDrop | false | null | null | 0 | NYSE>EDGX>ARCA>NASDAQ | MKT | 37.2 | 88 | 20.7 | 10 | 41 | 3 | -19 | null | null | High urgency from PM |
X006418 | 2025-11-18 12:58:59 | CSCO | Buy | 29,096 | 260.88 | 7,590,564.48 | 3.6 | 0.073 | Low | 20.6 | 9 | -18.7 | NASDAQ>ARCA>BATS | POV | 4 | LMT | 9.4 | 76 | 30 | 0.46 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>BATS | LMT | 55.1 | 93 | 12.7 | 141 | 38 | -33 | -7 | null | null | Paused due to data glitch |
X006419 | 2025-11-20 15:55:01 | LQD | Sell | 26,980 | 117.17 | 3,161,246.6 | 1.5 | 0.133 | Medium | 12.3 | 29 | 30.4 | NASDAQ>NYSE | Adaptive | 2 | LMT | 3.5 | 71 | 13 | 0.8 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE | LMT | 31.6 | 98 | 9.6 | 82 | 47 | 3 | -7 | null | null | High urgency from PM |
X006420 | 2025-11-27 11:25:04 | MSFT | Buy | 18,827 | 187.3 | 3,526,297.1 | 1.8 | 0.1 | Medium | 10.3 | 3 | 11.2 | ARCA>IEX>EDGX>BATS>NYSE | TWAP | 3 | MKT | 4.8 | 69 | 34 | 0.48 | Slip>Thresh | false | null | null | 0 | ARCA>IEX>EDGX>BATS>NYSE | MKT | 90.9 | 91 | 2.5 | 116 | 42 | -33 | 33 | null | null | Stable book; normal liquidity |
X006421 | 2025-12-05 12:27:18 | KO | Buy | 4,039 | 265.71 | 1,073,202.69 | 2 | 0.101 | Low | 25.2 | 33 | 25.9 | ARCA>NYSE>BATS>IEX>NASDAQ | TWAP | 3 | LMT | 8.4 | 62 | 23 | 0.44 | LiqDrop | false | null | null | 0 | ARCA>NYSE>BATS>IEX>NASDAQ | LMT | 40.3 | 89 | 3.5 | 10 | -6 | 24 | 34 | null | null | Stable book; normal liquidity |
X006422 | 2025-12-16 09:35:26 | IEF | Sell | 38,906 | 99.15 | 3,857,529.9 | 2.4 | 0.148 | Medium | 5.2 | 20 | 24.4 | NASDAQ>IEX>ARCA | POV | 5 | PO | 4.2 | 85 | 34 | 0.52 | Multi | false | null | null | 0 | NASDAQ>IEX>ARCA | PO | 46.5 | 96 | 4.9 | 89 | -11 | -40 | -40 | NoShort | null | Paused due to data glitch |
X006423 | 2025-12-04 15:35:20 | XLY | Sell | 25,128 | 255.15 | 6,411,409.2 | 1.4 | 0.105 | Medium | 15.3 | 29 | 23 | EDGX>ARCA | Adaptive | 1 | MKT | 4.3 | 68 | 21 | 0.8 | Multi | false | null | null | 0 | EDGX>ARCA | MKT | 84.5 | 95 | 1.3 | 85 | -17 | 14 | -6 | Watchlist | null | Stable book; normal liquidity |
X006424 | 2025-11-20 09:45:40 | IWM | Buy | 82,758 | 204.01 | 16,883,459.58 | 0.9 | 0.114 | Medium | 21.2 | 10 | 20.8 | EDGX>NASDAQ | IS | 5 | IOC | 10.9 | 113 | 33 | 0.65 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ | IOC | 45 | 95 | 10.7 | 68 | 8 | -38 | -11 | null | null | Toxic prints; widened spread |
X006425 | 2025-11-24 09:35:02 | BRK.B | Buy | 10,451 | 63.9 | 667,818.9 | 2.8 | 0.048 | Ultra | 4.6 | 31 | 2.8 | NASDAQ>ARCA>IEX>BATS>EDGX | VWAP | 1 | LMT | 2.1 | 63 | 12 | 0.53 | ToxicitySpike | false | null | null | 0 | NASDAQ>ARCA>IEX>BATS>EDGX | LMT | 31.7 | 88 | 0 | 50 | 21 | -6 | 20 | null | null | Paused due to data glitch |
X006426 | 2025-10-27 11:37:33 | VZ | Sell | 11,641 | 63.08 | 734,314.28 | 3.6 | 0.1 | Low | 17 | 29 | -10.3 | IEX>EDGX>BATS | Adaptive | 4 | LMT | 7 | 66 | 34 | 0.77 | ToxicitySpike | false | null | null | 0 | IEX>EDGX>BATS | LMT | 61.6 | 99 | 13 | 194 | 59 | 14 | -3 | null | null | Toxic prints; widened spread |
X006427 | 2025-12-22 12:46:46 | XLP | Buy | 82,543 | 60.34 | 4,980,644.62 | 3.1 | 0.285 | Low | 17.3 | 22 | -20.3 | NASDAQ>IEX>EDGX | Adaptive | 1 | LMT | 4.7 | 88 | 18 | 0.79 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX>EDGX | LMT | 52.1 | 100 | 11.9 | 44 | 5 | -38 | 28 | NoShort | null | High urgency from PM |
X006428 | 2025-12-20 10:54:11 | KO | Buy | 14,330 | 107.69 | 1,543,197.7 | 3.1 | 0.357 | Low | 10.4 | 36 | 6 | BATS>ARCA | TWAP | 1 | LMT | 3.7 | 65 | 14 | 0.43 | ToxicitySpike | false | null | null | 0 | BATS>ARCA | LMT | 55.9 | 92 | 0 | 76 | -8 | -26 | 19 | PositionLimitNear | null | Paused due to data glitch |
X006429 | 2025-12-03 10:24:28 | UNH | Buy | 41,309 | 192.71 | 7,960,657.39 | 3.1 | 0.181 | Low | 21.6 | 4 | 24.9 | BATS>EDGX | Adaptive | 2 | MKT | 7.7 | 77 | 16 | 0.55 | LiqDrop | false | null | null | 0 | BATS>EDGX | MKT | 22.9 | 94 | 12.9 | 76 | 44 | 1 | 13 | null | null | High urgency from PM |
X006430 | 2025-11-13 14:54:46 | GOOGL | Sell | 87,542 | 14.88 | 1,302,624.96 | 1.3 | 0.261 | Medium | 6.1 | 17 | 9.4 | IEX>EDGX>NYSE>NASDAQ>BATS | IS | 5 | MKT | 4.5 | 116 | 26 | 0.67 | ToxicitySpike | false | null | null | 0 | IEX>EDGX>NYSE>NASDAQ>BATS | MKT | 78.3 | 89 | 25.5 | 50 | -7 | 25 | 2 | Watchlist | Throttle | Toxic prints; widened spread |
X006431 | 2025-11-16 13:26:47 | NFLX | Sell | 5,017 | 256.33 | 1,286,007.61 | 2.3 | 0.048 | High | 8.8 | 9 | -31.5 | EDGX>NYSE>BATS>NASDAQ>IEX | POV | 4 | LMT | 4.5 | 62 | 34 | 0.71 | Slip>Thresh | false | null | null | 0 | EDGX>NYSE>BATS>NASDAQ>IEX | LMT | 76.1 | 93 | 2 | 97 | -19 | 1 | 27 | null | null | Stable book; normal liquidity |
X006432 | 2025-12-06 15:30:20 | MA | Sell | 4,452 | 245.14 | 1,091,363.28 | 0.9 | 0.019 | Ultra | 16.4 | 13 | -18.7 | BATS>NASDAQ>ARCA | IS | 4 | IOC | 7.7 | 62 | 24 | 0.47 | ToxicitySpike | false | null | null | 0 | BATS>NASDAQ>ARCA | IOC | 3.1 | 90 | 1.4 | 48 | 43 | -15 | -4 | null | null | Paused due to data glitch |
X006433 | 2025-11-16 10:02:48 | WMT | Sell | 34,602 | 322.11 | 11,145,650.22 | 2.4 | 0.106 | Low | 20.4 | 8 | 19.3 | ARCA>BATS>EDGX>NASDAQ>NYSE | TWAP | 3 | LMT | 7.2 | 77 | 15 | 0.76 | Multi | false | null | null | 0 | ARCA>BATS>EDGX>NASDAQ>NYSE | LMT | 90.3 | 87 | 0 | 28 | -8 | 20 | 16 | null | null | Stable book; normal liquidity |
X006434 | 2025-12-10 09:35:14 | DIS | Sell | 6,739 | 156.01 | 1,051,351.39 | 1.5 | 0.029 | Ultra | 6.1 | 13 | 15.1 | NASDAQ>EDGX>IEX>NYSE | VWAP | 1 | LMT | 1.9 | 62 | 35 | 0.67 | Multi | false | null | null | 0 | NASDAQ>EDGX>IEX>NYSE | LMT | 48 | 78 | 0 | 49 | 36 | -37 | 11 | null | null | Toxic prints; widened spread |
X006435 | 2025-11-12 11:32:10 | XLV | Sell | 26,788 | 98.97 | 2,651,208.36 | 1.7 | 0.075 | Ultra | 5.5 | 20 | -11.4 | NYSE>NASDAQ | Adaptive | 5 | MKT | 3.5 | 77 | 31 | 0.61 | LiqDrop | false | null | null | 0 | NYSE>NASDAQ | MKT | 91.6 | 88 | 0.2 | 88 | 7 | -18 | 11 | null | null | Venue switch reduced impact |
X006436 | 2025-11-04 14:32:48 | CVX | Buy | 24,239 | 166.09 | 4,025,855.51 | 0.9 | 0.144 | High | 9.8 | 8 | 31.9 | ARCA>BATS>EDGX | IS | 4 | IOC | 5 | 73 | 31 | 0.54 | LiqDrop | false | null | null | 0 | ARCA>BATS>EDGX | IOC | 49.6 | 92 | 0 | 132 | 14 | 23 | -29 | PositionLimitNear | null | Venue switch reduced impact |
X006437 | 2025-11-13 14:52:06 | XLV | Sell | 12,701 | 348.31 | 4,423,885.31 | 2 | 0.036 | High | 23.1 | 8 | 12.6 | IEX>NYSE | TWAP | 3 | MKT | 9.4 | 66 | 13 | 0.73 | ToxicitySpike | false | null | null | 0 | IEX>NYSE | MKT | 54.2 | 87 | 18.4 | 44 | 19 | -32 | -15 | null | null | Venue switch reduced impact |
X006438 | 2025-12-11 11:48:51 | AMZN | Sell | 4,609 | 134.49 | 619,864.41 | 2 | 0.212 | Low | 31 | 39 | 23.4 | NYSE>BATS>EDGX>ARCA | Adaptive | 1 | LMT | 6.9 | 61 | 21 | 0.45 | Multi | false | null | null | 0 | NYSE>BATS>EDGX>ARCA | LMT | 39.1 | 100 | 6.4 | 104 | 19 | -15 | 1 | null | null | Toxic prints; widened spread |
X006439 | 2025-10-27 10:22:36 | V | Sell | 6,167 | 311.75 | 1,922,562.25 | 2.9 | 0.08 | Low | 28.8 | 37 | 6 | IEX>ARCA>EDGX | IS | 5 | LMT | 14.1 | 64 | 29 | 0.45 | Slip>Thresh | false | null | null | 0 | IEX>ARCA>EDGX | LMT | 73.4 | 98 | 17.3 | 15 | 5 | -13 | 15 | null | null | Stable book; normal liquidity |
X006440 | 2025-11-28 13:39:25 | AMZN | Buy | 5,237 | 118.81 | 622,207.97 | 1.6 | 0.241 | Low | 15.7 | 39 | -31.9 | ARCA>NYSE>EDGX>IEX>BATS | Adaptive | 3 | PO | 5.4 | 62 | 22 | 0.56 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE>EDGX>IEX>BATS | PO | 18 | 90 | 0.1 | 175 | -11 | 7 | -7 | null | null | Venue switch reduced impact |
X006441 | 2025-12-18 11:28:12 | BRK.B | Buy | 109,626 | 237.8 | 26,069,062.8 | 2.1 | 0.498 | Low | 21.6 | 33 | 0.5 | ARCA>BATS | VWAP | 2 | PO | 7 | 106 | 15 | 0.68 | Slip>Thresh | false | null | null | 0 | ARCA>BATS | PO | 73.1 | 87 | 0 | 153 | 45 | 20 | 21 | null | null | Stable book; normal liquidity |
X006442 | 2025-11-23 13:56:45 | MA | Sell | 34,439 | 176.09 | 6,064,363.51 | 0.8 | 0.147 | Medium | 25 | 6 | -1.8 | IEX>NASDAQ>EDGX | TWAP | 2 | LMT | 6.7 | 74 | 26 | 0.54 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ>EDGX | LMT | 78.4 | 87 | 8.1 | 34 | 31 | -28 | 19 | null | null | Venue switch reduced impact |
X006443 | 2025-12-03 11:52:41 | NVDA | Buy | 3,413 | 35.21 | 120,171.73 | 2 | 0.088 | Low | 34.3 | 37 | -31.3 | ARCA>EDGX>BATS>IEX>NYSE | TWAP | 3 | PO | 12.1 | 61 | 30 | 0.54 | LiqDrop | false | null | null | 0 | ARCA>EDGX>BATS>IEX>NYSE | PO | 22.8 | 88 | 17.4 | 89 | -1 | 6 | -2 | NoShort | null | High urgency from PM |
X006444 | 2025-11-16 10:14:17 | JPM | Sell | 10,791 | 354.09 | 3,820,985.19 | 2.5 | 0.267 | Low | 6.9 | 24 | -1.1 | EDGX>BATS>IEX>ARCA | Adaptive | 1 | MKT | 2.9 | 63 | 15 | 0.5 | LiqDrop | false | null | null | 0 | EDGX>BATS>IEX>ARCA | MKT | 27.6 | 90 | 14.9 | 48 | 9 | -36 | -31 | null | null | High urgency from PM |
X006445 | 2025-11-02 09:35:46 | NVDA | Sell | 12,265 | 218 | 2,673,770 | 2.1 | 0.317 | Low | 26.1 | 16 | 32.5 | IEX>ARCA>BATS | IS | 4 | MKT | 13.7 | 67 | 12 | 0.57 | Multi | false | null | null | 0 | IEX>ARCA>BATS | MKT | 44.3 | 94 | 22.7 | 41 | 29 | 28 | -15 | null | null | Venue switch reduced impact |
X006446 | 2025-10-27 11:29:20 | XLK | Sell | 92,598 | 96.77 | 8,960,708.46 | 1.5 | 0.26 | Medium | 7.4 | 29 | -16 | NYSE>NASDAQ>BATS>ARCA | VWAP | 1 | MKT | 2.7 | 92 | 12 | 0.4 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ>BATS>ARCA | MKT | 81.6 | 87 | 0 | 55 | 34 | 16 | -35 | NoShort | null | Toxic prints; widened spread |
X006447 | 2025-12-17 12:17:23 | NVDA | Buy | 9,198 | 212.49 | 1,954,483.02 | 1.7 | 0.238 | Low | 12.1 | 25 | 34.8 | NASDAQ>IEX>NYSE | IS | 5 | MKT | 7.8 | 65 | 29 | 0.43 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX>NYSE | MKT | 57.8 | 91 | 0 | 84 | 54 | 7 | 26 | null | null | High urgency from PM |
X006448 | 2025-12-19 13:42:12 | BRK.B | Sell | 50,982 | 165.98 | 8,461,992.36 | 1.5 | 0.232 | Low | 20.3 | 16 | 10 | IEX>EDGX>NASDAQ>NYSE>ARCA | TWAP | 3 | LMT | 6.7 | 85 | 17 | 0.76 | Slip>Thresh | false | null | null | 0 | IEX>EDGX>NASDAQ>NYSE>ARCA | LMT | 96.7 | 98 | 4.5 | 142 | 10 | 5 | 27 | null | null | Toxic prints; widened spread |
X006449 | 2025-11-06 09:35:56 | AAPL | Buy | 31,960 | 293.62 | 9,384,095.2 | 1.9 | 0.094 | Medium | 18.3 | 6 | 18.4 | NASDAQ>BATS | TWAP | 1 | MKT | 5.8 | 71 | 27 | 0.7 | ToxicitySpike | false | null | null | 0 | NASDAQ>BATS | MKT | 36 | 96 | 9.4 | 77 | 27 | -14 | 19 | null | null | High urgency from PM |
X006450 | 2025-12-22 09:35:45 | BA | Sell | 28,123 | 264.16 | 7,428,971.68 | 1.7 | 0.094 | Medium | 11.4 | 37 | -16.3 | NASDAQ>ARCA | VWAP | 2 | IOC | 4.1 | 71 | 28 | 0.71 | Multi | false | null | null | 0 | NASDAQ>ARCA | IOC | 34 | 94 | 1.9 | 101 | -5 | -35 | 26 | Watchlist | null | Paused due to data glitch |
X006451 | 2025-11-02 12:44:49 | LQD | Sell | 22,938 | 113.23 | 2,597,269.74 | 1.1 | 0.113 | Medium | 17.9 | 25 | 31.5 | NASDAQ>EDGX>BATS>NYSE | TWAP | 2 | MKT | 6.1 | 69 | 20 | 0.5 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX>BATS>NYSE | MKT | 6.9 | 90 | 6.5 | 56 | 16 | -5 | 40 | null | null | Toxic prints; widened spread |
X006452 | 2025-12-19 12:31:19 | PFE | Buy | 10,521 | 14.99 | 157,709.79 | 2.5 | 0.029 | High | 18.9 | 3 | -11.6 | EDGX>ARCA>BATS>NASDAQ>NYSE | VWAP | 2 | IOC | 6.6 | 64 | 23 | 0.59 | Multi | false | null | null | 0 | EDGX>ARCA>BATS>NASDAQ>NYSE | IOC | 34.2 | 95 | 13.4 | 115 | -4 | 3 | -34 | null | null | High urgency from PM |
X006453 | 2025-12-23 13:10:37 | JNJ | Sell | 68,703 | 299.86 | 20,601,281.58 | 3.9 | 0.252 | Low | 6.9 | 12 | 10.1 | IEX>ARCA>BATS | IS | 5 | LMT | 6.1 | 104 | 31 | 0.44 | Slip>Thresh | false | null | null | 0 | IEX>ARCA>BATS | LMT | 10.7 | 84 | 21.7 | 85 | 12 | -38 | -28 | null | null | High urgency from PM |
X006454 | 2025-12-10 15:13:26 | VZ | Buy | 49,558 | 73.5 | 3,642,513 | 3.6 | 0.424 | Low | 15.2 | 26 | 17.2 | BATS>ARCA>IEX>NYSE | IS | 5 | IOC | 10.8 | 92 | 12 | 0.58 | Slip>Thresh | true | SlippageAboveThreshold | OrderTypeChange | 15 | BATS>ARCA>IEX>NYSE | IOC>MKT | 47.1 | 97 | 15.5 | 86 | 52 | -19 | 35 | PositionLimitNear | null | High urgency from PM |
X006455 | 2025-12-10 11:25:51 | JNJ | Buy | 11,353 | 218.47 | 2,480,289.91 | 2.6 | 0.042 | High | 14.4 | 22 | -17 | ARCA>NASDAQ>BATS>NYSE>EDGX | TWAP | 1 | IOC | 4.9 | 63 | 29 | 0.72 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ>BATS>NYSE>EDGX | IOC | 25.8 | 91 | 4.9 | 109 | -18 | -4 | 20 | null | null | High urgency from PM |
X006456 | 2025-12-03 14:43:14 | XLV | Sell | 4,893 | 335.22 | 1,640,231.46 | 1.5 | 0.014 | Ultra | 15.4 | 34 | -23.5 | IEX>ARCA>EDGX>BATS | IS | 4 | IOC | 7.8 | 62 | 13 | 0.76 | LiqDrop | false | null | null | 0 | IEX>ARCA>EDGX>BATS | IOC | 52.5 | 89 | 9.6 | 45 | 37 | 17 | -18 | PositionLimitNear | null | Venue switch reduced impact |
X006457 | 2025-12-06 11:14:06 | CSCO | Sell | 12,743 | 97.69 | 1,244,863.67 | 3.7 | 0.032 | Medium | 20.9 | 8 | 11 | BATS>NASDAQ>IEX | IS | 4 | MKT | 12.6 | 67 | 26 | 0.58 | Multi | false | null | null | 0 | BATS>NASDAQ>IEX | MKT | 2.8 | 92 | 33.3 | 10 | 30 | -20 | -11 | null | null | Venue switch reduced impact |
X006458 | 2025-11-23 14:29:42 | BAC | Buy | 12,663 | 324.37 | 4,107,497.31 | 1.7 | 0.035 | Ultra | 9.9 | 14 | 16.6 | BATS>IEX>NASDAQ | VWAP | 2 | LMT | 3.2 | 65 | 30 | 0.62 | LiqDrop | false | null | null | 0 | BATS>IEX>NASDAQ | LMT | 67.1 | 65 | 0 | 90 | 2 | -31 | 5 | null | null | Venue switch reduced impact |
X006459 | 2025-11-21 12:33:02 | AMD | Buy | 1,382 | 161.65 | 223,400.3 | 1.6 | 0.039 | High | 21.8 | 19 | 26.9 | NASDAQ>IEX | IS | 5 | LMT | 10.2 | 60 | 25 | 0.4 | LiqDrop | false | null | null | 0 | NASDAQ>IEX | LMT | 73.3 | 75 | 2.6 | 37 | 14 | -18 | 4 | null | null | Toxic prints; widened spread |
X006460 | 2025-11-02 10:01:03 | NVDA | Buy | 4,794 | 246.91 | 1,183,686.54 | 2.2 | 0.124 | Low | 16.1 | 21 | -18.5 | BATS>ARCA>EDGX>IEX | Adaptive | 2 | LMT | 4.7 | 62 | 12 | 0.71 | Multi | false | null | null | 0 | BATS>ARCA>EDGX>IEX | LMT | 3.1 | 89 | 0 | 63 | 51 | 20 | -15 | null | null | High urgency from PM |
X006461 | 2025-11-30 11:34:37 | T | Sell | 35,493 | 144.28 | 5,120,930.04 | 3.4 | 0.296 | Low | 18.7 | 15 | -18.6 | NYSE>BATS>NASDAQ>IEX>ARCA | POV | 4 | LMT | 8.7 | 80 | 16 | 0.55 | ToxicitySpike | false | null | null | 0 | NYSE>BATS>NASDAQ>IEX>ARCA | LMT | 88.4 | 97 | 23.7 | 10 | -13 | -17 | 38 | null | null | Venue switch reduced impact |
X006462 | 2025-12-06 13:32:35 | XLB | Sell | 31,322 | 221.28 | 6,930,932.16 | 2.4 | 0.08 | Low | 21.8 | 3 | -12.9 | BATS>EDGX>NASDAQ>IEX | TWAP | 2 | LMT | 6.7 | 73 | 13 | 0.45 | Slip>Thresh | true | SlippageAboveThreshold | AlgoSwitch | 24 | BATS>EDGX>NASDAQ>IEX | LMT>MKT | 21.9 | 85 | 18.3 | 102 | 26 | 13 | 11 | null | null | High urgency from PM |
X006463 | 2025-12-18 12:47:49 | INTC | Sell | 682 | 75.56 | 51,531.92 | 0.7 | 0.033 | Ultra | 36.5 | 24 | -5.5 | ARCA>NYSE>EDGX>IEX | POV | 4 | LMT | 12.7 | 60 | 14 | 0.59 | Multi | false | null | null | 0 | ARCA>NYSE>EDGX>IEX | LMT | 39.8 | 91 | 20.6 | 63 | 43 | 22 | 37 | NoShort | null | Toxic prints; widened spread |
X006464 | 2025-12-24 09:48:48 | XLB | Buy | 41,438 | 39.82 | 1,650,061.16 | 1.7 | 0.106 | Medium | 21.2 | 4 | -28.2 | ARCA>BATS>NASDAQ>EDGX | POV | 5 | MKT | 11.1 | 86 | 34 | 0.71 | LiqDrop | false | null | null | 0 | ARCA>BATS>NASDAQ>EDGX | MKT | 88.6 | 98 | 1.6 | 88 | -12 | -37 | -13 | null | null | Stable book; normal liquidity |
X006465 | 2025-11-13 11:40:50 | TLT | Sell | 11,986 | 94.94 | 1,137,950.84 | 2.7 | 0.044 | Medium | 15.7 | 16 | -5.5 | NASDAQ>ARCA>BATS>EDGX | POV | 5 | IOC | 9.1 | 67 | 26 | 0.43 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>BATS>EDGX | IOC | 59.3 | 92 | 9.8 | 97 | -7 | -18 | -2 | Watchlist | null | High urgency from PM |
X006466 | 2025-11-22 15:34:43 | XLE | Buy | 26,303 | 194.96 | 5,128,032.88 | 2.8 | 0.094 | Medium | 10.6 | 23 | 15.4 | EDGX>BATS>NYSE>IEX | Adaptive | 1 | IOC | 3.7 | 69 | 30 | 0.6 | LiqDrop | false | null | null | 0 | EDGX>BATS>NYSE>IEX | IOC | 61.4 | 85 | 3.5 | 81 | 31 | -37 | -18 | Watchlist | null | High urgency from PM |
X006467 | 2025-11-14 12:06:46 | AMZN | Buy | 942 | 195.32 | 183,991.44 | 2.6 | 0.043 | Medium | 31.2 | 6 | -18.9 | NYSE>IEX | IS | 5 | PO | 16.4 | 60 | 35 | 0.4 | LiqDrop | false | null | null | 0 | NYSE>IEX | PO | 19.3 | 97 | 5.8 | 147 | 1 | 15 | -31 | NoShort | null | Paused due to data glitch |
X006468 | 2025-12-13 09:35:48 | XLP | Buy | 90,018 | 159.47 | 14,355,170.46 | 3.4 | 0.311 | Low | 16.8 | 9 | -26.5 | NASDAQ>ARCA | TWAP | 3 | IOC | 7.9 | 105 | 29 | 0.71 | LiqDrop | false | null | null | 0 | NASDAQ>ARCA | IOC | 88.6 | 99 | 14.5 | 10 | 43 | -40 | 38 | NoShort | null | High urgency from PM |
X006469 | 2025-11-18 15:39:49 | V | Sell | 45,185 | 231.11 | 10,442,705.35 | 4.8 | 0.588 | Low | 35.8 | 15 | -9.6 | NYSE>NASDAQ | POV | 4 | LMT | 15.5 | 85 | 22 | 0.63 | Slip>Thresh | false | null | null | 0 | NYSE>NASDAQ | LMT | 86.1 | 90 | 16.6 | 97 | 13 | 27 | 20 | null | null | Toxic prints; widened spread |
X006470 | 2025-11-09 13:24:33 | META | Sell | 48,380 | 122.97 | 5,949,288.6 | 1 | 0.135 | Ultra | 4.5 | 29 | 26.3 | BATS>EDGX>ARCA>NYSE>IEX | IS | 4 | LMT | 2.5 | 87 | 24 | 0.71 | Multi | false | null | null | 0 | BATS>EDGX>ARCA>NYSE>IEX | LMT | 41 | 93 | 6.1 | 84 | 45 | -29 | -8 | null | null | Venue switch reduced impact |
X006471 | 2025-11-20 09:56:49 | XLE | Buy | 16,006 | 62.21 | 995,733.26 | 3.3 | 0.057 | Medium | 10.8 | 5 | 31.6 | EDGX>NYSE>ARCA>BATS>NASDAQ | VWAP | 3 | PO | 5.2 | 68 | 34 | 0.52 | Multi | false | null | null | 0 | EDGX>NYSE>ARCA>BATS>NASDAQ | PO | 84.8 | 91 | 2.4 | 10 | -13 | 5 | 27 | null | null | Paused due to data glitch |
X006472 | 2025-12-25 10:09:58 | QQQ | Buy | 50,010 | 423.62 | 21,185,236.2 | 0.8 | 0.159 | Medium | 18.7 | 37 | 3.1 | NYSE>NASDAQ | VWAP | 2 | LMT | 4.9 | 81 | 17 | 0.61 | LiqDrop | false | null | null | 0 | NYSE>NASDAQ | LMT | 87.9 | 87 | 2.3 | 88 | 54 | -38 | -12 | PositionLimitNear | null | Toxic prints; widened spread |
X006473 | 2025-11-29 11:15:08 | JPM | Sell | 7,270 | 111.8 | 812,786 | 4.6 | 0.18 | Low | 27.6 | 12 | -19.8 | NYSE>IEX>BATS>EDGX>ARCA | VWAP | 1 | MKT | 9.2 | 62 | 34 | 0.41 | LiqDrop | false | null | null | 0 | NYSE>IEX>BATS>EDGX>ARCA | MKT | 21.1 | 91 | 11.8 | 92 | -13 | 18 | 25 | Watchlist | null | Stable book; normal liquidity |
X006474 | 2025-11-18 14:34:40 | V | Buy | 9,838 | 51.79 | 509,510.02 | 2.8 | 0.128 | Low | 17.1 | 26 | -6.6 | EDGX>BATS>NASDAQ | Adaptive | 2 | LMT | 5.2 | 64 | 15 | 0.83 | ToxicitySpike | false | null | null | 0 | EDGX>BATS>NASDAQ | LMT | 73.8 | 90 | 0 | 89 | -5 | 17 | -15 | null | null | Stable book; normal liquidity |
X006475 | 2025-11-25 09:49:20 | INTC | Sell | 1,446 | 40.92 | 59,170.32 | 1 | 0.069 | High | 20.7 | 18 | 4.4 | IEX>NYSE | TWAP | 2 | LMT | 5.7 | 60 | 13 | 0.64 | Slip>Thresh | false | null | null | 0 | IEX>NYSE | LMT | 46.4 | 93 | 10.4 | 48 | 19 | 28 | -18 | null | null | High urgency from PM |
X006476 | 2025-11-17 12:20:33 | HD | Buy | 34,724 | 108.96 | 3,783,527.04 | 2.9 | 0.135 | Low | 23.9 | 3 | 2.9 | NASDAQ>BATS>ARCA | TWAP | 2 | LMT | 7.5 | 74 | 28 | 0.69 | ToxicitySpike | false | null | null | 0 | NASDAQ>BATS>ARCA | LMT | 29.7 | 95 | 26.9 | 72 | -20 | -6 | -18 | PositionLimitNear | null | Stable book; normal liquidity |
X006477 | 2025-11-18 11:04:40 | HYG | Buy | 32,893 | 77.15 | 2,537,694.95 | 2.1 | 0.18 | Medium | 8.1 | 10 | -22.9 | BATS>NYSE>ARCA>NASDAQ | POV | 4 | LMT | 4.2 | 78 | 35 | 0.59 | Slip>Thresh | false | null | null | 0 | BATS>NYSE>ARCA>NASDAQ | LMT | 20.1 | 86 | 0.7 | 69 | -8 | 5 | -16 | null | null | Paused due to data glitch |
X006478 | 2025-10-27 15:07:48 | IEF | Sell | 26,956 | 95.06 | 2,562,437.36 | 3.5 | 0.102 | Medium | 6 | 26 | 31.2 | NASDAQ>ARCA | TWAP | 3 | LMT | 3.7 | 73 | 14 | 0.74 | Multi | false | null | null | 0 | NASDAQ>ARCA | LMT | 79.8 | 87 | 8.5 | 101 | 34 | -30 | -36 | null | null | High urgency from PM |
X006479 | 2025-11-26 13:42:02 | XLU | Buy | 22,905 | 260.74 | 5,972,249.7 | 1.5 | 0.073 | Ultra | 5.6 | 11 | 1.6 | EDGX>BATS>IEX | TWAP | 3 | MKT | 3 | 71 | 33 | 0.58 | ToxicitySpike | false | null | null | 0 | EDGX>BATS>IEX | MKT | 77.1 | 87 | 6.5 | 88 | 34 | -11 | -1 | NoShort | null | Paused due to data glitch |
X006480 | 2025-12-07 13:28:02 | TSLA | Buy | 41,953 | 313.3 | 13,143,874.9 | 2 | 0.13 | Medium | 6.8 | 33 | -30.2 | EDGX>IEX>NYSE>NASDAQ>BATS | VWAP | 3 | MKT | 3.6 | 80 | 14 | 0.55 | ToxicitySpike | false | null | null | 0 | EDGX>IEX>NYSE>NASDAQ>BATS | MKT | 14.1 | 97 | 10.8 | 47 | 57 | -6 | 27 | Watchlist | null | Stable book; normal liquidity |
X006481 | 2025-12-13 12:15:04 | MSFT | Sell | 40,711 | 337.64 | 13,745,662.04 | 2.8 | 0.216 | Medium | 3.8 | 33 | 22 | IEX>BATS>ARCA>EDGX | IS | 5 | LMT | 3.9 | 86 | 13 | 0.51 | ToxicitySpike | false | null | null | 0 | IEX>BATS>ARCA>EDGX | LMT | 63.7 | 100 | 5.7 | 104 | 35 | -21 | 14 | null | null | Paused due to data glitch |
X006482 | 2025-11-07 09:35:54 | BRK.B | Buy | 31,510 | 282.31 | 8,895,588.1 | 1.6 | 0.143 | High | 5.5 | 13 | 1.1 | ARCA>NYSE>EDGX>NASDAQ | Adaptive | 2 | MKT | 2.4 | 73 | 19 | 0.46 | Multi | false | null | null | 0 | ARCA>NYSE>EDGX>NASDAQ | MKT | 85.5 | 86 | 0.2 | 52 | 2 | 5 | 16 | NoShort | null | Paused due to data glitch |
X006483 | 2025-11-19 09:40:11 | MSFT | Sell | 56,470 | 45.66 | 2,578,420.2 | 3 | 0.3 | Low | 22 | 5 | 33.7 | IEX>NASDAQ>NYSE | VWAP | 1 | LMT | 5.8 | 79 | 21 | 0.64 | Multi | false | null | null | 0 | IEX>NASDAQ>NYSE | LMT | 47.4 | 61 | 1.2 | 134 | 57 | 26 | -24 | null | null | High urgency from PM |
X006484 | 2025-11-12 13:54:13 | XLV | Buy | 63,788 | 189.03 | 12,057,845.64 | 1.1 | 0.179 | Ultra | 3.6 | 19 | 17.5 | BATS>NYSE>ARCA>IEX>EDGX | POV | 4 | PO | 2.2 | 96 | 18 | 0.69 | LiqDrop | false | null | null | 0 | BATS>NYSE>ARCA>IEX>EDGX | PO | 21.2 | 96 | 4.2 | 93 | 32 | -15 | -34 | null | null | Stable book; normal liquidity |
X006485 | 2025-12-04 14:00:01 | TSLA | Buy | 21,883 | 210.44 | 4,605,058.52 | 1.5 | 0.068 | Medium | 17.3 | 38 | -4.2 | BATS>NASDAQ>IEX>NYSE>EDGX | VWAP | 1 | LMT | 4.2 | 67 | 23 | 0.82 | Slip>Thresh | false | null | null | 0 | BATS>NASDAQ>IEX>NYSE>EDGX | LMT | 46.8 | 83 | 6.3 | 117 | -16 | 17 | 39 | null | null | Toxic prints; widened spread |
X006486 | 2025-11-25 15:43:05 | QQQ | Buy | 34,324 | 411.69 | 14,130,847.56 | 0.7 | 0.109 | High | 16.9 | 24 | -31.1 | ARCA>BATS>EDGX>IEX>NYSE | TWAP | 2 | MKT | 5.6 | 74 | 15 | 0.78 | ToxicitySpike | false | null | null | 0 | ARCA>BATS>EDGX>IEX>NYSE | MKT | 0 | 88 | 9.3 | 10 | 32 | -25 | -33 | NoShort | null | High urgency from PM |
X006487 | 2025-11-30 14:42:09 | XLY | Sell | 63,851 | 256.47 | 16,375,865.97 | 1.1 | 0.266 | High | 4.8 | 23 | 28.7 | NASDAQ>EDGX>IEX>ARCA | VWAP | 1 | LMT | 1.5 | 82 | 16 | 0.43 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX>IEX>ARCA | LMT | 53 | 94 | 0 | 107 | 36 | 13 | 2 | null | null | Paused due to data glitch |
X006488 | 2025-12-26 09:35:40 | JPM | Buy | 6,101 | 29.83 | 181,992.83 | 4.3 | 0.151 | Low | 32.4 | 31 | -28.3 | ARCA>NASDAQ>NYSE>IEX>EDGX | TWAP | 3 | LMT | 11.7 | 63 | 31 | 0.58 | LiqDrop | false | null | null | 0 | ARCA>NASDAQ>NYSE>IEX>EDGX | LMT | 15.2 | 90 | 10.5 | 59 | -11 | 24 | -21 | null | null | Paused due to data glitch |
X006489 | 2025-11-24 14:01:33 | AAPL | Sell | 82,260 | 138.72 | 11,411,107.2 | 1.7 | 0.242 | Low | 12.6 | 18 | 17.1 | NYSE>ARCA>BATS | TWAP | 1 | LMT | 3.5 | 88 | 14 | 0.42 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 12 | NYSE>ARCA>BATS | LMT>PO | 88.3 | 98 | 0 | 121 | -13 | -11 | 39 | NoShort | null | Venue switch reduced impact |
X006490 | 2025-12-02 15:28:15 | GOOGL | Sell | 8,935 | 84.88 | 758,402.8 | 1.4 | 0.027 | Ultra | 20.8 | 38 | 29.8 | EDGX>NASDAQ | VWAP | 2 | LMT | 5.6 | 63 | 14 | 0.57 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ | LMT | 39.9 | 99 | 4.3 | 69 | 32 | -9 | -2 | null | null | Stable book; normal liquidity |
X006491 | 2025-11-03 10:24:14 | QQQ | Buy | 101,320 | 406.64 | 41,200,764.8 | 0.8 | 0.321 | High | 5.1 | 6 | -34.4 | NASDAQ>ARCA>NYSE>EDGX>BATS | VWAP | 2 | LMT | 1.7 | 103 | 25 | 0.48 | ToxicitySpike | false | null | null | 0 | NASDAQ>ARCA>NYSE>EDGX>BATS | LMT | 39 | 83 | 7 | 83 | 36 | 23 | 34 | null | null | High urgency from PM |
X006492 | 2025-11-24 12:40:37 | NKE | Sell | 18,484 | 17.31 | 319,958.04 | 3.3 | 0.086 | Low | 16.2 | 31 | 28.6 | NYSE>BATS>ARCA>EDGX>IEX | TWAP | 2 | LMT | 5.7 | 67 | 35 | 0.71 | LiqDrop | true | LiquidityDrop | VenueSwitch | 19 | NYSE>BATS>ARCA>EDGX>IEX | LMT>MKT | 96.6 | 100 | 0 | 78 | 9 | 5 | 32 | NoShort | null | Toxic prints; widened spread |
X006493 | 2025-10-31 12:27:13 | JPM | Buy | 5,363 | 175.96 | 943,673.48 | 2.7 | 0.133 | Low | 27.1 | 23 | -25.7 | IEX>ARCA>EDGX>NYSE | POV | 5 | MKT | 14.7 | 63 | 23 | 0.77 | ToxicitySpike | false | null | null | 0 | IEX>ARCA>EDGX>NYSE | MKT | 68.1 | 92 | 18.5 | 50 | 50 | 26 | 2 | null | null | Paused due to data glitch |
X006494 | 2025-12-26 12:07:35 | KO | Sell | 3,359 | 43.96 | 147,661.64 | 2.7 | 0.084 | Low | 35.5 | 5 | -15.8 | BATS>IEX>NYSE | VWAP | 2 | PO | 10.8 | 61 | 25 | 0.82 | ToxicitySpike | false | null | null | 0 | BATS>IEX>NYSE | PO | 13.9 | 96 | 35.8 | 10 | -9 | -14 | 21 | Watchlist | null | Toxic prints; widened spread |
X006495 | 2025-11-11 15:29:59 | XLY | Buy | 8,346 | 292.4 | 2,440,370.4 | 1.3 | 0.035 | High | 22 | 6 | 32.5 | ARCA>NYSE>NASDAQ>IEX>EDGX | IS | 5 | PO | 11.1 | 65 | 29 | 0.7 | LiqDrop | false | null | null | 0 | ARCA>NYSE>NASDAQ>IEX>EDGX | PO | 29.5 | 99 | 14.8 | 92 | 8 | -27 | 0 | PositionLimitNear | null | Stable book; normal liquidity |
X006496 | 2025-12-11 12:08:24 | HD | Buy | 21,503 | 70.99 | 1,526,497.97 | 2.3 | 0.083 | High | 5.7 | 8 | -23.9 | NYSE>EDGX>IEX | VWAP | 1 | LMT | 2.1 | 67 | 21 | 0.68 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 15 | NYSE>EDGX>IEX | LMT>IOC | 17.4 | 97 | 4.3 | 95 | 52 | 2 | 40 | null | null | Paused due to data glitch |
X006497 | 2025-12-21 13:02:58 | XLI | Sell | 2,758 | 93.84 | 258,810.72 | 2.6 | 0.126 | Medium | 9.6 | 5 | -31.8 | EDGX>BATS>IEX | TWAP | 2 | PO | 4.1 | 61 | 17 | 0.54 | Multi | false | null | null | 0 | EDGX>BATS>IEX | PO | 79.2 | 98 | 6.2 | 63 | 18 | 10 | 4 | null | null | Stable book; normal liquidity |
X006498 | 2025-11-26 14:10:34 | KO | Sell | 6,257 | 220.2 | 1,377,791.4 | 2.4 | 0.156 | Low | 23.7 | 23 | -29.8 | BATS>EDGX>NYSE>ARCA | VWAP | 3 | LMT | 7.8 | 63 | 29 | 0.64 | LiqDrop | false | null | null | 0 | BATS>EDGX>NYSE>ARCA | LMT | 38.4 | 96 | 0 | 46 | -16 | 26 | 22 | null | null | Paused due to data glitch |
X006499 | 2025-12-19 15:01:47 | TSLA | Sell | 38,931 | 80.1 | 3,118,373.1 | 1.4 | 0.121 | Medium | 21.7 | 11 | 33.4 | BATS>IEX>ARCA | POV | 5 | MKT | 11.1 | 85 | 18 | 0.71 | Slip>Thresh | false | null | null | 0 | BATS>IEX>ARCA | MKT | 37.1 | 94 | 9 | 173 | -2 | 2 | -9 | null | null | Toxic prints; widened spread |
X006500 | 2025-12-01 12:06:08 | SPY | Sell | 325,178 | 499.46 | 162,413,403.88 | 1.4 | 0.439 | Low | 10.4 | 17 | -7.9 | EDGX>NYSE | IS | 5 | LMT | 5.6 | 271 | 29 | 0.53 | Slip>Thresh | false | null | null | 0 | EDGX>NYSE | LMT | 96.1 | 97 | 0.6 | 317 | 55 | -31 | -40 | null | null | Stable book; normal liquidity |
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