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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X006601 | 2025-11-16 13:10:14 | V | Buy | 20,625 | 207.01 | 4,269,581.25 | 4 | 0.268 | Low | 30.2 | 14 | 33.6 | IEX>NASDAQ | TWAP | 2 | MKT | 11.7 | 68 | 13 | 0.83 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ | MKT | 32.1 | 94 | 10.1 | 145 | 43 | -22 | 36 | null | null | Toxic prints; widened spread |
X006602 | 2025-12-12 14:19:15 | DIS | Sell | 11,805 | 35.34 | 417,188.7 | 1.2 | 0.052 | High | 19.7 | 3 | 4.5 | NYSE>ARCA | TWAP | 3 | LMT | 6.3 | 65 | 18 | 0.46 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA | LMT | 44.4 | 96 | 2.4 | 10 | 10 | 8 | -37 | null | null | Paused due to data glitch |
X006603 | 2025-11-08 10:16:11 | NVDA | Buy | 7,293 | 197.66 | 1,441,534.38 | 1.9 | 0.189 | Low | 38.1 | 10 | 6.2 | BATS>EDGX>IEX>ARCA>NYSE | TWAP | 1 | LMT | 9.1 | 62 | 31 | 0.42 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 10 | BATS>EDGX>IEX>ARCA>NYSE | LMT>PO | 99.5 | 94 | 30.3 | 63 | 51 | -15 | -38 | null | null | Toxic prints; widened spread |
X006604 | 2025-11-07 12:07:31 | BRK.B | Sell | 28,982 | 54.55 | 1,580,968.1 | 1.4 | 0.132 | High | 5.9 | 10 | 31.1 | NYSE>ARCA>EDGX | POV | 4 | LMT | 3 | 76 | 24 | 0.5 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA>EDGX | LMT | 28.9 | 90 | 1.1 | 115 | 7 | 27 | 18 | PositionLimitNear | null | Stable book; normal liquidity |
X006605 | 2025-11-06 10:59:08 | PEP | Buy | 78,982 | 296.03 | 23,381,041.46 | 4.5 | 0.249 | Low | 24.4 | 32 | -31.2 | ARCA>NYSE | VWAP | 2 | IOC | 9.3 | 93 | 33 | 0.41 | Multi | false | null | null | 0 | ARCA>NYSE | IOC | 0.2 | 90 | 0 | 161 | 52 | -35 | -5 | null | null | Paused due to data glitch |
X006606 | 2025-11-15 09:47:10 | XLB | Sell | 79,922 | 323.87 | 25,884,338.14 | 1.9 | 0.204 | Low | 24.9 | 8 | -5 | BATS>ARCA | IS | 5 | MKT | 14.3 | 111 | 22 | 0.63 | LiqDrop | false | null | null | 0 | BATS>ARCA | MKT | 16.7 | 94 | 11.8 | 67 | -7 | -27 | 28 | null | null | High urgency from PM |
X006607 | 2025-12-23 10:51:31 | LQD | Sell | 47,668 | 115.29 | 5,495,643.72 | 1.2 | 0.235 | Medium | 11.1 | 21 | -8.4 | NASDAQ>BATS>IEX>ARCA>EDGX | Adaptive | 4 | IOC | 4.6 | 87 | 18 | 0.44 | Multi | false | null | null | 0 | NASDAQ>BATS>IEX>ARCA>EDGX | IOC | 28.6 | 100 | 8.2 | 76 | 21 | -20 | -17 | PositionLimitNear | null | Stable book; normal liquidity |
X006608 | 2025-11-05 15:08:14 | XLE | Buy | 27,489 | 293.98 | 8,081,216.22 | 3.6 | 0.099 | Low | 16.2 | 25 | 23.1 | IEX>BATS>NYSE | TWAP | 2 | LMT | 5.9 | 71 | 25 | 0.58 | LiqDrop | false | null | null | 0 | IEX>BATS>NYSE | LMT | 74.2 | 98 | 11.2 | 67 | 21 | -40 | -18 | null | null | Paused due to data glitch |
X006609 | 2025-12-04 11:16:53 | PEP | Buy | 42,831 | 76.17 | 3,262,437.27 | 4.5 | 0.135 | Low | 10.9 | 6 | -33.1 | ARCA>EDGX>BATS>IEX>NYSE | VWAP | 2 | MKT | 5.8 | 78 | 19 | 0.45 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX>BATS>IEX>NYSE | MKT | 85.3 | 87 | 18.8 | 71 | 3 | 5 | -36 | Watchlist | null | High urgency from PM |
X006610 | 2025-12-20 14:57:33 | XLP | Buy | 10,656 | 109.79 | 1,169,922.24 | 2.5 | 0.037 | Ultra | 3.3 | 15 | 24.7 | EDGX>NASDAQ>BATS>IEX | VWAP | 3 | LMT | 2.3 | 65 | 19 | 0.75 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ>BATS>IEX | LMT | 10.8 | 89 | 4.6 | 40 | 57 | 20 | -1 | null | null | High urgency from PM |
X006611 | 2025-11-05 11:31:35 | XLF | Sell | 33,515 | 264.21 | 8,854,998.15 | 3.7 | 0.092 | Medium | 9.8 | 21 | 13.2 | NASDAQ>ARCA | TWAP | 3 | IOC | 5.7 | 76 | 29 | 0.56 | Multi | false | null | null | 0 | NASDAQ>ARCA | IOC | 3.6 | 85 | 15.4 | 21 | 4 | -3 | 15 | null | null | Venue switch reduced impact |
X006612 | 2025-12-16 11:12:24 | UNH | Sell | 16,172 | 328.43 | 5,311,369.96 | 2.1 | 0.071 | High | 9.5 | 35 | -32.3 | ARCA>BATS>NASDAQ | TWAP | 3 | LMT | 3.9 | 68 | 14 | 0.71 | ToxicitySpike | false | null | null | 0 | ARCA>BATS>NASDAQ | LMT | 15.1 | 95 | 2.6 | 44 | 25 | 19 | 32 | Watchlist | null | High urgency from PM |
X006613 | 2025-12-14 09:35:45 | PFE | Buy | 116,512 | 150.55 | 17,540,881.6 | 2.7 | 0.317 | Low | 20.7 | 12 | 25.4 | NASDAQ>IEX>ARCA>EDGX | IS | 4 | LMT | 9.7 | 126 | 30 | 0.63 | LiqDrop | true | LiquidityDrop | VenueSwitch | 36 | NASDAQ>IEX>ARCA>EDGX | LMT>MKT | 9.4 | 62 | 20.3 | 208 | 33 | -38 | -11 | null | null | Paused due to data glitch |
X006614 | 2025-11-28 15:54:07 | JPM | Buy | 7,099 | 135.97 | 965,251.03 | 4.2 | 0.176 | Low | 24.6 | 6 | -26.4 | NASDAQ>ARCA>IEX>BATS | TWAP | 3 | IOC | 11 | 63 | 30 | 0.57 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>IEX>BATS | IOC | 5.7 | 87 | 15.6 | 48 | 36 | 19 | -17 | null | null | Toxic prints; widened spread |
X006615 | 2025-12-16 12:22:22 | XLV | Buy | 68,346 | 241.32 | 16,493,256.72 | 1 | 0.192 | Medium | 19.9 | 13 | 0.3 | NASDAQ>NYSE>BATS | TWAP | 2 | LMT | 5.6 | 89 | 26 | 0.55 | ToxicitySpike | false | null | null | 0 | NASDAQ>NYSE>BATS | LMT | 12.5 | 87 | 7.3 | 40 | 9 | 27 | 8 | null | null | Stable book; normal liquidity |
X006616 | 2025-11-03 15:12:54 | XLI | Sell | 867 | 61.52 | 53,337.84 | 1.8 | 0.04 | Ultra | 10.8 | 8 | 8.4 | NASDAQ>NYSE>ARCA | VWAP | 2 | MKT | 4.2 | 60 | 20 | 0.44 | Multi | false | null | null | 0 | NASDAQ>NYSE>ARCA | MKT | 38.1 | 94 | 7.4 | 82 | 16 | -14 | 19 | NoShort | null | Toxic prints; widened spread |
X006617 | 2025-10-30 15:31:38 | KO | Buy | 1,686 | 142.89 | 240,912.54 | 3.1 | 0.042 | High | 7.2 | 31 | -18.9 | ARCA>IEX>BATS | POV | 4 | MKT | 5.5 | 60 | 32 | 0.47 | Slip>Thresh | false | null | null | 0 | ARCA>IEX>BATS | MKT | 33.2 | 92 | 15.2 | 91 | 38 | 24 | -21 | PositionLimitNear | null | High urgency from PM |
X006618 | 2025-11-03 11:20:02 | AMD | Sell | 4,064 | 112.74 | 458,175.36 | 2.2 | 0.113 | Low | 29.3 | 6 | 23.4 | NYSE>EDGX>BATS | IS | 4 | LMT | 12.4 | 62 | 22 | 0.82 | Multi | false | null | null | 0 | NYSE>EDGX>BATS | LMT | 29.8 | 99 | 3.8 | 10 | 29 | -34 | 39 | null | null | Paused due to data glitch |
X006619 | 2025-11-27 15:02:30 | MSFT | Buy | 41,567 | 167.13 | 6,947,092.71 | 2.3 | 0.221 | Low | 20.4 | 22 | 6.7 | EDGX>NASDAQ>ARCA | VWAP | 3 | LMT | 6.8 | 80 | 12 | 0.4 | Multi | false | null | null | 0 | EDGX>NASDAQ>ARCA | LMT | 77.8 | 98 | 0 | 10 | 42 | -29 | -10 | NoShort | null | Stable book; normal liquidity |
X006620 | 2025-12-20 10:49:20 | XLV | Buy | 80,124 | 329.22 | 26,378,423.28 | 0.9 | 0.225 | Medium | 9.1 | 29 | 12.6 | ARCA>NASDAQ>IEX>BATS>EDGX | Adaptive | 5 | LMT | 3.6 | 112 | 23 | 0.44 | Multi | false | null | null | 0 | ARCA>NASDAQ>IEX>BATS>EDGX | LMT | 12.1 | 87 | 6.7 | 90 | -15 | -16 | 16 | null | null | Stable book; normal liquidity |
X006621 | 2025-11-04 12:44:55 | NVDA | Sell | 3,413 | 47.02 | 160,479.26 | 1.9 | 0.088 | High | 6.9 | 36 | -5.5 | NYSE>IEX>ARCA>EDGX | POV | 4 | LMT | 3.6 | 61 | 35 | 0.85 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 23 | NYSE>IEX>ARCA>EDGX | LMT>MKT | 10.9 | 94 | 0 | 86 | 41 | -28 | -5 | null | null | High urgency from PM |
X006622 | 2025-12-07 15:12:55 | XLV | Sell | 40,390 | 317.39 | 12,819,382.1 | 1.7 | 0.113 | High | 7.7 | 7 | -11 | EDGX>ARCA>NASDAQ | Adaptive | 3 | IOC | 3.3 | 80 | 26 | 0.43 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 19 | EDGX>ARCA>NASDAQ | IOC>MKT | 98.8 | 100 | 1.3 | 65 | 17 | 23 | 34 | null | null | Paused due to data glitch |
X006623 | 2025-11-11 15:21:07 | MSFT | Buy | 27,043 | 179.64 | 4,858,004.52 | 3.7 | 0.144 | Low | 18.2 | 13 | -7.7 | NYSE>EDGX>ARCA>IEX | VWAP | 2 | MKT | 7.4 | 71 | 31 | 0.43 | Multi | false | null | null | 0 | NYSE>EDGX>ARCA>IEX | MKT | 33.1 | 91 | 30.8 | 71 | 44 | -32 | 17 | null | null | Venue switch reduced impact |
X006624 | 2025-12-18 13:37:51 | VZ | Sell | 11,899 | 153.92 | 1,831,494.08 | 2.7 | 0.102 | Medium | 13.4 | 39 | -34 | EDGX>ARCA>NYSE>BATS>NASDAQ | IS | 5 | PO | 8.5 | 67 | 30 | 0.4 | Multi | false | null | null | 0 | EDGX>ARCA>NYSE>BATS>NASDAQ | PO | 59.5 | 96 | 1.8 | 10 | -1 | -1 | 2 | null | null | Venue switch reduced impact |
X006625 | 2025-10-29 13:43:08 | UNH | Sell | 18,405 | 200.87 | 3,697,012.35 | 3 | 0.081 | High | 4.3 | 33 | 24.8 | BATS>IEX | POV | 5 | MKT | 4.7 | 71 | 35 | 0.55 | Slip>Thresh | false | null | null | 0 | BATS>IEX | MKT | 66.6 | 88 | 4.4 | 64 | 44 | 6 | -33 | null | null | Stable book; normal liquidity |
X006626 | 2025-12-21 12:59:39 | MA | Buy | 118,552 | 52.61 | 6,237,020.72 | 0.7 | 0.505 | Low | 20.4 | 29 | 29.9 | ARCA>NYSE | Adaptive | 2 | LMT | 5.1 | 110 | 27 | 0.52 | LiqDrop | false | null | null | 0 | ARCA>NYSE | LMT | 11.3 | 91 | 5.6 | 38 | -1 | 18 | 29 | Watchlist | null | Paused due to data glitch |
X006627 | 2025-12-14 12:57:16 | LQD | Buy | 12,486 | 109.82 | 1,371,212.52 | 1.5 | 0.061 | Medium | 23.4 | 32 | -34.1 | ARCA>BATS>EDGX>NASDAQ | VWAP | 1 | LMT | 5.4 | 64 | 25 | 0.61 | LiqDrop | false | null | null | 0 | ARCA>BATS>EDGX>NASDAQ | LMT | 87.3 | 88 | 10.7 | 57 | 45 | -10 | 9 | NoShort | null | High urgency from PM |
X006628 | 2025-12-15 11:27:00 | AMD | Buy | 6,290 | 265.45 | 1,669,680.5 | 1.4 | 0.176 | Low | 32.8 | 14 | -7.6 | BATS>ARCA | TWAP | 1 | LMT | 7.8 | 62 | 25 | 0.82 | Multi | false | null | null | 0 | BATS>ARCA | LMT | 57.9 | 90 | 0 | 76 | 3 | 14 | 21 | NoShort | null | High urgency from PM |
X006629 | 2025-12-10 10:42:44 | SPY | Sell | 166,958 | 463.73 | 77,423,433.34 | 1.4 | 0.225 | Medium | 11.7 | 16 | -25.1 | ARCA>IEX>NASDAQ | POV | 5 | MKT | 6.6 | 168 | 33 | 0.5 | LiqDrop | false | null | null | 0 | ARCA>IEX>NASDAQ | MKT | 32.6 | 99 | 0 | 177 | 29 | -33 | -29 | PositionLimitNear | null | Venue switch reduced impact |
X006630 | 2025-11-09 15:18:31 | TSLA | Buy | 17,131 | 357.55 | 6,125,189.05 | 1.4 | 0.053 | Ultra | 7.7 | 18 | 9.9 | EDGX>NYSE>ARCA>BATS>IEX | VWAP | 2 | MKT | 3 | 67 | 28 | 0.74 | ToxicitySpike | true | ToxicitySpike | Pause | 12 | EDGX>NYSE>ARCA>BATS>IEX | MKT>IOC | 93 | 97 | 7.1 | 69 | 49 | -4 | 1 | NoShort | VenueReject | High urgency from PM |
X006631 | 2025-12-10 14:06:33 | HYG | Sell | 31,895 | 72.88 | 2,324,507.6 | 1.5 | 0.175 | Low | 23.4 | 8 | 5.3 | EDGX>BATS>NASDAQ>ARCA>IEX | VWAP | 2 | LMT | 6.3 | 73 | 27 | 0.49 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 11 | EDGX>BATS>NASDAQ>ARCA>IEX | LMT>MKT | 57.4 | 97 | 6.6 | 149 | 45 | -21 | -22 | null | null | High urgency from PM |
X006632 | 2025-11-23 14:18:44 | XLK | Sell | 47,972 | 43.18 | 2,071,430.96 | 1 | 0.135 | Medium | 14.4 | 20 | 19.2 | EDGX>IEX>NASDAQ | IS | 4 | LMT | 6.1 | 87 | 29 | 0.71 | ToxicitySpike | false | null | null | 0 | EDGX>IEX>NASDAQ | LMT | 5.4 | 84 | 0 | 108 | 7 | 13 | -20 | null | null | High urgency from PM |
X006633 | 2025-11-10 13:49:41 | TSLA | Sell | 29,400 | 329.79 | 9,695,826 | 1.4 | 0.091 | High | 12.4 | 37 | 21.3 | NASDAQ>ARCA>EDGX>NYSE>IEX | VWAP | 3 | PO | 4.6 | 74 | 33 | 0.76 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>EDGX>NYSE>IEX | PO | 19.1 | 86 | 4.2 | 39 | 15 | 30 | -34 | null | null | High urgency from PM |
X006634 | 2025-12-05 14:57:20 | XLF | Sell | 42,814 | 318.49 | 13,635,830.86 | 3.8 | 0.117 | Low | 14.1 | 15 | -10.1 | NYSE>ARCA>NASDAQ>BATS>IEX | VWAP | 2 | MKT | 6.3 | 78 | 32 | 0.55 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA>NASDAQ>BATS>IEX | MKT | 36.8 | 99 | 9.8 | 65 | 11 | -22 | -16 | null | null | Venue switch reduced impact |
X006635 | 2025-12-14 09:42:36 | AMZN | Sell | 3,995 | 76.09 | 303,979.55 | 2.5 | 0.184 | Low | 35.4 | 35 | 27.4 | IEX>NYSE>BATS>NASDAQ>ARCA | Adaptive | 5 | LMT | 12.9 | 62 | 29 | 0.76 | LiqDrop | false | null | null | 0 | IEX>NYSE>BATS>NASDAQ>ARCA | LMT | 76 | 88 | 18.1 | 12 | -6 | -35 | 33 | null | null | High urgency from PM |
X006636 | 2025-12-20 15:52:42 | LQD | Sell | 35,025 | 113.99 | 3,992,499.75 | 1.4 | 0.172 | Low | 22.3 | 39 | -18.1 | IEX>ARCA>BATS>EDGX>NYSE | TWAP | 1 | MKT | 6.6 | 72 | 14 | 0.53 | Multi | false | null | null | 0 | IEX>ARCA>BATS>EDGX>NYSE | MKT | 10.7 | 100 | 9.9 | 20 | 60 | 7 | -17 | null | null | Toxic prints; widened spread |
X006637 | 2025-11-06 10:00:11 | PFE | Buy | 201,753 | 71 | 14,324,463 | 1.6 | 0.548 | Low | 14.7 | 10 | -31 | ARCA>NASDAQ>BATS>NYSE>IEX | IS | 5 | LMT | 7.6 | 191 | 23 | 0.55 | ToxicitySpike | false | null | null | 0 | ARCA>NASDAQ>BATS>NYSE>IEX | LMT | 42 | 92 | 0 | 224 | 18 | 28 | 25 | null | null | Venue switch reduced impact |
X006638 | 2025-11-19 10:02:19 | MSFT | Sell | 18,892 | 24.97 | 471,733.24 | 3.6 | 0.1 | Medium | 7.5 | 32 | -23.9 | EDGX>ARCA | POV | 4 | MKT | 6 | 70 | 16 | 0.53 | Multi | false | null | null | 0 | EDGX>ARCA | MKT | 7.4 | 93 | 3.5 | 63 | -5 | -27 | -9 | null | null | High urgency from PM |
X006639 | 2025-11-18 09:35:08 | META | Buy | 410,030 | 234.02 | 95,955,220.6 | 0.8 | 1.143 | Low | 18.4 | 10 | -21.5 | NYSE>EDGX>BATS>ARCA | IS | 4 | PO | 8.7 | 290 | 29 | 0.62 | LiqDrop | false | null | null | 0 | NYSE>EDGX>BATS>ARCA | PO | 78.5 | 95 | 10.2 | 307 | 31 | 12 | 8 | PositionLimitNear | null | Stable book; normal liquidity |
X006640 | 2025-12-01 13:43:06 | WMT | Sell | 69,823 | 19.97 | 1,394,365.31 | 4.9 | 0.215 | Low | 4.1 | 26 | -3.7 | ARCA>IEX>NYSE | TWAP | 1 | LMT | 3.1 | 84 | 15 | 0.82 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 37 | ARCA>IEX>NYSE | LMT>IOC | 47.6 | 85 | 7.1 | 156 | 47 | -17 | -17 | NoShort | null | Toxic prints; widened spread |
X006641 | 2025-11-04 13:36:00 | XOM | Buy | 38,139 | 164.94 | 6,290,646.66 | 3.6 | 0.349 | Low | 20.8 | 35 | -10.5 | IEX>NASDAQ>EDGX>ARCA | Adaptive | 4 | MKT | 9.9 | 81 | 17 | 0.47 | LiqDrop | false | null | null | 0 | IEX>NASDAQ>EDGX>ARCA | MKT | 5.6 | 94 | 9.1 | 155 | -10 | -38 | 34 | null | null | Paused due to data glitch |
X006642 | 2025-12-02 14:28:51 | XLU | Buy | 40,371 | 156.55 | 6,320,080.05 | 2.2 | 0.129 | Low | 18.7 | 12 | -11.1 | NASDAQ>NYSE>IEX | TWAP | 1 | LMT | 5 | 74 | 34 | 0.6 | ToxicitySpike | false | null | null | 0 | NASDAQ>NYSE>IEX | LMT | 9.9 | 94 | 5.9 | 56 | 16 | -23 | 35 | null | Unknown | High urgency from PM |
X006643 | 2025-12-01 09:35:47 | IEF | Sell | 29,318 | 98 | 2,873,164 | 2.3 | 0.111 | Low | 23.7 | 14 | -24.3 | IEX>ARCA | VWAP | 2 | MKT | 8.2 | 72 | 15 | 0.67 | Slip>Thresh | false | null | null | 0 | IEX>ARCA | MKT | 34.3 | 87 | 13.9 | 83 | 4 | -33 | 38 | null | null | High urgency from PM |
X006644 | 2025-12-13 14:18:55 | UNH | Buy | 24,879 | 304.49 | 7,575,406.71 | 2.3 | 0.109 | Low | 21.5 | 30 | -29.3 | NYSE>IEX>ARCA>BATS | VWAP | 3 | LMT | 7.1 | 72 | 23 | 0.7 | Slip>Thresh | false | null | null | 0 | NYSE>IEX>ARCA>BATS | LMT | 80.7 | 95 | 7.2 | 25 | -7 | 22 | 36 | null | null | Paused due to data glitch |
X006645 | 2025-11-25 12:52:13 | IWM | Sell | 44,164 | 193.61 | 8,550,592.04 | 1 | 0.061 | Ultra | 10.4 | 9 | 15.7 | EDGX>ARCA | Adaptive | 4 | IOC | 4.2 | 85 | 12 | 0.65 | ToxicitySpike | true | ToxicitySpike | Cross | 11 | EDGX>ARCA | IOC>MKT | 87.2 | 98 | 4 | 49 | -15 | -11 | -30 | PositionLimitNear | null | Paused due to data glitch |
X006646 | 2025-12-20 14:21:59 | UNH | Sell | 2,918 | 209.88 | 612,429.84 | 2.3 | 0.013 | Ultra | 21.7 | 8 | 3.4 | BATS>IEX>NYSE | IS | 5 | MKT | 12.9 | 61 | 28 | 0.46 | ToxicitySpike | false | null | null | 0 | BATS>IEX>NYSE | MKT | 17.4 | 86 | 12.7 | 68 | 27 | -23 | -25 | null | null | Toxic prints; widened spread |
X006647 | 2025-11-20 09:44:58 | BRK.B | Sell | 44,034 | 316.01 | 13,915,184.34 | 1.8 | 0.2 | Low | 23.4 | 27 | -6.7 | NYSE>IEX | Adaptive | 3 | PO | 7.7 | 82 | 12 | 0.7 | ToxicitySpike | false | null | null | 0 | NYSE>IEX | PO | 78.1 | 90 | 8.6 | 35 | 6 | -12 | 24 | null | null | Stable book; normal liquidity |
X006648 | 2025-12-01 13:59:04 | TSLA | Sell | 187,812 | 89.63 | 16,833,589.56 | 1.7 | 0.584 | Low | 17.5 | 39 | -10.5 | EDGX>NYSE>NASDAQ>BATS | VWAP | 3 | MKT | 7.1 | 153 | 34 | 0.4 | Multi | false | null | null | 0 | EDGX>NYSE>NASDAQ>BATS | MKT | 48.2 | 93 | 0 | 215 | 28 | 4 | -4 | Watchlist | null | High urgency from PM |
X006649 | 2025-12-07 15:20:16 | XLI | Sell | 3,730 | 80.23 | 299,257.9 | 2.8 | 0.17 | Low | 24.3 | 23 | 3.6 | NASDAQ>ARCA | VWAP | 1 | MKT | 7.5 | 61 | 17 | 0.56 | LiqDrop | false | null | null | 0 | NASDAQ>ARCA | MKT | 11 | 92 | 0 | 58 | -15 | 16 | 24 | null | null | Venue switch reduced impact |
X006650 | 2025-12-16 15:09:30 | XLV | Buy | 120,731 | 35.36 | 4,269,048.16 | 1.7 | 0.339 | Low | 13.8 | 19 | -3.9 | BATS>EDGX>NYSE | IS | 4 | LMT | 6.5 | 129 | 32 | 0.78 | LiqDrop | false | null | null | 0 | BATS>EDGX>NYSE | LMT | 48.8 | 88 | 23.4 | 10 | 25 | -20 | -4 | null | null | High urgency from PM |
X006651 | 2025-11-07 12:20:21 | TLT | Buy | 23,318 | 98.31 | 2,292,392.58 | 3.1 | 0.085 | Low | 19.8 | 19 | -23.2 | NYSE>NASDAQ>EDGX>BATS | POV | 4 | IOC | 10.1 | 73 | 14 | 0.79 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 10 | NYSE>NASDAQ>EDGX>BATS | IOC>PO | 1.2 | 100 | 6.9 | 111 | 53 | 25 | -39 | null | null | Venue switch reduced impact |
X006652 | 2025-12-17 14:13:46 | MSFT | Buy | 9,246 | 81.7 | 755,398.2 | 3.1 | 0.049 | Medium | 21.4 | 39 | -29.4 | BATS>NYSE | TWAP | 3 | LMT | 7.9 | 64 | 35 | 0.69 | Multi | false | null | null | 0 | BATS>NYSE | LMT | 7.9 | 95 | 15.1 | 110 | 16 | -17 | -14 | Watchlist | null | Paused due to data glitch |
X006653 | 2025-11-19 15:52:39 | UNH | Buy | 13,889 | 68.66 | 953,618.74 | 2.1 | 0.061 | High | 7.4 | 4 | 24.7 | ARCA>NASDAQ>EDGX | Adaptive | 2 | PO | 2.9 | 65 | 29 | 0.59 | Multi | false | null | null | 0 | ARCA>NASDAQ>EDGX | PO | 85.1 | 93 | 4.1 | 97 | 34 | -3 | 35 | null | null | High urgency from PM |
X006654 | 2025-12-25 12:00:39 | XLE | Sell | 10,458 | 324.47 | 3,393,307.26 | 3.3 | 0.038 | High | 9.5 | 6 | -27 | EDGX>NASDAQ>NYSE>ARCA | VWAP | 1 | PO | 3.7 | 63 | 26 | 0.47 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>NYSE>ARCA | PO | 37.1 | 93 | 6.8 | 73 | -19 | -19 | 38 | null | null | High urgency from PM |
X006655 | 2025-11-14 10:08:45 | WMT | Buy | 13,262 | 293.97 | 3,898,630.14 | 2.5 | 0.041 | Medium | 16.9 | 29 | -2.9 | IEX>EDGX>ARCA>NASDAQ>NYSE | Adaptive | 1 | MKT | 5.2 | 64 | 17 | 0.74 | LiqDrop | false | null | null | 0 | IEX>EDGX>ARCA>NASDAQ>NYSE | MKT | 59.2 | 95 | 0.9 | 10 | -15 | 18 | 37 | null | null | Venue switch reduced impact |
X006656 | 2025-11-15 09:35:38 | TLT | Buy | 13,304 | 95.07 | 1,264,811.28 | 1.9 | 0.049 | Ultra | 4.4 | 37 | 27.4 | IEX>BATS>NYSE>EDGX>ARCA | POV | 4 | LMT | 2.8 | 67 | 21 | 0.42 | LiqDrop | false | null | null | 0 | IEX>BATS>NYSE>EDGX>ARCA | LMT | 54.8 | 86 | 0 | 74 | 13 | 5 | -4 | null | null | Paused due to data glitch |
X006657 | 2025-10-29 09:55:28 | XLB | Buy | 70,914 | 256.09 | 18,160,366.26 | 2.6 | 0.181 | Medium | 6.6 | 12 | 2.2 | EDGX>NYSE | IS | 4 | MKT | 5.4 | 100 | 28 | 0.4 | Multi | false | null | null | 0 | EDGX>NYSE | MKT | 19.7 | 99 | 0 | 44 | 23 | -21 | -1 | null | null | Venue switch reduced impact |
X006658 | 2025-10-28 10:22:53 | XLF | Sell | 181,256 | 151.95 | 27,541,849.2 | 2.9 | 0.495 | Low | 18.8 | 9 | -8.7 | EDGX>BATS | Adaptive | 2 | IOC | 6.6 | 137 | 18 | 0.5 | Multi | false | null | null | 0 | EDGX>BATS | IOC | 80.3 | 86 | 6 | 28 | 4 | -29 | 33 | PositionLimitNear | null | High urgency from PM |
X006659 | 2025-12-02 13:37:18 | QQQ | Buy | 57,469 | 405.13 | 23,282,415.97 | 0.5 | 0.182 | High | 16.5 | 12 | 27.5 | BATS>NYSE | POV | 4 | LMT | 5.9 | 93 | 28 | 0.43 | LiqDrop | false | null | null | 0 | BATS>NYSE | LMT | 42.7 | 94 | 16.4 | 21 | 25 | -22 | -37 | null | null | Venue switch reduced impact |
X006660 | 2025-11-06 09:35:40 | META | Sell | 73,926 | 307.76 | 22,751,465.76 | 1.3 | 0.206 | Medium | 11.4 | 37 | 17.9 | NYSE>IEX>EDGX | TWAP | 1 | MKT | 3.7 | 85 | 22 | 0.85 | LiqDrop | true | LiquidityDrop | Pause | 15 | NYSE>IEX>EDGX | MKT>LMT | 71.5 | 96 | 13.9 | 117 | 56 | -5 | -27 | null | null | Paused due to data glitch |
X006661 | 2025-10-29 13:20:20 | XLB | Sell | 166,367 | 75.06 | 12,487,507.02 | 2.5 | 0.424 | Low | 24.6 | 26 | 33.8 | EDGX>NASDAQ>NYSE>BATS | TWAP | 1 | LMT | 6.5 | 118 | 33 | 0.58 | Multi | false | null | null | 0 | EDGX>NASDAQ>NYSE>BATS | LMT | 44.1 | 98 | 0.2 | 171 | 4 | -34 | -36 | null | null | Stable book; normal liquidity |
X006662 | 2025-12-10 13:56:12 | LQD | Sell | 85,304 | 107.85 | 9,200,036.4 | 1 | 0.42 | Medium | 6.2 | 25 | -21.2 | IEX>ARCA>NASDAQ>EDGX>BATS | IS | 4 | IOC | 3.7 | 109 | 27 | 0.56 | ToxicitySpike | false | null | null | 0 | IEX>ARCA>NASDAQ>EDGX>BATS | IOC | 40.7 | 93 | 0 | 139 | 54 | 0 | 26 | null | null | Toxic prints; widened spread |
X006663 | 2025-11-13 12:06:00 | V | Buy | 6,010 | 320.4 | 1,925,604 | 4.1 | 0.078 | Low | 13.7 | 22 | 15.3 | NYSE>EDGX>ARCA>IEX>BATS | IS | 4 | PO | 8.9 | 63 | 17 | 0.42 | Slip>Thresh | true | SlippageAboveThreshold | OrderTypeChange | 12 | NYSE>EDGX>ARCA>IEX>BATS | PO>MKT | 8.9 | 94 | 32.9 | 10 | 31 | 13 | -23 | null | null | High urgency from PM |
X006664 | 2025-11-02 15:55:11 | MA | Buy | 63,336 | 45.51 | 2,882,421.36 | 1.4 | 0.27 | Low | 19.7 | 5 | -20.7 | ARCA>NASDAQ>NYSE>BATS | VWAP | 3 | PO | 6.8 | 91 | 19 | 0.77 | Multi | false | null | null | 0 | ARCA>NASDAQ>NYSE>BATS | PO | 43.1 | 88 | 18.9 | 122 | -1 | 30 | -14 | null | null | Toxic prints; widened spread |
X006665 | 2025-11-03 11:07:23 | XLE | Buy | 8,174 | 252.85 | 2,066,795.9 | 2.8 | 0.029 | High | 15.2 | 34 | 34.1 | IEX>ARCA>EDGX>NYSE | TWAP | 1 | MKT | 5.5 | 62 | 27 | 0.82 | ToxicitySpike | false | null | null | 0 | IEX>ARCA>EDGX>NYSE | MKT | 17.9 | 88 | 8.6 | 39 | 40 | 5 | 11 | null | null | Stable book; normal liquidity |
X006666 | 2025-11-29 13:21:55 | XLV | Buy | 74,987 | 282.08 | 21,152,332.96 | 1.1 | 0.21 | Medium | 14.9 | 22 | 30.6 | NYSE>NASDAQ>BATS>IEX | IS | 4 | MKT | 7.7 | 103 | 20 | 0.4 | Slip>Thresh | false | null | null | 0 | NYSE>NASDAQ>BATS>IEX | MKT | 70 | 94 | 0 | 113 | -14 | -28 | -35 | null | null | High urgency from PM |
X006667 | 2025-12-26 11:23:38 | LQD | Buy | 7,261 | 114.94 | 834,579.34 | 1.1 | 0.036 | Ultra | 5.6 | 17 | 33.4 | NASDAQ>IEX>ARCA>BATS | IS | 4 | MKT | 3.5 | 64 | 32 | 0.6 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX>ARCA>BATS | MKT | 27.3 | 91 | 2.9 | 102 | 15 | 11 | 38 | PositionLimitNear | null | Toxic prints; widened spread |
X006668 | 2025-11-03 15:25:43 | XLU | Sell | 12,138 | 157.32 | 1,909,550.16 | 2.1 | 0.039 | High | 14.9 | 32 | -11.4 | IEX>NYSE>BATS>EDGX>NASDAQ | Adaptive | 3 | MKT | 5.9 | 66 | 13 | 0.72 | LiqDrop | false | null | null | 0 | IEX>NYSE>BATS>EDGX>NASDAQ | MKT | 74 | 86 | 15.1 | 63 | -10 | 25 | -24 | Watchlist | null | Venue switch reduced impact |
X006669 | 2025-11-05 09:52:25 | QQQ | Buy | 36,674 | 403.7 | 14,805,293.8 | 0.9 | 0.116 | Medium | 23.4 | 7 | -28.6 | NYSE>NASDAQ | Adaptive | 3 | LMT | 6.5 | 78 | 26 | 0.8 | Multi | false | null | null | 0 | NYSE>NASDAQ | LMT | 64.4 | 88 | 15.4 | 27 | 12 | -34 | 25 | null | null | High urgency from PM |
X006670 | 2025-11-20 13:31:48 | WMT | Buy | 9,934 | 134.5 | 1,336,123 | 3.7 | 0.031 | Medium | 23.7 | 17 | -3.2 | ARCA>IEX>NASDAQ>EDGX>NYSE | POV | 5 | LMT | 11.6 | 66 | 35 | 0.52 | ToxicitySpike | false | null | null | 0 | ARCA>IEX>NASDAQ>EDGX>NYSE | LMT | 70.6 | 94 | 0 | 106 | -6 | -3 | -35 | null | null | Venue switch reduced impact |
X006671 | 2025-11-04 13:02:12 | TSLA | Buy | 31,805 | 129.34 | 4,113,658.7 | 1.4 | 0.099 | Medium | 13.1 | 26 | 8.5 | BATS>IEX>NYSE>EDGX | TWAP | 3 | IOC | 5.3 | 75 | 27 | 0.73 | LiqDrop | true | LiquidityDrop | VenueSwitch | 28 | BATS>IEX>NYSE>EDGX | IOC>PO | 11.2 | 96 | 4.3 | 114 | 10 | -19 | -28 | null | null | High urgency from PM |
X006672 | 2025-12-22 11:42:34 | AMD | Sell | 3,699 | 166.61 | 616,290.39 | 2.3 | 0.103 | Medium | 16.3 | 31 | 20.5 | ARCA>NYSE | POV | 4 | MKT | 8.5 | 62 | 14 | 0.72 | Multi | false | null | null | 0 | ARCA>NYSE | MKT | 96.3 | 85 | 0 | 10 | 48 | -1 | -18 | PositionLimitNear | Throttle | Paused due to data glitch |
X006673 | 2025-10-29 10:50:18 | INTC | Sell | 1,785 | 38.78 | 69,222.3 | 0.8 | 0.085 | Medium | 33.1 | 15 | 33.5 | NYSE>EDGX>NASDAQ>ARCA>BATS | TWAP | 2 | LMT | 8.7 | 60 | 15 | 0.79 | LiqDrop | true | LiquidityDrop | Pause | 21 | NYSE>EDGX>NASDAQ>ARCA>BATS | LMT>IOC | 57.6 | 94 | 12.5 | 76 | 57 | -27 | 1 | null | null | Venue switch reduced impact |
X006674 | 2025-12-26 12:34:38 | XLP | Sell | 30,635 | 304.36 | 9,324,068.6 | 1.7 | 0.106 | Low | 24.8 | 8 | -26.4 | BATS>ARCA | VWAP | 2 | LMT | 6.8 | 73 | 27 | 0.43 | ToxicitySpike | false | null | null | 0 | BATS>ARCA | LMT | 29.2 | 85 | 18.5 | 75 | -12 | -16 | -31 | Watchlist | Unknown | Paused due to data glitch |
X006675 | 2025-11-28 13:48:46 | NFLX | Buy | 6,634 | 262.41 | 1,740,827.94 | 3 | 0.063 | Ultra | 3.5 | 3 | 9.8 | IEX>BATS>NYSE>EDGX | Adaptive | 2 | LMT | 2.2 | 62 | 30 | 0.85 | Multi | false | null | null | 0 | IEX>BATS>NYSE>EDGX | LMT | 63.6 | 100 | 4.5 | 71 | -12 | 8 | 9 | null | null | Paused due to data glitch |
X006676 | 2025-12-15 10:30:22 | XLV | Buy | 109,383 | 17.06 | 1,866,073.98 | 1.9 | 0.307 | Low | 16.7 | 21 | -28.9 | EDGX>BATS | VWAP | 2 | MKT | 6 | 106 | 29 | 0.47 | ToxicitySpike | false | null | null | 0 | EDGX>BATS | MKT | 21.6 | 92 | 9.2 | 104 | 51 | -17 | 35 | Watchlist | null | Stable book; normal liquidity |
X006677 | 2025-11-15 11:42:25 | XLI | Sell | 14,440 | 207.5 | 2,996,300 | 3.3 | 0.659 | Low | 5 | 32 | -7 | IEX>ARCA>NASDAQ>EDGX | VWAP | 2 | LMT | 3 | 66 | 27 | 0.56 | LiqDrop | false | null | null | 0 | IEX>ARCA>NASDAQ>EDGX | LMT | 59.5 | 90 | 0 | 10 | 35 | 29 | 6 | null | null | High urgency from PM |
X006678 | 2025-11-20 14:26:02 | NFLX | Buy | 5,628 | 280.61 | 1,579,273.08 | 4.9 | 0.054 | Low | 17.6 | 33 | 29.8 | IEX>NASDAQ>ARCA>NYSE>BATS | Adaptive | 4 | LMT | 7.9 | 63 | 13 | 0.56 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ>ARCA>NYSE>BATS | LMT | 60.1 | 91 | 0 | 10 | 59 | 6 | -10 | null | null | Paused due to data glitch |
X006679 | 2025-10-27 12:08:46 | TSLA | Sell | 34,443 | 105.31 | 3,627,192.33 | 1.1 | 0.107 | Medium | 16.3 | 24 | -18 | IEX>BATS | POV | 5 | MKT | 8.4 | 82 | 22 | 0.53 | ToxicitySpike | false | null | null | 0 | IEX>BATS | MKT | 40.2 | 95 | 2.9 | 86 | 3 | -8 | -20 | null | null | Paused due to data glitch |
X006680 | 2025-12-18 10:33:08 | BAC | Buy | 70,453 | 54.17 | 3,816,439.01 | 1.2 | 0.192 | Medium | 11.9 | 39 | 4.3 | BATS>NYSE>IEX | Adaptive | 4 | LMT | 4.2 | 100 | 14 | 0.62 | Multi | false | null | null | 0 | BATS>NYSE>IEX | LMT | 58.9 | 95 | 14.3 | 59 | 2 | -24 | -32 | null | VenueReject | Toxic prints; widened spread |
X006681 | 2025-11-26 10:46:16 | T | Sell | 27,171 | 119.35 | 3,242,858.85 | 4.9 | 0.227 | Low | 12.7 | 10 | 2.3 | ARCA>EDGX | Adaptive | 1 | MKT | 5.4 | 69 | 28 | 0.78 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX | MKT | 4.9 | 89 | 19 | 15 | -11 | -9 | -20 | null | null | Venue switch reduced impact |
X006682 | 2025-11-15 13:27:30 | XLI | Buy | 8,107 | 306.54 | 2,485,119.78 | 2 | 0.37 | Low | 23 | 27 | 12.2 | EDGX>NYSE>BATS>IEX>ARCA | VWAP | 3 | MKT | 9 | 64 | 31 | 0.67 | ToxicitySpike | false | null | null | 0 | EDGX>NYSE>BATS>IEX>ARCA | MKT | 53.3 | 87 | 2.4 | 10 | 11 | -39 | 38 | Watchlist | null | Stable book; normal liquidity |
X006683 | 2025-12-09 12:20:12 | HD | Sell | 7,714 | 323.81 | 2,497,870.34 | 2.3 | 0.03 | High | 21 | 30 | 26.5 | IEX>NYSE>EDGX>BATS>ARCA | IS | 4 | MKT | 11.4 | 64 | 29 | 0.47 | Multi | false | null | null | 0 | IEX>NYSE>EDGX>BATS>ARCA | MKT | 44.3 | 93 | 0 | 79 | 43 | 21 | 19 | null | null | High urgency from PM |
X006684 | 2025-12-14 14:14:22 | AMZN | Buy | 2,108 | 256.06 | 539,774.48 | 1.4 | 0.097 | High | 11 | 14 | -7.9 | ARCA>NASDAQ | TWAP | 2 | MKT | 4.2 | 60 | 30 | 0.61 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ | MKT | 10.9 | 97 | 5.7 | 50 | 2 | -6 | 34 | PositionLimitNear | null | High urgency from PM |
X006685 | 2025-11-17 12:08:57 | T | Buy | 2,785 | 278.49 | 775,594.65 | 2.7 | 0.023 | High | 16.7 | 11 | -3.5 | EDGX>IEX>BATS | VWAP | 1 | LMT | 4.6 | 60 | 13 | 0.76 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>BATS | LMT | 58.5 | 100 | 5.6 | 62 | 55 | -23 | -28 | NoShort | null | High urgency from PM |
X006686 | 2025-11-02 10:30:01 | IWM | Buy | 136,989 | 204.21 | 27,974,523.69 | 1.1 | 0.189 | Low | 19.3 | 14 | 8.6 | BATS>IEX>ARCA | TWAP | 3 | LMT | 6.2 | 128 | 32 | 0.53 | Multi | false | null | null | 0 | BATS>IEX>ARCA | LMT | 41.1 | 93 | 6.4 | 97 | 42 | -17 | -12 | null | null | Toxic prints; widened spread |
X006687 | 2025-11-11 09:53:56 | WMT | Sell | 215,511 | 152.13 | 32,785,688.43 | 3.6 | 0.663 | Low | 15.4 | 4 | 12.6 | BATS>NYSE>ARCA>EDGX | VWAP | 2 | IOC | 6.5 | 151 | 30 | 0.43 | Slip>Thresh | false | null | null | 0 | BATS>NYSE>ARCA>EDGX | IOC | 48.2 | 86 | 6.4 | 186 | 8 | 24 | 22 | Watchlist | null | Venue switch reduced impact |
X006688 | 2025-11-21 10:30:00 | GOOGL | Sell | 31,126 | 219.99 | 6,847,408.74 | 1.9 | 0.093 | Low | 24.2 | 22 | -20.4 | EDGX>NYSE>IEX | IS | 4 | PO | 11.4 | 77 | 33 | 0.78 | LiqDrop | false | null | null | 0 | EDGX>NYSE>IEX | PO | 45.9 | 93 | 8 | 93 | 40 | -11 | 31 | null | null | Venue switch reduced impact |
X006689 | 2025-12-08 11:19:34 | T | Buy | 9,391 | 159.23 | 1,495,328.93 | 3 | 0.078 | Medium | 12.7 | 39 | 32.6 | IEX>ARCA>BATS>NASDAQ | TWAP | 1 | MKT | 4.9 | 63 | 32 | 0.44 | Multi | false | null | null | 0 | IEX>ARCA>BATS>NASDAQ | MKT | 3.3 | 88 | 11 | 80 | 40 | 20 | 29 | null | null | Stable book; normal liquidity |
X006690 | 2025-11-03 14:43:48 | AMZN | Buy | 3,113 | 318.35 | 991,023.55 | 2.6 | 0.143 | Low | 11.6 | 36 | 29 | NYSE>NASDAQ>BATS>EDGX | TWAP | 2 | PO | 4.7 | 61 | 28 | 0.51 | Multi | false | null | null | 0 | NYSE>NASDAQ>BATS>EDGX | PO | 15.9 | 97 | 18.9 | 10 | 25 | -10 | -17 | PositionLimitNear | null | Stable book; normal liquidity |
X006691 | 2025-11-01 15:11:41 | NVDA | Sell | 9,944 | 246.2 | 2,448,212.8 | 1.2 | 0.257 | Low | 36.2 | 9 | -16 | NASDAQ>ARCA>NYSE>IEX | IS | 5 | LMT | 15.8 | 66 | 33 | 0.53 | Multi | false | null | null | 0 | NASDAQ>ARCA>NYSE>IEX | LMT | 43.7 | 100 | 11 | 114 | 41 | 6 | 29 | null | null | Venue switch reduced impact |
X006692 | 2025-11-29 10:52:47 | XLF | Sell | 78,471 | 111.78 | 8,771,488.38 | 3.3 | 0.214 | Low | 10.8 | 31 | 29 | EDGX>IEX | VWAP | 1 | LMT | 3.6 | 87 | 34 | 0.79 | Slip>Thresh | false | null | null | 0 | EDGX>IEX | LMT | 14 | 97 | 12.9 | 22 | -17 | 21 | -5 | null | null | Toxic prints; widened spread |
X006693 | 2025-12-19 15:06:56 | BRK.B | Buy | 39,432 | 127.35 | 5,021,665.2 | 2.6 | 0.179 | Low | 12.3 | 29 | 20.5 | IEX>NYSE>NASDAQ>ARCA>BATS | TWAP | 1 | LMT | 3.8 | 73 | 23 | 0.66 | ToxicitySpike | false | null | null | 0 | IEX>NYSE>NASDAQ>ARCA>BATS | LMT | 8.6 | 89 | 0.7 | 47 | -9 | -22 | -34 | null | null | Toxic prints; widened spread |
X006694 | 2025-12-20 13:33:45 | JNJ | Sell | 24,859 | 284.95 | 7,083,572.05 | 2.5 | 0.091 | Low | 21.5 | 30 | -34.9 | ARCA>BATS | VWAP | 2 | PO | 7 | 70 | 24 | 0.66 | Multi | false | null | null | 0 | ARCA>BATS | PO | 11.7 | 99 | 5.6 | 243 | 22 | 2 | -36 | null | null | Toxic prints; widened spread |
X006695 | 2025-12-22 09:44:44 | AMD | Buy | 791 | 34.19 | 27,044.29 | 2.1 | 0.022 | Ultra | 11.5 | 34 | 34.7 | EDGX>BATS | TWAP | 3 | MKT | 5.4 | 60 | 12 | 0.44 | LiqDrop | false | null | null | 0 | EDGX>BATS | MKT | 38.4 | 94 | 1.8 | 42 | 4 | -39 | -19 | null | null | Paused due to data glitch |
X006696 | 2025-11-06 09:57:08 | TSLA | Buy | 45,222 | 322.84 | 14,599,470.48 | 1.3 | 0.141 | High | 8.4 | 10 | -15.6 | NASDAQ>BATS>NYSE | IS | 4 | MKT | 5 | 86 | 12 | 0.66 | Slip>Thresh | false | null | null | 0 | NASDAQ>BATS>NYSE | MKT | 49.7 | 94 | 11.3 | 110 | 17 | -30 | -29 | null | null | Toxic prints; widened spread |
X006697 | 2025-12-14 09:37:58 | XLE | Buy | 9,318 | 17.51 | 163,158.18 | 2 | 0.033 | High | 17.7 | 26 | -15 | NASDAQ>IEX>EDGX>BATS>ARCA | IS | 4 | MKT | 9.7 | 65 | 34 | 0.68 | LiqDrop | false | null | null | 0 | NASDAQ>IEX>EDGX>BATS>ARCA | MKT | 61.7 | 98 | 1.7 | 82 | 29 | -40 | -4 | null | null | Stable book; normal liquidity |
X006698 | 2025-11-05 09:35:32 | XLY | Buy | 100,376 | 212.41 | 21,320,866.16 | 2.2 | 0.418 | Low | 4.6 | 29 | 33.4 | ARCA>BATS>NASDAQ>NYSE>EDGX | VWAP | 2 | MKT | 2.8 | 102 | 16 | 0.72 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 28 | ARCA>BATS>NASDAQ>NYSE>EDGX | MKT>IOC | 89 | 93 | 25.4 | 139 | 3 | -6 | 19 | null | null | Venue switch reduced impact |
X006699 | 2025-11-02 10:32:59 | TSLA | Sell | 17,217 | 53.64 | 923,519.88 | 1.7 | 0.054 | High | 13.8 | 30 | -20.7 | NASDAQ>IEX | TWAP | 3 | MKT | 6 | 68 | 19 | 0.74 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX | MKT | 33.2 | 94 | 13.3 | 104 | 29 | 4 | 0 | PositionLimitNear | null | High urgency from PM |
X006700 | 2025-12-13 09:35:14 | BRK.B | Buy | 46,344 | 75.47 | 3,497,581.68 | 1.4 | 0.211 | High | 3.1 | 4 | -1.2 | NASDAQ>IEX>BATS>ARCA>EDGX | VWAP | 3 | PO | 1.8 | 83 | 31 | 0.85 | LiqDrop | false | null | null | 0 | NASDAQ>IEX>BATS>ARCA>EDGX | PO | 30.5 | 91 | 2.7 | 59 | 34 | -32 | -5 | null | null | Toxic prints; widened spread |
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