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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X007401 | 2025-11-07 09:35:04 | XLI | Buy | 1,173 | 172.96 | 202,882.08 | 2.5 | 0.054 | High | 10.3 | 6 | -33 | NASDAQ>NYSE>IEX | VWAP | 3 | MKT | 5 | 60 | 23 | 0.63 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE>IEX | MKT | 53.7 | 87 | 0.9 | 95 | 17 | -32 | 18 | null | null | Paused due to data glitch |
X007402 | 2025-12-11 14:50:32 | BAC | Sell | 279,560 | 233.97 | 65,408,653.2 | 1.6 | 0.762 | Low | 23.2 | 3 | 20.2 | EDGX>NASDAQ>NYSE>BATS>ARCA | IS | 5 | LMT | 11.1 | 241 | 32 | 0.62 | Multi | false | null | null | 0 | EDGX>NASDAQ>NYSE>BATS>ARCA | LMT | 82.6 | 86 | 7.3 | 204 | 33 | -14 | 22 | PositionLimitNear | null | High urgency from PM |
X007403 | 2025-12-25 09:35:08 | TLT | Sell | 48,916 | 96.87 | 4,738,492.92 | 1.8 | 0.179 | Low | 16.5 | 3 | -9.4 | NASDAQ>EDGX>ARCA>NYSE | TWAP | 3 | LMT | 5.8 | 84 | 18 | 0.6 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX>ARCA>NYSE | LMT | 24.8 | 87 | 0 | 130 | 25 | -12 | -5 | null | null | Toxic prints; widened spread |
X007404 | 2025-11-10 09:35:37 | BAC | Buy | 24,818 | 83.43 | 2,070,565.74 | 1.7 | 0.068 | Ultra | 4.5 | 3 | -27.3 | NASDAQ>ARCA>EDGX>BATS | TWAP | 1 | MKT | 2.1 | 68 | 16 | 0.42 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>EDGX>BATS | MKT | 16.3 | 96 | 0 | 43 | 52 | 23 | 12 | null | null | High urgency from PM |
X007405 | 2025-12-05 14:50:28 | V | Sell | 3,965 | 84.95 | 336,826.75 | 4.4 | 0.052 | Low | 18.2 | 19 | 28.4 | ARCA>BATS>EDGX | POV | 5 | IOC | 11.6 | 62 | 15 | 0.81 | LiqDrop | true | LiquidityDrop | VenueSwitch | 11 | ARCA>BATS>EDGX | IOC>LMT | 98.8 | 87 | 19.2 | 94 | 18 | 9 | -7 | NoShort | null | Paused due to data glitch |
X007406 | 2025-12-07 14:44:40 | NFLX | Sell | 8,525 | 38.69 | 329,832.25 | 2.7 | 0.081 | Low | 24.1 | 34 | 23.3 | NYSE>IEX>EDGX>BATS>NASDAQ | Adaptive | 2 | MKT | 8.1 | 63 | 18 | 0.43 | Multi | false | null | null | 0 | NYSE>IEX>EDGX>BATS>NASDAQ | MKT | 49.6 | 93 | 9.6 | 52 | 14 | 15 | 31 | null | null | Stable book; normal liquidity |
X007407 | 2025-12-08 12:44:17 | PFE | Buy | 20,944 | 73.41 | 1,537,499.04 | 2.1 | 0.057 | High | 11.8 | 15 | 31.9 | EDGX>NASDAQ>ARCA | IS | 4 | MKT | 7.1 | 72 | 15 | 0.42 | LiqDrop | false | null | null | 0 | EDGX>NASDAQ>ARCA | MKT | 34 | 95 | 3.4 | 40 | 28 | -8 | 4 | null | null | High urgency from PM |
X007408 | 2025-11-30 13:46:45 | AMD | Sell | 3,367 | 296.48 | 998,248.16 | 1.2 | 0.094 | Medium | 34.5 | 24 | -21.7 | EDGX>IEX>BATS>ARCA | VWAP | 3 | IOC | 11.6 | 61 | 30 | 0.77 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 15 | EDGX>IEX>BATS>ARCA | IOC>LMT | 91.5 | 89 | 21.9 | 42 | 9 | -13 | 38 | PositionLimitNear | null | High urgency from PM |
X007409 | 2025-11-22 13:22:46 | BA | Buy | 29,071 | 89.68 | 2,607,087.28 | 1.8 | 0.097 | Medium | 11.9 | 27 | 18 | NASDAQ>NYSE>IEX | TWAP | 2 | MKT | 4.7 | 72 | 28 | 0.72 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE>IEX | MKT | 8 | 85 | 0 | 77 | 51 | 20 | -13 | null | null | Venue switch reduced impact |
X007410 | 2025-10-31 09:35:44 | XLI | Buy | 2,383 | 17.83 | 42,488.89 | 3.1 | 0.109 | Medium | 5.5 | 16 | 2.9 | IEX>EDGX>BATS | TWAP | 3 | MKT | 4.1 | 61 | 18 | 0.62 | LiqDrop | true | LiquidityDrop | VenueSwitch | 22 | IEX>EDGX>BATS | MKT>IOC | 87.8 | 100 | 10 | 122 | -7 | -18 | -31 | PositionLimitNear | null | Paused due to data glitch |
X007411 | 2025-11-19 09:51:17 | DIS | Sell | 15,320 | 254.61 | 3,900,625.2 | 1.1 | 0.067 | Ultra | 3.5 | 30 | 24.3 | IEX>NASDAQ>ARCA>NYSE | VWAP | 3 | IOC | 1.8 | 67 | 22 | 0.81 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ>ARCA>NYSE | IOC | 92.6 | 91 | 0 | 39 | 40 | -10 | 9 | null | null | High urgency from PM |
X007412 | 2025-11-10 09:37:30 | LQD | Sell | 18,507 | 114.83 | 2,125,158.81 | 1.3 | 0.091 | Medium | 20.7 | 23 | 12.1 | NASDAQ>NYSE>BATS | VWAP | 1 | MKT | 5.8 | 66 | 15 | 0.67 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE>BATS | MKT | 16 | 98 | 3.4 | 79 | 60 | 24 | 28 | Watchlist | null | High urgency from PM |
X007413 | 2025-11-17 14:27:38 | XLK | Sell | 110,082 | 267.4 | 29,435,926.8 | 1 | 0.309 | Medium | 8.4 | 27 | 2 | IEX>NYSE | TWAP | 2 | MKT | 3.3 | 106 | 14 | 0.4 | ToxicitySpike | false | null | null | 0 | IEX>NYSE | MKT | 90.9 | 92 | 0 | 10 | 34 | 12 | -21 | null | null | Venue switch reduced impact |
X007414 | 2025-12-10 09:35:57 | GOOGL | Buy | 37,567 | 324.47 | 12,189,364.49 | 1.8 | 0.112 | Medium | 15.1 | 27 | -31.6 | BATS>ARCA>IEX>NASDAQ>EDGX | IS | 4 | MKT | 8.4 | 81 | 22 | 0.46 | ToxicitySpike | false | null | null | 0 | BATS>ARCA>IEX>NASDAQ>EDGX | MKT | 17.5 | 92 | 22.8 | 87 | -9 | 1 | -1 | Watchlist | null | Paused due to data glitch |
X007415 | 2025-12-03 11:21:34 | LQD | Buy | 73,365 | 114.3 | 8,385,619.5 | 1.2 | 0.361 | Low | 24.1 | 18 | -22.3 | IEX>BATS>EDGX | POV | 5 | LMT | 10 | 107 | 34 | 0.81 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 15 | IEX>BATS>EDGX | LMT>MKT | 73.9 | 94 | 17.6 | 55 | 54 | -2 | -37 | null | PriceBand | Venue switch reduced impact |
X007416 | 2025-11-01 11:58:16 | UNH | Sell | 40,132 | 36.8 | 1,476,857.6 | 2.9 | 0.176 | Low | 15.2 | 17 | -33.2 | IEX>BATS>ARCA>EDGX>NASDAQ | IS | 5 | LMT | 8.6 | 86 | 16 | 0.57 | Slip>Thresh | false | null | null | 0 | IEX>BATS>ARCA>EDGX>NASDAQ | LMT | 62.6 | 73 | 15.7 | 27 | 16 | 9 | -17 | null | null | Stable book; normal liquidity |
X007417 | 2025-10-27 14:48:04 | XLY | Sell | 58,477 | 104.36 | 6,102,659.72 | 1.6 | 0.244 | Low | 24.7 | 22 | 32.1 | NASDAQ>EDGX>BATS | VWAP | 2 | LMT | 6.7 | 84 | 17 | 0.56 | Multi | false | null | null | 0 | NASDAQ>EDGX>BATS | LMT | 5.1 | 87 | 0 | 127 | 28 | 3 | -21 | null | null | High urgency from PM |
X007418 | 2025-12-02 10:26:59 | CVX | Sell | 39,373 | 314.25 | 12,372,965.25 | 1.1 | 0.234 | Medium | 8.7 | 23 | 34 | NYSE>BATS>EDGX>NASDAQ | POV | 4 | IOC | 4.4 | 82 | 13 | 0.83 | Multi | false | null | null | 0 | NYSE>BATS>EDGX>NASDAQ | IOC | 55 | 91 | 4.9 | 18 | 38 | 29 | -21 | null | null | Paused due to data glitch |
X007419 | 2025-12-23 15:31:55 | TLT | Buy | 21,683 | 90.72 | 1,967,081.76 | 3.4 | 0.079 | Low | 18.3 | 24 | -15.9 | NASDAQ>ARCA | IS | 5 | MKT | 12.4 | 74 | 29 | 0.47 | ToxicitySpike | false | null | null | 0 | NASDAQ>ARCA | MKT | 69.6 | 98 | 28 | 10 | 47 | -1 | -18 | PositionLimitNear | null | Stable book; normal liquidity |
X007420 | 2025-12-01 12:32:49 | PFE | Sell | 70,579 | 342.4 | 24,166,249.6 | 1.5 | 0.192 | Low | 24.8 | 17 | -7.6 | BATS>NASDAQ | Adaptive | 2 | MKT | 7.7 | 89 | 22 | 0.51 | Multi | true | MultiTrigger | Pause | 10 | BATS>NASDAQ | MKT>PO | 65.3 | 92 | 17.9 | 199 | 29 | 21 | 25 | Watchlist | null | High urgency from PM |
X007421 | 2025-11-09 09:35:30 | PFE | Buy | 9,590 | 76.67 | 735,265.3 | 2.8 | 0.026 | Medium | 23.3 | 33 | 20.6 | NASDAQ>NYSE | VWAP | 3 | PO | 8.7 | 64 | 25 | 0.55 | Multi | false | null | null | 0 | NASDAQ>NYSE | PO | 60.1 | 85 | 2 | 78 | 4 | -13 | -3 | null | null | Paused due to data glitch |
X007422 | 2025-10-29 09:35:28 | XLY | Buy | 12,484 | 182.03 | 2,272,462.52 | 2.4 | 0.052 | High | 12.7 | 6 | -15.9 | NASDAQ>IEX | Adaptive | 2 | MKT | 4.8 | 65 | 27 | 0.6 | Multi | false | null | null | 0 | NASDAQ>IEX | MKT | 99.7 | 86 | 0 | 23 | 11 | -18 | 14 | null | Throttle | Venue switch reduced impact |
X007423 | 2025-12-03 15:17:16 | XLF | Sell | 13,710 | 253.17 | 3,470,960.7 | 1.9 | 0.037 | Ultra | 6.6 | 22 | -1.5 | EDGX>ARCA>BATS | TWAP | 3 | MKT | 3.6 | 66 | 31 | 0.52 | Slip>Thresh | false | null | null | 0 | EDGX>ARCA>BATS | MKT | 39.1 | 89 | 8.5 | 114 | 3 | 10 | -15 | null | null | Paused due to data glitch |
X007424 | 2025-11-03 13:32:41 | INTC | Buy | 3,173 | 291.5 | 924,929.5 | 0.8 | 0.151 | Medium | 21.3 | 26 | -3.7 | NASDAQ>IEX>NYSE>EDGX>BATS | Adaptive | 4 | MKT | 8 | 61 | 35 | 0.82 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 11 | NASDAQ>IEX>NYSE>EDGX>BATS | MKT>IOC | 99.4 | 90 | 9.4 | 53 | 49 | -4 | -3 | null | null | Venue switch reduced impact |
X007425 | 2025-11-01 15:18:07 | XOM | Sell | 5,407 | 126.55 | 684,255.85 | 4.4 | 0.049 | Low | 19.2 | 12 | -30.7 | ARCA>IEX>BATS>NYSE>NASDAQ | Adaptive | 4 | LMT | 8.1 | 63 | 31 | 0.79 | LiqDrop | false | null | null | 0 | ARCA>IEX>BATS>NYSE>NASDAQ | LMT | 82 | 97 | 2.1 | 69 | 47 | 7 | -20 | PositionLimitNear | null | Venue switch reduced impact |
X007426 | 2025-12-02 11:44:46 | XLE | Sell | 110,981 | 301.97 | 33,512,932.57 | 3.6 | 0.398 | Low | 13 | 26 | 25.8 | ARCA>NASDAQ>EDGX | TWAP | 1 | LMT | 4.5 | 98 | 22 | 0.66 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ>EDGX | LMT | 36.2 | 85 | 0 | 119 | 17 | -31 | -17 | null | null | Stable book; normal liquidity |
X007427 | 2025-12-18 13:03:27 | BA | Sell | 37,496 | 230.41 | 8,639,453.36 | 1.5 | 0.125 | Medium | 14 | 20 | 28.3 | ARCA>NASDAQ>IEX>NYSE>EDGX | TWAP | 2 | LMT | 4.3 | 75 | 33 | 0.83 | ToxicitySpike | false | null | null | 0 | ARCA>NASDAQ>IEX>NYSE>EDGX | LMT | 60.6 | 95 | 4.4 | 112 | -9 | -25 | 27 | null | null | High urgency from PM |
X007428 | 2025-11-21 12:30:36 | SPY | Buy | 37,511 | 465.72 | 17,469,622.92 | 0.9 | 0.051 | Ultra | 12.1 | 5 | -16.8 | BATS>NYSE>EDGX | POV | 4 | LMT | 4.7 | 81 | 19 | 0.6 | ToxicitySpike | false | null | null | 0 | BATS>NYSE>EDGX | LMT | 35.5 | 65 | 5 | 74 | -14 | -38 | -18 | null | null | Paused due to data glitch |
X007429 | 2025-12-13 13:52:21 | SPY | Sell | 32,293 | 469.17 | 15,150,906.81 | 1.6 | 0.044 | Ultra | 3.8 | 24 | -7.2 | IEX>ARCA>BATS | VWAP | 2 | MKT | 2 | 73 | 12 | 0.8 | Multi | false | null | null | 0 | IEX>ARCA>BATS | MKT | 20.4 | 91 | 0 | 117 | 31 | 0 | 1 | PositionLimitNear | null | High urgency from PM |
X007430 | 2025-10-31 12:02:02 | CSCO | Sell | 91,482 | 262.47 | 24,011,280.54 | 2.5 | 0.23 | Low | 19.9 | 7 | -17 | NYSE>EDGX>ARCA>NASDAQ>BATS | Adaptive | 4 | LMT | 7.2 | 112 | 13 | 0.75 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 24 | NYSE>EDGX>ARCA>NASDAQ>BATS | LMT>IOC | 16.2 | 91 | 9.6 | 166 | 44 | 6 | 39 | null | null | Toxic prints; widened spread |
X007431 | 2025-10-27 14:07:15 | SPY | Sell | 77,970 | 457.8 | 35,694,666 | 1.1 | 0.105 | High | 13.4 | 39 | 28.3 | IEX>NASDAQ>EDGX | TWAP | 2 | MKT | 4.8 | 93 | 34 | 0.72 | Multi | false | null | null | 0 | IEX>NASDAQ>EDGX | MKT | 83.3 | 90 | 0.9 | 87 | 9 | -7 | -14 | null | null | Toxic prints; widened spread |
X007432 | 2025-11-29 10:13:06 | XOM | Buy | 9,474 | 318.21 | 3,014,721.54 | 2.7 | 0.087 | Low | 24.3 | 4 | 14.2 | NASDAQ>BATS>IEX>ARCA>NYSE | IS | 5 | MKT | 14.7 | 66 | 12 | 0.67 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 10 | NASDAQ>BATS>IEX>ARCA>NYSE | MKT>LMT | 25.6 | 94 | 41.6 | 104 | -13 | 11 | -30 | Watchlist | null | Paused due to data glitch |
X007433 | 2025-12-20 11:35:13 | HYG | Buy | 61,897 | 74.71 | 4,624,324.87 | 2.3 | 0.34 | Low | 8 | 37 | 3.7 | BATS>IEX>NYSE>ARCA | VWAP | 3 | PO | 3.9 | 90 | 32 | 0.42 | LiqDrop | false | null | null | 0 | BATS>IEX>NYSE>ARCA | PO | 95.8 | 93 | 0 | 175 | 59 | 5 | -31 | NoShort | null | Venue switch reduced impact |
X007434 | 2025-11-04 14:44:23 | BRK.B | Sell | 71,902 | 63.54 | 4,568,653.08 | 2.9 | 0.327 | Low | 24.1 | 7 | -17.9 | EDGX>ARCA>BATS | VWAP | 3 | MKT | 9.9 | 95 | 21 | 0.46 | LiqDrop | false | null | null | 0 | EDGX>ARCA>BATS | MKT | 38.5 | 94 | 26.8 | 135 | -8 | 4 | -34 | null | null | Toxic prints; widened spread |
X007435 | 2025-10-27 09:35:02 | UNH | Sell | 35,053 | 289.91 | 10,162,215.23 | 3.1 | 0.154 | Low | 16.2 | 20 | -5.6 | ARCA>IEX>NASDAQ>EDGX | TWAP | 1 | PO | 5.4 | 72 | 14 | 0.47 | Multi | false | null | null | 0 | ARCA>IEX>NASDAQ>EDGX | PO | 4.1 | 99 | 13.4 | 14 | 15 | -14 | 29 | NoShort | null | Paused due to data glitch |
X007436 | 2025-10-29 13:17:50 | KO | Sell | 4,519 | 94.32 | 426,232.08 | 1.8 | 0.112 | Medium | 17.5 | 9 | 25.5 | BATS>NYSE>IEX>EDGX>NASDAQ | VWAP | 1 | LMT | 4.4 | 61 | 31 | 0.47 | LiqDrop | false | null | null | 0 | BATS>NYSE>IEX>EDGX>NASDAQ | LMT | 21.9 | 96 | 1.6 | 12 | 27 | -27 | 22 | NoShort | null | Toxic prints; widened spread |
X007437 | 2025-12-26 10:33:56 | INTC | Buy | 1,667 | 101.65 | 169,450.55 | 1 | 0.079 | Ultra | 9.9 | 30 | -1.5 | BATS>EDGX | TWAP | 2 | MKT | 3.6 | 60 | 26 | 0.75 | Multi | false | null | null | 0 | BATS>EDGX | MKT | 48.4 | 92 | 1.1 | 92 | 27 | 11 | -30 | Watchlist | null | Stable book; normal liquidity |
X007438 | 2025-11-13 13:05:16 | MSFT | Sell | 9,650 | 292.17 | 2,819,440.5 | 3.3 | 0.051 | Medium | 22.9 | 28 | 4.1 | NYSE>NASDAQ>EDGX>ARCA | Adaptive | 1 | MKT | 7 | 63 | 28 | 0.44 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 14 | NYSE>NASDAQ>EDGX>ARCA | MKT>IOC | 94.8 | 85 | 7.5 | 21 | 5 | 0 | -1 | null | null | Stable book; normal liquidity |
X007439 | 2025-12-23 10:34:17 | XOM | Sell | 17,484 | 201.85 | 3,529,145.4 | 3.2 | 0.16 | Low | 9.9 | 8 | -9.7 | EDGX>NYSE>NASDAQ>BATS>IEX | Adaptive | 1 | LMT | 3.2 | 66 | 28 | 0.66 | LiqDrop | false | null | null | 0 | EDGX>NYSE>NASDAQ>BATS>IEX | LMT | 35 | 94 | 14.4 | 75 | -12 | -25 | 32 | NoShort | null | Toxic prints; widened spread |
X007440 | 2025-12-23 13:43:35 | AMD | Sell | 2,653 | 245.77 | 652,027.81 | 2.1 | 0.074 | Low | 29.2 | 21 | 12.6 | BATS>NYSE>ARCA>NASDAQ>IEX | IS | 4 | LMT | 12.3 | 61 | 28 | 0.47 | ToxicitySpike | false | null | null | 0 | BATS>NYSE>ARCA>NASDAQ>IEX | LMT | 30 | 100 | 26.6 | 58 | 58 | 18 | 2 | null | null | Stable book; normal liquidity |
X007441 | 2025-12-26 09:54:39 | JPM | Sell | 2,826 | 170.51 | 481,861.26 | 4.1 | 0.07 | Low | 35.5 | 20 | 15.8 | ARCA>NASDAQ | TWAP | 3 | MKT | 15.1 | 61 | 32 | 0.77 | Multi | false | null | null | 0 | ARCA>NASDAQ | MKT | 26.3 | 90 | 8.6 | 71 | 31 | -20 | 19 | NoShort | null | High urgency from PM |
X007442 | 2025-11-06 10:57:00 | QQQ | Sell | 141,486 | 421.84 | 59,684,454.24 | 0.6 | 0.448 | Low | 18.1 | 15 | 22.2 | IEX>NASDAQ>NYSE>BATS>EDGX | POV | 4 | LMT | 6.7 | 141 | 25 | 0.49 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ>NYSE>BATS>EDGX | LMT | 54.1 | 86 | 16.7 | 113 | 58 | 3 | -37 | null | null | Stable book; normal liquidity |
X007443 | 2025-12-17 11:49:09 | XOM | Buy | 25,296 | 279.34 | 7,066,184.64 | 2.9 | 0.231 | Medium | 5.2 | 17 | -17 | ARCA>NYSE>IEX | TWAP | 2 | MKT | 3.4 | 70 | 20 | 0.79 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 25 | ARCA>NYSE>IEX | MKT>PO | 79.6 | 99 | 0 | 94 | -19 | -5 | 39 | PositionLimitNear | null | High urgency from PM |
X007444 | 2025-11-24 14:52:43 | V | Sell | 19,936 | 88.67 | 1,767,725.12 | 4.5 | 0.259 | Low | 33.1 | 7 | 7.1 | NYSE>EDGX>NASDAQ>IEX>ARCA | POV | 5 | PO | 17.4 | 72 | 31 | 0.69 | ToxicitySpike | false | null | null | 0 | NYSE>EDGX>NASDAQ>IEX>ARCA | PO | 42.8 | 85 | 17.8 | 69 | 12 | 14 | 11 | null | null | Stable book; normal liquidity |
X007445 | 2025-10-29 10:48:25 | NKE | Buy | 17,187 | 54.73 | 940,644.51 | 3.2 | 0.08 | Medium | 8 | 20 | 20.4 | NYSE>NASDAQ>ARCA | Adaptive | 1 | LMT | 2.8 | 66 | 13 | 0.77 | LiqDrop | false | null | null | 0 | NYSE>NASDAQ>ARCA | LMT | 83.9 | 98 | 6.9 | 57 | -4 | -28 | 13 | null | null | High urgency from PM |
X007446 | 2025-11-23 10:01:11 | AAPL | Buy | 68,249 | 122.15 | 8,336,615.35 | 1.8 | 0.201 | Medium | 7.5 | 26 | -24.7 | IEX>EDGX>NASDAQ | POV | 4 | LMT | 3.8 | 99 | 22 | 0.45 | Multi | false | null | null | 0 | IEX>EDGX>NASDAQ | LMT | 68.9 | 61 | 0 | 99 | 25 | -37 | -20 | null | null | High urgency from PM |
X007447 | 2025-12-18 15:50:59 | XLF | Sell | 181,019 | 128.55 | 23,269,992.45 | 3.7 | 0.495 | Low | 19.8 | 18 | -2.1 | NYSE>IEX>NASDAQ>BATS>EDGX | Adaptive | 1 | LMT | 5.4 | 123 | 35 | 0.56 | ToxicitySpike | false | null | null | 0 | NYSE>IEX>NASDAQ>BATS>EDGX | LMT | 35.9 | 99 | 0 | 149 | 43 | -40 | 13 | null | null | High urgency from PM |
X007448 | 2025-12-19 12:39:16 | CVX | Buy | 134,422 | 208.59 | 28,039,084.98 | 0.7 | 0.798 | Low | 8.6 | 26 | -27.7 | NYSE>BATS>NASDAQ>ARCA>EDGX | Adaptive | 4 | PO | 3.5 | 137 | 29 | 0.83 | Slip>Thresh | false | null | null | 0 | NYSE>BATS>NASDAQ>ARCA>EDGX | PO | 97.4 | 100 | 0 | 121 | 41 | -24 | 1 | null | null | Paused due to data glitch |
X007449 | 2025-12-07 12:00:54 | XLF | Sell | 13,089 | 130.81 | 1,712,172.09 | 2.6 | 0.036 | High | 9.5 | 19 | -17.7 | EDGX>IEX>BATS>NYSE>ARCA | VWAP | 2 | MKT | 4.3 | 65 | 32 | 0.47 | ToxicitySpike | false | null | null | 0 | EDGX>IEX>BATS>NYSE>ARCA | MKT | 76.9 | 95 | 10.5 | 19 | -9 | -1 | -23 | null | null | Paused due to data glitch |
X007450 | 2025-11-21 12:55:16 | AMZN | Buy | 305 | 100.04 | 30,512.2 | 1.4 | 0.014 | Ultra | 33.9 | 16 | -30.5 | NASDAQ>IEX>NYSE | TWAP | 3 | LMT | 10.5 | 60 | 28 | 0.46 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX>NYSE | LMT | 1.9 | 85 | 13.1 | 29 | 50 | 4 | 31 | NoShort | null | Stable book; normal liquidity |
X007451 | 2025-11-22 11:08:56 | XLB | Buy | 12,413 | 78.33 | 972,310.29 | 2.3 | 0.032 | High | 21.3 | 26 | 9 | NASDAQ>EDGX>ARCA>IEX | Adaptive | 3 | MKT | 8.1 | 66 | 29 | 0.72 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX>ARCA>IEX | MKT | 1.8 | 94 | 4.7 | 74 | 14 | 3 | 9 | null | null | Venue switch reduced impact |
X007452 | 2025-11-25 13:59:28 | GOOGL | Sell | 58,013 | 265.12 | 15,380,406.56 | 1.7 | 0.173 | High | 4.6 | 15 | 20.5 | NASDAQ>NYSE>IEX>EDGX>ARCA | VWAP | 1 | LMT | 1.7 | 80 | 33 | 0.57 | Slip>Thresh | false | null | null | 0 | NASDAQ>NYSE>IEX>EDGX>ARCA | LMT | 80.5 | 97 | 5.4 | 100 | 26 | 23 | 4 | null | null | Venue switch reduced impact |
X007453 | 2025-11-25 09:57:21 | IEF | Sell | 19,032 | 96.13 | 1,829,546.16 | 3.2 | 0.072 | Medium | 11.7 | 25 | 34.6 | NYSE>ARCA>NASDAQ>EDGX>BATS | VWAP | 1 | MKT | 4.5 | 66 | 20 | 0.41 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 11 | NYSE>ARCA>NASDAQ>EDGX>BATS | MKT>IOC | 92.6 | 100 | 18.7 | 125 | 49 | -2 | 34 | null | null | Toxic prints; widened spread |
X007454 | 2025-12-06 09:35:43 | T | Buy | 22,822 | 144.4 | 3,295,496.8 | 3.5 | 0.19 | Low | 7.8 | 36 | -10.1 | EDGX>ARCA | TWAP | 2 | PO | 4.2 | 69 | 12 | 0.58 | Slip>Thresh | false | null | null | 0 | EDGX>ARCA | PO | 83.4 | 85 | 3.1 | 55 | 33 | -12 | -29 | PositionLimitNear | null | High urgency from PM |
X007455 | 2025-11-03 09:35:48 | KO | Sell | 3,232 | 280.12 | 905,347.84 | 3.5 | 0.08 | Low | 27.7 | 29 | -7.4 | NASDAQ>ARCA | IS | 5 | LMT | 14.1 | 62 | 27 | 0.6 | Multi | false | null | null | 0 | NASDAQ>ARCA | LMT | 19.2 | 97 | 15.3 | 76 | -3 | -9 | 23 | null | null | Toxic prints; widened spread |
X007456 | 2025-10-29 15:08:25 | AAPL | Buy | 11,403 | 341.15 | 3,890,133.45 | 1.4 | 0.034 | Ultra | 12.4 | 22 | -1.5 | NYSE>ARCA>IEX>BATS | VWAP | 1 | PO | 3.5 | 63 | 18 | 0.62 | LiqDrop | false | null | null | 0 | NYSE>ARCA>IEX>BATS | PO | 52.7 | 91 | 3.2 | 67 | 13 | -13 | 35 | null | null | Toxic prints; widened spread |
X007457 | 2025-11-17 09:35:14 | MSFT | Buy | 26,212 | 259.57 | 6,803,848.84 | 3.6 | 0.139 | Low | 21.9 | 4 | 13.9 | NASDAQ>IEX>EDGX | VWAP | 2 | MKT | 8.4 | 71 | 13 | 0.53 | LiqDrop | false | null | null | 0 | NASDAQ>IEX>EDGX | MKT | 9.5 | 86 | 0.5 | 121 | 18 | -4 | 23 | NoShort | null | Venue switch reduced impact |
X007458 | 2025-10-31 15:46:03 | WMT | Sell | 14,430 | 197.42 | 2,848,770.6 | 3.9 | 0.044 | Ultra | 4.6 | 26 | -28 | NASDAQ>EDGX>IEX>BATS>ARCA | Adaptive | 5 | LMT | 4 | 69 | 31 | 0.55 | Multi | false | null | null | 0 | NASDAQ>EDGX>IEX>BATS>ARCA | LMT | 2.4 | 78 | 4.5 | 80 | 13 | 12 | -29 | Watchlist | null | Venue switch reduced impact |
X007459 | 2025-12-12 13:42:41 | AAPL | Sell | 24,817 | 250.91 | 6,226,833.47 | 2.1 | 0.073 | High | 9.7 | 31 | -13.5 | NYSE>ARCA>IEX | VWAP | 2 | LMT | 3.3 | 70 | 13 | 0.73 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA>IEX | LMT | 39.8 | 94 | 6.9 | 53 | -17 | -1 | -32 | null | null | Stable book; normal liquidity |
X007460 | 2025-12-12 13:57:59 | BAC | Buy | 19,442 | 315.59 | 6,135,700.78 | 0.9 | 0.053 | Ultra | 4.9 | 30 | 0.3 | ARCA>EDGX | VWAP | 1 | LMT | 1.4 | 66 | 35 | 0.54 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX | LMT | 64.4 | 98 | 0 | 100 | 45 | -6 | 29 | null | null | Toxic prints; widened spread |
X007461 | 2025-11-05 14:25:19 | IWM | Buy | 81,180 | 207.09 | 16,811,566.2 | 1.5 | 0.112 | Medium | 14.2 | 23 | 9.1 | BATS>NYSE>IEX | TWAP | 2 | IOC | 5 | 94 | 19 | 0.44 | ToxicitySpike | false | null | null | 0 | BATS>NYSE>IEX | IOC | 39.8 | 97 | 0 | 187 | -15 | 21 | -12 | NoShort | null | High urgency from PM |
X007462 | 2025-12-24 11:26:55 | DIS | Sell | 7,457 | 110.98 | 827,577.86 | 1.9 | 0.033 | High | 22.6 | 35 | -23.8 | IEX>ARCA>NYSE>BATS | Adaptive | 2 | LMT | 6 | 63 | 31 | 0.8 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 19 | IEX>ARCA>NYSE>BATS | LMT>PO | 95.4 | 89 | 8.2 | 65 | 39 | -16 | 38 | Watchlist | null | Toxic prints; widened spread |
X007463 | 2025-11-27 13:21:15 | XLP | Buy | 12,365 | 327.99 | 4,055,596.35 | 2.7 | 0.043 | Ultra | 4.1 | 30 | -13.3 | NASDAQ>ARCA>BATS>NYSE>IEX | TWAP | 1 | MKT | 2.5 | 64 | 29 | 0.7 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>BATS>NYSE>IEX | MKT | 46 | 87 | 0 | 82 | 54 | -4 | -24 | null | null | High urgency from PM |
X007464 | 2025-11-19 13:25:11 | CVX | Buy | 20,565 | 335.62 | 6,902,025.3 | 0.7 | 0.122 | Ultra | 5.6 | 6 | 6.4 | NASDAQ>NYSE>EDGX>ARCA>IEX | Adaptive | 5 | LMT | 2.3 | 73 | 27 | 0.62 | Multi | false | null | null | 0 | NASDAQ>NYSE>EDGX>ARCA>IEX | LMT | 10 | 79 | 0 | 101 | 37 | 1 | -30 | null | null | Paused due to data glitch |
X007465 | 2025-12-20 09:35:39 | NFLX | Sell | 17,892 | 51.57 | 922,690.44 | 2.8 | 0.171 | Low | 16.9 | 24 | -4.9 | NYSE>EDGX>BATS>IEX>ARCA | IS | 4 | IOC | 9.7 | 70 | 13 | 0.55 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX>BATS>IEX>ARCA | IOC | 66.4 | 100 | 4.7 | 84 | 16 | 28 | -29 | PositionLimitNear | null | Paused due to data glitch |
X007466 | 2025-11-21 15:13:32 | MA | Sell | 43,731 | 347.65 | 15,203,082.15 | 0.8 | 0.186 | Medium | 16.8 | 35 | -14.3 | BATS>ARCA | Adaptive | 4 | LMT | 5.4 | 85 | 21 | 0.47 | ToxicitySpike | false | null | null | 0 | BATS>ARCA | LMT | 54.7 | 91 | 14 | 82 | 28 | -35 | 10 | null | null | Paused due to data glitch |
X007467 | 2025-11-09 13:17:43 | XLY | Buy | 44,135 | 296.66 | 13,093,089.1 | 1.3 | 0.184 | Low | 19.5 | 4 | 23.9 | NASDAQ>ARCA | TWAP | 2 | LMT | 5.6 | 78 | 23 | 0.67 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 11 | NASDAQ>ARCA | LMT>PO | 95.2 | 97 | 21.1 | 8 | 46 | 21 | -37 | null | null | Stable book; normal liquidity |
X007468 | 2025-10-27 11:38:27 | INTC | Buy | 3,511 | 58.08 | 203,918.88 | 1 | 0.167 | Medium | 13.5 | 9 | 31.4 | ARCA>NASDAQ | TWAP | 1 | MKT | 4.1 | 61 | 14 | 0.5 | Multi | false | null | null | 0 | ARCA>NASDAQ | MKT | 16.3 | 97 | 13.2 | 68 | -16 | 7 | 34 | Watchlist | null | Stable book; normal liquidity |
X007469 | 2025-12-09 12:02:26 | BAC | Buy | 226,483 | 191.96 | 43,475,676.68 | 1.2 | 0.618 | Low | 21.5 | 36 | -4.1 | NYSE>ARCA>NASDAQ | VWAP | 2 | LMT | 5.9 | 156 | 34 | 0.66 | ToxicitySpike | false | null | null | 0 | NYSE>ARCA>NASDAQ | LMT | 4.5 | 85 | 0 | 102 | 39 | -15 | 29 | null | null | Venue switch reduced impact |
X007470 | 2025-11-06 11:02:34 | BA | Sell | 23,575 | 86.05 | 2,028,628.75 | 2.7 | 0.079 | Low | 22.6 | 32 | 32.8 | ARCA>BATS>NASDAQ>EDGX | TWAP | 3 | LMT | 8 | 71 | 23 | 0.41 | LiqDrop | false | null | null | 0 | ARCA>BATS>NASDAQ>EDGX | LMT | 75.1 | 89 | 18.8 | 41 | 17 | 2 | 13 | null | null | Toxic prints; widened spread |
X007471 | 2025-11-13 09:41:29 | CVX | Sell | 13,900 | 82 | 1,139,800 | 0.7 | 0.083 | High | 19 | 25 | -29.4 | ARCA>EDGX | IS | 4 | LMT | 7.5 | 67 | 27 | 0.82 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX | LMT | 2.5 | 75 | 14.3 | 79 | 52 | 6 | 21 | null | null | Stable book; normal liquidity |
X007472 | 2025-12-08 12:06:48 | GOOGL | Sell | 54,274 | 261.07 | 14,169,313.18 | 1.4 | 0.162 | Low | 18.9 | 10 | -19.5 | IEX>BATS>ARCA>NYSE>EDGX | TWAP | 2 | MKT | 6.7 | 83 | 16 | 0.84 | LiqDrop | false | null | null | 0 | IEX>BATS>ARCA>NYSE>EDGX | MKT | 98.9 | 100 | 0 | 10 | 29 | 18 | 34 | NoShort | null | High urgency from PM |
X007473 | 2025-12-15 11:50:33 | TSLA | Buy | 37,954 | 62.52 | 2,372,884.08 | 2.1 | 0.118 | Medium | 14.3 | 11 | -4.1 | EDGX>ARCA | TWAP | 3 | MKT | 6.4 | 78 | 28 | 0.62 | Multi | false | null | null | 0 | EDGX>ARCA | MKT | 62 | 89 | 0 | 158 | 59 | 15 | -1 | null | null | High urgency from PM |
X007474 | 2025-11-10 12:08:46 | XLI | Sell | 3,452 | 260.97 | 900,868.44 | 2.2 | 0.157 | Low | 15.7 | 14 | 22.6 | NYSE>EDGX | Adaptive | 1 | LMT | 4 | 61 | 26 | 0.69 | Multi | false | null | null | 0 | NYSE>EDGX | LMT | 35.3 | 87 | 1.7 | 27 | 15 | 20 | 11 | null | null | High urgency from PM |
X007475 | 2025-12-18 14:07:43 | IEF | Buy | 12,409 | 98.3 | 1,219,804.7 | 3.1 | 0.047 | Medium | 21.6 | 5 | 20.8 | NYSE>NASDAQ | TWAP | 1 | PO | 6.7 | 64 | 20 | 0.84 | Multi | false | null | null | 0 | NYSE>NASDAQ | PO | 21.3 | 99 | 7.3 | 21 | 6 | 29 | 3 | null | null | Toxic prints; widened spread |
X007476 | 2025-12-18 12:07:51 | HD | Buy | 214,980 | 179.68 | 38,627,606.4 | 2.6 | 0.834 | Low | 14.1 | 18 | 34.2 | IEX>NASDAQ>EDGX>BATS>ARCA | VWAP | 3 | LMT | 5.5 | 167 | 25 | 0.77 | LiqDrop | true | LiquidityDrop | Cross | 20 | IEX>NASDAQ>EDGX>BATS>ARCA | LMT>PO | 73 | 85 | 1.5 | 183 | -4 | -10 | -1 | Watchlist | null | Paused due to data glitch |
X007477 | 2025-10-27 15:30:45 | IWM | Buy | 76,223 | 199.51 | 15,207,250.73 | 1.7 | 0.105 | Low | 24.7 | 32 | 20.4 | NASDAQ>NYSE | VWAP | 1 | MKT | 7 | 86 | 20 | 0.5 | Multi | false | null | null | 0 | NASDAQ>NYSE | MKT | 77 | 97 | 30.9 | 119 | 18 | -5 | -31 | Watchlist | null | Toxic prints; widened spread |
X007478 | 2025-10-27 11:37:26 | AAPL | Buy | 12,815 | 142.99 | 1,832,416.85 | 2.8 | 0.038 | High | 8.4 | 9 | -0.2 | ARCA>BATS>NYSE | VWAP | 3 | LMT | 3.8 | 66 | 15 | 0.47 | LiqDrop | false | null | null | 0 | ARCA>BATS>NYSE | LMT | 25.2 | 93 | 11.5 | 99 | -13 | -25 | 22 | NoShort | null | Toxic prints; widened spread |
X007479 | 2025-11-18 15:51:16 | XOM | Buy | 7,110 | 117.24 | 833,576.4 | 4 | 0.065 | Low | 16.7 | 36 | 28.3 | NYSE>IEX>NASDAQ>EDGX>ARCA | Adaptive | 3 | PO | 7 | 63 | 17 | 0.49 | Slip>Thresh | true | SlippageAboveThreshold | OrderTypeChange | 12 | NYSE>IEX>NASDAQ>EDGX>ARCA | PO>IOC | 27.7 | 84 | 15.7 | 56 | 40 | -19 | 18 | null | null | Toxic prints; widened spread |
X007480 | 2025-12-03 14:46:14 | XLB | Buy | 26,179 | 200.94 | 5,260,408.26 | 1.6 | 0.067 | High | 11 | 3 | -18.2 | ARCA>NASDAQ>NYSE | TWAP | 3 | MKT | 4.9 | 73 | 30 | 0.54 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ>NYSE | MKT | 62.8 | 94 | 10 | 124 | -7 | -33 | -7 | null | null | Paused due to data glitch |
X007481 | 2025-12-02 12:07:52 | TSLA | Sell | 9,656 | 243.75 | 2,353,650 | 1 | 0.03 | Ultra | 15.2 | 37 | 1.3 | IEX>ARCA>NYSE>EDGX | TWAP | 3 | LMT | 4.9 | 64 | 35 | 0.76 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 14 | IEX>ARCA>NYSE>EDGX | LMT>IOC | 90.2 | 97 | 9.6 | 75 | 56 | 6 | 29 | null | null | High urgency from PM |
X007482 | 2025-11-06 12:55:25 | JNJ | Sell | 26,192 | 34.69 | 908,600.48 | 4.1 | 0.096 | High | 3.4 | 18 | 5.9 | EDGX>ARCA>NASDAQ>NYSE>IEX | IS | 5 | MKT | 5.8 | 77 | 32 | 0.49 | Slip>Thresh | false | null | null | 0 | EDGX>ARCA>NASDAQ>NYSE>IEX | MKT | 60.3 | 87 | 0 | 52 | 5 | -31 | 23 | Watchlist | null | Toxic prints; widened spread |
X007483 | 2025-11-16 14:52:43 | WMT | Sell | 20,150 | 140.87 | 2,838,530.5 | 5.2 | 0.062 | Low | 15.5 | 5 | 31.6 | NYSE>IEX>NASDAQ>ARCA>BATS | POV | 5 | IOC | 11.2 | 73 | 19 | 0.66 | Multi | true | MultiTrigger | Pause | 13 | NYSE>IEX>NASDAQ>ARCA>BATS | IOC>LMT | 96.9 | 95 | 16.8 | 9 | 24 | -35 | 26 | null | Throttle | Paused due to data glitch |
X007484 | 2025-10-31 12:37:35 | SPY | Sell | 202,050 | 477.65 | 96,509,182.5 | 1.6 | 0.273 | Low | 16.3 | 21 | -23 | EDGX>IEX>NYSE | IS | 4 | MKT | 8.8 | 176 | 18 | 0.59 | ToxicitySpike | false | null | null | 0 | EDGX>IEX>NYSE | MKT | 59.8 | 99 | 7.1 | 240 | 9 | -30 | 26 | NoShort | null | Toxic prints; widened spread |
X007485 | 2025-11-02 10:11:02 | XOM | Buy | 72,571 | 26 | 1,886,846 | 2.8 | 0.664 | Low | 14.4 | 32 | -26.7 | EDGX>BATS | POV | 2 | LMT | 5.5 | 90 | 28 | 0.66 | Slip>Thresh | false | null | null | 0 | EDGX>BATS | LMT | 38.2 | 93 | 15 | 10 | 20 | -15 | -9 | null | null | Stable book; normal liquidity |
X007486 | 2025-12-25 13:39:14 | XLU | Buy | 63,090 | 224.32 | 14,152,348.8 | 1.8 | 0.202 | Low | 11.1 | 12 | -6.7 | EDGX>ARCA>NYSE | VWAP | 3 | MKT | 4.9 | 91 | 34 | 0.76 | LiqDrop | false | null | null | 0 | EDGX>ARCA>NYSE | MKT | 0.6 | 92 | 0 | 52 | 52 | -8 | 7 | null | null | Paused due to data glitch |
X007487 | 2025-11-28 14:11:15 | DIS | Buy | 17,446 | 183.64 | 3,203,783.44 | 1.3 | 0.076 | High | 13.6 | 17 | -2.2 | NYSE>IEX>BATS | POV | 4 | LMT | 5.5 | 70 | 18 | 0.59 | Slip>Thresh | false | null | null | 0 | NYSE>IEX>BATS | LMT | 21.9 | 97 | 5.6 | 32 | 2 | 28 | 25 | Watchlist | null | Venue switch reduced impact |
X007488 | 2025-10-31 15:42:46 | AMD | Buy | 8,351 | 175.78 | 1,467,938.78 | 2 | 0.233 | Low | 27.1 | 14 | -7.4 | NYSE>IEX>BATS>ARCA>EDGX | POV | 4 | MKT | 12.7 | 64 | 34 | 0.48 | Slip>Thresh | false | null | null | 0 | NYSE>IEX>BATS>ARCA>EDGX | MKT | 93.6 | 88 | 14.7 | 10 | 31 | 11 | 27 | null | null | Stable book; normal liquidity |
X007489 | 2025-12-05 15:55:30 | HD | Buy | 20,579 | 335.89 | 6,912,280.31 | 1.4 | 0.08 | High | 11.9 | 27 | -6.2 | IEX>NYSE>EDGX | IS | 5 | LMT | 6 | 73 | 30 | 0.65 | ToxicitySpike | false | null | null | 0 | IEX>NYSE>EDGX | LMT | 31.5 | 87 | 0 | 82 | 56 | 4 | 32 | null | null | Stable book; normal liquidity |
X007490 | 2025-10-30 10:58:46 | BRK.B | Buy | 17,258 | 130.23 | 2,247,509.34 | 2.3 | 0.078 | Medium | 11.5 | 13 | -27.8 | EDGX>NYSE | VWAP | 1 | MKT | 4 | 66 | 27 | 0.59 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 35 | EDGX>NYSE | MKT>LMT | 35.2 | 94 | 11.9 | 117 | 29 | -29 | -30 | null | null | Stable book; normal liquidity |
X007491 | 2025-12-15 14:46:25 | TLT | Buy | 16,760 | 91.65 | 1,536,054 | 3.4 | 0.061 | Medium | 16.1 | 11 | 8.1 | ARCA>NYSE | Adaptive | 4 | MKT | 8 | 69 | 17 | 0.73 | Multi | false | null | null | 0 | ARCA>NYSE | MKT | 25.8 | 100 | 12.7 | 12 | -10 | -14 | 36 | null | null | Toxic prints; widened spread |
X007492 | 2025-11-25 15:15:09 | BA | Sell | 10,258 | 261.29 | 2,680,312.82 | 2.9 | 0.034 | Medium | 19.9 | 7 | -2.1 | IEX>NYSE>BATS>ARCA>EDGX | TWAP | 1 | MKT | 6.8 | 63 | 17 | 0.83 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 10 | IEX>NYSE>BATS>ARCA>EDGX | MKT>LMT | 90.1 | 91 | 2.1 | 59 | 12 | -39 | -4 | null | null | Venue switch reduced impact |
X007493 | 2025-12-08 15:30:28 | BRK.B | Sell | 115,956 | 164.26 | 19,046,932.56 | 1.9 | 0.527 | Low | 14.5 | 36 | 14.5 | ARCA>NYSE>NASDAQ | POV | 2 | MKT | 6.1 | 109 | 27 | 0.49 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>NASDAQ | MKT | 98.1 | 100 | 24.1 | 126 | 18 | -29 | 9 | null | null | Paused due to data glitch |
X007494 | 2025-10-31 11:33:35 | KO | Buy | 16,962 | 113.7 | 1,928,579.4 | 3.8 | 0.422 | Low | 39.6 | 7 | -8.5 | BATS>ARCA>NASDAQ>IEX | Adaptive | 1 | LMT | 9.3 | 65 | 23 | 0.7 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 18 | BATS>ARCA>NASDAQ>IEX | LMT>MKT | 33.4 | 93 | 18.4 | 84 | -5 | -25 | 40 | null | null | Toxic prints; widened spread |
X007495 | 2025-12-20 09:35:25 | BAC | Buy | 10,695 | 138.97 | 1,486,284.15 | 1.2 | 0.029 | Ultra | 9.1 | 19 | 24.7 | ARCA>EDGX | IS | 5 | MKT | 5.7 | 66 | 31 | 0.72 | ToxicitySpike | false | null | null | 0 | ARCA>EDGX | MKT | 37.6 | 100 | 7.5 | 72 | 47 | 24 | 8 | PositionLimitNear | null | Venue switch reduced impact |
X007496 | 2025-12-05 09:35:05 | IEF | Sell | 61,861 | 97.76 | 6,047,531.36 | 1.6 | 0.235 | Low | 15.8 | 17 | 22.7 | IEX>NASDAQ>BATS | TWAP | 2 | MKT | 5.9 | 86 | 33 | 0.83 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ>BATS | MKT | 26.9 | 91 | 6.9 | 86 | 24 | 2 | 30 | null | null | High urgency from PM |
X007497 | 2025-12-03 11:21:53 | TLT | Buy | 55,446 | 91.51 | 5,073,863.46 | 3.1 | 0.203 | Low | 9.9 | 12 | -32.1 | NYSE>IEX>EDGX>NASDAQ>BATS | VWAP | 2 | MKT | 4.7 | 83 | 25 | 0.58 | Slip>Thresh | false | null | null | 0 | NYSE>IEX>EDGX>NASDAQ>BATS | MKT | 52.5 | 98 | 0 | 186 | 57 | -38 | 10 | null | VenueReject | Venue switch reduced impact |
X007498 | 2025-11-14 15:25:04 | QQQ | Sell | 39,443 | 407.59 | 16,076,572.37 | 0.7 | 0.125 | High | 16.7 | 8 | 27.5 | NYSE>EDGX | TWAP | 2 | LMT | 4.6 | 76 | 26 | 0.61 | Multi | false | null | null | 0 | NYSE>EDGX | LMT | 76.5 | 84 | 4.4 | 28 | 25 | 24 | -15 | NoShort | null | High urgency from PM |
X007499 | 2025-11-01 15:15:14 | PFE | Buy | 7,725 | 156.42 | 1,208,344.5 | 2.8 | 0.021 | Ultra | 12.9 | 9 | 28.6 | EDGX>IEX>ARCA>NASDAQ>NYSE | IS | 4 | MKT | 8.2 | 64 | 21 | 0.43 | LiqDrop | false | null | null | 0 | EDGX>IEX>ARCA>NASDAQ>NYSE | MKT | 13.7 | 98 | 5.7 | 76 | -1 | -32 | -40 | null | null | Venue switch reduced impact |
X007500 | 2025-11-25 10:00:53 | JPM | Buy | 7,409 | 317.03 | 2,348,875.27 | 3.9 | 0.183 | Low | 13.1 | 17 | 30 | BATS>IEX>EDGX>ARCA | TWAP | 3 | MKT | 7.3 | 63 | 30 | 0.44 | Multi | false | null | null | 0 | BATS>IEX>EDGX>ARCA | MKT | 34.1 | 85 | 0 | 149 | 37 | 3 | -4 | null | null | Toxic prints; widened spread |
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