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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X007801 | 2025-12-19 10:29:47 | INTC | Buy | 521 | 297.73 | 155,117.33 | 0.8 | 0.025 | Ultra | 9.1 | 19 | -9.4 | NASDAQ>BATS>EDGX | TWAP | 1 | MKT | 2.8 | 60 | 31 | 0.66 | ToxicitySpike | false | null | null | 0 | NASDAQ>BATS>EDGX | MKT | 80.4 | 97 | 0 | 91 | 57 | 12 | -35 | NoShort | null | Paused due to data glitch |
X007802 | 2025-11-26 10:00:08 | PFE | Buy | 162,598 | 25.92 | 4,214,540.16 | 2.4 | 0.442 | Low | 8.7 | 26 | 12.5 | NYSE>IEX | TWAP | 3 | LMT | 4 | 141 | 32 | 0.6 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 24 | NYSE>IEX | LMT>MKT | 25.1 | 73 | 14 | 203 | 26 | -24 | 11 | null | null | Stable book; normal liquidity |
X007803 | 2025-12-18 09:52:01 | NKE | Sell | 16,848 | 118.83 | 2,002,047.84 | 2.5 | 0.078 | Medium | 13.4 | 38 | -17.5 | EDGX>NYSE>ARCA | VWAP | 2 | MKT | 5.3 | 67 | 22 | 0.77 | LiqDrop | false | null | null | 0 | EDGX>NYSE>ARCA | MKT | 58.3 | 100 | 10.1 | 81 | 52 | 10 | 40 | null | null | Stable book; normal liquidity |
X007804 | 2025-11-14 10:17:22 | BAC | Buy | 19,077 | 291.51 | 5,561,136.27 | 1.3 | 0.052 | High | 19.6 | 38 | 16.8 | BATS>ARCA>NASDAQ | IS | 4 | LMT | 8.2 | 70 | 34 | 0.78 | LiqDrop | false | null | null | 0 | BATS>ARCA>NASDAQ | LMT | 30.2 | 95 | 9.6 | 43 | 37 | -6 | -14 | null | null | Toxic prints; widened spread |
X007805 | 2025-12-06 13:22:26 | HD | Sell | 2,561 | 84.17 | 215,559.37 | 2.7 | 0.01 | Ultra | 5.4 | 3 | -19.7 | ARCA>IEX>EDGX>BATS | IS | 5 | MKT | 5.3 | 61 | 27 | 0.57 | Slip>Thresh | false | null | null | 0 | ARCA>IEX>EDGX>BATS | MKT | 14.4 | 87 | 2.8 | 63 | -11 | -22 | 10 | NoShort | null | Stable book; normal liquidity |
X007806 | 2025-11-11 10:13:36 | XLP | Sell | 10,339 | 124.75 | 1,289,790.25 | 3.5 | 0.036 | Medium | 15.4 | 15 | -34.6 | BATS>ARCA>EDGX | Adaptive | 4 | MKT | 7.8 | 65 | 15 | 0.43 | LiqDrop | false | null | null | 0 | BATS>ARCA>EDGX | MKT | 5.5 | 94 | 0 | 69 | 27 | 2 | -38 | null | null | Toxic prints; widened spread |
X007807 | 2025-11-19 11:02:52 | PFE | Buy | 51,335 | 246.79 | 12,668,964.65 | 2.1 | 0.139 | Medium | 12.6 | 33 | 24.2 | IEX>NYSE | TWAP | 3 | MKT | 5.9 | 85 | 16 | 0.85 | Slip>Thresh | true | SlippageAboveThreshold | OrderTypeChange | 19 | IEX>NYSE | MKT>PO | 3.2 | 100 | 16 | 116 | 29 | 0 | -1 | PositionLimitNear | null | Toxic prints; widened spread |
X007808 | 2025-11-21 10:58:23 | AMD | Sell | 1,274 | 130.05 | 165,683.7 | 1.3 | 0.036 | Ultra | 5.4 | 37 | -16 | NASDAQ>BATS | TWAP | 3 | PO | 2.5 | 60 | 20 | 0.77 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 26 | NASDAQ>BATS | PO>IOC | 54.7 | 87 | 0.3 | 113 | 46 | -19 | -32 | Watchlist | null | High urgency from PM |
X007809 | 2025-12-21 13:25:26 | AMD | Sell | 2,104 | 22.64 | 47,634.56 | 2 | 0.059 | Medium | 18.5 | 37 | 31 | NYSE>EDGX>IEX | VWAP | 1 | LMT | 4.6 | 60 | 25 | 0.77 | Multi | false | null | null | 0 | NYSE>EDGX>IEX | LMT | 66 | 83 | 6.8 | 23 | 14 | 13 | -4 | NoShort | null | Stable book; normal liquidity |
X007810 | 2025-11-05 14:46:08 | HYG | Sell | 55,764 | 75.02 | 4,183,415.28 | 1.4 | 0.306 | Medium | 7.9 | 33 | 17 | NASDAQ>EDGX>ARCA | POV | 5 | LMT | 4.1 | 96 | 12 | 0.51 | Multi | false | null | null | 0 | NASDAQ>EDGX>ARCA | LMT | 67.3 | 81 | 0 | 114 | 21 | 1 | -35 | null | null | Stable book; normal liquidity |
X007811 | 2025-11-12 14:56:29 | XLI | Buy | 3,074 | 140.07 | 430,575.18 | 2.8 | 0.14 | Low | 37.6 | 13 | -13.2 | ARCA>EDGX>BATS>IEX>NYSE | TWAP | 1 | MKT | 11.4 | 61 | 13 | 0.48 | Slip>Thresh | true | SlippageAboveThreshold | AlgoSwitch | 15 | ARCA>EDGX>BATS>IEX>NYSE | MKT>IOC | 34.5 | 100 | 16.9 | 82 | 57 | 0 | 7 | null | null | Venue switch reduced impact |
X007812 | 2025-11-28 10:51:37 | UNH | Buy | 36,476 | 133.06 | 4,853,496.56 | 2.5 | 0.16 | Low | 19.2 | 12 | 17.9 | NASDAQ>BATS>NYSE>ARCA | TWAP | 1 | IOC | 6.1 | 72 | 23 | 0.83 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 15 | NASDAQ>BATS>NYSE>ARCA | IOC>LMT | 87.2 | 100 | 4.2 | 35 | 22 | -32 | -21 | null | null | Paused due to data glitch |
X007813 | 2025-10-29 15:47:38 | XLV | Buy | 35,033 | 203.49 | 7,128,865.17 | 1.5 | 0.098 | Medium | 22.6 | 10 | 12.4 | NYSE>NASDAQ>BATS | TWAP | 2 | LMT | 6.5 | 74 | 14 | 0.77 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ>BATS | LMT | 15.7 | 85 | 13.5 | 70 | 23 | 3 | 22 | NoShort | null | Stable book; normal liquidity |
X007814 | 2025-10-27 09:35:29 | CSCO | Buy | 46,590 | 29.83 | 1,389,779.7 | 2.8 | 0.117 | Low | 14.1 | 28 | 18.6 | EDGX>BATS>NASDAQ | IS | 5 | LMT | 8.1 | 90 | 15 | 0.64 | Multi | false | null | null | 0 | EDGX>BATS>NASDAQ | LMT | 72.7 | 93 | 0 | 84 | 5 | -7 | -4 | null | null | Stable book; normal liquidity |
X007815 | 2025-11-10 14:44:23 | HYG | Sell | 11,307 | 75.45 | 853,113.15 | 1.2 | 0.062 | High | 19.3 | 22 | 26.1 | ARCA>NASDAQ | VWAP | 3 | MKT | 7.1 | 65 | 17 | 0.52 | Multi | false | null | null | 0 | ARCA>NASDAQ | MKT | 45 | 98 | 15.4 | 23 | 22 | 10 | -16 | PositionLimitNear | null | Paused due to data glitch |
X007816 | 2025-11-13 14:40:25 | GOOGL | Buy | 25,343 | 337.25 | 8,546,926.75 | 1.9 | 0.076 | High | 8.9 | 3 | -8.8 | EDGX>IEX>BATS | VWAP | 3 | LMT | 3.5 | 72 | 26 | 0.75 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>BATS | LMT | 95.6 | 90 | 8.2 | 22 | -11 | 29 | 27 | null | null | Paused due to data glitch |
X007817 | 2025-11-07 11:11:01 | WMT | Buy | 58,214 | 78.85 | 4,590,173.9 | 3.1 | 0.179 | Low | 15.5 | 11 | 1 | BATS>IEX | VWAP | 3 | PO | 6.6 | 89 | 35 | 0.41 | LiqDrop | false | null | null | 0 | BATS>IEX | PO | 64.5 | 91 | 0 | 10 | 50 | -11 | 38 | null | null | Venue switch reduced impact |
X007818 | 2025-12-07 13:57:40 | IWM | Buy | 440,191 | 199.61 | 87,866,525.51 | 1.7 | 0.608 | Low | 12 | 27 | 30.1 | ARCA>IEX>NASDAQ>BATS>EDGX | Adaptive | 2 | IOC | 4.2 | 230 | 18 | 0.43 | ToxicitySpike | false | null | null | 0 | ARCA>IEX>NASDAQ>BATS>EDGX | IOC | 14.6 | 94 | 0.7 | 180 | 29 | 18 | -13 | null | null | Paused due to data glitch |
X007819 | 2025-12-13 15:51:30 | XLI | Sell | 2,328 | 241.19 | 561,490.32 | 2.6 | 0.106 | Medium | 6.8 | 5 | 4.7 | EDGX>IEX>NYSE>BATS | POV | 5 | LMT | 4.5 | 61 | 34 | 0.4 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>NYSE>BATS | LMT | 86.2 | 94 | 1.5 | 49 | -1 | 20 | -23 | null | null | Paused due to data glitch |
X007820 | 2025-12-11 11:36:25 | HYG | Sell | 19,254 | 76.4 | 1,471,005.6 | 2.1 | 0.106 | Medium | 7.6 | 11 | 34.4 | NASDAQ>IEX>EDGX>NYSE>ARCA | Adaptive | 3 | MKT | 3.7 | 69 | 14 | 0.48 | Multi | false | null | null | 0 | NASDAQ>IEX>EDGX>NYSE>ARCA | MKT | 53.3 | 97 | 0 | 81 | -10 | -39 | 28 | PositionLimitNear | null | High urgency from PM |
X007821 | 2025-11-12 13:55:20 | CVX | Buy | 11,401 | 296.03 | 3,375,038.03 | 0.8 | 0.068 | Ultra | 10.7 | 22 | 31.5 | IEX>ARCA>NYSE | VWAP | 2 | LMT | 3 | 64 | 28 | 0.58 | ToxicitySpike | false | null | null | 0 | IEX>ARCA>NYSE | LMT | 50.2 | 85 | 0.1 | 76 | 40 | -30 | 18 | null | null | High urgency from PM |
X007822 | 2025-11-08 12:34:24 | IEF | Sell | 61,196 | 95.66 | 5,854,009.36 | 2.7 | 0.232 | Low | 17.3 | 33 | -31.8 | NASDAQ>IEX>EDGX>NYSE>ARCA | Adaptive | 4 | IOC | 7.7 | 95 | 30 | 0.42 | LiqDrop | false | null | null | 0 | NASDAQ>IEX>EDGX>NYSE>ARCA | IOC | 5.1 | 94 | 18.8 | 77 | -1 | 25 | -20 | null | null | Stable book; normal liquidity |
X007823 | 2025-11-01 14:13:53 | XLP | Buy | 35,169 | 89.48 | 3,146,922.12 | 2.6 | 0.122 | Low | 14.4 | 13 | -22.1 | NASDAQ>IEX>ARCA>BATS>NYSE | TWAP | 1 | PO | 4.7 | 72 | 31 | 0.56 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX>ARCA>BATS>NYSE | PO | 12.7 | 89 | 0 | 86 | 0 | -8 | -38 | null | null | High urgency from PM |
X007824 | 2025-12-14 13:00:20 | AAPL | Sell | 14,718 | 136.32 | 2,006,357.76 | 1.9 | 0.043 | High | 13.1 | 17 | -23.6 | BATS>ARCA>NASDAQ | TWAP | 1 | MKT | 4.4 | 65 | 21 | 0.81 | LiqDrop | false | null | null | 0 | BATS>ARCA>NASDAQ | MKT | 82.9 | 96 | 6.1 | 64 | 44 | -39 | 22 | NoShort | null | Stable book; normal liquidity |
X007825 | 2025-12-20 13:58:36 | CSCO | Sell | 62,596 | 195.77 | 12,254,418.92 | 2.2 | 0.157 | Low | 20.5 | 14 | -32.7 | NASDAQ>BATS>IEX>ARCA | IS | 4 | PO | 10.2 | 95 | 25 | 0.47 | Slip>Thresh | false | null | null | 0 | NASDAQ>BATS>IEX>ARCA | PO | 70.9 | 88 | 19.4 | 19 | 15 | -15 | -30 | null | null | Toxic prints; widened spread |
X007826 | 2025-12-26 13:30:06 | XLK | Buy | 7,808 | 37.48 | 292,643.84 | 0.9 | 0.022 | Ultra | 24 | 10 | -31.8 | EDGX>IEX>NASDAQ>NYSE | TWAP | 1 | LMT | 5.6 | 62 | 26 | 0.49 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>NASDAQ>NYSE | LMT | 67.7 | 95 | 10.1 | 32 | -17 | -10 | 14 | null | null | Paused due to data glitch |
X007827 | 2025-11-03 13:33:08 | SPY | Buy | 208,145 | 469.4 | 97,703,263 | 0.9 | 0.281 | Medium | 11.8 | 30 | 1.5 | NASDAQ>NYSE | VWAP | 1 | LMT | 2.9 | 132 | 22 | 0.42 | ToxicitySpike | false | null | null | 0 | NASDAQ>NYSE | LMT | 8.5 | 73 | 5.8 | 123 | 20 | 10 | -22 | PositionLimitNear | null | Toxic prints; widened spread |
X007828 | 2025-12-02 13:17:18 | XLI | Buy | 764 | 135.02 | 103,155.28 | 3 | 0.035 | Medium | 30.2 | 35 | -10.7 | BATS>EDGX>ARCA>IEX | VWAP | 1 | LMT | 7.5 | 60 | 21 | 0.8 | Multi | false | null | null | 0 | BATS>EDGX>ARCA>IEX | LMT | 38.1 | 95 | 17 | 46 | 55 | -11 | 13 | null | Unknown | Venue switch reduced impact |
X007829 | 2025-12-15 13:19:13 | AMZN | Sell | 3,580 | 259.18 | 927,864.4 | 1.8 | 0.164 | Low | 22.6 | 27 | -10.5 | NASDAQ>EDGX>BATS>IEX | TWAP | 3 | IOC | 8.7 | 61 | 13 | 0.73 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 22 | NASDAQ>EDGX>BATS>IEX | IOC>PO | 68.2 | 93 | 16.5 | 73 | 38 | -34 | 32 | null | null | Paused due to data glitch |
X007830 | 2025-11-13 13:16:33 | META | Buy | 33,568 | 146.72 | 4,925,096.96 | 1.5 | 0.094 | Medium | 13 | 20 | -13.8 | NYSE>EDGX | IS | 4 | MKT | 7.2 | 79 | 15 | 0.54 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX | MKT | 33.8 | 89 | 0 | 152 | 49 | 23 | 35 | null | null | Paused due to data glitch |
X007831 | 2025-12-08 10:24:47 | MA | Buy | 2,820 | 306.33 | 863,850.6 | 1.3 | 0.012 | Ultra | 3.2 | 37 | 28.4 | NASDAQ>NYSE>IEX>EDGX>ARCA | VWAP | 2 | LMT | 1.4 | 61 | 20 | 0.6 | Multi | false | null | null | 0 | NASDAQ>NYSE>IEX>EDGX>ARCA | LMT | 11.5 | 88 | 7.6 | 68 | 47 | -27 | -8 | null | null | High urgency from PM |
X007832 | 2025-12-25 13:34:15 | TLT | Sell | 7,957 | 91.76 | 730,134.32 | 3.1 | 0.029 | High | 14.2 | 14 | -0 | NYSE>EDGX>NASDAQ>BATS>IEX | VWAP | 2 | IOC | 5.6 | 63 | 27 | 0.51 | ToxicitySpike | false | null | null | 0 | NYSE>EDGX>NASDAQ>BATS>IEX | IOC | 17.7 | 94 | 0 | 87 | 14 | -19 | -35 | null | null | Stable book; normal liquidity |
X007833 | 2025-12-01 12:21:42 | HYG | Buy | 10,984 | 74.3 | 816,111.2 | 1.8 | 0.06 | High | 9.8 | 39 | 18.7 | NASDAQ>IEX | VWAP | 1 | LMT | 2.8 | 63 | 28 | 0.64 | LiqDrop | false | null | null | 0 | NASDAQ>IEX | LMT | 76.8 | 92 | 2.8 | 88 | 11 | -31 | 28 | null | null | Stable book; normal liquidity |
X007834 | 2025-11-10 09:43:42 | GOOGL | Buy | 185,360 | 229.86 | 42,606,849.6 | 1.6 | 0.552 | Low | 23.7 | 38 | 9.4 | IEX>EDGX>NYSE>NASDAQ>ARCA | Adaptive | 4 | MKT | 9.6 | 166 | 24 | 0.77 | Slip>Thresh | false | null | null | 0 | IEX>EDGX>NYSE>NASDAQ>ARCA | MKT | 66 | 90 | 23.2 | 137 | -8 | -15 | -25 | null | null | High urgency from PM |
X007835 | 2025-11-24 09:35:02 | HD | Sell | 10,177 | 237 | 2,411,949 | 1.4 | 0.039 | Ultra | 13.8 | 10 | -14.5 | ARCA>NYSE>NASDAQ | VWAP | 3 | MKT | 5.5 | 65 | 14 | 0.84 | LiqDrop | false | null | null | 0 | ARCA>NYSE>NASDAQ | MKT | 27.5 | 91 | 15.5 | 18 | 26 | 8 | 8 | null | null | Paused due to data glitch |
X007836 | 2025-12-11 09:35:58 | MSFT | Sell | 4,586 | 236.52 | 1,084,680.72 | 2.6 | 0.024 | Ultra | 7 | 19 | 27.1 | IEX>BATS | Adaptive | 1 | LMT | 2.4 | 61 | 28 | 0.69 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 10 | IEX>BATS | LMT>MKT | 85 | 87 | 1.2 | 39 | 56 | -40 | 25 | null | null | Toxic prints; widened spread |
X007837 | 2025-11-28 09:43:25 | VZ | Sell | 15,632 | 279.45 | 4,368,362.4 | 3.6 | 0.134 | Medium | 4.6 | 33 | -23.4 | NASDAQ>EDGX>BATS>NYSE>ARCA | TWAP | 3 | PO | 3.8 | 67 | 30 | 0.52 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX>BATS>NYSE>ARCA | PO | 93.8 | 95 | 7.6 | 90 | 39 | -2 | -37 | null | PriceBand | Toxic prints; widened spread |
X007838 | 2025-11-15 10:52:20 | XLK | Buy | 78,671 | 220.46 | 17,343,808.66 | 1.2 | 0.221 | Low | 18.5 | 22 | 2.8 | NYSE>NASDAQ>ARCA>IEX>BATS | TWAP | 1 | MKT | 5.6 | 87 | 26 | 0.78 | LiqDrop | false | null | null | 0 | NYSE>NASDAQ>ARCA>IEX>BATS | MKT | 42 | 94 | 0 | 91 | -19 | -22 | 38 | PositionLimitNear | null | Paused due to data glitch |
X007839 | 2025-12-13 14:45:50 | TLT | Buy | 19,786 | 97.13 | 1,921,814.18 | 2.9 | 0.072 | Medium | 16.5 | 38 | 7.2 | IEX>EDGX>NYSE | POV | 5 | IOC | 9.6 | 72 | 15 | 0.81 | ToxicitySpike | false | null | null | 0 | IEX>EDGX>NYSE | IOC | 34 | 93 | 18.4 | 100 | 39 | -14 | -35 | null | null | Paused due to data glitch |
X007840 | 2025-11-27 12:59:44 | XLI | Sell | 9,987 | 345.04 | 3,445,914.48 | 3.7 | 0.455 | Low | 11.7 | 36 | 20.1 | BATS>NASDAQ>ARCA>NYSE | VWAP | 1 | LMT | 4.1 | 63 | 34 | 0.54 | ToxicitySpike | false | null | null | 0 | BATS>NASDAQ>ARCA>NYSE | LMT | 63.8 | 99 | 4.6 | 10 | -8 | -16 | 21 | null | null | Toxic prints; widened spread |
X007841 | 2025-11-13 11:06:44 | TSLA | Sell | 39,324 | 103.64 | 4,075,539.36 | 1.7 | 0.122 | Medium | 13.1 | 18 | -28 | BATS>EDGX | VWAP | 1 | MKT | 4.2 | 73 | 30 | 0.77 | ToxicitySpike | false | null | null | 0 | BATS>EDGX | MKT | 3.6 | 85 | 0 | 101 | -20 | -23 | 4 | null | null | Toxic prints; widened spread |
X007842 | 2025-12-09 11:12:59 | MSFT | Buy | 52,723 | 128.5 | 6,774,905.5 | 2.4 | 0.28 | Low | 23.9 | 23 | 16.4 | NASDAQ>BATS>IEX | VWAP | 3 | MKT | 9.5 | 86 | 29 | 0.74 | Multi | false | null | null | 0 | NASDAQ>BATS>IEX | MKT | 78.3 | 90 | 0 | 227 | -14 | 21 | -5 | Watchlist | null | Paused due to data glitch |
X007843 | 2025-11-08 14:02:03 | IEF | Buy | 49,991 | 101.81 | 5,089,583.71 | 2.8 | 0.19 | Low | 16.6 | 30 | 13.8 | EDGX>NASDAQ>IEX>ARCA>NYSE | Adaptive | 1 | LMT | 4.4 | 77 | 25 | 0.44 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>IEX>ARCA>NYSE | LMT | 58.7 | 88 | 0 | 123 | 49 | -40 | -36 | null | null | High urgency from PM |
X007844 | 2025-12-26 12:21:10 | IWM | Sell | 222,878 | 206.9 | 46,113,458.2 | 1.3 | 0.308 | Low | 22.4 | 14 | 1 | ARCA>EDGX>NASDAQ>IEX | IS | 4 | IOC | 10.8 | 188 | 20 | 0.41 | LiqDrop | false | null | null | 0 | ARCA>EDGX>NASDAQ>IEX | IOC | 99.5 | 100 | 0 | 111 | -10 | -26 | -28 | null | null | Venue switch reduced impact |
X007845 | 2025-12-20 11:53:01 | VZ | Buy | 27,666 | 89.74 | 2,482,746.84 | 3.3 | 0.237 | Low | 21.3 | 33 | 24.1 | IEX>NYSE>EDGX>ARCA | Adaptive | 2 | LMT | 6.4 | 71 | 34 | 0.54 | ToxicitySpike | true | ToxicitySpike | Pause | 15 | IEX>NYSE>EDGX>ARCA | LMT>PO | 80.2 | 99 | 0 | 18 | 15 | -24 | -35 | null | null | High urgency from PM |
X007846 | 2025-11-28 13:04:32 | AMZN | Sell | 4,654 | 353.59 | 1,645,607.86 | 1.4 | 0.214 | Medium | 5.9 | 10 | -20.8 | BATS>ARCA>NYSE>NASDAQ | VWAP | 1 | MKT | 2.2 | 61 | 14 | 0.82 | Multi | true | MultiTrigger | OrderTypeChange | 15 | BATS>ARCA>NYSE>NASDAQ | MKT>LMT | 70.1 | 89 | 11.3 | 63 | 0 | 11 | -11 | null | null | Stable book; normal liquidity |
X007847 | 2025-11-02 11:55:29 | MA | Sell | 33,295 | 133.49 | 4,444,549.55 | 1.2 | 0.142 | Medium | 14.6 | 38 | 23.1 | BATS>NASDAQ>NYSE>ARCA>EDGX | TWAP | 3 | PO | 5.4 | 76 | 28 | 0.41 | Multi | false | null | null | 0 | BATS>NASDAQ>NYSE>ARCA>EDGX | PO | 43.2 | 93 | 0 | 13 | 8 | -19 | 8 | null | null | Stable book; normal liquidity |
X007848 | 2025-11-20 12:35:16 | KO | Sell | 2,822 | 314 | 886,108 | 2.4 | 0.07 | Low | 39 | 31 | 26.4 | NYSE>NASDAQ>ARCA | TWAP | 3 | PO | 13.8 | 61 | 19 | 0.44 | Multi | false | null | null | 0 | NYSE>NASDAQ>ARCA | PO | 94.2 | 94 | 15.5 | 10 | 37 | 2 | -11 | null | null | High urgency from PM |
X007849 | 2025-11-26 13:04:35 | TLT | Sell | 14,906 | 97.63 | 1,455,272.78 | 3.4 | 0.055 | High | 7.8 | 33 | -23.4 | ARCA>EDGX>NASDAQ | Adaptive | 5 | LMT | 4.7 | 69 | 21 | 0.56 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX>NASDAQ | LMT | 54.3 | 62 | 5.7 | 66 | 21 | -1 | -33 | PositionLimitNear | null | Paused due to data glitch |
X007850 | 2025-12-14 13:16:23 | XLI | Buy | 5,197 | 128.51 | 667,866.47 | 2.1 | 0.237 | Low | 37 | 3 | -8.9 | NASDAQ>BATS>NYSE | IS | 5 | LMT | 16.9 | 63 | 33 | 0.55 | ToxicitySpike | false | null | null | 0 | NASDAQ>BATS>NYSE | LMT | 13.6 | 67 | 16 | 10 | 16 | -4 | 16 | null | null | Paused due to data glitch |
X007851 | 2025-12-18 11:35:59 | NKE | Sell | 23,094 | 255.8 | 5,907,445.2 | 2.1 | 0.107 | Ultra | 3.4 | 29 | 22.6 | ARCA>IEX>EDGX | VWAP | 2 | IOC | 2.1 | 69 | 30 | 0.54 | LiqDrop | false | null | null | 0 | ARCA>IEX>EDGX | IOC | 61.1 | 86 | 7.6 | 69 | -2 | -30 | 6 | null | null | High urgency from PM |
X007852 | 2025-12-06 13:26:49 | XOM | Buy | 19,622 | 215.38 | 4,226,186.36 | 4 | 0.179 | Low | 15.1 | 32 | 20.6 | IEX>NASDAQ>NYSE>BATS | TWAP | 2 | PO | 6.5 | 68 | 20 | 0.69 | ToxicitySpike | false | null | null | 0 | IEX>NASDAQ>NYSE>BATS | PO | 52.9 | 85 | 8.8 | 18 | 25 | -28 | 38 | null | null | High urgency from PM |
X007853 | 2025-12-16 10:05:22 | SPY | Buy | 99,023 | 468.73 | 46,415,050.79 | 1.7 | 0.134 | Medium | 7.4 | 36 | -6.3 | BATS>NASDAQ>IEX>ARCA>NYSE | POV | 4 | PO | 4.1 | 116 | 21 | 0.74 | Slip>Thresh | false | null | null | 0 | BATS>NASDAQ>IEX>ARCA>NYSE | PO | 77.1 | 89 | 7 | 146 | 12 | -32 | -38 | null | Unknown | High urgency from PM |
X007854 | 2025-12-11 14:25:07 | QQQ | Buy | 133,757 | 425.27 | 56,882,839.39 | 0.5 | 0.424 | Medium | 9.9 | 4 | -26.4 | EDGX>NASDAQ | IS | 5 | MKT | 5.6 | 146 | 27 | 0.51 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 26 | EDGX>NASDAQ | MKT>PO | 87.2 | 92 | 16.7 | 92 | 43 | 24 | -1 | null | null | Paused due to data glitch |
X007855 | 2025-11-30 12:08:07 | AMD | Buy | 4,217 | 16.07 | 67,767.19 | 2 | 0.118 | Low | 20.4 | 30 | -27.4 | BATS>ARCA>NASDAQ | Adaptive | 4 | MKT | 8.5 | 62 | 23 | 0.81 | Slip>Thresh | false | null | null | 0 | BATS>ARCA>NASDAQ | MKT | 24.3 | 100 | 11.3 | 71 | 1 | 24 | 20 | null | null | Toxic prints; widened spread |
X007856 | 2025-12-06 14:10:51 | T | Buy | 3,078 | 172.08 | 529,662.24 | 5 | 0.026 | High | 10.1 | 36 | -4 | BATS>ARCA>NYSE>IEX | Adaptive | 3 | LMT | 5.2 | 61 | 34 | 0.85 | LiqDrop | false | null | null | 0 | BATS>ARCA>NYSE>IEX | LMT | 16.3 | 98 | 10.7 | 52 | 48 | 30 | 16 | null | null | Stable book; normal liquidity |
X007857 | 2025-12-17 13:28:21 | NFLX | Sell | 2,810 | 329.32 | 925,389.2 | 2.3 | 0.027 | Ultra | 13.3 | 27 | 31.7 | NYSE>IEX | IS | 5 | LMT | 7.3 | 61 | 15 | 0.66 | ToxicitySpike | false | null | null | 0 | NYSE>IEX | LMT | 12 | 85 | 8.1 | 59 | 27 | 15 | -13 | null | null | Venue switch reduced impact |
X007858 | 2025-11-23 14:43:02 | DIS | Buy | 72,856 | 126.11 | 9,187,870.16 | 1.3 | 0.318 | Low | 20.4 | 19 | 15 | IEX>NASDAQ>ARCA>EDGX | TWAP | 2 | MKT | 7.1 | 90 | 15 | 0.65 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ>ARCA>EDGX | MKT | 12.4 | 95 | 0 | 35 | -13 | 4 | -6 | null | null | High urgency from PM |
X007859 | 2025-12-25 10:42:45 | AMD | Sell | 13,278 | 115.88 | 1,538,654.64 | 2 | 0.37 | Low | 33 | 29 | -25.2 | IEX>NYSE>NASDAQ>EDGX>ARCA | TWAP | 3 | MKT | 12.9 | 66 | 16 | 0.72 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 32 | IEX>NYSE>NASDAQ>EDGX>ARCA | MKT>IOC | 43.5 | 93 | 14.5 | 156 | -2 | 18 | 12 | NoShort | null | Paused due to data glitch |
X007860 | 2025-11-20 09:35:47 | TSLA | Sell | 27,870 | 299.39 | 8,343,999.3 | 1.2 | 0.087 | Medium | 23.6 | 24 | -10.2 | NYSE>EDGX>BATS>NASDAQ>ARCA | Adaptive | 5 | MKT | 10.1 | 78 | 14 | 0.8 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX>BATS>NASDAQ>ARCA | MKT | 72.1 | 86 | 11.7 | 32 | 23 | -39 | 31 | null | null | Venue switch reduced impact |
X007861 | 2025-11-16 10:57:46 | AMD | Sell | 5,092 | 320.23 | 1,630,611.16 | 2 | 0.142 | Low | 38 | 30 | 3.3 | ARCA>IEX>EDGX>BATS | TWAP | 3 | IOC | 13.9 | 62 | 28 | 0.76 | Multi | true | MultiTrigger | AlgoSwitch | 11 | ARCA>IEX>EDGX>BATS | IOC>MKT | 97.2 | 87 | 16.9 | 150 | 36 | -4 | 33 | null | null | Stable book; normal liquidity |
X007862 | 2025-12-16 09:35:21 | VZ | Sell | 14,228 | 198.32 | 2,821,696.96 | 3.7 | 0.122 | Low | 23.4 | 39 | 17.5 | NYSE>NASDAQ>IEX | Adaptive | 1 | MKT | 7.3 | 64 | 33 | 0.57 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ>IEX | MKT | 16.7 | 98 | 0 | 104 | -6 | -27 | -28 | NoShort | null | Paused due to data glitch |
X007863 | 2025-11-15 13:41:22 | SPY | Buy | 106,371 | 474.69 | 50,493,249.99 | 1.1 | 0.144 | High | 10.2 | 20 | -5.7 | NYSE>NASDAQ | VWAP | 2 | PO | 3.3 | 105 | 31 | 0.83 | LiqDrop | true | LiquidityDrop | Pause | 28 | NYSE>NASDAQ | PO>IOC | 44.1 | 93 | 10.4 | 118 | 22 | 26 | 28 | null | null | Toxic prints; widened spread |
X007864 | 2025-11-10 14:54:18 | TSLA | Buy | 50,998 | 325.64 | 16,606,988.72 | 2 | 0.159 | Low | 18.1 | 29 | -22.3 | EDGX>ARCA | IS | 4 | IOC | 9.5 | 89 | 31 | 0.69 | Slip>Thresh | false | null | null | 0 | EDGX>ARCA | IOC | 70.6 | 94 | 4.4 | 166 | 28 | -40 | 24 | null | null | Venue switch reduced impact |
X007865 | 2025-12-12 15:29:12 | INTC | Sell | 1,850 | 245.56 | 454,286 | 0.9 | 0.088 | High | 15.7 | 21 | 0.4 | NYSE>NASDAQ>ARCA>IEX>EDGX | POV | 4 | IOC | 6.8 | 61 | 22 | 0.47 | LiqDrop | false | null | null | 0 | NYSE>NASDAQ>ARCA>IEX>EDGX | IOC | 33 | 99 | 10.1 | 52 | -13 | 6 | 15 | NoShort | null | Venue switch reduced impact |
X007866 | 2025-11-21 09:35:40 | T | Sell | 15,307 | 251.67 | 3,852,312.69 | 3.1 | 0.128 | Medium | 8.7 | 9 | 30 | IEX>ARCA>EDGX | VWAP | 2 | LMT | 3.6 | 66 | 31 | 0.59 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 10 | IEX>ARCA>EDGX | LMT>MKT | 87.8 | 87 | 3 | 104 | 51 | -39 | 14 | Watchlist | null | Stable book; normal liquidity |
X007867 | 2025-12-08 12:47:04 | NFLX | Buy | 13,411 | 108.87 | 1,460,055.57 | 4 | 0.128 | Low | 24 | 18 | 6.2 | ARCA>NYSE>IEX | Adaptive | 4 | MKT | 11.2 | 67 | 30 | 0.55 | LiqDrop | false | null | null | 0 | ARCA>NYSE>IEX | MKT | 7.6 | 89 | 21 | 102 | 18 | -38 | -37 | null | null | Venue switch reduced impact |
X007868 | 2025-12-17 13:17:32 | T | Sell | 20,393 | 50.16 | 1,022,912.88 | 4.5 | 0.17 | Low | 17.1 | 31 | 20.6 | EDGX>ARCA>BATS>NYSE | POV | 5 | LMT | 9.8 | 73 | 26 | 0.72 | LiqDrop | false | null | null | 0 | EDGX>ARCA>BATS>NYSE | LMT | 73.7 | 90 | 2.3 | 54 | 56 | -14 | -7 | null | null | Stable book; normal liquidity |
X007869 | 2025-12-05 14:34:34 | NFLX | Buy | 5,912 | 178.57 | 1,055,705.84 | 5 | 0.056 | Low | 21.2 | 9 | -27.8 | NYSE>BATS>ARCA | IS | 4 | PO | 12.7 | 63 | 30 | 0.64 | Multi | false | null | null | 0 | NYSE>BATS>ARCA | PO | 58.3 | 94 | 22.8 | 10 | 50 | 7 | -36 | null | null | Venue switch reduced impact |
X007870 | 2025-12-13 15:41:29 | NFLX | Sell | 5,458 | 314.6 | 1,717,086.8 | 3.8 | 0.052 | Medium | 12.1 | 25 | 2.8 | IEX>NYSE>ARCA>EDGX | VWAP | 3 | LMT | 5.4 | 62 | 25 | 0.58 | Slip>Thresh | false | null | null | 0 | IEX>NYSE>ARCA>EDGX | LMT | 45 | 92 | 18.4 | 10 | 9 | -31 | 40 | null | null | Paused due to data glitch |
X007871 | 2025-11-27 10:43:33 | IWM | Buy | 262,313 | 193.32 | 50,710,349.16 | 1.3 | 0.362 | Low | 9.2 | 6 | 16.9 | ARCA>EDGX>NYSE | Adaptive | 5 | MKT | 4.7 | 230 | 27 | 0.44 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX>NYSE | MKT | 54.5 | 95 | 14.4 | 250 | -14 | -27 | -31 | null | null | Paused due to data glitch |
X007872 | 2025-11-20 13:31:58 | PEP | Buy | 81,378 | 128.1 | 10,424,521.8 | 4.2 | 0.257 | Low | 18 | 22 | 34.9 | ARCA>NASDAQ>IEX>NYSE>BATS | POV | 4 | IOC | 10.4 | 106 | 28 | 0.4 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 10 | ARCA>NASDAQ>IEX>NYSE>BATS | IOC>LMT | 86.1 | 92 | 11.6 | 58 | -14 | 0 | -38 | null | null | Stable book; normal liquidity |
X007873 | 2025-11-28 11:16:24 | JNJ | Buy | 31,254 | 196.29 | 6,134,847.66 | 2.5 | 0.115 | Low | 20.5 | 27 | -27.9 | BATS>NYSE>EDGX>ARCA>NASDAQ | IS | 4 | IOC | 10.9 | 77 | 33 | 0.62 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 14 | BATS>NYSE>EDGX>ARCA>NASDAQ | IOC>LMT | 90.9 | 94 | 27.7 | 8 | -14 | 21 | -4 | null | null | Toxic prints; widened spread |
X007874 | 2025-12-11 09:35:33 | V | Sell | 14,071 | 41.94 | 590,137.74 | 2.7 | 0.183 | Low | 29.3 | 7 | -11.4 | IEX>NYSE>ARCA>NASDAQ>EDGX | Adaptive | 5 | IOC | 12.9 | 69 | 24 | 0.57 | Slip>Thresh | false | null | null | 0 | IEX>NYSE>ARCA>NASDAQ>EDGX | IOC | 8.5 | 99 | 7.3 | 10 | 37 | -10 | -23 | null | null | Venue switch reduced impact |
X007875 | 2025-11-19 12:15:44 | PFE | Sell | 30,034 | 127.93 | 3,842,249.62 | 3.4 | 0.082 | Low | 23.8 | 23 | 13.8 | IEX>NYSE>NASDAQ>EDGX>BATS | VWAP | 3 | MKT | 10.1 | 75 | 29 | 0.57 | Multi | false | null | null | 0 | IEX>NYSE>NASDAQ>EDGX>BATS | MKT | 82.2 | 90 | 14.1 | 10 | 2 | -9 | -23 | PositionLimitNear | null | Paused due to data glitch |
X007876 | 2025-12-10 14:27:35 | V | Buy | 1,574 | 213.38 | 335,860.12 | 5 | 0.02 | High | 10.3 | 22 | -32.4 | IEX>NASDAQ>EDGX | Adaptive | 1 | IOC | 4.6 | 60 | 31 | 0.72 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ>EDGX | IOC | 73.6 | 85 | 4.2 | 28 | 14 | -18 | 23 | null | null | Stable book; normal liquidity |
X007877 | 2025-12-26 13:26:47 | BA | Buy | 26,192 | 307.97 | 8,066,350.24 | 2.2 | 0.087 | Medium | 11.3 | 14 | -16.8 | IEX>ARCA>BATS>NASDAQ | TWAP | 3 | IOC | 5.2 | 73 | 19 | 0.54 | Multi | false | null | null | 0 | IEX>ARCA>BATS>NASDAQ | IOC | 31.3 | 86 | 0 | 41 | 38 | -40 | -39 | NoShort | null | Venue switch reduced impact |
X007878 | 2025-11-07 10:03:12 | XLU | Buy | 96,634 | 79.22 | 7,655,345.48 | 1.6 | 0.309 | Low | 11.9 | 21 | -31.8 | BATS>ARCA>EDGX>NASDAQ | TWAP | 2 | MKT | 4.7 | 101 | 23 | 0.53 | ToxicitySpike | false | null | null | 0 | BATS>ARCA>EDGX>NASDAQ | MKT | 57.6 | 94 | 0 | 30 | 44 | -6 | 28 | null | null | Paused due to data glitch |
X007879 | 2025-12-23 14:49:54 | AMD | Buy | 9,864 | 233.21 | 2,300,383.44 | 1.3 | 0.275 | Low | 38.4 | 8 | -17.3 | NYSE>NASDAQ>IEX>BATS | Adaptive | 2 | LMT | 9.3 | 64 | 22 | 0.73 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ>IEX>BATS | LMT | 39.2 | 88 | 29.6 | 99 | -2 | -39 | -18 | null | null | Paused due to data glitch |
X007880 | 2025-12-08 15:01:44 | T | Sell | 9,881 | 236.74 | 2,339,227.94 | 4.6 | 0.082 | Low | 11.2 | 22 | -7.5 | BATS>IEX | TWAP | 2 | MKT | 6.2 | 64 | 29 | 0.76 | Slip>Thresh | false | null | null | 0 | BATS>IEX | MKT | 56.1 | 91 | 0.4 | 57 | 43 | -14 | -32 | PositionLimitNear | null | Venue switch reduced impact |
X007881 | 2025-11-04 14:18:34 | XOM | Buy | 11,692 | 310.19 | 3,626,741.48 | 3.2 | 0.107 | Medium | 6.4 | 25 | -18.8 | EDGX>NASDAQ>NYSE | Adaptive | 2 | LMT | 2.9 | 64 | 12 | 0.64 | Multi | false | null | null | 0 | EDGX>NASDAQ>NYSE | LMT | 93.8 | 97 | 0 | 54 | 52 | -18 | 2 | PositionLimitNear | null | Paused due to data glitch |
X007882 | 2025-12-13 14:50:28 | NKE | Sell | 32,970 | 95.69 | 3,154,899.3 | 2.8 | 0.153 | Low | 22.2 | 30 | 16 | NASDAQ>ARCA>EDGX | Adaptive | 5 | MKT | 10.8 | 81 | 35 | 0.81 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 20 | NASDAQ>ARCA>EDGX | MKT>LMT | 3.3 | 95 | 4 | 119 | 37 | -3 | -13 | null | null | Venue switch reduced impact |
X007883 | 2025-12-13 10:36:58 | GOOGL | Sell | 17,982 | 113.63 | 2,043,294.66 | 1.4 | 0.054 | Ultra | 6.2 | 11 | -9.4 | NYSE>ARCA>EDGX>BATS | IS | 5 | IOC | 4.3 | 71 | 23 | 0.41 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 12 | NYSE>ARCA>EDGX>BATS | IOC>LMT | 79.4 | 89 | 7.5 | 30 | 18 | 11 | -36 | null | null | Toxic prints; widened spread |
X007884 | 2025-11-22 14:36:54 | NVDA | Sell | 1,329 | 234.82 | 312,075.78 | 2.1 | 0.034 | High | 19.1 | 33 | -5.5 | BATS>ARCA>NASDAQ>NYSE>EDGX | TWAP | 1 | LMT | 5.1 | 60 | 12 | 0.74 | Slip>Thresh | false | null | null | 0 | BATS>ARCA>NASDAQ>NYSE>EDGX | LMT | 58.4 | 64 | 6.4 | 24 | 6 | 2 | 13 | null | null | Venue switch reduced impact |
X007885 | 2025-11-22 09:35:33 | SPY | Sell | 119,996 | 491.7 | 59,002,033.2 | 1.7 | 0.162 | Low | 18.3 | 23 | 8.9 | BATS>NYSE>EDGX>ARCA>NASDAQ | IS | 4 | MKT | 9.7 | 128 | 16 | 0.44 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 14 | BATS>NYSE>EDGX>ARCA>NASDAQ | MKT>IOC | 95 | 91 | 21.5 | 44 | 22 | 4 | -3 | null | null | Paused due to data glitch |
X007886 | 2025-12-16 09:35:28 | XLI | Buy | 2,026 | 256.33 | 519,324.58 | 3.9 | 0.092 | Medium | 9.7 | 38 | -26.3 | ARCA>BATS | POV | 4 | LMT | 5.9 | 61 | 31 | 0.47 | Multi | false | null | null | 0 | ARCA>BATS | LMT | 36.7 | 93 | 9.4 | 78 | 31 | 14 | 37 | null | Unknown | Toxic prints; widened spread |
X007887 | 2025-11-03 14:23:19 | XLB | Buy | 49,332 | 215.36 | 10,624,139.52 | 1.9 | 0.126 | Low | 19.4 | 30 | -24.9 | NYSE>BATS>ARCA>EDGX | TWAP | 1 | MKT | 6.1 | 77 | 14 | 0.76 | Multi | false | null | null | 0 | NYSE>BATS>ARCA>EDGX | MKT | 16 | 97 | 15.9 | 51 | 25 | -8 | 19 | null | null | Venue switch reduced impact |
X007888 | 2025-11-01 10:58:03 | META | Sell | 44,547 | 237.21 | 10,566,993.87 | 1.4 | 0.124 | Medium | 17.8 | 34 | 12.7 | ARCA>NASDAQ>EDGX>NYSE | IS | 4 | IOC | 8.8 | 85 | 31 | 0.53 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ>EDGX>NYSE | IOC | 33.4 | 94 | 17 | 63 | 34 | 12 | -21 | null | null | Paused due to data glitch |
X007889 | 2025-11-10 11:29:15 | AAPL | Buy | 14,667 | 197.68 | 2,899,372.56 | 2.7 | 0.043 | High | 11.4 | 16 | 34.6 | NASDAQ>NYSE>EDGX>ARCA | TWAP | 1 | MKT | 4.4 | 65 | 30 | 0.58 | Slip>Thresh | false | null | null | 0 | NASDAQ>NYSE>EDGX>ARCA | MKT | 93.1 | 97 | 14.3 | 94 | -11 | 15 | 27 | null | null | Venue switch reduced impact |
X007890 | 2025-12-03 10:10:49 | TLT | Sell | 18,049 | 97.41 | 1,758,153.09 | 3.2 | 0.066 | Medium | 10.5 | 9 | 25 | BATS>ARCA>NASDAQ | TWAP | 1 | IOC | 4.3 | 66 | 29 | 0.63 | Multi | false | null | null | 0 | BATS>ARCA>NASDAQ | IOC | 6.3 | 86 | 0 | 42 | 0 | 23 | -7 | null | null | Paused due to data glitch |
X007891 | 2025-12-24 09:35:16 | AAPL | Buy | 95,786 | 197.08 | 18,877,504.88 | 1.8 | 0.282 | Low | 20.3 | 7 | 28.1 | ARCA>EDGX>IEX>NYSE | Adaptive | 4 | MKT | 8.4 | 115 | 35 | 0.82 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX>IEX>NYSE | MKT | 23.2 | 92 | 6.7 | 155 | 39 | 25 | 9 | NoShort | null | Toxic prints; widened spread |
X007892 | 2025-12-14 11:35:21 | TLT | Buy | 18,794 | 91.71 | 1,723,597.74 | 2.1 | 0.069 | High | 10.7 | 21 | -32.6 | ARCA>EDGX>NASDAQ | VWAP | 3 | LMT | 4.1 | 69 | 31 | 0.64 | ToxicitySpike | false | null | null | 0 | ARCA>EDGX>NASDAQ | LMT | 28.5 | 97 | 0.5 | 113 | 28 | -38 | -11 | null | null | Stable book; normal liquidity |
X007893 | 2025-12-19 14:46:40 | XLF | Sell | 9,378 | 150.56 | 1,411,951.68 | 2.8 | 0.026 | Ultra | 7 | 26 | 13.3 | NYSE>ARCA>NASDAQ>EDGX | TWAP | 2 | MKT | 3.8 | 63 | 21 | 0.83 | LiqDrop | true | LiquidityDrop | VenueSwitch | 12 | NYSE>ARCA>NASDAQ>EDGX | MKT>PO | 23.5 | 90 | 0 | 66 | -3 | 0 | 6 | null | null | High urgency from PM |
X007894 | 2025-12-18 11:31:36 | XLB | Sell | 12,435 | 233.49 | 2,903,448.15 | 2.5 | 0.032 | Ultra | 9.7 | 9 | 11.7 | BATS>IEX>NASDAQ>ARCA | VWAP | 3 | LMT | 4 | 66 | 27 | 0.42 | LiqDrop | false | null | null | 0 | BATS>IEX>NASDAQ>ARCA | LMT | 45.8 | 88 | 3.1 | 34 | 17 | 12 | 20 | NoShort | Throttle | Paused due to data glitch |
X007895 | 2025-10-31 14:07:02 | T | Sell | 7,584 | 326.79 | 2,478,375.36 | 2.8 | 0.063 | Ultra | 3.6 | 22 | 6.2 | ARCA>IEX>EDGX>NYSE | Adaptive | 5 | LMT | 3 | 64 | 19 | 0.67 | Slip>Thresh | false | null | null | 0 | ARCA>IEX>EDGX>NYSE | LMT | 11.8 | 96 | 2.3 | 40 | -9 | -15 | 37 | null | null | Venue switch reduced impact |
X007896 | 2025-11-07 09:35:16 | CVX | Sell | 23,324 | 282.51 | 6,589,263.24 | 1.3 | 0.138 | Medium | 18.9 | 26 | -10.4 | NASDAQ>EDGX>BATS>ARCA>IEX | TWAP | 1 | LMT | 4.7 | 68 | 22 | 0.7 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX>BATS>ARCA>IEX | LMT | 63.5 | 87 | 12.3 | 42 | 1 | -11 | -28 | Watchlist | null | Venue switch reduced impact |
X007897 | 2025-12-10 13:00:01 | META | Sell | 8,750 | 276.75 | 2,421,562.5 | 1.7 | 0.024 | Ultra | 10 | 24 | 0.8 | EDGX>ARCA | POV | 4 | IOC | 5.2 | 65 | 26 | 0.44 | Slip>Thresh | false | null | null | 0 | EDGX>ARCA | IOC | 18.3 | 96 | 11.7 | 80 | -20 | -6 | -22 | NoShort | null | Venue switch reduced impact |
X007898 | 2025-11-28 12:51:32 | XLK | Buy | 4,265 | 241.15 | 1,028,504.75 | 1.9 | 0.012 | Ultra | 3.4 | 12 | 1.9 | BATS>NYSE>ARCA>EDGX | POV | 4 | LMT | 2.4 | 62 | 15 | 0.76 | LiqDrop | false | null | null | 0 | BATS>NYSE>ARCA>EDGX | LMT | 50.7 | 90 | 4.2 | 32 | 44 | -11 | 28 | null | null | Paused due to data glitch |
X007899 | 2025-12-24 11:36:27 | XLF | Buy | 21,589 | 323.96 | 6,993,972.44 | 2.4 | 0.059 | Medium | 19.3 | 25 | -4.1 | ARCA>NASDAQ | TWAP | 1 | LMT | 5.2 | 67 | 12 | 0.63 | ToxicitySpike | true | ToxicitySpike | Pause | 10 | ARCA>NASDAQ | LMT>MKT | 88.6 | 93 | 2.8 | 99 | 33 | 20 | -13 | Watchlist | null | Venue switch reduced impact |
X007900 | 2025-11-20 11:38:26 | XLV | Buy | 37,416 | 198.05 | 7,410,238.8 | 1.3 | 0.105 | Medium | 19 | 13 | -16.2 | IEX>ARCA>NYSE>EDGX>NASDAQ | VWAP | 1 | MKT | 5.4 | 73 | 23 | 0.82 | ToxicitySpike | false | null | null | 0 | IEX>ARCA>NYSE>EDGX>NASDAQ | MKT | 10.3 | 100 | 13.3 | 10 | 25 | -6 | 12 | PositionLimitNear | null | Paused due to data glitch |
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