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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X000801 | 2025-12-05 15:52:00 | BA | Buy | 13,859 | 135.44 | 1,877,062.96 | 1.7 | 0.046 | Ultra | 10.6 | 30 | 2.7 | EDGX>IEX>BATS>NASDAQ | IS | 5 | LMT | 5.7 | 69 | 23 | 0.6 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>BATS>NASDAQ | LMT | 91.9 | 79 | 1.3 | 88 | -12 | 20 | -34 | PositionLimitNear | null | Stable book; normal liquidity |
X000802 | 2025-11-02 13:38:15 | KO | Buy | 1,623 | 137.95 | 223,892.85 | 1.9 | 0.04 | Medium | 24.4 | 16 | -10.1 | NASDAQ>ARCA>IEX>NYSE>EDGX | POV | 5 | LMT | 10.5 | 61 | 30 | 0.55 | LiqDrop | false | null | null | 0 | NASDAQ>ARCA>IEX>NYSE>EDGX | LMT | 44.6 | 94 | 13.8 | 95 | -4 | -19 | -15 | PositionLimitNear | null | Stable book; normal liquidity |
X000803 | 2025-11-07 10:57:21 | IWM | Sell | 423,771 | 197.57 | 83,724,436.47 | 1.6 | 0.585 | Low | 7.1 | 3 | 33.7 | NYSE>ARCA>IEX>BATS | IS | 4 | MKT | 4.9 | 290 | 31 | 0.64 | Multi | false | null | null | 0 | NYSE>ARCA>IEX>BATS | MKT | 25.5 | 90 | 6.6 | 257 | -1 | 22 | 14 | NoShort | null | Stable book; normal liquidity |
X000804 | 2025-12-14 10:06:16 | TLT | Buy | 10,116 | 95.81 | 969,213.96 | 3.5 | 0.037 | Medium | 14.5 | 34 | -30.4 | NASDAQ>BATS>ARCA>EDGX>IEX | IS | 5 | MKT | 10.6 | 66 | 25 | 0.53 | Multi | false | null | null | 0 | NASDAQ>BATS>ARCA>EDGX>IEX | MKT | 1.1 | 89 | 13.5 | 78 | 7 | -4 | -32 | PositionLimitNear | null | Toxic prints; widened spread |
X000805 | 2025-12-15 15:32:01 | KO | Buy | 36,928 | 131.95 | 4,872,649.6 | 3.5 | 0.919 | Low | 12.4 | 14 | -12.2 | IEX>NASDAQ | VWAP | 1 | LMT | 4.2 | 72 | 33 | 0.69 | LiqDrop | false | null | null | 0 | IEX>NASDAQ | LMT | 20.8 | 90 | 12 | 55 | 48 | -24 | 4 | PositionLimitNear | null | Venue switch reduced impact |
X000806 | 2025-11-29 11:16:38 | HYG | Sell | 47,181 | 73.41 | 3,463,557.21 | 1.7 | 0.259 | Low | 14.6 | 38 | -19.2 | NYSE>EDGX>ARCA>BATS>IEX | POV | 5 | MKT | 8.2 | 90 | 29 | 0.65 | LiqDrop | false | null | null | 0 | NYSE>EDGX>ARCA>BATS>IEX | MKT | 92.2 | 87 | 9.1 | 53 | 37 | -1 | -17 | null | null | Stable book; normal liquidity |
X000807 | 2025-11-14 15:43:43 | NVDA | Buy | 8,342 | 343.45 | 2,865,059.9 | 2 | 0.216 | Low | 23.6 | 24 | -23.1 | NYSE>IEX | Adaptive | 3 | MKT | 8.7 | 64 | 21 | 0.49 | ToxicitySpike | false | null | null | 0 | NYSE>IEX | MKT | 82.6 | 86 | 27 | 10 | 24 | -4 | 9 | null | null | Paused due to data glitch |
X000808 | 2025-12-23 10:24:23 | MA | Sell | 12,367 | 223.72 | 2,766,745.24 | 1.1 | 0.053 | Ultra | 14.2 | 19 | 23.4 | BATS>NASDAQ | VWAP | 3 | LMT | 4.5 | 66 | 23 | 0.7 | Slip>Thresh | false | null | null | 0 | BATS>NASDAQ | LMT | 73.1 | 94 | 7.2 | 72 | 54 | -6 | -19 | null | null | Venue switch reduced impact |
X000809 | 2025-12-03 10:06:02 | PFE | Buy | 53,507 | 64.45 | 3,448,526.15 | 2.6 | 0.145 | Medium | 8.5 | 35 | 11.9 | ARCA>NASDAQ>BATS>EDGX | TWAP | 3 | LMT | 4 | 86 | 15 | 0.41 | LiqDrop | false | null | null | 0 | ARCA>NASDAQ>BATS>EDGX | LMT | 71.7 | 94 | 0 | 81 | 5 | -28 | -22 | Watchlist | null | Stable book; normal liquidity |
X000810 | 2025-11-25 09:35:43 | DIS | Buy | 13,891 | 143.16 | 1,988,635.56 | 2 | 0.061 | Medium | 22.8 | 28 | 11.2 | BATS>EDGX | Adaptive | 1 | LMT | 5.2 | 64 | 17 | 0.65 | ToxicitySpike | false | null | null | 0 | BATS>EDGX | LMT | 51.6 | 99 | 11.6 | 52 | 0 | 12 | -11 | null | null | Toxic prints; widened spread |
X000811 | 2025-11-25 11:16:30 | QQQ | Buy | 37,655 | 395.26 | 14,883,515.3 | 0.9 | 0.119 | High | 10.2 | 31 | 14.8 | BATS>IEX>EDGX>NYSE>ARCA | Adaptive | 3 | LMT | 3.1 | 78 | 17 | 0.74 | Multi | false | null | null | 0 | BATS>IEX>EDGX>NYSE>ARCA | LMT | 43.1 | 77 | 6.1 | 90 | 42 | -22 | -20 | null | null | Toxic prints; widened spread |
X000812 | 2025-11-07 15:52:42 | PFE | Buy | 146,758 | 309.86 | 45,474,433.88 | 3 | 0.399 | Low | 16.5 | 28 | -26.1 | NASDAQ>EDGX>NYSE>IEX>ARCA | TWAP | 3 | LMT | 6.6 | 133 | 31 | 0.52 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX>NYSE>IEX>ARCA | LMT | 23 | 86 | 9.4 | 245 | 12 | -28 | 20 | null | null | Toxic prints; widened spread |
X000813 | 2025-11-16 11:15:05 | NKE | Buy | 25,412 | 26.95 | 684,853.4 | 3.2 | 0.118 | Low | 16.6 | 39 | 24.8 | NYSE>IEX>NASDAQ>ARCA | TWAP | 2 | MKT | 7 | 70 | 15 | 0.41 | LiqDrop | false | null | null | 0 | NYSE>IEX>NASDAQ>ARCA | MKT | 52.9 | 89 | 15.7 | 69 | 53 | 7 | 3 | null | null | Toxic prints; widened spread |
X000814 | 2025-11-28 13:32:33 | IEF | Buy | 26,892 | 97.02 | 2,609,061.84 | 3.6 | 0.102 | Low | 16.7 | 23 | -0.1 | EDGX>ARCA>NASDAQ | VWAP | 3 | IOC | 7.5 | 73 | 14 | 0.79 | Slip>Thresh | false | null | null | 0 | EDGX>ARCA>NASDAQ | IOC | 35.7 | 92 | 12.3 | 69 | 14 | 30 | 37 | PositionLimitNear | null | Toxic prints; widened spread |
X000815 | 2025-11-05 13:12:32 | XLB | Buy | 69,244 | 22.69 | 1,571,146.36 | 1.9 | 0.176 | Medium | 5.6 | 14 | 2.3 | EDGX>NASDAQ | IS | 4 | MKT | 4.3 | 99 | 17 | 0.41 | LiqDrop | false | null | null | 0 | EDGX>NASDAQ | MKT | 86.3 | 98 | 10.4 | 79 | 9 | -37 | 8 | null | null | Paused due to data glitch |
X000816 | 2025-12-21 15:55:40 | CSCO | Buy | 62,797 | 106.98 | 6,718,023.06 | 4 | 0.158 | Low | 16.2 | 26 | -8.1 | ARCA>EDGX>BATS>NYSE | VWAP | 1 | PO | 5.6 | 81 | 28 | 0.42 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX>BATS>NYSE | PO | 97.7 | 98 | 24.7 | 10 | 43 | -22 | 11 | null | null | High urgency from PM |
X000817 | 2025-11-09 13:37:18 | XOM | Sell | 11,656 | 322.13 | 3,754,747.28 | 3.3 | 0.107 | Medium | 8.4 | 35 | 13.9 | EDGX>IEX>BATS | Adaptive | 4 | LMT | 4.4 | 66 | 35 | 0.47 | Multi | false | null | null | 0 | EDGX>IEX>BATS | LMT | 39 | 65 | 0 | 67 | 50 | 1 | -12 | null | null | Venue switch reduced impact |
X000818 | 2025-11-15 13:07:27 | META | Buy | 75,320 | 91.06 | 6,858,639.2 | 1 | 0.21 | Ultra | 3.1 | 10 | 25.2 | IEX>ARCA>BATS>NYSE>EDGX | Adaptive | 5 | MKT | 2.1 | 108 | 14 | 0.68 | Multi | false | null | null | 0 | IEX>ARCA>BATS>NYSE>EDGX | MKT | 90.4 | 97 | 3.3 | 111 | 24 | -31 | 28 | null | null | Stable book; normal liquidity |
X000819 | 2025-12-25 11:53:44 | IEF | Buy | 122,480 | 97.59 | 11,952,823.2 | 2.8 | 0.465 | Low | 15 | 37 | -5.1 | NASDAQ>BATS>IEX>NYSE | TWAP | 1 | LMT | 4.6 | 102 | 25 | 0.62 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 33 | NASDAQ>BATS>IEX>NYSE | LMT>MKT | 14.4 | 90 | 0 | 156 | 23 | 17 | 8 | null | null | Paused due to data glitch |
X000820 | 2025-12-13 13:18:42 | XLE | Sell | 20,517 | 230.82 | 4,735,733.94 | 3.8 | 0.074 | Medium | 12.1 | 8 | -11.2 | NYSE>IEX>BATS>ARCA>EDGX | IS | 5 | PO | 8.9 | 73 | 21 | 0.75 | ToxicitySpike | false | null | null | 0 | NYSE>IEX>BATS>ARCA>EDGX | PO | 22.7 | 85 | 5.9 | 50 | -16 | -31 | -34 | Watchlist | null | Stable book; normal liquidity |
X000821 | 2025-11-23 14:44:09 | WMT | Buy | 44,897 | 239.29 | 10,743,403.13 | 4.6 | 0.138 | Low | 14.9 | 27 | 26.3 | EDGX>ARCA>BATS>IEX>NYSE | TWAP | 3 | MKT | 8.4 | 82 | 23 | 0.75 | Multi | false | null | null | 0 | EDGX>ARCA>BATS>IEX>NYSE | MKT | 49.4 | 93 | 0 | 96 | -12 | -34 | 33 | NoShort | null | Paused due to data glitch |
X000822 | 2025-12-22 09:35:06 | QQQ | Buy | 143,791 | 424.13 | 60,986,076.83 | 0.6 | 0.456 | Low | 15.7 | 11 | 1.8 | NASDAQ>NYSE>ARCA | Adaptive | 1 | MKT | 4.1 | 110 | 14 | 0.68 | Multi | false | null | null | 0 | NASDAQ>NYSE>ARCA | MKT | 32.3 | 99 | 6.6 | 104 | 48 | -21 | 0 | null | null | Toxic prints; widened spread |
X000823 | 2025-11-25 10:33:14 | CSCO | Buy | 70,107 | 223.59 | 15,675,224.13 | 3.4 | 0.176 | Low | 15.1 | 39 | 34.3 | NASDAQ>NYSE | IS | 4 | LMT | 8.1 | 100 | 35 | 0.51 | ToxicitySpike | false | null | null | 0 | NASDAQ>NYSE | LMT | 63.5 | 92 | 8.4 | 154 | -11 | 25 | -26 | PositionLimitNear | null | Stable book; normal liquidity |
X000824 | 2025-10-28 09:35:18 | XLU | Buy | 26,004 | 117.6 | 3,058,070.4 | 1.4 | 0.083 | Medium | 20.9 | 15 | 19.4 | NYSE>BATS>EDGX | Adaptive | 3 | MKT | 7.4 | 73 | 19 | 0.8 | ToxicitySpike | false | null | null | 0 | NYSE>BATS>EDGX | MKT | 84.6 | 92 | 23.1 | 67 | 13 | -9 | 13 | null | null | Toxic prints; widened spread |
X000825 | 2025-12-26 12:31:11 | XLE | Sell | 28,675 | 296.12 | 8,491,241 | 3.4 | 0.103 | Low | 11.9 | 25 | -17.6 | NYSE>BATS>NASDAQ>IEX | IS | 4 | LMT | 6.9 | 76 | 35 | 0.67 | ToxicitySpike | true | ToxicitySpike | Pause | 25 | NYSE>BATS>NASDAQ>IEX | LMT>MKT | 95.1 | 93 | 0 | 170 | 56 | -12 | 27 | NoShort | null | Toxic prints; widened spread |
X000826 | 2025-11-19 13:43:35 | VZ | Buy | 9,794 | 289.18 | 2,832,228.92 | 3 | 0.084 | Medium | 6.7 | 12 | 3 | NASDAQ>NYSE>ARCA | TWAP | 2 | IOC | 3.7 | 64 | 15 | 0.41 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE>ARCA | IOC | 1.8 | 93 | 0 | 10 | 18 | -12 | -13 | null | null | Paused due to data glitch |
X000827 | 2025-11-10 13:44:11 | IWM | Sell | 60,482 | 195.69 | 11,835,722.58 | 0.8 | 0.083 | Ultra | 5.3 | 36 | 19.7 | NASDAQ>BATS>NYSE>ARCA>IEX | TWAP | 2 | MKT | 2.1 | 85 | 21 | 0.74 | LiqDrop | false | null | null | 0 | NASDAQ>BATS>NYSE>ARCA>IEX | MKT | 40.1 | 89 | 8.5 | 90 | 8 | -12 | 31 | PositionLimitNear | null | Stable book; normal liquidity |
X000828 | 2025-12-13 09:54:08 | INTC | Buy | 3,274 | 203.09 | 664,916.66 | 0.9 | 0.156 | Low | 35.8 | 14 | 1.2 | ARCA>NASDAQ>BATS | TWAP | 2 | IOC | 11 | 61 | 14 | 0.43 | ToxicitySpike | false | null | null | 0 | ARCA>NASDAQ>BATS | IOC | 34 | 86 | 30.5 | 213 | 46 | 25 | -9 | NoShort | null | Stable book; normal liquidity |
X000829 | 2025-11-16 14:05:03 | BA | Sell | 26,846 | 322.17 | 8,648,975.82 | 3 | 0.089 | Medium | 6.7 | 8 | 30.9 | NYSE>IEX>NASDAQ>ARCA>BATS | POV | 5 | MKT | 5.8 | 77 | 15 | 0.49 | Slip>Thresh | false | null | null | 0 | NYSE>IEX>NASDAQ>ARCA>BATS | MKT | 66.4 | 91 | 12.5 | 131 | 49 | 2 | 34 | null | Throttle | Venue switch reduced impact |
X000830 | 2025-11-04 11:27:52 | V | Sell | 27,583 | 264.69 | 7,300,944.27 | 4.4 | 0.359 | Low | 10.3 | 24 | -4.8 | NYSE>EDGX>ARCA>NASDAQ>IEX | Adaptive | 5 | LMT | 6.2 | 77 | 27 | 0.42 | ToxicitySpike | false | null | null | 0 | NYSE>EDGX>ARCA>NASDAQ>IEX | LMT | 67.1 | 71 | 0 | 115 | 22 | -25 | 18 | null | null | Stable book; normal liquidity |
X000831 | 2025-11-23 13:35:26 | XLI | Buy | 7,386 | 58.53 | 432,302.58 | 3.6 | 0.337 | Low | 6.6 | 25 | -23 | ARCA>NASDAQ>IEX>BATS | TWAP | 2 | MKT | 4.3 | 63 | 18 | 0.41 | ToxicitySpike | false | null | null | 0 | ARCA>NASDAQ>IEX>BATS | MKT | 73 | 99 | 27.1 | 86 | 19 | 8 | 20 | PositionLimitNear | null | Stable book; normal liquidity |
X000832 | 2025-12-07 10:03:27 | XLV | Buy | 63,610 | 50.17 | 3,191,313.7 | 1.6 | 0.179 | High | 3.5 | 37 | 1 | NYSE>ARCA | VWAP | 1 | IOC | 1.7 | 82 | 34 | 0.81 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA | IOC | 98.4 | 98 | 0 | 111 | -14 | 23 | -32 | null | null | Venue switch reduced impact |
X000833 | 2025-11-27 12:39:07 | V | Sell | 2,042 | 194.02 | 396,188.84 | 5.5 | 0.027 | Medium | 12.3 | 19 | -25.7 | NASDAQ>EDGX>NYSE>BATS | VWAP | 1 | MKT | 5.8 | 60 | 14 | 0.67 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX>NYSE>BATS | MKT | 45.2 | 92 | 2.1 | 46 | 57 | 6 | -2 | PositionLimitNear | null | Venue switch reduced impact |
X000834 | 2025-11-23 13:35:59 | XOM | Buy | 7,669 | 34.82 | 267,034.58 | 2.6 | 0.07 | High | 8.4 | 28 | -2.1 | BATS>EDGX>IEX>ARCA | Adaptive | 2 | PO | 3.4 | 63 | 19 | 0.56 | Multi | false | null | null | 0 | BATS>EDGX>IEX>ARCA | PO | 9 | 87 | 9 | 53 | 18 | 15 | -23 | null | null | Toxic prints; widened spread |
X000835 | 2025-11-02 14:56:00 | XLF | Sell | 45,009 | 87.22 | 3,925,684.98 | 3.5 | 0.123 | Low | 17.1 | 14 | 23.1 | NASDAQ>EDGX>NYSE | TWAP | 1 | LMT | 5.3 | 75 | 15 | 0.72 | Slip>Thresh | true | SlippageAboveThreshold | AlgoSwitch | 13 | NASDAQ>EDGX>NYSE | LMT>MKT | 57.4 | 77 | 16.4 | 54 | 5 | 0 | -28 | null | null | High urgency from PM |
X000836 | 2025-12-25 11:48:45 | MSFT | Buy | 69,199 | 220.1 | 15,230,699.9 | 2.4 | 0.367 | Low | 15.9 | 17 | -10.7 | NYSE>NASDAQ>IEX | VWAP | 2 | MKT | 6.1 | 89 | 32 | 0.53 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ>IEX | MKT | 80.9 | 96 | 0 | 161 | -4 | -1 | -18 | null | null | Venue switch reduced impact |
X000837 | 2025-12-16 10:24:44 | TSLA | Buy | 21,348 | 175.27 | 3,741,663.96 | 2.1 | 0.066 | High | 11.4 | 22 | 2.2 | IEX>ARCA>EDGX>BATS | IS | 4 | MKT | 7 | 72 | 22 | 0.43 | Slip>Thresh | false | null | null | 0 | IEX>ARCA>EDGX>BATS | MKT | 74.4 | 91 | 7.7 | 62 | 11 | 2 | 34 | null | null | Toxic prints; widened spread |
X000838 | 2025-11-27 13:31:07 | UNH | Sell | 25,760 | 143.24 | 3,689,862.4 | 1.9 | 0.113 | Low | 22.5 | 9 | 31.1 | IEX>EDGX>NASDAQ>NYSE>ARCA | TWAP | 1 | MKT | 6.9 | 69 | 30 | 0.72 | Slip>Thresh | false | null | null | 0 | IEX>EDGX>NASDAQ>NYSE>ARCA | MKT | 27.6 | 85 | 0 | 121 | -6 | -18 | 36 | null | null | Toxic prints; widened spread |
X000839 | 2025-11-11 11:43:32 | XLE | Sell | 6,783 | 259.53 | 1,760,391.99 | 2.7 | 0.024 | High | 20.9 | 38 | -9.1 | NASDAQ>ARCA | VWAP | 2 | IOC | 7.3 | 62 | 31 | 0.55 | Multi | false | null | null | 0 | NASDAQ>ARCA | IOC | 82.5 | 97 | 2.1 | 48 | 52 | 16 | -15 | PositionLimitNear | null | High urgency from PM |
X000840 | 2025-12-10 11:31:16 | MA | Buy | 27,478 | 172.44 | 4,738,306.32 | 0.9 | 0.117 | Medium | 19.7 | 13 | -15 | ARCA>NASDAQ>NYSE | Adaptive | 2 | LMT | 4.9 | 71 | 19 | 0.83 | Multi | false | null | null | 0 | ARCA>NASDAQ>NYSE | LMT | 49.6 | 99 | 7.2 | 10 | 46 | -20 | 5 | Watchlist | null | Venue switch reduced impact |
X000841 | 2025-10-31 14:50:28 | XLB | Sell | 10,081 | 257.94 | 2,600,293.14 | 2.6 | 0.026 | Ultra | 6.2 | 30 | 6.6 | ARCA>NASDAQ>NYSE | TWAP | 3 | LMT | 3.3 | 65 | 28 | 0.56 | LiqDrop | false | null | null | 0 | ARCA>NASDAQ>NYSE | LMT | 69 | 99 | 0 | 85 | -10 | -6 | 40 | null | null | High urgency from PM |
X000842 | 2025-12-14 14:45:56 | BA | Sell | 30,653 | 155.67 | 4,771,752.51 | 2.3 | 0.102 | Medium | 16.7 | 17 | -18.9 | IEX>BATS>NASDAQ>EDGX | POV | 5 | PO | 8.8 | 79 | 18 | 0.66 | LiqDrop | false | null | null | 0 | IEX>BATS>NASDAQ>EDGX | PO | 21.4 | 91 | 4.7 | 10 | -5 | -29 | 34 | null | VenueReject | Venue switch reduced impact |
X000843 | 2025-11-22 10:01:59 | NVDA | Sell | 17,588 | 325.76 | 5,729,466.88 | 1.1 | 0.455 | Low | 37.8 | 29 | -2.4 | IEX>BATS>NASDAQ>NYSE | VWAP | 2 | IOC | 11.2 | 67 | 21 | 0.75 | Slip>Thresh | false | null | null | 0 | IEX>BATS>NASDAQ>NYSE | IOC | 91.2 | 90 | 12.1 | 159 | 8 | 29 | -10 | null | null | High urgency from PM |
X000844 | 2025-12-20 15:55:20 | T | Buy | 43,806 | 231.85 | 10,156,421.1 | 4 | 0.365 | Low | 15.6 | 4 | -33.3 | BATS>NYSE | VWAP | 2 | MKT | 6.9 | 78 | 15 | 0.52 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 11 | BATS>NYSE | MKT>IOC | 88.2 | 87 | 3.9 | 72 | 42 | -8 | -14 | null | null | Stable book; normal liquidity |
X000845 | 2025-11-10 14:42:51 | XLK | Sell | 40,415 | 248.25 | 10,033,023.75 | 1.1 | 0.113 | Medium | 15.9 | 6 | 26.4 | IEX>NYSE>NASDAQ | POV | 4 | LMT | 6.1 | 83 | 12 | 0.42 | Slip>Thresh | false | null | null | 0 | IEX>NYSE>NASDAQ | LMT | 71.1 | 60 | 7.1 | 10 | 57 | 4 | 32 | null | null | Stable book; normal liquidity |
X000846 | 2025-11-07 10:51:46 | INTC | Buy | 13,940 | 262.46 | 3,658,692.4 | 1.1 | 0.664 | Low | 11.5 | 18 | -1.8 | NYSE>BATS>ARCA>NASDAQ>IEX | VWAP | 3 | LMT | 3.9 | 66 | 35 | 0.45 | Multi | false | null | null | 0 | NYSE>BATS>ARCA>NASDAQ>IEX | LMT | 33.8 | 99 | 17.8 | 34 | -16 | -37 | 5 | NoShort | null | High urgency from PM |
X000847 | 2025-11-11 14:58:57 | META | Buy | 25,870 | 287.87 | 7,447,196.9 | 1.7 | 0.072 | Ultra | 6 | 12 | -2.5 | IEX>ARCA>NYSE>NASDAQ>EDGX | VWAP | 3 | LMT | 2.6 | 72 | 19 | 0.83 | Slip>Thresh | false | null | null | 0 | IEX>ARCA>NYSE>NASDAQ>EDGX | LMT | 82.3 | 91 | 1.4 | 15 | 7 | 23 | -11 | null | null | High urgency from PM |
X000848 | 2025-12-07 15:40:23 | IWM | Sell | 33,719 | 192.28 | 6,483,489.32 | 1.6 | 0.047 | High | 12.8 | 10 | -21.9 | NASDAQ>NYSE>EDGX | TWAP | 2 | LMT | 4 | 74 | 19 | 0.53 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 15 | NASDAQ>NYSE>EDGX | LMT>MKT | 85.9 | 97 | 0 | 70 | 30 | -19 | 14 | Watchlist | null | Stable book; normal liquidity |
X000849 | 2025-12-21 10:28:52 | NKE | Sell | 26,523 | 164.92 | 4,374,173.16 | 3 | 0.123 | Medium | 5.7 | 22 | 0.6 | IEX>ARCA>NASDAQ | POV | 5 | LMT | 4.4 | 77 | 26 | 0.73 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 13 | IEX>ARCA>NASDAQ | LMT>MKT | 72.5 | 97 | 0 | 49 | 38 | 19 | 36 | null | PriceBand | Venue switch reduced impact |
X000850 | 2025-12-06 15:54:34 | AMZN | Buy | 18,388 | 314.59 | 5,784,680.92 | 1.6 | 0.845 | Low | 26.1 | 27 | -28.4 | BATS>NASDAQ | Adaptive | 2 | MKT | 8.3 | 67 | 31 | 0.54 | ToxicitySpike | false | null | null | 0 | BATS>NASDAQ | MKT | 32.8 | 87 | 19.2 | 31 | 44 | 28 | 11 | PositionLimitNear | null | Paused due to data glitch |
X000851 | 2025-11-23 09:35:41 | PEP | Sell | 16,119 | 225.36 | 3,632,577.84 | 3.7 | 0.051 | Low | 24.2 | 15 | -22.2 | NASDAQ>BATS | TWAP | 1 | LMT | 6.9 | 65 | 18 | 0.46 | Slip>Thresh | false | null | null | 0 | NASDAQ>BATS | LMT | 85.3 | 96 | 6.1 | 127 | 56 | -13 | -26 | null | null | Paused due to data glitch |
X000852 | 2025-12-18 11:31:20 | META | Buy | 34,681 | 264.93 | 9,188,037.33 | 1.3 | 0.097 | Medium | 22.5 | 13 | 21.3 | EDGX>BATS | TWAP | 2 | MKT | 7.7 | 74 | 24 | 0.81 | Multi | false | null | null | 0 | EDGX>BATS | MKT | 61.7 | 98 | 8.3 | 39 | 28 | -30 | 1 | null | null | Stable book; normal liquidity |
X000853 | 2025-11-24 15:28:08 | QQQ | Sell | 152,875 | 416.38 | 63,654,092.5 | 0.7 | 0.485 | Low | 22.6 | 16 | 5.1 | NYSE>NASDAQ>EDGX>BATS>IEX | POV | 5 | PO | 10.1 | 159 | 12 | 0.67 | Multi | false | null | null | 0 | NYSE>NASDAQ>EDGX>BATS>IEX | PO | 16.4 | 94 | 31.9 | 131 | -9 | -33 | 5 | Watchlist | null | Stable book; normal liquidity |
X000854 | 2025-12-23 13:38:45 | TLT | Sell | 32,500 | 97.32 | 3,162,900 | 2 | 0.119 | High | 3.8 | 22 | 26.6 | ARCA>BATS>IEX | Adaptive | 3 | MKT | 2.5 | 76 | 22 | 0.57 | Slip>Thresh | false | null | null | 0 | ARCA>BATS>IEX | MKT | 90.5 | 90 | 0 | 85 | 0 | -26 | 11 | null | null | High urgency from PM |
X000855 | 2025-11-23 09:38:35 | T | Sell | 10,498 | 18.64 | 195,682.72 | 3.8 | 0.088 | Low | 21.4 | 15 | 8 | BATS>NYSE | TWAP | 3 | LMT | 8.3 | 65 | 25 | 0.52 | Slip>Thresh | false | null | null | 0 | BATS>NYSE | LMT | 59.1 | 85 | 23.9 | 314 | 39 | 13 | -6 | NoShort | null | Toxic prints; widened spread |
X000856 | 2025-11-24 15:30:23 | XLK | Buy | 16,667 | 167.33 | 2,788,889.11 | 1.9 | 0.047 | High | 11.9 | 9 | 7.3 | EDGX>NASDAQ | POV | 5 | LMT | 5.8 | 70 | 15 | 0.63 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ | LMT | 18 | 92 | 4.6 | 91 | 39 | -6 | 21 | null | null | Toxic prints; widened spread |
X000857 | 2025-12-19 13:28:10 | XLI | Buy | 1,344 | 211.2 | 283,852.8 | 3 | 0.061 | Medium | 17.8 | 5 | 25.4 | NASDAQ>ARCA>IEX>BATS>NYSE | VWAP | 2 | LMT | 5.7 | 60 | 29 | 0.72 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 10 | NASDAQ>ARCA>IEX>BATS>NYSE | LMT>IOC | 92.9 | 88 | 12.8 | 50 | 17 | -18 | 34 | null | null | Stable book; normal liquidity |
X000858 | 2025-12-18 11:14:40 | NKE | Sell | 40,270 | 263.07 | 10,593,828.9 | 3.5 | 0.187 | Low | 17.6 | 28 | -8.4 | BATS>NYSE>ARCA>NASDAQ | TWAP | 2 | IOC | 7.2 | 77 | 27 | 0.78 | ToxicitySpike | false | null | null | 0 | BATS>NYSE>ARCA>NASDAQ | IOC | 18.4 | 98 | 0 | 88 | 43 | -34 | 9 | null | null | Toxic prints; widened spread |
X000859 | 2025-12-11 12:54:59 | AAPL | Sell | 78,179 | 143.7 | 11,234,322.3 | 1.4 | 0.23 | Medium | 10.2 | 6 | -6 | IEX>BATS>EDGX>ARCA>NYSE | POV | 5 | PO | 5.5 | 110 | 29 | 0.59 | Multi | false | null | null | 0 | IEX>BATS>EDGX>ARCA>NYSE | PO | 60.8 | 95 | 2.5 | 10 | 31 | 28 | 32 | null | null | Paused due to data glitch |
X000860 | 2025-11-08 13:31:46 | GOOGL | Sell | 35,727 | 284.07 | 10,148,968.89 | 1.2 | 0.106 | High | 9 | 30 | -4.5 | NYSE>NASDAQ>IEX>EDGX | VWAP | 1 | LMT | 2.4 | 72 | 16 | 0.75 | Multi | false | null | null | 0 | NYSE>NASDAQ>IEX>EDGX | LMT | 33.6 | 87 | 6.4 | 154 | 47 | -27 | -29 | null | null | Venue switch reduced impact |
X000861 | 2025-11-01 14:53:44 | AAPL | Sell | 47,808 | 121.01 | 5,785,246.08 | 2.1 | 0.141 | Low | 22.6 | 23 | 30.2 | IEX>ARCA>NYSE>NASDAQ>EDGX | Adaptive | 1 | MKT | 6.4 | 76 | 19 | 0.72 | ToxicitySpike | false | null | null | 0 | IEX>ARCA>NYSE>NASDAQ>EDGX | MKT | 71.6 | 86 | 14.8 | 88 | 52 | -34 | -16 | null | null | Toxic prints; widened spread |
X000862 | 2025-11-19 13:06:37 | JPM | Sell | 2,260 | 157.31 | 355,520.6 | 4.1 | 0.056 | Low | 27.8 | 20 | -28.1 | NASDAQ>NYSE | VWAP | 2 | LMT | 8.6 | 60 | 19 | 0.43 | ToxicitySpike | false | null | null | 0 | NASDAQ>NYSE | LMT | 41 | 89 | 17.3 | 116 | 34 | -1 | -18 | null | null | Venue switch reduced impact |
X000863 | 2025-10-29 10:53:45 | HD | Sell | 6,449 | 188.35 | 1,214,669.15 | 1.3 | 0.025 | Ultra | 4.5 | 35 | 21.2 | BATS>IEX>NYSE | TWAP | 3 | LMT | 2 | 63 | 28 | 0.75 | Multi | false | null | null | 0 | BATS>IEX>NYSE | LMT | 89.6 | 97 | 5.3 | 58 | 4 | 0 | 6 | null | null | High urgency from PM |
X000864 | 2025-11-22 11:00:35 | SPY | Buy | 67,219 | 503.56 | 33,848,799.64 | 1.1 | 0.091 | High | 14 | 16 | 10.2 | NYSE>NASDAQ>ARCA>IEX>BATS | IS | 4 | MKT | 7.3 | 98 | 16 | 0.62 | Multi | true | MultiTrigger | OrderTypeChange | 31 | NYSE>NASDAQ>ARCA>IEX>BATS | MKT>LMT | 87.9 | 85 | 17.3 | 116 | 24 | -34 | 24 | null | null | High urgency from PM |
X000865 | 2025-11-20 15:13:04 | XLU | Sell | 16,072 | 319.24 | 5,130,825.28 | 1.1 | 0.051 | Ultra | 8.9 | 29 | 28.7 | NYSE>NASDAQ | TWAP | 3 | MKT | 3.9 | 68 | 32 | 0.6 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 16 | NYSE>NASDAQ | MKT>IOC | 93.7 | 94 | 0 | 69 | -5 | 2 | 26 | Watchlist | null | High urgency from PM |
X000866 | 2025-12-08 14:33:47 | XLI | Sell | 5,324 | 180.68 | 961,940.32 | 3.3 | 0.243 | Low | 9 | 36 | 7.8 | NASDAQ>BATS>ARCA>NYSE>IEX | TWAP | 2 | IOC | 4.6 | 62 | 14 | 0.69 | Slip>Thresh | false | null | null | 0 | NASDAQ>BATS>ARCA>NYSE>IEX | IOC | 25 | 95 | 10.3 | 84 | 56 | -27 | -36 | null | null | Stable book; normal liquidity |
X000867 | 2025-12-24 10:30:29 | CSCO | Buy | 9,439 | 270.54 | 2,553,627.06 | 4.6 | 0.024 | High | 14.5 | 17 | 32.5 | ARCA>IEX | Adaptive | 5 | MKT | 9.1 | 66 | 21 | 0.62 | Slip>Thresh | false | null | null | 0 | ARCA>IEX | MKT | 75.2 | 94 | 8.4 | 81 | 48 | 21 | -15 | null | null | Paused due to data glitch |
X000868 | 2025-11-02 11:40:39 | CSCO | Sell | 22,108 | 66.64 | 1,473,277.12 | 3 | 0.055 | Medium | 18.8 | 28 | 1.7 | NASDAQ>BATS>NYSE | VWAP | 2 | IOC | 6.9 | 69 | 13 | 0.72 | Slip>Thresh | false | null | null | 0 | NASDAQ>BATS>NYSE | IOC | 25.2 | 93 | 10.4 | 58 | 34 | 10 | -30 | null | null | Paused due to data glitch |
X000869 | 2025-12-06 11:58:17 | META | Buy | 23,675 | 236.44 | 5,597,717 | 1.7 | 0.066 | High | 12.5 | 12 | 10.2 | NASDAQ>BATS>IEX | TWAP | 3 | PO | 5 | 71 | 28 | 0.61 | LiqDrop | false | null | null | 0 | NASDAQ>BATS>IEX | PO | 47.4 | 95 | 6.2 | 83 | 6 | 11 | -16 | null | null | Toxic prints; widened spread |
X000870 | 2025-12-13 11:36:20 | IWM | Sell | 29,937 | 191.5 | 5,732,935.5 | 0.9 | 0.041 | Ultra | 6.2 | 9 | 29.9 | EDGX>NASDAQ>NYSE>BATS | VWAP | 3 | MKT | 2.6 | 74 | 16 | 0.5 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ>NYSE>BATS | MKT | 16.5 | 90 | 6.3 | 80 | 33 | -1 | 26 | null | null | Stable book; normal liquidity |
X000871 | 2025-12-21 14:02:51 | AAPL | Sell | 64,457 | 354.3 | 22,837,115.1 | 2.2 | 0.19 | Medium | 4.7 | 35 | 23.3 | NASDAQ>EDGX>ARCA>IEX>NYSE | Adaptive | 1 | MKT | 2.2 | 82 | 22 | 0.75 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX>ARCA>IEX>NYSE | MKT | 1.1 | 94 | 0 | 80 | 58 | -29 | -4 | Watchlist | null | High urgency from PM |
X000872 | 2025-12-22 12:05:42 | XLK | Sell | 47,760 | 167.4 | 7,995,024 | 1 | 0.134 | Medium | 17.3 | 36 | 11.5 | NYSE>IEX>EDGX>NASDAQ>ARCA | Adaptive | 4 | LMT | 5.6 | 87 | 25 | 0.49 | Multi | false | null | null | 0 | NYSE>IEX>EDGX>NASDAQ>ARCA | LMT | 36 | 100 | 0 | 89 | -3 | -9 | 17 | Watchlist | null | Venue switch reduced impact |
X000873 | 2025-12-08 11:22:11 | NKE | Sell | 12,241 | 318.98 | 3,904,634.18 | 2.7 | 0.057 | Medium | 17.1 | 3 | -34.3 | EDGX>NYSE | IS | 5 | LMT | 9.2 | 67 | 27 | 0.42 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 15 | EDGX>NYSE | LMT>PO | 96.3 | 87 | 12.8 | 40 | 0 | -2 | 39 | Watchlist | null | Venue switch reduced impact |
X000874 | 2025-11-05 15:32:55 | XLP | Buy | 21,939 | 169.95 | 3,728,533.05 | 1.8 | 0.076 | Medium | 13.8 | 36 | -20.8 | EDGX>ARCA | VWAP | 3 | LMT | 4.7 | 70 | 17 | 0.7 | Multi | false | null | null | 0 | EDGX>ARCA | LMT | 32.1 | 94 | 15.7 | 47 | -4 | -35 | 13 | null | null | Toxic prints; widened spread |
X000875 | 2025-12-12 10:38:34 | UNH | Sell | 36,470 | 54.57 | 1,990,167.9 | 1.8 | 0.16 | Medium | 10.1 | 24 | -25 | BATS>NASDAQ>IEX>NYSE | IS | 4 | MKT | 6.2 | 80 | 22 | 0.69 | Multi | false | null | null | 0 | BATS>NASDAQ>IEX>NYSE | MKT | 63.9 | 97 | 16.6 | 46 | 23 | 19 | -15 | null | null | Toxic prints; widened spread |
X000876 | 2025-12-07 14:45:55 | BAC | Buy | 38,696 | 225.06 | 8,708,921.76 | 0.9 | 0.106 | High | 17 | 3 | -33.9 | IEX>ARCA>BATS>EDGX>NASDAQ | Adaptive | 3 | MKT | 5.9 | 79 | 18 | 0.83 | Slip>Thresh | false | null | null | 0 | IEX>ARCA>BATS>EDGX>NASDAQ | MKT | 75.9 | 88 | 12.6 | 109 | 29 | -23 | -32 | null | null | Stable book; normal liquidity |
X000877 | 2025-12-26 11:37:18 | META | Sell | 22,590 | 247.26 | 5,585,603.4 | 1.2 | 0.063 | High | 17 | 12 | -4.3 | NYSE>BATS | TWAP | 2 | MKT | 5.9 | 69 | 23 | 0.79 | LiqDrop | false | null | null | 0 | NYSE>BATS | MKT | 66.9 | 91 | 4.8 | 18 | 28 | 20 | 29 | null | null | High urgency from PM |
X000878 | 2025-12-20 10:46:51 | AAPL | Sell | 36,239 | 142.84 | 5,176,378.76 | 2.4 | 0.107 | Low | 23.9 | 10 | -0.1 | IEX>NYSE>NASDAQ>BATS | Adaptive | 1 | LMT | 5.6 | 72 | 19 | 0.61 | LiqDrop | false | null | null | 0 | IEX>NYSE>NASDAQ>BATS | LMT | 20.6 | 75 | 0 | 117 | 33 | -23 | 13 | null | null | High urgency from PM |
X000879 | 2025-11-22 12:21:28 | CVX | Sell | 63,847 | 129.17 | 8,247,116.99 | 0.9 | 0.379 | Medium | 11.1 | 6 | 4.8 | ARCA>EDGX>BATS>IEX>NYSE | TWAP | 1 | LMT | 2.9 | 82 | 34 | 0.57 | ToxicitySpike | false | null | null | 0 | ARCA>EDGX>BATS>IEX>NYSE | LMT | 35.9 | 87 | 0 | 101 | 39 | -13 | 20 | null | null | Toxic prints; widened spread |
X000880 | 2025-12-18 11:53:59 | QQQ | Buy | 65,496 | 428.93 | 28,093,199.28 | 0.7 | 0.208 | High | 9.2 | 24 | -16.3 | EDGX>BATS | IS | 5 | LMT | 4.4 | 102 | 32 | 0.6 | ToxicitySpike | false | null | null | 0 | EDGX>BATS | LMT | 58.6 | 95 | 2.7 | 53 | 6 | -13 | 14 | null | null | Venue switch reduced impact |
X000881 | 2025-12-02 12:36:17 | UNH | Sell | 106,714 | 104.61 | 11,163,351.54 | 2.9 | 0.469 | Low | 4.1 | 13 | 18.5 | EDGX>IEX | POV | 4 | PO | 3.9 | 121 | 21 | 0.57 | LiqDrop | false | null | null | 0 | EDGX>IEX | PO | 29.8 | 97 | 0 | 154 | 41 | 9 | 24 | null | Throttle | High urgency from PM |
X000882 | 2025-12-08 11:46:43 | DIS | Buy | 24,160 | 21.52 | 519,923.2 | 1.1 | 0.105 | Medium | 16.9 | 24 | -0.1 | NYSE>IEX>BATS>NASDAQ>ARCA | POV | 5 | IOC | 8.3 | 75 | 26 | 0.44 | Multi | false | null | null | 0 | NYSE>IEX>BATS>NASDAQ>ARCA | IOC | 94.6 | 100 | 14.5 | 115 | 34 | 6 | -5 | null | null | Paused due to data glitch |
X000883 | 2025-11-12 09:35:37 | MSFT | Buy | 65,775 | 149.53 | 9,835,335.75 | 3.2 | 0.349 | Low | 15.2 | 10 | -8.1 | BATS>EDGX>NYSE | VWAP | 1 | IOC | 5.3 | 83 | 30 | 0.67 | Slip>Thresh | false | null | null | 0 | BATS>EDGX>NYSE | IOC | 70.5 | 91 | 17 | 10 | 32 | 5 | 8 | null | null | Venue switch reduced impact |
X000884 | 2025-12-05 09:35:02 | AAPL | Sell | 46,733 | 69.14 | 3,231,119.62 | 2 | 0.138 | Low | 21.8 | 11 | -10.8 | IEX>NYSE>NASDAQ>BATS>ARCA | TWAP | 2 | IOC | 7.5 | 79 | 14 | 0.44 | Slip>Thresh | false | null | null | 0 | IEX>NYSE>NASDAQ>BATS>ARCA | IOC | 97.1 | 85 | 10.3 | 161 | 33 | 15 | -24 | PositionLimitNear | null | Paused due to data glitch |
X000885 | 2025-11-16 11:31:47 | V | Buy | 15,775 | 241.86 | 3,815,341.5 | 3.4 | 0.205 | Low | 23.9 | 22 | -14.6 | ARCA>NASDAQ>BATS>EDGX>IEX | VWAP | 1 | MKT | 7.7 | 65 | 32 | 0.62 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 10 | ARCA>NASDAQ>BATS>EDGX>IEX | MKT>LMT | 91.3 | 98 | 10.9 | 39 | 27 | 0 | 27 | null | null | Paused due to data glitch |
X000886 | 2025-11-10 14:57:28 | PEP | Buy | 22,560 | 54.88 | 1,238,092.8 | 3.9 | 0.071 | Medium | 11.7 | 22 | 29.5 | EDGX>BATS>NASDAQ | POV | 4 | MKT | 8 | 72 | 23 | 0.47 | LiqDrop | false | null | null | 0 | EDGX>BATS>NASDAQ | MKT | 42.8 | 90 | 33.7 | 10 | 26 | -34 | -23 | null | null | Stable book; normal liquidity |
X000887 | 2025-11-29 10:59:10 | CVX | Sell | 11,648 | 251.28 | 2,926,909.44 | 0.7 | 0.069 | High | 19.6 | 26 | 9.3 | EDGX>IEX>NASDAQ>ARCA | VWAP | 1 | MKT | 5.3 | 64 | 12 | 0.84 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 17 | EDGX>IEX>NASDAQ>ARCA | MKT>PO | 43 | 93 | 3 | 87 | 8 | -29 | 20 | null | null | High urgency from PM |
X000888 | 2025-11-17 15:42:43 | V | Sell | 18,270 | 107.04 | 1,955,620.8 | 5 | 0.238 | Low | 38.2 | 18 | 1.8 | EDGX>IEX | VWAP | 1 | IOC | 11.6 | 66 | 34 | 0.6 | LiqDrop | true | LiquidityDrop | VenueSwitch | 28 | EDGX>IEX | IOC>LMT | 94.5 | 99 | 13.4 | 102 | 42 | -3 | 28 | null | null | High urgency from PM |
X000889 | 2025-12-12 12:13:26 | XLU | Buy | 40,279 | 159.44 | 6,422,083.76 | 1.4 | 0.129 | Medium | 11 | 19 | 15.5 | IEX>NYSE>ARCA>EDGX | Adaptive | 5 | LMT | 4.4 | 86 | 19 | 0.78 | Multi | false | null | null | 0 | IEX>NYSE>ARCA>EDGX | LMT | 83.1 | 87 | 0 | 49 | -9 | -4 | 9 | null | null | Toxic prints; widened spread |
X000890 | 2025-10-31 14:56:41 | XLV | Buy | 42,723 | 56.71 | 2,422,821.33 | 1.6 | 0.12 | Medium | 11.8 | 32 | 2.1 | NYSE>NASDAQ>BATS>ARCA>EDGX | TWAP | 2 | PO | 4.2 | 78 | 23 | 0.61 | Multi | false | null | null | 0 | NYSE>NASDAQ>BATS>ARCA>EDGX | PO | 95.9 | 98 | 0 | 28 | 30 | -8 | 26 | null | null | Paused due to data glitch |
X000891 | 2025-12-15 12:04:42 | QQQ | Buy | 117,069 | 393.29 | 46,042,067.01 | 1 | 0.371 | Low | 15.8 | 30 | 5.9 | IEX>BATS>NASDAQ>ARCA | VWAP | 1 | MKT | 4.6 | 100 | 20 | 0.46 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 15 | IEX>BATS>NASDAQ>ARCA | MKT>PO | 98.8 | 91 | 0 | 110 | 51 | -27 | -12 | null | null | Toxic prints; widened spread |
X000892 | 2025-12-12 09:59:55 | PEP | Buy | 57,236 | 141.97 | 8,125,794.92 | 2.5 | 0.181 | Low | 11.8 | 37 | 1.5 | EDGX>IEX>NYSE | IS | 5 | LMT | 6.9 | 97 | 13 | 0.67 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 11 | EDGX>IEX>NYSE | LMT>PO | 46.5 | 96 | 22.7 | 51 | 57 | -35 | -2 | NoShort | null | Stable book; normal liquidity |
X000893 | 2025-12-19 11:05:07 | JPM | Sell | 9,121 | 242.08 | 2,208,011.68 | 5.1 | 0.226 | Low | 14 | 30 | 14.1 | NASDAQ>ARCA>NYSE>EDGX | TWAP | 3 | IOC | 8.1 | 64 | 27 | 0.57 | ToxicitySpike | false | null | null | 0 | NASDAQ>ARCA>NYSE>EDGX | IOC | 27.2 | 99 | 0 | 101 | -15 | -24 | 26 | null | null | Venue switch reduced impact |
X000894 | 2025-11-13 09:35:24 | NKE | Buy | 13,035 | 144.22 | 1,879,907.7 | 3.4 | 0.061 | Medium | 17 | 34 | -5.7 | NASDAQ>IEX | VWAP | 3 | LMT | 6.5 | 66 | 34 | 0.42 | Multi | false | null | null | 0 | NASDAQ>IEX | LMT | 65.4 | 100 | 9.5 | 40 | 28 | 3 | 29 | PositionLimitNear | null | Stable book; normal liquidity |
X000895 | 2025-12-01 11:34:18 | NKE | Buy | 7,487 | 286.77 | 2,147,046.99 | 2.7 | 0.035 | High | 9.5 | 35 | -5 | ARCA>NYSE>IEX>EDGX | TWAP | 2 | LMT | 3.7 | 63 | 19 | 0.53 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>IEX>EDGX | LMT | 11.5 | 89 | 8.4 | 39 | 6 | 7 | 26 | PositionLimitNear | null | Paused due to data glitch |
X000896 | 2025-11-11 09:35:06 | T | Buy | 22,505 | 264.75 | 5,958,198.75 | 5 | 0.188 | Low | 22.3 | 3 | -30.1 | ARCA>BATS | POV | 5 | LMT | 12.1 | 74 | 14 | 0.69 | Multi | false | null | null | 0 | ARCA>BATS | LMT | 89.2 | 98 | 7.7 | 22 | 20 | 10 | 19 | PositionLimitNear | null | Stable book; normal liquidity |
X000897 | 2025-10-31 13:54:35 | IEF | Sell | 79,376 | 94.74 | 7,520,082.24 | 2.7 | 0.301 | Low | 10.7 | 32 | -10.9 | BATS>IEX>EDGX>NASDAQ | IS | 4 | LMT | 6.1 | 105 | 17 | 0.59 | ToxicitySpike | false | null | null | 0 | BATS>IEX>EDGX>NASDAQ | LMT | 8.7 | 96 | 30 | 145 | -7 | -3 | -38 | null | null | High urgency from PM |
X000898 | 2025-11-01 12:27:52 | LQD | Buy | 18,029 | 106.72 | 1,924,054.88 | 1.1 | 0.089 | High | 11.8 | 33 | 24.7 | EDGX>BATS>NYSE>IEX | Adaptive | 3 | LMT | 3.6 | 69 | 15 | 0.47 | Slip>Thresh | false | null | null | 0 | EDGX>BATS>NYSE>IEX | LMT | 6 | 94 | 4.8 | 103 | 48 | 2 | 3 | Watchlist | null | Venue switch reduced impact |
X000899 | 2025-11-26 11:13:27 | MSFT | Buy | 101,649 | 29.21 | 2,969,167.29 | 2.2 | 0.54 | Low | 16.8 | 29 | -4.1 | NASDAQ>ARCA | POV | 3 | LMT | 6.6 | 110 | 19 | 0.69 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 21 | NASDAQ>ARCA | LMT>PO | 92.6 | 92 | 14 | 141 | 48 | 29 | 36 | null | Throttle | Paused due to data glitch |
X000900 | 2025-12-06 09:35:22 | XLV | Sell | 62,659 | 275.31 | 17,250,649.29 | 1.5 | 0.176 | Low | 15.4 | 34 | 8 | ARCA>BATS>EDGX>IEX>NASDAQ | POV | 5 | MKT | 8.4 | 100 | 29 | 0.56 | Slip>Thresh | false | null | null | 0 | ARCA>BATS>EDGX>IEX>NASDAQ | MKT | 77.3 | 96 | 13.1 | 96 | 8 | -27 | 9 | null | null | Stable book; normal liquidity |
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