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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