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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X008001 | 2025-11-03 13:47:09 | XLU | Sell | 6,090 | 155.71 | 948,273.9 | 1.7 | 0.02 | Ultra | 10.3 | 15 | 10.2 | EDGX>NYSE>BATS>NASDAQ>IEX | POV | 5 | PO | 5.6 | 63 | 18 | 0.48 | Multi | false | null | null | 0 | EDGX>NYSE>BATS>NASDAQ>IEX | PO | 77 | 89 | 2.9 | 62 | -20 | -8 | -20 | PositionLimitNear | null | Toxic prints; widened spread |
X008002 | 2025-11-03 14:42:00 | NFLX | Sell | 3,124 | 286.66 | 895,525.84 | 4.8 | 0.03 | Ultra | 4.6 | 11 | 9.7 | EDGX>NYSE>ARCA>BATS>IEX | IS | 5 | MKT | 7 | 62 | 18 | 0.56 | LiqDrop | false | null | null | 0 | EDGX>NYSE>ARCA>BATS>IEX | MKT | 47.7 | 92 | 1.2 | 61 | -15 | -21 | -4 | PositionLimitNear | null | Toxic prints; widened spread |
X008003 | 2025-11-05 12:29:04 | DIS | Sell | 28,575 | 118.23 | 3,378,422.25 | 2.1 | 0.125 | Low | 22.1 | 20 | -19.2 | NASDAQ>IEX>BATS | TWAP | 1 | PO | 6.3 | 70 | 23 | 0.64 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX>BATS | PO | 69.2 | 89 | 17.3 | 26 | 1 | -4 | 2 | null | null | Stable book; normal liquidity |
X008004 | 2025-11-01 15:02:36 | XLY | Buy | 13,673 | 221.82 | 3,032,944.86 | 2.1 | 0.057 | Medium | 18.5 | 18 | 9.7 | ARCA>NYSE>EDGX>NASDAQ>BATS | IS | 4 | IOC | 9.7 | 67 | 29 | 0.66 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE>EDGX>NASDAQ>BATS | IOC | 55.5 | 92 | 26.5 | 38 | 54 | -12 | 5 | NoShort | null | Paused due to data glitch |
X008005 | 2025-12-19 10:25:33 | XLE | Buy | 16,366 | 273.31 | 4,472,991.46 | 3.7 | 0.059 | Low | 19.8 | 19 | -10 | ARCA>EDGX>NYSE>NASDAQ | TWAP | 1 | PO | 6.5 | 65 | 21 | 0.53 | Multi | false | null | null | 0 | ARCA>EDGX>NYSE>NASDAQ | PO | 39.7 | 92 | 18.3 | 76 | 31 | 10 | -26 | NoShort | null | Paused due to data glitch |
X008006 | 2025-12-04 12:55:28 | JPM | Sell | 6,292 | 197.79 | 1,244,494.68 | 3.4 | 0.156 | Low | 8.1 | 35 | 21.8 | EDGX>BATS>IEX>NYSE | IS | 4 | LMT | 5.5 | 63 | 30 | 0.56 | Slip>Thresh | false | null | null | 0 | EDGX>BATS>IEX>NYSE | LMT | 6.9 | 86 | 0 | 39 | -12 | 26 | -19 | null | null | Toxic prints; widened spread |
X008007 | 2025-11-07 10:00:17 | GOOGL | Sell | 35,687 | 304.05 | 10,850,632.35 | 1.4 | 0.106 | Medium | 22.3 | 17 | 5.5 | NYSE>NASDAQ>EDGX | POV | 5 | MKT | 11.3 | 83 | 32 | 0.51 | Slip>Thresh | false | null | null | 0 | NYSE>NASDAQ>EDGX | MKT | 29.9 | 98 | 0 | 67 | 26 | 25 | 10 | null | null | Paused due to data glitch |
X008008 | 2025-11-10 15:42:26 | PEP | Buy | 30,098 | 253.2 | 7,620,813.6 | 2.4 | 0.095 | Medium | 13.4 | 5 | 2 | ARCA>NYSE | TWAP | 1 | MKT | 4.8 | 70 | 31 | 0.64 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE | MKT | 51.3 | 93 | 26 | 33 | 9 | -23 | -31 | null | null | Venue switch reduced impact |
X008009 | 2025-11-26 15:34:19 | CVX | Buy | 14,656 | 315.7 | 4,626,899.2 | 1.3 | 0.087 | Ultra | 4.2 | 23 | -1.5 | BATS>IEX>ARCA>NASDAQ | TWAP | 1 | IOC | 1.7 | 65 | 16 | 0.81 | LiqDrop | false | null | null | 0 | BATS>IEX>ARCA>NASDAQ | IOC | 62.9 | 99 | 0 | 65 | 4 | 12 | 30 | null | PriceBand | Paused due to data glitch |
X008010 | 2025-11-10 11:59:35 | AAPL | Buy | 40,859 | 118.2 | 4,829,533.8 | 1.4 | 0.12 | Medium | 17.2 | 35 | 21.1 | BATS>ARCA>IEX>NASDAQ | IS | 5 | LMT | 8.2 | 86 | 28 | 0.53 | Multi | false | null | null | 0 | BATS>ARCA>IEX>NASDAQ | LMT | 40.1 | 95 | 12.4 | 148 | 46 | 12 | -28 | null | null | High urgency from PM |
X008011 | 2025-12-22 13:04:12 | WMT | Buy | 22,099 | 316.19 | 6,987,482.81 | 3.2 | 0.068 | Medium | 16.8 | 20 | -17.3 | ARCA>NYSE | IS | 5 | MKT | 11.5 | 74 | 24 | 0.46 | LiqDrop | false | null | null | 0 | ARCA>NYSE | MKT | 33.4 | 96 | 9.7 | 73 | 60 | 10 | 11 | null | null | Venue switch reduced impact |
X008012 | 2025-11-11 10:48:16 | VZ | Sell | 6,103 | 282.89 | 1,726,477.67 | 3.7 | 0.052 | Medium | 16.7 | 28 | 28.1 | IEX>NASDAQ>NYSE>BATS>EDGX | IS | 5 | LMT | 9.8 | 63 | 27 | 0.79 | LiqDrop | false | null | null | 0 | IEX>NASDAQ>NYSE>BATS>EDGX | LMT | 33.3 | 92 | 11.7 | 10 | 25 | -22 | 17 | null | null | High urgency from PM |
X008013 | 2025-12-17 14:08:25 | META | Buy | 96,058 | 101.59 | 9,758,532.22 | 1.3 | 0.268 | Medium | 7 | 10 | -13.1 | NYSE>NASDAQ | TWAP | 1 | LMT | 2.2 | 93 | 26 | 0.73 | Slip>Thresh | false | null | null | 0 | NYSE>NASDAQ | LMT | 62.5 | 93 | 9.5 | 88 | -17 | 15 | 20 | null | null | High urgency from PM |
X008014 | 2025-12-19 11:57:45 | WMT | Buy | 194,462 | 21.43 | 4,167,320.66 | 4.2 | 0.598 | Low | 22.5 | 34 | -9.2 | IEX>NASDAQ>NYSE>EDGX>BATS | POV | 1 | LMT | 7.2 | 128 | 16 | 0.41 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ>NYSE>EDGX>BATS | LMT | 73.5 | 97 | 0 | 177 | 53 | -11 | 34 | null | Throttle | High urgency from PM |
X008015 | 2025-12-07 11:50:53 | T | Sell | 153,703 | 123.21 | 18,937,746.63 | 4.4 | 1.282 | Low | 24.1 | 8 | -27.3 | BATS>NYSE | Adaptive | 3 | MKT | 10.7 | 136 | 35 | 0.77 | Slip>Thresh | false | null | null | 0 | BATS>NYSE | MKT | 44.1 | 95 | 4.3 | 139 | 12 | -15 | 20 | null | null | Venue switch reduced impact |
X008016 | 2025-12-19 10:52:48 | IEF | Sell | 68,579 | 102.34 | 7,018,374.86 | 2.6 | 0.26 | Low | 21.7 | 25 | 22.6 | IEX>NYSE>EDGX | POV | 5 | LMT | 10.1 | 104 | 31 | 0.67 | ToxicitySpike | false | null | null | 0 | IEX>NYSE>EDGX | LMT | 73.8 | 88 | 0 | 163 | 3 | 4 | -34 | null | null | Venue switch reduced impact |
X008017 | 2025-10-31 12:02:35 | V | Buy | 10,671 | 140.46 | 1,498,848.66 | 3.3 | 0.139 | Low | 21.6 | 14 | 30.3 | NYSE>IEX>BATS | VWAP | 1 | MKT | 7.1 | 63 | 17 | 0.7 | ToxicitySpike | false | null | null | 0 | NYSE>IEX>BATS | MKT | 9.3 | 88 | 11.1 | 65 | 47 | 19 | 36 | null | null | High urgency from PM |
X008018 | 2025-11-24 12:36:43 | AMZN | Sell | 6,255 | 261.96 | 1,638,559.8 | 2 | 0.287 | Low | 10.2 | 39 | -0 | IEX>NYSE | Adaptive | 4 | LMT | 4.2 | 63 | 17 | 0.47 | Slip>Thresh | false | null | null | 0 | IEX>NYSE | LMT | 93.8 | 98 | 13.1 | 46 | 36 | 23 | -13 | null | null | High urgency from PM |
X008019 | 2025-11-20 09:35:58 | XLP | Buy | 27,031 | 309.42 | 8,363,932.02 | 2.1 | 0.093 | Medium | 12 | 3 | -6.7 | NASDAQ>ARCA>IEX>NYSE>EDGX | Adaptive | 4 | IOC | 5.4 | 75 | 16 | 0.49 | LiqDrop | false | null | null | 0 | NASDAQ>ARCA>IEX>NYSE>EDGX | IOC | 26.3 | 88 | 24.8 | 20 | 19 | -7 | 0 | null | null | Toxic prints; widened spread |
X008020 | 2025-11-10 13:15:27 | QQQ | Buy | 78,801 | 426.75 | 33,628,326.75 | 0.5 | 0.25 | Medium | 13.5 | 27 | 34.4 | NYSE>IEX>NASDAQ>BATS>EDGX | VWAP | 1 | LMT | 3.1 | 87 | 22 | 0.81 | Multi | false | null | null | 0 | NYSE>IEX>NASDAQ>BATS>EDGX | LMT | 31 | 99 | 10.2 | 40 | 60 | 2 | 14 | PositionLimitNear | null | Toxic prints; widened spread |
X008021 | 2025-12-02 10:59:11 | T | Sell | 8,350 | 241.24 | 2,014,354 | 3.3 | 0.07 | Medium | 11.8 | 9 | -24.2 | ARCA>EDGX>NASDAQ>NYSE | VWAP | 1 | LMT | 3.8 | 62 | 33 | 0.73 | ToxicitySpike | false | null | null | 0 | ARCA>EDGX>NASDAQ>NYSE | LMT | 6.4 | 94 | 2.2 | 152 | 54 | 11 | -39 | PositionLimitNear | null | High urgency from PM |
X008022 | 2025-12-05 12:08:46 | SPY | Sell | 53,934 | 468.74 | 25,281,023.16 | 1.5 | 0.073 | Ultra | 7 | 28 | 13.5 | EDGX>NYSE | Adaptive | 4 | MKT | 3.5 | 91 | 23 | 0.53 | LiqDrop | false | null | null | 0 | EDGX>NYSE | MKT | 48.6 | 86 | 1.6 | 48 | 15 | 3 | 27 | null | null | Stable book; normal liquidity |
X008023 | 2025-10-31 11:30:37 | XLF | Buy | 304,581 | 17.03 | 5,187,014.43 | 3.3 | 0.832 | Low | 24 | 27 | 1.5 | ARCA>NASDAQ>IEX>EDGX>BATS | VWAP | 3 | LMT | 8.6 | 212 | 24 | 0.41 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ>IEX>EDGX>BATS | LMT | 15.9 | 100 | 21.2 | 151 | -2 | -34 | 11 | PositionLimitNear | Throttle | Paused due to data glitch |
X008024 | 2025-12-16 14:44:37 | META | Buy | 69,921 | 294.59 | 20,598,027.39 | 1.2 | 0.195 | Low | 22.1 | 32 | 28.4 | NASDAQ>NYSE>ARCA>IEX | VWAP | 3 | LMT | 6.7 | 94 | 31 | 0.68 | Multi | false | null | null | 0 | NASDAQ>NYSE>ARCA>IEX | LMT | 63.2 | 95 | 8.5 | 98 | -14 | -5 | 20 | null | null | High urgency from PM |
X008025 | 2025-12-10 12:38:44 | XLU | Buy | 16,127 | 253.42 | 4,086,904.34 | 1.3 | 0.052 | High | 21.7 | 27 | -28.7 | IEX>ARCA>EDGX>BATS>NASDAQ | TWAP | 3 | MKT | 8.4 | 68 | 23 | 0.65 | LiqDrop | false | null | null | 0 | IEX>ARCA>EDGX>BATS>NASDAQ | MKT | 15.9 | 94 | 12.5 | 71 | 14 | -40 | -40 | null | null | Toxic prints; widened spread |
X008026 | 2025-12-23 15:46:15 | META | Buy | 62,417 | 57.76 | 3,605,205.92 | 1.4 | 0.174 | Low | 17 | 24 | 28.3 | NYSE>NASDAQ>EDGX>ARCA | POV | 4 | MKT | 8.1 | 95 | 14 | 0.8 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ>EDGX>ARCA | MKT | 85.9 | 86 | 0 | 90 | -9 | 14 | -3 | null | null | Paused due to data glitch |
X008027 | 2025-12-07 13:53:23 | XLF | Buy | 104,472 | 67.26 | 7,026,786.72 | 1.8 | 0.285 | Medium | 5.1 | 7 | -34.2 | NYSE>ARCA>EDGX>NASDAQ>IEX | POV | 5 | LMT | 3.4 | 127 | 32 | 0.72 | Multi | false | null | null | 0 | NYSE>ARCA>EDGX>NASDAQ>IEX | LMT | 11.6 | 69 | 0 | 24 | 59 | -32 | 37 | null | null | Stable book; normal liquidity |
X008028 | 2025-12-05 12:06:08 | XLE | Buy | 71,885 | 193.37 | 13,900,402.45 | 2.9 | 0.258 | Low | 19.3 | 24 | -23.8 | EDGX>IEX>BATS>NYSE>ARCA | TWAP | 2 | LMT | 6.4 | 90 | 16 | 0.67 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 14 | EDGX>IEX>BATS>NYSE>ARCA | LMT>PO | 99.5 | 96 | 0 | 32 | 40 | -17 | -39 | null | null | Paused due to data glitch |
X008029 | 2025-12-07 09:35:48 | MA | Sell | 38,963 | 293.03 | 11,417,327.89 | 1.2 | 0.166 | Medium | 15.7 | 34 | 3.7 | IEX>ARCA>NASDAQ>EDGX | POV | 4 | LMT | 6.1 | 82 | 24 | 0.57 | ToxicitySpike | false | null | null | 0 | IEX>ARCA>NASDAQ>EDGX | LMT | 31.5 | 90 | 15.6 | 93 | -20 | -17 | -35 | Watchlist | null | Venue switch reduced impact |
X008030 | 2025-12-04 11:17:01 | PFE | Buy | 95,223 | 89.05 | 8,479,608.15 | 2 | 0.259 | Medium | 4.8 | 37 | -32.7 | BATS>ARCA>IEX>NASDAQ>NYSE | VWAP | 2 | LMT | 2.2 | 100 | 13 | 0.41 | LiqDrop | false | null | null | 0 | BATS>ARCA>IEX>NASDAQ>NYSE | LMT | 63.5 | 96 | 9.7 | 124 | 23 | -31 | -2 | null | null | Stable book; normal liquidity |
X008031 | 2025-11-19 15:12:49 | BAC | Buy | 12,835 | 150.15 | 1,927,175.25 | 1 | 0.035 | Ultra | 4 | 3 | 18.4 | NASDAQ>NYSE>ARCA>EDGX | IS | 5 | MKT | 3 | 68 | 25 | 0.42 | ToxicitySpike | false | null | null | 0 | NASDAQ>NYSE>ARCA>EDGX | MKT | 6.1 | 95 | 3.9 | 46 | 14 | -9 | -30 | null | null | Stable book; normal liquidity |
X008032 | 2025-12-20 10:57:49 | HYG | Buy | 5,638 | 75.06 | 423,188.28 | 1.3 | 0.031 | Ultra | 15.5 | 19 | 2.5 | ARCA>BATS>EDGX>NASDAQ | VWAP | 3 | LMT | 4.9 | 62 | 15 | 0.8 | LiqDrop | false | null | null | 0 | ARCA>BATS>EDGX>NASDAQ | LMT | 64.5 | 92 | 4.1 | 63 | -10 | -21 | 31 | NoShort | Throttle | Paused due to data glitch |
X008033 | 2025-12-03 14:44:35 | XLU | Sell | 15,793 | 282.45 | 4,460,732.85 | 2.4 | 0.051 | High | 13.7 | 4 | 3.5 | BATS>ARCA>NYSE>IEX | Adaptive | 1 | MKT | 4.4 | 65 | 35 | 0.44 | Multi | false | null | null | 0 | BATS>ARCA>NYSE>IEX | MKT | 6 | 85 | 0 | 62 | 3 | -20 | 27 | null | null | Toxic prints; widened spread |
X008034 | 2025-12-14 10:51:07 | AAPL | Buy | 40,046 | 273.81 | 10,964,995.26 | 2.5 | 0.118 | Low | 17.9 | 19 | 12.3 | NASDAQ>IEX>BATS>EDGX | IS | 5 | LMT | 9.4 | 86 | 32 | 0.46 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX>BATS>EDGX | LMT | 93 | 100 | 0 | 44 | 18 | 11 | -38 | null | VenueReject | Venue switch reduced impact |
X008035 | 2025-12-22 09:46:32 | XLY | Sell | 35,650 | 86.02 | 3,066,613 | 1.4 | 0.149 | High | 7 | 35 | -8.5 | NYSE>IEX | IS | 4 | MKT | 4.4 | 80 | 34 | 0.68 | Multi | false | null | null | 0 | NYSE>IEX | MKT | 28.7 | 92 | 7 | 68 | 4 | 10 | -36 | NoShort | null | Stable book; normal liquidity |
X008036 | 2025-12-08 13:21:31 | AMD | Sell | 10,762 | 222.25 | 2,391,854.5 | 1.1 | 0.3 | Low | 31.9 | 21 | -11 | NYSE>EDGX>BATS>ARCA | VWAP | 3 | MKT | 11.3 | 65 | 16 | 0.63 | ToxicitySpike | false | null | null | 0 | NYSE>EDGX>BATS>ARCA | MKT | 22.8 | 95 | 13 | 10 | 6 | -26 | -19 | null | null | Toxic prints; widened spread |
X008037 | 2025-12-25 15:08:31 | AMZN | Buy | 902 | 86.5 | 78,023 | 1.5 | 0.041 | Ultra | 6.6 | 3 | 5.4 | EDGX>BATS | Adaptive | 5 | MKT | 3.7 | 60 | 28 | 0.61 | LiqDrop | false | null | null | 0 | EDGX>BATS | MKT | 39.9 | 90 | 6 | 78 | 29 | 30 | -23 | null | null | Venue switch reduced impact |
X008038 | 2025-11-23 09:45:47 | JPM | Sell | 1,976 | 154.95 | 306,181.2 | 5.2 | 0.049 | Low | 38.4 | 19 | 16.5 | BATS>EDGX>IEX>ARCA | Adaptive | 4 | PO | 15.5 | 61 | 12 | 0.43 | ToxicitySpike | false | null | null | 0 | BATS>EDGX>IEX>ARCA | PO | 77.9 | 92 | 30.3 | 105 | 27 | 27 | -29 | null | null | Toxic prints; widened spread |
X008039 | 2025-12-25 12:50:38 | NVDA | Buy | 10,121 | 99.38 | 1,005,824.98 | 1.6 | 0.262 | Low | 21.5 | 25 | -8.1 | IEX>ARCA>BATS>NASDAQ | Adaptive | 5 | PO | 8.8 | 66 | 29 | 0.45 | LiqDrop | false | null | null | 0 | IEX>ARCA>BATS>NASDAQ | PO | 12.9 | 85 | 21.5 | 102 | -19 | -1 | -24 | null | null | Venue switch reduced impact |
X008040 | 2025-12-21 12:59:37 | QQQ | Buy | 101,585 | 400.89 | 40,724,410.65 | 0.9 | 0.322 | Low | 19.7 | 8 | -10.8 | EDGX>NYSE>ARCA | Adaptive | 1 | LMT | 4.3 | 95 | 22 | 0.41 | LiqDrop | false | null | null | 0 | EDGX>NYSE>ARCA | LMT | 34.1 | 76 | 0 | 59 | 49 | -10 | -35 | null | null | Toxic prints; widened spread |
X008041 | 2025-12-22 11:32:39 | XLU | Sell | 58,799 | 76.66 | 4,507,531.34 | 2 | 0.188 | Low | 18.7 | 5 | -31.4 | IEX>ARCA>NASDAQ>BATS>EDGX | IS | 4 | LMT | 8.4 | 93 | 15 | 0.46 | LiqDrop | false | null | null | 0 | IEX>ARCA>NASDAQ>BATS>EDGX | LMT | 62.2 | 95 | 9.6 | 170 | -17 | -20 | -26 | null | null | Toxic prints; widened spread |
X008042 | 2025-12-10 09:35:13 | CVX | Sell | 22,152 | 289.11 | 6,404,364.72 | 1.3 | 0.132 | High | 8.3 | 24 | 26.1 | EDGX>IEX>NYSE | VWAP | 3 | IOC | 3.5 | 71 | 31 | 0.43 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 11 | EDGX>IEX>NYSE | IOC>LMT | 92.6 | 87 | 0 | 16 | 25 | -6 | 35 | null | null | Paused due to data glitch |
X008043 | 2025-10-27 15:03:09 | XLV | Sell | 32,339 | 230.74 | 7,461,900.86 | 2 | 0.091 | Medium | 13.4 | 29 | -10.3 | NYSE>IEX>BATS>EDGX>NASDAQ | IS | 5 | PO | 7.9 | 81 | 12 | 0.63 | Multi | false | null | null | 0 | NYSE>IEX>BATS>EDGX>NASDAQ | PO | 83.8 | 91 | 11.1 | 124 | 57 | -16 | -5 | null | null | High urgency from PM |
X008044 | 2025-12-04 13:15:47 | MA | Buy | 62,108 | 31.34 | 1,946,464.72 | 1.1 | 0.265 | Low | 16.7 | 26 | 10.2 | EDGX>IEX>BATS>ARCA | VWAP | 1 | MKT | 4.8 | 81 | 17 | 0.71 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>BATS>ARCA | MKT | 97.6 | 90 | 0 | 10 | 45 | 20 | -15 | null | null | Toxic prints; widened spread |
X008045 | 2025-10-28 10:37:50 | V | Sell | 4,483 | 19.79 | 88,718.57 | 5.3 | 0.058 | Low | 16.2 | 18 | 0.5 | NYSE>EDGX | Adaptive | 3 | MKT | 8.3 | 62 | 20 | 0.51 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX | MKT | 93.6 | 89 | 2.5 | 10 | 19 | 24 | -33 | Watchlist | null | Stable book; normal liquidity |
X008046 | 2025-11-02 14:25:21 | KO | Buy | 4,646 | 125.49 | 583,026.54 | 2.2 | 0.116 | Medium | 9.9 | 29 | 10 | BATS>ARCA>EDGX | Adaptive | 4 | MKT | 5 | 62 | 13 | 0.78 | ToxicitySpike | false | null | null | 0 | BATS>ARCA>EDGX | MKT | 48.2 | 93 | 20.7 | 59 | 46 | -13 | -26 | Watchlist | null | Venue switch reduced impact |
X008047 | 2025-11-10 15:34:15 | NFLX | Sell | 12,026 | 280.83 | 3,377,261.58 | 2.9 | 0.115 | Low | 17.9 | 21 | -31.9 | IEX>NASDAQ>NYSE>BATS | Adaptive | 5 | LMT | 7.6 | 67 | 29 | 0.65 | LiqDrop | false | null | null | 0 | IEX>NASDAQ>NYSE>BATS | LMT | 83.3 | 98 | 0 | 47 | 51 | -32 | -37 | null | null | Venue switch reduced impact |
X008048 | 2025-10-28 14:35:43 | CVX | Buy | 27,398 | 108.71 | 2,978,436.58 | 0.7 | 0.163 | High | 10 | 30 | 33.3 | ARCA>NASDAQ>IEX>BATS>NYSE | IS | 4 | MKT | 5.2 | 75 | 22 | 0.55 | ToxicitySpike | false | null | null | 0 | ARCA>NASDAQ>IEX>BATS>NYSE | MKT | 6.1 | 85 | 0 | 65 | -17 | 15 | -24 | null | null | Venue switch reduced impact |
X008049 | 2025-12-24 14:55:04 | CVX | Buy | 50,265 | 32.58 | 1,637,633.7 | 1 | 0.298 | High | 4 | 25 | 9.8 | BATS>ARCA>NASDAQ>NYSE | VWAP | 1 | PO | 1.5 | 77 | 34 | 0.7 | Multi | false | null | null | 0 | BATS>ARCA>NASDAQ>NYSE | PO | 87.3 | 94 | 0 | 40 | 39 | 29 | -20 | null | null | Toxic prints; widened spread |
X008050 | 2025-12-20 11:09:30 | NKE | Buy | 9,100 | 130.4 | 1,186,640 | 3.2 | 0.042 | Ultra | 3.4 | 24 | 32 | BATS>NASDAQ>NYSE>EDGX | POV | 4 | LMT | 3.3 | 65 | 25 | 0.74 | Multi | false | null | null | 0 | BATS>NASDAQ>NYSE>EDGX | LMT | 27.4 | 91 | 9.5 | 74 | 54 | 24 | 27 | NoShort | null | High urgency from PM |
X008051 | 2025-12-18 11:37:36 | BAC | Sell | 15,830 | 172.52 | 2,730,991.6 | 1.3 | 0.043 | High | 21.9 | 31 | 11 | ARCA>NASDAQ>BATS>EDGX>IEX | TWAP | 1 | LMT | 5.3 | 65 | 35 | 0.81 | Multi | false | null | null | 0 | ARCA>NASDAQ>BATS>EDGX>IEX | LMT | 39.4 | 90 | 3.2 | 101 | -16 | -34 | -28 | null | null | Stable book; normal liquidity |
X008052 | 2025-12-04 09:35:51 | AMZN | Buy | 3,582 | 37.63 | 134,790.66 | 2.4 | 0.165 | Low | 22.6 | 13 | -10.5 | NASDAQ>NYSE>IEX | VWAP | 1 | LMT | 5.7 | 61 | 18 | 0.5 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE>IEX | LMT | 52.8 | 82 | 21.7 | 10 | 22 | 25 | 19 | null | null | Paused due to data glitch |
X008053 | 2025-11-23 13:29:19 | CVX | Buy | 27,737 | 253 | 7,017,461 | 0.9 | 0.165 | Medium | 17.5 | 35 | 17.3 | ARCA>BATS>EDGX>IEX | IS | 4 | PO | 7.9 | 75 | 20 | 0.79 | Slip>Thresh | false | null | null | 0 | ARCA>BATS>EDGX>IEX | PO | 66.1 | 96 | 16.1 | 60 | -19 | -13 | 25 | null | null | Venue switch reduced impact |
X008054 | 2025-11-12 09:35:26 | BRK.B | Sell | 67,000 | 129.6 | 8,683,200 | 1.6 | 0.305 | Low | 24.1 | 22 | -5.3 | ARCA>BATS | IS | 5 | LMT | 11.3 | 103 | 13 | 0.55 | ToxicitySpike | false | null | null | 0 | ARCA>BATS | LMT | 92.2 | 94 | 0 | 93 | 5 | 21 | -4 | NoShort | null | High urgency from PM |
X008055 | 2025-12-19 11:53:38 | QQQ | Buy | 277,923 | 424.76 | 118,050,573.48 | 1 | 0.881 | Low | 17.5 | 38 | 9.8 | ARCA>IEX>NASDAQ>BATS>NYSE | IS | 4 | LMT | 7.6 | 219 | 22 | 0.48 | Multi | false | null | null | 0 | ARCA>IEX>NASDAQ>BATS>NYSE | LMT | 95.2 | 93 | 0 | 165 | -13 | -9 | 7 | null | null | Paused due to data glitch |
X008056 | 2025-12-10 11:31:30 | QQQ | Buy | 78,191 | 418.66 | 32,735,444.06 | 0.8 | 0.248 | Medium | 14.7 | 27 | -16.3 | NASDAQ>EDGX | IS | 5 | LMT | 6.8 | 110 | 24 | 0.75 | Slip>Thresh | false | null | null | 0 | NASDAQ>EDGX | LMT | 0.3 | 100 | 0 | 72 | 55 | -30 | 30 | NoShort | null | High urgency from PM |
X008057 | 2025-12-18 10:33:49 | V | Sell | 5,440 | 354.42 | 1,928,044.8 | 4.9 | 0.071 | Low | 33.5 | 22 | -18.5 | ARCA>NASDAQ | VWAP | 3 | LMT | 11.7 | 62 | 25 | 0.61 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 35 | ARCA>NASDAQ | LMT>IOC | 49.3 | 92 | 0.8 | 133 | 8 | 25 | -33 | null | null | Paused due to data glitch |
X008058 | 2025-11-21 15:15:37 | BAC | Sell | 38,856 | 51.76 | 2,011,186.56 | 1.6 | 0.106 | Medium | 19.5 | 31 | 25.6 | NYSE>BATS | TWAP | 2 | MKT | 6.9 | 76 | 17 | 0.54 | ToxicitySpike | false | null | null | 0 | NYSE>BATS | MKT | 46.6 | 99 | 0 | 102 | 12 | -38 | 13 | NoShort | null | Stable book; normal liquidity |
X008059 | 2025-11-11 14:13:58 | XLK | Sell | 72,410 | 194.12 | 14,056,229.2 | 1.2 | 0.203 | Medium | 8 | 3 | -19.6 | BATS>NASDAQ>ARCA>IEX | VWAP | 2 | MKT | 3.1 | 90 | 29 | 0.47 | ToxicitySpike | false | null | null | 0 | BATS>NASDAQ>ARCA>IEX | MKT | 11.9 | 89 | 0 | 24 | 14 | -19 | -1 | null | null | High urgency from PM |
X008060 | 2025-11-11 11:53:31 | SPY | Sell | 96,146 | 501.83 | 48,248,947.18 | 0.9 | 0.13 | Medium | 22.7 | 7 | 32.7 | ARCA>NASDAQ>BATS | Adaptive | 1 | MKT | 5.8 | 93 | 30 | 0.55 | ToxicitySpike | false | null | null | 0 | ARCA>NASDAQ>BATS | MKT | 37.5 | 93 | 10.7 | 97 | 51 | -32 | 39 | Watchlist | null | High urgency from PM |
X008061 | 2025-11-08 12:05:24 | BA | Sell | 15,904 | 275.09 | 4,375,031.36 | 2.9 | 0.053 | Medium | 21.8 | 10 | -0.9 | NYSE>ARCA | TWAP | 3 | LMT | 7.9 | 67 | 31 | 0.45 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA | LMT | 69.4 | 98 | 0 | 58 | 0 | 7 | 7 | null | null | High urgency from PM |
X008062 | 2025-12-03 12:40:14 | XLB | Sell | 128,072 | 298 | 38,165,456 | 2 | 0.326 | Medium | 5.7 | 25 | -9.7 | BATS>NYSE>NASDAQ | Adaptive | 3 | MKT | 3.1 | 124 | 34 | 0.83 | ToxicitySpike | false | null | null | 0 | BATS>NYSE>NASDAQ | MKT | 64.6 | 93 | 10.2 | 130 | -4 | -36 | 17 | null | null | Paused due to data glitch |
X008063 | 2025-10-27 12:13:19 | META | Buy | 61,830 | 190.79 | 11,796,545.7 | 1.4 | 0.172 | Medium | 12.9 | 35 | -6.3 | NYSE>NASDAQ>IEX | IS | 5 | IOC | 7.5 | 100 | 13 | 0.76 | LiqDrop | false | null | null | 0 | NYSE>NASDAQ>IEX | IOC | 79 | 88 | 9.2 | 127 | -16 | -14 | -14 | null | null | Venue switch reduced impact |
X008064 | 2025-11-23 13:19:10 | NFLX | Buy | 5,409 | 214.15 | 1,158,337.35 | 2.8 | 0.052 | Ultra | 4.9 | 16 | 20 | BATS>ARCA | POV | 4 | MKT | 4.3 | 63 | 24 | 0.59 | Multi | false | null | null | 0 | BATS>ARCA | MKT | 49.3 | 91 | 10.3 | 56 | 60 | -27 | 10 | null | null | Toxic prints; widened spread |
X008065 | 2025-12-09 12:10:38 | XLK | Sell | 30,770 | 269.94 | 8,306,053.8 | 1.9 | 0.086 | High | 9.8 | 37 | 0.1 | NYSE>EDGX>NASDAQ>ARCA>IEX | TWAP | 3 | MKT | 4.7 | 75 | 25 | 0.55 | Multi | false | null | null | 0 | NYSE>EDGX>NASDAQ>ARCA>IEX | MKT | 72.1 | 91 | 2.5 | 136 | 19 | 8 | -18 | null | null | Venue switch reduced impact |
X008066 | 2025-10-28 10:22:54 | SPY | Sell | 65,634 | 496.05 | 32,557,745.7 | 0.9 | 0.089 | Ultra | 4.6 | 10 | 4.1 | BATS>NASDAQ | Adaptive | 2 | IOC | 1.7 | 87 | 31 | 0.62 | Multi | false | null | null | 0 | BATS>NASDAQ | IOC | 12.6 | 98 | 2 | 85 | 26 | 19 | 3 | NoShort | null | Toxic prints; widened spread |
X008067 | 2025-11-10 15:41:14 | XLU | Buy | 75,475 | 313.22 | 23,640,279.5 | 1.2 | 0.242 | Low | 22.9 | 6 | -30.3 | ARCA>NASDAQ>EDGX | VWAP | 2 | MKT | 7.4 | 92 | 15 | 0.46 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ>EDGX | MKT | 36.2 | 89 | 13.8 | 117 | -15 | 30 | -5 | null | null | Toxic prints; widened spread |
X008068 | 2025-11-07 12:44:54 | VZ | Buy | 4,752 | 45.94 | 218,306.88 | 3.4 | 0.041 | Ultra | 3 | 10 | -14 | NYSE>ARCA | TWAP | 2 | LMT | 2.5 | 62 | 29 | 0.5 | LiqDrop | false | null | null | 0 | NYSE>ARCA | LMT | 74.3 | 92 | 0 | 76 | 40 | -19 | -17 | null | null | Venue switch reduced impact |
X008069 | 2025-12-09 15:14:20 | AAPL | Buy | 23,593 | 41.41 | 976,986.13 | 2.6 | 0.069 | High | 5.1 | 16 | 15.6 | ARCA>NASDAQ | IS | 5 | MKT | 5.1 | 75 | 17 | 0.69 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 35 | ARCA>NASDAQ | MKT>LMT | 97.5 | 89 | 13.4 | 143 | 11 | -20 | 22 | Watchlist | null | Toxic prints; widened spread |
X008070 | 2025-11-05 11:09:47 | XLE | Sell | 9,141 | 286.9 | 2,622,552.9 | 2.1 | 0.033 | High | 21.3 | 28 | -4.6 | BATS>EDGX>ARCA>NYSE>IEX | VWAP | 2 | MKT | 7.4 | 63 | 25 | 0.81 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 16 | BATS>EDGX>ARCA>NYSE>IEX | MKT>LMT | 52.3 | 92 | 12.2 | 100 | 38 | 10 | -23 | Watchlist | null | Toxic prints; widened spread |
X008071 | 2025-11-06 10:00:18 | SPY | Sell | 37,893 | 492.38 | 18,657,755.34 | 1.1 | 0.051 | Ultra | 5.7 | 27 | 32 | IEX>NYSE>NASDAQ>BATS | TWAP | 2 | LMT | 2 | 76 | 27 | 0.84 | LiqDrop | false | null | null | 0 | IEX>NYSE>NASDAQ>BATS | LMT | 70.8 | 85 | 8.3 | 78 | 35 | 16 | -33 | Watchlist | null | Toxic prints; widened spread |
X008072 | 2025-12-14 15:45:45 | VZ | Buy | 15,958 | 320.8 | 5,119,326.4 | 4 | 0.136 | Low | 18.1 | 24 | 25.6 | EDGX>NASDAQ>IEX>BATS>ARCA | IS | 5 | MKT | 12.9 | 70 | 20 | 0.44 | Multi | false | null | null | 0 | EDGX>NASDAQ>IEX>BATS>ARCA | MKT | 33.7 | 85 | 4.5 | 76 | -15 | -40 | 28 | null | null | High urgency from PM |
X008073 | 2025-11-18 15:54:19 | T | Buy | 26,676 | 249.08 | 6,644,458.08 | 2.9 | 0.222 | Low | 17.9 | 30 | 24.4 | BATS>EDGX>NASDAQ | POV | 4 | IOC | 9.3 | 75 | 32 | 0.56 | ToxicitySpike | false | null | null | 0 | BATS>EDGX>NASDAQ | IOC | 39.6 | 99 | 6.7 | 109 | -7 | -11 | 33 | null | null | Stable book; normal liquidity |
X008074 | 2025-11-12 13:19:29 | UNH | Buy | 27,014 | 105.03 | 2,837,280.42 | 1.5 | 0.119 | Low | 22.7 | 7 | -6.8 | EDGX>BATS>IEX>NASDAQ>NYSE | POV | 5 | MKT | 11.6 | 77 | 23 | 0.69 | Multi | false | null | null | 0 | EDGX>BATS>IEX>NASDAQ>NYSE | MKT | 67.7 | 92 | 0 | 67 | 56 | -18 | -25 | null | null | Paused due to data glitch |
X008075 | 2025-12-11 13:12:29 | GOOGL | Sell | 30,592 | 182.18 | 5,573,250.56 | 1.9 | 0.091 | Medium | 13 | 26 | 1 | NASDAQ>ARCA>EDGX>IEX>NYSE | POV | 5 | PO | 6.9 | 79 | 29 | 0.56 | ToxicitySpike | false | null | null | 0 | NASDAQ>ARCA>EDGX>IEX>NYSE | PO | 68.8 | 90 | 2.3 | 113 | 17 | -27 | -40 | null | null | Venue switch reduced impact |
X008076 | 2025-11-10 14:27:48 | XLP | Sell | 49,199 | 190.26 | 9,360,601.74 | 2.5 | 0.17 | Low | 11.5 | 5 | 20.3 | IEX>NYSE>BATS>EDGX>NASDAQ | TWAP | 3 | LMT | 4.8 | 84 | 32 | 0.54 | ToxicitySpike | false | null | null | 0 | IEX>NYSE>BATS>EDGX>NASDAQ | LMT | 60 | 100 | 2.8 | 37 | -2 | -18 | 6 | null | null | Toxic prints; widened spread |
X008077 | 2025-11-20 14:53:58 | XLU | Buy | 79,430 | 86.34 | 6,857,986.2 | 2.4 | 0.254 | Low | 21.4 | 15 | -3.6 | NASDAQ>NYSE>BATS>IEX | IS | 4 | PO | 10.8 | 105 | 17 | 0.52 | Multi | false | null | null | 0 | NASDAQ>NYSE>BATS>IEX | PO | 24.5 | 90 | 0 | 23 | -9 | -20 | -36 | null | null | Toxic prints; widened spread |
X008078 | 2025-11-16 12:14:55 | BRK.B | Buy | 37,976 | 223.87 | 8,501,687.12 | 2.2 | 0.173 | High | 3.8 | 6 | -19.4 | IEX>BATS>ARCA>EDGX>NYSE | TWAP | 3 | MKT | 2.9 | 78 | 17 | 0.77 | LiqDrop | false | null | null | 0 | IEX>BATS>ARCA>EDGX>NYSE | MKT | 51.1 | 88 | 0 | 83 | -3 | -9 | -37 | null | null | Stable book; normal liquidity |
X008079 | 2025-12-26 11:46:11 | BAC | Buy | 63,765 | 36.09 | 2,301,278.85 | 1.5 | 0.174 | Low | 21.8 | 13 | -22.5 | NYSE>BATS>IEX>EDGX | POV | 4 | LMT | 8.4 | 96 | 30 | 0.69 | Slip>Thresh | false | null | null | 0 | NYSE>BATS>IEX>EDGX | LMT | 23.4 | 89 | 0 | 33 | 19 | -27 | 20 | null | null | Stable book; normal liquidity |
X008080 | 2025-11-23 13:10:49 | GOOGL | Buy | 129,067 | 92.28 | 11,910,302.76 | 1.7 | 0.385 | Low | 17.3 | 27 | 23.6 | NASDAQ>EDGX>ARCA>IEX>BATS | TWAP | 1 | MKT | 5.6 | 105 | 17 | 0.43 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX>ARCA>IEX>BATS | MKT | 27.2 | 99 | 15.9 | 74 | 16 | 13 | -9 | null | null | High urgency from PM |
X008081 | 2025-11-06 12:11:19 | SPY | Sell | 76,244 | 459.88 | 35,063,090.72 | 1.2 | 0.103 | Medium | 14 | 9 | -32.6 | EDGX>IEX>BATS>ARCA | VWAP | 1 | LMT | 3.4 | 86 | 13 | 0.67 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>BATS>ARCA | LMT | 63.2 | 85 | 6.8 | 57 | 49 | -38 | 26 | NoShort | null | Stable book; normal liquidity |
X008082 | 2025-12-15 09:35:06 | NVDA | Buy | 2,221 | 229.13 | 508,897.73 | 1.2 | 0.057 | Ultra | 5.5 | 36 | -23.2 | IEX>NYSE>ARCA>EDGX | Adaptive | 3 | LMT | 2 | 61 | 35 | 0.84 | ToxicitySpike | false | null | null | 0 | IEX>NYSE>ARCA>EDGX | LMT | 33.9 | 87 | 0 | 53 | 39 | -37 | 13 | null | null | Paused due to data glitch |
X008083 | 2025-11-22 13:06:00 | LQD | Sell | 40,059 | 106.86 | 4,280,704.74 | 1.7 | 0.197 | Low | 22.6 | 4 | -4.9 | EDGX>ARCA>IEX>NYSE | IS | 5 | IOC | 12.4 | 86 | 18 | 0.67 | Slip>Thresh | true | SlippageAboveThreshold | AlgoSwitch | 17 | EDGX>ARCA>IEX>NYSE | IOC>MKT | 15 | 92 | 18.9 | 119 | 38 | 22 | -7 | NoShort | null | Stable book; normal liquidity |
X008084 | 2025-12-23 09:35:25 | T | Buy | 239,821 | 212.46 | 50,952,369.66 | 3.4 | 2 | Low | 12 | 36 | 11.4 | NASDAQ>ARCA>NYSE>BATS>IEX | IS | 5 | LMT | 8.7 | 215 | 32 | 0.5 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>NYSE>BATS>IEX | LMT | 20.7 | 100 | 15.6 | 121 | 46 | -40 | 37 | null | null | Venue switch reduced impact |
X008085 | 2025-12-02 13:20:30 | MSFT | Buy | 29,955 | 224.42 | 6,722,501.1 | 3.4 | 0.159 | Low | 19.9 | 8 | -17.6 | ARCA>IEX>NASDAQ>BATS>EDGX | Adaptive | 4 | LMT | 7.7 | 77 | 28 | 0.64 | Multi | false | null | null | 0 | ARCA>IEX>NASDAQ>BATS>EDGX | LMT | 34.1 | 94 | 9.9 | 84 | 45 | 21 | 15 | null | null | Venue switch reduced impact |
X008086 | 2025-12-14 12:05:55 | GOOGL | Sell | 55,442 | 286.87 | 15,904,646.54 | 1.2 | 0.165 | Medium | 9.2 | 23 | 18.1 | IEX>ARCA>BATS>NASDAQ>NYSE | TWAP | 1 | LMT | 2.6 | 79 | 12 | 0.74 | LiqDrop | true | LiquidityDrop | VenueSwitch | 14 | IEX>ARCA>BATS>NASDAQ>NYSE | LMT>PO | 9.3 | 89 | 8.2 | 95 | 17 | -30 | 1 | null | null | Toxic prints; widened spread |
X008087 | 2025-12-15 12:31:30 | XLV | Sell | 151,616 | 114.87 | 17,416,129.92 | 1.9 | 0.426 | Low | 6.4 | 11 | 23.2 | ARCA>NYSE>NASDAQ>EDGX | VWAP | 3 | PO | 3.2 | 135 | 26 | 0.61 | Multi | false | null | null | 0 | ARCA>NYSE>NASDAQ>EDGX | PO | 81.9 | 89 | 20.7 | 10 | 60 | 2 | 27 | Watchlist | null | Venue switch reduced impact |
X008088 | 2025-11-28 12:17:07 | WMT | Buy | 51,261 | 82.66 | 4,237,234.26 | 3.4 | 0.158 | Low | 10.1 | 4 | 32 | EDGX>ARCA>NYSE>BATS>IEX | Adaptive | 4 | LMT | 4.9 | 89 | 26 | 0.85 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA>NYSE>BATS>IEX | LMT | 3.7 | 88 | 9.6 | 10 | 59 | 14 | 29 | NoShort | null | Toxic prints; widened spread |
X008089 | 2025-11-29 10:43:39 | TLT | Sell | 7,778 | 91.94 | 715,109.32 | 2.5 | 0.028 | High | 17.1 | 5 | -27.2 | IEX>ARCA | VWAP | 2 | LMT | 5.3 | 63 | 30 | 0.79 | LiqDrop | true | LiquidityDrop | VenueSwitch | 13 | IEX>ARCA | LMT>MKT | 85.3 | 99 | 6.6 | 70 | -6 | -15 | 26 | null | null | Stable book; normal liquidity |
X008090 | 2025-12-05 10:34:25 | XLF | Sell | 21,164 | 89.45 | 1,893,119.8 | 3.1 | 0.058 | Medium | 17.9 | 35 | -27.2 | IEX>NASDAQ | TWAP | 2 | MKT | 7.3 | 68 | 19 | 0.71 | Multi | false | null | null | 0 | IEX>NASDAQ | MKT | 45.2 | 93 | 11.1 | 98 | 50 | -28 | -26 | null | null | High urgency from PM |
X008091 | 2025-11-25 12:09:25 | IEF | Buy | 25,423 | 101.42 | 2,578,400.66 | 3.2 | 0.097 | Medium | 5.8 | 6 | -17.8 | IEX>ARCA | VWAP | 1 | MKT | 3.1 | 68 | 15 | 0.66 | Slip>Thresh | false | null | null | 0 | IEX>ARCA | MKT | 9.3 | 97 | 9.6 | 61 | 28 | 26 | -35 | null | null | Paused due to data glitch |
X008092 | 2025-11-05 15:23:13 | WMT | Sell | 29,298 | 313.1 | 9,173,203.8 | 3.8 | 0.09 | Medium | 8.6 | 23 | -31.5 | NASDAQ>ARCA>BATS>EDGX>IEX | POV | 4 | MKT | 6.6 | 76 | 13 | 0.41 | LiqDrop | false | null | null | 0 | NASDAQ>ARCA>BATS>EDGX>IEX | MKT | 48.7 | 97 | 0 | 10 | 16 | 15 | 29 | Watchlist | null | Venue switch reduced impact |
X008093 | 2025-11-21 12:13:00 | BAC | Sell | 116,215 | 63.96 | 7,433,111.4 | 1 | 0.317 | Medium | 8.9 | 23 | 2.7 | EDGX>NYSE>BATS>IEX>ARCA | IS | 4 | LMT | 4.2 | 126 | 30 | 0.67 | ToxicitySpike | false | null | null | 0 | EDGX>NYSE>BATS>IEX>ARCA | LMT | 64.6 | 90 | 4.9 | 110 | 25 | -10 | 24 | null | null | Venue switch reduced impact |
X008094 | 2025-12-24 10:32:14 | XLU | Buy | 138,403 | 97.65 | 13,515,052.95 | 1.3 | 0.443 | Low | 15.1 | 26 | 5.3 | IEX>NASDAQ>NYSE>ARCA | POV | 4 | LMT | 6.1 | 139 | 33 | 0.44 | LiqDrop | false | null | null | 0 | IEX>NASDAQ>NYSE>ARCA | LMT | 11.3 | 92 | 0 | 189 | 4 | -1 | -20 | null | null | High urgency from PM |
X008095 | 2025-12-07 14:49:53 | XLY | Buy | 5,816 | 173.71 | 1,010,297.36 | 1.3 | 0.024 | Ultra | 14.1 | 15 | -28.3 | EDGX>IEX>ARCA>BATS | Adaptive | 2 | PO | 4.2 | 62 | 33 | 0.42 | ToxicitySpike | false | null | null | 0 | EDGX>IEX>ARCA>BATS | PO | 28.2 | 88 | 1.9 | 76 | -11 | 0 | -8 | null | null | Paused due to data glitch |
X008096 | 2025-10-27 13:12:41 | BA | Buy | 14,002 | 335.2 | 4,693,470.4 | 2.4 | 0.047 | Ultra | 5.6 | 5 | 33.9 | BATS>ARCA>IEX>NASDAQ | POV | 4 | MKT | 4.2 | 68 | 18 | 0.56 | ToxicitySpike | false | null | null | 0 | BATS>ARCA>IEX>NASDAQ | MKT | 22.9 | 95 | 0.4 | 69 | 18 | 24 | -1 | NoShort | null | Paused due to data glitch |
X008097 | 2025-11-10 15:35:03 | TSLA | Sell | 40,440 | 212.91 | 8,610,080.4 | 2.1 | 0.126 | Medium | 7.4 | 4 | -3.3 | NYSE>BATS>ARCA>IEX | TWAP | 2 | MKT | 3.6 | 77 | 23 | 0.56 | Slip>Thresh | false | null | null | 0 | NYSE>BATS>ARCA>IEX | MKT | 51 | 96 | 10.1 | 37 | 49 | -17 | -15 | PositionLimitNear | null | High urgency from PM |
X008098 | 2025-12-21 12:22:34 | VZ | Buy | 6,134 | 267.71 | 1,642,133.14 | 3.8 | 0.052 | Medium | 10.7 | 12 | 20.8 | BATS>EDGX>IEX | TWAP | 2 | LMT | 4.6 | 62 | 34 | 0.74 | ToxicitySpike | false | null | null | 0 | BATS>EDGX>IEX | LMT | 68.8 | 97 | 0 | 77 | 32 | -28 | -11 | null | null | High urgency from PM |
X008099 | 2025-12-15 10:53:11 | AAPL | Buy | 50,518 | 21.21 | 1,071,486.78 | 2.1 | 0.149 | Low | 14.2 | 38 | 18.5 | EDGX>NYSE>BATS | TWAP | 2 | LMT | 4.7 | 81 | 25 | 0.62 | Multi | false | null | null | 0 | EDGX>NYSE>BATS | LMT | 79.2 | 91 | 0 | 23 | 18 | -6 | 2 | null | null | Stable book; normal liquidity |
X008100 | 2025-12-15 14:12:39 | XLE | Buy | 56,822 | 181.48 | 10,312,056.56 | 2.4 | 0.204 | Low | 9.3 | 28 | 30.3 | BATS>EDGX>NYSE>IEX>NASDAQ | TWAP | 3 | IOC | 4.7 | 88 | 12 | 0.85 | LiqDrop | true | LiquidityDrop | Cross | 27 | BATS>EDGX>NYSE>IEX>NASDAQ | IOC>MKT | 10.5 | 97 | 2.4 | 159 | 1 | 0 | 35 | null | null | Stable book; normal liquidity |
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