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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X008301 | 2025-11-02 14:42:47 | HD | Sell | 20,013 | 299.24 | 5,988,690.12 | 1.8 | 0.078 | Ultra | 5.6 | 32 | -10.8 | EDGX>NASDAQ>BATS>IEX>ARCA | Adaptive | 5 | LMT | 3 | 73 | 18 | 0.73 | LiqDrop | false | null | null | 0 | EDGX>NASDAQ>BATS>IEX>ARCA | LMT | 85.3 | 95 | 4.9 | 71 | -2 | 18 | 2 | null | null | Stable book; normal liquidity |
X008302 | 2025-12-02 14:27:11 | LQD | Buy | 67,476 | 110.06 | 7,426,408.56 | 1.3 | 0.332 | High | 3.5 | 20 | -19.5 | NYSE>BATS>EDGX>IEX>ARCA | TWAP | 1 | PO | 1.6 | 83 | 16 | 0.61 | LiqDrop | false | null | null | 0 | NYSE>BATS>EDGX>IEX>ARCA | PO | 63.3 | 98 | 0 | 85 | 3 | -18 | -3 | null | null | Venue switch reduced impact |
X008303 | 2025-11-11 14:15:08 | BAC | Sell | 43,525 | 236.93 | 10,312,378.25 | 1 | 0.119 | High | 11.2 | 3 | 4.7 | BATS>EDGX>NASDAQ>ARCA | Adaptive | 1 | LMT | 2.6 | 75 | 27 | 0.43 | LiqDrop | false | null | null | 0 | BATS>EDGX>NASDAQ>ARCA | LMT | 12.9 | 88 | 5 | 127 | 43 | 7 | -24 | Watchlist | null | Venue switch reduced impact |
X008304 | 2025-11-30 09:39:12 | XLE | Buy | 24,227 | 190.73 | 4,620,815.71 | 2.7 | 0.087 | High | 5.4 | 39 | -16.1 | BATS>ARCA>EDGX>NYSE | Adaptive | 4 | MKT | 3.8 | 73 | 22 | 0.68 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 17 | BATS>ARCA>EDGX>NYSE | MKT>LMT | 90.3 | 95 | 0 | 110 | 42 | -3 | -39 | null | null | Venue switch reduced impact |
X008305 | 2025-11-23 14:12:37 | SPY | Buy | 212,579 | 461.12 | 98,024,428.48 | 1 | 0.287 | Low | 18.2 | 19 | -15.6 | NASDAQ>NYSE>IEX>EDGX>ARCA | IS | 5 | LMT | 8.4 | 198 | 33 | 0.68 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 45 | NASDAQ>NYSE>IEX>EDGX>ARCA | LMT>PO | 98.4 | 91 | 0 | 210 | 21 | 13 | -23 | null | null | Venue switch reduced impact |
X008306 | 2025-11-25 15:23:48 | GOOGL | Sell | 27,841 | 262.92 | 7,319,955.72 | 1.5 | 0.083 | Medium | 23.3 | 20 | 28.2 | EDGX>IEX>ARCA>NYSE | VWAP | 2 | MKT | 7.6 | 71 | 35 | 0.47 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>ARCA>NYSE | MKT | 67.6 | 100 | 12.6 | 110 | 24 | -14 | 22 | null | null | Paused due to data glitch |
X008307 | 2025-12-18 11:34:11 | META | Sell | 19,728 | 298.52 | 5,889,202.56 | 0.8 | 0.055 | Ultra | 16.8 | 15 | 8.5 | IEX>NASDAQ | IS | 4 | MKT | 8.2 | 71 | 18 | 0.47 | ToxicitySpike | false | null | null | 0 | IEX>NASDAQ | MKT | 19.7 | 88 | 11.1 | 87 | 10 | 1 | 16 | null | null | Toxic prints; widened spread |
X008308 | 2025-11-22 13:33:02 | WMT | Sell | 28,640 | 162.67 | 4,658,868.8 | 3.7 | 0.088 | Medium | 11.7 | 39 | -15.6 | NYSE>NASDAQ | TWAP | 2 | IOC | 5.6 | 72 | 25 | 0.41 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ | IOC | 70.3 | 87 | 9 | 12 | 24 | 21 | 10 | null | null | Venue switch reduced impact |
X008309 | 2025-11-11 13:15:02 | AMZN | Buy | 2,798 | 219.4 | 613,881.2 | 1.3 | 0.129 | Medium | 10.2 | 5 | -14.3 | IEX>EDGX>NASDAQ | IS | 4 | MKT | 5.8 | 61 | 21 | 0.68 | Multi | false | null | null | 0 | IEX>EDGX>NASDAQ | MKT | 50.9 | 94 | 9.4 | 10 | 59 | 22 | -13 | null | null | Stable book; normal liquidity |
X008310 | 2025-11-22 15:18:34 | TSLA | Sell | 81,614 | 307.28 | 25,078,349.92 | 1.2 | 0.254 | Low | 22.6 | 31 | 7.3 | IEX>NYSE | VWAP | 2 | LMT | 6 | 94 | 32 | 0.74 | Multi | false | null | null | 0 | IEX>NYSE | LMT | 8 | 100 | 16.1 | 33 | 31 | 27 | -19 | null | null | Stable book; normal liquidity |
X008311 | 2025-11-26 11:13:41 | AAPL | Buy | 41,433 | 330.79 | 13,705,622.07 | 2.7 | 0.122 | Low | 19.2 | 15 | 18.8 | BATS>ARCA>IEX>NYSE>NASDAQ | VWAP | 3 | MKT | 8.1 | 80 | 31 | 0.69 | Multi | false | null | null | 0 | BATS>ARCA>IEX>NYSE>NASDAQ | MKT | 42.4 | 86 | 15 | 60 | 23 | -35 | 17 | NoShort | null | High urgency from PM |
X008312 | 2025-11-04 15:50:23 | DIS | Buy | 15,506 | 16.06 | 249,026.36 | 2.3 | 0.068 | Medium | 15.1 | 38 | -8.4 | EDGX>BATS>NYSE>NASDAQ | Adaptive | 1 | MKT | 4.7 | 65 | 32 | 0.79 | Slip>Thresh | false | null | null | 0 | EDGX>BATS>NYSE>NASDAQ | MKT | 57.6 | 86 | 10.2 | 116 | 19 | 23 | 22 | NoShort | null | Venue switch reduced impact |
X008313 | 2025-12-25 15:36:33 | MSFT | Sell | 224,038 | 74.3 | 16,646,023.4 | 3 | 1.189 | Low | 9 | 36 | -19.8 | IEX>ARCA>BATS>NASDAQ | VWAP | 1 | LMT | 3.4 | 138 | 27 | 0.8 | Slip>Thresh | false | null | null | 0 | IEX>ARCA>BATS>NASDAQ | LMT | 67.1 | 92 | 2 | 151 | -6 | -21 | 37 | null | null | Venue switch reduced impact |
X008314 | 2025-12-26 14:42:28 | META | Sell | 27,455 | 62.85 | 1,725,546.75 | 0.8 | 0.077 | High | 19.4 | 32 | -30.7 | EDGX>NASDAQ>ARCA | IS | 4 | MKT | 9.4 | 75 | 15 | 0.41 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>ARCA | MKT | 31.9 | 90 | 9.3 | 41 | 10 | -12 | -22 | null | null | Stable book; normal liquidity |
X008315 | 2025-11-11 10:06:02 | XLE | Buy | 88,471 | 207.59 | 18,365,694.89 | 3.8 | 0.317 | Low | 8.9 | 37 | -2.5 | EDGX>NYSE>BATS | IS | 4 | LMT | 6.2 | 110 | 17 | 0.46 | Slip>Thresh | false | null | null | 0 | EDGX>NYSE>BATS | LMT | 36.1 | 94 | 13.4 | 59 | 21 | 14 | 37 | null | null | Toxic prints; widened spread |
X008316 | 2025-10-31 14:46:51 | MA | Buy | 42,260 | 144.92 | 6,124,319.2 | 1.3 | 0.18 | Low | 23.9 | 30 | 30.5 | IEX>ARCA | Adaptive | 5 | LMT | 8.5 | 87 | 28 | 0.67 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 14 | IEX>ARCA | LMT>IOC | 80.3 | 90 | 2.2 | 8 | 21 | 18 | -27 | null | null | High urgency from PM |
X008317 | 2025-12-23 12:13:38 | XLE | Sell | 44,860 | 246.42 | 11,054,401.2 | 1.9 | 0.161 | Low | 23 | 8 | -23.5 | BATS>IEX>EDGX>NASDAQ | IS | 4 | PO | 11 | 85 | 27 | 0.42 | LiqDrop | false | null | null | 0 | BATS>IEX>EDGX>NASDAQ | PO | 18.8 | 99 | 10.8 | 73 | 59 | 4 | -10 | NoShort | null | Venue switch reduced impact |
X008318 | 2025-11-11 10:40:29 | NVDA | Sell | 1,829 | 205.32 | 375,530.28 | 1 | 0.047 | High | 26.5 | 36 | -14 | EDGX>NASDAQ>BATS>IEX | Adaptive | 4 | LMT | 8.2 | 61 | 19 | 0.69 | Multi | false | null | null | 0 | EDGX>NASDAQ>BATS>IEX | LMT | 62.1 | 87 | 0 | 74 | -4 | -23 | -28 | null | null | Stable book; normal liquidity |
X008319 | 2025-10-29 11:26:40 | HD | Sell | 13,929 | 323.72 | 4,509,095.88 | 1.6 | 0.054 | Ultra | 5.2 | 29 | 15.4 | EDGX>ARCA>NASDAQ>BATS | TWAP | 1 | PO | 2 | 64 | 25 | 0.55 | ToxicitySpike | true | ToxicitySpike | Cross | 14 | EDGX>ARCA>NASDAQ>BATS | PO>MKT | 82.6 | 98 | 3.2 | 55 | -15 | -38 | -21 | NoShort | null | High urgency from PM |
X008320 | 2025-12-25 14:27:09 | JNJ | Buy | 44,817 | 32.05 | 1,436,384.85 | 5.4 | 0.165 | Low | 18 | 16 | 34.7 | BATS>ARCA>NASDAQ | POV | 5 | LMT | 10.8 | 89 | 12 | 0.58 | Multi | false | null | null | 0 | BATS>ARCA>NASDAQ | LMT | 63 | 89 | 0 | 84 | 0 | -21 | 23 | null | null | High urgency from PM |
X008321 | 2025-12-16 12:13:57 | MSFT | Sell | 26,770 | 318.05 | 8,514,198.5 | 2.6 | 0.142 | Medium | 10.2 | 29 | 28.1 | BATS>IEX>ARCA | IS | 4 | PO | 6.3 | 75 | 23 | 0.7 | ToxicitySpike | false | null | null | 0 | BATS>IEX>ARCA | PO | 45 | 89 | 22.7 | 48 | 43 | -26 | -38 | PositionLimitNear | null | Venue switch reduced impact |
X008322 | 2025-12-21 10:21:18 | BAC | Buy | 51,958 | 143.29 | 7,445,061.82 | 1.5 | 0.142 | Medium | 17.4 | 10 | 28.8 | EDGX>ARCA>IEX>BATS | TWAP | 3 | LMT | 5.9 | 85 | 33 | 0.41 | Slip>Thresh | false | null | null | 0 | EDGX>ARCA>IEX>BATS | LMT | 24.7 | 87 | 14.5 | 37 | 45 | 18 | 30 | Watchlist | null | Stable book; normal liquidity |
X008323 | 2025-10-29 13:46:08 | TLT | Buy | 67,982 | 93.77 | 6,374,672.14 | 1.6 | 0.249 | Low | 20.8 | 38 | 8.5 | BATS>NYSE>ARCA>NASDAQ>IEX | POV | 5 | PO | 10 | 104 | 14 | 0.48 | Multi | false | null | null | 0 | BATS>NYSE>ARCA>NASDAQ>IEX | PO | 35.2 | 85 | 11.3 | 78 | 0 | 29 | -40 | PositionLimitNear | null | Toxic prints; widened spread |
X008324 | 2025-12-14 10:17:42 | NKE | Sell | 24,984 | 124.34 | 3,106,510.56 | 2.8 | 0.116 | High | 3.7 | 38 | -3.3 | IEX>EDGX>NYSE>NASDAQ>ARCA | VWAP | 3 | MKT | 3.1 | 72 | 35 | 0.51 | Multi | false | null | null | 0 | IEX>EDGX>NYSE>NASDAQ>ARCA | MKT | 33.3 | 89 | 0 | 32 | -20 | 7 | 8 | null | null | Toxic prints; widened spread |
X008325 | 2025-11-06 12:14:45 | QQQ | Buy | 4,220 | 399.85 | 1,687,367 | 0.6 | 0.013 | Ultra | 23.5 | 13 | 9.6 | NASDAQ>BATS>EDGX>ARCA | VWAP | 2 | MKT | 7.1 | 61 | 15 | 0.74 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 17 | NASDAQ>BATS>EDGX>ARCA | MKT>PO | 78.4 | 100 | 9.3 | 68 | -2 | -12 | 13 | null | null | Toxic prints; widened spread |
X008326 | 2025-12-18 09:59:23 | PEP | Sell | 40,642 | 247.93 | 10,076,371.06 | 3.2 | 0.128 | Medium | 6.8 | 31 | -13.6 | IEX>NYSE>NASDAQ | Adaptive | 5 | LMT | 4.3 | 86 | 13 | 0.72 | LiqDrop | false | null | null | 0 | IEX>NYSE>NASDAQ | LMT | 57.4 | 72 | 8.9 | 88 | 2 | -25 | 27 | null | VenueReject | Stable book; normal liquidity |
X008327 | 2025-10-31 12:59:25 | AMZN | Sell | 3,592 | 108.56 | 389,947.52 | 1.7 | 0.165 | Low | 24.6 | 18 | 4.1 | ARCA>EDGX | POV | 5 | LMT | 10.5 | 62 | 30 | 0.59 | LiqDrop | false | null | null | 0 | ARCA>EDGX | LMT | 27.4 | 95 | 3.6 | 10 | 54 | -21 | -17 | null | null | Venue switch reduced impact |
X008328 | 2025-12-01 15:35:05 | XLV | Buy | 20,225 | 115.09 | 2,327,695.25 | 1.3 | 0.057 | High | 20.7 | 3 | 14 | EDGX>NYSE>NASDAQ | POV | 5 | LMT | 8.7 | 73 | 34 | 0.71 | Multi | false | null | null | 0 | EDGX>NYSE>NASDAQ | LMT | 66.6 | 97 | 12.4 | 102 | 51 | 10 | 17 | null | null | Venue switch reduced impact |
X008329 | 2025-11-16 15:09:44 | NVDA | Sell | 29,895 | 290 | 8,669,550 | 2 | 0.774 | Low | 28.6 | 25 | -8.2 | BATS>NASDAQ>IEX | Adaptive | 3 | LMT | 8.6 | 74 | 12 | 0.59 | LiqDrop | false | null | null | 0 | BATS>NASDAQ>IEX | LMT | 44.5 | 92 | 0 | 33 | 11 | -14 | -22 | null | null | Stable book; normal liquidity |
X008330 | 2025-11-03 11:35:11 | TSLA | Buy | 63,853 | 309.03 | 19,732,492.59 | 2 | 0.198 | Low | 18.5 | 22 | 20.9 | NYSE>IEX | TWAP | 3 | MKT | 7.9 | 91 | 30 | 0.48 | ToxicitySpike | false | null | null | 0 | NYSE>IEX | MKT | 37.1 | 98 | 31.5 | 189 | 34 | 7 | 13 | null | null | High urgency from PM |
X008331 | 2025-11-05 14:12:24 | UNH | Sell | 29,147 | 180.67 | 5,265,988.49 | 3 | 0.128 | Medium | 7.5 | 21 | 15.4 | EDGX>IEX>NYSE | IS | 5 | LMT | 5.6 | 78 | 14 | 0.5 | LiqDrop | false | null | null | 0 | EDGX>IEX>NYSE | LMT | 53.4 | 99 | 0 | 82 | 2 | 2 | 6 | null | null | Toxic prints; widened spread |
X008332 | 2025-11-18 15:42:11 | CVX | Buy | 27,234 | 298.95 | 8,141,604.3 | 1.4 | 0.162 | Medium | 11.6 | 19 | 31.6 | BATS>NYSE>NASDAQ>ARCA | VWAP | 1 | MKT | 3.6 | 69 | 16 | 0.57 | Slip>Thresh | false | null | null | 0 | BATS>NYSE>NASDAQ>ARCA | MKT | 8.7 | 90 | 4.6 | 70 | 14 | -8 | 24 | null | null | Paused due to data glitch |
X008333 | 2025-11-13 12:07:07 | AMD | Sell | 6,638 | 245.83 | 1,631,819.54 | 2.1 | 0.185 | Low | 29.3 | 5 | 23.4 | IEX>NASDAQ | POV | 4 | PO | 12.5 | 63 | 19 | 0.5 | LiqDrop | false | null | null | 0 | IEX>NASDAQ | PO | 65.2 | 92 | 16.2 | 12 | 40 | -21 | -40 | Watchlist | null | Paused due to data glitch |
X008334 | 2025-11-01 13:10:03 | LQD | Sell | 13,310 | 112.72 | 1,500,303.2 | 1.3 | 0.066 | Ultra | 8.5 | 36 | -26.8 | ARCA>NYSE | IS | 4 | PO | 4.5 | 67 | 29 | 0.85 | Multi | false | null | null | 0 | ARCA>NYSE | PO | 82.4 | 87 | 8.6 | 28 | 35 | -8 | 12 | PositionLimitNear | null | Stable book; normal liquidity |
X008335 | 2025-11-13 09:39:48 | BRK.B | Sell | 67,638 | 187.78 | 12,701,063.64 | 2.2 | 0.307 | Low | 16.1 | 19 | 12 | ARCA>EDGX>IEX>BATS>NYSE | Adaptive | 2 | LMT | 4.7 | 88 | 13 | 0.61 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 15 | ARCA>EDGX>IEX>BATS>NYSE | LMT>PO | 90 | 94 | 0 | 66 | 23 | -30 | -30 | NoShort | null | High urgency from PM |
X008336 | 2025-11-07 13:10:51 | XLE | Buy | 19,278 | 228.61 | 4,407,143.58 | 2.1 | 0.069 | High | 11.2 | 34 | -8 | IEX>EDGX>BATS | TWAP | 3 | IOC | 5.1 | 69 | 17 | 0.47 | LiqDrop | false | null | null | 0 | IEX>EDGX>BATS | IOC | 64.6 | 100 | 8.6 | 138 | -9 | -3 | -33 | null | null | Paused due to data glitch |
X008337 | 2025-12-07 14:29:06 | AMZN | Buy | 6,748 | 250.54 | 1,690,643.92 | 2.1 | 0.31 | Low | 38.9 | 11 | 12.4 | NASDAQ>BATS>IEX | TWAP | 2 | LMT | 10.9 | 62 | 13 | 0.84 | ToxicitySpike | false | null | null | 0 | NASDAQ>BATS>IEX | LMT | 30.8 | 99 | 0 | 10 | 9 | 30 | -2 | null | null | High urgency from PM |
X008338 | 2025-11-03 11:21:33 | PEP | Buy | 106,493 | 146.78 | 15,631,042.54 | 4.6 | 0.336 | Low | 23.4 | 7 | -34.3 | NYSE>IEX>ARCA>EDGX>NASDAQ | VWAP | 2 | MKT | 9.5 | 105 | 29 | 0.83 | LiqDrop | false | null | null | 0 | NYSE>IEX>ARCA>EDGX>NASDAQ | MKT | 74.6 | 88 | 7.2 | 11 | 43 | -28 | -25 | null | null | Stable book; normal liquidity |
X008339 | 2025-11-01 13:55:32 | META | Sell | 11,255 | 302.26 | 3,401,936.3 | 0.9 | 0.031 | Ultra | 6.7 | 39 | 11.7 | EDGX>ARCA>BATS>NASDAQ>NYSE | Adaptive | 2 | MKT | 2.3 | 64 | 30 | 0.83 | Slip>Thresh | false | null | null | 0 | EDGX>ARCA>BATS>NASDAQ>NYSE | MKT | 45.8 | 99 | 8.6 | 50 | 28 | -9 | -14 | PositionLimitNear | null | Toxic prints; widened spread |
X008340 | 2025-11-12 10:33:53 | MA | Buy | 44,435 | 27.24 | 1,210,409.4 | 0.8 | 0.189 | High | 7.8 | 37 | 4 | IEX>BATS>NYSE>NASDAQ>EDGX | TWAP | 2 | MKT | 2.9 | 78 | 19 | 0.56 | Multi | false | null | null | 0 | IEX>BATS>NYSE>NASDAQ>EDGX | MKT | 28.9 | 85 | 7.2 | 56 | 11 | 23 | 5 | null | null | Toxic prints; widened spread |
X008341 | 2025-12-12 13:55:19 | AMD | Buy | 8,373 | 112.15 | 939,031.95 | 1.4 | 0.234 | Medium | 9.5 | 36 | 11.2 | IEX>ARCA>NYSE | VWAP | 1 | MKT | 3.1 | 62 | 21 | 0.43 | LiqDrop | false | null | null | 0 | IEX>ARCA>NYSE | MKT | 42.4 | 98 | 0 | 67 | 51 | -2 | 25 | null | null | High urgency from PM |
X008342 | 2025-12-04 12:32:36 | KO | Buy | 5,478 | 142.55 | 780,888.9 | 2.3 | 0.136 | Low | 28.8 | 11 | -24.5 | ARCA>NYSE>NASDAQ>EDGX>BATS | VWAP | 3 | LMT | 9.1 | 62 | 19 | 0.46 | LiqDrop | true | LiquidityDrop | VenueSwitch | 25 | ARCA>NYSE>NASDAQ>EDGX>BATS | LMT>MKT | 38.7 | 85 | 5.9 | 135 | 48 | 0 | -34 | Watchlist | null | Stable book; normal liquidity |
X008343 | 2025-12-06 14:11:11 | CVX | Sell | 13,935 | 37.5 | 522,562.5 | 1.4 | 0.083 | Medium | 24.2 | 23 | 25.6 | BATS>IEX>EDGX>ARCA | TWAP | 1 | LMT | 5.9 | 64 | 22 | 0.81 | Multi | false | null | null | 0 | BATS>IEX>EDGX>ARCA | LMT | 49.5 | 87 | 16.5 | 117 | 5 | 24 | -13 | null | null | Toxic prints; widened spread |
X008344 | 2025-10-28 13:56:55 | META | Sell | 41,674 | 119.21 | 4,967,957.54 | 1.1 | 0.116 | Ultra | 4.2 | 30 | 10.3 | NYSE>ARCA>EDGX>IEX>BATS | POV | 4 | LMT | 2.2 | 83 | 21 | 0.8 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA>EDGX>IEX>BATS | LMT | 19.6 | 87 | 10.4 | 75 | 26 | 19 | -22 | Watchlist | null | Venue switch reduced impact |
X008345 | 2025-11-30 14:12:42 | AMZN | Buy | 3,244 | 176.5 | 572,566 | 2.8 | 0.149 | Medium | 7.2 | 6 | -29 | IEX>BATS | VWAP | 3 | MKT | 4.3 | 61 | 29 | 0.76 | Multi | false | null | null | 0 | IEX>BATS | MKT | 13.1 | 92 | 10.8 | 110 | 5 | 24 | -33 | Watchlist | null | Stable book; normal liquidity |
X008346 | 2025-11-30 11:36:26 | TSLA | Sell | 27,183 | 311.71 | 8,473,212.93 | 1.6 | 0.084 | Ultra | 3.4 | 36 | -34.1 | EDGX>NASDAQ>IEX>NYSE>BATS | TWAP | 2 | MKT | 2 | 71 | 31 | 0.41 | LiqDrop | false | null | null | 0 | EDGX>NASDAQ>IEX>NYSE>BATS | MKT | 65.5 | 99 | 3.1 | 77 | -2 | 6 | 38 | null | null | Stable book; normal liquidity |
X008347 | 2025-11-19 10:32:27 | HYG | Sell | 105,996 | 72.4 | 7,674,110.4 | 2.2 | 0.581 | Low | 11.3 | 3 | -29.2 | BATS>ARCA>NASDAQ>IEX | IS | 5 | MKT | 8.1 | 128 | 23 | 0.48 | Slip>Thresh | false | null | null | 0 | BATS>ARCA>NASDAQ>IEX | MKT | 82.5 | 98 | 2.3 | 56 | 12 | -20 | -6 | null | null | High urgency from PM |
X008348 | 2025-12-05 10:59:59 | NKE | Sell | 11,814 | 178.31 | 2,106,554.34 | 4 | 0.055 | High | 4.5 | 24 | -15 | ARCA>NASDAQ>IEX>NYSE | IS | 4 | MKT | 5.6 | 66 | 12 | 0.71 | ToxicitySpike | false | null | null | 0 | ARCA>NASDAQ>IEX>NYSE | MKT | 24.4 | 86 | 4.9 | 116 | 40 | 26 | -25 | null | null | Paused due to data glitch |
X008349 | 2025-11-23 10:34:41 | MSFT | Sell | 35,077 | 276.05 | 9,683,005.85 | 3.1 | 0.186 | Low | 16.5 | 13 | -34 | ARCA>IEX>NYSE>NASDAQ | IS | 4 | MKT | 10.2 | 80 | 14 | 0.68 | ToxicitySpike | false | null | null | 0 | ARCA>IEX>NYSE>NASDAQ | MKT | 60.2 | 88 | 20.4 | 10 | 15 | -8 | 12 | null | null | High urgency from PM |
X008350 | 2025-12-18 13:06:30 | INTC | Buy | 21,123 | 239.19 | 5,052,410.37 | 0.8 | 1.006 | Low | 15.8 | 9 | -22.5 | EDGX>NYSE>IEX | VWAP | 2 | MKT | 5.4 | 68 | 28 | 0.63 | LiqDrop | false | null | null | 0 | EDGX>NYSE>IEX | MKT | 97.6 | 95 | 0 | 10 | 39 | 14 | -6 | NoShort | null | Paused due to data glitch |
X008351 | 2025-11-26 12:27:51 | WMT | Buy | 23,909 | 297.24 | 7,106,711.16 | 2.4 | 0.074 | Medium | 22.4 | 28 | 4.2 | ARCA>NASDAQ | Adaptive | 2 | IOC | 7.1 | 70 | 17 | 0.44 | Multi | false | null | null | 0 | ARCA>NASDAQ | IOC | 45.2 | 90 | 22.1 | 70 | -14 | 13 | 17 | null | null | Toxic prints; widened spread |
X008352 | 2025-11-09 12:51:39 | XLY | Buy | 15,668 | 82.57 | 1,293,706.76 | 1.7 | 0.065 | High | 13.1 | 14 | 29 | NYSE>EDGX>ARCA>NASDAQ | TWAP | 3 | LMT | 4.7 | 67 | 23 | 0.41 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX>ARCA>NASDAQ | LMT | 46 | 90 | 0 | 75 | 59 | -35 | -37 | null | null | Toxic prints; widened spread |
X008353 | 2025-12-14 13:32:49 | XLB | Sell | 7,035 | 310.04 | 2,181,131.4 | 2.1 | 0.018 | Ultra | 18.1 | 17 | 26.3 | ARCA>IEX>NASDAQ>BATS>EDGX | Adaptive | 2 | IOC | 5.8 | 62 | 24 | 0.73 | LiqDrop | false | null | null | 0 | ARCA>IEX>NASDAQ>BATS>EDGX | IOC | 16.6 | 87 | 3.1 | 79 | -5 | 13 | 39 | null | null | Venue switch reduced impact |
X008354 | 2025-12-01 09:35:23 | TLT | Sell | 19,703 | 95.27 | 1,877,104.81 | 2.5 | 0.072 | Medium | 18.2 | 15 | 7.8 | NASDAQ>EDGX>IEX>NYSE | VWAP | 3 | IOC | 7.3 | 69 | 18 | 0.46 | Slip>Thresh | false | null | null | 0 | NASDAQ>EDGX>IEX>NYSE | IOC | 74.8 | 87 | 0 | 160 | 35 | -12 | -5 | null | null | High urgency from PM |
X008355 | 2025-11-21 14:20:36 | BA | Buy | 17,606 | 176.2 | 3,102,177.2 | 2.3 | 0.059 | Medium | 13.3 | 21 | 8.4 | IEX>BATS>EDGX | TWAP | 3 | MKT | 6.2 | 68 | 17 | 0.58 | LiqDrop | true | LiquidityDrop | VenueSwitch | 14 | IEX>BATS>EDGX | MKT>LMT | 95.6 | 89 | 6.2 | 107 | 19 | -10 | -32 | null | null | Toxic prints; widened spread |
X008356 | 2025-11-30 14:17:23 | IWM | Sell | 36,897 | 199.3 | 7,353,572.1 | 0.8 | 0.051 | Ultra | 9.1 | 6 | 5.1 | IEX>NASDAQ>ARCA>NYSE | VWAP | 3 | LMT | 2.9 | 78 | 33 | 0.84 | Multi | false | null | null | 0 | IEX>NASDAQ>ARCA>NYSE | LMT | 13 | 99 | 3.7 | 103 | 8 | 12 | 3 | Watchlist | null | Paused due to data glitch |
X008357 | 2025-11-24 10:46:55 | KO | Sell | 1,568 | 83.54 | 130,990.72 | 2 | 0.039 | High | 19.5 | 24 | -28.6 | NASDAQ>BATS>IEX>NYSE>ARCA | VWAP | 2 | LMT | 5.6 | 60 | 16 | 0.83 | LiqDrop | true | LiquidityDrop | VenueSwitch | 13 | NASDAQ>BATS>IEX>NYSE>ARCA | LMT>PO | 66.4 | 96 | 0 | 79 | 2 | -9 | 1 | PositionLimitNear | null | Toxic prints; widened spread |
X008358 | 2025-12-23 12:15:27 | V | Sell | 16,894 | 203.69 | 3,441,138.86 | 3.9 | 0.22 | Low | 18.9 | 24 | 33.4 | EDGX>NYSE>BATS>ARCA>NASDAQ | IS | 5 | PO | 12.1 | 70 | 29 | 0.84 | Multi | false | null | null | 0 | EDGX>NYSE>BATS>ARCA>NASDAQ | PO | 46.2 | 94 | 30.3 | 42 | 33 | 21 | 6 | NoShort | null | Stable book; normal liquidity |
X008359 | 2025-11-10 09:47:51 | XLV | Buy | 70,397 | 288.68 | 20,322,205.96 | 1.6 | 0.198 | Low | 20.1 | 20 | -13.6 | BATS>NASDAQ>EDGX>ARCA>IEX | POV | 4 | MKT | 9.6 | 100 | 13 | 0.41 | Slip>Thresh | false | null | null | 0 | BATS>NASDAQ>EDGX>ARCA>IEX | MKT | 9.5 | 93 | 6.8 | 108 | 28 | 24 | -25 | null | null | Stable book; normal liquidity |
X008360 | 2025-11-03 12:47:45 | HYG | Buy | 16,348 | 73.92 | 1,208,444.16 | 1.1 | 0.09 | Medium | 24.3 | 38 | 27.7 | NYSE>ARCA | TWAP | 1 | LMT | 5.8 | 65 | 25 | 0.83 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA | LMT | 38.5 | 95 | 3.7 | 72 | 41 | -29 | -31 | null | null | Venue switch reduced impact |
X008361 | 2025-12-19 12:17:30 | TLT | Buy | 80,987 | 96.55 | 7,819,294.85 | 3.5 | 0.296 | Low | 8.2 | 37 | -8.5 | NYSE>EDGX>BATS>IEX | POV | 5 | LMT | 5.8 | 112 | 24 | 0.46 | ToxicitySpike | false | null | null | 0 | NYSE>EDGX>BATS>IEX | LMT | 26.4 | 99 | 16.1 | 82 | -12 | -17 | 6 | null | null | Paused due to data glitch |
X008362 | 2025-12-02 10:11:35 | PFE | Buy | 17,831 | 168.38 | 3,002,383.78 | 2.1 | 0.048 | Medium | 25 | 22 | 4.4 | EDGX>IEX>ARCA>NYSE>NASDAQ | Adaptive | 1 | MKT | 6.9 | 66 | 13 | 0.69 | LiqDrop | false | null | null | 0 | EDGX>IEX>ARCA>NYSE>NASDAQ | MKT | 33.4 | 94 | 0 | 29 | 56 | -32 | 38 | null | null | Stable book; normal liquidity |
X008363 | 2025-11-16 12:13:08 | JPM | Buy | 2,678 | 157.43 | 421,597.54 | 4.7 | 0.066 | Low | 30.5 | 17 | -33.2 | IEX>ARCA>EDGX>NYSE>NASDAQ | IS | 5 | LMT | 16.3 | 61 | 21 | 0.85 | Slip>Thresh | false | null | null | 0 | IEX>ARCA>EDGX>NYSE>NASDAQ | LMT | 64.1 | 91 | 7.9 | 46 | 45 | -18 | -2 | PositionLimitNear | null | Venue switch reduced impact |
X008364 | 2025-11-26 13:17:25 | XOM | Buy | 5,687 | 64.34 | 365,901.58 | 2.4 | 0.052 | Ultra | 4.5 | 33 | -4.4 | NYSE>NASDAQ>BATS>EDGX | TWAP | 3 | PO | 3 | 62 | 14 | 0.58 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 16 | NYSE>NASDAQ>BATS>EDGX | PO>IOC | 16.1 | 84 | 7.2 | 97 | 56 | 28 | 21 | null | null | Paused due to data glitch |
X008365 | 2025-11-23 14:41:25 | META | Buy | 23,188 | 132.35 | 3,068,931.8 | 1 | 0.065 | High | 24.8 | 34 | -1.6 | NYSE>BATS>ARCA>EDGX | POV | 5 | LMT | 10 | 75 | 33 | 0.59 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 14 | NYSE>BATS>ARCA>EDGX | LMT>PO | 74 | 96 | 12.6 | 9 | 45 | -3 | -24 | null | null | Venue switch reduced impact |
X008366 | 2025-12-07 09:58:20 | XOM | Buy | 122,485 | 191.78 | 23,490,173.3 | 3.1 | 1.12 | Low | 12.1 | 14 | -13 | NASDAQ>IEX>ARCA | POV | 4 | LMT | 6.6 | 130 | 27 | 0.45 | LiqDrop | false | null | null | 0 | NASDAQ>IEX>ARCA | LMT | 77.1 | 100 | 0 | 10 | 10 | -28 | -7 | PositionLimitNear | null | Stable book; normal liquidity |
X008367 | 2025-11-28 10:09:33 | SPY | Buy | 61,477 | 496.37 | 30,515,338.49 | 1.4 | 0.083 | Medium | 18.9 | 36 | -19.1 | NYSE>ARCA>BATS>IEX | POV | 4 | MKT | 8.8 | 95 | 14 | 0.45 | LiqDrop | false | null | null | 0 | NYSE>ARCA>BATS>IEX | MKT | 66.5 | 91 | 0 | 178 | 34 | -8 | -6 | null | null | Venue switch reduced impact |
X008368 | 2025-12-08 14:10:04 | XLU | Sell | 19,225 | 155.49 | 2,989,295.25 | 2 | 0.062 | Medium | 18.1 | 17 | -1.1 | ARCA>NASDAQ>BATS>EDGX | VWAP | 2 | LMT | 5.3 | 68 | 27 | 0.52 | ToxicitySpike | false | null | null | 0 | ARCA>NASDAQ>BATS>EDGX | LMT | 66.6 | 99 | 14.6 | 29 | 36 | -9 | 0 | PositionLimitNear | Unknown | Paused due to data glitch |
X008369 | 2025-11-14 10:40:35 | MA | Sell | 107,233 | 56.63 | 6,072,604.79 | 1.6 | 0.457 | Low | 21.7 | 27 | 16.4 | IEX>EDGX>ARCA | IS | 4 | MKT | 11.3 | 121 | 15 | 0.46 | LiqDrop | false | null | null | 0 | IEX>EDGX>ARCA | MKT | 37.7 | 92 | 43 | 60 | 47 | 2 | -11 | null | null | Toxic prints; widened spread |
X008370 | 2025-10-31 09:36:26 | NVDA | Buy | 1,011 | 284.52 | 287,649.72 | 1.5 | 0.026 | High | 32.8 | 30 | 30.8 | ARCA>EDGX>NASDAQ>BATS | Adaptive | 5 | LMT | 11.4 | 60 | 33 | 0.46 | LiqDrop | false | null | null | 0 | ARCA>EDGX>NASDAQ>BATS | LMT | 7.8 | 86 | 16.9 | 99 | 29 | -36 | 13 | null | null | Venue switch reduced impact |
X008371 | 2025-10-28 11:42:57 | AAPL | Buy | 94,331 | 124.04 | 11,700,817.24 | 2.1 | 0.278 | Low | 16.1 | 21 | 28.7 | NASDAQ>NYSE>EDGX>ARCA | TWAP | 2 | MKT | 6.3 | 100 | 33 | 0.7 | Multi | false | null | null | 0 | NASDAQ>NYSE>EDGX>ARCA | MKT | 87.8 | 96 | 0 | 23 | -8 | 26 | 38 | null | null | Stable book; normal liquidity |
X008372 | 2025-11-29 12:12:12 | JPM | Sell | 3,135 | 264.8 | 830,148 | 5 | 0.078 | Low | 39.3 | 31 | -31.4 | NASDAQ>EDGX>NYSE | POV | 4 | MKT | 20 | 61 | 21 | 0.58 | Multi | false | null | null | 0 | NASDAQ>EDGX>NYSE | MKT | 3.3 | 93 | 20.4 | 128 | -19 | 5 | 16 | Watchlist | null | Venue switch reduced impact |
X008373 | 2025-12-13 10:12:46 | PFE | Buy | 115,592 | 83.48 | 9,649,620.16 | 2.2 | 0.314 | Low | 10.7 | 29 | 13.7 | BATS>NYSE | IS | 4 | LMT | 5.7 | 126 | 13 | 0.8 | Slip>Thresh | false | null | null | 0 | BATS>NYSE | LMT | 71.1 | 85 | 0 | 74 | 11 | 30 | -6 | null | null | Stable book; normal liquidity |
X008374 | 2025-11-21 09:35:07 | JPM | Buy | 2,601 | 161.36 | 419,697.36 | 5.2 | 0.064 | Low | 32.1 | 13 | -7.5 | NASDAQ>NYSE | VWAP | 2 | MKT | 12.3 | 61 | 20 | 0.83 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 13 | NASDAQ>NYSE | MKT>IOC | 10.1 | 90 | 9 | 103 | -9 | -4 | -10 | null | Unknown | Toxic prints; widened spread |
X008375 | 2025-12-17 09:35:56 | VZ | Sell | 3,650 | 15.2 | 55,480 | 4.1 | 0.031 | Ultra | 3.1 | 4 | -30.7 | NASDAQ>BATS>ARCA>NYSE>EDGX | IS | 4 | PO | 4.6 | 62 | 21 | 0.75 | LiqDrop | false | null | null | 0 | NASDAQ>BATS>ARCA>NYSE>EDGX | PO | 26.7 | 88 | 8.2 | 41 | 21 | -5 | 13 | null | Unknown | Toxic prints; widened spread |
X008376 | 2025-12-13 15:05:44 | MA | Buy | 72,118 | 224.08 | 16,160,201.44 | 1.4 | 0.307 | Low | 23.6 | 9 | -32.6 | EDGX>ARCA>IEX>NYSE>BATS | TWAP | 1 | MKT | 7 | 85 | 28 | 0.42 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA>IEX>NYSE>BATS | MKT | 31.1 | 89 | 32.2 | 64 | -1 | -39 | -31 | Watchlist | null | High urgency from PM |
X008377 | 2025-11-17 12:57:37 | JPM | Sell | 9,367 | 146.85 | 1,375,543.95 | 5.4 | 0.232 | Low | 30.1 | 25 | 29.6 | ARCA>BATS>NASDAQ>IEX | IS | 4 | MKT | 18.3 | 65 | 14 | 0.5 | Slip>Thresh | true | SlippageAboveThreshold | Pause | 13 | ARCA>BATS>NASDAQ>IEX | MKT>LMT | 99.7 | 90 | 16.7 | 28 | 42 | 26 | -37 | Watchlist | null | High urgency from PM |
X008378 | 2025-11-11 14:09:36 | CSCO | Buy | 11,569 | 234.16 | 2,708,997.04 | 4.3 | 0.029 | Medium | 21.7 | 36 | 25.1 | ARCA>IEX>EDGX>NYSE | TWAP | 2 | MKT | 9.2 | 64 | 26 | 0.8 | Multi | true | MultiTrigger | AlgoSwitch | 19 | ARCA>IEX>EDGX>NYSE | MKT>PO | 80.1 | 93 | 10.7 | 109 | -16 | 4 | 37 | Watchlist | null | High urgency from PM |
X008379 | 2025-12-06 14:22:07 | TSLA | Buy | 30,744 | 174.77 | 5,373,128.88 | 1.7 | 0.096 | High | 5.5 | 32 | -31.3 | IEX>NYSE>NASDAQ | Adaptive | 4 | PO | 2.9 | 77 | 32 | 0.42 | Slip>Thresh | false | null | null | 0 | IEX>NYSE>NASDAQ | PO | 32.2 | 93 | 2.7 | 116 | 27 | 24 | 7 | null | null | Stable book; normal liquidity |
X008380 | 2025-11-03 14:32:36 | XLE | Sell | 27,654 | 170.71 | 4,720,814.34 | 3.5 | 0.099 | Low | 14.1 | 37 | 3.6 | NASDAQ>EDGX | Adaptive | 1 | LMT | 4.1 | 69 | 33 | 0.61 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX | LMT | 77.3 | 98 | 0 | 13 | -19 | -37 | -19 | NoShort | null | Venue switch reduced impact |
X008381 | 2025-10-30 13:05:03 | XLB | Sell | 54,634 | 74.74 | 4,083,345.16 | 1.3 | 0.139 | Medium | 22.1 | 27 | 4.1 | NYSE>BATS | TWAP | 2 | LMT | 6.2 | 83 | 25 | 0.74 | LiqDrop | false | null | null | 0 | NYSE>BATS | LMT | 73.5 | 93 | 7 | 91 | 50 | -38 | -22 | null | null | Paused due to data glitch |
X008382 | 2025-12-20 12:09:36 | DIS | Sell | 14,907 | 241.36 | 3,597,953.52 | 2.2 | 0.065 | Medium | 22.9 | 30 | 14.4 | EDGX>BATS>NYSE>ARCA>IEX | TWAP | 2 | LMT | 6.9 | 66 | 12 | 0.67 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 19 | EDGX>BATS>NYSE>ARCA>IEX | LMT>IOC | 46.1 | 89 | 11.2 | 102 | -17 | -33 | -5 | PositionLimitNear | null | Venue switch reduced impact |
X008383 | 2025-11-23 10:26:30 | HD | Sell | 57,962 | 330.9 | 19,179,625.8 | 2.7 | 0.225 | Low | 16.1 | 32 | -14.3 | NASDAQ>EDGX>IEX>BATS | Adaptive | 1 | LMT | 4.2 | 80 | 20 | 0.76 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX>IEX>BATS | LMT | 89.9 | 80 | 0 | 47 | 50 | -10 | -8 | null | null | Toxic prints; widened spread |
X008384 | 2025-11-10 10:43:53 | XLK | Buy | 92,543 | 43.91 | 4,063,563.13 | 1.5 | 0.26 | Medium | 4.5 | 29 | 27.8 | NASDAQ>ARCA>IEX>NYSE | POV | 5 | MKT | 3.5 | 120 | 35 | 0.6 | LiqDrop | false | null | null | 0 | NASDAQ>ARCA>IEX>NYSE | MKT | 24 | 98 | 4.2 | 148 | -10 | 0 | 21 | null | null | High urgency from PM |
X008385 | 2025-11-22 12:14:17 | CVX | Sell | 28,839 | 79.19 | 2,283,760.41 | 1.1 | 0.171 | Medium | 18.9 | 23 | 6.6 | ARCA>EDGX | TWAP | 2 | MKT | 6.5 | 72 | 19 | 0.46 | LiqDrop | false | null | null | 0 | ARCA>EDGX | MKT | 37.1 | 97 | 0 | 118 | 51 | 20 | 21 | null | null | Paused due to data glitch |
X008386 | 2025-11-30 10:48:03 | HYG | Buy | 18,072 | 75.16 | 1,358,291.52 | 1.1 | 0.099 | Medium | 21.2 | 11 | 26.4 | NASDAQ>EDGX>IEX | Adaptive | 3 | PO | 6.7 | 69 | 32 | 0.49 | Multi | false | null | null | 0 | NASDAQ>EDGX>IEX | PO | 35.6 | 100 | 0.5 | 61 | 43 | -38 | -18 | NoShort | null | Stable book; normal liquidity |
X008387 | 2025-10-28 12:37:10 | XLV | Buy | 14,713 | 100.87 | 1,484,100.31 | 1.7 | 0.041 | Ultra | 4.8 | 31 | -26.3 | IEX>NYSE>NASDAQ>EDGX | Adaptive | 2 | LMT | 1.9 | 66 | 34 | 0.65 | LiqDrop | false | null | null | 0 | IEX>NYSE>NASDAQ>EDGX | LMT | 64.8 | 87 | 0 | 53 | 25 | -26 | -21 | PositionLimitNear | null | High urgency from PM |
X008388 | 2025-11-04 14:33:58 | CVX | Sell | 2,429 | 345.38 | 838,928.02 | 1.4 | 0.014 | Ultra | 22.2 | 39 | 12.9 | NASDAQ>IEX>ARCA>NYSE | TWAP | 2 | MKT | 7.6 | 61 | 33 | 0.53 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX>ARCA>NYSE | MKT | 74.2 | 99 | 8.9 | 72 | -8 | 15 | 40 | null | null | Stable book; normal liquidity |
X008389 | 2025-12-10 11:31:56 | XLY | Sell | 5,515 | 227.22 | 1,253,118.3 | 1.6 | 0.023 | Ultra | 17.5 | 36 | 15.8 | NYSE>BATS>NASDAQ | POV | 4 | LMT | 6.9 | 63 | 14 | 0.84 | LiqDrop | true | LiquidityDrop | Pause | 21 | NYSE>BATS>NASDAQ | LMT>PO | 0.6 | 90 | 8.4 | 70 | 13 | -20 | 9 | null | null | Venue switch reduced impact |
X008390 | 2025-11-20 13:09:28 | CSCO | Sell | 53,248 | 267.15 | 14,225,203.2 | 3.7 | 0.134 | Medium | 6.5 | 34 | -10.7 | ARCA>IEX>NYSE | VWAP | 2 | PO | 3.7 | 82 | 27 | 0.62 | Multi | false | null | null | 0 | ARCA>IEX>NYSE | PO | 91.5 | 98 | 0 | 51 | 34 | 1 | -25 | null | Throttle | Toxic prints; widened spread |
X008391 | 2025-11-03 11:12:07 | CVX | Sell | 18,137 | 303.93 | 5,512,378.41 | 0.7 | 0.108 | High | 17.5 | 22 | -27.3 | NASDAQ>EDGX | Adaptive | 2 | MKT | 5.2 | 67 | 18 | 0.66 | Slip>Thresh | false | null | null | 0 | NASDAQ>EDGX | MKT | 43 | 100 | 14.1 | 68 | 1 | -28 | 5 | null | Unknown | Venue switch reduced impact |
X008392 | 2025-11-11 15:38:20 | NFLX | Sell | 14,984 | 311.88 | 4,673,209.92 | 4.4 | 0.143 | Low | 23.6 | 27 | -23.6 | NASDAQ>NYSE>ARCA | TWAP | 1 | LMT | 7.1 | 65 | 30 | 0.61 | Multi | false | null | null | 0 | NASDAQ>NYSE>ARCA | LMT | 11.6 | 71 | 13.7 | 130 | -14 | -15 | -15 | Watchlist | null | High urgency from PM |
X008393 | 2025-11-20 13:30:05 | VZ | Buy | 121,749 | 188.25 | 22,919,249.25 | 3.5 | 1.041 | Low | 15.8 | 9 | 9.9 | IEX>ARCA | POV | 1 | LMT | 5.5 | 102 | 21 | 0.73 | Slip>Thresh | false | null | null | 0 | IEX>ARCA | LMT | 51.2 | 90 | 1 | 52 | 55 | 30 | 32 | PositionLimitNear | null | Toxic prints; widened spread |
X008394 | 2025-11-22 12:00:19 | IWM | Sell | 81,401 | 199.85 | 16,267,989.85 | 1.3 | 0.112 | Medium | 13 | 10 | 26.3 | NYSE>IEX>ARCA>NASDAQ | IS | 5 | LMT | 6.4 | 112 | 29 | 0.8 | LiqDrop | true | LiquidityDrop | Cross | 15 | NYSE>IEX>ARCA>NASDAQ | LMT>PO | 14.3 | 88 | 0 | 120 | -6 | 15 | 17 | null | null | High urgency from PM |
X008395 | 2025-10-29 14:48:50 | IEF | Buy | 41,144 | 97.92 | 4,028,820.48 | 2.8 | 0.156 | Low | 10.9 | 19 | 21.5 | NYSE>EDGX | POV | 4 | LMT | 5.6 | 83 | 29 | 0.47 | Multi | false | null | null | 0 | NYSE>EDGX | LMT | 6.6 | 97 | 2.6 | 50 | -10 | -8 | 29 | null | null | Venue switch reduced impact |
X008396 | 2025-10-30 13:34:56 | XLY | Sell | 94,055 | 129.92 | 12,219,625.6 | 1.9 | 0.392 | Low | 9.9 | 30 | -19.8 | EDGX>NASDAQ>BATS>NYSE | IS | 5 | MKT | 7 | 121 | 17 | 0.56 | LiqDrop | false | null | null | 0 | EDGX>NASDAQ>BATS>NYSE | MKT | 71.5 | 91 | 13.4 | 79 | 14 | -5 | -33 | null | null | High urgency from PM |
X008397 | 2025-11-05 09:49:33 | HD | Sell | 103,383 | 260.47 | 26,928,170.01 | 2.3 | 0.401 | Low | 21.8 | 30 | 1.9 | IEX>BATS>EDGX | Adaptive | 2 | LMT | 6.1 | 103 | 31 | 0.73 | LiqDrop | false | null | null | 0 | IEX>BATS>EDGX | LMT | 21.2 | 96 | 7.5 | 27 | 9 | -40 | 40 | null | null | Stable book; normal liquidity |
X008398 | 2025-12-14 15:11:49 | LQD | Sell | 43,289 | 109.05 | 4,720,665.45 | 0.8 | 0.213 | Ultra | 4.5 | 27 | 12.4 | NYSE>ARCA>NASDAQ>EDGX | TWAP | 2 | MKT | 1.9 | 78 | 26 | 0.81 | ToxicitySpike | false | null | null | 0 | NYSE>ARCA>NASDAQ>EDGX | MKT | 52.2 | 94 | 3.8 | 44 | 25 | -40 | -36 | NoShort | null | Venue switch reduced impact |
X008399 | 2025-11-02 13:30:41 | QQQ | Sell | 9,011 | 395.02 | 3,559,525.22 | 0.6 | 0.029 | Ultra | 6.8 | 19 | 24.7 | EDGX>IEX>NASDAQ | Adaptive | 2 | IOC | 2.1 | 63 | 21 | 0.53 | ToxicitySpike | false | null | null | 0 | EDGX>IEX>NASDAQ | IOC | 63.9 | 96 | 0 | 58 | 54 | -20 | 28 | null | null | Venue switch reduced impact |
X008400 | 2025-11-01 15:23:41 | XLF | Sell | 26,418 | 45.18 | 1,193,565.24 | 3 | 0.072 | Medium | 8.6 | 38 | -8.8 | BATS>ARCA>EDGX>NYSE | IS | 4 | PO | 6 | 75 | 24 | 0.79 | LiqDrop | false | null | null | 0 | BATS>ARCA>EDGX>NYSE | PO | 26.9 | 98 | 8.8 | 36 | 15 | -1 | 0 | null | null | Toxic prints; widened spread |
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