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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X008401 | 2025-11-04 09:35:25 | GOOGL | Buy | 165,753 | 271.8 | 45,051,665.4 | 1.4 | 0.494 | Low | 20.1 | 10 | 17.8 | NYSE>BATS | TWAP | 3 | LMT | 6.7 | 142 | 22 | 0.46 | LiqDrop | false | null | null | 0 | NYSE>BATS | LMT | 10.4 | 94 | 14.9 | 104 | -7 | -19 | 29 | null | VenueReject | Toxic prints; widened spread |
X008402 | 2025-12-16 13:28:22 | XLY | Buy | 29,595 | 141.08 | 4,175,262.6 | 1.4 | 0.123 | Medium | 19.4 | 7 | 22.8 | ARCA>NYSE>IEX>EDGX | VWAP | 1 | LMT | 4.6 | 70 | 34 | 0.56 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>IEX>EDGX | LMT | 87.7 | 84 | 1 | 113 | 21 | -8 | -9 | PositionLimitNear | null | Venue switch reduced impact |
X008403 | 2025-12-24 11:39:45 | GOOGL | Buy | 47,453 | 60.67 | 2,878,973.51 | 1.6 | 0.141 | High | 4.9 | 9 | -31.8 | NYSE>EDGX>BATS>NASDAQ>IEX | Adaptive | 2 | LMT | 1.9 | 80 | 21 | 0.46 | Multi | false | null | null | 0 | NYSE>EDGX>BATS>NASDAQ>IEX | LMT | 95.3 | 82 | 0.1 | 80 | 16 | 23 | 0 | null | null | Toxic prints; widened spread |
X008404 | 2025-12-18 15:01:45 | HYG | Sell | 84,352 | 77.92 | 6,572,707.84 | 1.3 | 0.463 | Low | 9.8 | 38 | -26.4 | ARCA>EDGX>BATS | TWAP | 3 | MKT | 4.5 | 102 | 34 | 0.65 | LiqDrop | false | null | null | 0 | ARCA>EDGX>BATS | MKT | 0.1 | 93 | 3 | 10 | -20 | -3 | -14 | null | null | Stable book; normal liquidity |
X008405 | 2025-11-19 13:57:34 | KO | Sell | 3,947 | 126.87 | 500,755.89 | 2.4 | 0.098 | High | 5.3 | 34 | -32.5 | EDGX>NYSE>ARCA>IEX | Adaptive | 3 | LMT | 2.6 | 61 | 25 | 0.8 | ToxicitySpike | false | null | null | 0 | EDGX>NYSE>ARCA>IEX | LMT | 71.2 | 86 | 3.5 | 85 | 32 | -17 | -1 | PositionLimitNear | null | High urgency from PM |
X008406 | 2025-12-03 11:22:20 | SPY | Buy | 58,995 | 487.5 | 28,760,062.5 | 1.7 | 0.08 | Ultra | 3.9 | 5 | 3.7 | NASDAQ>EDGX | TWAP | 3 | MKT | 2.6 | 89 | 18 | 0.44 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX | MKT | 21.6 | 91 | 0 | 89 | 59 | 1 | -1 | null | null | Venue switch reduced impact |
X008407 | 2025-12-25 09:58:55 | IEF | Sell | 35,416 | 94.04 | 3,330,520.64 | 3.3 | 0.134 | Medium | 6.2 | 27 | -2.9 | IEX>NYSE>EDGX | POV | 5 | LMT | 4.8 | 83 | 35 | 0.58 | Slip>Thresh | false | null | null | 0 | IEX>NYSE>EDGX | LMT | 36.3 | 100 | 21 | 62 | -10 | -12 | -35 | null | null | Venue switch reduced impact |
X008408 | 2025-12-01 09:35:28 | TSLA | Sell | 4,071 | 200.26 | 815,258.46 | 1.3 | 0.013 | Ultra | 18.1 | 8 | -30.3 | BATS>EDGX>NYSE | TWAP | 2 | MKT | 6.3 | 61 | 28 | 0.5 | Multi | false | null | null | 0 | BATS>EDGX>NYSE | MKT | 72.1 | 89 | 9.9 | 26 | 0 | -20 | -20 | null | null | Stable book; normal liquidity |
X008409 | 2025-11-04 10:57:52 | MA | Sell | 13,453 | 95.76 | 1,288,259.28 | 1.5 | 0.057 | Medium | 23.7 | 9 | 22 | ARCA>NYSE | TWAP | 2 | LMT | 6.7 | 65 | 29 | 0.7 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 26 | ARCA>NYSE | LMT>IOC | 10.3 | 99 | 10.9 | 104 | -12 | 15 | 4 | null | null | Paused due to data glitch |
X008410 | 2025-11-02 11:33:51 | XOM | Buy | 40,888 | 194.99 | 7,972,751.12 | 4.4 | 0.374 | Low | 7 | 16 | -30 | NASDAQ>EDGX | TWAP | 2 | LMT | 4.1 | 77 | 21 | 0.67 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX | LMT | 70.5 | 98 | 0 | 49 | 17 | -34 | 4 | PositionLimitNear | null | Stable book; normal liquidity |
X008411 | 2025-12-18 13:19:55 | LQD | Buy | 14,122 | 107.71 | 1,521,080.62 | 1.4 | 0.07 | Medium | 17.2 | 38 | 20.8 | NYSE>ARCA>NASDAQ>IEX | VWAP | 3 | PO | 6 | 67 | 22 | 0.65 | ToxicitySpike | false | null | null | 0 | NYSE>ARCA>NASDAQ>IEX | PO | 15.3 | 96 | 6 | 83 | -16 | 0 | -17 | NoShort | null | Stable book; normal liquidity |
X008412 | 2025-11-12 09:35:12 | PEP | Buy | 24,792 | 219.65 | 5,445,562.8 | 3.2 | 0.078 | Medium | 13.3 | 12 | 18 | ARCA>IEX>NASDAQ>BATS>EDGX | IS | 4 | MKT | 8.8 | 74 | 24 | 0.51 | LiqDrop | false | null | null | 0 | ARCA>IEX>NASDAQ>BATS>EDGX | MKT | 90 | 94 | 23.3 | 129 | 54 | -12 | 24 | null | null | Paused due to data glitch |
X008413 | 2025-12-25 13:14:27 | TSLA | Buy | 68,105 | 46.29 | 3,152,580.45 | 1.9 | 0.212 | Low | 20.5 | 36 | -3.8 | ARCA>NYSE | IS | 4 | LMT | 9 | 99 | 27 | 0.5 | Multi | false | null | null | 0 | ARCA>NYSE | LMT | 44.9 | 96 | 11 | 18 | 45 | -23 | 16 | Watchlist | null | Stable book; normal liquidity |
X008414 | 2025-11-29 15:33:11 | XLU | Sell | 1,398 | 175.82 | 245,796.36 | 2.3 | 0.004 | Ultra | 20.1 | 38 | -24.9 | IEX>NASDAQ>EDGX>ARCA | IS | 5 | LMT | 10 | 60 | 17 | 0.52 | LiqDrop | true | LiquidityDrop | VenueSwitch | 26 | IEX>NASDAQ>EDGX>ARCA | LMT>MKT | 23.3 | 62 | 7.5 | 103 | 19 | -23 | 19 | PositionLimitNear | null | Venue switch reduced impact |
X008415 | 2025-11-05 11:12:11 | XLV | Sell | 38,593 | 38.91 | 1,501,653.63 | 1.7 | 0.108 | High | 5 | 34 | 17.4 | NYSE>ARCA>BATS>IEX | TWAP | 2 | LMT | 2.1 | 76 | 15 | 0.57 | ToxicitySpike | false | null | null | 0 | NYSE>ARCA>BATS>IEX | LMT | 16.6 | 90 | 0 | 113 | -1 | -27 | 10 | null | null | Stable book; normal liquidity |
X008416 | 2025-12-03 10:08:43 | XLK | Buy | 8,400 | 168.53 | 1,415,652 | 1.9 | 0.024 | Ultra | 18.4 | 31 | 25.7 | BATS>EDGX>NYSE>ARCA>IEX | TWAP | 3 | LMT | 6.3 | 64 | 20 | 0.64 | LiqDrop | false | null | null | 0 | BATS>EDGX>NYSE>ARCA>IEX | LMT | 47.9 | 96 | 3.7 | 56 | 46 | 28 | -21 | null | null | Stable book; normal liquidity |
X008417 | 2025-11-19 11:02:10 | CVX | Sell | 18,080 | 80.39 | 1,453,451.2 | 1.4 | 0.107 | Medium | 24.7 | 27 | -15.4 | IEX>ARCA>EDGX>BATS | IS | 5 | IOC | 13 | 71 | 20 | 0.76 | Slip>Thresh | false | null | null | 0 | IEX>ARCA>EDGX>BATS | IOC | 44.7 | 89 | 0 | 104 | 15 | -10 | 22 | null | null | Toxic prints; widened spread |
X008418 | 2025-12-22 09:35:16 | TLT | Sell | 66,843 | 90.68 | 6,061,323.24 | 3.5 | 0.244 | Low | 12.3 | 11 | 20.1 | NASDAQ>BATS>EDGX>ARCA>NYSE | Adaptive | 3 | MKT | 6.1 | 93 | 16 | 0.58 | ToxicitySpike | false | null | null | 0 | NASDAQ>BATS>EDGX>ARCA>NYSE | MKT | 18.3 | 89 | 1.5 | 139 | 55 | -17 | -10 | null | null | Toxic prints; widened spread |
X008419 | 2025-11-11 13:30:20 | IEF | Sell | 14,433 | 99.9 | 1,441,856.7 | 2.5 | 0.055 | Medium | 23.7 | 15 | -19.5 | IEX>EDGX | Adaptive | 2 | PO | 7.2 | 66 | 27 | 0.85 | Slip>Thresh | false | null | null | 0 | IEX>EDGX | PO | 9.5 | 99 | 5.5 | 105 | -7 | -6 | 29 | null | null | High urgency from PM |
X008420 | 2025-12-06 11:13:11 | XLV | Sell | 24,594 | 231.56 | 5,694,986.64 | 1.4 | 0.069 | High | 14.6 | 32 | -14.9 | ARCA>BATS>NYSE | IS | 5 | LMT | 7.1 | 75 | 23 | 0.64 | Slip>Thresh | false | null | null | 0 | ARCA>BATS>NYSE | LMT | 79.6 | 100 | 0 | 158 | 3 | -2 | -28 | null | null | Paused due to data glitch |
X008421 | 2025-10-28 13:09:24 | INTC | Buy | 4,009 | 41.2 | 165,170.8 | 0.7 | 0.191 | Low | 33.4 | 28 | -27.4 | IEX>BATS>ARCA>NYSE | TWAP | 2 | LMT | 8.8 | 61 | 17 | 0.84 | Multi | true | MultiTrigger | AlgoSwitch | 13 | IEX>BATS>ARCA>NYSE | LMT>MKT | 75 | 91 | 17.9 | 9 | 58 | 14 | -26 | null | null | Paused due to data glitch |
X008422 | 2025-11-26 09:50:21 | XLV | Sell | 38,055 | 295.01 | 11,226,605.55 | 1.3 | 0.107 | High | 8.8 | 27 | -24.3 | ARCA>NASDAQ | TWAP | 3 | MKT | 4 | 79 | 26 | 0.63 | Multi | false | null | null | 0 | ARCA>NASDAQ | MKT | 59.5 | 90 | 7.2 | 33 | 3 | 1 | -3 | null | null | Toxic prints; widened spread |
X008423 | 2025-11-10 09:42:06 | GOOGL | Buy | 154,457 | 323.65 | 49,990,008.05 | 1.5 | 0.46 | Low | 23.3 | 39 | -28.2 | NASDAQ>IEX>ARCA>EDGX | IS | 5 | MKT | 13.2 | 160 | 32 | 0.77 | LiqDrop | false | null | null | 0 | NASDAQ>IEX>ARCA>EDGX | MKT | 44.2 | 94 | 7.5 | 163 | 18 | -26 | -36 | null | null | Venue switch reduced impact |
X008424 | 2025-11-23 09:35:42 | KO | Sell | 3,308 | 123.03 | 406,983.24 | 2 | 0.082 | Medium | 19.5 | 14 | -21.3 | NASDAQ>IEX>NYSE>ARCA | TWAP | 3 | MKT | 8.1 | 61 | 22 | 0.42 | LiqDrop | false | null | null | 0 | NASDAQ>IEX>NYSE>ARCA | MKT | 55.3 | 88 | 0 | 93 | -13 | 22 | 33 | null | null | High urgency from PM |
X008425 | 2025-10-27 09:35:52 | UNH | Buy | 70,499 | 72.98 | 5,145,017.02 | 1.8 | 0.31 | Low | 10.5 | 25 | -2.3 | IEX>NASDAQ>EDGX>BATS>ARCA | VWAP | 1 | MKT | 3.6 | 84 | 27 | 0.72 | Multi | true | MultiTrigger | AlgoSwitch | 34 | IEX>NASDAQ>EDGX>BATS>ARCA | MKT>IOC | 97.8 | 97 | 4.5 | 147 | 2 | 12 | 0 | null | null | Paused due to data glitch |
X008426 | 2025-12-24 13:39:14 | CSCO | Sell | 27,213 | 170.19 | 4,631,380.47 | 3.6 | 0.068 | Low | 18.5 | 28 | -6.9 | NYSE>EDGX>IEX>NASDAQ>BATS | TWAP | 3 | MKT | 8.9 | 73 | 12 | 0.5 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX>IEX>NASDAQ>BATS | MKT | 18.6 | 89 | 0 | 62 | 8 | 21 | -29 | null | null | Venue switch reduced impact |
X008427 | 2025-11-03 12:34:50 | IWM | Sell | 370,234 | 191.12 | 70,759,122.08 | 1.8 | 0.511 | Low | 11.9 | 25 | 26.8 | NASDAQ>BATS>EDGX>ARCA>NYSE | Adaptive | 4 | LMT | 4.6 | 272 | 22 | 0.81 | Multi | false | null | null | 0 | NASDAQ>BATS>EDGX>ARCA>NYSE | LMT | 27.7 | 71 | 0 | 215 | -16 | -10 | -20 | null | null | Paused due to data glitch |
X008428 | 2025-11-29 13:16:18 | BRK.B | Buy | 11,064 | 253.51 | 2,804,834.64 | 3 | 0.05 | Medium | 22.6 | 37 | -17.8 | EDGX>IEX | TWAP | 1 | LMT | 6.2 | 63 | 20 | 0.55 | ToxicitySpike | false | null | null | 0 | EDGX>IEX | LMT | 33 | 90 | 3 | 65 | 51 | -20 | -3 | NoShort | null | Toxic prints; widened spread |
X008429 | 2025-11-22 13:42:53 | PEP | Sell | 28,180 | 262.13 | 7,386,823.4 | 4.6 | 0.089 | Low | 24.9 | 24 | 5.8 | NASDAQ>IEX | TWAP | 1 | LMT | 7.4 | 69 | 32 | 0.44 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 16 | NASDAQ>IEX | LMT>PO | 14.8 | 89 | 4.8 | 132 | 38 | -21 | 40 | null | null | Toxic prints; widened spread |
X008430 | 2025-12-17 12:04:38 | PFE | Sell | 37,741 | 230.76 | 8,709,113.16 | 1.7 | 0.103 | High | 6.8 | 37 | -26.6 | ARCA>NYSE | VWAP | 1 | LMT | 2.1 | 73 | 22 | 0.43 | LiqDrop | false | null | null | 0 | ARCA>NYSE | LMT | 60.8 | 91 | 1.9 | 25 | -8 | 13 | 36 | null | null | High urgency from PM |
X008431 | 2025-11-26 15:55:48 | XLV | Buy | 20,915 | 20.71 | 433,149.65 | 1.3 | 0.059 | Medium | 23.3 | 36 | -15.5 | NASDAQ>NYSE>BATS>ARCA | TWAP | 3 | IOC | 8.6 | 70 | 33 | 0.84 | Multi | false | null | null | 0 | NASDAQ>NYSE>BATS>ARCA | IOC | 13.9 | 87 | 17.3 | 29 | 5 | -36 | 13 | null | null | Venue switch reduced impact |
X008432 | 2025-11-16 15:52:54 | XLP | Buy | 23,076 | 292.58 | 6,751,576.08 | 2.6 | 0.08 | Low | 20.4 | 9 | -13.3 | NASDAQ>ARCA>BATS | POV | 5 | MKT | 11.5 | 74 | 33 | 0.64 | LiqDrop | false | null | null | 0 | NASDAQ>ARCA>BATS | MKT | 73.3 | 87 | 38.9 | 82 | -8 | -1 | 33 | null | null | Toxic prints; widened spread |
X008433 | 2025-12-18 14:25:14 | XOM | Buy | 3,688 | 258.89 | 954,786.32 | 3.3 | 0.034 | High | 8.8 | 10 | 23.6 | IEX>NASDAQ | TWAP | 1 | MKT | 4 | 61 | 34 | 0.74 | Multi | false | null | null | 0 | IEX>NASDAQ | MKT | 72.6 | 92 | 0.5 | 104 | 47 | -17 | -25 | null | null | Paused due to data glitch |
X008434 | 2025-11-10 13:38:21 | XLE | Sell | 24,454 | 283.06 | 6,921,949.24 | 3.5 | 0.088 | Medium | 11.4 | 18 | 32.6 | EDGX>IEX | Adaptive | 2 | MKT | 5.1 | 70 | 24 | 0.72 | Multi | false | null | null | 0 | EDGX>IEX | MKT | 23.1 | 86 | 0 | 113 | 37 | -16 | -33 | null | null | High urgency from PM |
X008435 | 2025-11-04 10:01:27 | BA | Buy | 38,354 | 248.35 | 9,525,215.9 | 2.7 | 0.128 | Low | 14.8 | 34 | 9.1 | NASDAQ>NYSE>ARCA>BATS | VWAP | 3 | LMT | 5.5 | 79 | 23 | 0.56 | Multi | false | null | null | 0 | NASDAQ>NYSE>ARCA>BATS | LMT | 20.8 | 93 | 8.4 | 149 | 0 | -3 | -27 | Watchlist | null | Stable book; normal liquidity |
X008436 | 2025-12-23 13:00:09 | IEF | Buy | 15,938 | 97.84 | 1,559,373.92 | 1.6 | 0.061 | High | 11.7 | 14 | 16.1 | NASDAQ>NYSE | TWAP | 3 | LMT | 4.3 | 67 | 19 | 0.52 | ToxicitySpike | false | null | null | 0 | NASDAQ>NYSE | LMT | 28 | 90 | 0 | 51 | 8 | 14 | -16 | null | null | Paused due to data glitch |
X008437 | 2025-11-14 12:56:12 | NFLX | Sell | 23,393 | 332.34 | 7,774,429.62 | 2.4 | 0.224 | Low | 14.2 | 37 | -18 | BATS>NASDAQ>NYSE | IS | 4 | MKT | 8.6 | 73 | 29 | 0.68 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 11 | BATS>NASDAQ>NYSE | MKT>PO | 86.2 | 92 | 4.7 | 89 | 60 | -4 | -29 | null | null | Paused due to data glitch |
X008438 | 2025-11-19 15:02:05 | JNJ | Buy | 58,730 | 216.71 | 12,727,378.3 | 3.3 | 0.216 | Low | 14.2 | 37 | 5.9 | EDGX>BATS | POV | 5 | PO | 8.6 | 98 | 25 | 0.84 | Multi | false | null | null | 0 | EDGX>BATS | PO | 8.4 | 98 | 0 | 212 | -17 | 4 | 3 | null | null | Toxic prints; widened spread |
X008439 | 2025-11-13 15:34:50 | JPM | Sell | 4,404 | 20.4 | 89,841.6 | 4.8 | 0.109 | Medium | 7.1 | 31 | 19.1 | IEX>NYSE>BATS | VWAP | 1 | LMT | 3.5 | 61 | 33 | 0.72 | ToxicitySpike | false | null | null | 0 | IEX>NYSE>BATS | LMT | 51.9 | 87 | 1 | 67 | -2 | 26 | 20 | NoShort | null | High urgency from PM |
X008440 | 2025-12-11 12:47:53 | IEF | Sell | 66,305 | 97.76 | 6,481,976.8 | 2.5 | 0.252 | Medium | 6.2 | 39 | -24.9 | IEX>NYSE | VWAP | 3 | MKT | 3.8 | 93 | 30 | 0.84 | ToxicitySpike | false | null | null | 0 | IEX>NYSE | MKT | 33.4 | 95 | 8.2 | 92 | 47 | 3 | 5 | NoShort | VenueReject | Stable book; normal liquidity |
X008441 | 2025-12-17 11:25:43 | INTC | Sell | 2,458 | 119.55 | 293,853.9 | 0.8 | 0.117 | Medium | 21.5 | 10 | -24.3 | IEX>EDGX | POV | 5 | MKT | 10.4 | 61 | 25 | 0.65 | Multi | false | null | null | 0 | IEX>EDGX | MKT | 64 | 100 | 11.4 | 85 | 42 | -15 | -22 | null | null | Paused due to data glitch |
X008442 | 2025-12-11 15:01:37 | CVX | Buy | 5,682 | 279.68 | 1,589,141.76 | 0.7 | 0.034 | Ultra | 5.3 | 12 | -8.6 | IEX>EDGX | TWAP | 3 | IOC | 2.2 | 62 | 21 | 0.67 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 11 | IEX>EDGX | IOC>LMT | 94.9 | 100 | 2.5 | 33 | 17 | -3 | -36 | null | null | Toxic prints; widened spread |
X008443 | 2025-10-31 09:59:01 | BAC | Sell | 55,433 | 187.98 | 10,420,295.34 | 1.5 | 0.151 | Medium | 14.4 | 7 | -10 | EDGX>NASDAQ>ARCA | TWAP | 1 | LMT | 3.8 | 79 | 35 | 0.65 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ>ARCA | LMT | 59.1 | 97 | 0 | 28 | 52 | 1 | 36 | null | null | Venue switch reduced impact |
X008444 | 2025-11-13 12:34:26 | NVDA | Sell | 3,746 | 40.14 | 150,364.44 | 1.4 | 0.097 | Low | 38.2 | 38 | -6 | BATS>NASDAQ | Adaptive | 2 | LMT | 9.3 | 61 | 22 | 0.49 | ToxicitySpike | false | null | null | 0 | BATS>NASDAQ | LMT | 24.7 | 98 | 5.5 | 108 | 28 | -18 | -35 | null | null | Venue switch reduced impact |
X008445 | 2025-11-19 11:11:25 | JNJ | Sell | 34,551 | 48.79 | 1,685,743.29 | 4.2 | 0.127 | Low | 8.6 | 28 | -0.9 | NASDAQ>EDGX | IS | 4 | MKT | 7.6 | 79 | 27 | 0.7 | Slip>Thresh | false | null | null | 0 | NASDAQ>EDGX | MKT | 23.8 | 92 | 8.5 | 172 | 16 | 1 | 28 | null | null | Toxic prints; widened spread |
X008446 | 2025-12-18 14:55:46 | GOOGL | Buy | 135,207 | 206.89 | 27,972,976.23 | 1.2 | 0.403 | Medium | 4.7 | 6 | -33.4 | IEX>EDGX>NYSE | TWAP | 1 | IOC | 1.9 | 107 | 35 | 0.61 | Multi | false | null | null | 0 | IEX>EDGX>NYSE | IOC | 24.5 | 100 | 3.5 | 152 | 13 | 29 | -12 | Watchlist | null | Stable book; normal liquidity |
X008447 | 2025-12-25 11:47:05 | QQQ | Sell | 264,148 | 426.25 | 112,593,085 | 0.6 | 0.837 | Low | 23.1 | 11 | -28 | NASDAQ>NYSE>BATS | Adaptive | 4 | MKT | 8.8 | 211 | 19 | 0.44 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE>BATS | MKT | 11.2 | 85 | 22.3 | 162 | 45 | -1 | 21 | null | null | High urgency from PM |
X008448 | 2025-12-15 14:33:53 | AMZN | Buy | 1,500 | 208.69 | 313,035 | 2.8 | 0.069 | Medium | 15.1 | 38 | -23.7 | NASDAQ>NYSE>IEX>ARCA>BATS | TWAP | 1 | LMT | 4.5 | 60 | 32 | 0.62 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE>IEX>ARCA>BATS | LMT | 78.5 | 100 | 2.7 | 39 | -5 | -37 | -3 | null | null | Paused due to data glitch |
X008449 | 2025-12-17 10:32:58 | KO | Buy | 6,412 | 205.07 | 1,314,908.84 | 2.6 | 0.16 | Low | 30.8 | 20 | -1.2 | NYSE>EDGX>NASDAQ | VWAP | 1 | LMT | 7.5 | 62 | 26 | 0.42 | LiqDrop | false | null | null | 0 | NYSE>EDGX>NASDAQ | LMT | 49 | 100 | 11.5 | 12 | 16 | 6 | -36 | Watchlist | null | High urgency from PM |
X008450 | 2025-10-28 11:58:29 | KO | Buy | 5,329 | 356.37 | 1,899,095.73 | 1.8 | 0.133 | Medium | 13.1 | 3 | 1.8 | IEX>BATS>NASDAQ>NYSE | Adaptive | 2 | IOC | 4.4 | 62 | 30 | 0.84 | Slip>Thresh | false | null | null | 0 | IEX>BATS>NASDAQ>NYSE | IOC | 93.7 | 100 | 5.4 | 27 | -4 | 15 | 27 | null | null | Venue switch reduced impact |
X008451 | 2025-12-11 12:59:43 | CVX | Sell | 15,270 | 120.29 | 1,836,828.3 | 1.2 | 0.091 | Ultra | 3 | 19 | 0.4 | EDGX>BATS>NYSE | VWAP | 2 | LMT | 1.3 | 66 | 15 | 0.58 | Multi | false | null | null | 0 | EDGX>BATS>NYSE | LMT | 18.7 | 91 | 2.3 | 78 | 56 | -18 | 17 | null | null | Paused due to data glitch |
X008452 | 2025-11-18 10:21:24 | SPY | Sell | 108,769 | 500.88 | 54,480,216.72 | 1.4 | 0.147 | Medium | 11.3 | 32 | -9.7 | BATS>ARCA | VWAP | 1 | LMT | 2.9 | 98 | 16 | 0.43 | LiqDrop | false | null | null | 0 | BATS>ARCA | LMT | 54.4 | 93 | 11.9 | 168 | -19 | 15 | -3 | null | null | Toxic prints; widened spread |
X008453 | 2025-12-13 12:04:52 | IWM | Sell | 50,527 | 197.73 | 9,990,703.71 | 1.7 | 0.07 | High | 7.1 | 16 | -31.8 | NASDAQ>EDGX>IEX>ARCA | TWAP | 1 | MKT | 2.8 | 77 | 15 | 0.58 | Slip>Thresh | false | null | null | 0 | NASDAQ>EDGX>IEX>ARCA | MKT | 60.4 | 91 | 9 | 88 | 23 | -9 | -12 | null | null | Toxic prints; widened spread |
X008454 | 2025-12-19 11:15:01 | PEP | Buy | 64,567 | 71.53 | 4,618,477.51 | 4.6 | 0.204 | Low | 24.9 | 31 | 23.8 | ARCA>BATS | VWAP | 3 | MKT | 11.3 | 92 | 22 | 0.8 | Slip>Thresh | false | null | null | 0 | ARCA>BATS | MKT | 80.6 | 85 | 4.3 | 103 | 50 | 16 | 5 | null | null | Venue switch reduced impact |
X008455 | 2025-12-02 13:46:14 | AMD | Buy | 33,898 | 244.31 | 8,281,620.38 | 1.4 | 0.946 | Low | 16.3 | 38 | 28.1 | NYSE>NASDAQ>EDGX | Adaptive | 5 | MKT | 7.8 | 82 | 32 | 0.62 | Multi | false | null | null | 0 | NYSE>NASDAQ>EDGX | MKT | 2.2 | 94 | 11.3 | 10 | 5 | 2 | 17 | null | null | Stable book; normal liquidity |
X008456 | 2025-12-19 09:35:44 | CVX | Buy | 11,471 | 255.42 | 2,929,922.82 | 0.7 | 0.068 | Ultra | 12.2 | 10 | 9.2 | NASDAQ>EDGX>ARCA>NYSE>IEX | TWAP | 3 | MKT | 4.7 | 65 | 20 | 0.79 | Slip>Thresh | false | null | null | 0 | NASDAQ>EDGX>ARCA>NYSE>IEX | MKT | 64 | 99 | 4.4 | 95 | -13 | -28 | -12 | null | null | Toxic prints; widened spread |
X008457 | 2025-12-20 09:56:37 | NFLX | Sell | 4,528 | 238.49 | 1,079,882.72 | 4 | 0.043 | High | 6.7 | 39 | -17.8 | EDGX>NASDAQ>NYSE>BATS | TWAP | 2 | PO | 4.1 | 61 | 19 | 0.44 | Multi | false | null | null | 0 | EDGX>NASDAQ>NYSE>BATS | PO | 90.5 | 95 | 0.6 | 58 | 33 | -40 | -4 | null | null | Venue switch reduced impact |
X008458 | 2025-11-09 14:09:35 | XLV | Buy | 93,556 | 303.22 | 28,368,050.32 | 1.2 | 0.263 | Low | 15.4 | 8 | 25.9 | BATS>ARCA | VWAP | 3 | LMT | 4.9 | 106 | 13 | 0.7 | Multi | false | null | null | 0 | BATS>ARCA | LMT | 37.4 | 90 | 0 | 104 | -13 | -39 | -1 | null | null | High urgency from PM |
X008459 | 2025-11-07 12:17:33 | BRK.B | Sell | 62,472 | 345.19 | 21,564,709.68 | 2 | 0.284 | Low | 11.5 | 35 | 8 | NASDAQ>EDGX>BATS>NYSE | VWAP | 1 | MKT | 4 | 81 | 18 | 0.71 | Multi | false | null | null | 0 | NASDAQ>EDGX>BATS>NYSE | MKT | 90.7 | 87 | 0.9 | 107 | 55 | 5 | 15 | null | null | Paused due to data glitch |
X008460 | 2025-11-25 14:41:28 | BA | Sell | 69,002 | 324.79 | 22,411,159.58 | 2.9 | 0.23 | Low | 23 | 35 | 13.7 | IEX>BATS>EDGX>ARCA | Adaptive | 3 | LMT | 7.5 | 94 | 12 | 0.58 | Slip>Thresh | false | null | null | 0 | IEX>BATS>EDGX>ARCA | LMT | 97.8 | 89 | 6.9 | 28 | 12 | -29 | 8 | NoShort | null | Paused due to data glitch |
X008461 | 2025-12-11 12:38:28 | NVDA | Buy | 2,884 | 328.37 | 947,019.08 | 1.2 | 0.075 | High | 15.1 | 6 | -24.1 | NASDAQ>NYSE>IEX>EDGX>ARCA | VWAP | 1 | LMT | 3.6 | 61 | 22 | 0.72 | Slip>Thresh | false | null | null | 0 | NASDAQ>NYSE>IEX>EDGX>ARCA | LMT | 22.5 | 93 | 1.5 | 45 | 43 | -18 | -30 | null | null | Paused due to data glitch |
X008462 | 2025-12-01 11:40:49 | WMT | Sell | 74,680 | 306.68 | 22,902,862.4 | 3.4 | 0.23 | Low | 22.1 | 18 | 33 | BATS>IEX>NYSE | IS | 5 | MKT | 14.4 | 108 | 21 | 0.78 | Slip>Thresh | false | null | null | 0 | BATS>IEX>NYSE | MKT | 75.5 | 92 | 6.1 | 85 | 35 | -8 | -12 | null | null | High urgency from PM |
X008463 | 2025-11-19 09:35:47 | XLP | Buy | 13,458 | 34.92 | 469,953.36 | 3.5 | 0.047 | Medium | 15.9 | 21 | -19.5 | EDGX>IEX>ARCA | Adaptive | 2 | MKT | 6.3 | 65 | 13 | 0.6 | Slip>Thresh | true | SlippageAboveThreshold | AlgoSwitch | 13 | EDGX>IEX>ARCA | MKT>IOC | 62.6 | 100 | 15.8 | 66 | -8 | -13 | -27 | NoShort | null | High urgency from PM |
X008464 | 2025-11-08 11:10:57 | QQQ | Sell | 5,997 | 409.49 | 2,455,711.53 | 0.7 | 0.019 | Ultra | 7 | 3 | 7.9 | ARCA>NYSE | Adaptive | 1 | PO | 1.8 | 62 | 30 | 0.56 | Multi | false | null | null | 0 | ARCA>NYSE | PO | 47.8 | 85 | 2.1 | 68 | 23 | 6 | -23 | Watchlist | null | Paused due to data glitch |
X008465 | 2025-11-16 15:22:38 | UNH | Sell | 14,546 | 142.39 | 2,071,204.94 | 2.1 | 0.064 | High | 9.4 | 31 | -14.5 | ARCA>BATS>NYSE>IEX>EDGX | VWAP | 1 | LMT | 2.8 | 65 | 18 | 0.49 | Multi | false | null | null | 0 | ARCA>BATS>NYSE>IEX>EDGX | LMT | 85.6 | 99 | 0 | 99 | 10 | -7 | -6 | null | null | Paused due to data glitch |
X008466 | 2025-11-07 12:27:49 | WMT | Sell | 96,493 | 277.41 | 26,768,123.13 | 3.8 | 0.297 | Low | 22.3 | 22 | -22.5 | NYSE>ARCA | POV | 4 | LMT | 10.2 | 115 | 34 | 0.56 | LiqDrop | false | null | null | 0 | NYSE>ARCA | LMT | 58.4 | 97 | 27.1 | 10 | 10 | -8 | 25 | NoShort | null | Stable book; normal liquidity |
X008467 | 2025-11-14 12:18:42 | XLV | Buy | 11,428 | 91.95 | 1,050,804.6 | 0.9 | 0.032 | Ultra | 21.1 | 7 | 11.6 | EDGX>BATS>NASDAQ>IEX>ARCA | TWAP | 2 | LMT | 5.8 | 64 | 23 | 0.82 | LiqDrop | false | null | null | 0 | EDGX>BATS>NASDAQ>IEX>ARCA | LMT | 73.2 | 91 | 5.1 | 21 | 35 | 9 | 24 | Watchlist | null | Venue switch reduced impact |
X008468 | 2025-12-20 12:05:06 | BRK.B | Sell | 44,117 | 179.98 | 7,940,177.66 | 2.2 | 0.201 | Low | 9.5 | 9 | 31.1 | EDGX>IEX>BATS>ARCA | VWAP | 2 | LMT | 3.4 | 78 | 34 | 0.69 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>BATS>ARCA | LMT | 31.8 | 97 | 4.9 | 64 | 39 | 30 | -2 | Watchlist | null | Venue switch reduced impact |
X008469 | 2025-11-15 10:29:09 | XLI | Buy | 641 | 78.55 | 50,350.55 | 3.6 | 0.029 | Low | 39 | 24 | -30 | IEX>ARCA>EDGX | VWAP | 1 | MKT | 11.5 | 60 | 28 | 0.63 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 24 | IEX>ARCA>EDGX | MKT>IOC | 96.9 | 87 | 10.1 | 97 | 60 | -11 | -17 | null | null | Toxic prints; widened spread |
X008470 | 2025-11-23 15:51:11 | AMD | Buy | 1,941 | 343.4 | 666,539.4 | 2.3 | 0.054 | Low | 39.3 | 18 | -10.3 | NASDAQ>NYSE>ARCA>BATS | IS | 5 | LMT | 17.9 | 61 | 14 | 0.76 | LiqDrop | true | LiquidityDrop | Pause | 19 | NASDAQ>NYSE>ARCA>BATS | LMT>PO | 70.2 | 87 | 22.7 | 105 | 14 | -19 | 22 | null | null | Toxic prints; widened spread |
X008471 | 2025-11-28 11:28:56 | XLK | Buy | 17,564 | 274.74 | 4,825,533.36 | 1.6 | 0.049 | Ultra | 5 | 37 | 25.2 | IEX>BATS | Adaptive | 3 | LMT | 2.1 | 68 | 13 | 0.5 | ToxicitySpike | false | null | null | 0 | IEX>BATS | LMT | 57.8 | 88 | 1.4 | 102 | 57 | 20 | -40 | PositionLimitNear | null | Toxic prints; widened spread |
X008472 | 2025-11-10 11:29:14 | IWM | Buy | 113,012 | 203.75 | 23,026,195 | 1.3 | 0.156 | Medium | 15.4 | 39 | -16.1 | NASDAQ>ARCA>EDGX | TWAP | 3 | LMT | 5.2 | 116 | 30 | 0.78 | LiqDrop | false | null | null | 0 | NASDAQ>ARCA>EDGX | LMT | 56.5 | 90 | 0 | 80 | 55 | -13 | 14 | null | null | High urgency from PM |
X008473 | 2025-11-11 13:27:13 | INTC | Buy | 10,198 | 316.45 | 3,227,157.1 | 0.9 | 0.486 | Low | 20.6 | 36 | 11.7 | NYSE>EDGX | POV | 4 | MKT | 9.4 | 65 | 33 | 0.66 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX | MKT | 70.5 | 90 | 15.7 | 117 | -18 | -21 | -24 | NoShort | null | High urgency from PM |
X008474 | 2025-10-28 14:38:26 | AMZN | Sell | 1,439 | 117.93 | 169,701.27 | 2.6 | 0.066 | Medium | 15.2 | 14 | -14.5 | BATS>NASDAQ>NYSE>IEX>EDGX | Adaptive | 5 | LMT | 6.5 | 60 | 12 | 0.46 | ToxicitySpike | false | null | null | 0 | BATS>NASDAQ>NYSE>IEX>EDGX | LMT | 74.3 | 99 | 12.3 | 29 | 20 | 30 | 8 | null | null | Stable book; normal liquidity |
X008475 | 2025-11-26 12:37:28 | XLP | Sell | 6,671 | 287.51 | 1,917,979.21 | 2.6 | 0.023 | Ultra | 3.8 | 15 | -22.9 | IEX>EDGX>ARCA>NASDAQ | POV | 5 | MKT | 4.1 | 64 | 30 | 0.81 | Slip>Thresh | false | null | null | 0 | IEX>EDGX>ARCA>NASDAQ | MKT | 36.9 | 93 | 4.7 | 67 | 60 | -26 | -39 | null | null | Venue switch reduced impact |
X008476 | 2025-10-29 10:14:28 | HYG | Sell | 41,016 | 74.32 | 3,048,309.12 | 1.7 | 0.225 | Medium | 6.4 | 27 | 4.9 | NYSE>BATS>NASDAQ | Adaptive | 2 | MKT | 2.8 | 77 | 20 | 0.74 | Slip>Thresh | false | null | null | 0 | NYSE>BATS>NASDAQ | MKT | 71.3 | 89 | 1.3 | 139 | 34 | 0 | 36 | null | null | Paused due to data glitch |
X008477 | 2025-11-05 09:35:36 | CSCO | Buy | 46,084 | 89.95 | 4,145,255.8 | 3.5 | 0.116 | Low | 11.8 | 29 | 25.7 | ARCA>EDGX>NYSE | TWAP | 2 | MKT | 5.8 | 79 | 13 | 0.84 | ToxicitySpike | false | null | null | 0 | ARCA>EDGX>NYSE | MKT | 18.7 | 86 | 0 | 10 | 27 | -17 | 10 | null | null | Venue switch reduced impact |
X008478 | 2025-12-06 14:11:15 | PEP | Buy | 7,645 | 51.01 | 389,971.45 | 2.9 | 0.024 | High | 22.9 | 34 | -17.3 | BATS>NYSE>ARCA>EDGX>IEX | VWAP | 2 | MKT | 8.3 | 63 | 17 | 0.53 | LiqDrop | false | null | null | 0 | BATS>NYSE>ARCA>EDGX>IEX | MKT | 37.9 | 97 | 3.5 | 70 | 44 | 22 | 40 | null | null | Stable book; normal liquidity |
X008479 | 2025-11-15 15:47:07 | CSCO | Buy | 7,077 | 78.37 | 554,624.49 | 2.9 | 0.018 | High | 20.5 | 10 | -7.6 | BATS>NYSE>EDGX>NASDAQ>IEX | TWAP | 1 | LMT | 5.7 | 62 | 24 | 0.64 | Multi | false | null | null | 0 | BATS>NYSE>EDGX>NASDAQ>IEX | LMT | 80 | 92 | 6 | 12 | 32 | -13 | 14 | null | null | High urgency from PM |
X008480 | 2025-11-03 12:06:23 | JNJ | Buy | 44,597 | 62.17 | 2,772,595.49 | 3.3 | 0.164 | Low | 8.7 | 25 | 2.9 | NASDAQ>EDGX>NYSE>IEX | TWAP | 2 | MKT | 4.7 | 78 | 17 | 0.48 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX>NYSE>IEX | MKT | 31.5 | 96 | 0 | 58 | 58 | -9 | -10 | null | null | Paused due to data glitch |
X008481 | 2025-12-21 12:53:23 | AAPL | Buy | 170,158 | 242.92 | 41,334,781.36 | 2.2 | 0.501 | Low | 14 | 38 | 12.2 | IEX>NASDAQ>ARCA | IS | 5 | MKT | 9.4 | 170 | 20 | 0.62 | Multi | false | null | null | 0 | IEX>NASDAQ>ARCA | MKT | 81.4 | 96 | 14.1 | 140 | 19 | 16 | -16 | null | null | Stable book; normal liquidity |
X008482 | 2025-12-14 11:52:39 | V | Sell | 7,601 | 331.07 | 2,516,463.07 | 3.4 | 0.099 | Low | 17.9 | 11 | -0.1 | IEX>EDGX>ARCA | IS | 5 | IOC | 11.7 | 64 | 18 | 0.66 | ToxicitySpike | false | null | null | 0 | IEX>EDGX>ARCA | IOC | 70.1 | 99 | 10.5 | 179 | 27 | -4 | 18 | null | null | Toxic prints; widened spread |
X008483 | 2025-12-18 09:35:29 | CVX | Sell | 18,715 | 281.65 | 5,271,079.75 | 0.7 | 0.111 | High | 12.1 | 30 | 33.3 | BATS>ARCA>NYSE>EDGX>NASDAQ | POV | 4 | LMT | 4.6 | 70 | 14 | 0.76 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 12 | BATS>ARCA>NYSE>EDGX>NASDAQ | LMT>PO | 76.3 | 98 | 17.8 | 47 | 43 | -14 | -11 | null | null | Venue switch reduced impact |
X008484 | 2025-11-15 13:26:22 | NFLX | Sell | 17,820 | 63.77 | 1,136,381.4 | 2.7 | 0.17 | Medium | 8 | 36 | -2.2 | EDGX>IEX | TWAP | 2 | MKT | 4.1 | 67 | 22 | 0.43 | LiqDrop | false | null | null | 0 | EDGX>IEX | MKT | 80.8 | 96 | 0 | 10 | 60 | -20 | -30 | PositionLimitNear | null | Toxic prints; widened spread |
X008485 | 2025-12-13 12:59:19 | GOOGL | Sell | 79,865 | 18.55 | 1,481,495.75 | 1.4 | 0.238 | Low | 18.8 | 24 | 17 | ARCA>NYSE>NASDAQ | TWAP | 1 | MKT | 5.7 | 87 | 12 | 0.7 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE>NASDAQ | MKT | 58.4 | 94 | 7.6 | 76 | -8 | -33 | -15 | null | null | Paused due to data glitch |
X008486 | 2025-12-19 15:10:33 | T | Sell | 6,894 | 323.57 | 2,230,691.58 | 4.1 | 0.057 | Low | 18.7 | 16 | -8.6 | NASDAQ>IEX>BATS | VWAP | 3 | LMT | 7.3 | 63 | 21 | 0.48 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX>BATS | LMT | 10.4 | 95 | 12.7 | 168 | 37 | 26 | -40 | Watchlist | null | Toxic prints; widened spread |
X008487 | 2025-11-15 09:35:54 | IEF | Buy | 26,927 | 98.88 | 2,662,541.76 | 2 | 0.102 | Medium | 14.3 | 33 | -18.1 | BATS>NASDAQ>IEX | VWAP | 1 | MKT | 4.6 | 69 | 21 | 0.61 | ToxicitySpike | false | null | null | 0 | BATS>NASDAQ>IEX | MKT | 53.2 | 94 | 0 | 60 | 0 | -38 | -4 | null | null | Stable book; normal liquidity |
X008488 | 2025-11-28 15:46:59 | BAC | Buy | 63,631 | 274.01 | 17,435,530.31 | 1 | 0.174 | Ultra | 4.4 | 15 | 9.6 | NYSE>BATS>ARCA>NASDAQ | POV | 4 | LMT | 2.2 | 96 | 17 | 0.53 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 21 | NYSE>BATS>ARCA>NASDAQ | LMT>MKT | 96.4 | 87 | 4.4 | 75 | 38 | 19 | -36 | Watchlist | null | Stable book; normal liquidity |
X008489 | 2025-11-30 15:14:05 | T | Sell | 30,627 | 260.01 | 7,963,326.27 | 2.7 | 0.255 | Low | 11.4 | 34 | 34.7 | NASDAQ>EDGX>ARCA>IEX>NYSE | VWAP | 1 | LMT | 3.5 | 70 | 28 | 0.57 | LiqDrop | true | LiquidityDrop | VenueSwitch | 29 | NASDAQ>EDGX>ARCA>IEX>NYSE | LMT>PO | 37.6 | 91 | 0 | 114 | -10 | -39 | -2 | null | null | High urgency from PM |
X008490 | 2025-12-25 12:23:53 | XOM | Buy | 16,727 | 202.98 | 3,395,246.46 | 2.7 | 0.153 | High | 3.7 | 12 | -18.8 | NYSE>IEX>NASDAQ>ARCA | Adaptive | 1 | LMT | 1.8 | 65 | 20 | 0.5 | ToxicitySpike | false | null | null | 0 | NYSE>IEX>NASDAQ>ARCA | LMT | 49.3 | 61 | 3 | 92 | 43 | 10 | 31 | null | null | Paused due to data glitch |
X008491 | 2025-11-09 15:02:40 | WMT | Buy | 27,277 | 259.78 | 7,086,019.06 | 2.5 | 0.084 | Low | 20.8 | 6 | -5.1 | IEX>ARCA>NASDAQ>EDGX>NYSE | Adaptive | 5 | PO | 9.1 | 77 | 17 | 0.57 | ToxicitySpike | false | null | null | 0 | IEX>ARCA>NASDAQ>EDGX>NYSE | PO | 18.6 | 90 | 2.2 | 103 | -20 | 13 | 29 | null | null | Paused due to data glitch |
X008492 | 2025-12-12 14:51:23 | MSFT | Buy | 48,051 | 162.59 | 7,812,612.09 | 3.4 | 0.255 | Low | 6.4 | 14 | -19.7 | EDGX>IEX>NASDAQ | Adaptive | 2 | MKT | 3.7 | 80 | 33 | 0.67 | ToxicitySpike | false | null | null | 0 | EDGX>IEX>NASDAQ | MKT | 21.8 | 88 | 13.2 | 90 | 50 | -20 | 26 | null | null | Toxic prints; widened spread |
X008493 | 2025-11-04 12:11:43 | KO | Sell | 34,444 | 303.75 | 10,462,365 | 2.3 | 0.857 | Low | 30.3 | 20 | -7.4 | BATS>NYSE>EDGX | VWAP | 3 | LMT | 9.8 | 77 | 33 | 0.42 | ToxicitySpike | false | null | null | 0 | BATS>NYSE>EDGX | LMT | 89.5 | 92 | 11.5 | 94 | 13 | -1 | 8 | PositionLimitNear | null | Stable book; normal liquidity |
X008494 | 2025-11-23 12:21:01 | BA | Buy | 28,441 | 91.93 | 2,614,581.13 | 2.7 | 0.095 | Low | 16.6 | 20 | 33.5 | EDGX>NASDAQ>IEX>NYSE>ARCA | POV | 4 | LMT | 7.4 | 76 | 23 | 0.4 | LiqDrop | false | null | null | 0 | EDGX>NASDAQ>IEX>NYSE>ARCA | LMT | 7.4 | 98 | 0 | 10 | 38 | -37 | -35 | Watchlist | null | Venue switch reduced impact |
X008495 | 2025-11-15 10:26:34 | HYG | Sell | 21,119 | 75.61 | 1,596,807.59 | 1.1 | 0.116 | Medium | 19.5 | 12 | -14.6 | NYSE>NASDAQ | VWAP | 3 | LMT | 5.9 | 70 | 23 | 0.71 | LiqDrop | true | LiquidityDrop | VenueSwitch | 10 | NYSE>NASDAQ | LMT>MKT | 29.8 | 99 | 22.2 | 116 | 5 | -21 | -5 | NoShort | null | High urgency from PM |
X008496 | 2025-12-22 09:54:14 | MA | Buy | 128,621 | 164 | 21,093,844 | 1.2 | 0.548 | Low | 21.7 | 31 | 21.1 | EDGX>ARCA>IEX | POV | 2 | MKT | 7.9 | 114 | 19 | 0.67 | LiqDrop | false | null | null | 0 | EDGX>ARCA>IEX | MKT | 63.4 | 89 | 4.8 | 65 | 9 | -4 | 25 | null | null | Stable book; normal liquidity |
X008497 | 2025-12-23 13:19:12 | LQD | Sell | 37,397 | 113.09 | 4,229,226.73 | 1.4 | 0.184 | Medium | 14.3 | 38 | -31.9 | NYSE>ARCA>BATS>EDGX>NASDAQ | TWAP | 1 | PO | 4.2 | 73 | 34 | 0.52 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 14 | NYSE>ARCA>BATS>EDGX>NASDAQ | PO>MKT | 83.5 | 99 | 7.6 | 55 | 15 | 20 | 34 | Watchlist | null | Venue switch reduced impact |
X008498 | 2025-11-09 13:30:13 | DIS | Buy | 1,326 | 326.38 | 432,779.88 | 1.5 | 0.006 | Ultra | 20.8 | 31 | -11.2 | BATS>NYSE>ARCA>EDGX>IEX | TWAP | 3 | PO | 7.5 | 60 | 12 | 0.77 | Slip>Thresh | false | null | null | 0 | BATS>NYSE>ARCA>EDGX>IEX | PO | 69.9 | 93 | 11.5 | 55 | 33 | -27 | 26 | NoShort | null | Paused due to data glitch |
X008499 | 2025-11-19 14:39:17 | XLP | Buy | 12,380 | 33.97 | 420,548.6 | 2.4 | 0.043 | High | 9.8 | 35 | -32.6 | EDGX>BATS>ARCA>NYSE | POV | 5 | MKT | 6.6 | 68 | 28 | 0.51 | LiqDrop | false | null | null | 0 | EDGX>BATS>ARCA>NYSE | MKT | 55.1 | 99 | 0 | 101 | -10 | -5 | -7 | null | null | Toxic prints; widened spread |
X008500 | 2025-11-15 11:28:06 | LQD | Sell | 46,965 | 108.28 | 5,085,370.2 | 1.3 | 0.231 | Low | 21.3 | 4 | 3 | NASDAQ>IEX | Adaptive | 5 | LMT | 7.7 | 90 | 25 | 0.49 | Multi | false | null | null | 0 | NASDAQ>IEX | LMT | 38.7 | 92 | 2.5 | 156 | -12 | 29 | -8 | null | null | Stable book; normal liquidity |
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