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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X008701 | 2025-11-19 10:20:22 | JPM | Sell | 1,309 | 237.95 | 311,476.55 | 3.7 | 0.032 | Medium | 28.7 | 35 | -29.3 | ARCA>IEX | TWAP | 1 | IOC | 9.1 | 60 | 23 | 0.58 | LiqDrop | false | null | null | 0 | ARCA>IEX | IOC | 90.2 | 85 | 6.3 | 34 | 9 | -17 | -18 | PositionLimitNear | null | High urgency from PM |
X008702 | 2025-12-15 12:41:41 | XLI | Buy | 434 | 37 | 16,058 | 3.9 | 0.02 | Medium | 21.7 | 30 | -33.5 | NYSE>ARCA>IEX | TWAP | 3 | MKT | 10.2 | 60 | 14 | 0.8 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 24 | NYSE>ARCA>IEX | MKT>PO | 9.7 | 92 | 11.4 | 83 | 12 | -29 | -36 | null | null | High urgency from PM |
X008703 | 2025-11-24 09:55:11 | NVDA | Sell | 1,917 | 60.4 | 115,786.8 | 1.8 | 0.05 | Ultra | 6.9 | 10 | 6.8 | NYSE>ARCA>EDGX | VWAP | 1 | LMT | 2.2 | 60 | 25 | 0.7 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA>EDGX | LMT | 24.4 | 88 | 7.3 | 33 | -1 | 23 | -8 | null | null | High urgency from PM |
X008704 | 2025-11-16 13:09:56 | XLP | Sell | 38,065 | 233.28 | 8,879,803.2 | 2.9 | 0.132 | Medium | 4.5 | 37 | 27.2 | EDGX>ARCA>BATS | TWAP | 3 | PO | 3.3 | 79 | 33 | 0.65 | Slip>Thresh | false | null | null | 0 | EDGX>ARCA>BATS | PO | 64.4 | 95 | 2.5 | 112 | -4 | 21 | -2 | null | null | High urgency from PM |
X008705 | 2025-11-30 10:12:44 | NVDA | Buy | 23,050 | 336.24 | 7,750,332 | 1.3 | 0.596 | Low | 36.1 | 28 | -8.4 | BATS>EDGX>NYSE>IEX>NASDAQ | POV | 3 | MKT | 14.3 | 71 | 33 | 0.73 | ToxicitySpike | false | null | null | 0 | BATS>EDGX>NYSE>IEX>NASDAQ | MKT | 35 | 93 | 43 | 23 | -1 | -34 | -30 | null | null | High urgency from PM |
X008706 | 2025-12-02 10:12:09 | XLK | Sell | 14,621 | 172.17 | 2,517,297.57 | 1 | 0.041 | High | 23.1 | 26 | -2.6 | BATS>NYSE | TWAP | 2 | LMT | 6.3 | 66 | 29 | 0.79 | Multi | false | null | null | 0 | BATS>NYSE | LMT | 10.2 | 94 | 8.7 | 35 | -4 | -30 | 18 | null | PriceBand | Stable book; normal liquidity |
X008707 | 2025-11-16 09:35:41 | XLY | Buy | 5,938 | 46.8 | 277,898.4 | 1.1 | 0.025 | Ultra | 13.6 | 5 | 7.9 | NASDAQ>IEX>ARCA>NYSE>BATS | Adaptive | 1 | LMT | 3.1 | 62 | 24 | 0.48 | LiqDrop | false | null | null | 0 | NASDAQ>IEX>ARCA>NYSE>BATS | LMT | 0.7 | 64 | 4.7 | 75 | 60 | -34 | 31 | null | null | Paused due to data glitch |
X008708 | 2025-11-22 13:30:04 | CVX | Buy | 9,148 | 338.8 | 3,099,342.4 | 1 | 0.054 | Ultra | 8.1 | 32 | 3.7 | IEX>NASDAQ>EDGX | TWAP | 1 | MKT | 2.7 | 63 | 14 | 0.48 | Multi | false | null | null | 0 | IEX>NASDAQ>EDGX | MKT | 71.5 | 95 | 1.8 | 72 | 44 | -38 | 34 | Watchlist | null | Venue switch reduced impact |
X008709 | 2025-11-08 09:40:27 | AAPL | Buy | 17,401 | 232.78 | 4,050,604.78 | 1.5 | 0.051 | Medium | 22.4 | 22 | 21 | EDGX>NYSE | VWAP | 1 | IOC | 6.1 | 66 | 14 | 0.47 | ToxicitySpike | false | null | null | 0 | EDGX>NYSE | IOC | 19.4 | 91 | 0 | 10 | 5 | 22 | -13 | null | null | Stable book; normal liquidity |
X008710 | 2025-11-01 12:20:00 | DIS | Sell | 21,343 | 330.31 | 7,049,806.33 | 1.4 | 0.093 | Medium | 24.4 | 12 | 1.8 | BATS>ARCA | VWAP | 2 | MKT | 7.9 | 69 | 16 | 0.82 | Slip>Thresh | false | null | null | 0 | BATS>ARCA | MKT | 81.2 | 99 | 0 | 70 | -2 | 14 | -2 | null | null | High urgency from PM |
X008711 | 2025-11-05 12:20:08 | T | Buy | 5,621 | 295.64 | 1,661,792.44 | 2.3 | 0.047 | High | 11.2 | 29 | -33.7 | IEX>NYSE>EDGX | Adaptive | 5 | PO | 5.6 | 63 | 20 | 0.61 | Slip>Thresh | false | null | null | 0 | IEX>NYSE>EDGX | PO | 90.2 | 86 | 0 | 30 | 59 | -39 | 1 | null | null | Paused due to data glitch |
X008712 | 2025-10-30 11:41:49 | T | Buy | 158,186 | 350.1 | 55,380,918.6 | 2.6 | 1.319 | Low | 24.2 | 18 | -1.3 | IEX>NYSE | Adaptive | 4 | LMT | 9 | 150 | 24 | 0.78 | Multi | false | null | null | 0 | IEX>NYSE | LMT | 80.4 | 88 | 0.5 | 40 | 18 | -16 | -20 | NoShort | null | Stable book; normal liquidity |
X008713 | 2025-11-12 14:23:11 | XLF | Sell | 89,563 | 146.25 | 13,098,588.75 | 2.3 | 0.245 | Low | 18.5 | 25 | -24.1 | BATS>EDGX | TWAP | 2 | MKT | 7.1 | 98 | 17 | 0.8 | Slip>Thresh | false | null | null | 0 | BATS>EDGX | MKT | 90.6 | 91 | 9.7 | 88 | 55 | 12 | 7 | null | null | Toxic prints; widened spread |
X008714 | 2025-12-15 09:35:03 | MA | Buy | 61,612 | 298.85 | 18,412,746.2 | 0.8 | 0.262 | Medium | 19 | 24 | 34.4 | NYSE>IEX>NASDAQ | Adaptive | 2 | LMT | 4.7 | 86 | 26 | 0.51 | Slip>Thresh | false | null | null | 0 | NYSE>IEX>NASDAQ | LMT | 31 | 67 | 2.8 | 58 | -7 | -2 | -13 | null | null | Stable book; normal liquidity |
X008715 | 2025-12-01 10:55:01 | DIS | Buy | 23,132 | 71.09 | 1,644,453.88 | 1.1 | 0.101 | High | 13.6 | 24 | 0.8 | BATS>IEX>NYSE | IS | 5 | LMT | 6.5 | 75 | 35 | 0.75 | Multi | false | null | null | 0 | BATS>IEX>NYSE | LMT | 43.3 | 89 | 10.3 | 115 | 1 | 21 | -18 | null | null | Venue switch reduced impact |
X008716 | 2025-12-02 15:39:12 | TSLA | Buy | 53,946 | 213.52 | 11,518,549.92 | 1.7 | 0.168 | Low | 24.1 | 11 | -2.8 | NYSE>EDGX>ARCA>IEX>NASDAQ | Adaptive | 4 | LMT | 8 | 91 | 16 | 0.63 | Multi | false | null | null | 0 | NYSE>EDGX>ARCA>IEX>NASDAQ | LMT | 87.1 | 96 | 7.9 | 122 | 7 | 4 | 0 | null | null | Venue switch reduced impact |
X008717 | 2025-11-02 09:55:57 | LQD | Sell | 25,574 | 114.05 | 2,916,714.7 | 0.9 | 0.126 | Medium | 22.4 | 9 | 0.3 | NASDAQ>BATS>EDGX | IS | 5 | IOC | 11.5 | 76 | 25 | 0.43 | Multi | false | null | null | 0 | NASDAQ>BATS>EDGX | IOC | 97.5 | 94 | 10.6 | 89 | 6 | 20 | -32 | null | null | Paused due to data glitch |
X008718 | 2025-12-21 13:42:38 | WMT | Buy | 64,624 | 244.5 | 15,800,568 | 3.8 | 0.199 | Low | 16.4 | 8 | -6.5 | IEX>BATS>EDGX>NYSE | IS | 5 | LMT | 9.9 | 102 | 33 | 0.83 | Multi | false | null | null | 0 | IEX>BATS>EDGX>NYSE | LMT | 52.3 | 90 | 0 | 76 | 45 | -22 | -13 | null | null | High urgency from PM |
X008719 | 2025-11-29 14:47:53 | XLU | Buy | 90,958 | 207.16 | 18,842,859.28 | 1.3 | 0.291 | Low | 14.1 | 9 | -14 | NASDAQ>BATS | Adaptive | 2 | MKT | 4.7 | 98 | 13 | 0.75 | Multi | false | null | null | 0 | NASDAQ>BATS | MKT | 55.4 | 90 | 5.5 | 139 | 36 | -38 | 22 | NoShort | null | Stable book; normal liquidity |
X008720 | 2025-12-18 12:42:05 | PFE | Buy | 182,948 | 78.98 | 14,449,233.04 | 1.5 | 0.497 | Low | 22.9 | 3 | 24.3 | IEX>BATS>NYSE | POV | 5 | MKT | 11.9 | 178 | 25 | 0.78 | ToxicitySpike | false | null | null | 0 | IEX>BATS>NYSE | MKT | 41.7 | 95 | 18.3 | 143 | 39 | 17 | 1 | Watchlist | null | Toxic prints; widened spread |
X008721 | 2025-12-18 10:20:36 | IEF | Sell | 12,861 | 102.59 | 1,319,409.99 | 3.3 | 0.049 | Medium | 22.2 | 19 | 12 | IEX>NASDAQ | VWAP | 1 | MKT | 7.2 | 64 | 27 | 0.76 | LiqDrop | true | LiquidityDrop | VenueSwitch | 21 | IEX>NASDAQ | MKT>PO | 59.3 | 95 | 5 | 95 | -18 | 17 | -16 | null | null | Stable book; normal liquidity |
X008722 | 2025-12-17 11:53:13 | PEP | Sell | 34,850 | 207.48 | 7,230,678 | 2.9 | 0.11 | Low | 24.3 | 24 | 16.4 | NASDAQ>IEX>EDGX | TWAP | 1 | MKT | 7.9 | 72 | 27 | 0.75 | Multi | false | null | null | 0 | NASDAQ>IEX>EDGX | MKT | 44.3 | 93 | 0 | 76 | 40 | -9 | -1 | null | null | Paused due to data glitch |
X008723 | 2025-11-10 14:26:05 | XLK | Sell | 120,447 | 255.77 | 30,806,729.19 | 1.6 | 0.338 | Low | 22.7 | 27 | 10.5 | ARCA>NYSE | VWAP | 1 | LMT | 5.4 | 102 | 18 | 0.64 | ToxicitySpike | false | null | null | 0 | ARCA>NYSE | LMT | 78.7 | 99 | 5.9 | 130 | 53 | 26 | 39 | PositionLimitNear | null | Toxic prints; widened spread |
X008724 | 2025-11-05 13:12:18 | NFLX | Sell | 77,367 | 79.41 | 6,143,713.47 | 4.1 | 0.739 | Low | 11.3 | 18 | -25.6 | ARCA>EDGX | VWAP | 3 | PO | 6.1 | 98 | 34 | 0.72 | Multi | false | null | null | 0 | ARCA>EDGX | PO | 30.1 | 99 | 13.5 | 123 | 11 | 13 | -22 | null | null | Paused due to data glitch |
X008725 | 2025-11-20 09:57:04 | AMD | Buy | 5,075 | 119.18 | 604,838.5 | 1.3 | 0.142 | Low | 26.8 | 35 | -21.2 | BATS>ARCA>NASDAQ | TWAP | 1 | LMT | 6.4 | 61 | 12 | 0.78 | LiqDrop | true | LiquidityDrop | VenueSwitch | 28 | BATS>ARCA>NASDAQ | LMT>IOC | 36.1 | 96 | 12 | 109 | 6 | 2 | 34 | null | null | Stable book; normal liquidity |
X008726 | 2025-11-25 09:35:06 | GOOGL | Buy | 124,201 | 223.05 | 27,703,033.05 | 1.4 | 0.37 | Low | 8.9 | 9 | 3.6 | BATS>IEX>EDGX | Adaptive | 5 | PO | 4.3 | 140 | 28 | 0.65 | Slip>Thresh | false | null | null | 0 | BATS>IEX>EDGX | PO | 45.9 | 90 | 2 | 210 | 19 | -7 | -38 | null | null | High urgency from PM |
X008727 | 2025-12-09 13:11:35 | JNJ | Sell | 26,760 | 305.37 | 8,171,701.2 | 5.1 | 0.098 | Low | 23.8 | 21 | 9.3 | ARCA>NASDAQ>BATS>EDGX | Adaptive | 2 | PO | 8.5 | 71 | 26 | 0.45 | Multi | false | null | null | 0 | ARCA>NASDAQ>BATS>EDGX | PO | 75.2 | 100 | 32.6 | 10 | 7 | 3 | 6 | null | null | Venue switch reduced impact |
X008728 | 2025-11-08 10:50:57 | WMT | Buy | 59,005 | 242.55 | 14,311,662.75 | 3.9 | 0.182 | Low | 15.7 | 11 | 26.2 | ARCA>EDGX | VWAP | 2 | MKT | 6.8 | 85 | 33 | 0.72 | LiqDrop | false | null | null | 0 | ARCA>EDGX | MKT | 87.1 | 97 | 0 | 89 | 31 | -32 | 13 | PositionLimitNear | null | Stable book; normal liquidity |
X008729 | 2025-12-10 13:55:50 | JNJ | Sell | 55,196 | 219.29 | 12,103,930.84 | 3.8 | 0.203 | Low | 22.5 | 5 | -10.4 | BATS>NYSE | VWAP | 3 | LMT | 8.2 | 87 | 26 | 0.57 | Multi | false | null | null | 0 | BATS>NYSE | LMT | 1.5 | 89 | 7.2 | 133 | 32 | 2 | 29 | null | null | Stable book; normal liquidity |
X008730 | 2025-12-01 12:05:25 | BAC | Buy | 52,803 | 148.66 | 7,849,693.98 | 1.8 | 0.144 | High | 5.1 | 23 | -31.8 | BATS>ARCA | Adaptive | 3 | LMT | 2.3 | 86 | 16 | 0.8 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 15 | BATS>ARCA | LMT>IOC | 99.9 | 96 | 3.1 | 54 | 35 | -8 | 14 | null | null | Toxic prints; widened spread |
X008731 | 2025-11-02 11:19:09 | LQD | Buy | 13,971 | 115.83 | 1,618,260.93 | 1.5 | 0.069 | Medium | 17.7 | 9 | -26.6 | IEX>ARCA>EDGX>BATS | TWAP | 1 | PO | 5 | 64 | 23 | 0.57 | ToxicitySpike | false | null | null | 0 | IEX>ARCA>EDGX>BATS | PO | 48.8 | 95 | 0 | 32 | 58 | 24 | 11 | null | null | High urgency from PM |
X008732 | 2025-11-28 14:54:52 | AAPL | Buy | 45,349 | 16.39 | 743,270.11 | 1.9 | 0.133 | Medium | 8.1 | 26 | 23.8 | BATS>NYSE>EDGX>IEX>NASDAQ | TWAP | 3 | MKT | 4.2 | 82 | 18 | 0.76 | Slip>Thresh | false | null | null | 0 | BATS>NYSE>EDGX>IEX>NASDAQ | MKT | 54.3 | 99 | 8.2 | 165 | 7 | -17 | 26 | NoShort | null | High urgency from PM |
X008733 | 2025-11-08 09:55:33 | XLB | Buy | 8,018 | 117.03 | 938,346.54 | 1.5 | 0.02 | Ultra | 21.2 | 15 | -7.9 | EDGX>NASDAQ | TWAP | 2 | LMT | 6.1 | 63 | 14 | 0.69 | Multi | false | null | null | 0 | EDGX>NASDAQ | LMT | 29.7 | 89 | 8.6 | 52 | 44 | -16 | -26 | null | null | Paused due to data glitch |
X008734 | 2025-12-20 13:08:10 | META | Buy | 49,698 | 150.97 | 7,502,907.06 | 1.5 | 0.139 | Medium | 8.2 | 39 | -13.9 | BATS>NYSE>IEX>ARCA>EDGX | Adaptive | 3 | IOC | 3.4 | 84 | 27 | 0.84 | LiqDrop | false | null | null | 0 | BATS>NYSE>IEX>ARCA>EDGX | IOC | 41 | 98 | 0.7 | 51 | 13 | -29 | 15 | null | null | Stable book; normal liquidity |
X008735 | 2025-11-04 10:50:39 | IWM | Sell | 30,567 | 193.08 | 5,901,876.36 | 0.8 | 0.042 | Ultra | 22.9 | 6 | 8.9 | ARCA>IEX | TWAP | 3 | LMT | 7 | 75 | 20 | 0.6 | LiqDrop | false | null | null | 0 | ARCA>IEX | LMT | 7.8 | 93 | 7.1 | 93 | -19 | -15 | -20 | null | null | Paused due to data glitch |
X008736 | 2025-10-30 09:35:39 | TSLA | Sell | 91,153 | 88.28 | 8,046,986.84 | 1.7 | 0.283 | Low | 14.6 | 16 | -16.9 | NASDAQ>IEX>ARCA>NYSE>BATS | TWAP | 3 | LMT | 5.2 | 105 | 20 | 0.84 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 13 | NASDAQ>IEX>ARCA>NYSE>BATS | LMT>PO | 93.9 | 92 | 4.3 | 33 | 57 | -5 | -10 | null | null | High urgency from PM |
X008737 | 2025-11-04 13:20:10 | V | Buy | 4,147 | 166.88 | 692,051.36 | 5.1 | 0.054 | High | 5.8 | 23 | 8.5 | NASDAQ>IEX>BATS>ARCA>NYSE | VWAP | 1 | MKT | 4 | 61 | 27 | 0.77 | Multi | false | null | null | 0 | NASDAQ>IEX>BATS>ARCA>NYSE | MKT | 28.7 | 85 | 11.7 | 10 | 60 | -31 | -6 | null | null | Paused due to data glitch |
X008738 | 2025-12-11 13:32:47 | DIS | Buy | 83,074 | 98.65 | 8,195,250.1 | 1.2 | 0.363 | Low | 22 | 12 | 8 | NYSE>EDGX>NASDAQ>IEX | Adaptive | 3 | LMT | 6.4 | 101 | 23 | 0.43 | ToxicitySpike | false | null | null | 0 | NYSE>EDGX>NASDAQ>IEX | LMT | 64.4 | 92 | 4.1 | 58 | 7 | -33 | 24 | Watchlist | null | Toxic prints; widened spread |
X008739 | 2025-12-09 10:38:36 | BAC | Sell | 21,076 | 167.45 | 3,529,176.2 | 1 | 0.057 | Ultra | 10.9 | 23 | 13.6 | EDGX>IEX>BATS>NYSE | VWAP | 1 | IOC | 3.1 | 67 | 31 | 0.46 | Multi | false | null | null | 0 | EDGX>IEX>BATS>NYSE | IOC | 93.5 | 92 | 16.3 | 81 | 10 | 7 | 13 | Watchlist | null | Stable book; normal liquidity |
X008740 | 2025-12-08 10:46:21 | JNJ | Buy | 33,859 | 149.28 | 5,054,471.52 | 4 | 0.124 | Low | 19.4 | 37 | 17.2 | EDGX>BATS>NYSE | TWAP | 2 | MKT | 8.4 | 74 | 24 | 0.46 | ToxicitySpike | false | null | null | 0 | EDGX>BATS>NYSE | MKT | 35.8 | 100 | 32.1 | 134 | 52 | -31 | 31 | null | null | Paused due to data glitch |
X008741 | 2025-12-08 13:05:03 | BRK.B | Buy | 28,098 | 264.12 | 7,421,243.76 | 2.1 | 0.128 | Medium | 10.4 | 22 | -11.5 | BATS>IEX>ARCA>NASDAQ | IS | 4 | MKT | 6.6 | 76 | 12 | 0.51 | Slip>Thresh | false | null | null | 0 | BATS>IEX>ARCA>NASDAQ | MKT | 49 | 99 | 6.7 | 10 | 39 | -25 | 27 | Watchlist | null | Paused due to data glitch |
X008742 | 2025-12-20 11:44:00 | INTC | Sell | 4,410 | 132.58 | 584,677.8 | 0.8 | 0.21 | Low | 37.7 | 33 | 24.8 | BATS>ARCA>EDGX>IEX>NASDAQ | POV | 4 | IOC | 15.4 | 62 | 22 | 0.48 | Multi | false | null | null | 0 | BATS>ARCA>EDGX>IEX>NASDAQ | IOC | 45.9 | 92 | 15.2 | 10 | 23 | -19 | 11 | null | null | High urgency from PM |
X008743 | 2025-11-14 09:35:59 | HD | Buy | 32,905 | 240.59 | 7,916,613.95 | 2.1 | 0.128 | Medium | 12.5 | 21 | -7.8 | ARCA>NYSE>EDGX>NASDAQ>BATS | Adaptive | 3 | MKT | 5.2 | 76 | 33 | 0.41 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>EDGX>NASDAQ>BATS | MKT | 15.2 | 88 | 0 | 29 | 20 | 8 | -33 | null | null | Toxic prints; widened spread |
X008744 | 2025-11-23 14:37:05 | MA | Sell | 12,497 | 329.4 | 4,116,511.8 | 1.1 | 0.053 | High | 15.8 | 23 | -19.9 | NYSE>NASDAQ>BATS>IEX | IS | 5 | MKT | 8.9 | 68 | 28 | 0.41 | LiqDrop | false | null | null | 0 | NYSE>NASDAQ>BATS>IEX | MKT | 66.7 | 85 | 7.5 | 28 | 4 | -7 | -15 | null | null | Stable book; normal liquidity |
X008745 | 2025-12-17 14:25:28 | XLV | Sell | 40,857 | 267.72 | 10,938,236.04 | 1.9 | 0.115 | High | 5.5 | 32 | -25 | EDGX>NYSE>BATS>NASDAQ>IEX | POV | 4 | LMT | 3.2 | 83 | 26 | 0.79 | LiqDrop | false | null | null | 0 | EDGX>NYSE>BATS>NASDAQ>IEX | LMT | 88.3 | 100 | 1.1 | 92 | 17 | 8 | -22 | Watchlist | null | Venue switch reduced impact |
X008746 | 2025-12-21 12:24:13 | MSFT | Sell | 15,320 | 43.17 | 661,364.4 | 2.5 | 0.081 | Medium | 17.5 | 37 | -6.7 | ARCA>NASDAQ>EDGX>NYSE | IS | 5 | MKT | 11.1 | 69 | 23 | 0.51 | ToxicitySpike | false | null | null | 0 | ARCA>NASDAQ>EDGX>NYSE | MKT | 49.2 | 100 | 7.6 | 82 | 18 | 11 | 0 | NoShort | null | Stable book; normal liquidity |
X008747 | 2025-11-01 10:26:53 | XOM | Sell | 3,893 | 247.02 | 961,648.86 | 2.2 | 0.036 | Ultra | 6.3 | 36 | -18.9 | NYSE>IEX | POV | 5 | LMT | 4 | 62 | 19 | 0.66 | Slip>Thresh | false | null | null | 0 | NYSE>IEX | LMT | 91.6 | 89 | 2.2 | 67 | 32 | 3 | -11 | null | null | Stable book; normal liquidity |
X008748 | 2025-11-28 14:13:51 | GOOGL | Buy | 70,851 | 178 | 12,611,478 | 1 | 0.211 | Medium | 9.6 | 27 | -34.7 | BATS>EDGX>NYSE>NASDAQ>IEX | IS | 5 | MKT | 5.8 | 106 | 25 | 0.41 | Slip>Thresh | false | null | null | 0 | BATS>EDGX>NYSE>NASDAQ>IEX | MKT | 82.7 | 85 | 0 | 146 | 43 | -24 | -40 | null | null | Paused due to data glitch |
X008749 | 2025-11-26 11:52:20 | PFE | Buy | 48,408 | 243.72 | 11,797,997.76 | 2.1 | 0.132 | Medium | 7 | 10 | -10.5 | EDGX>BATS>NASDAQ>NYSE>ARCA | TWAP | 2 | LMT | 2.9 | 80 | 34 | 0.75 | Multi | false | null | null | 0 | EDGX>BATS>NASDAQ>NYSE>ARCA | LMT | 65.9 | 93 | 0 | 85 | 40 | 15 | 20 | NoShort | null | Stable book; normal liquidity |
X008750 | 2025-10-28 12:22:59 | HD | Sell | 44,720 | 265.31 | 11,864,663.2 | 2.7 | 0.173 | Low | 19.5 | 21 | -33.3 | BATS>NASDAQ>IEX>EDGX | IS | 5 | MKT | 12.4 | 89 | 13 | 0.83 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 12 | BATS>NASDAQ>IEX>EDGX | MKT>LMT | 66.2 | 100 | 6.1 | 93 | 0 | -37 | -13 | Watchlist | null | Toxic prints; widened spread |
X008751 | 2025-12-22 11:04:29 | XLP | Buy | 160,701 | 36.32 | 5,836,660.32 | 1.8 | 0.556 | Low | 13.3 | 10 | -27.4 | NASDAQ>IEX>EDGX>ARCA | VWAP | 3 | MKT | 5.8 | 140 | 20 | 0.56 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX>EDGX>ARCA | MKT | 68.7 | 90 | 10.8 | 181 | 19 | 2 | -2 | null | null | High urgency from PM |
X008752 | 2025-11-20 12:42:01 | JPM | Sell | 10,540 | 194.76 | 2,052,770.4 | 2.7 | 0.261 | Low | 15.3 | 22 | 17.4 | NASDAQ>IEX>NYSE>ARCA>BATS | IS | 5 | MKT | 10.4 | 66 | 27 | 0.75 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 20 | NASDAQ>IEX>NYSE>ARCA>BATS | MKT>IOC | 90.5 | 93 | 1.8 | 74 | 12 | -1 | -36 | PositionLimitNear | null | High urgency from PM |
X008753 | 2025-11-12 15:01:49 | XLP | Buy | 20,688 | 355.1 | 7,346,308.8 | 2 | 0.072 | High | 7.3 | 16 | -2.2 | IEX>BATS | VWAP | 2 | LMT | 2.7 | 68 | 23 | 0.73 | Multi | false | null | null | 0 | IEX>BATS | LMT | 2.1 | 94 | 3.6 | 10 | 32 | -37 | -13 | null | null | Paused due to data glitch |
X008754 | 2025-12-08 10:24:04 | AMD | Buy | 1,148 | 38.82 | 44,565.36 | 2 | 0.032 | Medium | 30.5 | 22 | 25.8 | EDGX>IEX>ARCA>BATS | TWAP | 2 | MKT | 10.5 | 60 | 29 | 0.75 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 23 | EDGX>IEX>ARCA>BATS | MKT>LMT | 77.9 | 93 | 10.5 | 74 | 29 | -31 | -36 | Watchlist | null | High urgency from PM |
X008755 | 2025-11-26 14:26:09 | XLK | Sell | 34,119 | 317.17 | 10,821,523.23 | 1.1 | 0.096 | Medium | 21.4 | 26 | 17.3 | BATS>ARCA | TWAP | 3 | IOC | 7.8 | 77 | 19 | 0.43 | Multi | false | null | null | 0 | BATS>ARCA | IOC | 72.9 | 90 | 0 | 67 | -15 | -8 | -16 | null | null | Stable book; normal liquidity |
X008756 | 2025-12-24 14:29:06 | JNJ | Sell | 5,794 | 208.35 | 1,207,179.9 | 3 | 0.021 | High | 21.4 | 16 | -24.9 | IEX>BATS>NYSE>ARCA>EDGX | TWAP | 3 | PO | 8.6 | 62 | 19 | 0.51 | ToxicitySpike | false | null | null | 0 | IEX>BATS>NYSE>ARCA>EDGX | PO | 27.1 | 99 | 9.4 | 53 | 36 | -31 | -36 | PositionLimitNear | null | High urgency from PM |
X008757 | 2025-11-27 13:05:52 | BAC | Buy | 28,868 | 162.05 | 4,678,059.4 | 0.9 | 0.079 | Ultra | 10.1 | 25 | -3.7 | NASDAQ>NYSE | IS | 5 | LMT | 4.9 | 78 | 14 | 0.63 | Multi | false | null | null | 0 | NASDAQ>NYSE | LMT | 11.4 | 96 | 0 | 67 | 30 | 4 | -2 | null | null | Toxic prints; widened spread |
X008758 | 2025-10-28 09:53:46 | META | Sell | 8,847 | 117.27 | 1,037,487.69 | 1.7 | 0.025 | Ultra | 19.5 | 21 | 23.5 | EDGX>IEX>NASDAQ>NYSE>ARCA | TWAP | 3 | MKT | 7.9 | 64 | 24 | 0.4 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>NASDAQ>NYSE>ARCA | MKT | 51.9 | 87 | 14 | 54 | 4 | -14 | -38 | NoShort | null | Toxic prints; widened spread |
X008759 | 2025-12-24 14:03:36 | XLB | Buy | 13,285 | 236.73 | 3,144,958.05 | 1.9 | 0.034 | High | 17.3 | 38 | 4.5 | EDGX>IEX>NYSE>NASDAQ | TWAP | 1 | MKT | 5.5 | 64 | 26 | 0.61 | ToxicitySpike | false | null | null | 0 | EDGX>IEX>NYSE>NASDAQ | MKT | 21.3 | 99 | 5.8 | 57 | 35 | 14 | 34 | null | null | High urgency from PM |
X008760 | 2025-12-18 15:38:12 | BAC | Sell | 6,078 | 345.85 | 2,102,076.3 | 1.1 | 0.017 | Ultra | 4.3 | 13 | 10.3 | ARCA>BATS>NYSE>EDGX>IEX | TWAP | 1 | LMT | 1.4 | 62 | 15 | 0.85 | ToxicitySpike | false | null | null | 0 | ARCA>BATS>NYSE>EDGX>IEX | LMT | 72.6 | 86 | 7.2 | 86 | 11 | 11 | 6 | Watchlist | null | High urgency from PM |
X008761 | 2025-12-09 13:05:05 | XOM | Sell | 4,074 | 164.63 | 670,702.62 | 3 | 0.037 | High | 11.8 | 34 | 15 | EDGX>BATS>NASDAQ | TWAP | 3 | LMT | 5.1 | 62 | 20 | 0.49 | LiqDrop | false | null | null | 0 | EDGX>BATS>NASDAQ | LMT | 88 | 95 | 8.1 | 51 | 51 | -16 | 5 | Watchlist | null | Paused due to data glitch |
X008762 | 2025-12-11 13:23:48 | MSFT | Buy | 11,298 | 324.62 | 3,667,556.76 | 2.1 | 0.06 | Medium | 17 | 25 | 0.7 | IEX>NASDAQ>BATS>EDGX>NYSE | IS | 5 | MKT | 10.5 | 67 | 27 | 0.56 | Multi | false | null | null | 0 | IEX>NASDAQ>BATS>EDGX>NYSE | MKT | 10.8 | 93 | 20.7 | 32 | 56 | -30 | 19 | Watchlist | null | Paused due to data glitch |
X008763 | 2025-12-15 15:32:34 | UNH | Sell | 22,985 | 229.42 | 5,273,218.7 | 1.7 | 0.101 | Medium | 22.6 | 35 | -27 | ARCA>NYSE>NASDAQ | Adaptive | 1 | MKT | 6.2 | 68 | 26 | 0.6 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>NASDAQ | MKT | 97 | 85 | 0 | 14 | 41 | -35 | -17 | null | null | Venue switch reduced impact |
X008764 | 2025-12-15 11:04:37 | JPM | Buy | 1,325 | 306.16 | 405,662 | 4 | 0.033 | Low | 32.5 | 30 | 33.1 | EDGX>ARCA>NASDAQ>BATS>IEX | TWAP | 2 | LMT | 10.2 | 60 | 22 | 0.66 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA>NASDAQ>BATS>IEX | LMT | 50.6 | 88 | 6.6 | 10 | 45 | -15 | 22 | null | null | Venue switch reduced impact |
X008765 | 2025-12-04 13:32:54 | XLB | Buy | 80,965 | 324.35 | 26,260,997.75 | 1.7 | 0.206 | Medium | 9.9 | 26 | -17.3 | NYSE>EDGX>ARCA>BATS | VWAP | 3 | LMT | 3.7 | 100 | 20 | 0.49 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 23 | NYSE>EDGX>ARCA>BATS | LMT>MKT | 97 | 87 | 8.6 | 121 | 14 | -31 | -39 | null | null | High urgency from PM |
X008766 | 2025-12-17 10:32:09 | TSLA | Sell | 43,529 | 307.78 | 13,397,355.62 | 1.2 | 0.135 | Medium | 22.7 | 27 | 19.6 | ARCA>NYSE>IEX>NASDAQ>BATS | Adaptive | 4 | MKT | 8.8 | 85 | 27 | 0.78 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>IEX>NASDAQ>BATS | MKT | 30.9 | 93 | 8.2 | 16 | 20 | 5 | 6 | null | VenueReject | High urgency from PM |
X008767 | 2025-11-23 13:22:18 | LQD | Buy | 10,536 | 108.35 | 1,141,575.6 | 0.8 | 0.052 | Ultra | 5.5 | 14 | -1 | BATS>ARCA>NASDAQ>IEX>NYSE | VWAP | 3 | LMT | 1.9 | 65 | 22 | 0.49 | ToxicitySpike | false | null | null | 0 | BATS>ARCA>NASDAQ>IEX>NYSE | LMT | 52.3 | 98 | 5.2 | 61 | 37 | -29 | -27 | null | null | Venue switch reduced impact |
X008768 | 2025-11-24 12:40:12 | MSFT | Sell | 37,158 | 302.05 | 11,223,573.9 | 2.1 | 0.197 | Medium | 7.5 | 36 | -3.2 | BATS>NASDAQ>ARCA | VWAP | 2 | LMT | 2.9 | 75 | 29 | 0.77 | ToxicitySpike | false | null | null | 0 | BATS>NASDAQ>ARCA | LMT | 29.6 | 96 | 0 | 36 | -17 | -19 | -31 | PositionLimitNear | null | Paused due to data glitch |
X008769 | 2025-10-30 14:23:00 | JNJ | Buy | 37,524 | 172.02 | 6,454,878.48 | 4.6 | 0.138 | Low | 24.5 | 3 | 30.4 | NYSE>IEX>BATS>ARCA | POV | 5 | MKT | 15.2 | 84 | 30 | 0.4 | LiqDrop | false | null | null | 0 | NYSE>IEX>BATS>ARCA | MKT | 72.9 | 89 | 43.5 | 37 | 18 | -6 | -25 | null | null | Paused due to data glitch |
X008770 | 2025-11-24 13:48:19 | DIS | Buy | 29,487 | 174.29 | 5,139,289.23 | 2.1 | 0.129 | Medium | 11.7 | 14 | -24.1 | NASDAQ>BATS>EDGX>IEX>NYSE | TWAP | 1 | MKT | 4.2 | 70 | 15 | 0.53 | Slip>Thresh | true | SlippageAboveThreshold | AlgoSwitch | 11 | NASDAQ>BATS>EDGX>IEX>NYSE | MKT>PO | 43.4 | 84 | 15.3 | 15 | 49 | -13 | -5 | null | null | Paused due to data glitch |
X008771 | 2025-12-24 14:25:49 | AAPL | Sell | 52,473 | 218.74 | 11,477,944.02 | 1.7 | 0.154 | Medium | 10 | 5 | -29.3 | EDGX>ARCA>BATS | VWAP | 1 | MKT | 3.4 | 78 | 35 | 0.71 | LiqDrop | false | null | null | 0 | EDGX>ARCA>BATS | MKT | 76.9 | 89 | 6.2 | 40 | 60 | 14 | 40 | NoShort | null | Toxic prints; widened spread |
X008772 | 2025-11-30 14:16:40 | SPY | Sell | 132,958 | 487.89 | 64,868,878.62 | 1.3 | 0.18 | Low | 17.5 | 17 | -16.5 | NASDAQ>IEX>BATS | TWAP | 1 | PO | 4.9 | 106 | 12 | 0.84 | Multi | false | null | null | 0 | NASDAQ>IEX>BATS | PO | 48.1 | 94 | 3.9 | 129 | 48 | -17 | 18 | Watchlist | null | Venue switch reduced impact |
X008773 | 2025-12-09 12:39:24 | GOOGL | Sell | 27,925 | 276.72 | 7,727,406 | 1.5 | 0.083 | Medium | 16 | 6 | 17.9 | IEX>ARCA>NASDAQ | VWAP | 2 | LMT | 4.6 | 71 | 21 | 0.83 | Multi | false | null | null | 0 | IEX>ARCA>NASDAQ | LMT | 52.4 | 96 | 4.9 | 104 | -8 | 25 | 40 | NoShort | null | High urgency from PM |
X008774 | 2025-11-20 11:32:11 | JPM | Buy | 2,617 | 213.18 | 557,892.06 | 5.1 | 0.065 | Medium | 7.7 | 29 | -14.4 | EDGX>ARCA>IEX>NASDAQ>BATS | TWAP | 1 | MKT | 4.7 | 60 | 30 | 0.81 | Slip>Thresh | false | null | null | 0 | EDGX>ARCA>IEX>NASDAQ>BATS | MKT | 41.2 | 85 | 20.1 | 105 | 1 | -17 | 7 | null | null | Venue switch reduced impact |
X008775 | 2025-12-03 12:28:18 | DIS | Sell | 51,505 | 327.81 | 16,883,854.05 | 2.1 | 0.225 | Low | 18.6 | 36 | -11.7 | EDGX>ARCA>BATS>IEX>NASDAQ | TWAP | 3 | LMT | 6.6 | 85 | 34 | 0.67 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA>BATS>IEX>NASDAQ | LMT | 29.7 | 94 | 5.7 | 10 | 23 | -33 | 11 | null | null | Stable book; normal liquidity |
X008776 | 2025-11-04 14:01:11 | XLU | Sell | 39,493 | 281.56 | 11,119,649.08 | 1.8 | 0.126 | Low | 19.3 | 34 | -20.3 | IEX>NASDAQ | Adaptive | 4 | MKT | 8 | 82 | 17 | 0.42 | ToxicitySpike | false | null | null | 0 | IEX>NASDAQ | MKT | 12.6 | 94 | 0 | 78 | 37 | 16 | -19 | null | null | Venue switch reduced impact |
X008777 | 2025-11-13 12:29:21 | T | Buy | 9,468 | 77.76 | 736,231.68 | 2.7 | 0.079 | Medium | 16.7 | 12 | -15.7 | ARCA>NASDAQ>EDGX>BATS | TWAP | 1 | PO | 5.3 | 63 | 17 | 0.68 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ>EDGX>BATS | PO | 71.8 | 88 | 3.7 | 89 | 34 | 12 | 3 | null | null | High urgency from PM |
X008778 | 2025-12-23 09:35:57 | PFE | Sell | 24,899 | 207.34 | 5,162,558.66 | 2.4 | 0.068 | High | 8.3 | 6 | -16.7 | EDGX>IEX | IS | 5 | LMT | 5.4 | 76 | 31 | 0.59 | Slip>Thresh | false | null | null | 0 | EDGX>IEX | LMT | 10.7 | 87 | 0 | 100 | -8 | -20 | -27 | null | null | Stable book; normal liquidity |
X008779 | 2025-12-11 10:42:49 | XLI | Sell | 5,508 | 117.35 | 646,363.8 | 3.1 | 0.251 | Low | 7.1 | 3 | 20.2 | BATS>NASDAQ>ARCA>IEX | POV | 5 | MKT | 6.1 | 63 | 19 | 0.81 | Slip>Thresh | false | null | null | 0 | BATS>NASDAQ>ARCA>IEX | MKT | 83.3 | 92 | 4.8 | 103 | 5 | -18 | 5 | null | null | Stable book; normal liquidity |
X008780 | 2025-12-11 12:03:51 | NVDA | Sell | 3,036 | 252.27 | 765,891.72 | 1.9 | 0.079 | Low | 35.8 | 29 | 23.9 | ARCA>NYSE>EDGX | Adaptive | 2 | PO | 9.9 | 61 | 26 | 0.46 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 13 | ARCA>NYSE>EDGX | PO>IOC | 85.9 | 90 | 18.2 | 42 | 50 | -2 | 11 | null | null | Stable book; normal liquidity |
X008781 | 2025-11-28 15:14:58 | XLK | Buy | 26,259 | 227.75 | 5,980,487.25 | 0.9 | 0.074 | High | 15.5 | 27 | -11.2 | NASDAQ>IEX>NYSE>BATS>EDGX | Adaptive | 3 | MKT | 5.4 | 73 | 26 | 0.69 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX>NYSE>BATS>EDGX | MKT | 40.4 | 90 | 14.6 | 23 | 46 | 21 | 29 | Watchlist | null | Stable book; normal liquidity |
X008782 | 2025-11-01 12:02:52 | AMD | Buy | 3,993 | 166.79 | 665,992.47 | 1.7 | 0.111 | Medium | 16.6 | 5 | 18.2 | EDGX>NASDAQ>IEX>ARCA | Adaptive | 3 | LMT | 5.2 | 61 | 18 | 0.69 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ>IEX>ARCA | LMT | 77.8 | 95 | 1.1 | 54 | 14 | -39 | -11 | Watchlist | null | Stable book; normal liquidity |
X008783 | 2025-12-23 09:35:37 | CVX | Buy | 5,093 | 198.72 | 1,012,080.96 | 0.9 | 0.03 | Ultra | 24.4 | 12 | 4.5 | NYSE>EDGX>BATS>ARCA>NASDAQ | VWAP | 1 | LMT | 5.4 | 61 | 21 | 0.57 | Multi | false | null | null | 0 | NYSE>EDGX>BATS>ARCA>NASDAQ | LMT | 38.4 | 92 | 9.7 | 84 | 5 | 7 | -8 | null | null | Stable book; normal liquidity |
X008784 | 2025-12-01 15:16:58 | CVX | Buy | 11,116 | 193.25 | 2,148,167 | 1.4 | 0.066 | Medium | 23.2 | 27 | -10.4 | NASDAQ>ARCA>IEX | POV | 4 | MKT | 10.6 | 66 | 18 | 0.8 | Multi | false | null | null | 0 | NASDAQ>ARCA>IEX | MKT | 5.9 | 96 | 0 | 10 | 35 | 16 | 32 | NoShort | null | Venue switch reduced impact |
X008785 | 2025-12-16 15:34:06 | PFE | Sell | 58,265 | 54.43 | 3,171,363.95 | 1.5 | 0.158 | Medium | 9.3 | 33 | 34.5 | BATS>NYSE>NASDAQ | POV | 5 | MKT | 5.6 | 97 | 24 | 0.58 | Multi | false | null | null | 0 | BATS>NYSE>NASDAQ | MKT | 88.3 | 85 | 17.6 | 121 | 34 | -30 | -24 | Watchlist | null | Paused due to data glitch |
X008786 | 2025-11-04 10:44:25 | AAPL | Buy | 75,493 | 340.97 | 25,740,848.21 | 2.6 | 0.222 | Low | 13.4 | 28 | 28.7 | NASDAQ>NYSE | TWAP | 3 | MKT | 6.5 | 97 | 31 | 0.45 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE | MKT | 33.2 | 85 | 29.4 | 45 | 31 | -30 | -6 | PositionLimitNear | null | Stable book; normal liquidity |
X008787 | 2025-10-30 15:54:03 | IEF | Buy | 37,149 | 95.52 | 3,548,472.48 | 2.3 | 0.141 | Low | 17.1 | 38 | 21.9 | NASDAQ>IEX>NYSE>EDGX>ARCA | TWAP | 1 | MKT | 5.7 | 73 | 19 | 0.41 | Multi | false | null | null | 0 | NASDAQ>IEX>NYSE>EDGX>ARCA | MKT | 70.3 | 91 | 5.1 | 36 | 1 | -10 | -3 | NoShort | null | Paused due to data glitch |
X008788 | 2025-12-12 11:00:22 | TLT | Sell | 80,572 | 99.51 | 8,017,719.72 | 3.5 | 0.295 | Low | 9 | 25 | -22.7 | NYSE>EDGX>NASDAQ | TWAP | 3 | IOC | 5.4 | 100 | 21 | 0.73 | Multi | false | null | null | 0 | NYSE>EDGX>NASDAQ | IOC | 28.9 | 98 | 0 | 10 | 11 | 30 | -40 | null | null | Stable book; normal liquidity |
X008789 | 2025-12-22 13:09:34 | INTC | Buy | 4,133 | 22.37 | 92,455.21 | 1.1 | 0.197 | Low | 25.4 | 23 | 22 | EDGX>ARCA>IEX>NASDAQ>BATS | VWAP | 3 | MKT | 9.1 | 62 | 28 | 0.55 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA>IEX>NASDAQ>BATS | MKT | 42.3 | 85 | 22.2 | 132 | 10 | 21 | -36 | null | null | Toxic prints; widened spread |
X008790 | 2025-11-19 09:35:18 | BAC | Buy | 209,152 | 280.08 | 58,579,292.16 | 1.8 | 0.57 | Low | 18.7 | 32 | 1.3 | NYSE>ARCA>BATS | POV | 5 | LMT | 8.6 | 195 | 30 | 0.57 | Multi | false | null | null | 0 | NYSE>ARCA>BATS | LMT | 6.3 | 94 | 0 | 134 | -13 | 16 | -10 | PositionLimitNear | null | Stable book; normal liquidity |
X008791 | 2025-12-19 15:45:45 | V | Sell | 5,433 | 338.86 | 1,841,026.38 | 4.1 | 0.071 | Low | 28.8 | 35 | 13.2 | NYSE>BATS>IEX | VWAP | 1 | MKT | 9.2 | 61 | 30 | 0.61 | Slip>Thresh | false | null | null | 0 | NYSE>BATS>IEX | MKT | 5.5 | 87 | 21.7 | 10 | -9 | -8 | -9 | null | null | High urgency from PM |
X008792 | 2025-12-22 12:51:16 | JPM | Buy | 7,428 | 25.92 | 192,533.76 | 4.7 | 0.184 | Low | 17.6 | 30 | 4.8 | BATS>NYSE>ARCA>IEX | VWAP | 2 | LMT | 6.5 | 63 | 20 | 0.83 | Slip>Thresh | false | null | null | 0 | BATS>NYSE>ARCA>IEX | LMT | 25.3 | 90 | 2.5 | 74 | 14 | 19 | -17 | PositionLimitNear | null | Paused due to data glitch |
X008793 | 2025-11-24 14:53:19 | AMZN | Buy | 1,127 | 320.57 | 361,282.39 | 2.1 | 0.052 | High | 10.8 | 3 | -1.7 | NASDAQ>EDGX>NYSE>IEX>ARCA | VWAP | 3 | LMT | 4.1 | 60 | 30 | 0.79 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX>NYSE>IEX>ARCA | LMT | 79.5 | 94 | 10.1 | 79 | 20 | 7 | -38 | null | null | Paused due to data glitch |
X008794 | 2025-12-16 14:44:35 | TLT | Sell | 39,303 | 96.79 | 3,804,137.37 | 3.2 | 0.144 | High | 3.4 | 8 | 33.3 | BATS>ARCA | IS | 5 | MKT | 4.9 | 85 | 30 | 0.52 | Multi | false | null | null | 0 | BATS>ARCA | MKT | 7.8 | 92 | 27.3 | 43 | 60 | -28 | -37 | null | null | Paused due to data glitch |
X008795 | 2025-11-10 14:40:46 | AMZN | Buy | 2,054 | 98.44 | 202,195.76 | 1.9 | 0.094 | Medium | 10.7 | 14 | 15.5 | BATS>IEX>NYSE | IS | 4 | LMT | 5.4 | 61 | 34 | 0.81 | ToxicitySpike | false | null | null | 0 | BATS>IEX>NYSE | LMT | 36.3 | 95 | 5.8 | 74 | 8 | 13 | -11 | null | null | Venue switch reduced impact |
X008796 | 2025-11-24 12:37:53 | DIS | Buy | 39,411 | 172.62 | 6,803,126.82 | 1.9 | 0.172 | Low | 17.4 | 27 | 19 | NYSE>ARCA>NASDAQ>IEX>EDGX | TWAP | 3 | MKT | 7.4 | 79 | 24 | 0.41 | LiqDrop | false | null | null | 0 | NYSE>ARCA>NASDAQ>IEX>EDGX | MKT | 82 | 88 | 0 | 141 | -9 | 7 | -22 | PositionLimitNear | null | Toxic prints; widened spread |
X008797 | 2025-12-07 12:35:17 | MA | Sell | 28,189 | 319.47 | 9,005,539.83 | 1.3 | 0.12 | Medium | 10.8 | 31 | 15.9 | EDGX>IEX>ARCA | IS | 4 | LMT | 5 | 76 | 13 | 0.52 | LiqDrop | false | null | null | 0 | EDGX>IEX>ARCA | LMT | 31 | 84 | 2.6 | 55 | 19 | -3 | -39 | null | null | Venue switch reduced impact |
X008798 | 2025-12-08 14:06:56 | XLI | Buy | 1,453 | 158.68 | 230,562.04 | 2.1 | 0.066 | Low | 31.7 | 24 | 17.1 | EDGX>NASDAQ | TWAP | 3 | IOC | 11.9 | 60 | 24 | 0.84 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ | IOC | 71.4 | 90 | 0 | 52 | 46 | -19 | -16 | null | null | Venue switch reduced impact |
X008799 | 2025-11-17 11:19:20 | IEF | Buy | 9,213 | 100.01 | 921,392.13 | 3.1 | 0.035 | Medium | 24.8 | 7 | -21.3 | NYSE>BATS>IEX | IS | 4 | MKT | 13.8 | 65 | 15 | 0.49 | Slip>Thresh | true | SlippageAboveThreshold | Cross | 18 | NYSE>BATS>IEX | MKT>IOC | 63.4 | 90 | 27.4 | 80 | 56 | -22 | 34 | null | null | Paused due to data glitch |
X008800 | 2025-12-08 09:44:57 | QQQ | Buy | 6,817 | 401.76 | 2,738,797.92 | 0.8 | 0.022 | Ultra | 21.9 | 30 | -17.2 | IEX>EDGX>BATS>NYSE>ARCA | TWAP | 3 | LMT | 6.7 | 63 | 31 | 0.43 | Slip>Thresh | false | null | null | 0 | IEX>EDGX>BATS>NYSE>ARCA | LMT | 2.1 | 87 | 8 | 67 | 12 | -31 | 13 | null | null | Paused due to data glitch |
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