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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X008801 | 2025-10-27 12:38:49 | PEP | Buy | 12,913 | 36.56 | 472,099.28 | 4.3 | 0.041 | High | 4.9 | 23 | 11.4 | ARCA>IEX>NYSE | VWAP | 2 | LMT | 3.2 | 65 | 31 | 0.41 | LiqDrop | false | null | null | 0 | ARCA>IEX>NYSE | LMT | 26.4 | 95 | 5.6 | 87 | 44 | -29 | 28 | Watchlist | null | High urgency from PM |
X008802 | 2025-11-26 15:19:14 | QQQ | Sell | 42,582 | 400.69 | 17,062,181.58 | 0.5 | 0.135 | High | 20.6 | 6 | 28 | ARCA>EDGX>BATS | TWAP | 1 | LMT | 4.7 | 74 | 14 | 0.47 | LiqDrop | false | null | null | 0 | ARCA>EDGX>BATS | LMT | 46.7 | 95 | 8 | 98 | 42 | -8 | 26 | null | null | High urgency from PM |
X008803 | 2025-11-25 14:01:36 | LQD | Buy | 85,338 | 111.27 | 9,495,559.26 | 1.2 | 0.42 | Low | 16.2 | 3 | -0.2 | NYSE>ARCA>BATS>NASDAQ | Adaptive | 1 | MKT | 4.5 | 89 | 13 | 0.73 | LiqDrop | false | null | null | 0 | NYSE>ARCA>BATS>NASDAQ | MKT | 27.4 | 94 | 0 | 10 | 5 | -35 | -23 | null | null | Venue switch reduced impact |
X008804 | 2025-11-21 12:28:59 | T | Sell | 8,263 | 322.48 | 2,664,652.24 | 3.7 | 0.069 | Low | 23.3 | 20 | -9.1 | BATS>NASDAQ>ARCA>EDGX>NYSE | VWAP | 2 | LMT | 7.3 | 63 | 15 | 0.78 | Multi | false | null | null | 0 | BATS>NASDAQ>ARCA>EDGX>NYSE | LMT | 67.3 | 99 | 2.4 | 150 | -20 | 2 | -1 | null | null | Stable book; normal liquidity |
X008805 | 2025-11-10 11:05:13 | TLT | Sell | 81,449 | 90.32 | 7,356,473.68 | 2.5 | 0.298 | Medium | 3.6 | 25 | -1.1 | IEX>NASDAQ>NYSE>ARCA | POV | 5 | LMT | 3.3 | 112 | 15 | 0.5 | ToxicitySpike | false | null | null | 0 | IEX>NASDAQ>NYSE>ARCA | LMT | 78 | 99 | 12.1 | 78 | 20 | -14 | -15 | null | null | High urgency from PM |
X008806 | 2025-11-21 14:08:01 | VZ | Buy | 5,383 | 66.3 | 356,892.9 | 2 | 0.046 | High | 16.8 | 34 | 0.8 | NASDAQ>BATS>ARCA>IEX | Adaptive | 4 | LMT | 6 | 63 | 35 | 0.65 | LiqDrop | false | null | null | 0 | NASDAQ>BATS>ARCA>IEX | LMT | 21.7 | 92 | 6.1 | 58 | 25 | 29 | 7 | null | null | Paused due to data glitch |
X008807 | 2025-11-09 14:20:03 | BA | Sell | 76,793 | 74.32 | 5,707,255.76 | 2 | 0.256 | Low | 13.8 | 35 | -3.3 | IEX>NASDAQ>ARCA | TWAP | 2 | MKT | 5.5 | 92 | 25 | 0.62 | ToxicitySpike | false | null | null | 0 | IEX>NASDAQ>ARCA | MKT | 33.6 | 100 | 23.2 | 251 | 4 | -10 | -24 | NoShort | null | Toxic prints; widened spread |
X008808 | 2025-11-23 12:36:53 | AAPL | Buy | 67,451 | 58.17 | 3,923,624.67 | 2.8 | 0.198 | Medium | 3.1 | 37 | 5 | NYSE>EDGX | VWAP | 1 | MKT | 2.2 | 83 | 12 | 0.42 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX | MKT | 53.1 | 100 | 11.7 | 107 | -13 | 22 | -40 | PositionLimitNear | null | Paused due to data glitch |
X008809 | 2025-11-30 15:02:02 | NVDA | Buy | 7,934 | 20.6 | 163,440.4 | 1.6 | 0.205 | Low | 15.3 | 31 | -28.8 | BATS>EDGX>NASDAQ>IEX>NYSE | TWAP | 1 | LMT | 4.1 | 62 | 29 | 0.73 | LiqDrop | false | null | null | 0 | BATS>EDGX>NASDAQ>IEX>NYSE | LMT | 51.4 | 87 | 0.7 | 18 | 24 | -6 | -9 | null | VenueReject | Venue switch reduced impact |
X008810 | 2025-11-09 10:22:20 | IWM | Buy | 130,743 | 195.77 | 25,595,557.11 | 0.8 | 0.18 | Medium | 22.3 | 33 | 19.7 | BATS>EDGX>NYSE>IEX | Adaptive | 5 | MKT | 9.3 | 144 | 17 | 0.54 | Slip>Thresh | true | SlippageAboveThreshold | OrderTypeChange | 20 | BATS>EDGX>NYSE>IEX | MKT>IOC | 89.9 | 92 | 14.2 | 208 | 29 | -16 | 2 | null | null | Venue switch reduced impact |
X008811 | 2025-10-30 15:24:09 | TSLA | Sell | 28,188 | 326.72 | 9,209,583.36 | 1.8 | 0.088 | Medium | 13.6 | 5 | 13.1 | IEX>EDGX | Adaptive | 4 | LMT | 5 | 76 | 17 | 0.41 | Multi | false | null | null | 0 | IEX>EDGX | LMT | 51.6 | 97 | 6 | 119 | 7 | 27 | 16 | Watchlist | null | High urgency from PM |
X008812 | 2025-11-03 11:41:57 | IEF | Sell | 85,100 | 95 | 8,084,500 | 2.9 | 0.323 | Low | 9.2 | 9 | 17.9 | BATS>NASDAQ | VWAP | 3 | MKT | 5.1 | 102 | 31 | 0.51 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 47 | BATS>NASDAQ | MKT>IOC | 87.2 | 90 | 0 | 222 | 49 | -17 | 3 | null | null | Toxic prints; widened spread |
X008813 | 2025-11-09 10:32:19 | SPY | Sell | 81,142 | 496.87 | 40,317,025.54 | 1.5 | 0.11 | Medium | 22.5 | 6 | 6.6 | BATS>ARCA | POV | 5 | IOC | 11 | 112 | 12 | 0.78 | Slip>Thresh | true | SlippageAboveThreshold | OrderTypeChange | 30 | BATS>ARCA | IOC>MKT | 67.4 | 88 | 22.7 | 102 | 11 | 2 | -19 | Watchlist | null | Toxic prints; widened spread |
X008814 | 2025-11-24 09:35:49 | T | Sell | 29,364 | 136.02 | 3,994,091.28 | 3 | 0.245 | Low | 15.7 | 6 | -6.1 | ARCA>NYSE>IEX>EDGX>BATS | TWAP | 3 | LMT | 6.3 | 74 | 32 | 0.47 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 22 | ARCA>NYSE>IEX>EDGX>BATS | LMT>MKT | 83.3 | 70 | 0 | 80 | -3 | 25 | -16 | null | null | Toxic prints; widened spread |
X008815 | 2025-10-30 14:13:07 | XOM | Sell | 36,099 | 279.85 | 10,102,305.15 | 3 | 0.33 | Low | 24.8 | 23 | 20.1 | IEX>NASDAQ>NYSE>ARCA>BATS | IS | 4 | LMT | 11.5 | 80 | 14 | 0.75 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ>NYSE>ARCA>BATS | LMT | 21 | 96 | 0 | 98 | 41 | -31 | -9 | null | null | Paused due to data glitch |
X008816 | 2025-11-02 11:44:03 | BRK.B | Buy | 37,521 | 223.93 | 8,402,077.53 | 2.1 | 0.171 | Medium | 5 | 26 | -30.4 | ARCA>EDGX>IEX | VWAP | 2 | MKT | 2.7 | 75 | 16 | 0.76 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX>IEX | MKT | 99 | 98 | 0 | 113 | 39 | 24 | 1 | null | null | Toxic prints; widened spread |
X008817 | 2025-11-15 09:42:04 | IWM | Sell | 313,436 | 205.67 | 64,464,382.12 | 1.7 | 0.433 | Low | 11.9 | 28 | 6.9 | EDGX>ARCA>BATS>NASDAQ>IEX | IS | 5 | LMT | 6.5 | 263 | 30 | 0.49 | Slip>Thresh | false | null | null | 0 | EDGX>ARCA>BATS>NASDAQ>IEX | LMT | 55.9 | 68 | 5.4 | 178 | 14 | -16 | 24 | Watchlist | null | Toxic prints; widened spread |
X008818 | 2025-12-18 11:19:32 | HD | Sell | 28,976 | 63.45 | 1,838,527.2 | 2.5 | 0.112 | Low | 15.8 | 33 | 15.1 | BATS>EDGX>NYSE | POV | 5 | LMT | 7.8 | 78 | 32 | 0.73 | LiqDrop | true | LiquidityDrop | VenueSwitch | 13 | BATS>EDGX>NYSE | LMT>MKT | 36.6 | 98 | 23 | 108 | 59 | 1 | -26 | null | Throttle | Stable book; normal liquidity |
X008819 | 2025-11-26 13:41:19 | NKE | Sell | 11,159 | 27.17 | 303,190.03 | 2.8 | 0.052 | Medium | 11.9 | 28 | -12.5 | ARCA>IEX | TWAP | 3 | LMT | 5 | 65 | 35 | 0.53 | LiqDrop | false | null | null | 0 | ARCA>IEX | LMT | 4.7 | 87 | 0 | 40 | 32 | -34 | -33 | NoShort | null | Toxic prints; widened spread |
X008820 | 2025-10-29 15:16:59 | XLB | Buy | 21,120 | 64.77 | 1,367,942.4 | 1.8 | 0.054 | Ultra | 5.5 | 38 | 12.8 | NYSE>BATS>NASDAQ>ARCA>EDGX | Adaptive | 2 | LMT | 2.1 | 68 | 13 | 0.41 | ToxicitySpike | false | null | null | 0 | NYSE>BATS>NASDAQ>ARCA>EDGX | LMT | 27.3 | 92 | 5.5 | 79 | 20 | -3 | -10 | null | null | Toxic prints; widened spread |
X008821 | 2025-11-10 15:22:58 | BA | Buy | 62,001 | 273.46 | 16,954,793.46 | 2.3 | 0.207 | Low | 24.7 | 39 | 10.6 | IEX>BATS | VWAP | 3 | MKT | 9.7 | 91 | 24 | 0.8 | Multi | false | null | null | 0 | IEX>BATS | MKT | 62.6 | 95 | 16.3 | 147 | -14 | -14 | -30 | null | null | Stable book; normal liquidity |
X008822 | 2025-11-30 11:50:48 | XLU | Sell | 23,023 | 280.2 | 6,451,044.6 | 1.9 | 0.074 | Ultra | 5 | 16 | 28.8 | BATS>NYSE>IEX | TWAP | 1 | IOC | 2.2 | 68 | 18 | 0.42 | ToxicitySpike | false | null | null | 0 | BATS>NYSE>IEX | IOC | 20.1 | 89 | 1.4 | 89 | 54 | -16 | -23 | PositionLimitNear | PriceBand | Toxic prints; widened spread |
X008823 | 2025-12-22 14:15:46 | KO | Buy | 3,139 | 223 | 699,997 | 2.5 | 0.078 | Low | 24.7 | 27 | 18.1 | IEX>EDGX>NYSE>NASDAQ>ARCA | VWAP | 3 | LMT | 8.1 | 61 | 28 | 0.63 | LiqDrop | false | null | null | 0 | IEX>EDGX>NYSE>NASDAQ>ARCA | LMT | 70.4 | 96 | 4.3 | 90 | 13 | -15 | 38 | null | null | Paused due to data glitch |
X008824 | 2025-11-11 15:16:08 | BRK.B | Buy | 18,922 | 270.12 | 5,111,210.64 | 2 | 0.086 | Medium | 23.2 | 38 | 12.1 | BATS>NASDAQ>ARCA | POV | 4 | MKT | 11.1 | 70 | 17 | 0.65 | LiqDrop | false | null | null | 0 | BATS>NASDAQ>ARCA | MKT | 9.4 | 99 | 30.8 | 94 | -20 | -34 | -29 | null | null | Venue switch reduced impact |
X008825 | 2025-12-12 14:51:45 | XLF | Buy | 58,910 | 27.95 | 1,646,534.5 | 2.7 | 0.161 | Low | 24 | 25 | -18.9 | BATS>NASDAQ>EDGX>NYSE>IEX | TWAP | 2 | PO | 8.2 | 85 | 33 | 0.48 | LiqDrop | false | null | null | 0 | BATS>NASDAQ>EDGX>NYSE>IEX | PO | 0.6 | 95 | 12.2 | 10 | -6 | 27 | -2 | null | null | Stable book; normal liquidity |
X008826 | 2025-12-24 12:42:21 | XLE | Sell | 19,400 | 177.34 | 3,440,396 | 2.1 | 0.07 | High | 6.7 | 13 | 24.9 | NASDAQ>EDGX>BATS>NYSE>ARCA | Adaptive | 2 | LMT | 2.5 | 68 | 28 | 0.48 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX>BATS>NYSE>ARCA | LMT | 70.4 | 86 | 6.4 | 73 | 45 | -36 | -36 | null | null | Paused due to data glitch |
X008827 | 2025-11-19 14:02:01 | T | Sell | 31,155 | 69.7 | 2,171,503.5 | 2.3 | 0.26 | Low | 21.6 | 6 | 23.7 | ARCA>EDGX | TWAP | 3 | LMT | 7.6 | 75 | 22 | 0.74 | ToxicitySpike | false | null | null | 0 | ARCA>EDGX | LMT | 12.3 | 88 | 6.7 | 163 | 41 | -31 | 30 | null | null | Toxic prints; widened spread |
X008828 | 2025-12-01 13:59:31 | NKE | Buy | 50,577 | 239.17 | 12,096,501.09 | 3.3 | 0.235 | Low | 23.7 | 19 | 25.5 | IEX>EDGX | TWAP | 1 | MKT | 8 | 77 | 17 | 0.69 | Slip>Thresh | false | null | null | 0 | IEX>EDGX | MKT | 92.6 | 92 | 9 | 85 | -17 | 24 | -3 | null | null | Stable book; normal liquidity |
X008829 | 2025-12-02 09:35:47 | XLI | Buy | 3,686 | 62.29 | 229,600.94 | 3.1 | 0.168 | Low | 31.5 | 5 | -13.3 | BATS>NASDAQ>ARCA>EDGX | IS | 5 | LMT | 15.4 | 62 | 26 | 0.49 | ToxicitySpike | false | null | null | 0 | BATS>NASDAQ>ARCA>EDGX | LMT | 30.9 | 89 | 31.9 | 74 | -15 | 8 | -28 | NoShort | null | Paused due to data glitch |
X008830 | 2025-11-09 11:01:33 | XLI | Sell | 7,332 | 16.01 | 117,385.32 | 3.3 | 0.334 | Low | 35.6 | 31 | 20.6 | NYSE>IEX | POV | 4 | PO | 15.8 | 64 | 28 | 0.57 | Slip>Thresh | false | null | null | 0 | NYSE>IEX | PO | 88.3 | 96 | 7.6 | 110 | 28 | -12 | 38 | PositionLimitNear | null | Venue switch reduced impact |
X008831 | 2025-11-27 13:55:01 | XLE | Sell | 32,907 | 321.62 | 10,583,549.34 | 1.8 | 0.118 | Ultra | 3.7 | 4 | -8.7 | BATS>ARCA>NYSE>IEX>EDGX | IS | 4 | MKT | 3.3 | 78 | 31 | 0.5 | Multi | false | null | null | 0 | BATS>ARCA>NYSE>IEX>EDGX | MKT | 28.4 | 96 | 0.9 | 64 | 41 | -19 | 26 | null | null | Paused due to data glitch |
X008832 | 2025-11-25 14:46:57 | XLK | Buy | 27,851 | 345.62 | 9,625,862.62 | 1.2 | 0.078 | High | 12.7 | 16 | -2.9 | NYSE>BATS>NASDAQ | TWAP | 2 | IOC | 4.4 | 71 | 31 | 0.77 | Slip>Thresh | false | null | null | 0 | NYSE>BATS>NASDAQ | IOC | 19.6 | 90 | 4.4 | 10 | 26 | -15 | 20 | null | null | Venue switch reduced impact |
X008833 | 2025-12-14 12:10:33 | HD | Sell | 79,430 | 26.49 | 2,104,100.7 | 1.7 | 0.308 | Low | 20.8 | 9 | 14.1 | NASDAQ>BATS | TWAP | 1 | LMT | 5.3 | 87 | 22 | 0.49 | Multi | false | null | null | 0 | NASDAQ>BATS | LMT | 81.8 | 94 | 1.6 | 10 | 8 | -38 | 32 | NoShort | null | Stable book; normal liquidity |
X008834 | 2025-12-25 13:34:45 | WMT | Sell | 11,979 | 292.21 | 3,500,383.59 | 3.3 | 0.037 | Medium | 20.3 | 14 | 4.6 | IEX>NYSE>EDGX | TWAP | 1 | IOC | 6.8 | 64 | 15 | 0.7 | Multi | false | null | null | 0 | IEX>NYSE>EDGX | IOC | 23.3 | 96 | 4.5 | 10 | 29 | -15 | -4 | null | null | Venue switch reduced impact |
X008835 | 2025-12-23 15:06:02 | AMZN | Buy | 3,306 | 60.16 | 198,888.96 | 2.2 | 0.152 | Low | 19.6 | 5 | 27 | IEX>EDGX>NASDAQ | POV | 5 | LMT | 9 | 62 | 14 | 0.47 | ToxicitySpike | false | null | null | 0 | IEX>EDGX>NASDAQ | LMT | 75.4 | 65 | 2.3 | 96 | 13 | -30 | -1 | null | null | Paused due to data glitch |
X008836 | 2025-11-12 12:39:17 | BA | Buy | 160,868 | 97.29 | 15,650,847.72 | 3 | 0.536 | Low | 24.7 | 19 | -1.1 | ARCA>NASDAQ | POV | 5 | IOC | 13.5 | 164 | 28 | 0.43 | ToxicitySpike | false | null | null | 0 | ARCA>NASDAQ | IOC | 43.4 | 88 | 22.5 | 203 | 24 | -31 | 35 | null | null | Toxic prints; widened spread |
X008837 | 2025-11-28 12:28:38 | AMZN | Buy | 5,141 | 271.68 | 1,396,706.88 | 1.3 | 0.236 | Low | 13.9 | 11 | 19.3 | ARCA>IEX>BATS | Adaptive | 4 | LMT | 4.8 | 62 | 29 | 0.81 | LiqDrop | false | null | null | 0 | ARCA>IEX>BATS | LMT | 43.1 | 63 | 0 | 32 | -11 | -13 | -39 | null | null | Paused due to data glitch |
X008838 | 2025-10-27 09:35:16 | IWM | Buy | 47,017 | 207.23 | 9,743,332.91 | 1.1 | 0.065 | Ultra | 4.7 | 17 | 0.8 | BATS>NYSE>NASDAQ>IEX>ARCA | TWAP | 1 | IOC | 1.8 | 76 | 25 | 0.81 | LiqDrop | true | LiquidityDrop | VenueSwitch | 15 | BATS>NYSE>NASDAQ>IEX>ARCA | IOC>MKT | 74.9 | 88 | 3.4 | 93 | 18 | -22 | -10 | null | null | High urgency from PM |
X008839 | 2025-12-12 15:55:58 | CSCO | Buy | 86,897 | 79.86 | 6,939,594.42 | 2.9 | 0.218 | Low | 18.5 | 23 | -18.5 | ARCA>EDGX>NASDAQ>IEX>NYSE | IS | 4 | MKT | 10.9 | 109 | 18 | 0.47 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 19 | ARCA>EDGX>NASDAQ>IEX>NYSE | MKT>IOC | 60.8 | 98 | 37.5 | 93 | -20 | -32 | -10 | Watchlist | Throttle | Stable book; normal liquidity |
X008840 | 2025-11-22 10:30:52 | JPM | Buy | 2,104 | 134.9 | 283,829.6 | 5.1 | 0.052 | Low | 36.2 | 33 | -11.1 | NASDAQ>IEX>EDGX>BATS>ARCA | TWAP | 3 | MKT | 16 | 61 | 26 | 0.7 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 11 | NASDAQ>IEX>EDGX>BATS>ARCA | MKT>LMT | 94 | 92 | 33.7 | 9 | 20 | -22 | -10 | null | null | Venue switch reduced impact |
X008841 | 2025-12-02 11:15:53 | TSLA | Sell | 60,827 | 250.74 | 15,251,761.98 | 2.1 | 0.189 | Low | 17.6 | 22 | -2 | NYSE>EDGX>NASDAQ>ARCA | IS | 4 | PO | 8.9 | 94 | 17 | 0.69 | Multi | false | null | null | 0 | NYSE>EDGX>NASDAQ>ARCA | PO | 27.2 | 92 | 8.8 | 65 | 47 | -14 | -36 | null | null | Paused due to data glitch |
X008842 | 2025-11-25 13:34:52 | JPM | Sell | 14,411 | 197.2 | 2,841,849.2 | 3.6 | 0.357 | Low | 39.3 | 37 | 8.3 | NASDAQ>BATS | Adaptive | 2 | MKT | 12.8 | 66 | 13 | 0.78 | LiqDrop | false | null | null | 0 | NASDAQ>BATS | MKT | 52.8 | 100 | 20.7 | 17 | -14 | 4 | -11 | null | null | Toxic prints; widened spread |
X008843 | 2025-11-12 14:45:51 | META | Buy | 60,680 | 84.61 | 5,134,134.8 | 1.7 | 0.169 | Low | 17.9 | 10 | 13.6 | NASDAQ>ARCA>NYSE>IEX | TWAP | 2 | LMT | 5.4 | 85 | 21 | 0.44 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>NYSE>IEX | LMT | 57.9 | 89 | 0 | 57 | 47 | 6 | -11 | null | null | Toxic prints; widened spread |
X008844 | 2025-12-07 09:35:51 | PEP | Buy | 27,901 | 109.06 | 3,042,883.06 | 4.5 | 0.088 | Low | 18.1 | 5 | 10.2 | BATS>ARCA>NASDAQ>NYSE>IEX | POV | 4 | MKT | 11 | 76 | 30 | 0.45 | Multi | false | null | null | 0 | BATS>ARCA>NASDAQ>NYSE>IEX | MKT | 37.9 | 100 | 8.4 | 29 | 11 | -1 | 8 | null | null | Toxic prints; widened spread |
X008845 | 2025-12-16 10:23:08 | AMZN | Sell | 430 | 85.14 | 36,610.2 | 1.9 | 0.02 | Ultra | 13.6 | 34 | -17.4 | ARCA>EDGX>NYSE>BATS | IS | 5 | IOC | 8.2 | 60 | 18 | 0.45 | LiqDrop | false | null | null | 0 | ARCA>EDGX>NYSE>BATS | IOC | 50.6 | 99 | 4.7 | 61 | -14 | -21 | -40 | null | null | Paused due to data glitch |
X008846 | 2025-12-06 13:44:35 | HYG | Sell | 10,185 | 77.51 | 789,439.35 | 1.1 | 0.056 | High | 15.8 | 37 | 9.4 | ARCA>NASDAQ>IEX>NYSE | TWAP | 2 | MKT | 5.5 | 64 | 24 | 0.75 | LiqDrop | false | null | null | 0 | ARCA>NASDAQ>IEX>NYSE | MKT | 93.1 | 93 | 0 | 52 | -6 | -1 | 30 | null | null | Paused due to data glitch |
X008847 | 2025-11-20 15:30:15 | KO | Buy | 6,433 | 181.8 | 1,169,519.4 | 3.1 | 0.16 | Low | 37.7 | 31 | 6 | EDGX>NASDAQ>BATS>ARCA>NYSE | IS | 4 | MKT | 19.6 | 63 | 24 | 0.63 | LiqDrop | false | null | null | 0 | EDGX>NASDAQ>BATS>ARCA>NYSE | MKT | 96.8 | 99 | 30.4 | 27 | 15 | -17 | -16 | Watchlist | null | High urgency from PM |
X008848 | 2025-11-19 10:21:20 | HYG | Sell | 7,972 | 72.76 | 580,042.72 | 1.1 | 0.044 | Ultra | 10.2 | 27 | -25.6 | IEX>EDGX>ARCA>NYSE | VWAP | 1 | IOC | 3 | 62 | 28 | 0.66 | LiqDrop | false | null | null | 0 | IEX>EDGX>ARCA>NYSE | IOC | 31.7 | 96 | 3.8 | 15 | 33 | 24 | -22 | null | null | High urgency from PM |
X008849 | 2025-11-20 14:50:04 | MSFT | Buy | 63,227 | 276.64 | 17,491,117.28 | 2.6 | 0.336 | Low | 22.5 | 21 | 31.9 | NYSE>BATS>NASDAQ>IEX>EDGX | Adaptive | 5 | IOC | 10.4 | 101 | 30 | 0.42 | Multi | false | null | null | 0 | NYSE>BATS>NASDAQ>IEX>EDGX | IOC | 36.2 | 95 | 2.2 | 144 | 54 | -31 | 39 | null | null | Toxic prints; widened spread |
X008850 | 2025-12-24 14:57:18 | TSLA | Buy | 29,647 | 300.13 | 8,897,954.11 | 1 | 0.092 | High | 15.7 | 4 | -26.7 | NASDAQ>ARCA>EDGX>NYSE>IEX | VWAP | 1 | LMT | 3.7 | 70 | 15 | 0.7 | Multi | false | null | null | 0 | NASDAQ>ARCA>EDGX>NYSE>IEX | LMT | 55.8 | 96 | 11.1 | 30 | -4 | -28 | 18 | PositionLimitNear | null | High urgency from PM |
X008851 | 2025-12-19 14:47:34 | MSFT | Buy | 16,835 | 224.73 | 3,783,329.55 | 2.9 | 0.089 | Medium | 11 | 13 | 7.3 | IEX>ARCA>EDGX | IS | 5 | LMT | 6.9 | 70 | 22 | 0.8 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 12 | IEX>ARCA>EDGX | LMT>PO | 97.9 | 93 | 5 | 79 | -11 | 7 | -10 | null | null | Toxic prints; widened spread |
X008852 | 2025-12-25 14:15:36 | XLV | Sell | 11,956 | 294.85 | 3,525,226.6 | 1.2 | 0.034 | Ultra | 8.7 | 21 | -3.7 | IEX>BATS | IS | 4 | MKT | 5 | 66 | 24 | 0.56 | ToxicitySpike | false | null | null | 0 | IEX>BATS | MKT | 2.4 | 88 | 1.4 | 71 | -11 | 5 | -38 | null | null | High urgency from PM |
X008853 | 2025-11-01 13:16:40 | MA | Sell | 17,794 | 51.31 | 913,010.14 | 1.1 | 0.076 | Ultra | 5.3 | 5 | 14.8 | NYSE>IEX | IS | 4 | LMT | 2.8 | 70 | 30 | 0.49 | ToxicitySpike | false | null | null | 0 | NYSE>IEX | LMT | 41.4 | 96 | 6.6 | 59 | 45 | -34 | -30 | null | null | High urgency from PM |
X008854 | 2025-12-15 10:54:39 | CVX | Buy | 4,647 | 247.67 | 1,150,922.49 | 1.2 | 0.028 | Ultra | 23.6 | 9 | 23.1 | ARCA>IEX>NASDAQ>NYSE>BATS | VWAP | 3 | MKT | 8.5 | 62 | 15 | 0.52 | Slip>Thresh | false | null | null | 0 | ARCA>IEX>NASDAQ>NYSE>BATS | MKT | 80.4 | 87 | 9.3 | 44 | 21 | -2 | 23 | null | null | High urgency from PM |
X008855 | 2025-11-14 11:58:13 | UNH | Buy | 204,971 | 185.77 | 38,077,462.67 | 2.3 | 0.9 | Low | 9.5 | 10 | 1.2 | ARCA>NYSE>EDGX>NASDAQ | IS | 4 | IOC | 6.5 | 177 | 16 | 0.74 | Multi | false | null | null | 0 | ARCA>NYSE>EDGX>NASDAQ | IOC | 32.7 | 88 | 17.2 | 214 | 37 | 21 | -6 | PositionLimitNear | null | Toxic prints; widened spread |
X008856 | 2025-10-30 14:41:31 | UNH | Sell | 15,535 | 23.56 | 366,004.6 | 2.2 | 0.068 | Medium | 17.9 | 15 | 12.8 | IEX>ARCA>NASDAQ>BATS | IS | 5 | PO | 10.1 | 70 | 15 | 0.46 | LiqDrop | false | null | null | 0 | IEX>ARCA>NASDAQ>BATS | PO | 81.2 | 94 | 1.6 | 143 | 45 | -32 | 10 | null | null | Paused due to data glitch |
X008857 | 2025-11-10 09:35:19 | TLT | Buy | 43,501 | 95.35 | 4,147,820.35 | 1.9 | 0.159 | Medium | 7.7 | 12 | 21 | BATS>EDGX>IEX | VWAP | 1 | MKT | 2.9 | 75 | 13 | 0.61 | Slip>Thresh | false | null | null | 0 | BATS>EDGX>IEX | MKT | 22 | 96 | 12.7 | 264 | 59 | 14 | 1 | null | null | Toxic prints; widened spread |
X008858 | 2025-11-22 11:42:18 | XLV | Sell | 183,586 | 147.65 | 27,106,472.9 | 1.2 | 0.515 | Medium | 3.7 | 35 | -14.1 | BATS>NYSE | IS | 4 | LMT | 2.5 | 165 | 32 | 0.41 | Slip>Thresh | false | null | null | 0 | BATS>NYSE | LMT | 51.4 | 95 | 0 | 66 | 31 | -39 | -13 | Watchlist | null | Stable book; normal liquidity |
X008859 | 2025-11-14 12:12:12 | CVX | Buy | 8,872 | 258.28 | 2,291,460.16 | 1.1 | 0.053 | Ultra | 7.1 | 17 | -30.4 | ARCA>NASDAQ>EDGX>BATS>IEX | TWAP | 3 | LMT | 2.7 | 64 | 12 | 0.43 | Multi | false | null | null | 0 | ARCA>NASDAQ>EDGX>BATS>IEX | LMT | 11.8 | 94 | 0 | 86 | 55 | 24 | 13 | PositionLimitNear | null | Toxic prints; widened spread |
X008860 | 2025-11-29 12:14:22 | V | Buy | 8,722 | 154.68 | 1,349,118.96 | 2.6 | 0.114 | Low | 36.4 | 9 | 22.3 | EDGX>NASDAQ>ARCA>NYSE | TWAP | 2 | MKT | 12.7 | 63 | 31 | 0.72 | Multi | false | null | null | 0 | EDGX>NASDAQ>ARCA>NYSE | MKT | 22.8 | 94 | 22.2 | 70 | 48 | -35 | -14 | NoShort | null | Stable book; normal liquidity |
X008861 | 2025-11-25 15:20:33 | MSFT | Sell | 26,452 | 106.73 | 2,823,221.96 | 2.4 | 0.14 | Low | 12.5 | 24 | 24.8 | NYSE>EDGX>NASDAQ | TWAP | 1 | LMT | 3.8 | 69 | 12 | 0.64 | Multi | false | null | null | 0 | NYSE>EDGX>NASDAQ | LMT | 30.1 | 88 | 0 | 151 | 42 | -7 | 40 | null | null | Stable book; normal liquidity |
X008862 | 2025-12-25 15:14:26 | DIS | Buy | 19,296 | 330.07 | 6,369,030.72 | 2.3 | 0.084 | Low | 21.4 | 18 | -13.2 | NASDAQ>BATS | VWAP | 1 | MKT | 6.5 | 66 | 33 | 0.44 | Multi | false | null | null | 0 | NASDAQ>BATS | MKT | 38.7 | 85 | 10.1 | 68 | 32 | 18 | -31 | null | null | High urgency from PM |
X008863 | 2025-12-12 09:35:55 | BA | Buy | 80,409 | 230.03 | 18,496,482.27 | 1.7 | 0.268 | Medium | 7 | 3 | 14 | ARCA>BATS | IS | 5 | MKT | 5.3 | 112 | 20 | 0.83 | LiqDrop | false | null | null | 0 | ARCA>BATS | MKT | 80.3 | 94 | 13.7 | 82 | 33 | -15 | -9 | Watchlist | null | Paused due to data glitch |
X008864 | 2025-11-09 11:29:08 | XOM | Sell | 24,458 | 200.5 | 4,903,829 | 2.5 | 0.224 | Low | 20.2 | 36 | -5.6 | BATS>ARCA | Adaptive | 3 | IOC | 7.6 | 72 | 13 | 0.63 | Multi | false | null | null | 0 | BATS>ARCA | IOC | 6.5 | 95 | 11.5 | 50 | -18 | -30 | -7 | Watchlist | null | Venue switch reduced impact |
X008865 | 2025-12-18 13:07:23 | XLV | Sell | 23,240 | 262.57 | 6,102,126.8 | 1.5 | 0.065 | Medium | 23.3 | 23 | 10.3 | EDGX>BATS>ARCA>NYSE>IEX | TWAP | 3 | LMT | 7.5 | 71 | 35 | 0.51 | Slip>Thresh | false | null | null | 0 | EDGX>BATS>ARCA>NYSE>IEX | LMT | 81.4 | 91 | 12 | 16 | 0 | -14 | 14 | null | null | Toxic prints; widened spread |
X008866 | 2025-11-08 13:25:21 | XLY | Sell | 9,576 | 296.18 | 2,836,219.68 | 1.5 | 0.04 | High | 18.5 | 27 | -24.9 | NASDAQ>ARCA>NYSE>EDGX>BATS | VWAP | 2 | LMT | 5.1 | 64 | 29 | 0.6 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>NYSE>EDGX>BATS | LMT | 75.8 | 91 | 5 | 62 | 45 | 18 | -2 | null | null | Venue switch reduced impact |
X008867 | 2025-11-10 15:06:17 | XLK | Sell | 43,103 | 268.85 | 11,588,241.55 | 1.9 | 0.121 | Medium | 16.5 | 23 | 25.3 | EDGX>NYSE>IEX>ARCA>NASDAQ | Adaptive | 2 | LMT | 4.6 | 78 | 19 | 0.79 | Slip>Thresh | false | null | null | 0 | EDGX>NYSE>IEX>ARCA>NASDAQ | LMT | 77.8 | 93 | 5.2 | 55 | 1 | -16 | -5 | NoShort | null | Venue switch reduced impact |
X008868 | 2025-11-10 12:40:04 | UNH | Buy | 37,283 | 226.49 | 8,444,226.67 | 2.3 | 0.164 | Low | 10.9 | 7 | 15.5 | NASDAQ>EDGX | IS | 5 | LMT | 6.4 | 84 | 32 | 0.41 | Slip>Thresh | false | null | null | 0 | NASDAQ>EDGX | LMT | 57.8 | 93 | 21.6 | 146 | 39 | 18 | 4 | PositionLimitNear | null | Paused due to data glitch |
X008869 | 2025-10-30 14:44:43 | QQQ | Sell | 21,953 | 429.1 | 9,420,032.3 | 0.7 | 0.07 | High | 24.9 | 33 | -32.1 | IEX>BATS>EDGX>NYSE>ARCA | TWAP | 1 | IOC | 6.6 | 67 | 31 | 0.81 | Slip>Thresh | false | null | null | 0 | IEX>BATS>EDGX>NYSE>ARCA | IOC | 83.8 | 87 | 7 | 100 | 32 | -39 | -39 | null | null | Stable book; normal liquidity |
X008870 | 2025-11-02 09:35:10 | BRK.B | Sell | 165,068 | 26.87 | 4,435,377.16 | 2.8 | 0.75 | Low | 14.7 | 8 | -16.6 | BATS>NASDAQ | IS | 5 | MKT | 10.5 | 167 | 16 | 0.4 | Multi | false | null | null | 0 | BATS>NASDAQ | MKT | 93 | 95 | 0 | 18 | 48 | -14 | 34 | NoShort | null | Venue switch reduced impact |
X008871 | 2025-11-09 10:16:13 | AMZN | Buy | 5,130 | 322.71 | 1,655,502.3 | 2.7 | 0.236 | Low | 15.8 | 25 | 33.8 | EDGX>NYSE>IEX | TWAP | 2 | PO | 6 | 62 | 31 | 0.74 | Multi | false | null | null | 0 | EDGX>NYSE>IEX | PO | 51.9 | 93 | 0 | 75 | 15 | -40 | 4 | null | null | Stable book; normal liquidity |
X008872 | 2025-11-30 10:49:34 | AAPL | Sell | 186,460 | 95.39 | 17,786,419.4 | 1.8 | 0.549 | Low | 21.6 | 38 | 20 | NYSE>ARCA | POV | 4 | MKT | 10.5 | 167 | 13 | 0.69 | Multi | false | null | null | 0 | NYSE>ARCA | MKT | 49.8 | 87 | 7.8 | 162 | 19 | -40 | 23 | PositionLimitNear | null | Toxic prints; widened spread |
X008873 | 2025-12-19 13:50:34 | CVX | Buy | 43,403 | 155.32 | 6,741,353.96 | 0.8 | 0.258 | Medium | 12.8 | 16 | 29.7 | BATS>NASDAQ | Adaptive | 4 | LMT | 4.2 | 84 | 13 | 0.55 | LiqDrop | false | null | null | 0 | BATS>NASDAQ | LMT | 35.9 | 75 | 5.3 | 139 | -17 | -38 | 26 | null | null | Venue switch reduced impact |
X008874 | 2025-12-09 12:44:19 | INTC | Buy | 4,137 | 50.43 | 208,628.91 | 0.7 | 0.197 | Medium | 26.6 | 38 | 4.2 | NYSE>IEX | TWAP | 1 | LMT | 6.1 | 61 | 33 | 0.83 | Slip>Thresh | false | null | null | 0 | NYSE>IEX | LMT | 62.6 | 60 | 0 | 28 | -3 | -6 | 0 | Watchlist | null | Venue switch reduced impact |
X008875 | 2025-11-26 10:31:00 | IWM | Buy | 37,618 | 191.63 | 7,208,737.34 | 1 | 0.052 | High | 21.8 | 26 | -4.3 | NYSE>BATS | TWAP | 1 | LMT | 5.2 | 73 | 19 | 0.78 | Multi | false | null | null | 0 | NYSE>BATS | LMT | 0.3 | 91 | 7.5 | 27 | 1 | 1 | 18 | null | null | Venue switch reduced impact |
X008876 | 2025-12-01 12:48:09 | TLT | Buy | 17,409 | 98.28 | 1,710,956.52 | 3.2 | 0.064 | Medium | 16 | 35 | 28.6 | IEX>BATS>ARCA | Adaptive | 2 | MKT | 6.1 | 67 | 18 | 0.77 | LiqDrop | false | null | null | 0 | IEX>BATS>ARCA | MKT | 95 | 96 | 8.2 | 28 | 21 | 5 | -5 | Watchlist | null | Venue switch reduced impact |
X008877 | 2025-11-11 10:38:34 | PEP | Buy | 104,461 | 352.62 | 36,835,037.82 | 4.5 | 0.33 | Low | 12.3 | 15 | 10.7 | NYSE>BATS>EDGX>ARCA>NASDAQ | Adaptive | 3 | MKT | 6.8 | 112 | 12 | 0.62 | LiqDrop | false | null | null | 0 | NYSE>BATS>EDGX>ARCA>NASDAQ | MKT | 0.2 | 91 | 0 | 165 | -2 | 15 | 24 | Watchlist | null | Toxic prints; widened spread |
X008878 | 2025-12-24 14:51:45 | QQQ | Buy | 52,209 | 413.42 | 21,584,244.78 | 0.5 | 0.165 | Ultra | 6.1 | 20 | 23 | ARCA>NYSE>IEX>NASDAQ | IS | 5 | MKT | 3.6 | 93 | 23 | 0.71 | LiqDrop | false | null | null | 0 | ARCA>NYSE>IEX>NASDAQ | MKT | 59.5 | 92 | 1.9 | 69 | 18 | -5 | 27 | NoShort | null | Stable book; normal liquidity |
X008879 | 2025-10-28 12:17:05 | XLI | Buy | 5,096 | 191.62 | 976,495.52 | 2.5 | 0.232 | Low | 32.6 | 35 | -14.7 | ARCA>EDGX>NASDAQ>BATS | TWAP | 1 | MKT | 9.9 | 61 | 24 | 0.82 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 11 | ARCA>EDGX>NASDAQ>BATS | MKT>LMT | 58.9 | 85 | 9.7 | 87 | 18 | 9 | -22 | NoShort | null | Paused due to data glitch |
X008880 | 2025-10-29 12:05:24 | GOOGL | Buy | 153,444 | 133.87 | 20,541,548.28 | 1.5 | 0.457 | Low | 16.9 | 22 | -23.5 | NASDAQ>NYSE>EDGX>BATS | Adaptive | 2 | LMT | 4.6 | 125 | 29 | 0.41 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE>EDGX>BATS | LMT | 36 | 99 | 20.1 | 133 | 42 | -18 | -34 | null | null | Toxic prints; widened spread |
X008881 | 2025-11-12 13:12:57 | MA | Buy | 18,439 | 178.57 | 3,292,652.23 | 1.4 | 0.079 | High | 8.8 | 34 | -23.6 | ARCA>IEX>BATS>NYSE>NASDAQ | VWAP | 1 | MKT | 2.9 | 66 | 15 | 0.68 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 14 | ARCA>IEX>BATS>NYSE>NASDAQ | MKT>IOC | 67.5 | 85 | 0 | 106 | 32 | -33 | -19 | null | null | Stable book; normal liquidity |
X008882 | 2025-10-28 14:10:02 | IEF | Buy | 17,517 | 93.4 | 1,636,087.8 | 2 | 0.067 | High | 6.4 | 11 | 18.9 | BATS>IEX>EDGX>NYSE | IS | 4 | PO | 4.3 | 70 | 32 | 0.59 | Multi | false | null | null | 0 | BATS>IEX>EDGX>NYSE | PO | 52.9 | 100 | 9.6 | 84 | -11 | -22 | 1 | null | null | Paused due to data glitch |
X008883 | 2025-11-08 15:52:35 | BAC | Buy | 53,870 | 221.86 | 11,951,598.2 | 1 | 0.147 | Medium | 18 | 3 | 31.1 | ARCA>EDGX>NASDAQ | Adaptive | 5 | PO | 7.1 | 95 | 34 | 0.49 | LiqDrop | false | null | null | 0 | ARCA>EDGX>NASDAQ | PO | 17.1 | 91 | 11.7 | 24 | 45 | 7 | 28 | null | null | Venue switch reduced impact |
X008884 | 2025-12-08 15:00:12 | QQQ | Buy | 15,769 | 407.38 | 6,423,975.22 | 1 | 0.05 | High | 21.5 | 26 | 32.5 | EDGX>NASDAQ>BATS | IS | 4 | LMT | 8.7 | 69 | 25 | 0.57 | LiqDrop | false | null | null | 0 | EDGX>NASDAQ>BATS | LMT | 39.6 | 88 | 17.1 | 107 | 16 | 23 | 5 | NoShort | null | Toxic prints; widened spread |
X008885 | 2025-12-15 09:35:57 | DIS | Buy | 30,726 | 34.94 | 1,073,566.44 | 2 | 0.134 | Medium | 7.1 | 18 | -8.7 | NASDAQ>ARCA>EDGX>NYSE>IEX | TWAP | 1 | MKT | 3 | 70 | 28 | 0.47 | Multi | false | null | null | 0 | NASDAQ>ARCA>EDGX>NYSE>IEX | MKT | 35.1 | 95 | 9.7 | 83 | -15 | -23 | 35 | PositionLimitNear | null | Toxic prints; widened spread |
X008886 | 2025-12-06 12:47:27 | TLT | Sell | 32,313 | 91.31 | 2,950,500.03 | 3.2 | 0.118 | Low | 19.4 | 31 | 12.3 | BATS>EDGX | VWAP | 2 | IOC | 7.2 | 73 | 26 | 0.65 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 11 | BATS>EDGX | IOC>LMT | 14.6 | 93 | 6.8 | 99 | 30 | -33 | 24 | null | null | Venue switch reduced impact |
X008887 | 2025-11-05 10:00:34 | JNJ | Buy | 67,227 | 262.97 | 17,678,684.19 | 2.6 | 0.247 | Low | 18.7 | 20 | -23.3 | BATS>ARCA>NYSE | POV | 5 | MKT | 10.9 | 103 | 26 | 0.4 | ToxicitySpike | false | null | null | 0 | BATS>ARCA>NYSE | MKT | 49.1 | 98 | 11.4 | 128 | -8 | -23 | 0 | null | null | Venue switch reduced impact |
X008888 | 2025-10-29 14:39:02 | IWM | Buy | 87,268 | 200.71 | 17,515,560.28 | 1.4 | 0.12 | Medium | 19.5 | 10 | 17.7 | IEX>BATS | Adaptive | 2 | LMT | 5.1 | 97 | 15 | 0.52 | Slip>Thresh | false | null | null | 0 | IEX>BATS | LMT | 71.7 | 89 | 6.8 | 113 | 34 | -36 | 1 | null | null | Toxic prints; widened spread |
X008889 | 2025-11-23 09:54:28 | NVDA | Buy | 3,714 | 53.66 | 199,293.24 | 2 | 0.096 | Medium | 19.6 | 6 | 30.5 | BATS>ARCA>EDGX>NASDAQ>NYSE | IS | 4 | LMT | 8.7 | 62 | 25 | 0.73 | LiqDrop | false | null | null | 0 | BATS>ARCA>EDGX>NASDAQ>NYSE | LMT | 37.8 | 98 | 13 | 51 | 28 | 3 | 23 | Watchlist | null | Venue switch reduced impact |
X008890 | 2025-12-08 12:54:42 | XLV | Buy | 19,719 | 329.89 | 6,505,100.91 | 2 | 0.055 | Ultra | 5.1 | 20 | 14.3 | ARCA>IEX>EDGX | POV | 5 | LMT | 3.4 | 72 | 26 | 0.66 | Multi | false | null | null | 0 | ARCA>IEX>EDGX | LMT | 67.3 | 89 | 0 | 93 | 20 | 21 | -9 | null | null | Venue switch reduced impact |
X008891 | 2025-11-01 09:36:45 | MSFT | Sell | 27,150 | 29.81 | 809,341.5 | 3 | 0.144 | Low | 15.6 | 24 | -14.1 | EDGX>NASDAQ | IS | 5 | MKT | 10.7 | 77 | 17 | 0.44 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ | MKT | 18.8 | 99 | 0 | 82 | 47 | -21 | 20 | PositionLimitNear | null | High urgency from PM |
X008892 | 2025-12-02 13:56:12 | JPM | Buy | 12,435 | 52.66 | 654,827.1 | 3.6 | 0.308 | Low | 22.2 | 13 | 0.7 | NYSE>IEX>ARCA | TWAP | 2 | IOC | 8.7 | 65 | 19 | 0.52 | Multi | false | null | null | 0 | NYSE>IEX>ARCA | IOC | 49.9 | 88 | 22.7 | 78 | 51 | -16 | 22 | NoShort | null | Paused due to data glitch |
X008893 | 2025-11-30 14:12:16 | HD | Buy | 57,594 | 172.12 | 9,913,079.28 | 1.7 | 0.223 | Medium | 4.8 | 32 | -13.8 | BATS>ARCA>EDGX | IS | 5 | MKT | 4.2 | 97 | 35 | 0.6 | LiqDrop | false | null | null | 0 | BATS>ARCA>EDGX | MKT | 65.3 | 87 | 5.7 | 79 | 43 | -23 | -27 | null | null | Toxic prints; widened spread |
X008894 | 2025-11-14 09:35:43 | AMZN | Buy | 923 | 281.67 | 259,981.41 | 2.1 | 0.042 | Ultra | 6.8 | 8 | 28 | NASDAQ>IEX>EDGX>NYSE | Adaptive | 4 | MKT | 3.8 | 60 | 18 | 0.43 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX>EDGX>NYSE | MKT | 28.3 | 97 | 0.8 | 78 | 49 | 21 | 23 | null | null | Venue switch reduced impact |
X008895 | 2025-12-01 10:33:42 | XLB | Sell | 44,314 | 109.63 | 4,858,143.82 | 2 | 0.113 | Low | 23.4 | 12 | 4 | ARCA>NYSE>EDGX>NASDAQ | VWAP | 1 | MKT | 6.9 | 75 | 17 | 0.46 | LiqDrop | false | null | null | 0 | ARCA>NYSE>EDGX>NASDAQ | MKT | 51.8 | 96 | 0 | 10 | -7 | 20 | -3 | null | null | Paused due to data glitch |
X008896 | 2025-12-06 10:57:49 | MSFT | Sell | 12,996 | 69.16 | 898,803.36 | 3 | 0.069 | Medium | 16.2 | 9 | -22.5 | NYSE>NASDAQ | POV | 4 | PO | 8.3 | 67 | 20 | 0.8 | Multi | false | null | null | 0 | NYSE>NASDAQ | PO | 58.7 | 88 | 9.2 | 110 | -19 | 12 | 4 | NoShort | null | High urgency from PM |
X008897 | 2025-12-21 12:06:02 | CSCO | Buy | 79,546 | 234.33 | 18,640,014.18 | 3.3 | 0.2 | Low | 16.4 | 30 | 20.6 | NYSE>IEX>NASDAQ>EDGX>BATS | VWAP | 2 | MKT | 6.7 | 93 | 17 | 0.49 | LiqDrop | false | null | null | 0 | NYSE>IEX>NASDAQ>EDGX>BATS | MKT | 2.7 | 86 | 0 | 59 | 1 | 21 | -7 | NoShort | null | Toxic prints; widened spread |
X008898 | 2025-10-30 13:45:40 | IWM | Sell | 190,318 | 199.98 | 38,059,793.64 | 1.8 | 0.263 | Low | 14.5 | 37 | 1.6 | EDGX>IEX>BATS | POV | 4 | LMT | 6.2 | 169 | 31 | 0.64 | ToxicitySpike | false | null | null | 0 | EDGX>IEX>BATS | LMT | 72.1 | 96 | 9.1 | 10 | -9 | -26 | -14 | null | null | High urgency from PM |
X008899 | 2025-10-28 15:47:02 | XLP | Buy | 35,267 | 165.38 | 5,832,456.46 | 2.9 | 0.122 | Low | 18.2 | 6 | -3.3 | BATS>NYSE>IEX | VWAP | 1 | MKT | 6 | 72 | 26 | 0.65 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 15 | BATS>NYSE>IEX | MKT>PO | 79.3 | 92 | 18 | 22 | -5 | 4 | 7 | null | null | Toxic prints; widened spread |
X008900 | 2025-11-30 10:42:17 | NKE | Buy | 12,178 | 201.21 | 2,450,335.38 | 3.3 | 0.057 | High | 5.7 | 8 | 31.5 | NASDAQ>BATS>EDGX>NYSE | POV | 4 | LMT | 4.1 | 67 | 32 | 0.59 | Multi | false | null | null | 0 | NASDAQ>BATS>EDGX>NYSE | LMT | 27.1 | 85 | 4.3 | 72 | 5 | 8 | 24 | null | null | Toxic prints; widened spread |
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