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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X000901 | 2025-11-03 12:40:00 | IEF | Sell | 18,854 | 102.41 | 1,930,838.14 | 3.5 | 0.072 | High | 6.6 | 9 | 20.8 | IEX>NYSE>BATS>ARCA | IS | 5 | MKT | 6.7 | 72 | 31 | 0.71 | ToxicitySpike | false | null | null | 0 | IEX>NYSE>BATS>ARCA | MKT | 68.9 | 94 | 3.4 | 116 | 38 | 6 | -14 | null | null | Paused due to data glitch |
X000902 | 2025-11-23 13:55:29 | XLB | Buy | 173,978 | 264.91 | 46,088,511.98 | 2.4 | 0.443 | Medium | 3.7 | 36 | 12.2 | IEX>NASDAQ>EDGX>BATS>ARCA | POV | 4 | LMT | 3 | 160 | 13 | 0.4 | ToxicitySpike | false | null | null | 0 | IEX>NASDAQ>EDGX>BATS>ARCA | LMT | 22.1 | 81 | 0 | 104 | 8 | -39 | -24 | null | null | Venue switch reduced impact |
X000903 | 2025-11-20 11:03:57 | JPM | Sell | 9,670 | 231.02 | 2,233,963.4 | 2.4 | 0.239 | Low | 36.2 | 15 | -6.6 | ARCA>NYSE>BATS | Adaptive | 2 | MKT | 11.3 | 64 | 29 | 0.63 | Slip>Thresh | true | SlippageAboveThreshold | AlgoSwitch | 11 | ARCA>NYSE>BATS | MKT>IOC | 23.3 | 83 | 39.5 | 44 | 48 | -2 | 22 | Watchlist | null | Stable book; normal liquidity |
X000904 | 2025-11-03 10:09:28 | INTC | Buy | 1,358 | 238.65 | 324,086.7 | 0.9 | 0.065 | Medium | 39.9 | 5 | -32 | EDGX>BATS | Adaptive | 2 | LMT | 9.4 | 60 | 17 | 0.75 | ToxicitySpike | false | null | null | 0 | EDGX>BATS | LMT | 80.1 | 88 | 10.2 | 25 | -18 | -1 | 15 | null | null | Toxic prints; widened spread |
X000905 | 2025-11-07 13:56:33 | XLV | Buy | 36,514 | 140.37 | 5,125,470.18 | 0.9 | 0.102 | Medium | 24.8 | 22 | -13.7 | NASDAQ>NYSE>ARCA>EDGX>IEX | IS | 5 | LMT | 10.9 | 83 | 27 | 0.62 | Multi | false | null | null | 0 | NASDAQ>NYSE>ARCA>EDGX>IEX | LMT | 60.8 | 89 | 3.8 | 134 | 1 | 15 | -22 | null | null | Paused due to data glitch |
X000906 | 2025-11-30 14:15:59 | XLV | Buy | 93,184 | 187.87 | 17,506,478.08 | 1.2 | 0.262 | Low | 18.1 | 19 | -8.1 | EDGX>NASDAQ>BATS>ARCA | VWAP | 3 | LMT | 5.6 | 106 | 18 | 0.69 | LiqDrop | true | LiquidityDrop | VenueSwitch | 38 | EDGX>NASDAQ>BATS>ARCA | LMT>PO | 3 | 95 | 0.6 | 151 | -1 | 10 | -28 | null | null | Stable book; normal liquidity |
X000907 | 2025-11-25 12:01:52 | CVX | Sell | 64,185 | 158.13 | 10,149,574.05 | 1.4 | 0.381 | Low | 19.3 | 26 | 17.7 | ARCA>NASDAQ | IS | 4 | LMT | 8.3 | 96 | 12 | 0.4 | LiqDrop | false | null | null | 0 | ARCA>NASDAQ | LMT | 11.8 | 94 | 17.8 | 102 | 59 | -10 | 28 | null | null | Toxic prints; widened spread |
X000908 | 2025-10-30 15:50:08 | IEF | Buy | 56,913 | 101 | 5,748,213 | 2.6 | 0.216 | Low | 12.7 | 10 | 7.9 | NASDAQ>NYSE>ARCA>BATS | TWAP | 3 | LMT | 5.2 | 88 | 25 | 0.45 | Multi | false | null | null | 0 | NASDAQ>NYSE>ARCA>BATS | LMT | 32.8 | 89 | 0 | 10 | -1 | -21 | 30 | null | null | Venue switch reduced impact |
X000909 | 2025-10-29 15:52:39 | META | Buy | 100,531 | 66.07 | 6,642,083.17 | 0.8 | 0.28 | Medium | 17.4 | 31 | -9.9 | NASDAQ>NYSE>ARCA | IS | 4 | MKT | 8.6 | 117 | 19 | 0.56 | ToxicitySpike | false | null | null | 0 | NASDAQ>NYSE>ARCA | MKT | 68.9 | 99 | 9.3 | 184 | 24 | -20 | -7 | null | null | Venue switch reduced impact |
X000910 | 2025-11-02 14:14:28 | BA | Sell | 19,852 | 319.79 | 6,348,471.08 | 1.8 | 0.066 | Ultra | 4.5 | 23 | 23.8 | IEX>BATS | Adaptive | 4 | MKT | 2.8 | 71 | 35 | 0.68 | Slip>Thresh | false | null | null | 0 | IEX>BATS | MKT | 79.8 | 93 | 0 | 49 | 37 | 4 | -26 | null | null | High urgency from PM |
X000911 | 2025-11-11 13:54:40 | MA | Buy | 31,357 | 240.07 | 7,527,874.99 | 1.5 | 0.134 | Medium | 11.7 | 14 | -34.4 | BATS>NASDAQ | VWAP | 1 | LMT | 3.1 | 70 | 17 | 0.55 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 11 | BATS>NASDAQ | LMT>MKT | 85.5 | 88 | 0 | 8 | -7 | 24 | 3 | null | null | Paused due to data glitch |
X000912 | 2025-12-16 11:19:19 | VZ | Sell | 9,764 | 329.76 | 3,219,776.64 | 3.7 | 0.084 | Low | 17.5 | 5 | -4.5 | EDGX>BATS | IS | 5 | PO | 11.2 | 66 | 31 | 0.64 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 20 | EDGX>BATS | PO>LMT | 99.4 | 94 | 7.7 | 112 | -10 | -5 | -9 | null | null | High urgency from PM |
X000913 | 2025-11-04 14:32:35 | TSLA | Sell | 53,527 | 335.9 | 17,979,719.3 | 2.1 | 0.166 | Low | 19.6 | 25 | -34.3 | NASDAQ>BATS>EDGX>NYSE | VWAP | 2 | MKT | 6.9 | 82 | 19 | 0.67 | LiqDrop | false | null | null | 0 | NASDAQ>BATS>EDGX>NYSE | MKT | 1.9 | 88 | 26.3 | 38 | 48 | -13 | -30 | null | null | Stable book; normal liquidity |
X000914 | 2025-11-22 11:00:59 | JNJ | Sell | 14,475 | 49.69 | 719,262.75 | 2.8 | 0.053 | Medium | 11.8 | 34 | -30.9 | NASDAQ>ARCA>NYSE | IS | 4 | MKT | 7.8 | 68 | 30 | 0.82 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>NYSE | MKT | 2.3 | 100 | 0 | 100 | 48 | 8 | 32 | null | null | High urgency from PM |
X000915 | 2025-11-09 12:17:54 | TLT | Sell | 85,380 | 93.6 | 7,991,568 | 1.9 | 0.312 | Low | 23.1 | 36 | 14.8 | BATS>EDGX>NYSE | VWAP | 3 | PO | 8.2 | 102 | 18 | 0.43 | ToxicitySpike | false | null | null | 0 | BATS>EDGX>NYSE | PO | 41.6 | 92 | 8.1 | 149 | 60 | 25 | 1 | null | null | Venue switch reduced impact |
X000916 | 2025-12-08 13:00:11 | TLT | Buy | 12,086 | 94.22 | 1,138,742.92 | 1.7 | 0.044 | Medium | 24.1 | 18 | 30.2 | ARCA>EDGX>BATS>IEX | TWAP | 1 | LMT | 6 | 64 | 15 | 0.57 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX>BATS>IEX | LMT | 53.2 | 87 | 0 | 59 | 50 | 27 | 5 | null | null | Paused due to data glitch |
X000917 | 2025-12-25 12:06:03 | CSCO | Sell | 28,747 | 166.26 | 4,779,476.22 | 3.4 | 0.072 | Low | 17.2 | 18 | -29.1 | EDGX>NASDAQ>BATS | Adaptive | 4 | MKT | 8.4 | 76 | 23 | 0.62 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>BATS | MKT | 49 | 89 | 9.6 | 35 | 4 | -3 | -22 | null | null | Stable book; normal liquidity |
X000918 | 2025-12-10 11:37:17 | DIS | Buy | 9,718 | 250.44 | 2,433,775.92 | 2 | 0.042 | High | 11.6 | 32 | 2.5 | NASDAQ>IEX>BATS | IS | 4 | LMT | 5.7 | 65 | 19 | 0.58 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX>BATS | LMT | 55.6 | 85 | 5 | 51 | -16 | 10 | -38 | null | null | Venue switch reduced impact |
X000919 | 2025-11-29 14:00:55 | XLP | Sell | 131,916 | 246.9 | 32,570,060.4 | 2.1 | 0.456 | Low | 19.8 | 10 | -24 | EDGX>IEX | Adaptive | 3 | IOC | 7.3 | 125 | 30 | 0.43 | Multi | false | null | null | 0 | EDGX>IEX | IOC | 19.4 | 88 | 0 | 10 | 33 | -13 | 35 | null | Throttle | High urgency from PM |
X000920 | 2025-12-23 12:59:27 | NKE | Sell | 33,378 | 69.99 | 2,336,126.22 | 4.1 | 0.155 | Low | 20.8 | 39 | 22.8 | BATS>NASDAQ>IEX>EDGX | IS | 5 | LMT | 11.9 | 81 | 30 | 0.47 | Multi | false | null | null | 0 | BATS>NASDAQ>IEX>EDGX | LMT | 55.2 | 96 | 35.5 | 74 | -15 | -30 | -20 | null | null | High urgency from PM |
X000921 | 2025-12-16 12:43:13 | XLU | Buy | 22,225 | 360.4 | 8,009,890 | 1.2 | 0.071 | Ultra | 7.3 | 4 | 26.3 | IEX>ARCA>NYSE | TWAP | 3 | LMT | 2.8 | 71 | 28 | 0.42 | LiqDrop | false | null | null | 0 | IEX>ARCA>NYSE | LMT | 81.2 | 85 | 3.9 | 54 | 49 | 11 | -33 | Watchlist | null | Paused due to data glitch |
X000922 | 2025-11-20 09:43:44 | PFE | Buy | 53,378 | 74 | 3,949,972 | 2.6 | 0.145 | Low | 10.7 | 17 | -0.1 | NASDAQ>IEX>BATS>EDGX>NYSE | TWAP | 1 | LMT | 3.5 | 78 | 34 | 0.74 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX>BATS>EDGX>NYSE | LMT | 46.3 | 94 | 0 | 117 | 24 | -12 | -26 | NoShort | null | Venue switch reduced impact |
X000923 | 2025-11-14 12:02:33 | DIS | Sell | 56,306 | 37.27 | 2,098,524.62 | 2.1 | 0.246 | Low | 11.5 | 24 | 5.7 | NYSE>BATS | IS | 5 | LMT | 6.5 | 96 | 29 | 0.84 | LiqDrop | false | null | null | 0 | NYSE>BATS | LMT | 85.8 | 96 | 9.1 | 87 | -7 | 27 | 37 | null | null | Venue switch reduced impact |
X000924 | 2025-11-03 10:26:42 | QQQ | Sell | 63,233 | 414.63 | 26,218,298.79 | 0.5 | 0.2 | Ultra | 7.8 | 35 | -29.9 | ARCA>EDGX>NYSE>IEX | VWAP | 1 | LMT | 1.9 | 82 | 34 | 0.49 | LiqDrop | false | null | null | 0 | ARCA>EDGX>NYSE>IEX | LMT | 75.5 | 88 | 4.4 | 86 | -9 | 21 | -17 | null | null | High urgency from PM |
X000925 | 2025-10-30 13:41:23 | PFE | Sell | 73,719 | 106.22 | 7,830,432.18 | 2.5 | 0.2 | Low | 14.7 | 23 | -19.5 | IEX>NASDAQ>EDGX>BATS | Adaptive | 4 | LMT | 5.7 | 102 | 31 | 0.67 | Multi | false | null | null | 0 | IEX>NASDAQ>EDGX>BATS | LMT | 44.5 | 72 | 0 | 114 | 15 | 26 | -25 | PositionLimitNear | VenueReject | Venue switch reduced impact |
X000926 | 2025-12-19 15:39:22 | CVX | Buy | 27,701 | 331.78 | 9,190,637.78 | 1.5 | 0.164 | Medium | 14.8 | 33 | -23.4 | EDGX>IEX>NYSE>ARCA>BATS | POV | 5 | MKT | 8.1 | 78 | 12 | 0.77 | Slip>Thresh | true | SlippageAboveThreshold | AlgoSwitch | 11 | EDGX>IEX>NYSE>ARCA>BATS | MKT>LMT | 42.3 | 87 | 17.4 | 71 | 4 | 3 | 1 | null | null | Toxic prints; widened spread |
X000927 | 2025-12-25 09:38:15 | XLU | Buy | 8,595 | 264.28 | 2,271,486.6 | 1.6 | 0.028 | Ultra | 12 | 19 | -14.7 | BATS>EDGX>ARCA>NYSE>IEX | Adaptive | 1 | MKT | 3.6 | 63 | 32 | 0.56 | LiqDrop | false | null | null | 0 | BATS>EDGX>ARCA>NYSE>IEX | MKT | 36.7 | 96 | 11.9 | 84 | 7 | 11 | 7 | PositionLimitNear | null | Stable book; normal liquidity |
X000928 | 2025-11-15 14:15:05 | XLV | Sell | 69,119 | 298.58 | 20,637,551.02 | 1.4 | 0.194 | High | 3.2 | 33 | -29 | BATS>IEX | IS | 5 | LMT | 2.5 | 104 | 30 | 0.75 | LiqDrop | false | null | null | 0 | BATS>IEX | LMT | 94.9 | 99 | 13.7 | 128 | 4 | -5 | 28 | null | null | Paused due to data glitch |
X000929 | 2025-11-03 13:24:06 | NFLX | Sell | 24,831 | 320.85 | 7,967,026.35 | 2.6 | 0.237 | Low | 16.7 | 6 | -2.3 | BATS>EDGX>NASDAQ | VWAP | 1 | LMT | 4.6 | 68 | 35 | 0.47 | Slip>Thresh | false | null | null | 0 | BATS>EDGX>NASDAQ | LMT | 0.5 | 91 | 10.2 | 70 | 34 | 26 | 17 | null | null | Paused due to data glitch |
X000930 | 2025-12-16 10:48:43 | TSLA | Sell | 12,097 | 198.95 | 2,406,698.15 | 2 | 0.038 | Ultra | 10.2 | 39 | -2.5 | NYSE>IEX | VWAP | 2 | MKT | 4.1 | 65 | 34 | 0.56 | Multi | false | null | null | 0 | NYSE>IEX | MKT | 41.9 | 87 | 3.6 | 91 | -10 | -7 | -13 | null | null | Venue switch reduced impact |
X000931 | 2025-11-25 15:55:07 | AAPL | Sell | 16,926 | 87.13 | 1,474,762.38 | 2.4 | 0.05 | Medium | 16.4 | 35 | 6.7 | IEX>BATS>NYSE>ARCA | IS | 5 | LMT | 8.6 | 71 | 32 | 0.42 | ToxicitySpike | false | null | null | 0 | IEX>BATS>NYSE>ARCA | LMT | 37.6 | 100 | 16.7 | 51 | 17 | 27 | 26 | Watchlist | null | Stable book; normal liquidity |
X000932 | 2025-11-28 09:35:40 | KO | Sell | 2,695 | 80.74 | 217,594.3 | 3.7 | 0.067 | Low | 22.6 | 27 | -6.1 | ARCA>IEX>NYSE | VWAP | 2 | PO | 7.9 | 61 | 28 | 0.43 | LiqDrop | false | null | null | 0 | ARCA>IEX>NYSE | PO | 73 | 87 | 9.6 | 37 | 25 | 16 | -18 | null | null | Venue switch reduced impact |
X000933 | 2025-11-01 13:10:07 | XLY | Sell | 57,828 | 172.14 | 9,954,511.92 | 1.3 | 0.241 | Low | 25 | 23 | 21.7 | NYSE>BATS>IEX>EDGX>NASDAQ | TWAP | 2 | PO | 7.7 | 84 | 28 | 0.52 | Slip>Thresh | false | null | null | 0 | NYSE>BATS>IEX>EDGX>NASDAQ | PO | 81.4 | 94 | 10.2 | 121 | 56 | 8 | 1 | NoShort | null | Toxic prints; widened spread |
X000934 | 2025-11-20 09:35:21 | IEF | Sell | 16,627 | 93.36 | 1,552,296.72 | 2.6 | 0.063 | Medium | 24.1 | 29 | -24.2 | BATS>IEX>NYSE>NASDAQ | POV | 4 | LMT | 9.8 | 69 | 15 | 0.79 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 12 | BATS>IEX>NYSE>NASDAQ | LMT>IOC | 4.4 | 89 | 20 | 43 | 24 | 12 | 36 | null | null | Venue switch reduced impact |
X000935 | 2025-12-17 10:49:03 | CVX | Buy | 24,754 | 228.03 | 5,644,654.62 | 0.8 | 0.147 | High | 11.8 | 25 | 1.6 | NYSE>EDGX>BATS | POV | 5 | LMT | 5 | 76 | 25 | 0.49 | LiqDrop | false | null | null | 0 | NYSE>EDGX>BATS | LMT | 1.3 | 88 | 10.7 | 17 | -1 | -14 | 9 | Watchlist | null | Toxic prints; widened spread |
X000936 | 2025-10-30 15:47:07 | UNH | Buy | 223,996 | 138.21 | 30,958,487.16 | 1.8 | 0.984 | Low | 22.9 | 35 | 27.6 | EDGX>ARCA>IEX | IS | 5 | MKT | 13.7 | 205 | 26 | 0.77 | LiqDrop | false | null | null | 0 | EDGX>ARCA>IEX | MKT | 31.3 | 87 | 28.3 | 84 | 47 | -4 | 10 | Watchlist | null | Paused due to data glitch |
X000937 | 2025-12-08 11:44:28 | XLY | Sell | 70,389 | 292.89 | 20,616,234.21 | 2.3 | 0.293 | Low | 13.6 | 26 | -21.1 | EDGX>NASDAQ>BATS>IEX | TWAP | 2 | LMT | 4.7 | 89 | 33 | 0.72 | ToxicitySpike | false | null | null | 0 | EDGX>NASDAQ>BATS>IEX | LMT | 37.7 | 86 | 0.2 | 82 | 15 | 0 | -28 | NoShort | null | Venue switch reduced impact |
X000938 | 2025-11-07 13:36:28 | MSFT | Sell | 55,592 | 188.54 | 10,481,315.68 | 2.5 | 0.295 | Low | 9 | 17 | -29.3 | EDGX>IEX | IS | 5 | MKT | 7.1 | 96 | 21 | 0.69 | Multi | false | null | null | 0 | EDGX>IEX | MKT | 45.1 | 98 | 6.3 | 112 | -14 | 24 | 22 | null | null | High urgency from PM |
X000939 | 2025-11-19 14:48:44 | GOOGL | Sell | 78,980 | 128.65 | 10,160,777 | 1.6 | 0.235 | Low | 16.3 | 20 | -29.1 | NYSE>NASDAQ>IEX>BATS>EDGX | VWAP | 1 | PO | 4.5 | 87 | 33 | 0.47 | Multi | false | null | null | 0 | NYSE>NASDAQ>IEX>BATS>EDGX | PO | 7.2 | 87 | 4.8 | 164 | 39 | -10 | -17 | null | null | Venue switch reduced impact |
X000940 | 2025-11-30 14:55:09 | PEP | Sell | 172,783 | 316.14 | 54,623,617.62 | 4.6 | 0.546 | Low | 21.4 | 20 | 7.9 | ARCA>BATS | VWAP | 3 | PO | 9.4 | 146 | 28 | 0.78 | Multi | false | null | null | 0 | ARCA>BATS | PO | 20.2 | 91 | 20.4 | 206 | 21 | -12 | -6 | PositionLimitNear | null | Toxic prints; widened spread |
X000941 | 2025-12-01 15:12:33 | NFLX | Sell | 24,552 | 19.96 | 490,057.92 | 4.8 | 0.235 | Low | 10.1 | 6 | 13.6 | ARCA>BATS>NASDAQ | VWAP | 1 | PO | 4.6 | 68 | 33 | 0.55 | LiqDrop | false | null | null | 0 | ARCA>BATS>NASDAQ | PO | 71.5 | 88 | 25.5 | 10 | 42 | 21 | 6 | null | null | High urgency from PM |
X000942 | 2025-11-08 12:25:04 | XLE | Buy | 118,538 | 195.45 | 23,168,252.1 | 3 | 0.425 | Low | 18.4 | 29 | -27.6 | EDGX>BATS>IEX>NYSE>ARCA | TWAP | 2 | MKT | 7.6 | 110 | 28 | 0.71 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 35 | EDGX>BATS>IEX>NYSE>ARCA | MKT>IOC | 71.6 | 95 | 8 | 137 | 26 | -27 | 35 | null | null | Venue switch reduced impact |
X000943 | 2025-11-04 14:55:23 | QQQ | Sell | 30,280 | 397.94 | 12,049,623.2 | 0.7 | 0.096 | High | 17.8 | 25 | 3.7 | EDGX>IEX>ARCA | TWAP | 1 | LMT | 4.2 | 70 | 22 | 0.84 | Multi | false | null | null | 0 | EDGX>IEX>ARCA | LMT | 83.8 | 89 | 7.2 | 108 | 4 | -37 | 32 | null | null | High urgency from PM |
X000944 | 2025-11-28 09:42:11 | WMT | Buy | 26,644 | 49.57 | 1,320,743.08 | 4.3 | 0.082 | Low | 22.9 | 18 | 25.9 | NYSE>ARCA>BATS>NASDAQ>IEX | TWAP | 2 | LMT | 7.9 | 71 | 23 | 0.82 | LiqDrop | false | null | null | 0 | NYSE>ARCA>BATS>NASDAQ>IEX | LMT | 36.1 | 97 | 31.4 | 15 | 41 | 28 | 2 | null | null | High urgency from PM |
X000945 | 2025-10-27 11:29:02 | T | Sell | 20,409 | 128.74 | 2,627,454.66 | 3.4 | 0.17 | Low | 22.1 | 25 | 29.4 | NYSE>BATS | POV | 5 | MKT | 13.1 | 73 | 31 | 0.82 | ToxicitySpike | false | null | null | 0 | NYSE>BATS | MKT | 43.7 | 98 | 3.1 | 68 | 36 | -39 | -24 | null | null | Stable book; normal liquidity |
X000946 | 2025-11-10 12:11:34 | WMT | Sell | 34,891 | 210.32 | 7,338,275.12 | 4.4 | 0.107 | Low | 14.9 | 39 | -14.6 | NYSE>NASDAQ | VWAP | 3 | LMT | 6.5 | 77 | 17 | 0.8 | Slip>Thresh | true | SlippageAboveThreshold | OrderTypeChange | 10 | NYSE>NASDAQ | LMT>IOC | 44.2 | 87 | 18.4 | 33 | 58 | 3 | -31 | NoShort | null | Paused due to data glitch |
X000947 | 2025-12-19 12:29:30 | MA | Sell | 169,080 | 326.73 | 55,243,508.4 | 1.5 | 0.72 | Low | 10.6 | 7 | 19.1 | NASDAQ>EDGX>BATS | POV | 2 | LMT | 3.8 | 131 | 23 | 0.67 | LiqDrop | false | null | null | 0 | NASDAQ>EDGX>BATS | LMT | 42.8 | 88 | 10.6 | 167 | -3 | -20 | 24 | null | null | Toxic prints; widened spread |
X000948 | 2025-12-24 15:55:33 | JPM | Sell | 4,494 | 147.68 | 663,673.92 | 2.9 | 0.111 | Low | 14 | 20 | -16.5 | EDGX>ARCA | Adaptive | 5 | MKT | 7.7 | 62 | 32 | 0.83 | Slip>Thresh | false | null | null | 0 | EDGX>ARCA | MKT | 45.2 | 88 | 12.2 | 59 | -6 | -6 | 10 | null | Unknown | Venue switch reduced impact |
X000949 | 2025-12-25 09:35:36 | GOOGL | Sell | 41,442 | 144.09 | 5,971,377.78 | 1 | 0.123 | Medium | 16.5 | 16 | 28.8 | ARCA>NYSE>EDGX>NASDAQ | Adaptive | 1 | LMT | 3.6 | 74 | 34 | 0.68 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>EDGX>NASDAQ | LMT | 24.8 | 92 | 5.5 | 49 | 56 | 1 | 22 | PositionLimitNear | null | Paused due to data glitch |
X000950 | 2025-11-08 09:57:54 | NKE | Buy | 37,526 | 298.58 | 11,204,513.08 | 2.1 | 0.174 | Low | 15.9 | 37 | 11.5 | BATS>ARCA>NYSE>IEX | VWAP | 1 | IOC | 4.8 | 73 | 26 | 0.4 | Slip>Thresh | false | null | null | 0 | BATS>ARCA>NYSE>IEX | IOC | 69.5 | 97 | 18.9 | 59 | 43 | 14 | -18 | null | null | High urgency from PM |
X000951 | 2025-12-02 15:00:35 | JPM | Buy | 4,049 | 277.26 | 1,122,625.74 | 5.4 | 0.1 | Low | 38.1 | 36 | 3.7 | BATS>IEX | VWAP | 1 | MKT | 12.2 | 61 | 24 | 0.83 | Multi | false | null | null | 0 | BATS>IEX | MKT | 72 | 92 | 22.1 | 121 | 43 | 17 | -14 | null | null | Toxic prints; widened spread |
X000952 | 2025-11-26 15:20:45 | JNJ | Buy | 41,600 | 115.09 | 4,787,744 | 4.8 | 0.153 | Low | 19.3 | 14 | 17.4 | NYSE>IEX>NASDAQ | Adaptive | 2 | LMT | 6.6 | 77 | 34 | 0.5 | Slip>Thresh | false | null | null | 0 | NYSE>IEX>NASDAQ | LMT | 85.8 | 90 | 17.8 | 162 | 44 | 14 | -1 | null | VenueReject | High urgency from PM |
X000953 | 2025-10-27 13:58:40 | GOOGL | Sell | 209,891 | 67.26 | 14,117,268.66 | 1.1 | 0.625 | Low | 9 | 31 | 24.3 | IEX>EDGX | VWAP | 2 | IOC | 3.3 | 149 | 29 | 0.62 | ToxicitySpike | false | null | null | 0 | IEX>EDGX | IOC | 29.3 | 93 | 0 | 113 | 51 | 22 | 21 | null | null | Venue switch reduced impact |
X000954 | 2025-12-08 13:59:17 | CVX | Sell | 19,536 | 251.11 | 4,905,684.96 | 0.7 | 0.116 | Ultra | 8.7 | 14 | -21.5 | BATS>EDGX | IS | 5 | MKT | 5 | 72 | 34 | 0.83 | LiqDrop | false | null | null | 0 | BATS>EDGX | MKT | 65.5 | 99 | 2.2 | 79 | 48 | 20 | -31 | null | null | Stable book; normal liquidity |
X000955 | 2025-11-13 09:40:54 | JNJ | Buy | 14,566 | 69.18 | 1,007,675.88 | 5.3 | 0.053 | Medium | 10.6 | 14 | 22.4 | BATS>IEX>ARCA | VWAP | 2 | PO | 5.6 | 66 | 16 | 0.75 | ToxicitySpike | false | null | null | 0 | BATS>IEX>ARCA | PO | 52.6 | 93 | 6.9 | 10 | 47 | -22 | -37 | null | null | Stable book; normal liquidity |
X000956 | 2025-11-07 11:27:46 | HD | Buy | 10,018 | 140.88 | 1,411,335.84 | 2.9 | 0.039 | Ultra | 6.8 | 39 | -30.9 | NYSE>ARCA>EDGX>NASDAQ>IEX | IS | 5 | MKT | 6.2 | 66 | 33 | 0.74 | ToxicitySpike | false | null | null | 0 | NYSE>ARCA>EDGX>NASDAQ>IEX | MKT | 87.1 | 92 | 17.7 | 101 | 11 | -33 | 28 | null | null | Venue switch reduced impact |
X000957 | 2025-11-04 10:49:11 | IEF | Sell | 16,520 | 102.03 | 1,685,535.6 | 2.1 | 0.063 | High | 11.2 | 16 | 20.6 | EDGX>ARCA>NYSE | Adaptive | 4 | MKT | 5.4 | 69 | 35 | 0.73 | Slip>Thresh | false | null | null | 0 | EDGX>ARCA>NYSE | MKT | 89.7 | 87 | 0 | 73 | 34 | -21 | 0 | PositionLimitNear | null | Paused due to data glitch |
X000958 | 2025-12-15 10:15:52 | KO | Sell | 1,344 | 224.84 | 302,184.96 | 1.9 | 0.033 | Ultra | 12.8 | 8 | -14.6 | EDGX>NYSE>IEX>NASDAQ>ARCA | TWAP | 1 | LMT | 3.6 | 60 | 30 | 0.6 | LiqDrop | false | null | null | 0 | EDGX>NYSE>IEX>NASDAQ>ARCA | LMT | 95.2 | 86 | 1.8 | 63 | 33 | -15 | -29 | null | null | Venue switch reduced impact |
X000959 | 2025-11-27 11:12:05 | PEP | Buy | 94,080 | 34.01 | 3,199,660.8 | 3.5 | 0.297 | Low | 23.9 | 39 | -15.6 | IEX>EDGX>NASDAQ>BATS>NYSE | VWAP | 2 | MKT | 9 | 99 | 25 | 0.63 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 28 | IEX>EDGX>NASDAQ>BATS>NYSE | MKT>PO | 68.3 | 97 | 16.1 | 155 | 10 | 18 | -12 | Watchlist | null | Venue switch reduced impact |
X000960 | 2025-11-14 10:04:30 | NKE | Sell | 4,989 | 40.37 | 201,405.93 | 2.8 | 0.023 | Ultra | 5.2 | 24 | -8.8 | NASDAQ>BATS | POV | 4 | MKT | 4.4 | 62 | 16 | 0.8 | Multi | true | MultiTrigger | AlgoSwitch | 18 | NASDAQ>BATS | MKT>IOC | 93.1 | 92 | 0 | 69 | 22 | -20 | 28 | PositionLimitNear | null | Venue switch reduced impact |
X000961 | 2025-12-19 14:11:35 | KO | Sell | 9,268 | 110.34 | 1,022,631.12 | 1.9 | 0.231 | Low | 10.5 | 25 | 9.2 | IEX>ARCA>NYSE>EDGX | VWAP | 3 | MKT | 4.8 | 64 | 33 | 0.57 | Slip>Thresh | false | null | null | 0 | IEX>ARCA>NYSE>EDGX | MKT | 82.5 | 87 | 10.1 | 87 | 27 | -2 | 19 | NoShort | null | Paused due to data glitch |
X000962 | 2025-12-21 15:39:56 | HYG | Buy | 13,642 | 76.48 | 1,043,340.16 | 1.2 | 0.075 | High | 14.6 | 29 | 31.4 | EDGX>IEX>BATS>ARCA | IS | 4 | PO | 6.9 | 67 | 26 | 0.42 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>BATS>ARCA | PO | 52.5 | 92 | 16.9 | 59 | 23 | 9 | 11 | null | null | Stable book; normal liquidity |
X000963 | 2025-12-02 10:48:54 | CVX | Buy | 19,913 | 87.97 | 1,751,746.61 | 0.7 | 0.118 | Ultra | 4.8 | 38 | 1.8 | BATS>EDGX | IS | 5 | LMT | 2.6 | 72 | 22 | 0.48 | Slip>Thresh | false | null | null | 0 | BATS>EDGX | LMT | 85.5 | 88 | 0.6 | 75 | 46 | 25 | 18 | null | null | Stable book; normal liquidity |
X000964 | 2025-12-25 14:37:36 | VZ | Sell | 8,136 | 155.58 | 1,265,798.88 | 2.5 | 0.07 | Medium | 19.6 | 8 | 28.7 | IEX>EDGX | IS | 4 | IOC | 10.5 | 64 | 23 | 0.66 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 18 | IEX>EDGX | IOC>MKT | 98.1 | 86 | 5 | 118 | -13 | 18 | 18 | Watchlist | null | High urgency from PM |
X000965 | 2025-11-03 09:35:25 | XLV | Buy | 26,466 | 286.84 | 7,591,507.44 | 1.6 | 0.074 | High | 8.5 | 34 | 0.4 | IEX>NASDAQ>EDGX>ARCA>NYSE | Adaptive | 2 | LMT | 2.7 | 71 | 33 | 0.44 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 11 | IEX>NASDAQ>EDGX>ARCA>NYSE | LMT>MKT | 90.8 | 66 | 4.8 | 71 | 52 | -29 | 40 | NoShort | null | High urgency from PM |
X000966 | 2025-11-19 13:57:38 | GOOGL | Buy | 69,106 | 128.18 | 8,858,007.08 | 1.6 | 0.206 | Low | 24.6 | 5 | 8.1 | EDGX>NYSE>NASDAQ>ARCA | TWAP | 1 | MKT | 7.4 | 84 | 27 | 0.74 | ToxicitySpike | false | null | null | 0 | EDGX>NYSE>NASDAQ>ARCA | MKT | 14.4 | 90 | 20.5 | 116 | -3 | 9 | -25 | null | null | Venue switch reduced impact |
X000967 | 2025-11-21 12:59:06 | WMT | Sell | 70,956 | 292.65 | 20,765,273.4 | 2.7 | 0.218 | Low | 17.3 | 8 | -19.4 | BATS>IEX>ARCA>NASDAQ>EDGX | TWAP | 1 | MKT | 6 | 84 | 17 | 0.46 | Multi | false | null | null | 0 | BATS>IEX>ARCA>NASDAQ>EDGX | MKT | 46.5 | 92 | 10.6 | 93 | -4 | 0 | 6 | null | null | Venue switch reduced impact |
X000968 | 2025-12-18 14:37:25 | META | Buy | 24,064 | 101.16 | 2,434,314.24 | 1.2 | 0.067 | Medium | 23.9 | 29 | -19 | NYSE>IEX>NASDAQ>ARCA | TWAP | 3 | IOC | 8.7 | 72 | 32 | 0.73 | Multi | false | null | null | 0 | NYSE>IEX>NASDAQ>ARCA | IOC | 6.3 | 88 | 15.9 | 66 | 14 | -36 | -36 | PositionLimitNear | null | Stable book; normal liquidity |
X000969 | 2025-11-09 12:55:41 | XOM | Sell | 4,181 | 156.45 | 654,117.45 | 3.3 | 0.038 | Medium | 20.5 | 37 | 17.6 | ARCA>NYSE>BATS>NASDAQ>IEX | VWAP | 1 | LMT | 5.6 | 61 | 14 | 0.62 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>BATS>NASDAQ>IEX | LMT | 49.7 | 100 | 0 | 41 | 19 | 20 | -22 | null | null | High urgency from PM |
X000970 | 2025-12-12 10:47:41 | XLE | Buy | 108,117 | 84.43 | 9,128,318.31 | 2.8 | 0.388 | Low | 7.6 | 31 | -26.8 | NYSE>NASDAQ>BATS>ARCA>IEX | IS | 4 | LMT | 5 | 122 | 23 | 0.47 | Slip>Thresh | false | null | null | 0 | NYSE>NASDAQ>BATS>ARCA>IEX | LMT | 68.6 | 86 | 0 | 91 | 57 | -29 | 12 | null | null | Venue switch reduced impact |
X000971 | 2025-11-15 10:08:36 | VZ | Buy | 3,232 | 22.6 | 73,043.2 | 4.1 | 0.028 | Medium | 15.1 | 3 | 10.5 | BATS>IEX>EDGX | TWAP | 1 | LMT | 5.1 | 61 | 29 | 0.46 | Multi | false | null | null | 0 | BATS>IEX>EDGX | LMT | 44 | 96 | 8.5 | 10 | 2 | 16 | 19 | Watchlist | null | Toxic prints; widened spread |
X000972 | 2025-11-15 09:56:51 | BA | Sell | 73,783 | 250.64 | 18,492,971.12 | 2.8 | 0.246 | Low | 19.1 | 16 | 7.9 | IEX>NASDAQ>NYSE>EDGX>BATS | Adaptive | 3 | MKT | 7.8 | 96 | 12 | 0.7 | LiqDrop | false | null | null | 0 | IEX>NASDAQ>NYSE>EDGX>BATS | MKT | 25.1 | 90 | 11.4 | 94 | 9 | -1 | -29 | null | null | Venue switch reduced impact |
X000973 | 2025-12-23 14:29:17 | NFLX | Buy | 5,423 | 160.34 | 869,523.82 | 4.6 | 0.052 | High | 5.6 | 25 | -33 | ARCA>NASDAQ>IEX | POV | 4 | PO | 5.5 | 63 | 22 | 0.74 | Multi | false | null | null | 0 | ARCA>NASDAQ>IEX | PO | 54.6 | 91 | 5.8 | 96 | 21 | -39 | 23 | PositionLimitNear | null | Paused due to data glitch |
X000974 | 2025-12-07 14:27:18 | QQQ | Buy | 34,526 | 422.65 | 14,592,413.9 | 0.7 | 0.109 | High | 12.7 | 25 | 30.2 | NYSE>BATS>NASDAQ | VWAP | 3 | MKT | 4.7 | 77 | 19 | 0.58 | Slip>Thresh | false | null | null | 0 | NYSE>BATS>NASDAQ | MKT | 69.6 | 98 | 0 | 65 | 41 | -4 | -25 | PositionLimitNear | null | Venue switch reduced impact |
X000975 | 2025-12-10 09:35:29 | MA | Buy | 214,455 | 316.59 | 67,894,308.45 | 0.7 | 0.914 | Low | 10.6 | 12 | 16 | BATS>IEX>NASDAQ>ARCA>EDGX | VWAP | 3 | LMT | 3.6 | 167 | 34 | 0.62 | Multi | false | null | null | 0 | BATS>IEX>NASDAQ>ARCA>EDGX | LMT | 16.7 | 91 | 12.2 | 143 | 17 | -38 | 17 | null | null | Venue switch reduced impact |
X000976 | 2025-12-16 09:35:02 | XLP | Sell | 33,566 | 73.45 | 2,465,422.7 | 2.6 | 0.116 | Low | 21.6 | 32 | -30.4 | IEX>BATS>NASDAQ>EDGX | VWAP | 1 | LMT | 5.5 | 71 | 23 | 0.58 | Multi | false | null | null | 0 | IEX>BATS>NASDAQ>EDGX | LMT | 65.7 | 96 | 8.1 | 68 | 47 | -22 | 34 | null | null | High urgency from PM |
X000977 | 2025-11-26 14:47:32 | XLK | Sell | 30,079 | 302.93 | 9,111,831.47 | 1.8 | 0.084 | Medium | 15.8 | 34 | -20.5 | NASDAQ>ARCA>EDGX>IEX | VWAP | 1 | MKT | 4.9 | 70 | 33 | 0.7 | Multi | false | null | null | 0 | NASDAQ>ARCA>EDGX>IEX | MKT | 12.1 | 100 | 26.5 | 69 | -7 | 12 | 3 | null | null | Paused due to data glitch |
X000978 | 2025-11-26 12:29:12 | TSLA | Buy | 96,163 | 196.31 | 18,877,758.53 | 1.9 | 0.299 | Medium | 3.5 | 13 | -13.8 | IEX>BATS>EDGX>NYSE | VWAP | 2 | MKT | 2.2 | 100 | 27 | 0.67 | Slip>Thresh | false | null | null | 0 | IEX>BATS>EDGX>NYSE | MKT | 80.3 | 91 | 11.9 | 96 | 54 | -3 | -31 | null | null | Toxic prints; widened spread |
X000979 | 2025-12-18 14:58:18 | AMZN | Buy | 1,654 | 219.19 | 362,540.26 | 1.4 | 0.076 | Medium | 20.1 | 9 | 27.8 | BATS>NYSE>NASDAQ | IS | 4 | PO | 9.3 | 60 | 16 | 0.81 | LiqDrop | false | null | null | 0 | BATS>NYSE>NASDAQ | PO | 44.3 | 90 | 3.2 | 22 | -16 | -30 | -16 | null | null | Paused due to data glitch |
X000980 | 2025-12-04 11:12:01 | XLF | Buy | 148,585 | 89.42 | 13,286,470.7 | 3.5 | 0.406 | Low | 9.9 | 20 | -26.2 | ARCA>IEX>NYSE>BATS>NASDAQ | TWAP | 2 | LMT | 4.4 | 123 | 15 | 0.76 | Multi | false | null | null | 0 | ARCA>IEX>NYSE>BATS>NASDAQ | LMT | 96.5 | 96 | 5.6 | 54 | 60 | -34 | 36 | Watchlist | null | Stable book; normal liquidity |
X000981 | 2025-12-26 09:35:45 | CVX | Buy | 6,708 | 157.81 | 1,058,589.48 | 1.2 | 0.04 | Ultra | 14.5 | 38 | -10.1 | BATS>IEX>NYSE | Adaptive | 3 | PO | 4.8 | 63 | 17 | 0.52 | LiqDrop | false | null | null | 0 | BATS>IEX>NYSE | PO | 13.9 | 94 | 6.4 | 101 | -17 | -15 | 23 | null | null | High urgency from PM |
X000982 | 2025-11-08 12:16:34 | AAPL | Sell | 166,414 | 322.2 | 53,618,590.8 | 1.7 | 0.49 | Low | 12.8 | 4 | 23.9 | ARCA>EDGX | Adaptive | 2 | MKT | 4.6 | 130 | 18 | 0.72 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX | MKT | 67.7 | 88 | 0.9 | 73 | -15 | 24 | 4 | PositionLimitNear | null | High urgency from PM |
X000983 | 2025-11-15 12:50:46 | TLT | Sell | 14,564 | 98.88 | 1,440,088.32 | 3.4 | 0.053 | High | 8.9 | 29 | -27.1 | IEX>NYSE>NASDAQ>ARCA>EDGX | TWAP | 3 | LMT | 4.5 | 67 | 25 | 0.8 | ToxicitySpike | false | null | null | 0 | IEX>NYSE>NASDAQ>ARCA>EDGX | LMT | 35.9 | 97 | 5.6 | 10 | 31 | -11 | -14 | Watchlist | null | Stable book; normal liquidity |
X000984 | 2025-11-22 11:21:26 | XLV | Sell | 52,961 | 86.68 | 4,590,659.48 | 1 | 0.149 | High | 6.2 | 4 | 24.7 | NYSE>ARCA | IS | 4 | LMT | 3.1 | 90 | 29 | 0.56 | LiqDrop | false | null | null | 0 | NYSE>ARCA | LMT | 12.7 | 89 | 3.6 | 78 | 43 | -25 | 35 | null | null | High urgency from PM |
X000985 | 2025-11-17 13:04:40 | BRK.B | Sell | 13,201 | 192.81 | 2,545,284.81 | 2.9 | 0.06 | Medium | 19.1 | 13 | 22.4 | NASDAQ>EDGX>BATS | IS | 5 | LMT | 10.2 | 68 | 33 | 0.78 | Multi | false | null | null | 0 | NASDAQ>EDGX>BATS | LMT | 91.5 | 88 | 21.9 | 10 | 0 | 27 | 26 | NoShort | PriceBand | Venue switch reduced impact |
X000986 | 2025-11-07 11:36:57 | PFE | Buy | 21,793 | 212.79 | 4,637,332.47 | 3.1 | 0.059 | Medium | 19.6 | 15 | -19.6 | BATS>NYSE | IS | 5 | MKT | 12.7 | 74 | 24 | 0.68 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 16 | BATS>NYSE | MKT>LMT | 58.4 | 85 | 0 | 97 | 52 | 23 | 5 | NoShort | null | Paused due to data glitch |
X000987 | 2025-11-26 10:32:47 | AAPL | Sell | 16,736 | 203.95 | 3,413,307.2 | 2.8 | 0.049 | High | 8.8 | 39 | -1.6 | NASDAQ>BATS>IEX | VWAP | 2 | MKT | 4.2 | 67 | 35 | 0.46 | LiqDrop | false | null | null | 0 | NASDAQ>BATS>IEX | MKT | 17.1 | 86 | 1 | 39 | 40 | 4 | 26 | null | null | Paused due to data glitch |
X000988 | 2025-12-13 12:26:46 | BA | Sell | 21,185 | 254.55 | 5,392,641.75 | 2.8 | 0.071 | Medium | 9 | 7 | 4.2 | ARCA>NYSE>IEX | TWAP | 1 | LMT | 3.2 | 67 | 15 | 0.62 | LiqDrop | false | null | null | 0 | ARCA>NYSE>IEX | LMT | 10.7 | 73 | 19.9 | 70 | 52 | 15 | -33 | null | null | Toxic prints; widened spread |
X000989 | 2025-12-01 14:25:19 | HYG | Sell | 202,795 | 72.58 | 14,718,861.1 | 1.7 | 1.113 | Low | 21 | 37 | 9.4 | NYSE>EDGX | POV | 1 | LMT | 5.9 | 130 | 23 | 0.42 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX | LMT | 10.4 | 79 | 1 | 155 | 2 | -24 | -3 | Watchlist | null | Paused due to data glitch |
X000990 | 2025-11-02 14:44:24 | T | Sell | 9,338 | 243.24 | 2,271,375.12 | 4.4 | 0.078 | Low | 17.3 | 9 | 3 | NASDAQ>EDGX>ARCA>IEX>BATS | POV | 5 | LMT | 9.7 | 66 | 16 | 0.49 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX>ARCA>IEX>BATS | LMT | 47.4 | 89 | 14 | 10 | 7 | 24 | -16 | null | null | Stable book; normal liquidity |
X000991 | 2025-11-16 11:10:19 | XLK | Buy | 27,687 | 274.93 | 7,611,986.91 | 1.4 | 0.078 | Medium | 16.9 | 36 | -17.8 | ARCA>NASDAQ>IEX>NYSE>BATS | VWAP | 2 | PO | 5.2 | 71 | 23 | 0.42 | ToxicitySpike | false | null | null | 0 | ARCA>NASDAQ>IEX>NYSE>BATS | PO | 67.9 | 88 | 0 | 33 | 54 | -6 | -23 | null | null | Stable book; normal liquidity |
X000992 | 2025-11-29 14:27:45 | LQD | Buy | 27,459 | 112.24 | 3,081,998.16 | 1 | 0.135 | Medium | 14.5 | 39 | -4.6 | NASDAQ>NYSE | Adaptive | 1 | MKT | 3.9 | 69 | 29 | 0.5 | Multi | false | null | null | 0 | NASDAQ>NYSE | MKT | 53.1 | 86 | 0 | 68 | 47 | 23 | -8 | PositionLimitNear | null | Toxic prints; widened spread |
X000993 | 2025-11-30 14:37:21 | XOM | Buy | 3,402 | 162.28 | 552,076.56 | 2.2 | 0.031 | Ultra | 4.6 | 21 | 8.2 | ARCA>EDGX>NYSE>NASDAQ>IEX | POV | 4 | LMT | 3 | 61 | 24 | 0.59 | LiqDrop | false | null | null | 0 | ARCA>EDGX>NYSE>NASDAQ>IEX | LMT | 90.4 | 94 | 8.3 | 57 | 39 | 2 | -15 | null | null | Paused due to data glitch |
X000994 | 2025-12-18 13:53:30 | DIS | Sell | 33,651 | 298.22 | 10,035,401.22 | 1.8 | 0.147 | Low | 24.1 | 34 | -8.6 | ARCA>IEX>BATS | VWAP | 3 | LMT | 7.6 | 76 | 24 | 0.79 | LiqDrop | false | null | null | 0 | ARCA>IEX>BATS | LMT | 54.8 | 88 | 8 | 88 | 49 | -28 | 20 | NoShort | null | Venue switch reduced impact |
X000995 | 2025-12-12 09:35:55 | XLV | Buy | 33,201 | 311.94 | 10,356,719.94 | 1.5 | 0.093 | High | 8.6 | 36 | 7.5 | NASDAQ>BATS>NYSE>ARCA | IS | 4 | MKT | 5.2 | 79 | 26 | 0.42 | ToxicitySpike | false | null | null | 0 | NASDAQ>BATS>NYSE>ARCA | MKT | 25.2 | 99 | 3.7 | 99 | 8 | -16 | -1 | null | null | Stable book; normal liquidity |
X000996 | 2025-12-03 15:55:51 | HD | Buy | 69,268 | 204.38 | 14,156,993.84 | 2.8 | 0.269 | Low | 23 | 26 | -30.4 | IEX>NYSE>NASDAQ | Adaptive | 2 | LMT | 6.5 | 89 | 19 | 0.48 | ToxicitySpike | true | ToxicitySpike | Pause | 15 | IEX>NYSE>NASDAQ | LMT>PO | 85.6 | 94 | 0 | 73 | 7 | -16 | -9 | null | null | Paused due to data glitch |
X000997 | 2025-12-24 09:35:53 | AMD | Buy | 4,489 | 26.55 | 119,182.95 | 1.5 | 0.125 | High | 6.3 | 38 | -31.1 | EDGX>NYSE>BATS | POV | 5 | PO | 3.9 | 62 | 31 | 0.8 | Multi | false | null | null | 0 | EDGX>NYSE>BATS | PO | 50.4 | 95 | 15.2 | 97 | 46 | -3 | -2 | null | null | Venue switch reduced impact |
X000998 | 2025-11-22 13:09:13 | KO | Buy | 2,352 | 82.92 | 195,027.84 | 2.7 | 0.059 | Low | 27.2 | 33 | 7.1 | NYSE>ARCA>NASDAQ>BATS | TWAP | 1 | LMT | 7.1 | 60 | 20 | 0.47 | Multi | false | null | null | 0 | NYSE>ARCA>NASDAQ>BATS | LMT | 55 | 91 | 10.4 | 56 | 23 | -1 | -38 | PositionLimitNear | null | Toxic prints; widened spread |
X000999 | 2025-11-15 14:03:44 | WMT | Buy | 75,556 | 138.65 | 10,475,839.4 | 4.5 | 0.233 | Low | 18.1 | 21 | -32.5 | IEX>BATS>ARCA>EDGX | Adaptive | 2 | LMT | 6.2 | 92 | 27 | 0.72 | Multi | false | null | null | 0 | IEX>BATS>ARCA>EDGX | LMT | 82.8 | 87 | 14.2 | 10 | 28 | -27 | -4 | NoShort | null | Toxic prints; widened spread |
X001000 | 2025-10-28 10:26:29 | MSFT | Sell | 6,803 | 284.43 | 1,934,977.29 | 3.6 | 0.036 | Medium | 19 | 35 | -8.9 | NYSE>NASDAQ>ARCA | IS | 5 | LMT | 10.7 | 64 | 18 | 0.49 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ>ARCA | LMT | 70.3 | 85 | 16.3 | 10 | 5 | 23 | 32 | null | null | Venue switch reduced impact |
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