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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X009001 | 2025-12-23 09:56:23 | TLT | Sell | 17,370 | 92.56 | 1,607,767.2 | 3.6 | 0.064 | Medium | 16.9 | 28 | 28.1 | BATS>ARCA>EDGX>NYSE | VWAP | 2 | LMT | 5.8 | 67 | 15 | 0.65 | Slip>Thresh | false | null | null | 0 | BATS>ARCA>EDGX>NYSE | LMT | 60.8 | 97 | 0 | 71 | 37 | 23 | -32 | null | null | Paused due to data glitch |
X009002 | 2025-11-22 10:06:38 | XLI | Buy | 3,858 | 314.99 | 1,215,231.42 | 2.7 | 0.176 | Low | 9 | 23 | 1.4 | NASDAQ>IEX | POV | 4 | MKT | 5.9 | 62 | 29 | 0.61 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 12 | NASDAQ>IEX | MKT>PO | 85.3 | 90 | 22.4 | 28 | 44 | 15 | 4 | null | null | Toxic prints; widened spread |
X009003 | 2025-11-02 15:55:10 | XLF | Sell | 24,019 | 241.53 | 5,801,309.07 | 2.4 | 0.066 | Medium | 24.6 | 31 | -9 | IEX>ARCA | Adaptive | 2 | LMT | 6.7 | 70 | 12 | 0.45 | Multi | false | null | null | 0 | IEX>ARCA | LMT | 82.2 | 99 | 0 | 79 | 8 | -9 | -8 | null | null | Paused due to data glitch |
X009004 | 2025-12-14 10:36:28 | SPY | Buy | 140,009 | 502.74 | 70,388,124.66 | 1.6 | 0.189 | Medium | 5.9 | 37 | 30.4 | IEX>EDGX>NASDAQ>ARCA | VWAP | 2 | MKT | 2.7 | 119 | 26 | 0.52 | LiqDrop | false | null | null | 0 | IEX>EDGX>NASDAQ>ARCA | MKT | 10.7 | 94 | 0 | 114 | -13 | -28 | 7 | null | null | Paused due to data glitch |
X009005 | 2025-11-26 12:51:46 | UNH | Sell | 63,151 | 33.15 | 2,093,455.65 | 1.5 | 0.277 | Low | 14.7 | 38 | 3 | EDGX>NASDAQ>ARCA>NYSE>IEX | TWAP | 1 | MKT | 4.7 | 82 | 29 | 0.62 | Multi | false | null | null | 0 | EDGX>NASDAQ>ARCA>NYSE>IEX | MKT | 7.9 | 93 | 0 | 146 | 13 | 28 | 17 | null | null | Stable book; normal liquidity |
X009006 | 2025-11-08 11:10:29 | BAC | Sell | 221,646 | 217.63 | 48,236,818.98 | 1.4 | 0.604 | Low | 21.8 | 18 | -15.1 | IEX>NASDAQ>EDGX>ARCA>NYSE | Adaptive | 3 | MKT | 7.9 | 170 | 29 | 0.73 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ>EDGX>ARCA>NYSE | MKT | 67.8 | 99 | 14 | 160 | 0 | 18 | 16 | Watchlist | null | Paused due to data glitch |
X009007 | 2025-12-06 10:01:39 | XLK | Buy | 9,003 | 56.68 | 510,290.04 | 1.6 | 0.025 | Ultra | 10 | 29 | 2.7 | ARCA>NYSE>EDGX | TWAP | 2 | MKT | 4 | 63 | 13 | 0.73 | LiqDrop | false | null | null | 0 | ARCA>NYSE>EDGX | MKT | 32.6 | 97 | 5.5 | 61 | 45 | -5 | -31 | null | null | High urgency from PM |
X009008 | 2025-12-09 15:55:17 | VZ | Sell | 49,922 | 227.15 | 11,339,782.3 | 4 | 0.427 | Low | 6.5 | 34 | -27.5 | EDGX>ARCA>IEX>NASDAQ>NYSE | TWAP | 2 | PO | 4.2 | 81 | 27 | 0.8 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA>IEX>NASDAQ>NYSE | PO | 68.3 | 99 | 3.9 | 184 | 0 | 3 | -39 | NoShort | null | Paused due to data glitch |
X009009 | 2025-12-21 13:08:36 | XLU | Buy | 34,886 | 196.92 | 6,869,751.12 | 2.3 | 0.112 | Medium | 8.9 | 13 | -11.3 | NASDAQ>ARCA>EDGX>NYSE>BATS | IS | 5 | MKT | 6.7 | 82 | 13 | 0.59 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>EDGX>NYSE>BATS | MKT | 7.8 | 96 | 0 | 132 | -8 | 6 | 35 | null | null | Venue switch reduced impact |
X009010 | 2025-12-22 14:13:45 | NKE | Sell | 16,077 | 295.59 | 4,752,200.43 | 2.1 | 0.075 | Medium | 17.2 | 14 | 4.5 | IEX>ARCA>EDGX | IS | 4 | LMT | 7.9 | 69 | 26 | 0.65 | ToxicitySpike | false | null | null | 0 | IEX>ARCA>EDGX | LMT | 21.3 | 99 | 23.7 | 54 | 24 | -35 | 34 | NoShort | null | Stable book; normal liquidity |
X009011 | 2025-12-12 10:44:54 | NFLX | Buy | 19,585 | 136.79 | 2,679,032.15 | 2.9 | 0.187 | Medium | 5.2 | 25 | 24.7 | ARCA>BATS>NASDAQ>IEX | Adaptive | 2 | IOC | 2.9 | 68 | 13 | 0.79 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 17 | ARCA>BATS>NASDAQ>IEX | IOC>MKT | 96.8 | 97 | 9.6 | 88 | 3 | -28 | -34 | Watchlist | null | Venue switch reduced impact |
X009012 | 2025-12-19 10:25:04 | IEF | Buy | 97,785 | 94.06 | 9,197,657.1 | 1.8 | 0.371 | Low | 20.3 | 18 | -9 | ARCA>EDGX | VWAP | 2 | LMT | 5.8 | 101 | 15 | 0.63 | LiqDrop | true | LiquidityDrop | Pause | 29 | ARCA>EDGX | LMT>MKT | 21.6 | 95 | 5.4 | 149 | 28 | 15 | -27 | null | null | Venue switch reduced impact |
X009013 | 2025-12-25 13:23:01 | MA | Buy | 22,178 | 45.45 | 1,007,990.1 | 1.2 | 0.094 | High | 11.6 | 21 | -16.1 | IEX>EDGX>NYSE>BATS>NASDAQ | IS | 5 | LMT | 5.7 | 74 | 19 | 0.56 | Multi | false | null | null | 0 | IEX>EDGX>NYSE>BATS>NASDAQ | LMT | 42.1 | 86 | 8.8 | 106 | -6 | 20 | 10 | NoShort | null | Venue switch reduced impact |
X009014 | 2025-12-25 11:53:48 | MA | Buy | 11,033 | 332.55 | 3,669,024.15 | 0.8 | 0.047 | Ultra | 18.9 | 12 | 10.9 | ARCA>IEX>BATS | Adaptive | 4 | MKT | 7.2 | 66 | 29 | 0.84 | Slip>Thresh | false | null | null | 0 | ARCA>IEX>BATS | MKT | 17.1 | 96 | 13.7 | 81 | 29 | -30 | 3 | NoShort | null | Venue switch reduced impact |
X009015 | 2025-11-20 14:29:51 | XLB | Buy | 5,801 | 34.79 | 201,816.79 | 1.3 | 0.015 | Ultra | 10.1 | 35 | -10.5 | NASDAQ>IEX | POV | 5 | LMT | 4.7 | 63 | 28 | 0.53 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX | LMT | 8.3 | 88 | 0 | 38 | 40 | -1 | -21 | PositionLimitNear | null | Paused due to data glitch |
X009016 | 2025-12-12 14:13:14 | HYG | Sell | 56,895 | 77.64 | 4,417,327.8 | 1.5 | 0.312 | Low | 13.9 | 30 | -5.7 | NASDAQ>BATS>ARCA>NYSE>IEX | VWAP | 1 | LMT | 3.6 | 79 | 16 | 0.58 | Multi | true | MultiTrigger | VenueSwitch | 14 | NASDAQ>BATS>ARCA>NYSE>IEX | LMT>MKT | 41.7 | 94 | 21.2 | 127 | -16 | 5 | 19 | null | null | Toxic prints; widened spread |
X009017 | 2025-11-10 12:51:32 | V | Buy | 2,269 | 46.83 | 106,257.27 | 2.6 | 0.03 | High | 17.9 | 36 | -19 | IEX>NASDAQ>EDGX>NYSE>BATS | TWAP | 1 | LMT | 5 | 60 | 31 | 0.7 | Multi | false | null | null | 0 | IEX>NASDAQ>EDGX>NYSE>BATS | LMT | 43.8 | 94 | 9.9 | 44 | 14 | -16 | 9 | null | null | Paused due to data glitch |
X009018 | 2025-12-26 15:07:49 | INTC | Sell | 9,936 | 41.54 | 412,741.44 | 1 | 0.473 | Low | 10.9 | 30 | 6.9 | EDGX>ARCA>BATS | TWAP | 3 | LMT | 3.9 | 64 | 35 | 0.56 | Slip>Thresh | false | null | null | 0 | EDGX>ARCA>BATS | LMT | 42.6 | 94 | 0 | 63 | 51 | 24 | -31 | Watchlist | null | Paused due to data glitch |
X009019 | 2025-10-27 11:25:00 | SPY | Buy | 57,675 | 498.69 | 28,761,945.75 | 0.9 | 0.078 | High | 22.8 | 39 | 19.7 | EDGX>BATS>ARCA>IEX | TWAP | 3 | MKT | 8.5 | 88 | 26 | 0.63 | Multi | false | null | null | 0 | EDGX>BATS>ARCA>IEX | MKT | 48 | 89 | 0.8 | 73 | 10 | -9 | 38 | null | null | High urgency from PM |
X009020 | 2025-10-30 10:33:28 | GOOGL | Buy | 34,391 | 97.61 | 3,356,905.51 | 1.5 | 0.102 | Medium | 19 | 3 | 17.2 | NYSE>EDGX>IEX>BATS | TWAP | 1 | PO | 5.3 | 72 | 13 | 0.55 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 12 | NYSE>EDGX>IEX>BATS | PO>IOC | 81.9 | 92 | 15.4 | 92 | 6 | -9 | 8 | null | null | Stable book; normal liquidity |
X009021 | 2025-11-03 10:11:20 | XLY | Buy | 55,882 | 122.87 | 6,866,221.34 | 1.4 | 0.233 | Low | 13.4 | 27 | -23.2 | IEX>ARCA>EDGX>NYSE | IS | 5 | MKT | 8.1 | 96 | 13 | 0.79 | ToxicitySpike | true | ToxicitySpike | Cross | 12 | IEX>ARCA>EDGX>NYSE | MKT>IOC | 92.8 | 95 | 9.5 | 114 | 30 | -15 | -9 | null | null | Venue switch reduced impact |
X009022 | 2025-11-12 13:11:09 | GOOGL | Buy | 129,467 | 33.84 | 4,381,163.28 | 2 | 0.386 | Low | 22 | 12 | 18.3 | EDGX>NASDAQ>ARCA>BATS>NYSE | TWAP | 1 | IOC | 6.6 | 105 | 20 | 0.82 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 10 | EDGX>NASDAQ>ARCA>BATS>NYSE | IOC>PO | 88 | 94 | 4.1 | 56 | 37 | 3 | -12 | PositionLimitNear | null | Toxic prints; widened spread |
X009023 | 2025-12-19 11:49:44 | CVX | Buy | 5,110 | 307.23 | 1,569,945.3 | 1.1 | 0.03 | Ultra | 23.5 | 21 | -29.8 | BATS>IEX | IS | 5 | LMT | 10.5 | 63 | 22 | 0.43 | LiqDrop | false | null | null | 0 | BATS>IEX | LMT | 94 | 87 | 15.4 | 65 | 58 | -37 | -12 | NoShort | null | Paused due to data glitch |
X009024 | 2025-11-15 11:13:55 | TSLA | Buy | 39,511 | 270.25 | 10,677,847.75 | 1.6 | 0.123 | High | 4.9 | 8 | -29 | ARCA>NASDAQ>EDGX>IEX | VWAP | 3 | MKT | 2.7 | 79 | 25 | 0.71 | Multi | false | null | null | 0 | ARCA>NASDAQ>EDGX>IEX | MKT | 55 | 93 | 10.5 | 70 | 49 | 18 | -35 | null | null | Toxic prints; widened spread |
X009025 | 2025-11-18 15:50:36 | XOM | Sell | 38,909 | 168.44 | 6,553,831.96 | 4.3 | 0.356 | Low | 10.6 | 33 | -14.5 | NYSE>ARCA | Adaptive | 5 | MKT | 7.6 | 85 | 14 | 0.82 | Multi | false | null | null | 0 | NYSE>ARCA | MKT | 64.5 | 100 | 10.5 | 10 | -5 | -2 | -25 | null | null | Venue switch reduced impact |
X009026 | 2025-12-10 10:39:24 | META | Sell | 46,690 | 114.06 | 5,325,461.4 | 1 | 0.13 | High | 10.7 | 21 | -5.5 | NYSE>BATS>NASDAQ>ARCA | Adaptive | 2 | LMT | 2.9 | 79 | 22 | 0.65 | LiqDrop | false | null | null | 0 | NYSE>BATS>NASDAQ>ARCA | LMT | 86.7 | 98 | 4.8 | 92 | 42 | -15 | 27 | NoShort | null | Venue switch reduced impact |
X009027 | 2025-11-27 12:36:34 | NFLX | Sell | 16,831 | 30.65 | 515,870.15 | 3.3 | 0.161 | Low | 15.4 | 28 | 26.9 | NYSE>IEX>NASDAQ | POV | 4 | MKT | 9 | 69 | 18 | 0.44 | LiqDrop | false | null | null | 0 | NYSE>IEX>NASDAQ | MKT | 30.9 | 90 | 0.6 | 79 | -3 | 4 | -40 | PositionLimitNear | null | Stable book; normal liquidity |
X009028 | 2025-11-15 09:35:33 | XLP | Sell | 23,447 | 32.3 | 757,338.1 | 2.6 | 0.081 | Low | 20.7 | 29 | -2.8 | NYSE>IEX>NASDAQ>BATS>ARCA | TWAP | 1 | MKT | 6.8 | 68 | 35 | 0.4 | LiqDrop | false | null | null | 0 | NYSE>IEX>NASDAQ>BATS>ARCA | MKT | 9.1 | 88 | 21.2 | 48 | -1 | 19 | 29 | null | null | Stable book; normal liquidity |
X009029 | 2025-11-11 15:34:49 | AMD | Sell | 2,819 | 167.53 | 472,267.07 | 2.2 | 0.079 | Low | 38.6 | 19 | 21.1 | NASDAQ>ARCA | TWAP | 2 | MKT | 13.1 | 61 | 12 | 0.58 | Multi | true | MultiTrigger | Pause | 10 | NASDAQ>ARCA | MKT>PO | 80.2 | 98 | 22 | 9 | -9 | 6 | -30 | null | null | Stable book; normal liquidity |
X009030 | 2025-11-04 11:15:00 | CSCO | Sell | 598,223 | 315.43 | 188,697,480.89 | 2.7 | 1.501 | Low | 24 | 31 | 23.4 | EDGX>IEX>NASDAQ>NYSE | VWAP | 1 | MKT | 7.8 | 200 | 15 | 0.43 | Multi | true | MultiTrigger | OrderTypeChange | 31 | EDGX>IEX>NASDAQ>NYSE | MKT>IOC | 98.2 | 88 | 13.4 | 259 | -8 | 18 | 34 | null | null | High urgency from PM |
X009031 | 2025-11-18 10:09:25 | XLV | Sell | 86,655 | 205.01 | 17,765,141.55 | 1.3 | 0.243 | Medium | 6.6 | 26 | 25.4 | EDGX>BATS>ARCA | Adaptive | 2 | LMT | 2.1 | 96 | 32 | 0.69 | Multi | false | null | null | 0 | EDGX>BATS>ARCA | LMT | 1.8 | 97 | 0 | 88 | 55 | -10 | 20 | PositionLimitNear | null | Toxic prints; widened spread |
X009032 | 2025-11-10 09:35:49 | IWM | Buy | 28,932 | 196.39 | 5,681,955.48 | 1 | 0.04 | Ultra | 19.6 | 35 | -32.7 | IEX>ARCA>NYSE | TWAP | 3 | IOC | 7.1 | 74 | 26 | 0.61 | Multi | false | null | null | 0 | IEX>ARCA>NYSE | IOC | 15.4 | 100 | 4.4 | 60 | 33 | 12 | 21 | null | null | Toxic prints; widened spread |
X009033 | 2025-12-20 10:20:45 | VZ | Buy | 28,776 | 142.17 | 4,091,083.92 | 3.5 | 0.246 | Low | 16.1 | 17 | -22.9 | EDGX>NASDAQ>NYSE>ARCA>IEX | TWAP | 1 | MKT | 6.1 | 70 | 16 | 0.66 | LiqDrop | false | null | null | 0 | EDGX>NASDAQ>NYSE>ARCA>IEX | MKT | 84.8 | 89 | 9.2 | 57 | 15 | 19 | -2 | null | null | Venue switch reduced impact |
X009034 | 2025-12-24 15:13:04 | CSCO | Buy | 17,500 | 170.36 | 2,981,300 | 2.4 | 0.044 | High | 14.4 | 4 | 9.3 | EDGX>ARCA | VWAP | 2 | PO | 5.1 | 67 | 15 | 0.81 | Slip>Thresh | false | null | null | 0 | EDGX>ARCA | PO | 15.5 | 92 | 0 | 66 | -1 | -17 | 3 | NoShort | null | Toxic prints; widened spread |
X009035 | 2025-10-30 15:55:22 | NFLX | Sell | 8,020 | 238.61 | 1,913,652.2 | 4.4 | 0.077 | Medium | 10.5 | 3 | 34.8 | EDGX>BATS | Adaptive | 2 | PO | 4.8 | 63 | 25 | 0.67 | ToxicitySpike | false | null | null | 0 | EDGX>BATS | PO | 33.8 | 92 | 8.1 | 87 | 54 | -21 | 1 | null | null | Stable book; normal liquidity |
X009036 | 2025-12-16 10:51:38 | NFLX | Sell | 16,445 | 188.09 | 3,093,140.05 | 3.1 | 0.157 | Low | 23.2 | 35 | -20.9 | IEX>EDGX>NASDAQ>ARCA>BATS | POV | 4 | LMT | 9.9 | 69 | 32 | 0.7 | Slip>Thresh | false | null | null | 0 | IEX>EDGX>NASDAQ>ARCA>BATS | LMT | 11.1 | 97 | 4.2 | 38 | 21 | -35 | 3 | null | null | Paused due to data glitch |
X009037 | 2025-10-30 13:12:14 | AMZN | Sell | 603 | 86.02 | 51,870.06 | 1.8 | 0.028 | High | 25.6 | 11 | -30.6 | IEX>BATS>ARCA>NASDAQ>EDGX | TWAP | 1 | LMT | 6.3 | 60 | 30 | 0.53 | ToxicitySpike | false | null | null | 0 | IEX>BATS>ARCA>NASDAQ>EDGX | LMT | 57.9 | 91 | 18.8 | 66 | 24 | 6 | -17 | Watchlist | null | Venue switch reduced impact |
X009038 | 2025-11-03 10:47:20 | XLI | Sell | 3,883 | 164.84 | 640,073.72 | 3 | 0.177 | Low | 13 | 29 | 31.8 | NYSE>EDGX | TWAP | 3 | PO | 6.1 | 61 | 16 | 0.67 | Slip>Thresh | false | null | null | 0 | NYSE>EDGX | PO | 40.4 | 86 | 6.6 | 118 | 39 | -9 | -27 | null | null | Toxic prints; widened spread |
X009039 | 2025-11-01 13:26:17 | QQQ | Buy | 130,253 | 391.88 | 51,043,545.64 | 0.6 | 0.413 | Low | 20.2 | 10 | 21.5 | NYSE>BATS>EDGX>IEX>NASDAQ | TWAP | 1 | MKT | 5.8 | 105 | 35 | 0.76 | LiqDrop | false | null | null | 0 | NYSE>BATS>EDGX>IEX>NASDAQ | MKT | 78.1 | 95 | 0 | 44 | 60 | -2 | -18 | Watchlist | null | Toxic prints; widened spread |
X009040 | 2025-11-01 09:35:16 | WMT | Buy | 20,172 | 88.89 | 1,793,089.08 | 5 | 0.062 | Low | 13.6 | 19 | 12.5 | BATS>NASDAQ>ARCA | IS | 4 | IOC | 10.1 | 71 | 34 | 0.8 | ToxicitySpike | false | null | null | 0 | BATS>NASDAQ>ARCA | IOC | 70.6 | 86 | 22.9 | 65 | 34 | 28 | -13 | null | null | Toxic prints; widened spread |
X009041 | 2025-11-01 09:35:02 | MA | Sell | 66,673 | 327.12 | 21,810,071.76 | 1.1 | 0.284 | Low | 15 | 27 | -29.3 | EDGX>BATS>NASDAQ | TWAP | 3 | LMT | 5 | 93 | 28 | 0.44 | Slip>Thresh | false | null | null | 0 | EDGX>BATS>NASDAQ | LMT | 11.6 | 87 | 0 | 64 | 16 | 14 | 20 | null | null | High urgency from PM |
X009042 | 2025-12-05 14:50:20 | XLY | Buy | 6,446 | 49.88 | 321,526.48 | 1.7 | 0.027 | Ultra | 13.2 | 4 | 30.3 | BATS>IEX | VWAP | 2 | MKT | 4.8 | 62 | 23 | 0.64 | LiqDrop | false | null | null | 0 | BATS>IEX | MKT | 64.7 | 97 | 12 | 63 | 54 | -39 | -8 | Watchlist | null | Venue switch reduced impact |
X009043 | 2025-12-01 12:51:22 | CVX | Buy | 49,095 | 313.81 | 15,406,501.95 | 1.1 | 0.291 | High | 3.1 | 18 | -22.5 | ARCA>EDGX | TWAP | 3 | LMT | 1.6 | 84 | 34 | 0.73 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX | LMT | 76.3 | 100 | 0.7 | 44 | 35 | 14 | 4 | null | null | Toxic prints; widened spread |
X009044 | 2025-11-25 12:28:57 | BAC | Buy | 36,527 | 167.37 | 6,113,523.99 | 1 | 0.1 | Medium | 17.3 | 17 | -12.4 | NASDAQ>ARCA>EDGX | IS | 5 | LMT | 7.9 | 83 | 22 | 0.48 | LiqDrop | false | null | null | 0 | NASDAQ>ARCA>EDGX | LMT | 10.5 | 100 | 0 | 68 | -10 | -5 | 26 | PositionLimitNear | null | Venue switch reduced impact |
X009045 | 2025-12-20 11:42:30 | XLP | Buy | 215,270 | 260.98 | 56,181,164.6 | 3.3 | 0.744 | Low | 11.9 | 23 | 8 | BATS>EDGX | IS | 5 | LMT | 7.9 | 199 | 27 | 0.54 | Multi | false | null | null | 0 | BATS>EDGX | LMT | 16.4 | 92 | 8.3 | 114 | 49 | 17 | 38 | null | null | Paused due to data glitch |
X009046 | 2025-11-14 10:09:38 | NKE | Buy | 13,867 | 205.69 | 2,852,303.23 | 3.5 | 0.064 | Ultra | 3.2 | 35 | -9.3 | EDGX>BATS>ARCA>NYSE>NASDAQ | TWAP | 3 | MKT | 3.5 | 66 | 13 | 0.42 | LiqDrop | false | null | null | 0 | EDGX>BATS>ARCA>NYSE>NASDAQ | MKT | 21 | 100 | 5.7 | 87 | 44 | -35 | -9 | null | null | Venue switch reduced impact |
X009047 | 2025-11-13 11:21:31 | XLP | Buy | 82,082 | 123.33 | 10,123,173.06 | 2.7 | 0.284 | Low | 10.3 | 34 | -0.4 | EDGX>IEX | Adaptive | 5 | MKT | 6.2 | 113 | 27 | 0.72 | Slip>Thresh | false | null | null | 0 | EDGX>IEX | MKT | 34.1 | 87 | 1.8 | 125 | -20 | -12 | -26 | null | null | Paused due to data glitch |
X009048 | 2025-12-02 10:32:24 | XLK | Buy | 68,368 | 295.07 | 20,173,345.76 | 1.4 | 0.192 | Medium | 14.8 | 5 | 17.3 | NYSE>ARCA>EDGX>BATS | TWAP | 2 | MKT | 5.4 | 89 | 14 | 0.49 | ToxicitySpike | false | null | null | 0 | NYSE>ARCA>EDGX>BATS | MKT | 54.2 | 97 | 5.9 | 10 | 49 | -14 | -19 | null | null | Venue switch reduced impact |
X009049 | 2025-11-25 11:48:27 | XOM | Buy | 11,363 | 29.76 | 338,162.88 | 3.4 | 0.104 | Medium | 6 | 31 | -17.4 | EDGX>BATS>NYSE>ARCA>IEX | VWAP | 1 | LMT | 2.7 | 63 | 22 | 0.7 | ToxicitySpike | false | null | null | 0 | EDGX>BATS>NYSE>ARCA>IEX | LMT | 4.9 | 99 | 0 | 37 | 26 | -37 | 21 | null | null | High urgency from PM |
X009050 | 2025-11-02 14:56:42 | AMZN | Buy | 1,511 | 40.1 | 60,591.1 | 1.5 | 0.069 | Medium | 16.4 | 38 | -34.9 | BATS>NYSE | IS | 5 | MKT | 9.6 | 60 | 31 | 0.72 | ToxicitySpike | false | null | null | 0 | BATS>NYSE | MKT | 19.7 | 85 | 0 | 28 | 46 | 6 | -36 | null | null | High urgency from PM |
X009051 | 2025-10-29 09:56:26 | V | Buy | 2,089 | 65.41 | 136,641.49 | 5.6 | 0.027 | Medium | 20.5 | 3 | 27.1 | NASDAQ>IEX>EDGX | TWAP | 2 | MKT | 9.6 | 60 | 22 | 0.74 | Multi | false | null | null | 0 | NASDAQ>IEX>EDGX | MKT | 93.8 | 86 | 10.8 | 30 | 0 | 7 | -1 | null | null | Paused due to data glitch |
X009052 | 2025-11-10 10:50:29 | XLP | Buy | 56,634 | 106.16 | 6,012,265.44 | 2.9 | 0.196 | Low | 14.4 | 3 | -24.7 | NYSE>EDGX>BATS>NASDAQ | VWAP | 2 | PO | 5.4 | 84 | 13 | 0.6 | ToxicitySpike | false | null | null | 0 | NYSE>EDGX>BATS>NASDAQ | PO | 25.4 | 96 | 3.2 | 10 | 12 | 23 | 24 | NoShort | null | Stable book; normal liquidity |
X009053 | 2025-11-15 09:35:42 | AMD | Sell | 8,998 | 33.36 | 300,173.28 | 2.4 | 0.251 | Low | 34.4 | 30 | -2.8 | IEX>EDGX>BATS>ARCA>NYSE | VWAP | 1 | LMT | 8.1 | 63 | 20 | 0.65 | Multi | false | null | null | 0 | IEX>EDGX>BATS>ARCA>NYSE | LMT | 74.3 | 85 | 0.6 | 29 | 0 | -16 | 30 | NoShort | null | Paused due to data glitch |
X009054 | 2025-12-22 11:11:04 | XLV | Sell | 129,861 | 203.64 | 26,444,894.04 | 1 | 0.364 | Low | 18 | 35 | 29.2 | EDGX>IEX>NYSE | VWAP | 1 | PO | 4.7 | 105 | 21 | 0.73 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>NYSE | PO | 29.6 | 87 | 16.9 | 190 | 15 | 27 | 36 | null | null | Paused due to data glitch |
X009055 | 2025-12-11 13:53:48 | XLE | Buy | 10,418 | 256.93 | 2,676,696.74 | 2.4 | 0.037 | Medium | 22.5 | 21 | -3.1 | BATS>EDGX>NASDAQ>NYSE | IS | 5 | LMT | 11.1 | 66 | 32 | 0.44 | ToxicitySpike | false | null | null | 0 | BATS>EDGX>NASDAQ>NYSE | LMT | 40.3 | 95 | 6.7 | 47 | 22 | 26 | -34 | PositionLimitNear | null | Paused due to data glitch |
X009056 | 2025-11-01 10:05:24 | AAPL | Sell | 67,337 | 115.05 | 7,747,121.85 | 2.8 | 0.198 | Low | 23.6 | 34 | 33.9 | NYSE>BATS>NASDAQ>EDGX>ARCA | IS | 4 | LMT | 10.8 | 98 | 25 | 0.83 | LiqDrop | false | null | null | 0 | NYSE>BATS>NASDAQ>EDGX>ARCA | LMT | 13.4 | 96 | 3.4 | 10 | 26 | -12 | -37 | null | null | Paused due to data glitch |
X009057 | 2025-10-28 14:12:48 | HD | Sell | 250,100 | 60.24 | 15,066,024 | 1.8 | 0.97 | Low | 23.8 | 4 | 32.7 | ARCA>IEX>EDGX>BATS | Adaptive | 5 | LMT | 9.1 | 222 | 29 | 0.66 | Slip>Thresh | false | null | null | 0 | ARCA>IEX>EDGX>BATS | LMT | 90.4 | 91 | 11.3 | 233 | 10 | -30 | 21 | null | null | Toxic prints; widened spread |
X009058 | 2025-11-19 15:29:40 | AMZN | Buy | 774 | 340.63 | 263,647.62 | 2.6 | 0.036 | Medium | 29.2 | 24 | 27.3 | NYSE>BATS | POV | 4 | IOC | 13.4 | 60 | 19 | 0.69 | LiqDrop | false | null | null | 0 | NYSE>BATS | IOC | 5.6 | 93 | 22.4 | 40 | -9 | 29 | 7 | null | null | Paused due to data glitch |
X009059 | 2025-11-02 13:14:14 | DIS | Sell | 4,003 | 293.24 | 1,173,839.72 | 1.9 | 0.017 | Ultra | 18 | 39 | 2.7 | BATS>NASDAQ>EDGX>IEX | Adaptive | 2 | LMT | 4.9 | 61 | 18 | 0.8 | Slip>Thresh | false | null | null | 0 | BATS>NASDAQ>EDGX>IEX | LMT | 15.4 | 100 | 2.9 | 69 | 33 | 8 | 34 | null | null | Stable book; normal liquidity |
X009060 | 2025-12-26 11:22:26 | PFE | Buy | 67,660 | 261.6 | 17,699,856 | 2.2 | 0.184 | Low | 22.7 | 32 | 6.3 | BATS>NYSE>IEX | VWAP | 3 | MKT | 9 | 93 | 34 | 0.69 | Slip>Thresh | false | null | null | 0 | BATS>NYSE>IEX | MKT | 84.8 | 92 | 0 | 70 | 28 | -15 | 16 | null | null | Stable book; normal liquidity |
X009061 | 2025-12-01 12:10:31 | SPY | Buy | 59,846 | 464.72 | 27,811,633.12 | 1.2 | 0.081 | Ultra | 3.3 | 26 | -22.4 | NASDAQ>BATS>EDGX | Adaptive | 3 | MKT | 1.8 | 89 | 27 | 0.72 | Multi | false | null | null | 0 | NASDAQ>BATS>EDGX | MKT | 95.2 | 97 | 0.1 | 72 | 10 | 18 | -15 | null | null | Toxic prints; widened spread |
X009062 | 2025-11-01 15:37:15 | XLK | Sell | 9,215 | 63.97 | 589,483.55 | 1 | 0.026 | Ultra | 21.3 | 24 | 14.7 | IEX>ARCA | VWAP | 1 | MKT | 5.8 | 63 | 13 | 0.6 | ToxicitySpike | false | null | null | 0 | IEX>ARCA | MKT | 6.6 | 95 | 2.1 | 75 | 48 | 29 | 6 | null | null | Venue switch reduced impact |
X009063 | 2025-11-11 14:36:43 | XLU | Buy | 12,382 | 302.8 | 3,749,269.6 | 1.4 | 0.04 | Ultra | 5.7 | 8 | -13.4 | BATS>EDGX>NASDAQ | Adaptive | 1 | MKT | 2 | 64 | 26 | 0.42 | Multi | false | null | null | 0 | BATS>EDGX>NASDAQ | MKT | 32.6 | 90 | 2.7 | 43 | 33 | -25 | -25 | null | null | Stable book; normal liquidity |
X009064 | 2025-10-29 09:58:15 | QQQ | Sell | 29,648 | 408.28 | 12,104,685.44 | 1 | 0.094 | High | 13.4 | 4 | -32.5 | EDGX>ARCA | VWAP | 1 | LMT | 3.2 | 70 | 33 | 0.71 | LiqDrop | false | null | null | 0 | EDGX>ARCA | LMT | 47.9 | 99 | 4.6 | 88 | 44 | -30 | 28 | null | null | Stable book; normal liquidity |
X009065 | 2025-12-11 15:35:03 | PFE | Buy | 24,999 | 167.4 | 4,184,832.6 | 2.6 | 0.068 | Medium | 20 | 15 | 21 | ARCA>NYSE>BATS | TWAP | 3 | MKT | 8.7 | 72 | 29 | 0.59 | Slip>Thresh | false | null | null | 0 | ARCA>NYSE>BATS | MKT | 70.2 | 87 | 22.5 | 84 | 28 | 30 | 6 | null | null | Paused due to data glitch |
X009066 | 2025-12-18 11:54:47 | BAC | Sell | 75,690 | 119.82 | 9,069,175.8 | 1.6 | 0.206 | Medium | 8 | 12 | 5 | NASDAQ>BATS | VWAP | 3 | LMT | 3.1 | 97 | 29 | 0.77 | ToxicitySpike | false | null | null | 0 | NASDAQ>BATS | LMT | 51.9 | 87 | 0 | 79 | 12 | 11 | -31 | null | null | Toxic prints; widened spread |
X009067 | 2025-10-30 10:07:26 | XLE | Sell | 25,800 | 275.42 | 7,105,836 | 3.5 | 0.093 | Low | 17.4 | 24 | -20.8 | IEX>ARCA>NASDAQ | VWAP | 3 | MKT | 8 | 72 | 35 | 0.74 | ToxicitySpike | false | null | null | 0 | IEX>ARCA>NASDAQ | MKT | 70 | 85 | 23.4 | 91 | 54 | 14 | -9 | NoShort | null | Venue switch reduced impact |
X009068 | 2025-11-11 13:46:30 | JPM | Buy | 3,845 | 54.08 | 207,937.6 | 3.8 | 0.095 | Low | 19.8 | 15 | 22.5 | BATS>EDGX>NYSE | IS | 5 | MKT | 13.5 | 62 | 19 | 0.52 | LiqDrop | true | LiquidityDrop | VenueSwitch | 12 | BATS>EDGX>NYSE | MKT>LMT | 19.5 | 89 | 31.3 | 98 | -3 | 12 | 36 | null | PriceBand | Paused due to data glitch |
X009069 | 2025-10-29 14:32:23 | QQQ | Buy | 78,463 | 407.27 | 31,955,626.01 | 0.6 | 0.249 | Medium | 19.8 | 15 | 29.6 | BATS>ARCA | POV | 4 | IOC | 8.3 | 105 | 13 | 0.69 | Slip>Thresh | false | null | null | 0 | BATS>ARCA | IOC | 99.4 | 92 | 0 | 95 | 7 | -29 | 39 | null | null | High urgency from PM |
X009070 | 2025-11-22 11:29:18 | QQQ | Buy | 54,968 | 409.84 | 22,528,085.12 | 0.9 | 0.174 | Medium | 23.9 | 7 | -14.7 | ARCA>IEX>NYSE | TWAP | 1 | MKT | 6.8 | 79 | 29 | 0.57 | ToxicitySpike | false | null | null | 0 | ARCA>IEX>NYSE | MKT | 27.4 | 96 | 23.2 | 10 | -8 | -40 | 35 | null | null | Toxic prints; widened spread |
X009071 | 2025-12-18 15:19:03 | AMZN | Sell | 774 | 169.01 | 130,813.74 | 2.4 | 0.036 | Medium | 25.5 | 23 | 5.3 | NYSE>ARCA>NASDAQ>BATS>IEX | POV | 4 | MKT | 12.3 | 60 | 24 | 0.84 | Slip>Thresh | true | SlippageAboveThreshold | OrderTypeChange | 11 | NYSE>ARCA>NASDAQ>BATS>IEX | MKT>LMT | 7.6 | 85 | 24.3 | 106 | -10 | -40 | 16 | null | null | High urgency from PM |
X009072 | 2025-11-13 09:37:20 | WMT | Buy | 11,683 | 353.62 | 4,131,342.46 | 2.7 | 0.036 | Medium | 24.2 | 35 | 18.4 | NYSE>IEX>EDGX>ARCA | TWAP | 2 | MKT | 9 | 64 | 26 | 0.66 | ToxicitySpike | false | null | null | 0 | NYSE>IEX>EDGX>ARCA | MKT | 28.6 | 90 | 23.9 | 65 | 50 | -3 | -1 | null | null | Venue switch reduced impact |
X009073 | 2025-10-27 09:35:21 | XLU | Sell | 64,773 | 101.45 | 6,571,220.85 | 1.1 | 0.207 | Medium | 13 | 7 | 34.6 | ARCA>EDGX>BATS>NASDAQ>IEX | VWAP | 2 | LMT | 3.7 | 87 | 28 | 0.63 | Multi | false | null | null | 0 | ARCA>EDGX>BATS>NASDAQ>IEX | LMT | 24 | 94 | 15.4 | 50 | 43 | -30 | -40 | null | null | Toxic prints; widened spread |
X009074 | 2025-12-17 09:35:56 | AMD | Sell | 1,361 | 117.08 | 159,345.88 | 2.2 | 0.038 | Ultra | 9.3 | 21 | -32.2 | NYSE>EDGX>NASDAQ | TWAP | 1 | MKT | 3.6 | 60 | 21 | 0.68 | LiqDrop | false | null | null | 0 | NYSE>EDGX>NASDAQ | MKT | 92 | 95 | 3 | 70 | 33 | 13 | -33 | NoShort | null | Paused due to data glitch |
X009075 | 2025-11-21 09:35:29 | MSFT | Buy | 8,117 | 109.64 | 889,947.88 | 3.1 | 0.043 | High | 9.9 | 16 | 31.7 | IEX>NASDAQ | TWAP | 3 | LMT | 4.6 | 64 | 19 | 0.79 | Multi | false | null | null | 0 | IEX>NASDAQ | LMT | 85.3 | 98 | 5.8 | 66 | 15 | 2 | 1 | PositionLimitNear | null | Toxic prints; widened spread |
X009076 | 2025-12-15 14:01:53 | JPM | Sell | 2,117 | 275.21 | 582,619.57 | 5.1 | 0.052 | Medium | 14.6 | 21 | -15.3 | NYSE>IEX>BATS>ARCA>EDGX | Adaptive | 2 | LMT | 5.6 | 60 | 19 | 0.63 | Multi | false | null | null | 0 | NYSE>IEX>BATS>ARCA>EDGX | LMT | 2.6 | 93 | 16.4 | 108 | 47 | -32 | -21 | null | null | Venue switch reduced impact |
X009077 | 2025-10-28 14:38:00 | VZ | Sell | 19,159 | 122.84 | 2,353,491.56 | 3.3 | 0.164 | Low | 13.3 | 24 | -30.6 | NYSE>NASDAQ | VWAP | 1 | MKT | 5 | 66 | 13 | 0.57 | LiqDrop | false | null | null | 0 | NYSE>NASDAQ | MKT | 51.6 | 92 | 4.5 | 46 | 27 | -4 | 8 | null | null | Stable book; normal liquidity |
X009078 | 2025-11-13 14:11:45 | TLT | Sell | 28,395 | 94.06 | 2,670,833.7 | 2.3 | 0.104 | Medium | 14.4 | 27 | -9.5 | IEX>NYSE>NASDAQ | IS | 4 | LMT | 7 | 76 | 19 | 0.73 | LiqDrop | false | null | null | 0 | IEX>NYSE>NASDAQ | LMT | 41.2 | 93 | 1.8 | 52 | 9 | 23 | 19 | null | null | Stable book; normal liquidity |
X009079 | 2025-11-20 12:30:27 | XLK | Sell | 61,700 | 88.79 | 5,478,343 | 1.6 | 0.173 | Medium | 12.5 | 37 | 14.3 | NASDAQ>EDGX>BATS>NYSE | IS | 5 | LMT | 6.5 | 100 | 35 | 0.52 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX>BATS>NYSE | LMT | 9 | 85 | 6.9 | 115 | -1 | 4 | -26 | null | null | High urgency from PM |
X009080 | 2025-12-22 12:50:33 | NFLX | Sell | 14,197 | 271.21 | 3,850,368.37 | 4.5 | 0.136 | Medium | 4.9 | 22 | -20.8 | NASDAQ>BATS | IS | 4 | LMT | 5.2 | 68 | 18 | 0.69 | Slip>Thresh | false | null | null | 0 | NASDAQ>BATS | LMT | 67.6 | 76 | 6.9 | 36 | 54 | -24 | -8 | null | null | High urgency from PM |
X009081 | 2025-11-13 13:11:36 | BA | Sell | 17,252 | 321.84 | 5,552,383.68 | 2.2 | 0.057 | Ultra | 4.2 | 36 | 26.8 | IEX>ARCA | TWAP | 1 | MKT | 2.3 | 66 | 31 | 0.55 | LiqDrop | false | null | null | 0 | IEX>ARCA | MKT | 89.9 | 87 | 4.3 | 115 | -12 | -19 | -26 | null | null | Stable book; normal liquidity |
X009082 | 2025-10-31 09:35:03 | SPY | Sell | 48,669 | 489.52 | 23,824,448.88 | 0.9 | 0.066 | Ultra | 4.9 | 7 | -19.5 | IEX>ARCA>BATS | TWAP | 1 | LMT | 1.5 | 77 | 29 | 0.65 | ToxicitySpike | false | null | null | 0 | IEX>ARCA>BATS | LMT | 41.7 | 92 | 0 | 68 | -20 | -25 | -29 | null | null | Venue switch reduced impact |
X009083 | 2025-10-29 13:44:33 | HYG | Sell | 22,300 | 72.87 | 1,625,001 | 1.7 | 0.122 | Medium | 10.4 | 19 | 4.9 | NYSE>EDGX>ARCA | TWAP | 3 | LMT | 4 | 71 | 27 | 0.6 | ToxicitySpike | false | null | null | 0 | NYSE>EDGX>ARCA | LMT | 35.1 | 94 | 5.9 | 24 | -20 | -29 | -4 | null | null | High urgency from PM |
X009084 | 2025-11-28 14:33:57 | DIS | Sell | 14,647 | 325.28 | 4,764,376.16 | 1.7 | 0.064 | Ultra | 6.2 | 7 | 10.8 | NASDAQ>IEX>BATS>EDGX>ARCA | Adaptive | 3 | IOC | 2.9 | 67 | 34 | 0.44 | Multi | false | null | null | 0 | NASDAQ>IEX>BATS>EDGX>ARCA | IOC | 89.9 | 99 | 0 | 66 | -6 | -12 | -10 | null | null | High urgency from PM |
X009085 | 2025-12-07 09:35:10 | HYG | Buy | 141,307 | 76.74 | 10,843,899.18 | 1.3 | 0.775 | Low | 6.5 | 23 | 1.7 | NYSE>ARCA>BATS>EDGX>NASDAQ | VWAP | 3 | PO | 3 | 130 | 14 | 0.59 | Slip>Thresh | false | null | null | 0 | NYSE>ARCA>BATS>EDGX>NASDAQ | PO | 45.8 | 96 | 0 | 102 | 19 | 29 | 10 | PositionLimitNear | null | Venue switch reduced impact |
X009086 | 2025-11-03 11:13:09 | XLV | Sell | 60,535 | 117.07 | 7,086,832.45 | 1.3 | 0.17 | Low | 22.2 | 34 | 15.5 | IEX>NASDAQ | IS | 4 | PO | 10.2 | 94 | 34 | 0.74 | ToxicitySpike | false | null | null | 0 | IEX>NASDAQ | PO | 63.3 | 90 | 12.5 | 79 | 37 | 27 | -30 | Watchlist | null | Toxic prints; widened spread |
X009087 | 2025-12-15 11:11:25 | BA | Buy | 41,660 | 30.37 | 1,265,214.2 | 1.4 | 0.139 | Low | 22.6 | 39 | -24.3 | BATS>EDGX>NYSE | Adaptive | 3 | LMT | 6.6 | 80 | 24 | 0.82 | Multi | false | null | null | 0 | BATS>EDGX>NYSE | LMT | 5.3 | 93 | 0 | 55 | 38 | -10 | -35 | null | null | High urgency from PM |
X009088 | 2025-11-24 11:03:20 | XLK | Sell | 85,148 | 102.93 | 8,764,283.64 | 1.3 | 0.239 | Medium | 10 | 28 | 4.1 | NASDAQ>NYSE>IEX>EDGX>BATS | IS | 5 | LMT | 5.3 | 115 | 15 | 0.84 | Slip>Thresh | false | null | null | 0 | NASDAQ>NYSE>IEX>EDGX>BATS | LMT | 12.5 | 94 | 12.1 | 87 | 3 | 1 | -5 | null | null | High urgency from PM |
X009089 | 2025-11-24 15:08:01 | CVX | Sell | 36,932 | 189.06 | 6,982,363.92 | 1 | 0.219 | Medium | 13.2 | 11 | -3.4 | BATS>EDGX>NYSE | POV | 4 | LMT | 5.2 | 81 | 25 | 0.83 | Slip>Thresh | false | null | null | 0 | BATS>EDGX>NYSE | LMT | 32.8 | 86 | 17.7 | 107 | 15 | -20 | -38 | null | null | Venue switch reduced impact |
X009090 | 2025-10-30 11:36:45 | XLB | Buy | 97,019 | 264.25 | 25,637,270.75 | 2 | 0.247 | Medium | 3.4 | 3 | -1.1 | ARCA>NYSE | Adaptive | 3 | MKT | 2.4 | 108 | 19 | 0.78 | LiqDrop | false | null | null | 0 | ARCA>NYSE | MKT | 40 | 96 | 0 | 84 | 57 | -27 | -39 | null | null | High urgency from PM |
X009091 | 2025-10-28 14:50:34 | CSCO | Sell | 26,621 | 82.79 | 2,203,952.59 | 2.8 | 0.067 | Medium | 20.8 | 36 | 17.2 | NYSE>BATS>ARCA>IEX>EDGX | VWAP | 1 | LMT | 5.5 | 69 | 33 | 0.48 | ToxicitySpike | false | null | null | 0 | NYSE>BATS>ARCA>IEX>EDGX | LMT | 70 | 95 | 3.9 | 77 | 45 | -17 | 4 | null | null | Stable book; normal liquidity |
X009092 | 2025-11-17 13:10:10 | PEP | Sell | 41,120 | 323.71 | 13,310,955.2 | 2.5 | 0.13 | Low | 17.3 | 23 | 27.5 | NASDAQ>BATS | VWAP | 1 | LMT | 4.6 | 74 | 31 | 0.65 | Slip>Thresh | false | null | null | 0 | NASDAQ>BATS | LMT | 25.4 | 96 | 9.6 | 10 | 34 | 15 | 14 | null | null | Toxic prints; widened spread |
X009093 | 2025-11-13 10:12:59 | BA | Sell | 10,609 | 166.33 | 1,764,594.97 | 1.9 | 0.035 | High | 19.7 | 33 | -34.3 | NASDAQ>EDGX | POV | 5 | MKT | 10.6 | 66 | 16 | 0.66 | Slip>Thresh | true | SlippageAboveThreshold | Cross | 31 | NASDAQ>EDGX | MKT>IOC | 62.1 | 90 | 15.7 | 119 | 27 | -37 | -31 | null | null | High urgency from PM |
X009094 | 2025-11-27 12:59:19 | DIS | Sell | 11,130 | 218.91 | 2,436,468.3 | 1.6 | 0.049 | Ultra | 3.9 | 30 | 4.9 | NASDAQ>ARCA>NYSE | VWAP | 3 | LMT | 1.9 | 65 | 20 | 0.76 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 13 | NASDAQ>ARCA>NYSE | LMT>IOC | 49 | 96 | 4.6 | 76 | 36 | -21 | 14 | null | null | Paused due to data glitch |
X009095 | 2025-12-19 09:35:04 | XLY | Buy | 15,789 | 17.52 | 276,623.28 | 2.3 | 0.066 | Ultra | 3.9 | 11 | 1.8 | ARCA>NASDAQ>BATS>IEX>NYSE | IS | 4 | LMT | 3.2 | 69 | 32 | 0.78 | Multi | false | null | null | 0 | ARCA>NASDAQ>BATS>IEX>NYSE | LMT | 59.7 | 76 | 3.9 | 53 | -3 | 18 | 28 | null | null | Venue switch reduced impact |
X009096 | 2025-11-25 10:39:50 | AMD | Buy | 5,175 | 317.46 | 1,642,855.5 | 2.3 | 0.144 | Low | 12.1 | 37 | -33.2 | ARCA>IEX>BATS>EDGX | Adaptive | 3 | LMT | 4.3 | 62 | 13 | 0.7 | LiqDrop | false | null | null | 0 | ARCA>IEX>BATS>EDGX | LMT | 15.5 | 85 | 0 | 10 | -20 | 18 | -20 | null | null | Paused due to data glitch |
X009097 | 2025-11-07 09:55:19 | CSCO | Buy | 50,019 | 112.33 | 5,618,634.27 | 2.9 | 0.126 | Medium | 5.5 | 21 | 7.6 | NASDAQ>NYSE | TWAP | 2 | LMT | 2.9 | 81 | 26 | 0.77 | Slip>Thresh | false | null | null | 0 | NASDAQ>NYSE | LMT | 6.2 | 64 | 2.2 | 41 | 8 | -17 | -24 | null | null | Paused due to data glitch |
X009098 | 2025-11-26 09:35:37 | XLI | Buy | 881 | 160.47 | 141,374.07 | 1.9 | 0.04 | Medium | 25.6 | 26 | 31.6 | EDGX>IEX>BATS>NYSE | IS | 4 | MKT | 13.1 | 60 | 34 | 0.68 | Slip>Thresh | false | null | null | 0 | EDGX>IEX>BATS>NYSE | MKT | 56 | 89 | 12.2 | 50 | 28 | 3 | -2 | null | null | Toxic prints; widened spread |
X009099 | 2025-11-21 14:50:54 | MA | Buy | 12,743 | 183.39 | 2,336,938.77 | 1.3 | 0.054 | High | 17.2 | 24 | 3.9 | BATS>ARCA>EDGX | POV | 4 | MKT | 8.1 | 67 | 33 | 0.83 | LiqDrop | true | LiquidityDrop | VenueSwitch | 19 | BATS>ARCA>EDGX | MKT>PO | 28.8 | 98 | 3.2 | 97 | 14 | -19 | 34 | PositionLimitNear | null | Venue switch reduced impact |
X009100 | 2025-11-01 12:36:30 | IEF | Buy | 172,209 | 100.12 | 17,241,565.08 | 2.4 | 0.654 | Low | 7 | 35 | -16.1 | IEX>BATS | POV | 2 | LMT | 3.3 | 133 | 16 | 0.72 | Slip>Thresh | false | null | null | 0 | IEX>BATS | LMT | 92.9 | 84 | 0 | 215 | 52 | 23 | 29 | PositionLimitNear | null | High urgency from PM |
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