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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X009201 | 2025-12-02 12:35:25 | XLB | Buy | 45,318 | 74.65 | 3,382,988.7 | 2.5 | 0.115 | Low | 13.9 | 24 | 23.4 | EDGX>NASDAQ | Adaptive | 3 | LMT | 4.9 | 82 | 23 | 0.77 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ | LMT | 33.4 | 86 | 0 | 110 | 47 | 23 | 23 | null | null | Toxic prints; widened spread |
X009202 | 2025-12-03 12:26:22 | TSLA | Buy | 88,542 | 215.99 | 19,124,186.58 | 1.8 | 0.275 | Medium | 5 | 19 | 33.6 | EDGX>IEX>ARCA>BATS>NYSE | VWAP | 1 | MKT | 2.2 | 90 | 31 | 0.52 | LiqDrop | false | null | null | 0 | EDGX>IEX>ARCA>BATS>NYSE | MKT | 95.9 | 99 | 0 | 138 | 39 | 23 | -7 | null | null | Paused due to data glitch |
X009203 | 2025-11-23 12:32:52 | IWM | Buy | 863,878 | 204.98 | 177,077,712.44 | 1.7 | 1.192 | Low | 23.9 | 31 | 4.2 | IEX>NYSE>BATS>NASDAQ>ARCA | IS | 4 | MKT | 12.8 | 290 | 19 | 0.71 | LiqDrop | false | null | null | 0 | IEX>NYSE>BATS>NASDAQ>ARCA | MKT | 16.6 | 85 | 0 | 339 | 8 | 8 | -9 | PositionLimitNear | null | High urgency from PM |
X009204 | 2025-12-05 10:53:23 | IWM | Buy | 25,162 | 197.84 | 4,978,050.08 | 1.6 | 0.035 | High | 23.4 | 21 | 7.4 | EDGX>ARCA>IEX>BATS | Adaptive | 2 | LMT | 6 | 70 | 28 | 0.83 | LiqDrop | false | null | null | 0 | EDGX>ARCA>IEX>BATS | LMT | 13.9 | 68 | 9 | 51 | -10 | 24 | -35 | null | null | Stable book; normal liquidity |
X009205 | 2025-12-02 14:17:20 | XLB | Buy | 3,976 | 133.42 | 530,477.92 | 2.3 | 0.01 | Ultra | 7.9 | 6 | -3.5 | IEX>NYSE | TWAP | 2 | MKT | 3.8 | 61 | 14 | 0.79 | LiqDrop | false | null | null | 0 | IEX>NYSE | MKT | 82 | 100 | 1.8 | 66 | 9 | -39 | 33 | null | null | Toxic prints; widened spread |
X009206 | 2025-11-03 09:41:32 | XLY | Sell | 65,561 | 274.7 | 18,009,606.7 | 1.9 | 0.273 | Medium | 6 | 31 | 12.1 | IEX>EDGX>ARCA>BATS | POV | 4 | MKT | 4.1 | 97 | 12 | 0.74 | Multi | false | null | null | 0 | IEX>EDGX>ARCA>BATS | MKT | 94.9 | 94 | 0 | 117 | 5 | -24 | 4 | null | null | Stable book; normal liquidity |
X009207 | 2025-12-03 15:05:02 | XLU | Buy | 44,898 | 329.94 | 14,813,646.12 | 2.3 | 0.144 | Low | 17.3 | 29 | -0.4 | ARCA>EDGX>NASDAQ>IEX | VWAP | 3 | LMT | 6 | 82 | 29 | 0.47 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX>NASDAQ>IEX | LMT | 16.4 | 96 | 17 | 10 | -2 | -11 | 36 | Watchlist | null | Paused due to data glitch |
X009208 | 2025-10-29 13:10:39 | JPM | Sell | 16,454 | 284.78 | 4,685,770.12 | 5.3 | 0.407 | Low | 36.3 | 5 | -13 | EDGX>ARCA>IEX>BATS | IS | 4 | LMT | 17.4 | 69 | 18 | 0.71 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA>IEX>BATS | LMT | 47.5 | 93 | 36.3 | 68 | 30 | 1 | -11 | null | null | Stable book; normal liquidity |
X009209 | 2025-11-09 10:07:38 | XOM | Sell | 15,152 | 109.43 | 1,658,083.36 | 2 | 0.139 | Low | 23.4 | 11 | 19.4 | NYSE>EDGX | Adaptive | 3 | LMT | 7.1 | 67 | 29 | 0.56 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 23 | NYSE>EDGX | LMT>IOC | 79.8 | 84 | 9 | 96 | -4 | -22 | 24 | null | Unknown | Stable book; normal liquidity |
X009210 | 2025-11-11 13:51:46 | JPM | Sell | 3,818 | 67.78 | 258,784.04 | 2.6 | 0.095 | Low | 23.6 | 25 | -31.4 | NASDAQ>NYSE>ARCA>EDGX>IEX | Adaptive | 2 | PO | 7.2 | 61 | 30 | 0.6 | Multi | false | null | null | 0 | NASDAQ>NYSE>ARCA>EDGX>IEX | PO | 90.2 | 100 | 7.8 | 35 | -12 | -3 | 40 | null | null | High urgency from PM |
X009211 | 2025-12-13 13:34:24 | LQD | Buy | 75,260 | 116.18 | 8,743,706.8 | 1.3 | 0.371 | Low | 18.4 | 26 | -25.3 | NASDAQ>BATS>NYSE | TWAP | 2 | PO | 6 | 91 | 20 | 0.51 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 15 | NASDAQ>BATS>NYSE | PO>IOC | 76.9 | 98 | 4.1 | 63 | -5 | 13 | 2 | null | null | Paused due to data glitch |
X009212 | 2025-10-28 15:49:55 | CSCO | Buy | 36,843 | 145.47 | 5,359,551.21 | 2.7 | 0.092 | Low | 22.7 | 28 | 8 | IEX>EDGX>NYSE>ARCA | TWAP | 3 | MKT | 9.7 | 78 | 15 | 0.85 | Multi | false | null | null | 0 | IEX>EDGX>NYSE>ARCA | MKT | 50.6 | 89 | 0.2 | 13 | 1 | 4 | -23 | PositionLimitNear | null | Stable book; normal liquidity |
X009213 | 2025-12-07 10:30:42 | AMZN | Sell | 295 | 255.39 | 75,340.05 | 1.9 | 0.014 | Ultra | 11.4 | 10 | -14.8 | EDGX>BATS>NYSE>NASDAQ>IEX | TWAP | 1 | LMT | 3.3 | 60 | 26 | 0.53 | Slip>Thresh | false | null | null | 0 | EDGX>BATS>NYSE>NASDAQ>IEX | LMT | 40.9 | 94 | 7.5 | 73 | -8 | -26 | 2 | null | null | Toxic prints; widened spread |
X009214 | 2025-12-03 09:35:34 | QQQ | Sell | 16,958 | 411.25 | 6,973,977.5 | 0.9 | 0.054 | Ultra | 15 | 37 | -20.7 | IEX>EDGX | VWAP | 1 | IOC | 4 | 65 | 14 | 0.62 | Multi | false | null | null | 0 | IEX>EDGX | IOC | 73.4 | 100 | 6.4 | 35 | 38 | -33 | 23 | PositionLimitNear | null | High urgency from PM |
X009215 | 2025-11-24 09:35:05 | XOM | Sell | 7,695 | 135.3 | 1,041,133.5 | 3 | 0.07 | Low | 24.9 | 37 | 8.1 | NYSE>IEX | Adaptive | 5 | MKT | 11.9 | 65 | 22 | 0.71 | Multi | false | null | null | 0 | NYSE>IEX | MKT | 42.2 | 95 | 12.7 | 167 | -11 | -28 | -35 | null | null | Paused due to data glitch |
X009216 | 2025-11-19 12:40:27 | XLY | Buy | 3,470 | 82.87 | 287,558.9 | 2.2 | 0.014 | Ultra | 13.8 | 29 | 16.5 | ARCA>BATS | Adaptive | 2 | MKT | 5 | 61 | 22 | 0.66 | Multi | false | null | null | 0 | ARCA>BATS | MKT | 34.4 | 95 | 0 | 42 | 2 | -13 | -33 | null | null | Paused due to data glitch |
X009217 | 2025-12-19 10:59:19 | IEF | Buy | 22,957 | 96.21 | 2,208,692.97 | 3.2 | 0.087 | Medium | 8.4 | 16 | 26.3 | IEX>NYSE>BATS | VWAP | 1 | MKT | 3.7 | 68 | 29 | 0.52 | ToxicitySpike | false | null | null | 0 | IEX>NYSE>BATS | MKT | 71.6 | 98 | 0 | 15 | 52 | 20 | 3 | null | PriceBand | Venue switch reduced impact |
X009218 | 2025-11-15 10:54:10 | JPM | Buy | 1,418 | 250.3 | 354,925.4 | 5.3 | 0.035 | High | 6.9 | 10 | 19.8 | BATS>EDGX>ARCA | VWAP | 3 | LMT | 4.8 | 60 | 15 | 0.82 | Slip>Thresh | false | null | null | 0 | BATS>EDGX>ARCA | LMT | 44.8 | 89 | 0 | 10 | 34 | 6 | -3 | null | null | Paused due to data glitch |
X009219 | 2025-11-03 11:26:06 | GOOGL | Buy | 77,873 | 159.54 | 12,423,858.42 | 1.9 | 0.232 | Medium | 6.6 | 3 | -14.4 | NYSE>ARCA | VWAP | 3 | MKT | 3.5 | 98 | 32 | 0.57 | ToxicitySpike | false | null | null | 0 | NYSE>ARCA | MKT | 75.3 | 89 | 13.5 | 15 | 24 | 28 | 16 | null | null | High urgency from PM |
X009220 | 2025-12-16 12:41:45 | UNH | Buy | 28,384 | 340.49 | 9,664,468.16 | 1.5 | 0.125 | High | 5.5 | 24 | 13.3 | NYSE>IEX | IS | 4 | MKT | 3.9 | 76 | 18 | 0.55 | ToxicitySpike | false | null | null | 0 | NYSE>IEX | MKT | 56.9 | 94 | 0 | 43 | 0 | 22 | 32 | PositionLimitNear | null | High urgency from PM |
X009221 | 2025-11-25 14:55:50 | NVDA | Sell | 6,892 | 122.99 | 847,647.08 | 1.4 | 0.178 | Low | 25.7 | 27 | -20.7 | IEX>NYSE>ARCA>NASDAQ | VWAP | 1 | LMT | 5.9 | 62 | 29 | 0.69 | Slip>Thresh | false | null | null | 0 | IEX>NYSE>ARCA>NASDAQ | LMT | 37.5 | 96 | 0.9 | 75 | -2 | -18 | -26 | null | null | High urgency from PM |
X009222 | 2025-12-26 10:51:20 | MSFT | Sell | 14,646 | 214.32 | 3,138,930.72 | 3.5 | 0.078 | Medium | 9 | 22 | -13.9 | IEX>BATS>ARCA | VWAP | 1 | MKT | 4 | 65 | 23 | 0.83 | ToxicitySpike | false | null | null | 0 | IEX>BATS>ARCA | MKT | 20.6 | 100 | 18.8 | 26 | 19 | -13 | 39 | null | null | Toxic prints; widened spread |
X009223 | 2025-12-26 13:26:39 | UNH | Sell | 37,600 | 16.61 | 624,536 | 1.8 | 0.165 | Low | 21 | 28 | 10.1 | NYSE>NASDAQ>BATS | IS | 5 | MKT | 12.2 | 84 | 25 | 0.61 | Slip>Thresh | false | null | null | 0 | NYSE>NASDAQ>BATS | MKT | 42.2 | 96 | 9.1 | 72 | 52 | -13 | -26 | null | null | Paused due to data glitch |
X009224 | 2025-12-12 15:11:03 | AAPL | Sell | 17,194 | 210.45 | 3,618,477.3 | 2.6 | 0.051 | Ultra | 4.5 | 10 | -12.1 | ARCA>IEX | VWAP | 2 | LMT | 2.3 | 67 | 14 | 0.82 | LiqDrop | false | null | null | 0 | ARCA>IEX | LMT | 84.8 | 69 | 7.5 | 71 | 60 | 1 | -14 | Watchlist | null | Stable book; normal liquidity |
X009225 | 2025-12-03 14:41:31 | NKE | Buy | 52,985 | 264.46 | 14,012,413.1 | 2.7 | 0.246 | Low | 23.6 | 27 | 20.9 | ARCA>NASDAQ>EDGX>BATS | VWAP | 2 | LMT | 7 | 82 | 22 | 0.83 | ToxicitySpike | false | null | null | 0 | ARCA>NASDAQ>EDGX>BATS | LMT | 18.1 | 88 | 0.8 | 118 | 45 | -27 | 40 | null | null | Stable book; normal liquidity |
X009226 | 2025-12-03 14:08:44 | PFE | Buy | 104,150 | 118.79 | 12,371,978.5 | 2.1 | 0.283 | Low | 12.8 | 17 | -9.5 | IEX>NYSE>NASDAQ>ARCA>BATS | IS | 4 | IOC | 7.4 | 119 | 34 | 0.74 | Multi | false | null | null | 0 | IEX>NYSE>NASDAQ>ARCA>BATS | IOC | 99.3 | 93 | 26.5 | 14 | 12 | -3 | 3 | null | null | Stable book; normal liquidity |
X009227 | 2025-12-13 14:49:13 | KO | Sell | 10,701 | 273.04 | 2,921,801.04 | 3.7 | 0.266 | Low | 9.8 | 15 | 18 | BATS>EDGX>ARCA | VWAP | 3 | IOC | 5.5 | 65 | 34 | 0.5 | Slip>Thresh | false | null | null | 0 | BATS>EDGX>ARCA | IOC | 56.5 | 99 | 6 | 10 | 4 | 14 | -21 | null | null | Toxic prints; widened spread |
X009228 | 2025-12-07 10:54:13 | IWM | Sell | 57,518 | 198.81 | 11,435,153.58 | 1.4 | 0.079 | Medium | 19 | 22 | -21.7 | IEX>NASDAQ>NYSE | VWAP | 3 | MKT | 7.2 | 88 | 19 | 0.68 | LiqDrop | false | null | null | 0 | IEX>NASDAQ>NYSE | MKT | 74.8 | 98 | 9 | 71 | -11 | 29 | 3 | NoShort | null | Toxic prints; widened spread |
X009229 | 2025-12-07 13:00:19 | TSLA | Sell | 10,818 | 209.59 | 2,267,344.62 | 1.9 | 0.034 | Ultra | 5.9 | 37 | 20.5 | IEX>BATS>NYSE>ARCA>EDGX | TWAP | 2 | MKT | 3 | 64 | 35 | 0.63 | LiqDrop | false | null | null | 0 | IEX>BATS>NYSE>ARCA>EDGX | MKT | 58.4 | 90 | 0 | 39 | 55 | -5 | -17 | Watchlist | null | Paused due to data glitch |
X009230 | 2025-12-13 12:14:48 | XLU | Buy | 48,295 | 353.05 | 17,050,549.75 | 1.9 | 0.155 | High | 5 | 15 | 9.1 | NYSE>IEX | Adaptive | 5 | LMT | 2.9 | 91 | 14 | 0.7 | ToxicitySpike | false | null | null | 0 | NYSE>IEX | LMT | 41.2 | 90 | 0 | 74 | 49 | -31 | -13 | null | null | Venue switch reduced impact |
X009231 | 2025-12-21 12:32:33 | BA | Sell | 32,586 | 331.96 | 10,817,248.56 | 1.8 | 0.109 | Medium | 16.7 | 30 | 27.4 | NYSE>BATS>EDGX>IEX | VWAP | 3 | LMT | 5.5 | 76 | 35 | 0.52 | Multi | false | null | null | 0 | NYSE>BATS>EDGX>IEX | LMT | 59.9 | 99 | 1.3 | 101 | 28 | 4 | -30 | null | null | High urgency from PM |
X009232 | 2025-11-12 13:29:04 | HYG | Sell | 6,547 | 79.13 | 518,064.11 | 2 | 0.036 | Medium | 24.3 | 39 | 14.2 | EDGX>ARCA>BATS>NASDAQ>IEX | VWAP | 1 | MKT | 7.1 | 62 | 34 | 0.81 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA>BATS>NASDAQ>IEX | MKT | 37.5 | 88 | 5.1 | 41 | 21 | -6 | -26 | null | null | High urgency from PM |
X009233 | 2025-12-17 11:47:02 | META | Buy | 102,532 | 256.03 | 26,251,267.96 | 1.5 | 0.286 | Low | 18.3 | 37 | -1.6 | IEX>NASDAQ | POV | 5 | LMT | 8 | 126 | 34 | 0.72 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ | LMT | 49.1 | 95 | 1.7 | 94 | 14 | -10 | -7 | null | null | High urgency from PM |
X009234 | 2025-11-21 11:55:41 | JNJ | Sell | 16,161 | 86 | 1,389,846 | 2.5 | 0.059 | Medium | 14.9 | 21 | -12.6 | IEX>BATS | VWAP | 1 | PO | 4.5 | 65 | 33 | 0.45 | ToxicitySpike | false | null | null | 0 | IEX>BATS | PO | 69.1 | 92 | 0.8 | 12 | -1 | -25 | -18 | null | null | Venue switch reduced impact |
X009235 | 2025-12-26 15:10:50 | NVDA | Sell | 7,796 | 151.15 | 1,178,365.4 | 2 | 0.202 | Low | 33.6 | 16 | 16.4 | NYSE>EDGX | Adaptive | 1 | MKT | 8.9 | 62 | 31 | 0.77 | Multi | false | null | null | 0 | NYSE>EDGX | MKT | 7.8 | 91 | 16.3 | 87 | 59 | 24 | -15 | NoShort | null | High urgency from PM |
X009236 | 2025-11-16 11:41:24 | V | Buy | 15,381 | 218.57 | 3,361,825.17 | 2.8 | 0.2 | Low | 32.3 | 31 | -19.5 | BATS>IEX>EDGX>ARCA | TWAP | 3 | LMT | 10.9 | 67 | 14 | 0.68 | ToxicitySpike | false | null | null | 0 | BATS>IEX>EDGX>ARCA | LMT | 6.8 | 100 | 12.4 | 50 | 55 | 13 | 15 | null | null | High urgency from PM |
X009237 | 2025-11-28 12:13:59 | MSFT | Buy | 7,594 | 88.74 | 673,891.56 | 3.5 | 0.04 | Medium | 16.1 | 19 | 5.6 | ARCA>BATS>IEX>NYSE | TWAP | 3 | LMT | 6.6 | 63 | 22 | 0.62 | Multi | false | null | null | 0 | ARCA>BATS>IEX>NYSE | LMT | 6.4 | 85 | 5.3 | 53 | 37 | -8 | -25 | null | null | Stable book; normal liquidity |
X009238 | 2025-10-27 13:56:19 | XLB | Sell | 150,850 | 168.58 | 25,430,293 | 2.7 | 0.384 | Low | 19.8 | 36 | -23.3 | NYSE>EDGX>ARCA>BATS>IEX | IS | 5 | LMT | 10.4 | 158 | 30 | 0.44 | ToxicitySpike | false | null | null | 0 | NYSE>EDGX>ARCA>BATS>IEX | LMT | 67.7 | 88 | 5.1 | 140 | 5 | 12 | -37 | NoShort | null | Toxic prints; widened spread |
X009239 | 2025-12-04 09:59:03 | XLY | Sell | 33,724 | 331.47 | 11,178,494.28 | 1.1 | 0.141 | Medium | 16 | 20 | 25.8 | IEX>NYSE>EDGX>ARCA | VWAP | 1 | LMT | 3.8 | 71 | 12 | 0.69 | LiqDrop | false | null | null | 0 | IEX>NYSE>EDGX>ARCA | LMT | 50.3 | 70 | 7.9 | 67 | 45 | -3 | -12 | null | null | Paused due to data glitch |
X009240 | 2025-11-04 09:35:30 | WMT | Buy | 59,229 | 100.08 | 5,927,638.32 | 3.9 | 0.182 | Low | 9.4 | 26 | -10.9 | IEX>BATS>ARCA>NYSE>NASDAQ | IS | 4 | MKT | 7.8 | 94 | 22 | 0.63 | Slip>Thresh | false | null | null | 0 | IEX>BATS>ARCA>NYSE>NASDAQ | MKT | 6.9 | 92 | 14.7 | 10 | -19 | -28 | -29 | null | null | Stable book; normal liquidity |
X009241 | 2025-12-17 12:18:27 | UNH | Buy | 56,571 | 15.47 | 875,153.37 | 1.7 | 0.248 | Medium | 4.4 | 38 | -33.6 | NYSE>ARCA>EDGX>NASDAQ>IEX | IS | 5 | LMT | 3.3 | 96 | 29 | 0.52 | LiqDrop | false | null | null | 0 | NYSE>ARCA>EDGX>NASDAQ>IEX | LMT | 21.8 | 88 | 1.3 | 86 | 38 | 19 | -8 | null | null | Paused due to data glitch |
X009242 | 2025-12-26 09:50:30 | NFLX | Buy | 8,323 | 43.62 | 363,049.26 | 4.9 | 0.08 | Low | 24.7 | 16 | -31.8 | BATS>ARCA>EDGX>IEX>NASDAQ | TWAP | 3 | MKT | 11.9 | 64 | 18 | 0.56 | LiqDrop | true | LiquidityDrop | VenueSwitch | 34 | BATS>ARCA>EDGX>IEX>NASDAQ | MKT>IOC | 44.3 | 92 | 2.2 | 127 | 10 | 0 | 20 | null | null | High urgency from PM |
X009243 | 2025-11-30 14:20:06 | HD | Buy | 6,368 | 169.64 | 1,080,267.52 | 2.7 | 0.025 | High | 21.8 | 37 | -30.6 | EDGX>NASDAQ>ARCA>IEX | POV | 4 | MKT | 11 | 63 | 35 | 0.54 | LiqDrop | false | null | null | 0 | EDGX>NASDAQ>ARCA>IEX | MKT | 26.7 | 90 | 1.3 | 51 | -18 | 7 | -20 | null | null | Paused due to data glitch |
X009244 | 2025-11-09 13:48:29 | UNH | Sell | 39,465 | 89.43 | 3,529,354.95 | 2.9 | 0.173 | Low | 20.3 | 37 | 28.5 | EDGX>IEX | Adaptive | 4 | LMT | 7.6 | 82 | 22 | 0.83 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 22 | EDGX>IEX | LMT>IOC | 60.5 | 89 | 0 | 142 | 8 | -25 | 20 | null | null | Venue switch reduced impact |
X009245 | 2025-10-28 12:42:53 | MA | Buy | 12,822 | 220.18 | 2,823,147.96 | 1 | 0.055 | High | 24.6 | 19 | -19.2 | IEX>ARCA>NYSE>NASDAQ>BATS | TWAP | 3 | LMT | 7.6 | 66 | 19 | 0.84 | ToxicitySpike | false | null | null | 0 | IEX>ARCA>NYSE>NASDAQ>BATS | LMT | 64.6 | 98 | 6.7 | 35 | 15 | -33 | -18 | Watchlist | null | Toxic prints; widened spread |
X009246 | 2025-11-30 12:40:02 | PEP | Buy | 110,425 | 32.42 | 3,579,978.5 | 3.5 | 0.349 | Low | 9.1 | 36 | -26.3 | ARCA>EDGX | Adaptive | 1 | MKT | 3.9 | 98 | 27 | 0.67 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX | MKT | 75.3 | 96 | 0 | 138 | 57 | -33 | 0 | null | null | Stable book; normal liquidity |
X009247 | 2025-12-04 14:49:45 | CVX | Sell | 8,659 | 318.73 | 2,759,883.07 | 1.3 | 0.051 | Ultra | 3.5 | 38 | 31.8 | NYSE>NASDAQ>ARCA>EDGX>IEX | TWAP | 3 | LMT | 1.8 | 64 | 14 | 0.45 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ>ARCA>EDGX>IEX | LMT | 73.5 | 93 | 0 | 58 | -20 | 24 | 33 | null | null | High urgency from PM |
X009248 | 2025-11-21 11:46:20 | MA | Sell | 18,005 | 166.07 | 2,990,090.35 | 0.9 | 0.077 | High | 12.1 | 6 | -2.3 | NYSE>IEX | Adaptive | 2 | MKT | 3.8 | 67 | 18 | 0.59 | Slip>Thresh | false | null | null | 0 | NYSE>IEX | MKT | 81.9 | 97 | 0.7 | 92 | 10 | -16 | 25 | null | null | Paused due to data glitch |
X009249 | 2025-11-15 15:39:49 | XLE | Buy | 69,737 | 334.81 | 23,348,644.97 | 3.8 | 0.25 | Low | 22.2 | 23 | 11.8 | ARCA>NASDAQ | IS | 4 | PO | 12.2 | 100 | 17 | 0.57 | Slip>Thresh | true | SlippageAboveThreshold | Cross | 16 | ARCA>NASDAQ | PO>LMT | 63.1 | 99 | 22.5 | 64 | 44 | 5 | 38 | null | null | Paused due to data glitch |
X009250 | 2025-12-18 15:33:07 | MSFT | Buy | 12,006 | 155.98 | 1,872,695.88 | 2.4 | 0.064 | Medium | 20.5 | 27 | 9.3 | BATS>ARCA | IS | 4 | LMT | 9.3 | 66 | 30 | 0.46 | Multi | false | null | null | 0 | BATS>ARCA | LMT | 45.8 | 86 | 13.8 | 63 | 51 | 12 | -9 | null | null | Toxic prints; widened spread |
X009251 | 2025-10-27 14:45:30 | KO | Buy | 25,021 | 336.3 | 8,414,562.3 | 1.9 | 0.623 | Low | 34.7 | 33 | 32.5 | ARCA>IEX>NASDAQ | VWAP | 3 | IOC | 12.3 | 72 | 33 | 0.83 | LiqDrop | false | null | null | 0 | ARCA>IEX>NASDAQ | IOC | 73.6 | 92 | 27 | 10 | 22 | 12 | 17 | null | null | Paused due to data glitch |
X009252 | 2025-11-15 12:18:11 | HD | Sell | 10,057 | 340.08 | 3,420,184.56 | 2.1 | 0.039 | Medium | 22.1 | 8 | 31.4 | NASDAQ>BATS>ARCA | Adaptive | 3 | MKT | 8.2 | 65 | 31 | 0.62 | LiqDrop | false | null | null | 0 | NASDAQ>BATS>ARCA | MKT | 9.2 | 92 | 20.6 | 93 | 25 | -36 | -40 | NoShort | null | Paused due to data glitch |
X009253 | 2025-11-25 10:12:14 | NVDA | Buy | 3,971 | 26.71 | 106,065.41 | 1.2 | 0.103 | Medium | 27.7 | 21 | -13.4 | ARCA>NYSE>BATS | TWAP | 3 | LMT | 8.6 | 61 | 34 | 0.45 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 14 | ARCA>NYSE>BATS | LMT>PO | 56.7 | 87 | 0 | 150 | 42 | -32 | 2 | null | null | Paused due to data glitch |
X009254 | 2025-11-06 10:09:00 | INTC | Buy | 1,397 | 149.49 | 208,837.53 | 1.1 | 0.067 | Medium | 39.6 | 6 | -10.3 | BATS>IEX>EDGX>NYSE>NASDAQ | IS | 5 | PO | 18.8 | 60 | 31 | 0.52 | LiqDrop | false | null | null | 0 | BATS>IEX>EDGX>NYSE>NASDAQ | PO | 62.4 | 90 | 17.3 | 10 | 39 | -2 | 1 | PositionLimitNear | null | Venue switch reduced impact |
X009255 | 2025-11-11 14:41:15 | KO | Buy | 2,830 | 241.35 | 683,020.5 | 2.3 | 0.07 | Low | 27.5 | 39 | 13 | ARCA>IEX | TWAP | 3 | IOC | 10.6 | 61 | 12 | 0.67 | Multi | false | null | null | 0 | ARCA>IEX | IOC | 34.6 | 86 | 16.7 | 82 | 23 | -38 | -35 | null | null | Venue switch reduced impact |
X009256 | 2025-11-06 10:45:58 | KO | Buy | 1,976 | 282.33 | 557,884.08 | 2.9 | 0.049 | High | 9.5 | 7 | 12 | NYSE>IEX>NASDAQ | TWAP | 2 | LMT | 3.9 | 60 | 27 | 0.71 | Multi | false | null | null | 0 | NYSE>IEX>NASDAQ | LMT | 18.7 | 96 | 2.5 | 76 | 54 | -16 | -15 | null | null | Stable book; normal liquidity |
X009257 | 2025-11-15 10:09:38 | VZ | Sell | 3,983 | 270.22 | 1,076,286.26 | 3.2 | 0.034 | High | 14.3 | 22 | 1.5 | NASDAQ>NYSE>IEX>ARCA | VWAP | 1 | MKT | 5.2 | 61 | 13 | 0.43 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 12 | NASDAQ>NYSE>IEX>ARCA | MKT>IOC | 1.5 | 97 | 17.3 | 30 | 58 | 12 | -28 | NoShort | null | Stable book; normal liquidity |
X009258 | 2025-12-10 12:49:45 | MSFT | Buy | 39,522 | 203.47 | 8,041,541.34 | 3.6 | 0.21 | Low | 6.2 | 23 | 1.2 | NASDAQ>EDGX>NYSE | Adaptive | 4 | MKT | 4.8 | 82 | 30 | 0.69 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 22 | NASDAQ>EDGX>NYSE | MKT>LMT | 43.6 | 90 | 10.1 | 144 | 2 | -18 | -22 | null | null | Stable book; normal liquidity |
X009259 | 2025-12-07 14:12:29 | PEP | Buy | 35,041 | 84.78 | 2,970,775.98 | 3.8 | 0.111 | Low | 10.7 | 21 | -2.1 | ARCA>EDGX>NASDAQ>NYSE>IEX | Adaptive | 5 | PO | 6.5 | 82 | 14 | 0.42 | Slip>Thresh | true | SlippageAboveThreshold | OrderTypeChange | 19 | ARCA>EDGX>NASDAQ>NYSE>IEX | PO>IOC | 67.9 | 92 | 15.2 | 154 | 56 | 30 | 2 | null | null | Toxic prints; widened spread |
X009260 | 2025-12-01 12:02:47 | AAPL | Sell | 18,215 | 185.27 | 3,374,693.05 | 1.7 | 0.054 | Ultra | 8.9 | 36 | -13 | IEX>ARCA>NASDAQ>NYSE | TWAP | 3 | MKT | 4.3 | 69 | 31 | 0.71 | LiqDrop | false | null | null | 0 | IEX>ARCA>NASDAQ>NYSE | MKT | 97.9 | 96 | 12.3 | 11 | -15 | -33 | 24 | null | null | Paused due to data glitch |
X009261 | 2025-11-09 11:27:08 | XLI | Buy | 2,883 | 333.37 | 961,105.71 | 3 | 0.131 | Low | 23.5 | 24 | 1.1 | NASDAQ>ARCA>EDGX>NYSE>IEX | IS | 5 | PO | 13.3 | 61 | 32 | 0.52 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 25 | NASDAQ>ARCA>EDGX>NYSE>IEX | PO>LMT | 96.8 | 87 | 17.7 | 163 | -6 | -12 | -31 | Watchlist | null | Toxic prints; widened spread |
X009262 | 2025-11-19 12:17:36 | LQD | Sell | 20,403 | 108.07 | 2,204,952.21 | 1.4 | 0.1 | Ultra | 3.5 | 39 | 10.5 | NASDAQ>IEX>BATS | POV | 4 | PO | 2.4 | 71 | 34 | 0.65 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX>BATS | PO | 26 | 92 | 2.5 | 45 | 30 | -21 | 28 | null | null | High urgency from PM |
X009263 | 2025-12-19 12:56:09 | PFE | Buy | 47,259 | 108.38 | 5,121,930.42 | 2.3 | 0.128 | Medium | 5.7 | 7 | -9.5 | ARCA>NYSE | Adaptive | 1 | LMT | 2 | 76 | 20 | 0.56 | LiqDrop | false | null | null | 0 | ARCA>NYSE | LMT | 60.3 | 93 | 16.3 | 69 | 11 | 9 | -16 | null | null | Venue switch reduced impact |
X009264 | 2025-10-28 13:46:18 | SPY | Sell | 140,350 | 483.74 | 67,892,909 | 1.4 | 0.19 | Low | 20.6 | 17 | -5.7 | NASDAQ>NYSE>EDGX>BATS | TWAP | 2 | LMT | 5.9 | 119 | 25 | 0.66 | ToxicitySpike | false | null | null | 0 | NASDAQ>NYSE>EDGX>BATS | LMT | 29.5 | 90 | 9.7 | 12 | 14 | -17 | 33 | NoShort | null | Paused due to data glitch |
X009265 | 2025-11-27 09:35:34 | BAC | Sell | 45,210 | 318.85 | 14,415,208.5 | 1.5 | 0.123 | Low | 23.8 | 36 | 8.1 | ARCA>NASDAQ>IEX>BATS | VWAP | 2 | MKT | 7.8 | 79 | 33 | 0.72 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ>IEX>BATS | MKT | 54.5 | 95 | 21.3 | 87 | -3 | -28 | 10 | PositionLimitNear | null | Stable book; normal liquidity |
X009266 | 2025-11-10 12:43:33 | CSCO | Sell | 18,793 | 33.99 | 638,774.07 | 2.9 | 0.047 | Medium | 20.8 | 14 | -12.3 | BATS>NYSE>EDGX | TWAP | 1 | MKT | 7 | 66 | 16 | 0.67 | Multi | false | null | null | 0 | BATS>NYSE>EDGX | MKT | 70.2 | 96 | 8.8 | 66 | 51 | -37 | 21 | NoShort | PriceBand | High urgency from PM |
X009267 | 2025-12-19 10:48:25 | XLV | Sell | 52,964 | 155.57 | 8,239,609.48 | 1.5 | 0.149 | Low | 23.5 | 13 | 8 | NASDAQ>EDGX>BATS>NYSE | TWAP | 3 | MKT | 9.2 | 86 | 16 | 0.74 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX>BATS>NYSE | MKT | 29.9 | 87 | 0 | 34 | 29 | -11 | -24 | PositionLimitNear | null | Paused due to data glitch |
X009268 | 2025-10-28 13:56:02 | AMZN | Buy | 3,731 | 69.31 | 258,595.61 | 1.8 | 0.171 | Low | 25.5 | 13 | 29.4 | BATS>ARCA>IEX>NASDAQ | IS | 4 | LMT | 10.8 | 62 | 21 | 0.69 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 13 | BATS>ARCA>IEX>NASDAQ | LMT>IOC | 99.8 | 81 | 13.6 | 8 | 35 | -7 | -33 | null | null | Stable book; normal liquidity |
X009269 | 2025-11-19 13:15:43 | HD | Sell | 21,089 | 241.89 | 5,101,218.21 | 2.4 | 0.082 | Medium | 12 | 28 | -6.7 | ARCA>EDGX>IEX | IS | 5 | LMT | 6.9 | 73 | 33 | 0.43 | LiqDrop | false | null | null | 0 | ARCA>EDGX>IEX | LMT | 67.8 | 100 | 5.8 | 106 | 12 | 23 | 17 | null | null | High urgency from PM |
X009270 | 2025-11-07 15:15:59 | V | Sell | 7,102 | 267.77 | 1,901,702.54 | 3.1 | 0.092 | Low | 23.1 | 8 | -27.9 | IEX>EDGX>NYSE | Adaptive | 5 | MKT | 11.3 | 64 | 32 | 0.57 | Multi | false | null | null | 0 | IEX>EDGX>NYSE | MKT | 52.7 | 99 | 4.6 | 56 | 54 | -6 | -30 | Watchlist | null | Venue switch reduced impact |
X009271 | 2025-12-13 14:47:47 | MA | Sell | 17,600 | 117.65 | 2,070,640 | 1 | 0.075 | High | 13 | 33 | -21.1 | ARCA>NASDAQ>BATS>IEX | Adaptive | 3 | MKT | 4.7 | 68 | 30 | 0.68 | ToxicitySpike | false | null | null | 0 | ARCA>NASDAQ>BATS>IEX | MKT | 32.6 | 90 | 2.2 | 45 | 53 | 6 | 19 | null | null | High urgency from PM |
X009272 | 2025-11-19 10:27:50 | XLU | Sell | 60,658 | 97.14 | 5,892,318.12 | 1.6 | 0.194 | Medium | 5.7 | 28 | 1.8 | NASDAQ>NYSE>EDGX | IS | 5 | LMT | 3.7 | 99 | 26 | 0.64 | Slip>Thresh | false | null | null | 0 | NASDAQ>NYSE>EDGX | LMT | 77.6 | 95 | 19.9 | 78 | 12 | -2 | -36 | null | null | High urgency from PM |
X009273 | 2025-11-25 12:02:20 | XOM | Buy | 12,115 | 200.19 | 2,425,301.85 | 4.4 | 0.111 | Low | 20.7 | 33 | -1.9 | IEX>BATS>ARCA>NASDAQ | TWAP | 1 | IOC | 7.4 | 64 | 20 | 0.58 | LiqDrop | false | null | null | 0 | IEX>BATS>ARCA>NASDAQ | IOC | 34.1 | 100 | 0 | 77 | 32 | -34 | 9 | Watchlist | null | Venue switch reduced impact |
X009274 | 2025-11-17 10:08:30 | XLP | Sell | 57,898 | 336.65 | 19,491,361.7 | 2 | 0.2 | Medium | 7.4 | 19 | 2.5 | EDGX>BATS>ARCA | VWAP | 3 | MKT | 3.8 | 88 | 26 | 0.63 | Slip>Thresh | false | null | null | 0 | EDGX>BATS>ARCA | MKT | 30.6 | 88 | 15.7 | 73 | 5 | -8 | -25 | null | null | High urgency from PM |
X009275 | 2025-12-05 10:27:13 | VZ | Sell | 27,267 | 231.09 | 6,301,131.03 | 3.3 | 0.233 | Low | 6.8 | 20 | 14.8 | IEX>EDGX>NASDAQ>BATS | POV | 4 | LMT | 4.6 | 75 | 30 | 0.54 | Multi | false | null | null | 0 | IEX>EDGX>NASDAQ>BATS | LMT | 26.9 | 88 | 10.4 | 208 | 51 | 29 | 33 | null | Unknown | Toxic prints; widened spread |
X009276 | 2025-12-21 14:10:35 | XLV | Sell | 64,712 | 134.92 | 8,730,943.04 | 1.5 | 0.182 | Medium | 10.8 | 32 | -29.3 | EDGX>BATS>ARCA | TWAP | 2 | LMT | 3.5 | 87 | 28 | 0.69 | ToxicitySpike | false | null | null | 0 | EDGX>BATS>ARCA | LMT | 42.7 | 87 | 0.6 | 127 | -4 | 16 | -17 | Watchlist | null | Paused due to data glitch |
X009277 | 2025-12-11 13:25:13 | XOM | Sell | 15,769 | 313.65 | 4,945,946.85 | 3.5 | 0.144 | Low | 10.6 | 6 | -31 | BATS>IEX>NASDAQ>ARCA | VWAP | 1 | MKT | 4.4 | 65 | 23 | 0.79 | ToxicitySpike | false | null | null | 0 | BATS>IEX>NASDAQ>ARCA | MKT | 1 | 100 | 0 | 38 | -7 | 1 | 19 | null | null | High urgency from PM |
X009278 | 2025-11-21 15:46:35 | AAPL | Sell | 28,769 | 100.98 | 2,905,093.62 | 2.8 | 0.085 | Low | 21.7 | 10 | -14.6 | NYSE>BATS | VWAP | 3 | LMT | 7.4 | 74 | 24 | 0.48 | LiqDrop | false | null | null | 0 | NYSE>BATS | LMT | 81 | 96 | 11.1 | 130 | -16 | 2 | -7 | null | null | Toxic prints; widened spread |
X009279 | 2025-11-13 11:14:40 | CVX | Sell | 13,543 | 119.4 | 1,617,034.2 | 1.1 | 0.08 | Medium | 20.9 | 29 | -21.9 | IEX>EDGX>NASDAQ>BATS>NYSE | IS | 5 | PO | 10.4 | 68 | 16 | 0.65 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 15 | IEX>EDGX>NASDAQ>BATS>NYSE | PO>LMT | 76.5 | 86 | 16.3 | 39 | 52 | -3 | 38 | Watchlist | null | High urgency from PM |
X009280 | 2025-11-26 09:43:56 | AMZN | Buy | 1,520 | 92.31 | 140,311.2 | 2.8 | 0.07 | Medium | 18.4 | 6 | 27.1 | NASDAQ>IEX>NYSE>BATS | POV | 5 | LMT | 8.9 | 60 | 24 | 0.55 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX>NYSE>BATS | LMT | 4.2 | 94 | 9.4 | 10 | 44 | 3 | -9 | NoShort | null | High urgency from PM |
X009281 | 2025-11-20 14:45:54 | XLP | Sell | 219,929 | 245.34 | 53,957,380.86 | 1.8 | 0.76 | Low | 16.5 | 20 | -24.8 | EDGX>BATS>NYSE | VWAP | 3 | MKT | 6.9 | 169 | 23 | 0.41 | ToxicitySpike | false | null | null | 0 | EDGX>BATS>NYSE | MKT | 55.1 | 88 | 14.8 | 83 | -3 | 28 | -39 | null | null | High urgency from PM |
X009282 | 2025-11-17 13:34:07 | XLB | Buy | 97,932 | 46.97 | 4,599,866.04 | 1.5 | 0.25 | Medium | 5.3 | 6 | 28.6 | EDGX>ARCA>NYSE>IEX | IS | 5 | LMT | 3.5 | 123 | 26 | 0.51 | LiqDrop | false | null | null | 0 | EDGX>ARCA>NYSE>IEX | LMT | 53.7 | 86 | 0 | 57 | 55 | 8 | 6 | null | null | Stable book; normal liquidity |
X009283 | 2025-11-05 15:32:57 | KO | Buy | 4,631 | 90.65 | 419,800.15 | 2.9 | 0.115 | Low | 22.9 | 11 | -5.1 | NYSE>NASDAQ>ARCA>EDGX | TWAP | 1 | LMT | 6.2 | 61 | 24 | 0.72 | Slip>Thresh | false | null | null | 0 | NYSE>NASDAQ>ARCA>EDGX | LMT | 47.8 | 91 | 13 | 20 | 31 | 26 | 11 | null | null | Venue switch reduced impact |
X009284 | 2025-11-10 11:49:56 | XLK | Buy | 11,742 | 169.07 | 1,985,219.94 | 1.2 | 0.033 | Ultra | 4.6 | 28 | 25.3 | ARCA>NASDAQ>NYSE>IEX | TWAP | 2 | LMT | 1.8 | 64 | 29 | 0.43 | Slip>Thresh | false | null | null | 0 | ARCA>NASDAQ>NYSE>IEX | LMT | 19.3 | 85 | 4.7 | 90 | 2 | -28 | 33 | null | null | High urgency from PM |
X009285 | 2025-11-07 13:47:11 | XLF | Sell | 95,360 | 42.28 | 4,031,820.8 | 2.6 | 0.261 | Low | 16.7 | 5 | 21.9 | IEX>EDGX>ARCA>NASDAQ | IS | 5 | LMT | 9 | 121 | 20 | 0.58 | Slip>Thresh | false | null | null | 0 | IEX>EDGX>ARCA>NASDAQ | LMT | 95.8 | 85 | 0 | 118 | 37 | 15 | -22 | null | null | Toxic prints; widened spread |
X009286 | 2025-11-24 11:50:34 | HD | Buy | 75,508 | 261.79 | 19,767,239.32 | 2.8 | 0.293 | Low | 6.6 | 38 | -28.2 | NASDAQ>IEX>EDGX>NYSE>BATS | IS | 4 | MKT | 5.6 | 103 | 33 | 0.83 | Multi | false | null | null | 0 | NASDAQ>IEX>EDGX>NYSE>BATS | MKT | 91.2 | 94 | 18 | 118 | 25 | 30 | -35 | PositionLimitNear | null | Stable book; normal liquidity |
X009287 | 2025-12-06 14:55:34 | VZ | Sell | 13,992 | 78.93 | 1,104,388.56 | 2.4 | 0.12 | High | 5.8 | 11 | -10.6 | NYSE>ARCA>BATS>EDGX>IEX | VWAP | 2 | LMT | 2.6 | 65 | 33 | 0.71 | Multi | false | null | null | 0 | NYSE>ARCA>BATS>EDGX>IEX | LMT | 63.7 | 90 | 5.5 | 27 | 59 | -1 | 22 | null | null | Stable book; normal liquidity |
X009288 | 2025-11-21 11:30:13 | META | Buy | 22,180 | 350.13 | 7,765,883.4 | 1.1 | 0.062 | Ultra | 4 | 25 | -34.2 | BATS>NASDAQ | VWAP | 1 | LMT | 1.3 | 67 | 30 | 0.49 | Slip>Thresh | false | null | null | 0 | BATS>NASDAQ | LMT | 61.8 | 98 | 0.8 | 97 | 54 | 5 | 1 | null | null | Venue switch reduced impact |
X009289 | 2025-11-17 13:47:20 | NFLX | Buy | 5,493 | 238.96 | 1,312,607.28 | 2.5 | 0.052 | Medium | 21.8 | 19 | 32.3 | NASDAQ>BATS>ARCA>IEX | VWAP | 3 | MKT | 8.8 | 62 | 32 | 0.8 | ToxicitySpike | false | null | null | 0 | NASDAQ>BATS>ARCA>IEX | MKT | 16.3 | 100 | 14.5 | 10 | -5 | -30 | 16 | null | null | Toxic prints; widened spread |
X009290 | 2025-11-14 15:38:08 | XLK | Sell | 20,797 | 165.23 | 3,436,288.31 | 0.9 | 0.058 | Ultra | 12.5 | 8 | -20.8 | NASDAQ>BATS>NYSE>EDGX>ARCA | IS | 5 | MKT | 7.1 | 73 | 33 | 0.62 | LiqDrop | false | null | null | 0 | NASDAQ>BATS>NYSE>EDGX>ARCA | MKT | 98.7 | 85 | 2.3 | 73 | 56 | -20 | 19 | Watchlist | Throttle | High urgency from PM |
X009291 | 2025-12-17 09:37:52 | HYG | Sell | 20,008 | 78.26 | 1,565,826.08 | 2.1 | 0.11 | Medium | 13 | 17 | 4.1 | NASDAQ>IEX>BATS>EDGX>NYSE | Adaptive | 5 | LMT | 5.5 | 73 | 12 | 0.49 | ToxicitySpike | false | null | null | 0 | NASDAQ>IEX>BATS>EDGX>NYSE | LMT | 9 | 96 | 0 | 97 | -10 | 19 | 32 | null | null | Toxic prints; widened spread |
X009292 | 2025-11-29 11:56:19 | CVX | Sell | 4,509 | 309.69 | 1,396,392.21 | 1 | 0.027 | Ultra | 18.6 | 19 | 26.3 | EDGX>ARCA>BATS | IS | 4 | LMT | 7.6 | 62 | 22 | 0.58 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA>BATS | LMT | 12.9 | 90 | 9.8 | 25 | 20 | -30 | 8 | null | null | High urgency from PM |
X009293 | 2025-11-22 13:01:55 | DIS | Buy | 16,558 | 177.33 | 2,936,230.14 | 1 | 0.072 | Medium | 23.2 | 15 | -1.2 | ARCA>IEX>BATS>NASDAQ | POV | 5 | PO | 10.4 | 70 | 12 | 0.52 | Multi | false | null | null | 0 | ARCA>IEX>BATS>NASDAQ | PO | 66.3 | 86 | 12.2 | 39 | 30 | -29 | 29 | null | null | Stable book; normal liquidity |
X009294 | 2025-11-16 09:35:19 | AMD | Buy | 4,253 | 293.3 | 1,247,404.9 | 2.4 | 0.119 | Low | 20.4 | 20 | -8.5 | ARCA>BATS | POV | 4 | MKT | 10.3 | 62 | 20 | 0.82 | LiqDrop | true | LiquidityDrop | VenueSwitch | 12 | ARCA>BATS | MKT>PO | 43.5 | 84 | 20.3 | 109 | -15 | 9 | 2 | null | null | Stable book; normal liquidity |
X009295 | 2025-11-09 15:45:54 | QQQ | Buy | 68,630 | 423.94 | 29,095,002.2 | 0.9 | 0.218 | Medium | 12 | 25 | 34.6 | EDGX>BATS>ARCA>NYSE | POV | 5 | MKT | 6.3 | 104 | 25 | 0.55 | LiqDrop | false | null | null | 0 | EDGX>BATS>ARCA>NYSE | MKT | 73.2 | 85 | 15.1 | 65 | 18 | 17 | -35 | null | null | High urgency from PM |
X009296 | 2025-11-13 10:17:24 | TLT | Buy | 39,422 | 96.23 | 3,793,579.06 | 3.6 | 0.144 | Low | 12.9 | 3 | -22.8 | BATS>NYSE>EDGX | VWAP | 2 | MKT | 5.9 | 76 | 20 | 0.52 | LiqDrop | false | null | null | 0 | BATS>NYSE>EDGX | MKT | 58.8 | 89 | 31.4 | 30 | 37 | 7 | -3 | null | null | High urgency from PM |
X009297 | 2025-11-30 09:59:25 | XLU | Sell | 15,172 | 338.19 | 5,131,018.68 | 1.6 | 0.049 | Ultra | 7.3 | 26 | -26.5 | IEX>NYSE>ARCA>NASDAQ | POV | 5 | MKT | 4.7 | 69 | 33 | 0.78 | Multi | false | null | null | 0 | IEX>NYSE>ARCA>NASDAQ | MKT | 33.6 | 94 | 4.5 | 63 | 55 | -15 | 4 | null | null | Stable book; normal liquidity |
X009298 | 2025-12-22 14:31:37 | XLF | Buy | 75,436 | 272.23 | 20,535,942.28 | 3.1 | 0.206 | Low | 18.4 | 22 | -19.6 | NASDAQ>IEX>EDGX | Adaptive | 4 | LMT | 7.1 | 103 | 23 | 0.43 | Slip>Thresh | false | null | null | 0 | NASDAQ>IEX>EDGX | LMT | 5.6 | 85 | 5.7 | 144 | 17 | -25 | -34 | null | null | Toxic prints; widened spread |
X009299 | 2025-12-17 13:02:24 | XLE | Buy | 10,544 | 266.95 | 2,814,720.8 | 2.4 | 0.038 | Medium | 20.1 | 3 | -20.9 | IEX>ARCA | IS | 5 | LMT | 10.1 | 66 | 23 | 0.65 | ToxicitySpike | false | null | null | 0 | IEX>ARCA | LMT | 57.6 | 91 | 9.9 | 56 | 26 | -18 | -5 | null | null | High urgency from PM |
X009300 | 2025-12-10 10:08:18 | UNH | Buy | 33,571 | 94.11 | 3,159,366.81 | 1.7 | 0.147 | Low | 16.8 | 14 | -30.1 | NYSE>EDGX | TWAP | 2 | LMT | 5.1 | 74 | 28 | 0.62 | ToxicitySpike | true | ToxicitySpike | AlgoSwitch | 11 | NYSE>EDGX | LMT>MKT | 95.3 | 100 | 7.1 | 8 | 8 | 28 | -39 | null | PriceBand | Venue switch reduced impact |
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