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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X009301 | 2025-12-17 10:50:29 | PFE | Buy | 192,298 | 144.05 | 27,700,526.9 | 2.1 | 0.522 | Low | 7.1 | 26 | -25 | BATS>EDGX>IEX>NYSE>NASDAQ | IS | 4 | LMT | 4.4 | 170 | 32 | 0.7 | Slip>Thresh | false | null | null | 0 | BATS>EDGX>IEX>NYSE>NASDAQ | LMT | 91.3 | 94 | 6 | 167 | -19 | -27 | -10 | PositionLimitNear | null | Stable book; normal liquidity |
X009302 | 2025-12-17 11:59:58 | NFLX | Sell | 13,554 | 59.17 | 801,990.18 | 3.5 | 0.13 | Low | 13.6 | 5 | -17.9 | NASDAQ>ARCA>IEX | Adaptive | 4 | LMT | 6 | 67 | 18 | 0.7 | Slip>Thresh | false | null | null | 0 | NASDAQ>ARCA>IEX | LMT | 32.8 | 91 | 0 | 10 | -10 | 24 | 26 | NoShort | null | Toxic prints; widened spread |
X009303 | 2025-11-30 14:22:07 | XLI | Buy | 9,951 | 85.44 | 850,213.44 | 2.9 | 0.454 | Low | 21.9 | 36 | -29.4 | NASDAQ>NYSE>ARCA>IEX | Adaptive | 2 | PO | 7.1 | 64 | 31 | 0.58 | Slip>Thresh | false | null | null | 0 | NASDAQ>NYSE>ARCA>IEX | PO | 37.1 | 85 | 30.5 | 55 | 6 | 11 | 4 | null | null | Toxic prints; widened spread |
X009304 | 2025-12-03 11:40:55 | VZ | Buy | 15,239 | 33.84 | 515,687.76 | 2.8 | 0.13 | Low | 14.3 | 38 | 1.4 | EDGX>BATS>ARCA>NYSE>NASDAQ | Adaptive | 1 | LMT | 3.9 | 65 | 13 | 0.63 | Multi | false | null | null | 0 | EDGX>BATS>ARCA>NYSE>NASDAQ | LMT | 44.8 | 99 | 2.3 | 41 | 27 | 6 | -37 | null | null | Stable book; normal liquidity |
X009305 | 2025-11-26 15:41:57 | QQQ | Sell | 31,533 | 410.15 | 12,933,259.95 | 0.9 | 0.1 | Ultra | 7.6 | 17 | -34.3 | EDGX>NASDAQ>IEX>ARCA | TWAP | 2 | PO | 2.6 | 73 | 33 | 0.43 | Slip>Thresh | false | null | null | 0 | EDGX>NASDAQ>IEX>ARCA | PO | 82.3 | 96 | 6.1 | 81 | 50 | -22 | -11 | null | null | Stable book; normal liquidity |
X009306 | 2025-11-24 14:55:11 | QQQ | Buy | 144,483 | 423.68 | 61,214,557.44 | 0.8 | 0.458 | Low | 12.9 | 28 | -14.4 | ARCA>IEX>NASDAQ | VWAP | 1 | MKT | 3.8 | 110 | 30 | 0.6 | LiqDrop | false | null | null | 0 | ARCA>IEX>NASDAQ | MKT | 34 | 98 | 18.8 | 89 | 55 | -11 | -6 | null | null | Paused due to data glitch |
X009307 | 2025-12-02 09:38:44 | TSLA | Sell | 14,603 | 252.29 | 3,684,190.87 | 1.3 | 0.045 | Ultra | 10.5 | 38 | -11.6 | ARCA>BATS>IEX>NYSE | VWAP | 1 | PO | 3 | 65 | 15 | 0.75 | LiqDrop | true | LiquidityDrop | Pause | 14 | ARCA>BATS>IEX>NYSE | PO>IOC | 73.8 | 85 | 0.6 | 90 | -13 | 29 | -3 | null | null | Toxic prints; widened spread |
X009308 | 2025-12-16 10:05:08 | XLI | Buy | 494 | 266.54 | 131,670.76 | 2.7 | 0.023 | Medium | 39.5 | 5 | 12.5 | BATS>NASDAQ | TWAP | 3 | LMT | 12.8 | 60 | 23 | 0.84 | Slip>Thresh | false | null | null | 0 | BATS>NASDAQ | LMT | 15.7 | 99 | 18.9 | 56 | 40 | 22 | 36 | null | null | Toxic prints; widened spread |
X009309 | 2025-12-21 13:54:11 | INTC | Buy | 1,490 | 150.73 | 224,587.7 | 0.9 | 0.071 | Ultra | 11.3 | 35 | 32.5 | NASDAQ>NYSE>EDGX | IS | 4 | MKT | 5.9 | 60 | 23 | 0.71 | Multi | false | null | null | 0 | NASDAQ>NYSE>EDGX | MKT | 40.3 | 92 | 7.5 | 39 | -5 | -39 | 18 | null | null | Venue switch reduced impact |
X009310 | 2025-12-09 09:59:29 | SPY | Buy | 57,370 | 460.33 | 26,409,132.1 | 1.4 | 0.077 | High | 13.1 | 20 | 3.1 | NYSE>BATS>NASDAQ>ARCA | TWAP | 1 | MKT | 4.2 | 80 | 27 | 0.54 | LiqDrop | false | null | null | 0 | NYSE>BATS>NASDAQ>ARCA | MKT | 90.3 | 94 | 0 | 78 | 23 | -3 | 35 | null | Unknown | Toxic prints; widened spread |
X009311 | 2025-12-17 11:14:01 | MSFT | Buy | 16,197 | 367.12 | 5,946,242.64 | 3.6 | 0.086 | Low | 15.6 | 11 | -30.6 | IEX>BATS>ARCA>EDGX | TWAP | 2 | PO | 6.4 | 66 | 19 | 0.46 | LiqDrop | false | null | null | 0 | IEX>BATS>ARCA>EDGX | PO | 28.1 | 97 | 0 | 113 | -7 | -4 | 38 | Watchlist | PriceBand | High urgency from PM |
X009312 | 2025-12-26 11:43:36 | TLT | Buy | 30,340 | 95.69 | 2,903,234.6 | 2.8 | 0.111 | Medium | 12.1 | 28 | 13.4 | NASDAQ>NYSE | IS | 4 | IOC | 7.6 | 77 | 13 | 0.77 | Multi | true | MultiTrigger | AlgoSwitch | 29 | NASDAQ>NYSE | IOC>PO | 34.8 | 99 | 20 | 120 | 58 | -30 | -37 | null | null | Venue switch reduced impact |
X009313 | 2025-12-11 11:16:32 | KO | Buy | 2,741 | 267.36 | 732,833.76 | 2.5 | 0.068 | Medium | 19.5 | 32 | -24.5 | BATS>ARCA>NASDAQ>IEX>NYSE | TWAP | 2 | LMT | 6.2 | 61 | 20 | 0.5 | Slip>Thresh | false | null | null | 0 | BATS>ARCA>NASDAQ>IEX>NYSE | LMT | 49.8 | 98 | 12 | 112 | 52 | 2 | -19 | null | null | Toxic prints; widened spread |
X009314 | 2025-12-05 09:35:59 | NFLX | Buy | 8,284 | 103.58 | 858,056.72 | 3.2 | 0.079 | Medium | 7.1 | 18 | 13.4 | NYSE>BATS>NASDAQ>IEX | Adaptive | 2 | LMT | 3.1 | 63 | 29 | 0.59 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 14 | NYSE>BATS>NASDAQ>IEX | LMT>PO | 94.8 | 91 | 5.6 | 25 | 27 | 5 | -38 | NoShort | null | High urgency from PM |
X009315 | 2025-12-20 10:04:31 | AMD | Sell | 8,334 | 166.56 | 1,388,111.04 | 1.5 | 0.233 | Low | 31.7 | 19 | -4.4 | NASDAQ>NYSE | Adaptive | 3 | IOC | 10.4 | 64 | 23 | 0.58 | Multi | false | null | null | 0 | NASDAQ>NYSE | IOC | 73.3 | 97 | 6.4 | 170 | 25 | -3 | 2 | null | null | Venue switch reduced impact |
X009316 | 2025-11-02 14:05:57 | JNJ | Buy | 18,549 | 184.17 | 3,416,169.33 | 3 | 0.068 | Medium | 8.9 | 35 | 30.1 | EDGX>IEX>BATS>NYSE>NASDAQ | IS | 5 | MKT | 7.4 | 72 | 34 | 0.45 | LiqDrop | false | null | null | 0 | EDGX>IEX>BATS>NYSE>NASDAQ | MKT | 50.7 | 90 | 12.9 | 55 | 50 | -8 | -8 | null | null | Toxic prints; widened spread |
X009317 | 2025-11-01 11:39:55 | NFLX | Sell | 19,044 | 183.19 | 3,488,670.36 | 2.6 | 0.182 | Low | 22.9 | 24 | 11.4 | IEX>NASDAQ>EDGX | IS | 4 | MKT | 12.6 | 70 | 35 | 0.71 | Multi | false | null | null | 0 | IEX>NASDAQ>EDGX | MKT | 20.7 | 99 | 29.2 | 45 | 41 | -18 | 37 | null | null | Toxic prints; widened spread |
X009318 | 2025-11-17 15:26:01 | TSLA | Buy | 97,486 | 276.14 | 26,919,784.04 | 1.7 | 0.303 | Low | 13.4 | 33 | 33.3 | BATS>ARCA>IEX>NYSE>NASDAQ | Adaptive | 4 | LMT | 4.9 | 116 | 15 | 0.45 | Slip>Thresh | false | null | null | 0 | BATS>ARCA>IEX>NYSE>NASDAQ | LMT | 51.4 | 95 | 3.1 | 85 | 47 | -27 | 31 | null | null | Toxic prints; widened spread |
X009319 | 2025-12-24 11:05:00 | INTC | Sell | 1,276 | 267.1 | 340,819.6 | 0.7 | 0.061 | Medium | 39.7 | 17 | 12.7 | BATS>NASDAQ>EDGX>IEX | TWAP | 2 | LMT | 10.3 | 60 | 17 | 0.66 | Multi | false | null | null | 0 | BATS>NASDAQ>EDGX>IEX | LMT | 67.4 | 89 | 1.5 | 35 | 6 | -8 | -23 | null | null | Stable book; normal liquidity |
X009320 | 2025-10-29 12:37:55 | KO | Sell | 3,107 | 140.05 | 435,135.35 | 3.4 | 0.077 | Medium | 14.8 | 8 | 13.6 | ARCA>EDGX | VWAP | 3 | LMT | 5.9 | 61 | 16 | 0.78 | Multi | false | null | null | 0 | ARCA>EDGX | LMT | 69.4 | 67 | 16 | 131 | -4 | 6 | 38 | Watchlist | null | Stable book; normal liquidity |
X009321 | 2025-12-10 15:42:24 | XLB | Sell | 71,376 | 320.36 | 22,866,015.36 | 2.5 | 0.182 | Low | 14.7 | 11 | -0.4 | BATS>IEX>EDGX>ARCA>NASDAQ | Adaptive | 3 | MKT | 6.2 | 95 | 14 | 0.51 | Slip>Thresh | false | null | null | 0 | BATS>IEX>EDGX>ARCA>NASDAQ | MKT | 79.1 | 94 | 0 | 221 | 42 | -15 | -37 | null | null | Stable book; normal liquidity |
X009322 | 2025-11-29 15:31:14 | HYG | Buy | 42,405 | 76.1 | 3,227,020.5 | 1.7 | 0.233 | Low | 17.5 | 6 | -4.5 | ARCA>BATS>NASDAQ>EDGX>IEX | VWAP | 1 | LMT | 4.4 | 74 | 33 | 0.77 | ToxicitySpike | false | null | null | 0 | ARCA>BATS>NASDAQ>EDGX>IEX | LMT | 14.7 | 97 | 7.2 | 70 | 59 | 17 | -5 | null | null | Toxic prints; widened spread |
X009323 | 2025-11-09 14:57:24 | MA | Sell | 8,506 | 66.48 | 565,478.88 | 0.9 | 0.036 | Ultra | 24 | 9 | 15.6 | EDGX>ARCA | TWAP | 3 | LMT | 7.4 | 64 | 27 | 0.58 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 15 | EDGX>ARCA | LMT>MKT | 99.8 | 89 | 4.9 | 42 | 56 | 19 | 21 | null | null | Venue switch reduced impact |
X009324 | 2025-12-21 13:30:21 | UNH | Buy | 6,148 | 209.87 | 1,290,280.76 | 3.1 | 0.027 | Ultra | 8.2 | 25 | 7.2 | EDGX>ARCA>NASDAQ>IEX>NYSE | IS | 5 | MKT | 7.1 | 63 | 28 | 0.79 | Slip>Thresh | false | null | null | 0 | EDGX>ARCA>NASDAQ>IEX>NYSE | MKT | 25.5 | 97 | 6.3 | 55 | 36 | -20 | -10 | null | null | Toxic prints; widened spread |
X009325 | 2025-12-26 12:57:05 | CVX | Buy | 14,668 | 230.81 | 3,385,521.08 | 1.2 | 0.087 | Medium | 21.8 | 6 | 24.5 | EDGX>NASDAQ>NYSE | IS | 4 | LMT | 8.9 | 68 | 34 | 0.52 | LiqDrop | false | null | null | 0 | EDGX>NASDAQ>NYSE | LMT | 35 | 98 | 5.1 | 46 | 13 | -25 | -30 | NoShort | null | Toxic prints; widened spread |
X009326 | 2025-11-05 09:35:26 | AAPL | Buy | 189,034 | 17.38 | 3,285,410.92 | 2.5 | 0.556 | Low | 12.7 | 15 | 19.8 | ARCA>EDGX>NASDAQ | POV | 1 | MKT | 5.1 | 126 | 22 | 0.68 | ToxicitySpike | false | null | null | 0 | ARCA>EDGX>NASDAQ | MKT | 47.2 | 86 | 16.9 | 259 | 51 | -22 | 6 | null | null | Stable book; normal liquidity |
X009327 | 2025-11-05 13:41:34 | BAC | Buy | 14,388 | 256.09 | 3,684,622.92 | 1.6 | 0.039 | High | 17.6 | 13 | 27.1 | ARCA>IEX | TWAP | 2 | LMT | 5.2 | 66 | 33 | 0.68 | Multi | false | null | null | 0 | ARCA>IEX | LMT | 70.1 | 93 | 10.1 | 98 | -7 | 29 | -9 | Watchlist | null | High urgency from PM |
X009328 | 2025-11-27 12:08:27 | WMT | Buy | 649,846 | 193.46 | 125,719,207.16 | 3.8 | 2 | Low | 18.6 | 23 | -3.9 | EDGX>IEX>NASDAQ | POV | 5 | MKT | 13 | 320 | 24 | 0.79 | LiqDrop | false | null | null | 0 | EDGX>IEX>NASDAQ | MKT | 97.2 | 86 | 1.2 | 378 | 31 | 27 | -16 | null | null | Venue switch reduced impact |
X009329 | 2025-11-28 09:35:21 | PFE | Buy | 207,391 | 132.07 | 27,390,129.37 | 2.1 | 0.563 | Low | 12.1 | 32 | 0.5 | EDGX>NYSE>IEX>NASDAQ | POV | 1 | LMT | 3.9 | 132 | 14 | 0.46 | ToxicitySpike | false | null | null | 0 | EDGX>NYSE>IEX>NASDAQ | LMT | 30.3 | 100 | 18.6 | 70 | 24 | 8 | 9 | Watchlist | null | High urgency from PM |
X009330 | 2025-12-15 13:34:23 | MA | Sell | 22,406 | 23.32 | 522,507.92 | 0.9 | 0.095 | Ultra | 7.3 | 38 | 20.1 | BATS>IEX>ARCA>NYSE | VWAP | 2 | PO | 2.4 | 69 | 35 | 0.52 | Slip>Thresh | false | null | null | 0 | BATS>IEX>ARCA>NYSE | PO | 91.4 | 97 | 0.4 | 55 | 29 | 26 | 31 | null | null | Stable book; normal liquidity |
X009331 | 2025-11-23 12:40:03 | XLE | Buy | 88,251 | 46.24 | 4,080,726.24 | 3.6 | 0.317 | Low | 11 | 26 | -24.7 | NASDAQ>IEX>EDGX>NYSE | VWAP | 3 | LMT | 5 | 104 | 35 | 0.58 | LiqDrop | false | null | null | 0 | NASDAQ>IEX>EDGX>NYSE | LMT | 64.4 | 97 | 0 | 80 | 20 | -28 | 5 | null | null | High urgency from PM |
X009332 | 2025-10-29 11:36:15 | NFLX | Buy | 9,595 | 257.96 | 2,475,126.2 | 2.3 | 0.092 | High | 7.6 | 30 | -25.6 | EDGX>BATS>IEX>NASDAQ>NYSE | TWAP | 3 | LMT | 3.5 | 64 | 24 | 0.41 | ToxicitySpike | false | null | null | 0 | EDGX>BATS>IEX>NASDAQ>NYSE | LMT | 64.6 | 85 | 0 | 63 | 3 | -34 | 12 | null | null | Stable book; normal liquidity |
X009333 | 2025-12-05 12:06:45 | PFE | Buy | 41,478 | 36.64 | 1,519,753.92 | 1.8 | 0.113 | High | 5.1 | 39 | 32.1 | ARCA>BATS>NYSE | TWAP | 3 | IOC | 2.9 | 80 | 32 | 0.51 | ToxicitySpike | false | null | null | 0 | ARCA>BATS>NYSE | IOC | 68.8 | 97 | 17.3 | 124 | 32 | -25 | -40 | null | null | Venue switch reduced impact |
X009334 | 2025-11-22 09:35:35 | GOOGL | Buy | 49,965 | 258.4 | 12,910,956 | 2.1 | 0.149 | Low | 15.4 | 27 | 1.1 | EDGX>BATS>ARCA | Adaptive | 2 | PO | 4.9 | 81 | 16 | 0.65 | LiqDrop | false | null | null | 0 | EDGX>BATS>ARCA | PO | 70.4 | 95 | 8.3 | 81 | 29 | 0 | 39 | Watchlist | null | Paused due to data glitch |
X009335 | 2025-12-14 10:46:56 | XLI | Buy | 1,010 | 290.4 | 293,304 | 3.6 | 0.046 | Medium | 10.6 | 16 | -8.4 | BATS>IEX>EDGX | IS | 5 | MKT | 8.8 | 60 | 21 | 0.49 | Multi | false | null | null | 0 | BATS>IEX>EDGX | MKT | 28.9 | 97 | 9.7 | 153 | 59 | -33 | -34 | null | null | High urgency from PM |
X009336 | 2025-11-25 09:39:11 | XLU | Buy | 38,526 | 288.76 | 11,124,767.76 | 2 | 0.123 | Medium | 11.1 | 30 | 23.3 | ARCA>BATS>NYSE>NASDAQ | POV | 4 | LMT | 5.1 | 82 | 21 | 0.57 | LiqDrop | false | null | null | 0 | ARCA>BATS>NYSE>NASDAQ | LMT | 61.9 | 92 | 12.5 | 21 | 31 | -22 | -13 | Watchlist | null | Toxic prints; widened spread |
X009337 | 2025-10-27 12:57:52 | DIS | Sell | 129,639 | 287.25 | 37,238,802.75 | 1.4 | 0.566 | Low | 7.1 | 14 | -30 | ARCA>IEX>BATS | Adaptive | 4 | MKT | 3.7 | 134 | 31 | 0.67 | Multi | false | null | null | 0 | ARCA>IEX>BATS | MKT | 76.2 | 96 | 20.6 | 190 | 57 | -4 | -20 | PositionLimitNear | null | High urgency from PM |
X009338 | 2025-12-10 09:45:21 | SPY | Sell | 21,330 | 474.99 | 10,131,536.7 | 1.2 | 0.029 | Ultra | 9.8 | 36 | -3.3 | IEX>NASDAQ>NYSE | IS | 5 | IOC | 5.8 | 73 | 27 | 0.5 | Slip>Thresh | false | null | null | 0 | IEX>NASDAQ>NYSE | IOC | 5.7 | 90 | 11.4 | 42 | 21 | -2 | 26 | null | null | High urgency from PM |
X009339 | 2025-11-24 13:39:58 | BAC | Buy | 5,716 | 21.36 | 122,093.76 | 1.9 | 0.016 | Ultra | 14.5 | 33 | 18.6 | NASDAQ>BATS>ARCA>NYSE | Adaptive | 5 | LMT | 5.8 | 63 | 23 | 0.73 | Slip>Thresh | false | null | null | 0 | NASDAQ>BATS>ARCA>NYSE | LMT | 53 | 94 | 9.5 | 80 | 18 | -38 | -37 | null | null | Paused due to data glitch |
X009340 | 2025-12-14 11:36:56 | XLP | Buy | 49,548 | 108.66 | 5,383,885.68 | 3 | 0.171 | Low | 18 | 24 | -10.4 | NYSE>ARCA>IEX>EDGX | VWAP | 3 | LMT | 6.6 | 84 | 19 | 0.71 | LiqDrop | false | null | null | 0 | NYSE>ARCA>IEX>EDGX | LMT | 43.5 | 95 | 0 | 68 | 42 | 26 | 19 | null | null | Paused due to data glitch |
X009341 | 2025-12-18 10:23:18 | HYG | Buy | 11,459 | 74.99 | 859,310.41 | 2 | 0.063 | Ultra | 4.3 | 35 | 5.7 | BATS>NYSE>ARCA | POV | 5 | IOC | 3.6 | 67 | 29 | 0.79 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 10 | BATS>NYSE>ARCA | IOC>MKT | 73.7 | 92 | 0 | 107 | 27 | -33 | 40 | null | null | Venue switch reduced impact |
X009342 | 2025-12-05 15:12:28 | NKE | Sell | 65,120 | 159.78 | 10,404,873.6 | 2.3 | 0.303 | Medium | 5 | 13 | -22.7 | NASDAQ>BATS>NYSE>EDGX>ARCA | IS | 4 | MKT | 4.4 | 97 | 29 | 0.58 | Multi | false | null | null | 0 | NASDAQ>BATS>NYSE>EDGX>ARCA | MKT | 81.1 | 85 | 0 | 46 | 25 | -2 | -15 | null | null | Stable book; normal liquidity |
X009343 | 2025-10-27 10:21:47 | PEP | Buy | 8,274 | 360.76 | 2,984,928.24 | 5 | 0.026 | Medium | 24.1 | 16 | -28.2 | BATS>NYSE>ARCA | IS | 5 | LMT | 13.9 | 65 | 19 | 0.68 | ToxicitySpike | false | null | null | 0 | BATS>NYSE>ARCA | LMT | 32.2 | 95 | 5.6 | 45 | 42 | -4 | 8 | null | null | Toxic prints; widened spread |
X009344 | 2025-12-05 14:14:22 | UNH | Sell | 52,672 | 180.38 | 9,500,975.36 | 2.3 | 0.231 | Low | 19.5 | 3 | 4.7 | ARCA>NYSE>NASDAQ | Adaptive | 5 | LMT | 7.8 | 94 | 30 | 0.75 | Multi | false | null | null | 0 | ARCA>NYSE>NASDAQ | LMT | 62.8 | 87 | 20.4 | 121 | -19 | -3 | -21 | null | null | High urgency from PM |
X009345 | 2025-11-27 13:40:50 | INTC | Sell | 3,352 | 298.33 | 1,000,002.16 | 1.1 | 0.16 | High | 6.6 | 20 | -2 | IEX>NASDAQ>ARCA>EDGX | POV | 5 | LMT | 3.3 | 62 | 16 | 0.56 | Multi | false | null | null | 0 | IEX>NASDAQ>ARCA>EDGX | LMT | 90.6 | 91 | 4.6 | 27 | 20 | -19 | 0 | Watchlist | null | Paused due to data glitch |
X009346 | 2025-12-12 13:24:14 | T | Sell | 8,229 | 226.01 | 1,859,836.29 | 3.4 | 0.069 | High | 5 | 16 | -4.9 | IEX>NASDAQ | VWAP | 2 | IOC | 3.3 | 63 | 28 | 0.82 | ToxicitySpike | false | null | null | 0 | IEX>NASDAQ | IOC | 20.3 | 86 | 0 | 16 | 53 | 20 | 30 | null | null | Toxic prints; widened spread |
X009347 | 2025-10-29 09:55:46 | XLP | Buy | 64,668 | 87.34 | 5,648,103.12 | 1.8 | 0.224 | Low | 15.4 | 13 | 4.9 | BATS>IEX>EDGX | IS | 5 | LMT | 7.8 | 102 | 31 | 0.55 | Slip>Thresh | false | null | null | 0 | BATS>IEX>EDGX | LMT | 65.5 | 99 | 27.4 | 86 | 19 | 28 | 10 | null | PriceBand | High urgency from PM |
X009348 | 2025-11-28 10:20:45 | T | Sell | 16,111 | 52.94 | 852,916.34 | 3.8 | 0.134 | Low | 17.4 | 5 | 19 | EDGX>NASDAQ | TWAP | 3 | IOC | 8.3 | 68 | 32 | 0.54 | Multi | false | null | null | 0 | EDGX>NASDAQ | IOC | 44.3 | 97 | 0 | 178 | 7 | 8 | 11 | null | null | Paused due to data glitch |
X009349 | 2025-12-21 10:59:54 | NKE | Buy | 6,124 | 247.66 | 1,516,669.84 | 1.9 | 0.028 | Ultra | 5.8 | 28 | -17.8 | BATS>ARCA>NASDAQ | Adaptive | 2 | IOC | 2.5 | 62 | 26 | 0.71 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 13 | BATS>ARCA>NASDAQ | IOC>LMT | 93.3 | 88 | 2.4 | 67 | 22 | 15 | -40 | Watchlist | null | Toxic prints; widened spread |
X009350 | 2025-11-07 09:35:42 | PEP | Buy | 57,523 | 280.98 | 16,162,812.54 | 4.6 | 0.182 | Medium | 3.3 | 19 | -22.4 | NASDAQ>NYSE>BATS>EDGX | Adaptive | 4 | PO | 4 | 93 | 33 | 0.75 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE>BATS>EDGX | PO | 63.8 | 90 | 0 | 10 | -3 | -36 | -4 | null | null | Toxic prints; widened spread |
X009351 | 2025-10-27 09:35:31 | IEF | Buy | 20,522 | 97.55 | 2,001,921.1 | 2.9 | 0.078 | Medium | 10.4 | 7 | -11 | ARCA>EDGX>IEX | VWAP | 3 | IOC | 5.1 | 70 | 12 | 0.49 | Slip>Thresh | false | null | null | 0 | ARCA>EDGX>IEX | IOC | 53.9 | 95 | 0 | 28 | 46 | 4 | -38 | null | null | Paused due to data glitch |
X009352 | 2025-11-04 11:01:10 | CSCO | Sell | 27,247 | 80.49 | 2,193,111.03 | 3.6 | 0.068 | Low | 18.3 | 28 | 0.2 | IEX>NYSE | TWAP | 3 | MKT | 8.8 | 73 | 12 | 0.68 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 16 | IEX>NYSE | MKT>IOC | 43 | 97 | 9.5 | 129 | -5 | -20 | -29 | null | null | Venue switch reduced impact |
X009353 | 2025-12-07 12:19:38 | XLF | Sell | 48,383 | 316.51 | 15,313,703.33 | 3.3 | 0.132 | Medium | 8.3 | 22 | 32.2 | BATS>NYSE>EDGX | IS | 4 | LMT | 5.5 | 87 | 21 | 0.83 | LiqDrop | true | LiquidityDrop | VenueSwitch | 13 | BATS>NYSE>EDGX | LMT>MKT | 57 | 93 | 3 | 96 | -11 | -23 | -11 | null | null | Toxic prints; widened spread |
X009354 | 2025-11-27 15:24:58 | HYG | Sell | 16,819 | 75.77 | 1,274,375.63 | 2 | 0.092 | Low | 24.4 | 29 | 11.8 | ARCA>IEX>EDGX>NASDAQ>NYSE | VWAP | 1 | MKT | 7.1 | 65 | 16 | 0.63 | LiqDrop | false | null | null | 0 | ARCA>IEX>EDGX>NASDAQ>NYSE | MKT | 79.1 | 97 | 3.2 | 31 | -15 | -18 | -37 | PositionLimitNear | null | Stable book; normal liquidity |
X009355 | 2025-12-07 14:42:21 | META | Sell | 177,180 | 246.09 | 43,602,226.2 | 0.9 | 0.494 | Low | 23.1 | 36 | -9.6 | ARCA>NASDAQ>EDGX>BATS>NYSE | POV | 4 | IOC | 9.9 | 161 | 21 | 0.75 | ToxicitySpike | false | null | null | 0 | ARCA>NASDAQ>EDGX>BATS>NYSE | IOC | 42 | 90 | 15 | 109 | 9 | 23 | -12 | null | null | Venue switch reduced impact |
X009356 | 2025-10-30 12:55:11 | BRK.B | Buy | 160,440 | 201.22 | 32,283,736.8 | 2.8 | 0.729 | Low | 14.8 | 7 | 3.5 | NASDAQ>EDGX>NYSE>BATS>IEX | Adaptive | 1 | MKT | 5 | 116 | 19 | 0.59 | ToxicitySpike | false | null | null | 0 | NASDAQ>EDGX>NYSE>BATS>IEX | MKT | 24.2 | 85 | 20.5 | 160 | -13 | -8 | -35 | NoShort | null | Paused due to data glitch |
X009357 | 2025-11-09 11:19:24 | CVX | Sell | 24,692 | 110.8 | 2,735,873.6 | 0.9 | 0.147 | High | 8.9 | 17 | -25.5 | NYSE>NASDAQ>ARCA | IS | 4 | LMT | 4 | 74 | 24 | 0.44 | Slip>Thresh | false | null | null | 0 | NYSE>NASDAQ>ARCA | LMT | 12.7 | 95 | 2.4 | 113 | 35 | -3 | -19 | null | null | Stable book; normal liquidity |
X009358 | 2025-12-23 12:57:33 | WMT | Buy | 70,471 | 131.74 | 9,283,849.54 | 4.5 | 0.217 | Low | 16.3 | 3 | -21 | BATS>NASDAQ>EDGX | VWAP | 2 | LMT | 6.1 | 89 | 13 | 0.81 | Slip>Thresh | true | SlippageAboveThreshold | VenueSwitch | 17 | BATS>NASDAQ>EDGX | LMT>IOC | 36.4 | 100 | 14.6 | 85 | 50 | 22 | 27 | NoShort | null | Venue switch reduced impact |
X009359 | 2025-11-13 12:00:52 | HD | Sell | 13,696 | 104.74 | 1,434,519.04 | 2.3 | 0.053 | High | 8.1 | 18 | 25.2 | NYSE>BATS>ARCA | TWAP | 2 | PO | 3.5 | 65 | 33 | 0.47 | LiqDrop | false | null | null | 0 | NYSE>BATS>ARCA | PO | 4 | 96 | 0 | 103 | -1 | 15 | -19 | PositionLimitNear | null | Paused due to data glitch |
X009360 | 2025-11-18 10:09:57 | KO | Buy | 1,963 | 274.38 | 538,607.94 | 3.4 | 0.049 | High | 5.9 | 37 | -4.4 | NASDAQ>NYSE | TWAP | 3 | MKT | 4.4 | 60 | 30 | 0.5 | LiqDrop | false | null | null | 0 | NASDAQ>NYSE | MKT | 90.5 | 99 | 3.2 | 98 | 56 | 2 | 37 | PositionLimitNear | null | High urgency from PM |
X009361 | 2025-11-24 15:27:28 | T | Sell | 3,853 | 201.29 | 775,570.37 | 2.8 | 0.032 | High | 13.7 | 34 | -22.4 | BATS>NYSE>ARCA>NASDAQ>IEX | IS | 5 | PO | 8.7 | 62 | 22 | 0.82 | LiqDrop | false | null | null | 0 | BATS>NYSE>ARCA>NASDAQ>IEX | PO | 3.4 | 92 | 0.6 | 59 | 25 | 13 | 7 | null | null | Toxic prints; widened spread |
X009362 | 2025-12-16 15:51:33 | T | Sell | 8,805 | 88.76 | 781,531.8 | 4.7 | 0.073 | Medium | 7.2 | 6 | -24 | IEX>NYSE>EDGX>ARCA>BATS | Adaptive | 1 | LMT | 3.3 | 63 | 15 | 0.66 | LiqDrop | true | LiquidityDrop | VenueSwitch | 21 | IEX>NYSE>EDGX>ARCA>BATS | LMT>IOC | 23.3 | 98 | 9.5 | 83 | 18 | 22 | 12 | null | null | Venue switch reduced impact |
X009363 | 2025-11-13 10:48:47 | LQD | Buy | 17,247 | 114.03 | 1,966,675.41 | 1.8 | 0.085 | High | 6.1 | 17 | -5.2 | BATS>NASDAQ | POV | 4 | MKT | 4 | 69 | 19 | 0.56 | LiqDrop | false | null | null | 0 | BATS>NASDAQ | MKT | 24.3 | 92 | 9.1 | 94 | -19 | -30 | 26 | null | null | Paused due to data glitch |
X009364 | 2025-12-20 14:08:48 | NVDA | Sell | 7,310 | 166.67 | 1,218,357.7 | 1.8 | 0.189 | Low | 21.1 | 27 | -30.1 | EDGX>IEX | IS | 5 | LMT | 10.1 | 64 | 28 | 0.43 | Multi | false | null | null | 0 | EDGX>IEX | LMT | 76.1 | 90 | 1.7 | 76 | -1 | -11 | 1 | null | null | Venue switch reduced impact |
X009365 | 2025-11-22 13:58:12 | MA | Buy | 39,879 | 200.51 | 7,996,138.29 | 1.2 | 0.17 | Medium | 19.4 | 3 | -20.5 | ARCA>NYSE>NASDAQ | VWAP | 1 | MKT | 5.5 | 73 | 28 | 0.77 | LiqDrop | true | LiquidityDrop | VenueSwitch | 12 | ARCA>NYSE>NASDAQ | MKT>PO | 56.9 | 89 | 4.2 | 85 | 59 | 5 | 31 | null | null | High urgency from PM |
X009366 | 2025-11-07 15:19:26 | V | Buy | 21,585 | 152.07 | 3,282,430.95 | 5.3 | 0.281 | Low | 20.5 | 7 | 23.1 | EDGX>BATS | TWAP | 2 | MKT | 9.6 | 69 | 22 | 0.84 | Slip>Thresh | false | null | null | 0 | EDGX>BATS | MKT | 49 | 87 | 0 | 10 | 42 | -37 | -12 | null | null | Venue switch reduced impact |
X009367 | 2025-12-19 11:54:41 | XLP | Buy | 14,126 | 322.17 | 4,550,973.42 | 2.1 | 0.049 | Ultra | 7 | 27 | -30.9 | BATS>NYSE>NASDAQ>IEX | POV | 4 | IOC | 4.4 | 68 | 28 | 0.82 | LiqDrop | false | null | null | 0 | BATS>NYSE>NASDAQ>IEX | IOC | 92.5 | 95 | 7.7 | 22 | 40 | -37 | 1 | NoShort | null | High urgency from PM |
X009368 | 2025-11-14 11:13:33 | TLT | Sell | 78,977 | 96.11 | 7,590,479.47 | 3 | 0.289 | Low | 9.1 | 7 | 20.1 | IEX>BATS>NYSE>EDGX>ARCA | Adaptive | 2 | MKT | 4.2 | 93 | 31 | 0.85 | LiqDrop | false | null | null | 0 | IEX>BATS>NYSE>EDGX>ARCA | MKT | 39.7 | 90 | 0 | 42 | 12 | -38 | 38 | NoShort | null | Paused due to data glitch |
X009369 | 2025-11-22 12:51:39 | BA | Buy | 52,437 | 228.9 | 12,002,829.3 | 1.5 | 0.175 | Medium | 12 | 12 | 19.7 | BATS>EDGX | POV | 5 | LMT | 5.7 | 94 | 23 | 0.64 | ToxicitySpike | true | ToxicitySpike | OrderTypeChange | 11 | BATS>EDGX | LMT>IOC | 97 | 98 | 19.6 | 43 | 33 | -13 | -26 | null | null | Toxic prints; widened spread |
X009370 | 2025-11-29 12:17:21 | XLK | Sell | 9,477 | 355.4 | 3,368,125.8 | 1.6 | 0.027 | Ultra | 11.9 | 6 | 9.3 | BATS>NASDAQ | VWAP | 3 | MKT | 5 | 64 | 28 | 0.7 | Slip>Thresh | false | null | null | 0 | BATS>NASDAQ | MKT | 1.7 | 95 | 8.5 | 53 | 13 | -5 | 27 | PositionLimitNear | null | Venue switch reduced impact |
X009371 | 2025-12-09 11:18:13 | XLB | Sell | 69,832 | 282.32 | 19,714,970.24 | 1.5 | 0.178 | Medium | 11.6 | 12 | 20.1 | NASDAQ>BATS>EDGX | TWAP | 1 | MKT | 3.9 | 84 | 12 | 0.77 | Multi | false | null | null | 0 | NASDAQ>BATS>EDGX | MKT | 78.3 | 86 | 9.7 | 62 | 36 | 11 | -5 | null | null | High urgency from PM |
X009372 | 2025-11-08 15:29:27 | LQD | Buy | 4,041 | 110.84 | 447,904.44 | 1.3 | 0.02 | Ultra | 12.8 | 26 | 23.6 | NASDAQ>ARCA>IEX>NYSE>EDGX | IS | 4 | LMT | 5.7 | 62 | 27 | 0.7 | Multi | false | null | null | 0 | NASDAQ>ARCA>IEX>NYSE>EDGX | LMT | 17.7 | 92 | 0 | 89 | -20 | -8 | 15 | null | null | Venue switch reduced impact |
X009373 | 2025-12-15 09:35:29 | DIS | Buy | 20,628 | 158.02 | 3,259,636.56 | 1.9 | 0.09 | Medium | 21.4 | 27 | -26.3 | EDGX>ARCA | TWAP | 2 | PO | 7 | 68 | 25 | 0.73 | LiqDrop | true | LiquidityDrop | OrderTypeChange | 25 | EDGX>ARCA | PO>LMT | 82.3 | 95 | 0 | 160 | 42 | -21 | 13 | NoShort | null | Venue switch reduced impact |
X009374 | 2025-12-25 10:01:15 | TLT | Buy | 36,420 | 95.15 | 3,465,363 | 1.9 | 0.133 | Low | 17.1 | 18 | -10.9 | BATS>NASDAQ>ARCA>EDGX | VWAP | 3 | IOC | 6.6 | 78 | 15 | 0.68 | ToxicitySpike | true | ToxicitySpike | VenueSwitch | 15 | BATS>NASDAQ>ARCA>EDGX | IOC>MKT | 96.6 | 98 | 1.1 | 117 | 14 | -3 | -33 | null | null | Venue switch reduced impact |
X009375 | 2025-12-03 09:35:32 | PFE | Sell | 50,686 | 255.25 | 12,937,601.5 | 2.4 | 0.138 | Low | 21.6 | 33 | 18.2 | NASDAQ>EDGX | Adaptive | 3 | IOC | 7.9 | 85 | 30 | 0.84 | Multi | false | null | null | 0 | NASDAQ>EDGX | IOC | 57.3 | 85 | 14.9 | 113 | 14 | 10 | -34 | null | null | Toxic prints; widened spread |
X009376 | 2025-12-24 10:38:58 | XLK | Buy | 44,137 | 291.28 | 12,856,225.36 | 1.2 | 0.124 | Medium | 24.3 | 20 | -7.8 | NYSE>BATS>NASDAQ>EDGX | TWAP | 1 | LMT | 5.8 | 75 | 23 | 0.83 | ToxicitySpike | false | null | null | 0 | NYSE>BATS>NASDAQ>EDGX | LMT | 55.4 | 99 | 0 | 167 | -16 | -31 | -15 | null | null | Stable book; normal liquidity |
X009377 | 2025-12-19 14:40:01 | TLT | Buy | 16,877 | 97.41 | 1,643,988.57 | 2.4 | 0.062 | Medium | 21.7 | 10 | -28.8 | NYSE>EDGX | POV | 4 | IOC | 10.3 | 69 | 31 | 0.6 | Multi | false | null | null | 0 | NYSE>EDGX | IOC | 94.5 | 94 | 17.8 | 65 | 9 | 12 | 27 | Watchlist | null | Toxic prints; widened spread |
X009378 | 2025-11-15 09:46:30 | NKE | Buy | 31,711 | 298.36 | 9,461,293.96 | 2.1 | 0.147 | Low | 15.3 | 9 | 14.9 | EDGX>NASDAQ>ARCA>IEX>NYSE | Adaptive | 4 | LMT | 5.7 | 78 | 30 | 0.8 | LiqDrop | false | null | null | 0 | EDGX>NASDAQ>ARCA>IEX>NYSE | LMT | 19.9 | 90 | 10.8 | 29 | -7 | -4 | 2 | NoShort | null | Stable book; normal liquidity |
X009379 | 2025-12-15 12:19:38 | BRK.B | Buy | 159,762 | 338.27 | 54,042,691.74 | 2.2 | 0.726 | Low | 15.1 | 32 | 15.8 | NYSE>BATS>ARCA | Adaptive | 3 | LMT | 5.3 | 139 | 22 | 0.54 | Multi | false | null | null | 0 | NYSE>BATS>ARCA | LMT | 23 | 99 | 0 | 144 | 10 | 11 | 4 | null | null | Stable book; normal liquidity |
X009380 | 2025-12-24 15:40:50 | PFE | Buy | 175,818 | 114.44 | 20,120,611.92 | 3 | 0.478 | Low | 25 | 28 | 8.8 | BATS>IEX>NYSE>NASDAQ | Adaptive | 5 | LMT | 10.1 | 174 | 22 | 0.51 | LiqDrop | false | null | null | 0 | BATS>IEX>NYSE>NASDAQ | LMT | 4.2 | 92 | 4.8 | 99 | 34 | -11 | -1 | null | null | Toxic prints; widened spread |
X009381 | 2025-11-17 13:43:56 | CVX | Sell | 29,734 | 83.49 | 2,482,491.66 | 0.7 | 0.177 | Medium | 23.2 | 35 | -24.1 | NYSE>NASDAQ>IEX>EDGX | POV | 4 | LMT | 8.3 | 77 | 20 | 0.46 | Multi | false | null | null | 0 | NYSE>NASDAQ>IEX>EDGX | LMT | 97.7 | 95 | 6.7 | 75 | 8 | 22 | 29 | PositionLimitNear | null | Toxic prints; widened spread |
X009382 | 2025-12-03 12:57:47 | NKE | Buy | 11,284 | 126.23 | 1,424,379.32 | 1.9 | 0.052 | Ultra | 6.5 | 5 | 2.3 | ARCA>NASDAQ>EDGX | POV | 4 | LMT | 3.5 | 66 | 29 | 0.48 | Multi | false | null | null | 0 | ARCA>NASDAQ>EDGX | LMT | 49.2 | 91 | 11 | 69 | 6 | -40 | -5 | null | null | Venue switch reduced impact |
X009383 | 2025-11-02 09:49:06 | AMD | Sell | 2,903 | 16.13 | 46,825.39 | 1.6 | 0.081 | High | 11 | 10 | 4.2 | BATS>NYSE>ARCA>IEX | TWAP | 3 | PO | 4.5 | 61 | 34 | 0.76 | LiqDrop | false | null | null | 0 | BATS>NYSE>ARCA>IEX | PO | 32.7 | 96 | 8.1 | 30 | 19 | -29 | -36 | PositionLimitNear | null | Venue switch reduced impact |
X009384 | 2025-12-06 14:25:18 | JPM | Sell | 995 | 172.27 | 171,408.65 | 2.4 | 0.025 | Ultra | 6.3 | 28 | 8.9 | ARCA>IEX>BATS>NYSE | IS | 4 | PO | 4.5 | 60 | 23 | 0.5 | Multi | false | null | null | 0 | ARCA>IEX>BATS>NYSE | PO | 10.1 | 88 | 0 | 65 | 58 | 25 | -12 | null | null | High urgency from PM |
X009385 | 2025-11-15 09:35:04 | BA | Sell | 34,725 | 350.51 | 12,171,459.75 | 2.4 | 0.116 | Medium | 12.5 | 20 | 13.9 | EDGX>BATS>IEX>ARCA>NYSE | VWAP | 1 | LMT | 3.6 | 72 | 19 | 0.79 | ToxicitySpike | false | null | null | 0 | EDGX>BATS>IEX>ARCA>NYSE | LMT | 26.9 | 100 | 9.7 | 28 | -13 | -38 | -2 | null | null | Venue switch reduced impact |
X009386 | 2025-11-05 12:03:38 | TLT | Buy | 42,140 | 90.33 | 3,806,506.2 | 2.9 | 0.154 | Low | 24.1 | 30 | 20.3 | NYSE>IEX>NASDAQ>BATS>EDGX | IS | 4 | LMT | 11.1 | 84 | 35 | 0.53 | LiqDrop | false | null | null | 0 | NYSE>IEX>NASDAQ>BATS>EDGX | LMT | 41.2 | 97 | 1.7 | 13 | 47 | -32 | 8 | null | null | Toxic prints; widened spread |
X009387 | 2025-11-17 10:33:09 | IEF | Sell | 17,612 | 99.83 | 1,758,205.96 | 2.5 | 0.067 | Medium | 16.1 | 29 | -11.4 | NASDAQ>EDGX>ARCA | POV | 4 | MKT | 8.6 | 70 | 18 | 0.85 | Multi | false | null | null | 0 | NASDAQ>EDGX>ARCA | MKT | 35.3 | 91 | 25.8 | 72 | 19 | -37 | -39 | null | null | Toxic prints; widened spread |
X009388 | 2025-11-03 09:56:17 | BRK.B | Sell | 2,273 | 285.06 | 647,941.38 | 2.3 | 0.01 | Ultra | 23.2 | 26 | -18.7 | ARCA>IEX>BATS | Adaptive | 3 | LMT | 7.1 | 61 | 20 | 0.73 | LiqDrop | false | null | null | 0 | ARCA>IEX>BATS | LMT | 47.3 | 90 | 9.4 | 56 | 25 | 30 | 40 | null | null | Toxic prints; widened spread |
X009389 | 2025-12-19 12:23:47 | LQD | Buy | 30,240 | 115.58 | 3,495,139.2 | 1.1 | 0.149 | High | 6.6 | 34 | -17.8 | EDGX>ARCA | VWAP | 1 | LMT | 1.9 | 70 | 35 | 0.64 | ToxicitySpike | false | null | null | 0 | EDGX>ARCA | LMT | 54.4 | 98 | 0 | 37 | -16 | 17 | 14 | null | null | High urgency from PM |
X009390 | 2025-12-07 13:51:43 | KO | Buy | 1,485 | 108.92 | 161,746.2 | 2 | 0.037 | Ultra | 8.4 | 7 | -12.9 | NYSE>EDGX>IEX | VWAP | 2 | IOC | 3.4 | 60 | 24 | 0.62 | ToxicitySpike | false | null | null | 0 | NYSE>EDGX>IEX | IOC | 7.3 | 85 | 4 | 39 | 2 | -15 | -17 | null | null | High urgency from PM |
X009391 | 2025-12-26 13:18:17 | XLU | Sell | 57,558 | 236.33 | 13,602,682.14 | 1.2 | 0.184 | Medium | 15.7 | 3 | -17.7 | NYSE>NASDAQ>EDGX>ARCA | TWAP | 1 | LMT | 4 | 80 | 25 | 0.41 | ToxicitySpike | false | null | null | 0 | NYSE>NASDAQ>EDGX>ARCA | LMT | 28.5 | 94 | 1.5 | 105 | 51 | 27 | -32 | null | PriceBand | Stable book; normal liquidity |
X009392 | 2025-11-11 13:52:17 | HD | Sell | 40,907 | 316.42 | 12,943,792.94 | 1.4 | 0.159 | Medium | 16 | 26 | 23.2 | IEX>BATS>ARCA>NYSE | IS | 5 | MKT | 9.4 | 86 | 33 | 0.63 | Slip>Thresh | false | null | null | 0 | IEX>BATS>ARCA>NYSE | MKT | 64.2 | 90 | 9.8 | 114 | 51 | -32 | 19 | null | null | Toxic prints; widened spread |
X009393 | 2025-11-18 11:39:13 | XOM | Sell | 33,126 | 134.72 | 4,462,734.72 | 3 | 0.303 | Low | 8.2 | 8 | -11.2 | NYSE>BATS | VWAP | 1 | IOC | 3.5 | 71 | 33 | 0.7 | ToxicitySpike | false | null | null | 0 | NYSE>BATS | IOC | 15.5 | 99 | 0 | 10 | 40 | -1 | -21 | Watchlist | null | Stable book; normal liquidity |
X009394 | 2025-12-24 13:27:38 | TSLA | Sell | 3,888 | 270.67 | 1,052,364.96 | 1.4 | 0.012 | Ultra | 8.2 | 34 | 32.8 | IEX>BATS | TWAP | 1 | LMT | 2.4 | 61 | 16 | 0.7 | Slip>Thresh | false | null | null | 0 | IEX>BATS | LMT | 67.5 | 90 | 6.1 | 54 | 9 | 11 | -24 | null | null | Stable book; normal liquidity |
X009395 | 2025-10-28 12:37:28 | IEF | Sell | 11,067 | 97.29 | 1,076,708.43 | 1.7 | 0.042 | High | 11.8 | 11 | 14.2 | EDGX>IEX | POV | 4 | MKT | 6.2 | 66 | 16 | 0.76 | LiqDrop | false | null | null | 0 | EDGX>IEX | MKT | 8.7 | 97 | 15.9 | 30 | -17 | -9 | 38 | null | null | High urgency from PM |
X009396 | 2025-11-21 15:20:37 | XLB | Buy | 69,526 | 173.41 | 12,056,503.66 | 2.5 | 0.177 | Low | 15.3 | 32 | -32.5 | IEX>ARCA>NYSE>BATS>EDGX | TWAP | 1 | LMT | 4.4 | 84 | 28 | 0.8 | ToxicitySpike | false | null | null | 0 | IEX>ARCA>NYSE>BATS>EDGX | LMT | 37.5 | 85 | 6.5 | 113 | 16 | -25 | -2 | null | null | Stable book; normal liquidity |
X009397 | 2025-11-29 09:56:50 | HD | Sell | 50,213 | 132.83 | 6,669,792.79 | 2.2 | 0.195 | Medium | 8.3 | 29 | -22.8 | ARCA>NYSE>NASDAQ | Adaptive | 4 | MKT | 4.5 | 88 | 26 | 0.82 | Multi | false | null | null | 0 | ARCA>NYSE>NASDAQ | MKT | 10.3 | 86 | 5.8 | 10 | -1 | -7 | -40 | null | null | Stable book; normal liquidity |
X009398 | 2025-12-17 11:59:22 | WMT | Buy | 55,763 | 110.45 | 6,159,023.35 | 4.8 | 0.172 | Low | 8.5 | 24 | -33.9 | IEX>NYSE>EDGX>NASDAQ>ARCA | TWAP | 2 | LMT | 4.6 | 83 | 27 | 0.61 | LiqDrop | false | null | null | 0 | IEX>NYSE>EDGX>NASDAQ>ARCA | LMT | 5.6 | 85 | 13.7 | 90 | 54 | 13 | -19 | PositionLimitNear | null | Venue switch reduced impact |
X009399 | 2025-12-10 13:33:37 | WMT | Buy | 9,569 | 45.64 | 436,729.16 | 4.1 | 0.029 | High | 12.8 | 30 | 11 | BATS>ARCA>NASDAQ>EDGX | VWAP | 3 | MKT | 6.9 | 64 | 33 | 0.62 | Multi | false | null | null | 0 | BATS>ARCA>NASDAQ>EDGX | MKT | 3.7 | 92 | 5.5 | 42 | 37 | -25 | 20 | null | null | Paused due to data glitch |
X009400 | 2025-11-08 12:47:56 | AMD | Buy | 3,698 | 169.05 | 625,146.9 | 2.3 | 0.103 | Low | 29.7 | 25 | 5 | NASDAQ>BATS>ARCA>EDGX | VWAP | 2 | LMT | 8.2 | 61 | 30 | 0.79 | LiqDrop | true | LiquidityDrop | AlgoSwitch | 23 | NASDAQ>BATS>ARCA>EDGX | LMT>MKT | 39.8 | 91 | 9.3 | 110 | 7 | -30 | -24 | NoShort | null | Toxic prints; widened spread |
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