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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
X009601
|
2025-11-11 10:23:46
|
IWM
|
Sell
| 430,342
| 192.97
| 83,043,095.74
| 1.7
| 0.594
|
Low
| 8.1
| 23
| -8.4
|
NASDAQ>ARCA>NYSE
|
VWAP
| 2
|
MKT
| 3.5
| 230
| 31
| 0.51
|
Multi
| false
| null | null | 0
|
NASDAQ>ARCA>NYSE
|
MKT
| 61.1
| 85
| 0.6
| 279
| 32
| -36
| 3
| null | null |
Toxic prints; widened spread
|
X009602
|
2025-11-24 10:43:15
|
IWM
|
Sell
| 119,654
| 194.24
| 23,241,592.96
| 1.3
| 0.165
|
Medium
| 14.8
| 34
| -1.8
|
NASDAQ>EDGX
|
POV
| 5
|
LMT
| 6.5
| 137
| 18
| 0.57
|
LiqDrop
| false
| null | null | 0
|
NASDAQ>EDGX
|
LMT
| 39.5
| 85
| 0
| 99
| 59
| 3
| 18
| null | null |
Paused due to data glitch
|
X009603
|
2025-11-17 14:26:45
|
AMD
|
Buy
| 1,625
| 74.86
| 121,647.5
| 2.1
| 0.045
|
Medium
| 37.4
| 38
| 33.4
|
EDGX>IEX
|
TWAP
| 3
|
LMT
| 11.9
| 60
| 32
| 0.59
|
Slip>Thresh
| false
| null | null | 0
|
EDGX>IEX
|
LMT
| 87.4
| 88
| 0.2
| 100
| 10
| 6
| 3
| null | null |
Venue switch reduced impact
|
X009604
|
2025-11-15 12:32:16
|
BA
|
Sell
| 32,675
| 107.41
| 3,509,621.75
| 2.2
| 0.109
|
Medium
| 14.4
| 39
| 16.3
|
IEX>NYSE>ARCA
|
TWAP
| 2
|
MKT
| 5.8
| 73
| 33
| 0.68
|
Multi
| false
| null | null | 0
|
IEX>NYSE>ARCA
|
MKT
| 80.6
| 94
| 20.8
| 121
| 9
| -16
| 23
|
PositionLimitNear
| null |
Stable book; normal liquidity
|
X009605
|
2025-12-13 13:04:51
|
AMZN
|
Buy
| 7,768
| 156.44
| 1,215,225.92
| 2.7
| 0.357
|
Low
| 9.6
| 33
| -10.9
|
NASDAQ>NYSE
|
IS
| 4
|
LMT
| 5.7
| 64
| 34
| 0.58
|
Multi
| false
| null | null | 0
|
NASDAQ>NYSE
|
LMT
| 37.7
| 89
| 0
| 64
| 58
| -12
| -35
| null | null |
Stable book; normal liquidity
|
X009606
|
2025-11-22 12:42:15
|
VZ
|
Buy
| 5,347
| 224.04
| 1,197,941.88
| 2.5
| 0.046
|
High
| 13.7
| 9
| -21.5
|
IEX>EDGX>ARCA>NASDAQ
|
Adaptive
| 5
|
PO
| 6.6
| 63
| 24
| 0.78
|
LiqDrop
| true
|
LiquidityDrop
|
AlgoSwitch
| 31
|
IEX>EDGX>ARCA>NASDAQ
|
PO>LMT
| 61.1
| 89
| 5.2
| 133
| 56
| 0
| 13
| null | null |
Stable book; normal liquidity
|
X009607
|
2025-12-05 10:51:09
|
LQD
|
Sell
| 15,304
| 111.62
| 1,708,232.48
| 1.4
| 0.075
|
Ultra
| 5.7
| 6
| 33.4
|
NYSE>NASDAQ
|
TWAP
| 1
|
IOC
| 2.2
| 65
| 17
| 0.7
|
Slip>Thresh
| false
| null | null | 0
|
NYSE>NASDAQ
|
IOC
| 50.1
| 96
| 0
| 105
| 4
| -27
| -9
|
PositionLimitNear
| null |
Paused due to data glitch
|
X009608
|
2025-11-20 13:48:39
|
QQQ
|
Buy
| 26,611
| 414.52
| 11,030,791.72
| 1
| 0.084
|
High
| 18.2
| 20
| -3.4
|
ARCA>NYSE>IEX>BATS>EDGX
|
Adaptive
| 4
|
LMT
| 5.8
| 75
| 13
| 0.6
|
Multi
| false
| null | null | 0
|
ARCA>NYSE>IEX>BATS>EDGX
|
LMT
| 56.5
| 85
| 17.9
| 56
| 6
| -12
| -29
| null | null |
High urgency from PM
|
X009609
|
2025-11-28 14:19:49
|
XLB
|
Buy
| 56,235
| 115.6
| 6,500,766
| 2.4
| 0.143
|
Low
| 22.1
| 21
| 4.4
|
NASDAQ>NYSE>IEX>EDGX>ARCA
|
VWAP
| 3
|
MKT
| 8.9
| 88
| 13
| 0.61
|
ToxicitySpike
| false
| null | null | 0
|
NASDAQ>NYSE>IEX>EDGX>ARCA
|
MKT
| 20.6
| 86
| 1.1
| 34
| 18
| 28
| 13
| null | null |
Paused due to data glitch
|
X009610
|
2025-12-18 13:02:39
|
MSFT
|
Buy
| 57,092
| 279.88
| 15,978,908.96
| 3.3
| 0.303
|
Low
| 4.8
| 18
| 18.5
|
EDGX>IEX>ARCA
|
TWAP
| 1
|
PO
| 2.8
| 79
| 24
| 0.41
|
Slip>Thresh
| false
| null | null | 0
|
EDGX>IEX>ARCA
|
PO
| 66
| 92
| 0
| 194
| 44
| -34
| 5
|
Watchlist
| null |
Toxic prints; widened spread
|
X009611
|
2025-12-17 11:37:42
|
NFLX
|
Sell
| 11,314
| 260.3
| 2,945,034.2
| 3.6
| 0.108
|
Medium
| 7.1
| 37
| -30
|
ARCA>IEX
|
TWAP
| 3
|
LMT
| 4.1
| 65
| 22
| 0.47
|
Multi
| false
| null | null | 0
|
ARCA>IEX
|
LMT
| 70.1
| 99
| 0
| 128
| -18
| -27
| -7
| null | null |
Paused due to data glitch
|
X009612
|
2025-10-30 13:47:51
|
NKE
|
Sell
| 19,104
| 154.31
| 2,947,938.24
| 3.7
| 0.089
|
Medium
| 8.1
| 22
| 34.9
|
ARCA>IEX>NYSE
|
IS
| 5
|
MKT
| 7.7
| 72
| 22
| 0.64
|
Multi
| false
| null | null | 0
|
ARCA>IEX>NYSE
|
MKT
| 90.8
| 91
| 2.3
| 99
| 29
| -6
| -14
| null | null |
High urgency from PM
|
X009613
|
2025-12-11 14:52:34
|
INTC
|
Buy
| 3,769
| 200.09
| 754,139.21
| 1.2
| 0.179
|
Medium
| 8.7
| 28
| 8.3
|
EDGX>ARCA
|
POV
| 5
|
LMT
| 4.2
| 62
| 15
| 0.66
|
Multi
| false
| null | null | 0
|
EDGX>ARCA
|
LMT
| 21.1
| 85
| 0
| 75
| -14
| 16
| -13
| null | null |
High urgency from PM
|
X009614
|
2025-12-11 14:41:03
|
XLY
|
Sell
| 15,650
| 298.53
| 4,671,994.5
| 1.1
| 0.065
|
High
| 18.3
| 19
| 6.6
|
EDGX>BATS>ARCA
|
Adaptive
| 4
|
PO
| 6.5
| 68
| 22
| 0.58
|
Multi
| false
| null | null | 0
|
EDGX>BATS>ARCA
|
PO
| 13.5
| 98
| 4.6
| 10
| 45
| 0
| -4
| null | null |
Toxic prints; widened spread
|
X009615
|
2025-12-03 15:35:58
|
MA
|
Buy
| 9,111
| 188.79
| 1,720,065.69
| 1
| 0.039
|
Ultra
| 3.9
| 14
| 9.8
|
ARCA>IEX>NYSE>EDGX>BATS
|
VWAP
| 2
|
LMT
| 1.4
| 63
| 26
| 0.65
|
Slip>Thresh
| false
| null | null | 0
|
ARCA>IEX>NYSE>EDGX>BATS
|
LMT
| 19.9
| 100
| 5
| 85
| 55
| 20
| 8
|
NoShort
| null |
Stable book; normal liquidity
|
X009616
|
2025-12-06 09:35:44
|
BA
|
Buy
| 48,813
| 262.56
| 12,816,341.28
| 2.7
| 0.163
|
Low
| 10.2
| 32
| 11.8
|
EDGX>ARCA>BATS>NYSE>NASDAQ
|
Adaptive
| 3
|
LMT
| 4.1
| 84
| 35
| 0.48
|
LiqDrop
| false
| null | null | 0
|
EDGX>ARCA>BATS>NYSE>NASDAQ
|
LMT
| 97.6
| 88
| 0
| 54
| 36
| -14
| -5
|
PositionLimitNear
| null |
Paused due to data glitch
|
X009617
|
2025-11-03 09:35:36
|
BA
|
Buy
| 22,299
| 125.51
| 2,798,747.49
| 1.8
| 0.074
|
High
| 10.1
| 28
| -31.9
|
ARCA>NASDAQ>NYSE>BATS>IEX
|
POV
| 5
|
LMT
| 5.1
| 74
| 12
| 0.67
|
LiqDrop
| false
| null | null | 0
|
ARCA>NASDAQ>NYSE>BATS>IEX
|
LMT
| 35
| 93
| 0
| 66
| 36
| -1
| -29
| null | null |
Toxic prints; widened spread
|
X009618
|
2025-12-19 14:30:30
|
META
|
Buy
| 37,547
| 106.62
| 4,003,261.14
| 1.2
| 0.105
|
High
| 9.5
| 14
| 24.8
|
ARCA>EDGX
|
Adaptive
| 5
|
MKT
| 4.6
| 84
| 35
| 0.6
|
LiqDrop
| false
| null | null | 0
|
ARCA>EDGX
|
MKT
| 34.1
| 100
| 6.6
| 61
| -9
| -8
| -34
| null | null |
Stable book; normal liquidity
|
X009619
|
2025-12-21 15:22:08
|
XLP
|
Buy
| 147,814
| 136.01
| 20,104,182.14
| 1.7
| 0.511
|
Low
| 5
| 3
| -30.9
|
NYSE>EDGX>BATS>ARCA
|
POV
| 1
|
MKT
| 2.5
| 111
| 14
| 0.48
|
Multi
| false
| null | null | 0
|
NYSE>EDGX>BATS>ARCA
|
MKT
| 83.4
| 88
| 8.6
| 49
| 13
| -39
| -12
| null | null |
Stable book; normal liquidity
|
X009620
|
2025-12-15 13:36:40
|
JNJ
|
Buy
| 125,256
| 36.15
| 4,528,004.4
| 4.6
| 0.46
|
Low
| 4.9
| 31
| -25.9
|
NASDAQ>NYSE>EDGX
|
VWAP
| 1
|
LMT
| 3
| 103
| 19
| 0.61
|
Slip>Thresh
| false
| null | null | 0
|
NASDAQ>NYSE>EDGX
|
LMT
| 8.3
| 85
| 0
| 107
| 25
| -27
| -31
|
Watchlist
| null |
Toxic prints; widened spread
|
X009621
|
2025-12-14 13:10:20
|
META
|
Buy
| 185,168
| 168.6
| 31,219,324.8
| 1.3
| 0.516
|
Low
| 12.6
| 12
| -24.1
|
NASDAQ>BATS
|
Adaptive
| 5
|
IOC
| 5.9
| 180
| 18
| 0.71
|
Slip>Thresh
| false
| null | null | 0
|
NASDAQ>BATS
|
IOC
| 68.2
| 93
| 11.3
| 10
| 18
| 19
| -32
|
NoShort
| null |
Paused due to data glitch
|
X009622
|
2025-11-05 13:06:18
|
XLU
|
Buy
| 25,123
| 133.57
| 3,355,679.11
| 2
| 0.08
|
Medium
| 12.1
| 24
| -34.1
|
NYSE>IEX>ARCA>NASDAQ
|
IS
| 4
|
MKT
| 7.2
| 74
| 18
| 0.7
|
ToxicitySpike
| true
|
ToxicitySpike
|
VenueSwitch
| 24
|
NYSE>IEX>ARCA>NASDAQ
|
MKT>IOC
| 97.6
| 85
| 13.9
| 134
| 44
| 6
| -24
|
NoShort
|
PriceBand
|
Paused due to data glitch
|
X009623
|
2025-11-16 13:40:59
|
LQD
|
Sell
| 30,658
| 107.32
| 3,290,216.56
| 1.3
| 0.151
|
Medium
| 15.8
| 14
| 20.1
|
NASDAQ>BATS>ARCA
|
VWAP
| 2
|
PO
| 4.9
| 73
| 35
| 0.67
|
Multi
| false
| null | null | 0
|
NASDAQ>BATS>ARCA
|
PO
| 21.5
| 98
| 0
| 103
| 50
| 1
| -40
|
Watchlist
| null |
Paused due to data glitch
|
X009624
|
2025-11-06 09:35:53
|
VZ
|
Sell
| 18,400
| 158.63
| 2,918,792
| 2
| 0.157
|
Medium
| 7.6
| 3
| -9.5
|
IEX>EDGX>NASDAQ
|
VWAP
| 2
|
LMT
| 2.8
| 67
| 22
| 0.43
|
Slip>Thresh
| false
| null | null | 0
|
IEX>EDGX>NASDAQ
|
LMT
| 15.4
| 90
| 0
| 97
| 24
| -4
| -7
|
NoShort
| null |
Paused due to data glitch
|
X009625
|
2025-10-29 11:57:06
|
NKE
|
Sell
| 46,704
| 80.77
| 3,772,282.08
| 3.2
| 0.217
|
Low
| 7.5
| 11
| -33.7
|
EDGX>IEX>BATS
|
Adaptive
| 1
|
LMT
| 2.8
| 76
| 20
| 0.82
|
Slip>Thresh
| false
| null | null | 0
|
EDGX>IEX>BATS
|
LMT
| 8.3
| 85
| 8.7
| 83
| -9
| -35
| 39
| null | null |
Toxic prints; widened spread
|
X009626
|
2025-11-23 11:08:19
|
XLE
|
Buy
| 45,802
| 121.77
| 5,577,309.54
| 2
| 0.164
|
Low
| 21.1
| 12
| -14.3
|
NYSE>IEX>ARCA>BATS>EDGX
|
TWAP
| 3
|
MKT
| 8.7
| 82
| 29
| 0.62
|
Slip>Thresh
| false
| null | null | 0
|
NYSE>IEX>ARCA>BATS>EDGX
|
MKT
| 94.7
| 99
| 0
| 164
| -2
| 6
| -38
|
PositionLimitNear
| null |
Toxic prints; widened spread
|
X009627
|
2025-12-01 09:35:33
|
MSFT
|
Sell
| 14,396
| 77.71
| 1,118,713.16
| 1.9
| 0.076
|
Medium
| 24.1
| 31
| 5.7
|
BATS>EDGX>ARCA
|
VWAP
| 2
|
MKT
| 8.1
| 66
| 27
| 0.58
|
Multi
| false
| null | null | 0
|
BATS>EDGX>ARCA
|
MKT
| 70.4
| 88
| 23.3
| 132
| 47
| 6
| 27
| null | null |
High urgency from PM
|
X009628
|
2025-11-16 11:57:19
|
T
|
Buy
| 15,754
| 240.78
| 3,793,248.12
| 2.5
| 0.131
|
Low
| 19
| 6
| -19.2
|
NYSE>ARCA>BATS>NASDAQ>IEX
|
VWAP
| 3
|
MKT
| 7.9
| 67
| 19
| 0.51
|
LiqDrop
| false
| null | null | 0
|
NYSE>ARCA>BATS>NASDAQ>IEX
|
MKT
| 12.8
| 85
| 28.1
| 28
| 4
| -21
| -11
|
NoShort
| null |
Venue switch reduced impact
|
X009629
|
2025-12-26 13:29:53
|
TLT
|
Sell
| 28,724
| 94.52
| 2,714,992.48
| 2.4
| 0.105
|
High
| 6
| 34
| -5.8
|
EDGX>BATS
|
VWAP
| 1
|
IOC
| 2.6
| 70
| 19
| 0.77
|
LiqDrop
| false
| null | null | 0
|
EDGX>BATS
|
IOC
| 33.7
| 90
| 3.6
| 61
| 14
| 10
| 9
|
Watchlist
| null |
High urgency from PM
|
X009630
|
2025-11-30 11:20:41
|
PEP
|
Sell
| 6,475
| 104.56
| 677,026
| 3.2
| 0.02
|
Ultra
| 7.6
| 21
| 21.8
|
EDGX>BATS
|
Adaptive
| 4
|
MKT
| 4.9
| 63
| 19
| 0.85
|
LiqDrop
| true
|
LiquidityDrop
|
AlgoSwitch
| 14
|
EDGX>BATS
|
MKT>IOC
| 48
| 93
| 5.6
| 69
| 3
| -4
| 26
| null | null |
Stable book; normal liquidity
|
X009631
|
2025-11-25 15:42:46
|
XLK
|
Sell
| 121,791
| 339
| 41,287,149
| 0.9
| 0.342
|
Low
| 23.8
| 39
| 13.6
|
NYSE>ARCA>IEX>NASDAQ
|
IS
| 5
|
MKT
| 12.8
| 139
| 25
| 0.54
|
ToxicitySpike
| false
| null | null | 0
|
NYSE>ARCA>IEX>NASDAQ
|
MKT
| 70.3
| 92
| 10.7
| 58
| 47
| -17
| 35
| null | null |
Paused due to data glitch
|
X009632
|
2025-12-18 15:25:27
|
CSCO
|
Buy
| 53,638
| 65.59
| 3,518,116.42
| 3.1
| 0.135
|
Medium
| 7.6
| 9
| 3
|
NASDAQ>IEX
|
Adaptive
| 4
|
PO
| 4.4
| 90
| 30
| 0.55
|
LiqDrop
| false
| null | null | 0
|
NASDAQ>IEX
|
PO
| 20.2
| 98
| 13.9
| 74
| -19
| -5
| 10
|
Watchlist
| null |
Toxic prints; widened spread
|
X009633
|
2025-11-07 14:25:38
|
XOM
|
Buy
| 4,269
| 259.84
| 1,109,256.96
| 2
| 0.039
|
High
| 13.5
| 16
| -4.2
|
BATS>NASDAQ>EDGX
|
Adaptive
| 3
|
LMT
| 4.5
| 62
| 34
| 0.84
|
LiqDrop
| false
| null | null | 0
|
BATS>NASDAQ>EDGX
|
LMT
| 67.4
| 100
| 1.9
| 25
| 55
| 5
| -20
|
NoShort
| null |
Toxic prints; widened spread
|
X009634
|
2025-11-30 15:24:01
|
NKE
|
Sell
| 87,800
| 314.87
| 27,645,586
| 2.1
| 0.408
|
Low
| 9.5
| 35
| 4
|
BATS>NYSE>IEX>NASDAQ>ARCA
|
IS
| 4
|
PO
| 5.8
| 110
| 23
| 0.58
|
ToxicitySpike
| false
| null | null | 0
|
BATS>NYSE>IEX>NASDAQ>ARCA
|
PO
| 85.2
| 87
| 17.3
| 74
| 54
| -13
| 14
| null | null |
Toxic prints; widened spread
|
X009635
|
2025-11-29 12:44:25
|
SPY
|
Sell
| 78,117
| 502.31
| 39,238,950.27
| 0.9
| 0.106
|
Medium
| 22.3
| 26
| -25.1
|
BATS>NASDAQ>IEX>ARCA
|
IS
| 5
|
IOC
| 11.4
| 110
| 27
| 0.46
|
Multi
| false
| null | null | 0
|
BATS>NASDAQ>IEX>ARCA
|
IOC
| 97.3
| 88
| 8.5
| 142
| 3
| -9
| -6
| null | null |
Stable book; normal liquidity
|
X009636
|
2025-11-07 09:45:22
|
CSCO
|
Buy
| 102,238
| 41.3
| 4,222,429.4
| 2.3
| 0.257
|
Low
| 15.1
| 8
| -7
|
BATS>NASDAQ>NYSE>IEX>EDGX
|
TWAP
| 3
|
LMT
| 5.7
| 111
| 13
| 0.78
|
LiqDrop
| true
|
LiquidityDrop
|
VenueSwitch
| 12
|
BATS>NASDAQ>NYSE>IEX>EDGX
|
LMT>IOC
| 97.3
| 97
| 3.6
| 155
| 29
| 17
| -6
| null | null |
Paused due to data glitch
|
X009637
|
2025-11-23 09:35:18
|
IWM
|
Sell
| 79,523
| 202.81
| 16,128,059.63
| 1.1
| 0.11
|
Ultra
| 6
| 27
| 5.7
|
ARCA>IEX
|
Adaptive
| 5
|
LMT
| 2.7
| 111
| 13
| 0.55
|
Multi
| false
| null | null | 0
|
ARCA>IEX
|
LMT
| 32.3
| 72
| 4.7
| 123
| -14
| -33
| 39
|
PositionLimitNear
| null |
Toxic prints; widened spread
|
X009638
|
2025-11-07 14:59:04
|
CSCO
|
Sell
| 18,602
| 127.89
| 2,379,009.78
| 3.7
| 0.047
|
Medium
| 13.4
| 10
| -4.1
|
BATS>IEX>ARCA>NYSE>EDGX
|
TWAP
| 2
|
LMT
| 5.2
| 67
| 32
| 0.57
|
Slip>Thresh
| false
| null | null | 0
|
BATS>IEX>ARCA>NYSE>EDGX
|
LMT
| 93.8
| 90
| 15.2
| 89
| 29
| -2
| 12
| null | null |
Paused due to data glitch
|
X009639
|
2025-12-21 14:44:08
|
LQD
|
Buy
| 5,893
| 112.99
| 665,850.07
| 1.3
| 0.029
|
Ultra
| 12.5
| 20
| 17.1
|
NYSE>ARCA
|
Adaptive
| 1
|
LMT
| 3
| 62
| 12
| 0.76
|
ToxicitySpike
| false
| null | null | 0
|
NYSE>ARCA
|
LMT
| 37.9
| 85
| 2.4
| 95
| 30
| 13
| -21
| null | null |
Venue switch reduced impact
|
X009640
|
2025-11-09 13:23:07
|
BRK.B
|
Buy
| 32,630
| 44.09
| 1,438,656.7
| 3.1
| 0.148
|
Low
| 9.6
| 23
| -15.8
|
EDGX>NYSE>NASDAQ
|
Adaptive
| 2
|
LMT
| 3.6
| 73
| 17
| 0.79
|
LiqDrop
| true
|
LiquidityDrop
|
OrderTypeChange
| 20
|
EDGX>NYSE>NASDAQ
|
LMT>IOC
| 43.9
| 85
| 0
| 99
| 24
| 23
| 4
| null | null |
Toxic prints; widened spread
|
X009641
|
2025-10-31 09:35:29
|
TSLA
|
Buy
| 76,893
| 308.18
| 23,696,884.74
| 1.6
| 0.239
|
Medium
| 8.5
| 13
| -24.6
|
IEX>NASDAQ>BATS>ARCA>NYSE
|
IS
| 4
|
LMT
| 4.4
| 104
| 32
| 0.84
|
Multi
| false
| null | null | 0
|
IEX>NASDAQ>BATS>ARCA>NYSE
|
LMT
| 43.5
| 86
| 0.3
| 45
| -1
| 20
| -40
|
Watchlist
| null |
Stable book; normal liquidity
|
X009642
|
2025-11-28 11:50:03
|
V
|
Buy
| 33,191
| 361.76
| 12,007,176.16
| 3.4
| 0.432
|
Low
| 18
| 29
| -13
|
BATS>ARCA>NYSE
|
IS
| 5
|
LMT
| 10.3
| 81
| 30
| 0.54
|
Slip>Thresh
| false
| null | null | 0
|
BATS>ARCA>NYSE
|
LMT
| 90.9
| 74
| 4.4
| 84
| 33
| 24
| -23
|
Watchlist
| null |
Toxic prints; widened spread
|
X009643
|
2025-12-14 11:03:11
|
V
|
Buy
| 4,664
| 164.33
| 766,435.12
| 4.3
| 0.061
|
Low
| 34.1
| 24
| -32.4
|
ARCA>EDGX>NYSE>BATS
|
TWAP
| 3
|
MKT
| 14.8
| 62
| 30
| 0.42
|
Multi
| false
| null | null | 0
|
ARCA>EDGX>NYSE>BATS
|
MKT
| 61.8
| 89
| 0
| 10
| 1
| -16
| 34
| null | null |
Paused due to data glitch
|
X009644
|
2025-11-22 11:18:26
|
BAC
|
Buy
| 24,840
| 35.78
| 888,775.2
| 1.9
| 0.068
|
High
| 6.6
| 4
| 32.1
|
EDGX>IEX
|
TWAP
| 2
|
LMT
| 2.6
| 70
| 27
| 0.7
|
ToxicitySpike
| false
| null | null | 0
|
EDGX>IEX
|
LMT
| 74.9
| 100
| 0.8
| 34
| 27
| 6
| -24
|
Watchlist
| null |
Paused due to data glitch
|
X009645
|
2025-12-08 11:08:43
|
IEF
|
Sell
| 185,694
| 100.07
| 18,582,398.58
| 2.1
| 0.705
|
Low
| 5
| 22
| 21.6
|
BATS>IEX>NASDAQ>NYSE>ARCA
|
POV
| 2
|
LMT
| 2.7
| 138
| 13
| 0.84
|
ToxicitySpike
| false
| null | null | 0
|
BATS>IEX>NASDAQ>NYSE>ARCA
|
LMT
| 7.6
| 93
| 10.9
| 238
| 27
| -19
| -28
| null | null |
Paused due to data glitch
|
X009646
|
2025-12-14 11:59:05
|
LQD
|
Sell
| 40,641
| 113.57
| 4,615,598.37
| 1.5
| 0.2
|
High
| 5
| 20
| 33.7
|
IEX>NASDAQ>EDGX
|
IS
| 5
|
MKT
| 4.1
| 86
| 15
| 0.82
|
ToxicitySpike
| false
| null | null | 0
|
IEX>NASDAQ>EDGX
|
MKT
| 28.7
| 96
| 11.3
| 37
| 56
| 13
| 34
| null | null |
Stable book; normal liquidity
|
X009647
|
2025-12-11 15:41:11
|
XLB
|
Sell
| 35,134
| 36.38
| 1,278,174.92
| 2.2
| 0.09
|
High
| 6.7
| 14
| -7.4
|
NASDAQ>IEX>ARCA>BATS>NYSE
|
Adaptive
| 4
|
LMT
| 3.2
| 80
| 23
| 0.62
|
Slip>Thresh
| false
| null | null | 0
|
NASDAQ>IEX>ARCA>BATS>NYSE
|
LMT
| 46.8
| 97
| 8.4
| 109
| -16
| -18
| -17
| null | null |
High urgency from PM
|
X009648
|
2025-11-18 13:25:56
|
WMT
|
Sell
| 38,689
| 205.89
| 7,965,678.21
| 3.5
| 0.119
|
Low
| 17.9
| 36
| 4.5
|
NYSE>NASDAQ
|
TWAP
| 3
|
LMT
| 7.1
| 79
| 35
| 0.58
|
ToxicitySpike
| false
| null | null | 0
|
NYSE>NASDAQ
|
LMT
| 57
| 97
| 0
| 56
| 15
| -1
| -9
| null | null |
High urgency from PM
|
X009649
|
2025-12-15 13:47:44
|
BAC
|
Buy
| 108,797
| 140.97
| 15,337,113.09
| 1.7
| 0.297
|
Low
| 22.7
| 22
| -18
|
IEX>NYSE>EDGX>NASDAQ
|
VWAP
| 1
|
MKT
| 6.6
| 98
| 15
| 0.53
|
ToxicitySpike
| false
| null | null | 0
|
IEX>NYSE>EDGX>NASDAQ
|
MKT
| 73.7
| 86
| 16.1
| 61
| 45
| -25
| -18
|
PositionLimitNear
|
PriceBand
|
Toxic prints; widened spread
|
X009650
|
2025-11-26 10:09:20
|
XLE
|
Sell
| 17,970
| 201.05
| 3,612,868.5
| 3.6
| 0.064
|
Medium
| 16.5
| 8
| 16.2
|
NASDAQ>ARCA>IEX>BATS>EDGX
|
TWAP
| 3
|
MKT
| 8.2
| 68
| 22
| 0.49
|
Slip>Thresh
| false
| null | null | 0
|
NASDAQ>ARCA>IEX>BATS>EDGX
|
MKT
| 20.2
| 89
| 2.5
| 17
| 18
| 23
| 0
| null | null |
High urgency from PM
|
X009651
|
2025-10-31 09:57:17
|
BA
|
Buy
| 16,975
| 60.59
| 1,028,515.25
| 2.9
| 0.057
|
High
| 6.1
| 17
| 31
|
ARCA>IEX>NYSE>BATS>EDGX
|
IS
| 5
|
LMT
| 4.9
| 71
| 21
| 0.61
|
ToxicitySpike
| false
| null | null | 0
|
ARCA>IEX>NYSE>BATS>EDGX
|
LMT
| 60.4
| 95
| 2.5
| 10
| 59
| 28
| 37
| null | null |
Toxic prints; widened spread
|
X009652
|
2025-12-16 10:19:49
|
BA
|
Buy
| 28,697
| 265.08
| 7,607,000.76
| 1.6
| 0.096
|
Medium
| 14.3
| 4
| -20.2
|
ARCA>NYSE>NASDAQ
|
IS
| 5
|
LMT
| 7.2
| 78
| 29
| 0.66
|
LiqDrop
| false
| null | null | 0
|
ARCA>NYSE>NASDAQ
|
LMT
| 89
| 91
| 3.9
| 24
| -14
| -21
| -8
| null | null |
Stable book; normal liquidity
|
X009653
|
2025-12-06 14:00:43
|
JPM
|
Buy
| 1,335
| 330.38
| 441,057.3
| 4.3
| 0.033
|
Low
| 33.9
| 24
| -5
|
IEX>BATS
|
IS
| 5
|
LMT
| 17.3
| 60
| 15
| 0.79
|
ToxicitySpike
| false
| null | null | 0
|
IEX>BATS
|
LMT
| 52.6
| 90
| 50.4
| 10
| 20
| 26
| 3
| null | null |
Paused due to data glitch
|
X009654
|
2025-12-21 12:13:26
|
HYG
|
Buy
| 19,329
| 75.52
| 1,459,726.08
| 1.6
| 0.106
|
High
| 8.9
| 38
| 32.9
|
BATS>NYSE>IEX
|
VWAP
| 3
|
LMT
| 3.3
| 69
| 15
| 0.83
|
Multi
| false
| null | null | 0
|
BATS>NYSE>IEX
|
LMT
| 44.8
| 90
| 0
| 61
| 33
| -13
| -37
| null | null |
Toxic prints; widened spread
|
X009655
|
2025-12-20 10:58:48
|
XLU
|
Sell
| 29,706
| 91.13
| 2,707,107.78
| 2.3
| 0.095
|
Medium
| 9.1
| 29
| -12.9
|
NYSE>EDGX>IEX>ARCA
|
TWAP
| 2
|
LMT
| 3.5
| 72
| 17
| 0.43
|
LiqDrop
| false
| null | null | 0
|
NYSE>EDGX>IEX>ARCA
|
LMT
| 27.8
| 94
| 0.9
| 62
| 16
| -5
| 32
| null | null |
Venue switch reduced impact
|
X009656
|
2025-12-16 13:03:28
|
AMD
|
Sell
| 7,072
| 44.78
| 316,684.16
| 1.5
| 0.197
|
Low
| 25.3
| 22
| 13.6
|
IEX>ARCA>EDGX>NYSE
|
IS
| 4
|
LMT
| 10.5
| 64
| 16
| 0.57
|
LiqDrop
| false
| null | null | 0
|
IEX>ARCA>EDGX>NYSE
|
LMT
| 64.8
| 74
| 17.4
| 10
| 50
| -30
| -3
| null | null |
Paused due to data glitch
|
X009657
|
2025-11-03 10:46:36
|
KO
|
Sell
| 8,343
| 163.9
| 1,367,417.7
| 1.8
| 0.208
|
Low
| 19.7
| 36
| -12.2
|
NYSE>NASDAQ>EDGX
|
TWAP
| 3
|
IOC
| 7.8
| 64
| 26
| 0.81
|
Slip>Thresh
| false
| null | null | 0
|
NYSE>NASDAQ>EDGX
|
IOC
| 51.5
| 90
| 12.7
| 10
| 46
| 27
| 33
|
PositionLimitNear
| null |
Venue switch reduced impact
|
X009658
|
2025-12-25 10:48:20
|
XLY
|
Buy
| 17,435
| 264.74
| 4,615,741.9
| 1.6
| 0.073
|
Ultra
| 3
| 11
| -4.1
|
EDGX>IEX>NASDAQ>BATS
|
IS
| 5
|
IOC
| 3
| 71
| 19
| 0.69
|
ToxicitySpike
| false
| null | null | 0
|
EDGX>IEX>NASDAQ>BATS
|
IOC
| 62.3
| 98
| 0
| 40
| 40
| -26
| 25
| null | null |
Paused due to data glitch
|
X009659
|
2025-12-14 10:11:40
|
IEF
|
Buy
| 99,002
| 101.58
| 10,056,623.16
| 3.4
| 0.376
|
Low
| 20.7
| 10
| 17.5
|
EDGX>NASDAQ
|
IS
| 5
|
LMT
| 11.4
| 124
| 16
| 0.51
|
ToxicitySpike
| false
| null | null | 0
|
EDGX>NASDAQ
|
LMT
| 60.9
| 97
| 26.4
| 168
| 33
| -34
| -28
| null |
PriceBand
|
Toxic prints; widened spread
|
X009660
|
2025-10-27 11:26:35
|
KO
|
Sell
| 7,293
| 145.83
| 1,063,538.19
| 2.2
| 0.182
|
Low
| 39.4
| 16
| -31.4
|
NYSE>IEX
|
Adaptive
| 1
|
LMT
| 8.6
| 62
| 21
| 0.52
|
LiqDrop
| false
| null | null | 0
|
NYSE>IEX
|
LMT
| 21.2
| 92
| 2.8
| 90
| 59
| -5
| 6
| null | null |
Venue switch reduced impact
|
X009661
|
2025-11-02 14:18:24
|
BAC
|
Sell
| 44,185
| 106.33
| 4,698,191.05
| 1
| 0.12
|
Medium
| 15.2
| 3
| 5.2
|
NYSE>EDGX>BATS>ARCA
|
POV
| 4
|
LMT
| 5.8
| 85
| 33
| 0.62
|
LiqDrop
| false
| null | null | 0
|
NYSE>EDGX>BATS>ARCA
|
LMT
| 69
| 94
| 7.5
| 21
| -18
| -6
| 2
| null | null |
Toxic prints; widened spread
|
X009662
|
2025-11-27 10:54:06
|
HYG
|
Sell
| 20,366
| 73.4
| 1,494,864.4
| 1.7
| 0.112
|
Low
| 22.8
| 8
| 19.9
|
NYSE>NASDAQ>EDGX>IEX>BATS
|
IS
| 4
|
LMT
| 9.7
| 71
| 26
| 0.6
|
ToxicitySpike
| true
|
ToxicitySpike
|
Pause
| 11
|
NYSE>NASDAQ>EDGX>IEX>BATS
|
LMT>PO
| 95.3
| 85
| 0
| 11
| 36
| -16
| -4
| null | null |
Toxic prints; widened spread
|
X009663
|
2025-11-09 14:54:43
|
XLE
|
Sell
| 5,136
| 133.85
| 687,453.6
| 3.9
| 0.018
|
Ultra
| 9.3
| 37
| 3.9
|
IEX>NASDAQ
|
TWAP
| 2
|
LMT
| 4.3
| 62
| 31
| 0.5
|
ToxicitySpike
| false
| null | null | 0
|
IEX>NASDAQ
|
LMT
| 23.9
| 90
| 2.7
| 62
| 10
| 15
| -19
| null | null |
High urgency from PM
|
X009664
|
2025-11-21 11:12:08
|
TLT
|
Buy
| 25,287
| 92.97
| 2,350,932.39
| 2.8
| 0.092
|
Low
| 22.1
| 33
| 32.9
|
ARCA>EDGX
|
POV
| 5
|
MKT
| 12.5
| 76
| 35
| 0.65
|
ToxicitySpike
| false
| null | null | 0
|
ARCA>EDGX
|
MKT
| 5.5
| 96
| 16.2
| 72
| 43
| 9
| 40
|
PositionLimitNear
| null |
Toxic prints; widened spread
|
X009665
|
2025-10-27 14:56:51
|
XLK
|
Sell
| 48,604
| 236.39
| 11,489,499.56
| 1.8
| 0.136
|
Low
| 22.5
| 35
| -26.2
|
ARCA>NASDAQ>BATS
|
VWAP
| 3
|
PO
| 7.9
| 84
| 14
| 0.82
|
Slip>Thresh
| false
| null | null | 0
|
ARCA>NASDAQ>BATS
|
PO
| 18.4
| 86
| 0
| 65
| 36
| -15
| 37
| null | null |
Toxic prints; widened spread
|
X009666
|
2025-11-11 11:07:00
|
IEF
|
Sell
| 19,106
| 98.82
| 1,888,054.92
| 2.6
| 0.073
|
Low
| 23.2
| 6
| 1.3
|
ARCA>NASDAQ
|
IS
| 5
|
PO
| 12.8
| 72
| 19
| 0.43
|
ToxicitySpike
| false
| null | null | 0
|
ARCA>NASDAQ
|
PO
| 6.5
| 87
| 18.8
| 10
| -8
| -33
| 4
| null | null |
Stable book; normal liquidity
|
X009667
|
2025-11-26 12:59:52
|
AAPL
|
Sell
| 53,945
| 136.5
| 7,363,492.5
| 2.9
| 0.159
|
Low
| 12.7
| 30
| 27.1
|
NASDAQ>EDGX>BATS>ARCA
|
POV
| 4
|
PO
| 6.9
| 91
| 31
| 0.64
|
Multi
| false
| null | null | 0
|
NASDAQ>EDGX>BATS>ARCA
|
PO
| 96.8
| 96
| 3.9
| 134
| 21
| -33
| -9
| null | null |
Venue switch reduced impact
|
X009668
|
2025-11-13 11:07:01
|
PEP
|
Buy
| 264,851
| 48.45
| 12,832,030.95
| 3.5
| 0.836
|
Low
| 18
| 7
| -14.1
|
BATS>ARCA>IEX>NYSE
|
VWAP
| 1
|
LMT
| 5.4
| 152
| 28
| 0.42
|
ToxicitySpike
| false
| null | null | 0
|
BATS>ARCA>IEX>NYSE
|
LMT
| 48.1
| 88
| 24.9
| 246
| 59
| -28
| -37
| null | null |
Venue switch reduced impact
|
X009669
|
2025-12-04 09:35:58
|
LQD
|
Buy
| 9,714
| 116.73
| 1,133,915.22
| 1.4
| 0.048
|
High
| 23.4
| 24
| 6.5
|
EDGX>ARCA>NASDAQ>IEX>BATS
|
POV
| 5
|
LMT
| 9.7
| 66
| 25
| 0.49
|
Slip>Thresh
| false
| null | null | 0
|
EDGX>ARCA>NASDAQ>IEX>BATS
|
LMT
| 4.1
| 94
| 0
| 115
| -13
| -5
| 38
| null | null |
Venue switch reduced impact
|
X009670
|
2025-12-12 11:38:15
|
CVX
|
Buy
| 34,840
| 292.62
| 10,194,880.8
| 1.1
| 0.207
|
Medium
| 9
| 12
| 8.4
|
EDGX>IEX>ARCA>NASDAQ>NYSE
|
POV
| 4
|
LMT
| 3.8
| 80
| 22
| 0.46
|
Slip>Thresh
| false
| null | null | 0
|
EDGX>IEX>ARCA>NASDAQ>NYSE
|
LMT
| 16.6
| 95
| 9.3
| 92
| -5
| 22
| 4
| null | null |
Toxic prints; widened spread
|
X009671
|
2025-11-04 09:38:39
|
MSFT
|
Sell
| 14,631
| 286.65
| 4,193,976.15
| 2.4
| 0.078
|
Medium
| 14
| 6
| -30.8
|
NASDAQ>IEX>BATS
|
IS
| 4
|
MKT
| 8.4
| 68
| 20
| 0.76
|
Multi
| false
| null | null | 0
|
NASDAQ>IEX>BATS
|
MKT
| 44.8
| 93
| 0
| 61
| 58
| 27
| -34
| null | null |
Venue switch reduced impact
|
X009672
|
2025-11-27 14:57:51
|
NVDA
|
Buy
| 5,139
| 92.03
| 472,942.17
| 1.1
| 0.133
|
Low
| 40
| 16
| -9.8
|
NYSE>EDGX>IEX>NASDAQ>ARCA
|
VWAP
| 1
|
MKT
| 10.6
| 61
| 20
| 0.83
|
LiqDrop
| false
| null | null | 0
|
NYSE>EDGX>IEX>NASDAQ>ARCA
|
MKT
| 29.7
| 90
| 0.5
| 10
| 48
| -6
| 16
| null | null |
High urgency from PM
|
X009673
|
2025-12-25 13:46:30
|
KO
|
Buy
| 2,925
| 258.11
| 754,971.75
| 3.7
| 0.073
|
Low
| 37.7
| 8
| 12.2
|
NYSE>NASDAQ>IEX>BATS
|
TWAP
| 3
|
MKT
| 15.6
| 61
| 34
| 0.66
|
Slip>Thresh
| true
|
SlippageAboveThreshold
|
Pause
| 20
|
NYSE>NASDAQ>IEX>BATS
|
MKT>LMT
| 43.7
| 84
| 34.1
| 129
| -1
| 23
| 19
| null | null |
Stable book; normal liquidity
|
X009674
|
2025-11-09 13:20:50
|
XLF
|
Sell
| 12,540
| 321.39
| 4,030,230.6
| 2.2
| 0.034
|
Ultra
| 8.9
| 22
| -34.4
|
BATS>ARCA>NASDAQ>EDGX>IEX
|
POV
| 5
|
MKT
| 6
| 68
| 34
| 0.62
|
Multi
| false
| null | null | 0
|
BATS>ARCA>NASDAQ>EDGX>IEX
|
MKT
| 32.5
| 89
| 11
| 55
| -7
| -10
| 5
| null | null |
Venue switch reduced impact
|
X009675
|
2025-12-10 09:35:11
|
NVDA
|
Sell
| 7,247
| 198.28
| 1,436,935.16
| 1.7
| 0.188
|
Low
| 34.4
| 39
| -3.7
|
NYSE>EDGX>BATS>ARCA
|
TWAP
| 2
|
IOC
| 11
| 63
| 34
| 0.73
|
Multi
| false
| null | null | 0
|
NYSE>EDGX>BATS>ARCA
|
IOC
| 50.4
| 85
| 28.2
| 99
| 25
| -27
| 21
|
NoShort
| null |
Toxic prints; widened spread
|
X009676
|
2025-11-21 13:12:11
|
XLV
|
Sell
| 50,329
| 74.58
| 3,753,536.82
| 1.4
| 0.141
|
Medium
| 10.9
| 13
| -2.9
|
IEX>NASDAQ>NYSE
|
TWAP
| 1
|
MKT
| 3.6
| 77
| 17
| 0.72
|
Multi
| false
| null | null | 0
|
IEX>NASDAQ>NYSE
|
MKT
| 79.2
| 88
| 16.5
| 88
| -5
| 11
| -27
| null | null |
Stable book; normal liquidity
|
X009677
|
2025-11-29 14:52:23
|
AMZN
|
Sell
| 2,653
| 94.2
| 249,912.6
| 2.5
| 0.122
|
Low
| 21.6
| 23
| -31.1
|
NYSE>IEX>EDGX
|
TWAP
| 3
|
IOC
| 8.8
| 61
| 12
| 0.53
|
Multi
| false
| null | null | 0
|
NYSE>IEX>EDGX
|
IOC
| 5.3
| 87
| 0.2
| 22
| -18
| 25
| -7
| null | null |
High urgency from PM
|
X009678
|
2025-11-12 12:52:43
|
NFLX
|
Sell
| 4,963
| 120.08
| 595,957.04
| 5
| 0.047
|
Low
| 22.9
| 5
| -19.4
|
ARCA>NYSE
|
VWAP
| 1
|
LMT
| 6.8
| 61
| 34
| 0.53
|
Slip>Thresh
| false
| null | null | 0
|
ARCA>NYSE
|
LMT
| 83.3
| 93
| 16.6
| 10
| -8
| -25
| 22
| null | null |
Toxic prints; widened spread
|
X009679
|
2025-12-07 10:35:04
|
AAPL
|
Sell
| 27,588
| 278.56
| 7,684,913.28
| 2.8
| 0.081
|
Low
| 23.6
| 5
| -12
|
BATS>NASDAQ>IEX
|
IS
| 5
|
MKT
| 14.4
| 77
| 20
| 0.57
|
LiqDrop
| false
| null | null | 0
|
BATS>NASDAQ>IEX
|
MKT
| 64.4
| 90
| 50.3
| 94
| 48
| -18
| 12
| null | null |
Venue switch reduced impact
|
X009680
|
2025-10-31 15:13:35
|
META
|
Sell
| 20,969
| 320.04
| 6,710,918.76
| 1.4
| 0.058
|
Medium
| 20.9
| 12
| 30.5
|
EDGX>NYSE
|
TWAP
| 1
|
LMT
| 5.2
| 67
| 12
| 0.8
|
Multi
| true
|
MultiTrigger
|
OrderTypeChange
| 12
|
EDGX>NYSE
|
LMT>MKT
| 91.4
| 97
| 16
| 9
| 29
| 14
| 0
| null | null |
High urgency from PM
|
X009681
|
2025-12-04 12:30:21
|
TLT
|
Buy
| 20,488
| 99.23
| 2,033,024.24
| 2.2
| 0.075
|
Medium
| 18.4
| 25
| 1.1
|
BATS>ARCA
|
POV
| 4
|
MKT
| 9.3
| 71
| 17
| 0.68
|
LiqDrop
| false
| null | null | 0
|
BATS>ARCA
|
MKT
| 44.4
| 91
| 0
| 62
| 8
| -31
| -29
|
Watchlist
| null |
Venue switch reduced impact
|
X009682
|
2025-11-12 14:29:28
|
KO
|
Buy
| 1,857
| 125.66
| 233,350.62
| 2.2
| 0.046
|
Medium
| 35.4
| 22
| -32.3
|
NASDAQ>ARCA
|
TWAP
| 1
|
LMT
| 8.6
| 60
| 14
| 0.79
|
ToxicitySpike
| true
|
ToxicitySpike
|
VenueSwitch
| 13
|
NASDAQ>ARCA
|
LMT>MKT
| 93.8
| 89
| 7.7
| 75
| 43
| -14
| -8
| null | null |
Paused due to data glitch
|
X009683
|
2025-11-29 10:29:19
|
XOM
|
Sell
| 40,224
| 173.79
| 6,990,528.96
| 2.5
| 0.368
|
Low
| 21.2
| 20
| 25.5
|
IEX>EDGX>BATS
|
TWAP
| 2
|
MKT
| 8.1
| 77
| 15
| 0.5
|
Multi
| false
| null | null | 0
|
IEX>EDGX>BATS
|
MKT
| 1
| 96
| 18.3
| 10
| 6
| 1
| -6
| null | null |
Toxic prints; widened spread
|
X009684
|
2025-12-16 13:54:30
|
WMT
|
Sell
| 26,322
| 187.16
| 4,926,425.52
| 4.4
| 0.081
|
Medium
| 8.7
| 39
| -13.8
|
NYSE>IEX
|
Adaptive
| 2
|
IOC
| 4.6
| 71
| 18
| 0.81
|
LiqDrop
| true
|
LiquidityDrop
|
Pause
| 22
|
NYSE>IEX
|
IOC>LMT
| 97.1
| 86
| 3.2
| 158
| 37
| -29
| -15
| null | null |
Toxic prints; widened spread
|
X009685
|
2025-11-04 14:17:59
|
IEF
|
Sell
| 144,470
| 96.49
| 13,939,910.3
| 2.3
| 0.548
|
Low
| 20.1
| 25
| 1.8
|
IEX>ARCA>EDGX>NYSE
|
POV
| 1
|
MKT
| 7
| 110
| 15
| 0.43
|
Slip>Thresh
| false
| null | null | 0
|
IEX>ARCA>EDGX>NYSE
|
MKT
| 9.3
| 96
| 3.2
| 129
| 45
| -30
| 27
| null | null |
Stable book; normal liquidity
|
X009686
|
2025-12-17 12:35:19
|
XLB
|
Sell
| 32,579
| 251.39
| 8,190,034.81
| 2.7
| 0.083
|
Low
| 18.5
| 18
| -4.2
|
EDGX>NASDAQ>ARCA>BATS
|
IS
| 4
|
MKT
| 10.7
| 78
| 17
| 0.51
|
ToxicitySpike
| false
| null | null | 0
|
EDGX>NASDAQ>ARCA>BATS
|
MKT
| 14.3
| 86
| 36.6
| 68
| 51
| -10
| 5
| null | null |
High urgency from PM
|
X009687
|
2025-12-09 09:35:33
|
BA
|
Buy
| 90,143
| 279.72
| 25,214,799.96
| 2.2
| 0.3
|
Low
| 21.5
| 35
| 16.6
|
NYSE>NASDAQ
|
POV
| 5
|
MKT
| 11.8
| 118
| 21
| 0.72
|
Slip>Thresh
| true
|
SlippageAboveThreshold
|
AlgoSwitch
| 15
|
NYSE>NASDAQ
|
MKT>PO
| 36.2
| 97
| 27.4
| 111
| 44
| -34
| 39
| null | null |
Stable book; normal liquidity
|
X009688
|
2025-12-05 14:01:30
|
XLP
|
Sell
| 21,136
| 185.93
| 3,929,816.48
| 2.6
| 0.073
|
High
| 5
| 3
| 6.5
|
BATS>ARCA
|
Adaptive
| 1
|
LMT
| 2
| 67
| 20
| 0.53
|
Multi
| false
| null | null | 0
|
BATS>ARCA
|
LMT
| 79.2
| 89
| 0
| 41
| -3
| -1
| -1
| null | null |
Venue switch reduced impact
|
X009689
|
2025-11-23 11:56:23
|
XOM
|
Sell
| 11,484
| 251.17
| 2,884,436.28
| 3.3
| 0.105
|
Low
| 19.4
| 7
| 27.6
|
IEX>ARCA>NASDAQ>NYSE
|
VWAP
| 1
|
MKT
| 6.5
| 64
| 34
| 0.51
|
ToxicitySpike
| false
| null | null | 0
|
IEX>ARCA>NASDAQ>NYSE
|
MKT
| 54.6
| 98
| 5.6
| 100
| 25
| -33
| 40
| null | null |
Paused due to data glitch
|
X009690
|
2025-12-04 10:52:04
|
AAPL
|
Sell
| 20,874
| 209.91
| 4,381,661.34
| 2.1
| 0.061
|
Medium
| 15.6
| 4
| -4.5
|
NYSE>ARCA
|
Adaptive
| 4
|
LMT
| 5.7
| 72
| 29
| 0.43
|
ToxicitySpike
| false
| null | null | 0
|
NYSE>ARCA
|
LMT
| 68.8
| 85
| 0
| 113
| -9
| 7
| 11
|
PositionLimitNear
| null |
Paused due to data glitch
|
X009691
|
2025-12-16 09:51:54
|
LQD
|
Buy
| 33,892
| 116.47
| 3,947,401.24
| 0.8
| 0.167
|
Ultra
| 3.8
| 33
| 25
|
EDGX>NASDAQ>IEX>ARCA>BATS
|
POV
| 4
|
MKT
| 2.3
| 79
| 14
| 0.5
|
LiqDrop
| false
| null | null | 0
|
EDGX>NASDAQ>IEX>ARCA>BATS
|
MKT
| 37
| 98
| 0
| 90
| -8
| 19
| -23
| null |
VenueReject
|
Paused due to data glitch
|
X009692
|
2025-12-06 11:58:23
|
TSLA
|
Sell
| 82,615
| 131.36
| 10,852,306.4
| 1.8
| 0.257
|
Medium
| 8.4
| 6
| 20.2
|
ARCA>NASDAQ>NYSE>IEX
|
Adaptive
| 3
|
MKT
| 3.8
| 101
| 34
| 0.49
|
Multi
| false
| null | null | 0
|
ARCA>NASDAQ>NYSE>IEX
|
MKT
| 82.8
| 93
| 13.1
| 130
| 34
| 20
| 36
| null | null |
High urgency from PM
|
X009693
|
2025-10-27 15:43:07
|
KO
|
Buy
| 4,166
| 125.79
| 524,041.14
| 1.7
| 0.104
|
Low
| 37.3
| 6
| -32.7
|
NYSE>BATS
|
IS
| 4
|
LMT
| 15
| 62
| 12
| 0.67
|
LiqDrop
| true
|
LiquidityDrop
|
OrderTypeChange
| 21
|
NYSE>BATS
|
LMT>IOC
| 46.4
| 91
| 25.1
| 87
| -8
| -22
| 37
| null | null |
Stable book; normal liquidity
|
X009694
|
2025-11-03 13:34:18
|
META
|
Sell
| 31,541
| 81.63
| 2,574,691.83
| 0.8
| 0.088
|
Ultra
| 3.4
| 13
| -20.5
|
IEX>BATS>EDGX
|
TWAP
| 2
|
LMT
| 1.3
| 73
| 16
| 0.48
|
LiqDrop
| false
| null | null | 0
|
IEX>BATS>EDGX
|
LMT
| 39.2
| 94
| 0
| 69
| 1
| -10
| 14
|
PositionLimitNear
| null |
Venue switch reduced impact
|
X009695
|
2025-10-27 11:28:16
|
XLB
|
Buy
| 44,891
| 250.58
| 11,248,786.78
| 1.7
| 0.114
|
Medium
| 16.2
| 11
| 22.5
|
BATS>ARCA>EDGX
|
TWAP
| 1
|
LMT
| 4.3
| 75
| 34
| 0.68
|
Slip>Thresh
| false
| null | null | 0
|
BATS>ARCA>EDGX
|
LMT
| 95.2
| 94
| 7.8
| 63
| -12
| -18
| -19
| null | null |
Venue switch reduced impact
|
X009696
|
2025-11-21 15:55:18
|
AMZN
|
Buy
| 3,233
| 310.11
| 1,002,585.63
| 2.3
| 0.149
|
Medium
| 7.3
| 14
| 2.9
|
NYSE>NASDAQ>ARCA>BATS
|
TWAP
| 3
|
MKT
| 4.2
| 61
| 21
| 0.55
|
Slip>Thresh
| false
| null | null | 0
|
NYSE>NASDAQ>ARCA>BATS
|
MKT
| 77.6
| 94
| 6.6
| 81
| 42
| -30
| 18
| null | null |
Stable book; normal liquidity
|
X009697
|
2025-11-11 11:43:19
|
CSCO
|
Buy
| 12,864
| 263.07
| 3,384,132.48
| 3.9
| 0.032
|
Medium
| 22.9
| 17
| 33.7
|
IEX>ARCA>NYSE>NASDAQ>EDGX
|
Adaptive
| 1
|
IOC
| 6.9
| 64
| 16
| 0.48
|
LiqDrop
| false
| null | null | 0
|
IEX>ARCA>NYSE>NASDAQ>EDGX
|
IOC
| 60
| 87
| 24.3
| 92
| 6
| -37
| -18
| null | null |
Stable book; normal liquidity
|
X009698
|
2025-12-09 12:05:46
|
XLV
|
Sell
| 17,158
| 173.8
| 2,982,060.4
| 1.4
| 0.048
|
Ultra
| 10
| 3
| 17.8
|
ARCA>EDGX>NASDAQ
|
IS
| 4
|
LMT
| 4.7
| 69
| 29
| 0.43
|
Multi
| false
| null | null | 0
|
ARCA>EDGX>NASDAQ
|
LMT
| 28.5
| 89
| 3.4
| 46
| -2
| 9
| -3
| null | null |
Stable book; normal liquidity
|
X009699
|
2025-12-24 13:08:18
|
JPM
|
Sell
| 11,758
| 351.4
| 4,131,761.2
| 4.9
| 0.291
|
Low
| 12.3
| 29
| 3.1
|
NASDAQ>NYSE>ARCA>EDGX
|
TWAP
| 2
|
MKT
| 6.8
| 64
| 22
| 0.49
|
LiqDrop
| false
| null | null | 0
|
NASDAQ>NYSE>ARCA>EDGX
|
MKT
| 13.4
| 94
| 0
| 44
| 16
| 13
| -19
| null |
VenueReject
|
Stable book; normal liquidity
|
X009700
|
2025-11-15 09:35:43
|
BRK.B
|
Sell
| 4,960
| 206.95
| 1,026,472
| 3
| 0.023
|
High
| 23
| 36
| -9.6
|
NYSE>ARCA
|
POV
| 5
|
LMT
| 10.8
| 63
| 32
| 0.45
|
ToxicitySpike
| false
| null | null | 0
|
NYSE>ARCA
|
LMT
| 37.9
| 89
| 14.4
| 32
| 17
| -14
| 3
|
PositionLimitNear
| null |
Venue switch reduced impact
|
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