SIM:ZNH6 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:ZNH6

Algo CQG Symbol

TYA

Date - Time

12/19/2025 - 01:33

Buy / Sell

Buy

Quantity

500

Arrival Price

112.6328

Market VWAP

112.6413

Destination Price

112.6484

Slippage

-0.0156

Algo Diagnostics

{ "customState": { "slippage_twap": { "asDouble": -0.0054840618481364345 }, "avg_total": { "asDouble": 112.648375 }, "slippage_mid_ticks": { "asDouble": -0.9960000000000946 }, "slippage_sweep": { "asDouble": -0.007750000000001478 }, "algo_status": { "asInt32": 4 }, "slippage_twap_money": { "asDouble": -5.4840618481364345 }, "slippage_passive_ticks": { "asDouble": -1.4960000000000946 }, "sweep_to_fill": { "asDouble": 112.640625 }, "slippage_sweep_ticks": { "asDouble": -0.4960000000000946 }, "slippage_vwap": { "asDouble": -0.007079954954960499 }, "slippage_twap_ticks": { "asDouble": -0.3509799582807318 }, "interval_twap": { "asDouble": 112.64289093815187 }, "percentage_passive": { "asDouble": 0 }, "slippage": { "asDouble": -0.015562500000001478 }, "destination_price": { "asDouble": 112.6484375 }, "slippage_aggressive": { "asDouble": -0.007750000000001478 }, "aggressive_pct": { "asDouble": 40 }, "slippage_vwap_ticks": { "asDouble": -0.45311711711747193 }, "total_filled": { "asInt32": 500 }, "slippage_mid": { "asDouble": -0.015562500000001478 }, "interval_vwap": { "asDouble": 112.64129504504504 }, "total_dollar": { "asDouble": 56324.1875 }, "slippage_passive": { "asDouble": -0.023375000000001478 }, "participation_rate": { "asDouble": 0.09009009009009009 }, "arrival_price": { "asDouble": 112.6328125 }, "slippage_sweep_money": { "asDouble": -7.750000000001478 }, "total_sent": { "asInt32": 500 }, "slippage_aggressive_money": { "asDouble": -7.750000000001478 }, "n_kids": { "asInt32": 65 }, "slippage_mid_money": { "asDouble": -15.562500000001478 }, "slippage_aggressive_ticks": { "asDouble": -0.4960000000000946 }, "interval_market_size": { "asDouble": 5550 }, "slippage_passive_money": { "asDouble": -23.375000000001478 }, "slippage_vwap_money": { "asDouble": -7.079954954960499 } } }

Fills Array

Source URL

Static

Computed diagnostics AP

algo_status: 4<br />arrival_price: 112.6328125<br />avg_total: 112.648375<br />curr_cost_per_share: <br />curr_half_min_move: <br />curr_liq_cost: <br />curr_opt_t_minutes: <br />daily_vol_normal: <br />destination_price: 112.6484375<br />drift: <br />economic_model: <br />has_mbo: <br />impact_model: <br />init_cost_per_share: <br />init_drift: <br />init_half_min_move: <br />init_liq_cost: <br />init_min_duration: <br />init_opt_t_minutes: <br />init_vol_normal: <br />last_aggressive_qty: <br />last_tactical_qty: <br />level_tactical_limit: <br />mbo_max: <br />mbo_min: <br />model_size: <br />n_kids: 65<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: -0.015562500000001<br />slippage_sweep: -0.0077500000000015<br />sweep_residual: <br />sweep_to_fill: 112.640625<br />total_dollar: 56324.1875<br />total_drift: <br />total_filled: 500<br />total_sent: 500<br />total_vol: <br />worst_opt_t_minutes:

Computed diagnostics VWAP

aggressive_pct: 40<br />algo_status: 4<br />arrival_price: 112.6328125<br />avg_total: 112.648375<br />destination_price: 112.6484375<br />market_vwap (interval_vwap): 112.64129504505<br />n_kids: 65<br />slippage: -0.015562500000001<br />slippage_vwap: -0.0070799549549605<br />slippage_vwap_pct: <br />total_dollar: 56324.1875<br />total_filled: 500<br />total_sent: 500

Computed Fills Array AP

<table class="table table-responsive table-condensed table-algo-analytics"><thead><tr><th class="active">Timestamp</th><th class="active">Security</th><th class="active">Side</th><th class="active">LastShares</th><th class="active">LastPrice</th><th class="active">Aggressor</th></tr></thead><tbody><tr>
<td>2025-12-19T01:31:38.13</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>9</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:31:46.345</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>10</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:29:09.612</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>5</td>
<td>112.640625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:29:53.539</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>5</td>
<td>112.65625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:27:44.511</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>5</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:27:38.858</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>5</td>
<td>112.65625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:31:01.388</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>22</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:30:53.492</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>38</td>
<td>112.65625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:30:39.265</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>38</td>
<td>112.65625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:30:23.783</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>38</td>
<td>112.65625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:30:09.286</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>22</td>
<td>112.65625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:29:39.308</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>5</td>
<td>112.640625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:29:26.187</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>4</td>
<td>112.640625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:28:09.59</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>5</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:26:39.762</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>20</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:23:55.498</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>9</td>
<td>112.640625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:31:53.459</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>26</td>
<td>112.65625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:31:24.145</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>10</td>
<td>112.65625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:28:54.342</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>5</td>
<td>112.640625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:28:26.369</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>5</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:27:59.822</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>1</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:27:59.821</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>1</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:27:59.821</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>1</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:27:59.821</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>1</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:27:59.821</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>1</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:27:11.496</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>5</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:27:11.495</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>12</td>
<td>112.65625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:26:23.38</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>20</td>
<td>112.640625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:26:23.371</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>4</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:26:23.371</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>6</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:26:23.371</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>5</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:26:23.371</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>5</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:26:00.33</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>2</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:26:00.33</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>3</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:26:00.33</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>3</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:26:00.33</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>2</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:26:00.33</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>2</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:26:00.33</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>1</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:26:00.33</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>1</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:25:40.387</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>7</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:25:24.366</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>6</td>
<td>112.65625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:25:10.093</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>12</td>
<td>112.65625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:24:08.557</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>13</td>
<td>112.640625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:23:41.195</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>9</td>
<td>112.640625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:23:24.117</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>9</td>
<td>112.640625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:23:10.224</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>7</td>
<td>112.640625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:22:53.424</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>5</td>
<td>112.640625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:25:26.068</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>3</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:25:26.068</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>4</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:24:56.398</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>18</td>
<td>112.65625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:24:38.638</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>18</td>
<td>112.65625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:24:16.85</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>4</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:24:16.85</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>7</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:24:16.85</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>7</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:22:40.223</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>5</td>
<td>112.640625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:22:23.362</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>4</td>
<td>112.640625</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Fills Array VWAP

<table class="table table-responsive table-condensed table-algo-analytics"><thead><tr><th class="active">Timestamp</th><th class="active">Security</th><th class="active">Side</th><th class="active">LastShares</th><th class="active">LastPrice</th><th class="active">Aggressor</th></tr></thead><tbody><tr>
<td>2025-12-19T01:31:38.13</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>9</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:31:46.345</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>10</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:29:09.612</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>5</td>
<td>112.640625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:29:53.539</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>5</td>
<td>112.65625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:27:44.511</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>5</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:27:38.858</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>5</td>
<td>112.65625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:31:01.388</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>22</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:30:53.492</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>38</td>
<td>112.65625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:30:39.265</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>38</td>
<td>112.65625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:30:23.783</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>38</td>
<td>112.65625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:30:09.286</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>22</td>
<td>112.65625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:29:39.308</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>5</td>
<td>112.640625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:29:26.187</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>4</td>
<td>112.640625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:28:09.59</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>5</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:26:39.762</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>20</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:23:55.498</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>9</td>
<td>112.640625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:31:53.459</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>26</td>
<td>112.65625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:31:24.145</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>10</td>
<td>112.65625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:28:54.342</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>5</td>
<td>112.640625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:28:26.369</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>5</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:27:59.822</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>1</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:27:59.821</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>1</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:27:59.821</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>1</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:27:59.821</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>1</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:27:59.821</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>1</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:27:11.496</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>5</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:27:11.495</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>12</td>
<td>112.65625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:26:23.38</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>20</td>
<td>112.640625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:26:23.371</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>4</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:26:23.371</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>6</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:26:23.371</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>5</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:26:23.371</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>5</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:26:00.33</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>2</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:26:00.33</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>3</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:26:00.33</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>3</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:26:00.33</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>2</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:26:00.33</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>2</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:26:00.33</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>1</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:26:00.33</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>1</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:25:40.387</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>7</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:25:24.366</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>6</td>
<td>112.65625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:25:10.093</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>12</td>
<td>112.65625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:24:08.557</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>13</td>
<td>112.640625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:23:41.195</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>9</td>
<td>112.640625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:23:24.117</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>9</td>
<td>112.640625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:23:10.224</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>7</td>
<td>112.640625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:22:53.424</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>5</td>
<td>112.640625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:25:26.068</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>3</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:25:26.068</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>4</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:24:56.398</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>18</td>
<td>112.65625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:24:38.638</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>18</td>
<td>112.65625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:24:16.85</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>4</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:24:16.85</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>7</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:24:16.85</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>7</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:22:40.223</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>5</td>
<td>112.640625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:22:23.362</td>
<td>SIM:ZNH6</td>
<td>Buy</td>
<td>4</td>
<td>112.640625</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Average Total

112.65

Computed VWAP Slippage

-0.01

Computed Total Filled

500.00

Algo Model

Static

Computed Liquidity Cost

0.00

Computed Drift

0.00

Version

0.20.8

Computed Seconds Spent

0.00

Computed Volatility

0.00