SIM:ZNH6 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:ZNH6

Algo CQG Symbol

TYA

Date - Time

12/19/2025 - 01:44

Buy / Sell

Sell

Quantity

500

Arrival Price

112.6328

Market VWAP

112.6248

Destination Price

112.6172

Slippage

-0.0139

Algo Diagnostics

{ "customState": { "destination_price": { "asDouble": 112.6171875 }, "slippage_twap": { "asDouble": -0.007498392139055454 }, "slippage_passive_money": { "asDouble": -21.74999999999727 }, "avg_total": { "asDouble": 112.618875 }, "slippage_passive_ticks": { "asDouble": -1.3919999999998254 }, "algo_status": { "asInt32": 4 }, "slippage_sweep": { "asDouble": -0.0061249999999972715 }, "interval_twap": { "asDouble": 112.62637339213906 }, "interval_vwap": { "asDouble": 112.62479721414186 }, "slippage": { "asDouble": -0.013937499999997272 }, "total_sent": { "asInt32": 500 }, "slippage_twap_ticks": { "asDouble": -0.47989709689954907 }, "n_kids": { "asInt32": 74 }, "slippage_vwap_money": { "asDouble": -5.922214141861559 }, "slippage_vwap_ticks": { "asDouble": -0.3790217050791398 }, "slippage_aggressive": { "asDouble": -0.0061249999999972715 }, "sweep_to_fill": { "asDouble": 112.625 }, "arrival_price": { "asDouble": 112.6328125 }, "slippage_sweep_money": { "asDouble": -6.1249999999972715 }, "slippage_mid_ticks": { "asDouble": -0.8919999999998254 }, "slippage_mid": { "asDouble": -0.013937499999997272 }, "slippage_sweep_ticks": { "asDouble": -0.3919999999998254 }, "total_dollar": { "asDouble": 56309.4375 }, "interval_market_size": { "asDouble": 4469 }, "aggressive_pct": { "asDouble": 47.2972972972973 }, "total_filled": { "asInt32": 500 }, "slippage_vwap": { "asDouble": -0.005922214141861559 }, "slippage_passive": { "asDouble": -0.02174999999999727 }, "slippage_mid_money": { "asDouble": -13.937499999997272 }, "slippage_twap_money": { "asDouble": -7.498392139055454 }, "slippage_aggressive_money": { "asDouble": -6.1249999999972715 }, "slippage_aggressive_ticks": { "asDouble": -0.3919999999998254 }, "participation_rate": { "asDouble": 0.11188185276348177 }, "percentage_passive": { "asDouble": 0 } } }

Fills Array

Source URL

Static

Computed diagnostics AP

algo_status: 4<br />arrival_price: 112.6328125<br />avg_total: 112.618875<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: 112.6171875<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: 74<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: -0.013937499999997<br />slippage_sweep: -0.0061249999999973<br />sweep_residual: <br />sweep_to_fill: 112.625<br />total_dollar: 56309.4375<br />total_drift: <br />total_filled: 500<br />total_sent: 500<br />total_vol: <br />worst_opt_t_minutes:

Computed diagnostics VWAP

aggressive_pct: 47.297297297297<br />algo_status: 4<br />arrival_price: 112.6328125<br />avg_total: 112.618875<br />destination_price: 112.6171875<br />market_vwap (interval_vwap): 112.62479721414<br />n_kids: 74<br />slippage: -0.013937499999997<br />slippage_vwap: -0.0059222141418616<br />slippage_vwap_pct: <br />total_dollar: 56309.4375<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>2025-12-19T01:41:41.329</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>15</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:41:24.731</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>14</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:40:39.822</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>2</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:39:40.607</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>9</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:39:12.266</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>10</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:36:26.915</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>2</td>
<td>112.625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:36:26.915</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>3</td>
<td>112.625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:36:26.915</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>2</td>
<td>112.625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:36:26.915</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>2</td>
<td>112.625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:36:26.915</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>1</td>
<td>112.625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:36:26.915</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>1</td>
<td>112.625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:34:42.433</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>12</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:42:54.561</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>12</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:42:09.8</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>21</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:41:09.773</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>10</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:40:57.152</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>2</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:40:28.313</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>3</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:40:20.226</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>5</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:39:37.729</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>10</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:38:09.76</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>13</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:37:57.147</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>13</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:37:26.53</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>3</td>
<td>112.625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:37:26.529</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>3</td>
<td>112.625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:37:26.529</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>2</td>
<td>112.625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:37:26.529</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>2</td>
<td>112.625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:37:26.529</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>1</td>
<td>112.625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:37:26.529</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>1</td>
<td>112.625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:37:26.523</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>13</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:37:10.017</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>12</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:36:55.103</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>11</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:35:56.147</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>22</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:35:26.219</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>21</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:34:55.866</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>12</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:34:25.075</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>11</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:42:24.474</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>25</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:35:09.53</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>18</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:33:55.004</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>3</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:33:55.004</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>2</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:33:55.004</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>2</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:33:55.004</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>1</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:33:55.004</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>1</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:33:40.263</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>6</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:33:40.222</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>5</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:42:56.558</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>25</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:42:40.036</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>25</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:41:54.223</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>6</td>
<td>112.609375</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:41:54.223</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>4</td>
<td>112.609375</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:41:54.223</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>4</td>
<td>112.609375</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:39:56.519</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>9</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:38:55.143</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>12</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:38:41.543</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>12</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:38:34.043</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>12</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:36:24.993</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>10</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:36:11.046</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>15</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:35:40.528</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>22</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:33:26.09</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>5</td>
<td>112.625</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>2025-12-19T01:41:41.329</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>15</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:41:24.731</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>14</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:40:39.822</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>2</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:39:40.607</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>9</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:39:12.266</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>10</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:36:26.915</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>2</td>
<td>112.625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:36:26.915</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>3</td>
<td>112.625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:36:26.915</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>2</td>
<td>112.625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:36:26.915</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>2</td>
<td>112.625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:36:26.915</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>1</td>
<td>112.625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:36:26.915</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>1</td>
<td>112.625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:34:42.433</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>12</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:42:54.561</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>12</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:42:09.8</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>21</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:41:09.773</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>10</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:40:57.152</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>2</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:40:28.313</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>3</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:40:20.226</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>5</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:39:37.729</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>10</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:38:09.76</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>13</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:37:57.147</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>13</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:37:26.53</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>3</td>
<td>112.625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:37:26.529</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>3</td>
<td>112.625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:37:26.529</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>2</td>
<td>112.625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:37:26.529</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>2</td>
<td>112.625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:37:26.529</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>1</td>
<td>112.625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:37:26.529</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>1</td>
<td>112.625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:37:26.523</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>13</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:37:10.017</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>12</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:36:55.103</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>11</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:35:56.147</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>22</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:35:26.219</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>21</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:34:55.866</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>12</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:34:25.075</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>11</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:42:24.474</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>25</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:35:09.53</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>18</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:33:55.004</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>3</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:33:55.004</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>2</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:33:55.004</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>2</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:33:55.004</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>1</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:33:55.004</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>1</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:33:40.263</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>6</td>
<td>112.640625</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:33:40.222</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>5</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:42:56.558</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>25</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:42:40.036</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>25</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:41:54.223</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>6</td>
<td>112.609375</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:41:54.223</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>4</td>
<td>112.609375</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:41:54.223</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>4</td>
<td>112.609375</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:39:56.519</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>9</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:38:55.143</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>12</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:38:41.543</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>12</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:38:34.043</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>12</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:36:24.993</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>10</td>
<td>112.609375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:36:11.046</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>15</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:35:40.528</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>22</td>
<td>112.625</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:33:26.09</td>
<td>SIM:ZNH6</td>
<td>Sell</td>
<td>5</td>
<td>112.625</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Average Total

112.62

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