SIM:ZCH6 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:ZCH6

Algo CQG Symbol

ZCE

Date - Time

12/19/2025 - 01:55

Buy / Sell

Buy

Quantity

500

Arrival Price

443.8750

Market VWAP

443.7558

Destination Price

443.6250

Slippage

0.1140

Algo Diagnostics

{ "customState": { "slippage_aggressive_money": { "asDouble": 11.949999999998795 }, "interval_twap": { "asDouble": 443.73648105179285 }, "slippage_vwap_money": { "asDouble": -0.2615384615410221 }, "slippage_twap_ticks": { "asDouble": -0.09807579282869483 }, "n_kids": { "asInt32": 75 }, "aggressive_pct": { "asDouble": 50 }, "slippage_sweep": { "asDouble": 0.5024999999999977 }, "total_filled": { "asInt32": 500 }, "slippage_vwap_ticks": { "asDouble": -0.02092307692328177 }, "slippage_twap_money": { "asDouble": -1.2259474103586854 }, "avg_total": { "asDouble": 443.761 }, "slippage_sweep_money": { "asDouble": 25.124999999999886 }, "slippage_mid": { "asDouble": 0.1139999999999759 }, "interval_vwap": { "asDouble": 443.7557692307692 }, "sweep_to_fill": { "asDouble": 444.2635 }, "slippage_mid_ticks": { "asDouble": 0.4559999999999036 }, "slippage_passive_money": { "asDouble": -0.5500000000012051 }, "arrival_price": { "asDouble": 443.875 }, "slippage_vwap": { "asDouble": -0.005230769230820442 }, "participation_rate": { "asDouble": 1.2820512820512822 }, "total_dollar": { "asDouble": 221880.5 }, "slippage_mid_money": { "asDouble": 5.699999999998795 }, "algo_status": { "asInt32": 4 }, "destination_price": { "asDouble": 443.625 }, "interval_market_size": { "asDouble": 390 }, "slippage_passive_ticks": { "asDouble": -0.044000000000096406 }, "total_sent": { "asInt32": 500 }, "slippage_aggressive_ticks": { "asDouble": 0.9559999999999036 }, "percentage_passive": { "asDouble": 0 }, "slippage_passive": { "asDouble": -0.011000000000024102 }, "slippage_twap": { "asDouble": -0.024518948207173707 }, "slippage": { "asDouble": 0.1139999999999759 }, "slippage_aggressive": { "asDouble": 0.2389999999999759 }, "slippage_sweep_ticks": { "asDouble": 2.009999999999991 } } }

Fills Array

Source URL

Static

Computed diagnostics AP

algo_status: 4<br />arrival_price: 443.875<br />avg_total: 443.761<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: 443.625<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: 75<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: 0.11399999999998<br />slippage_sweep: 0.5025<br />sweep_residual: <br />sweep_to_fill: 444.2635<br />total_dollar: 221880.5<br />total_drift: <br />total_filled: 500<br />total_sent: 500<br />total_vol: <br />worst_opt_t_minutes:

Computed diagnostics VWAP

aggressive_pct: 50<br />algo_status: 4<br />arrival_price: 443.875<br />avg_total: 443.761<br />destination_price: 443.625<br />market_vwap (interval_vwap): 443.75576923077<br />n_kids: 75<br />slippage: 0.11399999999998<br />slippage_vwap: -0.0052307692308204<br />slippage_vwap_pct: <br />total_dollar: 221880.5<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>2025-12-19T01:53:48.963</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>6</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:52:30.457</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>11</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:52:11.068</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>9</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:51:30.457</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>5</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:50:44.779</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>11</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:50:30.458</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>11</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:49:59.624</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>11</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:49:10.457</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>16</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:54:11.938</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>9</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:47:41.057</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>11</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:47:39.468</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>11</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:47:12.083</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>15</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:47:09.046</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>44</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:46:10.457</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>22</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:45:43.79</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>22</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:45:14.109</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.109</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.109</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.108</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.108</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.108</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.108</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.107</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.107</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.107</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.107</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.106</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.106</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.106</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.106</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.106</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.105</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.105</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.105</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.105</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.104</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.104</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:54:28.335</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>11</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:54:28.233</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>12</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:53:29.661</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>5</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:52:47.239</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>11</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:51:59.143</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>5</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:51:47.019</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>6</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:48:53.58</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>34</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:46:37.412</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>22</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:46:12.454</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>22</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:45:12.236</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>17</td>
<td>444</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:54:00.743</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>5</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:53:11.386</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>8</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:52:59.363</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>11</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:51:11.984</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>8</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:51:04.794</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>11</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:50:11.659</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>11</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:49:50.457</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>11</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:49:29.193</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>11</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:49:12.178</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>13</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:48:11.985</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>25</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:45:00.457</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>5</td>
<td>444</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>2025-12-19T01:53:48.963</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>6</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:52:30.457</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>11</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:52:11.068</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>9</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:51:30.457</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>5</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:50:44.779</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>11</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:50:30.458</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>11</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:49:59.624</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>11</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:49:10.457</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>16</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:54:11.938</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>9</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:47:41.057</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>11</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:47:39.468</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>11</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:47:12.083</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>15</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:47:09.046</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>44</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:46:10.457</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>22</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:45:43.79</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>22</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:45:14.109</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.109</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.109</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.108</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.108</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.108</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.108</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.107</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.107</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.107</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.107</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.106</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.106</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.106</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.106</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.106</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.105</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.105</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.105</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.105</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.104</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:45:14.104</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T01:54:28.335</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>11</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:54:28.233</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>12</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:53:29.661</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>5</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:52:47.239</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>11</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:51:59.143</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>5</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:51:47.019</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>6</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:48:53.58</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>34</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:46:37.412</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>22</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:46:12.454</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>22</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:45:12.236</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>17</td>
<td>444</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:54:00.743</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>5</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:53:11.386</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>8</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:52:59.363</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>11</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:51:11.984</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>8</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:51:04.794</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>11</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:50:11.659</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>11</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:49:50.457</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>11</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:49:29.193</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>11</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:49:12.178</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>13</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:48:11.985</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>25</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T01:45:00.457</td>
<td>SIM:ZCH6</td>
<td>Buy</td>
<td>5</td>
<td>444</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Average Total

443.76

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