SIM:ZCH6 | www.cqg.com

Algo Type

ArrivalPrice

Algo Symbol

SIM:ZCH6

Algo CQG Symbol

ZCE

Date - Time

12/19/2025 - 02:27

Buy / Sell

Sell

Quantity

50

Arrival Price

443.8750

Average Total

443.7500

Destination Price

443.8750

Slippage

-0.1250

Slippage Sweep

0.0000

Sweep to Fill

443.7500

Algo Diagnostics

{ "customState": { "slippage_sweep_money": { "asDouble": 0 }, "init_vol_normal": { "asDouble": 2.065904340614109 }, "slippage_sweep_ticks": { "asDouble": 0 }, "interval_market_size": { "asDouble": 288 }, "total_drift": { "asDouble": 0 }, "last_tactical_qty": { "asInt32": 1 }, "total_dollar": { "asDouble": 22187.5 }, "impact_model": { "asInt32": 2 }, "slippage_passive_ticks": { "asDouble": -1 }, "arrival_price": { "asDouble": 443.875 }, "sweep_residual": { "asDouble": 0 }, "slippage_twap_ticks": { "asDouble": 0.17874160517453674 }, "percentage_passive": { "asDouble": 0 }, "init_liq_cost": { "asDouble": 6.25 }, "slippage_aggressive_money": { "asDouble": 0 }, "init_opt_t_minutes": { "asDouble": 33.12393854406277 }, "slippage_vwap_ticks": { "asDouble": 0.07986111111108585 }, "curr_cost_per_share": { "asDouble": 0.125 }, "interval_twap": { "asDouble": 443.70531459870637 }, "slippage_mid_ticks": { "asDouble": -0.5 }, "init_half_min_move": { "asDouble": 0.02171896012160864 }, "total_filled": { "asInt32": 50 }, "order_time_minutes": { "asDouble": 5 }, "drift": { "asDouble": 0 }, "algo_status": { "asInt32": 4 }, "model_size": { "asDouble": 0 }, "sweep_to_fill": { "asDouble": 443.75 }, "slippage_vwap": { "asDouble": 0.019965277777771462 }, "participation_rate": { "asDouble": 0.1736111111111111 }, "init_cost_per_share": { "asDouble": 0.125 }, "ready": { "asBool": true }, "slippage_twap": { "asDouble": 0.044685401293634186 }, "slippage_aggressive": { "asDouble": 0 }, "curr_half_min_move": { "asDouble": 0.023915207816324172 }, "init_min_duration": { "asDouble": 0 }, "economic_model": { "asInt32": 0 }, "destination_price": { "asDouble": 443.875 }, "interval_vwap": { "asDouble": 443.73003472222223 }, "slippage_twap_money": { "asDouble": 2.2342700646817093 }, "slippage_passive_money": { "asDouble": -12.5 }, "slippage_sweep": { "asDouble": 0 }, "total_sent": { "asInt32": 50 }, "slippage_vwap_money": { "asDouble": 0.9982638888885731 }, "curr_liq_cost": { "asDouble": 6.25 }, "total_vol": { "asDouble": 0.6118559159051591 }, "slip_toler": { "asDouble": 0 }, "init_drift": { "asDouble": 0 }, "slippage_passive": { "asDouble": -0.25 }, "market_vwap": { "asDouble": 443.70933333333335 }, "n_kids": { "asInt32": 50 }, "slippage_mid": { "asDouble": -0.125 }, "worst_opt_t_minutes": { "asDouble": 5 }, "seconds_spent": { "asDouble": 293.193 }, "slippage_aggressive_ticks": { "asDouble": 0 }, "avg_total": { "asDouble": 443.75 }, "slippage": { "asDouble": -0.125 }, "slippage_mid_money": { "asDouble": -6.25 }, "daily_vol_normal": { "asDouble": 2.2748111031925973 }, "curr_opt_t_minutes": { "asDouble": 5 } } }

Fills Array

Source URL

Optimistic

Computed diagnostics AP

algo_status: 4<br />arrival_price: 443.875<br />avg_total: 443.75<br />curr_cost_per_share: 0.125<br />curr_half_min_move: 0.023915207816324<br />curr_liq_cost: 6.25<br />curr_opt_t_minutes: 5<br />daily_vol_normal: 2.2748111031926<br />destination_price: 443.875<br />drift: 0<br />economic_model: 0<br />has_mbo: <br />impact_model: 2<br />init_cost_per_share: 0.125<br />init_drift: 0<br />init_half_min_move: 0.021718960121609<br />init_liq_cost: 6.25<br />init_min_duration: 0<br />init_opt_t_minutes: 33.123938544063<br />init_vol_normal: 2.0659043406141<br />last_aggressive_qty: <br />last_tactical_qty: 1<br />level_tactical_limit: <br />mbo_max: <br />mbo_min: <br />model_size: 0<br />n_kids: 50<br />order_time_minutes: 5<br />pov_agg_limit: <br />ready: 1<br />seconds_spent: 293.193<br />slip_toler: 0<br />slippage: -0.125<br />slippage_sweep: 0<br />sweep_residual: 0<br />sweep_to_fill: 443.75<br />total_dollar: 22187.5<br />total_drift: 0<br />total_filled: 50<br />total_sent: 50<br />total_vol: 0.61185591590516<br />worst_opt_t_minutes: 5

Computed diagnostics VWAP

aggressive_pct: <br />algo_status: 4<br />arrival_price: 443.875<br />avg_total: 443.75<br />destination_price: 443.875<br />market_vwap (interval_vwap): 443.70933333333<br />n_kids: 50<br />slippage: -0.125<br />slippage_vwap: 0.019965277777771<br />slippage_vwap_pct: <br />total_dollar: 22187.5<br />total_filled: 50<br />total_sent: 50

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>2025-12-19T02:26:20.383</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:25:35.867</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:25:16.989</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:25:16.989</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:25:16.989</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:25:16.989</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:25:16.989</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:25:16.989</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:25:16.989</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:25:16.989</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:25:16.989</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:24:16.787</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:27:02.136</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:26:57.061</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:26:57.061</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:25:56.915</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:25:24.076</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.311</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.311</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.311</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.311</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.311</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.311</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.311</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.311</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.311</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.311</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.311</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.311</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:26:34.923</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:26:25.056</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:26:12.087</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:26:12.087</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:25:49.682</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:25:48.155</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:25:29.686</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.31</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.31</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:22:53.199</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:22:53.199</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:22:53.199</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:22:53.199</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:22:53.199</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:22:53.199</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:22:53.199</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:22:53.199</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:22:53.198</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:22:53.198</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:22:53.198</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:22:53.198</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</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>2025-12-19T02:26:20.383</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:25:35.867</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:25:16.989</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:25:16.989</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:25:16.989</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:25:16.989</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:25:16.989</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:25:16.989</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:25:16.989</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:25:16.989</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:25:16.989</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:24:16.787</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:27:02.136</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:26:57.061</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:26:57.061</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:25:56.915</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:25:24.076</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.311</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.311</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.311</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.311</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.311</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.311</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.311</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.311</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.311</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.311</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.311</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.311</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:26:34.923</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:26:25.056</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:26:12.087</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:26:12.087</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:25:49.682</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:25:48.155</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:25:29.686</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.31</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:24:13.31</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:22:53.199</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:22:53.199</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:22:53.199</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:22:53.199</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:22:53.199</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:22:53.199</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:22:53.199</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:22:53.199</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:22:53.198</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:22:53.198</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:22:53.198</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:22:53.198</td>
<td>SIM:ZCH6</td>
<td>Sell</td>
<td>1</td>
<td>443.75</td>
<td>Passive</td>
</tr></tbody></table>

Computed Average Total

443.75

Computed VWAP Slippage

0.02

Computed Total Filled

50.00

Algo Model

Optimistic

Computed Liquidity Cost

0.13

Computed Drift

0.00

Version

0.20.8

Computed Seconds Spent

293.19

Computed Volatility

2.27