SIM:CLG6 | www.cqg.com

Algo Type

ArrivalPrice

Algo Symbol

SIM:CLG6

Algo CQG Symbol

CLE

Date - Time

12/19/2025 - 02:34

Buy / Sell

Buy

Quantity

50

Arrival Price

55.9150

Average Total

55.9236

Destination Price

55.8950

Slippage

-0.0086

Slippage Sweep

0.0044

Sweep to Fill

55.9280

Algo Diagnostics

{ "customState": { "curr_cost_per_share": { "asDouble": 0.018599999999999853 }, "total_sent": { "asInt32": 50 }, "init_drift": { "asDouble": 0 }, "slippage": { "asDouble": -0.008600000000015484 }, "slippage_sweep_ticks": { "asDouble": 0.43999999999897454 }, "init_half_min_move": { "asDouble": 0.0014540901860138492 }, "slippage_passive": { "asDouble": -0.013600000000010937 }, "seconds_spent": { "asDouble": 233.722 }, "worst_opt_t_minutes": { "asDouble": 0 }, "total_filled": { "asInt32": 50 }, "interval_vwap": { "asDouble": 55.92105960264914 }, "slippage_twap_money": { "asDouble": 0.9265314942439318 }, "arrival_price": { "asDouble": 55.91499999999999 }, "total_vol": { "asDouble": 0.13831284785783257 }, "slippage_aggressive_money": { "asDouble": -3.600000000012926 }, "interval_market_size": { "asDouble": 302 }, "ready": { "asBool": true }, "slippage_passive_money": { "asDouble": -13.600000000010937 }, "slippage_twap_ticks": { "asDouble": 0.09265314942439318 }, "destination_price": { "asDouble": 55.894999999999996 }, "curr_opt_t_minutes": { "asDouble": 0 }, "curr_liq_cost": { "asDouble": 0.9299999999999926 }, "last_tactical_qty": { "asInt32": 10 }, "participation_rate": { "asDouble": 0.16556291390728478 }, "daily_vol_normal": { "asDouble": 0.13831284785783257 }, "total_drift": { "asDouble": 0.01999999999999602 }, "slippage_vwap": { "asDouble": -0.002540397350870194 }, "slippage_sweep_money": { "asDouble": 4.3999999999897454 }, "init_cost_per_share": { "asDouble": 0.01300000000000665 }, "slippage_passive_ticks": { "asDouble": -1.3600000000010937 }, "slippage_mid": { "asDouble": -0.008600000000015484 }, "economic_model": { "asInt32": 0 }, "n_kids": { "asInt32": 41 }, "avg_total": { "asDouble": 55.92360000000001 }, "sweep_to_fill": { "asDouble": 55.928 }, "slippage_aggressive": { "asDouble": -0.003600000000012926 }, "slippage_mid_ticks": { "asDouble": -0.8600000000015484 }, "init_min_duration": { "asDouble": 0 }, "total_dollar": { "asDouble": 2796.1800000000003 }, "drift": { "asDouble": 0.01999999999999602 }, "slippage_vwap_ticks": { "asDouble": -0.2540397350870194 }, "init_opt_t_minutes": { "asDouble": 79.92893347091301 }, "percentage_passive": { "asDouble": 6 }, "order_time_minutes": { "asDouble": 5 }, "slippage_vwap_money": { "asDouble": -2.540397350870194 }, "slip_toler": { "asDouble": 0 }, "slippage_aggressive_ticks": { "asDouble": -0.3600000000012926 }, "algo_status": { "asInt32": 4 }, "impact_model": { "asInt32": 2 }, "curr_half_min_move": { "asDouble": 0.0014540901860138492 }, "model_size": { "asDouble": 10 }, "interval_twap": { "asDouble": 55.92452653149425 }, "slippage_mid_money": { "asDouble": -8.600000000015484 }, "market_vwap": { "asDouble": 55.92118971061108 }, "sweep_residual": { "asDouble": 0 }, "slippage_twap": { "asDouble": 0.0009265314942439318 }, "slippage_sweep": { "asDouble": 0.0043999999999897454 }, "init_vol_normal": { "asDouble": 0.13831284785783257 }, "init_liq_cost": { "asDouble": 0.6500000000003325 } } }

Fills Array

Source URL

Optimistic

Computed diagnostics AP

algo_status: 4<br />arrival_price: 55.915<br />avg_total: 55.9236<br />curr_cost_per_share: 0.0186<br />curr_half_min_move: 0.0014540901860138<br />curr_liq_cost: 0.92999999999999<br />curr_opt_t_minutes: 0<br />daily_vol_normal: 0.13831284785783<br />destination_price: 55.895<br />drift: 0.019999999999996<br />economic_model: 0<br />has_mbo: <br />impact_model: 2<br />init_cost_per_share: 0.013000000000007<br />init_drift: 0<br />init_half_min_move: 0.0014540901860138<br />init_liq_cost: 0.65000000000033<br />init_min_duration: 0<br />init_opt_t_minutes: 79.928933470913<br />init_vol_normal: 0.13831284785783<br />last_aggressive_qty: <br />last_tactical_qty: 10<br />level_tactical_limit: <br />mbo_max: <br />mbo_min: <br />model_size: 10<br />n_kids: 41<br />order_time_minutes: 5<br />pov_agg_limit: <br />ready: 1<br />seconds_spent: 233.722<br />slip_toler: 0<br />slippage: -0.0086000000000155<br />slippage_sweep: 0.0043999999999897<br />sweep_residual: 0<br />sweep_to_fill: 55.928<br />total_dollar: 2796.18<br />total_drift: 0.019999999999996<br />total_filled: 50<br />total_sent: 50<br />total_vol: 0.13831284785783<br />worst_opt_t_minutes: 0

Computed diagnostics VWAP

aggressive_pct: <br />algo_status: 4<br />arrival_price: 55.915<br />avg_total: 55.9236<br />destination_price: 55.895<br />market_vwap (interval_vwap): 55.921189710611<br />n_kids: 41<br />slippage: -0.0086000000000155<br />slippage_vwap: -0.0025403973508702<br />slippage_vwap_pct: <br />total_dollar: 2796.18<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>2025-12-19T02:34:17.25</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:33:48.813</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.94</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:33:32.528</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.94</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:33:20.532</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.94</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:34:09.655</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.94</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:33:54.781</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:33:44.556</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.94</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:33:32.529</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.94</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:33:32.529</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.94</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:33:20.527</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.94</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:34:32.105</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>7</td>
<td>55.91</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:34:32.105</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>3</td>
<td>55.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:34:30.185</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.91</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:34:22.555</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:34:02.001</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:33:35.932</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.94</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:32:57.821</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:32:57.821</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:32:21.964</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:32:12.119</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:32:05.244</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:31:43.562</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:31:22.408</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:31:12.274</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:31:53.833</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:31:53.833</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:31:37.434</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:31:37.434</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:31:37.434</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:30:52.553</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:32:50.072</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:32:50.071</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:32:50.071</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:32:50.071</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:32:15.87</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:31:59.839</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:31:43.471</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:31:09.352</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:31:02.186</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.91</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:31:01.318</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:30:53.094</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:30:42.985</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</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>2025-12-19T02:34:17.25</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:33:48.813</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.94</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:33:32.528</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.94</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:33:20.532</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.94</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:34:09.655</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.94</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:33:54.781</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:33:44.556</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.94</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:33:32.529</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.94</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:33:32.529</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.94</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:33:20.527</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.94</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:34:32.105</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>7</td>
<td>55.91</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:34:32.105</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>3</td>
<td>55.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:34:30.185</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.91</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:34:22.555</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:34:02.001</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:33:35.932</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.94</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:32:57.821</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:32:57.821</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:32:21.964</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:32:12.119</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:32:05.244</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:31:43.562</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:31:22.408</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:31:12.274</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:31:53.833</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:31:53.833</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:31:37.434</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:31:37.434</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:31:37.434</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</td>
<td>Passive</td>
</tr><tr>
<td>2025-12-19T02:30:52.553</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:32:50.072</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:32:50.071</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:32:50.071</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:32:50.071</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:32:15.87</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:31:59.839</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:31:43.471</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:31:09.352</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:31:02.186</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.91</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:31:01.318</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:30:53.094</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-12-19T02:30:42.985</td>
<td>SIM:CLG6</td>
<td>Buy</td>
<td>1</td>
<td>55.92</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Average Total

55.92

Computed VWAP Slippage

0.00

Computed Total Filled

50.00

Algo Model

Optimistic

Computed Liquidity Cost

0.01

Computed Drift

0.02

Version

0.20.8

Computed Seconds Spent

233.72

Computed Volatility

0.14