SIM:CLQ3 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:CLQ3

Algo CQG Symbol

CLE

Date - Time

07/02/2023 - 23:14

Buy / Sell

Sell

Quantity

500

Arrival Price

70.6700

Market VWAP

70.6824

Destination Price

70.6750

Slippage

0.0126

SlippagePct

0.0178

AggressivePct

44.2857

Algo Diagnostics

{ "customState": { "arrival_price": { "asDouble": 70.66999999999999 }, "avg_total": { "asDouble": 70.66978000000002 }, "slippage_vwap": { "asDouble": 0.012600952380935837 }, "n_kids": { "asInt32": 70 }, "market_vwap": { "asDouble": 70.68238095238095 }, "slippage": { "asDouble": 0.00021999999997035502 }, "destination_price": { "asDouble": 70.675 }, "total_dollar": { "asDouble": 35334.89000000001 }, "algo_status": { "asInt32": 4 }, "aggressive_pct": { "asDouble": 44.285714285714285 }, "total_sent": { "asInt32": 500 }, "slippage_vwap_pct": { "asDouble": 0.017830750825792628 }, "total_filled": { "asInt32": 500 } } }

Fills Array

Source URL

UncertBands

Computed diagnostics AP

algo_status: 4<br />arrival_price: 70.67<br />avg_total: 70.66978<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: 70.675<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: 70<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: 0.00021999999997036<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 35334.89<br />total_drift: <br />total_filled: 500<br />total_sent: 500<br />total_vol: <br />worst_opt_t_minutes:

Computed diagnostics VWAP

aggressive_pct: 44.285714285714<br />algo_status: 4<br />arrival_price: 70.67<br />avg_total: 70.66978<br />destination_price: 70.675<br />market_vwap: 70.682380952381<br />n_kids: 70<br />slippage: 0.00021999999997036<br />slippage_vwap: 0.012600952380936<br />slippage_vwap_pct: 0.017830750825793<br />total_dollar: 35334.89<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>2023-07-02T23:03:51.839</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:03:51.84</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:04:16.397</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:04:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.66</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:04:31.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:04:31.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.66</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:04:46.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:04:46.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.66</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:05:01.397</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:01.397</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.66</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:05:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>11</td>
<td>70.66</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:05:31.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:31.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:31.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:41.605</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:41.607</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:41.608</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:41.609</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:41.61</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:41.617</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:41.705</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:41.71</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:41.778</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:42.076</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:43.275</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:45.4</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:45.401</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:45.402</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:06:01.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:06:01.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:06:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:06:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:06:20.093</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:06:20.095</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:06:46.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:06:46.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.66</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:06:53.321</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:06:53.322</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:06:53.629</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:06:56.491</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:06:57.39</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:06:57.399</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:07:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:07:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:07:26.003</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:07:26.005</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:07:26.221</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:07:27.176</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:07:27.22</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:07:27.221</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:07:46.397</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:07:46.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:08:01.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:08:01.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:08:16.397</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:08:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:08:31.397</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:08:31.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:08:46.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>13</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:09:01.397</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:09:01.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:09:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:09:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:09:31.397</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:09:31.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:09:46.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:09:46.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:09:59.077</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.69</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:09:59.078</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.69</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:09:59.113</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.69</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:10:04.076</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:10:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:10:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:10:31.387</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:10:31.387</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:10:46.397</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:10:46.397</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:11:01.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:11:01.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.66</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:11:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:11:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.66</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:11:22.476</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:11:22.478</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:11:22.993</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:11:46.397</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:11:46.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.66</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:12:01.397</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:12:01.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.66</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:12:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:12:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.66</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:12:31.001</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:12:31.002</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:12:31.003</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:12:31.004</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:12:37.035</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:12:37.036</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:12:37.037</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:12:37.075</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:13:01.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:13:01.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.66</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:13:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:13:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.66</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:13:31.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:13:31.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>12</td>
<td>70.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:13:31.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:13:31.476</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:13:31.476</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.66</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>2023-07-02T23:03:51.839</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:03:51.84</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:04:16.397</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:04:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.66</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:04:31.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:04:31.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.66</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:04:46.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:04:46.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.66</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:05:01.397</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:01.397</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.66</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:05:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>11</td>
<td>70.66</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:05:31.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:31.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:31.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:41.605</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:41.607</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:41.608</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:41.609</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:41.61</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:41.617</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:41.705</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:41.71</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:41.778</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:42.076</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:43.275</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:45.4</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:45.401</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:05:45.402</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:06:01.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:06:01.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:06:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:06:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:06:20.093</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:06:20.095</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:06:46.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:06:46.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.66</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:06:53.321</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:06:53.322</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:06:53.629</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:06:56.491</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:06:57.39</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:06:57.399</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:07:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:07:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:07:26.003</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:07:26.005</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:07:26.221</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:07:27.176</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:07:27.22</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:07:27.221</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:07:46.397</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:07:46.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:08:01.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:08:01.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:08:16.397</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:08:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:08:31.397</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:08:31.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:08:46.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>13</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:09:01.397</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:09:01.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:09:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:09:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:09:31.397</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:09:31.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:09:46.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:09:46.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:09:59.077</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.69</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:09:59.078</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.69</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:09:59.113</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.69</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:10:04.076</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:10:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:10:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:10:31.387</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:10:31.387</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:10:46.397</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:10:46.397</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:11:01.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:11:01.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.66</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:11:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:11:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.66</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:11:22.476</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:11:22.478</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:11:22.993</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:11:46.397</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:11:46.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.66</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:12:01.397</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:12:01.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.66</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:12:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:12:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.66</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:12:31.001</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:12:31.002</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:12:31.003</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:12:31.004</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:12:37.035</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:12:37.036</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:12:37.037</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:12:37.075</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.67</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:13:01.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:13:01.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.66</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:13:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:13:16.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.66</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T23:13:31.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:13:31.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>12</td>
<td>70.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:13:31.398</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:13:31.476</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:13:31.476</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.66</td>
<td>Passive</td>
</tr></tbody></table>

Computed Average Total

70.67

Computed VWAP Slippage

0.01

Computed Total Filled

500.00

Algo Model

UncertBands