Algo Type
VWAP
Algo Symbol
SIM:CLQ3
Algo CQG Symbol
CLE
Date - Time
Buy / Sell
Buy
Quantity
500
Arrival Price
70.4250
Market VWAP
70.3931
Destination Price
70.3750
Slippage
0.0223
SlippagePct
0.0316
AggressivePct
46.5753
Algo Diagnostics
{ "customState": { "destination_price": { "asDouble": 70.375 }, "total_dollar": { "asDouble": 35207.670000000006 }, "aggressive_pct": { "asDouble": 46.57534246575342 }, "algo_status": { "asInt32": 4 }, "total_sent": { "asInt32": 500 }, "slippage_vwap_pct": { "asDouble": 0.031607696088207356 }, "total_filled": { "asInt32": 500 }, "arrival_price": { "asDouble": 70.425 }, "avg_total": { "asDouble": 70.41534000000001 }, "slippage_vwap": { "asDouble": 0.022256666666677916 }, "n_kids": { "asInt32": 73 }, "market_vwap": { "asDouble": 70.39308333333334 }, "slippage": { "asDouble": -0.00965999999998246 } } }
Fills Array
[{"Timestamp":"2023-07-02T17:39:42.119","Security":"SIM:CLQ3","Side":"Buy","LastShares":4.0,"LastPrice":70.43,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:39:42.119","Security":"SIM:CLQ3","Side":"Buy","LastShares":9.0,"LastPrice":70.44,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:39:42.176","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.43,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:39:57.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":4.0,"LastPrice":70.43,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:39:57.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":9.0,"LastPrice":70.44,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:40:00.277","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.43,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:40:00.331","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.42,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:40:00.333","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.42,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:40:00.334","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.42,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:40:00.376","Security":"SIM:CLQ3","Side":"Buy","LastShares":8.0,"LastPrice":70.42,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:40:00.377","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.41,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:40:27.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.42,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:40:27.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":9.0,"LastPrice":70.43,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:40:27.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.44,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:40:31.026","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.41,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:40:31.027","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.41,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:40:32.601","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.41,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:40:34.537","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.41,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:40:34.625","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.41,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:40:42.119","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.42,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:40:42.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":5.0,"LastPrice":70.43,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:40:57.119","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.42,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:40:57.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":7.0,"LastPrice":70.43,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:40:57.297","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.42,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:40:57.297","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.43,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:41:12.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":7.0,"LastPrice":70.43,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:41:12.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.44,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:41:27.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":7.0,"LastPrice":70.43,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:41:27.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.44,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:41:37.402","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.42,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:41:37.403","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.42,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:41:37.409","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.42,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:41:42.119","Security":"SIM:CLQ3","Side":"Buy","LastShares":10.0,"LastPrice":70.44,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:41:57.119","Security":"SIM:CLQ3","Side":"Buy","LastShares":11.0,"LastPrice":70.44,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:41:58.276","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.43,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:42:12.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":4.0,"LastPrice":70.43,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:42:12.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":9.0,"LastPrice":70.44,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:42:27.119","Security":"SIM:CLQ3","Side":"Buy","LastShares":5.0,"LastPrice":70.43,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:42:27.119","Security":"SIM:CLQ3","Side":"Buy","LastShares":8.0,"LastPrice":70.44,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:42:34.288","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.42,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:42:34.289","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.42,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:42:34.313","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.42,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:42:34.375","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.42,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:42:34.621","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.42,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:42:42.119","Security":"SIM:CLQ3","Side":"Buy","LastShares":5.0,"LastPrice":70.43,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:42:42.119","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.44,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:42:57.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.43,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:42:57.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":7.0,"LastPrice":70.44,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:43:12.119","Security":"SIM:CLQ3","Side":"Buy","LastShares":5.0,"LastPrice":70.43,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:43:12.119","Security":"SIM:CLQ3","Side":"Buy","LastShares":8.0,"LastPrice":70.44,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:43:27.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.43,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:43:27.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":7.0,"LastPrice":70.44,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:43:42.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":5.0,"LastPrice":70.43,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:43:42.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":8.0,"LastPrice":70.44,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:43:57.121","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.44,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:44:00.89","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.43,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:44:00.891","Security":"SIM:CLQ3","Side":"Buy","LastShares":4.0,"LastPrice":70.44,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:44:01.724","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.41,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:44:01.725","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.41,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:44:01.726","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.41,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:44:01.727","Security":"SIM:CLQ3","Side":"Buy","LastShares":4.0,"LastPrice":70.41,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:44:27.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.41,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:44:27.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.42,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:44:42.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":5.0,"LastPrice":70.41,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:44:42.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":4.0,"LastPrice":70.42,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:44:57.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.41,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:44:57.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.42,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:45:00.578","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.4,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:45:00.579","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.4,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:45:00.58","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.4,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:45:00.609","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.4,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:45:08.776","Security":"SIM:CLQ3","Side":"Buy","LastShares":4.0,"LastPrice":70.4,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:45:08.832","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.4,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:45:08.879","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.4,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:45:27.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":8.0,"LastPrice":70.41,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:45:27.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":8.0,"LastPrice":70.42,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:45:42.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":8.0,"LastPrice":70.41,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:45:42.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":7.0,"LastPrice":70.42,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:45:44.094","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.41,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:45:57.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.4,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:45:57.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":9.0,"LastPrice":70.41,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:45:57.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.42,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:46:02.777","Security":"SIM:CLQ3","Side":"Buy","LastShares":7.0,"LastPrice":70.39,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:46:02.778","Security":"SIM:CLQ3","Side":"Buy","LastShares":5.0,"LastPrice":70.39,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:46:19.601","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.38,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:46:27.121","Security":"SIM:CLQ3","Side":"Buy","LastShares":7.0,"LastPrice":70.39,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:46:27.121","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.4,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:46:41.775","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.39,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:46:41.776","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.39,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:46:41.826","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.39,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:46:41.876","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.39,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:46:42.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":4.0,"LastPrice":70.4,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:46:57.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.4,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:46:57.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":5.0,"LastPrice":70.41,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:47:12.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":5.0,"LastPrice":70.39,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:47:12.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.4,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:47:27.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":5.0,"LastPrice":70.39,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:47:27.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.4,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:47:42.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.39,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:47:42.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":7.0,"LastPrice":70.4,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:47:42.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.41,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:47:57.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.39,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:47:57.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":8.0,"LastPrice":70.4,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:48:12.124","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.39,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:48:12.124","Security":"SIM:CLQ3","Side":"Buy","LastShares":5.0,"LastPrice":70.4,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:48:21.906","Security":"SIM:CLQ3","Side":"Buy","LastShares":11.0,"LastPrice":70.38,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:48:32.376","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.37,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:48:32.377","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.37,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:48:32.382","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.37,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:48:57.119","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.37,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:48:57.119","Security":"SIM:CLQ3","Side":"Buy","LastShares":5.0,"LastPrice":70.38,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:48:57.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":4.0,"LastPrice":70.39,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:49:12.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.38,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:49:12.12","Security":"SIM:CLQ3","Side":"Buy","LastShares":5.0,"LastPrice":70.39,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:49:12.121","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.39,"Aggressor":"Passive"},{"Timestamp":"2023-07-02T17:49:13.2","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.37,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:49:13.201","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.38,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-02T17:49:13.201","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.39,"Aggressor":"Passive"}]
Source URL
Static
Computed diagnostics AP
algo_status: 4<br />arrival_price: 70.425<br />avg_total: 70.41534<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: 70.375<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: 73<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: -0.0096599999999825<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 35207.67<br />total_drift: <br />total_filled: 500<br />total_sent: 500<br />total_vol: <br />worst_opt_t_minutes:
Computed diagnostics VWAP
aggressive_pct: 46.575342465753<br />algo_status: 4<br />arrival_price: 70.425<br />avg_total: 70.41534<br />destination_price: 70.375<br />market_vwap: 70.393083333333<br />n_kids: 73<br />slippage: -0.0096599999999825<br />slippage_vwap: 0.022256666666678<br />slippage_vwap_pct: 0.031607696088207<br />total_dollar: 35207.67<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>2023-07-02T17:39:42.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:39:42.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:39:42.176</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:39:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:39:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:40:00.277</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:40:00.331</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:40:00.333</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:40:00.334</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:40:00.376</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:40:00.377</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.41</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:40:27.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.42</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:40:27.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:40:27.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:40:31.026</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.41</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:40:31.027</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.41</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:40:32.601</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.41</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:40:34.537</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.41</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:40:34.625</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.41</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:40:42.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.42</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:40:42.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:40:57.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.42</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:40:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:40:57.297</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.42</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:40:57.297</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:41:12.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:41:12.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:41:27.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:41:27.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:41:37.402</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:41:37.403</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:41:37.409</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:41:42.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>10</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:41:57.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>11</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:41:58.276</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:42:12.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:42:12.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:42:27.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:42:27.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:42:34.288</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:42:34.289</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:42:34.313</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:42:34.375</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:42:34.621</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:42:42.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:42:42.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:42:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:42:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:43:12.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:43:12.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:43:27.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:43:27.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:43:42.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:43:42.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:43:57.121</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:44:00.89</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:44:00.891</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:44:01.724</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.41</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:44:01.725</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.41</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:44:01.726</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.41</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:44:01.727</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.41</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:44:27.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.41</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:44:27.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:44:42.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.41</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:44:42.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:44:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.41</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:44:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:45:00.578</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:45:00.579</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:45:00.58</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:45:00.609</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:45:08.776</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:45:08.832</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:45:08.879</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:45:27.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.41</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:45:27.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:45:42.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.41</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:45:42.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:45:44.094</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.41</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:45:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:45:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.41</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:45:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:46:02.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.39</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:46:02.778</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.39</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:46:19.601</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.38</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:46:27.121</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.39</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:46:27.121</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:46:41.775</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.39</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:46:41.776</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.39</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:46:41.826</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.39</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:46:41.876</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.39</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:46:42.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:46:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:46:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.41</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:47:12.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.39</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:47:12.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:47:27.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.39</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:47:27.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:47:42.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.39</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:47:42.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:47:42.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.41</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:47:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.39</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:47:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:48:12.124</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.39</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:48:12.124</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:48:21.906</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>11</td>
<td>70.38</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:48:32.376</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.37</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:48:32.377</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.37</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:48:32.382</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.37</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:48:57.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.37</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:48:57.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.38</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:48:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.39</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:49:12.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.38</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:49:12.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.39</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:49:12.121</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.39</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:49:13.2</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.37</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:49:13.201</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.38</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:49:13.201</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.39</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>2023-07-02T17:39:42.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:39:42.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:39:42.176</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:39:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:39:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:40:00.277</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:40:00.331</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:40:00.333</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:40:00.334</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:40:00.376</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:40:00.377</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.41</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:40:27.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.42</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:40:27.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:40:27.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:40:31.026</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.41</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:40:31.027</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.41</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:40:32.601</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.41</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:40:34.537</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.41</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:40:34.625</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.41</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:40:42.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.42</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:40:42.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:40:57.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.42</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:40:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:40:57.297</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.42</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:40:57.297</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:41:12.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:41:12.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:41:27.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:41:27.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:41:37.402</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:41:37.403</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:41:37.409</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:41:42.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>10</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:41:57.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>11</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:41:58.276</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:42:12.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:42:12.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:42:27.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:42:27.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:42:34.288</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:42:34.289</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:42:34.313</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:42:34.375</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:42:34.621</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:42:42.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:42:42.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:42:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:42:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:43:12.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:43:12.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:43:27.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:43:27.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:43:42.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:43:42.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:43:57.121</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:44:00.89</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:44:00.891</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:44:01.724</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.41</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:44:01.725</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.41</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:44:01.726</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.41</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:44:01.727</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.41</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:44:27.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.41</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:44:27.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:44:42.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.41</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:44:42.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:44:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.41</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:44:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:45:00.578</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:45:00.579</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:45:00.58</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:45:00.609</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:45:08.776</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:45:08.832</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:45:08.879</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:45:27.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.41</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:45:27.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:45:42.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.41</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:45:42.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:45:44.094</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.41</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:45:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:45:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.41</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:45:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:46:02.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.39</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:46:02.778</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.39</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:46:19.601</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.38</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:46:27.121</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.39</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:46:27.121</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:46:41.775</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.39</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:46:41.776</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.39</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:46:41.826</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.39</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:46:41.876</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.39</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:46:42.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:46:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:46:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.41</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:47:12.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.39</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:47:12.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:47:27.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.39</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:47:27.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:47:42.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.39</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:47:42.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:47:42.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.41</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:47:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.39</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:47:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:48:12.124</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.39</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:48:12.124</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:48:21.906</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>11</td>
<td>70.38</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:48:32.376</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.37</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:48:32.377</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.37</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:48:32.382</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.37</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:48:57.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.37</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:48:57.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.38</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:48:57.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.39</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:49:12.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.38</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:49:12.12</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.39</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:49:12.121</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.39</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T17:49:13.2</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.37</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:49:13.201</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.38</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T17:49:13.201</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.39</td>
<td>Passive</td>
</tr></tbody></table>
Computed Average Total
70.42
Computed VWAP Slippage
0.02
Computed Total Filled
500.00
Algo Model