SIM:CLQ3 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:CLQ3

Algo CQG Symbol

CLE

Date - Time

07/03/2023 - 14:36

Buy / Sell

Buy

Quantity

500

Arrival Price

70.0550

Market VWAP

70.0646

Destination Price

70.0550

Slippage

0.0027

SlippagePct

0.0039

AggressivePct

42.6471

Algo Diagnostics

{ "customState": { "slippage": { "asDouble": 0.012320000000002551 }, "destination_price": { "asDouble": 70.055 }, "total_dollar": { "asDouble": 35033.66 }, "aggressive_pct": { "asDouble": 42.64705882352941 }, "algo_status": { "asInt32": 4 }, "total_sent": { "asInt32": 500 }, "slippage_vwap_pct": { "asDouble": 0.003865037015859688 }, "total_filled": { "asInt32": 500 }, "arrival_price": { "asDouble": 70.055 }, "avg_total": { "asDouble": 70.06732000000001 }, "slippage_vwap": { "asDouble": 0.0027081278540208586 }, "n_kids": { "asInt32": 68 }, "market_vwap": { "asDouble": 70.06461187214599 } } }

Fills Array

Source URL

UncertBands

Computed diagnostics AP

algo_status: 4<br />arrival_price: 70.055<br />avg_total: 70.06732<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: 70.055<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: 68<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: 0.012320000000003<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 35033.66<br />total_drift: <br />total_filled: 500<br />total_sent: 500<br />total_vol: <br />worst_opt_t_minutes:

Computed diagnostics VWAP

aggressive_pct: 42.647058823529<br />algo_status: 4<br />arrival_price: 70.055<br />avg_total: 70.06732<br />destination_price: 70.055<br />market_vwap: 70.064611872146<br />n_kids: 68<br />slippage: 0.012320000000003<br />slippage_vwap: 0.0027081278540209<br />slippage_vwap_pct: 0.0038650370158597<br />total_dollar: 35033.66<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>2023-07-03T14:26:43.876</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:26:48.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:26:48.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:26:58.477</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:27:03.779</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:27:07.71</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:27:07.711</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:27:07.712</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:27:19.39</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:27:19.391</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:27:48.576</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:27:48.577</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:28:02.375</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:28:02.376</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:28:02.378</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:28:05.876</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:28:05.877</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:28:05.887</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:28:33.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>11</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:28:33.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:28:48.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:28:48.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:03.776</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:03.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:03.785</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:03.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:29:03.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>11</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:29:03.791</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:29:03.792</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:03.876</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:03.886</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:03.978</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:33.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:29:33.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:40.379</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:40.381</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:55.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:55.283</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:55.285</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:55.3</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:30:03.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:30:18.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>12</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:30:22.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:30:33.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>11</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:30:34.181</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:30:34.181</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:30:48.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>12</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:30:50.321</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:31:00.118</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:31:00.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:31:00.192</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:31:00.193</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:31:18.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:31:18.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:31:33.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:31:33.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:31:48.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:31:48.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>10</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:31:58.977</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:31:58.978</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:31:59.002</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:31:59.003</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:31:59.076</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:31:59.086</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:32:18.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:32:18.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:32:33.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:32:33.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:32:48.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>10</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:33:03.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:33:03.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:33:18.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:33:18.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:33:33.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:33:33.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:33:48.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:34:03.778</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:34:18.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:34:33.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:34:33.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:34:45.077</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:34:45.079</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:35:00.176</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:35:00.177</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:35:03.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:35:10.584</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:35:18.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:35:18.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:35:20.879</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:35:20.88</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:35:20.883</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:35:20.884</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:35:48.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:36:03.786</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:36:03.786</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:36:18.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:36:18.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:36:18.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>26</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:36:23.677</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:36:23.677</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.07</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>2023-07-03T14:26:43.876</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:26:48.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:26:48.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:26:58.477</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:27:03.779</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:27:07.71</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:27:07.711</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:27:07.712</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:27:19.39</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:27:19.391</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:27:48.576</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:27:48.577</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:28:02.375</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:28:02.376</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:28:02.378</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:28:05.876</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:28:05.877</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:28:05.887</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:28:33.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>11</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:28:33.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:28:48.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:28:48.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:03.776</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:03.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:03.785</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:03.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:29:03.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>11</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:29:03.791</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:29:03.792</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:03.876</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:03.886</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:03.978</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:33.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:29:33.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:40.379</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:40.381</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:55.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:55.283</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:55.285</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:29:55.3</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:30:03.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:30:18.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>12</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:30:22.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:30:33.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>11</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:30:34.181</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:30:34.181</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:30:48.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>12</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:30:50.321</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:31:00.118</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:31:00.119</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:31:00.192</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:31:00.193</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:31:18.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:31:18.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:31:33.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:31:33.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:31:48.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:31:48.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>10</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:31:58.977</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:31:58.978</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:31:59.002</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:31:59.003</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:31:59.076</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:31:59.086</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:32:18.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:32:18.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:32:33.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:32:33.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:32:48.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>10</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:33:03.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:33:03.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:33:18.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:33:18.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:33:33.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:33:33.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:33:48.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:34:03.778</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:34:18.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:34:33.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:34:33.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:34:45.077</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:34:45.079</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:35:00.176</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:35:00.177</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:35:03.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:35:10.584</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:35:18.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:35:18.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:35:20.879</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:35:20.88</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:35:20.883</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:35:20.884</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:35:48.787</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:36:03.786</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:36:03.786</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:36:18.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:36:18.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:36:18.777</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>26</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:36:23.677</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:36:23.677</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.07</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Average Total

70.07

Computed VWAP Slippage

0.00

Computed Total Filled

500.00

Algo Model

UncertBands