SIM:CLQ3 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:CLQ3

Algo CQG Symbol

CLE

Date - Time

07/03/2023 - 14:58

Buy / Sell

Sell

Quantity

500

Arrival Price

70.1150

Market VWAP

70.1267

Destination Price

70.1350

Slippage

0.0119

SlippagePct

0.0169

AggressivePct

41.7910

Algo Diagnostics

{ "customState": { "destination_price": { "asDouble": 70.13499999999999 }, "total_dollar": { "asDouble": 35057.39 }, "algo_status": { "asInt32": 4 }, "aggressive_pct": { "asDouble": 41.791044776119406 }, "total_sent": { "asInt32": 500 }, "slippage_vwap_pct": { "asDouble": 0.016933262380901384 }, "total_filled": { "asInt32": 500 }, "arrival_price": { "asDouble": 70.115 }, "avg_total": { "asDouble": 70.11478 }, "slippage_vwap": { "asDouble": 0.011872719665191767 }, "n_kids": { "asInt32": 67 }, "market_vwap": { "asDouble": 70.12665271966519 }, "slippage": { "asDouble": 0.00021999999999877673 } } }

Fills Array

Source URL

UncertBands

Computed diagnostics AP

algo_status: 4<br />arrival_price: 70.115<br />avg_total: 70.11478<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: 70.135<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: 67<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: 0.00021999999999878<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 35057.39<br />total_drift: <br />total_filled: 500<br />total_sent: 500<br />total_vol: <br />worst_opt_t_minutes:

Computed diagnostics VWAP

aggressive_pct: 41.791044776119<br />algo_status: 4<br />arrival_price: 70.115<br />avg_total: 70.11478<br />destination_price: 70.135<br />market_vwap: 70.126652719665<br />n_kids: 67<br />slippage: 0.00021999999999878<br />slippage_vwap: 0.011872719665192<br />slippage_vwap_pct: 0.016933262380901<br />total_dollar: 35057.39<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>2023-07-03T14:48:31.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:48:31.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:48:46.077</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:48:46.077</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:49:01.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:49:01.088</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:49:16.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:49:16.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:49:31.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:49:31.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:49:46.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:50:01.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:50:06.978</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:50:06.979</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:50:31.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:50:31.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:50:45.081</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:50:45.082</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:50:45.083</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:51:00.477</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:51:00.501</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:51:00.502</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:51:01.076</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>11</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:51:07.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:51:07.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.13</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:51:07.579</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:51:07.58</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:51:31.078</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:51:31.078</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:51:46.088</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:51:46.088</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:51:46.092</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:52:01.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:52:01.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:52:16.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:52:16.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:52:31.088</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:52:31.088</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:52:41.576</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:52:41.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:52:56.997</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:52:56.998</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:52:57</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:52:57.001</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:52:57.002</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:52:57.003</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:53:03.991</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:53:03.992</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:53:03.993</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:53:03.995</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:53:04.076</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:53:31.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:53:31.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:53:46.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:53:46.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:54:01.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:54:01.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:54:16.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:54:16.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:54:16.477</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:54:16.478</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:54:16.498</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:54:16.502</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:54:16.505</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:54:38.777</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:54:38.778</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:54:50.292</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.14</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:54:50.293</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.14</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:54:50.294</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.14</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:55:01.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:55:01.377</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:55:16.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:55:31.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:55:44.606</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:55:44.607</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:55:44.609</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:56:01.077</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:56:01.077</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:56:06.197</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:56:06.198</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:56:08.076</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:56:08.078</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:56:08.08</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:56:18.381</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:56:18.382</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:56:18.39</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:56:46.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.13</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:56:46.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:56:46.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:56:54.576</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.14</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:56:54.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.14</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:56:54.592</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.14</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:57:16.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.13</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:57:16.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:57:31.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.13</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:57:31.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:57:46.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.13</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:57:46.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:58:01.077</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:58:01.077</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>15</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:58:01.077</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>12</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:58:01.31</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:58:01.31</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:58:01.311</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.12</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>2023-07-03T14:48:31.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:48:31.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:48:46.077</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:48:46.077</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:49:01.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:49:01.088</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:49:16.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:49:16.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:49:31.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:49:31.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:49:46.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:50:01.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:50:06.978</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:50:06.979</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:50:31.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:50:31.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:50:45.081</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:50:45.082</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:50:45.083</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:51:00.477</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:51:00.501</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:51:00.502</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:51:01.076</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>11</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:51:07.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:51:07.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.13</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:51:07.579</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:51:07.58</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:51:31.078</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:51:31.078</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:51:46.088</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:51:46.088</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:51:46.092</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:52:01.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:52:01.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:52:16.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:52:16.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:52:31.088</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:52:31.088</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:52:41.576</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:52:41.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:52:56.997</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:52:56.998</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:52:57</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:52:57.001</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:52:57.002</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:52:57.003</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:53:03.991</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:53:03.992</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:53:03.993</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:53:03.995</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:53:04.076</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:53:31.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:53:31.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:53:46.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:53:46.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:54:01.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:54:01.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:54:16.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:54:16.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:54:16.477</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:54:16.478</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:54:16.498</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:54:16.502</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:54:16.505</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:54:38.777</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:54:38.778</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:54:50.292</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.14</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:54:50.293</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.14</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:54:50.294</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.14</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:55:01.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:55:01.377</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:55:16.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:55:31.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:55:44.606</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:55:44.607</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:55:44.609</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:56:01.077</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:56:01.077</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:56:06.197</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:56:06.198</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:56:08.076</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:56:08.078</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:56:08.08</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:56:18.381</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:56:18.382</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:56:18.39</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.13</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:56:46.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.13</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:56:46.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:56:46.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:56:54.576</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.14</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:56:54.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.14</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:56:54.592</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.14</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:57:16.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.13</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:57:16.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:57:31.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.13</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:57:31.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:57:46.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.13</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:57:46.087</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:58:01.077</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:58:01.077</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>15</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:58:01.077</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>12</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:58:01.31</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:58:01.31</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:58:01.311</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.12</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Average Total

70.11

Computed VWAP Slippage

0.01

Computed Total Filled

500.00

Algo Model

UncertBands