SIM:NQU3 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:NQU3

Algo CQG Symbol

ENQ

Date - Time

07/02/2023 - 21:39

Buy / Sell

Buy

Quantity

500

Arrival Price

15345.7500

Market VWAP

15342.8382

Destination Price

15342.7500

Slippage

0.3743

SlippagePct

0.0024

AggressivePct

35.0000

Fills Array

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Source URL

Static

Computed diagnostics AP

algo_status: <br />arrival_price: <br />avg_total: <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: <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: <br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: <br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: <br />total_drift: <br />total_filled: <br />total_sent: <br />total_vol: <br />worst_opt_t_minutes:

Computed diagnostics VWAP

aggressive_pct: <br />algo_status: <br />arrival_price: <br />avg_total: <br />destination_price: <br />market_vwap: <br />n_kids: <br />slippage: <br />slippage_vwap: <br />slippage_vwap_pct: <br />total_dollar: <br />total_filled: <br />total_sent:

Computed Fills Array AP

No diagnostics available.

Computed Fills Array VWAP

No diagnostics available.

Computed Average Total

0.00

Computed VWAP Slippage

0.00

Computed Total Filled

0.00

Algo Model