SIM:NQU3 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:NQU3

Algo CQG Symbol

ENQ

Date - Time

07/03/2023 - 00:06

Buy / Sell

Buy

Quantity

500

Arrival Price

15353.0000

Market VWAP

15352.2765

Destination Price

15352.5000

Slippage

0.1450

SlippagePct

0.0009

AggressivePct

35.0000

Algo Diagnostics

{ "customState": { "total_sent": { "asInt32": 500 }, "slippage_vwap_pct": { "asDouble": 0.0009445689846929863 }, "total_filled": { "asInt32": 500 }, "arrival_price": { "asDouble": 15352.999999999998 }, "avg_total": { "asDouble": 15352.4215 }, "slippage_vwap": { "asDouble": 0.14501421188833774 }, "n_kids": { "asInt32": 60 }, "market_vwap": { "asDouble": 15352.276485788112 }, "slippage": { "asDouble": -0.5784999999978027 }, "destination_price": { "asDouble": 15352.499999999998 }, "total_dollar": { "asDouble": 7676210.75 }, "algo_status": { "asInt32": 4 }, "aggressive_pct": { "asDouble": 35 } } }

Fills Array

Source URL

Static

Computed diagnostics AP

algo_status: 4<br />arrival_price: 15353<br />avg_total: 15352.4215<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: 15352.5<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: 60<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: -0.5784999999978<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 7676210.75<br />total_drift: <br />total_filled: 500<br />total_sent: 500<br />total_vol: <br />worst_opt_t_minutes:

Computed diagnostics VWAP

aggressive_pct: 35<br />algo_status: 4<br />arrival_price: 15353<br />avg_total: 15352.4215<br />destination_price: 15352.5<br />market_vwap: 15352.276485788<br />n_kids: 60<br />slippage: -0.5784999999978<br />slippage_vwap: 0.14501421188834<br />slippage_vwap_pct: 0.00094456898469299<br />total_dollar: 7676210.75<br />total_filled: 500<br />total_sent: 500

Computed Fills Array AP

<table class="table table-responsive table-condensed table-algo-analytics"><thead><tr><th class="active">Timestamp</th><th class="active">Security</th><th class="active">Side</th><th class="active">LastShares</th><th class="active">LastPrice</th><th class="active">Aggressor</th></tr></thead><tbody><tr>
<td>2023-07-02T23:56:22.078</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:56:22.078</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>5</td>
<td>15354.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:56:22.078</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15354.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:56:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:56:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>5</td>
<td>15354.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:56:40.879</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15353.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:56:40.975</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15353.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:56:41.732</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15353.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:57:07.088</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15353.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:57:07.088</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>5</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:57:07.088</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15354.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:57:22.086</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:57:22.086</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>5</td>
<td>15354.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:57:37.086</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:57:37.086</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>6</td>
<td>15354.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:57:38.927</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>8</td>
<td>15354.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:03.675</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15354.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:07.089</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15354.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:07.089</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15354.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:13.121</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15355.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:13.72</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15355.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:13.721</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15355.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:13.875</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15355.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:14.305</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15355.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:14.975</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15355.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:16.076</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15355</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:30.423</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15354.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:30.424</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15354.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:30.425</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15354.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15354.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:40.588</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:44.214</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:44.215</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:44.718</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:45.437</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:46.786</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:07.078</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:07.078</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15354.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:07.078</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15354.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:08.991</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:08.992</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:16.698</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>5</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:16.699</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:30.783</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15353.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:36.82</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15353.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:36.822</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15353.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:49.839</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15353.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:49.875</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15353.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:49.975</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15353.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:50.22</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15353.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:50.222</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15353.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:50.222</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15353.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:02.776</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>5</td>
<td>15353.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:02.784</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>5</td>
<td>15353.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:02.785</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15353.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:14.376</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15352.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:16.776</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15352.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:17.293</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15352.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:17.294</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>7</td>
<td>15352.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:17.295</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>7</td>
<td>15352.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:23.9</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15351.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:23.901</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:23.901</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>8</td>
<td>15351.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:23.902</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>7</td>
<td>15351.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:46.038</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15352.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:46.039</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15352.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:46.04</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15352.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:46.378</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15352.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:46.598</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15352.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:46.976</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15352.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:46.976</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15352.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:01.824</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:01.825</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:01.826</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:04.575</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:04.889</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:05.505</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:05.511</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:05.775</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:10.017</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15351</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:10.019</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:10.021</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15351</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:10.022</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15351</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:10.023</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15351</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:10.076</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15351</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:37.086</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:37.086</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>7</td>
<td>15351.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15352</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15352.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:43.509</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>5</td>
<td>15351.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:43.511</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>6</td>
<td>15351.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:43.58</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>6</td>
<td>15351.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:07.079</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>7</td>
<td>15351.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:07.079</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:07.079</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>5</td>
<td>15351.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:15.821</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15350.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:15.999</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15350.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:16.119</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15350.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:16.121</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15350.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:23.376</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15350</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:23.477</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15350</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:23.799</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15350</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:23.979</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15350</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:24.211</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15350</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:24.376</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15350</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:52.086</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15350.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:52.086</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15351</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:52.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>7</td>
<td>15351.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:52.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:55.007</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15350.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:55.009</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15350.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:56.981</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15350.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:57.204</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15350.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:00.598</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15350.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:02.297</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15350.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:02.325</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15350.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:02.375</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15350.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:22.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>7</td>
<td>15351.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:22.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:22.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15351.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15352</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15352.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>7</td>
<td>15352.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15352.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:51.983</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:51.984</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:51.985</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:52.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15351.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:54.101</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:02.419</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:02.42</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:02.429</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:02.578</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:22.086</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:22.086</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>6</td>
<td>15352</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:22.086</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15352.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:22.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15352.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:37.086</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15352</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15352.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>5</td>
<td>15352.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:52.078</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:52.078</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>5</td>
<td>15352</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:52.078</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15352.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:52.078</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15352.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:57.475</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:57.476</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:57.493</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:57.695</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:57.696</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15351.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:57.696</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:57.697</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:22.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15352.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:22.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>6</td>
<td>15352.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:22.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15353</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:30.302</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15352</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:30.328</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15352</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:30.376</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15352</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:30.378</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15352</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:31.194</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15352</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:32.519</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15352</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:33.712</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15352</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:33.713</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15351.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:52.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15353.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:52.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>6</td>
<td>15353.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:52.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15353.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:52.677</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15353.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:52.677</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>6</td>
<td>15353.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:52.677</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15353.75</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>2023-07-02T23:56:22.078</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:56:22.078</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>5</td>
<td>15354.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:56:22.078</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15354.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:56:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:56:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>5</td>
<td>15354.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:56:40.879</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15353.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:56:40.975</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15353.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:56:41.732</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15353.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:57:07.088</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15353.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:57:07.088</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>5</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:57:07.088</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15354.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:57:22.086</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:57:22.086</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>5</td>
<td>15354.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:57:37.086</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:57:37.086</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>6</td>
<td>15354.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:57:38.927</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>8</td>
<td>15354.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:03.675</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15354.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:07.089</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15354.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:07.089</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15354.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:13.121</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15355.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:13.72</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15355.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:13.721</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15355.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:13.875</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15355.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:14.305</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15355.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:14.975</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15355.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:16.076</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15355</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:30.423</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15354.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:30.424</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15354.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:30.425</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15354.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15354.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:40.588</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:44.214</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:44.215</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:44.718</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:45.437</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:58:46.786</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:07.078</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:07.078</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15354.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:07.078</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15354.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:08.991</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:08.992</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:16.698</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>5</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:16.699</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:30.783</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15353.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:36.82</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15353.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:36.822</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15353.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15354</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:49.839</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15353.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:49.875</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15353.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:49.975</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15353.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:50.22</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15353.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:50.222</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15353.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T23:59:50.222</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15353.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:02.776</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>5</td>
<td>15353.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:02.784</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>5</td>
<td>15353.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:02.785</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15353.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:14.376</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15352.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:16.776</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15352.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:17.293</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15352.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:17.294</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>7</td>
<td>15352.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:17.295</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>7</td>
<td>15352.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:23.9</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15351.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:23.901</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:23.901</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>8</td>
<td>15351.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:23.902</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>7</td>
<td>15351.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:46.038</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15352.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:46.039</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15352.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:46.04</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15352.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:46.378</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15352.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:46.598</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15352.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:46.976</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15352.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:00:46.976</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15352.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:01.824</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:01.825</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:01.826</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:04.575</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:04.889</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:05.505</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:05.511</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:05.775</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:10.017</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15351</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:10.019</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:10.021</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15351</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:10.022</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15351</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:10.023</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15351</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:10.076</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15351</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:37.086</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:37.086</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>7</td>
<td>15351.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15352</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15352.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:43.509</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>5</td>
<td>15351.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:43.511</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>6</td>
<td>15351.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:01:43.58</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>6</td>
<td>15351.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:07.079</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>7</td>
<td>15351.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:07.079</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:07.079</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>5</td>
<td>15351.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:15.821</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15350.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:15.999</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15350.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:16.119</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15350.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:16.121</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15350.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:23.376</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15350</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:23.477</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15350</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:23.799</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15350</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:23.979</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15350</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:24.211</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15350</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:24.376</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15350</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:52.086</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15350.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:52.086</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15351</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:52.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>7</td>
<td>15351.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:52.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:55.007</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15350.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:55.009</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15350.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:56.981</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15350.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:02:57.204</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15350.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:00.598</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15350.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:02.297</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15350.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:02.325</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15350.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:02.375</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15350.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:22.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>7</td>
<td>15351.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:22.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:22.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15351.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15352</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15352.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>7</td>
<td>15352.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15352.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:51.983</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:51.984</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:51.985</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:52.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15351.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:03:54.101</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:02.419</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:02.42</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:02.429</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:02.578</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:22.086</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:22.086</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>6</td>
<td>15352</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:22.086</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15352.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:22.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15352.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:37.086</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15352</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15352.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:37.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>5</td>
<td>15352.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:52.078</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:52.078</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>5</td>
<td>15352</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:52.078</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15352.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:52.078</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15352.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:57.475</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:57.476</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:57.493</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:57.695</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:57.696</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15351.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:57.696</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:04:57.697</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15351.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:22.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15352.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:22.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>6</td>
<td>15352.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:22.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15353</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:30.302</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15352</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:30.328</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15352</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:30.376</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15352</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:30.378</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15352</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:31.194</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15352</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:32.519</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>2</td>
<td>15352</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:33.712</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>4</td>
<td>15352</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:33.713</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>1</td>
<td>15351.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:52.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15353.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:52.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>6</td>
<td>15353.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:52.087</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15353.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:52.677</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15353.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:52.677</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>6</td>
<td>15353.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:05:52.677</td>
<td>SIM:NQU3</td>
<td>Buy</td>
<td>3</td>
<td>15353.75</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Average Total

15352.42

Computed VWAP Slippage

0.15

Computed Total Filled

500.00

Algo Model

Static