Algo Type
VWAP
Algo Symbol
SIM:CLQ3
Algo CQG Symbol
CLE
Date - Time
Buy / Sell
Buy
Quantity
500
Arrival Price
70.5150
Market VWAP
70.4754
Destination Price
70.4600
Slippage
0.0089
SlippagePct
0.0126
AggressivePct
20.4082
Algo Diagnostics
{ "customState": { "destination_price": { "asDouble": 70.46000000000001 }, "total_dollar": { "asDouble": 35242.149999999994 }, "aggressive_pct": { "asDouble": 20.408163265306122 }, "algo_status": { "asInt32": 4 }, "total_sent": { "asInt32": 500 }, "slippage_vwap_pct": { "asDouble": 0.01263831887772933 }, "total_filled": { "asInt32": 500 }, "arrival_price": { "asDouble": 70.51499999999999 }, "avg_total": { "asDouble": 70.48429999999999 }, "slippage_vwap": { "asDouble": 0.008908030592735372 }, "n_kids": { "asInt32": 49 }, "market_vwap": { "asDouble": 70.47539196940726 }, "slippage": { "asDouble": -0.030699999999995953 } } }
Fills Array
[{"Timestamp":"2023-07-03T00:59:44.219","Security":"SIM:CLQ3","Side":"Buy","LastShares":4.0,"LastPrice":70.52,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T00:59:44.275","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.52,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:00:00.203","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.52,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:00:00.211","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.52,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:00:00.212","Security":"SIM:CLQ3","Side":"Buy","LastShares":5.0,"LastPrice":70.52,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:00:00.213","Security":"SIM:CLQ3","Side":"Buy","LastShares":4.0,"LastPrice":70.52,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:00:24.43","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:00:24.432","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:00:24.433","Security":"SIM:CLQ3","Side":"Buy","LastShares":4.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:00:24.434","Security":"SIM:CLQ3","Side":"Buy","LastShares":4.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:00:24.435","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:00:32","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.51,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:00:32.001","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.51,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:00:32.002","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.51,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:00:32.075","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.51,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:00:32.076","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.51,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:00:32.094","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.51,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:00:32.098","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.51,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:00:32.099","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.51,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:00:32.105","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.51,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:00:32.177","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.51,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:00:32.297","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.51,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:00:46.376","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.51,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:00:46.377","Security":"SIM:CLQ3","Side":"Buy","LastShares":4.0,"LastPrice":70.51,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:00:47.485","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.51,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:00:47.486","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.51,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:00:47.487","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.51,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:00:47.494","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.51,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:00:47.497","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.51,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:00:47.499","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.51,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:01:00.521","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:01:00.522","Security":"SIM:CLQ3","Side":"Buy","LastShares":4.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:01:00.524","Security":"SIM:CLQ3","Side":"Buy","LastShares":4.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:01:00.53","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:01:00.531","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:01:00.532","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:01:28.687","Security":"SIM:CLQ3","Side":"Buy","LastShares":10.0,"LastPrice":70.51,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:01:28.687","Security":"SIM:CLQ3","Side":"Buy","LastShares":5.0,"LastPrice":70.52,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:01:30.578","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:01:31.689","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:01:31.69","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:01:31.702","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:01:31.704","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:01:31.781","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:01:32.275","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:01:48.376","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:01:48.378","Security":"SIM:CLQ3","Side":"Buy","LastShares":9.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:02:01.276","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:02:01.277","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:02:01.377","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:02:01.575","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:02:17.521","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.49,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:02:17.523","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.49,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:02:17.524","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.49,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:02:17.577","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.49,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:02:43.686","Security":"SIM:CLQ3","Side":"Buy","LastShares":9.0,"LastPrice":70.51,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:02:43.687","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.52,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:02:56.594","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.51,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:02:56.595","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.51,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:02:56.596","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.51,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:02:56.597","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.51,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:02:56.598","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.51,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:03:03.098","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:03:03.099","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:03:03.101","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:03:03.102","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:03:03.276","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:03:23.833","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:03:23.837","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:03:23.839","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:03:23.875","Security":"SIM:CLQ3","Side":"Buy","LastShares":4.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:03:27.791","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:03:27.792","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:03:38.175","Security":"SIM:CLQ3","Side":"Buy","LastShares":5.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:03:38.177","Security":"SIM:CLQ3","Side":"Buy","LastShares":5.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:03:38.282","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:03:52.214","Security":"SIM:CLQ3","Side":"Buy","LastShares":5.0,"LastPrice":70.49,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:03:52.222","Security":"SIM:CLQ3","Side":"Buy","LastShares":5.0,"LastPrice":70.49,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:03:52.223","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.49,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:04:13.687","Security":"SIM:CLQ3","Side":"Buy","LastShares":5.0,"LastPrice":70.49,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:04:13.687","Security":"SIM:CLQ3","Side":"Buy","LastShares":9.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:04:25.4","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.48,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:04:25.401","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.48,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:04:25.402","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.48,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:04:25.476","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.48,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:04:25.598","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.48,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:04:27.099","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.48,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:04:28.279","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.48,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:04:28.289","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.48,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:04:28.678","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.49,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:04:40.902","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.47,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:04:40.903","Security":"SIM:CLQ3","Side":"Buy","LastShares":4.0,"LastPrice":70.47,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:04:40.907","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.47,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:04:40.908","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.47,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:04:58.687","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.49,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:04:58.687","Security":"SIM:CLQ3","Side":"Buy","LastShares":8.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:05:06.62","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.48,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:05:06.621","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.48,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:05:06.622","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.48,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:05:28.687","Security":"SIM:CLQ3","Side":"Buy","LastShares":5.0,"LastPrice":70.49,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:05:28.687","Security":"SIM:CLQ3","Side":"Buy","LastShares":10.0,"LastPrice":70.5,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:05:34.075","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.48,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:05:34.077","Security":"SIM:CLQ3","Side":"Buy","LastShares":12.0,"LastPrice":70.48,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:05:55.475","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.47,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:05:55.476","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.47,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:05:55.517","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.47,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:05:55.577","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.47,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:05:55.676","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.47,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:05:56.233","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.47,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:06:13.583","Security":"SIM:CLQ3","Side":"Buy","LastShares":5.0,"LastPrice":70.45,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:06:13.583","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.46000000000001,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:06:15.189","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.45,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:06:15.191","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.45,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:06:15.498","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.45,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:06:16.882","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.45,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:06:16.883","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.45,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:06:16.892","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.45,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:06:32.097","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.44,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:06:32.098","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.44,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:06:32.194","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.44,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:06:32.277","Security":"SIM:CLQ3","Side":"Buy","LastShares":4.0,"LastPrice":70.44,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:06:57.094","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.43,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:06:57.095","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.43,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:06:57.096","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.43,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:06:57.184","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.43,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:06:57.221","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.43,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:06:57.278","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.43,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:06:57.384","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.43,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:07:02.421","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.42,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:07:02.423","Security":"SIM:CLQ3","Side":"Buy","LastShares":3.0,"LastPrice":70.42,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:07:02.424","Security":"SIM:CLQ3","Side":"Buy","LastShares":4.0,"LastPrice":70.42,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:07:02.425","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.42,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:07:28.687","Security":"SIM:CLQ3","Side":"Buy","LastShares":4.0,"LastPrice":70.42,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:07:28.687","Security":"SIM:CLQ3","Side":"Buy","LastShares":5.0,"LastPrice":70.43,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:07:43.476","Security":"SIM:CLQ3","Side":"Buy","LastShares":5.0,"LastPrice":70.44,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:07:43.478","Security":"SIM:CLQ3","Side":"Buy","LastShares":4.0,"LastPrice":70.44,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:07:52.697","Security":"SIM:CLQ3","Side":"Buy","LastShares":5.0,"LastPrice":70.44,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:07:52.698","Security":"SIM:CLQ3","Side":"Buy","LastShares":4.0,"LastPrice":70.44,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:08:07.781","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.45,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:08:07.881","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.45,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:08:08.125","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.45,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:08:28.687","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.47,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:08:28.687","Security":"SIM:CLQ3","Side":"Buy","LastShares":7.0,"LastPrice":70.48,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:08:42.193","Security":"SIM:CLQ3","Side":"Buy","LastShares":4.0,"LastPrice":70.47,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:08:42.194","Security":"SIM:CLQ3","Side":"Buy","LastShares":7.0,"LastPrice":70.47,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:08:42.195","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.47,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:08:53.675","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.47,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:08:53.676","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.47,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:08:54.83","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.47,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:09:13.687","Security":"SIM:CLQ3","Side":"Buy","LastShares":6.0,"LastPrice":70.48,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:09:13.687","Security":"SIM:CLQ3","Side":"Buy","LastShares":4.0,"LastPrice":70.49,"Aggressor":"Passive"},{"Timestamp":"2023-07-03T01:09:25.715","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.48,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:09:25.716","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.48,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:09:25.717","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.48,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:09:25.719","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.48,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:09:25.72","Security":"SIM:CLQ3","Side":"Buy","LastShares":2.0,"LastPrice":70.48,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:09:25.721","Security":"SIM:CLQ3","Side":"Buy","LastShares":1.0,"LastPrice":70.48,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T01:09:28.687","Security":"SIM:CLQ3","Side":"Buy","LastShares":10.0,"LastPrice":70.49,"Aggressor":"Passive"}]
Source URL
Static
Computed diagnostics AP
algo_status: 4<br />arrival_price: 70.515<br />avg_total: 70.4843<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: 70.46<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: 49<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: -0.030699999999996<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 35242.15<br />total_drift: <br />total_filled: 500<br />total_sent: 500<br />total_vol: <br />worst_opt_t_minutes:
Computed diagnostics VWAP
aggressive_pct: 20.408163265306<br />algo_status: 4<br />arrival_price: 70.515<br />avg_total: 70.4843<br />destination_price: 70.46<br />market_vwap: 70.475391969407<br />n_kids: 49<br />slippage: -0.030699999999996<br />slippage_vwap: 0.0089080305927354<br />slippage_vwap_pct: 0.012638318877729<br />total_dollar: 35242.15<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>2023-07-03T00:59:44.219</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.52</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:59:44.275</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.52</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:00:00.203</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.52</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:00:00.211</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.52</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:00:00.212</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.52</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:00:00.213</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.52</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:00:24.43</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:00:24.432</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:00:24.433</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:00:24.434</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:00:24.435</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:00:32</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:32.001</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:32.002</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:32.075</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:32.076</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:32.094</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:32.098</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:32.099</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:32.105</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:32.177</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:32.297</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:46.376</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:46.377</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:47.485</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:47.486</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:47.487</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:47.494</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:47.497</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:47.499</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:01:00.521</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:00.522</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:00.524</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:00.53</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:00.531</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:00.532</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:28.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>10</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:01:28.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.52</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:30.578</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:31.689</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:31.69</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:31.702</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:31.704</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:31.781</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:32.275</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:48.376</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:48.378</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:02:01.276</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:02:01.277</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:02:01.377</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:02:01.575</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:02:17.521</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.49</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:02:17.523</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.49</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:02:17.524</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.49</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:02:17.577</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.49</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:02:43.686</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:02:43.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.52</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:02:56.594</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:02:56.595</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:02:56.596</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:02:56.597</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:02:56.598</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:03:03.098</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:03.099</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:03.101</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:03.102</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:03.276</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:23.833</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:23.837</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:23.839</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:23.875</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:27.791</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:27.792</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:38.175</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:38.177</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:38.282</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:52.214</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.49</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:52.222</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.49</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:52.223</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.49</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:04:13.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.49</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:04:13.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:04:25.4</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:04:25.401</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:04:25.402</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:04:25.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:04:25.598</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:04:27.099</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:04:28.279</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:04:28.289</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:04:28.678</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.49</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:04:40.902</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:04:40.903</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:04:40.907</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:04:40.908</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:04:58.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.49</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:04:58.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:05:06.62</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:05:06.621</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:05:06.622</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:05:28.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.49</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:05:28.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>10</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:05:34.075</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:05:34.077</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>12</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:05:55.475</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:05:55.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:05:55.517</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:05:55.577</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:05:55.676</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:05:56.233</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:06:13.583</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:06:13.583</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:06:15.189</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.45</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:06:15.191</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.45</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:06:15.498</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.45</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:06:16.882</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.45</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:06:16.883</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.45</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:06:16.892</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.45</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:06:32.097</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:06:32.098</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:06:32.194</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:06:32.277</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:06:57.094</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:06:57.095</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:06:57.096</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:06:57.184</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:06:57.221</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:06:57.278</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:06:57.384</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:07:02.421</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:07:02.423</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:07:02.424</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:07:02.425</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:07:28.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.42</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:07:28.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:07:43.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:07:43.478</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:07:52.697</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:07:52.698</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:08:07.781</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.45</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:08:07.881</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.45</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:08:08.125</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.45</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:08:28.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.47</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:08:28.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:08:42.193</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:08:42.194</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:08:42.195</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:08:53.675</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:08:53.676</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:08:54.83</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:09:13.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:09:13.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.49</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:09:25.715</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:09:25.716</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:09:25.717</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:09:25.719</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:09:25.72</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:09:25.721</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:09:28.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>10</td>
<td>70.49</td>
<td>Passive</td>
</tr></tbody></table>
Computed Fills Array VWAP
<table class="table table-responsive table-condensed table-algo-analytics"><thead><tr><th class="active">Timestamp</th><th class="active">Security</th><th class="active">Side</th><th class="active">LastShares</th><th class="active">LastPrice</th><th class="active">Aggressor</th></tr></thead><tbody><tr>
<td>2023-07-03T00:59:44.219</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.52</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:59:44.275</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.52</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:00:00.203</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.52</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:00:00.211</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.52</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:00:00.212</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.52</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:00:00.213</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.52</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:00:24.43</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:00:24.432</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:00:24.433</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:00:24.434</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:00:24.435</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:00:32</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:32.001</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:32.002</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:32.075</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:32.076</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:32.094</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:32.098</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:32.099</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:32.105</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:32.177</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:32.297</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:46.376</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:46.377</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:47.485</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:47.486</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:47.487</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:47.494</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:47.497</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:00:47.499</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:01:00.521</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:00.522</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:00.524</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:00.53</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:00.531</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:00.532</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:28.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>10</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:01:28.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.52</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:30.578</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:31.689</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:31.69</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:31.702</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:31.704</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:31.781</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:32.275</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:48.376</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:01:48.378</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:02:01.276</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:02:01.277</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:02:01.377</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:02:01.575</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:02:17.521</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.49</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:02:17.523</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.49</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:02:17.524</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.49</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:02:17.577</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.49</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:02:43.686</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:02:43.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.52</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:02:56.594</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:02:56.595</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:02:56.596</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:02:56.597</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:02:56.598</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:03:03.098</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:03.099</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:03.101</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:03.102</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:03.276</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:23.833</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:23.837</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:23.839</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:23.875</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:27.791</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:27.792</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:38.175</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:38.177</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:38.282</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:52.214</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.49</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:52.222</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.49</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:03:52.223</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.49</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:04:13.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.49</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:04:13.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:04:25.4</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:04:25.401</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:04:25.402</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:04:25.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:04:25.598</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:04:27.099</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:04:28.279</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:04:28.289</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:04:28.678</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.49</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:04:40.902</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:04:40.903</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:04:40.907</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:04:40.908</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:04:58.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.49</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:04:58.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:05:06.62</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:05:06.621</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:05:06.622</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:05:28.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.49</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:05:28.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>10</td>
<td>70.5</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:05:34.075</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:05:34.077</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>12</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:05:55.475</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:05:55.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:05:55.517</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:05:55.577</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:05:55.676</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:05:56.233</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:06:13.583</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:06:13.583</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:06:15.189</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.45</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:06:15.191</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.45</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:06:15.498</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.45</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:06:16.882</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.45</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:06:16.883</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.45</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:06:16.892</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.45</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:06:32.097</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:06:32.098</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:06:32.194</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:06:32.277</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:06:57.094</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:06:57.095</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:06:57.096</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:06:57.184</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:06:57.221</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:06:57.278</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:06:57.384</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:07:02.421</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:07:02.423</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:07:02.424</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:07:02.425</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.42</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:07:28.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.42</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:07:28.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:07:43.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:07:43.478</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:07:52.697</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:07:52.698</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.44</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:08:07.781</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.45</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:08:07.881</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.45</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:08:08.125</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.45</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:08:28.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.47</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:08:28.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:08:42.193</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:08:42.194</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:08:42.195</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:08:53.675</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:08:53.676</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:08:54.83</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.47</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:09:13.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:09:13.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.49</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T01:09:25.715</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:09:25.716</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:09:25.717</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:09:25.719</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:09:25.72</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:09:25.721</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T01:09:28.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>10</td>
<td>70.49</td>
<td>Passive</td>
</tr></tbody></table>
Computed Average Total
70.48
Computed VWAP Slippage
0.01
Computed Total Filled
500.00
Algo Model