SIM:NQU3 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:NQU3

Algo CQG Symbol

ENQ

Date - Time

07/03/2023 - 02:43

Buy / Sell

Sell

Quantity

500

Arrival Price

15363.0000

Market VWAP

15359.1613

Destination Price

15360.8750

Slippage

0.7143

SlippagePct

0.0047

AggressivePct

11.3636

Fills Array

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:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15355.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:37:31.516","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15355.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:37:31.575","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15355.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:37:31.593","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15355.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:37:31.602","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15355.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:37:31.608","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15355.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:37:31.788","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15356.0,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:37:31.788","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15355.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:37:31.877","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15356.0,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:37:31.877","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15355.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:37:45.478","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15355.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:37:45.479","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15356.0,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:37:45.48","Security":"SIM:NQU3","Side":"Sell","LastShares":4.0,"LastPrice":15355.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:37:45.481","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15356.0,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:37:45.481","Security":"SIM:NQU3","Side":"Sell","LastShares":5.0,"LastPrice":15355.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:37:45.483","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15356.0,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:37:45.483","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15355.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:37:56.576","Security":"SIM:NQU3","Side":"Sell","LastShares":4.0,"LastPrice":15358.0,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:37:56.675","Security":"SIM:NQU3","Side":"Sell","LastShares":4.0,"LastPrice":15358.0,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:38:01.009","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15357.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:38:01.01","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15357.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:38:01.011","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15357.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:38:12.932","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15357.25,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:38:12.932","Security":"SIM:NQU3","Side":"Sell","LastShares":11.0,"LastPrice":15357.0,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:38:12.933","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15357.25,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:38:25.292","Security":"SIM:NQU3","Side":"Sell","LastShares":9.0,"LastPrice":15359.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:38:25.293","Security":"SIM:NQU3","Side":"Sell","LastShares":5.0,"LastPrice":15359.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:38:48.676","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15358.25,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:38:48.695","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15358.25,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:38:49.275","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15358.25,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:38:49.283","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15358.25,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:38:49.312","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15358.25,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:38:49.98","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15358.25,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:38:49.981","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15358.25,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:38:50.477","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15358.25,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:38:52.703","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15358.25,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:38:52.705","Security":"SIM:NQU3"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astShares":1.0,"LastPrice":15355.5,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:40:12.376","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15355.5,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:40:12.395","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15355.5,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:40:12.402","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15355.5,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:40:12.676","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15355.5,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:40:12.698","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15355.5,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:40:12.701","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15355.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:40:12.701","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15355.5,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:40:28.881","Security":"SIM:NQU3","Side":"Sell","LastShares":4.0,"LastPrice":15356.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:40:28.882","Security":"SIM:NQU3","Side":"Sell","LastShares":3.0,"LastPrice":15357.0,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:40:28.883","Security":"SIM:NQU3","Side":"Sell","LastShares":5.0,"LastPrice":15356.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:40:46.716","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15354.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:40:46.775","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15354.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:40:46.895","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15355.0,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:40:46.895","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15354.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:40:46.9","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15354.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:40:46.905","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15354.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:40:46.975","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15354.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:40:54.977","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15355.5,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:40:55.075","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15355.5,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:40:55.175","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15355.5,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:40:56.002","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15355.5,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:40:56.324","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15355.5,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:40:56.53","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15355.5,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:40:56.935","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15355.5,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T02:40:57.676","Security":"SIM:NQU3","Side":"Sell",

Source URL

Static

Computed diagnostics AP

algo_status: <br />arrival_price: <br />avg_total: <br />curr_cost_per_share: <br />curr_half_min_move: <br />curr_liq_cost: <br />curr_opt_t_minutes: <br />daily_vol_normal: <br />destination_price: <br />drift: <br />economic_model: <br />has_mbo: <br />impact_model: <br />init_cost_per_share: <br />init_drift: <br />init_half_min_move: <br />init_liq_cost: <br />init_min_duration: <br />init_opt_t_minutes: <br />init_vol_normal: <br />last_aggressive_qty: <br />last_tactical_qty: <br />level_tactical_limit: <br />mbo_max: <br />mbo_min: <br />model_size: <br />n_kids: <br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: <br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: <br />total_drift: <br />total_filled: <br />total_sent: <br />total_vol: <br />worst_opt_t_minutes:

Computed diagnostics VWAP

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

Computed Fills Array AP

No diagnostics available.

Computed Fills Array VWAP

No diagnostics available.

Computed Average Total

0.00

Computed VWAP Slippage

0.00

Computed Total Filled

0.00

Algo Model