SIM:NQU3 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:NQU3

Algo CQG Symbol

ENQ

Date - Time

07/03/2023 - 05:06

Buy / Sell

Sell

Quantity

500

Arrival Price

15372.5000

Market VWAP

15360.9853

Destination Price

15355.1250

Slippage

-9.9322

SlippagePct

-0.0646

AggressivePct

30.3571

Fills Array

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hares":1.0,"LastPrice":15373.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:02:47.695","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15373.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:02:48.218","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15373.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:02:49.684","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15373.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:02:49.685","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15373.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:02:53.879","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15374.25,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:02:55.075","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15374.25,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:02:55.475","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15374.5,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:02:55.475","Security":"SIM:NQU3","Side":"Sell","LastShares":8.0,"LastPrice":15374.25,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:03:10.387","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15374.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:03:10.389","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15374.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:03:10.391","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15374.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:03:10.396","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15374.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:03:10.397","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15374.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:03:10.408","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15374.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:03:10.685","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15374.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:03:11.077","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15374.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:03:30.506","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15375.5,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:03:30.507","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15375.5,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:03:34.492","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15375.5,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:03:37.498","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15375.25,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:03:37.498","Security":"SIM:NQU3","Side":"Sell","LastShares":6.0,"LastPrice":15375.0,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:03:47.275","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15375.5,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:03:52.498","Security":"SIM:NQU3","Side":"Sell","LastShares":8.0,"LastPrice":15374.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:03:52.498","Security":"SIM:NQU3","Side":"Sell","LastShares":4.0,"LastPrice":15374.5,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:03:58.39","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15375.25,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:03:58.391","Security":"SIM:NQU3","Side":"Sell","LastShares":4.0,"LastPrice":15375.25,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:03:58.393","Security":"SIM:NQU3","Side":"Sell","LastShares":5.0,"LastPrice":15375.25,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:03:58.394","Security":"SIM:NQU3","Side":"Sell","LastShares":3.0,"LastPrice":15375.25,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:04:13.407","Security":"SIM:NQU3","Side":"Sell","LastShares":4.0,"LastPrice":15373.25,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:04:13.408","Security":"SIM:NQU3","Side":"Sell","LastShares":4.0,"LastPrice":15373.25,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:04:13.409","Security":"SIM:NQU3","Side":"Sell","LastShares":4.0,"LastPrice":15373.25,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:04:13.475","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15373.25,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:04:26.276","Security":"SIM:NQU3","Side":"Sell","LastShares":1.0,"LastPrice":15372.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:04:30.816","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15372.75,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:04:36.275","Security":"SIM:NQU3","Side":"Sell","LastShares":2.0,"LastPrice":15372.5,"Aggressor":"Aggressive"},{"Timestamp":"2023-07-03T05:04:36.276","Security":"SIM:NQU3","Side":"Sell","LastShares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Source URL

Static

Computed diagnostics AP

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

Computed diagnostics VWAP

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

Computed Fills Array AP

No diagnostics available.

Computed Fills Array VWAP

No diagnostics available.

Computed Average Total

0.00

Computed VWAP Slippage

0.00

Computed Total Filled

0.00

Algo Model