SIM:CLQ3 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:CLQ3

Algo CQG Symbol

CLE

Date - Time

07/03/2023 - 10:36

Buy / Sell

Buy

Quantity

500

Arrival Price

70.7350

Market VWAP

70.9834

Destination Price

71.1550

Slippage

-0.0221

SlippagePct

-0.0312

AggressivePct

2.5000

Algo Diagnostics

{ "customState": { "total_sent": { "asInt32": 500 }, "slippage_vwap_pct": { "asDouble": -0.031151624476964908 }, "total_filled": { "asInt32": 500 }, "arrival_price": { "asDouble": 70.73499999999999 }, "avg_total": { "asDouble": 70.96134 }, "slippage_vwap": { "asDouble": -0.02210561016062229 }, "n_kids": { "asInt32": 40 }, "market_vwap": { "asDouble": 70.98344561016063 }, "slippage": { "asDouble": 0.22634000000002175 }, "destination_price": { "asDouble": 71.155 }, "total_dollar": { "asDouble": 35480.670000000006 }, "aggressive_pct": { "asDouble": 2.5 }, "algo_status": { "asInt32": 4 } } }

Fills Array

Source URL

Static

Computed diagnostics AP

algo_status: 4<br />arrival_price: 70.735<br />avg_total: 70.96134<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: 71.155<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: 40<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: 0.22634000000002<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 35480.67<br />total_drift: <br />total_filled: 500<br />total_sent: 500<br />total_vol: <br />worst_opt_t_minutes:

Computed diagnostics VWAP

aggressive_pct: 2.5<br />algo_status: 4<br />arrival_price: 70.735<br />avg_total: 70.96134<br />destination_price: 71.155<br />market_vwap: 70.983445610161<br />n_kids: 40<br />slippage: 0.22634000000002<br />slippage_vwap: -0.022105610160622<br />slippage_vwap_pct: -0.031151624476965<br />total_dollar: 35480.67<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>2023-07-03T10:26:11.684</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:26:11.686</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:26:23.098</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.77</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:23.099</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.77</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:23.108</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.77</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:23.113</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.77</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:23.114</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.77</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:23.116</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.77</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:40.077</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.75</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:42</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:26:43.479</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.77</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:43.48</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.77</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:43.481</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.77</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:43.522</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.77</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:51.475</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.75</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:51.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.75</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:54.41</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.75</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:54.412</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.75</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:54.413</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.75</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:27:02.276</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.77</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:27:07.604</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>11</td>
<td>70.86</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:27:23.375</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.86</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:27:23.377</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.86</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:27:37.215</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:27:37.217</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:27:52.025</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:27:52.026</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:27:52.028</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:27:52.029</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:28:06.616</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.88</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:28:06.617</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.88</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:28:06.618</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.88</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:28:21.678</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.88</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:28:22.678</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>11</td>
<td>70.88</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:28:38.076</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.94</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:28:38.077</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.94</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:28:38.102</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.94</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:28:52.987</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:28:52.988</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:28:52.989</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:28:52.99</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:28:52.991</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:29:07.378</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.89</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:07.386</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.89</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:07.389</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.89</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:07.479</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.89</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:07.596</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.89</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:07.676</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.89</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:07.68</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.89</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:21.293</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>71</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:21.294</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>71</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:21.298</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:21.3</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>71</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:21.315</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:21.316</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:21.319</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:21.376</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>71</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:21.387</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>71</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:36.376</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.99</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:36.4</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.99</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:37.579</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.99</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:37.583</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.99</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:38.099</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.99</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:38.1</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.99</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:38.178</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.99</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:38.207</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>71</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:51.376</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:29:51.405</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:29:51.406</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:29:51.407</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:29:51.409</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:06.913</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:06.976</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:07.078</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:07.08</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:07.081</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:21.712</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:21.713</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:21.714</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:21.716</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:36.414</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:36.422</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:36.423</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:36.424</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:52.791</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.03</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:30:52.792</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>71.03</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:30:52.793</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>71.03</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:30:52.799</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>71.03</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:30:52.81</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>71.03</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:30:52.876</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>71.03</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:31:06.685</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.99</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:31:06.686</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.99</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:31:06.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.99</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:31:21.422</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.99</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:31:22.477</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.99</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:31:22.478</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.99</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:31:36.699</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.92</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:31:37.181</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.92</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:31:37.182</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.92</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:31:37.184</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.92</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:31:52.976</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:31:52.978</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:31:52.994</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:32:10.076</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:32:10.079</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:32:23.001</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:32:23.184</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.97</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:32:23.185</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.97</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:32:23.186</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.97</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:32:36.797</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:32:36.798</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:32:36.799</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:32:51.412</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:32:51.413</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:32:51.414</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:33:07.506</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:33:07.507</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:33:07.508</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>71.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:33:07.681</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>71.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:33:22.482</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:33:22.483</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>71.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:33:22.484</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>71.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:33:22.487</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:33:37.376</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>71.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:33:51.987</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>71.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:33:51.988</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>71.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:34:08.379</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:34:08.38</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:34:08.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>71.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:34:08.477</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>71.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:34:21.578</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>71.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:34:36.878</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>71.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:34:36.976</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:34:37.077</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:34:51.796</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>71.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:34:51.798</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>71.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:34:51.799</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:34:52.281</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>71.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:34:52.285</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:35:09.503</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>71.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:35:09.504</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>71.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:35:09.505</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>71.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:35:29.805</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:35:29.806</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:35:29.879</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>71.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:35:29.881</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>71.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:35:29.882</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>71.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:35:40.278</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>71.14</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:35:40.478</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>71.14</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:35:51.188</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>71.13</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:35:51.188</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>71.14</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>2023-07-03T10:26:11.684</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:26:11.686</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:26:23.098</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.77</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:23.099</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.77</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:23.108</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.77</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:23.113</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.77</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:23.114</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.77</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:23.116</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.77</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:40.077</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.75</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:42</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:26:43.479</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.77</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:43.48</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.77</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:43.481</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.77</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:43.522</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.77</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:51.475</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.75</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:51.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.75</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:54.41</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.75</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:54.412</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.75</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:26:54.413</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.75</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:27:02.276</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.77</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:27:07.604</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>11</td>
<td>70.86</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:27:23.375</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.86</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:27:23.377</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.86</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:27:37.215</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:27:37.217</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:27:52.025</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:27:52.026</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:27:52.028</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:27:52.029</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:28:06.616</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.88</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:28:06.617</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.88</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:28:06.618</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.88</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:28:21.678</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.88</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:28:22.678</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>11</td>
<td>70.88</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:28:38.076</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.94</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:28:38.077</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.94</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:28:38.102</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.94</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:28:52.987</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:28:52.988</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:28:52.989</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:28:52.99</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:28:52.991</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:29:07.378</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.89</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:07.386</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.89</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:07.389</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.89</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:07.479</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.89</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:07.596</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.89</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:07.676</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.89</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:07.68</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.89</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:21.293</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>71</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:21.294</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>71</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:21.298</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:21.3</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>71</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:21.315</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:21.316</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:21.319</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:21.376</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>71</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:21.387</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>71</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:36.376</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.99</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:36.4</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.99</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:37.579</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.99</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:37.583</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.99</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:38.099</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.99</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:38.1</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.99</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:38.178</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.99</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:38.207</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>71</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:29:51.376</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:29:51.405</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:29:51.406</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:29:51.407</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:29:51.409</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:06.913</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:06.976</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:07.078</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:07.08</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:07.081</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:21.712</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:21.713</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:21.714</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:21.716</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:36.414</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:36.422</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:36.423</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:36.424</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:30:52.791</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.03</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:30:52.792</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>71.03</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:30:52.793</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>71.03</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:30:52.799</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>71.03</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:30:52.81</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>71.03</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:30:52.876</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>71.03</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:31:06.685</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.99</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:31:06.686</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.99</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:31:06.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.99</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:31:21.422</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.99</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:31:22.477</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.99</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:31:22.478</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.99</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:31:36.699</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.92</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:31:37.181</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.92</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:31:37.182</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.92</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:31:37.184</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.92</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:31:52.976</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:31:52.978</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:31:52.994</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:32:10.076</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:32:10.079</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:32:23.001</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:32:23.184</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.97</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:32:23.185</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.97</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:32:23.186</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.97</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:32:36.797</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:32:36.798</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:32:36.799</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:32:51.412</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:32:51.413</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:32:51.414</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:33:07.506</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:33:07.507</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:33:07.508</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>71.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:33:07.681</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>71.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:33:22.482</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:33:22.483</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>71.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:33:22.484</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>71.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:33:22.487</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:33:37.376</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>71.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:33:51.987</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>71.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:33:51.988</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>71.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:34:08.379</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:34:08.38</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:34:08.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>71.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:34:08.477</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>71.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:34:21.578</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>71.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:34:36.878</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>71.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:34:36.976</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:34:37.077</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:34:51.796</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>71.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:34:51.798</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>71.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:34:51.799</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:34:52.281</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>71.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:34:52.285</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:35:09.503</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>71.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:35:09.504</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>71.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:35:09.505</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>71.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:35:29.805</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:35:29.806</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>71.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:35:29.879</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>71.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:35:29.881</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>71.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:35:29.882</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>71.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:35:40.278</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>71.14</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:35:40.478</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>71.14</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T10:35:51.188</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>71.13</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T10:35:51.188</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>71.14</td>
<td>Passive</td>
</tr></tbody></table>

Computed Average Total

70.96

Computed VWAP Slippage

-0.02

Computed Total Filled

500.00

Algo Model

Static