SIM:CLQ3 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:CLQ3

Algo CQG Symbol

CLE

Date - Time

07/03/2023 - 14:25

Buy / Sell

Buy

Quantity

500

Arrival Price

70.0250

Market VWAP

70.0627

Destination Price

70.0650

Slippage

0.0050

SlippagePct

0.0071

AggressivePct

43.4783

Algo Diagnostics

{ "customState": { "slippage_vwap_pct": { "asDouble": 0.007095520597704466 }, "total_filled": { "asInt32": 500 }, "arrival_price": { "asDouble": 70.025 }, "avg_total": { "asDouble": 70.06768000000002 }, "slippage_vwap": { "asDouble": 0.004971666666733654 }, "n_kids": { "asInt32": 69 }, "market_vwap": { "asDouble": 70.06270833333329 }, "slippage": { "asDouble": 0.04268000000001848 }, "destination_price": { "asDouble": 70.065 }, "total_dollar": { "asDouble": 35033.84000000001 }, "aggressive_pct": { "asDouble": 43.47826086956522 }, "algo_status": { "asInt32": 4 }, "total_sent": { "asInt32": 500 } } }

Fills Array

Source URL

Static

Computed diagnostics AP

algo_status: 4<br />arrival_price: 70.025<br />avg_total: 70.06768<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: 70.065<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: 69<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: 0.042680000000018<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 35033.84<br />total_drift: <br />total_filled: 500<br />total_sent: 500<br />total_vol: <br />worst_opt_t_minutes:

Computed diagnostics VWAP

aggressive_pct: 43.478260869565<br />algo_status: 4<br />arrival_price: 70.025<br />avg_total: 70.06768<br />destination_price: 70.065<br />market_vwap: 70.062708333333<br />n_kids: 69<br />slippage: 0.042680000000018<br />slippage_vwap: 0.0049716666667337<br />slippage_vwap_pct: 0.0070955205977045<br />total_dollar: 35033.84<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>2023-07-03T14:15:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>12</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:15:55.407</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:16:02.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:16:02.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>10</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:16:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:16:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:16:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:16:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:16:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:16:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:17:02.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>12</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:17:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>11</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:17:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:17:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:17:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:17:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:17:51.894</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:17:51.895</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:17:51.903</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:17:51.904</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:17:54.276</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:18:05.979</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:18:05.98</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:18:05.981</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:18:05.982</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:18:05.984</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:18:05.985</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:18:05.986</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:18:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:18:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:18:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:18:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:19:02.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:19:02.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:19:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:19:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>12</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:19:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:19:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:19:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:19:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:19:49.377</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:19:49.378</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:19:49.379</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:20:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>10</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:20:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:20:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>10</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:20:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:20:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>10</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:20:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:20:53.377</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:20:53.378</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:20:53.379</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:21:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>11</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:21:17.377</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:21:27.182</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:21:27.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:21:27.199</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:21:33.981</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:21:33.982</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:21:33.984</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:22:02.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:05.576</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:22:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>12</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:22:19.877</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:19.878</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:19.976</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:19.991</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:20.175</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:20.275</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:20.723</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:20.901</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:21.416</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:23.905</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:24.3</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:27.796</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>12</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:22:53.279</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:53.28</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:53.384</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:54.277</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:55.314</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:55.315</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:55.376</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:55.477</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:23:09.478</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:23:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>11</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:23:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:23:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:23:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:23:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:23:50.679</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:23:50.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:23:50.689</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:23:50.69</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:24:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:24:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:24:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:24:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:24:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:24:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:25:02.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:25:02.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:25:08.478</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:25:08.481</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:25:08.487</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:25:08.677</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:25:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:25:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.09</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Fills Array VWAP

<table class="table table-responsive table-condensed table-algo-analytics"><thead><tr><th class="active">Timestamp</th><th class="active">Security</th><th class="active">Side</th><th class="active">LastShares</th><th class="active">LastPrice</th><th class="active">Aggressor</th></tr></thead><tbody><tr>
<td>2023-07-03T14:15:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>12</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:15:55.407</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:16:02.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:16:02.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>10</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:16:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:16:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:16:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:16:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:16:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:16:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:17:02.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>12</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:17:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>11</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:17:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:17:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:17:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:17:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:17:51.894</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:17:51.895</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:17:51.903</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:17:51.904</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:17:54.276</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:18:05.979</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:18:05.98</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:18:05.981</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:18:05.982</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:18:05.984</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:18:05.985</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:18:05.986</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:18:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:18:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:18:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:18:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:19:02.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:19:02.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:19:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:19:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>12</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:19:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:19:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:19:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:19:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:19:49.377</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:19:49.378</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:19:49.379</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:20:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>10</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:20:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:20:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>10</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:20:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:20:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>10</td>
<td>70.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:20:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:20:53.377</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:20:53.378</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:20:53.379</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:21:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>11</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:21:17.377</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:21:27.182</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:21:27.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:21:27.199</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:21:33.981</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:21:33.982</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:21:33.984</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:22:02.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:05.576</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:22:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>12</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:22:19.877</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:19.878</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:19.976</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:19.991</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:20.175</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:20.275</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:20.723</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:20.901</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:21.416</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:23.905</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:24.3</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:27.796</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>12</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:22:53.279</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:53.28</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:53.384</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:54.277</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:55.314</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:55.315</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:55.376</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:22:55.477</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:23:09.478</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:23:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>11</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:23:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:23:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:23:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:23:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:23:50.679</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:23:50.687</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:23:50.689</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:23:50.69</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:24:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>9</td>
<td>70.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:24:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:24:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:24:32.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:24:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>8</td>
<td>70.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:24:47.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:25:02.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>6</td>
<td>70.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:25:02.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:25:08.478</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>4</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:25:08.481</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:25:08.487</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>3</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:25:08.677</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:25:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>5</td>
<td>70.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:25:17.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>7</td>
<td>70.09</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Average Total

70.07

Computed VWAP Slippage

0.01

Computed Total Filled

500.00

Algo Model

Static