SIM:CLQ3 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:CLQ3

Algo CQG Symbol

CLE

Date - Time

07/03/2023 - 14:47

Buy / Sell

Sell

Quantity

500

Arrival Price

70.0750

Market VWAP

70.1046

Destination Price

70.1050

Slippage

0.0076

SlippagePct

0.0109

AggressivePct

48.0000

Algo Diagnostics

{ "customState": { "slippage": { "asDouble": -0.021940000000014948 }, "destination_price": { "asDouble": 70.10499999999999 }, "total_dollar": { "asDouble": 35048.47 }, "algo_status": { "asInt32": 4 }, "aggressive_pct": { "asDouble": 48 }, "total_sent": { "asInt32": 500 }, "slippage_vwap_pct": { "asDouble": 0.010886963926549068 }, "total_filled": { "asInt32": 500 }, "arrival_price": { "asDouble": 70.07499999999999 }, "avg_total": { "asDouble": 70.09694 }, "slippage_vwap": { "asDouble": 0.0076314285714147445 }, "n_kids": { "asInt32": 75 }, "market_vwap": { "asDouble": 70.10457142857142 } } }

Fills Array

Source URL

Static

Computed diagnostics AP

algo_status: 4<br />arrival_price: 70.075<br />avg_total: 70.09694<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: 70.105<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: 75<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: -0.021940000000015<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 35048.47<br />total_drift: <br />total_filled: 500<br />total_sent: 500<br />total_vol: <br />worst_opt_t_minutes:

Computed diagnostics VWAP

aggressive_pct: 48<br />algo_status: 4<br />arrival_price: 70.075<br />avg_total: 70.09694<br />destination_price: 70.105<br />market_vwap: 70.104571428571<br />n_kids: 75<br />slippage: -0.021940000000015<br />slippage_vwap: 0.0076314285714147<br />slippage_vwap_pct: 0.010886963926549<br />total_dollar: 35048.47<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>2023-07-03T14:37:37.575</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:37:37.575</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:37:52.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:37:52.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:38:07.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:38:07.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:38:13.707</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:38:13.708</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:38:13.709</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:38:37.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:38:37.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:38:52.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:38:52.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:39:01.489</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:39:01.49</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:39:01.492</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:39:01.493</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:39:22.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:39:22.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:39:37.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:39:37.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:39:52.576</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:39:52.576</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:40:07.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:40:07.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:40:21.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:40:21.588</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:40:21.679</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:40:37.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>12</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:40:52.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>11</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:40:52.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:41:07.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:41:11.276</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:41:22.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:41:22.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:41:32.795</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:41:32.796</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:41:32.798</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:41:32.799</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:41:52.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>11</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:42:07.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:42:07.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:42:22.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:42:22.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:42:37.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:42:37.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:42:52.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:42:52.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:43:07.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:43:07.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:43:22.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:43:22.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:43:37.576</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:43:37.576</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:43:40.097</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:43:40.105</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:43:40.106</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:43:52.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:44:07.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:44:07.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:44:22.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:44:22.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:44:37.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:44:37.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:44:52.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:44:52.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:45:07.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:45:07.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:45:22.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:45:22.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:45:30.49</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:45:30.491</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:45:37.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:45:37.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:45:52.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>11</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:45:52.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:46:07.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:46:07.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:46:22.575</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>11</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:46:22.575</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:46:37.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:46:37.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:46:52.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:46:52.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:47:07.576</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:47:07.576</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:47:07.576</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>13</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>2023-07-03T14:37:37.575</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:37:37.575</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:37:52.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:37:52.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:38:07.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:38:07.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:38:13.707</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:38:13.708</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:38:13.709</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.08</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:38:37.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:38:37.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:38:52.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:38:52.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:39:01.489</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:39:01.49</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:39:01.492</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:39:01.493</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:39:22.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:39:22.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:39:37.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:39:37.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:39:52.576</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:39:52.576</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:40:07.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:40:07.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:40:21.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:40:21.588</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:40:21.679</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:40:37.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>12</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:40:52.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>11</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:40:52.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:41:07.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:41:11.276</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:41:22.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:41:22.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:41:32.795</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:41:32.796</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:41:32.798</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:41:32.799</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:41:52.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>11</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:42:07.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:42:07.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:42:22.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:42:22.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:42:37.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:42:37.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:42:52.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:42:52.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:43:07.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:43:07.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:43:22.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:43:22.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:43:37.576</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:43:37.576</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:43:40.097</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:43:40.105</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:43:40.106</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:43:52.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.11</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T14:44:07.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:44:07.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:44:22.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:44:22.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:44:37.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:44:37.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:44:52.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:44:52.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:45:07.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:45:07.578</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>8</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:45:22.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>9</td>
<td>70.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:45:22.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:45:30.49</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:45:30.491</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>2</td>
<td>70.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:45:37.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:45:37.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>5</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:45:52.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>11</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:45:52.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:46:07.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:46:07.52</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:46:22.575</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>11</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:46:22.575</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>3</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:46:37.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>10</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:46:37.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>4</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:46:52.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:46:52.577</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:47:07.576</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>6</td>
<td>70.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:47:07.576</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>7</td>
<td>70.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T14:47:07.576</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>13</td>
<td>70.09</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Average Total

70.10

Computed VWAP Slippage

0.01

Computed Total Filled

500.00

Algo Model

Static