Algo Type
VWAP
Algo Symbol
SIM:NQU3
Algo CQG Symbol
ENQ
Date - Time
Buy / Sell
Buy
Quantity
500
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 Average Total
0.0000
Computed VWAP Slippage
0.00
Computed Fills Array AP
Computed Fills Array VWAP
Computed Total Filled
0.00
Algo Model