SIM:CLQ3 | www.cqg.com

Algo Type

ArrivalPrice

Algo Symbol

SIM:CLQ3

Algo CQG Symbol

CLE

Date - Time

07/02/2023 - 21:05

Buy / Sell

Buy

Quantity

50

Arrival Price

70.5550

Average Total

70.5466

Destination Price

70.5350

Slippage

-0.0084

Slippage Sweep

-0.0284

Sweep to Fill

70.5750

Algo Diagnostics

{ "customState": { "sweep_to_fill": { "asDouble": 70.575 }, "init_half_min_move": { "asDouble": 0.0077649771024167116 }, "init_vol_normal": { "asDouble": 0.7386034971670506 }, "last_tactical_qty": { "asInt32": 1 }, "init_liq_cost": { "asDouble": 0.99999999999946 }, "init_opt_t_minutes": { "asDouble": 6.634063627187986 }, "worst_opt_t_minutes": { "asDouble": 10 }, "slip_toler": { "asDouble": 0 }, "impact_model": { "asInt32": 0 }, "curr_half_min_move": { "asDouble": 0.00637159626983237 }, "curr_cost_per_share": { "asDouble": 0.025000000000001705 }, "init_cost_per_share": { "asDouble": 0.0199999999999892 }, "pov_agg_limit": { "asInt32": 0 }, "curr_opt_t_minutes": { "asDouble": 10 }, "drift": { "asDouble": -0.0015989410623101668 }, "slippage": { "asDouble": -0.008399999999994634 }, "mbo_max": { "asInt32": 2 }, "destination_price": { "asDouble": 70.535 }, "sweep_residual": { "asDouble": 0 }, "total_dollar": { "asDouble": 3527.3300000000004 }, "algo_status": { "asInt32": 4 }, "order_time_minutes": { "asDouble": 10 }, "ready": { "asBool": true }, "total_sent": { "asInt32": 50 }, "level_tactical_limit": { "asInt32": 0 }, "total_vol": { "asDouble": 0.7386034971670506 }, "seconds_spent": { "asDouble": 159 }, "total_filled": { "asInt32": 50 }, "init_drift": { "asDouble": 0 }, "curr_liq_cost": { "asDouble": 1.2500000000000853 }, "arrival_price": { "asDouble": 70.555 }, "avg_total": { "asDouble": 70.54660000000001 }, "daily_vol_normal": { "asDouble": 0.6060653142132304 }, "total_drift": { "asDouble": -0.18977137599093774 }, "slippage_sweep": { "asDouble": -0.028399999999990655 }, "last_aggressive_qty": { "asInt32": 1 }, "economic_model": { "asInt32": 0 }, "init_min_duration": { "asDouble": 0 }, "n_kids": { "asInt32": 47 }, "has_mbo": { "asBool": true }, "mbo_min": { "asInt32": 1 }, "model_size": { "asDouble": 0 } } }

Fills Array

Source URL

Aggressive

Computed diagnostics AP

algo_status: 4<br />arrival_price: 70.555<br />avg_total: 70.5466<br />curr_cost_per_share: 0.025000000000002<br />curr_half_min_move: 0.0063715962698324<br />curr_liq_cost: 1.2500000000001<br />curr_opt_t_minutes: 10<br />daily_vol_normal: 0.60606531421323<br />destination_price: 70.535<br />drift: -0.0015989410623102<br />economic_model: 0<br />has_mbo: 1<br />impact_model: 0<br />init_cost_per_share: 0.019999999999989<br />init_drift: 0<br />init_half_min_move: 0.0077649771024167<br />init_liq_cost: 0.99999999999946<br />init_min_duration: 0<br />init_opt_t_minutes: 6.634063627188<br />init_vol_normal: 0.73860349716705<br />last_aggressive_qty: 1<br />last_tactical_qty: 1<br />level_tactical_limit: 0<br />mbo_max: 2<br />mbo_min: 1<br />model_size: 0<br />n_kids: 47<br />order_time_minutes: 10<br />pov_agg_limit: 0<br />ready: 1<br />seconds_spent: 159<br />slip_toler: 0<br />slippage: -0.0083999999999946<br />slippage_sweep: -0.028399999999991<br />sweep_residual: 0<br />sweep_to_fill: 70.575<br />total_dollar: 3527.33<br />total_drift: -0.18977137599094<br />total_filled: 50<br />total_sent: 50<br />total_vol: 0.73860349716705<br />worst_opt_t_minutes: 10

Computed diagnostics VWAP

aggressive_pct: <br />algo_status: 4<br />arrival_price: 70.555<br />avg_total: 70.5466<br />destination_price: 70.535<br />market_vwap: <br />n_kids: 47<br />slippage: -0.0083999999999946<br />slippage_vwap: <br />slippage_vwap_pct: <br />total_dollar: 3527.33<br />total_filled: 50<br />total_sent: 50

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>2023-07-02T21:02:57.076</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:02:56.82</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.56</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:03:09.096</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:03:21.903</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.56</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:03:56.998</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.56</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:04:23.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.56</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:04:23.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.56</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:04:23.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.56</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:04:23.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.56</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:04:52.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:04:52.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:04:52.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:04:52.606</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:04:53.078</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:05:04.387</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:05:04.387</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:05:04.43</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:05:24.719</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:24.719</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:24.723</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:05:24.887</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:25.087</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:25.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:25.387</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:25.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:25.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:05:25.709</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:26.287</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:26.387</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:26.509</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:27.025</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:27.088</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:05:27.334</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:05:29.286</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:29.298</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:29.309</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:30.809</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:30.887</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:30.987</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:05:36.484</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:36.487</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:36.51</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:05:38.409</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:38.42</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:38.72</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:39.487</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:39.509</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:05:43.387</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</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>2023-07-02T21:02:57.076</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:02:56.82</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.56</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:03:09.096</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:03:21.903</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.56</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:03:56.998</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.56</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:04:23.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.56</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:04:23.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.56</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:04:23.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.56</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:04:23.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.56</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:04:52.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:04:52.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:04:52.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:04:52.606</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:04:53.078</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:05:04.387</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:05:04.387</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:05:04.43</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:05:24.719</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:24.719</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:24.723</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:05:24.887</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:25.087</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:25.198</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:25.387</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:25.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:25.476</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>2</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:05:25.709</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:26.287</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:26.387</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:26.509</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:27.025</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:27.088</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:05:27.334</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:05:29.286</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:29.298</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:29.309</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:30.809</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:30.887</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:30.987</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:05:36.484</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:36.487</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:36.51</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:05:38.409</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:38.42</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:38.72</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:39.487</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-02T21:05:39.509</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-02T21:05:43.387</td>
<td>SIM:CLQ3</td>
<td>Buy</td>
<td>1</td>
<td>70.54</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Average Total

70.55

Computed VWAP Slippage

0.00

Computed Total Filled

50.00

Algo Model

Aggressive

Computed Liquidity Cost

0.02

Computed Drift

0.00

Computed Seconds Spent

159.00

Computed Volatility

0.61