SIM:CLQ3 | www.cqg.com

Algo Type

ArrivalPrice

Algo Symbol

SIM:CLQ3

Algo CQG Symbol

CLE

Date - Time

07/03/2023 - 00:20

Buy / Sell

Sell

Quantity

50

Arrival Price

70.6350

Average Total

70.5624

Destination Price

70.5550

Slippage

0.0726

Slippage Sweep

0.0560

Sweep to Fill

70.6184

Algo Diagnostics

{ "customState": { "level_tactical_limit": { "asInt32": 0 }, "total_vol": { "asDouble": 0.7394409754431948 }, "seconds_spent": { "asDouble": 481 }, "total_filled": { "asInt32": 50 }, "init_drift": { "asDouble": 0 }, "curr_liq_cost": { "asDouble": 0.9000000000005031 }, "arrival_price": { "asDouble": 70.63499999999999 }, "avg_total": { "asDouble": 70.56240000000007 }, "daily_vol_normal": { "asDouble": 0.7307154529800691 }, "last_aggressive_qty": { "asInt32": 1 }, "slippage_sweep": { "asDouble": 0.05599999999992633 }, "total_drift": { "asDouble": -0.18998655152887653 }, "economic_model": { "asInt32": 0 }, "init_min_duration": { "asDouble": 0 }, "n_kids": { "asInt32": 50 }, "mbo_min": { "asInt32": 1 }, "has_mbo": { "asBool": true }, "model_size": { "asDouble": 1 }, "sweep_to_fill": { "asDouble": 70.6184 }, "init_half_min_move": { "asDouble": 0.007773781555229315 }, "init_vol_normal": { "asDouble": 0.7394409754431949 }, "last_tactical_qty": { "asInt32": 1 }, "init_liq_cost": { "asDouble": 0.8299999999997993 }, "init_opt_t_minutes": { "asDouble": 4.5598600189805625 }, "worst_opt_t_minutes": { "asDouble": 0 }, "slip_toler": { "asDouble": 0 }, "impact_model": { "asInt32": 0 }, "curr_half_min_move": { "asDouble": 0.007682049682319607 }, "curr_cost_per_share": { "asDouble": 0.01800000000001006 }, "init_cost_per_share": { "asDouble": 0.016599999999995986 }, "curr_opt_t_minutes": { "asDouble": 5.475128533914087 }, "drift": { "asDouble": -4.953358465030768e-05 }, "slippage": { "asDouble": 0.07259999999992317 }, "pov_agg_limit": { "asInt32": 1 }, "mbo_max": { "asInt32": 2 }, "destination_price": { "asDouble": 70.555 }, "sweep_residual": { "asDouble": 0 }, "total_dollar": { "asDouble": 3528.120000000003 }, "algo_status": { "asInt32": 4 }, "order_time_minutes": { "asDouble": 10 }, "total_sent": { "asInt32": 50 }, "ready": { "asBool": true } } }

Fills Array

Source URL

Optimistic

Computed diagnostics AP

algo_status: 4<br />arrival_price: 70.635<br />avg_total: 70.5624<br />curr_cost_per_share: 0.01800000000001<br />curr_half_min_move: 0.0076820496823196<br />curr_liq_cost: 0.9000000000005<br />curr_opt_t_minutes: 5.4751285339141<br />daily_vol_normal: 0.73071545298007<br />destination_price: 70.555<br />drift: -4.9533584650308E-5<br />economic_model: 0<br />has_mbo: 1<br />impact_model: 0<br />init_cost_per_share: 0.016599999999996<br />init_drift: 0<br />init_half_min_move: 0.0077737815552293<br />init_liq_cost: 0.8299999999998<br />init_min_duration: 0<br />init_opt_t_minutes: 4.5598600189806<br />init_vol_normal: 0.73944097544319<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: 1<br />n_kids: 50<br />order_time_minutes: 10<br />pov_agg_limit: 1<br />ready: 1<br />seconds_spent: 481<br />slip_toler: 0<br />slippage: 0.072599999999923<br />slippage_sweep: 0.055999999999926<br />sweep_residual: 0<br />sweep_to_fill: 70.6184<br />total_dollar: 3528.12<br />total_drift: -0.18998655152888<br />total_filled: 50<br />total_sent: 50<br />total_vol: 0.73944097544319<br />worst_opt_t_minutes: 0

Computed diagnostics VWAP

aggressive_pct: <br />algo_status: 4<br />arrival_price: 70.635<br />avg_total: 70.5624<br />destination_price: 70.555<br />market_vwap: <br />n_kids: 50<br />slippage: 0.072599999999923<br />slippage_vwap: <br />slippage_vwap_pct: <br />total_dollar: 3528.12<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>2023-07-03T00:12:50.917</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.64</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:12:56.876</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.64</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:12:56.976</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.64</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:14:10.976</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.62</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:14:10.976</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.62</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:14:10.976</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.62</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:14:10.977</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.62</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:14:10.977</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.62</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:20:40.698</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:40.698</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:40.698</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:40.699</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:40.699</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:40.699</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:40.699</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:40.777</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:40.777</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:40.777</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:40.777</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:40.777</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:40.777</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:40.777</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.221</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.222</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.222</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.222</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.222</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.222</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.476</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.476</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.476</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.476</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.476</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.476</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.476</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.476</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:42.221</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:42.221</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:42.221</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:42.221</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:42.221</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:42.221</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:42.221</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:43.523</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:43.523</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:43.523</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:43.523</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:43.523</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:43.523</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:43.524</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</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>2023-07-03T00:12:50.917</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.64</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:12:56.876</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.64</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:12:56.976</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.64</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:14:10.976</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.62</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:14:10.976</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.62</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:14:10.976</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.62</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:14:10.977</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.62</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:14:10.977</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.62</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-07-03T00:20:40.698</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:40.698</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:40.698</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:40.699</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:40.699</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:40.699</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:40.699</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:40.777</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:40.777</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:40.777</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:40.777</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:40.777</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:40.777</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:40.777</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.221</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.222</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.222</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.222</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.222</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.222</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.476</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.476</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.476</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.476</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.476</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.476</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.476</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:41.476</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:42.221</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:42.221</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:42.221</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:42.221</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:42.221</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:42.221</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:42.221</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:43.523</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:43.523</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:43.523</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:43.523</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:43.523</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:43.523</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:20:43.524</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr></tbody></table>

Computed Average Total

70.56

Computed VWAP Slippage

0.00

Computed Total Filled

50.00

Algo Model

Optimistic

Computed Liquidity Cost

0.02

Computed Drift

0.00

Computed Seconds Spent

481.00

Computed Volatility

0.73