SIM:CLQ3 | www.cqg.com

Algo Type

ArrivalPrice

Algo Symbol

SIM:CLQ3

Algo CQG Symbol

CLE

Date - Time

07/03/2023 - 00:24

Buy / Sell

Sell

Quantity

50

Arrival Price

70.5550

Average Total

70.5316

Destination Price

70.5350

Slippage

0.0234

Slippage Sweep

0.0038

Sweep to Fill

70.5354

Algo Diagnostics

{ "customState": { "init_min_duration": { "asDouble": 0 }, "n_kids": { "asInt32": 50 }, "has_mbo": { "asBool": true }, "mbo_min": { "asInt32": 1 }, "model_size": { "asDouble": 1 }, "sweep_to_fill": { "asDouble": 70.5354 }, "init_half_min_move": { "asDouble": 0.0077649771024167116 }, "init_vol_normal": { "asDouble": 0.7386034971670506 }, "last_tactical_qty": { "asInt32": 1 }, "init_opt_t_minutes": { "asDouble": 6.3713547075645565 }, "init_liq_cost": { "asDouble": 0.9800000000004871 }, "worst_opt_t_minutes": { "asDouble": 0 }, "slip_toler": { "asDouble": 0 }, "impact_model": { "asInt32": 0 }, "curr_half_min_move": { "asDouble": 0.0076978043298608 }, "curr_cost_per_share": { "asDouble": 0.01600000000000108 }, "init_cost_per_share": { "asDouble": 0.01960000000000974 }, "pov_agg_limit": { "asInt32": 1 }, "slippage": { "asDouble": 0.02339999999993836 }, "drift": { "asDouble": -0.0012989407796385128 }, "curr_opt_t_minutes": { "asDouble": 3.972077323528243 }, "mbo_max": { "asInt32": 1 }, "destination_price": { "asDouble": 70.535 }, "sweep_residual": { "asDouble": 0 }, "total_dollar": { "asDouble": 3526.5800000000036 }, "algo_status": { "asInt32": 4 }, "order_time_minutes": { "asDouble": 10 }, "total_sent": { "asInt32": 50 }, "ready": { "asBool": true }, "level_tactical_limit": { "asInt32": 0 }, "seconds_spent": { "asDouble": 241 }, "total_vol": { "asDouble": 0.7386034971670506 }, "total_filled": { "asInt32": 50 }, "init_drift": { "asDouble": 0 }, "curr_liq_cost": { "asDouble": 0.800000000000054 }, "arrival_price": { "asDouble": 70.555 }, "avg_total": { "asDouble": 70.53160000000007 }, "daily_vol_normal": { "asDouble": 0.7322140327720092 }, "last_aggressive_qty": { "asInt32": 1 }, "slippage_sweep": { "asDouble": 0.003799999999927195 }, "total_drift": { "asDouble": -0.18977137599093774 }, "economic_model": { "asInt32": 0 } } }

Fills Array

Source URL

Aggressive

Computed diagnostics AP

algo_status: 4<br />arrival_price: 70.555<br />avg_total: 70.5316<br />curr_cost_per_share: 0.016000000000001<br />curr_half_min_move: 0.0076978043298608<br />curr_liq_cost: 0.80000000000005<br />curr_opt_t_minutes: 3.9720773235282<br />daily_vol_normal: 0.73221403277201<br />destination_price: 70.535<br />drift: -0.0012989407796385<br />economic_model: 0<br />has_mbo: 1<br />impact_model: 0<br />init_cost_per_share: 0.01960000000001<br />init_drift: 0<br />init_half_min_move: 0.0077649771024167<br />init_liq_cost: 0.98000000000049<br />init_min_duration: 0<br />init_opt_t_minutes: 6.3713547075646<br />init_vol_normal: 0.73860349716705<br />last_aggressive_qty: 1<br />last_tactical_qty: 1<br />level_tactical_limit: 0<br />mbo_max: 1<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: 241<br />slip_toler: 0<br />slippage: 0.023399999999938<br />slippage_sweep: 0.0037999999999272<br />sweep_residual: 0<br />sweep_to_fill: 70.5354<br />total_dollar: 3526.58<br />total_drift: -0.18977137599094<br />total_filled: 50<br />total_sent: 50<br />total_vol: 0.73860349716705<br />worst_opt_t_minutes: 0

Computed diagnostics VWAP

aggressive_pct: <br />algo_status: 4<br />arrival_price: 70.555<br />avg_total: 70.5316<br />destination_price: 70.535<br />market_vwap: <br />n_kids: 50<br />slippage: 0.023399999999938<br />slippage_vwap: <br />slippage_vwap_pct: <br />total_dollar: 3526.58<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>2023-07-03T00:20:48.3</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:21:04.324</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:21:04.325</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:21:09.334</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.402</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.402</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.402</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.403</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.403</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.403</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.404</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.805</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.805</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.805</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.805</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.813</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.813</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.815</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.815</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.815</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.815</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.815</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.815</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.815</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.816</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.816</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.816</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.816</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.816</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.816</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.816</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.818</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.818</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.818</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.818</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.818</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.818</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.818</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.819</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.819</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.819</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.819</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.819</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.819</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.819</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.892</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.892</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.892</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.892</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.892</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</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>2023-07-03T00:20:48.3</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:21:04.324</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:21:04.325</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:21:09.334</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.55</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.402</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.402</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.402</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.403</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.403</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.403</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.404</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.805</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.805</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.805</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.805</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.813</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.813</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.815</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.815</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.815</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.815</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.815</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.815</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.815</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.816</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.816</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.816</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.816</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.816</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.816</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.816</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.818</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.818</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.818</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.818</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.818</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.818</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.818</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.819</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.819</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.819</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.819</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.819</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.819</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.819</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.892</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.892</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.892</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.892</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr><tr>
<td>2023-07-03T00:24:49.892</td>
<td>SIM:CLQ3</td>
<td>Sell</td>
<td>1</td>
<td>70.53</td>
<td>Passive</td>
</tr></tbody></table>

Computed Average Total

70.53

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

241.00

Computed Volatility

0.73