SIM:CLG4 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:CLG4

Algo CQG Symbol

CLE

Date - Time

12/19/2023 - 18:31

Buy / Sell

Sell

Quantity

500

Arrival Price

74.0550

Market VWAP

74.0609

Destination Price

74.0750

Slippage

0.0044

SlippagePct

0.0060

AggressivePct

49.3506

Algo Diagnostics

{ "customState": { "slippage_vwap_pct": { "asDouble": 0.005971214610808691 }, "total_filled": { "asInt32": 500 }, "arrival_price": { "asDouble": 74.055 }, "avg_total": { "asDouble": 74.05644000000001 }, "slippage_vwap": { "asDouble": 0.0044220689655247725 }, "n_kids": { "asInt32": 77 }, "market_vwap": { "asDouble": 74.06086206896553 }, "slippage": { "asDouble": -0.0014400000000023283 }, "destination_price": { "asDouble": 74.07499999999999 }, "total_dollar": { "asDouble": 37028.22 }, "algo_status": { "asInt32": 4 }, "aggressive_pct": { "asDouble": 49.35064935064935 }, "total_sent": { "asInt32": 500 } } }

Fills Array

Source URL

UncertBands

Computed diagnostics AP

algo_status: 4<br />arrival_price: 74.055<br />avg_total: 74.05644<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: 74.075<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: 77<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: -0.0014400000000023<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 37028.22<br />total_drift: <br />total_filled: 500<br />total_sent: 500<br />total_vol: <br />worst_opt_t_minutes:

Computed diagnostics VWAP

aggressive_pct: 49.350649350649<br />algo_status: 4<br />arrival_price: 74.055<br />avg_total: 74.05644<br />destination_price: 74.075<br />market_vwap: 74.060862068966<br />n_kids: 77<br />slippage: -0.0014400000000023<br />slippage_vwap: 0.0044220689655248<br />slippage_vwap_pct: 0.0059712146108087<br />total_dollar: 37028.22<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>2023-12-19T18:21:08.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>12</td>
<td>74.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:21:23.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>14</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:21:23.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>2</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:21:38.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>11</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:21:38.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>5</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:21:53.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>12</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:21:53.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:22:08.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>13</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:22:08.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>2</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:22:23.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>11</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:22:23.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:22:38.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>11</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:22:38.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:22:53.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:22:59.232</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>11</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:23:08.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>11</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:23:08.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>3</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:23:23.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>10</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:23:23.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:23:38.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>10</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:23:38.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:23:53.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>10</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:23:53.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:24:08.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>7</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:24:08.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>7</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:24:23.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>7</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:24:23.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>7</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:24:35.889</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>1</td>
<td>74.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:24:35.89</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>1</td>
<td>74.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:24:35.911</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>5</td>
<td>74.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:24:35.934</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>5</td>
<td>74.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:24:35.935</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>2</td>
<td>74.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:24:53.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:24:53.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>9</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:24:57.395</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>1</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:25:02.91</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>1</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:25:02.911</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>1</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:25:02.912</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>1</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:25:02.975</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>1</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:25:03.338</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>1</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:25:08.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>9</td>
<td>74.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:25:09.275</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:25:09.276</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:25:09.376</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:25:09.384</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>2</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:25:38.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>13</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:25:40.175</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>1</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:25:53.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>13</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:26:06.286</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>1</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:26:08.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>13</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:26:23.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>12</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:26:38.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>2</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:26:44.205</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>10</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:26:53.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>12</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:27:08.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>13</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:27:23.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>8</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:27:23.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>5</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:27:38.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>8</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:27:38.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>3</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:27:53.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>6</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:27:53.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>5</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:28:08.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>8</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:28:08.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>3</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:28:23.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>7</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:28:23.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:28:38.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>7</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:28:38.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:28:53.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>7</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:28:53.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:29:08.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>7</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:29:08.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>3</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:29:23.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>7</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:29:23.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>3</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:29:38.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>8</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:29:38.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>2</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:29:53.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>8</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:29:53.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>2</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:30:08.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>9</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:30:23.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>9</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:30:38.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>5</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:30:38.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>5</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:30:46.424</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>3</td>
<td>74.07</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>2023-12-19T18:21:08.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>12</td>
<td>74.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:21:23.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>14</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:21:23.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>2</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:21:38.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>11</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:21:38.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>5</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:21:53.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>12</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:21:53.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:22:08.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>13</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:22:08.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>2</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:22:23.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>11</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:22:23.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:22:38.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>11</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:22:38.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:22:53.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:22:59.232</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>11</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:23:08.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>11</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:23:08.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>3</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:23:23.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>10</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:23:23.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:23:38.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>10</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:23:38.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:23:53.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>10</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:23:53.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:24:08.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>7</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:24:08.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>7</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:24:23.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>7</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:24:23.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>7</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:24:35.889</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>1</td>
<td>74.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:24:35.89</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>1</td>
<td>74.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:24:35.911</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>5</td>
<td>74.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:24:35.934</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>5</td>
<td>74.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:24:35.935</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>2</td>
<td>74.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:24:53.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:24:53.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>9</td>
<td>74.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:24:57.395</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>1</td>
<td>74.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:25:02.91</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>1</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:25:02.911</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>1</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:25:02.912</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>1</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:25:02.975</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>1</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:25:03.338</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>1</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:25:08.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>9</td>
<td>74.05</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:25:09.275</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:25:09.276</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:25:09.376</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:25:09.384</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>2</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:25:38.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>13</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:25:40.175</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>1</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:25:53.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>13</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:26:06.286</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>1</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:26:08.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>13</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:26:23.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>12</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:26:38.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>2</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:26:44.205</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>10</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:26:53.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>12</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:27:08.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>13</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:27:23.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>8</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:27:23.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>5</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:27:38.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>8</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:27:38.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>3</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:27:53.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>6</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:27:53.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>5</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:28:08.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>8</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:28:08.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>3</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:28:23.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>7</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:28:23.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:28:38.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>7</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:28:38.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:28:53.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>7</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:28:53.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>4</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:29:08.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>7</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:29:08.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>3</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:29:23.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>7</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:29:23.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>3</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:29:38.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>8</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:29:38.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>2</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:29:53.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>8</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:29:53.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>2</td>
<td>74.06</td>
<td>Passive</td>
</tr><tr>
<td>2023-12-19T18:30:08.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>9</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:30:23.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>9</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:30:38.897</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>5</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:30:38.898</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>5</td>
<td>74.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2023-12-19T18:30:46.424</td>
<td>SIM:CLG4</td>
<td>Sell</td>
<td>3</td>
<td>74.07</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Average Total

74.06

Computed VWAP Slippage

0.00

Computed Total Filled

500.00

Algo Model

UncertBands

Computed Liquidity Cost

0.00

Computed Drift

0.00

Computed Seconds Spent

0.00

Computed Volatility

0.00