SIM:CLH4 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:CLH4

Algo CQG Symbol

CLE

Date - Time

01/31/2024 - 04:27

Buy / Sell

Buy

Quantity

500

Arrival Price

76.8850

Market VWAP

76.9451

Destination Price

76.9150

Slippage

-0.0013

SlippagePct

-0.0017

AggressivePct

13.3333

Algo Diagnostics

{ "customState": { "slippage_vwap": { "asDouble": -0.0012812745096795197 }, "n_kids": { "asInt32": 45 }, "market_vwap": { "asDouble": 76.9450612745097 }, "slippage": { "asDouble": 0.058780000000027144 }, "destination_price": { "asDouble": 76.91499999999999 }, "total_dollar": { "asDouble": 38471.89000000001 }, "aggressive_pct": { "asDouble": 13.333333333333334 }, "algo_status": { "asInt32": 4 }, "total_sent": { "asInt32": 500 }, "slippage_vwap_pct": { "asDouble": -0.0016652086883170015 }, "total_filled": { "asInt32": 500 }, "arrival_price": { "asDouble": 76.88499999999999 }, "avg_total": { "asDouble": 76.94378000000002 } } }

Fills Array

Source URL

Static

Computed diagnostics AP

algo_status: 4<br />arrival_price: 76.885<br />avg_total: 76.94378<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: 76.915<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: 45<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: 0.058780000000027<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 38471.89<br />total_drift: <br />total_filled: 500<br />total_sent: 500<br />total_vol: <br />worst_opt_t_minutes:

Computed diagnostics VWAP

aggressive_pct: 13.333333333333<br />algo_status: 4<br />arrival_price: 76.885<br />avg_total: 76.94378<br />destination_price: 76.915<br />market_vwap: 76.94506127451<br />n_kids: 45<br />slippage: 0.058780000000027<br />slippage_vwap: -0.0012812745096795<br />slippage_vwap_pct: -0.001665208688317<br />total_dollar: 38471.89<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>2024-01-31T04:17:45.379</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:17:45.38</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>9</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:18:00.914</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:18:00.915</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:18:01.277</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:18:01.287</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:18:01.292</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:18:01.38</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:18:01.397</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:18:01.601</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:18:01.602</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:18:18.003</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:18:19.078</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:18:19.084</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:18:19.476</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:18:19.499</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:18:20.879</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:18:21.002</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:18:30.078</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:18:30.079</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:18:30.08</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:18:30.096</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:18:53.188</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:18:53.19</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:18:53.197</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:18:53.205</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:18:53.206</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:18:59.387</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:19:03.795</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:19:03.796</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:19:03.797</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:19:03.798</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:19:14.577</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>11</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:19:42.275</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:19:42.276</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:19:42.277</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:19:46.977</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>9</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:19:46.978</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:20:00.497</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:20:00.498</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:20:00.499</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:20:00.5</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:20:00.501</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:20:00.502</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:20:20.876</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>9</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:20:20.878</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:20:20.902</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:20:34.316</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:20:34.317</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:20:34.318</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:20:34.478</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:20:34.48</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:20:34.481</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:20:46.102</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>13</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:21:03.212</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:21:11.678</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:21:11.679</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:21:16.578</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:21:16.579</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:21:16.584</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:21:16.585</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:21:16.6</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:21:37.917</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:21:37.918</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:21:37.919</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:21:37.92</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:21:37.927</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:21:59.387</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>14</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:22:03.294</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:03.295</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:03.316</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:03.375</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:03.376</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:14.996</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:16.178</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:16.198</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:16.204</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:16.282</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:16.308</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:44.387</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:22:44.387</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:46.036</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:46.037</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:46.038</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:59.785</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:59.786</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:59.791</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:59.793</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:59.806</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:59.807</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:16.187</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:16.188</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:18.678</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:18.679</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:30.811</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:30.812</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:30.876</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:30.877</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:30.888</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:51.876</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:51.877</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:51.878</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:51.879</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:51.883</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:04.68</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:09.087</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:09.088</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:09.976</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:09.977</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:09.983</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:10.009</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:10.021</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:11.61</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:24:11.611</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:24:15.913</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:24:15.914</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:24:15.915</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:24:15.933</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:24:15.934</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:24:16.001</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:24:16.016</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:24:31.712</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:31.713</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:31.714</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:31.715</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:35.478</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:24:59.379</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.94</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:24:59.379</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>10</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:24:59.388</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:59.389</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:59.392</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:59.394</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:59.398</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:59.403</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:59.404</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:25:15.976</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:25:15.977</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:25:15.978</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:25:15.979</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:25:15.982</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:25:31.578</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:25:31.579</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:25:31.581</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:25:31.582</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:25:32.621</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:25:32.622</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:25:55.312</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:25:55.313</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>9</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:09.326</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:26:09.327</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:26:18.426</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:18.427</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:18.429</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:18.432</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:37.593</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:37.594</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:37.595</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:39.876</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:39.914</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:39.916</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:39.926</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:44.704</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:44.705</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:44.707</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:44.708</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:44.709</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:44.71</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:27:02.175</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:27:02.176</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:27:12.603</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:27:12.604</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:27:12.607</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:27:12.621</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:27:29.387</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>8</td>
<td>76.89</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:27:29.387</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:27:29.387</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>11</td>
<td>76.9</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>2024-01-31T04:17:45.379</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:17:45.38</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>9</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:18:00.914</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:18:00.915</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:18:01.277</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:18:01.287</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:18:01.292</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:18:01.38</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:18:01.397</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:18:01.601</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:18:01.602</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:18:18.003</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:18:19.078</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:18:19.084</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:18:19.476</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:18:19.499</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:18:20.879</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:18:21.002</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:18:30.078</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:18:30.079</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:18:30.08</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:18:30.096</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:18:53.188</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:18:53.19</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:18:53.197</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:18:53.205</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:18:53.206</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:18:59.387</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:19:03.795</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:19:03.796</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:19:03.797</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:19:03.798</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:19:14.577</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>11</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:19:42.275</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:19:42.276</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:19:42.277</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:19:46.977</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>9</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:19:46.978</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:20:00.497</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:20:00.498</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:20:00.499</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:20:00.5</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:20:00.501</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:20:00.502</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:20:20.876</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>9</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:20:20.878</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:20:20.902</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:20:34.316</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:20:34.317</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:20:34.318</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:20:34.478</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:20:34.48</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:20:34.481</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:20:46.102</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>13</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:21:03.212</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:21:11.678</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:21:11.679</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:21:16.578</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:21:16.579</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:21:16.584</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:21:16.585</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:21:16.6</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:21:37.917</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:21:37.918</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:21:37.919</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:21:37.92</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:21:37.927</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:21:59.387</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>14</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:22:03.294</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:03.295</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:03.316</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:03.375</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:03.376</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:14.996</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:16.178</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:16.198</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:16.204</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:16.282</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:16.308</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:44.387</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:22:44.387</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:46.036</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:46.037</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:46.038</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:59.785</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:59.786</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:59.791</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:59.793</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:59.806</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:22:59.807</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:16.187</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:16.188</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:18.678</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:18.679</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:30.811</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:30.812</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:30.876</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:30.877</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:30.888</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:51.876</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:51.877</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:51.878</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:51.879</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:23:51.883</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:04.68</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:09.087</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:09.088</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:09.976</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:09.977</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:09.983</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:10.009</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:10.021</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:11.61</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:24:11.611</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:24:15.913</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:24:15.914</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:24:15.915</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:24:15.933</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:24:15.934</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:24:16.001</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:24:16.016</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:24:31.712</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:31.713</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:31.714</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:31.715</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:35.478</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:24:59.379</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.94</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:24:59.379</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>10</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:24:59.388</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:59.389</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:59.392</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:59.394</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:59.398</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:59.403</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:24:59.404</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:25:15.976</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:25:15.977</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:25:15.978</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:25:15.979</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:25:15.982</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:25:31.578</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:25:31.579</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:25:31.581</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:25:31.582</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:25:32.621</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:25:32.622</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:25:55.312</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:25:55.313</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>9</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:09.326</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:26:09.327</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:26:18.426</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:18.427</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:18.429</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:18.432</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:37.593</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:37.594</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:37.595</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:39.876</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:39.914</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:39.916</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:39.926</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:44.704</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:44.705</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:44.707</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:44.708</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:44.709</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:26:44.71</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:27:02.175</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:27:02.176</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:27:12.603</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:27:12.604</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:27:12.607</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:27:12.621</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:27:29.387</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>8</td>
<td>76.89</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:27:29.387</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:27:29.387</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>11</td>
<td>76.9</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Average Total

76.94

Computed VWAP Slippage

0.00

Computed Total Filled

500.00

Algo Model

Static

Computed Liquidity Cost

0.00

Computed Drift

0.00

Computed Seconds Spent

0.00

Computed Volatility

0.00