SIM:CLH4 | www.cqg.com

Algo Type

ArrivalPrice

Algo Symbol

SIM:CLH4

Algo CQG Symbol

CLE

Date - Time

01/31/2024 - 04:54

Buy / Sell

Buy

Quantity

50

Arrival Price

76.8450

Average Total

76.9324

Destination Price

77.0250

Slippage

0.0874

Slippage Sweep

0.0670

Sweep to Fill

76.8654

Algo Diagnostics

{ "customState": { "model_size": { "asDouble": 1 }, "sweep_to_fill": { "asDouble": 76.8654 }, "init_half_min_move": { "asDouble": 0.00845722720480777 }, "init_vol_normal": { "asDouble": 0.8044502266288994 }, "last_tactical_qty": { "asInt32": 1 }, "init_opt_t_minutes": { "asDouble": 5.818410235674231 }, "init_liq_cost": { "asDouble": 1.0199999999997544 }, "worst_opt_t_minutes": { "asDouble": 0.7577081935643407 }, "slip_toler": { "asDouble": 0 }, "impact_model": { "asInt32": 0 }, "curr_half_min_move": { "asDouble": 0.01258893777398043 }, "curr_cost_per_share": { "asDouble": 0.020399999999990256 }, "init_cost_per_share": { "asDouble": 0.02039999999999509 }, "pov_agg_limit": { "asInt32": 1 }, "slippage": { "asDouble": 0.08740000000000236 }, "drift": { "asDouble": 0.0007904354107017673 }, "curr_opt_t_minutes": { "asDouble": 2.524535925638219 }, "mbo_max": { "asInt32": 1 }, "sweep_residual": { "asDouble": 0 }, "destination_price": { "asDouble": 77.025 }, "total_dollar": { "asDouble": 3846.6200000000003 }, "order_time_minutes": { "asDouble": 10 }, "algo_status": { "asInt32": 4 }, "ready": { "asBool": true }, "total_sent": { "asInt32": 50 }, "level_tactical_limit": { "asInt32": 0 }, "total_vol": { "asDouble": 1.6332731979078543 }, "seconds_spent": { "asDouble": 297 }, "total_filled": { "asInt32": 50 }, "init_drift": { "asDouble": 0 }, "curr_liq_cost": { "asDouble": 1.0199999999995129 }, "arrival_price": { "asDouble": 76.845 }, "avg_total": { "asDouble": 76.9324 }, "daily_vol_normal": { "asDouble": 1.197457937459522 }, "total_drift": { "asDouble": 0.009874710871232345 }, "slippage_sweep": { "asDouble": 0.06700000000000728 }, "last_aggressive_qty": { "asInt32": 1 }, "economic_model": { "asInt32": 0 }, "init_min_duration": { "asDouble": 0 }, "n_kids": { "asInt32": 49 }, "mbo_min": { "asInt32": 1 }, "has_mbo": { "asBool": true } } }

Fills Array

Source URL

Aggressive

Computed diagnostics AP

algo_status: 4<br />arrival_price: 76.845<br />avg_total: 76.9324<br />curr_cost_per_share: 0.02039999999999<br />curr_half_min_move: 0.01258893777398<br />curr_liq_cost: 1.0199999999995<br />curr_opt_t_minutes: 2.5245359256382<br />daily_vol_normal: 1.1974579374595<br />destination_price: 77.025<br />drift: 0.00079043541070177<br />economic_model: 0<br />has_mbo: 1<br />impact_model: 0<br />init_cost_per_share: 0.020399999999995<br />init_drift: 0<br />init_half_min_move: 0.0084572272048078<br />init_liq_cost: 1.0199999999998<br />init_min_duration: 0<br />init_opt_t_minutes: 5.8184102356742<br />init_vol_normal: 0.8044502266289<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: 49<br />order_time_minutes: 10<br />pov_agg_limit: 1<br />ready: 1<br />seconds_spent: 297<br />slip_toler: 0<br />slippage: 0.087400000000002<br />slippage_sweep: 0.067000000000007<br />sweep_residual: 0<br />sweep_to_fill: 76.8654<br />total_dollar: 3846.62<br />total_drift: 0.0098747108712323<br />total_filled: 50<br />total_sent: 50<br />total_vol: 1.6332731979079<br />worst_opt_t_minutes: 0.75770819356434

Computed diagnostics VWAP

aggressive_pct: <br />algo_status: 4<br />arrival_price: 76.845<br />avg_total: 76.9324<br />destination_price: 77.025<br />market_vwap: <br />n_kids: 49<br />slippage: 0.087400000000002<br />slippage_vwap: <br />slippage_vwap_pct: <br />total_dollar: 3846.62<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>2024-01-31T04:49:17.687</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:49:19.677</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:49:19.688</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:49:21.691</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:49:21.786</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:49:25.894</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:49:26.077</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:49:26.087</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:49:44.397</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:55.689</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:55.689</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:55.689</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:55.69</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:55.69</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:55.923</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:55.923</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:55.923</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:55.923</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:55.923</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.199</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.199</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.199</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.199</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.199</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.209</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.209</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.209</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.209</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.209</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.424</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.424</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.424</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.424</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.424</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.895</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.787</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.787</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.787</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.788</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.788</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.788</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.789</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.789</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.789</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.789</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.79</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.79</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.79</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.791</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</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>2024-01-31T04:49:17.687</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:49:19.677</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:49:19.688</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:49:21.691</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:49:21.786</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:49:25.894</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:49:26.077</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:49:26.087</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:49:44.397</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:55.689</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:55.689</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:55.689</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:55.69</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:55.69</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:55.923</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:55.923</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:55.923</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:55.923</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:55.923</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.199</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.199</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.199</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.199</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.199</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.209</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.209</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.209</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.209</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.209</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.424</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.424</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.424</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.424</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.424</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:56.895</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.787</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.787</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.787</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.788</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.788</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.788</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.789</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.789</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.789</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.789</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.79</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.79</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.79</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.791</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.03</td>
<td>Passive</td>
</tr></tbody></table>

Computed Average Total

76.93

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

297.00

Computed Volatility

1.20