SIM:CLH4 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:CLH4

Algo CQG Symbol

CLE

Date - Time

01/31/2024 - 04:58

Buy / Sell

Sell

Quantity

500

Arrival Price

76.8650

Market VWAP

76.9625

Destination Price

76.9850

Slippage

0.0299

SlippagePct

0.0388

AggressivePct

15.2174

Algo Diagnostics

{ "customState": { "arrival_price": { "asDouble": 76.865 }, "avg_total": { "asDouble": 76.93262 }, "slippage_vwap": { "asDouble": 0.02985224278320686 }, "n_kids": { "asInt32": 46 }, "market_vwap": { "asDouble": 76.9624722427832 }, "slippage": { "asDouble": -0.06762000000000512 }, "destination_price": { "asDouble": 76.98499999999999 }, "total_dollar": { "asDouble": 38466.31 }, "algo_status": { "asInt32": 4 }, "aggressive_pct": { "asDouble": 15.217391304347826 }, "total_sent": { "asInt32": 500 }, "slippage_vwap_pct": { "asDouble": 0.03880310170537135 }, "total_filled": { "asInt32": 500 } } }

Fills Array

Source URL

UncertBands

Computed diagnostics AP

algo_status: 4<br />arrival_price: 76.865<br />avg_total: 76.93262<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: 76.985<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: 46<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: -0.067620000000005<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 38466.31<br />total_drift: <br />total_filled: 500<br />total_sent: 500<br />total_vol: <br />worst_opt_t_minutes:

Computed diagnostics VWAP

aggressive_pct: 15.217391304348<br />algo_status: 4<br />arrival_price: 76.865<br />avg_total: 76.93262<br />destination_price: 76.985<br />market_vwap: 76.962472242783<br />n_kids: 46<br />slippage: -0.067620000000005<br />slippage_vwap: 0.029852242783207<br />slippage_vwap_pct: 0.038803101705371<br />total_dollar: 38466.31<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>2024-01-31T04:48:46.029</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:48:46.029</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:48:46.035</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:48:46.035</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.86</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:48:46.036</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:49:02.809</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>8</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:49:02.809</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:49:06.714</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:49:06.715</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:49:06.716</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:49:25.895</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:49:26.076</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:49:30.998</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:49:30.999</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:49:31</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:49:44.396</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:49:44.397</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:49:44.397</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.86</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:49:44.398</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:49:48.976</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:49:48.977</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:09.425</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:09.426</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:32.133</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:50:32.134</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:50:32.135</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:50:32.136</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:50:33.917</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:33.918</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:33.919</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:33.92</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:49.476</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>9</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:49.477</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:51:10.279</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:10.28</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:10.281</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:10.282</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:18.876</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:18.879</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:18.89</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:18.904</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:18.976</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:18.988</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:18.989</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>8</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:18.99</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>8</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:18.991</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>9</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:18.992</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>9</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:45.601</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:51:45.602</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:51:45.603</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:51:45.604</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:51:45.605</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:51:46.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:51:46.085</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:52:02.809</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:02.809</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:52:04.341</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:52:04.342</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:52:04.376</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.92</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:21.232</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:21.233</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:21.234</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:21.235</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:21.276</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:21.409</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:21.419</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:21.476</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:35.395</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:35.396</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:35.397</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:35.4</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:35.401</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:35.408</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:35.413</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:35.478</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:35.49</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:48.731</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:53.288</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:52:53.289</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>11</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:53:05.035</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:53:05.036</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:53:05.037</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:53:19.329</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:53:19.331</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:53:19.333</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:53:40.931</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:53:40.933</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:53:40.935</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:53:40.936</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:53:40.975</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:53:40.976</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:53:40.988</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:53:55.326</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>10</td>
<td>77.02</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.788</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:09.788</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:09.789</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:09.789</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:09.789</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:09.789</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:09.79</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:09.79</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:09.79</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:09.791</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:24.214</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:25.877</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:25.976</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:26.026</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:26.027</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:26.175</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:27.577</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:41.879</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:41.925</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:53.677</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:53.679</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:07.893</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:55:07.894</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:55:26.833</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:26.834</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:28.097</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:28.098</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:28.099</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:28.1</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:28.101</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:28.104</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:28.117</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:28.118</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:28.176</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:28.209</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:28.221</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:47.809</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:55:47.809</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>12</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:52.701</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:52.702</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:52.703</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:56:13.776</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:56:17.809</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:56:29.185</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:56:29.186</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:56:35.477</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:56:35.482</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:56:35.483</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:56:35.484</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:56:35.485</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:56:52.078</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:56:53.003</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:56:53.575</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:56:53.576</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:56:53.614</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:56:53.675</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:03.315</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:03.316</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:03.317</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:03.318</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:03.322</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:03.323</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:03.329</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:03.914</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:03.975</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:21.276</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:21.279</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:32.809</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.94</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:32.809</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:36.318</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>10</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:48.979</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:48.98</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:48.991</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:49.08</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:49.476</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:50.102</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:50.103</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:58:09.608</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:58:09.609</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:58:17.809</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:58:17.809</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:58:18.576</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.94</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>2024-01-31T04:48:46.029</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:48:46.029</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:48:46.035</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:48:46.035</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.86</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:48:46.036</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:49:02.809</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>8</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:49:02.809</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:49:06.714</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:49:06.715</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:49:06.716</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:49:25.895</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:49:26.076</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:49:30.998</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:49:30.999</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:49:31</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:49:44.396</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:49:44.397</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:49:44.397</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.86</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:49:44.398</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:49:48.976</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:49:48.977</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:09.425</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:09.426</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:32.133</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:50:32.134</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:50:32.135</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:50:32.136</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:50:33.917</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:33.918</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:33.919</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:33.92</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:49.476</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>9</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:50:49.477</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:51:10.279</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:10.28</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:10.281</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:10.282</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:18.876</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:18.879</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:18.89</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:18.904</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:18.976</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:18.988</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:18.989</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>8</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:18.99</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>8</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:18.991</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>9</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:18.992</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>9</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:51:45.601</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:51:45.602</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:51:45.603</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:51:45.604</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:51:45.605</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:51:46.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:51:46.085</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:52:02.809</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:02.809</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:52:04.341</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:52:04.342</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:52:04.376</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.92</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:21.232</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:21.233</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:21.234</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:21.235</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:21.276</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:21.409</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:21.419</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:21.476</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:35.395</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:35.396</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:35.397</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:35.4</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:35.401</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:35.408</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:35.413</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:35.478</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:35.49</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:48.731</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:52:53.288</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:52:53.289</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>11</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:53:05.035</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:53:05.036</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:53:05.037</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:53:19.329</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:53:19.331</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:53:19.333</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:53:40.931</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:53:40.933</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:53:40.935</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:53:40.936</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:53:40.975</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:53:40.976</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:53:40.988</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:53:55.326</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>10</td>
<td>77.02</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:09.788</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:09.788</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:09.789</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:09.789</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:09.789</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:09.789</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:09.79</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:09.79</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:09.79</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:09.791</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:24.214</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:25.877</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:25.976</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:26.026</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:26.027</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:26.175</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:27.577</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:41.879</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:41.925</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:54:53.677</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:54:53.679</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:07.893</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:55:07.894</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:55:26.833</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:26.834</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:28.097</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:28.098</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:28.099</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:28.1</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:28.101</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:28.104</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:28.117</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:28.118</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:28.176</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:28.209</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:28.221</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:47.809</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:55:47.809</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>12</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:52.701</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:52.702</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:55:52.703</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:56:13.776</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:56:17.809</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.91</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:56:29.185</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:56:29.186</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:56:35.477</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:56:35.482</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:56:35.483</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:56:35.484</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:56:35.485</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:56:52.078</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:56:53.003</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:56:53.575</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:56:53.576</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:56:53.614</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:56:53.675</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:03.315</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:03.316</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:03.317</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:03.318</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:03.322</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:03.323</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:03.329</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:03.914</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:03.975</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:21.276</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:21.279</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:32.809</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.94</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:32.809</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:36.318</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>10</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:48.979</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:48.98</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:48.991</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:49.08</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:49.476</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:50.102</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:57:50.103</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:58:09.608</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:58:09.609</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T04:58:17.809</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:58:17.809</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T04:58:18.576</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.94</td>
<td>Passive</td>
</tr></tbody></table>

Computed Average Total

76.93

Computed VWAP Slippage

0.03

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