SIM:CLH4 | www.cqg.com

Algo Type

ArrivalPrice

Algo Symbol

SIM:CLH4

Algo CQG Symbol

CLE

Date - Time

01/31/2024 - 06:32

Buy / Sell

Sell

Quantity

50

Arrival Price

76.9650

Average Total

76.9226

Destination Price

76.9900

Slippage

0.0424

Slippage Sweep

0.0262

Sweep to Fill

76.9488

Algo Diagnostics

{ "customState": { "worst_opt_t_minutes": { "asDouble": 1.1862958086955244 }, "slip_toler": { "asDouble": 0 }, "impact_model": { "asInt32": 0 }, "curr_half_min_move": { "asDouble": 0.013850470897622376 }, "curr_cost_per_share": { "asDouble": 0.014200000000001297 }, "init_cost_per_share": { "asDouble": 0.01620000000001113 }, "curr_opt_t_minutes": { "asDouble": 1.0400434113065338 }, "drift": { "asDouble": -0.00014962959435843093 }, "pov_agg_limit": { "asInt32": 0 }, "slippage": { "asDouble": 0.042399999999943816 }, "mbo_max": { "asInt32": 2 }, "sweep_residual": { "asDouble": 0 }, "destination_price": { "asDouble": 76.99 }, "total_dollar": { "asDouble": 3846.130000000003 }, "order_time_minutes": { "asDouble": 10 }, "algo_status": { "asInt32": 4 }, "total_sent": { "asInt32": 50 }, "ready": { "asBool": true }, "level_tactical_limit": { "asInt32": 0 }, "seconds_spent": { "asDouble": 186 }, "total_vol": { "asDouble": 1.635823692848956 }, "total_filled": { "asInt32": 50 }, "init_drift": { "asDouble": 0 }, "curr_liq_cost": { "asDouble": 0.7100000000000648 }, "arrival_price": { "asDouble": 76.965 }, "avg_total": { "asDouble": 76.92260000000006 }, "daily_vol_normal": { "asDouble": 1.3174547854378653 }, "total_drift": { "asDouble": 0.009890131071694938 }, "slippage_sweep": { "asDouble": 0.026199999999931833 }, "last_aggressive_qty": { "asInt32": 2 }, "economic_model": { "asInt32": 0 }, "init_min_duration": { "asDouble": 0 }, "n_kids": { "asInt32": 48 }, "has_mbo": { "asBool": true }, "mbo_min": { "asInt32": 1 }, "model_size": { "asDouble": 2 }, "sweep_to_fill": { "asDouble": 76.94879999999999 }, "init_half_min_move": { "asDouble": 0.008470433884026676 }, "init_vol_normal": { "asDouble": 0.805706444043116 }, "last_tactical_qty": { "asInt32": 1 }, "init_opt_t_minutes": { "asDouble": 3.6577895534533837 }, "init_liq_cost": { "asDouble": 0.8100000000005565 } } }

Fills Array

Source URL

Optimistic

Computed diagnostics AP

algo_status: 4<br />arrival_price: 76.965<br />avg_total: 76.9226<br />curr_cost_per_share: 0.014200000000001<br />curr_half_min_move: 0.013850470897622<br />curr_liq_cost: 0.71000000000006<br />curr_opt_t_minutes: 1.0400434113065<br />daily_vol_normal: 1.3174547854379<br />destination_price: 76.99<br />drift: -0.00014962959435843<br />economic_model: 0<br />has_mbo: 1<br />impact_model: 0<br />init_cost_per_share: 0.016200000000011<br />init_drift: 0<br />init_half_min_move: 0.0084704338840267<br />init_liq_cost: 0.81000000000056<br />init_min_duration: 0<br />init_opt_t_minutes: 3.6577895534534<br />init_vol_normal: 0.80570644404312<br />last_aggressive_qty: 2<br />last_tactical_qty: 1<br />level_tactical_limit: 0<br />mbo_max: 2<br />mbo_min: 1<br />model_size: 2<br />n_kids: 48<br />order_time_minutes: 10<br />pov_agg_limit: 0<br />ready: 1<br />seconds_spent: 186<br />slip_toler: 0<br />slippage: 0.042399999999944<br />slippage_sweep: 0.026199999999932<br />sweep_residual: 0<br />sweep_to_fill: 76.9488<br />total_dollar: 3846.13<br />total_drift: 0.0098901310716949<br />total_filled: 50<br />total_sent: 50<br />total_vol: 1.635823692849<br />worst_opt_t_minutes: 1.1862958086955

Computed diagnostics VWAP

aggressive_pct: <br />algo_status: 4<br />arrival_price: 76.965<br />avg_total: 76.9226<br />destination_price: 76.99<br />market_vwap: <br />n_kids: 48<br />slippage: 0.042399999999944<br />slippage_vwap: <br />slippage_vwap_pct: <br />total_dollar: 3846.13<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>2024-01-31T06:29:34.38</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:29:35.309</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:29:35.709</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:29:35.71</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:29:39.587</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:29:43.531</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:29:45.079</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:29:46.587</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:29:49.576</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:29:49.587</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:29:49.787</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:29:50.475</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:29:54.198</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:12.593</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:12.593</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:12.676</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:12.677</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:12.711</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:12.711</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:12.711</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:12.712</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:12.712</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:12.712</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:13.176</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:13.176</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:13.176</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:13.788</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:13.788</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:13.789</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.107</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.107</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.107</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.108</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.108</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.108</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.108</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.108</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.109</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.109</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.109</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.109</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.109</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.209</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.209</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.209</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:32:37.287</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:32:37.376</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:32:37.388</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.99</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>2024-01-31T06:29:34.38</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:29:35.309</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:29:35.709</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:29:35.71</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:29:39.587</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:29:43.531</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:29:45.079</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:29:46.587</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:29:49.576</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:29:49.587</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:29:49.787</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:29:50.475</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:29:54.198</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.93</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:12.593</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:12.593</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:12.676</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:12.677</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:12.711</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:12.711</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:12.711</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:12.712</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:12.712</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:12.712</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:13.176</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:13.176</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:13.176</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:13.788</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:13.788</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:13.789</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.107</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.107</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.107</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.108</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.108</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.108</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.108</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.108</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.109</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.109</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.109</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.109</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.109</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.209</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.209</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:31:14.209</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:32:37.287</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.98</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:32:37.376</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:32:37.388</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.99</td>
<td>Passive</td>
</tr></tbody></table>

Computed Average Total

76.92

Computed VWAP Slippage

0.00

Computed Total Filled

50.00

Algo Model

Optimistic

Computed Liquidity Cost

0.02

Computed Drift

0.00

Computed Seconds Spent

186.00

Computed Volatility

1.32