SIM:CLH4 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:CLH4

Algo CQG Symbol

CLE

Date - Time

01/31/2024 - 07:05

Buy / Sell

Buy

Quantity

500

Arrival Price

77.0050

Market VWAP

76.8568

Destination Price

76.7650

Slippage

-0.0033

SlippagePct

-0.0043

AggressivePct

2.5000

Algo Diagnostics

{ "customState": { "slippage": { "asDouble": -0.1515200000000192 }, "destination_price": { "asDouble": 76.76499999999999 }, "total_dollar": { "asDouble": 38426.73999999999 }, "aggressive_pct": { "asDouble": 2.5 }, "algo_status": { "asInt32": 4 }, "total_sent": { "asInt32": 500 }, "slippage_vwap_pct": { "asDouble": -0.00432173790347462 }, "total_filled": { "asInt32": 500 }, "arrival_price": { "asDouble": 77.005 }, "avg_total": { "asDouble": 76.85347999999998 }, "slippage_vwap": { "asDouble": -0.0033214059752992853 }, "n_kids": { "asInt32": 40 }, "market_vwap": { "asDouble": 76.85680140597528 } } }

Fills Array

Source URL

UncertBands

Computed diagnostics AP

algo_status: 4<br />arrival_price: 77.005<br />avg_total: 76.85348<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: 76.765<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: 40<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: -0.15152000000002<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 38426.74<br />total_drift: <br />total_filled: 500<br />total_sent: 500<br />total_vol: <br />worst_opt_t_minutes:

Computed diagnostics VWAP

aggressive_pct: 2.5<br />algo_status: 4<br />arrival_price: 77.005<br />avg_total: 76.85348<br />destination_price: 76.765<br />market_vwap: 76.856801405975<br />n_kids: 40<br />slippage: -0.15152000000002<br />slippage_vwap: -0.0033214059752993<br />slippage_vwap_pct: -0.0043217379034746<br />total_dollar: 38426.74<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>2024-01-31T06:54:54.178</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:54:54.179</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:54:54.18</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:55:07.184</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:55:07.185</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:55:21.777</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:55:21.779</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:55:21.783</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:55:40.58</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:55:40.581</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:55:40.582</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:55:52.778</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:55:52.779</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:56:12.182</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:56:12.184</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:56:12.186</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:56:12.493</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:56:30.276</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:56:30.277</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:56:43.807</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:56:43.808</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:56:43.809</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:56:50.776</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:56:50.777</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:56:50.878</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:57:07.804</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:57:07.805</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:57:07.812</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:57:07.813</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:57:31.102</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:57:31.103</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:57:38.923</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:57:38.924</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:57:51.602</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:57:54.877</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:57:56.283</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:57:56.284</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:58:07.676</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:58:07.677</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:58:24.6</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:58:24.601</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:58:24.604</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:58:24.607</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:58:38.176</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:58:48.789</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:58:48.79</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:58:48.791</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:58:51.576</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:59:07.718</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:59:08.436</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:59:08.437</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:59:20.7</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:59:20.701</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:59:20.702</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:59:40.104</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:59:40.105</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:59:40.106</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:59:40.108</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:59:52.096</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:59:52.097</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:59:52.098</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:59:52.108</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:00:05.711</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:05.712</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:05.713</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:20.81</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:20.811</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:35.876</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:00:41.993</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:41.995</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:42.001</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:42.177</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:42.178</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:42.179</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:42.184</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:42.211</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:42.275</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:42.591</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:52.799</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:00:52.801</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:00:52.802</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:09.175</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:01:12.123</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:13.176</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:13.182</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:13.202</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:13.276</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:21.178</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:21.179</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:21.18</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:35.709</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:35.712</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:35.719</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:37.215</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:38.623</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:38.624</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:51.53</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:53.834</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:53.835</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:53.876</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:02:05.884</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:02:05.885</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:02:05.886</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:02:05.887</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:02:05.888</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:02:05.891</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:02:23.076</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:02:23.077</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:02:23.078</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:02:39.609</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:02:39.61</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:02:39.611</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:02:39.612</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:02:41.076</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:02:51.488</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:02:51.577</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:02:51.579</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:03:08.281</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:08.282</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:08.283</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:24.276</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:24.277</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:24.278</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:24.282</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:24.283</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:26.414</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:26.415</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:37.677</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:03:37.976</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:03:54.622</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:54.623</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:54.624</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:54.625</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:57.178</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:04:10.101</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:04:10.102</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:04:10.103</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:04:21.577</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:04:21.592</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:04:21.593</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:04:21.617</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:04:21.675</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:04:21.676</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:04:35.709</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.8</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:04:35.709</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>16</td>
<td>76.81</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:04:35.709</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>14</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:04:35.709</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>25</td>
<td>76.83</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:04:35.709</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>12</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:04:35.794</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.8</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:04:35.794</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>16</td>
<td>76.81</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:04:35.794</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>14</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:04:35.794</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>25</td>
<td>76.83</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>2024-01-31T06:54:54.178</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:54:54.179</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:54:54.18</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>77.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:55:07.184</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:55:07.185</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:55:21.777</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:55:21.779</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:55:21.783</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:55:40.58</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:55:40.581</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:55:40.582</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:55:52.778</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:55:52.779</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.95</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:56:12.182</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:56:12.184</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:56:12.186</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:56:12.493</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.94</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:56:30.276</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:56:30.277</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:56:43.807</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:56:43.808</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:56:43.809</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:56:50.776</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:56:50.777</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:56:50.878</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.92</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:57:07.804</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:57:07.805</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:57:07.812</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:57:07.813</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:57:31.102</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:57:31.103</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:57:38.923</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:57:38.924</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:57:51.602</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:57:54.877</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:57:56.283</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:57:56.284</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:58:07.676</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:58:07.677</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:58:24.6</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:58:24.601</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:58:24.604</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:58:24.607</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:58:38.176</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:58:48.789</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:58:48.79</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:58:48.791</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:58:51.576</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:59:07.718</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:59:08.436</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:59:08.437</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:59:20.7</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:59:20.701</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:59:20.702</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:59:40.104</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:59:40.105</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:59:40.106</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:59:40.108</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T06:59:52.096</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:59:52.097</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:59:52.098</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T06:59:52.108</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:00:05.711</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:05.712</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:05.713</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:20.81</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:20.811</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:35.876</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:00:41.993</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:41.995</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:42.001</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:42.177</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:42.178</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:42.179</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:42.184</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:42.211</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:42.275</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:42.591</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.88</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:00:52.799</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:00:52.801</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:00:52.802</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:09.175</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:01:12.123</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:13.176</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:13.182</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:13.202</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:13.276</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:21.178</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:21.179</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:21.18</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:35.709</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:35.712</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:35.719</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:37.215</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:38.623</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:38.624</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:51.53</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:53.834</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:53.835</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:01:53.876</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:02:05.884</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:02:05.885</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:02:05.886</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:02:05.887</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:02:05.888</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:02:05.891</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:02:23.076</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:02:23.077</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:02:23.078</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:02:39.609</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:02:39.61</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:02:39.611</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:02:39.612</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:02:41.076</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:02:51.488</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:02:51.577</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:02:51.579</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.89</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:03:08.281</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:08.282</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:08.283</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.87</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:24.276</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:24.277</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:24.278</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:24.282</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:24.283</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:26.414</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:26.415</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:37.677</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:03:37.976</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:03:54.622</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:54.623</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:54.624</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:54.625</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:03:57.178</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:04:10.101</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:04:10.102</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:04:10.103</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:04:21.577</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:04:21.592</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:04:21.593</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:04:21.617</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:04:21.675</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:04:21.676</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:04:35.709</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.8</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:04:35.709</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>16</td>
<td>76.81</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:04:35.709</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>14</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:04:35.709</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>25</td>
<td>76.83</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:04:35.709</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>12</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:04:35.794</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.8</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:04:35.794</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>16</td>
<td>76.81</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:04:35.794</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>14</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:04:35.794</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>25</td>
<td>76.83</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Average Total

76.85

Computed VWAP Slippage

0.00

Computed Total Filled

500.00

Algo Model

UncertBands

Computed Liquidity Cost

0.00

Computed Drift

0.00

Computed Seconds Spent

0.00

Computed Volatility

0.00