SIM:CLH4 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:CLH4

Algo CQG Symbol

CLE

Date - Time

01/31/2024 - 07:25

Buy / Sell

Sell

Quantity

500

Arrival Price

76.7600

Market VWAP

76.8015

Destination Price

76.8650

Slippage

0.0226

SlippagePct

0.0295

AggressivePct

2.5000

Algo Diagnostics

{ "customState": { "total_filled": { "asInt32": 500 }, "arrival_price": { "asDouble": 76.75999999999999 }, "avg_total": { "asDouble": 76.77887999999999 }, "slippage_vwap": { "asDouble": 0.02262168098545203 }, "n_kids": { "asInt32": 40 }, "market_vwap": { "asDouble": 76.80150168098544 }, "slippage": { "asDouble": -0.01887999999999579 }, "destination_price": { "asDouble": 76.865 }, "total_dollar": { "asDouble": 38389.439999999995 }, "aggressive_pct": { "asDouble": 2.5 }, "algo_status": { "asInt32": 4 }, "total_sent": { "asInt32": 500 }, "slippage_vwap_pct": { "asDouble": 0.029463416222601884 } } }

Fills Array

Source URL

UncertBands

Computed diagnostics AP

algo_status: 4<br />arrival_price: 76.76<br />avg_total: 76.77888<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: 76.865<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: -0.018879999999996<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 38389.44<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: 76.76<br />avg_total: 76.77888<br />destination_price: 76.865<br />market_vwap: 76.801501680985<br />n_kids: 40<br />slippage: -0.018879999999996<br />slippage_vwap: 0.022621680985452<br />slippage_vwap_pct: 0.029463416222602<br />total_dollar: 38389.44<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>2024-01-31T07:15:24.179</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:15:24.18</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:15:24.193</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:15:24.204</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:15:24.276</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:15:39.405</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:15:39.406</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:15:39.407</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:15:39.477</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:15:39.594</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:15:54.328</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:15:54.329</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:15:54.33</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:15:54.375</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:08.487</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:08.488</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:08.489</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:29.695</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:16:29.696</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:16:29.697</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:16:29.698</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:16:40.08</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:40.577</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:40.976</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:40.978</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:40.981</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:40.993</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:41.024</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:41.025</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:41.078</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:41.079</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:41.08</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:41.081</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:41.082</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:41.108</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:41.176</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:41.205</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:41.277</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:41.304</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:17:03.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:03.578</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:03.587</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:03.611</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:03.675</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:03.707</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:03.716</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:08.381</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:08.382</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:08.383</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:23.477</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:23.577</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:23.675</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:23.881</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:23.882</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:23.883</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:23.886</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:23.887</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:37.977</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:17:37.979</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:17:37.98</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:17:37.981</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:17:54.827</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:54.828</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:54.829</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:54.83</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:54.831</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:54.832</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:54.833</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:18:11.509</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:18:11.51</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:18:11.511</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:18:27.6</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:18:27.602</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:18:27.603</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:18:27.604</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:18:38.378</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:18:38.379</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>9</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:18:54.819</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:18:54.82</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:18:54.822</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:19:16.677</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:19:16.678</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:19:16.692</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:19:16.694</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:19:16.696</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:19:29.202</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:19:29.203</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:19:29.204</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:19:29.205</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:19:39.776</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:19:39.777</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:19:39.778</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:19:39.78</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:19:39.786</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:19:39.795</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:19:56.076</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:19:56.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:20:10.395</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:20:10.396</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:20:30.377</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:20:30.378</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:20:39.524</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:20:39.525</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:20:39.526</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:20:39.527</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:20:53.078</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:20:58.176</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>9</td>
<td>76.77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:21:09.476</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:21:09.477</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:21:09.48</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:21:10.498</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:21:24.306</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:21:24.307</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:21:24.308</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:21:40.11</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:21:40.111</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:21:40.113</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:21:40.114</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:21:40.115</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:21:40.121</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:21:40.175</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:21:55.621</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:21:55.622</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:21:55.623</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:21:55.908</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:21:55.909</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:22:19.381</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:22:19.382</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:22:19.383</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:22:19.384</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:22:24.587</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:22:24.588</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:22:24.589</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:22:28.976</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:22:30.084</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:22:41.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:22:41.078</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:22:55.877</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:22:55.883</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:23:10.075</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:23:12.289</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:23:12.29</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:23:12.291</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:23:12.292</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:23:24.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:23:24.078</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:23:38.793</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:23:38.794</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:23:38.795</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:23:53.575</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:23:53.577</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:23:53.586</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:23:53.678</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:24:13.878</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:24:13.977</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:24:23.277</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:24:23.278</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:24:23.279</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:24:23.287</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:24:38.377</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:25:01.414</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:25:01.415</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:25:07.977</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>13</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:25:07.977</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>9</td>
<td>76.78</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:25:07.977</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>9</td>
<td>76.77</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:25:07.977</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>19</td>
<td>76.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:25:07.977</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>37</td>
<td>76.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:25:08.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>11</td>
<td>76.79</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>2024-01-31T07:15:24.179</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:15:24.18</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:15:24.193</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:15:24.204</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:15:24.276</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:15:39.405</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:15:39.406</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:15:39.407</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:15:39.477</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:15:39.594</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:15:54.328</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:15:54.329</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:15:54.33</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:15:54.375</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:08.487</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:08.488</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:08.489</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:29.695</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:16:29.696</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:16:29.697</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:16:29.698</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:16:40.08</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:40.577</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:40.976</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:40.978</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:40.981</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:40.993</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:41.024</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:41.025</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:41.078</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:41.079</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:41.08</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:41.081</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:41.082</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:41.108</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:41.176</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:41.205</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:41.277</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:16:41.304</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:17:03.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:03.578</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:03.587</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:03.611</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:03.675</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:03.707</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:03.716</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:08.381</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:08.382</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:08.383</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:23.477</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:23.577</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:23.675</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:23.881</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:23.882</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:23.883</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:23.886</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:23.887</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:37.977</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:17:37.979</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:17:37.98</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:17:37.981</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:17:54.827</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:54.828</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:54.829</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:54.83</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:54.831</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:54.832</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:17:54.833</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:18:11.509</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:18:11.51</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:18:11.511</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:18:27.6</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:18:27.602</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:18:27.603</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:18:27.604</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:18:38.378</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:18:38.379</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>9</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:18:54.819</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:18:54.82</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:18:54.822</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:19:16.677</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:19:16.678</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:19:16.692</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:19:16.694</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:19:16.696</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:19:29.202</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:19:29.203</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:19:29.204</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:19:29.205</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:19:39.776</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:19:39.777</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:19:39.778</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:19:39.78</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:19:39.786</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:19:39.795</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:19:56.076</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:19:56.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:20:10.395</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:20:10.396</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:20:30.377</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:20:30.378</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:20:39.524</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:20:39.525</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:20:39.526</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:20:39.527</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:20:53.078</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:20:58.176</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>9</td>
<td>76.77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:21:09.476</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:21:09.477</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:21:09.48</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:21:10.498</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.78</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:21:24.306</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:21:24.307</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:21:24.308</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:21:40.11</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:21:40.111</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:21:40.113</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:21:40.114</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:21:40.115</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:21:40.121</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:21:40.175</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:21:55.621</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:21:55.622</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:21:55.623</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:21:55.908</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:21:55.909</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:22:19.381</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:22:19.382</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:22:19.383</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:22:19.384</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:22:24.587</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:22:24.588</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:22:24.589</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:22:28.976</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:22:30.084</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:22:41.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:22:41.078</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:22:55.877</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:22:55.883</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:23:10.075</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:23:12.289</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:23:12.29</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:23:12.291</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:23:12.292</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:23:24.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:23:24.078</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:23:38.793</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:23:38.794</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:23:38.795</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:23:53.575</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:23:53.577</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:23:53.586</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:23:53.678</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:24:13.878</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:24:13.977</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.85</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:24:23.277</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:24:23.278</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:24:23.279</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:24:23.287</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:24:38.377</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:25:01.414</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:25:01.415</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:25:07.977</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>13</td>
<td>76.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:25:07.977</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>9</td>
<td>76.78</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:25:07.977</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>9</td>
<td>76.77</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:25:07.977</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>19</td>
<td>76.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T07:25:07.977</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>37</td>
<td>76.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T07:25:08.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>11</td>
<td>76.79</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Average Total

76.78

Computed VWAP Slippage

0.02

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