SIM:ZCH4 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:ZCH4

Algo CQG Symbol

ZCE

Date - Time

01/31/2024 - 08:39

Buy / Sell

Buy

Quantity

500

Arrival Price

445.0000

Market VWAP

444.6526

Destination Price

444.3750

Slippage

0.1434

SlippagePct

0.0322

AggressivePct

23.5294

Algo Diagnostics

{ "customState": { "slippage": { "asDouble": -0.20400000000000773 }, "destination_price": { "asDouble": 444.375 }, "total_dollar": { "asDouble": 222398 }, "aggressive_pct": { "asDouble": 23.529411764705884 }, "algo_status": { "asInt32": 4 }, "total_sent": { "asInt32": 500 }, "slippage_vwap_pct": { "asDouble": 0.03224066529841785 }, "total_filled": { "asInt32": 500 }, "arrival_price": { "asDouble": 445 }, "avg_total": { "asDouble": 444.796 }, "slippage_vwap": { "asDouble": 0.14340518962075066 }, "n_kids": { "asInt32": 46 }, "market_vwap": { "asDouble": 444.65259481037924 } } }

Fills Array

Source URL

Static

Computed diagnostics AP

algo_status: 4<br />arrival_price: 445<br />avg_total: 444.796<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: 444.375<br />drift: <br />economic_model: <br />has_mbo: <br />impact_model: <br />init_cost_per_share: <br />init_drift: <br />init_half_min_move: <br />init_liq_cost: <br />init_min_duration: <br />init_opt_t_minutes: <br />init_vol_normal: <br />last_aggressive_qty: <br />last_tactical_qty: <br />level_tactical_limit: <br />mbo_max: <br />mbo_min: <br />model_size: <br />n_kids: 46<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: -0.20400000000001<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 222398<br />total_drift: <br />total_filled: 500<br />total_sent: 500<br />total_vol: <br />worst_opt_t_minutes:

Computed diagnostics VWAP

aggressive_pct: 23.529411764706<br />algo_status: 4<br />arrival_price: 445<br />avg_total: 444.796<br />destination_price: 444.375<br />market_vwap: 444.65259481038<br />n_kids: 46<br />slippage: -0.20400000000001<br />slippage_vwap: 0.14340518962075<br />slippage_vwap_pct: 0.032240665298418<br />total_dollar: 222398<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>2024-01-31T08:29:53.02</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>20</td>
<td>445</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:11.277</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>1</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:11.284</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>1</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:11.298</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>1</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:11.495</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>2</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:11.496</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>2</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:11.497</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>5</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:11.499</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>5</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:11.504</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>5</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:11.507</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>5</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:11.509</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>5</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:11.511</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>9</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:25.176</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>9</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:25.177</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>2</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:25.178</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:25.179</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:25.189</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:25.276</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:25.395</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:48.507</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>10</td>
<td>445</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:48.508</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>11</td>
<td>445</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:48.509</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>18</td>
<td>445</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:48.51</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>2</td>
<td>445</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:56.983</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>1</td>
<td>445</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:56.984</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>3</td>
<td>445</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:56.985</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>7</td>
<td>445</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:56.987</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>7</td>
<td>445</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:56.988</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>7</td>
<td>445</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:56.99</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>5</td>
<td>445</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:31:12.576</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>10</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:31:12.577</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>7</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:31:34.875</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>2</td>
<td>445.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:31:34.876</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>11</td>
<td>445.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:31:34.878</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>4</td>
<td>445.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:31:43.977</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>17</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:32:00.779</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>16</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:32:14.478</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>14</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:32:24.976</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>11</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:32:24.977</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>3</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:32:41.38</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>14</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:33:08.076</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>13</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:33:08.594</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>3</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:33:08.595</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>2</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:33:08.596</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:33:48.506</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>11</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:33:48.577</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>7</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:33:48.578</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>4</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:33:57.175</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>12</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:34:11.918</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>9</td>
<td>444</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:34:11.919</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>3</td>
<td>444</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:34:38.087</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>12</td>
<td>444</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:34:53.087</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>12</td>
<td>444</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:35:17.615</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>10</td>
<td>444</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T08:35:17.615</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>8</td>
<td>444</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:35:39.977</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>8</td>
<td>444</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:35:46.293</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>8</td>
<td>444</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:36:24.277</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>15</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T08:36:24.277</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>4</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:36:24.301</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>3</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:36:56.978</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>8</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:36:56.978</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>3</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:36:56.979</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>4</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:37:23.078</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>9</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:37:31.876</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>9</td>
<td>444.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:37:40.098</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>4</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:37:40.099</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>5</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:38:04.387</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>2</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:38:04.388</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>1</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:38:04.39</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>3</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:38:04.391</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>2</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:38:18.901</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:38:30.889</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>444.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:38:38.087</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>444.5</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>2024-01-31T08:29:53.02</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>20</td>
<td>445</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:11.277</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>1</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:11.284</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>1</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:11.298</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>1</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:11.495</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>2</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:11.496</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>2</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:11.497</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>5</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:11.499</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>5</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:11.504</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>5</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:11.507</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>5</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:11.509</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>5</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:11.511</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>9</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:25.176</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>9</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:25.177</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>2</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:25.178</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:25.179</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:25.189</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:25.276</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:25.395</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:48.507</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>10</td>
<td>445</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:48.508</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>11</td>
<td>445</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:48.509</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>18</td>
<td>445</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:48.51</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>2</td>
<td>445</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:56.983</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>1</td>
<td>445</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:56.984</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>3</td>
<td>445</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:56.985</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>7</td>
<td>445</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:56.987</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>7</td>
<td>445</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:56.988</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>7</td>
<td>445</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:30:56.99</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>5</td>
<td>445</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:31:12.576</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>10</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:31:12.577</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>7</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:31:34.875</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>2</td>
<td>445.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:31:34.876</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>11</td>
<td>445.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:31:34.878</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>4</td>
<td>445.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:31:43.977</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>17</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:32:00.779</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>16</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:32:14.478</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>14</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:32:24.976</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>11</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:32:24.977</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>3</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:32:41.38</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>14</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:33:08.076</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>13</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:33:08.594</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>3</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:33:08.595</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>2</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:33:08.596</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:33:48.506</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>11</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:33:48.577</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>7</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:33:48.578</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>4</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:33:57.175</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>12</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:34:11.918</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>9</td>
<td>444</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:34:11.919</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>3</td>
<td>444</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:34:38.087</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>12</td>
<td>444</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:34:53.087</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>12</td>
<td>444</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:35:17.615</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>10</td>
<td>444</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T08:35:17.615</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>8</td>
<td>444</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:35:39.977</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>8</td>
<td>444</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:35:46.293</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>8</td>
<td>444</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:36:24.277</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>15</td>
<td>443.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T08:36:24.277</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>4</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:36:24.301</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>3</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:36:56.978</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>8</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:36:56.978</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>3</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:36:56.979</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>4</td>
<td>443.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:37:23.078</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>9</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:37:31.876</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>9</td>
<td>444.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:37:40.098</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>4</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:37:40.099</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>5</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:38:04.387</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>2</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:38:04.388</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>1</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:38:04.39</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>3</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:38:04.391</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>2</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:38:18.901</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:38:30.889</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>444.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:38:38.087</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>444.5</td>
<td>Passive</td>
</tr></tbody></table>

Computed Average Total

444.80

Computed VWAP Slippage

0.14

Computed Total Filled

500.00

Algo Model

Static

Computed Liquidity Cost

0.00

Computed Drift

0.00

Computed Seconds Spent

0.00

Computed Volatility

0.00