SIM:ZCH4 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:ZCH4

Algo CQG Symbol

ZCE

Date - Time

01/31/2024 - 08:49

Buy / Sell

Sell

Quantity

500

Arrival Price

444.3750

Market VWAP

445.5400

Destination Price

445.6250

Slippage

0.1750

SlippagePct

0.0393

AggressivePct

35.0000

Algo Diagnostics

{ "customState": { "n_kids": { "asInt32": 58 }, "market_vwap": { "asDouble": 445.5399779432037 }, "slippage": { "asDouble": -0.9900000000000091 }, "destination_price": { "asDouble": 445.625 }, "total_dollar": { "asDouble": 222682.5 }, "algo_status": { "asInt32": 4 }, "aggressive_pct": { "asDouble": 35 }, "total_sent": { "asInt32": 500 }, "slippage_vwap_pct": { "asDouble": 0.039288660582604024 }, "total_filled": { "asInt32": 500 }, "arrival_price": { "asDouble": 444.375 }, "avg_total": { "asDouble": 445.365 }, "slippage_vwap": { "asDouble": 0.1749779432037144 } } }

Fills Array

Source URL

Static

Computed diagnostics AP

algo_status: 4<br />arrival_price: 444.375<br />avg_total: 445.365<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: 445.625<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: 58<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: -0.99000000000001<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 222682.5<br />total_drift: <br />total_filled: 500<br />total_sent: 500<br />total_vol: <br />worst_opt_t_minutes:

Computed diagnostics VWAP

aggressive_pct: 35<br />algo_status: 4<br />arrival_price: 444.375<br />avg_total: 445.365<br />destination_price: 445.625<br />market_vwap: 445.5399779432<br />n_kids: 58<br />slippage: -0.99000000000001<br />slippage_vwap: 0.17497794320371<br />slippage_vwap_pct: 0.039288660582604<br />total_dollar: 222682.5<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>2024-01-31T08:39:26.096</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>11</td>
<td>444.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T08:39:26.096</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>4</td>
<td>444</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:39:34.178</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>15</td>
<td>444.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:39:54.22</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>15</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:40:05.699</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>5</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:40:05.7</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>5</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:40:05.701</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>5</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:40:24.22</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>16</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:40:39.278</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>16</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:40:54.22</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>16</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:40:59.176</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>13</td>
<td>444.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:41:21.898</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>6</td>
<td>444.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:41:21.899</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>6</td>
<td>444.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:41:27.582</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>3</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:41:27.583</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>9</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:41:54.219</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>12</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:42:24.276</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>19</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:42:39.22</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>9</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:42:57.675</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>9</td>
<td>445</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:42:57.676</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>9</td>
<td>445</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:43:24.275</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>10</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:43:33.094</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>10</td>
<td>445.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:43:46.777</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>10</td>
<td>445.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:44:09.22</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>11</td>
<td>445.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:44:11.488</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>6</td>
<td>445.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:44:11.489</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>6</td>
<td>445.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:44:24.979</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>12</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:44:43.177</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>1</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:44:43.18</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>1</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:44:43.181</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>5</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:44:43.182</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>5</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:45:01.986</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>8</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:45:01.988</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>4</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:45:21.985</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>12</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:45:21.986</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>1</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:45:30.495</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>1</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:45:30.496</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>9</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:45:30.497</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>3</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:45:48.402</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>6</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:45:48.614</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>6</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:45:48.615</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>1</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:46:02.29</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>6</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:46:02.291</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>9</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:46:21.516</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>4</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:46:21.517</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>4</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:46:21.519</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>4</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:46:21.52</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>3</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:46:21.575</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>2</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:46:31.801</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>17</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:47:05.786</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>17</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:47:05.796</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>4</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:47:05.797</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>10</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:47:24.22</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>11</td>
<td>446.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:47:54.219</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>22</td>
<td>446.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:48:13.41</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>11</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:48:24.278</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>11</td>
<td>445.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:48:27.277</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>4</td>
<td>445.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:48:34.598</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>2</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:48:35.893</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>2</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:48:35.894</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>3</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:48:50.779</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>9</td>
<td>445.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:48:50.78</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>2</td>
<td>445.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:48:59.476</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>12</td>
<td>445.75</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>2024-01-31T08:39:26.096</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>11</td>
<td>444.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T08:39:26.096</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>4</td>
<td>444</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:39:34.178</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>15</td>
<td>444.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:39:54.22</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>15</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:40:05.699</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>5</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:40:05.7</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>5</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:40:05.701</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>5</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:40:24.22</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>16</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:40:39.278</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>16</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:40:54.22</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>16</td>
<td>444.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:40:59.176</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>13</td>
<td>444.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:41:21.898</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>6</td>
<td>444.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:41:21.899</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>6</td>
<td>444.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:41:27.582</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>3</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:41:27.583</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>9</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:41:54.219</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>12</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:42:24.276</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>19</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:42:39.22</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>9</td>
<td>444.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:42:57.675</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>9</td>
<td>445</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:42:57.676</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>9</td>
<td>445</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:43:24.275</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>10</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:43:33.094</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>10</td>
<td>445.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:43:46.777</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>10</td>
<td>445.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:44:09.22</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>11</td>
<td>445.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:44:11.488</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>6</td>
<td>445.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:44:11.489</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>6</td>
<td>445.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:44:24.979</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>12</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:44:43.177</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>1</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:44:43.18</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>1</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:44:43.181</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>5</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:44:43.182</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>5</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:45:01.986</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>8</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:45:01.988</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>4</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:45:21.985</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>12</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:45:21.986</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>1</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:45:30.495</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>1</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:45:30.496</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>9</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:45:30.497</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>3</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:45:48.402</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>6</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:45:48.614</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>6</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:45:48.615</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>1</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:46:02.29</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>6</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:46:02.291</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>9</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:46:21.516</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>4</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:46:21.517</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>4</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:46:21.519</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>4</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:46:21.52</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>3</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:46:21.575</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>2</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:46:31.801</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>17</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:47:05.786</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>17</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:47:05.796</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>4</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:47:05.797</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>10</td>
<td>446.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:47:24.22</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>11</td>
<td>446.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:47:54.219</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>22</td>
<td>446.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:48:13.41</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>11</td>
<td>446</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:48:24.278</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>11</td>
<td>445.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:48:27.277</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>4</td>
<td>445.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:48:34.598</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>2</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:48:35.893</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>2</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:48:35.894</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>3</td>
<td>445.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:48:50.779</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>9</td>
<td>445.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:48:50.78</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>2</td>
<td>445.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T08:48:59.476</td>
<td>SIM:ZCH4</td>
<td>Sell</td>
<td>12</td>
<td>445.75</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Average Total

445.37

Computed VWAP Slippage

0.18

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