SIM:CLH4 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:CLH4

Algo CQG Symbol

CLE

Date - Time

01/31/2024 - 09:32

Buy / Sell

Buy

Quantity

500

Arrival Price

76.5050

Market VWAP

76.4474

Destination Price

76.5150

Slippage

-0.0137

SlippagePct

-0.0179

AggressivePct

4.8780

Algo Diagnostics

{ "customState": { "avg_total": { "asDouble": 76.43368 }, "slippage_vwap": { "asDouble": -0.01370817580730943 }, "n_kids": { "asInt32": 41 }, "market_vwap": { "asDouble": 76.4473881758073 }, "slippage": { "asDouble": -0.07132000000000005 }, "destination_price": { "asDouble": 76.51499999999999 }, "total_dollar": { "asDouble": 38216.84 }, "algo_status": { "asInt32": 4 }, "aggressive_pct": { "asDouble": 4.878048780487805 }, "total_sent": { "asInt32": 500 }, "slippage_vwap_pct": { "asDouble": -0.01793473218522179 }, "total_filled": { "asInt32": 500 }, "arrival_price": { "asDouble": 76.505 } } }

Fills Array

Source URL

UncertBands

Computed diagnostics AP

algo_status: 4<br />arrival_price: 76.505<br />avg_total: 76.43368<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: 76.515<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: 41<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: -0.07132<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 38216.84<br />total_drift: <br />total_filled: 500<br />total_sent: 500<br />total_vol: <br />worst_opt_t_minutes:

Computed diagnostics VWAP

aggressive_pct: 4.8780487804878<br />algo_status: 4<br />arrival_price: 76.505<br />avg_total: 76.43368<br />destination_price: 76.515<br />market_vwap: 76.447388175807<br />n_kids: 41<br />slippage: -0.07132<br />slippage_vwap: -0.013708175807309<br />slippage_vwap_pct: -0.017934732185222<br />total_dollar: 38216.84<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>2024-01-31T09:21:56.077</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.52</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:21:56.078</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.52</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:21:56.085</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.52</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:21:56.086</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.52</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:21:58.88</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.53</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:21:58.881</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.53</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:22:09.298</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:22:09.299</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:22:09.3</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>8</td>
<td>76.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:22:09.301</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:22:21.078</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.52</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:22:21.079</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.52</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:22:21.08</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.52</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:22:21.776</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.52</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:22:37.377</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>9</td>
<td>76.52</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:22:51.176</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.47</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:22:51.189</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.47</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:22:51.19</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.47</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:23:11.297</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.47</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:23:11.298</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.47</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:23:21.178</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:23:21.18</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:23:21.183</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:23:42.693</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:23:42.694</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:23:42.695</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:23:42.696</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:23:52.578</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:23:52.58</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:23:52.602</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:23:52.604</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:23:52.675</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:23:54.477</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:24:09.878</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:24:09.879</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:24:20.901</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:24:20.902</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:24:20.903</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:24:20.905</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:24:20.906</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:24:20.907</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:24:20.909</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:24:38.518</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:24:38.519</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:24:38.52</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:24:52.979</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:24:52.979</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:24:52.98</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:24:52.987</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.39</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:24:52.987</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.39</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:25:06.078</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.31</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:06.079</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.31</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:06.084</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.31</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:22.69</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.3</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:22.691</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.3</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:22.692</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.3</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:36.397</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:25:36.398</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:25:36.399</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:25:36.4</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:25:36.401</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:25:36.405</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:25:52.278</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.279</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.28</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.281</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.284</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.285</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.288</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.29</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.3</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.304</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.305</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.306</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.378</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.384</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.385</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.386</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:09.477</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:09.478</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:09.479</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:22.396</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:22.397</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:22.4</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:22.409</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:22.414</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:22.476</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:41.512</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:41.513</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:41.514</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:41.576</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:41.621</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:41.623</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:41.677</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:52.086</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:52.087</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:52.088</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:52.089</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:07.778</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:07.792</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:07.793</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:07.794</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:23.575</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:23.576</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:23.577</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:39.676</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:39.677</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:39.687</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:39.688</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:39.689</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:39.695</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:39.778</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:28:00.597</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:28:00.598</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:28:01.577</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.44</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:28:01.676</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.44</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:28:05.687</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>9</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:28:11.578</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.44</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:28:13.179</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:28:13.195</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:28:13.202</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:28:13.278</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:28:13.28</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:28:25.493</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:28:25.494</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:28:25.496</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:28:25.497</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:28:25.499</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:28:37.417</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.47</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:28:37.418</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.47</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:28:37.419</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.47</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:28:54.975</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.44</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:28:54.976</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.44</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:29:10.616</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:29:10.617</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:29:10.62</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:29:10.621</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:29:10.622</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:29:27.808</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:29:27.809</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>12</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:29:41.286</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>12</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:29:41.287</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:29:54.377</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:30:07.282</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.55</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:30:07.283</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.55</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:30:07.285</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.55</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:30:07.376</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.55</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:30:20.994</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:30:20.996</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:30:21.596</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:30:21.598</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:30:21.599</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:30:35.878</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.44</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:30:35.879</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.44</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:30:35.881</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.44</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:30:35.977</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.44</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:30:53.978</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:30:53.979</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:30:53.98</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:30:53.982</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:30:54.015</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:31:06.378</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:31:06.388</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:31:08.278</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.56</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:31:08.28</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.56</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:31:20.804</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:31:20.805</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:31:20.806</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:31:35.631</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.53</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:31:35.631</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>10</td>
<td>76.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:31:35.676</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.53</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:31:35.676</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.54</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>2024-01-31T09:21:56.077</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.52</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:21:56.078</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.52</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:21:56.085</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.52</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:21:56.086</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.52</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:21:58.88</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.53</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:21:58.881</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.53</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:22:09.298</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:22:09.299</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:22:09.3</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>8</td>
<td>76.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:22:09.301</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.51</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:22:21.078</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.52</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:22:21.079</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.52</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:22:21.08</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.52</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:22:21.776</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.52</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:22:37.377</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>9</td>
<td>76.52</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:22:51.176</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.47</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:22:51.189</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.47</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:22:51.19</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.47</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:23:11.297</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.47</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:23:11.298</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.47</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:23:21.178</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:23:21.18</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:23:21.183</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:23:42.693</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:23:42.694</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:23:42.695</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:23:42.696</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:23:52.578</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:23:52.58</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:23:52.602</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:23:52.604</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:23:52.675</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:23:54.477</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:24:09.878</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:24:09.879</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:24:20.901</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:24:20.902</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:24:20.903</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:24:20.905</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:24:20.906</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:24:20.907</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:24:20.909</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:24:38.518</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:24:38.519</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:24:38.52</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:24:52.979</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:24:52.979</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:24:52.98</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:24:52.987</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.39</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:24:52.987</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.39</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:25:06.078</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.31</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:06.079</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.31</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:06.084</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.31</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:22.69</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.3</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:22.691</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.3</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:22.692</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.3</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:36.397</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:25:36.398</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:25:36.399</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:25:36.4</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:25:36.401</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:25:36.405</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:25:52.278</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.279</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.28</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.281</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.284</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.285</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.288</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.29</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.3</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.304</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.305</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.306</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.378</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.384</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.385</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:25:52.386</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:09.477</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:09.478</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:09.479</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:22.396</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:22.397</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:22.4</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:22.409</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:22.414</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:22.476</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:41.512</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:41.513</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:41.514</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:41.576</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:41.621</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:41.623</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:41.677</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:52.086</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:52.087</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:52.088</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:26:52.089</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:07.778</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:07.792</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:07.793</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:07.794</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:23.575</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:23.576</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:23.577</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:39.676</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:39.677</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:39.687</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:39.688</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:39.689</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:39.695</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:27:39.778</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:28:00.597</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:28:00.598</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:28:01.577</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.44</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:28:01.676</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.44</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:28:05.687</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>9</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:28:11.578</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.44</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:28:13.179</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:28:13.195</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:28:13.202</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:28:13.278</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:28:13.28</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:28:25.493</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:28:25.494</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:28:25.496</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:28:25.497</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:28:25.499</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:28:37.417</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.47</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:28:37.418</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.47</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:28:37.419</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.47</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:28:54.975</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.44</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:28:54.976</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.44</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:29:10.616</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:29:10.617</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:29:10.62</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:29:10.621</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:29:10.622</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:29:27.808</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:29:27.809</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>12</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:29:41.286</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>12</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:29:41.287</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:29:54.377</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:30:07.282</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.55</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:30:07.283</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.55</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:30:07.285</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.55</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:30:07.376</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.55</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:30:20.994</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:30:20.996</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:30:21.596</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:30:21.598</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:30:21.599</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:30:35.878</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.44</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:30:35.879</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.44</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:30:35.881</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.44</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:30:35.977</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.44</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:30:53.978</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:30:53.979</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:30:53.98</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:30:53.982</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:30:54.015</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:31:06.378</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:31:06.388</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:31:08.278</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.56</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:31:08.28</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.56</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:31:20.804</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:31:20.805</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:31:20.806</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:31:35.631</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.53</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:31:35.631</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>10</td>
<td>76.54</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:31:35.676</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.53</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:31:35.676</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.54</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Average Total

76.43

Computed VWAP Slippage

-0.01

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