SIM:CLH4 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:CLH4

Algo CQG Symbol

CLE

Date - Time

01/31/2024 - 09:52

Buy / Sell

Sell

Quantity

500

Arrival Price

76.0550

Market VWAP

76.2126

Destination Price

76.5550

Slippage

0.0210

SlippagePct

0.0276

AggressivePct

2.5000

Algo Diagnostics

{ "customState": { "slippage": { "asDouble": -0.13663999999997145 }, "destination_price": { "asDouble": 76.555 }, "total_dollar": { "asDouble": 38095.81999999999 }, "algo_status": { "asInt32": 4 }, "aggressive_pct": { "asDouble": 2.5 }, "total_sent": { "asInt32": 500 }, "slippage_vwap_pct": { "asDouble": 0.027553086796730172 }, "total_filled": { "asInt32": 500 }, "arrival_price": { "asDouble": 76.055 }, "avg_total": { "asDouble": 76.19163999999998 }, "slippage_vwap": { "asDouble": 0.020993148701052178 }, "n_kids": { "asInt32": 40 }, "market_vwap": { "asDouble": 76.21263314870103 } } }

Fills Array

Source URL

UncertBands

Computed diagnostics AP

algo_status: 4<br />arrival_price: 76.055<br />avg_total: 76.19164<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: 76.555<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: -0.13663999999997<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 38095.82<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: 76.055<br />avg_total: 76.19164<br />destination_price: 76.555<br />market_vwap: 76.212633148701<br />n_kids: 40<br />slippage: -0.13663999999997<br />slippage_vwap: 0.020993148701052<br />slippage_vwap_pct: 0.02755308679673<br />total_dollar: 38095.82<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>2024-01-31T09:42:29.781</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.06</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:42:29.782</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.06</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:42:29.783</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.06</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:42:29.789</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.06</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:42:29.797</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.06</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:42:29.882</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.06</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:42:29.883</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.06</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:42:43.678</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:42:43.685</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:42:43.691</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:42:58.777</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:42:58.778</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:42:58.876</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:14.916</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:14.917</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:14.918</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:15.113</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:15.114</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:15.403</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:15.404</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:29.383</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:29.384</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:29.389</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:29.4</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:29.401</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:29.402</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:29.408</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:29.409</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:51.803</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:43:51.808</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:43:51.809</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:43:54.318</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:43:54.319</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:43:54.32</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:43:59.887</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:43:59.888</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:43:59.889</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:43:59.89</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:43:59.891</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:44:14.212</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:44:14.214</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:44:14.215</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:44:29.078</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:44:45.178</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.02</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:44:59.092</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.05</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:44:59.093</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.05</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:44:59.095</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.05</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:44:59.096</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.05</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:44:59.097</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.05</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:45:13.595</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:45:13.596</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>8</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:45:13.597</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:45:29.181</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:45:29.182</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:45:29.183</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:45:29.184</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:45:29.186</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:45:43.891</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.19</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:45:43.892</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.19</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:45:43.893</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.19</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:45:59.708</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.16</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:45:59.709</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.16</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:45:59.711</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.16</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:46:14.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:46:14.078</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>9</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:46:28.989</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.22</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:46:28.99</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.22</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:46:28.991</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.22</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:46:28.992</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.22</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:46:28.993</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.22</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:46:45.678</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:46:45.679</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:46:45.684</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:46:45.697</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:46:59.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>11</td>
<td>76.17</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:47:15.178</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>11</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:47:15.179</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>13</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:47:15.18</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>12</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:47:15.181</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>11</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:47:32.696</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:47:32.697</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:47:32.699</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:47:32.7</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:47:32.701</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:47:32.705</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:47:44.177</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:47:46.176</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:47:46.503</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:47:46.687</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:47:48.978</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:47:58.879</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.06</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:48:15.176</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:48:15.189</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:48:15.277</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:48:29.98</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:48:44.078</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:48:44.079</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:49:00.086</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:00.087</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:00.1</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:00.104</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:00.176</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:00.186</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:14.006</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.19</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:14.008</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.19</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:14.009</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.19</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:14.01</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.19</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:14.011</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.19</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:14.012</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.19</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:30.076</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.24</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:30.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>9</td>
<td>76.24</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:43.777</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:49:43.787</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:49:43.79</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:49:43.796</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:50:00.202</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:50:00.578</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:50:00.579</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:50:00.582</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:50:14.178</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:50:14.179</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:50:31.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>10</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:50:43.799</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>10</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:51:02.18</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:51:02.181</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:51:02.185</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:51:02.191</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:51:02.207</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:51:02.279</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:51:02.28</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:51:02.29</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:51:02.417</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:51:14.076</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:51:14.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:51:28.784</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:51:28.785</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:51:28.786</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:51:43.978</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:51:43.98</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:52:04.805</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:52:04.806</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:52:13.598</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:52:13.598</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>19</td>
<td>76.44</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:52:13.598</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>17</td>
<td>76.43</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>2024-01-31T09:42:29.781</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.06</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:42:29.782</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.06</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:42:29.783</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.06</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:42:29.789</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.06</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:42:29.797</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.06</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:42:29.882</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.06</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:42:29.883</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.06</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:42:43.678</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:42:43.685</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:42:43.691</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:42:58.777</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:42:58.778</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:42:58.876</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:14.916</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:14.917</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:14.918</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:15.113</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:15.114</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:15.403</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:15.404</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:29.383</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:29.384</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:29.389</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:29.4</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:29.401</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:29.402</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:29.408</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:29.409</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:43:51.803</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:43:51.808</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:43:51.809</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:43:54.318</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:43:54.319</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:43:54.32</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:43:59.887</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:43:59.888</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:43:59.889</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:43:59.89</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:43:59.891</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:44:14.212</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:44:14.214</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:44:14.215</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:44:29.078</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:44:45.178</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.02</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:44:59.092</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.05</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:44:59.093</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.05</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:44:59.095</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.05</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:44:59.096</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.05</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:44:59.097</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.05</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:45:13.595</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:45:13.596</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>8</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:45:13.597</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:45:29.181</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:45:29.182</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:45:29.183</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:45:29.184</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:45:29.186</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:45:43.891</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.19</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:45:43.892</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.19</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:45:43.893</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.19</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:45:59.708</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.16</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:45:59.709</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.16</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:45:59.711</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.16</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:46:14.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:46:14.078</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>9</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:46:28.989</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.22</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:46:28.99</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.22</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:46:28.991</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.22</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:46:28.992</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.22</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:46:28.993</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.22</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:46:45.678</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:46:45.679</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:46:45.684</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:46:45.697</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:46:59.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>11</td>
<td>76.17</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:47:15.178</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>11</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:47:15.179</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>13</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:47:15.18</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>12</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:47:15.181</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>11</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:47:32.696</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:47:32.697</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:47:32.699</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:47:32.7</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:47:32.701</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:47:32.705</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:47:44.177</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:47:46.176</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:47:46.503</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:47:46.687</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:47:48.978</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:47:58.879</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.06</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:48:15.176</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:48:15.189</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:48:15.277</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:48:29.98</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:48:44.078</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:48:44.079</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:49:00.086</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:00.087</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:00.1</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:00.104</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:00.176</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:00.186</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:14.006</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.19</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:14.008</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.19</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:14.009</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.19</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:14.01</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.19</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:14.011</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.19</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:14.012</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>76.19</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:30.076</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.24</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:30.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>9</td>
<td>76.24</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:49:43.777</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:49:43.787</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:49:43.79</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:49:43.796</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:50:00.202</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:50:00.578</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:50:00.579</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:50:00.582</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:50:14.178</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:50:14.179</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:50:31.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>10</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:50:43.799</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>10</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:51:02.18</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:51:02.181</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:51:02.185</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:51:02.191</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:51:02.207</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:51:02.279</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:51:02.28</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:51:02.29</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:51:02.417</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:51:14.076</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:51:14.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:51:28.784</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:51:28.785</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:51:28.786</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:51:43.978</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:51:43.98</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>76.48</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:52:04.805</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:52:04.806</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:52:13.598</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>76.45</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:52:13.598</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>19</td>
<td>76.44</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:52:13.598</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>17</td>
<td>76.43</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Average Total

76.19

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