SIM:CLH4 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:CLH4

Algo CQG Symbol

CLE

Date - Time

01/31/2024 - 09:21

Buy / Sell

Buy

Quantity

500

Arrival Price

76.4250

Market VWAP

76.3679

Destination Price

76.5050

Slippage

0.0134

SlippagePct

0.0176

AggressivePct

2.5000

Algo Diagnostics

{ "customState": { "n_kids": { "asInt32": 40 }, "market_vwap": { "asDouble": 76.36786740331459 }, "slippage": { "asDouble": -0.0437199999999649 }, "destination_price": { "asDouble": 76.505 }, "total_dollar": { "asDouble": 38190.640000000014 }, "aggressive_pct": { "asDouble": 2.5 }, "algo_status": { "asInt32": 4 }, "total_sent": { "asInt32": 500 }, "slippage_vwap_pct": { "asDouble": 0.01756005749765028 }, "total_filled": { "asInt32": 500 }, "arrival_price": { "asDouble": 76.425 }, "avg_total": { "asDouble": 76.38128000000003 }, "slippage_vwap": { "asDouble": 0.013412596685441258 } } }

Fills Array

Source URL

Static

Computed diagnostics AP

algo_status: 4<br />arrival_price: 76.425<br />avg_total: 76.38128<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: 76.505<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: -0.043719999999965<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 38190.64<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: 76.425<br />avg_total: 76.38128<br />destination_price: 76.505<br />market_vwap: 76.367867403315<br />n_kids: 40<br />slippage: -0.043719999999965<br />slippage_vwap: 0.013412596685441<br />slippage_vwap_pct: 0.01756005749765<br />total_dollar: 38190.64<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>2024-01-31T09:11:31.077</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:31.181</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:31.878</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:31.891</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:31.892</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:31.893</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:31.905</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:31.976</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:45.477</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:11:45.478</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:11:45.516</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:11:46.977</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:47.075</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:47.277</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:47.278</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:59.692</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:59.694</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:59.695</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:59.696</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:59.7</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:59.706</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:59.713</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:12:14.703</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:14.704</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:14.776</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:14.777</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:14.797</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:14.798</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:30.184</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:30.185</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:30.186</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:30.187</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:45.877</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:45.879</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:45.884</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:46.379</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:49.298</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:12:49.299</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:12:49.3</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:12:58.977</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:13:02.176</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:13:03.301</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:13:03.302</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:13:15.08</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:13:18.779</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:13:20.077</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>9</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:13:29.909</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:13:29.91</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:13:29.911</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:13:49.178</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:13:49.18</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:13:49.181</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:13:59.879</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:13:59.881</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:13:59.887</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:14:16.124</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:16.128</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:16.177</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>8</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:16.18</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:32.78</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:32.781</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:48.681</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:48.776</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:48.781</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:59.882</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:59.886</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:59.887</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:59.893</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:59.977</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:59.979</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:59.982</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:15:16.776</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.35</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:15:16.877</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.35</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:15:16.884</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.35</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:15:19.779</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:15:19.799</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:15:19.88</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:15:19.881</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:15:29.978</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.37</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:15:29.979</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.37</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:15:44.179</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.34</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:15:44.18</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.34</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:15:44.184</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.34</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:16:01.185</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:16:01.186</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:16:01.204</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:16:01.278</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:16:16.678</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>11</td>
<td>76.33</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:16:16.698</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.33</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:16:28.888</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:16:28.889</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:16:28.903</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:16:28.985</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:16:28.986</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:16:44.778</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>12</td>
<td>76.28</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:16:59.428</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.26</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:16:59.429</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.26</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:17:01.38</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.26</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:17:01.381</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.26</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:17:01.382</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.26</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:17:03.777</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.26</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:17:15.079</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.26</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:17:15.878</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.26</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:17:17.62</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.26</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:17:17.622</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.26</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:17:17.676</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.26</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:17:31.086</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:17:32.004</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.26</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:17:34.078</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.28</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:17:34.079</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.28</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:17:34.08</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.28</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:17:34.083</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.28</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:17:34.085</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.28</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:17:34.086</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.28</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:17:34.176</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.28</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:17:49.778</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:17:49.779</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:17:49.78</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:18:00.087</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:18:00.088</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:18:00.089</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:18:00.09</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:18:00.091</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:18:00.093</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:18:13.89</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.33</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:18:13.891</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.33</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:18:13.892</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.33</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:18:15.877</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.35</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:18:17.979</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:18:30.388</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.34</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:18:30.389</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.34</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:18:30.39</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.34</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:18:30.391</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.34</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:18:47.679</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:18:47.697</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:18:47.698</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:18:59.08</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:18:59.6</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>9</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:19:15.905</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>8</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:19:15.906</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:19:29.277</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:19:29.278</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:19:44.177</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:19:44.179</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:19:59.879</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:20:00.003</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:20:00.004</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:20:00.082</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:20:00.083</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:20:14.977</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:20:14.978</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:20:14.979</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:20:15.007</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:20:31.58</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.44</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:20:31.679</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.44</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:20:31.697</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.44</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:20:56.079</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.53</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:20:56.08</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.53</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:20:56.083</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.53</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:20:56.096</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.53</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:21:00.106</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:21:00.107</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:21:00.108</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:21:00.109</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:21:00.11</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:21:00.111</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:21:13.72</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.49</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:21:13.72</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>11</td>
<td>76.5</td>
<td>Passive</td>
</tr></tbody></table>

Computed Fills Array VWAP

<table class="table table-responsive table-condensed table-algo-analytics"><thead><tr><th class="active">Timestamp</th><th class="active">Security</th><th class="active">Side</th><th class="active">LastShares</th><th class="active">LastPrice</th><th class="active">Aggressor</th></tr></thead><tbody><tr>
<td>2024-01-31T09:11:31.077</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:31.181</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:31.878</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:31.891</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:31.892</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:31.893</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:31.905</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:31.976</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:45.477</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:11:45.478</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:11:45.516</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:11:46.977</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:47.075</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:47.277</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:47.278</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:59.692</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:59.694</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:59.695</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:59.696</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:59.7</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:59.706</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:11:59.713</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.46</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:12:14.703</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:14.704</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:14.776</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:14.777</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:14.797</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:14.798</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:30.184</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:30.185</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:30.186</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:30.187</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:45.877</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:45.879</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:45.884</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:46.379</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:12:49.298</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:12:49.299</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:12:49.3</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:12:58.977</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:13:02.176</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:13:03.301</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:13:03.302</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.39</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:13:15.08</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:13:18.779</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:13:20.077</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>9</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:13:29.909</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:13:29.91</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:13:29.911</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:13:49.178</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:13:49.18</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:13:49.181</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:13:59.879</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:13:59.881</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:13:59.887</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:14:16.124</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:16.128</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:16.177</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>8</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:16.18</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:32.78</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:32.781</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:48.681</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:48.776</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:48.781</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:59.882</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:59.886</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:59.887</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:59.893</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:59.977</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:59.979</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:14:59.982</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:15:16.776</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.35</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:15:16.877</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.35</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:15:16.884</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.35</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:15:19.779</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:15:19.799</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:15:19.88</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:15:19.881</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:15:29.978</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.37</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:15:29.979</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.37</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:15:44.179</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.34</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:15:44.18</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.34</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:15:44.184</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.34</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:16:01.185</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:16:01.186</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:16:01.204</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:16:01.278</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:16:16.678</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>11</td>
<td>76.33</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:16:16.698</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.33</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:16:28.888</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:16:28.889</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:16:28.903</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:16:28.985</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:16:28.986</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:16:44.778</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>12</td>
<td>76.28</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:16:59.428</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.26</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:16:59.429</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.26</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:17:01.38</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.26</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:17:01.381</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.26</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:17:01.382</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.26</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:17:03.777</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.26</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:17:15.079</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.26</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:17:15.878</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.26</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:17:17.62</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.26</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:17:17.622</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.26</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:17:17.676</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.26</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:17:31.086</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:17:32.004</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.26</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:17:34.078</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.28</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:17:34.079</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.28</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:17:34.08</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.28</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:17:34.083</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.28</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:17:34.085</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.28</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:17:34.086</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.28</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:17:34.176</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.28</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:17:49.778</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:17:49.779</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:17:49.78</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:18:00.087</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:18:00.088</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:18:00.089</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:18:00.09</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:18:00.091</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:18:00.093</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:18:13.89</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.33</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:18:13.891</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.33</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:18:13.892</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.33</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:18:15.877</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.35</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:18:17.979</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:18:30.388</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.34</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:18:30.389</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.34</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:18:30.39</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.34</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:18:30.391</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.34</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:18:47.679</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:18:47.697</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:18:47.698</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.38</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:18:59.08</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:18:59.6</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>9</td>
<td>76.4</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:19:15.905</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>8</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:19:15.906</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.36</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:19:29.277</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:19:29.278</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:19:44.177</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:19:44.179</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.42</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:19:59.879</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:20:00.003</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:20:00.004</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:20:00.082</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:20:00.083</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.41</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:20:14.977</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:20:14.978</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:20:14.979</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:20:15.007</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.43</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:20:31.58</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.44</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:20:31.679</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.44</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:20:31.697</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.44</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:20:56.079</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.53</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:20:56.08</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.53</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:20:56.083</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.53</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:20:56.096</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.53</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:21:00.106</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:21:00.107</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:21:00.108</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:21:00.109</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:21:00.11</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:21:00.111</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T09:21:13.72</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.49</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T09:21:13.72</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>11</td>
<td>76.5</td>
<td>Passive</td>
</tr></tbody></table>

Computed Average Total

76.38

Computed VWAP Slippage

0.01

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