SIM:CLH4 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:CLH4

Algo CQG Symbol

CLE

Date - Time

01/31/2024 - 12:00

Buy / Sell

Buy

Quantity

500

Arrival Price

75.9650

Market VWAP

76.0952

Destination Price

76.0250

Slippage

0.0022

SlippagePct

0.0029

AggressivePct

2.5000

Algo Diagnostics

{ "customState": { "slippage_vwap_pct": { "asDouble": 0.0029435341890587125 }, "total_filled": { "asInt32": 500 }, "arrival_price": { "asDouble": 75.965 }, "avg_total": { "asDouble": 76.09748000000002 }, "slippage_vwap": { "asDouble": 0.0022399553408121164 }, "n_kids": { "asInt32": 40 }, "market_vwap": { "asDouble": 76.0952400446592 }, "slippage": { "asDouble": 0.13248000000001525 }, "destination_price": { "asDouble": 76.025 }, "total_dollar": { "asDouble": 38048.74000000001 }, "algo_status": { "asInt32": 4 }, "aggressive_pct": { "asDouble": 2.5 }, "total_sent": { "asInt32": 500 } } }

Fills Array

Source URL

UncertBands

Computed diagnostics AP

algo_status: 4<br />arrival_price: 75.965<br />avg_total: 76.09748<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: 76.025<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: 0.13248000000002<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 38048.74<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: 75.965<br />avg_total: 76.09748<br />destination_price: 76.025<br />market_vwap: 76.095240044659<br />n_kids: 40<br />slippage: 0.13248000000002<br />slippage_vwap: 0.0022399553408121<br />slippage_vwap_pct: 0.0029435341890587<br />total_dollar: 38048.74<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>2024-01-31T11:50:49.08</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>75.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:50:49.081</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>75.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:50:49.176</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>75.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:50:49.277</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>75.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:50:49.278</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>75.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:51:00.878</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>75.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:51:00.88</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>75.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:51:14.207</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.02</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:51:14.208</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.02</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:51:14.209</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.02</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:51:30.178</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.02</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:51:44.778</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.02</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:52:00.881</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:52:00.882</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:52:00.883</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:52:00.884</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:52:18.179</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.02</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:52:18.18</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.02</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:52:18.188</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.02</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:52:30.487</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.02</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:52:30.488</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.02</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:52:30.489</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.02</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:52:43.977</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:52:43.978</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:52:43.98</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:52:43.981</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:52:43.982</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:52:43.996</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:52:43.997</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:52:59.475</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.06</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:52:59.478</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.06</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:52:59.51</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.06</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:53:14.379</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>8</td>
<td>76.05</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:53:29.811</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:53:29.812</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:53:29.814</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:53:29.876</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:53:45.379</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>75.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:53:45.38</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>75.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:53:45.4</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>75.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:53:45.476</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>75.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:53:45.491</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>75.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:53:45.616</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>75.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:53:45.617</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>75.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:01.122</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>75.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:01.123</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>75.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:01.124</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>75.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:01.125</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>75.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:01.127</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>75.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:01.128</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>75.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:01.129</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>75.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:17.221</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:17.222</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:17.377</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:54:17.41</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:54:17.576</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:54:17.617</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:54:17.618</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:54:30.217</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:30.276</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:30.277</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:50.876</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:50.877</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:50.975</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:51.309</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:51.31</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:55:01.617</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:55:01.618</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:55:01.619</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:55:01.62</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:55:01.621</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:55:17.286</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:55:17.287</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:55:17.288</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>8</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:55:32.706</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:55:32.707</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:55:32.709</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>8</td>
<td>76.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:55:44.112</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:55:44.113</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:55:44.177</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:55:44.18</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:55:44.181</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:55:44.182</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:00.082</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>9</td>
<td>76.16</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:56:00.083</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.16</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:56:19.376</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:19.476</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:19.578</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:19.818</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:19.976</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:19.992</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:20.208</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:33.397</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:33.398</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:33.399</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:33.402</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:33.476</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:45.179</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:45.181</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:45.186</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:45.2</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:45.211</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:57:07.576</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.17</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:57:07.577</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.17</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:57:07.583</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.17</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:57:17.676</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.16</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:57:17.678</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.16</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:57:17.679</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.16</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:57:31.18</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.16</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:57:31.276</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.16</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:57:31.3</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.16</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:57:43.979</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:57:43.98</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:57:59.079</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:57:59.08</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:58:14.611</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:58:14.612</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:58:14.613</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:58:14.614</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:58:34.578</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:58:34.579</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:58:51.078</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>8</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:59:01.115</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.14</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:59:01.116</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.14</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:59:01.117</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.14</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:59:01.118</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.14</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:59:01.175</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.14</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:59:01.176</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.14</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:59:14.482</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:59:14.483</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:59:14.486</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:59:14.501</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:59:33.681</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.19</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:59:33.682</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.19</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:59:33.711</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.19</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:59:47.077</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:59:47.079</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:59:47.087</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:59:47.098</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:59:47.676</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:59:59.476</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:59:59.48</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T12:00:00.007</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T12:00:00.008</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T12:00:00.009</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T12:00:14.607</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.14</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T12:00:14.608</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.14</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T12:00:14.61</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.14</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T12:00:14.612</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.14</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T12:00:14.614</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.14</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T12:00:14.676</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.14</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T12:00:14.7</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.14</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T12:00:28.877</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.13</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T12:00:28.877</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>21</td>
<td>76.14</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T12:00:28.877</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>18</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T12:00:28.884</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.13</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T12:00:28.884</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.14</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>2024-01-31T11:50:49.08</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>75.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:50:49.081</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>75.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:50:49.176</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>75.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:50:49.277</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>75.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:50:49.278</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>75.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:51:00.878</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>75.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:51:00.88</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>75.96</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:51:14.207</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.02</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:51:14.208</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.02</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:51:14.209</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.02</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:51:30.178</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.02</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:51:44.778</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.02</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:52:00.881</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:52:00.882</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:52:00.883</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:52:00.884</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:52:18.179</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.02</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:52:18.18</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.02</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:52:18.188</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.02</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:52:30.487</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.02</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:52:30.488</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.02</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:52:30.489</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.02</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:52:43.977</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:52:43.978</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:52:43.98</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:52:43.981</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:52:43.982</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:52:43.996</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:52:43.997</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:52:59.475</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.06</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:52:59.478</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.06</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:52:59.51</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.06</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:53:14.379</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>8</td>
<td>76.05</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:53:29.811</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:53:29.812</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:53:29.814</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:53:29.876</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:53:45.379</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>75.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:53:45.38</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>75.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:53:45.4</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>75.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:53:45.476</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>75.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:53:45.491</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>75.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:53:45.616</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>75.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:53:45.617</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>75.99</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:01.122</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>75.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:01.123</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>75.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:01.124</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>75.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:01.125</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>75.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:01.127</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>75.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:01.128</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>75.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:01.129</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>75.97</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:17.221</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:17.222</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:17.377</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:54:17.41</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:54:17.576</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:54:17.617</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:54:17.618</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:54:30.217</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:30.276</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:30.277</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.03</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:50.876</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:50.877</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:50.975</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:51.309</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:54:51.31</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:55:01.617</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:55:01.618</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:55:01.619</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:55:01.62</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:55:01.621</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.08</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:55:17.286</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:55:17.287</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:55:17.288</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>8</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:55:32.706</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:55:32.707</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:55:32.709</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>8</td>
<td>76.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:55:44.112</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:55:44.113</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:55:44.177</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:55:44.18</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:55:44.181</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:55:44.182</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:00.082</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>9</td>
<td>76.16</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:56:00.083</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.16</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:56:19.376</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:19.476</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:19.578</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:19.818</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:19.976</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:19.992</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:20.208</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:33.397</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:33.398</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:33.399</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:33.402</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:33.476</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.18</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:45.179</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:45.181</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:45.186</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:45.2</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:56:45.211</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:57:07.576</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.17</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:57:07.577</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.17</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:57:07.583</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.17</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:57:17.676</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.16</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:57:17.678</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.16</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:57:17.679</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.16</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:57:31.18</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.16</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:57:31.276</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.16</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:57:31.3</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.16</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:57:43.979</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:57:43.98</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:57:59.079</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:57:59.08</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:58:14.611</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:58:14.612</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:58:14.613</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:58:14.614</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.11</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:58:34.578</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>7</td>
<td>76.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:58:34.579</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:58:51.078</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>8</td>
<td>76.13</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:59:01.115</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.14</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:59:01.116</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.14</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:59:01.117</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.14</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:59:01.118</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.14</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:59:01.175</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.14</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:59:01.176</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.14</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:59:14.482</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:59:14.483</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:59:14.486</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:59:14.501</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.12</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:59:33.681</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.19</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:59:33.682</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.19</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:59:33.711</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.19</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T11:59:47.077</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:59:47.079</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:59:47.087</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:59:47.098</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>1</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:59:47.676</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:59:59.476</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>2</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T11:59:59.48</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T12:00:00.007</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T12:00:00.008</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>6</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T12:00:00.009</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T12:00:14.607</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.14</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T12:00:14.608</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.14</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T12:00:14.61</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.14</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T12:00:14.612</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.14</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T12:00:14.614</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.14</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T12:00:14.676</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.14</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T12:00:14.7</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>4</td>
<td>76.14</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T12:00:28.877</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.13</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T12:00:28.877</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>21</td>
<td>76.14</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T12:00:28.877</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>18</td>
<td>76.15</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T12:00:28.884</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>5</td>
<td>76.13</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T12:00:28.884</td>
<td>SIM:CLH4</td>
<td>Buy</td>
<td>3</td>
<td>76.14</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Average Total

76.10

Computed VWAP Slippage

0.00

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