SIM:ZCH4 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:ZCH4

Algo CQG Symbol

ZCE

Date - Time

01/31/2024 - 13:28

Buy / Sell

Buy

Quantity

500

Arrival Price

448.6250

Market VWAP

448.2235

Destination Price

448.1250

Slippage

0.2465

SlippagePct

0.0550

AggressivePct

53.0120

Algo Diagnostics

{ "customState": { "arrival_price": { "asDouble": 448.625 }, "avg_total": { "asDouble": 448.47 }, "slippage_vwap": { "asDouble": 0.24647058823529733 }, "n_kids": { "asInt32": 77 }, "market_vwap": { "asDouble": 448.22352941176473 }, "slippage": { "asDouble": -0.15499999999997272 }, "destination_price": { "asDouble": 448.125 }, "total_dollar": { "asDouble": 224235 }, "aggressive_pct": { "asDouble": 53.01204819277108 }, "algo_status": { "asInt32": 4 }, "total_sent": { "asInt32": 500 }, "slippage_vwap_pct": { "asDouble": 0.054958099367916985 }, "total_filled": { "asInt32": 500 } } }

Fills Array

Source URL

Static

Computed diagnostics AP

algo_status: 4<br />arrival_price: 448.625<br />avg_total: 448.47<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: 448.125<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: 77<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: -0.15499999999997<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 224235<br />total_drift: <br />total_filled: 500<br />total_sent: 500<br />total_vol: <br />worst_opt_t_minutes:

Computed diagnostics VWAP

aggressive_pct: 53.012048192771<br />algo_status: 4<br />arrival_price: 448.625<br />avg_total: 448.47<br />destination_price: 448.125<br />market_vwap: 448.22352941176<br />n_kids: 77<br />slippage: -0.15499999999997<br />slippage_vwap: 0.2464705882353<br />slippage_vwap_pct: 0.054958099367917<br />total_dollar: 224235<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>2024-01-31T13:18:11.902</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>14</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:18:35.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>14</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:18:50.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>14</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:05.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>17</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:20.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>24</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:35.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>24</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:51.483</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>3</td>
<td>448.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T13:19:51.483</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>21</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:51.488</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>3</td>
<td>448.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:51.49</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>3</td>
<td>448.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:51.676</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>2</td>
<td>448.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:51.881</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>2</td>
<td>448.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:51.882</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>2</td>
<td>448.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:51.883</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>2</td>
<td>448.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:53.202</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>1</td>
<td>448.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:53.203</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>1</td>
<td>448.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:53.276</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>1</td>
<td>448.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:53.376</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>4</td>
<td>448.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:20:30.083</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>448.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T13:20:30.083</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>7</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:20:35.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>448.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T13:20:35.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>7</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:20:50.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>13</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:21:05.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>448.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T13:21:05.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:21:20.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>10</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:21:35.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>448.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T13:21:35.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>4</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:21:50.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>10</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:22:05.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>10</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:22:20.497</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>12</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:22:35.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:22:35.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>448.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T13:22:50.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>448.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T13:22:50.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:23:05.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>12</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:23:20.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>11</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:23:35.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>448.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T13:23:35.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>5</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:23:50.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>11</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:24:05.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>12</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:24:20.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>13</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:24:20.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>1</td>
<td>448.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T13:24:35.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>14</td>
<td>448.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T13:24:50.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>14</td>
<td>448.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T13:25:05.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>12</td>
<td>448.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T13:25:30.19</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>5</td>
<td>448.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:25:35.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>1</td>
<td>448.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:25:50.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>9</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:26:05.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>7</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:26:20.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>13</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:26:35.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>12</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:27:50.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>53</td>
<td>448.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:28:15.009</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>10</td>
<td>448.5</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>2024-01-31T13:18:11.902</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>14</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:18:35.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>14</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:18:50.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>14</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:05.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>17</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:20.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>24</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:35.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>24</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:51.483</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>3</td>
<td>448.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T13:19:51.483</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>21</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:51.488</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>3</td>
<td>448.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:51.49</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>3</td>
<td>448.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:51.676</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>2</td>
<td>448.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:51.881</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>2</td>
<td>448.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:51.882</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>2</td>
<td>448.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:51.883</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>2</td>
<td>448.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:53.202</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>1</td>
<td>448.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:53.203</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>1</td>
<td>448.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:53.276</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>1</td>
<td>448.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:19:53.376</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>4</td>
<td>448.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:20:30.083</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>448.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T13:20:30.083</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>7</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:20:35.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>448.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T13:20:35.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>7</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:20:50.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>13</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:21:05.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>448.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T13:21:05.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:21:20.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>10</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:21:35.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>448.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T13:21:35.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>4</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:21:50.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>10</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:22:05.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>10</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:22:20.497</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>12</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:22:35.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:22:35.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>448.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T13:22:50.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>448.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T13:22:50.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:23:05.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>12</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:23:20.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>11</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:23:35.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>6</td>
<td>448.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T13:23:35.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>5</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:23:50.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>11</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:24:05.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>12</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:24:20.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>13</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:24:20.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>1</td>
<td>448.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T13:24:35.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>14</td>
<td>448.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T13:24:50.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>14</td>
<td>448.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T13:25:05.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>12</td>
<td>448.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T13:25:30.19</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>5</td>
<td>448.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:25:35.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>1</td>
<td>448.25</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:25:50.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>9</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:26:05.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>7</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:26:20.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>13</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:26:35.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>12</td>
<td>448.5</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:27:50.498</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>53</td>
<td>448.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T13:28:15.009</td>
<td>SIM:ZCH4</td>
<td>Buy</td>
<td>10</td>
<td>448.5</td>
<td>Passive</td>
</tr></tbody></table>

Computed Average Total

448.47

Computed VWAP Slippage

0.25

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