SIM:CLH4 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:CLH4

Algo CQG Symbol

CLE

Date - Time

01/31/2024 - 14:14

Buy / Sell

Sell

Quantity

500

Arrival Price

75.7150

Market VWAP

75.7185

Destination Price

75.8450

Slippage

-0.0234

SlippagePct

-0.0309

AggressivePct

4.8780

Algo Diagnostics

{ "customState": { "n_kids": { "asInt32": 41 }, "market_vwap": { "asDouble": 75.7185320045991 }, "slippage": { "asDouble": -0.026920000000018263 }, "destination_price": { "asDouble": 75.845 }, "total_dollar": { "asDouble": 37870.960000000014 }, "aggressive_pct": { "asDouble": 4.878048780487805 }, "algo_status": { "asInt32": 4 }, "total_sent": { "asInt32": 500 }, "slippage_vwap_pct": { "asDouble": -0.03087853516378242 }, "total_filled": { "asInt32": 500 }, "arrival_price": { "asDouble": 75.715 }, "avg_total": { "asDouble": 75.74192000000002 }, "slippage_vwap": { "asDouble": -0.023387995400923955 } } }

Fills Array

Source URL

Static

Computed diagnostics AP

algo_status: 4<br />arrival_price: 75.715<br />avg_total: 75.74192<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: 75.845<br />drift: <br />economic_model: <br />has_mbo: <br />impact_model: <br />init_cost_per_share: <br />init_drift: <br />init_half_min_move: <br />init_liq_cost: <br />init_min_duration: <br />init_opt_t_minutes: <br />init_vol_normal: <br />last_aggressive_qty: <br />last_tactical_qty: <br />level_tactical_limit: <br />mbo_max: <br />mbo_min: <br />model_size: <br />n_kids: 41<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: -0.026920000000018<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 37870.96<br />total_drift: <br />total_filled: 500<br />total_sent: 500<br />total_vol: <br />worst_opt_t_minutes:

Computed diagnostics VWAP

aggressive_pct: 4.8780487804878<br />algo_status: 4<br />arrival_price: 75.715<br />avg_total: 75.74192<br />destination_price: 75.845<br />market_vwap: 75.718532004599<br />n_kids: 41<br />slippage: -0.026920000000018<br />slippage_vwap: -0.023387995400924<br />slippage_vwap_pct: -0.030878535163782<br />total_dollar: 37870.96<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>2024-01-31T14:04:33.679</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:04:33.681</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:04:33.682</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:04:33.683</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:04:44.099</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:04:44.1</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:04:44.101</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:04:44.103</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>75.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:04:44.104</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:04:58.9</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:04:58.909</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:04:58.91</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:04:58.911</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:04:58.921</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:04:58.977</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:05:16.694</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:05:16.695</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>75.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:05:16.696</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:05:26.607</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:05:26.608</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:05:26.609</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:05:26.61</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:05:26.611</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:05:26.623</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:05:43.977</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:05:43.979</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>75.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:05:43.989</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:06:00.516</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:06:00.517</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>75.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:06:00.518</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:06:15.181</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:06:15.182</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>75.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:06:15.183</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:06:26.812</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:06:26.813</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:06:26.814</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:06:42.508</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:06:42.509</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:06:42.51</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:06:42.511</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:06:57.392</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.66</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:06:57.393</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>75.66</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:06:57.395</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.66</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:07:13.679</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>75.61</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:07:13.68</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>75.61</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:07:28.001</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.59</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:28.002</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.59</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:28.003</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.59</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:28.005</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.59</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:44.207</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.57</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:44.208</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.57</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:44.209</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.57</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:44.275</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.57</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:44.278</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.57</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:44.28</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.57</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:44.3</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.57</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:44.313</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.57</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:44.38</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.57</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:57.675</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.62</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:57.72</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>75.62</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:57.721</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>75.62</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:11.408</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.62</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:13.593</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.62</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:13.594</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.62</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:13.595</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.62</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:27.992</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:27.993</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:27.994</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>75.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:41.897</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:41.899</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:41.9</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:42.178</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:42.179</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:42.189</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:42.195</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:42.196</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:56.986</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:08:56.987</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:08:56.988</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>75.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:09:15.679</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:09:15.681</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:09:15.776</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:09:15.879</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>75.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:09:30.276</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>75.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:09:30.279</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>75.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:09:30.28</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:09:41.616</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:09:41.617</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:09:41.618</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:09:41.675</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:09:43.177</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:09:43.183</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:09:43.191</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:09:58.078</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:09:58.079</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:09:58.083</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:09:58.176</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:09:58.2</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:09:58.279</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:09:58.478</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:10:12.276</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:10:12.277</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:10:12.283</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:10:12.301</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:10:30.493</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:10:30.495</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:10:30.496</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:10:30.497</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:10:31.6</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:10:31.602</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:10:31.619</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:10:31.675</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:10:33.176</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:10:45.779</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:10:45.781</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:10:45.782</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>75.77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:10:59.979</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:00.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:00.078</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:00.08</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:00.095</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:00.098</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:00.102</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:00.179</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:03.076</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:03.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:12.192</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:12.193</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:12.194</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:12.197</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:12.198</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:29.576</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>75.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:29.578</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>9</td>
<td>75.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:29.579</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:42.513</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:42.515</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:42.516</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:57.575</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>12</td>
<td>75.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:11:57.577</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:12:11.922</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>10</td>
<td>75.77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:12:11.923</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:12:30.078</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:12:30.079</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:12:30.102</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:12:30.176</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:12:30.2</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:12:30.678</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:12:30.679</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:12:30.688</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:12:42.216</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:12:42.217</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:12:42.218</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:12:42.219</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:12:58.676</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:13:01.596</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:13:01.677</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:13:01.692</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:13:01.693</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:13:01.701</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:13:01.706</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:13:01.707</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:13:15.678</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:13:15.68</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>8</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:13:27.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:13:27.078</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:13:27.079</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:13:43.378</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:13:44.875</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:13:44.876</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>75.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:13:44.877</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:14:11.178</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>75.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:14:11.409</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>75.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:14:11.409</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>75.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:14:11.478</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.83</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>2024-01-31T14:04:33.679</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:04:33.681</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:04:33.682</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:04:33.683</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:04:44.099</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:04:44.1</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:04:44.101</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:04:44.103</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>75.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:04:44.104</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:04:58.9</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:04:58.909</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:04:58.91</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:04:58.911</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:04:58.921</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:04:58.977</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:05:16.694</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:05:16.695</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>75.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:05:16.696</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:05:26.607</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:05:26.608</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:05:26.609</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:05:26.61</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:05:26.611</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:05:26.623</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.72</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:05:43.977</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:05:43.979</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>75.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:05:43.989</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:06:00.516</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:06:00.517</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>75.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:06:00.518</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:06:15.181</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:06:15.182</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>75.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:06:15.183</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:06:26.812</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:06:26.813</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:06:26.814</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:06:42.508</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:06:42.509</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:06:42.51</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:06:42.511</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:06:57.392</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.66</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:06:57.393</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>75.66</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:06:57.395</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.66</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:07:13.679</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>75.61</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:07:13.68</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>75.61</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:07:28.001</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.59</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:28.002</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.59</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:28.003</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.59</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:28.005</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.59</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:44.207</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.57</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:44.208</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.57</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:44.209</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.57</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:44.275</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.57</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:44.278</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.57</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:44.28</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.57</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:44.3</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.57</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:44.313</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.57</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:44.38</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.57</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:57.675</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.62</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:57.72</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>75.62</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:07:57.721</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>75.62</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:11.408</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.62</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:13.593</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.62</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:13.594</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.62</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:13.595</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.62</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:27.992</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:27.993</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:27.994</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>75.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:41.897</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:41.899</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:41.9</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:42.178</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:42.179</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:42.189</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:42.195</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:42.196</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:08:56.986</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:08:56.987</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:08:56.988</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>75.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:09:15.679</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:09:15.681</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:09:15.776</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:09:15.879</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>75.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:09:30.276</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>75.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:09:30.279</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>75.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:09:30.28</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:09:41.616</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:09:41.617</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:09:41.618</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:09:41.675</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.74</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:09:43.177</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:09:43.183</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:09:43.191</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:09:58.078</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:09:58.079</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:09:58.083</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:09:58.176</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:09:58.2</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:09:58.279</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:09:58.478</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:10:12.276</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:10:12.277</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:10:12.283</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:10:12.301</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.79</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:10:30.493</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:10:30.495</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:10:30.496</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:10:30.497</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.76</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:10:31.6</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:10:31.602</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:10:31.619</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:10:31.675</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:10:33.176</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.75</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:10:45.779</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:10:45.781</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:10:45.782</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>75.77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:10:59.979</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:00.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:00.078</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:00.08</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:00.095</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:00.098</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:00.102</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:00.179</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:03.076</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:03.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:12.192</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:12.193</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:12.194</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:12.197</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:12.198</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:29.576</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>75.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:29.578</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>9</td>
<td>75.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:29.579</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.81</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:42.513</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:42.515</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:42.516</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:11:57.575</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>12</td>
<td>75.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:11:57.577</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:12:11.922</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>10</td>
<td>75.77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:12:11.923</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.77</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:12:30.078</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:12:30.079</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:12:30.102</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:12:30.176</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:12:30.2</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:12:30.678</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:12:30.679</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:12:30.688</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.8</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:12:42.216</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:12:42.217</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:12:42.218</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:12:42.219</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:12:58.676</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:13:01.596</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:13:01.677</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:13:01.692</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:13:01.693</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:13:01.701</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:13:01.706</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:13:01.707</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:13:15.678</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:13:15.68</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>8</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:13:27.077</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>1</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:13:27.078</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:13:27.079</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>4</td>
<td>75.82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:13:43.378</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:13:44.875</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:13:44.876</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>75.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:13:44.877</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>2</td>
<td>75.86</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:14:11.178</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>5</td>
<td>75.84</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-01-31T14:14:11.409</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>6</td>
<td>75.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:14:11.409</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>7</td>
<td>75.83</td>
<td>Passive</td>
</tr><tr>
<td>2024-01-31T14:14:11.478</td>
<td>SIM:CLH4</td>
<td>Sell</td>
<td>3</td>
<td>75.83</td>
<td>Passive</td>
</tr></tbody></table>

Computed Average Total

75.74

Computed VWAP Slippage

-0.02

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