SIM:CLQ4 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:CLQ4

Algo CQG Symbol

CLE

Date - Time

07/14/2024 - 21:43

Buy / Sell

Buy

Quantity

500

Arrival Price

82.2950

Market VWAP

82.3158

Destination Price

82.3050

Slippage

-0.0033

SlippagePct

-0.0040

AggressivePct

37.5000

Algo Diagnostics

{ "customState": { "slippage_vwap_pct": { "asDouble": -0.0040328518098839495 }, "total_sent": { "asInt32": 395 }, "slippage": { "asDouble": 0.017486910994762184 }, "total_dollar": { "asDouble": 31443.369999999995 }, "total_filled": { "asInt32": 382 }, "n_kids": { "asInt32": 48 }, "arrival_price": { "asDouble": 82.29499999999999 }, "slippage_vwap": { "asDouble": -0.0033195406181505405 }, "destination_price": { "asDouble": 82.30499999999999 }, "aggressive_pct": { "asDouble": 37.5 }, "avg_total": { "asDouble": 82.31248691099475 }, "algo_status": { "asInt32": 2 }, "market_vwap": { "asDouble": 82.3158064516129 } } }

Fills Array

Source URL

UncertBands

Computed diagnostics AP

algo_status: 2<br />arrival_price: 82.295<br />avg_total: 82.312486910995<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: 82.305<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: 48<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: 0.017486910994762<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 31443.37<br />total_drift: <br />total_filled: 382<br />total_sent: 395<br />total_vol: <br />worst_opt_t_minutes:

Computed diagnostics VWAP

aggressive_pct: 37.5<br />algo_status: 2<br />arrival_price: 82.295<br />avg_total: 82.312486910995<br />destination_price: 82.305<br />market_vwap: 82.315806451613<br />n_kids: 48<br />slippage: 0.017486910994762<br />slippage_vwap: -0.0033195406181505<br />slippage_vwap_pct: -0.0040328518098839<br />total_dollar: 31443.37<br />total_filled: 382<br />total_sent: 395

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>2024-07-14T21:36:11.318</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:36:11.319</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:36:11.32</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:36:25.17</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.3</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:36:40.19</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>11</td>
<td>82.3</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:36:40.19</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:36:40.191</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:36:40.191</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:36:43.459</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:36:43.459</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:36:43.459</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:36:55.189</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>7</td>
<td>82.3</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:36:55.189</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:37:10.186</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.3</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:37:10.186</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>9</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:37:25.182</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.3</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:37:25.182</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>8</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:37:40.185</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.3</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:37:40.185</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>10</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:37:55.182</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.3</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:37:55.182</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>10</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:00.12</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:00.128</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:00.129</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:00.157</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:13.565</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:13.565</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:13.566</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:13.566</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:13.566</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:13.566</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:13.566</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:13.566</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:13.566</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:13.566</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:13.566</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:13.566</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:13.566</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:40.187</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>8</td>
<td>82.3</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:40.187</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>8</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:55.184</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:55.184</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>11</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:55.184</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:55.657</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:58.865</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:39:01.698</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:39:01.699</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:39:25.194</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>10</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:39:28.459</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:39:28.459</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:39:40.182</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:39:48.103</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:39:48.103</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:39:48.103</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:39:48.103</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:39:48.589</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.33</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:39:48.59</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.33</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:40:06.783</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:40:08.584</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:40:08.585</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:40:25.193</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.33</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:40:25.193</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>12</td>
<td>82.34</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:40:36.386</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.33</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:40:36.388</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.33</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:40:36.39</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.33</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:40:36.391</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.33</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:40:48.158</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.33</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:40:48.159</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.33</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:10.193</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>9</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:10.193</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>7</td>
<td>82.33</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:10.657</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:10.658</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:10.659</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:10.66</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:38.875</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:38.876</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:38.877</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:39.208</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:40.182</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>12</td>
<td>82.33</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:45.858</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:45.859</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:46.157</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:48.756</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:48.758</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:48.88</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:05.912</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:05.913</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:05.914</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:05.916</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:05.926</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:05.964</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:25.184</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>9</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:25.184</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.33</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:29.889</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:29.89</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:29.9</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:29.922</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:29.923</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:29.991</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:55.182</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:55.182</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>9</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:43:10.184</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>8</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:43:13.299</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:43:25.186</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:43:25.186</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.32</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>2024-07-14T21:36:11.318</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:36:11.319</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:36:11.32</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:36:25.17</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.3</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:36:40.19</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>11</td>
<td>82.3</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:36:40.19</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:36:40.191</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:36:40.191</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:36:43.459</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:36:43.459</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:36:43.459</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:36:55.189</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>7</td>
<td>82.3</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:36:55.189</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:37:10.186</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.3</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:37:10.186</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>9</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:37:25.182</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.3</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:37:25.182</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>8</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:37:40.185</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.3</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:37:40.185</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>10</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:37:55.182</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.3</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:37:55.182</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>10</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:00.12</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:00.128</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:00.129</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:00.157</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:13.565</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:13.565</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:13.566</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:13.566</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:13.566</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:13.566</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:13.566</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:13.566</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:13.566</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:13.566</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:13.566</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:13.566</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:13.566</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.29</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:40.187</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>8</td>
<td>82.3</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:40.187</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>8</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:55.184</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:55.184</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>11</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:55.184</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:55.657</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:38:58.865</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:39:01.698</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:39:01.699</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:39:25.194</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>10</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:39:28.459</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:39:28.459</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:39:40.182</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:39:48.103</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:39:48.103</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:39:48.103</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:39:48.103</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:39:48.589</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.33</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:39:48.59</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.33</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:40:06.783</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:40:08.584</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:40:08.585</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:40:25.193</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.33</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:40:25.193</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>12</td>
<td>82.34</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:40:36.386</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.33</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:40:36.388</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.33</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:40:36.39</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.33</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:40:36.391</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.33</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:40:48.158</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.33</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:40:48.159</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.33</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:10.193</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>9</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:10.193</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>7</td>
<td>82.33</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:10.657</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:10.658</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:10.659</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:10.66</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:38.875</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:38.876</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:38.877</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:39.208</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:40.182</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>12</td>
<td>82.33</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:45.858</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:45.859</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:46.157</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:48.756</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:48.758</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:41:48.88</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:05.912</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:05.913</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:05.914</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:05.916</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:05.926</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:05.964</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:25.184</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>9</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:25.184</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.33</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:29.889</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:29.89</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:29.9</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:29.922</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:29.923</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:29.991</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:55.182</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:42:55.182</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>9</td>
<td>82.32</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:43:10.184</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>8</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:43:13.299</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:43:25.186</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.31</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-14T21:43:25.186</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.32</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Average Total

82.31

Computed VWAP Slippage

0.00

Computed Total Filled

382.00

Algo Model

UncertBands

Computed Liquidity Cost

0.00

Computed Drift

0.00

Computed Seconds Spent

0.00

Computed Volatility

0.00