Algo Type
VWAP
Algo Symbol
SIM:ESU4
Algo CQG Symbol
EP
Date - Time
Buy / Sell
Buy
Quantity
500
Arrival Price
5677.6250
Market VWAP
5677.8581
Destination Price
5678.3750
Slippage
0.6519
SlippagePct
0.0115
AggressivePct
40.0000
Algo Diagnostics
{ "customState": { "slippage_vwap_pct": { "asDouble": 0.011479312928644044 }, "arrival_price": { "asDouble": 5677.625 }, "market_vwap": { "asDouble": 5677.858146067416 }, "destination_price": { "asDouble": 5678.375 }, "n_kids": { "asInt32": 61 }, "algo_status": { "asInt32": 4 }, "total_dollar": { "asDouble": 2839255 }, "total_sent": { "asInt32": 500 }, "total_filled": { "asInt32": 500 }, "slippage_vwap": { "asDouble": 0.6518539325843449 }, "slippage": { "asDouble": 0.8850000000002183 }, "aggressive_pct": { "asDouble": 40 }, "avg_total": { "asDouble": 5678.51 } } }
Fills Array
[{"Timestamp":"2024-07-15T00:30:02.671","Security":"SIM:ESU4","Side":"Buy","LastShares":8.0,"LastPrice":5678.0,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:30:02.672","Security":"SIM:ESU4","Side":"Buy","LastShares":4.0,"LastPrice":5678.0,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:30:27.698","Security":"SIM:ESU4","Side":"Buy","LastShares":8.0,"LastPrice":5678.0,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:30:42.695","Security":"SIM:ESU4","Side":"Buy","LastShares":3.0,"LastPrice":5678.0,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:30:56.757","Security":"SIM:ESU4","Side":"Buy","LastShares":4.0,"LastPrice":5677.75,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:31:12.707","Security":"SIM:ESU4","Side":"Buy","LastShares":4.0,"LastPrice":5678.0,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:31:27.696","Security":"SIM:ESU4","Side":"Buy","LastShares":4.0,"LastPrice":5678.0,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:31:42.707","Security":"SIM:ESU4","Side":"Buy","LastShares":4.0,"LastPrice":5678.0,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:31:57.699","Security":"SIM:ESU4","Side":"Buy","LastShares":4.0,"LastPrice":5678.0,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:32:02.056","Security":"SIM:ESU4","Side":"Buy","LastShares":4.0,"LastPrice":5678.0,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:32:14.896","Security":"SIM:ESU4","Side":"Buy","LastShares":1.0,"LastPrice":5678.0,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:32:14.897","Security":"SIM:ESU4","Side":"Buy","LastShares":2.0,"LastPrice":5678.0,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:32:37.728","Security":"SIM:ESU4","Side":"Buy","LastShares":7.0,"LastPrice":5677.75,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:32:57.7","Security":"SIM:ESU4","Side":"Buy","LastShares":5.0,"LastPrice":5677.75,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:33:02.366","Security":"SIM:ESU4","Side":"Buy","LastShares":5.0,"LastPrice":5677.75,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:33:27.708","Security":"SIM:ESU4","Side":"Buy","LastShares":6.0,"LastPrice":5677.75,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:33:42.704","Security":"SIM:ESU4","Side":"Buy","LastShares":5.0,"LastPrice":5677.75,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:33:56.688","Security":"SIM:ESU4","Side":"Buy","LastShares":5.0,"LastPrice":5677.5,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:34:12.704","Security":"SIM:ESU4","Side":"Buy","LastShares":6.0,"LastPrice":5677.5,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:34:27.699","Security":"SIM:ESU4","Side":"Buy","LastShares":5.0,"LastPrice":5677.5,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:34:42.702","Security":"SIM:ESU4","Side":"Buy","LastShares":5.0,"LastPrice":5677.75,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:34:53.356","Security":"SIM:ESU4","Side":"Buy","LastShares":3.0,"LastPrice":5677.5,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:34:53.39","Security":"SIM:ESU4","Side":"Buy","LastShares":5.0,"LastPrice":5677.5,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:35:12.699","Security":"SIM:ESU4","Side":"Buy","LastShares":8.0,"LastPrice":5677.5,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:35:27.712","Security":"SIM:ESU4","Side":"Buy","LastShares":6.0,"LastPrice":5677.5,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:35:29.857","Security":"SIM:ESU4","Side":"Buy","LastShares":1.0,"LastPrice":5677.5,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:35:29.857","Security":"SIM:ESU4","Side":"Buy","LastShares":1.0,"LastPrice":5677.5,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:35:42.701","Security":"SIM:ESU4","Side":"Buy","LastShares":4.0,"LastPrice":5677.75,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:35:43.058","Security":"SIM:ESU4","Side":"Buy","LastShares":1.0,"LastPrice":5677.75,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:35:43.058","Security":"SIM:ESU4","Side":"Buy","LastShares":1.0,"LastPrice":5677.75,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:35:43.058","Security":"SIM:ESU4","Side":"Buy","LastShares":2.0,"LastPrice":5677.75,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:35:43.058","Security":"SIM:ESU4","Side":"Buy","LastShares":2.0,"LastPrice":5677.75,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:35:43.058","Security":"SIM:ESU4","Side":"Buy","LastShares":1.0,"LastPrice":5677.75,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:36:00.857","Security":"SIM:ESU4","Side":"Buy","LastShares":8.0,"LastPrice":5677.5,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:36:27.703","Security":"SIM:ESU4","Side":"Buy","LastShares":8.0,"LastPrice":5677.75,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:36:42.703","Security":"SIM:ESU4","Side":"Buy","LastShares":7.0,"LastPrice":5677.75,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:36:57.714","Security":"SIM:ESU4","Side":"Buy","LastShares":8.0,"LastPrice":5677.75,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:37:12.713","Security":"SIM:ESU4","Side":"Buy","LastShares":9.0,"LastPrice":5677.75,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:37:26.161","Security":"SIM:ESU4","Side":"Buy","LastShares":1.0,"LastPrice":5678.0,"Aggressor":"Passive"},{"Timestamp":"2024-07-15T00:37:27.706","Security":"SIM:ESU4","Side":"Buy","LastShares":8.0,"LastPrice":5678.25,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:37:42.706","Security":"SIM:ESU4","Side":"Buy","LastShares":1.0,"LastPrice":5678.5,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:37:57.7","Security":"SIM:ESU4","Side":"Buy","LastShares":1.0,"LastPrice":5678.5,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:38:12.712","Security":"SIM:ESU4","Side":"Buy","LastShares":3.0,"LastPrice":5678.5,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:38:57.714","Security":"SIM:ESU4","Side":"Buy","LastShares":2.0,"LastPrice":5678.5,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:39:12.705","Security":"SIM:ESU4","Side":"Buy","LastShares":1.0,"LastPrice":5678.5,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:39:42.707","Security":"SIM:ESU4","Side":"Buy","LastShares":43.0,"LastPrice":5678.5,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:39:42.707","Security":"SIM:ESU4","Side":"Buy","LastShares":46.0,"LastPrice":5678.75,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:39:42.707","Security":"SIM:ESU4","Side":"Buy","LastShares":76.0,"LastPrice":5679.0,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:39:42.707","Security":"SIM:ESU4","Side":"Buy","LastShares":48.0,"LastPrice":5679.25,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:39:42.707","Security":"SIM:ESU4","Side":"Buy","LastShares":52.0,"LastPrice":5679.5,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:39:43.721","Security":"SIM:ESU4","Side":"Buy","LastShares":40.0,"LastPrice":5678.5,"Aggressor":"Aggressive"},{"Timestamp":"2024-07-15T00:39:43.721","Security":"SIM:ESU4","Side":"Buy","LastShares":4.0,"LastPrice":5678.75,"Aggressor":"Aggressive"}]
Source URL
UncertBands
Computed diagnostics AP
algo_status: 4<br />arrival_price: 5677.625<br />avg_total: 5678.51<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: 5678.375<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: 61<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: 0.88500000000022<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 2839255<br />total_drift: <br />total_filled: 500<br />total_sent: 500<br />total_vol: <br />worst_opt_t_minutes:
Computed diagnostics VWAP
aggressive_pct: 40<br />algo_status: 4<br />arrival_price: 5677.625<br />avg_total: 5678.51<br />destination_price: 5678.375<br />market_vwap: 5677.8581460674<br />n_kids: 61<br />slippage: 0.88500000000022<br />slippage_vwap: 0.65185393258434<br />slippage_vwap_pct: 0.011479312928644<br />total_dollar: 2839255<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>2024-07-15T00:30:02.671</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>8</td>
<td>5678</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:30:02.672</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>4</td>
<td>5678</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:30:27.698</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>8</td>
<td>5678</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:30:42.695</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>3</td>
<td>5678</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:30:56.757</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>4</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:31:12.707</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>4</td>
<td>5678</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:31:27.696</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>4</td>
<td>5678</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:31:42.707</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>4</td>
<td>5678</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:31:57.699</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>4</td>
<td>5678</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:32:02.056</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>4</td>
<td>5678</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:32:14.896</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5678</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:32:14.897</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5678</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:32:37.728</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>7</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:32:57.7</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>5</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:33:02.366</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>5</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:33:27.708</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>6</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:33:42.704</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>5</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:33:56.688</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>5</td>
<td>5677.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:34:12.704</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>6</td>
<td>5677.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:34:27.699</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>5</td>
<td>5677.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:34:42.702</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>5</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:34:53.356</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>3</td>
<td>5677.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:34:53.39</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>5</td>
<td>5677.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:35:12.699</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>8</td>
<td>5677.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:35:27.712</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>6</td>
<td>5677.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:35:29.857</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5677.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:35:29.857</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5677.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:35:42.701</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>4</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:35:43.058</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:35:43.058</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:35:43.058</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:35:43.058</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:35:43.058</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:36:00.857</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>8</td>
<td>5677.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:36:27.703</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>8</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:36:42.703</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>7</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:36:57.714</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>8</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:37:12.713</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>9</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:37:26.161</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5678</td>
<td>Passive</td>
</tr><tr>
<td>2024-07-15T00:37:27.706</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>8</td>
<td>5678.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:37:42.706</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5678.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:37:57.7</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5678.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:38:12.712</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>3</td>
<td>5678.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:38:57.714</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5678.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:39:12.705</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5678.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:39:42.707</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>43</td>
<td>5678.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:39:42.707</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>46</td>
<td>5678.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:39:42.707</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>76</td>
<td>5679</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:39:42.707</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>48</td>
<td>5679.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:39:42.707</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>52</td>
<td>5679.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:39:43.721</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>40</td>
<td>5678.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:39:43.721</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>4</td>
<td>5678.75</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>2024-07-15T00:30:02.671</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>8</td>
<td>5678</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:30:02.672</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>4</td>
<td>5678</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:30:27.698</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>8</td>
<td>5678</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:30:42.695</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>3</td>
<td>5678</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:30:56.757</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>4</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:31:12.707</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>4</td>
<td>5678</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:31:27.696</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>4</td>
<td>5678</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:31:42.707</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>4</td>
<td>5678</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:31:57.699</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>4</td>
<td>5678</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:32:02.056</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>4</td>
<td>5678</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:32:14.896</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5678</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:32:14.897</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5678</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:32:37.728</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>7</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:32:57.7</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>5</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:33:02.366</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>5</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:33:27.708</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>6</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:33:42.704</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>5</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:33:56.688</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>5</td>
<td>5677.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:34:12.704</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>6</td>
<td>5677.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:34:27.699</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>5</td>
<td>5677.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:34:42.702</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>5</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:34:53.356</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>3</td>
<td>5677.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:34:53.39</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>5</td>
<td>5677.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:35:12.699</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>8</td>
<td>5677.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:35:27.712</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>6</td>
<td>5677.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:35:29.857</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5677.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:35:29.857</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5677.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:35:42.701</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>4</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:35:43.058</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:35:43.058</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:35:43.058</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:35:43.058</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:35:43.058</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:36:00.857</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>8</td>
<td>5677.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:36:27.703</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>8</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:36:42.703</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>7</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:36:57.714</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>8</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:37:12.713</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>9</td>
<td>5677.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:37:26.161</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5678</td>
<td>Passive</td>
</tr><tr>
<td>2024-07-15T00:37:27.706</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>8</td>
<td>5678.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:37:42.706</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5678.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:37:57.7</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5678.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:38:12.712</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>3</td>
<td>5678.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:38:57.714</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5678.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:39:12.705</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5678.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:39:42.707</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>43</td>
<td>5678.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:39:42.707</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>46</td>
<td>5678.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:39:42.707</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>76</td>
<td>5679</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:39:42.707</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>48</td>
<td>5679.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:39:42.707</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>52</td>
<td>5679.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:39:43.721</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>40</td>
<td>5678.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T00:39:43.721</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>4</td>
<td>5678.75</td>
<td>Aggressive</td>
</tr></tbody></table>
Computed Average Total
5678.51
Computed VWAP Slippage
0.65
Computed Total Filled
500.00
Algo Model
Computed Liquidity Cost
0.00
Computed Drift
0.00
Computed Seconds Spent
0.00
Computed Volatility
0.00