SIM:ESU4 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:ESU4

Algo CQG Symbol

EP

Date - Time

07/15/2024 - 02:51

Buy / Sell

Buy

Quantity

500

Arrival Price

5683.8750

Market VWAP

5683.2166

Destination Price

5683.8750

Slippage

0.7389

SlippagePct

0.0130

AggressivePct

22.0000

Algo Diagnostics

{ "customState": { "total_dollar": { "asDouble": 2841977.75 }, "arrival_price": { "asDouble": 5683.875 }, "market_vwap": { "asDouble": 5683.2165853658535 }, "slippage": { "asDouble": 0.0805000000000291 }, "total_filled": { "asInt32": 500 }, "total_sent": { "asInt32": 500 }, "slippage_vwap": { "asDouble": 0.7389146341465676 }, "aggressive_pct": { "asDouble": 22 }, "avg_total": { "asDouble": 5683.9555 }, "slippage_vwap_pct": { "asDouble": 0.013000007374205648 }, "n_kids": { "asInt32": 50 }, "destination_price": { "asDouble": 5683.875 }, "algo_status": { "asInt32": 4 } } }

Fills Array

Source URL

UncertBands

Computed diagnostics AP

algo_status: 4<br />arrival_price: 5683.875<br />avg_total: 5683.9555<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: 5683.875<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: 50<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: 0.080500000000029<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 2841977.75<br />total_drift: <br />total_filled: 500<br />total_sent: 500<br />total_vol: <br />worst_opt_t_minutes:

Computed diagnostics VWAP

aggressive_pct: 22<br />algo_status: 4<br />arrival_price: 5683.875<br />avg_total: 5683.9555<br />destination_price: 5683.875<br />market_vwap: 5683.2165853659<br />n_kids: 50<br />slippage: 0.080500000000029<br />slippage_vwap: 0.73891463414657<br />slippage_vwap_pct: 0.013000007374206<br />total_dollar: 2841977.75<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>2024-07-15T02:41:19.481</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>12</td>
<td>5683.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:41:32.695</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5683.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:41:32.704</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5683.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:41:33.757</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5683.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:41:54.498</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>5</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:42:04.907</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5683.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:42:16.527</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>4</td>
<td>5683.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:42:32.31</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>9</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:42:36.273</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>4</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:42:48.83</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5683</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:42:48.835</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>5</td>
<td>5683</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:43:08.704</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5682.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:43:08.706</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>6</td>
<td>5682.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:43:32.302</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>6</td>
<td>5682.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:43:35.757</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>4</td>
<td>5682.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:43:50.48</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>10</td>
<td>5682.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:44:03.856</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>6</td>
<td>5682.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:44:25.657</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>9</td>
<td>5682.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:44:34.586</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5682.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:44:34.587</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>5</td>
<td>5682.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:44:48.488</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5682.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:44:48.489</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5682.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:44:49.115</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>3</td>
<td>5682.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:45:06.359</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>5</td>
<td>5682.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:45:10.029</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5683</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:45:29.256</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>6</td>
<td>5683</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:45:29.259</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5683</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:45:37.109</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>3</td>
<td>5683</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:45:37.113</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>4</td>
<td>5683</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:46:02.3</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>8</td>
<td>5683</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:46:08.005</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>5</td>
<td>5682.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:46:32.308</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>7</td>
<td>5683</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:46:47.301</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>7</td>
<td>5683.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:46:56.661</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>3</td>
<td>5683</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:47:13.212</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>8</td>
<td>5683.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:47:32.315</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>3</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:47:47.025</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5683.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:48:01.115</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:48:16.061</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:48:19.202</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:48:21.556</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:48:47.303</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>12</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:49:02.298</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5683.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:49:05.063</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:49:26.363</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:49:26.37</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:49:37.616</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:49:56.657</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:50:00.714</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:50:17.31</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5683.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:50:28.585</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5683.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:50:34.569</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>3</td>
<td>5683.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:51:02.315</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>49</td>
<td>5684</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:51:02.315</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>60</td>
<td>5684.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:51:02.315</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>71</td>
<td>5684.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:51:02.315</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>79</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:51:02.315</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>41</td>
<td>5685</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:51:02.659</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5684</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>2024-07-15T02:41:19.481</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>12</td>
<td>5683.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:41:32.695</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5683.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:41:32.704</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5683.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:41:33.757</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5683.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:41:54.498</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>5</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:42:04.907</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5683.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:42:16.527</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>4</td>
<td>5683.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:42:32.31</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>9</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:42:36.273</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>4</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:42:48.83</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5683</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:42:48.835</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>5</td>
<td>5683</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:43:08.704</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5682.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:43:08.706</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>6</td>
<td>5682.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:43:32.302</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>6</td>
<td>5682.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:43:35.757</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>4</td>
<td>5682.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:43:50.48</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>10</td>
<td>5682.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:44:03.856</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>6</td>
<td>5682.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:44:25.657</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>9</td>
<td>5682.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:44:34.586</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5682.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:44:34.587</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>5</td>
<td>5682.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:44:48.488</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5682.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:44:48.489</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5682.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:44:49.115</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>3</td>
<td>5682.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:45:06.359</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>5</td>
<td>5682.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:45:10.029</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5683</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:45:29.256</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>6</td>
<td>5683</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:45:29.259</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5683</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:45:37.109</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>3</td>
<td>5683</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:45:37.113</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>4</td>
<td>5683</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:46:02.3</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>8</td>
<td>5683</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:46:08.005</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>5</td>
<td>5682.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:46:32.308</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>7</td>
<td>5683</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:46:47.301</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>7</td>
<td>5683.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:46:56.661</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>3</td>
<td>5683</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:47:13.212</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>8</td>
<td>5683.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:47:32.315</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>3</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:47:47.025</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5683.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:48:01.115</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:48:16.061</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:48:19.202</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:48:21.556</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:48:47.303</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>12</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:49:02.298</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5683.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:49:05.063</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:49:26.363</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:49:26.37</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:49:37.616</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:49:56.657</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:50:00.714</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5683.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:50:17.31</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>2</td>
<td>5683.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:50:28.585</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5683.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:50:34.569</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>3</td>
<td>5683.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:51:02.315</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>49</td>
<td>5684</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:51:02.315</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>60</td>
<td>5684.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:51:02.315</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>71</td>
<td>5684.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:51:02.315</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>79</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:51:02.315</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>41</td>
<td>5685</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T02:51:02.659</td>
<td>SIM:ESU4</td>
<td>Buy</td>
<td>1</td>
<td>5684</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Average Total

5683.96

Computed VWAP Slippage

0.74

Computed Total Filled

500.00

Algo Model

UncertBands

Computed Liquidity Cost

0.00

Computed Drift

0.00

Computed Seconds Spent

0.00

Computed Volatility

0.00