SIM:ESU4 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:ESU4

Algo CQG Symbol

EP

Date - Time

07/15/2024 - 03:12

Buy / Sell

Sell

Quantity

500

Arrival Price

5684.8750

Market VWAP

5685.6879

Destination Price

5686.8750

Slippage

-0.2481

SlippagePct

-0.0044

AggressivePct

13.3333

Algo Diagnostics

{ "customState": { "arrival_price": { "asDouble": 5684.875 }, "slippage_vwap": { "asDouble": -0.24813201115557604 }, "total_sent": { "asInt32": 500 }, "avg_total": { "asDouble": 5685.936 }, "algo_status": { "asInt32": 4 }, "destination_price": { "asDouble": 5686.875 }, "slippage": { "asDouble": -1.0609999999996944 }, "slippage_vwap_pct": { "asDouble": -0.004363960676932981 }, "n_kids": { "asInt32": 44 }, "aggressive_pct": { "asDouble": 13.333333333333334 }, "total_dollar": { "asDouble": 2842968 }, "total_filled": { "asInt32": 500 }, "market_vwap": { "asDouble": 5685.687867988844 } } }

Fills Array

Source URL

UncertBands

Computed diagnostics AP

algo_status: 4<br />arrival_price: 5684.875<br />avg_total: 5685.936<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: 5686.875<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: 44<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: -1.0609999999997<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 2842968<br />total_drift: <br />total_filled: 500<br />total_sent: 500<br />total_vol: <br />worst_opt_t_minutes:

Computed diagnostics VWAP

aggressive_pct: 13.333333333333<br />algo_status: 4<br />arrival_price: 5684.875<br />avg_total: 5685.936<br />destination_price: 5686.875<br />market_vwap: 5685.6878679888<br />n_kids: 44<br />slippage: -1.0609999999997<br />slippage_vwap: -0.24813201115558<br />slippage_vwap_pct: -0.004363960676933<br />total_dollar: 2842968<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>2024-07-15T03:01:53.958</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>6</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:01:53.965</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>6</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:02:08.885</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>7</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:02:08.887</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>3</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:02:21.319</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>4</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:02:21.321</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>3</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:02:46.094</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>8</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:02:54.358</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>1</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:03:04.596</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>5</td>
<td>5684.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:03:11.494</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>1</td>
<td>5684.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:03:11.502</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>3</td>
<td>5684.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:03:24.656</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>9</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:03:48.402</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>5</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:03:49.959</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>6</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:04:11.43</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>1</td>
<td>5685</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:04:11.431</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>9</td>
<td>5685</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:04:26.257</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>8</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:04:40.417</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>9</td>
<td>5685</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:04:51.625</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>6</td>
<td>5685.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:05:14.574</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>1</td>
<td>5685</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:05:14.575</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>6</td>
<td>5685</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:05:32.074</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>9</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:05:49.602</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>6</td>
<td>5684.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:05:52.256</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>2</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:06:04.902</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>2</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:06:34.589</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>3</td>
<td>5684.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:06:56.566</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>7</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:07:19.592</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>12</td>
<td>5685</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:07:23.078</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>8</td>
<td>5685</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:07:49.596</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>10</td>
<td>5685</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:07:51.481</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>9</td>
<td>5685.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:08:13.6</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>1</td>
<td>5685.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:08:13.601</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>6</td>
<td>5685.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:08:13.602</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>3</td>
<td>5685.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:08:23.019</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>9</td>
<td>5686</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:08:39.798</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>10</td>
<td>5686.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:08:39.799</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>6</td>
<td>5686.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:08:55.766</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>8</td>
<td>5686.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:08:55.767</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>6</td>
<td>5686.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:09:10.378</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>11</td>
<td>5686.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:09:26.482</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>7</td>
<td>5686.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:09:26.483</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>5</td>
<td>5686.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:09:26.484</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>2</td>
<td>5686.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:09:45.757</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>12</td>
<td>5686.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:09:54.716</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>3</td>
<td>5686.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:09:54.717</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>3</td>
<td>5686.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:09:54.721</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>3</td>
<td>5686.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:09:54.727</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>3</td>
<td>5686.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:09:54.771</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>1</td>
<td>5686.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:10:11.894</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>3</td>
<td>5686.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:10:11.896</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>1</td>
<td>5686.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:10:11.897</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>2</td>
<td>5686.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:10:11.898</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>3</td>
<td>5686.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:10:11.9</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>3</td>
<td>5686.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:10:11.901</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>1</td>
<td>5686.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:10:22.984</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>17</td>
<td>5687</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:10:42.825</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>7</td>
<td>5687</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:10:42.827</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>1</td>
<td>5687</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:10:42.86</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>13</td>
<td>5687</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:10:57.172</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>15</td>
<td>5687</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:10:57.173</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>6</td>
<td>5687</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:11:05.987</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>18</td>
<td>5687</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:11:05.989</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>8</td>
<td>5687</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:11:22.364</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>21</td>
<td>5686.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:11:22.365</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>19</td>
<td>5686.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:11:34.584</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>55</td>
<td>5686.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:11:34.584</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>33</td>
<td>5686</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>2024-07-15T03:01:53.958</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>6</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:01:53.965</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>6</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:02:08.885</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>7</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:02:08.887</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>3</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:02:21.319</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>4</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:02:21.321</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>3</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:02:46.094</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>8</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:02:54.358</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>1</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:03:04.596</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>5</td>
<td>5684.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:03:11.494</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>1</td>
<td>5684.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:03:11.502</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>3</td>
<td>5684.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:03:24.656</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>9</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:03:48.402</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>5</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:03:49.959</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>6</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:04:11.43</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>1</td>
<td>5685</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:04:11.431</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>9</td>
<td>5685</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:04:26.257</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>8</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:04:40.417</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>9</td>
<td>5685</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:04:51.625</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>6</td>
<td>5685.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:05:14.574</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>1</td>
<td>5685</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:05:14.575</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>6</td>
<td>5685</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:05:32.074</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>9</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:05:49.602</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>6</td>
<td>5684.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:05:52.256</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>2</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:06:04.902</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>2</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:06:34.589</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>3</td>
<td>5684.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:06:56.566</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>7</td>
<td>5684.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:07:19.592</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>12</td>
<td>5685</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:07:23.078</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>8</td>
<td>5685</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:07:49.596</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>10</td>
<td>5685</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:07:51.481</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>9</td>
<td>5685.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:08:13.6</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>1</td>
<td>5685.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:08:13.601</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>6</td>
<td>5685.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:08:13.602</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>3</td>
<td>5685.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:08:23.019</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>9</td>
<td>5686</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:08:39.798</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>10</td>
<td>5686.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:08:39.799</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>6</td>
<td>5686.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:08:55.766</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>8</td>
<td>5686.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:08:55.767</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>6</td>
<td>5686.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:09:10.378</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>11</td>
<td>5686.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:09:26.482</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>7</td>
<td>5686.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:09:26.483</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>5</td>
<td>5686.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:09:26.484</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>2</td>
<td>5686.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:09:45.757</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>12</td>
<td>5686.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:09:54.716</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>3</td>
<td>5686.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:09:54.717</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>3</td>
<td>5686.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:09:54.721</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>3</td>
<td>5686.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:09:54.727</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>3</td>
<td>5686.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:09:54.771</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>1</td>
<td>5686.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:10:11.894</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>3</td>
<td>5686.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:10:11.896</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>1</td>
<td>5686.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:10:11.897</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>2</td>
<td>5686.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:10:11.898</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>3</td>
<td>5686.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:10:11.9</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>3</td>
<td>5686.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:10:11.901</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>1</td>
<td>5686.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:10:22.984</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>17</td>
<td>5687</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:10:42.825</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>7</td>
<td>5687</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:10:42.827</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>1</td>
<td>5687</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:10:42.86</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>13</td>
<td>5687</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:10:57.172</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>15</td>
<td>5687</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:10:57.173</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>6</td>
<td>5687</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:11:05.987</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>18</td>
<td>5687</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:11:05.989</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>8</td>
<td>5687</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:11:22.364</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>21</td>
<td>5686.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:11:22.365</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>19</td>
<td>5686.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:11:34.584</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>55</td>
<td>5686.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T03:11:34.584</td>
<td>SIM:ESU4</td>
<td>Sell</td>
<td>33</td>
<td>5686</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Average Total

5685.94

Computed VWAP Slippage

-0.25

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