SIM:CLQ4 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:CLQ4

Algo CQG Symbol

CLE

Date - Time

07/15/2024 - 09:48

Buy / Sell

Sell

Quantity

500

Arrival Price

81.6950

Market VWAP

81.6734

Destination Price

81.6650

Slippage

-0.0053

SlippagePct

-0.0065

AggressivePct

3.1250

Algo Diagnostics

{ "customState": { "avg_total": { "asDouble": 81.6787536231884 }, "n_kids": { "asInt32": 32 }, "arrival_price": { "asDouble": 81.695 }, "total_dollar": { "asDouble": 28179.17 }, "slippage": { "asDouble": 0.016246376811594132 }, "slippage_vwap": { "asDouble": -0.005313130712679026 }, "slippage_vwap_pct": { "asDouble": -0.006504911592052797 }, "destination_price": { "asDouble": 81.66499999999999 }, "market_vwap": { "asDouble": 81.67344049247572 }, "total_filled": { "asInt32": 345 }, "total_sent": { "asInt32": 345 }, "aggressive_pct": { "asDouble": 3.125 }, "algo_status": { "asInt32": 2 } } }

Fills Array

Source URL

UncertBands

Computed diagnostics AP

algo_status: 2<br />arrival_price: 81.695<br />avg_total: 81.678753623188<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: 81.665<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: 32<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: 0.016246376811594<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 28179.17<br />total_drift: <br />total_filled: 345<br />total_sent: 345<br />total_vol: <br />worst_opt_t_minutes:

Computed diagnostics VWAP

aggressive_pct: 3.125<br />algo_status: 2<br />arrival_price: 81.695<br />avg_total: 81.678753623188<br />destination_price: 81.665<br />market_vwap: 81.673440492476<br />n_kids: 32<br />slippage: 0.016246376811594<br />slippage_vwap: -0.005313130712679<br />slippage_vwap_pct: -0.0065049115920528<br />total_dollar: 28179.17<br />total_filled: 345<br />total_sent: 345

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>2024-07-15T09:40:23.49</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:23.492</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>5</td>
<td>81.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:23.493</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>8</td>
<td>81.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:23.494</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:46.658</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>5</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:46.659</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>6</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:46.66</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>6</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:46.707</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:53.991</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:53.992</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:53.993</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:53.998</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:53.999</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:56.593</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:56.594</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>3</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:56.595</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:11.014</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:11.015</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>5</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:11.016</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>5</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:11.017</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:22.698</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:22.699</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:22.813</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:22.814</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:22.82</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:22.867</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:22.878</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:22.882</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:43.562</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>3</td>
<td>81.72</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:43.564</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>3</td>
<td>81.72</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:48.062</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>5</td>
<td>81.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-07-15T09:41:48.659</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:53.985</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:42:00.863</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>4</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:42:00.864</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>3</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:42:09.357</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>4</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:42:09.388</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>4</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:42:09.459</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:42:37.369</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>10</td>
<td>81.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:42:37.964</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>4</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:42:37.965</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>5</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:00.461</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:00.857</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>5</td>
<td>81.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:00.875</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>4</td>
<td>81.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:07.611</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>5</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:07.613</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>3</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:07.614</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:23.025</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.69</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:23.026</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>6</td>
<td>81.69</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:23.027</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>6</td>
<td>81.69</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:23.057</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.69</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:38.157</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.69</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:38.158</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>5</td>
<td>81.69</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:38.159</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.69</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:57.425</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:57.426</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:57.457</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>6</td>
<td>81.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:07.56</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>7</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:07.563</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:31.956</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>3</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:31.957</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:31.958</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:31.966</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:37.699</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:39.957</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:39.959</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:39.961</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:39.977</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:40.014</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:55.314</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:55.315</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:55.557</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:55.626</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:55.658</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:55.677</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:45:08.279</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.69</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:45:08.28</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>5</td>
<td>81.69</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:45:08.281</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>4</td>
<td>81.69</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:45:26.187</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>3</td>
<td>81.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:45:26.188</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>8</td>
<td>81.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:45:26.189</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:45:37.901</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>3</td>
<td>81.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:45:37.902</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>3</td>
<td>81.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:45:37.903</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>3</td>
<td>81.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:45:37.957</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:45:55.665</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:45:55.666</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:00.383</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:00.384</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:00.385</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>5</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:13.987</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>3</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:13.988</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>9</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:30.723</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>4</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:30.724</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>4</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:30.725</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>3</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:38.081</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:38.082</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>3</td>
<td>81.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:38.083</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:38.086</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>4</td>
<td>81.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:52.412</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.63</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:52.414</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.63</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:52.415</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>4</td>
<td>81.63</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:52.416</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>4</td>
<td>81.63</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:52.418</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.63</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:47:09.957</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>8</td>
<td>81.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:47:22.657</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:47:22.658</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>11</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:47:38.422</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:47:38.423</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:47:38.424</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>4</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:47:38.425</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>6</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:47:57.503</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:47:57.504</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:47:57.505</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>4</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:47:57.507</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>6</td>
<td>81.67</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>2024-07-15T09:40:23.49</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:23.492</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>5</td>
<td>81.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:23.493</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>8</td>
<td>81.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:23.494</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.7</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:46.658</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>5</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:46.659</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>6</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:46.66</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>6</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:46.707</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:53.991</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:53.992</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:53.993</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:53.998</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:53.999</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:56.593</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:56.594</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>3</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:40:56.595</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:11.014</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:11.015</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>5</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:11.016</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>5</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:11.017</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.71</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:22.698</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:22.699</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:22.813</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:22.814</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:22.82</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:22.867</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:22.878</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:22.882</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.73</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:43.562</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>3</td>
<td>81.72</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:43.564</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>3</td>
<td>81.72</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:48.062</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>5</td>
<td>81.69</td>
<td>Passive</td>
</tr><tr>
<td>2024-07-15T09:41:48.659</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:41:53.985</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:42:00.863</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>4</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:42:00.864</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>3</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:42:09.357</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>4</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:42:09.388</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>4</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:42:09.459</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:42:37.369</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>10</td>
<td>81.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:42:37.964</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>4</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:42:37.965</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>5</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:00.461</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:00.857</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>5</td>
<td>81.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:00.875</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>4</td>
<td>81.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:07.611</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>5</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:07.613</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>3</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:07.614</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:23.025</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.69</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:23.026</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>6</td>
<td>81.69</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:23.027</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>6</td>
<td>81.69</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:23.057</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.69</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:38.157</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.69</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:38.158</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>5</td>
<td>81.69</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:38.159</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.69</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:57.425</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:57.426</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:43:57.457</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>6</td>
<td>81.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:07.56</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>7</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:07.563</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:31.956</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>3</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:31.957</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:31.958</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:31.966</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:37.699</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:39.957</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:39.959</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:39.961</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:39.977</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:40.014</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:55.314</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:55.315</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:55.557</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:55.626</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:55.658</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:44:55.677</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:45:08.279</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.69</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:45:08.28</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>5</td>
<td>81.69</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:45:08.281</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>4</td>
<td>81.69</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:45:26.187</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>3</td>
<td>81.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:45:26.188</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>8</td>
<td>81.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:45:26.189</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:45:37.901</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>3</td>
<td>81.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:45:37.902</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>3</td>
<td>81.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:45:37.903</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>3</td>
<td>81.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:45:37.957</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:45:55.665</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:45:55.666</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.68</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:00.383</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:00.384</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:00.385</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>5</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:13.987</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>3</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:13.988</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>9</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:30.723</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>4</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:30.724</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>4</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:30.725</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>3</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:38.081</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:38.082</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>3</td>
<td>81.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:38.083</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:38.086</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>4</td>
<td>81.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:52.412</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.63</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:52.414</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.63</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:52.415</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>4</td>
<td>81.63</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:52.416</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>4</td>
<td>81.63</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:46:52.418</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.63</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:47:09.957</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>8</td>
<td>81.65</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:47:22.657</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:47:22.658</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>11</td>
<td>81.66</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:47:38.422</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:47:38.423</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>2</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:47:38.424</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>4</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:47:38.425</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>6</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:47:57.503</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:47:57.504</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>1</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:47:57.505</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>4</td>
<td>81.67</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T09:47:57.507</td>
<td>SIM:CLQ4</td>
<td>Sell</td>
<td>6</td>
<td>81.67</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Average Total

81.68

Computed VWAP Slippage

-0.01

Computed Total Filled

345.00

Algo Model

UncertBands

Computed Liquidity Cost

0.00

Computed Drift

0.00

Computed Seconds Spent

0.00

Computed Volatility

0.00