SIM:CLQ4 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:CLQ4

Algo CQG Symbol

CLE

Date - Time

07/15/2024 - 11:29

Buy / Sell

Buy

Quantity

500

Arrival Price

81.8950

Market VWAP

82.0575

Destination Price

82.1050

Slippage

-0.0114

SlippagePct

-0.0139

AggressivePct

7.3171

Algo Diagnostics

{ "customState": { "avg_total": { "asDouble": 82.04609411764704 }, "total_dollar": { "asDouble": 34869.59 }, "slippage": { "asDouble": 0.15109411764704817 }, "market_vwap": { "asDouble": 82.05749090909065 }, "algo_status": { "asInt32": 2 }, "destination_price": { "asDouble": 82.10499999999999 }, "arrival_price": { "asDouble": 81.895 }, "n_kids": { "asInt32": 41 }, "total_filled": { "asInt32": 425 }, "total_sent": { "asInt32": 437 }, "aggressive_pct": { "asDouble": 7.317073170731708 }, "slippage_vwap_pct": { "asDouble": -0.013890717853380941 }, "slippage_vwap": { "asDouble": -0.011396791443601728 } } }

Fills Array

Source URL

UncertBands

Computed diagnostics AP

algo_status: 2<br />arrival_price: 81.895<br />avg_total: 82.046094117647<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: 82.105<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: 41<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: <br />slip_toler: <br />slippage: 0.15109411764705<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 34869.59<br />total_drift: <br />total_filled: 425<br />total_sent: 437<br />total_vol: <br />worst_opt_t_minutes:

Computed diagnostics VWAP

aggressive_pct: 7.3170731707317<br />algo_status: 2<br />arrival_price: 81.895<br />avg_total: 82.046094117647<br />destination_price: 82.105<br />market_vwap: 82.057490909091<br />n_kids: 41<br />slippage: 0.15109411764705<br />slippage_vwap: -0.011396791443602<br />slippage_vwap_pct: -0.013890717853381<br />total_dollar: 34869.59<br />total_filled: 425<br />total_sent: 437

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>2024-07-15T11:19:52.792</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>81.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:19:52.793</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>81.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:19:52.794</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>81.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:19:52.795</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>81.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:20:04.278</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>81.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:20:04.279</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>81.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:20:04.28</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>81.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:20:04.281</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>81.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:20:04.288</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>81.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:20:16.581</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>9</td>
<td>81.94</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:20:16.582</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>8</td>
<td>81.94</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:20:16.583</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>81.94</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:20:44.188</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>7</td>
<td>82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:20:44.188</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>82.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:20:53.6</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>81.99</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:20:53.601</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>81.99</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:20:53.602</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>81.99</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:21:02.892</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>82.02</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:21:02.893</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.02</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:21:02.894</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.02</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:21:14.377</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:21:14.379</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:21:14.38</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:21:14.381</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:21:29.358</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:21:29.809</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:21:29.81</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:21:47.857</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>8</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:22:01.557</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:22:02.758</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:22:02.858</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:22:29.186</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>10</td>
<td>82.02</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:22:29.186</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:22:31.088</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:22:32.557</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:22:32.558</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:22:45.759</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:22:45.76</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:22:45.761</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:23:01.12</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:23:01.121</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:23:01.122</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:23:01.123</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:23:25.201</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:23:25.203</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>8</td>
<td>82.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:23:43.658</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.02</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:23:44.2</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:23:56.266</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:23:56.266</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>9</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:23:56.267</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:11.018</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:11.019</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:16.88</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:16.882</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:16.883</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:30.299</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:30.3</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:30.301</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:30.302</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:30.303</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:45.585</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:45.586</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:59.36</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:59.361</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:59.362</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:25:14.857</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.13</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:25:14.858</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>8</td>
<td>82.13</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:25:32.263</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:25:40.858</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:25:40.859</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:25:53.758</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:25:53.759</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:26:04.257</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:26:05.157</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:26:05.158</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:26:16.267</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:26:16.268</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:26:31.373</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:26:31.375</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:26:49.681</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:26:49.682</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:26:49.684</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:26:49.685</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:26:49.699</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:27:01.858</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>12</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:27:01.859</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:27:15.161</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:27:15.162</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:27:15.163</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>7</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:27:30.489</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:27:30.49</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:27:30.491</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:27:30.493</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:27:45.856</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>8</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:27:45.858</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:05.599</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:06.812</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:06.813</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:06.816</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:06.819</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:06.82</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:18.606</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:18.607</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:18.608</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:18.609</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:37.094</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>8</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:37.096</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>17</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:37.097</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:46.202</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:46.203</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>9</td>
<td>82.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:46.204</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.1</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>2024-07-15T11:19:52.792</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>81.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:19:52.793</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>81.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:19:52.794</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>81.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:19:52.795</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>81.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:20:04.278</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>81.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:20:04.279</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>81.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:20:04.28</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>81.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:20:04.281</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>81.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:20:04.288</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>81.9</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:20:16.581</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>9</td>
<td>81.94</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:20:16.582</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>8</td>
<td>81.94</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:20:16.583</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>81.94</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:20:44.188</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>7</td>
<td>82</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:20:44.188</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>82.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:20:53.6</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>81.99</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:20:53.601</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>81.99</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:20:53.602</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>81.99</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:21:02.892</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>82.02</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:21:02.893</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.02</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:21:02.894</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.02</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:21:14.377</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:21:14.379</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:21:14.38</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:21:14.381</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:21:29.358</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:21:29.809</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:21:29.81</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:21:47.857</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>8</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:22:01.557</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:22:02.758</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:22:02.858</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:22:29.186</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>10</td>
<td>82.02</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:22:29.186</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:22:31.088</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:22:32.557</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:22:32.558</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:22:45.759</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:22:45.76</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:22:45.761</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:23:01.12</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:23:01.121</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:23:01.122</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:23:01.123</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:23:25.201</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:23:25.203</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>8</td>
<td>82.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:23:43.658</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.02</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:23:44.2</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:23:56.266</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:23:56.266</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>9</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:23:56.267</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:11.018</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:11.019</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:16.88</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:16.882</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:16.883</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:30.299</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:30.3</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:30.301</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:30.302</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:30.303</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:45.585</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:45.586</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:59.36</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:59.361</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:24:59.362</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:25:14.857</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.13</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:25:14.858</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>8</td>
<td>82.13</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:25:32.263</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:25:40.858</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:25:40.859</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:25:53.758</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:25:53.759</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.11</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:26:04.257</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:26:05.157</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:26:05.158</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:26:16.267</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:26:16.268</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:26:31.373</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:26:31.375</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>4</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:26:49.681</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:26:49.682</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:26:49.684</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:26:49.685</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:26:49.699</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:27:01.858</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>12</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:27:01.859</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:27:15.161</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:27:15.162</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:27:15.163</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>7</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:27:30.489</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:27:30.49</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:27:30.491</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:27:30.493</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:27:45.856</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>8</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:27:45.858</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>5</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:05.599</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:06.812</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:06.813</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>1</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:06.816</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:06.819</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:06.82</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:18.606</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:18.607</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:18.608</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:18.609</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:37.094</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>8</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:37.096</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>17</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:37.097</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>6</td>
<td>82.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:46.202</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>3</td>
<td>82.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:46.203</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>9</td>
<td>82.1</td>
<td>Aggressive</td>
</tr><tr>
<td>2024-07-15T11:28:46.204</td>
<td>SIM:CLQ4</td>
<td>Buy</td>
<td>2</td>
<td>82.1</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Average Total

82.05

Computed VWAP Slippage

-0.01

Computed Total Filled

425.00

Algo Model

UncertBands

Computed Liquidity Cost

0.00

Computed Drift

0.00

Computed Seconds Spent

0.00

Computed Volatility

0.00