SIM:ZNM5 | www.cqg.com

Algo Type

ArrivalPrice

Algo Symbol

SIM:ZNM5

Algo CQG Symbol

TYA

Date - Time

04/20/2025 - 18:18

Buy / Sell

Buy

Quantity

200

Arrival Price

111.1016

Average Total

111.1094

Destination Price

111.1016

Slippage

0.0078

Slippage Sweep

-0.0152

Sweep to Fill

111.1245

Algo Diagnostics

{ "customState": { "seconds_spent": { "asDouble": 63.685 }, "arrival_price": { "asDouble": 111.1015625 }, "slip_toler": { "asDouble": 0 }, "init_liq_cost": { "asDouble": 4.59375 }, "ready": { "asBool": true }, "total_vol": { "asDouble": 1.1630643129930358 }, "model_size": { "asDouble": 3 }, "impact_model": { "asInt32": 2 }, "sweep_residual": { "asDouble": 0 }, "total_filled": { "asInt32": 200 }, "economic_model": { "asInt32": 0 }, "slippage": { "asDouble": 0.0078125 }, "init_opt_t_minutes": { "asDouble": 47.33253781023026 }, "market_vwap": { "asDouble": 28.93997093023256 }, "curr_liq_cost": { "asDouble": 2.515625 }, "total_drift": { "asDouble": 0 }, "curr_half_min_move": { "asDouble": 0.003354670364603582 }, "algo_status": { "asInt32": 4 }, "curr_cost_per_share": { "asDouble": 0.012578125 }, "last_tactical_qty": { "asInt32": 3 }, "order_time_minutes": { "asDouble": 10 }, "destination_price": { "asDouble": 111.1015625 }, "curr_opt_t_minutes": { "asDouble": 10 }, "total_sent": { "asInt32": 200 }, "daily_vol_normal": { "asDouble": 0.3190957591320789 }, "init_cost_per_share": { "asDouble": 0.02296875 }, "worst_opt_t_minutes": { "asDouble": 1.0581974552327014 }, "n_kids": { "asInt32": 56 }, "slippage_vwap": { "asDouble": 82.16940406976744 }, "slippage_sweep": { "asDouble": -0.015156250000003979 }, "total_dollar": { "asDouble": 22221.875 }, "sweep_to_fill": { "asDouble": 111.12453125 }, "drift": { "asDouble": 0 }, "init_vol_normal": { "asDouble": 0.31756208576094536 }, "init_min_duration": { "asDouble": 0 }, "slippage_vwap_pct": { "asDouble": 73.95361918809051 }, "init_drift": { "asDouble": 0 }, "init_half_min_move": { "asDouble": 0.0033385467764333186 }, "avg_total": { "asDouble": 111.109375 } } }

Fills Array

Source URL

Optimistic

Computed diagnostics AP

algo_status: 4<br />arrival_price: 111.1015625<br />avg_total: 111.109375<br />curr_cost_per_share: 0.012578125<br />curr_half_min_move: 0.0033546703646036<br />curr_liq_cost: 2.515625<br />curr_opt_t_minutes: 10<br />daily_vol_normal: 0.31909575913208<br />destination_price: 111.1015625<br />drift: 0<br />economic_model: 0<br />has_mbo: <br />impact_model: 2<br />init_cost_per_share: 0.02296875<br />init_drift: 0<br />init_half_min_move: 0.0033385467764333<br />init_liq_cost: 4.59375<br />init_min_duration: 0<br />init_opt_t_minutes: 47.33253781023<br />init_vol_normal: 0.31756208576095<br />last_aggressive_qty: <br />last_tactical_qty: 3<br />level_tactical_limit: <br />mbo_max: <br />mbo_min: <br />model_size: 3<br />n_kids: 56<br />order_time_minutes: 10<br />pov_agg_limit: <br />ready: 1<br />seconds_spent: 63.685<br />slip_toler: 0<br />slippage: 0.0078125<br />slippage_sweep: -0.015156250000004<br />sweep_residual: 0<br />sweep_to_fill: 111.12453125<br />total_dollar: 22221.875<br />total_drift: 0<br />total_filled: 200<br />total_sent: 200<br />total_vol: 1.163064312993<br />worst_opt_t_minutes: 1.0581974552327

Computed diagnostics VWAP

aggressive_pct: <br />algo_status: 4<br />arrival_price: 111.1015625<br />avg_total: 111.109375<br />destination_price: 111.1015625<br />market_vwap: 28.939970930233<br />n_kids: 56<br />slippage: 0.0078125<br />slippage_vwap: 82.169404069767<br />slippage_vwap_pct: 73.953619188091<br />total_dollar: 22221.875<br />total_filled: 200<br />total_sent: 200

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>2025-04-20T18:17:08.718</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>1</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:08.718</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>1</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:08.718</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>1</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:12.357</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>1</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:12.357</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>2</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:12.357</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>1</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:14.044</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>20</td>
<td>111.109375</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-20T18:17:14.044</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>20</td>
<td>111.109375</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-20T18:17:18.772</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>11</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:18.773</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>6</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:18.773</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>5</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:18.773</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>5</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:27.412</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>1</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:27.412</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>4</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:33.119</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:33.119</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>4</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:33.119</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:33.119</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:33.119</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>4</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:33.119</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:34.422</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:37.361</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>1</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:37.361</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:37.362</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:38.412</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:45.012</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:45.012</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:45.012</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:45.012</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:45.012</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:45.012</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:46.263</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:46.263</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.143</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.143</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.143</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.143</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.143</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>2</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.143</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.143</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.143</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.143</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.143</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>2</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.143</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.143</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.143</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.531</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>2</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:02.512</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>5</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:02.512</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:04.412</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>1</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:04.412</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>2</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:13.169</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:13.17</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:13.17</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:13.17</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>2</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:13.17</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</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>2025-04-20T18:17:08.718</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>1</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:08.718</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>1</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:08.718</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>1</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:12.357</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>1</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:12.357</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>2</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:12.357</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>1</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:14.044</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>20</td>
<td>111.109375</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-20T18:17:14.044</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>20</td>
<td>111.109375</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-20T18:17:18.772</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>11</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:18.773</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>6</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:18.773</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>5</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:18.773</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>5</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:27.412</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>1</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:27.412</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>4</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:33.119</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:33.119</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>4</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:33.119</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:33.119</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:33.119</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>4</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:33.119</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:34.422</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:37.361</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>1</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:37.361</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:37.362</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:38.412</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:45.012</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:45.012</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:45.012</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:45.012</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:45.012</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:45.012</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:46.263</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:17:46.263</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.143</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.143</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.143</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.143</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.143</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>2</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.143</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.143</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.143</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.143</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.143</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>2</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.143</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.143</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.143</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:00.531</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>2</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:02.512</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>5</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:02.512</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:04.412</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>1</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:04.412</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>2</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:13.169</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:13.17</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:13.17</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:13.17</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>2</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-20T18:18:13.17</td>
<td>SIM:ZNM5</td>
<td>Buy</td>
<td>3</td>
<td>111.109375</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Average Total

111.11

Computed VWAP Slippage

82.17

Computed Total Filled

200.00

Algo Model

Optimistic

Computed Liquidity Cost

0.02

Computed Drift

0.00

Computed Seconds Spent

63.69

Computed Volatility

0.32