SIM:ESM5 | www.cqg.com

Algo Type

ArrivalPrice

Algo Symbol

SIM:ESM5

Algo CQG Symbol

EP

Date - Time

04/27/2025 - 17:32

Buy / Sell

Buy

Quantity

50

Arrival Price

5533.8750

Average Total

5539.0000

Destination Price

5542.1250

Slippage

5.1250

Slippage Sweep

4.3714

Sweep to Fill

5534.6286

Algo Diagnostics

{ "customState": { "market_vwap": { "asDouble": 128905.1196143617 }, "init_liq_cost": { "asDouble": 26.375 }, "economic_model": { "asInt32": 0 }, "curr_half_min_move": { "asDouble": 0.12012773233167254 }, "slippage_vwap_pct": { "asDouble": -2227.2272903838543 }, "destination_price": { "asDouble": 5542.125 }, "curr_cost_per_share": { "asDouble": 0.7122093023255814 }, "slippage": { "asDouble": 5.125 }, "total_vol": { "asDouble": 11.426532497991023 }, "sweep_residual": { "asDouble": 15 }, "slippage_sweep": { "asDouble": 4.371428571428623 }, "last_tactical_qty": { "asInt32": 1 }, "impact_model": { "asInt32": 2 }, "avg_total": { "asDouble": 5539 }, "arrival_price": { "asDouble": 5533.875 }, "sweep_to_fill": { "asDouble": 5534.628571428571 }, "model_size": { "asDouble": 0 }, "init_vol_normal": { "asDouble": 11.426532497991023 }, "init_drift": { "asDouble": 0 }, "total_filled": { "asInt32": 50 }, "seconds_spent": { "asDouble": 586.097 }, "total_sent": { "asInt32": 50 }, "slip_toler": { "asDouble": 0 }, "init_opt_t_minutes": { "asDouble": 39.35159048739729 }, "init_cost_per_share": { "asDouble": 0.7535714285714286 }, "init_half_min_move": { "asDouble": 0.12012773233167254 }, "n_kids": { "asInt32": 50 }, "slippage_vwap": { "asDouble": -123366.1196143617 }, "drift": { "asDouble": -0.125 }, "total_dollar": { "asDouble": 276950 }, "daily_vol_normal": { "asDouble": 11.426532497991023 }, "curr_liq_cost": { "asDouble": 30.625 }, "algo_status": { "asInt32": 4 }, "total_drift": { "asDouble": -0.125 }, "init_min_duration": { "asDouble": 0 }, "order_time_minutes": { "asDouble": 10 }, "ready": { "asBool": true }, "worst_opt_t_minutes": { "asDouble": 10 }, "curr_opt_t_minutes": { "asDouble": 10 } } }

Fills Array

Source URL

Optimistic

Computed diagnostics AP

algo_status: 4<br />arrival_price: 5533.875<br />avg_total: 5539<br />curr_cost_per_share: 0.71220930232558<br />curr_half_min_move: 0.12012773233167<br />curr_liq_cost: 30.625<br />curr_opt_t_minutes: 10<br />daily_vol_normal: 11.426532497991<br />destination_price: 5542.125<br />drift: -0.125<br />economic_model: 0<br />has_mbo: <br />impact_model: 2<br />init_cost_per_share: 0.75357142857143<br />init_drift: 0<br />init_half_min_move: 0.12012773233167<br />init_liq_cost: 26.375<br />init_min_duration: 0<br />init_opt_t_minutes: 39.351590487397<br />init_vol_normal: 11.426532497991<br />last_aggressive_qty: <br />last_tactical_qty: 1<br />level_tactical_limit: <br />mbo_max: <br />mbo_min: <br />model_size: 0<br />n_kids: 50<br />order_time_minutes: 10<br />pov_agg_limit: <br />ready: 1<br />seconds_spent: 586.097<br />slip_toler: 0<br />slippage: 5.125<br />slippage_sweep: 4.3714285714286<br />sweep_residual: 15<br />sweep_to_fill: 5534.6285714286<br />total_dollar: 276950<br />total_drift: -0.125<br />total_filled: 50<br />total_sent: 50<br />total_vol: 11.426532497991<br />worst_opt_t_minutes: 10

Computed diagnostics VWAP

aggressive_pct: <br />algo_status: 4<br />arrival_price: 5533.875<br />avg_total: 5539<br />destination_price: 5542.125<br />market_vwap: 128905.11961436<br />n_kids: 50<br />slippage: 5.125<br />slippage_vwap: -123366.11961436<br />slippage_vwap_pct: -2227.2272903839<br />total_dollar: 276950<br />total_filled: 50<br />total_sent: 50

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>2025-04-27T17:21:20.312</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5534.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:21:30.207</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5534.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:21:39.412</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5535.25</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:21:48.517</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5535.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:21:58.754</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5535</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:22:28.389</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5535.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:22:34.727</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5535.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:22:34.727</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5535.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:22:38.281</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5536</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:22:48.952</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5535.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:22:58.316</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5536</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:23:11.729</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5536.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:23:20.317</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5536.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:23:48.212</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5535.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:23:50.936</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5535.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:23:53.345</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5536</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:24:04.231</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5536</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:24:14.456</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5538.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:24:27.625</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5537.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:24:38.862</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5537.5</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:25:12.112</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5539</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:25:14.735</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5538.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:25:14.735</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5538.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:25:24.462</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5539.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:25:36.613</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5540</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:25:48.615</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5539.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:26:01.212</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5539.5</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:26:14.796</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5539.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:26:26.396</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5539.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:26:39.126</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5540</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:26:51.888</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5540</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:27:06.139</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5540.25</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:27:17.558</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5541.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:27:30.883</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5541</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:27:43.933</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5542.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:28:02.654</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5541.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:28:11.74</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5541.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:28:24.328</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5541.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:28:39.048</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5541.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:28:51.72</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5542.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:29:05.838</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5542</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:29:19.412</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5542.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:29:33.565</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5542.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:29:51.45</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5543.25</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:30:01.813</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5543.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:30:16.913</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5542</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:30:36.113</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5541.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:31:06.216</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5542</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:31:06.216</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5542</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:31:11.012</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5542.25</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>2025-04-27T17:21:20.312</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5534.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:21:30.207</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5534.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:21:39.412</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5535.25</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:21:48.517</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5535.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:21:58.754</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5535</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:22:28.389</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5535.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:22:34.727</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5535.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:22:34.727</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5535.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:22:38.281</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5536</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:22:48.952</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5535.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:22:58.316</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5536</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:23:11.729</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5536.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:23:20.317</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5536.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:23:48.212</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5535.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:23:50.936</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5535.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:23:53.345</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5536</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:24:04.231</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5536</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:24:14.456</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5538.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:24:27.625</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5537.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:24:38.862</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5537.5</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:25:12.112</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5539</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:25:14.735</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5538.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:25:14.735</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5538.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:25:24.462</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5539.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:25:36.613</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5540</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:25:48.615</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5539.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:26:01.212</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5539.5</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:26:14.796</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5539.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:26:26.396</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5539.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:26:39.126</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5540</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:26:51.888</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5540</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:27:06.139</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5540.25</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:27:17.558</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5541.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:27:30.883</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5541</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:27:43.933</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5542.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:28:02.654</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5541.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:28:11.74</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5541.75</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:28:24.328</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5541.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:28:39.048</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5541.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:28:51.72</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5542.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:29:05.838</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5542</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:29:19.412</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5542.5</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:29:33.565</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5542.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:29:51.45</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5543.25</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:30:01.813</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5543.25</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-04-27T17:30:16.913</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5542</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:30:36.113</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5541.75</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:31:06.216</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5542</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:31:06.216</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5542</td>
<td>Passive</td>
</tr><tr>
<td>2025-04-27T17:31:11.012</td>
<td>SIM:ESM5</td>
<td>Buy</td>
<td>1</td>
<td>5542.25</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Average Total

5539.00

Computed VWAP Slippage

-123366.12

Computed Total Filled

50.00

Algo Model

Optimistic

Computed Liquidity Cost

0.75

Computed Drift

-0.13

Computed Seconds Spent

586.10

Computed Volatility

11.43