SIM:CLM5 | www.cqg.com

Algo Type

VWAP

Algo Symbol

SIM:CLM5

Algo CQG Symbol

CLE

Date - Time

05/04/2025 - 20:56

Buy / Sell

Buy

Quantity

500

Arrival Price

56.0050

Market VWAP

1043.2280

Destination Price

56.0650

Slippage

-987.1857

SlippagePct

-1761.5017

AggressivePct

0.0000

Algo Diagnostics

{ "customState": { "market_vwap": { "asDouble": 1043.2280210157633 }, "aggressive_pct": { "asDouble": 0 }, "n_kids": { "asInt32": 40 }, "impact_model": { "asInt32": 2 }, "algo_status": { "asInt32": 4 }, "total_sent": { "asInt32": 500 }, "seconds_spent": { "asDouble": 585.053 }, "avg_total": { "asDouble": 56.04228 }, "destination_price": { "asDouble": 56.065 }, "slippage_vwap": { "asDouble": -987.1857410157633 }, "slippage_vwap_pct": { "asDouble": -1761.5017465666338 }, "total_dollar": { "asDouble": 28021.14 }, "arrival_price": { "asDouble": 56.004999999999995 }, "total_filled": { "asInt32": 500 }, "slippage": { "asDouble": 0.037280000000002644 }, "last_tactical_qty": { "asInt32": 12 } } }

Fills Array

Source URL

Static

Computed diagnostics AP

algo_status: 4<br />arrival_price: 56.005<br />avg_total: 56.04228<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: 56.065<br />drift: <br />economic_model: <br />has_mbo: <br />impact_model: 2<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: 12<br />level_tactical_limit: <br />mbo_max: <br />mbo_min: <br />model_size: <br />n_kids: 40<br />order_time_minutes: <br />pov_agg_limit: <br />ready: <br />seconds_spent: 585.053<br />slip_toler: <br />slippage: 0.037280000000003<br />slippage_sweep: <br />sweep_residual: <br />sweep_to_fill: <br />total_dollar: 28021.14<br />total_drift: <br />total_filled: 500<br />total_sent: 500<br />total_vol: <br />worst_opt_t_minutes:

Computed diagnostics VWAP

aggressive_pct: 0<br />algo_status: 4<br />arrival_price: 56.005<br />avg_total: 56.04228<br />destination_price: 56.065<br />market_vwap: 1043.2280210158<br />n_kids: 40<br />slippage: 0.037280000000003<br />slippage_vwap: -987.18574101576<br />slippage_vwap_pct: -1761.5017465666<br />total_dollar: 28021.14<br />total_filled: 500<br />total_sent: 500

Computed Fills Array AP

<table class="table table-responsive table-condensed table-algo-analytics"><thead><tr><th class="active">Timestamp</th><th class="active">Security</th><th class="active">Side</th><th class="active">LastShares</th><th class="active">LastPrice</th><th class="active">Aggressor</th></tr></thead><tbody><tr>
<td>2025-05-04T20:50:51.985</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>5</td>
<td>56</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:50:51.985</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>8</td>
<td>55.99</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:50:37.603</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>8</td>
<td>56.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:50:37.603</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:50:21.782</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>1</td>
<td>56.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:50:21.782</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>10</td>
<td>56.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:50:21.782</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>2</td>
<td>56.02</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:50:06.657</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>10</td>
<td>56</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:50:06.657</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>2</td>
<td>55.99</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:49:51.622</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>6</td>
<td>56.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:49:51.622</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>7</td>
<td>56.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:49:38.034</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>10</td>
<td>56.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:49:38.033</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>2</td>
<td>56.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:49:21.845</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>8</td>
<td>56.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:49:21.845</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>5</td>
<td>56.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:49:07.157</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>10</td>
<td>56.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:49:07.157</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>2</td>
<td>56.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:48:52.122</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:48:52.122</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>9</td>
<td>56.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:48:37.513</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>12</td>
<td>56.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:48:21.892</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>11</td>
<td>56.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:48:21.892</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>2</td>
<td>56.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:48:06.608</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>6</td>
<td>56.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:48:06.608</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>6</td>
<td>56.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:47:52.612</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>6</td>
<td>56.02</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:47:52.612</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>7</td>
<td>56.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:47:36.599</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:47:36.599</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>8</td>
<td>56.02</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:47:22.19</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>9</td>
<td>56.02</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:47:22.19</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:47:14.678</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.02</td>
<td>Passive</td>
</tr><tr>
<td>2025-05-04T20:47:14.678</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.02</td>
<td>Passive</td>
</tr><tr>
<td>2025-05-04T20:47:14.678</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.02</td>
<td>Passive</td>
</tr><tr>
<td>2025-05-04T20:47:14.678</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>13</td>
<td>56.02</td>
<td>Passive</td>
</tr><tr>
<td>2025-05-04T20:47:14.678</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>2</td>
<td>56.02</td>
<td>Passive</td>
</tr><tr>
<td>2025-05-04T20:47:14.677</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.02</td>
<td>Passive</td>
</tr><tr>
<td>2025-05-04T20:47:14.677</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>6</td>
<td>56.02</td>
<td>Passive</td>
</tr><tr>
<td>2025-05-04T20:47:14.677</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>13</td>
<td>56.02</td>
<td>Passive</td>
</tr><tr>
<td>2025-05-04T20:47:14.677</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.02</td>
<td>Passive</td>
</tr><tr>
<td>2025-05-04T20:47:14.616</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>8</td>
<td>56.02</td>
<td>Passive</td>
</tr><tr>
<td>2025-05-04T20:47:14.616</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>11</td>
<td>56.02</td>
<td>Passive</td>
</tr><tr>
<td>2025-05-04T20:47:14.616</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>2</td>
<td>56.02</td>
<td>Passive</td>
</tr><tr>
<td>2025-05-04T20:47:14.616</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>2</td>
<td>56.02</td>
<td>Passive</td>
</tr><tr>
<td>2025-05-04T20:47:14.616</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>10</td>
<td>56.02</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:47:14.616</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>9</td>
<td>56.02</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:47:14.616</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:51:07.819</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>6</td>
<td>56.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:51:07.819</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>6</td>
<td>56.02</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:51:22.087</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>6</td>
<td>56.02</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:51:22.087</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>7</td>
<td>56.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:51:37.252</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>8</td>
<td>56.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:51:37.252</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:51:51.646</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>7</td>
<td>56.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:51:51.646</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>6</td>
<td>56.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:52:09.112</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>8</td>
<td>56.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:52:09.112</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:52:21.813</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>9</td>
<td>56.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:52:21.813</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:52:37.119</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:52:37.119</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>8</td>
<td>56.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:52:54.17</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>1</td>
<td>56.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:52:54.17</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>8</td>
<td>56.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:52:54.17</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:53:07.315</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>3</td>
<td>56.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:53:07.315</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>9</td>
<td>56.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:53:22.324</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>6</td>
<td>56.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:53:22.324</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>7</td>
<td>56.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:53:37.385</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>2</td>
<td>56.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:53:37.385</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>8</td>
<td>56.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:53:37.385</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>2</td>
<td>56.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:53:54.671</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>3</td>
<td>56.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:53:54.671</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>10</td>
<td>56.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:54:07.612</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>12</td>
<td>56.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:54:21.752</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>8</td>
<td>56.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:54:21.752</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>5</td>
<td>56.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:54:37.06</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>11</td>
<td>56.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:54:37.06</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>1</td>
<td>56.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:54:53.354</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>6</td>
<td>56.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:54:53.354</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>7</td>
<td>56.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:55:08.641</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>9</td>
<td>56.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:55:08.641</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>3</td>
<td>56.08</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>2025-05-04T20:50:51.985</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>5</td>
<td>56</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:50:51.985</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>8</td>
<td>55.99</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:50:37.603</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>8</td>
<td>56.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:50:37.603</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:50:21.782</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>1</td>
<td>56.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:50:21.782</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>10</td>
<td>56.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:50:21.782</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>2</td>
<td>56.02</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:50:06.657</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>10</td>
<td>56</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:50:06.657</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>2</td>
<td>55.99</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:49:51.622</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>6</td>
<td>56.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:49:51.622</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>7</td>
<td>56.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:49:38.034</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>10</td>
<td>56.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:49:38.033</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>2</td>
<td>56.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:49:21.845</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>8</td>
<td>56.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:49:21.845</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>5</td>
<td>56.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:49:07.157</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>10</td>
<td>56.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:49:07.157</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>2</td>
<td>56.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:48:52.122</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:48:52.122</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>9</td>
<td>56.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:48:37.513</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>12</td>
<td>56.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:48:21.892</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>11</td>
<td>56.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:48:21.892</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>2</td>
<td>56.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:48:06.608</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>6</td>
<td>56.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:48:06.608</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>6</td>
<td>56.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:47:52.612</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>6</td>
<td>56.02</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:47:52.612</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>7</td>
<td>56.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:47:36.599</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:47:36.599</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>8</td>
<td>56.02</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:47:22.19</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>9</td>
<td>56.02</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:47:22.19</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:47:14.678</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.02</td>
<td>Passive</td>
</tr><tr>
<td>2025-05-04T20:47:14.678</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.02</td>
<td>Passive</td>
</tr><tr>
<td>2025-05-04T20:47:14.678</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.02</td>
<td>Passive</td>
</tr><tr>
<td>2025-05-04T20:47:14.678</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>13</td>
<td>56.02</td>
<td>Passive</td>
</tr><tr>
<td>2025-05-04T20:47:14.678</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>2</td>
<td>56.02</td>
<td>Passive</td>
</tr><tr>
<td>2025-05-04T20:47:14.677</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.02</td>
<td>Passive</td>
</tr><tr>
<td>2025-05-04T20:47:14.677</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>6</td>
<td>56.02</td>
<td>Passive</td>
</tr><tr>
<td>2025-05-04T20:47:14.677</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>13</td>
<td>56.02</td>
<td>Passive</td>
</tr><tr>
<td>2025-05-04T20:47:14.677</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.02</td>
<td>Passive</td>
</tr><tr>
<td>2025-05-04T20:47:14.616</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>8</td>
<td>56.02</td>
<td>Passive</td>
</tr><tr>
<td>2025-05-04T20:47:14.616</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>11</td>
<td>56.02</td>
<td>Passive</td>
</tr><tr>
<td>2025-05-04T20:47:14.616</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>2</td>
<td>56.02</td>
<td>Passive</td>
</tr><tr>
<td>2025-05-04T20:47:14.616</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>2</td>
<td>56.02</td>
<td>Passive</td>
</tr><tr>
<td>2025-05-04T20:47:14.616</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>10</td>
<td>56.02</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:47:14.616</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>9</td>
<td>56.02</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:47:14.616</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:51:07.819</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>6</td>
<td>56.01</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:51:07.819</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>6</td>
<td>56.02</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:51:22.087</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>6</td>
<td>56.02</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:51:22.087</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>7</td>
<td>56.03</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:51:37.252</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>8</td>
<td>56.04</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:51:37.252</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:51:51.646</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>7</td>
<td>56.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:51:51.646</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>6</td>
<td>56.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:52:09.112</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>8</td>
<td>56.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:52:09.112</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:52:21.813</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>9</td>
<td>56.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:52:21.813</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:52:37.119</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:52:37.119</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>8</td>
<td>56.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:52:54.17</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>1</td>
<td>56.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:52:54.17</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>8</td>
<td>56.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:52:54.17</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>4</td>
<td>56.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:53:07.315</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>3</td>
<td>56.05</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:53:07.315</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>9</td>
<td>56.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:53:22.324</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>6</td>
<td>56.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:53:22.324</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>7</td>
<td>56.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:53:37.385</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>2</td>
<td>56.06</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:53:37.385</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>8</td>
<td>56.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:53:37.385</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>2</td>
<td>56.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:53:54.671</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>3</td>
<td>56.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:53:54.671</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>10</td>
<td>56.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:54:07.612</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>12</td>
<td>56.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:54:21.752</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>8</td>
<td>56.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:54:21.752</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>5</td>
<td>56.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:54:37.06</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>11</td>
<td>56.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:54:37.06</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>1</td>
<td>56.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:54:53.354</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>6</td>
<td>56.08</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:54:53.354</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>7</td>
<td>56.09</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:55:08.641</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>9</td>
<td>56.07</td>
<td>Aggressive</td>
</tr><tr>
<td>2025-05-04T20:55:08.641</td>
<td>SIM:CLM5</td>
<td>Buy</td>
<td>3</td>
<td>56.08</td>
<td>Aggressive</td>
</tr></tbody></table>

Computed Average Total

56.04

Computed VWAP Slippage

-987.19

Computed Total Filled

500.00

Algo Model

Static

Computed Liquidity Cost

0.00

Computed Drift

0.00

Computed Seconds Spent

585.05

Computed Volatility

0.00