Arrival Price AI Analytics
CQG AI Algos
The Arrival Price Algorithm is driven by short-term realized volatility and drift signals as well as market-implied cost of liquidity to execute within a risk-optimized time horizon using trader-defined slippage expectations. Arrival Price is benchmarked against mid-market and sweep to fill (market order) metrics.
"Liquidity Cost, Volatility, and Drift" are the quantities used by the algorithm to compute a theoretically optimal Equilibrium Trading Horizon (White Paper). "Seconds spent" reflects the practical application of this horizon over simulated dynamic market conditions. A "fill stream" is also included to demonstrate the effects of the Market By Order Impact Model, which helps size order slices in a manner consistent with price-level population.
The graphs below illuminate the effects of these indicators on optimal execution horizon and therefore, performance results of hypothetical Arrival Price orders.
Impact Model: MBO
Payup Model: PayupAI
- Liquidity Cost:
- Implicit cost of liquidity per lot
- Volatility:
- Normal volatility in dollar terms
- Drift:
- Short-term directional drift
- Seconds Spent:
- Seconds spent in simulated execution
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.3250
Slippage Sweep
-0.5083
Arrival Price
5,284.0000
Average Total
5,283.6750
Destination Price
5,283.8750
Sweep to Fill
5,283.1667
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T17:47:20.91 | SIM:ESM5 | Sell | 1 | 5283.75 | Aggressive |
| 2025-04-20T17:47:23.008 | SIM:ESM5 | Sell | 2 | 5284 | Aggressive |
| 2025-04-20T17:47:23.973 | SIM:ESM5 | Sell | 1 | 5284 | Aggressive |
| 2025-04-20T17:47:26.927 | SIM:ESM5 | Sell | 1 | 5283.5 | Aggressive |
| 2025-04-20T17:47:28.843 | SIM:ESM5 | Sell | 2 | 5283.5 | Aggressive |
| 2025-04-20T17:47:29.012 | SIM:ESM5 | Sell | 1 | 5283.5 | Aggressive |
| 2025-04-20T17:47:34.594 | SIM:ESM5 | Sell | 1 | 5284 | Aggressive |
| 2025-04-20T17:47:38.842 | SIM:ESM5 | Sell | 1 | 5284 | Aggressive |
| 2025-04-20T17:47:38.843 | SIM:ESM5 | Sell | 1 | 5284 | Aggressive |
| 2025-04-20T17:47:41.312 | SIM:ESM5 | Sell | 1 | 5283.75 | Aggressive |
| 2025-04-20T17:47:43.227 | SIM:ESM5 | Sell | 1 | 5283.75 | Aggressive |
| 2025-04-20T17:47:45.374 | SIM:ESM5 | Sell | 1 | 5283.75 | Aggressive |
| 2025-04-20T17:47:46.175 | SIM:ESM5 | Sell | 3 | 5283.5 | Aggressive |
| 2025-04-20T17:47:46.175 | SIM:ESM5 | Sell | 1 | 5283.25 | Aggressive |
| 2025-04-20T17:47:47.42 | SIM:ESM5 | Sell | 1 | 5283.5 | Aggressive |
| 2025-04-20T17:47:52.344 | SIM:ESM5 | Sell | 1 | 5283.5 | Passive |
| 2025-04-20T17:47:52.344 | SIM:ESM5 | Sell | 1 | 5283.5 | Passive |
| 2025-04-20T17:47:54.312 | SIM:ESM5 | Sell | 1 | 5283.25 | Aggressive |
| 2025-04-20T17:47:54.312 | SIM:ESM5 | Sell | 1 | 5283.25 | Aggressive |
| 2025-04-20T17:47:55.313 | SIM:ESM5 | Sell | 1 | 5283.5 | Aggressive |
| 2025-04-20T17:48:07.349 | SIM:ESM5 | Sell | 1 | 5283.75 | Aggressive |
| 2025-04-20T17:48:10.902 | SIM:ESM5 | Sell | 1 | 5283.75 | Aggressive |
| 2025-04-20T17:48:12.744 | SIM:ESM5 | Sell | 2 | 5284 | Aggressive |
| 2025-04-20T17:48:12.744 | SIM:ESM5 | Sell | 3 | 5283.75 | Aggressive |
| 2025-04-20T17:48:20.903 | SIM:ESM5 | Sell | 3 | 5283.75 | Aggressive |
| 2025-04-20T17:48:20.903 | SIM:ESM5 | Sell | 1 | 5283.75 | Aggressive |
| 2025-04-20T17:48:22.895 | SIM:ESM5 | Sell | 3 | 5283.75 | Aggressive |
| 2025-04-20T17:48:22.895 | SIM:ESM5 | Sell | 1 | 5283.75 | Passive |
| 2025-04-20T17:48:23.374 | SIM:ESM5 | Sell | 1 | 5283.75 | Aggressive |
| 2025-04-20T17:48:23.374 | SIM:ESM5 | Sell | 1 | 5283.75 | Aggressive |
| 2025-04-20T17:48:25.492 | SIM:ESM5 | Sell | 4 | 5283.5 | Aggressive |
| 2025-04-20T17:48:25.492 | SIM:ESM5 | Sell | 2 | 5283.5 | Passive |
| 2025-04-20T17:48:26.612 | SIM:ESM5 | Sell | 1 | 5283.75 | Passive |
| 2025-04-20T17:48:26.612 | SIM:ESM5 | Sell | 1 | 5283.75 | Passive |
| 2025-04-20T17:48:31.774 | SIM:ESM5 | Sell | 1 | 5283.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.6650
Slippage Sweep
0.1350
Arrival Price
5,282.5000
Average Total
5,283.1650
Destination Price
5,283.3750
Sweep to Fill
5,283.0300
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T17:46:04.294 | SIM:ESM5 | Buy | 1 | 5282.75 | Aggressive |
| 2025-04-20T17:46:04.44 | SIM:ESM5 | Buy | 1 | 5282.25 | Aggressive |
| 2025-04-20T17:46:07.011 | SIM:ESM5 | Buy | 1 | 5282.5 | Aggressive |
| 2025-04-20T17:46:07.452 | SIM:ESM5 | Buy | 1 | 5282.75 | Aggressive |
| 2025-04-20T17:46:07.452 | SIM:ESM5 | Buy | 1 | 5282.75 | Aggressive |
| 2025-04-20T17:46:08.423 | SIM:ESM5 | Buy | 1 | 5282.75 | Aggressive |
| 2025-04-20T17:46:09.573 | SIM:ESM5 | Buy | 2 | 5282.75 | Aggressive |
| 2025-04-20T17:46:11.575 | SIM:ESM5 | Buy | 1 | 5282.75 | Aggressive |
| 2025-04-20T17:46:11.575 | SIM:ESM5 | Buy | 1 | 5282.75 | Aggressive |
| 2025-04-20T17:46:12.516 | SIM:ESM5 | Buy | 1 | 5282.75 | Aggressive |
| 2025-04-20T17:46:14.584 | SIM:ESM5 | Buy | 1 | 5282.75 | Aggressive |
| 2025-04-20T17:46:14.584 | SIM:ESM5 | Buy | 1 | 5282.75 | Aggressive |
| 2025-04-20T17:46:15.605 | SIM:ESM5 | Buy | 1 | 5282.75 | Aggressive |
| 2025-04-20T17:46:17.404 | SIM:ESM5 | Buy | 11 | 5283 | Aggressive |
| 2025-04-20T17:46:18.543 | SIM:ESM5 | Buy | 7 | 5283.5 | Aggressive |
| 2025-04-20T17:46:19.012 | SIM:ESM5 | Buy | 4 | 5283.5 | Aggressive |
| 2025-04-20T17:46:20.412 | SIM:ESM5 | Buy | 4 | 5283.5 | Aggressive |
| 2025-04-20T17:46:26.999 | SIM:ESM5 | Buy | 3 | 5283.5 | Aggressive |
| 2025-04-20T17:46:26.999 | SIM:ESM5 | Buy | 2 | 5283.5 | Aggressive |
| 2025-04-20T17:46:26.999 | SIM:ESM5 | Buy | 1 | 5283.5 | Aggressive |
| 2025-04-20T17:46:27.053 | SIM:ESM5 | Buy | 3 | 5283.5 | Aggressive |
| 2025-04-20T17:46:27.053 | SIM:ESM5 | Buy | 1 | 5283.5 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.4400
Slippage Sweep
-1.2000
Arrival Price
5,280.8750
Average Total
5,281.3150
Destination Price
5,281.7500
Sweep to Fill
5,280.1150
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T17:44:08.477 | SIM:ESM5 | Sell | 1 | 5280.75 | Aggressive |
| 2025-04-20T17:44:10.944 | SIM:ESM5 | Sell | 2 | 5281.25 | Aggressive |
| 2025-04-20T17:44:10.945 | SIM:ESM5 | Sell | 1 | 5281 | Aggressive |
| 2025-04-20T17:44:11.364 | SIM:ESM5 | Sell | 2 | 5281.5 | Aggressive |
| 2025-04-20T17:44:11.364 | SIM:ESM5 | Sell | 5 | 5281.25 | Aggressive |
| 2025-04-20T17:44:11.364 | SIM:ESM5 | Sell | 1 | 5281 | Aggressive |
| 2025-04-20T17:44:16.812 | SIM:ESM5 | Sell | 1 | 5281.5 | Aggressive |
| 2025-04-20T17:44:16.812 | SIM:ESM5 | Sell | 5 | 5281.25 | Aggressive |
| 2025-04-20T17:44:16.812 | SIM:ESM5 | Sell | 2 | 5281 | Aggressive |
| 2025-04-20T17:44:16.812 | SIM:ESM5 | Sell | 3 | 5281 | Aggressive |
| 2025-04-20T17:44:16.812 | SIM:ESM5 | Sell | 1 | 5281.5 | Aggressive |
| 2025-04-20T17:44:16.812 | SIM:ESM5 | Sell | 4 | 5281.25 | Aggressive |
| 2025-04-20T17:44:17.632 | SIM:ESM5 | Sell | 3 | 5281.5 | Aggressive |
| 2025-04-20T17:44:17.632 | SIM:ESM5 | Sell | 4 | 5281.25 | Aggressive |
| 2025-04-20T17:44:19.052 | SIM:ESM5 | Sell | 4 | 5281.5 | Aggressive |
| 2025-04-20T17:44:19.052 | SIM:ESM5 | Sell | 1 | 5281.5 | Passive |
| 2025-04-20T17:44:20.793 | SIM:ESM5 | Sell | 4 | 5281.5 | Aggressive |
| 2025-04-20T17:44:20.793 | SIM:ESM5 | Sell | 1 | 5281.5 | Passive |
| 2025-04-20T17:44:20.793 | SIM:ESM5 | Sell | 2 | 5281.5 | Passive |
| 2025-04-20T17:44:20.797 | SIM:ESM5 | Sell | 2 | 5281.5 | Aggressive |
| 2025-04-20T17:44:20.797 | SIM:ESM5 | Sell | 1 | 5281.5 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.7350
Slippage Sweep
-1.4462
Arrival Price
5,282.3750
Average Total
5,281.6400
Destination Price
5,281.7500
Sweep to Fill
5,283.0862
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T17:41:58.792 | SIM:ESM5 | Buy | 1 | 5282.25 | Aggressive |
| 2025-04-20T17:42:00.34 | SIM:ESM5 | Buy | 1 | 5281.75 | Aggressive |
| 2025-04-20T17:42:00.34 | SIM:ESM5 | Buy | 1 | 5282 | Aggressive |
| 2025-04-20T17:42:00.83 | SIM:ESM5 | Buy | 9 | 5281.75 | Aggressive |
| 2025-04-20T17:42:01.257 | SIM:ESM5 | Buy | 1 | 5281.5 | Aggressive |
| 2025-04-20T17:42:01.257 | SIM:ESM5 | Buy | 2 | 5281.75 | Aggressive |
| 2025-04-20T17:42:06.888 | SIM:ESM5 | Buy | 3 | 5281.75 | Aggressive |
| 2025-04-20T17:42:09.659 | SIM:ESM5 | Buy | 1 | 5281.25 | Passive |
| 2025-04-20T17:42:09.659 | SIM:ESM5 | Buy | 1 | 5281.25 | Passive |
| 2025-04-20T17:42:09.659 | SIM:ESM5 | Buy | 1 | 5281.25 | Passive |
| 2025-04-20T17:42:09.894 | SIM:ESM5 | Buy | 2 | 5281.25 | Aggressive |
| 2025-04-20T17:42:09.894 | SIM:ESM5 | Buy | 1 | 5281.5 | Aggressive |
| 2025-04-20T17:42:11.006 | SIM:ESM5 | Buy | 3 | 5281.25 | Aggressive |
| 2025-04-20T17:42:11.006 | SIM:ESM5 | Buy | 1 | 5281.25 | Passive |
| 2025-04-20T17:42:11.904 | SIM:ESM5 | Buy | 3 | 5281.5 | Aggressive |
| 2025-04-20T17:42:13.177 | SIM:ESM5 | Buy | 2 | 5281.5 | Aggressive |
| 2025-04-20T17:42:13.177 | SIM:ESM5 | Buy | 1 | 5281.75 | Aggressive |
| 2025-04-20T17:42:14.524 | SIM:ESM5 | Buy | 2 | 5281.5 | Aggressive |
| 2025-04-20T17:42:14.524 | SIM:ESM5 | Buy | 1 | 5281.75 | Aggressive |
| 2025-04-20T17:42:14.947 | SIM:ESM5 | Buy | 2 | 5281.5 | Aggressive |
| 2025-04-20T17:42:16.031 | SIM:ESM5 | Buy | 5 | 5281.75 | Aggressive |
| 2025-04-20T17:42:16.031 | SIM:ESM5 | Buy | 2 | 5281.75 | Passive |
| 2025-04-20T17:43:06.491 | SIM:ESM5 | Buy | 2 | 5282 | Aggressive |
| 2025-04-20T17:43:07.596 | SIM:ESM5 | Buy | 2 | 5282 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.8200
Slippage Sweep
0.0889
Arrival Price
5,285.3750
Average Total
5,284.5550
Destination Price
5,284.5000
Sweep to Fill
5,284.6439
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T17:40:17.47 | SIM:ESM5 | Sell | 1 | 5285 | Aggressive |
| 2025-04-20T17:40:20.578 | SIM:ESM5 | Sell | 1 | 5285 | Aggressive |
| 2025-04-20T17:40:20.578 | SIM:ESM5 | Sell | 1 | 5285 | Aggressive |
| 2025-04-20T17:40:22.612 | SIM:ESM5 | Sell | 2 | 5284.75 | Aggressive |
| 2025-04-20T17:40:23.521 | SIM:ESM5 | Sell | 1 | 5285 | Aggressive |
| 2025-04-20T17:40:24.44 | SIM:ESM5 | Sell | 2 | 5285 | Aggressive |
| 2025-04-20T17:40:27.976 | SIM:ESM5 | Sell | 1 | 5284.75 | Aggressive |
| 2025-04-20T17:40:27.976 | SIM:ESM5 | Sell | 2 | 5284.75 | Aggressive |
| 2025-04-20T17:40:28.942 | SIM:ESM5 | Sell | 1 | 5284.75 | Aggressive |
| 2025-04-20T17:40:31.759 | SIM:ESM5 | Sell | 1 | 5284.75 | Aggressive |
| 2025-04-20T17:40:31.759 | SIM:ESM5 | Sell | 1 | 5284.75 | Aggressive |
| 2025-04-20T17:40:31.759 | SIM:ESM5 | Sell | 1 | 5284.75 | Aggressive |
| 2025-04-20T17:40:32.512 | SIM:ESM5 | Sell | 6 | 5284.5 | Aggressive |
| 2025-04-20T17:40:32.512 | SIM:ESM5 | Sell | 1 | 5284.5 | Aggressive |
| 2025-04-20T17:40:32.512 | SIM:ESM5 | Sell | 2 | 5284.5 | Passive |
| 2025-04-20T17:40:33.699 | SIM:ESM5 | Sell | 4 | 5284.5 | Aggressive |
| 2025-04-20T17:40:33.699 | SIM:ESM5 | Sell | 3 | 5284.5 | Aggressive |
| 2025-04-20T17:40:34.519 | SIM:ESM5 | Sell | 1 | 5284.5 | Aggressive |
| 2025-04-20T17:40:38.672 | SIM:ESM5 | Sell | 1 | 5284.5 | Aggressive |
| 2025-04-20T17:40:40.941 | SIM:ESM5 | Sell | 5 | 5284.5 | Aggressive |
| 2025-04-20T17:40:40.941 | SIM:ESM5 | Sell | 1 | 5284.5 | Passive |
| 2025-04-20T17:40:41.776 | SIM:ESM5 | Sell | 1 | 5284.5 | Aggressive |
| 2025-04-20T17:40:45.641 | SIM:ESM5 | Sell | 5 | 5284.25 | Aggressive |
| 2025-04-20T17:40:46.813 | SIM:ESM5 | Sell | 1 | 5284.25 | Aggressive |
| 2025-04-20T17:40:46.813 | SIM:ESM5 | Sell | 1 | 5284.25 | Aggressive |
| 2025-04-20T17:40:47.925 | SIM:ESM5 | Sell | 3 | 5284.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.5700
Slippage Sweep
0.0150
Arrival Price
5,286.3750
Average Total
5,286.9450
Destination Price
5,286.7500
Sweep to Fill
5,286.9300
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T17:38:36.459 | SIM:ESM5 | Buy | 1 | 5286.5 | Aggressive |
| 2025-04-20T17:38:38.024 | SIM:ESM5 | Buy | 1 | 5286.5 | Aggressive |
| 2025-04-20T17:38:38.337 | SIM:ESM5 | Buy | 1 | 5286.5 | Aggressive |
| 2025-04-20T17:38:39.35 | SIM:ESM5 | Buy | 1 | 5286 | Aggressive |
| 2025-04-20T17:38:42.412 | SIM:ESM5 | Buy | 1 | 5286.25 | Passive |
| 2025-04-20T17:38:42.412 | SIM:ESM5 | Buy | 1 | 5286.25 | Passive |
| 2025-04-20T17:38:43.452 | SIM:ESM5 | Buy | 1 | 5286.25 | Passive |
| 2025-04-20T17:38:45.223 | SIM:ESM5 | Buy | 1 | 5286.25 | Aggressive |
| 2025-04-20T17:38:45.769 | SIM:ESM5 | Buy | 1 | 5286.25 | Aggressive |
| 2025-04-20T17:38:46.55 | SIM:ESM5 | Buy | 2 | 5286.5 | Aggressive |
| 2025-04-20T17:38:50.091 | SIM:ESM5 | Buy | 1 | 5286.5 | Aggressive |
| 2025-04-20T17:38:50.091 | SIM:ESM5 | Buy | 1 | 5286.5 | Aggressive |
| 2025-04-20T17:38:50.091 | SIM:ESM5 | Buy | 1 | 5286.5 | Aggressive |
| 2025-04-20T17:38:50.934 | SIM:ESM5 | Buy | 1 | 5286.5 | Aggressive |
| 2025-04-20T17:38:51.612 | SIM:ESM5 | Buy | 1 | 5286.5 | Aggressive |
| 2025-04-20T17:38:54.412 | SIM:ESM5 | Buy | 2 | 5287.25 | Aggressive |
| 2025-04-20T17:38:54.412 | SIM:ESM5 | Buy | 1 | 5287.25 | Aggressive |
| 2025-04-20T17:38:55.78 | SIM:ESM5 | Buy | 2 | 5287.5 | Aggressive |
| 2025-04-20T17:38:55.781 | SIM:ESM5 | Buy | 2 | 5287.75 | Aggressive |
| 2025-04-20T17:38:56.47 | SIM:ESM5 | Buy | 5 | 5287.5 | Aggressive |
| 2025-04-20T17:38:56.47 | SIM:ESM5 | Buy | 2 | 5287.5 | Passive |
| 2025-04-20T17:39:04.791 | SIM:ESM5 | Buy | 1 | 5287.25 | Aggressive |
| 2025-04-20T17:39:10.07 | SIM:ESM5 | Buy | 2 | 5287 | Aggressive |
| 2025-04-20T17:39:10.07 | SIM:ESM5 | Buy | 2 | 5287 | Aggressive |
| 2025-04-20T17:39:12.25 | SIM:ESM5 | Buy | 1 | 5287 | Aggressive |
| 2025-04-20T17:39:25.701 | SIM:ESM5 | Buy | 4 | 5287 | Aggressive |
| 2025-04-20T17:39:27.391 | SIM:ESM5 | Buy | 4 | 5287 | Aggressive |
| 2025-04-20T17:39:27.793 | SIM:ESM5 | Buy | 4 | 5287 | Aggressive |
| 2025-04-20T17:39:29.197 | SIM:ESM5 | Buy | 2 | 5287 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.6900
Slippage Sweep
-0.0554
Arrival Price
5,285.8750
Average Total
5,285.1850
Destination Price
5,285.0000
Sweep to Fill
5,285.1296
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T17:37:06.522 | SIM:ESM5 | Sell | 1 | 5285.5 | Aggressive |
| 2025-04-20T17:37:09.344 | SIM:ESM5 | Sell | 1 | 5285.75 | Aggressive |
| 2025-04-20T17:37:11.156 | SIM:ESM5 | Sell | 1 | 5285.75 | Aggressive |
| 2025-04-20T17:37:12.296 | SIM:ESM5 | Sell | 1 | 5285.75 | Aggressive |
| 2025-04-20T17:37:13.671 | SIM:ESM5 | Sell | 1 | 5286 | Aggressive |
| 2025-04-20T17:37:13.671 | SIM:ESM5 | Sell | 1 | 5285.75 | Aggressive |
| 2025-04-20T17:37:15.085 | SIM:ESM5 | Sell | 2 | 5286.25 | Aggressive |
| 2025-04-20T17:37:15.085 | SIM:ESM5 | Sell | 4 | 5286 | Aggressive |
| 2025-04-20T17:37:15.831 | SIM:ESM5 | Sell | 2 | 5286.25 | Aggressive |
| 2025-04-20T17:37:15.831 | SIM:ESM5 | Sell | 3 | 5286 | Aggressive |
| 2025-04-20T17:37:26.759 | SIM:ESM5 | Sell | 2 | 5285.25 | Aggressive |
| 2025-04-20T17:37:28.003 | SIM:ESM5 | Sell | 6 | 5284.75 | Aggressive |
| 2025-04-20T17:37:28.003 | SIM:ESM5 | Sell | 3 | 5284.75 | Passive |
| 2025-04-20T17:37:28.812 | SIM:ESM5 | Sell | 6 | 5284.75 | Aggressive |
| 2025-04-20T17:37:28.812 | SIM:ESM5 | Sell | 3 | 5284.75 | Aggressive |
| 2025-04-20T17:37:31.46 | SIM:ESM5 | Sell | 6 | 5284.75 | Aggressive |
| 2025-04-20T17:37:31.46 | SIM:ESM5 | Sell | 3 | 5284.75 | Passive |
| 2025-04-20T17:37:31.46 | SIM:ESM5 | Sell | 1 | 5284.75 | Passive |
| 2025-04-20T17:37:31.46 | SIM:ESM5 | Sell | 2 | 5284.75 | Passive |
| 2025-04-20T17:37:32.682 | SIM:ESM5 | Sell | 1 | 5284.75 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.2500
Slippage Sweep
-0.9167
Arrival Price
5,285.1250
Average Total
5,284.8750
Destination Price
5,284.5000
Sweep to Fill
5,285.7917
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T17:36:17.868 | SIM:ESM5 | Buy | 1 | 5285.25 | Aggressive |
| 2025-04-20T17:36:19.857 | SIM:ESM5 | Buy | 1 | 5285.5 | Aggressive |
| 2025-04-20T17:36:20.773 | SIM:ESM5 | Buy | 1 | 5285.5 | Aggressive |
| 2025-04-20T17:36:23.593 | SIM:ESM5 | Buy | 1 | 5285 | Aggressive |
| 2025-04-20T17:36:23.828 | SIM:ESM5 | Buy | 1 | 5285 | Aggressive |
| 2025-04-20T17:36:24.852 | SIM:ESM5 | Buy | 3 | 5284.75 | Aggressive |
| 2025-04-20T17:36:24.852 | SIM:ESM5 | Buy | 1 | 5285 | Aggressive |
| 2025-04-20T17:36:26.853 | SIM:ESM5 | Buy | 1 | 5285.5 | Aggressive |
| 2025-04-20T17:36:27.838 | SIM:ESM5 | Buy | 1 | 5285.5 | Aggressive |
| 2025-04-20T17:36:36.068 | SIM:ESM5 | Buy | 1 | 5285 | Aggressive |
| 2025-04-20T17:36:38.471 | SIM:ESM5 | Buy | 1 | 5285 | Aggressive |
| 2025-04-20T17:36:39.338 | SIM:ESM5 | Buy | 5 | 5284.75 | Aggressive |
| 2025-04-20T17:36:39.338 | SIM:ESM5 | Buy | 2 | 5285 | Aggressive |
| 2025-04-20T17:36:40.039 | SIM:ESM5 | Buy | 4 | 5284.75 | Aggressive |
| 2025-04-20T17:36:40.039 | SIM:ESM5 | Buy | 1 | 5284.75 | Passive |
| 2025-04-20T17:36:41.831 | SIM:ESM5 | Buy | 4 | 5284.75 | Aggressive |
| 2025-04-20T17:36:41.831 | SIM:ESM5 | Buy | 2 | 5284.75 | Aggressive |
| 2025-04-20T17:36:42.112 | SIM:ESM5 | Buy | 4 | 5284.75 | Aggressive |
| 2025-04-20T17:36:42.112 | SIM:ESM5 | Buy | 2 | 5284.75 | Passive |
| 2025-04-20T17:36:43.872 | SIM:ESM5 | Buy | 3 | 5284.75 | Aggressive |
| 2025-04-20T17:36:43.872 | SIM:ESM5 | Buy | 2 | 5285 | Aggressive |
| 2025-04-20T17:36:44.952 | SIM:ESM5 | Buy | 3 | 5284.75 | Aggressive |
| 2025-04-20T17:36:44.952 | SIM:ESM5 | Buy | 2 | 5285 | Aggressive |
| 2025-04-20T17:36:45.112 | SIM:ESM5 | Buy | 3 | 5284.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.9900
Slippage Sweep
0.2074
Arrival Price
5,287.7500
Average Total
5,286.7600
Destination Price
5,286.7500
Sweep to Fill
5,286.9674
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T17:34:56.571 | SIM:ESM5 | Sell | 1 | 5287.5 | Aggressive |
| 2025-04-20T17:34:58.753 | SIM:ESM5 | Sell | 1 | 5287 | Aggressive |
| 2025-04-20T17:34:59.585 | SIM:ESM5 | Sell | 2 | 5287 | Aggressive |
| 2025-04-20T17:34:59.585 | SIM:ESM5 | Sell | 1 | 5286.75 | Aggressive |
| 2025-04-20T17:35:00.758 | SIM:ESM5 | Sell | 1 | 5287 | Aggressive |
| 2025-04-20T17:35:01.786 | SIM:ESM5 | Sell | 2 | 5287 | Aggressive |
| 2025-04-20T17:35:02.751 | SIM:ESM5 | Sell | 2 | 5287 | Aggressive |
| 2025-04-20T17:35:03.752 | SIM:ESM5 | Sell | 2 | 5286.75 | Aggressive |
| 2025-04-20T17:35:03.752 | SIM:ESM5 | Sell | 1 | 5286.5 | Aggressive |
| 2025-04-20T17:35:04.572 | SIM:ESM5 | Sell | 2 | 5286.75 | Aggressive |
| 2025-04-20T17:35:04.572 | SIM:ESM5 | Sell | 1 | 5286.5 | Aggressive |
| 2025-04-20T17:35:08.747 | SIM:ESM5 | Sell | 2 | 5287 | Aggressive |
| 2025-04-20T17:35:09.958 | SIM:ESM5 | Sell | 1 | 5287 | Aggressive |
| 2025-04-20T17:35:15 | SIM:ESM5 | Sell | 1 | 5287 | Aggressive |
| 2025-04-20T17:35:15 | SIM:ESM5 | Sell | 1 | 5286.75 | Aggressive |
| 2025-04-20T17:35:15 | SIM:ESM5 | Sell | 1 | 5287 | Aggressive |
| 2025-04-20T17:35:15 | SIM:ESM5 | Sell | 1 | 5287 | Passive |
| 2025-04-20T17:35:17.622 | SIM:ESM5 | Sell | 1 | 5287 | Passive |
| 2025-04-20T17:35:20.872 | SIM:ESM5 | Sell | 1 | 5287 | Aggressive |
| 2025-04-20T17:35:20.872 | SIM:ESM5 | Sell | 1 | 5287 | Passive |
| 2025-04-20T17:35:21.812 | SIM:ESM5 | Sell | 1 | 5287 | Aggressive |
| 2025-04-20T17:35:24.94 | SIM:ESM5 | Sell | 1 | 5287 | Aggressive |
| 2025-04-20T17:35:24.94 | SIM:ESM5 | Sell | 1 | 5287 | Aggressive |
| 2025-04-20T17:35:27.143 | SIM:ESM5 | Sell | 2 | 5286.75 | Aggressive |
| 2025-04-20T17:35:27.143 | SIM:ESM5 | Sell | 1 | 5286.5 | Aggressive |
| 2025-04-20T17:35:27.143 | SIM:ESM5 | Sell | 3 | 5286.5 | Aggressive |
| 2025-04-20T17:35:28.212 | SIM:ESM5 | Sell | 4 | 5286.5 | Aggressive |
| 2025-04-20T17:35:28.212 | SIM:ESM5 | Sell | 1 | 5286.5 | Aggressive |
| 2025-04-20T17:35:28.922 | SIM:ESM5 | Sell | 4 | 5286.5 | Aggressive |
| 2025-04-20T17:35:28.922 | SIM:ESM5 | Sell | 1 | 5286.5 | Passive |
| 2025-04-20T17:35:30.249 | SIM:ESM5 | Sell | 4 | 5286.5 | Aggressive |
| 2025-04-20T17:35:30.25 | SIM:ESM5 | Sell | 1 | 5286.5 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.0600
Slippage Sweep
-0.7778
Arrival Price
5,287.2500
Average Total
5,287.3100
Destination Price
5,286.6250
Sweep to Fill
5,288.0878
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T17:33:29.212 | SIM:ESM5 | Buy | 1 | 5287.25 | Aggressive |
| 2025-04-20T17:33:32.939 | SIM:ESM5 | Buy | 1 | 5287.25 | Aggressive |
| 2025-04-20T17:33:32.939 | SIM:ESM5 | Buy | 1 | 5287.25 | Aggressive |
| 2025-04-20T17:33:35.364 | SIM:ESM5 | Buy | 1 | 5287.5 | Aggressive |
| 2025-04-20T17:33:37.067 | SIM:ESM5 | Buy | 1 | 5287.5 | Aggressive |
| 2025-04-20T17:33:42.079 | SIM:ESM5 | Buy | 1 | 5287.5 | Aggressive |
| 2025-04-20T17:33:49.754 | SIM:ESM5 | Buy | 1 | 5287.5 | Aggressive |
| 2025-04-20T17:33:49.754 | SIM:ESM5 | Buy | 1 | 5287.5 | Passive |
| 2025-04-20T17:33:49.754 | SIM:ESM5 | Buy | 1 | 5287.5 | Passive |
| 2025-04-20T17:33:49.754 | SIM:ESM5 | Buy | 1 | 5287.5 | Passive |
| 2025-04-20T17:33:49.755 | SIM:ESM5 | Buy | 1 | 5287.5 | Passive |
| 2025-04-20T17:33:50.119 | SIM:ESM5 | Buy | 3 | 5287.75 | Aggressive |
| 2025-04-20T17:33:50.119 | SIM:ESM5 | Buy | 3 | 5287.75 | Aggressive |
| 2025-04-20T17:34:04.012 | SIM:ESM5 | Buy | 1 | 5287.25 | Aggressive |
| 2025-04-20T17:34:05.142 | SIM:ESM5 | Buy | 1 | 5287.25 | Aggressive |
| 2025-04-20T17:34:09.935 | SIM:ESM5 | Buy | 2 | 5287.25 | Aggressive |
| 2025-04-20T17:34:11.429 | SIM:ESM5 | Buy | 1 | 5287.25 | Aggressive |
| 2025-04-20T17:34:11.429 | SIM:ESM5 | Buy | 2 | 5287.25 | Aggressive |
| 2025-04-20T17:34:15.267 | SIM:ESM5 | Buy | 1 | 5287 | Aggressive |
| 2025-04-20T17:34:15.267 | SIM:ESM5 | Buy | 2 | 5287.25 | Aggressive |
| 2025-04-20T17:34:23.812 | SIM:ESM5 | Buy | 2 | 5287.5 | Aggressive |
| 2025-04-20T17:34:29.337 | SIM:ESM5 | Buy | 1 | 5287 | Aggressive |
| 2025-04-20T17:34:30.353 | SIM:ESM5 | Buy | 2 | 5287 | Aggressive |
| 2025-04-20T17:34:30.353 | SIM:ESM5 | Buy | 4 | 5287.25 | Aggressive |
| 2025-04-20T17:34:30.353 | SIM:ESM5 | Buy | 3 | 5287.5 | Aggressive |
| 2025-04-20T17:34:32.512 | SIM:ESM5 | Buy | 1 | 5286.75 | Aggressive |
| 2025-04-20T17:34:32.512 | SIM:ESM5 | Buy | 3 | 5287 | Aggressive |
| 2025-04-20T17:34:32.512 | SIM:ESM5 | Buy | 3 | 5287.25 | Aggressive |
| 2025-04-20T17:34:32.512 | SIM:ESM5 | Buy | 2 | 5287 | Passive |
| 2025-04-20T17:34:32.513 | SIM:ESM5 | Buy | 1 | 5287 | Passive |
| 2025-04-20T17:34:32.513 | SIM:ESM5 | Buy | 1 | 5287 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.9500
Slippage Sweep
-1.7887
Arrival Price
5,286.7500
Average Total
5,285.8000
Destination Price
5,285.2500
Sweep to Fill
5,287.5887
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T17:31:56.86 | SIM:ESM5 | Buy | 1 | 5286.75 | Aggressive |
| 2025-04-20T17:31:58.169 | SIM:ESM5 | Buy | 1 | 5286.75 | Aggressive |
| 2025-04-20T17:31:58.924 | SIM:ESM5 | Buy | 2 | 5286.5 | Aggressive |
| 2025-04-20T17:31:58.924 | SIM:ESM5 | Buy | 1 | 5286.5 | Aggressive |
| 2025-04-20T17:32:00.143 | SIM:ESM5 | Buy | 1 | 5286.5 | Aggressive |
| 2025-04-20T17:32:01.764 | SIM:ESM5 | Buy | 1 | 5286.5 | Aggressive |
| 2025-04-20T17:32:01.936 | SIM:ESM5 | Buy | 1 | 5286.25 | Aggressive |
| 2025-04-20T17:32:01.936 | SIM:ESM5 | Buy | 2 | 5286.5 | Aggressive |
| 2025-04-20T17:32:02.918 | SIM:ESM5 | Buy | 4 | 5286 | Aggressive |
| 2025-04-20T17:32:02.918 | SIM:ESM5 | Buy | 5 | 5286.25 | Aggressive |
| 2025-04-20T17:32:02.918 | SIM:ESM5 | Buy | 2 | 5286.5 | Aggressive |
| 2025-04-20T17:32:04.012 | SIM:ESM5 | Buy | 4 | 5285.5 | Aggressive |
| 2025-04-20T17:32:04.012 | SIM:ESM5 | Buy | 5 | 5285.75 | Aggressive |
| 2025-04-20T17:32:05.017 | SIM:ESM5 | Buy | 4 | 5285.25 | Aggressive |
| 2025-04-20T17:32:05.017 | SIM:ESM5 | Buy | 2 | 5285.25 | Passive |
| 2025-04-20T17:32:05.936 | SIM:ESM5 | Buy | 5 | 5285.25 | Aggressive |
| 2025-04-20T17:32:05.936 | SIM:ESM5 | Buy | 3 | 5285.5 | Aggressive |
| 2025-04-20T17:32:06.936 | SIM:ESM5 | Buy | 4 | 5285.25 | Aggressive |
| 2025-04-20T17:32:06.936 | SIM:ESM5 | Buy | 2 | 5285.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
1.6900
Slippage Sweep
0.9504
Arrival Price
5,287.7500
Average Total
5,289.4400
Destination Price
5,289.2500
Sweep to Fill
5,288.4896
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T17:30:21.422 | SIM:ESM5 | Buy | 1 | 5288 | Aggressive |
| 2025-04-20T17:30:21.422 | SIM:ESM5 | Buy | 1 | 5288 | Aggressive |
| 2025-04-20T17:30:23.138 | SIM:ESM5 | Buy | 1 | 5288.5 | Aggressive |
| 2025-04-20T17:30:24.338 | SIM:ESM5 | Buy | 1 | 5288.5 | Aggressive |
| 2025-04-20T17:30:25.212 | SIM:ESM5 | Buy | 2 | 5289 | Aggressive |
| 2025-04-20T17:30:26.127 | SIM:ESM5 | Buy | 1 | 5289 | Aggressive |
| 2025-04-20T17:30:26.127 | SIM:ESM5 | Buy | 2 | 5289.25 | Aggressive |
| 2025-04-20T17:30:28.098 | SIM:ESM5 | Buy | 1 | 5289 | Aggressive |
| 2025-04-20T17:30:28.098 | SIM:ESM5 | Buy | 1 | 5289.25 | Aggressive |
| 2025-04-20T17:30:28.172 | SIM:ESM5 | Buy | 4 | 5289.25 | Aggressive |
| 2025-04-20T17:30:28.661 | SIM:ESM5 | Buy | 1 | 5289.5 | Aggressive |
| 2025-04-20T17:30:29.227 | SIM:ESM5 | Buy | 2 | 5289.5 | Aggressive |
| 2025-04-20T17:30:29.227 | SIM:ESM5 | Buy | 2 | 5289.75 | Aggressive |
| 2025-04-20T17:30:30.695 | SIM:ESM5 | Buy | 3 | 5289.5 | Aggressive |
| 2025-04-20T17:30:30.695 | SIM:ESM5 | Buy | 1 | 5289.75 | Aggressive |
| 2025-04-20T17:30:31.327 | SIM:ESM5 | Buy | 4 | 5289.75 | Aggressive |
| 2025-04-20T17:30:32.235 | SIM:ESM5 | Buy | 3 | 5289.75 | Aggressive |
| 2025-04-20T17:30:32.235 | SIM:ESM5 | Buy | 1 | 5290 | Aggressive |
| 2025-04-20T17:30:33.228 | SIM:ESM5 | Buy | 4 | 5289.5 | Aggressive |
| 2025-04-20T17:30:33.235 | SIM:ESM5 | Buy | 1 | 5289.5 | Aggressive |
| 2025-04-20T17:30:34.263 | SIM:ESM5 | Buy | 3 | 5289.75 | Aggressive |
| 2025-04-20T17:30:35.435 | SIM:ESM5 | Buy | 3 | 5289.75 | Aggressive |
| 2025-04-20T17:30:36.301 | SIM:ESM5 | Buy | 4 | 5289.75 | Aggressive |
| 2025-04-20T17:30:36.301 | SIM:ESM5 | Buy | 1 | 5289.75 | Passive |
| 2025-04-20T17:30:38.38 | SIM:ESM5 | Buy | 2 | 5289.5 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.4450
Slippage Sweep
-1.1300
Arrival Price
5,291.3750
Average Total
5,290.9300
Destination Price
5,290.6250
Sweep to Fill
5,292.0600
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T17:29:04.617 | SIM:ESM5 | Buy | 1 | 5291.5 | Aggressive |
| 2025-04-20T17:29:07.641 | SIM:ESM5 | Buy | 2 | 5291.25 | Aggressive |
| 2025-04-20T17:29:07.641 | SIM:ESM5 | Buy | 1 | 5291.25 | Passive |
| 2025-04-20T17:29:10.712 | SIM:ESM5 | Buy | 5 | 5291 | Aggressive |
| 2025-04-20T17:29:10.712 | SIM:ESM5 | Buy | 2 | 5291 | Passive |
| 2025-04-20T17:29:11.856 | SIM:ESM5 | Buy | 5 | 5291 | Aggressive |
| 2025-04-20T17:29:11.856 | SIM:ESM5 | Buy | 2 | 5291 | Passive |
| 2025-04-20T17:29:12.665 | SIM:ESM5 | Buy | 1 | 5291 | Aggressive |
| 2025-04-20T17:29:12.665 | SIM:ESM5 | Buy | 2 | 5291 | Aggressive |
| 2025-04-20T17:29:13.665 | SIM:ESM5 | Buy | 4 | 5290.75 | Aggressive |
| 2025-04-20T17:29:13.665 | SIM:ESM5 | Buy | 3 | 5291 | Aggressive |
| 2025-04-20T17:29:15.412 | SIM:ESM5 | Buy | 4 | 5290.75 | Aggressive |
| 2025-04-20T17:29:15.412 | SIM:ESM5 | Buy | 3 | 5291 | Aggressive |
| 2025-04-20T17:29:15.672 | SIM:ESM5 | Buy | 5 | 5290.75 | Aggressive |
| 2025-04-20T17:29:15.672 | SIM:ESM5 | Buy | 2 | 5291 | Aggressive |
| 2025-04-20T17:29:16.776 | SIM:ESM5 | Buy | 5 | 5290.75 | Aggressive |
| 2025-04-20T17:29:16.776 | SIM:ESM5 | Buy | 2 | 5291 | Aggressive |
| 2025-04-20T17:29:17.782 | SIM:ESM5 | Buy | 1 | 5290.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.2900
Slippage Sweep
-1.0150
Arrival Price
5,291.1250
Average Total
5,291.4150
Destination Price
5,291.6250
Sweep to Fill
5,290.4000
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T17:26:57.94 | SIM:ESM5 | Sell | 1 | 5291 | Aggressive |
| 2025-04-20T17:26:59.307 | SIM:ESM5 | Sell | 1 | 5291.25 | Aggressive |
| 2025-04-20T17:27:00.548 | SIM:ESM5 | Sell | 1 | 5291.25 | Aggressive |
| 2025-04-20T17:27:00.963 | SIM:ESM5 | Sell | 1 | 5291.25 | Aggressive |
| 2025-04-20T17:27:02.214 | SIM:ESM5 | Sell | 1 | 5291.25 | Aggressive |
| 2025-04-20T17:27:02.912 | SIM:ESM5 | Sell | 2 | 5291.5 | Aggressive |
| 2025-04-20T17:27:02.912 | SIM:ESM5 | Sell | 1 | 5291.25 | Aggressive |
| 2025-04-20T17:27:03.916 | SIM:ESM5 | Sell | 2 | 5291.5 | Aggressive |
| 2025-04-20T17:27:04.971 | SIM:ESM5 | Sell | 1 | 5291.5 | Aggressive |
| 2025-04-20T17:27:05.966 | SIM:ESM5 | Sell | 4 | 5291.5 | Aggressive |
| 2025-04-20T17:27:07.131 | SIM:ESM5 | Sell | 1 | 5291.5 | Aggressive |
| 2025-04-20T17:27:08.134 | SIM:ESM5 | Sell | 1 | 5291.5 | Aggressive |
| 2025-04-20T17:27:08.981 | SIM:ESM5 | Sell | 1 | 5291.5 | Aggressive |
| 2025-04-20T17:27:09.777 | SIM:ESM5 | Sell | 1 | 5291.5 | Aggressive |
| 2025-04-20T17:27:09.777 | SIM:ESM5 | Sell | 1 | 5291.5 | Aggressive |
| 2025-04-20T17:27:09.777 | SIM:ESM5 | Sell | 1 | 5291.5 | Passive |
| 2025-04-20T17:27:10.09 | SIM:ESM5 | Sell | 1 | 5291.5 | Aggressive |
| 2025-04-20T17:27:12.167 | SIM:ESM5 | Sell | 1 | 5291.5 | Aggressive |
| 2025-04-20T17:27:13.033 | SIM:ESM5 | Sell | 2 | 5291.5 | Aggressive |
| 2025-04-20T17:27:23.112 | SIM:ESM5 | Sell | 1 | 5291.25 | Aggressive |
| 2025-04-20T17:27:25.257 | SIM:ESM5 | Sell | 1 | 5291.25 | Aggressive |
| 2025-04-20T17:27:26.439 | SIM:ESM5 | Sell | 1 | 5291.25 | Aggressive |
| 2025-04-20T17:27:28.957 | SIM:ESM5 | Sell | 4 | 5291.5 | Aggressive |
| 2025-04-20T17:27:29.614 | SIM:ESM5 | Sell | 4 | 5291.5 | Aggressive |
| 2025-04-20T17:27:31.212 | SIM:ESM5 | Sell | 1 | 5291.5 | Aggressive |
| 2025-04-20T17:27:31.212 | SIM:ESM5 | Sell | 3 | 5291.25 | Aggressive |
| 2025-04-20T17:27:33.218 | SIM:ESM5 | Sell | 2 | 5291.5 | Aggressive |
| 2025-04-20T17:27:33.218 | SIM:ESM5 | Sell | 2 | 5291.25 | Aggressive |
| 2025-04-20T17:27:34.412 | SIM:ESM5 | Sell | 2 | 5291.5 | Aggressive |
| 2025-04-20T17:27:34.412 | SIM:ESM5 | Sell | 2 | 5291.25 | Aggressive |
| 2025-04-20T17:27:35.513 | SIM:ESM5 | Sell | 1 | 5291.5 | Aggressive |
| 2025-04-20T17:27:44.62 | SIM:ESM5 | Sell | 1 | 5291.5 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.4450
Slippage Sweep
-0.2883
Arrival Price
5,292.1250
Average Total
5,292.5700
Destination Price
5,292.6250
Sweep to Fill
5,292.8583
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T17:25:43.912 | SIM:ESM5 | Buy | 1 | 5292 | Aggressive |
| 2025-04-20T17:25:45.147 | SIM:ESM5 | Buy | 1 | 5292 | Aggressive |
| 2025-04-20T17:25:48.022 | SIM:ESM5 | Buy | 1 | 5292.5 | Aggressive |
| 2025-04-20T17:25:50.034 | SIM:ESM5 | Buy | 1 | 5292 | Aggressive |
| 2025-04-20T17:25:51.2 | SIM:ESM5 | Buy | 1 | 5292 | Aggressive |
| 2025-04-20T17:25:54.063 | SIM:ESM5 | Buy | 1 | 5292 | Aggressive |
| 2025-04-20T17:25:54.063 | SIM:ESM5 | Buy | 1 | 5292.25 | Aggressive |
| 2025-04-20T17:25:56.319 | SIM:ESM5 | Buy | 1 | 5292 | Aggressive |
| 2025-04-20T17:25:59.068 | SIM:ESM5 | Buy | 1 | 5292.25 | Aggressive |
| 2025-04-20T17:26:01.112 | SIM:ESM5 | Buy | 1 | 5292 | Aggressive |
| 2025-04-20T17:26:03.063 | SIM:ESM5 | Buy | 1 | 5292 | Aggressive |
| 2025-04-20T17:26:03.063 | SIM:ESM5 | Buy | 1 | 5292.25 | Aggressive |
| 2025-04-20T17:26:04.615 | SIM:ESM5 | Buy | 2 | 5292 | Aggressive |
| 2025-04-20T17:26:05.14 | SIM:ESM5 | Buy | 11 | 5292.75 | Aggressive |
| 2025-04-20T17:26:06.212 | SIM:ESM5 | Buy | 11 | 5292.75 | Aggressive |
| 2025-04-20T17:26:06.212 | SIM:ESM5 | Buy | 1 | 5292.75 | Aggressive |
| 2025-04-20T17:26:06.212 | SIM:ESM5 | Buy | 3 | 5292.75 | Passive |
| 2025-04-20T17:26:06.614 | SIM:ESM5 | Buy | 1 | 5292.5 | Aggressive |
| 2025-04-20T17:26:06.614 | SIM:ESM5 | Buy | 2 | 5292.75 | Aggressive |
| 2025-04-20T17:26:12.166 | SIM:ESM5 | Buy | 4 | 5292.75 | Aggressive |
| 2025-04-20T17:26:16.352 | SIM:ESM5 | Buy | 1 | 5292.75 | Aggressive |
| 2025-04-20T17:26:16.352 | SIM:ESM5 | Buy | 2 | 5293 | Aggressive |