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
0.6300
Slippage Sweep
0.5050
Arrival Price
5,941.6250
Average Total
5,940.9950
Destination Price
5,940.6250
Sweep to Fill
5,941.5000
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T14:34:05.613 | SIM:ESM5 | Sell | 7 | 5940.75 | Aggressive |
| 2025-06-02T14:34:09.727 | SIM:ESM5 | Sell | 2 | 5940.75 | Aggressive |
| 2025-06-02T14:34:09.727 | SIM:ESM5 | Sell | 5 | 5940.75 | Passive |
| 2025-06-02T14:34:07.651 | SIM:ESM5 | Sell | 4 | 5940.5 | Aggressive |
| 2025-06-02T14:34:06.622 | SIM:ESM5 | Sell | 8 | 5940.75 | Aggressive |
| 2025-06-02T14:33:58.518 | SIM:ESM5 | Sell | 4 | 5941.5 | Aggressive |
| 2025-06-02T14:34:02.612 | SIM:ESM5 | Sell | 11 | 5941.25 | Aggressive |
| 2025-06-02T14:34:00.542 | SIM:ESM5 | Sell | 3 | 5941.25 | Aggressive |
| 2025-06-02T14:33:59.512 | SIM:ESM5 | Sell | 5 | 5941.25 | Aggressive |
| 2025-06-02T14:33:57.512 | SIM:ESM5 | Sell | 1 | 5941.5 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.2950
Slippage Sweep
0.1400
Arrival Price
5,941.6250
Average Total
5,941.9200
Destination Price
5,941.6250
Sweep to Fill
5,941.7800
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T14:33:56.767 | SIM:ESM5 | Buy | 7 | 5942 | Aggressive |
| 2025-06-02T14:33:49.172 | SIM:ESM5 | Buy | 5 | 5942 | Aggressive |
| 2025-06-02T14:33:48.213 | SIM:ESM5 | Buy | 4 | 5942 | Aggressive |
| 2025-06-02T14:33:57.268 | SIM:ESM5 | Buy | 11 | 5941.75 | Aggressive |
| 2025-06-02T14:33:54.812 | SIM:ESM5 | Buy | 4 | 5942 | Aggressive |
| 2025-06-02T14:33:54.538 | SIM:ESM5 | Buy | 8 | 5942 | Aggressive |
| 2025-06-02T14:33:51.842 | SIM:ESM5 | Buy | 5 | 5942 | Aggressive |
| 2025-06-02T14:33:51.842 | SIM:ESM5 | Buy | 1 | 5942 | Aggressive |
| 2025-06-02T14:33:51.841 | SIM:ESM5 | Buy | 1 | 5941.75 | Aggressive |
| 2025-06-02T14:33:51.841 | SIM:ESM5 | Buy | 1 | 5941.75 | Passive |
| 2025-06-02T14:33:51.841 | SIM:ESM5 | Buy | 1 | 5941.75 | Passive |
| 2025-06-02T14:33:51.841 | SIM:ESM5 | Buy | 1 | 5941.75 | Passive |
| 2025-06-02T14:33:47.197 | SIM:ESM5 | Buy | 1 | 5941.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.2200
Slippage Sweep
0.0950
Arrival Price
5,942.3750
Average Total
5,942.1550
Destination Price
5,942.3750
Sweep to Fill
5,942.2500
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T14:33:16.378 | SIM:ESM5 | Sell | 7 | 5942.25 | Aggressive |
| 2025-06-02T14:33:08.527 | SIM:ESM5 | Sell | 4 | 5942 | Aggressive |
| 2025-06-02T14:33:08.527 | SIM:ESM5 | Sell | 5 | 5942 | Aggressive |
| 2025-06-02T14:33:08.527 | SIM:ESM5 | Sell | 3 | 5942 | Aggressive |
| 2025-06-02T14:33:13.232 | SIM:ESM5 | Sell | 1 | 5942.25 | Passive |
| 2025-06-02T14:33:13.232 | SIM:ESM5 | Sell | 3 | 5942.25 | Passive |
| 2025-06-02T14:33:13.232 | SIM:ESM5 | Sell | 2 | 5942.25 | Passive |
| 2025-06-02T14:33:13.232 | SIM:ESM5 | Sell | 2 | 5942.25 | Passive |
| 2025-06-02T14:33:12.351 | SIM:ESM5 | Sell | 7 | 5942 | Aggressive |
| 2025-06-02T14:33:04.258 | SIM:ESM5 | Sell | 9 | 5942.25 | Aggressive |
| 2025-06-02T14:33:03.259 | SIM:ESM5 | Sell | 2 | 5942.25 | Aggressive |
| 2025-06-02T14:33:03.259 | SIM:ESM5 | Sell | 4 | 5942.25 | Aggressive |
| 2025-06-02T14:33:02.613 | SIM:ESM5 | Sell | 1 | 5942.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.1750
Slippage Sweep
0.0200
Arrival Price
5,942.6250
Average Total
5,942.8000
Destination Price
5,942.6250
Sweep to Fill
5,942.7800
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T14:32:57.83 | SIM:ESM5 | Buy | 1 | 5943 | Aggressive |
| 2025-06-02T14:32:56.824 | SIM:ESM5 | Buy | 7 | 5942.75 | Aggressive |
| 2025-06-02T14:32:55.6 | SIM:ESM5 | Buy | 2 | 5943 | Aggressive |
| 2025-06-02T14:32:55.6 | SIM:ESM5 | Buy | 1 | 5942.75 | Aggressive |
| 2025-06-02T14:32:55.6 | SIM:ESM5 | Buy | 1 | 5942.75 | Passive |
| 2025-06-02T14:33:01.912 | SIM:ESM5 | Buy | 10 | 5942.75 | Aggressive |
| 2025-06-02T14:33:01.912 | SIM:ESM5 | Buy | 8 | 5942.75 | Aggressive |
| 2025-06-02T14:33:01 | SIM:ESM5 | Buy | 2 | 5942.75 | Passive |
| 2025-06-02T14:33:01 | SIM:ESM5 | Buy | 5 | 5942.75 | Passive |
| 2025-06-02T14:33:01 | SIM:ESM5 | Buy | 5 | 5942.75 | Passive |
| 2025-06-02T14:32:59.841 | SIM:ESM5 | Buy | 7 | 5943 | Aggressive |
| 2025-06-02T14:32:54.201 | SIM:ESM5 | Buy | 1 | 5942.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.0550
Slippage Sweep
-0.1850
Arrival Price
5,941.8750
Average Total
5,941.8200
Destination Price
5,942.1250
Sweep to Fill
5,941.6350
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T14:32:21.438 | SIM:ESM5 | Sell | 24 | 5941.75 | Aggressive |
| 2025-06-02T14:32:23.412 | SIM:ESM5 | Sell | 11 | 5942 | Aggressive |
| 2025-06-02T14:32:23.331 | SIM:ESM5 | Sell | 5 | 5941.75 | Aggressive |
| 2025-06-02T14:32:23.331 | SIM:ESM5 | Sell | 2 | 5942 | Aggressive |
| 2025-06-02T14:32:23.331 | SIM:ESM5 | Sell | 2 | 5942 | Passive |
| 2025-06-02T14:32:19.755 | SIM:ESM5 | Sell | 1 | 5941.5 | Aggressive |
| 2025-06-02T14:32:19.755 | SIM:ESM5 | Sell | 2 | 5941.75 | Aggressive |
| 2025-06-02T14:32:19.755 | SIM:ESM5 | Sell | 2 | 5941.75 | Passive |
| 2025-06-02T14:32:18.345 | SIM:ESM5 | Sell | 1 | 5941.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.1000
Slippage Sweep
-0.2250
Arrival Price
5,941.8750
Average Total
5,941.7750
Destination Price
5,941.6250
Sweep to Fill
5,942.0000
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T14:32:17.97 | SIM:ESM5 | Buy | 23 | 5941.75 | Aggressive |
| 2025-06-02T14:32:16.853 | SIM:ESM5 | Buy | 5 | 5942 | Aggressive |
| 2025-06-02T14:32:16.853 | SIM:ESM5 | Buy | 21 | 5941.75 | Aggressive |
| 2025-06-02T14:32:16.431 | SIM:ESM5 | Buy | 1 | 5941.75 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.0200
Slippage Sweep
-0.3150
Arrival Price
5,943.3750
Average Total
5,943.3550
Destination Price
5,943.3750
Sweep to Fill
5,943.0400
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T14:31:41.078 | SIM:ESM5 | Sell | 12 | 5943.5 | Aggressive |
| 2025-06-02T14:31:45.175 | SIM:ESM5 | Sell | 12 | 5943.25 | Aggressive |
| 2025-06-02T14:31:43.308 | SIM:ESM5 | Sell | 8 | 5943.25 | Aggressive |
| 2025-06-02T14:31:42.134 | SIM:ESM5 | Sell | 9 | 5943.25 | Aggressive |
| 2025-06-02T14:31:39.979 | SIM:ESM5 | Sell | 7 | 5943.5 | Aggressive |
| 2025-06-02T14:31:39.212 | SIM:ESM5 | Sell | 2 | 5943.5 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.0400
Slippage Sweep
-0.1650
Arrival Price
5,943.3750
Average Total
5,943.3350
Destination Price
5,943.1250
Sweep to Fill
5,943.5000
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T14:31:37.552 | SIM:ESM5 | Buy | 3 | 5943.5 | Aggressive |
| 2025-06-02T14:31:37.552 | SIM:ESM5 | Buy | 27 | 5943.25 | Aggressive |
| 2025-06-02T14:31:35.521 | SIM:ESM5 | Buy | 2 | 5943.5 | Aggressive |
| 2025-06-02T14:31:36.514 | SIM:ESM5 | Buy | 11 | 5943.5 | Aggressive |
| 2025-06-02T14:31:36.514 | SIM:ESM5 | Buy | 6 | 5943.25 | Aggressive |
| 2025-06-02T14:31:34.485 | SIM:ESM5 | Buy | 1 | 5943.5 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.4350
Slippage Sweep
0.3100
Arrival Price
5,943.1250
Average Total
5,942.6900
Destination Price
5,942.1250
Sweep to Fill
5,943.0000
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T14:30:55.675 | SIM:ESM5 | Sell | 2 | 5942.25 | Aggressive |
| 2025-06-02T14:31:04.225 | SIM:ESM5 | Sell | 1 | 5942.25 | Passive |
| 2025-06-02T14:31:04.225 | SIM:ESM5 | Sell | 5 | 5942.25 | Passive |
| 2025-06-02T14:30:58.817 | SIM:ESM5 | Sell | 3 | 5942 | Passive |
| 2025-06-02T14:30:58.816 | SIM:ESM5 | Sell | 2 | 5942 | Passive |
| 2025-06-02T14:30:58.816 | SIM:ESM5 | Sell | 2 | 5942 | Passive |
| 2025-06-02T14:30:51.645 | SIM:ESM5 | Sell | 9 | 5943 | Aggressive |
| 2025-06-02T14:31:02.735 | SIM:ESM5 | Sell | 1 | 5942 | Aggressive |
| 2025-06-02T14:30:56.685 | SIM:ESM5 | Sell | 4 | 5942.25 | Aggressive |
| 2025-06-02T14:30:50.647 | SIM:ESM5 | Sell | 10 | 5943 | Aggressive |
| 2025-06-02T14:30:50.501 | SIM:ESM5 | Sell | 5 | 5943 | Aggressive |
| 2025-06-02T14:30:50.501 | SIM:ESM5 | Sell | 2 | 5943.25 | Aggressive |
| 2025-06-02T14:30:50.501 | SIM:ESM5 | Sell | 2 | 5943.25 | Passive |
| 2025-06-02T14:30:50.501 | SIM:ESM5 | Sell | 1 | 5943.25 | Passive |
| 2025-06-02T14:30:50.5 | SIM:ESM5 | Sell | 1 | 5943.25 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.1200
Slippage Sweep
-0.2500
Arrival Price
5,943.3750
Average Total
5,943.2550
Destination Price
5,943.1250
Sweep to Fill
5,943.5050
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T14:30:48.396 | SIM:ESM5 | Buy | 49 | 5943.25 | Aggressive |
| 2025-06-02T14:30:47.365 | SIM:ESM5 | Buy | 1 | 5943.5 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.6600
Slippage Sweep
0.4200
Arrival Price
5,944.1250
Average Total
5,943.4650
Destination Price
5,943.6250
Sweep to Fill
5,943.8850
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T14:30:16.082 | SIM:ESM5 | Sell | 3 | 5943.5 | Aggressive |
| 2025-06-02T14:30:11.788 | SIM:ESM5 | Sell | 4 | 5943 | Aggressive |
| 2025-06-02T14:30:14.834 | SIM:ESM5 | Sell | 7 | 5943.5 | Aggressive |
| 2025-06-02T14:30:10.512 | SIM:ESM5 | Sell | 6 | 5943 | Aggressive |
| 2025-06-02T14:30:10.512 | SIM:ESM5 | Sell | 1 | 5943.25 | Aggressive |
| 2025-06-02T14:30:10.512 | SIM:ESM5 | Sell | 1 | 5943.25 | Passive |
| 2025-06-02T14:30:08.436 | SIM:ESM5 | Sell | 1 | 5943.5 | Aggressive |
| 2025-06-02T14:30:08.436 | SIM:ESM5 | Sell | 7 | 5943.5 | Aggressive |
| 2025-06-02T14:30:04.426 | SIM:ESM5 | Sell | 4 | 5943.5 | Aggressive |
| 2025-06-02T14:30:06.474 | SIM:ESM5 | Sell | 9 | 5943.5 | Passive |
| 2025-06-02T14:30:03.412 | SIM:ESM5 | Sell | 6 | 5944 | Aggressive |
| 2025-06-02T14:30:03.086 | SIM:ESM5 | Sell | 1 | 5944.25 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.3300
Slippage Sweep
0.2050
Arrival Price
5,943.8750
Average Total
5,944.2050
Destination Price
5,943.8750
Sweep to Fill
5,944.0000
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T14:29:54.813 | SIM:ESM5 | Buy | 3 | 5944.25 | Aggressive |
| 2025-06-02T14:29:54.813 | SIM:ESM5 | Buy | 2 | 5944 | Aggressive |
| 2025-06-02T14:29:54.813 | SIM:ESM5 | Buy | 2 | 5944.25 | Aggressive |
| 2025-06-02T14:29:54.813 | SIM:ESM5 | Buy | 1 | 5944 | Aggressive |
| 2025-06-02T14:29:54.813 | SIM:ESM5 | Buy | 1 | 5944 | Passive |
| 2025-06-02T14:29:53.717 | SIM:ESM5 | Buy | 4 | 5944.25 | Aggressive |
| 2025-06-02T14:29:51.725 | SIM:ESM5 | Buy | 4 | 5944.25 | Aggressive |
| 2025-06-02T14:30:02.105 | SIM:ESM5 | Buy | 3 | 5944 | Aggressive |
| 2025-06-02T14:29:58.243 | SIM:ESM5 | Buy | 2 | 5944.5 | Aggressive |
| 2025-06-02T14:29:58.243 | SIM:ESM5 | Buy | 1 | 5944.25 | Aggressive |
| 2025-06-02T14:29:58.243 | SIM:ESM5 | Buy | 1 | 5944.25 | Passive |
| 2025-06-02T14:29:56.775 | SIM:ESM5 | Buy | 4 | 5944.25 | Aggressive |
| 2025-06-02T14:29:56.625 | SIM:ESM5 | Buy | 3 | 5944.25 | Aggressive |
| 2025-06-02T14:29:52.712 | SIM:ESM5 | Buy | 4 | 5944.25 | Aggressive |
| 2025-06-02T14:29:47.721 | SIM:ESM5 | Buy | 3 | 5944 | Aggressive |
| 2025-06-02T14:29:50.758 | SIM:ESM5 | Buy | 1 | 5944.25 | Passive |
| 2025-06-02T14:29:50.758 | SIM:ESM5 | Buy | 4 | 5944.25 | Passive |
| 2025-06-02T14:29:49.682 | SIM:ESM5 | Buy | 6 | 5944.25 | Aggressive |
| 2025-06-02T14:29:46.66 | SIM:ESM5 | Buy | 1 | 5944 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.5800
Slippage Sweep
0.4550
Arrival Price
5,944.6250
Average Total
5,944.0450
Destination Price
5,944.1250
Sweep to Fill
5,944.5000
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T14:29:08.813 | SIM:ESM5 | Sell | 4 | 5944 | Aggressive |
| 2025-06-02T14:29:06.612 | SIM:ESM5 | Sell | 5 | 5944 | Aggressive |
| 2025-06-02T14:29:15.712 | SIM:ESM5 | Sell | 3 | 5944 | Aggressive |
| 2025-06-02T14:29:13.714 | SIM:ESM5 | Sell | 2 | 5944 | Passive |
| 2025-06-02T14:29:13.714 | SIM:ESM5 | Sell | 1 | 5944 | Passive |
| 2025-06-02T14:29:13.714 | SIM:ESM5 | Sell | 1 | 5944 | Passive |
| 2025-06-02T14:29:11.713 | SIM:ESM5 | Sell | 12 | 5943.75 | Aggressive |
| 2025-06-02T14:29:07.548 | SIM:ESM5 | Sell | 2 | 5944 | Aggressive |
| 2025-06-02T14:29:07.548 | SIM:ESM5 | Sell | 1 | 5944.25 | Aggressive |
| 2025-06-02T14:29:07.548 | SIM:ESM5 | Sell | 1 | 5944.25 | Passive |
| 2025-06-02T14:29:04.013 | SIM:ESM5 | Sell | 10 | 5944.5 | Aggressive |
| 2025-06-02T14:29:12.712 | SIM:ESM5 | Sell | 3 | 5943.75 | Aggressive |
| 2025-06-02T14:29:05.52 | SIM:ESM5 | Sell | 4 | 5944 | Aggressive |
| 2025-06-02T14:29:02.512 | SIM:ESM5 | Sell | 1 | 5944.5 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.0700
Slippage Sweep
-0.1100
Arrival Price
5,944.8750
Average Total
5,944.9450
Destination Price
5,944.6250
Sweep to Fill
5,945.0550
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T14:28:58.06 | SIM:ESM5 | Buy | 4 | 5945 | Aggressive |
| 2025-06-02T14:29:02.232 | SIM:ESM5 | Buy | 11 | 5944.75 | Aggressive |
| 2025-06-02T14:29:01.038 | SIM:ESM5 | Buy | 8 | 5945 | Aggressive |
| 2025-06-02T14:29:00.119 | SIM:ESM5 | Buy | 11 | 5945 | Aggressive |
| 2025-06-02T14:29:00.119 | SIM:ESM5 | Buy | 8 | 5945 | Aggressive |
| 2025-06-02T14:28:59.164 | SIM:ESM5 | Buy | 7 | 5945 | Aggressive |
| 2025-06-02T14:28:57.046 | SIM:ESM5 | Buy | 1 | 5945 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.1000
Slippage Sweep
-0.2250
Arrival Price
5,944.6250
Average Total
5,944.7250
Destination Price
5,944.8750
Sweep to Fill
5,944.5000
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T14:28:26.549 | SIM:ESM5 | Sell | 23 | 5944.75 | Aggressive |
| 2025-06-02T14:28:25.536 | SIM:ESM5 | Sell | 3 | 5944.5 | Aggressive |
| 2025-06-02T14:28:25.536 | SIM:ESM5 | Sell | 22 | 5944.75 | Aggressive |
| 2025-06-02T14:28:24.516 | SIM:ESM5 | Sell | 1 | 5944.5 | Aggressive |
| 2025-06-02T14:28:24.315 | SIM:ESM5 | Sell | 1 | 5944.5 | Aggressive |