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:ESH5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.2250
Slippage Sweep
-0.2250
Arrival Price
6,134.8750
Average Total
6,135.1000
Destination Price
6,135.1250
Sweep to Fill
6,135.3250
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T19:00:10.081 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T19:00:10.081 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T19:00:10.081 | SIM:ESH5 | Buy | 2 | 6135 | Passive |
| 2025-02-13T19:00:10.09 | SIM:ESH5 | Buy | 2 | 6135 | Passive |
| 2025-02-13T19:00:10.09 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T19:00:10.09 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T19:00:10.09 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T19:00:10.09 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T19:00:10.09 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T19:00:10.09 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T19:00:12.98 | SIM:ESH5 | Buy | 14 | 6135.25 | Aggressive |
| 2025-02-13T19:00:14.049 | SIM:ESH5 | Buy | 6 | 6135.25 | Aggressive |
| 2025-02-13T19:00:17.162 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T19:00:17.162 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T19:00:17.162 | SIM:ESH5 | Buy | 2 | 6135 | Passive |
| 2025-02-13T19:00:17.162 | SIM:ESH5 | Buy | 2 | 6135 | Passive |
| 2025-02-13T19:00:17.162 | SIM:ESH5 | Buy | 2 | 6135 | Passive |
| 2025-02-13T19:00:17.162 | SIM:ESH5 | Buy | 2 | 6135 | Passive |
| 2025-02-13T19:00:17.162 | SIM:ESH5 | Buy | 2 | 6135 | Passive |
| 2025-02-13T19:00:17.162 | SIM:ESH5 | Buy | 2 | 6135 | Passive |
| 2025-02-13T19:00:17.162 | SIM:ESH5 | Buy | 4 | 6135 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.0400
Slippage Sweep
-0.3950
Arrival Price
6,134.7500
Average Total
6,134.7900
Destination Price
6,134.8750
Sweep to Fill
6,135.1850
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:56:17.31 | SIM:ESH5 | Buy | 1 | 6134.75 | Passive |
| 2025-02-13T18:56:17.31 | SIM:ESH5 | Buy | 1 | 6134.75 | Passive |
| 2025-02-13T18:56:17.31 | SIM:ESH5 | Buy | 1 | 6134.75 | Passive |
| 2025-02-13T18:56:17.31 | SIM:ESH5 | Buy | 1 | 6134.75 | Passive |
| 2025-02-13T18:56:17.31 | SIM:ESH5 | Buy | 1 | 6134.75 | Passive |
| 2025-02-13T18:56:17.31 | SIM:ESH5 | Buy | 1 | 6134.75 | Passive |
| 2025-02-13T18:56:17.31 | SIM:ESH5 | Buy | 1 | 6134.75 | Passive |
| 2025-02-13T18:56:17.31 | SIM:ESH5 | Buy | 1 | 6134.75 | Passive |
| 2025-02-13T18:56:17.31 | SIM:ESH5 | Buy | 1 | 6134.75 | Passive |
| 2025-02-13T18:56:17.31 | SIM:ESH5 | Buy | 1 | 6134.75 | Passive |
| 2025-02-13T18:56:17.31 | SIM:ESH5 | Buy | 1 | 6134.75 | Passive |
| 2025-02-13T18:56:17.312 | SIM:ESH5 | Buy | 1 | 6134.75 | Passive |
| 2025-02-13T18:56:20.686 | SIM:ESH5 | Buy | 2 | 6135 | Aggressive |
| 2025-02-13T18:56:22.048 | SIM:ESH5 | Buy | 2 | 6135 | Aggressive |
| 2025-02-13T18:56:24.381 | SIM:ESH5 | Buy | 2 | 6134.75 | Passive |
| 2025-02-13T18:56:24.381 | SIM:ESH5 | Buy | 2 | 6134.75 | Passive |
| 2025-02-13T18:56:24.381 | SIM:ESH5 | Buy | 2 | 6134.75 | Passive |
| 2025-02-13T18:56:24.381 | SIM:ESH5 | Buy | 2 | 6134.75 | Passive |
| 2025-02-13T18:56:24.381 | SIM:ESH5 | Buy | 1 | 6134.75 | Passive |
| 2025-02-13T18:56:24.381 | SIM:ESH5 | Buy | 3 | 6134.75 | Passive |
| 2025-02-13T18:56:26.385 | SIM:ESH5 | Buy | 4 | 6135 | Aggressive |
| 2025-02-13T18:56:26.385 | SIM:ESH5 | Buy | 1 | 6134.75 | Passive |
| 2025-02-13T18:56:26.385 | SIM:ESH5 | Buy | 1 | 6134.75 | Passive |
| 2025-02-13T18:56:26.385 | SIM:ESH5 | Buy | 2 | 6134.75 | Passive |
| 2025-02-13T18:56:29.024 | SIM:ESH5 | Buy | 1 | 6134.75 | Passive |
| 2025-02-13T18:56:29.024 | SIM:ESH5 | Buy | 1 | 6134.75 | Passive |
| 2025-02-13T18:56:29.024 | SIM:ESH5 | Buy | 1 | 6134.75 | Passive |
| 2025-02-13T18:56:29.025 | SIM:ESH5 | Buy | 1 | 6134.75 | Passive |
| 2025-02-13T18:56:29.025 | SIM:ESH5 | Buy | 1 | 6134.75 | Passive |
| 2025-02-13T18:56:33.82 | SIM:ESH5 | Buy | 2 | 6134.75 | Passive |
| 2025-02-13T18:56:33.82 | SIM:ESH5 | Buy | 1 | 6134.75 | Passive |
| 2025-02-13T18:56:41.88 | SIM:ESH5 | Buy | 4 | 6134.75 | Passive |
| 2025-02-13T18:56:41.88 | SIM:ESH5 | Buy | 1 | 6134.75 | Passive |
| 2025-02-13T18:56:47.481 | SIM:ESH5 | Buy | 1 | 6134.75 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.0200
Slippage Sweep
-0.3650
Arrival Price
6,135.3750
Average Total
6,135.3550
Destination Price
6,135.6250
Sweep to Fill
6,134.9900
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:54:46.281 | SIM:ESH5 | Sell | 1 | 6135.25 | Aggressive |
| 2025-02-13T18:54:46.281 | SIM:ESH5 | Sell | 2 | 6135.25 | Aggressive |
| 2025-02-13T18:54:46.281 | SIM:ESH5 | Sell | 2 | 6135.25 | Aggressive |
| 2025-02-13T18:54:46.281 | SIM:ESH5 | Sell | 1 | 6135.25 | Aggressive |
| 2025-02-13T18:54:46.281 | SIM:ESH5 | Sell | 2 | 6135.25 | Aggressive |
| 2025-02-13T18:54:46.281 | SIM:ESH5 | Sell | 2 | 6135.25 | Aggressive |
| 2025-02-13T18:54:46.281 | SIM:ESH5 | Sell | 4 | 6135.25 | Passive |
| 2025-02-13T18:54:46.281 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:54:46.281 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:54:46.281 | SIM:ESH5 | Sell | 2 | 6135.25 | Passive |
| 2025-02-13T18:54:46.281 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:54:46.281 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:54:46.88 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:54:46.88 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:54:46.88 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:54:46.88 | SIM:ESH5 | Sell | 5 | 6135.25 | Passive |
| 2025-02-13T18:54:58.781 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:54:58.781 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:54:58.781 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:54:58.781 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:54:58.781 | SIM:ESH5 | Sell | 2 | 6135.5 | Passive |
| 2025-02-13T18:54:58.781 | SIM:ESH5 | Sell | 2 | 6135.5 | Passive |
| 2025-02-13T18:54:58.781 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:54:58.781 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:54:58.781 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:54:58.781 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:54:58.781 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:54:58.781 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:54:58.782 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:54:58.782 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:54:58.782 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:54:58.782 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:54:58.98 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:54:58.98 | SIM:ESH5 | Sell | 2 | 6135.5 | Passive |
| 2025-02-13T18:55:14.68 | SIM:ESH5 | Sell | 1 | 6135.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.1600
Slippage Sweep
-0.3000
Arrival Price
6,135.8750
Average Total
6,136.0350
Destination Price
6,135.8750
Sweep to Fill
6,136.3350
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:53:07.808 | SIM:ESH5 | Buy | 1 | 6136 | Aggressive |
| 2025-02-13T18:53:07.808 | SIM:ESH5 | Buy | 1 | 6136 | Aggressive |
| 2025-02-13T18:53:07.808 | SIM:ESH5 | Buy | 1 | 6136 | Aggressive |
| 2025-02-13T18:53:09.78 | SIM:ESH5 | Buy | 1 | 6136 | Passive |
| 2025-02-13T18:53:11.28 | SIM:ESH5 | Buy | 15 | 6136.25 | Aggressive |
| 2025-02-13T18:53:11.38 | SIM:ESH5 | Buy | 1 | 6136 | Passive |
| 2025-02-13T18:53:11.38 | SIM:ESH5 | Buy | 1 | 6136 | Passive |
| 2025-02-13T18:53:11.38 | SIM:ESH5 | Buy | 2 | 6136 | Passive |
| 2025-02-13T18:53:11.38 | SIM:ESH5 | Buy | 2 | 6136 | Passive |
| 2025-02-13T18:53:28.127 | SIM:ESH5 | Buy | 1 | 6136 | Aggressive |
| 2025-02-13T18:53:31.7 | SIM:ESH5 | Buy | 2 | 6136 | Aggressive |
| 2025-02-13T18:53:39.029 | SIM:ESH5 | Buy | 2 | 6136 | Aggressive |
| 2025-02-13T18:53:39.029 | SIM:ESH5 | Buy | 1 | 6136 | Aggressive |
| 2025-02-13T18:53:39.029 | SIM:ESH5 | Buy | 3 | 6136 | Aggressive |
| 2025-02-13T18:53:39.03 | SIM:ESH5 | Buy | 1 | 6136 | Aggressive |
| 2025-02-13T18:53:41.38 | SIM:ESH5 | Buy | 3 | 6136 | Aggressive |
| 2025-02-13T18:53:41.38 | SIM:ESH5 | Buy | 1 | 6136 | Aggressive |
| 2025-02-13T18:53:46.208 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:53:46.208 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:53:46.208 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:53:46.209 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:53:46.209 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:53:46.233 | SIM:ESH5 | Buy | 2 | 6135.75 | Aggressive |
| 2025-02-13T18:53:48.614 | SIM:ESH5 | Buy | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:53:58.822 | SIM:ESH5 | Buy | 3 | 6136 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.0050
Slippage Sweep
-0.3950
Arrival Price
6,134.8750
Average Total
6,134.8700
Destination Price
6,135.1250
Sweep to Fill
6,134.4750
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:51:31.205 | SIM:ESH5 | Sell | 1 | 6134.75 | Aggressive |
| 2025-02-13T18:51:31.205 | SIM:ESH5 | Sell | 4 | 6134.75 | Aggressive |
| 2025-02-13T18:51:31.88 | SIM:ESH5 | Sell | 1 | 6134.75 | Aggressive |
| 2025-02-13T18:51:33.509 | SIM:ESH5 | Sell | 2 | 6134.75 | Aggressive |
| 2025-02-13T18:51:33.509 | SIM:ESH5 | Sell | 1 | 6134.75 | Aggressive |
| 2025-02-13T18:51:35.58 | SIM:ESH5 | Sell | 2 | 6134.75 | Aggressive |
| 2025-02-13T18:51:35.58 | SIM:ESH5 | Sell | 1 | 6134.75 | Aggressive |
| 2025-02-13T18:51:36.933 | SIM:ESH5 | Sell | 2 | 6134.75 | Aggressive |
| 2025-02-13T18:51:38.828 | SIM:ESH5 | Sell | 2 | 6134.75 | Aggressive |
| 2025-02-13T18:51:41.08 | SIM:ESH5 | Sell | 3 | 6134.75 | Aggressive |
| 2025-02-13T18:51:41.08 | SIM:ESH5 | Sell | 3 | 6134.75 | Aggressive |
| 2025-02-13T18:51:44.781 | SIM:ESH5 | Sell | 1 | 6135 | Passive |
| 2025-02-13T18:51:44.781 | SIM:ESH5 | Sell | 1 | 6135 | Passive |
| 2025-02-13T18:51:44.781 | SIM:ESH5 | Sell | 1 | 6135 | Passive |
| 2025-02-13T18:51:44.781 | SIM:ESH5 | Sell | 1 | 6135 | Passive |
| 2025-02-13T18:51:44.781 | SIM:ESH5 | Sell | 1 | 6135 | Passive |
| 2025-02-13T18:51:44.781 | SIM:ESH5 | Sell | 1 | 6135 | Passive |
| 2025-02-13T18:51:46.402 | SIM:ESH5 | Sell | 4 | 6134.75 | Aggressive |
| 2025-02-13T18:51:49.415 | SIM:ESH5 | Sell | 1 | 6135 | Passive |
| 2025-02-13T18:51:49.415 | SIM:ESH5 | Sell | 1 | 6135 | Passive |
| 2025-02-13T18:51:49.415 | SIM:ESH5 | Sell | 1 | 6135 | Passive |
| 2025-02-13T18:51:49.416 | SIM:ESH5 | Sell | 1 | 6135 | Passive |
| 2025-02-13T18:51:49.416 | SIM:ESH5 | Sell | 2 | 6135 | Passive |
| 2025-02-13T18:51:49.416 | SIM:ESH5 | Sell | 2 | 6135 | Aggressive |
| 2025-02-13T18:51:49.416 | SIM:ESH5 | Sell | 1 | 6135 | Aggressive |
| 2025-02-13T18:51:49.416 | SIM:ESH5 | Sell | 1 | 6135 | Aggressive |
| 2025-02-13T18:51:49.416 | SIM:ESH5 | Sell | 2 | 6135 | Passive |
| 2025-02-13T18:51:51.127 | SIM:ESH5 | Sell | 1 | 6135 | Passive |
| 2025-02-13T18:51:51.127 | SIM:ESH5 | Sell | 1 | 6135 | Passive |
| 2025-02-13T18:51:51.127 | SIM:ESH5 | Sell | 1 | 6135 | Passive |
| 2025-02-13T18:52:00.123 | SIM:ESH5 | Sell | 3 | 6135 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.0300
Slippage Sweep
-0.4350
Arrival Price
6,135.2500
Average Total
6,135.2200
Destination Price
6,135.1250
Sweep to Fill
6,134.7850
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:49:22.983 | SIM:ESH5 | Sell | 1 | 6135 | Aggressive |
| 2025-02-13T18:49:29.98 | SIM:ESH5 | Sell | 5 | 6135 | Aggressive |
| 2025-02-13T18:49:51.98 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:49:51.981 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:49:51.981 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:49:51.981 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:49:51.981 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:49:51.981 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:49:51.981 | SIM:ESH5 | Sell | 3 | 6135.25 | Passive |
| 2025-02-13T18:49:51.981 | SIM:ESH5 | Sell | 3 | 6135.25 | Passive |
| 2025-02-13T18:49:51.981 | SIM:ESH5 | Sell | 3 | 6135.25 | Passive |
| 2025-02-13T18:49:51.981 | SIM:ESH5 | Sell | 3 | 6135.25 | Passive |
| 2025-02-13T18:49:51.981 | SIM:ESH5 | Sell | 3 | 6135.25 | Passive |
| 2025-02-13T18:49:51.981 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:49:51.981 | SIM:ESH5 | Sell | 2 | 6135.25 | Passive |
| 2025-02-13T18:49:51.981 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:49:51.981 | SIM:ESH5 | Sell | 2 | 6135.25 | Passive |
| 2025-02-13T18:49:51.981 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:49:51.981 | SIM:ESH5 | Sell | 2 | 6135.25 | Passive |
| 2025-02-13T18:49:51.981 | SIM:ESH5 | Sell | 3 | 6135.25 | Passive |
| 2025-02-13T18:49:51.981 | SIM:ESH5 | Sell | 2 | 6135.25 | Passive |
| 2025-02-13T18:49:51.981 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:49:51.989 | SIM:ESH5 | Sell | 2 | 6135.25 | Passive |
| 2025-02-13T18:49:51.989 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:49:51.989 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:49:51.989 | SIM:ESH5 | Sell | 2 | 6135.25 | Passive |
| 2025-02-13T18:49:51.989 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:49:51.989 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.2950
Slippage Sweep
-0.1150
Arrival Price
6,135.1250
Average Total
6,135.4200
Destination Price
6,135.6250
Sweep to Fill
6,135.5350
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:48:22.88 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T18:48:22.88 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T18:48:22.88 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T18:48:22.892 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T18:48:22.896 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T18:48:22.988 | SIM:ESH5 | Buy | 2 | 6135.25 | Aggressive |
| 2025-02-13T18:48:25.088 | SIM:ESH5 | Buy | 1 | 6135 | Aggressive |
| 2025-02-13T18:48:25.447 | SIM:ESH5 | Buy | 1 | 6135 | Aggressive |
| 2025-02-13T18:48:26.776 | SIM:ESH5 | Buy | 1 | 6135 | Aggressive |
| 2025-02-13T18:48:29.5 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T18:48:29.5 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T18:48:29.5 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T18:48:29.5 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T18:48:29.5 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T18:48:32.444 | SIM:ESH5 | Buy | 6 | 6135.5 | Aggressive |
| 2025-02-13T18:48:32.444 | SIM:ESH5 | Buy | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:48:34.88 | SIM:ESH5 | Buy | 11 | 6135.75 | Aggressive |
| 2025-02-13T18:48:38.465 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:48:38.465 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:48:38.465 | SIM:ESH5 | Buy | 2 | 6135.5 | Passive |
| 2025-02-13T18:48:38.465 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:48:38.465 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:48:38.466 | SIM:ESH5 | Buy | 2 | 6135.5 | Passive |
| 2025-02-13T18:48:38.466 | SIM:ESH5 | Buy | 2 | 6135.5 | Passive |
| 2025-02-13T18:48:38.466 | SIM:ESH5 | Buy | 2 | 6135.5 | Passive |
| 2025-02-13T18:48:38.466 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:48:38.466 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:48:38.466 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:48:38.466 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:48:38.466 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.0350
Slippage Sweep
-0.4400
Arrival Price
6,135.2500
Average Total
6,135.2850
Destination Price
6,134.8750
Sweep to Fill
6,135.7250
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:46:51.08 | SIM:ESH5 | Buy | 2 | 6135.25 | Passive |
| 2025-02-13T18:46:51.118 | SIM:ESH5 | Buy | 1 | 6135.25 | Aggressive |
| 2025-02-13T18:46:51.118 | SIM:ESH5 | Buy | 1 | 6135.25 | Aggressive |
| 2025-02-13T18:46:51.118 | SIM:ESH5 | Buy | 1 | 6135.25 | Aggressive |
| 2025-02-13T18:46:51.118 | SIM:ESH5 | Buy | 1 | 6135.25 | Aggressive |
| 2025-02-13T18:46:51.118 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:46:53.204 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:46:53.205 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:46:53.205 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:46:54.804 | SIM:ESH5 | Buy | 2 | 6135.25 | Aggressive |
| 2025-02-13T18:46:58.389 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:46:58.389 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:46:58.389 | SIM:ESH5 | Buy | 2 | 6135.5 | Passive |
| 2025-02-13T18:46:58.389 | SIM:ESH5 | Buy | 2 | 6135.5 | Passive |
| 2025-02-13T18:46:58.389 | SIM:ESH5 | Buy | 2 | 6135.5 | Passive |
| 2025-02-13T18:46:58.389 | SIM:ESH5 | Buy | 2 | 6135.5 | Passive |
| 2025-02-13T18:46:58.389 | SIM:ESH5 | Buy | 2 | 6135.5 | Passive |
| 2025-02-13T18:46:58.389 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:47:02.702 | SIM:ESH5 | Buy | 4 | 6135.25 | Aggressive |
| 2025-02-13T18:47:03.018 | SIM:ESH5 | Buy | 2 | 6135 | Passive |
| 2025-02-13T18:47:03.018 | SIM:ESH5 | Buy | 2 | 6135 | Passive |
| 2025-02-13T18:47:03.019 | SIM:ESH5 | Buy | 2 | 6135 | Passive |
| 2025-02-13T18:47:07.18 | SIM:ESH5 | Buy | 14 | 6135.25 | Aggressive |
| 2025-02-13T18:47:07.18 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.3100
Slippage Sweep
-0.1600
Arrival Price
6,136.0000
Average Total
6,135.6900
Destination Price
6,135.7500
Sweep to Fill
6,135.5300
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:45:01.351 | SIM:ESH5 | Sell | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:45:01.351 | SIM:ESH5 | Sell | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:45:03.736 | SIM:ESH5 | Sell | 3 | 6135.75 | Aggressive |
| 2025-02-13T18:45:03.736 | SIM:ESH5 | Sell | 4 | 6135.75 | Aggressive |
| 2025-02-13T18:45:10.608 | SIM:ESH5 | Sell | 1 | 6136 | Passive |
| 2025-02-13T18:45:17.904 | SIM:ESH5 | Sell | 10 | 6135.5 | Aggressive |
| 2025-02-13T18:45:18.088 | SIM:ESH5 | Sell | 1 | 6135.75 | Passive |
| 2025-02-13T18:45:18.088 | SIM:ESH5 | Sell | 1 | 6135.75 | Passive |
| 2025-02-13T18:45:18.088 | SIM:ESH5 | Sell | 2 | 6135.75 | Passive |
| 2025-02-13T18:45:18.088 | SIM:ESH5 | Sell | 1 | 6135.75 | Passive |
| 2025-02-13T18:45:18.088 | SIM:ESH5 | Sell | 1 | 6135.75 | Passive |
| 2025-02-13T18:45:18.088 | SIM:ESH5 | Sell | 2 | 6135.75 | Passive |
| 2025-02-13T18:45:18.089 | SIM:ESH5 | Sell | 1 | 6135.75 | Passive |
| 2025-02-13T18:45:18.089 | SIM:ESH5 | Sell | 1 | 6135.75 | Passive |
| 2025-02-13T18:45:18.089 | SIM:ESH5 | Sell | 2 | 6135.75 | Passive |
| 2025-02-13T18:45:18.089 | SIM:ESH5 | Sell | 2 | 6135.75 | Passive |
| 2025-02-13T18:45:18.089 | SIM:ESH5 | Sell | 3 | 6135.75 | Passive |
| 2025-02-13T18:45:20.711 | SIM:ESH5 | Sell | 3 | 6135.5 | Aggressive |
| 2025-02-13T18:45:24.78 | SIM:ESH5 | Sell | 1 | 6135.75 | Passive |
| 2025-02-13T18:45:24.78 | SIM:ESH5 | Sell | 2 | 6135.75 | Passive |
| 2025-02-13T18:45:24.781 | SIM:ESH5 | Sell | 1 | 6135.75 | Passive |
| 2025-02-13T18:45:24.781 | SIM:ESH5 | Sell | 1 | 6135.75 | Passive |
| 2025-02-13T18:45:24.781 | SIM:ESH5 | Sell | 1 | 6135.75 | Passive |
| 2025-02-13T18:45:24.781 | SIM:ESH5 | Sell | 1 | 6135.75 | Passive |
| 2025-02-13T18:45:24.781 | SIM:ESH5 | Sell | 1 | 6135.75 | Passive |
| 2025-02-13T18:45:36.302 | SIM:ESH5 | Sell | 1 | 6135.75 | Passive |
| 2025-02-13T18:45:36.302 | SIM:ESH5 | Sell | 1 | 6135.75 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.2100
Slippage Sweep
-0.2850
Arrival Price
6,135.6250
Average Total
6,135.8350
Destination Price
6,135.8750
Sweep to Fill
6,136.1200
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:44:23.681 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:44:23.993 | SIM:ESH5 | Buy | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:44:28.644 | SIM:ESH5 | Buy | 2 | 6135.75 | Aggressive |
| 2025-02-13T18:44:28.644 | SIM:ESH5 | Buy | 2 | 6135.75 | Aggressive |
| 2025-02-13T18:44:28.644 | SIM:ESH5 | Buy | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:44:30.492 | SIM:ESH5 | Buy | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:44:30.492 | SIM:ESH5 | Buy | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:44:36.522 | SIM:ESH5 | Buy | 2 | 6135.75 | Aggressive |
| 2025-02-13T18:44:36.522 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:44:40.212 | SIM:ESH5 | Buy | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:44:40.212 | SIM:ESH5 | Buy | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:44:40.212 | SIM:ESH5 | Buy | 2 | 6135.75 | Aggressive |
| 2025-02-13T18:44:41.98 | SIM:ESH5 | Buy | 5 | 6136 | Aggressive |
| 2025-02-13T18:44:45.139 | SIM:ESH5 | Buy | 12 | 6136 | Aggressive |
| 2025-02-13T18:44:45.389 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:44:45.389 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:44:45.389 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:44:45.389 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:44:45.39 | SIM:ESH5 | Buy | 3 | 6135.75 | Passive |
| 2025-02-13T18:44:45.39 | SIM:ESH5 | Buy | 3 | 6135.75 | Passive |
| 2025-02-13T18:44:45.39 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:44:45.39 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:44:45.39 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:44:45.39 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:44:45.39 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:44:45.401 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:44:45.401 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.0500
Slippage Sweep
-0.4800
Arrival Price
6,135.1250
Average Total
6,135.1750
Destination Price
6,135.3750
Sweep to Fill
6,134.6950
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:42:23.916 | SIM:ESH5 | Sell | 1 | 6135 | Aggressive |
| 2025-02-13T18:42:28.08 | SIM:ESH5 | Sell | 1 | 6135 | Aggressive |
| 2025-02-13T18:42:28.08 | SIM:ESH5 | Sell | 1 | 6135 | Aggressive |
| 2025-02-13T18:42:28.08 | SIM:ESH5 | Sell | 2 | 6135 | Aggressive |
| 2025-02-13T18:42:28.08 | SIM:ESH5 | Sell | 1 | 6135 | Aggressive |
| 2025-02-13T18:42:31.58 | SIM:ESH5 | Sell | 2 | 6135 | Aggressive |
| 2025-02-13T18:42:31.58 | SIM:ESH5 | Sell | 1 | 6135 | Aggressive |
| 2025-02-13T18:42:31.58 | SIM:ESH5 | Sell | 1 | 6135 | Aggressive |
| 2025-02-13T18:42:31.58 | SIM:ESH5 | Sell | 1 | 6135 | Aggressive |
| 2025-02-13T18:42:33.18 | SIM:ESH5 | Sell | 4 | 6135 | Aggressive |
| 2025-02-13T18:42:37.721 | SIM:ESH5 | Sell | 2 | 6135.25 | Passive |
| 2025-02-13T18:42:37.721 | SIM:ESH5 | Sell | 2 | 6135.25 | Passive |
| 2025-02-13T18:42:37.721 | SIM:ESH5 | Sell | 3 | 6135.25 | Passive |
| 2025-02-13T18:42:37.721 | SIM:ESH5 | Sell | 2 | 6135.25 | Passive |
| 2025-02-13T18:42:37.721 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:42:37.721 | SIM:ESH5 | Sell | 3 | 6135.25 | Passive |
| 2025-02-13T18:42:37.721 | SIM:ESH5 | Sell | 2 | 6135.25 | Passive |
| 2025-02-13T18:42:37.721 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:42:37.721 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:42:37.722 | SIM:ESH5 | Sell | 2 | 6135.25 | Passive |
| 2025-02-13T18:42:37.722 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:42:37.722 | SIM:ESH5 | Sell | 2 | 6135.25 | Passive |
| 2025-02-13T18:42:43.99 | SIM:ESH5 | Sell | 6 | 6135.25 | Aggressive |
| 2025-02-13T18:42:44.981 | SIM:ESH5 | Sell | 5 | 6135.25 | Aggressive |
| 2025-02-13T18:42:44.981 | SIM:ESH5 | Sell | 1 | 6135.25 | Aggressive |
| 2025-02-13T18:42:45.087 | SIM:ESH5 | Sell | 1 | 6135.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.3650
Slippage Sweep
-0.1500
Arrival Price
6,135.8750
Average Total
6,135.5100
Destination Price
6,135.6250
Sweep to Fill
6,135.3600
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:41:06.022 | SIM:ESH5 | Sell | 1 | 6135.75 | Passive |
| 2025-02-13T18:41:10.419 | SIM:ESH5 | Sell | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:41:10.419 | SIM:ESH5 | Sell | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:41:10.42 | SIM:ESH5 | Sell | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:41:11.98 | SIM:ESH5 | Sell | 15 | 6135.5 | Aggressive |
| 2025-02-13T18:41:11.98 | SIM:ESH5 | Sell | 2 | 6135.25 | Aggressive |
| 2025-02-13T18:41:11.98 | SIM:ESH5 | Sell | 6 | 6135.5 | Passive |
| 2025-02-13T18:41:11.98 | SIM:ESH5 | Sell | 9 | 6135.5 | Passive |
| 2025-02-13T18:41:12.343 | SIM:ESH5 | Sell | 6 | 6135.5 | Aggressive |
| 2025-02-13T18:41:12.343 | SIM:ESH5 | Sell | 3 | 6135.5 | Passive |
| 2025-02-13T18:41:19.734 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:41:19.734 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:41:19.734 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:41:20.397 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:41:20.397 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.4100
Slippage Sweep
-0.1450
Arrival Price
6,135.3750
Average Total
6,135.7850
Destination Price
6,135.6250
Sweep to Fill
6,135.9300
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:40:18.005 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:40:18.005 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:40:18.005 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:40:24.401 | SIM:ESH5 | Buy | 1 | 6135.5 | Aggressive |
| 2025-02-13T18:40:24.401 | SIM:ESH5 | Buy | 1 | 6135.5 | Aggressive |
| 2025-02-13T18:40:24.401 | SIM:ESH5 | Buy | 4 | 6135.5 | Aggressive |
| 2025-02-13T18:40:24.401 | SIM:ESH5 | Buy | 2 | 6135.5 | Aggressive |
| 2025-02-13T18:40:26.98 | SIM:ESH5 | Buy | 1 | 6135.5 | Aggressive |
| 2025-02-13T18:40:31.682 | SIM:ESH5 | Buy | 1 | 6135.5 | Aggressive |
| 2025-02-13T18:40:31.682 | SIM:ESH5 | Buy | 1 | 6135.5 | Aggressive |
| 2025-02-13T18:40:31.682 | SIM:ESH5 | Buy | 1 | 6135.5 | Aggressive |
| 2025-02-13T18:40:34.483 | SIM:ESH5 | Buy | 3 | 6135.5 | Aggressive |
| 2025-02-13T18:40:34.483 | SIM:ESH5 | Buy | 2 | 6135.75 | Aggressive |
| 2025-02-13T18:40:35.311 | SIM:ESH5 | Buy | 9 | 6135.75 | Aggressive |
| 2025-02-13T18:40:35.311 | SIM:ESH5 | Buy | 5 | 6136 | Aggressive |
| 2025-02-13T18:40:50.951 | SIM:ESH5 | Buy | 6 | 6136 | Aggressive |
| 2025-02-13T18:40:50.951 | SIM:ESH5 | Buy | 1 | 6136.25 | Aggressive |
| 2025-02-13T18:40:50.951 | SIM:ESH5 | Buy | 6 | 6136 | Aggressive |
| 2025-02-13T18:40:50.951 | SIM:ESH5 | Buy | 3 | 6136.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.0700
Slippage Sweep
-0.3650
Arrival Price
6,135.3750
Average Total
6,135.3050
Destination Price
6,135.1250
Sweep to Fill
6,134.9400
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:38:23.607 | SIM:ESH5 | Sell | 1 | 6135.25 | Aggressive |
| 2025-02-13T18:38:23.607 | SIM:ESH5 | Sell | 1 | 6135.25 | Aggressive |
| 2025-02-13T18:38:23.607 | SIM:ESH5 | Sell | 2 | 6135.25 | Aggressive |
| 2025-02-13T18:38:23.607 | SIM:ESH5 | Sell | 1 | 6135.25 | Aggressive |
| 2025-02-13T18:38:23.607 | SIM:ESH5 | Sell | 1 | 6135.25 | Aggressive |
| 2025-02-13T18:38:23.608 | SIM:ESH5 | Sell | 1 | 6135.25 | Aggressive |
| 2025-02-13T18:38:26.38 | SIM:ESH5 | Sell | 2 | 6135.25 | Aggressive |
| 2025-02-13T18:38:26.38 | SIM:ESH5 | Sell | 2 | 6135.25 | Aggressive |
| 2025-02-13T18:38:29.481 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:38:29.481 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:38:29.481 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:38:29.481 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:38:29.481 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:38:31 | SIM:ESH5 | Sell | 2 | 6135.25 | Aggressive |
| 2025-02-13T18:38:34.115 | SIM:ESH5 | Sell | 1 | 6135.25 | Aggressive |
| 2025-02-13T18:38:34.116 | SIM:ESH5 | Sell | 1 | 6135.25 | Aggressive |
| 2025-02-13T18:38:34.116 | SIM:ESH5 | Sell | 1 | 6135.25 | Aggressive |
| 2025-02-13T18:38:36.608 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:38:36.609 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:38:36.609 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:38:36.609 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:38:36.609 | SIM:ESH5 | Sell | 2 | 6135.5 | Passive |
| 2025-02-13T18:38:37.686 | SIM:ESH5 | Sell | 1 | 6135.25 | Aggressive |
| 2025-02-13T18:38:43.58 | SIM:ESH5 | Sell | 5 | 6135.25 | Aggressive |
| 2025-02-13T18:38:43.58 | SIM:ESH5 | Sell | 1 | 6135.25 | Aggressive |
| 2025-02-13T18:38:43.58 | SIM:ESH5 | Sell | 2 | 6135.25 | Aggressive |
| 2025-02-13T18:38:43.58 | SIM:ESH5 | Sell | 1 | 6135.25 | Aggressive |
| 2025-02-13T18:38:43.58 | SIM:ESH5 | Sell | 3 | 6135.25 | Passive |
| 2025-02-13T18:38:52.987 | SIM:ESH5 | Sell | 1 | 6135.25 | Aggressive |
| 2025-02-13T18:38:56.04 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:38:56.04 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:38:56.04 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:38:56.04 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:38:56.04 | SIM:ESH5 | Sell | 3 | 6135.25 | Passive |
| 2025-02-13T18:38:56.04 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:38:56.04 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.2000
Slippage Sweep
-0.2450
Arrival Price
6,135.3750
Average Total
6,135.5750
Destination Price
6,135.6250
Sweep to Fill
6,135.8200
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:37:01.384 | SIM:ESH5 | Buy | 1 | 6135.5 | Aggressive |
| 2025-02-13T18:37:03.38 | SIM:ESH5 | Buy | 1 | 6135.5 | Aggressive |
| 2025-02-13T18:37:07.28 | SIM:ESH5 | Buy | 2 | 6135.5 | Aggressive |
| 2025-02-13T18:37:16.821 | SIM:ESH5 | Buy | 15 | 6135.75 | Aggressive |
| 2025-02-13T18:37:16.821 | SIM:ESH5 | Buy | 2 | 6135.5 | Passive |
| 2025-02-13T18:37:16.992 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:37:16.992 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:37:16.992 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:37:16.992 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:37:16.993 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:37:16.993 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:37:16.993 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:37:16.993 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:37:16.993 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:37:16.993 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:37:16.993 | SIM:ESH5 | Buy | 2 | 6135.5 | Passive |
| 2025-02-13T18:37:16.993 | SIM:ESH5 | Buy | 2 | 6135.5 | Passive |
| 2025-02-13T18:37:16.993 | SIM:ESH5 | Buy | 2 | 6135.5 | Passive |
| 2025-02-13T18:37:16.993 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:37:33.287 | SIM:ESH5 | Buy | 1 | 6135.5 | Aggressive |
| 2025-02-13T18:37:40.564 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:37:40.564 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:37:40.564 | SIM:ESH5 | Buy | 2 | 6135.5 | Passive |
| 2025-02-13T18:37:40.564 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:37:40.564 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:37:40.564 | SIM:ESH5 | Buy | 3 | 6135.5 | Passive |
| 2025-02-13T18:37:40.564 | SIM:ESH5 | Buy | 2 | 6135.5 | Passive |