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
0.2550
Slippage Sweep
-0.1500
Arrival Price
6,135.2500
Average Total
6,135.5050
Destination Price
6,135.6250
Sweep to Fill
6,135.6550
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:35:50.58 | SIM:ESH5 | Buy | 3 | 6135.5 | Aggressive |
| 2025-02-13T18:35:58.781 | SIM:ESH5 | Buy | 7 | 6135.5 | Aggressive |
| 2025-02-13T18:35:58.781 | SIM:ESH5 | Buy | 3 | 6135.5 | Passive |
| 2025-02-13T18:35:58.781 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:35:58.781 | SIM:ESH5 | Buy | 2 | 6135.5 | Passive |
| 2025-02-13T18:35:58.781 | SIM:ESH5 | Buy | 2 | 6135.5 | Passive |
| 2025-02-13T18:35:58.781 | SIM:ESH5 | Buy | 3 | 6135.5 | Passive |
| 2025-02-13T18:35:58.781 | SIM:ESH5 | Buy | 2 | 6135.5 | Passive |
| 2025-02-13T18:35:58.781 | SIM:ESH5 | Buy | 2 | 6135.5 | Passive |
| 2025-02-13T18:35:59.382 | SIM:ESH5 | Buy | 1 | 6135.5 | Aggressive |
| 2025-02-13T18:36:00.221 | SIM:ESH5 | Buy | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:36:05.08 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:36:05.08 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:36:05.081 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:36:05.081 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:36:05.081 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:36:05.081 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:36:05.081 | SIM:ESH5 | Buy | 2 | 6135.5 | Passive |
| 2025-02-13T18:36:05.081 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:36:05.081 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:36:05.081 | SIM:ESH5 | Buy | 4 | 6135.5 | Passive |
| 2025-02-13T18:36:05.081 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:36:05.081 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:36:05.081 | SIM:ESH5 | Buy | 4 | 6135.5 | Passive |
| 2025-02-13T18:36:05.081 | SIM:ESH5 | Buy | 3 | 6135.5 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.0150
Slippage Sweep
-0.4900
Arrival Price
6,135.3750
Average Total
6,135.3900
Destination Price
6,135.1250
Sweep to Fill
6,135.8800
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:34:09.224 | SIM:ESH5 | Buy | 1 | 6135.5 | Aggressive |
| 2025-02-13T18:34:09.224 | SIM:ESH5 | Buy | 1 | 6135.5 | Aggressive |
| 2025-02-13T18:34:09.224 | SIM:ESH5 | Buy | 2 | 6135.5 | Aggressive |
| 2025-02-13T18:34:13.601 | SIM:ESH5 | Buy | 1 | 6135.5 | Aggressive |
| 2025-02-13T18:34:13.601 | SIM:ESH5 | Buy | 2 | 6135.5 | Aggressive |
| 2025-02-13T18:34:13.601 | SIM:ESH5 | Buy | 2 | 6135.5 | Aggressive |
| 2025-02-13T18:34:13.601 | SIM:ESH5 | Buy | 1 | 6135.5 | Aggressive |
| 2025-02-13T18:34:14.275 | SIM:ESH5 | Buy | 1 | 6135.5 | Aggressive |
| 2025-02-13T18:34:15.27 | SIM:ESH5 | Buy | 1 | 6135.5 | Aggressive |
| 2025-02-13T18:34:20.685 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:34:20.685 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:34:20.685 | SIM:ESH5 | Buy | 2 | 6135.25 | Passive |
| 2025-02-13T18:34:20.685 | SIM:ESH5 | Buy | 2 | 6135.25 | Passive |
| 2025-02-13T18:34:20.685 | SIM:ESH5 | Buy | 2 | 6135.25 | Passive |
| 2025-02-13T18:34:20.686 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:34:20.686 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:34:20.686 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:34:24.51 | SIM:ESH5 | Buy | 9 | 6135.25 | Aggressive |
| 2025-02-13T18:34:24.51 | SIM:ESH5 | Buy | 6 | 6135.5 | Aggressive |
| 2025-02-13T18:34:24.51 | SIM:ESH5 | Buy | 10 | 6135.5 | Aggressive |
| 2025-02-13T18:34:24.51 | SIM:ESH5 | Buy | 2 | 6135.25 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.2350
Slippage Sweep
-0.2450
Arrival Price
6,135.6250
Average Total
6,135.3900
Destination Price
6,135.5000
Sweep to Fill
6,135.1450
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:32:45.321 | SIM:ESH5 | Sell | 1 | 6135.75 | Passive |
| 2025-02-13T18:32:46.38 | SIM:ESH5 | Sell | 1 | 6135.5 | Aggressive |
| 2025-02-13T18:32:47.43 | SIM:ESH5 | Sell | 1 | 6135.5 | Aggressive |
| 2025-02-13T18:32:47.43 | SIM:ESH5 | Sell | 1 | 6135.5 | Aggressive |
| 2025-02-13T18:32:51.434 | SIM:ESH5 | Sell | 2 | 6135.5 | Aggressive |
| 2025-02-13T18:32:51.434 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:32:52.78 | SIM:ESH5 | Sell | 2 | 6135.5 | Aggressive |
| 2025-02-13T18:32:52.78 | SIM:ESH5 | Sell | 2 | 6135.25 | Aggressive |
| 2025-02-13T18:33:06.182 | SIM:ESH5 | Sell | 2 | 6135.5 | Aggressive |
| 2025-02-13T18:33:06.201 | SIM:ESH5 | Sell | 5 | 6135.25 | Aggressive |
| 2025-02-13T18:33:08.306 | SIM:ESH5 | Sell | 16 | 6135.25 | Aggressive |
| 2025-02-13T18:33:08.308 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:33:08.308 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:33:09.489 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:33:09.49 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:33:09.49 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:33:09.49 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:33:09.49 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:33:09.49 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:33:09.49 | SIM:ESH5 | Sell | 2 | 6135.5 | Passive |
| 2025-02-13T18:33:09.49 | SIM:ESH5 | Sell | 3 | 6135.5 | Passive |
| 2025-02-13T18:33:09.49 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:33:09.49 | SIM:ESH5 | Sell | 2 | 6135.5 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.1250
Slippage Sweep
-0.3800
Arrival Price
6,135.8750
Average Total
6,135.7500
Destination Price
6,135.6250
Sweep to Fill
6,136.1300
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:31:48.207 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:31:48.208 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:31:48.208 | SIM:ESH5 | Buy | 2 | 6135.75 | Passive |
| 2025-02-13T18:31:48.208 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:31:48.208 | SIM:ESH5 | Buy | 3 | 6135.75 | Passive |
| 2025-02-13T18:31:48.208 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:31:48.208 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:31:48.208 | SIM:ESH5 | Buy | 2 | 6135.75 | Passive |
| 2025-02-13T18:31:48.208 | SIM:ESH5 | Buy | 2 | 6135.75 | Passive |
| 2025-02-13T18:31:48.208 | SIM:ESH5 | Buy | 2 | 6135.75 | Passive |
| 2025-02-13T18:31:48.208 | SIM:ESH5 | Buy | 2 | 6135.75 | Passive |
| 2025-02-13T18:31:48.208 | SIM:ESH5 | Buy | 2 | 6135.75 | Passive |
| 2025-02-13T18:31:48.209 | SIM:ESH5 | Buy | 2 | 6135.75 | Passive |
| 2025-02-13T18:31:48.209 | SIM:ESH5 | Buy | 2 | 6135.75 | Passive |
| 2025-02-13T18:31:48.209 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:31:48.209 | SIM:ESH5 | Buy | 3 | 6135.75 | Passive |
| 2025-02-13T18:31:48.209 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:31:48.209 | SIM:ESH5 | Buy | 3 | 6135.75 | Passive |
| 2025-02-13T18:31:59.207 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:31:59.207 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:31:59.207 | SIM:ESH5 | Buy | 2 | 6135.75 | Passive |
| 2025-02-13T18:31:59.207 | SIM:ESH5 | Buy | 2 | 6135.75 | Passive |
| 2025-02-13T18:31:59.207 | SIM:ESH5 | Buy | 2 | 6135.75 | Passive |
| 2025-02-13T18:31:59.207 | SIM:ESH5 | Buy | 2 | 6135.75 | Passive |
| 2025-02-13T18:31:59.207 | SIM:ESH5 | Buy | 2 | 6135.75 | Passive |
| 2025-02-13T18:31:59.207 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:31:59.207 | SIM:ESH5 | Buy | 3 | 6135.75 | Passive |
| 2025-02-13T18:31:59.207 | SIM:ESH5 | Buy | 2 | 6135.75 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.3050
Slippage Sweep
-0.1450
Arrival Price
6,135.8750
Average Total
6,135.5700
Destination Price
6,135.6250
Sweep to Fill
6,135.4250
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:30:17.48 | SIM:ESH5 | Sell | 4 | 6135.75 | Aggressive |
| 2025-02-13T18:30:19.613 | SIM:ESH5 | Sell | 12 | 6135.5 | Aggressive |
| 2025-02-13T18:30:19.613 | SIM:ESH5 | Sell | 1 | 6135.75 | Passive |
| 2025-02-13T18:30:19.613 | SIM:ESH5 | Sell | 1 | 6135.75 | Passive |
| 2025-02-13T18:30:19.613 | SIM:ESH5 | Sell | 1 | 6135.75 | Passive |
| 2025-02-13T18:30:35.468 | SIM:ESH5 | Sell | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:30:35.468 | SIM:ESH5 | Sell | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:30:35.468 | SIM:ESH5 | Sell | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:30:35.468 | SIM:ESH5 | Sell | 2 | 6135.75 | Aggressive |
| 2025-02-13T18:30:35.687 | SIM:ESH5 | Sell | 2 | 6135.75 | Aggressive |
| 2025-02-13T18:30:38.982 | SIM:ESH5 | Sell | 12 | 6135.5 | Aggressive |
| 2025-02-13T18:30:40.135 | SIM:ESH5 | Sell | 7 | 6135.5 | Aggressive |
| 2025-02-13T18:30:40.135 | SIM:ESH5 | Sell | 2 | 6135.5 | Aggressive |
| 2025-02-13T18:30:40.135 | SIM:ESH5 | Sell | 1 | 6135.5 | Aggressive |
| 2025-02-13T18:30:49.902 | SIM:ESH5 | Sell | 2 | 6135.5 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.2500
Slippage Sweep
-0.2750
Arrival Price
6,136.1250
Average Total
6,136.3750
Destination Price
6,136.2500
Sweep to Fill
6,136.6500
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:29:18.107 | SIM:ESH5 | Buy | 15 | 6136.5 | Aggressive |
| 2025-02-13T18:29:19.982 | SIM:ESH5 | Buy | 1 | 6136.25 | Passive |
| 2025-02-13T18:29:19.982 | SIM:ESH5 | Buy | 1 | 6136.25 | Passive |
| 2025-02-13T18:29:19.982 | SIM:ESH5 | Buy | 1 | 6136.25 | Passive |
| 2025-02-13T18:29:19.982 | SIM:ESH5 | Buy | 1 | 6136.25 | Passive |
| 2025-02-13T18:29:19.982 | SIM:ESH5 | Buy | 1 | 6136.25 | Passive |
| 2025-02-13T18:29:19.982 | SIM:ESH5 | Buy | 1 | 6136.25 | Passive |
| 2025-02-13T18:29:19.982 | SIM:ESH5 | Buy | 2 | 6136.25 | Passive |
| 2025-02-13T18:29:19.982 | SIM:ESH5 | Buy | 2 | 6136.25 | Passive |
| 2025-02-13T18:29:19.982 | SIM:ESH5 | Buy | 3 | 6136.25 | Passive |
| 2025-02-13T18:29:44.488 | SIM:ESH5 | Buy | 3 | 6136.25 | Aggressive |
| 2025-02-13T18:29:47.343 | SIM:ESH5 | Buy | 1 | 6136.25 | Passive |
| 2025-02-13T18:29:47.352 | SIM:ESH5 | Buy | 6 | 6136.25 | Aggressive |
| 2025-02-13T18:29:47.352 | SIM:ESH5 | Buy | 10 | 6136.5 | Aggressive |
| 2025-02-13T18:29:47.352 | SIM:ESH5 | Buy | 2 | 6136.25 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.0400
Slippage Sweep
-0.3900
Arrival Price
6,135.8750
Average Total
6,135.8350
Destination Price
6,136.0000
Sweep to Fill
6,135.4450
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:26:10.881 | SIM:ESH5 | Sell | 1 | 6136 | Passive |
| 2025-02-13T18:26:10.882 | SIM:ESH5 | Sell | 1 | 6136 | Passive |
| 2025-02-13T18:26:10.882 | SIM:ESH5 | Sell | 1 | 6136 | Passive |
| 2025-02-13T18:26:10.882 | SIM:ESH5 | Sell | 1 | 6136 | Passive |
| 2025-02-13T18:26:20.702 | SIM:ESH5 | Sell | 4 | 6135.75 | Aggressive |
| 2025-02-13T18:26:20.702 | SIM:ESH5 | Sell | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:26:20.702 | SIM:ESH5 | Sell | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:26:20.702 | SIM:ESH5 | Sell | 4 | 6135.75 | Aggressive |
| 2025-02-13T18:26:20.702 | SIM:ESH5 | Sell | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:26:20.702 | SIM:ESH5 | Sell | 2 | 6135.75 | Passive |
| 2025-02-13T18:26:20.702 | SIM:ESH5 | Sell | 1 | 6135.75 | Passive |
| 2025-02-13T18:26:31.763 | SIM:ESH5 | Sell | 5 | 6135.75 | Aggressive |
| 2025-02-13T18:26:31.763 | SIM:ESH5 | Sell | 2 | 6135.75 | Aggressive |
| 2025-02-13T18:26:31.763 | SIM:ESH5 | Sell | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:26:31.763 | SIM:ESH5 | Sell | 2 | 6135.75 | Aggressive |
| 2025-02-13T18:26:34.039 | SIM:ESH5 | Sell | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:26:34.039 | SIM:ESH5 | Sell | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:26:38.88 | SIM:ESH5 | Sell | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:26:38.88 | SIM:ESH5 | Sell | 3 | 6135.75 | Aggressive |
| 2025-02-13T18:26:38.88 | SIM:ESH5 | Sell | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:26:38.88 | SIM:ESH5 | Sell | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:26:38.88 | SIM:ESH5 | Sell | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:26:51.144 | SIM:ESH5 | Sell | 1 | 6136 | Passive |
| 2025-02-13T18:26:51.145 | SIM:ESH5 | Sell | 1 | 6136 | Passive |
| 2025-02-13T18:26:51.145 | SIM:ESH5 | Sell | 1 | 6136 | Passive |
| 2025-02-13T18:26:51.145 | SIM:ESH5 | Sell | 1 | 6136 | Passive |
| 2025-02-13T18:26:51.145 | SIM:ESH5 | Sell | 1 | 6136 | Passive |
| 2025-02-13T18:26:51.145 | SIM:ESH5 | Sell | 1 | 6136 | Passive |
| 2025-02-13T18:26:51.145 | SIM:ESH5 | Sell | 1 | 6136 | Passive |
| 2025-02-13T18:26:51.145 | SIM:ESH5 | Sell | 1 | 6136 | Passive |
| 2025-02-13T18:26:51.145 | SIM:ESH5 | Sell | 1 | 6136 | Passive |
| 2025-02-13T18:26:51.145 | SIM:ESH5 | Sell | 1 | 6136 | Passive |
| 2025-02-13T18:26:58.229 | SIM:ESH5 | Sell | 2 | 6136 | Passive |
| 2025-02-13T18:26:58.229 | SIM:ESH5 | Sell | 1 | 6136 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.0200
Slippage Sweep
-0.3200
Arrival Price
6,135.3750
Average Total
6,135.3950
Destination Price
6,135.1250
Sweep to Fill
6,135.7150
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:24:17.629 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:24:20.498 | SIM:ESH5 | Buy | 2 | 6135.5 | Aggressive |
| 2025-02-13T18:24:20.498 | SIM:ESH5 | Buy | 1 | 6135.5 | Aggressive |
| 2025-02-13T18:24:20.68 | SIM:ESH5 | Buy | 1 | 6135.5 | Aggressive |
| 2025-02-13T18:24:25.284 | SIM:ESH5 | Buy | 1 | 6135.5 | Aggressive |
| 2025-02-13T18:24:25.284 | SIM:ESH5 | Buy | 2 | 6135.5 | Aggressive |
| 2025-02-13T18:24:25.284 | SIM:ESH5 | Buy | 1 | 6135.5 | Aggressive |
| 2025-02-13T18:24:25.284 | SIM:ESH5 | Buy | 1 | 6135.5 | Aggressive |
| 2025-02-13T18:24:27.4 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:24:27.4 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:24:27.401 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:24:31.58 | SIM:ESH5 | Buy | 2 | 6135.25 | Aggressive |
| 2025-02-13T18:24:31.58 | SIM:ESH5 | Buy | 15 | 6135.5 | Aggressive |
| 2025-02-13T18:24:34.086 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:24:34.086 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:24:34.087 | SIM:ESH5 | Buy | 2 | 6135.25 | Passive |
| 2025-02-13T18:24:34.087 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:24:34.087 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:24:34.087 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:24:34.09 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:24:34.09 | SIM:ESH5 | Buy | 2 | 6135.25 | Passive |
| 2025-02-13T18:24:34.09 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:24:34.68 | SIM:ESH5 | Buy | 2 | 6135.25 | Passive |
| 2025-02-13T18:24:37.011 | SIM:ESH5 | Buy | 2 | 6135.25 | Passive |
| 2025-02-13T18:25:03.983 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:25:03.983 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:25:03.983 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:25:03.983 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:25:03.983 | 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
-0.1100
Slippage Sweep
-0.4050
Arrival Price
6,136.1250
Average Total
6,136.0150
Destination Price
6,136.1250
Sweep to Fill
6,136.4200
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:22:24.992 | SIM:ESH5 | Buy | 1 | 6136.25 | Aggressive |
| 2025-02-13T18:22:25.295 | SIM:ESH5 | Buy | 2 | 6136.25 | Aggressive |
| 2025-02-13T18:22:34.054 | SIM:ESH5 | Buy | 1 | 6136 | Passive |
| 2025-02-13T18:22:34.054 | SIM:ESH5 | Buy | 1 | 6136 | Passive |
| 2025-02-13T18:22:34.054 | SIM:ESH5 | Buy | 2 | 6136 | Passive |
| 2025-02-13T18:22:34.054 | SIM:ESH5 | Buy | 1 | 6136 | Passive |
| 2025-02-13T18:22:34.054 | SIM:ESH5 | Buy | 2 | 6136 | Passive |
| 2025-02-13T18:22:34.054 | SIM:ESH5 | Buy | 1 | 6136 | Passive |
| 2025-02-13T18:22:34.054 | SIM:ESH5 | Buy | 2 | 6136 | Passive |
| 2025-02-13T18:22:34.055 | SIM:ESH5 | Buy | 2 | 6136 | Passive |
| 2025-02-13T18:22:34.055 | SIM:ESH5 | Buy | 2 | 6136 | Passive |
| 2025-02-13T18:22:34.055 | SIM:ESH5 | Buy | 1 | 6136 | Passive |
| 2025-02-13T18:22:34.055 | SIM:ESH5 | Buy | 1 | 6136 | Passive |
| 2025-02-13T18:22:34.055 | SIM:ESH5 | Buy | 2 | 6136 | Passive |
| 2025-02-13T18:22:34.055 | SIM:ESH5 | Buy | 1 | 6136 | Passive |
| 2025-02-13T18:22:34.055 | SIM:ESH5 | Buy | 3 | 6136 | Passive |
| 2025-02-13T18:22:34.055 | SIM:ESH5 | Buy | 1 | 6136 | Passive |
| 2025-02-13T18:22:34.055 | SIM:ESH5 | Buy | 3 | 6136 | Passive |
| 2025-02-13T18:22:34.055 | SIM:ESH5 | Buy | 1 | 6136 | Passive |
| 2025-02-13T18:22:34.055 | SIM:ESH5 | Buy | 1 | 6136 | Passive |
| 2025-02-13T18:22:34.055 | SIM:ESH5 | Buy | 5 | 6136 | Passive |
| 2025-02-13T18:22:34.055 | SIM:ESH5 | Buy | 1 | 6136 | Passive |
| 2025-02-13T18:22:34.055 | SIM:ESH5 | Buy | 2 | 6136 | Passive |
| 2025-02-13T18:22:34.055 | SIM:ESH5 | Buy | 2 | 6136 | Passive |
| 2025-02-13T18:22:34.582 | SIM:ESH5 | Buy | 2 | 6136 | Passive |
| 2025-02-13T18:22:37.836 | SIM:ESH5 | Buy | 1 | 6136 | Passive |
| 2025-02-13T18:22:37.836 | SIM:ESH5 | Buy | 1 | 6136 | Passive |
| 2025-02-13T18:22:37.836 | SIM:ESH5 | Buy | 3 | 6136 | Passive |
| 2025-02-13T18:22:44.614 | SIM:ESH5 | Buy | 1 | 6136 | Passive |
| 2025-02-13T18:22:44.614 | SIM:ESH5 | Buy | 1 | 6136 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.2600
Slippage Sweep
-0.1650
Arrival Price
6,135.8750
Average Total
6,135.6150
Destination Price
6,135.6250
Sweep to Fill
6,135.4500
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:20:51.18 | SIM:ESH5 | Sell | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:20:51.792 | SIM:ESH5 | Sell | 27 | 6135.5 | Aggressive |
| 2025-02-13T18:21:01.081 | SIM:ESH5 | Sell | 1 | 6135.75 | Passive |
| 2025-02-13T18:21:01.081 | SIM:ESH5 | Sell | 1 | 6135.75 | Passive |
| 2025-02-13T18:21:01.081 | SIM:ESH5 | Sell | 1 | 6135.75 | Passive |
| 2025-02-13T18:21:01.081 | SIM:ESH5 | Sell | 1 | 6135.75 | Passive |
| 2025-02-13T18:21:01.081 | SIM:ESH5 | Sell | 2 | 6135.75 | Passive |
| 2025-02-13T18:21:01.081 | SIM:ESH5 | Sell | 2 | 6135.75 | Passive |
| 2025-02-13T18:21:01.082 | SIM:ESH5 | Sell | 2 | 6135.75 | Passive |
| 2025-02-13T18:21:01.082 | SIM:ESH5 | Sell | 2 | 6135.75 | Passive |
| 2025-02-13T18:21:01.082 | SIM:ESH5 | Sell | 2 | 6135.75 | Passive |
| 2025-02-13T18:21:01.082 | SIM:ESH5 | Sell | 2 | 6135.75 | Passive |
| 2025-02-13T18:21:01.082 | SIM:ESH5 | Sell | 1 | 6135.75 | Passive |
| 2025-02-13T18:21:01.082 | SIM:ESH5 | Sell | 1 | 6135.75 | Passive |
| 2025-02-13T18:21:01.082 | SIM:ESH5 | Sell | 2 | 6135.75 | Passive |
| 2025-02-13T18:21:01.082 | SIM:ESH5 | Sell | 2 | 6135.75 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.0650
Slippage Sweep
-0.2150
Arrival Price
6,135.6250
Average Total
6,135.6900
Destination Price
6,135.6250
Sweep to Fill
6,135.9050
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:19:57.307 | SIM:ESH5 | Buy | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:19:57.307 | SIM:ESH5 | Buy | 3 | 6135.75 | Aggressive |
| 2025-02-13T18:19:57.307 | SIM:ESH5 | Buy | 2 | 6135.75 | Aggressive |
| 2025-02-13T18:19:57.307 | SIM:ESH5 | Buy | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:19:57.307 | SIM:ESH5 | Buy | 3 | 6135.75 | Passive |
| 2025-02-13T18:19:57.307 | SIM:ESH5 | Buy | 3 | 6135.75 | Passive |
| 2025-02-13T18:20:06.305 | SIM:ESH5 | Buy | 4 | 6135.75 | Aggressive |
| 2025-02-13T18:20:06.305 | SIM:ESH5 | Buy | 3 | 6135.75 | Aggressive |
| 2025-02-13T18:20:06.305 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:20:06.305 | SIM:ESH5 | Buy | 2 | 6135.75 | Passive |
| 2025-02-13T18:20:06.305 | SIM:ESH5 | Buy | 4 | 6135.75 | Passive |
| 2025-02-13T18:20:06.305 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:20:06.305 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:20:06.305 | SIM:ESH5 | Buy | 4 | 6135.75 | Passive |
| 2025-02-13T18:20:06.305 | SIM:ESH5 | Buy | 2 | 6135.75 | Passive |
| 2025-02-13T18:20:06.305 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:20:06.305 | SIM:ESH5 | Buy | 1 | 6135.75 | Passive |
| 2025-02-13T18:20:09.592 | SIM:ESH5 | Buy | 1 | 6135.75 | Aggressive |
| 2025-02-13T18:20:14.824 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:20:14.824 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:20:14.824 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:20:14.824 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:20:14.824 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:20:14.824 | SIM:ESH5 | Buy | 2 | 6135.5 | Passive |
| 2025-02-13T18:20:14.824 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:20:14.824 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:20:14.824 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:20:14.825 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:20:14.825 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.0200
Slippage Sweep
-0.3150
Arrival Price
6,135.3750
Average Total
6,135.3950
Destination Price
6,135.3750
Sweep to Fill
6,135.0800
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:18:36.521 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:18:36.521 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:18:36.521 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:18:36.521 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:18:36.521 | SIM:ESH5 | Sell | 2 | 6135.5 | Passive |
| 2025-02-13T18:18:36.522 | SIM:ESH5 | Sell | 2 | 6135.5 | Passive |
| 2025-02-13T18:18:36.522 | SIM:ESH5 | Sell | 2 | 6135.5 | Passive |
| 2025-02-13T18:18:36.522 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:18:36.522 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:18:36.522 | SIM:ESH5 | Sell | 2 | 6135.5 | Passive |
| 2025-02-13T18:18:36.522 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:18:36.522 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:18:36.522 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:18:36.522 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:18:36.522 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:18:36.522 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:18:36.522 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:18:36.522 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:18:36.522 | SIM:ESH5 | Sell | 1 | 6135.5 | Passive |
| 2025-02-13T18:18:38.819 | SIM:ESH5 | Sell | 2 | 6135.5 | Passive |
| 2025-02-13T18:18:38.82 | SIM:ESH5 | Sell | 2 | 6135.5 | Passive |
| 2025-02-13T18:18:38.82 | SIM:ESH5 | Sell | 2 | 6135.5 | Passive |
| 2025-02-13T18:18:39.344 | SIM:ESH5 | Sell | 2 | 6135.5 | Passive |
| 2025-02-13T18:18:41.819 | SIM:ESH5 | Sell | 3 | 6135.5 | Aggressive |
| 2025-02-13T18:18:41.819 | SIM:ESH5 | Sell | 1 | 6135.25 | Aggressive |
| 2025-02-13T18:18:56.494 | SIM:ESH5 | Sell | 5 | 6135 | Aggressive |
| 2025-02-13T18:18:58.261 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:18:58.261 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:18:58.261 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:18:58.262 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:18:58.262 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:18:58.263 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:18:58.263 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:18:58.263 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:18:58.263 | SIM:ESH5 | Sell | 1 | 6135.25 | Passive |
| 2025-02-13T18:18:58.263 | 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
0.3650
Slippage Sweep
-0.0600
Arrival Price
6,135.1250
Average Total
6,135.4900
Destination Price
6,135.3750
Sweep to Fill
6,135.5500
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:17:45.28 | SIM:ESH5 | Buy | 1 | 6135.25 | Aggressive |
| 2025-02-13T18:17:46.88 | SIM:ESH5 | Buy | 1 | 6135.25 | Aggressive |
| 2025-02-13T18:17:47.216 | SIM:ESH5 | Buy | 2 | 6135.5 | Aggressive |
| 2025-02-13T18:17:48.682 | SIM:ESH5 | Buy | 21 | 6135.5 | Aggressive |
| 2025-02-13T18:18:00.082 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:18:00.082 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:18:00.082 | SIM:ESH5 | Buy | 2 | 6135.5 | Passive |
| 2025-02-13T18:18:00.082 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:18:00.082 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:18:00.082 | SIM:ESH5 | Buy | 3 | 6135.5 | Passive |
| 2025-02-13T18:18:00.082 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:18:00.082 | SIM:ESH5 | Buy | 2 | 6135.5 | Passive |
| 2025-02-13T18:18:00.082 | SIM:ESH5 | Buy | 3 | 6135.5 | Passive |
| 2025-02-13T18:18:00.082 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:18:00.082 | SIM:ESH5 | Buy | 4 | 6135.5 | Passive |
| 2025-02-13T18:18:00.082 | SIM:ESH5 | Buy | 5 | 6135.5 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.0350
Slippage Sweep
-0.3800
Arrival Price
6,134.3750
Average Total
6,134.4100
Destination Price
6,134.6250
Sweep to Fill
6,134.0300
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:16:37.387 | SIM:ESH5 | Sell | 4 | 6134.25 | Aggressive |
| 2025-02-13T18:16:34.723 | SIM:ESH5 | Sell | 1 | 6134.25 | Aggressive |
| 2025-02-13T18:16:34.723 | SIM:ESH5 | Sell | 2 | 6134.25 | Aggressive |
| 2025-02-13T18:16:34.721 | SIM:ESH5 | Sell | 1 | 6134.25 | Aggressive |
| 2025-02-13T18:16:50.284 | SIM:ESH5 | Sell | 1 | 6134.5 | Passive |
| 2025-02-13T18:16:50.285 | SIM:ESH5 | Sell | 1 | 6134.5 | Passive |
| 2025-02-13T18:16:50.285 | SIM:ESH5 | Sell | 1 | 6134.5 | Passive |
| 2025-02-13T18:16:50.285 | SIM:ESH5 | Sell | 1 | 6134.5 | Passive |
| 2025-02-13T18:16:50.285 | SIM:ESH5 | Sell | 1 | 6134.5 | Passive |
| 2025-02-13T18:16:50.285 | SIM:ESH5 | Sell | 1 | 6134.5 | Passive |
| 2025-02-13T18:16:50.285 | SIM:ESH5 | Sell | 1 | 6134.5 | Passive |
| 2025-02-13T18:16:50.285 | SIM:ESH5 | Sell | 1 | 6134.5 | Passive |
| 2025-02-13T18:16:50.285 | SIM:ESH5 | Sell | 1 | 6134.5 | Passive |
| 2025-02-13T18:16:50.285 | SIM:ESH5 | Sell | 1 | 6134.5 | Passive |
| 2025-02-13T18:16:50.285 | SIM:ESH5 | Sell | 1 | 6134.5 | Passive |
| 2025-02-13T18:16:50.285 | SIM:ESH5 | Sell | 1 | 6134.5 | Passive |
| 2025-02-13T18:16:50.285 | SIM:ESH5 | Sell | 1 | 6134.5 | Passive |
| 2025-02-13T18:16:50.285 | SIM:ESH5 | Sell | 1 | 6134.5 | Passive |
| 2025-02-13T18:16:50.285 | SIM:ESH5 | Sell | 1 | 6134.5 | Passive |
| 2025-02-13T18:16:50.285 | SIM:ESH5 | Sell | 1 | 6134.5 | Passive |
| 2025-02-13T18:16:50.285 | SIM:ESH5 | Sell | 1 | 6134.5 | Passive |
| 2025-02-13T18:16:50.304 | SIM:ESH5 | Sell | 2 | 6134.5 | Aggressive |
| 2025-02-13T18:16:51.404 | SIM:ESH5 | Sell | 9 | 6134.5 | Aggressive |
| 2025-02-13T18:16:53.391 | SIM:ESH5 | Sell | 1 | 6134.5 | Aggressive |
| 2025-02-13T18:16:58.033 | SIM:ESH5 | Sell | 1 | 6134.5 | Aggressive |
| 2025-02-13T18:16:58.033 | SIM:ESH5 | Sell | 5 | 6134.25 | Aggressive |
| 2025-02-13T18:16:58.033 | SIM:ESH5 | Sell | 1 | 6134.5 | Aggressive |
| 2025-02-13T18:16:58.033 | SIM:ESH5 | Sell | 5 | 6134.25 | Aggressive |
| 2025-02-13T18:16:58.033 | SIM:ESH5 | Sell | 1 | 6134.5 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.3100
Slippage Sweep
-0.1800
Arrival Price
6,133.3750
Average Total
6,133.6850
Destination Price
6,133.6250
Sweep to Fill
6,133.8650
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:15:06.224 | SIM:ESH5 | Buy | 1 | 6133.5 | Aggressive |
| 2025-02-13T18:15:07.219 | SIM:ESH5 | Buy | 1 | 6133.5 | Aggressive |
| 2025-02-13T18:15:07.826 | SIM:ESH5 | Buy | 1 | 6133.5 | Aggressive |
| 2025-02-13T18:15:09.213 | SIM:ESH5 | Buy | 4 | 6133.75 | Aggressive |
| 2025-02-13T18:15:09.217 | SIM:ESH5 | Buy | 1 | 6133.5 | Aggressive |
| 2025-02-13T18:15:13.441 | SIM:ESH5 | Buy | 11 | 6133.75 | Aggressive |
| 2025-02-13T18:15:13.68 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T18:15:13.681 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T18:15:21.623 | SIM:ESH5 | Buy | 2 | 6133.5 | Aggressive |
| 2025-02-13T18:15:21.624 | SIM:ESH5 | Buy | 5 | 6133.75 | Aggressive |
| 2025-02-13T18:15:26.005 | SIM:ESH5 | Buy | 11 | 6133.75 | Aggressive |
| 2025-02-13T18:15:27.18 | SIM:ESH5 | Buy | 6 | 6133.75 | Aggressive |
| 2025-02-13T18:15:30.383 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T18:15:30.383 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T18:15:30.383 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T18:15:30.383 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T18:15:30.383 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |