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
Sell
Quantity
50
Total Filled
50
Slippage
0.2950
Slippage Sweep
-0.1850
Arrival Price
6,133.3750
Average Total
6,133.0800
Destination Price
6,133.1250
Sweep to Fill
6,132.8950
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:13:50.086 | SIM:ESH5 | Sell | 1 | 6133.25 | Aggressive |
| 2025-02-13T18:13:50.686 | SIM:ESH5 | Sell | 1 | 6133.25 | Aggressive |
| 2025-02-13T18:13:52.78 | SIM:ESH5 | Sell | 7 | 6133 | Aggressive |
| 2025-02-13T18:13:54.927 | SIM:ESH5 | Sell | 4 | 6133 | Aggressive |
| 2025-02-13T18:13:57.78 | SIM:ESH5 | Sell | 2 | 6133 | Aggressive |
| 2025-02-13T18:13:57.78 | SIM:ESH5 | Sell | 2 | 6133 | Aggressive |
| 2025-02-13T18:13:58.28 | SIM:ESH5 | Sell | 6 | 6133 | Aggressive |
| 2025-02-13T18:13:58.28 | SIM:ESH5 | Sell | 2 | 6133 | Aggressive |
| 2025-02-13T18:13:58.28 | SIM:ESH5 | Sell | 1 | 6133 | Aggressive |
| 2025-02-13T18:13:58.28 | SIM:ESH5 | Sell | 1 | 6133 | Aggressive |
| 2025-02-13T18:13:58.28 | SIM:ESH5 | Sell | 1 | 6133 | Aggressive |
| 2025-02-13T18:14:01.023 | SIM:ESH5 | Sell | 2 | 6133 | Aggressive |
| 2025-02-13T18:14:09.703 | SIM:ESH5 | Sell | 12 | 6133.25 | Aggressive |
| 2025-02-13T18:14:17.488 | SIM:ESH5 | Sell | 2 | 6133.25 | Aggressive |
| 2025-02-13T18:14:28.388 | SIM:ESH5 | Sell | 6 | 6133 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.0600
Slippage Sweep
-0.3750
Arrival Price
6,133.1250
Average Total
6,133.0650
Destination Price
6,132.8750
Sweep to Fill
6,133.4400
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:12:58.232 | SIM:ESH5 | Buy | 1 | 6133.25 | Aggressive |
| 2025-02-13T18:12:58.232 | SIM:ESH5 | Buy | 2 | 6133.25 | Aggressive |
| 2025-02-13T18:13:01.184 | SIM:ESH5 | Buy | 2 | 6133.25 | Aggressive |
| 2025-02-13T18:13:01.184 | SIM:ESH5 | Buy | 2 | 6133.25 | Aggressive |
| 2025-02-13T18:13:01.184 | SIM:ESH5 | Buy | 2 | 6133.25 | Aggressive |
| 2025-02-13T18:13:02.482 | SIM:ESH5 | Buy | 1 | 6133.25 | Aggressive |
| 2025-02-13T18:13:04.48 | SIM:ESH5 | Buy | 2 | 6133.25 | Aggressive |
| 2025-02-13T18:13:09.19 | SIM:ESH5 | Buy | 1 | 6133.25 | Aggressive |
| 2025-02-13T18:13:13.08 | SIM:ESH5 | Buy | 2 | 6133 | Passive |
| 2025-02-13T18:13:13.08 | SIM:ESH5 | Buy | 2 | 6133 | Passive |
| 2025-02-13T18:13:13.08 | SIM:ESH5 | Buy | 1 | 6133 | Passive |
| 2025-02-13T18:13:13.08 | SIM:ESH5 | Buy | 1 | 6133 | Passive |
| 2025-02-13T18:13:13.08 | SIM:ESH5 | Buy | 1 | 6133 | Passive |
| 2025-02-13T18:13:13.08 | SIM:ESH5 | Buy | 1 | 6133 | Passive |
| 2025-02-13T18:13:13.08 | SIM:ESH5 | Buy | 2 | 6133 | Passive |
| 2025-02-13T18:13:13.081 | SIM:ESH5 | Buy | 4 | 6133 | Passive |
| 2025-02-13T18:13:13.081 | SIM:ESH5 | Buy | 1 | 6133 | Passive |
| 2025-02-13T18:13:13.081 | SIM:ESH5 | Buy | 3 | 6133 | Passive |
| 2025-02-13T18:13:13.081 | SIM:ESH5 | Buy | 1 | 6133 | Passive |
| 2025-02-13T18:13:13.081 | SIM:ESH5 | Buy | 3 | 6133 | Passive |
| 2025-02-13T18:13:13.081 | SIM:ESH5 | Buy | 1 | 6133 | Passive |
| 2025-02-13T18:13:16.417 | SIM:ESH5 | Buy | 3 | 6133 | Aggressive |
| 2025-02-13T18:13:16.418 | SIM:ESH5 | Buy | 1 | 6133 | Passive |
| 2025-02-13T18:13:19.882 | SIM:ESH5 | Buy | 1 | 6133 | Passive |
| 2025-02-13T18:13:19.882 | SIM:ESH5 | Buy | 1 | 6133 | Passive |
| 2025-02-13T18:13:19.882 | SIM:ESH5 | Buy | 1 | 6133 | Passive |
| 2025-02-13T18:13:19.882 | SIM:ESH5 | Buy | 1 | 6133 | Passive |
| 2025-02-13T18:13:19.882 | SIM:ESH5 | Buy | 1 | 6133 | Passive |
| 2025-02-13T18:13:20.38 | SIM:ESH5 | Buy | 5 | 6133 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.0300
Slippage Sweep
-0.3300
Arrival Price
6,132.8750
Average Total
6,132.8450
Destination Price
6,132.6250
Sweep to Fill
6,132.5150
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:11:44.341 | SIM:ESH5 | Sell | 1 | 6133 | Passive |
| 2025-02-13T18:11:44.341 | SIM:ESH5 | Sell | 1 | 6133 | Passive |
| 2025-02-13T18:11:44.341 | SIM:ESH5 | Sell | 1 | 6133 | Passive |
| 2025-02-13T18:11:44.341 | SIM:ESH5 | Sell | 1 | 6133 | Passive |
| 2025-02-13T18:11:44.342 | SIM:ESH5 | Sell | 1 | 6133 | Aggressive |
| 2025-02-13T18:11:44.342 | SIM:ESH5 | Sell | 1 | 6133 | Aggressive |
| 2025-02-13T18:11:44.342 | SIM:ESH5 | Sell | 1 | 6133 | Passive |
| 2025-02-13T18:11:44.342 | SIM:ESH5 | Sell | 1 | 6133 | Passive |
| 2025-02-13T18:11:44.342 | SIM:ESH5 | Sell | 1 | 6133 | Passive |
| 2025-02-13T18:11:44.342 | SIM:ESH5 | Sell | 1 | 6133 | Passive |
| 2025-02-13T18:11:44.342 | SIM:ESH5 | Sell | 1 | 6133 | Passive |
| 2025-02-13T18:11:44.342 | SIM:ESH5 | Sell | 1 | 6133 | Passive |
| 2025-02-13T18:11:44.342 | SIM:ESH5 | Sell | 1 | 6133 | Passive |
| 2025-02-13T18:11:53.538 | SIM:ESH5 | Sell | 2 | 6133 | Aggressive |
| 2025-02-13T18:11:53.538 | SIM:ESH5 | Sell | 3 | 6133 | Aggressive |
| 2025-02-13T18:11:53.538 | SIM:ESH5 | Sell | 3 | 6133 | Aggressive |
| 2025-02-13T18:11:53.538 | SIM:ESH5 | Sell | 1 | 6133 | Aggressive |
| 2025-02-13T18:11:53.538 | SIM:ESH5 | Sell | 1 | 6133 | Passive |
| 2025-02-13T18:11:53.538 | SIM:ESH5 | Sell | 3 | 6133 | Passive |
| 2025-02-13T18:11:53.538 | SIM:ESH5 | Sell | 5 | 6133 | Passive |
| 2025-02-13T18:11:53.68 | SIM:ESH5 | Sell | 1 | 6133 | Passive |
| 2025-02-13T18:12:05.68 | SIM:ESH5 | Sell | 11 | 6132.5 | Aggressive |
| 2025-02-13T18:12:06.721 | SIM:ESH5 | Sell | 2 | 6132.5 | Aggressive |
| 2025-02-13T18:12:06.731 | SIM:ESH5 | Sell | 2 | 6132.75 | Passive |
| 2025-02-13T18:12:06.731 | SIM:ESH5 | Sell | 1 | 6132.75 | Passive |
| 2025-02-13T18:12:06.731 | SIM:ESH5 | Sell | 1 | 6132.75 | Passive |
| 2025-02-13T18:12:06.731 | SIM:ESH5 | Sell | 1 | 6132.75 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.0800
Slippage Sweep
-0.3500
Arrival Price
6,132.1250
Average Total
6,132.2050
Destination Price
6,132.3750
Sweep to Fill
6,131.8550
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:10:11.193 | SIM:ESH5 | Sell | 1 | 6132.25 | Aggressive |
| 2025-02-13T18:10:12.48 | SIM:ESH5 | Sell | 1 | 6132 | Aggressive |
| 2025-02-13T18:10:14.082 | SIM:ESH5 | Sell | 1 | 6132 | Aggressive |
| 2025-02-13T18:10:18.08 | SIM:ESH5 | Sell | 1 | 6132 | Aggressive |
| 2025-02-13T18:10:18.08 | SIM:ESH5 | Sell | 1 | 6132 | Aggressive |
| 2025-02-13T18:10:18.08 | SIM:ESH5 | Sell | 2 | 6132 | Aggressive |
| 2025-02-13T18:10:19.885 | SIM:ESH5 | Sell | 1 | 6132.25 | Passive |
| 2025-02-13T18:10:19.885 | SIM:ESH5 | Sell | 1 | 6132.25 | Passive |
| 2025-02-13T18:10:19.885 | SIM:ESH5 | Sell | 1 | 6132.25 | Passive |
| 2025-02-13T18:10:26.48 | SIM:ESH5 | Sell | 3 | 6132.25 | Passive |
| 2025-02-13T18:10:26.48 | SIM:ESH5 | Sell | 1 | 6132.25 | Passive |
| 2025-02-13T18:10:26.481 | SIM:ESH5 | Sell | 1 | 6132.25 | Passive |
| 2025-02-13T18:10:26.481 | SIM:ESH5 | Sell | 2 | 6132.25 | Passive |
| 2025-02-13T18:10:26.481 | SIM:ESH5 | Sell | 2 | 6132.25 | Passive |
| 2025-02-13T18:10:26.481 | SIM:ESH5 | Sell | 2 | 6132.25 | Passive |
| 2025-02-13T18:10:26.481 | SIM:ESH5 | Sell | 1 | 6132.25 | Passive |
| 2025-02-13T18:10:26.481 | SIM:ESH5 | Sell | 1 | 6132.25 | Passive |
| 2025-02-13T18:10:26.481 | SIM:ESH5 | Sell | 2 | 6132.25 | Passive |
| 2025-02-13T18:10:26.481 | SIM:ESH5 | Sell | 1 | 6132.25 | Passive |
| 2025-02-13T18:10:26.481 | SIM:ESH5 | Sell | 3 | 6132.25 | Passive |
| 2025-02-13T18:10:26.481 | SIM:ESH5 | Sell | 4 | 6132.25 | Passive |
| 2025-02-13T18:10:26.481 | SIM:ESH5 | Sell | 2 | 6132.25 | Passive |
| 2025-02-13T18:10:27.496 | SIM:ESH5 | Sell | 2 | 6132.25 | Aggressive |
| 2025-02-13T18:10:27.496 | SIM:ESH5 | Sell | 3 | 6132 | Aggressive |
| 2025-02-13T18:10:28.684 | SIM:ESH5 | Sell | 2 | 6132.25 | Aggressive |
| 2025-02-13T18:10:31.18 | SIM:ESH5 | Sell | 8 | 6132.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.1650
Slippage Sweep
-0.3550
Arrival Price
6,132.8750
Average Total
6,133.0400
Destination Price
6,132.6250
Sweep to Fill
6,133.3950
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:09:23.68 | SIM:ESH5 | Buy | 1 | 6133 | Aggressive |
| 2025-02-13T18:09:25.217 | SIM:ESH5 | Buy | 1 | 6133 | Aggressive |
| 2025-02-13T18:09:25.217 | SIM:ESH5 | Buy | 1 | 6133 | Passive |
| 2025-02-13T18:09:29.58 | SIM:ESH5 | Buy | 2 | 6133 | Aggressive |
| 2025-02-13T18:09:29.58 | SIM:ESH5 | Buy | 1 | 6133.25 | Aggressive |
| 2025-02-13T18:09:29.58 | SIM:ESH5 | Buy | 1 | 6133 | Aggressive |
| 2025-02-13T18:09:29.58 | SIM:ESH5 | Buy | 2 | 6133 | Passive |
| 2025-02-13T18:09:33.08 | SIM:ESH5 | Buy | 3 | 6133 | Aggressive |
| 2025-02-13T18:09:33.08 | SIM:ESH5 | Buy | 2 | 6133 | Aggressive |
| 2025-02-13T18:09:33.08 | SIM:ESH5 | Buy | 1 | 6133 | Aggressive |
| 2025-02-13T18:09:37.43 | SIM:ESH5 | Buy | 3 | 6133 | Aggressive |
| 2025-02-13T18:09:44 | SIM:ESH5 | Buy | 4 | 6133 | Aggressive |
| 2025-02-13T18:09:44 | SIM:ESH5 | Buy | 3 | 6133.25 | Aggressive |
| 2025-02-13T18:09:47.58 | SIM:ESH5 | Buy | 14 | 6133.25 | Aggressive |
| 2025-02-13T18:09:47.68 | SIM:ESH5 | Buy | 1 | 6133 | Passive |
| 2025-02-13T18:09:47.681 | SIM:ESH5 | Buy | 1 | 6133 | Passive |
| 2025-02-13T18:09:47.681 | SIM:ESH5 | Buy | 1 | 6133 | Passive |
| 2025-02-13T18:09:48.926 | SIM:ESH5 | Buy | 1 | 6133 | Passive |
| 2025-02-13T18:09:48.927 | SIM:ESH5 | Buy | 1 | 6133 | Passive |
| 2025-02-13T18:09:48.927 | SIM:ESH5 | Buy | 1 | 6133 | Passive |
| 2025-02-13T18:09:55.737 | SIM:ESH5 | Buy | 1 | 6132.5 | Passive |
| 2025-02-13T18:09:55.737 | SIM:ESH5 | Buy | 1 | 6132.5 | Passive |
| 2025-02-13T18:09:55.737 | SIM:ESH5 | Buy | 1 | 6132.5 | Passive |
| 2025-02-13T18:09:55.738 | SIM:ESH5 | Buy | 1 | 6132.5 | Passive |
| 2025-02-13T18:09:55.738 | SIM:ESH5 | Buy | 1 | 6132.5 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.4900
Slippage Sweep
0.0200
Arrival Price
6,132.8750
Average Total
6,132.3850
Destination Price
6,132.5000
Sweep to Fill
6,132.4050
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:08:11.012 | SIM:ESH5 | Sell | 1 | 6133 | Passive |
| 2025-02-13T18:08:11.542 | SIM:ESH5 | Sell | 1 | 6133 | Passive |
| 2025-02-13T18:08:11.543 | SIM:ESH5 | Sell | 1 | 6133 | Passive |
| 2025-02-13T18:08:12.28 | SIM:ESH5 | Sell | 4 | 6132.5 | Aggressive |
| 2025-02-13T18:08:13.498 | SIM:ESH5 | Sell | 3 | 6132.5 | Aggressive |
| 2025-02-13T18:08:13.498 | SIM:ESH5 | Sell | 2 | 6132.5 | Passive |
| 2025-02-13T18:08:13.499 | SIM:ESH5 | Sell | 2 | 6132.5 | Aggressive |
| 2025-02-13T18:08:13.499 | SIM:ESH5 | Sell | 1 | 6132.5 | Passive |
| 2025-02-13T18:08:16.816 | SIM:ESH5 | Sell | 2 | 6132.5 | Aggressive |
| 2025-02-13T18:08:16.816 | SIM:ESH5 | Sell | 1 | 6132.5 | Passive |
| 2025-02-13T18:08:18.536 | SIM:ESH5 | Sell | 18 | 6132.25 | Aggressive |
| 2025-02-13T18:08:18.809 | SIM:ESH5 | Sell | 2 | 6132.5 | Aggressive |
| 2025-02-13T18:08:18.809 | SIM:ESH5 | Sell | 10 | 6132.25 | Aggressive |
| 2025-02-13T18:08:21.906 | SIM:ESH5 | Sell | 1 | 6132.5 | Aggressive |
| 2025-02-13T18:08:21.906 | SIM:ESH5 | Sell | 1 | 6132.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.2050
Slippage Sweep
-0.3800
Arrival Price
6,134.1250
Average Total
6,133.9200
Destination Price
6,133.8750
Sweep to Fill
6,133.5400
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:06:43.18 | SIM:ESH5 | Sell | 1 | 6134 | Aggressive |
| 2025-02-13T18:06:46 | SIM:ESH5 | Sell | 2 | 6134 | Aggressive |
| 2025-02-13T18:06:46 | SIM:ESH5 | Sell | 2 | 6134 | Aggressive |
| 2025-02-13T18:06:46 | SIM:ESH5 | Sell | 2 | 6134 | Aggressive |
| 2025-02-13T18:06:48.819 | SIM:ESH5 | Sell | 16 | 6133.75 | Aggressive |
| 2025-02-13T18:06:57.1 | SIM:ESH5 | Sell | 1 | 6134 | Passive |
| 2025-02-13T18:06:57.1 | SIM:ESH5 | Sell | 1 | 6134 | Passive |
| 2025-02-13T18:06:57.1 | SIM:ESH5 | Sell | 2 | 6134 | Passive |
| 2025-02-13T18:06:57.101 | SIM:ESH5 | Sell | 2 | 6134 | Passive |
| 2025-02-13T18:06:57.101 | SIM:ESH5 | Sell | 3 | 6134 | Passive |
| 2025-02-13T18:06:57.101 | SIM:ESH5 | Sell | 1 | 6134 | Passive |
| 2025-02-13T18:06:57.101 | SIM:ESH5 | Sell | 2 | 6134 | Passive |
| 2025-02-13T18:06:57.101 | SIM:ESH5 | Sell | 2 | 6134 | Passive |
| 2025-02-13T18:06:57.101 | SIM:ESH5 | Sell | 1 | 6134 | Passive |
| 2025-02-13T18:06:57.101 | SIM:ESH5 | Sell | 3 | 6134 | Passive |
| 2025-02-13T18:06:57.101 | SIM:ESH5 | Sell | 1 | 6134 | Passive |
| 2025-02-13T18:06:57.101 | SIM:ESH5 | Sell | 2 | 6134 | Passive |
| 2025-02-13T18:06:57.101 | SIM:ESH5 | Sell | 3 | 6134 | Passive |
| 2025-02-13T18:06:57.101 | SIM:ESH5 | Sell | 3 | 6134 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.0600
Slippage Sweep
-0.4450
Arrival Price
6,134.1250
Average Total
6,134.1850
Destination Price
6,134.1250
Sweep to Fill
6,134.6300
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:05:30.44 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T18:05:30.441 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T18:05:30.441 | SIM:ESH5 | Buy | 2 | 6134.25 | Passive |
| 2025-02-13T18:05:36.38 | SIM:ESH5 | Buy | 11 | 6134.5 | Aggressive |
| 2025-02-13T18:05:41.481 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T18:05:41.481 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T18:05:41.481 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T18:05:41.481 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T18:05:41.481 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T18:05:41.482 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T18:05:41.482 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T18:05:41.482 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T18:05:41.482 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T18:05:50.428 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T18:05:50.429 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T18:05:50.429 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T18:05:56.78 | SIM:ESH5 | Buy | 2 | 6134.25 | Aggressive |
| 2025-02-13T18:06:08.037 | SIM:ESH5 | Buy | 3 | 6134 | Passive |
| 2025-02-13T18:06:08.037 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T18:06:08.037 | SIM:ESH5 | Buy | 2 | 6134 | Passive |
| 2025-02-13T18:06:08.037 | SIM:ESH5 | Buy | 2 | 6134 | Passive |
| 2025-02-13T18:06:08.037 | SIM:ESH5 | Buy | 2 | 6134 | Passive |
| 2025-02-13T18:06:08.038 | SIM:ESH5 | Buy | 2 | 6134 | Passive |
| 2025-02-13T18:06:08.038 | SIM:ESH5 | Buy | 4 | 6134 | Passive |
| 2025-02-13T18:06:08.038 | SIM:ESH5 | Buy | 2 | 6134 | Passive |
| 2025-02-13T18:06:08.038 | SIM:ESH5 | Buy | 2 | 6134 | Passive |
| 2025-02-13T18:06:08.038 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.1800
Slippage Sweep
-0.1100
Arrival Price
6,134.8750
Average Total
6,134.6950
Destination Price
6,134.8750
Sweep to Fill
6,134.5850
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:03:05.492 | SIM:ESH5 | Sell | 1 | 6134.75 | Aggressive |
| 2025-02-13T18:03:11.288 | SIM:ESH5 | Sell | 1 | 6134.75 | Aggressive |
| 2025-02-13T18:03:12.288 | SIM:ESH5 | Sell | 1 | 6134.75 | Aggressive |
| 2025-02-13T18:03:12.288 | SIM:ESH5 | Sell | 2 | 6134.75 | Aggressive |
| 2025-02-13T18:03:12.288 | SIM:ESH5 | Sell | 2 | 6134.75 | Aggressive |
| 2025-02-13T18:03:12.288 | SIM:ESH5 | Sell | 1 | 6134.75 | Aggressive |
| 2025-02-13T18:03:12.288 | SIM:ESH5 | Sell | 3 | 6134.75 | Aggressive |
| 2025-02-13T18:03:13.524 | SIM:ESH5 | Sell | 1 | 6134.75 | Aggressive |
| 2025-02-13T18:03:16.58 | SIM:ESH5 | Sell | 1 | 6134.75 | Aggressive |
| 2025-02-13T18:03:16.991 | SIM:ESH5 | Sell | 1 | 6134.75 | Aggressive |
| 2025-02-13T18:03:19.007 | SIM:ESH5 | Sell | 5 | 6134.5 | Aggressive |
| 2025-02-13T18:03:21.821 | SIM:ESH5 | Sell | 1 | 6134.75 | Passive |
| 2025-02-13T18:03:21.821 | SIM:ESH5 | Sell | 1 | 6134.75 | Passive |
| 2025-02-13T18:03:21.821 | SIM:ESH5 | Sell | 2 | 6134.75 | Passive |
| 2025-02-13T18:03:21.821 | SIM:ESH5 | Sell | 2 | 6134.75 | Passive |
| 2025-02-13T18:03:21.821 | SIM:ESH5 | Sell | 3 | 6134.75 | Passive |
| 2025-02-13T18:03:21.821 | SIM:ESH5 | Sell | 3 | 6134.75 | Passive |
| 2025-02-13T18:03:21.821 | SIM:ESH5 | Sell | 4 | 6134.75 | Passive |
| 2025-02-13T18:03:21.822 | SIM:ESH5 | Sell | 4 | 6134.75 | Passive |
| 2025-02-13T18:03:21.822 | SIM:ESH5 | Sell | 2 | 6134.75 | Passive |
| 2025-02-13T18:03:21.822 | SIM:ESH5 | Sell | 2 | 6134.75 | Passive |
| 2025-02-13T18:03:21.822 | SIM:ESH5 | Sell | 1 | 6134.75 | Passive |
| 2025-02-13T18:03:28.012 | SIM:ESH5 | Sell | 4 | 6134.5 | Aggressive |
| 2025-02-13T18:03:43.101 | SIM:ESH5 | Sell | 1 | 6134.75 | Aggressive |
| 2025-02-13T18:04:10.781 | SIM:ESH5 | Sell | 1 | 6134.25 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.2000
Slippage Sweep
-0.4050
Arrival Price
6,135.1250
Average Total
6,135.3250
Destination Price
6,135.3750
Sweep to Fill
6,135.7300
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:02:07.54 | SIM:ESH5 | Buy | 1 | 6135.25 | Aggressive |
| 2025-02-13T18:02:14.808 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:02:14.808 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:02:14.808 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:02:14.808 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:02:14.808 | SIM:ESH5 | Buy | 2 | 6135.25 | Passive |
| 2025-02-13T18:02:14.808 | SIM:ESH5 | Buy | 2 | 6135.25 | Passive |
| 2025-02-13T18:02:14.809 | SIM:ESH5 | Buy | 2 | 6135.25 | Passive |
| 2025-02-13T18:02:14.809 | SIM:ESH5 | Buy | 2 | 6135.25 | Passive |
| 2025-02-13T18:02:14.809 | SIM:ESH5 | Buy | 2 | 6135.25 | Passive |
| 2025-02-13T18:02:14.809 | SIM:ESH5 | Buy | 2 | 6135.25 | Passive |
| 2025-02-13T18:02:14.809 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:02:14.81 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:02:14.81 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:02:14.81 | SIM:ESH5 | Buy | 2 | 6135.25 | Passive |
| 2025-02-13T18:02:14.81 | SIM:ESH5 | Buy | 2 | 6135.25 | Passive |
| 2025-02-13T18:02:18.915 | SIM:ESH5 | Buy | 2 | 6135.25 | Passive |
| 2025-02-13T18:02:18.915 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:02:25.332 | SIM:ESH5 | Buy | 11 | 6135.5 | Aggressive |
| 2025-02-13T18:02:29.78 | SIM:ESH5 | Buy | 4 | 6135.5 | Aggressive |
| 2025-02-13T18:02:31.081 | SIM:ESH5 | Buy | 2 | 6135.25 | Passive |
| 2025-02-13T18:02:31.081 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:02:31.081 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:02:31.081 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:02:31.081 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:02:31.081 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:02:31.081 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.5550
Slippage Sweep
-1.0950
Arrival Price
6,135.7500
Average Total
6,135.1950
Destination Price
6,135.1250
Sweep to Fill
6,136.2900
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T18:00:26.198 | SIM:ESH5 | Buy | 1 | 6135.5 | Passive |
| 2025-02-13T18:00:27.415 | SIM:ESH5 | Buy | 4 | 6135.5 | Aggressive |
| 2025-02-13T18:00:29.18 | SIM:ESH5 | Buy | 1 | 6135.5 | Aggressive |
| 2025-02-13T18:00:29.18 | SIM:ESH5 | Buy | 3 | 6135.5 | Aggressive |
| 2025-02-13T18:00:30.203 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:00:30.203 | SIM:ESH5 | Buy | 1 | 6135.25 | Passive |
| 2025-02-13T18:00:30.203 | SIM:ESH5 | Buy | 2 | 6135.25 | Passive |
| 2025-02-13T18:00:30.808 | SIM:ESH5 | Buy | 2 | 6135 | Passive |
| 2025-02-13T18:00:30.809 | SIM:ESH5 | Buy | 2 | 6135 | Passive |
| 2025-02-13T18:00:30.809 | SIM:ESH5 | Buy | 2 | 6135 | Passive |
| 2025-02-13T18:00:30.809 | SIM:ESH5 | Buy | 2 | 6135 | Passive |
| 2025-02-13T18:00:30.809 | SIM:ESH5 | Buy | 2 | 6135 | Passive |
| 2025-02-13T18:00:30.809 | SIM:ESH5 | Buy | 2 | 6135 | Passive |
| 2025-02-13T18:00:30.809 | SIM:ESH5 | Buy | 2 | 6135 | Passive |
| 2025-02-13T18:00:30.809 | SIM:ESH5 | Buy | 2 | 6135 | Passive |
| 2025-02-13T18:00:31.48 | SIM:ESH5 | Buy | 11 | 6135.25 | Aggressive |
| 2025-02-13T18:00:32.783 | SIM:ESH5 | Buy | 2 | 6135 | Passive |
| 2025-02-13T18:00:32.783 | SIM:ESH5 | Buy | 2 | 6135 | Passive |
| 2025-02-13T18:00:33.638 | SIM:ESH5 | Buy | 4 | 6135.25 | Aggressive |
| 2025-02-13T18:00:33.64 | SIM:ESH5 | Buy | 2 | 6135.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.1050
Slippage Sweep
-0.4750
Arrival Price
6,133.8750
Average Total
6,133.7700
Destination Price
6,133.6250
Sweep to Fill
6,134.2450
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T17:57:38.5 | SIM:ESH5 | Buy | 1 | 6133.75 | Passive |
| 2025-02-13T17:57:38.5 | SIM:ESH5 | Buy | 1 | 6133.75 | Passive |
| 2025-02-13T17:57:38.5 | SIM:ESH5 | Buy | 1 | 6133.75 | Passive |
| 2025-02-13T17:57:38.5 | SIM:ESH5 | Buy | 1 | 6133.75 | Passive |
| 2025-02-13T17:57:38.5 | SIM:ESH5 | Buy | 1 | 6133.75 | Passive |
| 2025-02-13T17:57:38.5 | SIM:ESH5 | Buy | 1 | 6133.75 | Passive |
| 2025-02-13T17:57:38.5 | SIM:ESH5 | Buy | 1 | 6133.75 | Passive |
| 2025-02-13T17:57:38.5 | SIM:ESH5 | Buy | 1 | 6133.75 | Passive |
| 2025-02-13T17:57:41.946 | SIM:ESH5 | Buy | 5 | 6133.75 | Aggressive |
| 2025-02-13T17:57:46.604 | SIM:ESH5 | Buy | 2 | 6133.75 | Aggressive |
| 2025-02-13T17:57:54.039 | SIM:ESH5 | Buy | 3 | 6133.75 | Aggressive |
| 2025-02-13T17:57:57.295 | SIM:ESH5 | Buy | 1 | 6133.75 | Aggressive |
| 2025-02-13T17:57:57.295 | SIM:ESH5 | Buy | 2 | 6133.75 | Aggressive |
| 2025-02-13T17:57:57.295 | SIM:ESH5 | Buy | 2 | 6133.75 | Aggressive |
| 2025-02-13T17:57:57.296 | SIM:ESH5 | Buy | 3 | 6133.75 | Aggressive |
| 2025-02-13T17:57:57.296 | SIM:ESH5 | Buy | 3 | 6134 | Aggressive |
| 2025-02-13T17:57:57.296 | SIM:ESH5 | Buy | 1 | 6133.75 | Aggressive |
| 2025-02-13T17:57:57.296 | SIM:ESH5 | Buy | 3 | 6133.75 | Aggressive |
| 2025-02-13T17:57:57.296 | SIM:ESH5 | Buy | 1 | 6134 | Aggressive |
| 2025-02-13T17:57:57.299 | SIM:ESH5 | Buy | 2 | 6133.75 | Aggressive |
| 2025-02-13T17:57:57.299 | SIM:ESH5 | Buy | 1 | 6133.75 | Aggressive |
| 2025-02-13T17:57:57.299 | SIM:ESH5 | Buy | 1 | 6133.75 | Passive |
| 2025-02-13T17:57:57.299 | SIM:ESH5 | Buy | 2 | 6133.75 | Passive |
| 2025-02-13T17:57:57.299 | SIM:ESH5 | Buy | 1 | 6133.75 | Passive |
| 2025-02-13T17:57:57.299 | SIM:ESH5 | Buy | 2 | 6133.75 | Passive |
| 2025-02-13T17:57:57.3 | SIM:ESH5 | Buy | 1 | 6133.75 | Passive |
| 2025-02-13T17:57:57.3 | SIM:ESH5 | Buy | 1 | 6133.75 | Passive |
| 2025-02-13T17:57:57.3 | SIM:ESH5 | Buy | 1 | 6133.75 | Passive |
| 2025-02-13T17:57:57.3 | SIM:ESH5 | Buy | 2 | 6133.75 | Passive |
| 2025-02-13T17:57:57.3 | SIM:ESH5 | Buy | 1 | 6133.75 | Aggressive |
| 2025-02-13T17:58:01.757 | SIM:ESH5 | Buy | 1 | 6133.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.3750
Slippage Sweep
-0.0350
Arrival Price
6,133.8750
Average Total
6,134.2500
Destination Price
6,134.3750
Sweep to Fill
6,134.2850
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T17:54:49.404 | SIM:ESH5 | Buy | 1 | 6133.75 | Passive |
| 2025-02-13T17:54:49.404 | SIM:ESH5 | Buy | 1 | 6133.75 | Passive |
| 2025-02-13T17:54:49.404 | SIM:ESH5 | Buy | 2 | 6133.75 | Passive |
| 2025-02-13T17:55:03.629 | SIM:ESH5 | Buy | 8 | 6134.25 | Aggressive |
| 2025-02-13T17:55:06.925 | SIM:ESH5 | Buy | 1 | 6134.25 | Aggressive |
| 2025-02-13T17:55:06.925 | SIM:ESH5 | Buy | 4 | 6134.25 | Aggressive |
| 2025-02-13T17:55:08.409 | SIM:ESH5 | Buy | 8 | 6134.5 | Aggressive |
| 2025-02-13T17:55:17.275 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T17:55:17.275 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T17:55:17.275 | SIM:ESH5 | Buy | 2 | 6134.25 | Passive |
| 2025-02-13T17:55:17.275 | SIM:ESH5 | Buy | 2 | 6134.25 | Passive |
| 2025-02-13T17:55:17.275 | SIM:ESH5 | Buy | 2 | 6134.25 | Passive |
| 2025-02-13T17:55:17.275 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T17:55:17.276 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T17:55:17.276 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T17:55:17.276 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T17:55:17.276 | SIM:ESH5 | Buy | 2 | 6134.25 | Passive |
| 2025-02-13T17:55:17.276 | SIM:ESH5 | Buy | 2 | 6134.25 | Passive |
| 2025-02-13T17:55:17.276 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T17:55:17.276 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T17:55:17.276 | SIM:ESH5 | Buy | 2 | 6134.25 | Passive |
| 2025-02-13T17:55:17.276 | SIM:ESH5 | Buy | 2 | 6134.25 | Passive |
| 2025-02-13T17:55:17.276 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T17:55:17.276 | SIM:ESH5 | Buy | 2 | 6134.25 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.1450
Slippage Sweep
-0.6750
Arrival Price
6,134.1250
Average Total
6,133.9800
Destination Price
6,133.8750
Sweep to Fill
6,134.6550
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T17:53:00.303 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:53:00.303 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:53:00.303 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:53:00.303 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:53:00.303 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:53:00.303 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:53:00.303 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:53:02.097 | SIM:ESH5 | Buy | 3 | 6134 | Aggressive |
| 2025-02-13T17:53:02.115 | SIM:ESH5 | Buy | 1 | 6134 | Aggressive |
| 2025-02-13T17:53:06.48 | SIM:ESH5 | Buy | 3 | 6134 | Aggressive |
| 2025-02-13T17:53:09.987 | SIM:ESH5 | Buy | 3 | 6134 | Aggressive |
| 2025-02-13T17:53:09.987 | SIM:ESH5 | Buy | 2 | 6134 | Aggressive |
| 2025-02-13T17:53:09.987 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:53:19.186 | SIM:ESH5 | Buy | 2 | 6134.25 | Aggressive |
| 2025-02-13T17:53:21.881 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:53:21.881 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:53:21.881 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:53:21.881 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:53:21.881 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:53:21.881 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:53:21.881 | SIM:ESH5 | Buy | 2 | 6134 | Passive |
| 2025-02-13T17:53:21.881 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:53:23.425 | SIM:ESH5 | Buy | 7 | 6134 | Aggressive |
| 2025-02-13T17:53:36.88 | SIM:ESH5 | Buy | 1 | 6133.75 | Passive |
| 2025-02-13T17:53:36.88 | SIM:ESH5 | Buy | 1 | 6133.75 | Passive |
| 2025-02-13T17:53:36.88 | SIM:ESH5 | Buy | 1 | 6133.75 | Passive |
| 2025-02-13T17:53:36.88 | SIM:ESH5 | Buy | 1 | 6133.75 | Passive |
| 2025-02-13T17:53:36.88 | SIM:ESH5 | Buy | 1 | 6133.75 | Passive |
| 2025-02-13T17:53:36.88 | SIM:ESH5 | Buy | 1 | 6133.75 | Passive |
| 2025-02-13T17:53:36.881 | SIM:ESH5 | Buy | 3 | 6134 | Aggressive |
| 2025-02-13T17:53:36.881 | SIM:ESH5 | Buy | 3 | 6134 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.1900
Slippage Sweep
-0.2100
Arrival Price
6,133.8750
Average Total
6,133.6850
Destination Price
6,133.8750
Sweep to Fill
6,133.4750
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T17:51:16.803 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:51:16.803 | SIM:ESH5 | Sell | 2 | 6133.75 | Passive |
| 2025-02-13T17:51:16.803 | SIM:ESH5 | Sell | 2 | 6133.75 | Passive |
| 2025-02-13T17:51:16.803 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:51:16.803 | SIM:ESH5 | Sell | 2 | 6133.75 | Passive |
| 2025-02-13T17:51:16.804 | SIM:ESH5 | Sell | 2 | 6133.75 | Passive |
| 2025-02-13T17:51:16.804 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:51:16.804 | SIM:ESH5 | Sell | 3 | 6133.75 | Passive |
| 2025-02-13T17:51:26.552 | SIM:ESH5 | Sell | 1 | 6133.75 | Aggressive |
| 2025-02-13T17:51:26.552 | SIM:ESH5 | Sell | 1 | 6133.75 | Aggressive |
| 2025-02-13T17:51:31.298 | SIM:ESH5 | Sell | 1 | 6133.75 | Aggressive |
| 2025-02-13T17:51:35.217 | SIM:ESH5 | Sell | 2 | 6133.75 | Aggressive |
| 2025-02-13T17:51:36.609 | SIM:ESH5 | Sell | 13 | 6133.5 | Aggressive |
| 2025-02-13T17:51:36.613 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:51:36.613 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:51:36.613 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:51:36.614 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:51:36.614 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:51:47.644 | SIM:ESH5 | Sell | 2 | 6133.75 | Aggressive |
| 2025-02-13T17:51:47.644 | SIM:ESH5 | Sell | 1 | 6133.75 | Aggressive |
| 2025-02-13T17:51:53.892 | SIM:ESH5 | Sell | 9 | 6133.75 | Aggressive |
| 2025-02-13T17:51:53.892 | SIM:ESH5 | Sell | 1 | 6133.75 | Aggressive |