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
0.1800
Slippage Sweep
-0.4600
Arrival Price
6,134.1250
Average Total
6,134.3050
Destination Price
6,134.1250
Sweep to Fill
6,134.7650
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T17:49:23.489 | SIM:ESH5 | Buy | 1 | 6134.25 | Aggressive |
| 2025-02-13T17:49:25.487 | SIM:ESH5 | Buy | 1 | 6134.25 | Aggressive |
| 2025-02-13T17:49:26.18 | SIM:ESH5 | Buy | 3 | 6134.5 | Aggressive |
| 2025-02-13T17:49:30.481 | SIM:ESH5 | Buy | 1 | 6134.5 | Aggressive |
| 2025-02-13T17:49:33.084 | SIM:ESH5 | Buy | 7 | 6134.5 | Aggressive |
| 2025-02-13T17:49:36.503 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T17:49:36.503 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T17:49:36.503 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T17:49:36.504 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T17:49:36.504 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T17:49:36.504 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T17:49:36.504 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T17:49:36.504 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T17:49:36.587 | SIM:ESH5 | Buy | 2 | 6134.25 | Passive |
| 2025-02-13T17:49:36.587 | SIM:ESH5 | Buy | 2 | 6134.25 | Passive |
| 2025-02-13T17:49:56.618 | SIM:ESH5 | Buy | 2 | 6134.25 | Aggressive |
| 2025-02-13T17:49:56.618 | SIM:ESH5 | Buy | 1 | 6134.25 | Aggressive |
| 2025-02-13T17:50:04.01 | SIM:ESH5 | Buy | 3 | 6134.25 | Aggressive |
| 2025-02-13T17:50:15.301 | SIM:ESH5 | Buy | 8 | 6134.25 | Aggressive |
| 2025-02-13T17:50:15.301 | SIM:ESH5 | Buy | 1 | 6134.25 | Aggressive |
| 2025-02-13T17:50:15.301 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T17:50:15.301 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T17:50:15.301 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T17:50:15.301 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T17:50:15.301 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T17:50:15.301 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T17:50:33.981 | SIM:ESH5 | Buy | 2 | 6134.25 | Passive |
| 2025-02-13T17:50:33.981 | SIM:ESH5 | Buy | 2 | 6134.25 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.3350
Slippage Sweep
-0.1150
Arrival Price
6,134.1250
Average Total
6,133.7900
Destination Price
6,133.8750
Sweep to Fill
6,133.6750
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T17:47:31.58 | SIM:ESH5 | Sell | 1 | 6134 | Aggressive |
| 2025-02-13T17:47:31.58 | SIM:ESH5 | Sell | 1 | 6134 | Aggressive |
| 2025-02-13T17:47:33.984 | SIM:ESH5 | Sell | 20 | 6133.75 | Aggressive |
| 2025-02-13T17:47:33.985 | SIM:ESH5 | Sell | 1 | 6134 | Passive |
| 2025-02-13T17:47:33.985 | SIM:ESH5 | Sell | 1 | 6134 | Passive |
| 2025-02-13T17:47:33.985 | SIM:ESH5 | Sell | 2 | 6134 | Passive |
| 2025-02-13T17:47:33.985 | SIM:ESH5 | Sell | 2 | 6134 | Passive |
| 2025-02-13T17:47:49.48 | SIM:ESH5 | Sell | 14 | 6133.75 | Aggressive |
| 2025-02-13T17:48:04.587 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:48:04.587 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:48:04.587 | SIM:ESH5 | Sell | 2 | 6133.75 | Passive |
| 2025-02-13T17:48:04.587 | SIM:ESH5 | Sell | 2 | 6133.75 | Passive |
| 2025-02-13T17:48:04.587 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:48:04.587 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.2050
Slippage Sweep
-0.2900
Arrival Price
6,134.1250
Average Total
6,133.9200
Destination Price
6,133.8750
Sweep to Fill
6,133.6300
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T17:45:15.829 | SIM:ESH5 | Sell | 1 | 6134 | Aggressive |
| 2025-02-13T17:45:15.829 | SIM:ESH5 | Sell | 1 | 6134 | Aggressive |
| 2025-02-13T17:45:15.829 | SIM:ESH5 | Sell | 1 | 6134 | Aggressive |
| 2025-02-13T17:45:15.829 | SIM:ESH5 | Sell | 1 | 6134 | Passive |
| 2025-02-13T17:45:15.829 | SIM:ESH5 | Sell | 1 | 6134 | Passive |
| 2025-02-13T17:45:15.88 | SIM:ESH5 | Sell | 1 | 6134 | Passive |
| 2025-02-13T17:45:15.88 | SIM:ESH5 | Sell | 1 | 6134 | Passive |
| 2025-02-13T17:45:15.88 | SIM:ESH5 | Sell | 2 | 6134 | Aggressive |
| 2025-02-13T17:45:15.88 | SIM:ESH5 | Sell | 2 | 6134 | Aggressive |
| 2025-02-13T17:45:27.078 | SIM:ESH5 | Sell | 3 | 6134 | Aggressive |
| 2025-02-13T17:45:27.078 | SIM:ESH5 | Sell | 1 | 6134 | Aggressive |
| 2025-02-13T17:45:27.078 | SIM:ESH5 | Sell | 1 | 6134 | Aggressive |
| 2025-02-13T17:45:29.318 | SIM:ESH5 | Sell | 1 | 6134 | Aggressive |
| 2025-02-13T17:45:33.392 | SIM:ESH5 | Sell | 3 | 6134 | Aggressive |
| 2025-02-13T17:45:37.471 | SIM:ESH5 | Sell | 1 | 6134 | Aggressive |
| 2025-02-13T17:45:37.471 | SIM:ESH5 | Sell | 5 | 6134 | Aggressive |
| 2025-02-13T17:45:37.471 | SIM:ESH5 | Sell | 2 | 6134 | Aggressive |
| 2025-02-13T17:45:40.931 | SIM:ESH5 | Sell | 2 | 6134 | Aggressive |
| 2025-02-13T17:45:44.337 | SIM:ESH5 | Sell | 2 | 6134 | Aggressive |
| 2025-02-13T17:45:52.188 | SIM:ESH5 | Sell | 11 | 6133.75 | Aggressive |
| 2025-02-13T17:45:52.188 | SIM:ESH5 | Sell | 5 | 6133.75 | Passive |
| 2025-02-13T17:45:54.93 | SIM:ESH5 | Sell | 1 | 6134 | Passive |
| 2025-02-13T17:45:54.93 | SIM:ESH5 | Sell | 1 | 6134 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.0650
Slippage Sweep
-0.4450
Arrival Price
6,133.6250
Average Total
6,133.5600
Destination Price
6,133.6250
Sweep to Fill
6,134.0050
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T17:44:08.407 | SIM:ESH5 | Buy | 1 | 6133.75 | Aggressive |
| 2025-02-13T17:44:08.407 | SIM:ESH5 | Buy | 1 | 6133.75 | Aggressive |
| 2025-02-13T17:44:09.316 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:44:09.316 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:44:09.316 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:44:09.316 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:44:09.316 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:44:10.322 | SIM:ESH5 | Buy | 1 | 6133.5 | Aggressive |
| 2025-02-13T17:44:11.206 | SIM:ESH5 | Buy | 4 | 6133.5 | Aggressive |
| 2025-02-13T17:44:20.002 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:44:20.003 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:44:20.003 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:44:20.003 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:44:20.003 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:44:20.003 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:44:20.003 | SIM:ESH5 | Buy | 3 | 6133.5 | Passive |
| 2025-02-13T17:44:20.003 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:44:20.003 | SIM:ESH5 | Buy | 2 | 6133.5 | Passive |
| 2025-02-13T17:44:21.084 | SIM:ESH5 | Buy | 3 | 6133.5 | Passive |
| 2025-02-13T17:44:29.212 | SIM:ESH5 | Buy | 4 | 6133.75 | Aggressive |
| 2025-02-13T17:44:29.212 | SIM:ESH5 | Buy | 4 | 6133.75 | Aggressive |
| 2025-02-13T17:44:29.212 | SIM:ESH5 | Buy | 1 | 6133.75 | Passive |
| 2025-02-13T17:44:29.212 | SIM:ESH5 | Buy | 1 | 6133.75 | Passive |
| 2025-02-13T17:44:37.139 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:44:37.14 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:44:37.14 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:44:37.14 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:44:37.14 | SIM:ESH5 | Buy | 2 | 6133.5 | Passive |
| 2025-02-13T17:44:37.14 | SIM:ESH5 | Buy | 3 | 6133.5 | Passive |
| 2025-02-13T17:44:37.14 | SIM:ESH5 | Buy | 3 | 6133.5 | Passive |
| 2025-02-13T17:44:37.14 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.0650
Slippage Sweep
-0.3300
Arrival Price
6,133.1250
Average Total
6,133.0600
Destination Price
6,133.1250
Sweep to Fill
6,132.7300
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T17:42:37.1 | SIM:ESH5 | Sell | 1 | 6133 | Aggressive |
| 2025-02-13T17:42:37.101 | SIM:ESH5 | Sell | 2 | 6133 | Aggressive |
| 2025-02-13T17:42:37.101 | SIM:ESH5 | Sell | 2 | 6133 | Aggressive |
| 2025-02-13T17:42:53.38 | SIM:ESH5 | Sell | 1 | 6133 | Aggressive |
| 2025-02-13T17:42:53.381 | SIM:ESH5 | Sell | 2 | 6133 | Aggressive |
| 2025-02-13T17:42:53.381 | SIM:ESH5 | Sell | 2 | 6133 | Aggressive |
| 2025-02-13T17:42:53.481 | SIM:ESH5 | Sell | 1 | 6133 | Aggressive |
| 2025-02-13T17:42:53.481 | SIM:ESH5 | Sell | 6 | 6133 | Aggressive |
| 2025-02-13T17:42:53.481 | SIM:ESH5 | Sell | 2 | 6133 | Aggressive |
| 2025-02-13T17:42:53.481 | SIM:ESH5 | Sell | 2 | 6133 | Aggressive |
| 2025-02-13T17:42:53.481 | SIM:ESH5 | Sell | 2 | 6133 | Aggressive |
| 2025-02-13T17:42:53.481 | SIM:ESH5 | Sell | 1 | 6133 | Aggressive |
| 2025-02-13T17:42:53.481 | SIM:ESH5 | Sell | 1 | 6133 | Aggressive |
| 2025-02-13T17:42:53.481 | SIM:ESH5 | Sell | 2 | 6133 | Passive |
| 2025-02-13T17:42:53.481 | SIM:ESH5 | Sell | 2 | 6133 | Passive |
| 2025-02-13T17:42:53.481 | SIM:ESH5 | Sell | 1 | 6133 | Passive |
| 2025-02-13T17:42:53.481 | SIM:ESH5 | Sell | 2 | 6133 | Passive |
| 2025-02-13T17:42:53.481 | SIM:ESH5 | Sell | 2 | 6133 | Passive |
| 2025-02-13T17:42:53.481 | SIM:ESH5 | Sell | 2 | 6133 | Passive |
| 2025-02-13T17:42:53.481 | SIM:ESH5 | Sell | 2 | 6133 | Passive |
| 2025-02-13T17:43:01.291 | SIM:ESH5 | Sell | 1 | 6133.25 | Passive |
| 2025-02-13T17:43:01.291 | SIM:ESH5 | Sell | 1 | 6133.25 | Passive |
| 2025-02-13T17:43:01.291 | SIM:ESH5 | Sell | 2 | 6133.25 | Passive |
| 2025-02-13T17:43:01.291 | SIM:ESH5 | Sell | 2 | 6133.25 | Passive |
| 2025-02-13T17:43:01.291 | SIM:ESH5 | Sell | 2 | 6133.25 | Passive |
| 2025-02-13T17:43:01.291 | SIM:ESH5 | Sell | 1 | 6133.25 | Passive |
| 2025-02-13T17:43:01.292 | SIM:ESH5 | Sell | 1 | 6133.25 | Passive |
| 2025-02-13T17:43:01.292 | SIM:ESH5 | Sell | 2 | 6133.25 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.3850
Slippage Sweep
-0.0200
Arrival Price
6,133.8750
Average Total
6,133.4900
Destination Price
6,133.6250
Sweep to Fill
6,133.4700
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T17:41:00.194 | SIM:ESH5 | Sell | 1 | 6133.5 | Aggressive |
| 2025-02-13T17:41:00.194 | SIM:ESH5 | Sell | 1 | 6133.5 | Aggressive |
| 2025-02-13T17:41:00.195 | SIM:ESH5 | Sell | 2 | 6133.5 | Aggressive |
| 2025-02-13T17:41:00.195 | SIM:ESH5 | Sell | 1 | 6133.5 | Aggressive |
| 2025-02-13T17:41:00.195 | SIM:ESH5 | Sell | 1 | 6133.5 | Aggressive |
| 2025-02-13T17:41:00.195 | SIM:ESH5 | Sell | 1 | 6133.5 | Passive |
| 2025-02-13T17:41:00.196 | SIM:ESH5 | Sell | 1 | 6133.5 | Aggressive |
| 2025-02-13T17:41:00.196 | SIM:ESH5 | Sell | 1 | 6133.5 | Passive |
| 2025-02-13T17:41:00.196 | SIM:ESH5 | Sell | 1 | 6133.5 | Passive |
| 2025-02-13T17:41:00.197 | SIM:ESH5 | Sell | 1 | 6133.5 | Aggressive |
| 2025-02-13T17:41:00.197 | SIM:ESH5 | Sell | 1 | 6133.5 | Passive |
| 2025-02-13T17:41:00.197 | SIM:ESH5 | Sell | 1 | 6133.5 | Aggressive |
| 2025-02-13T17:41:00.197 | SIM:ESH5 | Sell | 1 | 6133.5 | Aggressive |
| 2025-02-13T17:41:00.197 | SIM:ESH5 | Sell | 1 | 6133.5 | Passive |
| 2025-02-13T17:41:00.884 | SIM:ESH5 | Sell | 16 | 6133.25 | Aggressive |
| 2025-02-13T17:41:00.98 | SIM:ESH5 | Sell | 1 | 6133.5 | Passive |
| 2025-02-13T17:41:00.981 | SIM:ESH5 | Sell | 1 | 6133.5 | Passive |
| 2025-02-13T17:41:00.981 | SIM:ESH5 | Sell | 1 | 6133.5 | Passive |
| 2025-02-13T17:41:00.981 | SIM:ESH5 | Sell | 1 | 6133.5 | Passive |
| 2025-02-13T17:41:00.981 | SIM:ESH5 | Sell | 1 | 6133.5 | Passive |
| 2025-02-13T17:41:09.799 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:41:09.799 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:41:09.799 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:41:09.799 | SIM:ESH5 | Sell | 2 | 6133.75 | Passive |
| 2025-02-13T17:41:09.799 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:41:09.799 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:41:09.799 | SIM:ESH5 | Sell | 2 | 6133.75 | Passive |
| 2025-02-13T17:41:09.8 | SIM:ESH5 | Sell | 2 | 6133.75 | Passive |
| 2025-02-13T17:41:09.8 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:41:09.8 | SIM:ESH5 | Sell | 2 | 6133.75 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.0200
Slippage Sweep
-0.5800
Arrival Price
6,133.6250
Average Total
6,133.6050
Destination Price
6,133.3750
Sweep to Fill
6,133.0250
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T17:39:12.408 | SIM:ESH5 | Sell | 1 | 6133.5 | Aggressive |
| 2025-02-13T17:39:14.243 | SIM:ESH5 | Sell | 1 | 6133.75 | Aggressive |
| 2025-02-13T17:39:22.768 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:39:22.768 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:39:22.768 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:39:22.768 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:39:22.768 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:39:22.768 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:39:22.768 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:39:22.768 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:39:22.768 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:39:22.768 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:39:22.768 | SIM:ESH5 | Sell | 2 | 6133.75 | Passive |
| 2025-02-13T17:39:24.919 | SIM:ESH5 | Sell | 2 | 6133.75 | Aggressive |
| 2025-02-13T17:39:24.919 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:39:26.516 | SIM:ESH5 | Sell | 6 | 6133.75 | Aggressive |
| 2025-02-13T17:39:28.98 | SIM:ESH5 | Sell | 2 | 6133.75 | Aggressive |
| 2025-02-13T17:39:29.514 | SIM:ESH5 | Sell | 10 | 6133.75 | Aggressive |
| 2025-02-13T17:39:31.881 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:39:31.881 | SIM:ESH5 | Sell | 1 | 6133.75 | Passive |
| 2025-02-13T17:39:46.004 | SIM:ESH5 | Sell | 6 | 6133.25 | Aggressive |
| 2025-02-13T17:39:46.004 | SIM:ESH5 | Sell | 2 | 6133 | Aggressive |
| 2025-02-13T17:39:46.004 | SIM:ESH5 | Sell | 5 | 6133.25 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.1000
Slippage Sweep
-0.4100
Arrival Price
6,133.5000
Average Total
6,133.6000
Destination Price
6,133.6250
Sweep to Fill
6,134.0100
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T17:38:23.58 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:38:23.58 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:38:23.58 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:38:23.58 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:38:23.58 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:38:23.58 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:38:23.581 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:38:23.581 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:38:24.247 | SIM:ESH5 | Buy | 1 | 6133.75 | Aggressive |
| 2025-02-13T17:38:24.989 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:38:24.989 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:38:24.989 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:38:24.989 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:38:24.997 | SIM:ESH5 | Buy | 1 | 6133.5 | Aggressive |
| 2025-02-13T17:38:26.28 | SIM:ESH5 | Buy | 1 | 6133.75 | Aggressive |
| 2025-02-13T17:38:26.481 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:38:26.481 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:38:28.581 | SIM:ESH5 | Buy | 2 | 6133.75 | Aggressive |
| 2025-02-13T17:38:30.418 | SIM:ESH5 | Buy | 2 | 6133.75 | Aggressive |
| 2025-02-13T17:38:37.871 | SIM:ESH5 | Buy | 9 | 6133.75 | Aggressive |
| 2025-02-13T17:38:40.68 | SIM:ESH5 | Buy | 5 | 6133.75 | Aggressive |
| 2025-02-13T17:38:45.692 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:38:45.693 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:38:45.693 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:38:45.693 | SIM:ESH5 | Buy | 1 | 6133.5 | Passive |
| 2025-02-13T17:38:45.693 | SIM:ESH5 | Buy | 2 | 6133.5 | Passive |
| 2025-02-13T17:38:45.693 | SIM:ESH5 | Buy | 3 | 6133.5 | Passive |
| 2025-02-13T17:38:45.693 | SIM:ESH5 | Buy | 3 | 6133.5 | Passive |
| 2025-02-13T17:38:45.693 | SIM:ESH5 | Buy | 3 | 6133.5 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.2300
Slippage Sweep
-0.2050
Arrival Price
6,132.8750
Average Total
6,132.6450
Destination Price
6,132.6250
Sweep to Fill
6,132.4400
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T17:37:09.614 | SIM:ESH5 | Sell | 1 | 6132.75 | Aggressive |
| 2025-02-13T17:37:10.58 | SIM:ESH5 | Sell | 1 | 6132.75 | Aggressive |
| 2025-02-13T17:37:14.695 | SIM:ESH5 | Sell | 1 | 6132.75 | Aggressive |
| 2025-02-13T17:37:14.695 | SIM:ESH5 | Sell | 2 | 6132.75 | Aggressive |
| 2025-02-13T17:37:14.695 | SIM:ESH5 | Sell | 1 | 6132.75 | Aggressive |
| 2025-02-13T17:37:14.695 | SIM:ESH5 | Sell | 1 | 6132.75 | Aggressive |
| 2025-02-13T17:37:14.696 | SIM:ESH5 | Sell | 1 | 6132.75 | Aggressive |
| 2025-02-13T17:37:16.037 | SIM:ESH5 | Sell | 1 | 6132.75 | Aggressive |
| 2025-02-13T17:37:17.385 | SIM:ESH5 | Sell | 2 | 6132.75 | Aggressive |
| 2025-02-13T17:37:18.486 | SIM:ESH5 | Sell | 5 | 6132.5 | Aggressive |
| 2025-02-13T17:37:20.38 | SIM:ESH5 | Sell | 16 | 6132.5 | Aggressive |
| 2025-02-13T17:37:21.78 | SIM:ESH5 | Sell | 1 | 6132.75 | Passive |
| 2025-02-13T17:37:21.78 | SIM:ESH5 | Sell | 1 | 6132.75 | Passive |
| 2025-02-13T17:37:21.78 | SIM:ESH5 | Sell | 2 | 6132.75 | Passive |
| 2025-02-13T17:37:21.78 | SIM:ESH5 | Sell | 2 | 6132.75 | Passive |
| 2025-02-13T17:37:21.781 | SIM:ESH5 | Sell | 1 | 6132.75 | Passive |
| 2025-02-13T17:37:21.781 | SIM:ESH5 | Sell | 2 | 6132.75 | Passive |
| 2025-02-13T17:37:21.781 | SIM:ESH5 | Sell | 3 | 6132.75 | Passive |
| 2025-02-13T17:37:21.781 | SIM:ESH5 | Sell | 1 | 6132.75 | Passive |
| 2025-02-13T17:37:21.781 | SIM:ESH5 | Sell | 3 | 6132.75 | Passive |
| 2025-02-13T17:37:21.781 | SIM:ESH5 | Sell | 2 | 6132.75 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.0150
Slippage Sweep
-0.5150
Arrival Price
6,132.8750
Average Total
6,132.8900
Destination Price
6,132.6250
Sweep to Fill
6,133.4050
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T17:35:47.505 | SIM:ESH5 | Buy | 1 | 6133 | Aggressive |
| 2025-02-13T17:35:48.299 | SIM:ESH5 | Buy | 1 | 6133 | Aggressive |
| 2025-02-13T17:35:49.309 | SIM:ESH5 | Buy | 1 | 6133 | Aggressive |
| 2025-02-13T17:35:49.98 | SIM:ESH5 | Buy | 3 | 6133 | Aggressive |
| 2025-02-13T17:35:53.2 | SIM:ESH5 | Buy | 1 | 6133 | Aggressive |
| 2025-02-13T17:35:53.2 | SIM:ESH5 | Buy | 1 | 6133 | Aggressive |
| 2025-02-13T17:35:53.2 | SIM:ESH5 | Buy | 1 | 6133 | Aggressive |
| 2025-02-13T17:35:59.969 | SIM:ESH5 | Buy | 1 | 6133 | Aggressive |
| 2025-02-13T17:36:00.222 | SIM:ESH5 | Buy | 1 | 6133 | Aggressive |
| 2025-02-13T17:36:00.222 | SIM:ESH5 | Buy | 1 | 6133 | Aggressive |
| 2025-02-13T17:36:00.222 | SIM:ESH5 | Buy | 1 | 6133 | Aggressive |
| 2025-02-13T17:36:00.315 | SIM:ESH5 | Buy | 1 | 6133 | Aggressive |
| 2025-02-13T17:36:04.924 | SIM:ESH5 | Buy | 5 | 6133 | Aggressive |
| 2025-02-13T17:36:04.924 | SIM:ESH5 | Buy | 1 | 6133 | Aggressive |
| 2025-02-13T17:36:05.308 | SIM:ESH5 | Buy | 6 | 6133 | Aggressive |
| 2025-02-13T17:36:06.511 | SIM:ESH5 | Buy | 1 | 6133 | Aggressive |
| 2025-02-13T17:36:06.515 | SIM:ESH5 | Buy | 1 | 6133 | Aggressive |
| 2025-02-13T17:36:13.906 | SIM:ESH5 | Buy | 1 | 6132.75 | Passive |
| 2025-02-13T17:36:13.906 | SIM:ESH5 | Buy | 1 | 6132.75 | Passive |
| 2025-02-13T17:36:13.906 | SIM:ESH5 | Buy | 1 | 6132.75 | Passive |
| 2025-02-13T17:36:13.906 | SIM:ESH5 | Buy | 1 | 6132.75 | Passive |
| 2025-02-13T17:36:13.907 | SIM:ESH5 | Buy | 1 | 6132.75 | Passive |
| 2025-02-13T17:36:13.926 | SIM:ESH5 | Buy | 1 | 6132.75 | Aggressive |
| 2025-02-13T17:36:13.926 | SIM:ESH5 | Buy | 1 | 6132.75 | Aggressive |
| 2025-02-13T17:36:14.352 | SIM:ESH5 | Buy | 1 | 6132.75 | Aggressive |
| 2025-02-13T17:36:16.109 | SIM:ESH5 | Buy | 6 | 6132.75 | Aggressive |
| 2025-02-13T17:36:35.296 | SIM:ESH5 | Buy | 8 | 6132.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.0550
Slippage Sweep
-0.4300
Arrival Price
6,132.8750
Average Total
6,132.8200
Destination Price
6,133.3750
Sweep to Fill
6,132.3900
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T17:34:02.98 | SIM:ESH5 | Sell | 1 | 6132.75 | Aggressive |
| 2025-02-13T17:34:11.138 | SIM:ESH5 | Sell | 21 | 6132.5 | Aggressive |
| 2025-02-13T17:34:11.284 | SIM:ESH5 | Sell | 1 | 6132.75 | Passive |
| 2025-02-13T17:34:11.284 | SIM:ESH5 | Sell | 1 | 6132.75 | Passive |
| 2025-02-13T17:34:11.284 | SIM:ESH5 | Sell | 1 | 6132.75 | Passive |
| 2025-02-13T17:34:11.284 | SIM:ESH5 | Sell | 1 | 6132.75 | Passive |
| 2025-02-13T17:34:11.284 | SIM:ESH5 | Sell | 2 | 6132.75 | Passive |
| 2025-02-13T17:34:11.284 | SIM:ESH5 | Sell | 1 | 6132.75 | Passive |
| 2025-02-13T17:34:11.284 | SIM:ESH5 | Sell | 1 | 6132.75 | Passive |
| 2025-02-13T17:34:11.284 | SIM:ESH5 | Sell | 1 | 6132.75 | Passive |
| 2025-02-13T17:34:11.284 | SIM:ESH5 | Sell | 1 | 6132.75 | Passive |
| 2025-02-13T17:34:11.284 | SIM:ESH5 | Sell | 2 | 6132.75 | Passive |
| 2025-02-13T17:34:11.284 | SIM:ESH5 | Sell | 2 | 6132.75 | Passive |
| 2025-02-13T17:34:21.439 | SIM:ESH5 | Sell | 7 | 6133.25 | Aggressive |
| 2025-02-13T17:34:24.124 | SIM:ESH5 | Sell | 1 | 6133.5 | Passive |
| 2025-02-13T17:34:24.124 | SIM:ESH5 | Sell | 1 | 6133.5 | Passive |
| 2025-02-13T17:34:24.124 | SIM:ESH5 | Sell | 2 | 6133.5 | Passive |
| 2025-02-13T17:34:24.124 | SIM:ESH5 | Sell | 2 | 6133.5 | Passive |
| 2025-02-13T17:34:24.124 | SIM:ESH5 | Sell | 1 | 6133.5 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.1350
Slippage Sweep
-0.7050
Arrival Price
6,134.2500
Average Total
6,134.1150
Destination Price
6,133.8750
Sweep to Fill
6,134.8200
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T17:33:17.173 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T17:33:17.788 | SIM:ESH5 | Buy | 1 | 6134.25 | Aggressive |
| 2025-02-13T17:33:18.083 | SIM:ESH5 | Buy | 1 | 6134.25 | Aggressive |
| 2025-02-13T17:33:22.685 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:33:22.685 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:33:22.685 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:33:22.685 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:33:22.685 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:33:22.685 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:33:23.329 | SIM:ESH5 | Buy | 2 | 6134.25 | Aggressive |
| 2025-02-13T17:33:33.476 | SIM:ESH5 | Buy | 4 | 6134.25 | Aggressive |
| 2025-02-13T17:33:33.501 | SIM:ESH5 | Buy | 1 | 6134.25 | Aggressive |
| 2025-02-13T17:33:33.501 | SIM:ESH5 | Buy | 1 | 6134.25 | Aggressive |
| 2025-02-13T17:33:33.501 | SIM:ESH5 | Buy | 1 | 6134.25 | Aggressive |
| 2025-02-13T17:33:33.501 | SIM:ESH5 | Buy | 1 | 6134.25 | Aggressive |
| 2025-02-13T17:33:33.501 | SIM:ESH5 | Buy | 1 | 6134.25 | Aggressive |
| 2025-02-13T17:33:33.501 | SIM:ESH5 | Buy | 1 | 6134.25 | Aggressive |
| 2025-02-13T17:33:33.501 | SIM:ESH5 | Buy | 3 | 6134.25 | Aggressive |
| 2025-02-13T17:33:33.501 | SIM:ESH5 | Buy | 1 | 6134.25 | Passive |
| 2025-02-13T17:33:33.501 | SIM:ESH5 | Buy | 2 | 6134.25 | Passive |
| 2025-02-13T17:33:37.387 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:33:37.387 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:33:37.387 | SIM:ESH5 | Buy | 2 | 6134 | Passive |
| 2025-02-13T17:33:37.388 | SIM:ESH5 | Buy | 2 | 6134 | Passive |
| 2025-02-13T17:33:37.388 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:33:37.388 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:33:37.388 | SIM:ESH5 | Buy | 2 | 6134 | Passive |
| 2025-02-13T17:33:37.388 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:33:37.388 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:33:37.388 | SIM:ESH5 | Buy | 1 | 6134 | Passive |
| 2025-02-13T17:33:46.909 | SIM:ESH5 | Buy | 8 | 6134 | Aggressive |
| 2025-02-13T17:33:46.91 | SIM:ESH5 | Buy | 2 | 6134.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.3650
Slippage Sweep
-0.2150
Arrival Price
6,135.1250
Average Total
6,134.7600
Destination Price
6,134.6250
Sweep to Fill
6,134.5450
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T17:31:56.38 | SIM:ESH5 | Sell | 6 | 6134.75 | Aggressive |
| 2025-02-13T17:31:56.782 | SIM:ESH5 | Sell | 1 | 6134.75 | Aggressive |
| 2025-02-13T17:31:58.98 | SIM:ESH5 | Sell | 1 | 6135 | Passive |
| 2025-02-13T17:31:58.98 | SIM:ESH5 | Sell | 1 | 6135 | Passive |
| 2025-02-13T17:31:58.98 | SIM:ESH5 | Sell | 2 | 6135 | Passive |
| 2025-02-13T17:31:58.98 | SIM:ESH5 | Sell | 2 | 6135 | Passive |
| 2025-02-13T17:31:58.98 | SIM:ESH5 | Sell | 1 | 6135 | Passive |
| 2025-02-13T17:31:58.98 | SIM:ESH5 | Sell | 2 | 6135 | Passive |
| 2025-02-13T17:31:59 | SIM:ESH5 | Sell | 2 | 6135 | Passive |
| 2025-02-13T17:32:00.78 | SIM:ESH5 | Sell | 12 | 6134.75 | Aggressive |
| 2025-02-13T17:32:02.087 | SIM:ESH5 | Sell | 3 | 6134.75 | Aggressive |
| 2025-02-13T17:32:03.015 | SIM:ESH5 | Sell | 2 | 6134.75 | Aggressive |
| 2025-02-13T17:32:03.015 | SIM:ESH5 | Sell | 1 | 6134.75 | Aggressive |
| 2025-02-13T17:32:03.015 | SIM:ESH5 | Sell | 2 | 6134.75 | Aggressive |
| 2025-02-13T17:32:03.015 | SIM:ESH5 | Sell | 1 | 6134.75 | Aggressive |
| 2025-02-13T17:32:03.112 | SIM:ESH5 | Sell | 2 | 6134.75 | Aggressive |
| 2025-02-13T17:32:03.801 | SIM:ESH5 | Sell | 7 | 6134.5 | Aggressive |
| 2025-02-13T17:32:12.18 | SIM:ESH5 | Sell | 2 | 6134.5 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.1250
Slippage Sweep
-0.5950
Arrival Price
6,135.1250
Average Total
6,135.0000
Destination Price
6,134.8750
Sweep to Fill
6,135.5950
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T17:31:18.537 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T17:31:18.537 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T17:31:18.537 | SIM:ESH5 | Buy | 2 | 6135 | Passive |
| 2025-02-13T17:31:18.537 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T17:31:18.537 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T17:31:18.537 | SIM:ESH5 | Buy | 2 | 6135 | Passive |
| 2025-02-13T17:31:18.537 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T17:31:18.537 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T17:31:18.537 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T17:31:18.537 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T17:31:18.538 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T17:31:18.538 | SIM:ESH5 | Buy | 2 | 6135 | Passive |
| 2025-02-13T17:31:19.345 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T17:31:19.345 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T17:31:22.091 | SIM:ESH5 | Buy | 3 | 6135 | Passive |
| 2025-02-13T17:31:22.091 | SIM:ESH5 | Buy | 1 | 6135 | Passive |
| 2025-02-13T17:31:23 | SIM:ESH5 | Buy | 20 | 6135 | Aggressive |
| 2025-02-13T17:31:25.922 | SIM:ESH5 | Buy | 4 | 6135 | Aggressive |
| 2025-02-13T17:31:25.922 | SIM:ESH5 | Buy | 3 | 6135 | Passive |
| 2025-02-13T17:31:25.922 | SIM:ESH5 | Buy | 2 | 6135 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESH5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.1850
Slippage Sweep
-0.3600
Arrival Price
6,136.1250
Average Total
6,135.9400
Destination Price
6,136.3750
Sweep to Fill
6,135.5800
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-02-13T17:29:57.385 | SIM:ESH5 | Sell | 1 | 6136 | Aggressive |
| 2025-02-13T17:29:59.65 | SIM:ESH5 | Sell | 1 | 6136 | Aggressive |
| 2025-02-13T17:29:59.65 | SIM:ESH5 | Sell | 1 | 6136 | Aggressive |
| 2025-02-13T17:30:00.627 | SIM:ESH5 | Sell | 1 | 6136 | Aggressive |
| 2025-02-13T17:30:01.18 | SIM:ESH5 | Sell | 10 | 6135.75 | Aggressive |
| 2025-02-13T17:30:03.478 | SIM:ESH5 | Sell | 2 | 6135.75 | Aggressive |
| 2025-02-13T17:30:03.478 | SIM:ESH5 | Sell | 1 | 6135.75 | Aggressive |
| 2025-02-13T17:30:03.478 | SIM:ESH5 | Sell | 4 | 6135.75 | Aggressive |
| 2025-02-13T17:30:03.478 | SIM:ESH5 | Sell | 1 | 6135.75 | Aggressive |
| 2025-02-13T17:30:07.845 | SIM:ESH5 | Sell | 1 | 6135.75 | Aggressive |
| 2025-02-13T17:30:07.845 | SIM:ESH5 | Sell | 4 | 6135.75 | Aggressive |
| 2025-02-13T17:30:07.845 | SIM:ESH5 | Sell | 2 | 6135.75 | Aggressive |
| 2025-02-13T17:30:09.288 | SIM:ESH5 | Sell | 1 | 6136 | Passive |
| 2025-02-13T17:30:09.288 | SIM:ESH5 | Sell | 1 | 6136 | Passive |
| 2025-02-13T17:30:09.288 | SIM:ESH5 | Sell | 1 | 6136 | Passive |
| 2025-02-13T17:30:09.288 | SIM:ESH5 | Sell | 1 | 6136 | Passive |
| 2025-02-13T17:30:09.288 | SIM:ESH5 | Sell | 2 | 6136 | Passive |
| 2025-02-13T17:30:09.288 | SIM:ESH5 | Sell | 2 | 6136 | Passive |
| 2025-02-13T17:30:22.676 | SIM:ESH5 | Sell | 7 | 6136.25 | Aggressive |
| 2025-02-13T17:30:24.518 | SIM:ESH5 | Sell | 2 | 6136.25 | Aggressive |
| 2025-02-13T17:30:24.6 | SIM:ESH5 | Sell | 1 | 6136.25 | Aggressive |
| 2025-02-13T17:30:24.6 | SIM:ESH5 | Sell | 3 | 6136.25 | Aggressive |