Arrival Price AI Analytics
CQG AI Algos
The Arrival Price Algorithm is driven by short-term realized volatility and drift signals as well as market-implied cost of liquidity to execute within a risk-optimized time horizon using trader-defined slippage expectations. Arrival Price is benchmarked against mid-market and sweep to fill (market order) metrics.
"Liquidity Cost, Volatility, and Drift" are the quantities used by the algorithm to compute a theoretically optimal Equilibrium Trading Horizon (White Paper). "Seconds spent" reflects the practical application of this horizon over simulated dynamic market conditions. A "fill stream" is also included to demonstrate the effects of the Market By Order Impact Model, which helps size order slices in a manner consistent with price-level population.
The graphs below illuminate the effects of these indicators on optimal execution horizon and therefore, performance results of hypothetical Arrival Price orders.
Impact Model: MBO
Payup Model: PayupAI
- Liquidity Cost:
- Implicit cost of liquidity per lot
- Volatility:
- Normal volatility in dollar terms
- Drift:
- Short-term directional drift
- Seconds Spent:
- Seconds spent in simulated execution
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.8500
Slippage Sweep
0.6550
Arrival Price
5,916.3750
Average Total
5,917.2250
Destination Price
5,917.8750
Sweep to Fill
5,916.5700
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:52:36.65 | SIM:ESM5 | Buy | 7 | 5918 | Aggressive |
| 2025-06-02T12:52:32.544 | SIM:ESM5 | Buy | 23 | 5917.25 | Aggressive |
| 2025-06-02T12:52:32.544 | SIM:ESM5 | Buy | 2 | 5917.25 | Aggressive |
| 2025-06-02T12:52:27.514 | SIM:ESM5 | Buy | 1 | 5917 | Aggressive |
| 2025-06-02T12:52:23.522 | SIM:ESM5 | Buy | 3 | 5916.75 | Aggressive |
| 2025-06-02T12:52:21.476 | SIM:ESM5 | Buy | 2 | 5916.5 | Aggressive |
| 2025-06-02T12:52:37.965 | SIM:ESM5 | Buy | 1 | 5918 | Aggressive |
| 2025-06-02T12:52:29.668 | SIM:ESM5 | Buy | 3 | 5917 | Aggressive |
| 2025-06-02T12:52:27.514 | SIM:ESM5 | Buy | 4 | 5917 | Aggressive |
| 2025-06-02T12:52:24.512 | SIM:ESM5 | Buy | 3 | 5916.75 | Aggressive |
| 2025-06-02T12:52:21.402 | SIM:ESM5 | Buy | 1 | 5916.5 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.0400
Slippage Sweep
-0.2050
Arrival Price
5,916.8750
Average Total
5,916.8350
Destination Price
5,917.1250
Sweep to Fill
5,916.6300
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:51:50.012 | SIM:ESM5 | Sell | 6 | 5916.75 | Aggressive |
| 2025-06-02T12:51:50.012 | SIM:ESM5 | Sell | 18 | 5917 | Aggressive |
| 2025-06-02T12:51:49.012 | SIM:ESM5 | Sell | 3 | 5916.75 | Aggressive |
| 2025-06-02T12:51:49.012 | SIM:ESM5 | Sell | 6 | 5916.75 | Aggressive |
| 2025-06-02T12:51:42.935 | SIM:ESM5 | Sell | 1 | 5916.5 | Aggressive |
| 2025-06-02T12:51:47.971 | SIM:ESM5 | Sell | 4 | 5916.75 | Aggressive |
| 2025-06-02T12:51:47.02 | SIM:ESM5 | Sell | 1 | 5916.75 | Aggressive |
| 2025-06-02T12:51:44.951 | SIM:ESM5 | Sell | 5 | 5916.75 | Aggressive |
| 2025-06-02T12:51:43.964 | SIM:ESM5 | Sell | 4 | 5916.75 | Aggressive |
| 2025-06-02T12:51:41.924 | SIM:ESM5 | Sell | 1 | 5916.75 | Aggressive |
| 2025-06-02T12:51:41.112 | SIM:ESM5 | Sell | 1 | 5916.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.4800
Slippage Sweep
-0.6700
Arrival Price
5,917.6250
Average Total
5,917.1450
Destination Price
5,916.8750
Sweep to Fill
5,917.8150
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:51:37.705 | SIM:ESM5 | Buy | 9 | 5917.25 | Aggressive |
| 2025-06-02T12:51:37.705 | SIM:ESM5 | Buy | 1 | 5917 | Aggressive |
| 2025-06-02T12:51:37.705 | SIM:ESM5 | Buy | 18 | 5917.25 | Aggressive |
| 2025-06-02T12:51:37.705 | SIM:ESM5 | Buy | 6 | 5917 | Aggressive |
| 2025-06-02T12:51:39.049 | SIM:ESM5 | Buy | 15 | 5917 | Aggressive |
| 2025-06-02T12:51:36.949 | SIM:ESM5 | Buy | 1 | 5917.5 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.2700
Slippage Sweep
0.0400
Arrival Price
5,916.1250
Average Total
5,915.8550
Destination Price
5,916.1250
Sweep to Fill
5,915.8950
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:50:59.427 | SIM:ESM5 | Sell | 2 | 5915.75 | Aggressive |
| 2025-06-02T12:51:05.521 | SIM:ESM5 | Sell | 8 | 5916 | Aggressive |
| 2025-06-02T12:51:03.522 | SIM:ESM5 | Sell | 16 | 5916 | Aggressive |
| 2025-06-02T12:51:00.43 | SIM:ESM5 | Sell | 8 | 5915.75 | Aggressive |
| 2025-06-02T12:50:58.418 | SIM:ESM5 | Sell | 8 | 5915.75 | Aggressive |
| 2025-06-02T12:50:55.423 | SIM:ESM5 | Sell | 1 | 5915.5 | Aggressive |
| 2025-06-02T12:50:52.476 | SIM:ESM5 | Sell | 2 | 5915.5 | Aggressive |
| 2025-06-02T12:50:52.476 | SIM:ESM5 | Sell | 2 | 5915.75 | Aggressive |
| 2025-06-02T12:50:52.476 | SIM:ESM5 | Sell | 2 | 5915.75 | Passive |
| 2025-06-02T12:50:50.714 | SIM:ESM5 | Sell | 1 | 5915.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.5150
Slippage Sweep
0.1650
Arrival Price
5,915.8750
Average Total
5,916.3900
Destination Price
5,916.1250
Sweep to Fill
5,916.2250
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:50:50.016 | SIM:ESM5 | Buy | 1 | 5916.25 | Aggressive |
| 2025-06-02T12:50:49.68 | SIM:ESM5 | Buy | 1 | 5916 | Passive |
| 2025-06-02T12:50:46.44 | SIM:ESM5 | Buy | 10 | 5916.25 | Aggressive |
| 2025-06-02T12:50:42.842 | SIM:ESM5 | Buy | 2 | 5916 | Passive |
| 2025-06-02T12:50:42.842 | SIM:ESM5 | Buy | 2 | 5916 | Passive |
| 2025-06-02T12:50:42.842 | SIM:ESM5 | Buy | 2 | 5916 | Passive |
| 2025-06-02T12:50:36.671 | SIM:ESM5 | Buy | 10 | 5916.75 | Aggressive |
| 2025-06-02T12:50:31.777 | SIM:ESM5 | Buy | 7 | 5916.5 | Aggressive |
| 2025-06-02T12:50:30.338 | SIM:ESM5 | Buy | 2 | 5916.5 | Aggressive |
| 2025-06-02T12:50:30.338 | SIM:ESM5 | Buy | 1 | 5916.25 | Aggressive |
| 2025-06-02T12:50:30.338 | SIM:ESM5 | Buy | 1 | 5916.25 | Passive |
| 2025-06-02T12:50:30.338 | SIM:ESM5 | Buy | 1 | 5916.25 | Passive |
| 2025-06-02T12:50:30.338 | SIM:ESM5 | Buy | 1 | 5916.25 | Passive |
| 2025-06-02T12:50:28.512 | SIM:ESM5 | Buy | 5 | 5916.5 | Aggressive |
| 2025-06-02T12:50:27.524 | SIM:ESM5 | Buy | 1 | 5916.5 | Aggressive |
| 2025-06-02T12:50:26.852 | SIM:ESM5 | Buy | 2 | 5916.25 | Aggressive |
| 2025-06-02T12:50:25.635 | SIM:ESM5 | Buy | 1 | 5916.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.0850
Slippage Sweep
-0.0700
Arrival Price
5,917.6250
Average Total
5,917.5400
Destination Price
5,917.6250
Sweep to Fill
5,917.4700
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:49:44.522 | SIM:ESM5 | Sell | 9 | 5917.5 | Aggressive |
| 2025-06-02T12:49:54.933 | SIM:ESM5 | Sell | 1 | 5917.75 | Passive |
| 2025-06-02T12:49:48.662 | SIM:ESM5 | Sell | 15 | 5917.5 | Aggressive |
| 2025-06-02T12:49:42.613 | SIM:ESM5 | Sell | 5 | 5917.5 | Aggressive |
| 2025-06-02T12:49:48.024 | SIM:ESM5 | Sell | 2 | 5917.75 | Aggressive |
| 2025-06-02T12:49:48.024 | SIM:ESM5 | Sell | 2 | 5917.75 | Passive |
| 2025-06-02T12:49:48.024 | SIM:ESM5 | Sell | 1 | 5917.75 | Passive |
| 2025-06-02T12:49:48.024 | SIM:ESM5 | Sell | 1 | 5917.75 | Passive |
| 2025-06-02T12:49:46.729 | SIM:ESM5 | Sell | 1 | 5917.5 | Aggressive |
| 2025-06-02T12:49:46.728 | SIM:ESM5 | Sell | 9 | 5917.5 | Aggressive |
| 2025-06-02T12:49:44.521 | SIM:ESM5 | Sell | 3 | 5917.5 | Aggressive |
| 2025-06-02T12:49:41.491 | SIM:ESM5 | Sell | 1 | 5917.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.0650
Slippage Sweep
-0.1850
Arrival Price
5,917.8750
Average Total
5,917.9400
Destination Price
5,917.6250
Sweep to Fill
5,918.1250
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:49:39.222 | SIM:ESM5 | Buy | 12 | 5918 | Aggressive |
| 2025-06-02T12:49:35.361 | SIM:ESM5 | Buy | 14 | 5918 | Aggressive |
| 2025-06-02T12:49:34.412 | SIM:ESM5 | Buy | 1 | 5918 | Aggressive |
| 2025-06-02T12:49:41.218 | SIM:ESM5 | Buy | 2 | 5917.75 | Aggressive |
| 2025-06-02T12:49:40.225 | SIM:ESM5 | Buy | 2 | 5917.75 | Aggressive |
| 2025-06-02T12:49:29.1 | SIM:ESM5 | Buy | 2 | 5918 | Aggressive |
| 2025-06-02T12:49:28.136 | SIM:ESM5 | Buy | 1 | 5918 | Aggressive |
| 2025-06-02T12:49:35.361 | SIM:ESM5 | Buy | 8 | 5918 | Aggressive |
| 2025-06-02T12:49:27.051 | SIM:ESM5 | Buy | 7 | 5917.75 | Aggressive |
| 2025-06-02T12:49:26.037 | SIM:ESM5 | Buy | 1 | 5917.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.3500
Slippage Sweep
0.0700
Arrival Price
5,918.3750
Average Total
5,918.0250
Destination Price
5,918.1250
Sweep to Fill
5,918.0950
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:48:54.758 | SIM:ESM5 | Sell | 3 | 5918 | Aggressive |
| 2025-06-02T12:48:48.719 | SIM:ESM5 | Sell | 4 | 5917.75 | Aggressive |
| 2025-06-02T12:48:42.848 | SIM:ESM5 | Sell | 12 | 5918.25 | Aggressive |
| 2025-06-02T12:48:42.848 | SIM:ESM5 | Sell | 2 | 5918.5 | Aggressive |
| 2025-06-02T12:48:42.848 | SIM:ESM5 | Sell | 1 | 5918.5 | Passive |
| 2025-06-02T12:48:53.612 | SIM:ESM5 | Sell | 17 | 5918 | Aggressive |
| 2025-06-02T12:48:48.727 | SIM:ESM5 | Sell | 10 | 5917.75 | Aggressive |
| 2025-06-02T12:48:41.512 | SIM:ESM5 | Sell | 1 | 5918.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.6350
Slippage Sweep
0.3350
Arrival Price
5,917.8750
Average Total
5,918.5100
Destination Price
5,918.3750
Sweep to Fill
5,918.1750
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:48:40.634 | SIM:ESM5 | Buy | 2 | 5918.5 | Aggressive |
| 2025-06-02T12:48:27.484 | SIM:ESM5 | Buy | 1 | 5918.5 | Aggressive |
| 2025-06-02T12:48:24.751 | SIM:ESM5 | Buy | 4 | 5918.5 | Aggressive |
| 2025-06-02T12:48:24.013 | SIM:ESM5 | Buy | 2 | 5918.5 | Aggressive |
| 2025-06-02T12:48:24.013 | SIM:ESM5 | Buy | 1 | 5918.25 | Aggressive |
| 2025-06-02T12:48:24.013 | SIM:ESM5 | Buy | 1 | 5918.25 | Passive |
| 2025-06-02T12:48:22.518 | SIM:ESM5 | Buy | 4 | 5918.5 | Aggressive |
| 2025-06-02T12:48:22.362 | SIM:ESM5 | Buy | 9 | 5918.5 | Aggressive |
| 2025-06-02T12:48:20.375 | SIM:ESM5 | Buy | 1 | 5918 | Aggressive |
| 2025-06-02T12:48:34.618 | SIM:ESM5 | Buy | 14 | 5919 | Aggressive |
| 2025-06-02T12:48:19.423 | SIM:ESM5 | Buy | 8 | 5918 | Aggressive |
| 2025-06-02T12:48:18.437 | SIM:ESM5 | Buy | 2 | 5918 | Aggressive |
| 2025-06-02T12:48:17.412 | SIM:ESM5 | Buy | 1 | 5918 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.1250
Slippage Sweep
-0.2500
Arrival Price
5,917.6250
Average Total
5,917.7500
Destination Price
5,917.8750
Sweep to Fill
5,917.5000
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:47:46.817 | SIM:ESM5 | Sell | 18 | 5917.75 | Aggressive |
| 2025-06-02T12:47:43.725 | SIM:ESM5 | Sell | 5 | 5917.75 | Passive |
| 2025-06-02T12:47:43.725 | SIM:ESM5 | Sell | 26 | 5917.75 | Aggressive |
| 2025-06-02T12:47:43.041 | SIM:ESM5 | Sell | 1 | 5917.75 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.0350
Slippage Sweep
-0.2550
Arrival Price
5,918.1250
Average Total
5,918.0900
Destination Price
5,917.8750
Sweep to Fill
5,918.3450
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:47:42.405 | SIM:ESM5 | Buy | 5 | 5918 | Aggressive |
| 2025-06-02T12:47:42.405 | SIM:ESM5 | Buy | 1 | 5917.75 | Aggressive |
| 2025-06-02T12:47:41.423 | SIM:ESM5 | Buy | 4 | 5918.25 | Aggressive |
| 2025-06-02T12:47:41.423 | SIM:ESM5 | Buy | 23 | 5918 | Aggressive |
| 2025-06-02T12:47:42.404 | SIM:ESM5 | Buy | 1 | 5917.75 | Passive |
| 2025-06-02T12:47:40.368 | SIM:ESM5 | Buy | 6 | 5918.25 | Aggressive |
| 2025-06-02T12:47:39.537 | SIM:ESM5 | Buy | 4 | 5918.25 | Aggressive |
| 2025-06-02T12:47:39.537 | SIM:ESM5 | Buy | 3 | 5918.25 | Aggressive |
| 2025-06-02T12:47:38.412 | SIM:ESM5 | Buy | 2 | 5918.25 | Aggressive |
| 2025-06-02T12:47:36.357 | SIM:ESM5 | Buy | 1 | 5918.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.1100
Slippage Sweep
-0.3200
Arrival Price
5,918.1250
Average Total
5,918.2350
Destination Price
5,918.6250
Sweep to Fill
5,917.9150
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:47:00.629 | SIM:ESM5 | Sell | 1 | 5918 | Aggressive |
| 2025-06-02T12:47:05.712 | SIM:ESM5 | Sell | 8 | 5918.25 | Aggressive |
| 2025-06-02T12:47:05.712 | SIM:ESM5 | Sell | 20 | 5918.5 | Aggressive |
| 2025-06-02T12:47:04.712 | SIM:ESM5 | Sell | 7 | 5918 | Aggressive |
| 2025-06-02T12:47:02.812 | SIM:ESM5 | Sell | 10 | 5918 | Aggressive |
| 2025-06-02T12:47:01.623 | SIM:ESM5 | Sell | 2 | 5918 | Aggressive |
| 2025-06-02T12:46:59.62 | SIM:ESM5 | Sell | 1 | 5917.75 | Aggressive |
| 2025-06-02T12:46:58.537 | SIM:ESM5 | Sell | 1 | 5918 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.1250
Slippage Sweep
-0.2700
Arrival Price
5,918.3750
Average Total
5,918.2500
Destination Price
5,918.1250
Sweep to Fill
5,918.5200
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:46:58.012 | SIM:ESM5 | Buy | 1 | 5918.25 | Aggressive |
| 2025-06-02T12:46:58.012 | SIM:ESM5 | Buy | 11 | 5918.25 | Aggressive |
| 2025-06-02T12:46:56.942 | SIM:ESM5 | Buy | 9 | 5918.25 | Aggressive |
| 2025-06-02T12:46:56.72 | SIM:ESM5 | Buy | 6 | 5918.25 | Aggressive |
| 2025-06-02T12:46:56.012 | SIM:ESM5 | Buy | 22 | 5918.25 | Aggressive |
| 2025-06-02T12:46:55.248 | SIM:ESM5 | Buy | 1 | 5918.25 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.3450
Slippage Sweep
-0.0250
Arrival Price
5,919.1250
Average Total
5,918.7800
Destination Price
5,919.1250
Sweep to Fill
5,918.7550
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:46:24.56 | SIM:ESM5 | Sell | 4 | 5919 | Aggressive |
| 2025-06-02T12:46:23.012 | SIM:ESM5 | Sell | 15 | 5919 | Aggressive |
| 2025-06-02T12:46:23.012 | SIM:ESM5 | Sell | 4 | 5919 | Aggressive |
| 2025-06-02T12:46:18.507 | SIM:ESM5 | Sell | 7 | 5918.5 | Aggressive |
| 2025-06-02T12:46:18.507 | SIM:ESM5 | Sell | 1 | 5918.75 | Aggressive |
| 2025-06-02T12:46:18.507 | SIM:ESM5 | Sell | 1 | 5918.75 | Passive |
| 2025-06-02T12:46:18.507 | SIM:ESM5 | Sell | 1 | 5918.75 | Passive |
| 2025-06-02T12:46:18.507 | SIM:ESM5 | Sell | 1 | 5918.75 | Passive |
| 2025-06-02T12:46:15.188 | SIM:ESM5 | Sell | 5 | 5918.5 | Aggressive |
| 2025-06-02T12:46:20.921 | SIM:ESM5 | Sell | 8 | 5918.5 | Aggressive |
| 2025-06-02T12:46:12.959 | SIM:ESM5 | Sell | 2 | 5919 | Aggressive |
| 2025-06-02T12:46:11.933 | SIM:ESM5 | Sell | 1 | 5919 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.0000
Slippage Sweep
-0.2250
Arrival Price
5,919.1250
Average Total
5,919.1250
Destination Price
5,918.8750
Sweep to Fill
5,919.3500
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:46:08.912 | SIM:ESM5 | Buy | 12 | 5919 | Aggressive |
| 2025-06-02T12:46:07.76 | SIM:ESM5 | Buy | 8 | 5919.25 | Aggressive |
| 2025-06-02T12:46:06.938 | SIM:ESM5 | Buy | 5 | 5919.25 | Aggressive |
| 2025-06-02T12:46:04.715 | SIM:ESM5 | Buy | 2 | 5919.25 | Aggressive |
| 2025-06-02T12:46:10.277 | SIM:ESM5 | Buy | 13 | 5919 | Aggressive |
| 2025-06-02T12:46:05.723 | SIM:ESM5 | Buy | 4 | 5919.25 | Aggressive |
| 2025-06-02T12:46:04.153 | SIM:ESM5 | Buy | 5 | 5919.25 | Aggressive |
| 2025-06-02T12:46:02.733 | SIM:ESM5 | Buy | 1 | 5919.25 | Aggressive |