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
Sell
Quantity
50
Total Filled
50
Slippage
-0.2150
Slippage Sweep
-0.5100
Arrival Price
5,918.8750
Average Total
5,919.0900
Destination Price
5,919.1250
Sweep to Fill
5,918.5800
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:45:32.142 | SIM:ESM5 | Sell | 2 | 5919.25 | Passive |
| 2025-06-02T12:45:30.714 | SIM:ESM5 | Sell | 30 | 5919 | Aggressive |
| 2025-06-02T12:45:30.714 | SIM:ESM5 | Sell | 17 | 5919.25 | Aggressive |
| 2025-06-02T12:45:29.722 | SIM:ESM5 | Sell | 1 | 5918.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.4100
Slippage Sweep
0.1450
Arrival Price
5,918.6250
Average Total
5,919.0350
Destination Price
5,919.1250
Sweep to Fill
5,918.8900
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:45:21.868 | SIM:ESM5 | Buy | 3 | 5919.5 | Aggressive |
| 2025-06-02T12:45:19.904 | SIM:ESM5 | Buy | 1 | 5919.25 | Aggressive |
| 2025-06-02T12:45:05.739 | SIM:ESM5 | Buy | 2 | 5918.75 | Aggressive |
| 2025-06-02T12:45:28.883 | SIM:ESM5 | Buy | 3 | 5919.25 | Aggressive |
| 2025-06-02T12:45:28.883 | SIM:ESM5 | Buy | 4 | 5919.25 | Aggressive |
| 2025-06-02T12:45:28.883 | SIM:ESM5 | Buy | 1 | 5919 | Aggressive |
| 2025-06-02T12:45:28.883 | SIM:ESM5 | Buy | 1 | 5919 | Passive |
| 2025-06-02T12:45:28.883 | SIM:ESM5 | Buy | 1 | 5919 | Passive |
| 2025-06-02T12:45:28.883 | SIM:ESM5 | Buy | 1 | 5919 | Passive |
| 2025-06-02T12:45:27.191 | SIM:ESM5 | Buy | 8 | 5919.25 | Aggressive |
| 2025-06-02T12:45:27.191 | SIM:ESM5 | Buy | 1 | 5919 | Aggressive |
| 2025-06-02T12:45:27.19 | SIM:ESM5 | Buy | 1 | 5919 | Passive |
| 2025-06-02T12:45:12.994 | SIM:ESM5 | Buy | 10 | 5919 | Aggressive |
| 2025-06-02T12:45:08.812 | SIM:ESM5 | Buy | 6 | 5918.75 | Aggressive |
| 2025-06-02T12:45:07.933 | SIM:ESM5 | Buy | 2 | 5918.75 | Passive |
| 2025-06-02T12:45:07.933 | SIM:ESM5 | Buy | 2 | 5918.75 | Passive |
| 2025-06-02T12:45:07.932 | SIM:ESM5 | Buy | 2 | 5918.75 | Passive |
| 2025-06-02T12:45:03.735 | SIM:ESM5 | Buy | 1 | 5918.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.0750
Slippage Sweep
-0.3000
Arrival Price
5,918.8750
Average Total
5,918.9500
Destination Price
5,919.1250
Sweep to Fill
5,918.6500
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:44:33.154 | SIM:ESM5 | Sell | 8 | 5919 | Aggressive |
| 2025-06-02T12:44:25.969 | SIM:ESM5 | Sell | 5 | 5919 | Aggressive |
| 2025-06-02T12:44:32.117 | SIM:ESM5 | Sell | 10 | 5918.75 | Aggressive |
| 2025-06-02T12:44:32.117 | SIM:ESM5 | Sell | 13 | 5919 | Aggressive |
| 2025-06-02T12:44:26.989 | SIM:ESM5 | Sell | 13 | 5919 | Aggressive |
| 2025-06-02T12:44:25.109 | SIM:ESM5 | Sell | 1 | 5919 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.4850
Slippage Sweep
0.1550
Arrival Price
5,918.3750
Average Total
5,918.8600
Destination Price
5,919.1250
Sweep to Fill
5,918.7050
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:44:15.014 | SIM:ESM5 | Buy | 8 | 5919 | Aggressive |
| 2025-06-02T12:44:13.987 | SIM:ESM5 | Buy | 8 | 5919 | Aggressive |
| 2025-06-02T12:44:12.975 | SIM:ESM5 | Buy | 2 | 5919 | Aggressive |
| 2025-06-02T12:44:11.012 | SIM:ESM5 | Buy | 8 | 5919.25 | Aggressive |
| 2025-06-02T12:44:10.012 | SIM:ESM5 | Buy | 2 | 5919 | Aggressive |
| 2025-06-02T12:44:08.112 | SIM:ESM5 | Buy | 1 | 5919 | Aggressive |
| 2025-06-02T12:43:57.754 | SIM:ESM5 | Buy | 1 | 5918.5 | Aggressive |
| 2025-06-02T12:43:58.793 | SIM:ESM5 | Buy | 12 | 5918.5 | Aggressive |
| 2025-06-02T12:43:56.768 | SIM:ESM5 | Buy | 2 | 5918.75 | Aggressive |
| 2025-06-02T12:43:55.767 | SIM:ESM5 | Buy | 1 | 5918.75 | Aggressive |
| 2025-06-02T12:43:54.812 | SIM:ESM5 | Buy | 2 | 5918.5 | Aggressive |
| 2025-06-02T12:44:24.322 | SIM:ESM5 | Buy | 1 | 5919 | Passive |
| 2025-06-02T12:44:01.254 | SIM:ESM5 | Buy | 1 | 5918.75 | Aggressive |
| 2025-06-02T12:43:53.729 | SIM:ESM5 | Buy | 1 | 5918.5 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.0750
Slippage Sweep
-0.1050
Arrival Price
5,919.6250
Average Total
5,919.5500
Destination Price
5,919.8750
Sweep to Fill
5,919.4450
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:43:16.183 | SIM:ESM5 | Sell | 5 | 5919.5 | Aggressive |
| 2025-06-02T12:43:23.144 | SIM:ESM5 | Sell | 8 | 5919.5 | Aggressive |
| 2025-06-02T12:43:23.144 | SIM:ESM5 | Sell | 14 | 5919.75 | Aggressive |
| 2025-06-02T12:43:22.216 | SIM:ESM5 | Sell | 5 | 5919.5 | Aggressive |
| 2025-06-02T12:43:22.216 | SIM:ESM5 | Sell | 4 | 5919.5 | Aggressive |
| 2025-06-02T12:43:20.346 | SIM:ESM5 | Sell | 4 | 5919.5 | Passive |
| 2025-06-02T12:43:15.079 | SIM:ESM5 | Sell | 5 | 5919.5 | Aggressive |
| 2025-06-02T12:43:14.159 | SIM:ESM5 | Sell | 2 | 5919.25 | Aggressive |
| 2025-06-02T12:43:17.127 | SIM:ESM5 | Sell | 2 | 5919.25 | Aggressive |
| 2025-06-02T12:43:12.812 | SIM:ESM5 | Sell | 1 | 5919.5 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.2100
Slippage Sweep
-0.4100
Arrival Price
5,920.3750
Average Total
5,920.1650
Destination Price
5,919.6250
Sweep to Fill
5,920.5750
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:43:07.656 | SIM:ESM5 | Buy | 4 | 5920.75 | Aggressive |
| 2025-06-02T12:43:04.564 | SIM:ESM5 | Buy | 1 | 5920.75 | Aggressive |
| 2025-06-02T12:43:11.655 | SIM:ESM5 | Buy | 20 | 5920 | Aggressive |
| 2025-06-02T12:43:11.655 | SIM:ESM5 | Buy | 11 | 5919.75 | Aggressive |
| 2025-06-02T12:43:10.676 | SIM:ESM5 | Buy | 6 | 5920.5 | Aggressive |
| 2025-06-02T12:43:09.612 | SIM:ESM5 | Buy | 5 | 5920.5 | Aggressive |
| 2025-06-02T12:43:08.619 | SIM:ESM5 | Buy | 1 | 5920.5 | Aggressive |
| 2025-06-02T12:43:06.646 | SIM:ESM5 | Buy | 1 | 5920.75 | Aggressive |
| 2025-06-02T12:43:03.732 | SIM:ESM5 | Buy | 1 | 5920.5 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.2500
Slippage Sweep
-0.4550
Arrival Price
5,920.1250
Average Total
5,920.3750
Destination Price
5,920.6250
Sweep to Fill
5,919.9200
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:42:33.232 | SIM:ESM5 | Sell | 12 | 5920.5 | Aggressive |
| 2025-06-02T12:42:32.212 | SIM:ESM5 | Sell | 14 | 5920.25 | Aggressive |
| 2025-06-02T12:42:32.212 | SIM:ESM5 | Sell | 16 | 5920.5 | Aggressive |
| 2025-06-02T12:42:31.622 | SIM:ESM5 | Sell | 1 | 5920.25 | Aggressive |
| 2025-06-02T12:42:31.622 | SIM:ESM5 | Sell | 2 | 5920.25 | Passive |
| 2025-06-02T12:42:31.622 | SIM:ESM5 | Sell | 1 | 5920.25 | Passive |
| 2025-06-02T12:42:31.622 | SIM:ESM5 | Sell | 1 | 5920.25 | Passive |
| 2025-06-02T12:42:30.37 | SIM:ESM5 | Sell | 2 | 5920 | Aggressive |
| 2025-06-02T12:42:29.376 | SIM:ESM5 | Sell | 1 | 5920 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.9700
Slippage Sweep
0.7600
Arrival Price
5,918.8750
Average Total
5,919.8450
Destination Price
5,920.1250
Sweep to Fill
5,919.0850
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:42:21.076 | SIM:ESM5 | Buy | 12 | 5920.25 | Aggressive |
| 2025-06-02T12:42:09.376 | SIM:ESM5 | Buy | 4 | 5920.25 | Aggressive |
| 2025-06-02T12:42:09.376 | SIM:ESM5 | Buy | 2 | 5920 | Aggressive |
| 2025-06-02T12:42:09.376 | SIM:ESM5 | Buy | 2 | 5920 | Passive |
| 2025-06-02T12:42:09.376 | SIM:ESM5 | Buy | 1 | 5920 | Passive |
| 2025-06-02T12:42:09.376 | SIM:ESM5 | Buy | 1 | 5920 | Passive |
| 2025-06-02T12:42:09.375 | SIM:ESM5 | Buy | 1 | 5920 | Passive |
| 2025-06-02T12:42:09.375 | SIM:ESM5 | Buy | 1 | 5920 | Passive |
| 2025-06-02T12:42:05.126 | SIM:ESM5 | Buy | 3 | 5919.75 | Aggressive |
| 2025-06-02T12:42:28.833 | SIM:ESM5 | Buy | 1 | 5920.25 | Aggressive |
| 2025-06-02T12:42:20.295 | SIM:ESM5 | Buy | 7 | 5919.75 | Aggressive |
| 2025-06-02T12:42:17.012 | SIM:ESM5 | Buy | 5 | 5919.5 | Aggressive |
| 2025-06-02T12:42:04.601 | SIM:ESM5 | Buy | 3 | 5919.5 | Aggressive |
| 2025-06-02T12:42:02.84 | SIM:ESM5 | Buy | 4 | 5919.25 | Aggressive |
| 2025-06-02T12:42:01.906 | SIM:ESM5 | Buy | 2 | 5919.25 | Aggressive |
| 2025-06-02T12:41:59.826 | SIM:ESM5 | Buy | 1 | 5919 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.0650
Slippage Sweep
-0.2950
Arrival Price
5,920.6250
Average Total
5,920.6900
Destination Price
5,919.6250
Sweep to Fill
5,920.3950
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:41:29.383 | SIM:ESM5 | Sell | 1 | 5919.75 | Passive |
| 2025-06-02T12:41:11.312 | SIM:ESM5 | Sell | 16 | 5920.75 | Aggressive |
| 2025-06-02T12:41:10.433 | SIM:ESM5 | Sell | 4 | 5920.5 | Aggressive |
| 2025-06-02T12:41:11.312 | SIM:ESM5 | Sell | 25 | 5920.75 | Aggressive |
| 2025-06-02T12:41:10.493 | SIM:ESM5 | Sell | 3 | 5920.5 | Aggressive |
| 2025-06-02T12:41:08.541 | SIM:ESM5 | Sell | 1 | 5920.5 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.1200
Slippage Sweep
-0.3700
Arrival Price
5,920.8750
Average Total
5,920.7550
Destination Price
5,920.6250
Sweep to Fill
5,921.1250
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:41:08.013 | SIM:ESM5 | Buy | 11 | 5920.75 | Aggressive |
| 2025-06-02T12:41:03.416 | SIM:ESM5 | Buy | 2 | 5920.75 | Aggressive |
| 2025-06-02T12:41:01.84 | SIM:ESM5 | Buy | 28 | 5920.75 | Aggressive |
| 2025-06-02T12:41:01.913 | SIM:ESM5 | Buy | 8 | 5920.75 | Aggressive |
| 2025-06-02T12:41:00.811 | SIM:ESM5 | Buy | 1 | 5921 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.0000
Slippage Sweep
-0.2050
Arrival Price
5,920.1250
Average Total
5,920.1250
Destination Price
5,920.6250
Sweep to Fill
5,919.9200
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:40:27.742 | SIM:ESM5 | Sell | 2 | 5920.25 | Passive |
| 2025-06-02T12:40:26.512 | SIM:ESM5 | Sell | 4 | 5920 | Aggressive |
| 2025-06-02T12:40:25.415 | SIM:ESM5 | Sell | 1 | 5920 | Aggressive |
| 2025-06-02T12:40:24.457 | SIM:ESM5 | Sell | 1 | 5919.75 | Aggressive |
| 2025-06-02T12:40:23.401 | SIM:ESM5 | Sell | 1 | 5919.75 | Aggressive |
| 2025-06-02T12:40:23.401 | SIM:ESM5 | Sell | 1 | 5919.75 | Aggressive |
| 2025-06-02T12:40:20.666 | SIM:ESM5 | Sell | 3 | 5920 | Aggressive |
| 2025-06-02T12:40:15.424 | SIM:ESM5 | Sell | 1 | 5920 | Passive |
| 2025-06-02T12:40:15.423 | SIM:ESM5 | Sell | 2 | 5920 | Passive |
| 2025-06-02T12:40:30.464 | SIM:ESM5 | Sell | 6 | 5920.5 | Aggressive |
| 2025-06-02T12:40:30.464 | SIM:ESM5 | Sell | 2 | 5920.5 | Aggressive |
| 2025-06-02T12:40:29.611 | SIM:ESM5 | Sell | 5 | 5920.25 | Aggressive |
| 2025-06-02T12:40:29.611 | SIM:ESM5 | Sell | 2 | 5920.25 | Aggressive |
| 2025-06-02T12:40:29.611 | SIM:ESM5 | Sell | 1 | 5920.5 | Aggressive |
| 2025-06-02T12:40:29.611 | SIM:ESM5 | Sell | 1 | 5920.5 | Passive |
| 2025-06-02T12:40:26.738 | SIM:ESM5 | Sell | 10 | 5920 | Aggressive |
| 2025-06-02T12:40:22.475 | SIM:ESM5 | Sell | 2 | 5919.75 | Aggressive |
| 2025-06-02T12:40:18.668 | SIM:ESM5 | Sell | 1 | 5920 | Passive |
| 2025-06-02T12:40:16.388 | SIM:ESM5 | Sell | 3 | 5920 | Aggressive |
| 2025-06-02T12:40:14.357 | SIM:ESM5 | Sell | 1 | 5920.25 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.1100
Slippage Sweep
-0.4450
Arrival Price
5,920.1250
Average Total
5,920.0150
Destination Price
5,919.8750
Sweep to Fill
5,920.4600
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:40:13.119 | SIM:ESM5 | Buy | 3 | 5920 | Aggressive |
| 2025-06-02T12:40:13.119 | SIM:ESM5 | Buy | 11 | 5920 | Aggressive |
| 2025-06-02T12:40:07.054 | SIM:ESM5 | Buy | 7 | 5920 | Passive |
| 2025-06-02T12:40:07.053 | SIM:ESM5 | Buy | 3 | 5920.25 | Aggressive |
| 2025-06-02T12:40:07.053 | SIM:ESM5 | Buy | 26 | 5920 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.1100
Slippage Sweep
-0.2950
Arrival Price
5,921.3750
Average Total
5,921.4850
Destination Price
5,921.6250
Sweep to Fill
5,921.1900
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:39:34.961 | SIM:ESM5 | Sell | 1 | 5921.5 | Passive |
| 2025-06-02T12:39:36.803 | SIM:ESM5 | Sell | 6 | 5921.5 | Passive |
| 2025-06-02T12:39:36.803 | SIM:ESM5 | Sell | 1 | 5921.5 | Aggressive |
| 2025-06-02T12:39:36.803 | SIM:ESM5 | Sell | 31 | 5921.5 | Aggressive |
| 2025-06-02T12:39:35.812 | SIM:ESM5 | Sell | 8 | 5921.5 | Aggressive |
| 2025-06-02T12:39:34.873 | SIM:ESM5 | Sell | 3 | 5921.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.4300
Slippage Sweep
0.1400
Arrival Price
5,920.8750
Average Total
5,921.3050
Destination Price
5,921.3750
Sweep to Fill
5,921.1650
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:39:33.452 | SIM:ESM5 | Buy | 7 | 5921.5 | Aggressive |
| 2025-06-02T12:39:23.928 | SIM:ESM5 | Buy | 11 | 5921 | Aggressive |
| 2025-06-02T12:39:28.812 | SIM:ESM5 | Buy | 8 | 5921.5 | Aggressive |
| 2025-06-02T12:39:27.813 | SIM:ESM5 | Buy | 3 | 5921.5 | Aggressive |
| 2025-06-02T12:39:17.738 | SIM:ESM5 | Buy | 2 | 5921.25 | Passive |
| 2025-06-02T12:39:17.738 | SIM:ESM5 | Buy | 2 | 5921.25 | Passive |
| 2025-06-02T12:39:17.738 | SIM:ESM5 | Buy | 2 | 5921.25 | Passive |
| 2025-06-02T12:39:17.738 | SIM:ESM5 | Buy | 1 | 5921.25 | Passive |
| 2025-06-02T12:39:17.738 | SIM:ESM5 | Buy | 1 | 5921.25 | Passive |
| 2025-06-02T12:39:17.245 | SIM:ESM5 | Buy | 5 | 5921.5 | Aggressive |
| 2025-06-02T12:39:13.776 | SIM:ESM5 | Buy | 1 | 5921.25 | Aggressive |
| 2025-06-02T12:39:13.776 | SIM:ESM5 | Buy | 2 | 5921.25 | Passive |
| 2025-06-02T12:39:13.776 | SIM:ESM5 | Buy | 1 | 5921.25 | Passive |
| 2025-06-02T12:39:13.776 | SIM:ESM5 | Buy | 1 | 5921.25 | Passive |
| 2025-06-02T12:39:12.707 | SIM:ESM5 | Buy | 2 | 5921.25 | Aggressive |
| 2025-06-02T12:39:11.688 | SIM:ESM5 | Buy | 1 | 5921 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.1100
Slippage Sweep
-0.3450
Arrival Price
5,920.6250
Average Total
5,920.7350
Destination Price
5,921.1250
Sweep to Fill
5,920.3900
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T12:38:40.184 | SIM:ESM5 | Sell | 2 | 5920.75 | Aggressive |
| 2025-06-02T12:38:40.184 | SIM:ESM5 | Sell | 13 | 5921 | Aggressive |
| 2025-06-02T12:38:39.178 | SIM:ESM5 | Sell | 8 | 5920.5 | Aggressive |
| 2025-06-02T12:38:39.178 | SIM:ESM5 | Sell | 10 | 5920.75 | Aggressive |
| 2025-06-02T12:38:38.208 | SIM:ESM5 | Sell | 4 | 5920.75 | Aggressive |
| 2025-06-02T12:38:36.505 | SIM:ESM5 | Sell | 7 | 5920.5 | Aggressive |
| 2025-06-02T12:38:35.212 | SIM:ESM5 | Sell | 5 | 5920.75 | Aggressive |
| 2025-06-02T12:38:34.131 | SIM:ESM5 | Sell | 1 | 5920.5 | Aggressive |