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
-0.0800
Slippage Sweep
-0.4700
Arrival Price
6,031.1250
Average Total
6,031.0450
Destination Price
6,030.8750
Sweep to Fill
6,031.5150
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-09T23:56:48.7 | SIM:ESM5 | Buy | 13 | 6031 | Aggressive |
| 2025-06-09T23:56:28.087 | SIM:ESM5 | Buy | 1 | 6031 | Aggressive |
| 2025-06-09T23:56:26.54 | SIM:ESM5 | Buy | 3 | 6031 | Aggressive |
| 2025-06-09T23:57:03.781 | SIM:ESM5 | Buy | 2 | 6031 | Aggressive |
| 2025-06-09T23:57:03.781 | SIM:ESM5 | Buy | 4 | 6031 | Aggressive |
| 2025-06-09T23:57:03.781 | SIM:ESM5 | Buy | 5 | 6031 | Aggressive |
| 2025-06-09T23:57:03.781 | SIM:ESM5 | Buy | 1 | 6031 | Aggressive |
| 2025-06-09T23:57:03.781 | SIM:ESM5 | Buy | 1 | 6031 | Aggressive |
| 2025-06-09T23:57:03.781 | SIM:ESM5 | Buy | 1 | 6031 | Aggressive |
| 2025-06-09T23:57:03.781 | SIM:ESM5 | Buy | 4 | 6031 | Aggressive |
| 2025-06-09T23:56:45.797 | SIM:ESM5 | Buy | 1 | 6031 | Aggressive |
| 2025-06-09T23:56:44.927 | SIM:ESM5 | Buy | 1 | 6031 | Aggressive |
| 2025-06-09T23:56:42.575 | SIM:ESM5 | Buy | 1 | 6031 | Aggressive |
| 2025-06-09T23:56:35.976 | SIM:ESM5 | Buy | 1 | 6031 | Aggressive |
| 2025-06-09T23:56:25.525 | SIM:ESM5 | Buy | 1 | 6031.25 | Aggressive |
| 2025-06-09T23:56:25.525 | SIM:ESM5 | Buy | 1 | 6031.25 | Aggressive |
| 2025-06-09T23:56:25.525 | SIM:ESM5 | Buy | 1 | 6031.25 | Aggressive |
| 2025-06-09T23:56:25.525 | SIM:ESM5 | Buy | 2 | 6031.25 | Aggressive |
| 2025-06-09T23:56:25.525 | SIM:ESM5 | Buy | 1 | 6031.25 | Aggressive |
| 2025-06-09T23:56:40.64 | SIM:ESM5 | Buy | 1 | 6031 | Aggressive |
| 2025-06-09T23:56:38.618 | SIM:ESM5 | Buy | 1 | 6031 | Aggressive |
| 2025-06-09T23:56:17.249 | SIM:ESM5 | Buy | 1 | 6031.25 | Aggressive |
| 2025-06-09T23:56:15.123 | SIM:ESM5 | Buy | 1 | 6031.25 | Aggressive |
| 2025-06-09T23:56:12.133 | SIM:ESM5 | Buy | 1 | 6031.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.1300
Slippage Sweep
-0.4000
Arrival Price
6,031.1250
Average Total
6,031.2550
Destination Price
6,031.6250
Sweep to Fill
6,030.8550
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-09T23:55:38.613 | SIM:ESM5 | Sell | 1 | 6031.25 | Aggressive |
| 2025-06-09T23:55:38.613 | SIM:ESM5 | Sell | 4 | 6031.5 | Aggressive |
| 2025-06-09T23:55:37.52 | SIM:ESM5 | Sell | 13 | 6031.25 | Aggressive |
| 2025-06-09T23:55:37.52 | SIM:ESM5 | Sell | 2 | 6031.5 | Aggressive |
| 2025-06-09T23:55:36.278 | SIM:ESM5 | Sell | 7 | 6031.25 | Aggressive |
| 2025-06-09T23:55:36.278 | SIM:ESM5 | Sell | 9 | 6031.5 | Aggressive |
| 2025-06-09T23:55:30.098 | SIM:ESM5 | Sell | 1 | 6031 | Aggressive |
| 2025-06-09T23:55:30.098 | SIM:ESM5 | Sell | 1 | 6031 | Aggressive |
| 2025-06-09T23:55:30.098 | SIM:ESM5 | Sell | 1 | 6031 | Aggressive |
| 2025-06-09T23:55:35.716 | SIM:ESM5 | Sell | 1 | 6031 | Aggressive |
| 2025-06-09T23:55:35.716 | SIM:ESM5 | Sell | 1 | 6031 | Aggressive |
| 2025-06-09T23:55:25.513 | SIM:ESM5 | Sell | 1 | 6031 | Aggressive |
| 2025-06-09T23:55:20.527 | SIM:ESM5 | Sell | 1 | 6031 | Aggressive |
| 2025-06-09T23:55:19.338 | SIM:ESM5 | Sell | 1 | 6031 | Aggressive |
| 2025-06-09T23:55:33.197 | SIM:ESM5 | Sell | 1 | 6031 | Aggressive |
| 2025-06-09T23:55:33.197 | SIM:ESM5 | Sell | 1 | 6031 | Aggressive |
| 2025-06-09T23:55:24.519 | SIM:ESM5 | Sell | 1 | 6031 | Aggressive |
| 2025-06-09T23:55:22.159 | SIM:ESM5 | Sell | 1 | 6031 | Aggressive |
| 2025-06-09T23:55:18.927 | SIM:ESM5 | Sell | 1 | 6031 | Aggressive |
| 2025-06-09T23:55:16.721 | SIM:ESM5 | Sell | 1 | 6031 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.1300
Slippage Sweep
-0.5250
Arrival Price
6,031.6250
Average Total
6,031.4950
Destination Price
6,031.1250
Sweep to Fill
6,032.0200
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-09T23:55:14.672 | SIM:ESM5 | Buy | 2 | 6031.5 | Aggressive |
| 2025-06-09T23:55:14.672 | SIM:ESM5 | Buy | 12 | 6031.25 | Aggressive |
| 2025-06-09T23:55:12.266 | SIM:ESM5 | Buy | 4 | 6031.5 | Aggressive |
| 2025-06-09T23:55:11.632 | SIM:ESM5 | Buy | 1 | 6031.5 | Aggressive |
| 2025-06-09T23:55:09.318 | SIM:ESM5 | Buy | 1 | 6031.5 | Aggressive |
| 2025-06-09T23:55:08.275 | SIM:ESM5 | Buy | 1 | 6031.5 | Aggressive |
| 2025-06-09T23:55:04.262 | SIM:ESM5 | Buy | 1 | 6031.5 | Aggressive |
| 2025-06-09T23:55:02.892 | SIM:ESM5 | Buy | 1 | 6031.5 | Aggressive |
| 2025-06-09T23:55:01.161 | SIM:ESM5 | Buy | 5 | 6031.5 | Aggressive |
| 2025-06-09T23:55:01.161 | SIM:ESM5 | Buy | 8 | 6031.5 | Aggressive |
| 2025-06-09T23:54:55.082 | SIM:ESM5 | Buy | 1 | 6031.75 | Aggressive |
| 2025-06-09T23:54:55.082 | SIM:ESM5 | Buy | 2 | 6031.75 | Aggressive |
| 2025-06-09T23:54:44.005 | SIM:ESM5 | Buy | 1 | 6031.75 | Aggressive |
| 2025-06-09T23:54:41.095 | SIM:ESM5 | Buy | 1 | 6031.75 | Aggressive |
| 2025-06-09T23:54:27.932 | SIM:ESM5 | Buy | 1 | 6031.75 | Aggressive |
| 2025-06-09T23:55:06.438 | SIM:ESM5 | Buy | 1 | 6031.5 | Aggressive |
| 2025-06-09T23:54:57.929 | SIM:ESM5 | Buy | 2 | 6031.5 | Passive |
| 2025-06-09T23:54:40.32 | SIM:ESM5 | Buy | 1 | 6031.75 | Aggressive |
| 2025-06-09T23:54:37.954 | SIM:ESM5 | Buy | 1 | 6031.75 | Aggressive |
| 2025-06-09T23:54:36.274 | SIM:ESM5 | Buy | 1 | 6031.75 | Aggressive |
| 2025-06-09T23:54:31.214 | SIM:ESM5 | Buy | 1 | 6031.75 | Aggressive |
| 2025-06-09T23:54:23.987 | SIM:ESM5 | Buy | 1 | 6031.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.2200
Slippage Sweep
-0.2000
Arrival Price
6,032.1250
Average Total
6,031.9050
Destination Price
6,031.3750
Sweep to Fill
6,031.7050
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-09T23:52:45.425 | SIM:ESM5 | Sell | 1 | 6031.75 | Aggressive |
| 2025-06-09T23:52:44.277 | SIM:ESM5 | Sell | 3 | 6031.75 | Aggressive |
| 2025-06-09T23:51:25.55 | SIM:ESM5 | Sell | 1 | 6032.25 | Aggressive |
| 2025-06-09T23:51:25.55 | SIM:ESM5 | Sell | 4 | 6032.25 | Aggressive |
| 2025-06-09T23:51:18.945 | SIM:ESM5 | Sell | 1 | 6032.25 | Aggressive |
| 2025-06-09T23:53:50.661 | SIM:ESM5 | Sell | 6 | 6031.25 | Aggressive |
| 2025-06-09T23:53:50.661 | SIM:ESM5 | Sell | 5 | 6031.25 | Aggressive |
| 2025-06-09T23:53:40.975 | SIM:ESM5 | Sell | 1 | 6031.5 | Aggressive |
| 2025-06-09T23:53:35.399 | SIM:ESM5 | Sell | 2 | 6031.75 | Aggressive |
| 2025-06-09T23:52:46.993 | SIM:ESM5 | Sell | 1 | 6031.75 | Aggressive |
| 2025-06-09T23:51:17.26 | SIM:ESM5 | Sell | 4 | 6032.25 | Aggressive |
| 2025-06-09T23:51:16.364 | SIM:ESM5 | Sell | 4 | 6032.25 | Aggressive |
| 2025-06-09T23:50:59 | SIM:ESM5 | Sell | 1 | 6032 | Aggressive |
| 2025-06-09T23:51:20.289 | SIM:ESM5 | Sell | 1 | 6032.25 | Aggressive |
| 2025-06-09T23:51:20.289 | SIM:ESM5 | Sell | 1 | 6032.25 | Aggressive |
| 2025-06-09T23:51:07.923 | SIM:ESM5 | Sell | 1 | 6032.25 | Aggressive |
| 2025-06-09T23:51:07.923 | SIM:ESM5 | Sell | 1 | 6032 | Aggressive |
| 2025-06-09T23:51:07.923 | SIM:ESM5 | Sell | 2 | 6032 | Aggressive |
| 2025-06-09T23:51:07.923 | SIM:ESM5 | Sell | 3 | 6032.25 | Aggressive |
| 2025-06-09T23:51:07.922 | SIM:ESM5 | Sell | 3 | 6032.25 | Passive |
| 2025-06-09T23:50:57.281 | SIM:ESM5 | Sell | 1 | 6032 | Aggressive |
| 2025-06-09T23:50:53.823 | SIM:ESM5 | Sell | 1 | 6032 | Aggressive |
| 2025-06-09T23:50:53.823 | SIM:ESM5 | Sell | 1 | 6032 | Aggressive |
| 2025-06-09T23:50:44.076 | SIM:ESM5 | Sell | 1 | 6032 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.1250
Slippage Sweep
-0.3250
Arrival Price
6,032.1250
Average Total
6,032.2500
Destination Price
6,032.1250
Sweep to Fill
6,032.5750
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-09T23:49:24.462 | SIM:ESM5 | Buy | 2 | 6032.25 | Aggressive |
| 2025-06-09T23:49:13.974 | SIM:ESM5 | Buy | 1 | 6032.25 | Aggressive |
| 2025-06-09T23:49:13.065 | SIM:ESM5 | Buy | 4 | 6032.25 | Aggressive |
| 2025-06-09T23:48:57.61 | SIM:ESM5 | Buy | 1 | 6032.25 | Aggressive |
| 2025-06-09T23:48:36.811 | SIM:ESM5 | Buy | 1 | 6032.25 | Aggressive |
| 2025-06-09T23:48:36.811 | SIM:ESM5 | Buy | 1 | 6032.25 | Aggressive |
| 2025-06-09T23:50:40.425 | SIM:ESM5 | Buy | 4 | 6032.25 | Aggressive |
| 2025-06-09T23:50:35.292 | SIM:ESM5 | Buy | 3 | 6032.25 | Aggressive |
| 2025-06-09T23:50:30.528 | SIM:ESM5 | Buy | 1 | 6032.25 | Aggressive |
| 2025-06-09T23:50:29.293 | SIM:ESM5 | Buy | 1 | 6032.25 | Aggressive |
| 2025-06-09T23:50:29.293 | SIM:ESM5 | Buy | 9 | 6032.25 | Aggressive |
| 2025-06-09T23:50:07.132 | SIM:ESM5 | Buy | 4 | 6032.25 | Aggressive |
| 2025-06-09T23:50:02.49 | SIM:ESM5 | Buy | 2 | 6032.25 | Aggressive |
| 2025-06-09T23:49:54.099 | SIM:ESM5 | Buy | 1 | 6032.25 | Aggressive |
| 2025-06-09T23:48:56.845 | SIM:ESM5 | Buy | 3 | 6032.25 | Aggressive |
| 2025-06-09T23:48:40.474 | SIM:ESM5 | Buy | 1 | 6032.25 | Aggressive |
| 2025-06-09T23:48:40.473 | SIM:ESM5 | Buy | 1 | 6032.25 | Aggressive |
| 2025-06-09T23:48:21.457 | SIM:ESM5 | Buy | 1 | 6032.25 | Aggressive |
| 2025-06-09T23:50:04.489 | SIM:ESM5 | Buy | 1 | 6032.25 | Aggressive |
| 2025-06-09T23:49:48.097 | SIM:ESM5 | Buy | 1 | 6032.25 | Aggressive |
| 2025-06-09T23:49:15.252 | SIM:ESM5 | Buy | 3 | 6032.25 | Aggressive |
| 2025-06-09T23:48:38.473 | SIM:ESM5 | Buy | 1 | 6032.25 | Aggressive |
| 2025-06-09T23:48:30.622 | SIM:ESM5 | Buy | 1 | 6032.25 | Aggressive |
| 2025-06-09T23:48:26.443 | SIM:ESM5 | Buy | 1 | 6032.25 | Aggressive |
| 2025-06-09T23:48:17.488 | SIM:ESM5 | Buy | 1 | 6032.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.0350
Slippage Sweep
-0.4300
Arrival Price
6,031.6250
Average Total
6,031.6600
Destination Price
6,031.8750
Sweep to Fill
6,031.2300
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-09T23:47:43.99 | SIM:ESM5 | Sell | 3 | 6031.75 | Aggressive |
| 2025-06-09T23:47:36.682 | SIM:ESM5 | Sell | 1 | 6031.75 | Aggressive |
| 2025-06-09T23:47:36.682 | SIM:ESM5 | Sell | 1 | 6031.75 | Aggressive |
| 2025-06-09T23:46:56.389 | SIM:ESM5 | Sell | 1 | 6031.5 | Aggressive |
| 2025-06-09T23:47:05.713 | SIM:ESM5 | Sell | 7 | 6031.75 | Aggressive |
| 2025-06-09T23:47:02.429 | SIM:ESM5 | Sell | 1 | 6031.75 | Aggressive |
| 2025-06-09T23:47:02.429 | SIM:ESM5 | Sell | 2 | 6031.75 | Aggressive |
| 2025-06-09T23:47:00.204 | SIM:ESM5 | Sell | 11 | 6031.5 | Aggressive |
| 2025-06-09T23:46:49.015 | SIM:ESM5 | Sell | 1 | 6031.5 | Aggressive |
| 2025-06-09T23:46:49.015 | SIM:ESM5 | Sell | 1 | 6031.5 | Aggressive |
| 2025-06-09T23:46:41.141 | SIM:ESM5 | Sell | 1 | 6031.5 | Aggressive |
| 2025-06-09T23:47:04.594 | SIM:ESM5 | Sell | 9 | 6031.75 | Aggressive |
| 2025-06-09T23:47:04.594 | SIM:ESM5 | Sell | 9 | 6031.75 | Aggressive |
| 2025-06-09T23:46:53.37 | SIM:ESM5 | Sell | 1 | 6031.25 | Aggressive |
| 2025-06-09T23:46:35.913 | SIM:ESM5 | Sell | 1 | 6031.5 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.0450
Slippage Sweep
-0.4650
Arrival Price
6,031.6250
Average Total
6,031.5800
Destination Price
6,031.6250
Sweep to Fill
6,032.0450
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-09T23:45:00.601 | SIM:ESM5 | Buy | 1 | 6031.5 | Aggressive |
| 2025-06-09T23:44:59.412 | SIM:ESM5 | Buy | 1 | 6031.5 | Aggressive |
| 2025-06-09T23:44:59.412 | SIM:ESM5 | Buy | 3 | 6031.5 | Aggressive |
| 2025-06-09T23:44:34.925 | SIM:ESM5 | Buy | 1 | 6031.75 | Aggressive |
| 2025-06-09T23:44:32.268 | SIM:ESM5 | Buy | 1 | 6031.75 | Aggressive |
| 2025-06-09T23:44:31.577 | SIM:ESM5 | Buy | 1 | 6031.75 | Aggressive |
| 2025-06-09T23:44:31.092 | SIM:ESM5 | Buy | 1 | 6031.75 | Aggressive |
| 2025-06-09T23:46:32.244 | SIM:ESM5 | Buy | 3 | 6031.75 | Aggressive |
| 2025-06-09T23:45:04.496 | SIM:ESM5 | Buy | 2 | 6031.5 | Aggressive |
| 2025-06-09T23:45:04.495 | SIM:ESM5 | Buy | 13 | 6031.5 | Aggressive |
| 2025-06-09T23:45:03.629 | SIM:ESM5 | Buy | 1 | 6031.5 | Aggressive |
| 2025-06-09T23:45:03.629 | SIM:ESM5 | Buy | 2 | 6031.5 | Aggressive |
| 2025-06-09T23:44:54.372 | SIM:ESM5 | Buy | 2 | 6031.5 | Aggressive |
| 2025-06-09T23:44:44.79 | SIM:ESM5 | Buy | 1 | 6031.5 | Aggressive |
| 2025-06-09T23:44:44.79 | SIM:ESM5 | Buy | 1 | 6031.5 | Aggressive |
| 2025-06-09T23:44:44.79 | SIM:ESM5 | Buy | 1 | 6031.5 | Aggressive |
| 2025-06-09T23:44:38.513 | SIM:ESM5 | Buy | 1 | 6031.5 | Aggressive |
| 2025-06-09T23:44:37.455 | SIM:ESM5 | Buy | 4 | 6031.5 | Aggressive |
| 2025-06-09T23:44:35.5 | SIM:ESM5 | Buy | 1 | 6031.75 | Aggressive |
| 2025-06-09T23:44:29.174 | SIM:ESM5 | Buy | 1 | 6031.75 | Aggressive |
| 2025-06-09T23:44:25.851 | SIM:ESM5 | Buy | 1 | 6031.75 | Aggressive |
| 2025-06-09T23:44:22.602 | SIM:ESM5 | Buy | 1 | 6031.75 | Aggressive |
| 2025-06-09T23:44:21.407 | SIM:ESM5 | Buy | 1 | 6031.75 | Aggressive |
| 2025-06-09T23:44:15.871 | SIM:ESM5 | Buy | 1 | 6031.75 | Aggressive |
| 2025-06-09T23:44:55.679 | SIM:ESM5 | Buy | 1 | 6031.5 | Aggressive |
| 2025-06-09T23:44:17.179 | SIM:ESM5 | Buy | 1 | 6031.75 | Aggressive |
| 2025-06-09T23:44:12.073 | SIM:ESM5 | Buy | 1 | 6031.75 | Aggressive |
| 2025-06-09T23:44:09.004 | SIM:ESM5 | Buy | 1 | 6031.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.1400
Slippage Sweep
-0.2700
Arrival Price
6,031.3750
Average Total
6,031.2350
Destination Price
6,031.6250
Sweep to Fill
6,030.9650
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-09T23:43:31.405 | SIM:ESM5 | Sell | 2 | 6031.5 | Aggressive |
| 2025-06-09T23:43:30.502 | SIM:ESM5 | Sell | 1 | 6031.5 | Passive |
| 2025-06-09T23:43:24.644 | SIM:ESM5 | Sell | 7 | 6031.25 | Aggressive |
| 2025-06-09T23:43:24.644 | SIM:ESM5 | Sell | 2 | 6031.25 | Aggressive |
| 2025-06-09T23:42:55.697 | SIM:ESM5 | Sell | 2 | 6031 | Aggressive |
| 2025-06-09T23:42:53.452 | SIM:ESM5 | Sell | 1 | 6031 | Aggressive |
| 2025-06-09T23:42:46.937 | SIM:ESM5 | Sell | 1 | 6031 | Aggressive |
| 2025-06-09T23:42:34.995 | SIM:ESM5 | Sell | 1 | 6031 | Aggressive |
| 2025-06-09T23:43:34.394 | SIM:ESM5 | Sell | 1 | 6031.5 | Passive |
| 2025-06-09T23:43:30.438 | SIM:ESM5 | Sell | 4 | 6031.25 | Aggressive |
| 2025-06-09T23:43:28.842 | SIM:ESM5 | Sell | 1 | 6031.25 | Aggressive |
| 2025-06-09T23:43:23.538 | SIM:ESM5 | Sell | 1 | 6031.25 | Aggressive |
| 2025-06-09T23:43:11.506 | SIM:ESM5 | Sell | 3 | 6031.25 | Aggressive |
| 2025-06-09T23:43:01.325 | SIM:ESM5 | Sell | 1 | 6031 | Aggressive |
| 2025-06-09T23:42:54.617 | SIM:ESM5 | Sell | 4 | 6031 | Aggressive |
| 2025-06-09T23:42:41.577 | SIM:ESM5 | Sell | 1 | 6031 | Aggressive |
| 2025-06-09T23:42:31.042 | SIM:ESM5 | Sell | 1 | 6031 | Aggressive |
| 2025-06-09T23:42:28.909 | SIM:ESM5 | Sell | 1 | 6031 | Aggressive |
| 2025-06-09T23:43:35.67 | SIM:ESM5 | Sell | 5 | 6031.5 | Aggressive |
| 2025-06-09T23:43:34.414 | SIM:ESM5 | Sell | 4 | 6031.5 | Aggressive |
| 2025-06-09T23:43:21.559 | SIM:ESM5 | Sell | 1 | 6031.25 | Aggressive |
| 2025-06-09T23:43:08.313 | SIM:ESM5 | Sell | 1 | 6031.25 | Aggressive |
| 2025-06-09T23:42:22.591 | SIM:ESM5 | Sell | 1 | 6031 | Aggressive |
| 2025-06-09T23:42:22.591 | SIM:ESM5 | Sell | 1 | 6031 | Aggressive |
| 2025-06-09T23:42:22.591 | SIM:ESM5 | Sell | 1 | 6031 | Aggressive |
| 2025-06-09T23:42:11.82 | SIM:ESM5 | Sell | 1 | 6031.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.7650
Slippage Sweep
0.5000
Arrival Price
6,030.1250
Average Total
6,030.8900
Destination Price
6,031.3750
Sweep to Fill
6,030.3900
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-09T23:41:48.212 | SIM:ESM5 | Buy | 1 | 6031.25 | Aggressive |
| 2025-06-09T23:41:27.706 | SIM:ESM5 | Buy | 1 | 6031.25 | Aggressive |
| 2025-06-09T23:41:27.706 | SIM:ESM5 | Buy | 3 | 6031.25 | Aggressive |
| 2025-06-09T23:40:37.117 | SIM:ESM5 | Buy | 1 | 6031.25 | Aggressive |
| 2025-06-09T23:40:15.276 | SIM:ESM5 | Buy | 3 | 6031.5 | Aggressive |
| 2025-06-09T23:40:15.275 | SIM:ESM5 | Buy | 1 | 6031.5 | Aggressive |
| 2025-06-09T23:39:27.055 | SIM:ESM5 | Buy | 1 | 6031 | Aggressive |
| 2025-06-09T23:39:23.976 | SIM:ESM5 | Buy | 1 | 6031 | Aggressive |
| 2025-06-09T23:42:08.304 | SIM:ESM5 | Buy | 1 | 6031.5 | Aggressive |
| 2025-06-09T23:41:45.104 | SIM:ESM5 | Buy | 1 | 6031.25 | Aggressive |
| 2025-06-09T23:40:37.482 | SIM:ESM5 | Buy | 1 | 6031.25 | Aggressive |
| 2025-06-09T23:39:18.432 | SIM:ESM5 | Buy | 1 | 6031 | Aggressive |
| 2025-06-09T23:38:19.149 | SIM:ESM5 | Buy | 1 | 6030.25 | Aggressive |
| 2025-06-09T23:38:17.536 | SIM:ESM5 | Buy | 1 | 6030.25 | Aggressive |
| 2025-06-09T23:38:17.536 | SIM:ESM5 | Buy | 2 | 6030.25 | Aggressive |
| 2025-06-09T23:38:31.534 | SIM:ESM5 | Buy | 1 | 6030.25 | Aggressive |
| 2025-06-09T23:38:13.37 | SIM:ESM5 | Buy | 1 | 6030.25 | Aggressive |
| 2025-06-09T23:38:13.02 | SIM:ESM5 | Buy | 1 | 6030.25 | Aggressive |
| 2025-06-09T23:38:11.47 | SIM:ESM5 | Buy | 1 | 6030.25 | Aggressive |
| 2025-06-09T23:38:10.398 | SIM:ESM5 | Buy | 1 | 6030.25 | Aggressive |
| 2025-06-09T23:38:08.132 | SIM:ESM5 | Buy | 1 | 6030.25 | Aggressive |
| 2025-06-09T23:38:08.132 | SIM:ESM5 | Buy | 1 | 6030.25 | Aggressive |
| 2025-06-09T23:38:05.442 | SIM:ESM5 | Buy | 1 | 6030.25 | Aggressive |
| 2025-06-09T23:41:37.345 | SIM:ESM5 | Buy | 1 | 6031.25 | Aggressive |
| 2025-06-09T23:41:34.021 | SIM:ESM5 | Buy | 1 | 6031.25 | Aggressive |
| 2025-06-09T23:41:30.852 | SIM:ESM5 | Buy | 2 | 6031.25 | Aggressive |
| 2025-06-09T23:41:28.325 | SIM:ESM5 | Buy | 2 | 6031.25 | Aggressive |
| 2025-06-09T23:41:23.123 | SIM:ESM5 | Buy | 1 | 6031.25 | Aggressive |
| 2025-06-09T23:40:51.118 | SIM:ESM5 | Buy | 1 | 6031.25 | Passive |
| 2025-06-09T23:40:51.118 | SIM:ESM5 | Buy | 3 | 6031.25 | Passive |
| 2025-06-09T23:40:10.488 | SIM:ESM5 | Buy | 2 | 6031.25 | Aggressive |
| 2025-06-09T23:39:34.259 | SIM:ESM5 | Buy | 2 | 6031.25 | Aggressive |
| 2025-06-09T23:39:00.506 | SIM:ESM5 | Buy | 1 | 6030.75 | Aggressive |
| 2025-06-09T23:38:15.733 | SIM:ESM5 | Buy | 3 | 6030.25 | Aggressive |
| 2025-06-09T23:38:06.115 | SIM:ESM5 | Buy | 1 | 6030.25 | Aggressive |
| 2025-06-09T23:38:04.497 | SIM:ESM5 | Buy | 1 | 6030.25 | Aggressive |
| 2025-06-09T23:38:02.194 | SIM:ESM5 | Buy | 1 | 6030.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.0850
Slippage Sweep
-0.2100
Arrival Price
6,030.1250
Average Total
6,030.2100
Destination Price
6,030.1250
Sweep to Fill
6,030.0000
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-09T23:37:30.599 | SIM:ESM5 | Sell | 2 | 6030.25 | Passive |
| 2025-06-09T23:37:30.599 | SIM:ESM5 | Sell | 3 | 6030.25 | Passive |
| 2025-06-09T23:37:30.599 | SIM:ESM5 | Sell | 2 | 6030.25 | Passive |
| 2025-06-09T23:37:14.814 | SIM:ESM5 | Sell | 2 | 6030.25 | Passive |
| 2025-06-09T23:37:14.814 | SIM:ESM5 | Sell | 1 | 6030.25 | Passive |
| 2025-06-09T23:37:14.814 | SIM:ESM5 | Sell | 1 | 6030.25 | Passive |
| 2025-06-09T23:37:30.6 | SIM:ESM5 | Sell | 1 | 6030.25 | Passive |
| 2025-06-09T23:37:30.6 | SIM:ESM5 | Sell | 2 | 6030.25 | Passive |
| 2025-06-09T23:37:30.599 | SIM:ESM5 | Sell | 2 | 6030.25 | Passive |
| 2025-06-09T23:37:10.48 | SIM:ESM5 | Sell | 3 | 6030 | Aggressive |
| 2025-06-09T23:37:14.815 | SIM:ESM5 | Sell | 2 | 6030.25 | Passive |
| 2025-06-09T23:37:14.815 | SIM:ESM5 | Sell | 3 | 6030.25 | Passive |
| 2025-06-09T23:37:14.815 | SIM:ESM5 | Sell | 2 | 6030.25 | Passive |
| 2025-06-09T23:37:14.815 | SIM:ESM5 | Sell | 4 | 6030.25 | Passive |
| 2025-06-09T23:37:09.97 | SIM:ESM5 | Sell | 5 | 6030 | Aggressive |
| 2025-06-09T23:37:05.915 | SIM:ESM5 | Sell | 3 | 6030.25 | Passive |
| 2025-06-09T23:37:05.915 | SIM:ESM5 | Sell | 3 | 6030.25 | Passive |
| 2025-06-09T23:37:05.915 | SIM:ESM5 | Sell | 3 | 6030.25 | Passive |
| 2025-06-09T23:37:05.914 | SIM:ESM5 | Sell | 3 | 6030.25 | Passive |
| 2025-06-09T23:37:05.914 | SIM:ESM5 | Sell | 1 | 6030.25 | Passive |
| 2025-06-09T23:37:05.914 | SIM:ESM5 | Sell | 1 | 6030.25 | Passive |
| 2025-06-09T23:37:05.914 | SIM:ESM5 | Sell | 1 | 6030.25 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.1600
Slippage Sweep
-0.5750
Arrival Price
6,030.6250
Average Total
6,030.4650
Destination Price
6,030.1250
Sweep to Fill
6,031.0400
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-09T23:36:59.727 | SIM:ESM5 | Buy | 10 | 6030.25 | Aggressive |
| 2025-06-09T23:36:55.474 | SIM:ESM5 | Buy | 3 | 6030.5 | Aggressive |
| 2025-06-09T23:36:40.907 | SIM:ESM5 | Buy | 1 | 6030.5 | Aggressive |
| 2025-06-09T23:36:53.615 | SIM:ESM5 | Buy | 1 | 6030.5 | Aggressive |
| 2025-06-09T23:36:51.604 | SIM:ESM5 | Buy | 6 | 6030.5 | Aggressive |
| 2025-06-09T23:36:51.604 | SIM:ESM5 | Buy | 10 | 6030.5 | Aggressive |
| 2025-06-09T23:36:50.624 | SIM:ESM5 | Buy | 1 | 6030.5 | Aggressive |
| 2025-06-09T23:36:40.874 | SIM:ESM5 | Buy | 2 | 6030.5 | Aggressive |
| 2025-06-09T23:36:40.874 | SIM:ESM5 | Buy | 5 | 6030.5 | Aggressive |
| 2025-06-09T23:36:37.495 | SIM:ESM5 | Buy | 7 | 6030.5 | Aggressive |
| 2025-06-09T23:36:36.771 | SIM:ESM5 | Buy | 1 | 6030.5 | Passive |
| 2025-06-09T23:36:20.585 | SIM:ESM5 | Buy | 2 | 6030.75 | Passive |
| 2025-06-09T23:36:20.585 | SIM:ESM5 | Buy | 1 | 6030.75 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.4500
Slippage Sweep
0.0050
Arrival Price
6,035.8750
Average Total
6,036.3250
Destination Price
6,036.3750
Sweep to Fill
6,036.3200
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-09T22:43:17.522 | SIM:ESM5 | Buy | 4 | 6036.5 | Passive |
| 2025-06-09T22:43:17.522 | SIM:ESM5 | Buy | 3 | 6036.5 | Aggressive |
| 2025-06-09T22:43:17.522 | SIM:ESM5 | Buy | 7 | 6036.5 | Aggressive |
| 2025-06-09T22:43:31.432 | SIM:ESM5 | Buy | 1 | 6036.25 | Passive |
| 2025-06-09T22:42:58.389 | SIM:ESM5 | Buy | 1 | 6036.5 | Aggressive |
| 2025-06-09T22:42:58.389 | SIM:ESM5 | Buy | 1 | 6036.5 | Aggressive |
| 2025-06-09T22:42:47.026 | SIM:ESM5 | Buy | 2 | 6036.5 | Aggressive |
| 2025-06-09T22:42:47.026 | SIM:ESM5 | Buy | 8 | 6036.5 | Aggressive |
| 2025-06-09T22:42:37.639 | SIM:ESM5 | Buy | 1 | 6036.25 | Aggressive |
| 2025-06-09T22:42:25.056 | SIM:ESM5 | Buy | 1 | 6036.25 | Aggressive |
| 2025-06-09T22:42:25.056 | SIM:ESM5 | Buy | 1 | 6036.25 | Aggressive |
| 2025-06-09T22:42:20.049 | SIM:ESM5 | Buy | 1 | 6036.25 | Aggressive |
| 2025-06-09T22:42:32.369 | SIM:ESM5 | Buy | 2 | 6036.25 | Passive |
| 2025-06-09T22:42:28.738 | SIM:ESM5 | Buy | 1 | 6036.25 | Aggressive |
| 2025-06-09T22:42:15.603 | SIM:ESM5 | Buy | 1 | 6036.25 | Aggressive |
| 2025-06-09T22:42:13.691 | SIM:ESM5 | Buy | 1 | 6036.25 | Aggressive |
| 2025-06-09T22:41:37.93 | SIM:ESM5 | Buy | 2 | 6036 | Passive |
| 2025-06-09T22:41:37.93 | SIM:ESM5 | Buy | 2 | 6036 | Passive |
| 2025-06-09T22:41:37.93 | SIM:ESM5 | Buy | 3 | 6036 | Passive |
| 2025-06-09T22:41:37.93 | SIM:ESM5 | Buy | 2 | 6036 | Passive |
| 2025-06-09T22:41:37.93 | SIM:ESM5 | Buy | 2 | 6036 | Passive |
| 2025-06-09T22:42:53.792 | SIM:ESM5 | Buy | 1 | 6036.5 | Aggressive |
| 2025-06-09T22:42:20.689 | SIM:ESM5 | Buy | 1 | 6036.25 | Aggressive |
| 2025-06-09T22:41:37.929 | SIM:ESM5 | Buy | 1 | 6036 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.6600
Slippage Sweep
0.2600
Arrival Price
6,019.8750
Average Total
6,019.2150
Destination Price
6,019.6250
Sweep to Fill
6,019.4750
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-09T19:58:48.898 | SIM:ESM5 | Sell | 1 | 6019.25 | Aggressive |
| 2025-06-09T19:58:07.189 | SIM:ESM5 | Sell | 1 | 6019.25 | Aggressive |
| 2025-06-09T19:57:25.875 | SIM:ESM5 | Sell | 1 | 6018.75 | Aggressive |
| 2025-06-09T19:57:19.398 | SIM:ESM5 | Sell | 1 | 6018.75 | Aggressive |
| 2025-06-09T19:57:12.692 | SIM:ESM5 | Sell | 1 | 6018.75 | Aggressive |
| 2025-06-09T19:56:52.624 | SIM:ESM5 | Sell | 1 | 6018.75 | Aggressive |
| 2025-06-09T19:56:22.141 | SIM:ESM5 | Sell | 1 | 6018.75 | Aggressive |
| 2025-06-09T19:58:41.686 | SIM:ESM5 | Sell | 1 | 6019.25 | Aggressive |
| 2025-06-09T19:58:00.281 | SIM:ESM5 | Sell | 1 | 6019 | Aggressive |
| 2025-06-09T19:57:33.349 | SIM:ESM5 | Sell | 1 | 6018.75 | Aggressive |
| 2025-06-09T19:57:00.051 | SIM:ESM5 | Sell | 1 | 6018.75 | Aggressive |
| 2025-06-09T19:56:27.478 | SIM:ESM5 | Sell | 1 | 6018.75 | Aggressive |
| 2025-06-09T19:56:09.115 | SIM:ESM5 | Sell | 1 | 6018.5 | Aggressive |
| 2025-06-09T19:55:57.127 | SIM:ESM5 | Sell | 1 | 6019 | Aggressive |
| 2025-06-09T19:55:52.323 | SIM:ESM5 | Sell | 1 | 6019.75 | Passive |
| 2025-06-09T19:55:40.117 | SIM:ESM5 | Sell | 1 | 6019.25 | Aggressive |
| 2025-06-09T19:54:47.756 | SIM:ESM5 | Sell | 1 | 6019.75 | Aggressive |
| 2025-06-09T19:59:02.378 | SIM:ESM5 | Sell | 1 | 6019.25 | Aggressive |
| 2025-06-09T19:58:56.733 | SIM:ESM5 | Sell | 1 | 6019.5 | Aggressive |
| 2025-06-09T19:58:34.636 | SIM:ESM5 | Sell | 1 | 6019.25 | Aggressive |
| 2025-06-09T19:58:27.329 | SIM:ESM5 | Sell | 1 | 6019.25 | Aggressive |
| 2025-06-09T19:58:20.424 | SIM:ESM5 | Sell | 1 | 6019.25 | Aggressive |
| 2025-06-09T19:58:14.262 | SIM:ESM5 | Sell | 1 | 6019.25 | Aggressive |
| 2025-06-09T19:57:53.056 | SIM:ESM5 | Sell | 1 | 6019 | Aggressive |
| 2025-06-09T19:57:47.069 | SIM:ESM5 | Sell | 1 | 6019 | Aggressive |
| 2025-06-09T19:57:39.127 | SIM:ESM5 | Sell | 1 | 6018.75 | Aggressive |
| 2025-06-09T19:57:06.065 | SIM:ESM5 | Sell | 1 | 6018.75 | Aggressive |
| 2025-06-09T19:56:46.711 | SIM:ESM5 | Sell | 1 | 6018.75 | Aggressive |
| 2025-06-09T19:56:40.466 | SIM:ESM5 | Sell | 1 | 6018.75 | Aggressive |
| 2025-06-09T19:56:34.894 | SIM:ESM5 | Sell | 1 | 6018.75 | Aggressive |
| 2025-06-09T19:56:15.201 | SIM:ESM5 | Sell | 1 | 6018.75 | Aggressive |
| 2025-06-09T19:56:03.119 | SIM:ESM5 | Sell | 1 | 6018.75 | Aggressive |
| 2025-06-09T19:55:28.875 | SIM:ESM5 | Sell | 1 | 6019.5 | Aggressive |
| 2025-06-09T19:55:24.839 | SIM:ESM5 | Sell | 1 | 6019.5 | Aggressive |
| 2025-06-09T19:55:17.692 | SIM:ESM5 | Sell | 1 | 6019.5 | Aggressive |
| 2025-06-09T19:55:01.58 | SIM:ESM5 | Sell | 1 | 6019.5 | Aggressive |
| 2025-06-09T19:54:56.492 | SIM:ESM5 | Sell | 1 | 6019.5 | Aggressive |
| 2025-06-09T19:54:41.367 | SIM:ESM5 | Sell | 1 | 6019.75 | Aggressive |
| 2025-06-09T19:54:36.593 | SIM:ESM5 | Sell | 1 | 6019.75 | Aggressive |
| 2025-06-09T19:54:31.641 | SIM:ESM5 | Sell | 1 | 6019.75 | Aggressive |
| 2025-06-09T19:54:26.455 | SIM:ESM5 | Sell | 1 | 6019.75 | Aggressive |
| 2025-06-09T19:54:22.585 | SIM:ESM5 | Sell | 1 | 6019.75 | Aggressive |
| 2025-06-09T19:54:17.598 | SIM:ESM5 | Sell | 1 | 6019.75 | Aggressive |
| 2025-06-09T19:55:47.107 | SIM:ESM5 | Sell | 1 | 6019.25 | Aggressive |
| 2025-06-09T19:55:37.89 | SIM:ESM5 | Sell | 1 | 6019.25 | Aggressive |
| 2025-06-09T19:55:12.717 | SIM:ESM5 | Sell | 1 | 6019.5 | Aggressive |
| 2025-06-09T19:55:07.718 | SIM:ESM5 | Sell | 1 | 6019.5 | Aggressive |
| 2025-06-09T19:54:53.728 | SIM:ESM5 | Sell | 1 | 6019.75 | Aggressive |
| 2025-06-09T19:54:13.44 | SIM:ESM5 | Sell | 1 | 6019.75 | Aggressive |
| 2025-06-09T19:54:07.68 | SIM:ESM5 | Sell | 1 | 6019.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.2700
Slippage Sweep
-0.6950
Arrival Price
6,020.6250
Average Total
6,020.3550
Destination Price
6,019.8750
Sweep to Fill
6,021.0500
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-09T19:53:40.082 | SIM:ESM5 | Buy | 1 | 6020.5 | Aggressive |
| 2025-06-09T19:53:18.736 | SIM:ESM5 | Buy | 1 | 6020.5 | Aggressive |
| 2025-06-09T19:54:02.163 | SIM:ESM5 | Buy | 7 | 6020.25 | Aggressive |
| 2025-06-09T19:54:01.452 | SIM:ESM5 | Buy | 6 | 6020.25 | Passive |
| 2025-06-09T19:54:01.452 | SIM:ESM5 | Buy | 12 | 6020.25 | Passive |
| 2025-06-09T19:53:57.385 | SIM:ESM5 | Buy | 1 | 6020.5 | Aggressive |
| 2025-06-09T19:53:51.157 | SIM:ESM5 | Buy | 1 | 6020.5 | Aggressive |
| 2025-06-09T19:53:46.371 | SIM:ESM5 | Buy | 1 | 6020.5 | Aggressive |
| 2025-06-09T19:53:35.38 | SIM:ESM5 | Buy | 1 | 6020.5 | Aggressive |
| 2025-06-09T19:53:30.525 | SIM:ESM5 | Buy | 1 | 6020.5 | Aggressive |
| 2025-06-09T19:53:23.814 | SIM:ESM5 | Buy | 1 | 6020.75 | Aggressive |
| 2025-06-09T19:53:09.945 | SIM:ESM5 | Buy | 1 | 6020.5 | Aggressive |
| 2025-06-09T19:52:48.782 | SIM:ESM5 | Buy | 1 | 6020.5 | Aggressive |
| 2025-06-09T19:54:00.227 | SIM:ESM5 | Buy | 5 | 6020.25 | Aggressive |
| 2025-06-09T19:54:00.227 | SIM:ESM5 | Buy | 2 | 6020.25 | Aggressive |
| 2025-06-09T19:53:13.772 | SIM:ESM5 | Buy | 1 | 6020.75 | Aggressive |
| 2025-06-09T19:52:54.054 | SIM:ESM5 | Buy | 1 | 6020.5 | Aggressive |
| 2025-06-09T19:52:44.623 | SIM:ESM5 | Buy | 1 | 6020.5 | Aggressive |
| 2025-06-09T19:53:04.058 | SIM:ESM5 | Buy | 1 | 6020.5 | Aggressive |
| 2025-06-09T19:53:00.051 | SIM:ESM5 | Buy | 1 | 6020.5 | Aggressive |
| 2025-06-09T19:52:40.558 | SIM:ESM5 | Buy | 1 | 6020.5 | Passive |
| 2025-06-09T19:52:34.751 | SIM:ESM5 | Buy | 1 | 6020.5 | Aggressive |
| 2025-06-09T19:52:29.306 | SIM:ESM5 | Buy | 1 | 6020.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.3850
Slippage Sweep
-0.9450
Arrival Price
6,016.1250
Average Total
6,015.7400
Destination Price
6,015.1250
Sweep to Fill
6,016.6850
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-09T17:28:08.248 | SIM:ESM5 | Buy | 14 | 6015.25 | Aggressive |
| 2025-06-09T17:27:55.055 | SIM:ESM5 | Buy | 1 | 6016.25 | Aggressive |
| 2025-06-09T17:27:51.421 | SIM:ESM5 | Buy | 1 | 6016.25 | Aggressive |
| 2025-06-09T17:27:38.112 | SIM:ESM5 | Buy | 1 | 6016.25 | Aggressive |
| 2025-06-09T17:27:16.934 | SIM:ESM5 | Buy | 1 | 6016.25 | Aggressive |
| 2025-06-09T17:27:13.295 | SIM:ESM5 | Buy | 1 | 6016 | Aggressive |
| 2025-06-09T17:26:55.512 | SIM:ESM5 | Buy | 1 | 6016 | Aggressive |
| 2025-06-09T17:26:42.031 | SIM:ESM5 | Buy | 1 | 6016 | Aggressive |
| 2025-06-09T17:26:38.035 | SIM:ESM5 | Buy | 1 | 6016 | Aggressive |
| 2025-06-09T17:28:01.035 | SIM:ESM5 | Buy | 1 | 6016 | Aggressive |
| 2025-06-09T17:27:13.295 | SIM:ESM5 | Buy | 1 | 6016 | Aggressive |
| 2025-06-09T17:27:13.295 | SIM:ESM5 | Buy | 1 | 6016 | Aggressive |
| 2025-06-09T17:26:32.084 | SIM:ESM5 | Buy | 1 | 6016 | Aggressive |
| 2025-06-09T17:26:26.67 | SIM:ESM5 | Buy | 1 | 6016 | Aggressive |
| 2025-06-09T17:26:21.205 | SIM:ESM5 | Buy | 1 | 6016.25 | Aggressive |
| 2025-06-09T17:28:07.262 | SIM:ESM5 | Buy | 10 | 6015.75 | Aggressive |
| 2025-06-09T17:28:07.262 | SIM:ESM5 | Buy | 5 | 6015.5 | Aggressive |
| 2025-06-09T17:27:44.424 | SIM:ESM5 | Buy | 1 | 6016.25 | Aggressive |
| 2025-06-09T17:27:32.915 | SIM:ESM5 | Buy | 1 | 6016.25 | Aggressive |
| 2025-06-09T17:27:30.228 | SIM:ESM5 | Buy | 1 | 6016.25 | Aggressive |
| 2025-06-09T17:27:22.025 | SIM:ESM5 | Buy | 1 | 6016.25 | Aggressive |
| 2025-06-09T17:26:50.369 | SIM:ESM5 | Buy | 1 | 6016 | Aggressive |
| 2025-06-09T17:26:50.369 | SIM:ESM5 | Buy | 1 | 6016 | Aggressive |
| 2025-06-09T17:26:16.546 | SIM:ESM5 | Buy | 1 | 6016.25 | Aggressive |