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
-0.1250
Slippage Sweep
-0.4100
Arrival Price
5,913.6250
Average Total
5,913.7500
Destination Price
5,913.8750
Sweep to Fill
5,913.3400
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T11:51:03.212 | SIM:ESM5 | Sell | 13 | 5913.75 | Passive |
| 2025-06-02T11:51:04.986 | SIM:ESM5 | Sell | 2 | 5913.75 | Aggressive |
| 2025-06-02T11:51:03.212 | SIM:ESM5 | Sell | 32 | 5913.75 | Aggressive |
| 2025-06-02T11:51:02.152 | SIM:ESM5 | Sell | 3 | 5913.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.4800
Slippage Sweep
0.2250
Arrival Price
5,913.8750
Average Total
5,914.3550
Destination Price
5,913.6250
Sweep to Fill
5,914.1300
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T11:50:42.603 | SIM:ESM5 | Buy | 1 | 5914.5 | Aggressive |
| 2025-06-02T11:50:42.603 | SIM:ESM5 | Buy | 2 | 5914.5 | Aggressive |
| 2025-06-02T11:50:39.457 | SIM:ESM5 | Buy | 4 | 5914.5 | Aggressive |
| 2025-06-02T11:50:32.412 | SIM:ESM5 | Buy | 2 | 5914 | Aggressive |
| 2025-06-02T11:50:31.414 | SIM:ESM5 | Buy | 2 | 5914 | Aggressive |
| 2025-06-02T11:51:01.683 | SIM:ESM5 | Buy | 4 | 5913.75 | Aggressive |
| 2025-06-02T11:50:56.698 | SIM:ESM5 | Buy | 4 | 5914.5 | Aggressive |
| 2025-06-02T11:50:53.712 | SIM:ESM5 | Buy | 3 | 5914.25 | Aggressive |
| 2025-06-02T11:50:48.533 | SIM:ESM5 | Buy | 10 | 5914.75 | Aggressive |
| 2025-06-02T11:50:37.428 | SIM:ESM5 | Buy | 1 | 5914.5 | Aggressive |
| 2025-06-02T11:50:31.414 | SIM:ESM5 | Buy | 1 | 5914 | Aggressive |
| 2025-06-02T11:50:30.391 | SIM:ESM5 | Buy | 1 | 5914 | Aggressive |
| 2025-06-02T11:50:30.391 | SIM:ESM5 | Buy | 2 | 5914 | Aggressive |
| 2025-06-02T11:50:45.52 | SIM:ESM5 | Buy | 7 | 5914.5 | Aggressive |
| 2025-06-02T11:50:44.489 | SIM:ESM5 | Buy | 2 | 5914.5 | Aggressive |
| 2025-06-02T11:50:33.45 | SIM:ESM5 | Buy | 3 | 5914 | Aggressive |
| 2025-06-02T11:50:29.359 | SIM:ESM5 | Buy | 1 | 5914 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
1.7300
Slippage Sweep
1.4150
Arrival Price
5,914.6250
Average Total
5,912.8950
Destination Price
5,913.1250
Sweep to Fill
5,914.3100
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T11:49:53.857 | SIM:ESM5 | Sell | 5 | 5913 | Aggressive |
| 2025-06-02T11:49:50.804 | SIM:ESM5 | Sell | 9 | 5913 | Aggressive |
| 2025-06-02T11:49:44.74 | SIM:ESM5 | Sell | 10 | 5912.5 | Aggressive |
| 2025-06-02T11:49:40.72 | SIM:ESM5 | Sell | 4 | 5912.75 | Aggressive |
| 2025-06-02T11:49:39.722 | SIM:ESM5 | Sell | 3 | 5912.75 | Aggressive |
| 2025-06-02T11:49:58.851 | SIM:ESM5 | Sell | 13 | 5913 | Aggressive |
| 2025-06-02T11:49:49.81 | SIM:ESM5 | Sell | 1 | 5913 | Passive |
| 2025-06-02T11:49:40.72 | SIM:ESM5 | Sell | 3 | 5912.75 | Aggressive |
| 2025-06-02T11:49:37.683 | SIM:ESM5 | Sell | 1 | 5914 | Aggressive |
| 2025-06-02T11:49:36.677 | SIM:ESM5 | Sell | 1 | 5914.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.0950
Slippage Sweep
-0.3300
Arrival Price
5,914.8750
Average Total
5,914.7800
Destination Price
5,914.6250
Sweep to Fill
5,915.1100
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T11:49:35.732 | SIM:ESM5 | Buy | 12 | 5914.75 | Aggressive |
| 2025-06-02T11:49:35.148 | SIM:ESM5 | Buy | 9 | 5914.75 | Aggressive |
| 2025-06-02T11:49:34.741 | SIM:ESM5 | Buy | 22 | 5914.75 | Aggressive |
| 2025-06-02T11:49:34.087 | SIM:ESM5 | Buy | 1 | 5915 | Aggressive |
| 2025-06-02T11:49:34.087 | SIM:ESM5 | Buy | 3 | 5915 | Aggressive |
| 2025-06-02T11:49:32.729 | SIM:ESM5 | Buy | 2 | 5915 | Aggressive |
| 2025-06-02T11:49:31.717 | SIM:ESM5 | Buy | 1 | 5914.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.5300
Slippage Sweep
0.3200
Arrival Price
5,914.6250
Average Total
5,914.0950
Destination Price
5,913.8750
Sweep to Fill
5,914.4150
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T11:49:01.273 | SIM:ESM5 | Sell | 12 | 5913.75 | Aggressive |
| 2025-06-02T11:48:57.258 | SIM:ESM5 | Sell | 4 | 5913.75 | Aggressive |
| 2025-06-02T11:48:53.214 | SIM:ESM5 | Sell | 5 | 5914.25 | Aggressive |
| 2025-06-02T11:48:48.578 | SIM:ESM5 | Sell | 2 | 5914.25 | Aggressive |
| 2025-06-02T11:48:45.148 | SIM:ESM5 | Sell | 4 | 5914.25 | Aggressive |
| 2025-06-02T11:48:41.252 | SIM:ESM5 | Sell | 2 | 5914.25 | Passive |
| 2025-06-02T11:48:49.06 | SIM:ESM5 | Sell | 6 | 5914 | Aggressive |
| 2025-06-02T11:48:44.167 | SIM:ESM5 | Sell | 2 | 5914.25 | Aggressive |
| 2025-06-02T11:48:44.167 | SIM:ESM5 | Sell | 1 | 5914.5 | Aggressive |
| 2025-06-02T11:48:44.167 | SIM:ESM5 | Sell | 1 | 5914.5 | Passive |
| 2025-06-02T11:48:36.964 | SIM:ESM5 | Sell | 1 | 5914.5 | Passive |
| 2025-06-02T11:48:36.964 | SIM:ESM5 | Sell | 1 | 5914.5 | Passive |
| 2025-06-02T11:48:36.964 | SIM:ESM5 | Sell | 1 | 5914.5 | Passive |
| 2025-06-02T11:48:40.614 | SIM:ESM5 | Sell | 2 | 5914 | Aggressive |
| 2025-06-02T11:48:40.614 | SIM:ESM5 | Sell | 1 | 5914.25 | Aggressive |
| 2025-06-02T11:48:40.614 | SIM:ESM5 | Sell | 1 | 5914.25 | Passive |
| 2025-06-02T11:48:39.112 | SIM:ESM5 | Sell | 1 | 5914.5 | Passive |
| 2025-06-02T11:48:39.112 | SIM:ESM5 | Sell | 2 | 5914.5 | Passive |
| 2025-06-02T11:48:36.025 | SIM:ESM5 | Sell | 1 | 5914.5 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.3300
Slippage Sweep
-0.6400
Arrival Price
5,915.3750
Average Total
5,915.0450
Destination Price
5,914.6250
Sweep to Fill
5,915.6850
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T11:48:32.377 | SIM:ESM5 | Buy | 5 | 5915.5 | Aggressive |
| 2025-06-02T11:48:31.312 | SIM:ESM5 | Buy | 1 | 5915.75 | Aggressive |
| 2025-06-02T11:48:35.31 | SIM:ESM5 | Buy | 6 | 5915 | Aggressive |
| 2025-06-02T11:48:35.31 | SIM:ESM5 | Buy | 24 | 5914.75 | Aggressive |
| 2025-06-02T11:48:34.321 | SIM:ESM5 | Buy | 5 | 5915.5 | Aggressive |
| 2025-06-02T11:48:34.321 | SIM:ESM5 | Buy | 8 | 5915.25 | Aggressive |
| 2025-06-02T11:48:30.261 | SIM:ESM5 | Buy | 1 | 5915.5 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.0550
Slippage Sweep
-0.0700
Arrival Price
5,915.6250
Average Total
5,915.5700
Destination Price
5,915.8750
Sweep to Fill
5,915.5000
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T11:47:58.975 | SIM:ESM5 | Sell | 12 | 5915.75 | Aggressive |
| 2025-06-02T11:47:57.014 | SIM:ESM5 | Sell | 4 | 5915.5 | Aggressive |
| 2025-06-02T11:47:57.014 | SIM:ESM5 | Sell | 1 | 5915.75 | Aggressive |
| 2025-06-02T11:47:57.014 | SIM:ESM5 | Sell | 1 | 5915.75 | Passive |
| 2025-06-02T11:47:56.205 | SIM:ESM5 | Sell | 14 | 5915.5 | Aggressive |
| 2025-06-02T11:47:54.958 | SIM:ESM5 | Sell | 1 | 5915.5 | Aggressive |
| 2025-06-02T11:47:53.989 | SIM:ESM5 | Sell | 6 | 5915.5 | Aggressive |
| 2025-06-02T11:47:50.947 | SIM:ESM5 | Sell | 3 | 5915.5 | Aggressive |
| 2025-06-02T11:47:58.184 | SIM:ESM5 | Sell | 5 | 5915.5 | Aggressive |
| 2025-06-02T11:47:51.993 | SIM:ESM5 | Sell | 2 | 5915.5 | Passive |
| 2025-06-02T11:47:50.874 | SIM:ESM5 | Sell | 1 | 5915.5 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.1200
Slippage Sweep
-0.0650
Arrival Price
5,915.1250
Average Total
5,915.2450
Destination Price
5,915.8750
Sweep to Fill
5,915.3100
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T11:47:42.013 | SIM:ESM5 | Buy | 7 | 5915.75 | Aggressive |
| 2025-06-02T11:47:49.673 | SIM:ESM5 | Buy | 4 | 5916 | Aggressive |
| 2025-06-02T11:47:49.673 | SIM:ESM5 | Buy | 1 | 5915.75 | Aggressive |
| 2025-06-02T11:47:49.673 | SIM:ESM5 | Buy | 1 | 5915.75 | Passive |
| 2025-06-02T11:47:26.287 | SIM:ESM5 | Buy | 6 | 5915.25 | Aggressive |
| 2025-06-02T11:47:26.287 | SIM:ESM5 | Buy | 10 | 5915 | Aggressive |
| 2025-06-02T11:47:25.31 | SIM:ESM5 | Buy | 20 | 5915 | Aggressive |
| 2025-06-02T11:47:24.254 | SIM:ESM5 | Buy | 1 | 5915 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.0550
Slippage Sweep
-0.3250
Arrival Price
5,913.8750
Average Total
5,913.9300
Destination Price
5,914.1250
Sweep to Fill
5,913.6050
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T11:46:53.612 | SIM:ESM5 | Sell | 7 | 5914 | Aggressive |
| 2025-06-02T11:46:52.438 | SIM:ESM5 | Sell | 11 | 5913.75 | Aggressive |
| 2025-06-02T11:46:52.438 | SIM:ESM5 | Sell | 26 | 5914 | Aggressive |
| 2025-06-02T11:46:52.345 | SIM:ESM5 | Sell | 1 | 5914 | Passive |
| 2025-06-02T11:46:52.345 | SIM:ESM5 | Sell | 1 | 5914 | Passive |
| 2025-06-02T11:46:52.345 | SIM:ESM5 | Sell | 1 | 5914 | Passive |
| 2025-06-02T11:46:50.442 | SIM:ESM5 | Sell | 2 | 5913.75 | Aggressive |
| 2025-06-02T11:46:49.69 | SIM:ESM5 | Sell | 1 | 5913.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.9200
Slippage Sweep
0.6400
Arrival Price
5,912.8750
Average Total
5,913.7950
Destination Price
5,914.1250
Sweep to Fill
5,913.1550
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T11:46:48.758 | SIM:ESM5 | Buy | 5 | 5914.25 | Aggressive |
| 2025-06-02T11:46:48.758 | SIM:ESM5 | Buy | 2 | 5914.25 | Aggressive |
| 2025-06-02T11:46:29.946 | SIM:ESM5 | Buy | 12 | 5914 | Aggressive |
| 2025-06-02T11:46:26.539 | SIM:ESM5 | Buy | 1 | 5913 | Aggressive |
| 2025-06-02T11:46:24.47 | SIM:ESM5 | Buy | 2 | 5913 | Aggressive |
| 2025-06-02T11:46:44.76 | SIM:ESM5 | Buy | 2 | 5914 | Aggressive |
| 2025-06-02T11:46:44.233 | SIM:ESM5 | Buy | 7 | 5913.75 | Aggressive |
| 2025-06-02T11:46:43.712 | SIM:ESM5 | Buy | 1 | 5913.75 | Aggressive |
| 2025-06-02T11:46:40.864 | SIM:ESM5 | Buy | 4 | 5913.5 | Aggressive |
| 2025-06-02T11:46:36.682 | SIM:ESM5 | Buy | 5 | 5913.75 | Aggressive |
| 2025-06-02T11:46:28.544 | SIM:ESM5 | Buy | 7 | 5913.75 | Aggressive |
| 2025-06-02T11:46:25.619 | SIM:ESM5 | Buy | 1 | 5913 | Aggressive |
| 2025-06-02T11:46:24.055 | SIM:ESM5 | Buy | 1 | 5913 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.0850
Slippage Sweep
-0.3300
Arrival Price
5,912.8750
Average Total
5,912.9600
Destination Price
5,913.1250
Sweep to Fill
5,912.6300
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T11:45:43.013 | SIM:ESM5 | Sell | 3 | 5912.75 | Aggressive |
| 2025-06-02T11:45:41.951 | SIM:ESM5 | Sell | 1 | 5912.75 | Aggressive |
| 2025-06-02T11:45:41.951 | SIM:ESM5 | Sell | 1 | 5913 | Aggressive |
| 2025-06-02T11:45:41.951 | SIM:ESM5 | Sell | 1 | 5913 | Passive |
| 2025-06-02T11:45:52.829 | SIM:ESM5 | Sell | 20 | 5913 | Aggressive |
| 2025-06-02T11:45:51.753 | SIM:ESM5 | Sell | 1 | 5912.75 | Aggressive |
| 2025-06-02T11:45:51.753 | SIM:ESM5 | Sell | 6 | 5913 | Aggressive |
| 2025-06-02T11:45:43.999 | SIM:ESM5 | Sell | 2 | 5912.75 | Aggressive |
| 2025-06-02T11:45:43.999 | SIM:ESM5 | Sell | 14 | 5913 | Aggressive |
| 2025-06-02T11:45:41.05 | SIM:ESM5 | Sell | 1 | 5912.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.0650
Slippage Sweep
-0.3400
Arrival Price
5,913.1250
Average Total
5,913.0600
Destination Price
5,912.8750
Sweep to Fill
5,913.4000
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T11:45:36.254 | SIM:ESM5 | Buy | 8 | 5913.25 | Aggressive |
| 2025-06-02T11:45:40.244 | SIM:ESM5 | Buy | 15 | 5913 | Aggressive |
| 2025-06-02T11:45:39.267 | SIM:ESM5 | Buy | 2 | 5913 | Passive |
| 2025-06-02T11:45:39.266 | SIM:ESM5 | Buy | 22 | 5913 | Aggressive |
| 2025-06-02T11:45:34.081 | SIM:ESM5 | Buy | 2 | 5913.5 | Aggressive |
| 2025-06-02T11:45:33.078 | SIM:ESM5 | Buy | 1 | 5913 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.5100
Slippage Sweep
0.2400
Arrival Price
5,912.8750
Average Total
5,912.3650
Destination Price
5,911.8750
Sweep to Fill
5,912.6050
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T11:45:02.512 | SIM:ESM5 | Sell | 4 | 5911.75 | Aggressive |
| 2025-06-02T11:44:37.617 | SIM:ESM5 | Sell | 10 | 5912.75 | Aggressive |
| 2025-06-02T11:44:56.69 | SIM:ESM5 | Sell | 12 | 5911.75 | Aggressive |
| 2025-06-02T11:44:47.58 | SIM:ESM5 | Sell | 1 | 5911.75 | Aggressive |
| 2025-06-02T11:44:47.58 | SIM:ESM5 | Sell | 1 | 5912 | Aggressive |
| 2025-06-02T11:44:36.694 | SIM:ESM5 | Sell | 8 | 5912.75 | Aggressive |
| 2025-06-02T11:44:35.526 | SIM:ESM5 | Sell | 3 | 5912.75 | Aggressive |
| 2025-06-02T11:44:34.514 | SIM:ESM5 | Sell | 5 | 5912.75 | Aggressive |
| 2025-06-02T11:44:32.525 | SIM:ESM5 | Sell | 1 | 5912.5 | Aggressive |
| 2025-06-02T11:44:31.26 | SIM:ESM5 | Sell | 3 | 5912.5 | Aggressive |
| 2025-06-02T11:44:29.838 | SIM:ESM5 | Sell | 2 | 5912.5 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.2700
Slippage Sweep
-0.5150
Arrival Price
5,913.3750
Average Total
5,913.1050
Destination Price
5,912.8750
Sweep to Fill
5,913.6200
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T11:44:28.879 | SIM:ESM5 | Buy | 5 | 5913 | Aggressive |
| 2025-06-02T11:44:27.937 | SIM:ESM5 | Buy | 2 | 5913.25 | Aggressive |
| 2025-06-02T11:44:27.937 | SIM:ESM5 | Buy | 24 | 5913 | Aggressive |
| 2025-06-02T11:44:27.03 | SIM:ESM5 | Buy | 2 | 5913.5 | Aggressive |
| 2025-06-02T11:44:28.879 | SIM:ESM5 | Buy | 9 | 5913 | Aggressive |
| 2025-06-02T11:44:26.051 | SIM:ESM5 | Buy | 5 | 5913.5 | Aggressive |
| 2025-06-02T11:44:24.912 | SIM:ESM5 | Buy | 2 | 5913.5 | Aggressive |
| 2025-06-02T11:44:23.862 | SIM:ESM5 | Buy | 1 | 5913.25 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.2000
Slippage Sweep
-0.0450
Arrival Price
5,913.3750
Average Total
5,913.1750
Destination Price
5,913.3750
Sweep to Fill
5,913.1300
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-06-02T11:43:53.519 | SIM:ESM5 | Sell | 1 | 5913.25 | Aggressive |
| 2025-06-02T11:43:48.514 | SIM:ESM5 | Sell | 2 | 5913.75 | Passive |
| 2025-06-02T11:43:47.928 | SIM:ESM5 | Sell | 4 | 5913.25 | Aggressive |
| 2025-06-02T11:43:45.932 | SIM:ESM5 | Sell | 7 | 5913 | Aggressive |
| 2025-06-02T11:43:39.442 | SIM:ESM5 | Sell | 2 | 5913.25 | Aggressive |
| 2025-06-02T11:43:36.832 | SIM:ESM5 | Sell | 3 | 5913 | Aggressive |
| 2025-06-02T11:43:34.74 | SIM:ESM5 | Sell | 3 | 5913.25 | Passive |
| 2025-06-02T11:43:48.514 | SIM:ESM5 | Sell | 5 | 5913.5 | Aggressive |
| 2025-06-02T11:43:48.514 | SIM:ESM5 | Sell | 2 | 5913.75 | Aggressive |
| 2025-06-02T11:43:43.403 | SIM:ESM5 | Sell | 8 | 5913 | Aggressive |
| 2025-06-02T11:43:41.151 | SIM:ESM5 | Sell | 1 | 5913.25 | Passive |
| 2025-06-02T11:43:32.589 | SIM:ESM5 | Sell | 4 | 5913 | Aggressive |
| 2025-06-02T11:43:31.485 | SIM:ESM5 | Sell | 2 | 5913 | Aggressive |
| 2025-06-02T11:43:38.37 | SIM:ESM5 | Sell | 1 | 5913.25 | Aggressive |
| 2025-06-02T11:43:35.347 | SIM:ESM5 | Sell | 4 | 5913 | Aggressive |
| 2025-06-02T11:43:30.472 | SIM:ESM5 | Sell | 1 | 5913.25 | Aggressive |