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
0.6950
Slippage Sweep
0.0100
Arrival Price
5,328.3750
Average Total
5,327.6800
Destination Price
5,327.6250
Sweep to Fill
5,327.6900
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-17T12:28:00.125 | SIM:ESM5 | Sell | 1 | 5328.25 | Aggressive |
| 2025-04-17T12:28:01.142 | SIM:ESM5 | Sell | 2 | 5328.25 | Aggressive |
| 2025-04-17T12:28:02.212 | SIM:ESM5 | Sell | 3 | 5328 | Aggressive |
| 2025-04-17T12:28:02.212 | SIM:ESM5 | Sell | 2 | 5328 | Passive |
| 2025-04-17T12:28:02.212 | SIM:ESM5 | Sell | 1 | 5328 | Passive |
| 2025-04-17T12:28:04.144 | SIM:ESM5 | Sell | 14 | 5327.75 | Aggressive |
| 2025-04-17T12:28:04.315 | SIM:ESM5 | Sell | 2 | 5327.75 | Aggressive |
| 2025-04-17T12:28:05.168 | SIM:ESM5 | Sell | 13 | 5327.5 | Aggressive |
| 2025-04-17T12:28:05.634 | SIM:ESM5 | Sell | 4 | 5327.5 | Aggressive |
| 2025-04-17T12:28:06.235 | SIM:ESM5 | Sell | 2 | 5327.5 | Aggressive |
| 2025-04-17T12:28:06.264 | SIM:ESM5 | Sell | 4 | 5327.5 | Aggressive |
| 2025-04-17T12:28:07.212 | SIM:ESM5 | Sell | 1 | 5327.5 | Aggressive |
| 2025-04-17T12:28:07.212 | SIM:ESM5 | Sell | 1 | 5327.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.3600
Slippage Sweep
-0.1400
Arrival Price
5,326.3750
Average Total
5,326.7350
Destination Price
5,326.7500
Sweep to Fill
5,326.8750
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-17T12:27:19.284 | SIM:ESM5 | Buy | 1 | 5326.25 | Aggressive |
| 2025-04-17T12:27:20.289 | SIM:ESM5 | Buy | 1 | 5326.5 | Aggressive |
| 2025-04-17T12:27:21.311 | SIM:ESM5 | Buy | 3 | 5326.25 | Aggressive |
| 2025-04-17T12:27:22.306 | SIM:ESM5 | Buy | 1 | 5326.25 | Aggressive |
| 2025-04-17T12:27:23.321 | SIM:ESM5 | Buy | 2 | 5326.5 | Aggressive |
| 2025-04-17T12:27:25.347 | SIM:ESM5 | Buy | 9 | 5327 | Aggressive |
| 2025-04-17T12:27:25.347 | SIM:ESM5 | Buy | 1 | 5327 | Aggressive |
| 2025-04-17T12:27:26.347 | SIM:ESM5 | Buy | 12 | 5326.75 | Aggressive |
| 2025-04-17T12:27:26.347 | SIM:ESM5 | Buy | 5 | 5327 | Aggressive |
| 2025-04-17T12:27:26.356 | SIM:ESM5 | Buy | 1 | 5326.5 | Passive |
| 2025-04-17T12:27:26.356 | SIM:ESM5 | Buy | 1 | 5326.5 | Passive |
| 2025-04-17T12:27:26.356 | SIM:ESM5 | Buy | 1 | 5326.5 | Passive |
| 2025-04-17T12:27:27.379 | SIM:ESM5 | Buy | 1 | 5326.5 | Passive |
| 2025-04-17T12:27:27.379 | SIM:ESM5 | Buy | 1 | 5326.5 | Aggressive |
| 2025-04-17T12:27:27.379 | SIM:ESM5 | Buy | 1 | 5326.75 | Aggressive |
| 2025-04-17T12:27:31.413 | SIM:ESM5 | Buy | 9 | 5326.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.8450
Slippage Sweep
0.2100
Arrival Price
5,331.3750
Average Total
5,330.5300
Destination Price
5,330.6250
Sweep to Fill
5,330.7400
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-17T12:25:57.647 | SIM:ESM5 | Sell | 2 | 5331 | Aggressive |
| 2025-04-17T12:25:58.666 | SIM:ESM5 | Sell | 6 | 5330.75 | Aggressive |
| 2025-04-17T12:25:58.666 | SIM:ESM5 | Sell | 6 | 5330.5 | Aggressive |
| 2025-04-17T12:25:59.657 | SIM:ESM5 | Sell | 2 | 5330.5 | Aggressive |
| 2025-04-17T12:25:59.657 | SIM:ESM5 | Sell | 8 | 5330.25 | Aggressive |
| 2025-04-17T12:26:00.712 | SIM:ESM5 | Sell | 10 | 5330.5 | Aggressive |
| 2025-04-17T12:26:01.754 | SIM:ESM5 | Sell | 4 | 5330.75 | Aggressive |
| 2025-04-17T12:26:03.702 | SIM:ESM5 | Sell | 6 | 5330.5 | Aggressive |
| 2025-04-17T12:26:03.702 | SIM:ESM5 | Sell | 6 | 5330.5 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.9400
Slippage Sweep
-1.4250
Arrival Price
5,327.1250
Average Total
5,328.0650
Destination Price
5,329.0000
Sweep to Fill
5,326.6400
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-17T12:25:03.613 | SIM:ESM5 | Sell | 1 | 5327.25 | Aggressive |
| 2025-04-17T12:25:04.944 | SIM:ESM5 | Sell | 1 | 5328 | Aggressive |
| 2025-04-17T12:25:04.944 | SIM:ESM5 | Sell | 15 | 5327.75 | Aggressive |
| 2025-04-17T12:25:05.648 | SIM:ESM5 | Sell | 13 | 5327.75 | Aggressive |
| 2025-04-17T12:25:05.66 | SIM:ESM5 | Sell | 4 | 5327.75 | Aggressive |
| 2025-04-17T12:25:06.644 | SIM:ESM5 | Sell | 12 | 5328.75 | Aggressive |
| 2025-04-17T12:25:06.644 | SIM:ESM5 | Sell | 3 | 5328.75 | Aggressive |
| 2025-04-17T12:25:06.644 | SIM:ESM5 | Sell | 1 | 5328.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.7250
Slippage Sweep
0.4200
Arrival Price
5,327.1250
Average Total
5,327.8500
Destination Price
5,327.7500
Sweep to Fill
5,327.4300
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-17T12:24:44.714 | SIM:ESM5 | Buy | 1 | 5327 | Passive |
| 2025-04-17T12:24:45.718 | SIM:ESM5 | Buy | 3 | 5327.5 | Aggressive |
| 2025-04-17T12:24:46.748 | SIM:ESM5 | Buy | 3 | 5327.5 | Aggressive |
| 2025-04-17T12:24:47.777 | SIM:ESM5 | Buy | 10 | 5327.75 | Aggressive |
| 2025-04-17T12:24:48.786 | SIM:ESM5 | Buy | 11 | 5328 | Aggressive |
| 2025-04-17T12:24:48.844 | SIM:ESM5 | Buy | 2 | 5327.75 | Passive |
| 2025-04-17T12:24:48.844 | SIM:ESM5 | Buy | 2 | 5327.75 | Aggressive |
| 2025-04-17T12:24:48.844 | SIM:ESM5 | Buy | 1 | 5328 | Aggressive |
| 2025-04-17T12:24:50.766 | SIM:ESM5 | Buy | 5 | 5328 | Aggressive |
| 2025-04-17T12:24:50.766 | SIM:ESM5 | Buy | 12 | 5328 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.0550
Slippage Sweep
-0.5000
Arrival Price
5,325.6250
Average Total
5,325.5700
Destination Price
5,325.0000
Sweep to Fill
5,326.0700
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-17T12:23:51.933 | SIM:ESM5 | Buy | 1 | 5325.75 | Aggressive |
| 2025-04-17T12:23:52.94 | SIM:ESM5 | Buy | 7 | 5326 | Aggressive |
| 2025-04-17T12:23:52.94 | SIM:ESM5 | Buy | 3 | 5326 | Aggressive |
| 2025-04-17T12:23:52.94 | SIM:ESM5 | Buy | 3 | 5326 | Aggressive |
| 2025-04-17T12:23:55.963 | SIM:ESM5 | Buy | 5 | 5325.5 | Aggressive |
| 2025-04-17T12:23:56.994 | SIM:ESM5 | Buy | 9 | 5325.5 | Aggressive |
| 2025-04-17T12:23:57.995 | SIM:ESM5 | Buy | 3 | 5325.25 | Aggressive |
| 2025-04-17T12:23:57.995 | SIM:ESM5 | Buy | 8 | 5325.5 | Aggressive |
| 2025-04-17T12:23:59.012 | SIM:ESM5 | Buy | 10 | 5325.25 | Aggressive |
| 2025-04-17T12:23:59.012 | SIM:ESM5 | Buy | 1 | 5325.5 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.4350
Slippage Sweep
-0.0550
Arrival Price
5,326.8750
Average Total
5,326.4400
Destination Price
5,327.3750
Sweep to Fill
5,326.3850
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-17T12:22:59.75 | SIM:ESM5 | Sell | 1 | 5326.5 | Aggressive |
| 2025-04-17T12:23:00.768 | SIM:ESM5 | Sell | 12 | 5326 | Aggressive |
| 2025-04-17T12:23:00.873 | SIM:ESM5 | Sell | 3 | 5326 | Aggressive |
| 2025-04-17T12:23:07.916 | SIM:ESM5 | Sell | 8 | 5326.5 | Aggressive |
| 2025-04-17T12:23:07.916 | SIM:ESM5 | Sell | 1 | 5326.5 | Aggressive |
| 2025-04-17T12:23:08.836 | SIM:ESM5 | Sell | 10 | 5326.25 | Aggressive |
| 2025-04-17T12:23:08.836 | SIM:ESM5 | Sell | 4 | 5326.25 | Passive |
| 2025-04-17T12:23:18.869 | SIM:ESM5 | Sell | 10 | 5327.25 | Aggressive |
| 2025-04-17T12:23:18.869 | SIM:ESM5 | Sell | 1 | 5327 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.8250
Slippage Sweep
0.2200
Arrival Price
5,325.1250
Average Total
5,325.9500
Destination Price
5,325.8750
Sweep to Fill
5,325.7300
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-17T12:22:49.92 | SIM:ESM5 | Buy | 1 | 5325 | Passive |
| 2025-04-17T12:22:50.563 | SIM:ESM5 | Buy | 1 | 5325.25 | Aggressive |
| 2025-04-17T12:22:51.576 | SIM:ESM5 | Buy | 2 | 5325 | Aggressive |
| 2025-04-17T12:22:52.57 | SIM:ESM5 | Buy | 7 | 5325.75 | Aggressive |
| 2025-04-17T12:22:52.57 | SIM:ESM5 | Buy | 8 | 5326 | Aggressive |
| 2025-04-17T12:22:53.59 | SIM:ESM5 | Buy | 3 | 5326 | Aggressive |
| 2025-04-17T12:22:53.59 | SIM:ESM5 | Buy | 12 | 5326.25 | Aggressive |
| 2025-04-17T12:22:53.632 | SIM:ESM5 | Buy | 6 | 5326 | Aggressive |
| 2025-04-17T12:22:54.583 | SIM:ESM5 | Buy | 10 | 5326 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.8500
Slippage Sweep
0.3150
Arrival Price
5,327.3750
Average Total
5,326.5250
Destination Price
5,326.3750
Sweep to Fill
5,326.8400
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-17T12:22:05.122 | SIM:ESM5 | Sell | 1 | 5327 | Aggressive |
| 2025-04-17T12:22:06.123 | SIM:ESM5 | Sell | 11 | 5326.75 | Aggressive |
| 2025-04-17T12:22:06.124 | SIM:ESM5 | Sell | 4 | 5326.75 | Aggressive |
| 2025-04-17T12:22:09.126 | SIM:ESM5 | Sell | 8 | 5326.5 | Aggressive |
| 2025-04-17T12:22:09.126 | SIM:ESM5 | Sell | 1 | 5326.25 | Aggressive |
| 2025-04-17T12:22:10.186 | SIM:ESM5 | Sell | 13 | 5326.5 | Aggressive |
| 2025-04-17T12:22:10.186 | SIM:ESM5 | Sell | 1 | 5326.5 | Passive |
| 2025-04-17T12:22:11.143 | SIM:ESM5 | Sell | 7 | 5326.25 | Aggressive |
| 2025-04-17T12:22:11.143 | SIM:ESM5 | Sell | 2 | 5326.25 | Aggressive |
| 2025-04-17T12:22:11.143 | SIM:ESM5 | Sell | 2 | 5326.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.9300
Slippage Sweep
0.5050
Arrival Price
5,326.6250
Average Total
5,327.5550
Destination Price
5,327.7500
Sweep to Fill
5,327.0500
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-17T12:21:43.112 | SIM:ESM5 | Buy | 1 | 5326.75 | Aggressive |
| 2025-04-17T12:21:44.021 | SIM:ESM5 | Buy | 2 | 5326.75 | Aggressive |
| 2025-04-17T12:21:45.113 | SIM:ESM5 | Buy | 1 | 5326.75 | Aggressive |
| 2025-04-17T12:21:46.052 | SIM:ESM5 | Buy | 16 | 5327.5 | Aggressive |
| 2025-04-17T12:21:46.053 | SIM:ESM5 | Buy | 1 | 5327.5 | Aggressive |
| 2025-04-17T12:21:47.061 | SIM:ESM5 | Buy | 15 | 5327.5 | Aggressive |
| 2025-04-17T12:21:47.061 | SIM:ESM5 | Buy | 5 | 5327.5 | Passive |
| 2025-04-17T12:21:48.068 | SIM:ESM5 | Buy | 2 | 5328.25 | Aggressive |
| 2025-04-17T12:21:48.077 | SIM:ESM5 | Buy | 5 | 5328.25 | Aggressive |
| 2025-04-17T12:21:50.942 | SIM:ESM5 | Buy | 1 | 5327.75 | Passive |
| 2025-04-17T12:21:50.942 | SIM:ESM5 | Buy | 1 | 5327.75 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.8350
Slippage Sweep
0.1350
Arrival Price
5,329.3750
Average Total
5,328.5400
Destination Price
5,328.7500
Sweep to Fill
5,328.6750
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-17T12:20:36.679 | SIM:ESM5 | Sell | 11 | 5328.5 | Aggressive |
| 2025-04-17T12:20:36.679 | SIM:ESM5 | Sell | 5 | 5328.5 | Passive |
| 2025-04-17T12:20:37.647 | SIM:ESM5 | Sell | 1 | 5328.75 | Aggressive |
| 2025-04-17T12:20:38.639 | SIM:ESM5 | Sell | 8 | 5328.75 | Aggressive |
| 2025-04-17T12:20:39.663 | SIM:ESM5 | Sell | 7 | 5328.75 | Aggressive |
| 2025-04-17T12:20:39.663 | SIM:ESM5 | Sell | 3 | 5328.75 | Aggressive |
| 2025-04-17T12:20:40.639 | SIM:ESM5 | Sell | 9 | 5328.5 | Aggressive |
| 2025-04-17T12:20:40.639 | SIM:ESM5 | Sell | 1 | 5328.75 | Aggressive |
| 2025-04-17T12:20:40.639 | SIM:ESM5 | Sell | 2 | 5328.75 | Passive |
| 2025-04-17T12:20:41.683 | SIM:ESM5 | Sell | 2 | 5328.5 | Aggressive |
| 2025-04-17T12:21:07.887 | SIM:ESM5 | Sell | 1 | 5325 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.4600
Slippage Sweep
-0.9050
Arrival Price
5,331.1250
Average Total
5,331.5850
Destination Price
5,332.0000
Sweep to Fill
5,330.6800
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-17T12:19:44.728 | SIM:ESM5 | Sell | 1 | 5331 | Aggressive |
| 2025-04-17T12:19:45.415 | SIM:ESM5 | Sell | 9 | 5331.5 | Aggressive |
| 2025-04-17T12:19:45.415 | SIM:ESM5 | Sell | 10 | 5331.25 | Aggressive |
| 2025-04-17T12:19:46.424 | SIM:ESM5 | Sell | 10 | 5331.75 | Aggressive |
| 2025-04-17T12:19:46.424 | SIM:ESM5 | Sell | 1 | 5331.5 | Aggressive |
| 2025-04-17T12:19:47.434 | SIM:ESM5 | Sell | 16 | 5331.75 | Aggressive |
| 2025-04-17T12:19:47.434 | SIM:ESM5 | Sell | 3 | 5331.75 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.4700
Slippage Sweep
0.0100
Arrival Price
5,330.3750
Average Total
5,330.8450
Destination Price
5,330.8750
Sweep to Fill
5,330.8350
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-17T12:19:21.745 | SIM:ESM5 | Buy | 2 | 5330.75 | Aggressive |
| 2025-04-17T12:19:22.838 | SIM:ESM5 | Buy | 3 | 5330.75 | Aggressive |
| 2025-04-17T12:19:23.767 | SIM:ESM5 | Buy | 14 | 5330.75 | Aggressive |
| 2025-04-17T12:19:23.77 | SIM:ESM5 | Buy | 5 | 5330.75 | Aggressive |
| 2025-04-17T12:19:24.819 | SIM:ESM5 | Buy | 13 | 5330.75 | Aggressive |
| 2025-04-17T12:19:24.959 | SIM:ESM5 | Buy | 1 | 5330.5 | Aggressive |
| 2025-04-17T12:19:24.959 | SIM:ESM5 | Buy | 2 | 5330.75 | Aggressive |
| 2025-04-17T12:19:27.821 | SIM:ESM5 | Buy | 10 | 5331.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-1.3750
Slippage Sweep
-1.8900
Arrival Price
5,329.3750
Average Total
5,328.0000
Destination Price
5,327.6250
Sweep to Fill
5,329.8900
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-17T12:18:17.922 | SIM:ESM5 | Buy | 2 | 5328.75 | Aggressive |
| 2025-04-17T12:18:18.924 | SIM:ESM5 | Buy | 16 | 5328 | Aggressive |
| 2025-04-17T12:18:19.018 | SIM:ESM5 | Buy | 1 | 5327.75 | Passive |
| 2025-04-17T12:18:19.018 | SIM:ESM5 | Buy | 1 | 5327.75 | Passive |
| 2025-04-17T12:18:19.937 | SIM:ESM5 | Buy | 14 | 5328 | Aggressive |
| 2025-04-17T12:18:19.937 | SIM:ESM5 | Buy | 1 | 5328 | Aggressive |
| 2025-04-17T12:18:20.926 | SIM:ESM5 | Buy | 9 | 5328 | Aggressive |
| 2025-04-17T12:18:20.926 | SIM:ESM5 | Buy | 1 | 5328.25 | Aggressive |
| 2025-04-17T12:18:21.939 | SIM:ESM5 | Buy | 5 | 5327.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.4150
Slippage Sweep
-0.8800
Arrival Price
5,331.1250
Average Total
5,331.5400
Destination Price
5,331.8750
Sweep to Fill
5,330.6600
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-17T12:17:30.716 | SIM:ESM5 | Sell | 1 | 5331 | Aggressive |
| 2025-04-17T12:17:31.821 | SIM:ESM5 | Sell | 3 | 5331.5 | Aggressive |
| 2025-04-17T12:17:31.821 | SIM:ESM5 | Sell | 3 | 5331.5 | Passive |
| 2025-04-17T12:17:31.821 | SIM:ESM5 | Sell | 3 | 5331.5 | Passive |
| 2025-04-17T12:17:31.821 | SIM:ESM5 | Sell | 3 | 5331.5 | Passive |
| 2025-04-17T12:17:33.819 | SIM:ESM5 | Sell | 11 | 5331.5 | Aggressive |
| 2025-04-17T12:17:33.819 | SIM:ESM5 | Sell | 3 | 5331.5 | Passive |
| 2025-04-17T12:17:34.912 | SIM:ESM5 | Sell | 12 | 5331.5 | Aggressive |
| 2025-04-17T12:17:35.013 | SIM:ESM5 | Sell | 1 | 5331.5 | Aggressive |
| 2025-04-17T12:17:35.841 | SIM:ESM5 | Sell | 9 | 5331.75 | Aggressive |
| 2025-04-17T12:17:35.841 | SIM:ESM5 | Sell | 1 | 5331.75 | Aggressive |