2025-06-02 13:39:43 |
EP |
SIM:ESM5 |
Sell |
50 |
-0.0700 |
-0.3350 |
5,935.3750 |
5,935.6250 |
5,935.4450 |
5,935.1100 |
Diagnostics
algo_status: 4 arrival_price: 5935.375 avg_total: 5935.445 curr_cost_per_share: 0.2 curr_half_min_move: 0.40292488177796 curr_liq_cost: 10 curr_opt_t_minutes: 0 daily_vol_normal: 38.326156388046 destination_price: 5935.625 drift: -0.25 economic_model: 0 has_mbo: impact_model: 2 init_cost_per_share: 0.265 init_drift: 0 init_half_min_move: 0.40292488177796 init_liq_cost: 13.25 init_min_duration: 0 init_opt_t_minutes: 0.43255722811358 init_vol_normal: 38.326156388046 last_aggressive_qty: 19 last_tactical_qty: 5 level_tactical_limit: mbo_max: mbo_min: model_size: 24 n_kids: 7 order_time_minutes: 5 pov_agg_limit: ready: 1 seconds_spent: 4.443 slip_toler: 0 slippage: -0.069999999999709 slippage_sweep: -0.33500000000004 sweep_residual: 0 sweep_to_fill: 5935.11 total_dollar: 296772.25 total_drift: -0.25 total_filled: 50 total_sent: 50 total_vol: 38.326156388046 worst_opt_t_minutes: 0
|
2025-06-02 13:39:37 |
EP |
SIM:ESM5 |
Buy |
50 |
-0.0100 |
-0.1400 |
5,935.6250 |
5,935.3750 |
5,935.6150 |
5,935.7550 |
Diagnostics
algo_status: 4 arrival_price: 5935.625 avg_total: 5935.615 curr_cost_per_share: 0.14 curr_half_min_move: 0.40294185311009 curr_liq_cost: 7 curr_opt_t_minutes: 0 daily_vol_normal: 38.3277706987 destination_price: 5935.375 drift: 0.25 economic_model: 0 has_mbo: impact_model: 2 init_cost_per_share: 0.13 init_drift: 0 init_half_min_move: 0.40294185311009 init_liq_cost: 6.5 init_min_duration: 0 init_opt_t_minutes: 0.10408830724661 init_vol_normal: 38.3277706987 last_aggressive_qty: last_tactical_qty: 7 level_tactical_limit: mbo_max: mbo_min: model_size: 7 n_kids: 8 order_time_minutes: 5 pov_agg_limit: ready: 1 seconds_spent: 10.172 slip_toler: 0 slippage: -0.010000000000218 slippage_sweep: -0.14000000000033 sweep_residual: 0 sweep_to_fill: 5935.755 total_dollar: 296780.75 total_drift: 0.25 total_filled: 50 total_sent: 50 total_vol: 38.3277706987 worst_opt_t_minutes: 0
|
2025-06-02 13:38:56 |
EP |
SIM:ESM5 |
Sell |
50 |
0.3700 |
0.1050 |
5,935.8750 |
5,935.6250 |
5,935.5050 |
5,935.6100 |
Diagnostics
algo_status: 4 arrival_price: 5935.875 avg_total: 5935.505 curr_cost_per_share: 0.13 curr_half_min_move: 0.40295882444222 curr_liq_cost: 6.5 curr_opt_t_minutes: 0.21271664514311 daily_vol_normal: 38.329385009354 destination_price: 5935.625 drift: 0.125 economic_model: 0 has_mbo: impact_model: 2 init_cost_per_share: 0.265 init_drift: 0 init_half_min_move: 0.40295882444222 init_liq_cost: 13.25 init_min_duration: 0 init_opt_t_minutes: 0.43248435949519 init_vol_normal: 38.329385009354 last_aggressive_qty: 2 last_tactical_qty: 6 level_tactical_limit: mbo_max: mbo_min: model_size: 6 n_kids: 10 order_time_minutes: 5 pov_agg_limit: ready: 1 seconds_spent: 13.479 slip_toler: 0 slippage: 0.36999999999989 slippage_sweep: 0.10499999999956 sweep_residual: 0 sweep_to_fill: 5935.61 total_dollar: 296775.25 total_drift: 0.125 total_filled: 50 total_sent: 50 total_vol: 38.329385009354 worst_opt_t_minutes: 0.21271664514311
|
2025-06-02 13:38:40 |
EP |
SIM:ESM5 |
Buy |
50 |
0.2100 |
0.0300 |
5,935.1250 |
5,935.6250 |
5,935.3350 |
5,935.3050 |
Diagnostics
algo_status: 4 arrival_price: 5935.125 avg_total: 5935.335 curr_cost_per_share: 0.125 curr_half_min_move: 0.40290791044583 curr_liq_cost: 6.25 curr_opt_t_minutes: 0.20105580312621 daily_vol_normal: 38.324542077392 destination_price: 5935.625 drift: -0.125 economic_model: 0 has_mbo: impact_model: 2 init_cost_per_share: 0.18 init_drift: 0 init_half_min_move: 0.40290791044583 init_liq_cost: 9 init_min_duration: 0 init_opt_t_minutes: 0.19958753843022 init_vol_normal: 38.324542077392 last_aggressive_qty: last_tactical_qty: 5 level_tactical_limit: mbo_max: mbo_min: model_size: 5 n_kids: 7 order_time_minutes: 5 pov_agg_limit: ready: 1 seconds_spent: 15.39 slip_toler: 0 slippage: 0.21000000000004 slippage_sweep: 0.029999999999745 sweep_residual: 0 sweep_to_fill: 5935.305 total_dollar: 296766.75 total_drift: -0.125 total_filled: 50 total_sent: 50 total_vol: 38.324542077392 worst_opt_t_minutes: 0.20105580312621
|
2025-06-02 13:37:54 |
EP |
SIM:ESM5 |
Sell |
50 |
-0.0900 |
-0.2300 |
5,934.1250 |
5,934.3750 |
5,934.2150 |
5,933.9850 |
Diagnostics
algo_status: 4 arrival_price: 5934.125 avg_total: 5934.215 curr_cost_per_share: 0.235 curr_half_min_move: 0.4028400251173 curr_liq_cost: 11.75 curr_opt_t_minutes: 0 daily_vol_normal: 38.318084834777 destination_price: 5934.375 drift: -0.25 economic_model: 0 has_mbo: impact_model: 2 init_cost_per_share: 0.14 init_drift: 0 init_half_min_move: 0.4028400251173 init_liq_cost: 7 init_min_duration: 0 init_opt_t_minutes: 0.12077883678067 init_vol_normal: 38.318084834777 last_aggressive_qty: last_tactical_qty: 7 level_tactical_limit: mbo_max: mbo_min: model_size: 7 n_kids: 4 order_time_minutes: 5 pov_agg_limit: ready: 1 seconds_spent: 3.258 slip_toler: 0 slippage: -0.090000000000146 slippage_sweep: -0.23000000000047 sweep_residual: 0 sweep_to_fill: 5933.985 total_dollar: 296710.75 total_drift: -0.25 total_filled: 50 total_sent: 50 total_vol: 38.318084834777 worst_opt_t_minutes: 0
|
2025-06-02 13:37:51 |
EP |
SIM:ESM5 |
Buy |
50 |
0.1450 |
-0.0900 |
5,934.3750 |
5,934.3750 |
5,934.5200 |
5,934.6100 |
Diagnostics
algo_status: 4 arrival_price: 5934.375 avg_total: 5934.52 curr_cost_per_share: 0.135 curr_half_min_move: 0.40285699644944 curr_liq_cost: 6.75 curr_opt_t_minutes: 0.11229636953533 daily_vol_normal: 38.319699145431 destination_price: 5934.375 drift: 0 economic_model: 0 has_mbo: impact_model: 2 init_cost_per_share: 0.235 init_drift: 0 init_half_min_move: 0.40285699644944 init_liq_cost: 11.75 init_min_duration: 0 init_opt_t_minutes: 0.34027802510774 init_vol_normal: 38.319699145431 last_aggressive_qty: 4 last_tactical_qty: 16 level_tactical_limit: mbo_max: mbo_min: model_size: 16 n_kids: 10 order_time_minutes: 5 pov_agg_limit: ready: 1 seconds_spent: 10.426 slip_toler: 0 slippage: 0.14500000000044 slippage_sweep: -0.089999999999236 sweep_residual: 0 sweep_to_fill: 5934.61 total_dollar: 296726 total_drift: 0 total_filled: 50 total_sent: 50 total_vol: 38.319699145431 worst_opt_t_minutes: 0.11229636953533
|
2025-06-02 13:37:11 |
EP |
SIM:ESM5 |
Sell |
50 |
0.1650 |
0.0400 |
5,935.3750 |
5,935.3750 |
5,935.2100 |
5,935.2500 |
Diagnostics
algo_status: 4 arrival_price: 5935.375 avg_total: 5935.21 curr_cost_per_share: 0.155 curr_half_min_move: 0.40292488177796 curr_liq_cost: 7.75 curr_opt_t_minutes: 0.14798415671668 daily_vol_normal: 38.326156388046 destination_price: 5935.375 drift: 0 economic_model: 0 has_mbo: impact_model: 2 init_cost_per_share: 0.125 init_drift: 0 init_half_min_move: 0.40292488177796 init_liq_cost: 6.25 init_min_duration: 0 init_opt_t_minutes: 0.096243598280879 init_vol_normal: 38.326156388046 last_aggressive_qty: last_tactical_qty: 3 level_tactical_limit: mbo_max: mbo_min: model_size: 3 n_kids: 9 order_time_minutes: 5 pov_agg_limit: ready: 1 seconds_spent: 12.236 slip_toler: 0 slippage: 0.16499999999996 slippage_sweep: 0.039999999999964 sweep_residual: 0 sweep_to_fill: 5935.25 total_dollar: 296760.5 total_drift: 0 total_filled: 50 total_sent: 50 total_vol: 38.326156388046 worst_opt_t_minutes: 0.14798415671668
|
2025-06-02 13:36:58 |
EP |
SIM:ESM5 |
Buy |
50 |
0.3600 |
0.0800 |
5,935.3750 |
5,935.6250 |
5,935.7350 |
5,935.6550 |
Diagnostics
algo_status: 4 arrival_price: 5935.375 avg_total: 5935.735 curr_cost_per_share: 0.125 curr_half_min_move: 0.40292488177796 curr_liq_cost: 6.25 curr_opt_t_minutes: 0.20103886640622 daily_vol_normal: 38.326156388046 destination_price: 5935.625 drift: -0.125 economic_model: 0 has_mbo: impact_model: 2 init_cost_per_share: 0.28 init_drift: 0 init_half_min_move: 0.40292488177796 init_liq_cost: 14 init_min_duration: 0 init_opt_t_minutes: 0.48291187873414 init_vol_normal: 38.326156388046 last_aggressive_qty: last_tactical_qty: 11 level_tactical_limit: mbo_max: mbo_min: model_size: 11 n_kids: 8 order_time_minutes: 5 pov_agg_limit: ready: 1 seconds_spent: 12.319 slip_toler: 0 slippage: 0.35999999999967 slippage_sweep: 0.079999999999927 sweep_residual: 0 sweep_to_fill: 5935.655 total_dollar: 296786.75 total_drift: -0.125 total_filled: 50 total_sent: 50 total_vol: 38.326156388046 worst_opt_t_minutes: 0.20103886640622
|
2025-06-02 13:36:14 |
EP |
SIM:ESM5 |
Sell |
50 |
0.2300 |
0.0650 |
5,934.3750 |
5,934.3750 |
5,934.1450 |
5,934.2100 |
Diagnostics
algo_status: 4 arrival_price: 5934.375 avg_total: 5934.145 curr_cost_per_share: 0.17 curr_half_min_move: 0.40285699644944 curr_liq_cost: 8.5 curr_opt_t_minutes: 0.17807215800115 daily_vol_normal: 38.319699145431 destination_price: 5934.375 drift: 0 economic_model: 0 has_mbo: impact_model: 2 init_cost_per_share: 0.165 init_drift: 0 init_half_min_move: 0.40285699644944 init_liq_cost: 8.25 init_min_duration: 0 init_opt_t_minutes: 0.16775136683673 init_vol_normal: 38.319699145431 last_aggressive_qty: 2 last_tactical_qty: 18 level_tactical_limit: mbo_max: mbo_min: model_size: 20 n_kids: 8 order_time_minutes: 5 pov_agg_limit: ready: 1 seconds_spent: 12.302 slip_toler: 0 slippage: 0.22999999999956 slippage_sweep: 0.0649999999996 sweep_residual: 0 sweep_to_fill: 5934.21 total_dollar: 296707.25 total_drift: 0 total_filled: 50 total_sent: 50 total_vol: 38.319699145431 worst_opt_t_minutes: 0.17807215800115
|
2025-06-02 13:36:01 |
EP |
SIM:ESM5 |
Buy |
50 |
0.0450 |
-0.0800 |
5,934.6250 |
5,934.3750 |
5,934.6700 |
5,934.7500 |
Diagnostics
algo_status: 4 arrival_price: 5934.625 avg_total: 5934.67 curr_cost_per_share: 0.255 curr_half_min_move: 0.40287396778157 curr_liq_cost: 12.75 curr_opt_t_minutes: 0.027528859686372 daily_vol_normal: 38.321313456085 destination_price: 5934.375 drift: 0.25 economic_model: 0 has_mbo: impact_model: 2 init_cost_per_share: 0.125 init_drift: 0 init_half_min_move: 0.40287396778157 init_liq_cost: 6.25 init_min_duration: 0 init_opt_t_minutes: 0.096267925769078 init_vol_normal: 38.321313456085 last_aggressive_qty: 3 last_tactical_qty: 31 level_tactical_limit: mbo_max: mbo_min: model_size: 31 n_kids: 7 order_time_minutes: 5 pov_agg_limit: ready: 1 seconds_spent: 8.172 slip_toler: 0 slippage: 0.045000000000073 slippage_sweep: -0.079999999999927 sweep_residual: 0 sweep_to_fill: 5934.75 total_dollar: 296733.5 total_drift: 0.25 total_filled: 50 total_sent: 50 total_vol: 38.321313456085 worst_opt_t_minutes: 0.027528859686372
|
2025-06-02 13:35:23 |
EP |
SIM:ESM5 |
Sell |
50 |
0.1150 |
-0.0100 |
5,933.1250 |
5,933.1250 |
5,933.0100 |
5,933.0000 |
Diagnostics
algo_status: 4 arrival_price: 5933.125 avg_total: 5933.01 curr_cost_per_share: 0.125 curr_half_min_move: 0.40277213978878 curr_liq_cost: 6.25 curr_opt_t_minutes: 0.096316608425298 daily_vol_normal: 38.311627592162 destination_price: 5933.125 drift: 0 economic_model: 0 has_mbo: impact_model: 2 init_cost_per_share: 0.125 init_drift: 0 init_half_min_move: 0.40277213978878 init_liq_cost: 6.25 init_min_duration: 0 init_opt_t_minutes: 0.096316608425298 init_vol_normal: 38.311627592162 last_aggressive_qty: last_tactical_qty: 6 level_tactical_limit: mbo_max: mbo_min: model_size: 6 n_kids: 7 order_time_minutes: 5 pov_agg_limit: ready: 1 seconds_spent: 9.207 slip_toler: 0 slippage: 0.11499999999978 slippage_sweep: -0.010000000000218 sweep_residual: 0 sweep_to_fill: 5933 total_dollar: 296650.5 total_drift: 0 total_filled: 50 total_sent: 50 total_vol: 38.311627592162 worst_opt_t_minutes: 0.096316608425298
|
2025-06-02 13:35:13 |
EP |
SIM:ESM5 |
Buy |
50 |
-0.0600 |
-0.3350 |
5,933.3750 |
5,933.1250 |
5,933.3150 |
5,933.6500 |
Diagnostics
algo_status: 4 arrival_price: 5933.375 avg_total: 5933.315 curr_cost_per_share: 0.195 curr_half_min_move: 0.40278911112091 curr_liq_cost: 9.75 curr_opt_t_minutes: 0 daily_vol_normal: 38.313241902815 destination_price: 5933.125 drift: 0.25 economic_model: 0 has_mbo: impact_model: 2 init_cost_per_share: 0.275 init_drift: 0 init_half_min_move: 0.40278911112091 init_liq_cost: 13.75 init_min_duration: 0 init_opt_t_minutes: 0.46613310169219 init_vol_normal: 38.313241902815 last_aggressive_qty: last_tactical_qty: 49 level_tactical_limit: mbo_max: mbo_min: model_size: 49 n_kids: 2 order_time_minutes: 5 pov_agg_limit: ready: 1 seconds_spent: 1.168 slip_toler: 0 slippage: -0.0600000000004 slippage_sweep: -0.33500000000004 sweep_residual: 0 sweep_to_fill: 5933.65 total_dollar: 296665.75 total_drift: 0.25 total_filled: 50 total_sent: 50 total_vol: 38.313241902815 worst_opt_t_minutes: 0
|
2025-06-02 13:34:42 |
EP |
SIM:ESM5 |
Sell |
50 |
-0.1250 |
-0.2500 |
5,934.6250 |
5,934.8750 |
5,934.7500 |
5,934.5000 |
Diagnostics
algo_status: 4 arrival_price: 5934.625 avg_total: 5934.75 curr_cost_per_share: 0.135 curr_half_min_move: 0.40287396778157 curr_liq_cost: 6.75 curr_opt_t_minutes: 0 daily_vol_normal: 38.321313456085 destination_price: 5934.875 drift: -0.25 economic_model: 0 has_mbo: impact_model: 2 init_cost_per_share: 0.125 init_drift: 0 init_half_min_move: 0.40287396778157 init_liq_cost: 6.25 init_min_duration: 0 init_opt_t_minutes: 0.096267925769078 init_vol_normal: 38.321313456085 last_aggressive_qty: 31 last_tactical_qty: 18 level_tactical_limit: mbo_max: mbo_min: model_size: 49 n_kids: 3 order_time_minutes: 5 pov_agg_limit: ready: 1 seconds_spent: 1.1 slip_toler: 0 slippage: -0.125 slippage_sweep: -0.25 sweep_residual: 0 sweep_to_fill: 5934.5 total_dollar: 296737.5 total_drift: -0.25 total_filled: 50 total_sent: 50 total_vol: 38.321313456085 worst_opt_t_minutes: 0
|
2025-06-02 13:34:41 |
EP |
SIM:ESM5 |
Buy |
50 |
-0.1250 |
-0.2500 |
5,934.8750 |
5,934.6250 |
5,934.7500 |
5,935.0000 |
Diagnostics
algo_status: 4 arrival_price: 5934.875 avg_total: 5934.75 curr_cost_per_share: 0.13 curr_half_min_move: 0.4028909391137 curr_liq_cost: 6.5 curr_opt_t_minutes: 0 daily_vol_normal: 38.322927766738 destination_price: 5934.625 drift: 0.25 economic_model: 0 has_mbo: impact_model: 2 init_cost_per_share: 0.125 init_drift: 0 init_half_min_move: 0.4028909391137 init_liq_cost: 6.25 init_min_duration: 0 init_opt_t_minutes: 0.09625981558157 init_vol_normal: 38.322927766738 last_aggressive_qty: last_tactical_qty: 2 level_tactical_limit: mbo_max: mbo_min: model_size: 2 n_kids: 5 order_time_minutes: 5 pov_agg_limit: ready: 1 seconds_spent: 4.182 slip_toler: 0 slippage: -0.125 slippage_sweep: -0.25 sweep_residual: 0 sweep_to_fill: 5935 total_dollar: 296737.5 total_drift: 0.25 total_filled: 50 total_sent: 50 total_vol: 38.322927766738 worst_opt_t_minutes: 0
|
2025-06-02 13:34:03 |
EP |
SIM:ESM5 |
Sell |
50 |
0.2150 |
0.0900 |
5,936.1250 |
5,935.8750 |
5,935.9100 |
5,936.0000 |
Diagnostics
algo_status: 4 arrival_price: 5936.125 avg_total: 5935.91 curr_cost_per_share: 0.125 curr_half_min_move: 0.40297579577435 curr_liq_cost: 6.25 curr_opt_t_minutes: 0.20098806908483 daily_vol_normal: 38.330999320008 destination_price: 5935.875 drift: 0.125 economic_model: 0 has_mbo: impact_model: 2 init_cost_per_share: 0.125 init_drift: 0 init_half_min_move: 0.40297579577435 init_liq_cost: 6.25 init_min_duration: 0 init_opt_t_minutes: 0.096219280013071 init_vol_normal: 38.330999320008 last_aggressive_qty: last_tactical_qty: 18 level_tactical_limit: mbo_max: mbo_min: model_size: 18 n_kids: 7 order_time_minutes: 5 pov_agg_limit: ready: 1 seconds_spent: 14.225 slip_toler: 0 slippage: 0.21500000000015 slippage_sweep: 0.090000000000146 sweep_residual: 0 sweep_to_fill: 5936 total_dollar: 296795.5 total_drift: 0.125 total_filled: 50 total_sent: 50 total_vol: 38.330999320008 worst_opt_t_minutes: 0.20098806908483
|