VWAP Analytics

CQG Algos

Payup Model: Theo Queue

Date - Time

04/26/2024 - 11:19

CQG Symbol

ZCE

Exchange Symbol

SIM:ZCN4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

453.3202

Average Total

453.46

VWAP Slippage

0.1363

Arrival Price

453.3750

Destination Price

453.1250

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-26T11:09:20.167	SIM:ZCN4	Buy	9	453.5	Passive
2024-04-26T11:09:35.162	SIM:ZCN4	Buy	10	453.5	Passive
2024-04-26T11:09:50.173	SIM:ZCN4	Buy	10	453.5	Passive
2024-04-26T11:10:05.157	SIM:ZCN4	Buy	12	453.5	Passive
2024-04-26T11:10:20.157	SIM:ZCN4	Buy	15	453.5	Passive
2024-04-26T11:10:35.17	SIM:ZCN4	Buy	16	453.5	Passive
2024-04-26T11:10:50.169	SIM:ZCN4	Buy	16	453.5	Passive
2024-04-26T11:11:05.157	SIM:ZCN4	Buy	14	453.5	Passive
2024-04-26T11:11:20.16	SIM:ZCN4	Buy	11	453.5	Passive
2024-04-26T11:11:21.382	SIM:ZCN4	Buy	11	453.5	Passive
2024-04-26T11:11:44.874	SIM:ZCN4	Buy	5	453.5	Passive
2024-04-26T11:11:44.875	SIM:ZCN4	Buy	6	453.5	Passive
2024-04-26T11:12:05.163	SIM:ZCN4	Buy	10	453.5	Passive
2024-04-26T11:12:20.168	SIM:ZCN4	Buy	10	453.5	Passive
2024-04-26T11:12:35.157	SIM:ZCN4	Buy	10	453.5	Passive
2024-04-26T11:12:50.168	SIM:ZCN4	Buy	10	453.5	Passive
2024-04-26T11:13:05.158	SIM:ZCN4	Buy	11	453.5	Passive
2024-04-26T11:13:20.168	SIM:ZCN4	Buy	12	453.5	Passive
2024-04-26T11:13:34.873	SIM:ZCN4	Buy	5	453.5	Passive
2024-04-26T11:13:34.875	SIM:ZCN4	Buy	8	453.5	Passive
2024-04-26T11:13:50.168	SIM:ZCN4	Buy	12	453.75	Passive
2024-04-26T11:14:05.168	SIM:ZCN4	Buy	13	453.75	Passive
2024-04-26T11:14:13.697	SIM:ZCN4	Buy	12	453.5	Passive
2024-04-26T11:14:35.162	SIM:ZCN4	Buy	13	453.75	Passive
2024-04-26T11:14:41.284	SIM:ZCN4	Buy	13	453.5	Passive
2024-04-26T11:15:05.159	SIM:ZCN4	Buy	14	453.5	Passive
2024-04-26T11:15:20.161	SIM:ZCN4	Buy	16	453.5	Passive
2024-04-26T11:15:35.162	SIM:ZCN4	Buy	17	453.5	Passive
2024-04-26T11:15:50.169	SIM:ZCN4	Buy	16	453.5	Passive
2024-04-26T11:16:03.967	SIM:ZCN4	Buy	15	453.25	Passive
2024-04-26T11:16:20.164	SIM:ZCN4	Buy	12	453.25	Passive
2024-04-26T11:16:35.182	SIM:ZCN4	Buy	12	453.25	Passive
2024-04-26T11:16:50.168	SIM:ZCN4	Buy	12	453.5	Passive
2024-04-26T11:17:05.167	SIM:ZCN4	Buy	12	453.5	Passive
2024-04-26T11:17:20.182	SIM:ZCN4	Buy	14	453.5	Passive
2024-04-26T11:17:33.164	SIM:ZCN4	Buy	13	453.25	Passive
2024-04-26T11:17:50.168	SIM:ZCN4	Buy	14	453.25	Passive
2024-04-26T11:18:05.164	SIM:ZCN4	Buy	12	453.25	Passive
2024-04-26T11:18:20.169	SIM:ZCN4	Buy	12	453.25	Passive
2024-04-26T11:18:35.157	SIM:ZCN4	Buy	11	453.25	Passive
2024-04-26T11:18:50.161	SIM:ZCN4	Buy	13	453.25	Passive
2024-04-26T11:18:50.161	SIM:ZCN4	Buy	11	453.25	Passive

Date - Time

04/26/2024 - 11:08

CQG Symbol

ENQ

Exchange Symbol

SIM:NQM4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

17838.8372

Average Total

17839.44

VWAP Slippage

-0.6048

Arrival Price

17,849.5000

Destination Price

17,844.1250

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-26T10:58:19.807	SIM:NQM4	Sell	1	17849.5	Passive
2024-04-26T10:58:19.808	SIM:NQM4	Sell	3	17849.5	Passive
2024-04-26T10:58:19.961	SIM:NQM4	Sell	1	17848.5	Passive
2024-04-26T10:58:19.962	SIM:NQM4	Sell	1	17848.5	Passive
2024-04-26T10:58:19.963	SIM:NQM4	Sell	1	17848.5	Passive
2024-04-26T10:58:19.969	SIM:NQM4	Sell	1	17848.5	Passive
2024-04-26T10:58:19.974	SIM:NQM4	Sell	2	17848.5	Passive
2024-04-26T10:58:19.98	SIM:NQM4	Sell	1	17848.5	Passive
2024-04-26T10:58:34.458	SIM:NQM4	Sell	1	17847.5	Passive
2024-04-26T10:58:34.463	SIM:NQM4	Sell	2	17847.5	Passive
2024-04-26T10:58:34.464	SIM:NQM4	Sell	2	17847.5	Passive
2024-04-26T10:58:34.465	SIM:NQM4	Sell	2	17847.5	Passive
2024-04-26T10:58:34.473	SIM:NQM4	Sell	1	17847.5	Passive
2024-04-26T10:58:34.474	SIM:NQM4	Sell	3	17847.5	Passive
2024-04-26T10:58:34.475	SIM:NQM4	Sell	1	17847.5	Passive
2024-04-26T10:58:49.556	SIM:NQM4	Sell	1	17850.75	Passive
2024-04-26T10:58:49.557	SIM:NQM4	Sell	1	17850.75	Passive
2024-04-26T10:58:49.558	SIM:NQM4	Sell	3	17850.75	Passive
2024-04-26T10:58:49.559	SIM:NQM4	Sell	3	17850.75	Passive
2024-04-26T10:58:49.56	SIM:NQM4	Sell	2	17850.75	Passive
2024-04-26T10:58:49.561	SIM:NQM4	Sell	2	17850.75	Passive
2024-04-26T10:59:05.563	SIM:NQM4	Sell	1	17849.5	Passive
2024-04-26T10:59:05.564	SIM:NQM4	Sell	5	17849.5	Passive
2024-04-26T10:59:05.565	SIM:NQM4	Sell	4	17849.75	Aggressive
2024-04-26T10:59:05.565	SIM:NQM4	Sell	2	17849.5	Passive
2024-04-26T10:59:19.398	SIM:NQM4	Sell	2	17849.75	Passive
2024-04-26T10:59:19.401	SIM:NQM4	Sell	1	17849.75	Passive
2024-04-26T10:59:19.403	SIM:NQM4	Sell	1	17849.75	Passive
2024-04-26T10:59:19.405	SIM:NQM4	Sell	1	17849.75	Passive
2024-04-26T10:59:19.406	SIM:NQM4	Sell	2	17849.75	Passive
2024-04-26T10:59:19.668	SIM:NQM4	Sell	2	17849.5	Passive
2024-04-26T10:59:19.757	SIM:NQM4	Sell	2	17849.5	Passive
2024-04-26T10:59:19.758	SIM:NQM4	Sell	2	17849.5	Passive
2024-04-26T10:59:34.157	SIM:NQM4	Sell	1	17845	Passive
2024-04-26T10:59:34.162	SIM:NQM4	Sell	1	17845	Passive
2024-04-26T10:59:34.272	SIM:NQM4	Sell	2	17845	Passive
2024-04-26T10:59:34.273	SIM:NQM4	Sell	1	17845.25	Aggressive
2024-04-26T10:59:34.273	SIM:NQM4	Sell	4	17845	Passive
2024-04-26T10:59:34.274	SIM:NQM4	Sell	1	17845.25	Aggressive
2024-04-26T10:59:34.274	SIM:NQM4	Sell	3	17845	Passive
2024-04-26T10:59:50.256	SIM:NQM4	Sell	1	17847.75	Passive
2024-04-26T10:59:50.273	SIM:NQM4	Sell	2	17847.75	Passive
2024-04-26T10:59:50.31	SIM:NQM4	Sell	2	17847.75	Passive
2024-04-26T10:59:50.361	SIM:NQM4	Sell	2	17847.75	Passive
2024-04-26T10:59:50.465	SIM:NQM4	Sell	2	17847.75	Passive
2024-04-26T10:59:50.472	SIM:NQM4	Sell	2	17847.75	Passive
2024-04-26T10:59:50.482	SIM:NQM4	Sell	2	17847.75	Passive
2024-04-26T11:00:03.981	SIM:NQM4	Sell	2	17844.5	Passive
2024-04-26T11:00:03.982	SIM:NQM4	Sell	2	17844.5	Passive
2024-04-26T11:00:03.985	SIM:NQM4	Sell	2	17844.5	Passive
2024-04-26T11:00:03.986	SIM:NQM4	Sell	3	17844.5	Passive
2024-04-26T11:00:03.987	SIM:NQM4	Sell	3	17844.5	Passive
2024-04-26T11:00:03.995	SIM:NQM4	Sell	4	17844.5	Passive
2024-04-26T11:00:04.057	SIM:NQM4	Sell	2	17844.75	Aggressive
2024-04-26T11:00:04.057	SIM:NQM4	Sell	1	17844.5	Passive
2024-04-26T11:00:19.48	SIM:NQM4	Sell	3	17830.5	Passive
2024-04-26T11:00:19.481	SIM:NQM4	Sell	2	17830.5	Passive
2024-04-26T11:00:19.488	SIM:NQM4	Sell	2	17830.5	Passive
2024-04-26T11:00:19.489	SIM:NQM4	Sell	4	17830.5	Passive
2024-04-26T11:00:19.49	SIM:NQM4	Sell	4	17830.75	Aggressive
2024-04-26T11:00:19.49	SIM:NQM4	Sell	3	17830.5	Passive
2024-04-26T11:00:34.584	SIM:NQM4	Sell	2	17834	Passive
2024-04-26T11:00:34.585	SIM:NQM4	Sell	3	17834	Passive
2024-04-26T11:00:34.586	SIM:NQM4	Sell	3	17834	Passive
2024-04-26T11:00:34.683	SIM:NQM4	Sell	1	17834	Passive
2024-04-26T11:00:34.79	SIM:NQM4	Sell	2	17833.5	Passive
2024-04-26T11:00:34.791	SIM:NQM4	Sell	6	17833.5	Passive
2024-04-26T11:00:34.792	SIM:NQM4	Sell	1	17833.5	Passive
2024-04-26T11:00:49.057	SIM:NQM4	Sell	1	17830	Passive
2024-04-26T11:00:49.087	SIM:NQM4	Sell	1	17830	Passive
2024-04-26T11:00:49.26	SIM:NQM4	Sell	1	17830	Passive
2024-04-26T11:00:49.261	SIM:NQM4	Sell	1	17830	Passive
2024-04-26T11:00:49.263	SIM:NQM4	Sell	1	17830	Passive
2024-04-26T11:00:49.265	SIM:NQM4	Sell	1	17830	Passive
2024-04-26T11:00:49.266	SIM:NQM4	Sell	1	17830	Passive
2024-04-26T11:00:49.267	SIM:NQM4	Sell	1	17830	Passive
2024-04-26T11:00:49.309	SIM:NQM4	Sell	1	17830	Passive
2024-04-26T11:00:49.311	SIM:NQM4	Sell	1	17830	Passive
2024-04-26T11:00:49.356	SIM:NQM4	Sell	1	17830	Passive
2024-04-26T11:00:49.375	SIM:NQM4	Sell	1	17830	Passive
2024-04-26T11:00:49.376	SIM:NQM4	Sell	2	17830.25	Aggressive
2024-04-26T11:00:49.376	SIM:NQM4	Sell	3	17830	Passive
2024-04-26T11:01:04.357	SIM:NQM4	Sell	2	17835.25	Passive
2024-04-26T11:01:04.789	SIM:NQM4	Sell	1	17835.25	Passive
2024-04-26T11:01:04.79	SIM:NQM4	Sell	3	17835.25	Passive
2024-04-26T11:01:04.791	SIM:NQM4	Sell	3	17835.25	Passive
2024-04-26T11:01:04.798	SIM:NQM4	Sell	3	17835.25	Passive
2024-04-26T11:01:05.073	SIM:NQM4	Sell	1	17835.25	Passive
2024-04-26T11:01:19.266	SIM:NQM4	Sell	2	17834.25	Passive
2024-04-26T11:01:19.269	SIM:NQM4	Sell	2	17834.25	Passive
2024-04-26T11:01:19.27	SIM:NQM4	Sell	1	17834.5	Aggressive
2024-04-26T11:01:19.27	SIM:NQM4	Sell	3	17834.25	Passive
2024-04-26T11:01:19.271	SIM:NQM4	Sell	2	17834.25	Passive
2024-04-26T11:01:19.359	SIM:NQM4	Sell	2	17834.25	Passive
2024-04-26T11:01:34.019	SIM:NQM4	Sell	2	17833	Passive
2024-04-26T11:01:34.021	SIM:NQM4	Sell	6	17833	Passive
2024-04-26T11:01:34.06	SIM:NQM4	Sell	3	17834	Aggressive
2024-04-26T11:01:34.06	SIM:NQM4	Sell	2	17833.75	Aggressive
2024-04-26T11:01:49.107	SIM:NQM4	Sell	3	17836	Passive
2024-04-26T11:01:49.108	SIM:NQM4	Sell	3	17836.25	Aggressive
2024-04-26T11:01:49.108	SIM:NQM4	Sell	5	17836	Passive
2024-04-26T11:01:49.109	SIM:NQM4	Sell	1	17836.25	Aggressive
2024-04-26T11:02:04.856	SIM:NQM4	Sell	1	17837.75	Passive
2024-04-26T11:02:04.982	SIM:NQM4	Sell	2	17837.25	Passive
2024-04-26T11:02:04.983	SIM:NQM4	Sell	2	17837.25	Passive
2024-04-26T11:02:04.984	SIM:NQM4	Sell	2	17837.25	Passive
2024-04-26T11:02:05.157	SIM:NQM4	Sell	5	17837.25	Passive
2024-04-26T11:02:05.165	SIM:NQM4	Sell	1	17837.25	Passive
2024-04-26T11:02:19.423	SIM:NQM4	Sell	3	17830.5	Passive
2024-04-26T11:02:19.424	SIM:NQM4	Sell	4	17830.5	Passive
2024-04-26T11:02:19.425	SIM:NQM4	Sell	4	17830.5	Passive
2024-04-26T11:02:19.459	SIM:NQM4	Sell	1	17830.5	Passive
2024-04-26T11:02:34.263	SIM:NQM4	Sell	1	17832.75	Passive
2024-04-26T11:02:34.264	SIM:NQM4	Sell	1	17832.75	Passive
2024-04-26T11:02:34.273	SIM:NQM4	Sell	2	17832.75	Passive
2024-04-26T11:02:34.274	SIM:NQM4	Sell	3	17833	Aggressive
2024-04-26T11:02:34.274	SIM:NQM4	Sell	5	17832.75	Passive
2024-04-26T11:02:49.162	SIM:NQM4	Sell	3	17834.75	Passive
2024-04-26T11:02:49.163	SIM:NQM4	Sell	7	17835	Aggressive
2024-04-26T11:02:49.163	SIM:NQM4	Sell	2	17834.75	Passive
2024-04-26T11:03:04.497	SIM:NQM4	Sell	2	17839	Passive
2024-04-26T11:03:04.499	SIM:NQM4	Sell	2	17839	Passive
2024-04-26T11:03:04.5	SIM:NQM4	Sell	2	17839	Passive
2024-04-26T11:03:04.506	SIM:NQM4	Sell	4	17839	Passive
2024-04-26T11:03:04.507	SIM:NQM4	Sell	2	17839	Passive
2024-04-26T11:03:20.057	SIM:NQM4	Sell	3	17838.5	Aggressive
2024-04-26T11:03:20.057	SIM:NQM4	Sell	7	17838.25	Aggressive
2024-04-26T11:03:20.058	SIM:NQM4	Sell	1	17838	Aggressive
2024-04-26T11:03:34.165	SIM:NQM4	Sell	3	17837	Passive
2024-04-26T11:03:34.166	SIM:NQM4	Sell	2	17837.25	Aggressive
2024-04-26T11:03:34.166	SIM:NQM4	Sell	4	17837	Passive
2024-04-26T11:03:34.167	SIM:NQM4	Sell	2	17837.25	Aggressive
2024-04-26T11:03:34.167	SIM:NQM4	Sell	1	17837	Passive
2024-04-26T11:03:49.398	SIM:NQM4	Sell	1	17837.75	Passive
2024-04-26T11:03:49.399	SIM:NQM4	Sell	2	17837.75	Passive
2024-04-26T11:03:49.4	SIM:NQM4	Sell	2	17837.75	Passive
2024-04-26T11:03:49.46	SIM:NQM4	Sell	2	17838.25	Aggressive
2024-04-26T11:03:49.461	SIM:NQM4	Sell	4	17838	Aggressive
2024-04-26T11:04:04.171	SIM:NQM4	Sell	1	17836.5	Passive
2024-04-26T11:04:04.172	SIM:NQM4	Sell	1	17836.75	Aggressive
2024-04-26T11:04:04.173	SIM:NQM4	Sell	4	17836.5	Passive
2024-04-26T11:04:04.174	SIM:NQM4	Sell	1	17837	Aggressive
2024-04-26T11:04:04.174	SIM:NQM4	Sell	2	17836.75	Aggressive
2024-04-26T11:04:04.174	SIM:NQM4	Sell	4	17836.5	Passive
2024-04-26T11:04:19.318	SIM:NQM4	Sell	2	17840.5	Passive
2024-04-26T11:04:19.356	SIM:NQM4	Sell	2	17840.5	Passive
2024-04-26T11:04:19.361	SIM:NQM4	Sell	4	17840.5	Passive
2024-04-26T11:04:19.46	SIM:NQM4	Sell	3	17841	Aggressive
2024-04-26T11:04:19.461	SIM:NQM4	Sell	2	17840.75	Aggressive
2024-04-26T11:04:34.357	SIM:NQM4	Sell	4	17840.75	Passive
2024-04-26T11:04:34.381	SIM:NQM4	Sell	4	17840.75	Passive
2024-04-26T11:04:34.561	SIM:NQM4	Sell	2	17840.75	Passive
2024-04-26T11:04:34.657	SIM:NQM4	Sell	1	17841	Aggressive
2024-04-26T11:04:34.657	SIM:NQM4	Sell	2	17840.75	Passive
2024-04-26T11:04:48.994	SIM:NQM4	Sell	2	17844.5	Passive
2024-04-26T11:04:48.995	SIM:NQM4	Sell	6	17844.5	Passive
2024-04-26T11:04:48.996	SIM:NQM4	Sell	1	17844.75	Aggressive
2024-04-26T11:04:48.996	SIM:NQM4	Sell	3	17844.5	Passive
2024-04-26T11:05:04.159	SIM:NQM4	Sell	3	17843.75	Passive
2024-04-26T11:05:04.596	SIM:NQM4	Sell	1	17843.75	Passive
2024-04-26T11:05:04.604	SIM:NQM4	Sell	1	17843.75	Passive
2024-04-26T11:05:04.607	SIM:NQM4	Sell	1	17843.75	Passive
2024-04-26T11:05:04.688	SIM:NQM4	Sell	1	17843.75	Passive
2024-04-26T11:05:05.596	SIM:NQM4	Sell	1	17842.75	Passive
2024-04-26T11:05:06.013	SIM:NQM4	Sell	1	17842.75	Passive
2024-04-26T11:05:06.015	SIM:NQM4	Sell	1	17842.75	Passive
2024-04-26T11:05:06.02	SIM:NQM4	Sell	1	17842.75	Passive
2024-04-26T11:05:19.36	SIM:NQM4	Sell	1	17840	Passive
2024-04-26T11:05:19.404	SIM:NQM4	Sell	3	17840	Passive
2024-04-26T11:05:19.456	SIM:NQM4	Sell	4	17840	Passive
2024-04-26T11:05:19.461	SIM:NQM4	Sell	3	17840	Passive
2024-04-26T11:05:34.662	SIM:NQM4	Sell	3	17839.5	Passive
2024-04-26T11:05:34.663	SIM:NQM4	Sell	1	17839.75	Aggressive
2024-04-26T11:05:34.663	SIM:NQM4	Sell	6	17839.5	Passive
2024-04-26T11:05:34.684	SIM:NQM4	Sell	1	17839.75	Aggressive
2024-04-26T11:05:49.533	SIM:NQM4	Sell	1	17839.75	Passive
2024-04-26T11:05:49.534	SIM:NQM4	Sell	1	17839.75	Passive
2024-04-26T11:05:49.557	SIM:NQM4	Sell	1	17839.75	Passive
2024-04-26T11:05:49.601	SIM:NQM4	Sell	1	17839.75	Passive
2024-04-26T11:05:49.657	SIM:NQM4	Sell	3	17839.75	Passive
2024-04-26T11:05:49.659	SIM:NQM4	Sell	2	17839.75	Passive
2024-04-26T11:05:49.67	SIM:NQM4	Sell	2	17839.75	Passive
2024-04-26T11:06:04.459	SIM:NQM4	Sell	3	17841.75	Passive
2024-04-26T11:06:04.463	SIM:NQM4	Sell	3	17841.75	Passive
2024-04-26T11:06:04.464	SIM:NQM4	Sell	5	17841.75	Passive
2024-04-26T11:06:04.465	SIM:NQM4	Sell	1	17841.75	Passive
2024-04-26T11:06:19.417	SIM:NQM4	Sell	1	17839.25	Passive
2024-04-26T11:06:19.418	SIM:NQM4	Sell	1	17839.25	Passive
2024-04-26T11:06:19.426	SIM:NQM4	Sell	3	17839.25	Passive
2024-04-26T11:06:19.491	SIM:NQM4	Sell	1	17839.25	Passive
2024-04-26T11:06:19.494	SIM:NQM4	Sell	1	17839.25	Passive
2024-04-26T11:06:19.497	SIM:NQM4	Sell	2	17839.25	Passive
2024-04-26T11:06:19.499	SIM:NQM4	Sell	2	17839.25	Passive
2024-04-26T11:06:34.111	SIM:NQM4	Sell	3	17841.5	Passive
2024-04-26T11:06:34.112	SIM:NQM4	Sell	1	17841.5	Passive
2024-04-26T11:06:34.18	SIM:NQM4	Sell	1	17841.5	Passive
2024-04-26T11:06:34.183	SIM:NQM4	Sell	1	17841.5	Passive
2024-04-26T11:06:34.186	SIM:NQM4	Sell	1	17841.5	Passive
2024-04-26T11:06:34.267	SIM:NQM4	Sell	1	17841.5	Passive
2024-04-26T11:06:34.381	SIM:NQM4	Sell	1	17841.5	Passive
2024-04-26T11:06:34.607	SIM:NQM4	Sell	1	17841.5	Passive
2024-04-26T11:06:34.701	SIM:NQM4	Sell	1	17841.5	Passive
2024-04-26T11:06:34.779	SIM:NQM4	Sell	1	17841.5	Passive
2024-04-26T11:06:49.726	SIM:NQM4	Sell	1	17841.5	Passive
2024-04-26T11:06:49.728	SIM:NQM4	Sell	1	17841.5	Passive
2024-04-26T11:06:49.957	SIM:NQM4	Sell	3	17841.75	Aggressive
2024-04-26T11:06:49.957	SIM:NQM4	Sell	6	17841.5	Passive
2024-04-26T11:06:49.958	SIM:NQM4	Sell	1	17841.5	Passive
2024-04-26T11:07:04.103	SIM:NQM4	Sell	3	17840	Passive
2024-04-26T11:07:04.104	SIM:NQM4	Sell	3	17840	Passive
2024-04-26T11:07:04.109	SIM:NQM4	Sell	3	17840	Passive
2024-04-26T11:07:04.11	SIM:NQM4	Sell	2	17840	Passive
2024-04-26T11:07:19.457	SIM:NQM4	Sell	1	17842.25	Aggressive
2024-04-26T11:07:19.457	SIM:NQM4	Sell	4	17842	Passive
2024-04-26T11:07:19.459	SIM:NQM4	Sell	3	17842	Passive
2024-04-26T11:07:19.472	SIM:NQM4	Sell	3	17842	Passive
2024-04-26T11:07:34.369	SIM:NQM4	Sell	2	17837	Passive
2024-04-26T11:07:34.372	SIM:NQM4	Sell	2	17837	Passive
2024-04-26T11:07:34.373	SIM:NQM4	Sell	2	17837	Passive
2024-04-26T11:07:34.39	SIM:NQM4	Sell	2	17837	Passive
2024-04-26T11:07:34.391	SIM:NQM4	Sell	2	17837	Passive
2024-04-26T11:07:34.392	SIM:NQM4	Sell	1	17837	Passive
2024-04-26T11:07:49.376	SIM:NQM4	Sell	1	17835.5	Passive
2024-04-26T11:07:49.378	SIM:NQM4	Sell	1	17835.5	Passive
2024-04-26T11:07:49.388	SIM:NQM4	Sell	1	17835.5	Passive
2024-04-26T11:07:49.562	SIM:NQM4	Sell	1	17835.5	Passive
2024-04-26T11:07:50.062	SIM:NQM4	Sell	5	17835	Passive
2024-04-26T11:07:50.063	SIM:NQM4	Sell	2	17835	Passive
2024-04-26T11:08:03.994	SIM:NQM4	Sell	2	17837.5	Aggressive
2024-04-26T11:08:03.994	SIM:NQM4	Sell	6	17837.25	Aggressive
2024-04-26T11:08:03.994	SIM:NQM4	Sell	3	17837	Passive

Date - Time

04/26/2024 - 10:58

CQG Symbol

ENQ

Exchange Symbol

SIM:NQM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

17857.5703

Average Total

17858.46

VWAP Slippage

0.8862

Arrival Price

17,862.5000

Destination Price

17,849.0000

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-26T10:48:03.581	SIM:NQM4	Buy	1	17861.75	Passive
2024-04-26T10:48:03.582	SIM:NQM4	Buy	2	17861.75	Passive
2024-04-26T10:48:03.583	SIM:NQM4	Buy	2	17861.75	Passive
2024-04-26T10:48:03.584	SIM:NQM4	Buy	2	17861.75	Passive
2024-04-26T10:48:03.586	SIM:NQM4	Buy	1	17861.75	Passive
2024-04-26T10:48:03.592	SIM:NQM4	Buy	1	17861.75	Passive
2024-04-26T10:48:03.865	SIM:NQM4	Buy	1	17862	Passive
2024-04-26T10:48:03.866	SIM:NQM4	Buy	2	17861.75	Aggressive
2024-04-26T10:48:18.156	SIM:NQM4	Buy	2	17864.25	Passive
2024-04-26T10:48:18.16	SIM:NQM4	Buy	2	17864.25	Passive
2024-04-26T10:48:18.162	SIM:NQM4	Buy	2	17864.25	Passive
2024-04-26T10:48:18.47	SIM:NQM4	Buy	1	17864.5	Passive
2024-04-26T10:48:18.472	SIM:NQM4	Buy	1	17864.5	Passive
2024-04-26T10:48:18.476	SIM:NQM4	Buy	1	17864.5	Passive
2024-04-26T10:48:18.483	SIM:NQM4	Buy	1	17864.5	Passive
2024-04-26T10:48:18.484	SIM:NQM4	Buy	1	17864.5	Passive
2024-04-26T10:48:18.557	SIM:NQM4	Buy	1	17864.5	Passive
2024-04-26T10:48:33.681	SIM:NQM4	Buy	2	17868.75	Passive
2024-04-26T10:48:33.683	SIM:NQM4	Buy	2	17868.75	Passive
2024-04-26T10:48:33.783	SIM:NQM4	Buy	1	17868.75	Passive
2024-04-26T10:48:33.786	SIM:NQM4	Buy	2	17868.75	Passive
2024-04-26T10:48:33.857	SIM:NQM4	Buy	3	17868.75	Passive
2024-04-26T10:48:33.889	SIM:NQM4	Buy	1	17868.75	Passive
2024-04-26T10:48:33.89	SIM:NQM4	Buy	1	17868.75	Passive
2024-04-26T10:48:33.897	SIM:NQM4	Buy	1	17868.75	Passive
2024-04-26T10:48:47.684	SIM:NQM4	Buy	2	17872.25	Passive
2024-04-26T10:48:47.685	SIM:NQM4	Buy	4	17872.25	Passive
2024-04-26T10:48:47.686	SIM:NQM4	Buy	4	17872.25	Passive
2024-04-26T10:48:47.687	SIM:NQM4	Buy	2	17872.25	Passive
2024-04-26T10:49:02.756	SIM:NQM4	Buy	2	17873.5	Passive
2024-04-26T10:49:02.761	SIM:NQM4	Buy	2	17873.5	Passive
2024-04-26T10:49:02.776	SIM:NQM4	Buy	2	17873.5	Passive
2024-04-26T10:49:02.778	SIM:NQM4	Buy	2	17873.5	Passive
2024-04-26T10:49:02.811	SIM:NQM4	Buy	2	17873.5	Passive
2024-04-26T10:49:18.158	SIM:NQM4	Buy	1	17871.5	Passive
2024-04-26T10:49:18.26	SIM:NQM4	Buy	1	17871.5	Passive
2024-04-26T10:49:18.364	SIM:NQM4	Buy	3	17871.5	Passive
2024-04-26T10:49:18.365	SIM:NQM4	Buy	3	17871.5	Passive
2024-04-26T10:49:18.368	SIM:NQM4	Buy	2	17871.25	Aggressive
2024-04-26T10:49:18.368	SIM:NQM4	Buy	1	17871.5	Passive
2024-04-26T10:49:34.66	SIM:NQM4	Buy	1	17872.25	Passive
2024-04-26T10:49:34.671	SIM:NQM4	Buy	2	17872.25	Passive
2024-04-26T10:49:34.673	SIM:NQM4	Buy	2	17872.25	Passive
2024-04-26T10:49:34.674	SIM:NQM4	Buy	2	17872.25	Passive
2024-04-26T10:49:35.36	SIM:NQM4	Buy	1	17872.25	Aggressive
2024-04-26T10:49:35.36	SIM:NQM4	Buy	3	17872.5	Passive
2024-04-26T10:49:48.016	SIM:NQM4	Buy	1	17870.5	Passive
2024-04-26T10:49:48.018	SIM:NQM4	Buy	1	17870.5	Passive
2024-04-26T10:49:48.078	SIM:NQM4	Buy	1	17870.5	Passive
2024-04-26T10:49:48.104	SIM:NQM4	Buy	2	17870.5	Passive
2024-04-26T10:49:48.106	SIM:NQM4	Buy	2	17870.5	Passive
2024-04-26T10:49:48.157	SIM:NQM4	Buy	2	17870	Aggressive
2024-04-26T10:49:48.157	SIM:NQM4	Buy	2	17870.25	Aggressive
2024-04-26T10:50:03.398	SIM:NQM4	Buy	1	17873.75	Passive
2024-04-26T10:50:03.399	SIM:NQM4	Buy	1	17873.75	Passive
2024-04-26T10:50:03.407	SIM:NQM4	Buy	1	17873.75	Passive
2024-04-26T10:50:03.409	SIM:NQM4	Buy	1	17873.75	Passive
2024-04-26T10:50:03.46	SIM:NQM4	Buy	1	17873.75	Passive
2024-04-26T10:50:03.5	SIM:NQM4	Buy	1	17873.75	Passive
2024-04-26T10:50:03.601	SIM:NQM4	Buy	1	17873.75	Passive
2024-04-26T10:50:03.686	SIM:NQM4	Buy	2	17873.75	Passive
2024-04-26T10:50:03.687	SIM:NQM4	Buy	2	17873.75	Passive
2024-04-26T10:50:03.688	SIM:NQM4	Buy	2	17873.75	Passive
2024-04-26T10:50:03.798	SIM:NQM4	Buy	3	17873.75	Passive
2024-04-26T10:50:03.859	SIM:NQM4	Buy	2	17873.75	Passive
2024-04-26T10:50:18.058	SIM:NQM4	Buy	2	17869	Passive
2024-04-26T10:50:18.168	SIM:NQM4	Buy	1	17869	Passive
2024-04-26T10:50:18.169	SIM:NQM4	Buy	1	17869	Passive
2024-04-26T10:50:18.259	SIM:NQM4	Buy	2	17869	Passive
2024-04-26T10:50:18.275	SIM:NQM4	Buy	1	17869	Passive
2024-04-26T10:50:18.36	SIM:NQM4	Buy	3	17869	Passive
2024-04-26T10:50:18.564	SIM:NQM4	Buy	4	17868.75	Aggressive
2024-04-26T10:50:18.564	SIM:NQM4	Buy	4	17869	Passive
2024-04-26T10:50:33.057	SIM:NQM4	Buy	2	17866	Passive
2024-04-26T10:50:33.1	SIM:NQM4	Buy	1	17865.75	Aggressive
2024-04-26T10:50:33.1	SIM:NQM4	Buy	4	17866	Passive
2024-04-26T10:50:33.101	SIM:NQM4	Buy	2	17866	Passive
2024-04-26T10:50:33.102	SIM:NQM4	Buy	2	17866	Passive
2024-04-26T10:50:33.159	SIM:NQM4	Buy	2	17866	Passive
2024-04-26T10:50:33.178	SIM:NQM4	Buy	2	17866	Passive
2024-04-26T10:50:33.195	SIM:NQM4	Buy	3	17866	Passive
2024-04-26T10:50:48.11	SIM:NQM4	Buy	2	17862	Passive
2024-04-26T10:50:48.273	SIM:NQM4	Buy	1	17862.5	Passive
2024-04-26T10:50:48.276	SIM:NQM4	Buy	2	17862.5	Passive
2024-04-26T10:50:48.279	SIM:NQM4	Buy	3	17862.5	Passive
2024-04-26T10:50:48.285	SIM:NQM4	Buy	1	17862.25	Aggressive
2024-04-26T10:50:48.285	SIM:NQM4	Buy	4	17862.5	Passive
2024-04-26T10:50:48.286	SIM:NQM4	Buy	1	17862.25	Aggressive
2024-04-26T10:50:48.286	SIM:NQM4	Buy	3	17862.5	Passive
2024-04-26T10:51:02.769	SIM:NQM4	Buy	1	17860.75	Passive
2024-04-26T10:51:02.77	SIM:NQM4	Buy	1	17860.75	Passive
2024-04-26T10:51:02.771	SIM:NQM4	Buy	2	17860.75	Passive
2024-04-26T10:51:02.773	SIM:NQM4	Buy	1	17860.75	Passive
2024-04-26T10:51:02.857	SIM:NQM4	Buy	3	17860.5	Aggressive
2024-04-26T10:51:02.857	SIM:NQM4	Buy	7	17860.75	Passive
2024-04-26T10:51:17.661	SIM:NQM4	Buy	4	17859	Passive
2024-04-26T10:51:17.689	SIM:NQM4	Buy	6	17859	Passive
2024-04-26T10:51:17.691	SIM:NQM4	Buy	5	17859	Passive
2024-04-26T10:51:33.39	SIM:NQM4	Buy	1	17861.75	Passive
2024-04-26T10:51:33.391	SIM:NQM4	Buy	1	17861.75	Passive
2024-04-26T10:51:33.398	SIM:NQM4	Buy	2	17861.75	Passive
2024-04-26T10:51:33.404	SIM:NQM4	Buy	2	17861.75	Passive
2024-04-26T10:51:33.457	SIM:NQM4	Buy	2	17861.75	Passive
2024-04-26T10:51:33.474	SIM:NQM4	Buy	2	17861.75	Passive
2024-04-26T10:51:33.475	SIM:NQM4	Buy	2	17861.75	Passive
2024-04-26T10:51:33.486	SIM:NQM4	Buy	2	17861.75	Passive
2024-04-26T10:51:49.357	SIM:NQM4	Buy	1	17863.75	Passive
2024-04-26T10:51:49.36	SIM:NQM4	Buy	1	17863.75	Passive
2024-04-26T10:51:49.458	SIM:NQM4	Buy	2	17863.5	Aggressive
2024-04-26T10:51:49.458	SIM:NQM4	Buy	6	17863.75	Passive
2024-04-26T10:51:49.504	SIM:NQM4	Buy	2	17863.5	Aggressive
2024-04-26T10:51:49.504	SIM:NQM4	Buy	3	17863.75	Passive
2024-04-26T10:52:02.932	SIM:NQM4	Buy	6	17865.75	Passive
2024-04-26T10:52:02.957	SIM:NQM4	Buy	1	17865	Aggressive
2024-04-26T10:52:02.957	SIM:NQM4	Buy	5	17865.25	Aggressive
2024-04-26T10:52:17.594	SIM:NQM4	Buy	1	17859.25	Passive
2024-04-26T10:52:17.602	SIM:NQM4	Buy	1	17859.25	Passive
2024-04-26T10:52:17.603	SIM:NQM4	Buy	2	17859.25	Passive
2024-04-26T10:52:17.604	SIM:NQM4	Buy	2	17859.25	Passive
2024-04-26T10:52:17.605	SIM:NQM4	Buy	1	17859.25	Passive
2024-04-26T10:52:17.677	SIM:NQM4	Buy	1	17859	Aggressive
2024-04-26T10:52:17.677	SIM:NQM4	Buy	3	17859.25	Passive
2024-04-26T10:52:32.758	SIM:NQM4	Buy	2	17857.75	Passive
2024-04-26T10:52:32.866	SIM:NQM4	Buy	3	17857.75	Passive
2024-04-26T10:52:32.873	SIM:NQM4	Buy	4	17857.75	Passive
2024-04-26T10:52:32.875	SIM:NQM4	Buy	3	17857.75	Passive
2024-04-26T10:52:48.2	SIM:NQM4	Buy	2	17858.25	Passive
2024-04-26T10:52:48.201	SIM:NQM4	Buy	2	17858.25	Passive
2024-04-26T10:52:48.559	SIM:NQM4	Buy	4	17858.25	Passive
2024-04-26T10:52:48.584	SIM:NQM4	Buy	4	17858.25	Passive
2024-04-26T10:53:03.081	SIM:NQM4	Buy	1	17856.5	Passive
2024-04-26T10:53:03.089	SIM:NQM4	Buy	3	17856.5	Passive
2024-04-26T10:53:03.09	SIM:NQM4	Buy	1	17856.25	Aggressive
2024-04-26T10:53:03.09	SIM:NQM4	Buy	6	17856.5	Passive
2024-04-26T10:53:03.091	SIM:NQM4	Buy	1	17856.25	Aggressive
2024-04-26T10:53:17.656	SIM:NQM4	Buy	1	17851	Passive
2024-04-26T10:53:17.659	SIM:NQM4	Buy	4	17851	Passive
2024-04-26T10:53:17.706	SIM:NQM4	Buy	1	17850.75	Aggressive
2024-04-26T10:53:17.706	SIM:NQM4	Buy	4	17851	Passive
2024-04-26T10:53:17.857	SIM:NQM4	Buy	1	17851	Passive
2024-04-26T10:53:32.759	SIM:NQM4	Buy	2	17844.25	Passive
2024-04-26T10:53:32.761	SIM:NQM4	Buy	1	17844.25	Passive
2024-04-26T10:53:32.797	SIM:NQM4	Buy	4	17844.25	Passive
2024-04-26T10:53:32.798	SIM:NQM4	Buy	3	17844.25	Passive
2024-04-26T10:53:32.863	SIM:NQM4	Buy	1	17844.25	Passive
2024-04-26T10:53:32.864	SIM:NQM4	Buy	1	17844.25	Passive
2024-04-26T10:53:48.059	SIM:NQM4	Buy	1	17849.75	Passive
2024-04-26T10:53:48.067	SIM:NQM4	Buy	5	17849.75	Passive
2024-04-26T10:53:48.069	SIM:NQM4	Buy	5	17849.75	Passive
2024-04-26T10:54:03.229	SIM:NQM4	Buy	1	17849	Passive
2024-04-26T10:54:03.256	SIM:NQM4	Buy	1	17848.75	Aggressive
2024-04-26T10:54:03.256	SIM:NQM4	Buy	6	17849	Passive
2024-04-26T10:54:03.356	SIM:NQM4	Buy	1	17849	Passive
2024-04-26T10:54:03.457	SIM:NQM4	Buy	3	17849	Passive
2024-04-26T10:54:18.092	SIM:NQM4	Buy	1	17848.5	Passive
2024-04-26T10:54:18.176	SIM:NQM4	Buy	2	17848.5	Passive
2024-04-26T10:54:19.058	SIM:NQM4	Buy	5	17849	Passive
2024-04-26T10:54:19.156	SIM:NQM4	Buy	3	17848.75	Aggressive
2024-04-26T10:54:32.96	SIM:NQM4	Buy	2	17850.5	Passive
2024-04-26T10:54:32.986	SIM:NQM4	Buy	1	17850.5	Passive
2024-04-26T10:54:33.003	SIM:NQM4	Buy	1	17850.5	Passive
2024-04-26T10:54:33.06	SIM:NQM4	Buy	2	17850.5	Passive
2024-04-26T10:54:33.186	SIM:NQM4	Buy	1	17850.5	Passive
2024-04-26T10:54:33.194	SIM:NQM4	Buy	1	17850.5	Passive
2024-04-26T10:54:33.259	SIM:NQM4	Buy	2	17850.5	Passive
2024-04-26T10:54:33.657	SIM:NQM4	Buy	1	17850.5	Passive
2024-04-26T10:54:47.859	SIM:NQM4	Buy	4	17849.25	Passive
2024-04-26T10:54:47.897	SIM:NQM4	Buy	4	17849.25	Passive
2024-04-26T10:54:47.956	SIM:NQM4	Buy	4	17849.25	Passive
2024-04-26T10:55:02.956	SIM:NQM4	Buy	1	17849	Aggressive
2024-04-26T10:55:02.956	SIM:NQM4	Buy	5	17849.25	Passive
2024-04-26T10:55:02.957	SIM:NQM4	Buy	1	17849	Aggressive
2024-04-26T10:55:02.957	SIM:NQM4	Buy	5	17849.25	Passive
2024-04-26T10:55:18.27	SIM:NQM4	Buy	1	17849	Passive
2024-04-26T10:55:18.273	SIM:NQM4	Buy	1	17849	Passive
2024-04-26T10:55:18.278	SIM:NQM4	Buy	1	17849	Passive
2024-04-26T10:55:18.279	SIM:NQM4	Buy	1	17849	Passive
2024-04-26T10:55:18.281	SIM:NQM4	Buy	1	17849	Passive
2024-04-26T10:55:18.284	SIM:NQM4	Buy	1	17849	Passive
2024-04-26T10:55:18.358	SIM:NQM4	Buy	2	17849	Passive
2024-04-26T10:55:18.383	SIM:NQM4	Buy	2	17849	Passive
2024-04-26T10:55:18.388	SIM:NQM4	Buy	3	17849	Passive
2024-04-26T10:55:33.563	SIM:NQM4	Buy	1	17849.25	Passive
2024-04-26T10:55:33.666	SIM:NQM4	Buy	1	17849.25	Passive
2024-04-26T10:55:33.792	SIM:NQM4	Buy	1	17849.25	Passive
2024-04-26T10:55:33.794	SIM:NQM4	Buy	1	17849.25	Passive
2024-04-26T10:55:34.178	SIM:NQM4	Buy	1	17849.25	Passive
2024-04-26T10:55:34.18	SIM:NQM4	Buy	1	17849.25	Passive
2024-04-26T10:55:34.181	SIM:NQM4	Buy	1	17849.25	Passive
2024-04-26T10:55:34.662	SIM:NQM4	Buy	1	17849.5	Passive
2024-04-26T10:55:34.673	SIM:NQM4	Buy	2	17849.5	Passive
2024-04-26T10:55:34.697	SIM:NQM4	Buy	1	17849.25	Aggressive
2024-04-26T10:55:34.697	SIM:NQM4	Buy	1	17849.5	Passive
2024-04-26T10:55:48.164	SIM:NQM4	Buy	1	17854.75	Passive
2024-04-26T10:55:48.171	SIM:NQM4	Buy	1	17854.75	Passive
2024-04-26T10:55:48.266	SIM:NQM4	Buy	1	17854.75	Passive
2024-04-26T10:55:48.46	SIM:NQM4	Buy	7	17854.5	Aggressive
2024-04-26T10:55:48.46	SIM:NQM4	Buy	2	17854.75	Passive
2024-04-26T10:56:03.159	SIM:NQM4	Buy	1	17850.75	Aggressive
2024-04-26T10:56:03.159	SIM:NQM4	Buy	6	17851	Aggressive
2024-04-26T10:56:03.159	SIM:NQM4	Buy	5	17851.25	Passive
2024-04-26T10:56:17.773	SIM:NQM4	Buy	3	17852.75	Passive
2024-04-26T10:56:17.774	SIM:NQM4	Buy	1	17852.5	Aggressive
2024-04-26T10:56:17.774	SIM:NQM4	Buy	5	17852.75	Passive
2024-04-26T10:56:17.775	SIM:NQM4	Buy	2	17852.5	Aggressive
2024-04-26T10:56:33.866	SIM:NQM4	Buy	3	17853.5	Passive
2024-04-26T10:56:33.867	SIM:NQM4	Buy	2	17853.5	Passive
2024-04-26T10:56:33.87	SIM:NQM4	Buy	2	17853.5	Passive
2024-04-26T10:56:33.874	SIM:NQM4	Buy	2	17853.5	Passive
2024-04-26T10:56:33.875	SIM:NQM4	Buy	2	17853.5	Passive
2024-04-26T10:56:33.877	SIM:NQM4	Buy	1	17853.5	Passive
2024-04-26T10:56:48.167	SIM:NQM4	Buy	1	17850.75	Passive
2024-04-26T10:56:48.168	SIM:NQM4	Buy	1	17850.75	Passive
2024-04-26T10:56:48.178	SIM:NQM4	Buy	1	17850.75	Passive
2024-04-26T10:56:48.194	SIM:NQM4	Buy	1	17850.75	Passive
2024-04-26T10:56:48.205	SIM:NQM4	Buy	1	17850.75	Passive
2024-04-26T10:56:48.206	SIM:NQM4	Buy	1	17850.75	Passive
2024-04-26T10:56:48.312	SIM:NQM4	Buy	1	17850.75	Passive
2024-04-26T10:56:48.313	SIM:NQM4	Buy	1	17850.75	Passive
2024-04-26T10:56:48.314	SIM:NQM4	Buy	2	17850.75	Passive
2024-04-26T10:56:48.359	SIM:NQM4	Buy	1	17850.75	Passive
2024-04-26T10:57:03.001	SIM:NQM4	Buy	1	17847.75	Passive
2024-04-26T10:57:03.009	SIM:NQM4	Buy	4	17847.75	Passive
2024-04-26T10:57:03.01	SIM:NQM4	Buy	3	17847.75	Passive
2024-04-26T10:57:03.011	SIM:NQM4	Buy	3	17847.75	Passive
2024-04-26T10:57:18.071	SIM:NQM4	Buy	3	17850	Passive
2024-04-26T10:57:18.072	SIM:NQM4	Buy	7	17850	Passive
2024-04-26T10:57:18.073	SIM:NQM4	Buy	1	17849.75	Aggressive
2024-04-26T10:57:32.957	SIM:NQM4	Buy	1	17848	Passive
2024-04-26T10:57:33.057	SIM:NQM4	Buy	2	17848	Passive
2024-04-26T10:57:33.059	SIM:NQM4	Buy	2	17848	Passive
2024-04-26T10:57:33.074	SIM:NQM4	Buy	1	17847.75	Aggressive
2024-04-26T10:57:33.074	SIM:NQM4	Buy	5	17848	Passive
2024-04-26T10:57:47.604	SIM:NQM4	Buy	3	17849.25	Aggressive
2024-04-26T10:57:47.604	SIM:NQM4	Buy	8	17849.5	Passive

Date - Time

04/26/2024 - 10:41

CQG Symbol

Exchange Symbol

SIM:ESM4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

5129.6721

Average Total

5129.99

VWAP Slippage

-0.3184

Arrival Price

5,129.1250

Destination Price

5,130.8750

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-26T10:36:15.573	SIM:ESM4	Sell	14	5129.25	Passive
2024-04-26T10:36:33.615	SIM:ESM4	Sell	20	5129.75	Passive
2024-04-26T10:36:33.616	SIM:ESM4	Sell	3	5129.75	Passive
2024-04-26T10:36:49.508	SIM:ESM4	Sell	16	5129	Passive
2024-04-26T10:36:49.509	SIM:ESM4	Sell	4	5129	Passive
2024-04-26T10:36:50.115	SIM:ESM4	Sell	5	5129	Passive
2024-04-26T10:37:07.423	SIM:ESM4	Sell	18	5128.75	Passive
2024-04-26T10:37:07.424	SIM:ESM4	Sell	2	5128.75	Passive
2024-04-26T10:37:16.789	SIM:ESM4	Sell	6	5129.75	Passive
2024-04-26T10:37:16.792	SIM:ESM4	Sell	9	5129.75	Passive
2024-04-26T10:37:34.695	SIM:ESM4	Sell	20	5130.25	Passive
2024-04-26T10:37:48.218	SIM:ESM4	Sell	25	5130.75	Passive
2024-04-26T10:37:48.219	SIM:ESM4	Sell	12	5130.75	Passive
2024-04-26T10:38:01.559	SIM:ESM4	Sell	38	5130.75	Passive
2024-04-26T10:38:01.667	SIM:ESM4	Sell	6	5130.75	Passive
2024-04-26T10:38:16.957	SIM:ESM4	Sell	32	5129.5	Passive
2024-04-26T10:38:31.362	SIM:ESM4	Sell	20	5128.75	Passive
2024-04-26T10:38:31.372	SIM:ESM4	Sell	14	5128.75	Passive
2024-04-26T10:38:50.19	SIM:ESM4	Sell	19	5130.25	Passive
2024-04-26T10:38:50.191	SIM:ESM4	Sell	6	5130.25	Passive
2024-04-26T10:39:01.556	SIM:ESM4	Sell	10	5130.25	Passive
2024-04-26T10:39:01.557	SIM:ESM4	Sell	1	5130.25	Passive
2024-04-26T10:39:01.683	SIM:ESM4	Sell	5	5130.25	Passive
2024-04-26T10:39:19.489	SIM:ESM4	Sell	14	5130.5	Passive
2024-04-26T10:39:19.489	SIM:ESM4	Sell	5	5130.5	Aggressive
2024-04-26T10:39:19.489	SIM:ESM4	Sell	5	5130.5	Aggressive
2024-04-26T10:39:32.301	SIM:ESM4	Sell	10	5130.25	Passive
2024-04-26T10:39:32.302	SIM:ESM4	Sell	8	5130.25	Passive
2024-04-26T10:39:52.119	SIM:ESM4	Sell	1	5130.5	Passive
2024-04-26T10:39:52.121	SIM:ESM4	Sell	15	5130.5	Passive
2024-04-26T10:40:01.771	SIM:ESM4	Sell	9	5130	Passive
2024-04-26T10:40:01.961	SIM:ESM4	Sell	13	5130	Passive
2024-04-26T10:40:16.573	SIM:ESM4	Sell	7	5130.25	Passive
2024-04-26T10:40:17.304	SIM:ESM4	Sell	5	5130.25	Passive
2024-04-26T10:40:17.312	SIM:ESM4	Sell	3	5130.25	Passive
2024-04-26T10:40:17.313	SIM:ESM4	Sell	4	5130.25	Passive
2024-04-26T10:40:31.37	SIM:ESM4	Sell	3	5130.25	Passive
2024-04-26T10:40:33.859	SIM:ESM4	Sell	26	5130	Passive
2024-04-26T10:40:33.859	SIM:ESM4	Sell	2	5130	Passive
2024-04-26T10:40:46.76	SIM:ESM4	Sell	19	5130	Passive
2024-04-26T10:41:01.898	SIM:ESM4	Sell	1	5129.75	Passive
2024-04-26T10:41:01.899	SIM:ESM4	Sell	1	5129.75	Passive
2024-04-26T10:41:01.9	SIM:ESM4	Sell	1	5129.75	Passive
2024-04-26T10:41:02.077	SIM:ESM4	Sell	14	5129.75	Passive
2024-04-26T10:41:02.086	SIM:ESM4	Sell	4	5129.75	Passive
2024-04-26T10:41:17.058	SIM:ESM4	Sell	21	5131	Passive
2024-04-26T10:41:31.462	SIM:ESM4	Sell	4	5130.5	Passive

Date - Time

04/26/2024 - 10:24

CQG Symbol

Exchange Symbol

SIM:ESM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

5128.5351

Average Total

5128.01

VWAP Slippage

-0.5241

Arrival Price

5,130.3750

Destination Price

5,127.1250

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-26T10:20:15.276	SIM:ESM4	Buy	12	5130.5	Passive
2024-04-26T10:20:15.768	SIM:ESM4	Buy	2	5130	Passive
2024-04-26T10:20:32.4	SIM:ESM4	Buy	5	5130.25	Passive
2024-04-26T10:20:32.402	SIM:ESM4	Buy	10	5130.25	Passive
2024-04-26T10:20:45.804	SIM:ESM4	Buy	2	5130.25	Passive
2024-04-26T10:20:45.856	SIM:ESM4	Buy	20	5130.25	Passive
2024-04-26T10:20:45.877	SIM:ESM4	Buy	20	5130.25	Passive
2024-04-26T10:21:02.701	SIM:ESM4	Buy	16	5129.5	Passive
2024-04-26T10:21:02.702	SIM:ESM4	Buy	7	5129.5	Passive
2024-04-26T10:21:02.703	SIM:ESM4	Buy	18	5129.5	Passive
2024-04-26T10:21:02.704	SIM:ESM4	Buy	4	5129.5	Passive
2024-04-26T10:21:17.262	SIM:ESM4	Buy	21	5128.25	Passive
2024-04-26T10:21:17.263	SIM:ESM4	Buy	12	5128.25	Passive
2024-04-26T10:21:31.264	SIM:ESM4	Buy	9	5127.5	Passive
2024-04-26T10:21:31.273	SIM:ESM4	Buy	7	5127.5	Passive
2024-04-26T10:21:31.275	SIM:ESM4	Buy	17	5127.5	Passive
2024-04-26T10:21:31.276	SIM:ESM4	Buy	13	5127.5	Passive
2024-04-26T10:21:46.659	SIM:ESM4	Buy	20	5127.25	Passive
2024-04-26T10:21:46.66	SIM:ESM4	Buy	24	5127.25	Passive
2024-04-26T10:22:00.856	SIM:ESM4	Buy	24	5127.25	Passive
2024-04-26T10:22:20.807	SIM:ESM4	Buy	10	5127.75	Passive
2024-04-26T10:22:22.099	SIM:ESM4	Buy	12	5127.75	Passive
2024-04-26T10:22:22.1	SIM:ESM4	Buy	7	5127.75	Passive
2024-04-26T10:22:31.356	SIM:ESM4	Buy	28	5128.25	Passive
2024-04-26T10:22:45.756	SIM:ESM4	Buy	16	5127.75	Passive
2024-04-26T10:22:45.768	SIM:ESM4	Buy	11	5127.75	Passive
2024-04-26T10:22:45.888	SIM:ESM4	Buy	3	5127.75	Passive
2024-04-26T10:23:01.283	SIM:ESM4	Buy	1	5127.5	Passive
2024-04-26T10:23:01.285	SIM:ESM4	Buy	16	5127.5	Passive
2024-04-26T10:23:01.287	SIM:ESM4	Buy	12	5127.5	Passive
2024-04-26T10:23:01.291	SIM:ESM4	Buy	6	5127.5	Passive
2024-04-26T10:23:16.466	SIM:ESM4	Buy	25	5126.75	Passive
2024-04-26T10:23:16.467	SIM:ESM4	Buy	36	5126.75	Passive
2024-04-26T10:23:16.468	SIM:ESM4	Buy	12	5126.75	Passive
2024-04-26T10:23:33.957	SIM:ESM4	Buy	30	5127	Passive
2024-04-26T10:23:45.981	SIM:ESM4	Buy	12	5127	Passive

Date - Time

04/26/2024 - 10:12

CQG Symbol

CLE

Exchange Symbol

SIM:CLM4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

83.6056

Average Total

83.60

VWAP Slippage

0.0046

Arrival Price

83.5250

Destination Price

83.6050

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-26T10:02:04.896	SIM:CLM4	Sell	2	83.52	Passive
2024-04-26T10:02:04.897	SIM:CLM4	Sell	3	83.52	Passive
2024-04-26T10:02:04.898	SIM:CLM4	Sell	4	83.52	Passive
2024-04-26T10:02:04.899	SIM:CLM4	Sell	2	83.52	Passive
2024-04-26T10:02:18.398	SIM:CLM4	Sell	4	83.51	Aggressive
2024-04-26T10:02:18.399	SIM:CLM4	Sell	4	83.51	Aggressive
2024-04-26T10:02:18.4	SIM:CLM4	Sell	4	83.51	Aggressive
2024-04-26T10:02:35.315	SIM:CLM4	Sell	1	83.49	Passive
2024-04-26T10:02:35.316	SIM:CLM4	Sell	1	83.49	Passive
2024-04-26T10:02:35.317	SIM:CLM4	Sell	1	83.49	Passive
2024-04-26T10:02:35.318	SIM:CLM4	Sell	1	83.49	Passive
2024-04-26T10:02:35.319	SIM:CLM4	Sell	1	83.49	Passive
2024-04-26T10:02:35.32	SIM:CLM4	Sell	2	83.49	Passive
2024-04-26T10:02:35.321	SIM:CLM4	Sell	2	83.49	Passive
2024-04-26T10:02:35.322	SIM:CLM4	Sell	2	83.49	Passive
2024-04-26T10:02:35.323	SIM:CLM4	Sell	1	83.49	Passive
2024-04-26T10:02:49.989	SIM:CLM4	Sell	1	83.48	Aggressive
2024-04-26T10:02:49.99	SIM:CLM4	Sell	2	83.48	Aggressive
2024-04-26T10:02:49.991	SIM:CLM4	Sell	3	83.48	Aggressive
2024-04-26T10:02:49.992	SIM:CLM4	Sell	4	83.48	Aggressive
2024-04-26T10:02:49.993	SIM:CLM4	Sell	1	83.48	Aggressive
2024-04-26T10:03:00.957	SIM:CLM4	Sell	2	83.49	Passive
2024-04-26T10:03:01.357	SIM:CLM4	Sell	1	83.49	Passive
2024-04-26T10:03:01.395	SIM:CLM4	Sell	1	83.49	Passive
2024-04-26T10:03:01.461	SIM:CLM4	Sell	1	83.49	Passive
2024-04-26T10:03:01.483	SIM:CLM4	Sell	1	83.49	Passive
2024-04-26T10:03:01.56	SIM:CLM4	Sell	3	83.49	Passive
2024-04-26T10:03:01.561	SIM:CLM4	Sell	3	83.49	Passive
2024-04-26T10:03:14.659	SIM:CLM4	Sell	3	83.5	Passive
2024-04-26T10:03:14.66	SIM:CLM4	Sell	3	83.5	Passive
2024-04-26T10:03:14.668	SIM:CLM4	Sell	3	83.5	Passive
2024-04-26T10:03:14.694	SIM:CLM4	Sell	2	83.5	Passive
2024-04-26T10:03:14.78	SIM:CLM4	Sell	1	83.5	Passive
2024-04-26T10:03:34.66	SIM:CLM4	Sell	2	83.54	Aggressive
2024-04-26T10:03:34.661	SIM:CLM4	Sell	4	83.54	Aggressive
2024-04-26T10:03:34.663	SIM:CLM4	Sell	4	83.54	Aggressive
2024-04-26T10:03:34.698	SIM:CLM4	Sell	2	83.54	Aggressive
2024-04-26T10:03:44.959	SIM:CLM4	Sell	2	83.56	Aggressive
2024-04-26T10:03:44.96	SIM:CLM4	Sell	2	83.56	Aggressive
2024-04-26T10:03:44.961	SIM:CLM4	Sell	2	83.56	Aggressive
2024-04-26T10:03:44.966	SIM:CLM4	Sell	2	83.56	Aggressive
2024-04-26T10:03:45.201	SIM:CLM4	Sell	1	83.56	Aggressive
2024-04-26T10:03:45.3	SIM:CLM4	Sell	1	83.56	Aggressive
2024-04-26T10:03:45.302	SIM:CLM4	Sell	1	83.56	Aggressive
2024-04-26T10:03:47.46	SIM:CLM4	Sell	1	83.55	Passive
2024-04-26T10:03:59.86	SIM:CLM4	Sell	4	83.56	Aggressive
2024-04-26T10:03:59.861	SIM:CLM4	Sell	6	83.56	Aggressive
2024-04-26T10:03:59.862	SIM:CLM4	Sell	1	83.56	Aggressive
2024-04-26T10:04:20.158	SIM:CLM4	Sell	2	83.56	Aggressive
2024-04-26T10:04:20.159	SIM:CLM4	Sell	2	83.56	Aggressive
2024-04-26T10:04:20.164	SIM:CLM4	Sell	3	83.56	Aggressive
2024-04-26T10:04:20.168	SIM:CLM4	Sell	3	83.56	Aggressive
2024-04-26T10:04:20.169	SIM:CLM4	Sell	1	83.56	Aggressive
2024-04-26T10:04:32.759	SIM:CLM4	Sell	5	83.55	Passive
2024-04-26T10:04:32.76	SIM:CLM4	Sell	5	83.55	Passive
2024-04-26T10:04:32.766	SIM:CLM4	Sell	1	83.55	Passive
2024-04-26T10:04:44.574	SIM:CLM4	Sell	1	83.57	Aggressive
2024-04-26T10:04:44.575	SIM:CLM4	Sell	2	83.57	Aggressive
2024-04-26T10:04:44.576	SIM:CLM4	Sell	3	83.57	Aggressive
2024-04-26T10:04:44.577	SIM:CLM4	Sell	4	83.57	Aggressive
2024-04-26T10:04:44.578	SIM:CLM4	Sell	1	83.57	Aggressive
2024-04-26T10:04:59.904	SIM:CLM4	Sell	3	83.57	Aggressive
2024-04-26T10:04:59.905	SIM:CLM4	Sell	6	83.57	Aggressive
2024-04-26T10:04:59.906	SIM:CLM4	Sell	4	83.57	Aggressive
2024-04-26T10:05:16.86	SIM:CLM4	Sell	2	83.62	Aggressive
2024-04-26T10:05:18.067	SIM:CLM4	Sell	1	83.62	Aggressive
2024-04-26T10:05:18.068	SIM:CLM4	Sell	1	83.62	Aggressive
2024-04-26T10:05:18.072	SIM:CLM4	Sell	1	83.62	Aggressive
2024-04-26T10:05:18.076	SIM:CLM4	Sell	1	83.62	Aggressive
2024-04-26T10:05:18.659	SIM:CLM4	Sell	1	83.62	Aggressive
2024-04-26T10:05:18.66	SIM:CLM4	Sell	1	83.62	Aggressive
2024-04-26T10:05:18.687	SIM:CLM4	Sell	5	83.62	Aggressive
2024-04-26T10:05:37.504	SIM:CLM4	Sell	1	83.64	Passive
2024-04-26T10:05:37.505	SIM:CLM4	Sell	2	83.64	Passive
2024-04-26T10:05:37.506	SIM:CLM4	Sell	4	83.64	Passive
2024-04-26T10:05:37.507	SIM:CLM4	Sell	5	83.64	Passive
2024-04-26T10:05:37.508	SIM:CLM4	Sell	2	83.64	Passive
2024-04-26T10:05:57.966	SIM:CLM4	Sell	1	83.61	Passive
2024-04-26T10:05:57.967	SIM:CLM4	Sell	1	83.61	Passive
2024-04-26T10:05:57.968	SIM:CLM4	Sell	2	83.61	Passive
2024-04-26T10:05:57.969	SIM:CLM4	Sell	3	83.61	Passive
2024-04-26T10:05:57.97	SIM:CLM4	Sell	4	83.61	Passive
2024-04-26T10:05:57.971	SIM:CLM4	Sell	2	83.61	Passive
2024-04-26T10:06:01.257	SIM:CLM4	Sell	3	83.62	Aggressive
2024-04-26T10:06:01.258	SIM:CLM4	Sell	5	83.62	Aggressive
2024-04-26T10:06:01.259	SIM:CLM4	Sell	5	83.62	Aggressive
2024-04-26T10:06:01.26	SIM:CLM4	Sell	1	83.62	Aggressive
2024-04-26T10:06:16.858	SIM:CLM4	Sell	5	83.62	Aggressive
2024-04-26T10:06:16.86	SIM:CLM4	Sell	2	83.62	Aggressive
2024-04-26T10:06:16.861	SIM:CLM4	Sell	2	83.62	Aggressive
2024-04-26T10:06:16.959	SIM:CLM4	Sell	2	83.62	Aggressive
2024-04-26T10:06:16.963	SIM:CLM4	Sell	2	83.62	Aggressive
2024-04-26T10:06:16.964	SIM:CLM4	Sell	1	83.62	Aggressive
2024-04-26T10:06:38.057	SIM:CLM4	Sell	2	83.63	Passive
2024-04-26T10:06:38.058	SIM:CLM4	Sell	5	83.63	Passive
2024-04-26T10:06:38.059	SIM:CLM4	Sell	5	83.63	Passive
2024-04-26T10:06:38.161	SIM:CLM4	Sell	1	83.63	Passive
2024-04-26T10:06:46.007	SIM:CLM4	Sell	1	83.59	Aggressive
2024-04-26T10:06:46.008	SIM:CLM4	Sell	1	83.59	Aggressive
2024-04-26T10:06:46.094	SIM:CLM4	Sell	1	83.59	Aggressive
2024-04-26T10:06:46.098	SIM:CLM4	Sell	1	83.59	Aggressive
2024-04-26T10:06:46.283	SIM:CLM4	Sell	1	83.59	Aggressive
2024-04-26T10:06:46.46	SIM:CLM4	Sell	1	83.59	Aggressive
2024-04-26T10:06:46.595	SIM:CLM4	Sell	4	83.59	Aggressive
2024-04-26T10:06:46.596	SIM:CLM4	Sell	4	83.59	Aggressive
2024-04-26T10:07:00.398	SIM:CLM4	Sell	1	83.59	Aggressive
2024-04-26T10:07:03.457	SIM:CLM4	Sell	11	83.59	Aggressive
2024-04-26T10:07:14.704	SIM:CLM4	Sell	1	83.61	Passive
2024-04-26T10:07:14.705	SIM:CLM4	Sell	3	83.61	Passive
2024-04-26T10:07:14.706	SIM:CLM4	Sell	5	83.61	Passive
2024-04-26T10:07:14.707	SIM:CLM4	Sell	3	83.61	Passive
2024-04-26T10:07:29.378	SIM:CLM4	Sell	1	83.64	Passive
2024-04-26T10:07:29.379	SIM:CLM4	Sell	3	83.64	Passive
2024-04-26T10:07:29.38	SIM:CLM4	Sell	3	83.64	Passive
2024-04-26T10:07:29.381	SIM:CLM4	Sell	3	83.64	Passive
2024-04-26T10:07:29.382	SIM:CLM4	Sell	2	83.64	Passive
2024-04-26T10:07:47.071	SIM:CLM4	Sell	13	83.65	Aggressive
2024-04-26T10:08:00.563	SIM:CLM4	Sell	2	83.62	Aggressive
2024-04-26T10:08:00.564	SIM:CLM4	Sell	2	83.62	Aggressive
2024-04-26T10:08:02.103	SIM:CLM4	Sell	1	83.61	Passive
2024-04-26T10:08:02.104	SIM:CLM4	Sell	3	83.61	Passive
2024-04-26T10:08:02.105	SIM:CLM4	Sell	3	83.61	Passive
2024-04-26T10:08:18.657	SIM:CLM4	Sell	1	83.62	Aggressive
2024-04-26T10:08:19.4	SIM:CLM4	Sell	3	83.62	Aggressive
2024-04-26T10:08:19.401	SIM:CLM4	Sell	3	83.62	Aggressive
2024-04-26T10:08:19.402	SIM:CLM4	Sell	1	83.62	Aggressive
2024-04-26T10:08:19.403	SIM:CLM4	Sell	1	83.62	Aggressive
2024-04-26T10:08:19.404	SIM:CLM4	Sell	1	83.62	Aggressive
2024-04-26T10:08:19.41	SIM:CLM4	Sell	1	83.62	Aggressive
2024-04-26T10:08:20.666	SIM:CLM4	Sell	1	83.61	Passive
2024-04-26T10:08:32.687	SIM:CLM4	Sell	2	83.62	Aggressive
2024-04-26T10:08:32.688	SIM:CLM4	Sell	1	83.62	Aggressive
2024-04-26T10:08:32.689	SIM:CLM4	Sell	1	83.62	Aggressive
2024-04-26T10:08:32.69	SIM:CLM4	Sell	1	83.62	Aggressive
2024-04-26T10:08:32.691	SIM:CLM4	Sell	1	83.62	Aggressive
2024-04-26T10:08:32.693	SIM:CLM4	Sell	1	83.62	Aggressive
2024-04-26T10:08:32.7	SIM:CLM4	Sell	1	83.62	Aggressive
2024-04-26T10:08:32.72	SIM:CLM4	Sell	1	83.62	Aggressive
2024-04-26T10:08:32.757	SIM:CLM4	Sell	1	83.62	Aggressive
2024-04-26T10:08:32.761	SIM:CLM4	Sell	1	83.62	Aggressive
2024-04-26T10:08:32.866	SIM:CLM4	Sell	1	83.62	Aggressive
2024-04-26T10:08:47.858	SIM:CLM4	Sell	3	83.61	Passive
2024-04-26T10:08:47.859	SIM:CLM4	Sell	1	83.61	Passive
2024-04-26T10:08:48.107	SIM:CLM4	Sell	2	83.61	Passive
2024-04-26T10:08:48.108	SIM:CLM4	Sell	4	83.61	Passive
2024-04-26T10:08:48.109	SIM:CLM4	Sell	2	83.61	Passive
2024-04-26T10:09:01.28	SIM:CLM4	Sell	1	83.66	Passive
2024-04-26T10:09:01.281	SIM:CLM4	Sell	1	83.66	Passive
2024-04-26T10:09:01.282	SIM:CLM4	Sell	2	83.66	Passive
2024-04-26T10:09:01.283	SIM:CLM4	Sell	3	83.66	Passive
2024-04-26T10:09:01.284	SIM:CLM4	Sell	3	83.66	Passive
2024-04-26T10:09:01.286	SIM:CLM4	Sell	3	83.66	Passive
2024-04-26T10:09:18.306	SIM:CLM4	Sell	1	83.63	Passive
2024-04-26T10:09:18.307	SIM:CLM4	Sell	1	83.63	Passive
2024-04-26T10:09:18.308	SIM:CLM4	Sell	1	83.63	Passive
2024-04-26T10:09:18.312	SIM:CLM4	Sell	1	83.63	Passive
2024-04-26T10:09:18.357	SIM:CLM4	Sell	1	83.63	Passive
2024-04-26T10:09:18.36	SIM:CLM4	Sell	3	83.63	Passive
2024-04-26T10:09:18.459	SIM:CLM4	Sell	3	83.63	Passive
2024-04-26T10:09:18.556	SIM:CLM4	Sell	2	83.63	Passive
2024-04-26T10:09:31.757	SIM:CLM4	Sell	4	83.65	Aggressive
2024-04-26T10:09:31.758	SIM:CLM4	Sell	2	83.65	Aggressive
2024-04-26T10:09:32.559	SIM:CLM4	Sell	2	83.65	Aggressive
2024-04-26T10:09:32.56	SIM:CLM4	Sell	4	83.65	Aggressive
2024-04-26T10:09:45.161	SIM:CLM4	Sell	6	83.68	Aggressive
2024-04-26T10:09:45.162	SIM:CLM4	Sell	7	83.68	Aggressive
2024-04-26T10:10:01.282	SIM:CLM4	Sell	2	83.68	Aggressive
2024-04-26T10:10:01.283	SIM:CLM4	Sell	3	83.68	Aggressive
2024-04-26T10:10:01.284	SIM:CLM4	Sell	4	83.68	Aggressive
2024-04-26T10:10:01.285	SIM:CLM4	Sell	4	83.68	Aggressive
2024-04-26T10:10:16.899	SIM:CLM4	Sell	3	83.64	Passive
2024-04-26T10:10:16.9	SIM:CLM4	Sell	3	83.64	Passive
2024-04-26T10:10:16.901	SIM:CLM4	Sell	4	83.64	Passive
2024-04-26T10:10:16.902	SIM:CLM4	Sell	3	83.64	Passive
2024-04-26T10:10:31.857	SIM:CLM4	Sell	3	83.66	Passive
2024-04-26T10:10:31.86	SIM:CLM4	Sell	4	83.66	Passive
2024-04-26T10:10:31.876	SIM:CLM4	Sell	4	83.66	Passive
2024-04-26T10:10:31.891	SIM:CLM4	Sell	2	83.66	Passive
2024-04-26T10:10:46.707	SIM:CLM4	Sell	1	83.68	Aggressive
2024-04-26T10:10:46.708	SIM:CLM4	Sell	2	83.68	Aggressive
2024-04-26T10:10:46.709	SIM:CLM4	Sell	3	83.68	Aggressive
2024-04-26T10:10:46.71	SIM:CLM4	Sell	3	83.68	Aggressive
2024-04-26T10:10:46.711	SIM:CLM4	Sell	3	83.68	Aggressive
2024-04-26T10:10:46.712	SIM:CLM4	Sell	1	83.68	Aggressive
2024-04-26T10:10:59.606	SIM:CLM4	Sell	1	83.65	Aggressive
2024-04-26T10:10:59.607	SIM:CLM4	Sell	1	83.65	Aggressive
2024-04-26T10:10:59.609	SIM:CLM4	Sell	1	83.65	Aggressive
2024-04-26T10:10:59.61	SIM:CLM4	Sell	1	83.65	Aggressive
2024-04-26T10:10:59.617	SIM:CLM4	Sell	1	83.65	Aggressive
2024-04-26T10:11:01.162	SIM:CLM4	Sell	1	83.65	Aggressive
2024-04-26T10:11:01.164	SIM:CLM4	Sell	1	83.65	Aggressive
2024-04-26T10:11:01.165	SIM:CLM4	Sell	1	83.65	Aggressive
2024-04-26T10:11:01.166	SIM:CLM4	Sell	3	83.65	Aggressive
2024-04-26T10:11:01.167	SIM:CLM4	Sell	2	83.65	Aggressive
2024-04-26T10:11:15.888	SIM:CLM4	Sell	3	83.64	Passive
2024-04-26T10:11:15.889	SIM:CLM4	Sell	4	83.64	Passive
2024-04-26T10:11:15.89	SIM:CLM4	Sell	4	83.64	Passive
2024-04-26T10:11:15.891	SIM:CLM4	Sell	3	83.64	Passive
2024-04-26T10:11:33.498	SIM:CLM4	Sell	1	83.59	Aggressive
2024-04-26T10:11:33.499	SIM:CLM4	Sell	1	83.59	Aggressive
2024-04-26T10:11:33.499	SIM:CLM4	Sell	1	83.59	Aggressive
2024-04-26T10:11:34.262	SIM:CLM4	Sell	1	83.59	Aggressive
2024-04-26T10:11:34.263	SIM:CLM4	Sell	2	83.59	Aggressive
2024-04-26T10:11:34.269	SIM:CLM4	Sell	2	83.59	Aggressive
2024-04-26T10:11:34.301	SIM:CLM4	Sell	1	83.59	Aggressive
2024-04-26T10:11:34.302	SIM:CLM4	Sell	2	83.59	Aggressive
2024-04-26T10:11:34.357	SIM:CLM4	Sell	1	83.59	Aggressive
2024-04-26T10:11:34.457	SIM:CLM4	Sell	1	83.59	Aggressive
2024-04-26T10:11:34.463	SIM:CLM4	Sell	1	83.59	Aggressive
2024-04-26T10:11:44.363	SIM:CLM4	Sell	6	83.61	Aggressive
2024-04-26T10:11:44.363	SIM:CLM4	Sell	8	83.6	Aggressive

Date - Time

04/26/2024 - 09:57

CQG Symbol

CLE

Exchange Symbol

SIM:CLM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

83.5212

Average Total

83.48

VWAP Slippage

-0.0452

Arrival Price

83.4750

Destination Price

83.6600

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-26T09:47:40.083	SIM:CLM4	Buy	2	83.47	Passive
2024-04-26T09:47:40.084	SIM:CLM4	Buy	4	83.47	Passive
2024-04-26T09:47:40.086	SIM:CLM4	Buy	4	83.47	Passive
2024-04-26T09:47:40.087	SIM:CLM4	Buy	3	83.47	Passive
2024-04-26T09:48:00.774	SIM:CLM4	Buy	6	83.49	Passive
2024-04-26T09:48:00.776	SIM:CLM4	Buy	7	83.49	Passive
2024-04-26T09:48:00.782	SIM:CLM4	Buy	1	83.49	Passive
2024-04-26T09:48:11.457	SIM:CLM4	Buy	1	83.46	Aggressive
2024-04-26T09:48:11.498	SIM:CLM4	Buy	2	83.46	Aggressive
2024-04-26T09:48:11.556	SIM:CLM4	Buy	2	83.46	Aggressive
2024-04-26T09:48:11.66	SIM:CLM4	Buy	2	83.46	Aggressive
2024-04-26T09:48:11.69	SIM:CLM4	Buy	2	83.46	Aggressive
2024-04-26T09:48:11.764	SIM:CLM4	Buy	2	83.46	Aggressive
2024-04-26T09:48:11.766	SIM:CLM4	Buy	2	83.46	Aggressive
2024-04-26T09:48:11.96	SIM:CLM4	Buy	1	83.46	Aggressive
2024-04-26T09:48:12.159	SIM:CLM4	Buy	1	83.46	Aggressive
2024-04-26T09:48:23.617	SIM:CLM4	Buy	2	83.5	Passive
2024-04-26T09:48:23.657	SIM:CLM4	Buy	2	83.5	Passive
2024-04-26T09:48:23.695	SIM:CLM4	Buy	2	83.5	Passive
2024-04-26T09:48:23.761	SIM:CLM4	Buy	3	83.5	Passive
2024-04-26T09:48:23.789	SIM:CLM4	Buy	3	83.5	Passive
2024-04-26T09:48:23.87	SIM:CLM4	Buy	2	83.5	Passive
2024-04-26T09:48:39.26	SIM:CLM4	Buy	1	83.5	Passive
2024-04-26T09:48:39.261	SIM:CLM4	Buy	3	83.5	Passive
2024-04-26T09:48:39.262	SIM:CLM4	Buy	9	83.5	Passive
2024-04-26T09:48:39.263	SIM:CLM4	Buy	2	83.5	Passive
2024-04-26T09:48:54.901	SIM:CLM4	Buy	1	83.46	Aggressive
2024-04-26T09:48:54.905	SIM:CLM4	Buy	1	83.46	Aggressive
2024-04-26T09:48:54.906	SIM:CLM4	Buy	1	83.46	Aggressive
2024-04-26T09:48:54.907	SIM:CLM4	Buy	1	83.46	Aggressive
2024-04-26T09:48:54.908	SIM:CLM4	Buy	1	83.46	Aggressive
2024-04-26T09:48:54.909	SIM:CLM4	Buy	1	83.46	Aggressive
2024-04-26T09:48:54.912	SIM:CLM4	Buy	2	83.46	Aggressive
2024-04-26T09:48:54.913	SIM:CLM4	Buy	4	83.46	Aggressive
2024-04-26T09:48:54.914	SIM:CLM4	Buy	1	83.46	Aggressive
2024-04-26T09:49:08.795	SIM:CLM4	Buy	2	83.43	Aggressive
2024-04-26T09:49:08.796	SIM:CLM4	Buy	2	83.43	Aggressive
2024-04-26T09:49:08.797	SIM:CLM4	Buy	2	83.43	Aggressive
2024-04-26T09:49:08.798	SIM:CLM4	Buy	2	83.43	Aggressive
2024-04-26T09:49:08.8	SIM:CLM4	Buy	3	83.43	Aggressive
2024-04-26T09:49:08.801	SIM:CLM4	Buy	1	83.43	Aggressive
2024-04-26T09:49:26.489	SIM:CLM4	Buy	1	83.45	Aggressive
2024-04-26T09:49:26.49	SIM:CLM4	Buy	1	83.45	Aggressive
2024-04-26T09:49:26.491	SIM:CLM4	Buy	1	83.45	Aggressive
2024-04-26T09:49:26.492	SIM:CLM4	Buy	1	83.45	Aggressive
2024-04-26T09:49:26.493	SIM:CLM4	Buy	3	83.45	Aggressive
2024-04-26T09:49:26.494	SIM:CLM4	Buy	3	83.45	Aggressive
2024-04-26T09:49:26.499	SIM:CLM4	Buy	1	83.45	Aggressive
2024-04-26T09:49:26.505	SIM:CLM4	Buy	2	83.45	Aggressive
2024-04-26T09:49:44.959	SIM:CLM4	Buy	2	83.46	Aggressive
2024-04-26T09:49:44.96	SIM:CLM4	Buy	2	83.46	Aggressive
2024-04-26T09:49:45.105	SIM:CLM4	Buy	2	83.46	Aggressive
2024-04-26T09:49:45.36	SIM:CLM4	Buy	5	83.46	Aggressive
2024-04-26T09:49:45.361	SIM:CLM4	Buy	2	83.46	Aggressive
2024-04-26T09:49:54.757	SIM:CLM4	Buy	2	83.46	Aggressive
2024-04-26T09:49:54.758	SIM:CLM4	Buy	2	83.46	Aggressive
2024-04-26T09:49:54.769	SIM:CLM4	Buy	1	83.46	Aggressive
2024-04-26T09:49:54.861	SIM:CLM4	Buy	1	83.46	Aggressive
2024-04-26T09:49:54.899	SIM:CLM4	Buy	1	83.46	Aggressive
2024-04-26T09:49:54.957	SIM:CLM4	Buy	1	83.46	Aggressive
2024-04-26T09:49:55.058	SIM:CLM4	Buy	1	83.46	Aggressive
2024-04-26T09:49:57.696	SIM:CLM4	Buy	1	83.46	Aggressive
2024-04-26T09:49:57.697	SIM:CLM4	Buy	3	83.46	Aggressive
2024-04-26T09:50:16.586	SIM:CLM4	Buy	1	83.47	Passive
2024-04-26T09:50:16.962	SIM:CLM4	Buy	2	83.47	Passive
2024-04-26T09:50:16.963	SIM:CLM4	Buy	3	83.47	Passive
2024-04-26T09:50:16.964	SIM:CLM4	Buy	5	83.47	Passive
2024-04-26T09:50:16.965	SIM:CLM4	Buy	4	83.47	Passive
2024-04-26T09:50:23.461	SIM:CLM4	Buy	2	83.44	Passive
2024-04-26T09:50:23.699	SIM:CLM4	Buy	1	83.44	Passive
2024-04-26T09:50:23.701	SIM:CLM4	Buy	2	83.44	Passive
2024-04-26T09:50:23.702	SIM:CLM4	Buy	2	83.44	Passive
2024-04-26T09:50:23.757	SIM:CLM4	Buy	2	83.44	Passive
2024-04-26T09:50:23.784	SIM:CLM4	Buy	2	83.44	Passive
2024-04-26T09:50:23.785	SIM:CLM4	Buy	2	83.44	Passive
2024-04-26T09:50:23.786	SIM:CLM4	Buy	1	83.44	Passive
2024-04-26T09:50:41.765	SIM:CLM4	Buy	5	83.43	Aggressive
2024-04-26T09:50:41.766	SIM:CLM4	Buy	9	83.43	Aggressive
2024-04-26T09:51:02.696	SIM:CLM4	Buy	2	83.4	Aggressive
2024-04-26T09:51:02.697	SIM:CLM4	Buy	2	83.4	Aggressive
2024-04-26T09:51:02.698	SIM:CLM4	Buy	3	83.4	Aggressive
2024-04-26T09:51:02.699	SIM:CLM4	Buy	2	83.4	Aggressive
2024-04-26T09:51:02.7	SIM:CLM4	Buy	5	83.4	Aggressive
2024-04-26T09:51:11.904	SIM:CLM4	Buy	4	83.38	Passive
2024-04-26T09:51:11.905	SIM:CLM4	Buy	8	83.38	Passive
2024-04-26T09:51:23.866	SIM:CLM4	Buy	1	83.38	Passive
2024-04-26T09:51:23.867	SIM:CLM4	Buy	1	83.38	Passive
2024-04-26T09:51:23.868	SIM:CLM4	Buy	3	83.38	Passive
2024-04-26T09:51:23.869	SIM:CLM4	Buy	5	83.38	Passive
2024-04-26T09:51:23.87	SIM:CLM4	Buy	3	83.38	Passive
2024-04-26T09:51:38.861	SIM:CLM4	Buy	1	83.37	Aggressive
2024-04-26T09:51:38.862	SIM:CLM4	Buy	2	83.37	Aggressive
2024-04-26T09:51:38.864	SIM:CLM4	Buy	3	83.37	Aggressive
2024-04-26T09:51:39.358	SIM:CLM4	Buy	7	83.37	Aggressive
2024-04-26T09:52:00.292	SIM:CLM4	Buy	1	83.39	Passive
2024-04-26T09:52:00.293	SIM:CLM4	Buy	4	83.39	Passive
2024-04-26T09:52:00.294	SIM:CLM4	Buy	4	83.39	Passive
2024-04-26T09:52:00.295	SIM:CLM4	Buy	3	83.39	Passive
2024-04-26T09:52:08.691	SIM:CLM4	Buy	1	83.39	Passive
2024-04-26T09:52:08.692	SIM:CLM4	Buy	5	83.39	Passive
2024-04-26T09:52:08.693	SIM:CLM4	Buy	6	83.39	Passive
2024-04-26T09:52:24.159	SIM:CLM4	Buy	6	83.44	Passive
2024-04-26T09:52:24.161	SIM:CLM4	Buy	5	83.44	Passive
2024-04-26T09:52:45.958	SIM:CLM4	Buy	2	83.44	Passive
2024-04-26T09:52:45.958	SIM:CLM4	Buy	8	83.44	Passive
2024-04-26T09:52:46.16	SIM:CLM4	Buy	2	83.44	Passive
2024-04-26T09:52:53.758	SIM:CLM4	Buy	3	83.45	Aggressive
2024-04-26T09:52:53.759	SIM:CLM4	Buy	3	83.45	Aggressive
2024-04-26T09:52:53.76	SIM:CLM4	Buy	3	83.45	Aggressive
2024-04-26T09:52:53.761	SIM:CLM4	Buy	3	83.45	Aggressive
2024-04-26T09:53:09.928	SIM:CLM4	Buy	2	83.45	Aggressive
2024-04-26T09:53:09.929	SIM:CLM4	Buy	3	83.45	Aggressive
2024-04-26T09:53:09.958	SIM:CLM4	Buy	6	83.45	Aggressive
2024-04-26T09:53:09.961	SIM:CLM4	Buy	1	83.45	Aggressive
2024-04-26T09:53:27.87	SIM:CLM4	Buy	2	83.55	Passive
2024-04-26T09:53:27.871	SIM:CLM4	Buy	2	83.55	Passive
2024-04-26T09:53:27.873	SIM:CLM4	Buy	2	83.55	Passive
2024-04-26T09:53:27.874	SIM:CLM4	Buy	2	83.55	Passive
2024-04-26T09:53:27.875	SIM:CLM4	Buy	1	83.55	Passive
2024-04-26T09:53:27.881	SIM:CLM4	Buy	2	83.55	Passive
2024-04-26T09:53:41.909	SIM:CLM4	Buy	4	83.54	Aggressive
2024-04-26T09:53:41.91	SIM:CLM4	Buy	7	83.54	Aggressive
2024-04-26T09:53:41.911	SIM:CLM4	Buy	1	83.54	Aggressive
2024-04-26T09:53:58.973	SIM:CLM4	Buy	4	83.54	Aggressive
2024-04-26T09:53:58.974	SIM:CLM4	Buy	5	83.54	Aggressive
2024-04-26T09:53:58.975	SIM:CLM4	Buy	2	83.54	Aggressive
2024-04-26T09:54:09.484	SIM:CLM4	Buy	2	83.53	Passive
2024-04-26T09:54:09.485	SIM:CLM4	Buy	2	83.53	Passive
2024-04-26T09:54:09.486	SIM:CLM4	Buy	4	83.53	Passive
2024-04-26T09:54:09.487	SIM:CLM4	Buy	3	83.53	Passive
2024-04-26T09:54:23.464	SIM:CLM4	Buy	1	83.51	Aggressive
2024-04-26T09:54:23.465	SIM:CLM4	Buy	1	83.51	Aggressive
2024-04-26T09:54:23.466	SIM:CLM4	Buy	1	83.51	Aggressive
2024-04-26T09:54:23.467	SIM:CLM4	Buy	1	83.51	Aggressive
2024-04-26T09:54:23.499	SIM:CLM4	Buy	1	83.51	Aggressive
2024-04-26T09:54:23.557	SIM:CLM4	Buy	1	83.51	Aggressive
2024-04-26T09:54:23.567	SIM:CLM4	Buy	1	83.51	Aggressive
2024-04-26T09:54:23.591	SIM:CLM4	Buy	2	83.51	Aggressive
2024-04-26T09:54:23.592	SIM:CLM4	Buy	1	83.51	Aggressive
2024-04-26T09:54:43.775	SIM:CLM4	Buy	1	83.47	Passive
2024-04-26T09:54:43.776	SIM:CLM4	Buy	1	83.47	Passive
2024-04-26T09:54:43.777	SIM:CLM4	Buy	1	83.47	Passive
2024-04-26T09:54:43.856	SIM:CLM4	Buy	2	83.47	Passive
2024-04-26T09:54:43.857	SIM:CLM4	Buy	4	83.47	Passive
2024-04-26T09:54:43.863	SIM:CLM4	Buy	1	83.47	Passive
2024-04-26T09:54:53.506	SIM:CLM4	Buy	1	83.46	Aggressive
2024-04-26T09:54:53.556	SIM:CLM4	Buy	1	83.46	Aggressive
2024-04-26T09:54:53.557	SIM:CLM4	Buy	5	83.46	Aggressive
2024-04-26T09:54:53.558	SIM:CLM4	Buy	5	83.46	Aggressive
2024-04-26T09:55:12.394	SIM:CLM4	Buy	1	83.48	Aggressive
2024-04-26T09:55:12.395	SIM:CLM4	Buy	2	83.48	Aggressive
2024-04-26T09:55:12.396	SIM:CLM4	Buy	2	83.48	Aggressive
2024-04-26T09:55:12.397	SIM:CLM4	Buy	2	83.48	Aggressive
2024-04-26T09:55:12.399	SIM:CLM4	Buy	2	83.48	Aggressive
2024-04-26T09:55:12.4	SIM:CLM4	Buy	2	83.48	Aggressive
2024-04-26T09:55:12.401	SIM:CLM4	Buy	2	83.48	Aggressive
2024-04-26T09:55:12.457	SIM:CLM4	Buy	1	83.48	Aggressive
2024-04-26T09:55:23.99	SIM:CLM4	Buy	2	83.47	Passive
2024-04-26T09:55:23.991	SIM:CLM4	Buy	4	83.47	Passive
2024-04-26T09:55:23.992	SIM:CLM4	Buy	6	83.47	Passive
2024-04-26T09:55:23.993	SIM:CLM4	Buy	1	83.47	Passive
2024-04-26T09:55:40.86	SIM:CLM4	Buy	3	83.45	Aggressive
2024-04-26T09:55:40.861	SIM:CLM4	Buy	3	83.45	Aggressive
2024-04-26T09:55:40.862	SIM:CLM4	Buy	3	83.45	Aggressive
2024-04-26T09:55:41.659	SIM:CLM4	Buy	4	83.45	Aggressive
2024-04-26T09:55:55.503	SIM:CLM4	Buy	1	83.47	Passive
2024-04-26T09:55:55.505	SIM:CLM4	Buy	1	83.47	Passive
2024-04-26T09:55:55.888	SIM:CLM4	Buy	1	83.47	Passive
2024-04-26T09:55:55.889	SIM:CLM4	Buy	1	83.47	Passive
2024-04-26T09:55:55.89	SIM:CLM4	Buy	1	83.47	Passive
2024-04-26T09:55:55.893	SIM:CLM4	Buy	1	83.47	Passive
2024-04-26T09:55:55.894	SIM:CLM4	Buy	2	83.47	Passive
2024-04-26T09:55:55.895	SIM:CLM4	Buy	2	83.47	Passive
2024-04-26T09:55:55.956	SIM:CLM4	Buy	2	83.47	Passive
2024-04-26T09:56:08.461	SIM:CLM4	Buy	3	83.48	Aggressive
2024-04-26T09:56:08.463	SIM:CLM4	Buy	3	83.48	Aggressive
2024-04-26T09:56:08.464	SIM:CLM4	Buy	3	83.48	Aggressive
2024-04-26T09:56:08.465	SIM:CLM4	Buy	3	83.48	Aggressive
2024-04-26T09:56:24.897	SIM:CLM4	Buy	1	83.51	Aggressive
2024-04-26T09:56:24.898	SIM:CLM4	Buy	2	83.51	Aggressive
2024-04-26T09:56:24.899	SIM:CLM4	Buy	2	83.51	Aggressive
2024-04-26T09:56:24.9	SIM:CLM4	Buy	2	83.51	Aggressive
2024-04-26T09:56:24.901	SIM:CLM4	Buy	2	83.51	Aggressive
2024-04-26T09:56:24.92	SIM:CLM4	Buy	3	83.51	Aggressive
2024-04-26T09:56:40.262	SIM:CLM4	Buy	1	83.58	Passive
2024-04-26T09:56:40.263	SIM:CLM4	Buy	7	83.58	Passive
2024-04-26T09:56:40.264	SIM:CLM4	Buy	4	83.58	Passive
2024-04-26T09:56:56.407	SIM:CLM4	Buy	1	83.65	Aggressive
2024-04-26T09:56:56.408	SIM:CLM4	Buy	1	83.65	Aggressive
2024-04-26T09:56:56.409	SIM:CLM4	Buy	1	83.65	Aggressive
2024-04-26T09:56:56.41	SIM:CLM4	Buy	1	83.65	Aggressive
2024-04-26T09:56:56.411	SIM:CLM4	Buy	2	83.65	Aggressive
2024-04-26T09:56:56.413	SIM:CLM4	Buy	2	83.65	Aggressive
2024-04-26T09:56:56.414	SIM:CLM4	Buy	2	83.65	Aggressive
2024-04-26T09:56:56.415	SIM:CLM4	Buy	2	83.65	Aggressive
2024-04-26T09:57:08.666	SIM:CLM4	Buy	4	83.65	Aggressive
2024-04-26T09:57:08.667	SIM:CLM4	Buy	4	83.65	Aggressive
2024-04-26T09:57:08.67	SIM:CLM4	Buy	2	83.65	Aggressive
2024-04-26T09:57:12.058	SIM:CLM4	Buy	1	83.69	Passive
2024-04-26T09:57:23.257	SIM:CLM4	Buy	9	83.68	Aggressive
2024-04-26T09:57:23.257	SIM:CLM4	Buy	2	83.69	Passive

Date - Time

04/26/2024 - 09:45

CQG Symbol

CLE

Exchange Symbol

SIM:CLM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

83.4637

Average Total

83.47

VWAP Slippage

0.0015

Arrival Price

83.5650

Destination Price

83.4750

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-26T09:34:57.758	SIM:CLM4	Buy	1	83.56	Aggressive
2024-04-26T09:34:57.76	SIM:CLM4	Buy	4	83.56	Aggressive
2024-04-26T09:34:57.761	SIM:CLM4	Buy	8	83.56	Aggressive
2024-04-26T09:35:09.933	SIM:CLM4	Buy	1	83.58	Passive
2024-04-26T09:35:09.934	SIM:CLM4	Buy	1	83.58	Passive
2024-04-26T09:35:09.935	SIM:CLM4	Buy	2	83.58	Passive
2024-04-26T09:35:10.701	SIM:CLM4	Buy	1	83.58	Passive
2024-04-26T09:35:10.702	SIM:CLM4	Buy	2	83.58	Passive
2024-04-26T09:35:10.703	SIM:CLM4	Buy	2	83.58	Passive
2024-04-26T09:35:10.704	SIM:CLM4	Buy	3	83.58	Passive
2024-04-26T09:35:10.705	SIM:CLM4	Buy	1	83.58	Passive
2024-04-26T09:35:24.299	SIM:CLM4	Buy	1	83.55	Passive
2024-04-26T09:35:24.3	SIM:CLM4	Buy	2	83.55	Passive
2024-04-26T09:35:24.301	SIM:CLM4	Buy	3	83.55	Passive
2024-04-26T09:35:24.356	SIM:CLM4	Buy	5	83.55	Passive
2024-04-26T09:35:24.357	SIM:CLM4	Buy	2	83.55	Passive
2024-04-26T09:35:39.381	SIM:CLM4	Buy	2	83.55	Passive
2024-04-26T09:35:39.382	SIM:CLM4	Buy	2	83.55	Passive
2024-04-26T09:35:39.383	SIM:CLM4	Buy	2	83.55	Passive
2024-04-26T09:35:39.386	SIM:CLM4	Buy	2	83.55	Passive
2024-04-26T09:35:39.391	SIM:CLM4	Buy	1	83.55	Passive
2024-04-26T09:35:39.461	SIM:CLM4	Buy	2	83.55	Passive
2024-04-26T09:35:39.66	SIM:CLM4	Buy	2	83.55	Passive
2024-04-26T09:35:56.757	SIM:CLM4	Buy	1	83.55	Passive
2024-04-26T09:35:56.758	SIM:CLM4	Buy	1	83.55	Passive
2024-04-26T09:35:56.761	SIM:CLM4	Buy	1	83.55	Passive
2024-04-26T09:35:56.762	SIM:CLM4	Buy	1	83.55	Passive
2024-04-26T09:35:56.763	SIM:CLM4	Buy	1	83.55	Passive
2024-04-26T09:35:56.764	SIM:CLM4	Buy	2	83.55	Passive
2024-04-26T09:35:56.766	SIM:CLM4	Buy	2	83.55	Passive
2024-04-26T09:35:56.768	SIM:CLM4	Buy	5	83.55	Passive
2024-04-26T09:36:14.257	SIM:CLM4	Buy	2	83.53	Passive
2024-04-26T09:36:14.258	SIM:CLM4	Buy	3	83.53	Passive
2024-04-26T09:36:14.259	SIM:CLM4	Buy	3	83.53	Passive
2024-04-26T09:36:14.271	SIM:CLM4	Buy	3	83.53	Passive
2024-04-26T09:36:20.862	SIM:CLM4	Buy	4	83.56	Aggressive
2024-04-26T09:36:27.079	SIM:CLM4	Buy	1	83.53	Passive
2024-04-26T09:36:27.08	SIM:CLM4	Buy	1	83.53	Passive
2024-04-26T09:36:27.082	SIM:CLM4	Buy	1	83.53	Passive
2024-04-26T09:36:27.107	SIM:CLM4	Buy	1	83.53	Passive
2024-04-26T09:36:30.161	SIM:CLM4	Buy	1	83.54	Aggressive
2024-04-26T09:36:30.477	SIM:CLM4	Buy	1	83.54	Aggressive
2024-04-26T09:36:30.478	SIM:CLM4	Buy	1	83.54	Aggressive
2024-04-26T09:36:31.099	SIM:CLM4	Buy	2	83.54	Aggressive
2024-04-26T09:36:31.1	SIM:CLM4	Buy	4	83.54	Aggressive
2024-04-26T09:36:31.101	SIM:CLM4	Buy	2	83.54	Aggressive
2024-04-26T09:36:39.66	SIM:CLM4	Buy	4	83.53	Passive
2024-04-26T09:36:39.661	SIM:CLM4	Buy	4	83.53	Passive
2024-04-26T09:36:39.663	SIM:CLM4	Buy	3	83.53	Passive
2024-04-26T09:36:39.665	SIM:CLM4	Buy	3	83.53	Passive
2024-04-26T09:36:39.677	SIM:CLM4	Buy	1	83.53	Passive
2024-04-26T09:36:54.856	SIM:CLM4	Buy	2	83.51	Aggressive
2024-04-26T09:36:54.857	SIM:CLM4	Buy	2	83.51	Aggressive
2024-04-26T09:36:54.859	SIM:CLM4	Buy	2	83.51	Aggressive
2024-04-26T09:36:54.962	SIM:CLM4	Buy	2	83.51	Aggressive
2024-04-26T09:36:54.999	SIM:CLM4	Buy	2	83.51	Aggressive
2024-04-26T09:36:55.001	SIM:CLM4	Buy	1	83.51	Aggressive
2024-04-26T09:36:56.257	SIM:CLM4	Buy	2	83.51	Aggressive
2024-04-26T09:36:56.694	SIM:CLM4	Buy	1	83.51	Aggressive
2024-04-26T09:37:10.674	SIM:CLM4	Buy	2	83.46	Aggressive
2024-04-26T09:37:10.675	SIM:CLM4	Buy	2	83.46	Aggressive
2024-04-26T09:37:10.676	SIM:CLM4	Buy	2	83.46	Aggressive
2024-04-26T09:37:10.709	SIM:CLM4	Buy	3	83.46	Aggressive
2024-04-26T09:37:10.715	SIM:CLM4	Buy	3	83.46	Aggressive
2024-04-26T09:37:10.716	SIM:CLM4	Buy	2	83.46	Aggressive
2024-04-26T09:37:24.316	SIM:CLM4	Buy	1	83.5	Passive
2024-04-26T09:37:24.317	SIM:CLM4	Buy	1	83.5	Passive
2024-04-26T09:37:24.358	SIM:CLM4	Buy	3	83.5	Passive
2024-04-26T09:37:24.379	SIM:CLM4	Buy	3	83.5	Passive
2024-04-26T09:37:24.39	SIM:CLM4	Buy	3	83.5	Passive
2024-04-26T09:37:24.402	SIM:CLM4	Buy	2	83.5	Passive
2024-04-26T09:37:39.957	SIM:CLM4	Buy	1	83.48	Aggressive
2024-04-26T09:37:39.958	SIM:CLM4	Buy	1	83.48	Aggressive
2024-04-26T09:37:39.959	SIM:CLM4	Buy	1	83.48	Aggressive
2024-04-26T09:37:40.116	SIM:CLM4	Buy	1	83.48	Aggressive
2024-04-26T09:37:40.121	SIM:CLM4	Buy	1	83.48	Aggressive
2024-04-26T09:37:40.157	SIM:CLM4	Buy	4	83.48	Aggressive
2024-04-26T09:37:40.159	SIM:CLM4	Buy	5	83.48	Aggressive
2024-04-26T09:37:59.159	SIM:CLM4	Buy	5	83.43	Aggressive
2024-04-26T09:37:59.161	SIM:CLM4	Buy	6	83.43	Aggressive
2024-04-26T09:38:00.259	SIM:CLM4	Buy	1	83.43	Aggressive
2024-04-26T09:38:12.217	SIM:CLM4	Buy	5	83.43	Aggressive
2024-04-26T09:38:12.219	SIM:CLM4	Buy	2	83.43	Aggressive
2024-04-26T09:38:13.416	SIM:CLM4	Buy	2	83.43	Aggressive
2024-04-26T09:38:13.417	SIM:CLM4	Buy	3	83.43	Aggressive
2024-04-26T09:38:26.26	SIM:CLM4	Buy	5	83.41	Passive
2024-04-26T09:38:26.261	SIM:CLM4	Buy	5	83.41	Passive
2024-04-26T09:38:26.262	SIM:CLM4	Buy	2	83.41	Passive
2024-04-26T09:38:39.659	SIM:CLM4	Buy	1	83.38	Passive
2024-04-26T09:38:39.66	SIM:CLM4	Buy	1	83.38	Passive
2024-04-26T09:38:39.661	SIM:CLM4	Buy	1	83.38	Passive
2024-04-26T09:38:40.757	SIM:CLM4	Buy	1	83.38	Passive
2024-04-26T09:38:40.758	SIM:CLM4	Buy	2	83.38	Passive
2024-04-26T09:38:40.759	SIM:CLM4	Buy	1	83.38	Passive
2024-04-26T09:38:40.762	SIM:CLM4	Buy	1	83.38	Passive
2024-04-26T09:38:40.765	SIM:CLM4	Buy	1	83.38	Passive
2024-04-26T09:38:40.774	SIM:CLM4	Buy	1	83.38	Passive
2024-04-26T09:38:40.776	SIM:CLM4	Buy	1	83.38	Passive
2024-04-26T09:38:40.782	SIM:CLM4	Buy	1	83.38	Passive
2024-04-26T09:38:55.757	SIM:CLM4	Buy	1	83.38	Passive
2024-04-26T09:38:56.081	SIM:CLM4	Buy	3	83.4	Aggressive
2024-04-26T09:38:56.082	SIM:CLM4	Buy	3	83.4	Aggressive
2024-04-26T09:38:56.083	SIM:CLM4	Buy	4	83.4	Aggressive
2024-04-26T09:38:56.084	SIM:CLM4	Buy	1	83.4	Aggressive
2024-04-26T09:39:09.76	SIM:CLM4	Buy	2	83.41	Passive
2024-04-26T09:39:09.766	SIM:CLM4	Buy	2	83.41	Passive
2024-04-26T09:39:09.777	SIM:CLM4	Buy	2	83.41	Passive
2024-04-26T09:39:09.787	SIM:CLM4	Buy	2	83.41	Passive
2024-04-26T09:39:09.793	SIM:CLM4	Buy	3	83.41	Passive
2024-04-26T09:39:09.807	SIM:CLM4	Buy	2	83.41	Passive
2024-04-26T09:39:26.212	SIM:CLM4	Buy	3	83.4	Aggressive
2024-04-26T09:39:26.213	SIM:CLM4	Buy	3	83.4	Aggressive
2024-04-26T09:39:26.214	SIM:CLM4	Buy	3	83.4	Aggressive
2024-04-26T09:39:26.215	SIM:CLM4	Buy	3	83.4	Aggressive
2024-04-26T09:39:39.77	SIM:CLM4	Buy	1	83.41	Passive
2024-04-26T09:39:39.771	SIM:CLM4	Buy	1	83.41	Passive
2024-04-26T09:39:39.773	SIM:CLM4	Buy	1	83.41	Passive
2024-04-26T09:39:40.378	SIM:CLM4	Buy	2	83.41	Passive
2024-04-26T09:39:40.379	SIM:CLM4	Buy	2	83.41	Passive
2024-04-26T09:39:40.38	SIM:CLM4	Buy	2	83.41	Passive
2024-04-26T09:39:41.402	SIM:CLM4	Buy	4	83.41	Passive
2024-04-26T09:39:57.66	SIM:CLM4	Buy	2	83.42	Passive
2024-04-26T09:39:57.662	SIM:CLM4	Buy	4	83.42	Passive
2024-04-26T09:39:57.674	SIM:CLM4	Buy	5	83.42	Passive
2024-04-26T09:39:57.679	SIM:CLM4	Buy	2	83.42	Passive
2024-04-26T09:40:09.305	SIM:CLM4	Buy	1	83.43	Aggressive
2024-04-26T09:40:09.306	SIM:CLM4	Buy	1	83.43	Aggressive
2024-04-26T09:40:09.307	SIM:CLM4	Buy	1	83.43	Aggressive
2024-04-26T09:40:09.308	SIM:CLM4	Buy	1	83.43	Aggressive
2024-04-26T09:40:10.357	SIM:CLM4	Buy	1	83.43	Aggressive
2024-04-26T09:40:10.358	SIM:CLM4	Buy	1	83.43	Aggressive
2024-04-26T09:40:10.369	SIM:CLM4	Buy	1	83.43	Aggressive
2024-04-26T09:40:10.37	SIM:CLM4	Buy	1	83.43	Aggressive
2024-04-26T09:40:10.371	SIM:CLM4	Buy	1	83.43	Aggressive
2024-04-26T09:40:10.372	SIM:CLM4	Buy	2	83.43	Aggressive
2024-04-26T09:40:10.373	SIM:CLM4	Buy	2	83.43	Aggressive
2024-04-26T09:40:10.377	SIM:CLM4	Buy	1	83.43	Aggressive
2024-04-26T09:40:24.996	SIM:CLM4	Buy	2	83.42	Passive
2024-04-26T09:40:24.997	SIM:CLM4	Buy	2	83.42	Passive
2024-04-26T09:40:24.998	SIM:CLM4	Buy	2	83.42	Passive
2024-04-26T09:40:24.999	SIM:CLM4	Buy	3	83.42	Passive
2024-04-26T09:40:25	SIM:CLM4	Buy	3	83.42	Passive
2024-04-26T09:40:25.002	SIM:CLM4	Buy	2	83.42	Passive
2024-04-26T09:40:39.876	SIM:CLM4	Buy	2	83.4	Aggressive
2024-04-26T09:40:39.877	SIM:CLM4	Buy	8	83.4	Aggressive
2024-04-26T09:40:39.879	SIM:CLM4	Buy	4	83.4	Aggressive
2024-04-26T09:40:58.871	SIM:CLM4	Buy	1	83.43	Aggressive
2024-04-26T09:40:58.872	SIM:CLM4	Buy	2	83.43	Aggressive
2024-04-26T09:40:58.873	SIM:CLM4	Buy	8	83.43	Aggressive
2024-04-26T09:40:58.874	SIM:CLM4	Buy	1	83.43	Aggressive
2024-04-26T09:41:11.162	SIM:CLM4	Buy	5	83.4	Aggressive
2024-04-26T09:41:11.164	SIM:CLM4	Buy	5	83.4	Aggressive
2024-04-26T09:41:11.165	SIM:CLM4	Buy	1	83.4	Aggressive
2024-04-26T09:41:24.962	SIM:CLM4	Buy	1	83.43	Aggressive
2024-04-26T09:41:24.974	SIM:CLM4	Buy	1	83.43	Aggressive
2024-04-26T09:41:24.975	SIM:CLM4	Buy	1	83.43	Aggressive
2024-04-26T09:41:24.983	SIM:CLM4	Buy	1	83.43	Aggressive
2024-04-26T09:41:24.993	SIM:CLM4	Buy	2	83.43	Aggressive
2024-04-26T09:41:24.994	SIM:CLM4	Buy	2	83.43	Aggressive
2024-04-26T09:41:25.003	SIM:CLM4	Buy	2	83.43	Aggressive
2024-04-26T09:41:25.074	SIM:CLM4	Buy	1	83.43	Aggressive
2024-04-26T09:41:41.66	SIM:CLM4	Buy	1	83.43	Aggressive
2024-04-26T09:41:41.661	SIM:CLM4	Buy	1	83.43	Aggressive
2024-04-26T09:41:41.662	SIM:CLM4	Buy	2	83.43	Aggressive
2024-04-26T09:41:41.663	SIM:CLM4	Buy	3	83.43	Aggressive
2024-04-26T09:41:41.664	SIM:CLM4	Buy	3	83.43	Aggressive
2024-04-26T09:41:41.665	SIM:CLM4	Buy	1	83.43	Aggressive
2024-04-26T09:41:56.157	SIM:CLM4	Buy	7	83.42	Passive
2024-04-26T09:41:56.158	SIM:CLM4	Buy	4	83.42	Passive
2024-04-26T09:42:15.558	SIM:CLM4	Buy	3	83.39	Passive
2024-04-26T09:42:15.559	SIM:CLM4	Buy	5	83.39	Passive
2024-04-26T09:42:15.56	SIM:CLM4	Buy	3	83.39	Passive
2024-04-26T09:42:25.518	SIM:CLM4	Buy	1	83.41	Passive
2024-04-26T09:42:25.519	SIM:CLM4	Buy	1	83.41	Passive
2024-04-26T09:42:25.52	SIM:CLM4	Buy	2	83.41	Passive
2024-04-26T09:42:25.521	SIM:CLM4	Buy	2	83.41	Passive
2024-04-26T09:42:25.558	SIM:CLM4	Buy	3	83.41	Passive
2024-04-26T09:42:25.561	SIM:CLM4	Buy	2	83.41	Passive
2024-04-26T09:42:41.698	SIM:CLM4	Buy	1	83.44	Passive
2024-04-26T09:42:41.699	SIM:CLM4	Buy	1	83.44	Passive
2024-04-26T09:42:41.7	SIM:CLM4	Buy	1	83.44	Passive
2024-04-26T09:42:41.702	SIM:CLM4	Buy	3	83.44	Passive
2024-04-26T09:42:41.703	SIM:CLM4	Buy	4	83.44	Passive
2024-04-26T09:42:41.704	SIM:CLM4	Buy	1	83.44	Passive
2024-04-26T09:42:55.229	SIM:CLM4	Buy	1	83.42	Passive
2024-04-26T09:42:55.23	SIM:CLM4	Buy	1	83.42	Passive
2024-04-26T09:42:55.256	SIM:CLM4	Buy	1	83.42	Passive
2024-04-26T09:42:56.459	SIM:CLM4	Buy	1	83.42	Passive
2024-04-26T09:42:56.46	SIM:CLM4	Buy	2	83.42	Passive
2024-04-26T09:42:56.464	SIM:CLM4	Buy	1	83.42	Passive
2024-04-26T09:42:56.499	SIM:CLM4	Buy	2	83.42	Passive
2024-04-26T09:42:56.5	SIM:CLM4	Buy	2	83.42	Passive
2024-04-26T09:43:10.016	SIM:CLM4	Buy	1	83.44	Passive
2024-04-26T09:43:10.018	SIM:CLM4	Buy	2	83.44	Passive
2024-04-26T09:43:10.02	SIM:CLM4	Buy	3	83.44	Passive
2024-04-26T09:43:10.021	SIM:CLM4	Buy	5	83.44	Passive
2024-04-26T09:43:10.022	SIM:CLM4	Buy	2	83.44	Passive
2024-04-26T09:43:25.562	SIM:CLM4	Buy	1	83.47	Passive
2024-04-26T09:43:25.564	SIM:CLM4	Buy	1	83.47	Passive
2024-04-26T09:43:25.565	SIM:CLM4	Buy	1	83.47	Passive
2024-04-26T09:43:25.567	SIM:CLM4	Buy	1	83.47	Passive
2024-04-26T09:43:25.575	SIM:CLM4	Buy	1	83.47	Passive
2024-04-26T09:43:25.577	SIM:CLM4	Buy	1	83.47	Passive
2024-04-26T09:43:25.587	SIM:CLM4	Buy	1	83.47	Passive
2024-04-26T09:43:26.461	SIM:CLM4	Buy	3	83.47	Passive
2024-04-26T09:43:26.463	SIM:CLM4	Buy	2	83.47	Passive
2024-04-26T09:43:47.958	SIM:CLM4	Buy	13	83.51	Aggressive
2024-04-26T09:43:58.858	SIM:CLM4	Buy	11	83.49	Passive
2024-04-26T09:44:10.358	SIM:CLM4	Buy	1	83.53	Passive
2024-04-26T09:44:10.359	SIM:CLM4	Buy	3	83.53	Passive
2024-04-26T09:44:10.36	SIM:CLM4	Buy	4	83.53	Passive
2024-04-26T09:44:10.361	SIM:CLM4	Buy	2	83.53	Passive
2024-04-26T09:44:27.363	SIM:CLM4	Buy	1	83.53	Aggressive
2024-04-26T09:44:27.366	SIM:CLM4	Buy	3	83.53	Passive
2024-04-26T09:44:27.367	SIM:CLM4	Buy	3	83.53	Passive
2024-04-26T09:44:27.368	SIM:CLM4	Buy	4	83.53	Passive
2024-04-26T09:44:39.257	SIM:CLM4	Buy	11	83.5	Passive

Date - Time

04/26/2024 - 09:22

CQG Symbol

TYA

Exchange Symbol

SIM:ZNM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

107.6620

Average Total

107.68

VWAP Slippage

0.0144

Arrival Price

107.6641

Destination Price

107.7109

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-26T09:13:04.358	SIM:ZNM4	Buy	11	107.671875	Passive
2024-04-26T09:13:19.314	SIM:ZNM4	Buy	13	107.671875	Passive
2024-04-26T09:13:34.316	SIM:ZNM4	Buy	14	107.6875	Passive
2024-04-26T09:13:49.357	SIM:ZNM4	Buy	14	107.6875	Passive
2024-04-26T09:14:04.315	SIM:ZNM4	Buy	13	107.6875	Passive
2024-04-26T09:14:18.814	SIM:ZNM4	Buy	14	107.671875	Passive
2024-04-26T09:14:29.263	SIM:ZNM4	Buy	13	107.671875	Aggressive
2024-04-26T09:14:35.06	SIM:ZNM4	Buy	14	107.671875	Passive
2024-04-26T09:14:50.957	SIM:ZNM4	Buy	14	107.671875	Passive
2024-04-26T09:15:19.32	SIM:ZNM4	Buy	13	107.6875	Passive
2024-04-26T09:15:26.873	SIM:ZNM4	Buy	12	107.671875	Aggressive
2024-04-26T09:15:36.257	SIM:ZNM4	Buy	13	107.640625	Passive
2024-04-26T09:16:04.368	SIM:ZNM4	Buy	12	107.65625	Passive
2024-04-26T09:16:07.397	SIM:ZNM4	Buy	11	107.640625	Passive
2024-04-26T09:16:34.158	SIM:ZNM4	Buy	10	107.640625	Passive
2024-04-26T09:16:37.095	SIM:ZNM4	Buy	11	107.640625	Passive
2024-04-26T09:17:04.368	SIM:ZNM4	Buy	10	107.65625	Passive
2024-04-26T09:17:19.357	SIM:ZNM4	Buy	10	107.65625	Passive
2024-04-26T09:17:28.86	SIM:ZNM4	Buy	11	107.671875	Passive
2024-04-26T09:17:36.062	SIM:ZNM4	Buy	10	107.65625	Passive
2024-04-26T09:17:52.423	SIM:ZNM4	Buy	4	107.65625	Passive
2024-04-26T09:17:52.424	SIM:ZNM4	Buy	8	107.65625	Passive
2024-04-26T09:18:19.357	SIM:ZNM4	Buy	16	107.671875	Passive
2024-04-26T09:18:25.263	SIM:ZNM4	Buy	16	107.65625	Passive
2024-04-26T09:18:39.458	SIM:ZNM4	Buy	1	107.65625	Passive
2024-04-26T09:18:49.357	SIM:ZNM4	Buy	15	107.671875	Passive
2024-04-26T09:18:50.205	SIM:ZNM4	Buy	15	107.65625	Passive
2024-04-26T09:19:13.03	SIM:ZNM4	Buy	11	107.65625	Passive
2024-04-26T09:19:19.758	SIM:ZNM4	Buy	12	107.65625	Passive
2024-04-26T09:19:49.356	SIM:ZNM4	Buy	11	107.65625	Passive
2024-04-26T09:20:04.317	SIM:ZNM4	Buy	12	107.671875	Passive
2024-04-26T09:20:19.37	SIM:ZNM4	Buy	14	107.6875	Passive
2024-04-26T09:20:34.364	SIM:ZNM4	Buy	14	107.703125	Passive
2024-04-26T09:20:49.521	SIM:ZNM4	Buy	14	107.703125	Passive
2024-04-26T09:21:04.368	SIM:ZNM4	Buy	14	107.703125	Passive
2024-04-26T09:21:19.368	SIM:ZNM4	Buy	14	107.703125	Passive
2024-04-26T09:21:34.367	SIM:ZNM4	Buy	14	107.703125	Passive
2024-04-26T09:21:49.37	SIM:ZNM4	Buy	14	107.71875	Passive
2024-04-26T09:22:04.359	SIM:ZNM4	Buy	13	107.71875	Passive
2024-04-26T09:22:09.599	SIM:ZNM4	Buy	8	107.703125	Passive
2024-04-26T09:22:34.36	SIM:ZNM4	Buy	8	107.71875	Passive
2024-04-26T09:22:34.36	SIM:ZNM4	Buy	9	107.71875	Passive

Date - Time

04/26/2024 - 09:12

CQG Symbol

ZCE

Exchange Symbol

SIM:ZCN4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

451.0751

Average Total

451.00

VWAP Slippage

0.0711

Arrival Price

451.6250

Destination Price

451.6250

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-26T09:02:17.069	SIM:ZCN4	Sell	14	451.5	Passive
2024-04-26T09:02:32.057	SIM:ZCN4	Sell	15	451.5	Passive
2024-04-26T09:02:47.057	SIM:ZCN4	Sell	14	451.5	Passive
2024-04-26T09:03:02.068	SIM:ZCN4	Sell	14	451.5	Passive
2024-04-26T09:03:17.074	SIM:ZCN4	Sell	12	451.25	Passive
2024-04-26T09:03:18.778	SIM:ZCN4	Sell	3	451.25	Passive
2024-04-26T09:03:18.779	SIM:ZCN4	Sell	8	451.25	Passive
2024-04-26T09:03:47.029	SIM:ZCN4	Sell	11	451	Passive
2024-04-26T09:04:02.062	SIM:ZCN4	Sell	11	451	Passive
2024-04-26T09:04:03.9	SIM:ZCN4	Sell	12	451.25	Passive
2024-04-26T09:04:03.901	SIM:ZCN4	Sell	2	451.25	Passive
2024-04-26T09:04:32.059	SIM:ZCN4	Sell	14	451	Passive
2024-04-26T09:04:47.067	SIM:ZCN4	Sell	14	451	Passive
2024-04-26T09:04:59.865	SIM:ZCN4	Sell	13	451	Passive
2024-04-26T09:05:17.028	SIM:ZCN4	Sell	12	450.5	Passive
2024-04-26T09:05:32.079	SIM:ZCN4	Sell	12	450.5	Passive
2024-04-26T09:05:47.068	SIM:ZCN4	Sell	12	450.5	Passive
2024-04-26T09:06:02.07	SIM:ZCN4	Sell	12	450.5	Passive
2024-04-26T09:06:17.026	SIM:ZCN4	Sell	11	450.5	Passive
2024-04-26T09:06:32.059	SIM:ZCN4	Sell	11	450.25	Passive
2024-04-26T09:06:38.061	SIM:ZCN4	Sell	11	450.5	Passive
2024-04-26T09:06:57.457	SIM:ZCN4	Sell	11	450.5	Passive
2024-04-26T09:07:08.704	SIM:ZCN4	Sell	14	450.5	Passive
2024-04-26T09:07:26.763	SIM:ZCN4	Sell	3	450.75	Passive
2024-04-26T09:07:26.764	SIM:ZCN4	Sell	11	450.75	Passive
2024-04-26T09:07:47.069	SIM:ZCN4	Sell	14	450.75	Passive
2024-04-26T09:08:02.061	SIM:ZCN4	Sell	13	450.75	Passive
2024-04-26T09:08:17.057	SIM:ZCN4	Sell	11	450.75	Passive
2024-04-26T09:08:32.056	SIM:ZCN4	Sell	10	450.75	Passive
2024-04-26T09:08:46.187	SIM:ZCN4	Sell	5	451	Passive
2024-04-26T09:08:46.188	SIM:ZCN4	Sell	6	451	Passive
2024-04-26T09:08:53.416	SIM:ZCN4	Sell	3	451	Passive
2024-04-26T09:08:53.418	SIM:ZCN4	Sell	3	451	Passive
2024-04-26T09:08:53.419	SIM:ZCN4	Sell	2	451	Passive
2024-04-26T09:08:53.42	SIM:ZCN4	Sell	2	451	Passive
2024-04-26T09:09:17.058	SIM:ZCN4	Sell	13	450.75	Passive
2024-04-26T09:09:32.06	SIM:ZCN4	Sell	13	450.75	Passive
2024-04-26T09:09:47.068	SIM:ZCN4	Sell	12	450.75	Passive
2024-04-26T09:09:49.596	SIM:ZCN4	Sell	10	451	Passive
2024-04-26T09:09:49.597	SIM:ZCN4	Sell	3	451	Passive
2024-04-26T09:10:17.07	SIM:ZCN4	Sell	13	451.25	Passive
2024-04-26T09:10:32.069	SIM:ZCN4	Sell	13	451.25	Passive
2024-04-26T09:10:39.557	SIM:ZCN4	Sell	5	451.5	Passive
2024-04-26T09:10:39.558	SIM:ZCN4	Sell	8	451.5	Passive
2024-04-26T09:11:02.058	SIM:ZCN4	Sell	13	451.5	Passive
2024-04-26T09:11:17.058	SIM:ZCN4	Sell	12	451.5	Passive
2024-04-26T09:11:32.069	SIM:ZCN4	Sell	13	451.5	Passive
2024-04-26T09:11:47.059	SIM:ZCN4	Sell	13	451.5	Passive
2024-04-26T09:11:47.059	SIM:ZCN4	Sell	13	451.5	Passive

Date - Time

04/26/2024 - 09:02

CQG Symbol

ZCE

Exchange Symbol

SIM:ZCN4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

451.9123

Average Total

452.01

VWAP Slippage

0.1007

Arrival Price

452.3750

Destination Price

451.6250

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-26T08:51:55.572	SIM:ZCN4	Buy	13	452.25	Passive
2024-04-26T08:52:03.077	SIM:ZCN4	Buy	6	452.25	Passive
2024-04-26T08:52:03.078	SIM:ZCN4	Buy	10	452.25	Passive
2024-04-26T08:52:30.792	SIM:ZCN4	Buy	16	452.25	Passive
2024-04-26T08:52:31.302	SIM:ZCN4	Buy	16	452	Passive
2024-04-26T08:52:51.396	SIM:ZCN4	Buy	3	452	Passive
2024-04-26T08:52:51.397	SIM:ZCN4	Buy	2	452	Passive
2024-04-26T08:52:51.405	SIM:ZCN4	Buy	1	452	Passive
2024-04-26T08:52:51.457	SIM:ZCN4	Buy	2	452	Passive
2024-04-26T08:52:51.557	SIM:ZCN4	Buy	2	452	Passive
2024-04-26T08:52:51.565	SIM:ZCN4	Buy	6	452	Passive
2024-04-26T08:53:15.805	SIM:ZCN4	Buy	16	452.25	Passive
2024-04-26T08:53:18.861	SIM:ZCN4	Buy	6	452	Passive
2024-04-26T08:53:20.559	SIM:ZCN4	Buy	6	452	Passive
2024-04-26T08:53:20.861	SIM:ZCN4	Buy	2	452	Passive
2024-04-26T08:53:20.862	SIM:ZCN4	Buy	2	452	Passive
2024-04-26T08:53:45.802	SIM:ZCN4	Buy	16	452.25	Passive
2024-04-26T08:54:00.809	SIM:ZCN4	Buy	16	452.25	Passive
2024-04-26T08:54:15.8	SIM:ZCN4	Buy	12	452.25	Passive
2024-04-26T08:54:18.187	SIM:ZCN4	Buy	13	452	Passive
2024-04-26T08:54:39.895	SIM:ZCN4	Buy	1	452	Passive
2024-04-26T08:54:39.899	SIM:ZCN4	Buy	7	452	Passive
2024-04-26T08:54:41.957	SIM:ZCN4	Buy	4	452	Passive
2024-04-26T08:55:00.803	SIM:ZCN4	Buy	12	452	Passive
2024-04-26T08:55:15.803	SIM:ZCN4	Buy	10	452	Passive
2024-04-26T08:55:18.657	SIM:ZCN4	Buy	10	452	Passive
2024-04-26T08:55:45.8	SIM:ZCN4	Buy	10	452	Passive
2024-04-26T08:56:00.801	SIM:ZCN4	Buy	9	452.25	Passive
2024-04-26T08:56:15.529	SIM:ZCN4	Buy	9	452	Passive
2024-04-26T08:56:15.53	SIM:ZCN4	Buy	4	452	Passive
2024-04-26T08:56:21.186	SIM:ZCN4	Buy	9	452	Passive
2024-04-26T08:56:21.187	SIM:ZCN4	Buy	3	452	Passive
2024-04-26T08:56:45.797	SIM:ZCN4	Buy	13	452.25	Passive
2024-04-26T08:56:54.964	SIM:ZCN4	Buy	12	452	Passive
2024-04-26T08:57:01.774	SIM:ZCN4	Buy	9	452	Passive
2024-04-26T08:57:01.775	SIM:ZCN4	Buy	3	452	Passive
2024-04-26T08:57:30.807	SIM:ZCN4	Buy	12	452.25	Passive
2024-04-26T08:57:45.802	SIM:ZCN4	Buy	12	452.25	Passive
2024-04-26T08:58:00.804	SIM:ZCN4	Buy	13	452.25	Passive
2024-04-26T08:58:15.805	SIM:ZCN4	Buy	8	452.25	Passive
2024-04-26T08:58:16.475	SIM:ZCN4	Buy	8	452	Passive
2024-04-26T08:58:44.959	SIM:ZCN4	Buy	8	452	Passive
2024-04-26T08:59:00.8	SIM:ZCN4	Buy	8	452	Passive
2024-04-26T08:59:15.805	SIM:ZCN4	Buy	9	452	Passive
2024-04-26T08:59:22.358	SIM:ZCN4	Buy	8	451.75	Passive
2024-04-26T08:59:38.404	SIM:ZCN4	Buy	2	451.75	Passive
2024-04-26T08:59:38.405	SIM:ZCN4	Buy	6	451.75	Passive
2024-04-26T09:00:00.803	SIM:ZCN4	Buy	9	451.75	Passive
2024-04-26T09:00:03.31	SIM:ZCN4	Buy	12	451.75	Passive
2024-04-26T09:00:03.311	SIM:ZCN4	Buy	4	451.75	Passive
2024-04-26T09:00:30.811	SIM:ZCN4	Buy	16	451.75	Passive
2024-04-26T09:00:31.387	SIM:ZCN4	Buy	8	451.5	Aggressive
2024-04-26T09:00:31.389	SIM:ZCN4	Buy	2	451.5	Passive
2024-04-26T09:00:31.39	SIM:ZCN4	Buy	5	451.5	Passive
2024-04-26T09:00:46.458	SIM:ZCN4	Buy	16	451.75	Passive
2024-04-26T09:01:15.803	SIM:ZCN4	Buy	14	451.75	Passive
2024-04-26T09:01:30.797	SIM:ZCN4	Buy	15	451.75	Passive
2024-04-26T09:01:30.797	SIM:ZCN4	Buy	14	451.75	Passive

Date - Time

04/26/2024 - 08:51

CQG Symbol

ENQ

Exchange Symbol

SIM:NQM4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

17739.8186

Average Total

17736.81

VWAP Slippage

3.0096

Arrival Price

17,728.5000

Destination Price

17,778.7500

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-26T08:40:58.463	SIM:NQM4	Sell	4	17728	Passive
2024-04-26T08:40:58.464	SIM:NQM4	Sell	3	17728	Passive
2024-04-26T08:40:58.465	SIM:NQM4	Sell	3	17728	Passive
2024-04-26T08:40:58.474	SIM:NQM4	Sell	3	17728	Passive
2024-04-26T08:40:58.476	SIM:NQM4	Sell	1	17728.25	Aggressive
2024-04-26T08:41:12.892	SIM:NQM4	Sell	2	17724	Passive
2024-04-26T08:41:12.893	SIM:NQM4	Sell	2	17724	Passive
2024-04-26T08:41:12.904	SIM:NQM4	Sell	2	17724	Passive
2024-04-26T08:41:13.173	SIM:NQM4	Sell	2	17723.75	Passive
2024-04-26T08:41:13.178	SIM:NQM4	Sell	2	17723.75	Passive
2024-04-26T08:41:13.181	SIM:NQM4	Sell	2	17723.75	Passive
2024-04-26T08:41:13.183	SIM:NQM4	Sell	1	17723.75	Passive
2024-04-26T08:41:27.957	SIM:NQM4	Sell	3	17726	Passive
2024-04-26T08:41:27.959	SIM:NQM4	Sell	2	17726	Passive
2024-04-26T08:41:27.962	SIM:NQM4	Sell	1	17726.25	Aggressive
2024-04-26T08:41:27.962	SIM:NQM4	Sell	6	17726	Passive
2024-04-26T08:41:27.963	SIM:NQM4	Sell	2	17726	Passive
2024-04-26T08:41:42.958	SIM:NQM4	Sell	3	17726.75	Passive
2024-04-26T08:41:42.961	SIM:NQM4	Sell	4	17726.75	Passive
2024-04-26T08:41:42.962	SIM:NQM4	Sell	3	17726.75	Passive
2024-04-26T08:41:42.966	SIM:NQM4	Sell	2	17727	Aggressive
2024-04-26T08:41:42.966	SIM:NQM4	Sell	2	17726.75	Passive
2024-04-26T08:41:58.079	SIM:NQM4	Sell	2	17716.5	Passive
2024-04-26T08:41:58.081	SIM:NQM4	Sell	3	17716.5	Passive
2024-04-26T08:41:58.091	SIM:NQM4	Sell	3	17716.5	Passive
2024-04-26T08:41:58.094	SIM:NQM4	Sell	3	17716.5	Passive
2024-04-26T08:41:58.095	SIM:NQM4	Sell	1	17716.5	Passive
2024-04-26T08:42:12.958	SIM:NQM4	Sell	3	17722	Aggressive
2024-04-26T08:42:12.958	SIM:NQM4	Sell	5	17721.75	Aggressive
2024-04-26T08:42:12.958	SIM:NQM4	Sell	5	17721.5	Aggressive
2024-04-26T08:42:27.892	SIM:NQM4	Sell	2	17725.25	Passive
2024-04-26T08:42:27.9	SIM:NQM4	Sell	1	17725.5	Aggressive
2024-04-26T08:42:27.9	SIM:NQM4	Sell	5	17725.25	Passive
2024-04-26T08:42:27.901	SIM:NQM4	Sell	4	17725.25	Passive
2024-04-26T08:42:43.068	SIM:NQM4	Sell	2	17724.25	Passive
2024-04-26T08:42:43.094	SIM:NQM4	Sell	2	17724.25	Passive
2024-04-26T08:42:43.106	SIM:NQM4	Sell	3	17724.25	Passive
2024-04-26T08:42:43.384	SIM:NQM4	Sell	3	17724	Passive
2024-04-26T08:42:43.385	SIM:NQM4	Sell	2	17724	Passive
2024-04-26T08:42:57.898	SIM:NQM4	Sell	3	17716	Passive
2024-04-26T08:42:57.899	SIM:NQM4	Sell	4	17716	Passive
2024-04-26T08:42:57.905	SIM:NQM4	Sell	4	17716	Passive
2024-04-26T08:42:57.906	SIM:NQM4	Sell	1	17716.25	Aggressive
2024-04-26T08:43:12.892	SIM:NQM4	Sell	4	17728.25	Passive
2024-04-26T08:43:12.894	SIM:NQM4	Sell	5	17728.25	Passive
2024-04-26T08:43:12.898	SIM:NQM4	Sell	3	17728.25	Passive
2024-04-26T08:43:28.084	SIM:NQM4	Sell	2	17720.25	Passive
2024-04-26T08:43:28.085	SIM:NQM4	Sell	3	17720.25	Passive
2024-04-26T08:43:28.167	SIM:NQM4	Sell	4	17720.25	Passive
2024-04-26T08:43:28.168	SIM:NQM4	Sell	1	17720.25	Passive
2024-04-26T08:43:28.371	SIM:NQM4	Sell	1	17720.25	Passive
2024-04-26T08:43:28.372	SIM:NQM4	Sell	1	17720.25	Passive
2024-04-26T08:43:42.959	SIM:NQM4	Sell	2	17725.75	Passive
2024-04-26T08:43:42.96	SIM:NQM4	Sell	2	17725.75	Passive
2024-04-26T08:43:42.964	SIM:NQM4	Sell	2	17725.75	Passive
2024-04-26T08:43:42.978	SIM:NQM4	Sell	2	17725.75	Passive
2024-04-26T08:43:42.986	SIM:NQM4	Sell	3	17725.75	Passive
2024-04-26T08:43:42.987	SIM:NQM4	Sell	1	17725.75	Passive
2024-04-26T08:43:57.957	SIM:NQM4	Sell	3	17720.25	Passive
2024-04-26T08:43:57.961	SIM:NQM4	Sell	3	17720.25	Passive
2024-04-26T08:43:57.962	SIM:NQM4	Sell	3	17720.25	Passive
2024-04-26T08:43:57.963	SIM:NQM4	Sell	1	17720.25	Passive
2024-04-26T08:43:57.964	SIM:NQM4	Sell	1	17720.25	Passive
2024-04-26T08:43:57.967	SIM:NQM4	Sell	1	17720.25	Passive
2024-04-26T08:44:13.061	SIM:NQM4	Sell	2	17720.25	Passive
2024-04-26T08:44:13.064	SIM:NQM4	Sell	2	17720.25	Passive
2024-04-26T08:44:13.07	SIM:NQM4	Sell	3	17720.25	Passive
2024-04-26T08:44:13.071	SIM:NQM4	Sell	3	17720.25	Passive
2024-04-26T08:44:13.081	SIM:NQM4	Sell	1	17720.25	Passive
2024-04-26T08:44:27.922	SIM:NQM4	Sell	4	17736.5	Passive
2024-04-26T08:44:27.923	SIM:NQM4	Sell	4	17736.5	Passive
2024-04-26T08:44:27.958	SIM:NQM4	Sell	3	17736.5	Passive
2024-04-26T08:44:43.091	SIM:NQM4	Sell	2	17730.75	Passive
2024-04-26T08:44:43.092	SIM:NQM4	Sell	3	17730.75	Passive
2024-04-26T08:44:43.097	SIM:NQM4	Sell	3	17730.75	Passive
2024-04-26T08:44:43.161	SIM:NQM4	Sell	3	17731	Aggressive
2024-04-26T08:44:58.009	SIM:NQM4	Sell	9	17734	Passive
2024-04-26T08:44:58.061	SIM:NQM4	Sell	5	17733	Passive
2024-04-26T08:45:12.871	SIM:NQM4	Sell	2	17741.5	Passive
2024-04-26T08:45:12.873	SIM:NQM4	Sell	3	17741.75	Aggressive
2024-04-26T08:45:12.873	SIM:NQM4	Sell	8	17741.5	Passive
2024-04-26T08:45:12.874	SIM:NQM4	Sell	1	17741.75	Aggressive
2024-04-26T08:45:27.897	SIM:NQM4	Sell	1	17741.75	Passive
2024-04-26T08:45:27.898	SIM:NQM4	Sell	2	17741.75	Passive
2024-04-26T08:45:27.9	SIM:NQM4	Sell	2	17741.75	Passive
2024-04-26T08:45:27.905	SIM:NQM4	Sell	2	17741.75	Passive
2024-04-26T08:45:28.082	SIM:NQM4	Sell	3	17741	Passive
2024-04-26T08:45:28.084	SIM:NQM4	Sell	3	17741	Passive
2024-04-26T08:45:28.086	SIM:NQM4	Sell	1	17741.25	Aggressive
2024-04-26T08:45:42.975	SIM:NQM4	Sell	1	17735.25	Passive
2024-04-26T08:45:43.057	SIM:NQM4	Sell	2	17735.75	Aggressive
2024-04-26T08:45:43.057	SIM:NQM4	Sell	5	17735.5	Aggressive
2024-04-26T08:45:43.057	SIM:NQM4	Sell	6	17735.25	Passive
2024-04-26T08:45:57.96	SIM:NQM4	Sell	2	17740.5	Passive
2024-04-26T08:45:57.964	SIM:NQM4	Sell	1	17740.5	Passive
2024-04-26T08:45:57.983	SIM:NQM4	Sell	2	17740.5	Passive
2024-04-26T08:45:57.984	SIM:NQM4	Sell	2	17740.5	Passive
2024-04-26T08:45:57.988	SIM:NQM4	Sell	2	17740.5	Passive
2024-04-26T08:45:57.99	SIM:NQM4	Sell	2	17740.5	Passive
2024-04-26T08:45:58.063	SIM:NQM4	Sell	2	17740.25	Passive
2024-04-26T08:46:12.985	SIM:NQM4	Sell	2	17735.5	Passive
2024-04-26T08:46:12.986	SIM:NQM4	Sell	1	17735.5	Passive
2024-04-26T08:46:12.991	SIM:NQM4	Sell	1	17735.5	Passive
2024-04-26T08:46:12.994	SIM:NQM4	Sell	1	17735.5	Passive
2024-04-26T08:46:12.995	SIM:NQM4	Sell	2	17735.5	Passive
2024-04-26T08:46:12.998	SIM:NQM4	Sell	1	17735.5	Passive
2024-04-26T08:46:13.095	SIM:NQM4	Sell	2	17735.5	Passive
2024-04-26T08:46:13.097	SIM:NQM4	Sell	3	17735.5	Passive
2024-04-26T08:46:28.087	SIM:NQM4	Sell	2	17733.5	Passive
2024-04-26T08:46:28.202	SIM:NQM4	Sell	1	17733.25	Passive
2024-04-26T08:46:28.257	SIM:NQM4	Sell	4	17733.5	Aggressive
2024-04-26T08:46:28.258	SIM:NQM4	Sell	6	17733.25	Passive
2024-04-26T08:46:43.157	SIM:NQM4	Sell	5	17729	Passive
2024-04-26T08:46:43.158	SIM:NQM4	Sell	4	17729	Passive
2024-04-26T08:46:43.162	SIM:NQM4	Sell	2	17729	Passive
2024-04-26T08:46:43.17	SIM:NQM4	Sell	2	17729	Passive
2024-04-26T08:46:58.065	SIM:NQM4	Sell	3	17736.25	Passive
2024-04-26T08:46:58.07	SIM:NQM4	Sell	3	17736.25	Passive
2024-04-26T08:46:58.162	SIM:NQM4	Sell	3	17736.25	Passive
2024-04-26T08:46:58.195	SIM:NQM4	Sell	1	17736.5	Aggressive
2024-04-26T08:46:58.195	SIM:NQM4	Sell	2	17736.25	Passive
2024-04-26T08:47:13.287	SIM:NQM4	Sell	4	17740.5	Passive
2024-04-26T08:47:13.288	SIM:NQM4	Sell	4	17740.5	Passive
2024-04-26T08:47:13.289	SIM:NQM4	Sell	3	17740.5	Passive
2024-04-26T08:47:13.293	SIM:NQM4	Sell	1	17740.5	Passive
2024-04-26T08:47:27.909	SIM:NQM4	Sell	1	17743.25	Passive
2024-04-26T08:47:27.961	SIM:NQM4	Sell	4	17743.5	Aggressive
2024-04-26T08:47:27.961	SIM:NQM4	Sell	6	17743.25	Passive
2024-04-26T08:47:28.061	SIM:NQM4	Sell	1	17743.5	Aggressive
2024-04-26T08:47:43.062	SIM:NQM4	Sell	3	17747.5	Passive
2024-04-26T08:47:43.076	SIM:NQM4	Sell	2	17747.5	Passive
2024-04-26T08:47:43.161	SIM:NQM4	Sell	3	17747.5	Passive
2024-04-26T08:47:43.256	SIM:NQM4	Sell	2	17748.25	Aggressive
2024-04-26T08:47:43.256	SIM:NQM4	Sell	2	17748	Aggressive
2024-04-26T08:47:58.08	SIM:NQM4	Sell	3	17747	Passive
2024-04-26T08:47:58.081	SIM:NQM4	Sell	3	17747	Passive
2024-04-26T08:47:58.085	SIM:NQM4	Sell	3	17747	Passive
2024-04-26T08:47:58.087	SIM:NQM4	Sell	3	17747	Passive
2024-04-26T08:47:58.092	SIM:NQM4	Sell	1	17747	Passive
2024-04-26T08:48:13.061	SIM:NQM4	Sell	2	17747	Passive
2024-04-26T08:48:13.073	SIM:NQM4	Sell	1	17747	Passive
2024-04-26T08:48:13.078	SIM:NQM4	Sell	1	17747	Passive
2024-04-26T08:48:13.165	SIM:NQM4	Sell	2	17746.75	Passive
2024-04-26T08:48:13.166	SIM:NQM4	Sell	3	17747	Aggressive
2024-04-26T08:48:13.166	SIM:NQM4	Sell	3	17746.75	Passive
2024-04-26T08:48:27.905	SIM:NQM4	Sell	1	17748.75	Passive
2024-04-26T08:48:27.91	SIM:NQM4	Sell	1	17748.75	Passive
2024-04-26T08:48:27.913	SIM:NQM4	Sell	1	17748.75	Passive
2024-04-26T08:48:27.963	SIM:NQM4	Sell	2	17748.75	Passive
2024-04-26T08:48:28.056	SIM:NQM4	Sell	3	17748.75	Passive
2024-04-26T08:48:28.057	SIM:NQM4	Sell	2	17748.75	Passive
2024-04-26T08:48:28.058	SIM:NQM4	Sell	2	17748.75	Passive
2024-04-26T08:48:42.972	SIM:NQM4	Sell	2	17742	Aggressive
2024-04-26T08:48:42.972	SIM:NQM4	Sell	5	17741.75	Passive
2024-04-26T08:48:42.973	SIM:NQM4	Sell	4	17742	Aggressive
2024-04-26T08:48:42.973	SIM:NQM4	Sell	1	17741.75	Passive
2024-04-26T08:48:57.957	SIM:NQM4	Sell	2	17735	Passive
2024-04-26T08:48:57.958	SIM:NQM4	Sell	2	17735	Passive
2024-04-26T08:48:57.965	SIM:NQM4	Sell	1	17735	Passive
2024-04-26T08:48:57.967	SIM:NQM4	Sell	1	17735	Passive
2024-04-26T08:48:57.97	SIM:NQM4	Sell	1	17735	Passive
2024-04-26T08:48:57.973	SIM:NQM4	Sell	2	17735	Passive
2024-04-26T08:48:57.974	SIM:NQM4	Sell	3	17735	Passive
2024-04-26T08:49:12.889	SIM:NQM4	Sell	1	17743.5	Passive
2024-04-26T08:49:12.89	SIM:NQM4	Sell	3	17743.5	Passive
2024-04-26T08:49:12.891	SIM:NQM4	Sell	1	17743.75	Aggressive
2024-04-26T08:49:12.891	SIM:NQM4	Sell	5	17743.5	Passive
2024-04-26T08:49:12.892	SIM:NQM4	Sell	2	17743.5	Passive
2024-04-26T08:49:27.958	SIM:NQM4	Sell	1	17745.5	Aggressive
2024-04-26T08:49:27.959	SIM:NQM4	Sell	11	17745.25	Passive
2024-04-26T08:49:42.96	SIM:NQM4	Sell	3	17754.25	Aggressive
2024-04-26T08:49:42.96	SIM:NQM4	Sell	4	17754	Aggressive
2024-04-26T08:49:42.96	SIM:NQM4	Sell	5	17753.75	Passive
2024-04-26T08:49:57.989	SIM:NQM4	Sell	1	17758	Passive
2024-04-26T08:49:58.485	SIM:NQM4	Sell	2	17757.25	Passive
2024-04-26T08:49:58.486	SIM:NQM4	Sell	2	17757.5	Aggressive
2024-04-26T08:49:58.486	SIM:NQM4	Sell	5	17757.25	Passive
2024-04-26T08:49:58.488	SIM:NQM4	Sell	2	17757.5	Aggressive
2024-04-26T08:49:58.488	SIM:NQM4	Sell	1	17757.25	Passive
2024-04-26T08:50:12.89	SIM:NQM4	Sell	3	17758	Passive
2024-04-26T08:50:12.891	SIM:NQM4	Sell	2	17758.25	Aggressive
2024-04-26T08:50:12.891	SIM:NQM4	Sell	6	17758	Passive
2024-04-26T08:50:12.893	SIM:NQM4	Sell	1	17758.25	Aggressive
2024-04-26T08:50:27.876	SIM:NQM4	Sell	1	17765.5	Passive
2024-04-26T08:50:27.877	SIM:NQM4	Sell	5	17765.5	Passive
2024-04-26T08:50:27.878	SIM:NQM4	Sell	3	17765.5	Passive
2024-04-26T08:50:27.88	SIM:NQM4	Sell	2	17765.5	Passive
2024-04-26T08:50:27.881	SIM:NQM4	Sell	1	17765.5	Passive
2024-04-26T08:50:42.892	SIM:NQM4	Sell	3	17780	Aggressive
2024-04-26T08:50:42.892	SIM:NQM4	Sell	6	17779.75	Aggressive
2024-04-26T08:50:42.892	SIM:NQM4	Sell	4	17779.5	Passive

Date - Time

04/26/2024 - 08:40

CQG Symbol

ENQ

Exchange Symbol

SIM:NQM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

17717.1048

Average Total

17714.09

VWAP Slippage

-3.0153

Arrival Price

17,693.8750

Destination Price

17,727.2500

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-26T08:30:42.056	SIM:NQM4	Buy	3	17694.5	Passive
2024-04-26T08:30:42.057	SIM:NQM4	Buy	1	17694.25	Aggressive
2024-04-26T08:30:42.057	SIM:NQM4	Buy	4	17694.5	Passive
2024-04-26T08:30:42.067	SIM:NQM4	Buy	1	17693.75	Aggressive
2024-04-26T08:30:42.067	SIM:NQM4	Buy	2	17694	Aggressive
2024-04-26T08:30:42.067	SIM:NQM4	Buy	3	17694.25	Aggressive
2024-04-26T08:30:42.067	SIM:NQM4	Buy	4	17694.5	Passive
2024-04-26T08:30:42.068	SIM:NQM4	Buy	2	17694.25	Aggressive
2024-04-26T08:30:56.371	SIM:NQM4	Buy	1	17692	Passive
2024-04-26T08:30:56.384	SIM:NQM4	Buy	1	17692	Passive
2024-04-26T08:30:56.39	SIM:NQM4	Buy	1	17692	Passive
2024-04-26T08:30:56.463	SIM:NQM4	Buy	2	17692	Passive
2024-04-26T08:30:56.464	SIM:NQM4	Buy	2	17692	Passive
2024-04-26T08:30:56.468	SIM:NQM4	Buy	1	17691.75	Aggressive
2024-04-26T08:30:56.469	SIM:NQM4	Buy	3	17692	Passive
2024-04-26T08:30:56.469	SIM:NQM4	Buy	1	17691.75	Aggressive
2024-04-26T08:30:56.47	SIM:NQM4	Buy	4	17692	Passive
2024-04-26T08:30:56.473	SIM:NQM4	Buy	2	17692	Passive
2024-04-26T08:31:11.462	SIM:NQM4	Buy	3	17686.75	Passive
2024-04-26T08:31:11.464	SIM:NQM4	Buy	2	17686.5	Aggressive
2024-04-26T08:31:11.464	SIM:NQM4	Buy	6	17686.75	Passive
2024-04-26T08:31:11.466	SIM:NQM4	Buy	3	17686.5	Aggressive
2024-04-26T08:31:11.466	SIM:NQM4	Buy	2	17686.75	Passive
2024-04-26T08:31:26.557	SIM:NQM4	Buy	2	17686.75	Passive
2024-04-26T08:31:26.663	SIM:NQM4	Buy	2	17687.75	Passive
2024-04-26T08:31:26.687	SIM:NQM4	Buy	4	17687.75	Passive
2024-04-26T08:31:26.757	SIM:NQM4	Buy	4	17688	Passive
2024-04-26T08:31:26.758	SIM:NQM4	Buy	2	17687.75	Aggressive
2024-04-26T08:31:26.758	SIM:NQM4	Buy	3	17688	Passive
2024-04-26T08:31:41.389	SIM:NQM4	Buy	6	17689	Passive
2024-04-26T08:31:41.39	SIM:NQM4	Buy	1	17688.75	Aggressive
2024-04-26T08:31:41.39	SIM:NQM4	Buy	4	17689	Passive
2024-04-26T08:31:41.391	SIM:NQM4	Buy	4	17689	Passive
2024-04-26T08:31:41.394	SIM:NQM4	Buy	1	17689	Passive
2024-04-26T08:31:56.361	SIM:NQM4	Buy	1	17681.25	Aggressive
2024-04-26T08:31:56.361	SIM:NQM4	Buy	5	17681.5	Aggressive
2024-04-26T08:31:56.361	SIM:NQM4	Buy	4	17681.75	Passive
2024-04-26T08:31:56.362	SIM:NQM4	Buy	3	17681.25	Aggressive
2024-04-26T08:31:56.362	SIM:NQM4	Buy	3	17681.5	Aggressive
2024-04-26T08:32:11.356	SIM:NQM4	Buy	2	17674.75	Passive
2024-04-26T08:32:11.359	SIM:NQM4	Buy	2	17674.75	Passive
2024-04-26T08:32:11.388	SIM:NQM4	Buy	2	17674.75	Passive
2024-04-26T08:32:11.389	SIM:NQM4	Buy	2	17674.75	Passive
2024-04-26T08:32:11.399	SIM:NQM4	Buy	2	17674.75	Passive
2024-04-26T08:32:11.41	SIM:NQM4	Buy	3	17674.75	Passive
2024-04-26T08:32:11.475	SIM:NQM4	Buy	2	17676.75	Passive
2024-04-26T08:32:26.56	SIM:NQM4	Buy	4	17674.75	Passive
2024-04-26T08:32:26.562	SIM:NQM4	Buy	4	17674.75	Passive
2024-04-26T08:32:26.568	SIM:NQM4	Buy	1	17674.75	Passive
2024-04-26T08:32:26.662	SIM:NQM4	Buy	3	17675.25	Aggressive
2024-04-26T08:32:26.662	SIM:NQM4	Buy	3	17675.5	Passive
2024-04-26T08:32:41.395	SIM:NQM4	Buy	1	17677.75	Passive
2024-04-26T08:32:41.396	SIM:NQM4	Buy	1	17677.75	Passive
2024-04-26T08:32:41.397	SIM:NQM4	Buy	1	17677.75	Passive
2024-04-26T08:32:41.398	SIM:NQM4	Buy	2	17677.75	Passive
2024-04-26T08:32:41.402	SIM:NQM4	Buy	2	17677.75	Passive
2024-04-26T08:32:41.403	SIM:NQM4	Buy	2	17677.75	Passive
2024-04-26T08:32:41.405	SIM:NQM4	Buy	2	17677.75	Passive
2024-04-26T08:32:41.457	SIM:NQM4	Buy	3	17677.5	Aggressive
2024-04-26T08:32:41.457	SIM:NQM4	Buy	1	17677.75	Passive
2024-04-26T08:32:56.488	SIM:NQM4	Buy	2	17672	Passive
2024-04-26T08:32:56.494	SIM:NQM4	Buy	2	17672	Passive
2024-04-26T08:32:56.495	SIM:NQM4	Buy	1	17671.75	Aggressive
2024-04-26T08:32:56.495	SIM:NQM4	Buy	3	17672	Passive
2024-04-26T08:32:56.557	SIM:NQM4	Buy	1	17671.75	Aggressive
2024-04-26T08:32:56.557	SIM:NQM4	Buy	4	17672	Passive
2024-04-26T08:33:11.359	SIM:NQM4	Buy	1	17682.5	Passive
2024-04-26T08:33:11.36	SIM:NQM4	Buy	2	17682.5	Passive
2024-04-26T08:33:11.366	SIM:NQM4	Buy	2	17682.5	Passive
2024-04-26T08:33:11.367	SIM:NQM4	Buy	3	17682.5	Passive
2024-04-26T08:33:11.368	SIM:NQM4	Buy	3	17682.5	Passive
2024-04-26T08:33:11.37	SIM:NQM4	Buy	1	17682.5	Passive
2024-04-26T08:33:26.312	SIM:NQM4	Buy	2	17693	Passive
2024-04-26T08:33:26.362	SIM:NQM4	Buy	2	17693.25	Passive
2024-04-26T08:33:26.365	SIM:NQM4	Buy	4	17693.25	Passive
2024-04-26T08:33:26.366	SIM:NQM4	Buy	4	17693.25	Passive
2024-04-26T08:33:41.39	SIM:NQM4	Buy	1	17702.25	Passive
2024-04-26T08:33:41.396	SIM:NQM4	Buy	3	17702.25	Passive
2024-04-26T08:33:41.398	SIM:NQM4	Buy	2	17702.25	Passive
2024-04-26T08:33:41.399	SIM:NQM4	Buy	2	17702.25	Passive
2024-04-26T08:33:41.405	SIM:NQM4	Buy	2	17702.25	Passive
2024-04-26T08:33:41.41	SIM:NQM4	Buy	2	17702.25	Passive
2024-04-26T08:33:56.36	SIM:NQM4	Buy	3	17715.25	Aggressive
2024-04-26T08:33:56.36	SIM:NQM4	Buy	3	17715.5	Passive
2024-04-26T08:33:56.361	SIM:NQM4	Buy	3	17715.25	Aggressive
2024-04-26T08:33:56.361	SIM:NQM4	Buy	3	17715.5	Passive
2024-04-26T08:33:56.362	SIM:NQM4	Buy	1	17715.25	Aggressive
2024-04-26T08:34:11.41	SIM:NQM4	Buy	2	17718.75	Passive
2024-04-26T08:34:11.456	SIM:NQM4	Buy	1	17718.75	Passive
2024-04-26T08:34:11.557	SIM:NQM4	Buy	1	17719.5	Passive
2024-04-26T08:34:11.571	SIM:NQM4	Buy	8	17719.5	Passive
2024-04-26T08:34:26.359	SIM:NQM4	Buy	2	17728.25	Passive
2024-04-26T08:34:26.363	SIM:NQM4	Buy	2	17728.25	Passive
2024-04-26T08:34:26.364	SIM:NQM4	Buy	3	17728.25	Passive
2024-04-26T08:34:26.366	SIM:NQM4	Buy	4	17728.25	Passive
2024-04-26T08:34:26.367	SIM:NQM4	Buy	1	17728.25	Passive
2024-04-26T08:34:41.456	SIM:NQM4	Buy	1	17731.25	Passive
2024-04-26T08:34:41.557	SIM:NQM4	Buy	2	17731.25	Passive
2024-04-26T08:34:41.559	SIM:NQM4	Buy	1	17730.75	Aggressive
2024-04-26T08:34:41.559	SIM:NQM4	Buy	4	17731	Aggressive
2024-04-26T08:34:41.559	SIM:NQM4	Buy	4	17731.25	Passive
2024-04-26T08:34:56.361	SIM:NQM4	Buy	5	17732.25	Aggressive
2024-04-26T08:34:56.361	SIM:NQM4	Buy	8	17732.5	Passive
2024-04-26T08:35:11.556	SIM:NQM4	Buy	2	17732.5	Passive
2024-04-26T08:35:11.583	SIM:NQM4	Buy	1	17732.75	Passive
2024-04-26T08:35:11.584	SIM:NQM4	Buy	3	17732.75	Passive
2024-04-26T08:35:11.591	SIM:NQM4	Buy	3	17732.75	Passive
2024-04-26T08:35:11.656	SIM:NQM4	Buy	4	17732.75	Passive
2024-04-26T08:35:26.373	SIM:NQM4	Buy	2	17731.25	Passive
2024-04-26T08:35:26.376	SIM:NQM4	Buy	1	17731.25	Passive
2024-04-26T08:35:26.379	SIM:NQM4	Buy	1	17731.25	Passive
2024-04-26T08:35:26.382	SIM:NQM4	Buy	1	17731.25	Passive
2024-04-26T08:35:26.462	SIM:NQM4	Buy	3	17731.25	Passive
2024-04-26T08:35:26.465	SIM:NQM4	Buy	4	17731.25	Passive
2024-04-26T08:35:26.468	SIM:NQM4	Buy	1	17730.75	Aggressive
2024-04-26T08:35:41.378	SIM:NQM4	Buy	2	17717.5	Aggressive
2024-04-26T08:35:41.378	SIM:NQM4	Buy	3	17717.75	Passive
2024-04-26T08:35:41.379	SIM:NQM4	Buy	2	17717.5	Aggressive
2024-04-26T08:35:41.379	SIM:NQM4	Buy	4	17717.75	Passive
2024-04-26T08:35:41.382	SIM:NQM4	Buy	2	17717.75	Passive
2024-04-26T08:35:56.398	SIM:NQM4	Buy	3	17733.75	Passive
2024-04-26T08:35:56.399	SIM:NQM4	Buy	2	17733.75	Passive
2024-04-26T08:35:56.405	SIM:NQM4	Buy	2	17733.75	Passive
2024-04-26T08:35:56.412	SIM:NQM4	Buy	2	17733.75	Passive
2024-04-26T08:35:56.456	SIM:NQM4	Buy	1	17733.75	Passive
2024-04-26T08:35:56.463	SIM:NQM4	Buy	1	17733.75	Passive
2024-04-26T08:36:11.358	SIM:NQM4	Buy	3	17733	Passive
2024-04-26T08:36:11.364	SIM:NQM4	Buy	2	17733	Passive
2024-04-26T08:36:11.369	SIM:NQM4	Buy	2	17733	Passive
2024-04-26T08:36:11.381	SIM:NQM4	Buy	3	17733	Passive
2024-04-26T08:36:11.384	SIM:NQM4	Buy	1	17733	Passive
2024-04-26T08:36:26.357	SIM:NQM4	Buy	3	17727.75	Passive
2024-04-26T08:36:26.362	SIM:NQM4	Buy	3	17727.75	Passive
2024-04-26T08:36:26.411	SIM:NQM4	Buy	1	17727.75	Passive
2024-04-26T08:36:26.412	SIM:NQM4	Buy	2	17727.75	Passive
2024-04-26T08:36:26.587	SIM:NQM4	Buy	2	17728	Passive
2024-04-26T08:36:41.401	SIM:NQM4	Buy	2	17728	Passive
2024-04-26T08:36:41.402	SIM:NQM4	Buy	2	17728	Passive
2024-04-26T08:36:41.408	SIM:NQM4	Buy	2	17728	Passive
2024-04-26T08:36:41.465	SIM:NQM4	Buy	4	17728.5	Passive
2024-04-26T08:36:56.379	SIM:NQM4	Buy	1	17719.5	Passive
2024-04-26T08:36:56.517	SIM:NQM4	Buy	7	17720.25	Passive
2024-04-26T08:36:56.556	SIM:NQM4	Buy	2	17720	Aggressive
2024-04-26T08:36:56.557	SIM:NQM4	Buy	1	17720.25	Passive
2024-04-26T08:37:11.464	SIM:NQM4	Buy	1	17725	Passive
2024-04-26T08:37:11.502	SIM:NQM4	Buy	6	17725	Passive
2024-04-26T08:37:11.503	SIM:NQM4	Buy	4	17725	Passive
2024-04-26T08:37:26.357	SIM:NQM4	Buy	2	17728.5	Aggressive
2024-04-26T08:37:26.357	SIM:NQM4	Buy	6	17728.75	Passive
2024-04-26T08:37:26.358	SIM:NQM4	Buy	1	17728.25	Aggressive
2024-04-26T08:37:26.358	SIM:NQM4	Buy	2	17728.5	Aggressive
2024-04-26T08:37:41.357	SIM:NQM4	Buy	3	17725	Aggressive
2024-04-26T08:37:41.357	SIM:NQM4	Buy	4	17725.25	Aggressive
2024-04-26T08:37:41.357	SIM:NQM4	Buy	3	17725.5	Passive
2024-04-26T08:37:56.472	SIM:NQM4	Buy	1	17727	Passive
2024-04-26T08:37:56.473	SIM:NQM4	Buy	3	17727	Passive
2024-04-26T08:37:56.479	SIM:NQM4	Buy	3	17727	Passive
2024-04-26T08:37:56.483	SIM:NQM4	Buy	3	17727	Passive
2024-04-26T08:37:56.485	SIM:NQM4	Buy	1	17727	Passive
2024-04-26T08:38:11.469	SIM:NQM4	Buy	2	17729.5	Passive
2024-04-26T08:38:11.66	SIM:NQM4	Buy	1	17729.75	Aggressive
2024-04-26T08:38:11.66	SIM:NQM4	Buy	5	17730	Passive
2024-04-26T08:38:11.662	SIM:NQM4	Buy	1	17729.75	Aggressive
2024-04-26T08:38:11.662	SIM:NQM4	Buy	1	17730	Passive
2024-04-26T08:38:26.506	SIM:NQM4	Buy	2	17736.25	Passive
2024-04-26T08:38:26.507	SIM:NQM4	Buy	2	17736.25	Passive
2024-04-26T08:38:26.508	SIM:NQM4	Buy	2	17736.25	Passive
2024-04-26T08:38:26.509	SIM:NQM4	Buy	1	17736.25	Passive
2024-04-26T08:38:26.51	SIM:NQM4	Buy	1	17736.25	Passive
2024-04-26T08:38:26.657	SIM:NQM4	Buy	2	17737	Passive
2024-04-26T08:38:26.671	SIM:NQM4	Buy	1	17737	Passive
2024-04-26T08:38:41.581	SIM:NQM4	Buy	1	17736.75	Aggressive
2024-04-26T08:38:41.581	SIM:NQM4	Buy	3	17737	Passive
2024-04-26T08:38:41.582	SIM:NQM4	Buy	1	17736.75	Aggressive
2024-04-26T08:38:41.582	SIM:NQM4	Buy	3	17737	Passive
2024-04-26T08:38:41.587	SIM:NQM4	Buy	1	17736.75	Aggressive
2024-04-26T08:38:41.587	SIM:NQM4	Buy	1	17737	Passive
2024-04-26T08:38:57.257	SIM:NQM4	Buy	3	17740.25	Aggressive
2024-04-26T08:38:57.257	SIM:NQM4	Buy	7	17740.5	Aggressive
2024-04-26T08:38:57.257	SIM:NQM4	Buy	1	17740.75	Aggressive
2024-04-26T08:39:11.356	SIM:NQM4	Buy	4	17749	Passive
2024-04-26T08:39:11.36	SIM:NQM4	Buy	3	17748.75	Aggressive
2024-04-26T08:39:11.36	SIM:NQM4	Buy	3	17749	Passive
2024-04-26T08:39:26.308	SIM:NQM4	Buy	2	17756.75	Aggressive
2024-04-26T08:39:26.308	SIM:NQM4	Buy	5	17757	Passive
2024-04-26T08:39:26.357	SIM:NQM4	Buy	1	17757	Passive
2024-04-26T08:39:26.36	SIM:NQM4	Buy	2	17757	Passive
2024-04-26T08:39:41.46	SIM:NQM4	Buy	2	17754.5	Aggressive
2024-04-26T08:39:41.46	SIM:NQM4	Buy	6	17754.75	Passive
2024-04-26T08:39:41.465	SIM:NQM4	Buy	2	17754.5	Aggressive
2024-04-26T08:39:56.569	SIM:NQM4	Buy	4	17752.75	Passive
2024-04-26T08:39:56.572	SIM:NQM4	Buy	3	17752.75	Passive
2024-04-26T08:39:56.573	SIM:NQM4	Buy	2	17752.75	Passive
2024-04-26T08:39:56.591	SIM:NQM4	Buy	2	17752.75	Passive
2024-04-26T08:40:11.603	SIM:NQM4	Buy	2	17751	Aggressive
2024-04-26T08:40:11.603	SIM:NQM4	Buy	4	17751.25	Passive
2024-04-26T08:40:11.604	SIM:NQM4	Buy	4	17751	Aggressive
2024-04-26T08:40:11.604	SIM:NQM4	Buy	1	17751.25	Passive
2024-04-26T08:40:26.357	SIM:NQM4	Buy	1	17730.5	Aggressive
2024-04-26T08:40:26.357	SIM:NQM4	Buy	5	17730.75	Aggressive
2024-04-26T08:40:26.357	SIM:NQM4	Buy	4	17731	Aggressive
2024-04-26T08:40:26.357	SIM:NQM4	Buy	1	17731.25	Passive

Date - Time

04/26/2024 - 08:23

CQG Symbol

Exchange Symbol

SIM:ESM4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

5115.3659

Average Total

5115.29

VWAP Slippage

0.0794

Arrival Price

5,116.1250

Destination Price

5,115.3750

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-26T08:15:55.096	SIM:ESM4	Sell	12	5116	Passive
2024-04-26T08:16:10.293	SIM:ESM4	Sell	2	5116.25	Passive
2024-04-26T08:16:10.299	SIM:ESM4	Sell	2	5116.25	Passive
2024-04-26T08:16:10.358	SIM:ESM4	Sell	2	5116.25	Passive
2024-04-26T08:16:10.402	SIM:ESM4	Sell	3	5116.25	Passive
2024-04-26T08:16:26.511	SIM:ESM4	Sell	11	5115.25	Passive
2024-04-26T08:16:26.512	SIM:ESM4	Sell	1	5115.25	Passive
2024-04-26T08:16:40.579	SIM:ESM4	Sell	3	5115.75	Passive
2024-04-26T08:16:40.58	SIM:ESM4	Sell	6	5115.75	Passive
2024-04-26T08:16:56.157	SIM:ESM4	Sell	6	5116	Passive
2024-04-26T08:16:56.46	SIM:ESM4	Sell	4	5116	Passive
2024-04-26T08:16:56.66	SIM:ESM4	Sell	4	5116	Passive
2024-04-26T08:17:10.361	SIM:ESM4	Sell	1	5115.25	Passive
2024-04-26T08:17:10.811	SIM:ESM4	Sell	2	5115.25	Passive
2024-04-26T08:17:11.599	SIM:ESM4	Sell	5	5115	Passive
2024-04-26T08:17:11.6	SIM:ESM4	Sell	1	5115	Passive
2024-04-26T08:17:25.26	SIM:ESM4	Sell	9	5115.5	Passive
2024-04-26T08:17:25.261	SIM:ESM4	Sell	7	5115.5	Passive
2024-04-26T08:17:41.208	SIM:ESM4	Sell	3	5116.25	Passive
2024-04-26T08:17:41.209	SIM:ESM4	Sell	7	5116.25	Passive
2024-04-26T08:17:55.362	SIM:ESM4	Sell	2	5116.75	Passive
2024-04-26T08:17:55.364	SIM:ESM4	Sell	10	5116.75	Passive
2024-04-26T08:17:55.365	SIM:ESM4	Sell	5	5116.75	Passive
2024-04-26T08:18:18.92	SIM:ESM4	Sell	8	5115.75	Passive
2024-04-26T08:18:18.921	SIM:ESM4	Sell	3	5115.75	Passive
2024-04-26T08:18:18.922	SIM:ESM4	Sell	4	5115.75	Passive
2024-04-26T08:18:18.923	SIM:ESM4	Sell	3	5115.75	Passive
2024-04-26T08:18:19.06	SIM:ESM4	Sell	1	5115.75	Passive
2024-04-26T08:18:25.656	SIM:ESM4	Sell	5	5115.5	Passive
2024-04-26T08:18:25.68	SIM:ESM4	Sell	6	5115.5	Passive
2024-04-26T08:18:40.459	SIM:ESM4	Sell	13	5115	Passive
2024-04-26T08:18:57.057	SIM:ESM4	Sell	5	5115.75	Passive
2024-04-26T08:18:57.061	SIM:ESM4	Sell	4	5115.75	Passive
2024-04-26T08:19:10.276	SIM:ESM4	Sell	4	5115.5	Passive
2024-04-26T08:19:10.294	SIM:ESM4	Sell	4	5115.5	Passive
2024-04-26T08:19:10.618	SIM:ESM4	Sell	2	5115.5	Passive
2024-04-26T08:19:24.96	SIM:ESM4	Sell	5	5116	Passive
2024-04-26T08:19:24.961	SIM:ESM4	Sell	3	5116	Passive
2024-04-26T08:19:41.192	SIM:ESM4	Sell	3	5116.5	Passive
2024-04-26T08:19:42.29	SIM:ESM4	Sell	5	5116.25	Passive
2024-04-26T08:20:00.158	SIM:ESM4	Sell	5	5114.75	Passive
2024-04-26T08:20:00.291	SIM:ESM4	Sell	5	5114.75	Passive
2024-04-26T08:20:10.223	SIM:ESM4	Sell	5	5115.5	Passive
2024-04-26T08:20:10.225	SIM:ESM4	Sell	4	5115.5	Passive
2024-04-26T08:20:11.06	SIM:ESM4	Sell	1	5115.5	Passive
2024-04-26T08:20:27.205	SIM:ESM4	Sell	5	5115.5	Passive
2024-04-26T08:20:40.987	SIM:ESM4	Sell	15	5114.25	Passive
2024-04-26T08:20:40.989	SIM:ESM4	Sell	7	5114.25	Passive
2024-04-26T08:20:55.8	SIM:ESM4	Sell	11	5114	Passive
2024-04-26T08:20:55.801	SIM:ESM4	Sell	10	5114	Passive
2024-04-26T08:21:10.267	SIM:ESM4	Sell	7	5114.75	Passive
2024-04-26T08:21:10.268	SIM:ESM4	Sell	3	5114.75	Passive
2024-04-26T08:21:25.135	SIM:ESM4	Sell	6	5115.25	Passive
2024-04-26T08:21:25.156	SIM:ESM4	Sell	5	5115.25	Passive
2024-04-26T08:21:40.056	SIM:ESM4	Sell	12	5115	Passive
2024-04-26T08:21:40.061	SIM:ESM4	Sell	7	5115	Passive
2024-04-26T08:21:55.76	SIM:ESM4	Sell	7	5115	Passive
2024-04-26T08:22:10.78	SIM:ESM4	Sell	5	5115.75	Passive
2024-04-26T08:22:26.607	SIM:ESM4	Sell	6	5115.5	Passive
2024-04-26T08:22:26.608	SIM:ESM4	Sell	2	5115.5	Passive
2024-04-26T08:22:28.264	SIM:ESM4	Sell	2	5115.5	Passive
2024-04-26T08:22:39.904	SIM:ESM4	Sell	45	5114.75	Passive
2024-04-26T08:22:39.904	SIM:ESM4	Sell	35	5115.25	Aggressive
2024-04-26T08:22:39.904	SIM:ESM4	Sell	39	5115	Aggressive
2024-04-26T08:22:39.904	SIM:ESM4	Sell	42	5115.5	Aggressive
2024-04-26T08:22:39.904	SIM:ESM4	Sell	5	5115.75	Aggressive
2024-04-26T08:22:39.904	SIM:ESM4	Sell	1	5115.5	Aggressive
2024-04-26T08:22:40.187	SIM:ESM4	Sell	17	5114.75	Passive

Date - Time

04/26/2024 - 08:03

CQG Symbol

Exchange Symbol

SIM:ESM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

5119.7658

Average Total

5121.89

VWAP Slippage

2.1242

Arrival Price

5,117.8750

Destination Price

5,121.6250

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-26T07:57:54.07	SIM:ESM4	Buy	7	5117.75	Aggressive
2024-04-26T07:57:54.07	SIM:ESM4	Buy	5	5118	Passive
2024-04-26T07:58:09.886	SIM:ESM4	Buy	6	5119.25	Passive
2024-04-26T07:58:09.957	SIM:ESM4	Buy	9	5119.25	Passive
2024-04-26T07:58:09.982	SIM:ESM4	Buy	5	5119.25	Passive
2024-04-26T07:58:09.983	SIM:ESM4	Buy	4	5119.25	Passive
2024-04-26T07:58:09.984	SIM:ESM4	Buy	2	5119.25	Passive
2024-04-26T07:58:24.959	SIM:ESM4	Buy	10	5118.5	Passive
2024-04-26T07:58:25.061	SIM:ESM4	Buy	5	5118.5	Passive
2024-04-26T07:58:40.359	SIM:ESM4	Buy	11	5119.25	Passive
2024-04-26T07:58:40.361	SIM:ESM4	Buy	4	5119.25	Passive
2024-04-26T07:58:54.302	SIM:ESM4	Buy	9	5119.25	Passive
2024-04-26T07:58:54.303	SIM:ESM4	Buy	2	5119.25	Passive
2024-04-26T07:59:10.384	SIM:ESM4	Buy	6	5119.5	Passive
2024-04-26T07:59:10.391	SIM:ESM4	Buy	6	5119.5	Passive
2024-04-26T07:59:10.456	SIM:ESM4	Buy	1	5119.5	Passive
2024-04-26T07:59:24.259	SIM:ESM4	Buy	10	5119.5	Passive
2024-04-26T07:59:24.28	SIM:ESM4	Buy	2	5119.5	Passive
2024-04-26T07:59:40.262	SIM:ESM4	Buy	2	5119.75	Passive
2024-04-26T07:59:40.263	SIM:ESM4	Buy	2	5119.75	Passive
2024-04-26T07:59:40.271	SIM:ESM4	Buy	6	5119.75	Passive
2024-04-26T07:59:40.272	SIM:ESM4	Buy	9	5119.75	Passive
2024-04-26T07:59:56.158	SIM:ESM4	Buy	9	5119.25	Passive
2024-04-26T08:00:09.286	SIM:ESM4	Buy	7	5120.75	Passive
2024-04-26T08:00:09.287	SIM:ESM4	Buy	14	5120.75	Passive
2024-04-26T08:00:09.288	SIM:ESM4	Buy	5	5120.75	Passive
2024-04-26T08:00:25.012	SIM:ESM4	Buy	9	5121.75	Passive
2024-04-26T08:00:25.013	SIM:ESM4	Buy	10	5121.75	Passive
2024-04-26T08:00:25.015	SIM:ESM4	Buy	8	5121.75	Passive
2024-04-26T08:00:25.017	SIM:ESM4	Buy	1	5121.75	Passive
2024-04-26T08:00:40.758	SIM:ESM4	Buy	7	5121.75	Passive
2024-04-26T08:00:40.76	SIM:ESM4	Buy	7	5121.75	Passive
2024-04-26T08:00:40.77	SIM:ESM4	Buy	11	5121.75	Passive
2024-04-26T08:00:40.777	SIM:ESM4	Buy	8	5121.75	Passive
2024-04-26T08:00:40.86	SIM:ESM4	Buy	7	5121.75	Passive
2024-04-26T08:00:40.956	SIM:ESM4	Buy	4	5121.75	Passive
2024-04-26T08:00:41.159	SIM:ESM4	Buy	3	5121.75	Passive
2024-04-26T08:00:41.204	SIM:ESM4	Buy	1	5121.75	Passive
2024-04-26T08:00:41.205	SIM:ESM4	Buy	1	5121.75	Passive
2024-04-26T08:00:54.663	SIM:ESM4	Buy	8	5123	Passive
2024-04-26T08:00:54.664	SIM:ESM4	Buy	8	5123	Passive
2024-04-26T08:00:55.388	SIM:ESM4	Buy	2	5123.5	Passive
2024-04-26T08:00:55.389	SIM:ESM4	Buy	4	5123.5	Passive
2024-04-26T08:00:55.557	SIM:ESM4	Buy	6	5123.5	Passive
2024-04-26T08:00:55.568	SIM:ESM4	Buy	6	5123.5	Passive
2024-04-26T08:00:55.701	SIM:ESM4	Buy	2	5123.5	Passive
2024-04-26T08:01:09.418	SIM:ESM4	Buy	6	5123.25	Passive
2024-04-26T08:01:09.419	SIM:ESM4	Buy	10	5123.25	Passive
2024-04-26T08:01:09.425	SIM:ESM4	Buy	10	5123.25	Passive
2024-04-26T08:01:09.456	SIM:ESM4	Buy	2	5123.25	Passive
2024-04-26T08:01:25.19	SIM:ESM4	Buy	4	5123.5	Passive
2024-04-26T08:01:25.191	SIM:ESM4	Buy	5	5123.5	Passive
2024-04-26T08:01:25.2	SIM:ESM4	Buy	4	5123.5	Passive
2024-04-26T08:01:25.204	SIM:ESM4	Buy	8	5123.5	Passive
2024-04-26T08:01:25.205	SIM:ESM4	Buy	4	5123.5	Passive
2024-04-26T08:01:39.164	SIM:ESM4	Buy	7	5123.5	Passive
2024-04-26T08:01:39.165	SIM:ESM4	Buy	8	5123.5	Passive
2024-04-26T08:01:39.174	SIM:ESM4	Buy	7	5123.5	Passive
2024-04-26T08:01:39.175	SIM:ESM4	Buy	1	5123.5	Passive
2024-04-26T08:01:39.397	SIM:ESM4	Buy	2	5123.5	Passive
2024-04-26T08:01:39.398	SIM:ESM4	Buy	3	5123.5	Passive
2024-04-26T08:01:39.4	SIM:ESM4	Buy	3	5123.5	Passive
2024-04-26T08:01:54.856	SIM:ESM4	Buy	5	5123.75	Passive
2024-04-26T08:01:55.098	SIM:ESM4	Buy	2	5123.75	Passive
2024-04-26T08:01:55.157	SIM:ESM4	Buy	2	5123.75	Passive
2024-04-26T08:01:55.16	SIM:ESM4	Buy	10	5123.75	Passive
2024-04-26T08:01:55.161	SIM:ESM4	Buy	5	5123.75	Passive
2024-04-26T08:02:12.358	SIM:ESM4	Buy	8	5124	Passive
2024-04-26T08:02:12.371	SIM:ESM4	Buy	9	5124	Passive
2024-04-26T08:02:12.372	SIM:ESM4	Buy	2	5124	Passive
2024-04-26T08:02:24.161	SIM:ESM4	Buy	5	5123.25	Passive
2024-04-26T08:02:24.181	SIM:ESM4	Buy	5	5123.25	Passive
2024-04-26T08:02:24.256	SIM:ESM4	Buy	3	5123.25	Passive
2024-04-26T08:02:39.385	SIM:ESM4	Buy	5	5123.25	Passive
2024-04-26T08:02:39.386	SIM:ESM4	Buy	4	5123.25	Passive
2024-04-26T08:02:39.387	SIM:ESM4	Buy	6	5123.25	Passive
2024-04-26T08:02:39.388	SIM:ESM4	Buy	6	5123.25	Passive
2024-04-26T08:02:39.393	SIM:ESM4	Buy	6	5123.25	Passive
2024-04-26T08:02:39.394	SIM:ESM4	Buy	6	5123.25	Passive
2024-04-26T08:02:39.462	SIM:ESM4	Buy	8	5123.25	Passive
2024-04-26T08:02:55.194	SIM:ESM4	Buy	3	5122.75	Passive
2024-04-26T08:02:55.195	SIM:ESM4	Buy	3	5122.75	Passive
2024-04-26T08:02:55.209	SIM:ESM4	Buy	4	5122.75	Passive
2024-04-26T08:02:55.21	SIM:ESM4	Buy	3	5122.75	Passive
2024-04-26T08:02:55.288	SIM:ESM4	Buy	1	5122.75	Passive
2024-04-26T08:02:55.458	SIM:ESM4	Buy	4	5122.75	Passive
2024-04-26T08:02:55.46	SIM:ESM4	Buy	4	5122.75	Passive
2024-04-26T08:03:09.261	SIM:ESM4	Buy	9	5123.25	Passive
2024-04-26T08:03:09.357	SIM:ESM4	Buy	3	5123.25	Passive
2024-04-26T08:03:24.409	SIM:ESM4	Buy	4	5124	Passive
2024-04-26T08:03:24.41	SIM:ESM4	Buy	5	5124	Passive
2024-04-26T08:03:24.411	SIM:ESM4	Buy	4	5124	Passive
2024-04-26T08:03:24.416	SIM:ESM4	Buy	1	5124	Passive