VWAP Analytics

CQG Algos

Payup Model: Theo Queue

Date - Time

05/06/2024 - 06:40

CQG Symbol

Exchange Symbol

SIM:ESM4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

5171.9043

Average Total

5171.65

VWAP Slippage

0.2528

Arrival Price

5,171.8750

Destination Price

5,172.1250

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-05-06T06:32:45.377	SIM:ESM4	Sell	11	5171.75	Aggressive
2024-05-06T06:32:45.377	SIM:ESM4	Sell	1	5171.5	Passive
2024-05-06T06:33:15.368	SIM:ESM4	Sell	3	5172	Passive
2024-05-06T06:33:30.362	SIM:ESM4	Sell	1	5172	Passive
2024-05-06T06:34:00.369	SIM:ESM4	Sell	4	5172.25	Passive
2024-05-06T06:34:26.676	SIM:ESM4	Sell	1	5172.25	Passive
2024-05-06T06:34:50.275	SIM:ESM4	Sell	3	5171.75	Passive
2024-05-06T06:35:13.861	SIM:ESM4	Sell	2	5171.5	Passive
2024-05-06T06:35:30.359	SIM:ESM4	Sell	3	5171.25	Passive
2024-05-06T06:36:00.37	SIM:ESM4	Sell	1	5171	Passive
2024-05-06T06:36:12.063	SIM:ESM4	Sell	2	5171.25	Passive
2024-05-06T06:36:30.39	SIM:ESM4	Sell	2	5171.25	Passive
2024-05-06T06:36:51.061	SIM:ESM4	Sell	2	5171.25	Passive
2024-05-06T06:37:15.321	SIM:ESM4	Sell	1	5171.25	Passive
2024-05-06T06:37:33.286	SIM:ESM4	Sell	1	5171.5	Passive
2024-05-06T06:38:00.358	SIM:ESM4	Sell	1	5171.5	Passive
2024-05-06T06:38:15.362	SIM:ESM4	Sell	1	5171.5	Passive
2024-05-06T06:38:30.978	SIM:ESM4	Sell	2	5171.75	Passive
2024-05-06T06:38:52.358	SIM:ESM4	Sell	3	5171.75	Passive
2024-05-06T06:39:03.358	SIM:ESM4	Sell	1	5172	Passive
2024-05-06T06:39:26.767	SIM:ESM4	Sell	5	5172.25	Passive
2024-05-06T06:39:30.362	SIM:ESM4	Sell	11	5172.25	Aggressive
2024-05-06T06:39:30.362	SIM:ESM4	Sell	46	5172	Aggressive
2024-05-06T06:39:30.362	SIM:ESM4	Sell	55	5171.75	Aggressive
2024-05-06T06:39:30.362	SIM:ESM4	Sell	62	5171.5	Aggressive
2024-05-06T06:39:30.362	SIM:ESM4	Sell	59	5171.25	Passive
2024-05-06T06:39:31.861	SIM:ESM4	Sell	11	5172.25	Aggressive
2024-05-06T06:39:31.861	SIM:ESM4	Sell	45	5172	Aggressive
2024-05-06T06:39:31.862	SIM:ESM4	Sell	55	5171.75	Aggressive
2024-05-06T06:39:31.862	SIM:ESM4	Sell	62	5171.5	Aggressive
2024-05-06T06:39:31.862	SIM:ESM4	Sell	43	5171.25	Passive

Date - Time

05/06/2024 - 06:19

CQG Symbol

Exchange Symbol

SIM:ESM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

5171.6138

Average Total

5172.39

VWAP Slippage

0.7782

Arrival Price

5,171.6250

Destination Price

5,171.8750

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-05-06T06:12:12.097	SIM:ESM4	Buy	12	5171.75	Passive
2024-05-06T06:12:42.161	SIM:ESM4	Buy	1	5171.75	Passive
2024-05-06T06:12:56.488	SIM:ESM4	Buy	1	5171.75	Passive
2024-05-06T06:13:10.163	SIM:ESM4	Buy	1	5171.75	Passive
2024-05-06T06:13:23.258	SIM:ESM4	Buy	2	5171.5	Passive
2024-05-06T06:13:39.357	SIM:ESM4	Buy	1	5171.75	Passive
2024-05-06T06:13:50.561	SIM:ESM4	Buy	2	5171.75	Passive
2024-05-06T06:14:03.994	SIM:ESM4	Buy	1	5172	Passive
2024-05-06T06:14:20.063	SIM:ESM4	Buy	3	5171.75	Passive
2024-05-06T06:14:36.658	SIM:ESM4	Buy	1	5172	Passive
2024-05-06T06:14:42.49	SIM:ESM4	Buy	2	5171.75	Passive
2024-05-06T06:14:59.588	SIM:ESM4	Buy	2	5171.75	Passive
2024-05-06T06:15:27.473	SIM:ESM4	Buy	3	5171.75	Passive
2024-05-06T06:15:42.478	SIM:ESM4	Buy	2	5171.75	Passive
2024-05-06T06:15:46.887	SIM:ESM4	Buy	1	5171.75	Passive
2024-05-06T06:15:58.267	SIM:ESM4	Buy	2	5171.5	Passive
2024-05-06T06:16:27.465	SIM:ESM4	Buy	1	5171.5	Passive
2024-05-06T06:16:34.192	SIM:ESM4	Buy	1	5171.25	Passive
2024-05-06T06:16:43.958	SIM:ESM4	Buy	3	5171.25	Passive
2024-05-06T06:16:44.057	SIM:ESM4	Buy	2	5171.25	Passive
2024-05-06T06:17:12.46	SIM:ESM4	Buy	1	5171.25	Passive
2024-05-06T06:17:29.756	SIM:ESM4	Buy	3	5171.25	Passive
2024-05-06T06:17:44.176	SIM:ESM4	Buy	1	5171.5	Passive
2024-05-06T06:17:44.178	SIM:ESM4	Buy	1	5171.5	Passive
2024-05-06T06:17:44.258	SIM:ESM4	Buy	1	5171.5	Passive
2024-05-06T06:18:12.466	SIM:ESM4	Buy	4	5171.5	Passive
2024-05-06T06:18:42.465	SIM:ESM4	Buy	2	5171.5	Passive
2024-05-06T06:18:57.48	SIM:ESM4	Buy	35	5172	Aggressive
2024-05-06T06:18:57.48	SIM:ESM4	Buy	49	5172.25	Aggressive
2024-05-06T06:18:57.48	SIM:ESM4	Buy	60	5172.5	Aggressive
2024-05-06T06:18:57.48	SIM:ESM4	Buy	66	5172.75	Aggressive
2024-05-06T06:18:57.48	SIM:ESM4	Buy	82	5173	Passive
2024-05-06T06:18:58.058	SIM:ESM4	Buy	39	5172	Aggressive
2024-05-06T06:18:58.059	SIM:ESM4	Buy	49	5172.25	Aggressive
2024-05-06T06:18:58.059	SIM:ESM4	Buy	60	5172.5	Aggressive
2024-05-06T06:18:58.059	SIM:ESM4	Buy	3	5172.75	Aggressive

Date - Time

05/06/2024 - 05:58

CQG Symbol

CLE

Exchange Symbol

SIM:CLM4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

78.9753

Average Total

78.97

VWAP Slippage

0.0052

Arrival Price

78.9550

Destination Price

78.9600

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-05-06T05:48:18.987	SIM:CLM4	Sell	1	78.95	Passive
2024-05-06T05:48:24.602	SIM:CLM4	Sell	11	78.94	Passive
2024-05-06T05:48:34.678	SIM:CLM4	Sell	2	78.95	Aggressive
2024-05-06T05:48:38.205	SIM:CLM4	Sell	2	78.95	Aggressive
2024-05-06T05:48:38.206	SIM:CLM4	Sell	2	78.95	Aggressive
2024-05-06T05:48:38.208	SIM:CLM4	Sell	3	78.95	Aggressive
2024-05-06T05:48:38.209	SIM:CLM4	Sell	3	78.95	Aggressive
2024-05-06T05:48:54.587	SIM:CLM4	Sell	10	78.95	Aggressive
2024-05-06T05:48:54.587	SIM:CLM4	Sell	2	78.94	Passive
2024-05-06T05:49:03.774	SIM:CLM4	Sell	1	78.96	Aggressive
2024-05-06T05:49:03.775	SIM:CLM4	Sell	4	78.96	Aggressive
2024-05-06T05:49:03.776	SIM:CLM4	Sell	5	78.96	Aggressive
2024-05-06T05:49:03.778	SIM:CLM4	Sell	2	78.96	Aggressive
2024-05-06T05:49:11.858	SIM:CLM4	Sell	2	78.97	Passive
2024-05-06T05:49:11.86	SIM:CLM4	Sell	1	78.97	Passive
2024-05-06T05:49:11.861	SIM:CLM4	Sell	5	78.97	Passive
2024-05-06T05:49:11.958	SIM:CLM4	Sell	5	78.97	Passive
2024-05-06T05:49:39.586	SIM:CLM4	Sell	5	78.96	Aggressive
2024-05-06T05:49:39.586	SIM:CLM4	Sell	8	78.95	Aggressive
2024-05-06T05:49:54.603	SIM:CLM4	Sell	12	78.96	Aggressive
2024-05-06T05:50:07.29	SIM:CLM4	Sell	2	78.97	Passive
2024-05-06T05:50:07.464	SIM:CLM4	Sell	5	78.97	Passive
2024-05-06T05:50:07.466	SIM:CLM4	Sell	5	78.97	Passive
2024-05-06T05:50:07.557	SIM:CLM4	Sell	2	78.97	Passive
2024-05-06T05:50:13.662	SIM:CLM4	Sell	1	78.97	Passive
2024-05-06T05:50:13.675	SIM:CLM4	Sell	1	78.97	Passive
2024-05-06T05:50:14.363	SIM:CLM4	Sell	7	78.97	Passive
2024-05-06T05:50:14.364	SIM:CLM4	Sell	5	78.97	Passive
2024-05-06T05:50:25.476	SIM:CLM4	Sell	3	78.97	Passive
2024-05-06T05:50:25.477	SIM:CLM4	Sell	3	78.97	Passive
2024-05-06T05:50:25.479	SIM:CLM4	Sell	4	78.97	Passive
2024-05-06T05:50:25.488	SIM:CLM4	Sell	4	78.97	Passive
2024-05-06T05:50:48.959	SIM:CLM4	Sell	3	78.98	Aggressive
2024-05-06T05:50:52.201	SIM:CLM4	Sell	1	78.98	Aggressive
2024-05-06T05:50:54.599	SIM:CLM4	Sell	8	78.97	Aggressive
2024-05-06T05:50:54.599	SIM:CLM4	Sell	1	78.96	Aggressive
2024-05-06T05:51:01.377	SIM:CLM4	Sell	3	78.98	Aggressive
2024-05-06T05:51:01.379	SIM:CLM4	Sell	5	78.98	Aggressive
2024-05-06T05:51:01.38	SIM:CLM4	Sell	5	78.98	Aggressive
2024-05-06T05:51:01.387	SIM:CLM4	Sell	1	78.98	Aggressive
2024-05-06T05:51:24.589	SIM:CLM4	Sell	10	78.98	Aggressive
2024-05-06T05:51:24.589	SIM:CLM4	Sell	3	78.97	Passive
2024-05-06T05:51:39.658	SIM:CLM4	Sell	7	78.98	Aggressive
2024-05-06T05:51:39.658	SIM:CLM4	Sell	5	78.97	Passive
2024-05-06T05:51:54.595	SIM:CLM4	Sell	4	78.97	Aggressive
2024-05-06T05:51:54.595	SIM:CLM4	Sell	9	78.96	Aggressive
2024-05-06T05:51:59.68	SIM:CLM4	Sell	1	78.97	Passive
2024-05-06T05:51:59.681	SIM:CLM4	Sell	2	78.97	Passive
2024-05-06T05:51:59.683	SIM:CLM4	Sell	2	78.97	Passive
2024-05-06T05:51:59.684	SIM:CLM4	Sell	4	78.97	Passive
2024-05-06T05:51:59.685	SIM:CLM4	Sell	5	78.97	Passive
2024-05-06T05:52:20.259	SIM:CLM4	Sell	5	78.97	Passive
2024-05-06T05:52:20.259	SIM:CLM4	Sell	1	78.97	Passive
2024-05-06T05:52:20.259	SIM:CLM4	Sell	1	78.97	Passive
2024-05-06T05:52:20.259	SIM:CLM4	Sell	1	78.97	Passive
2024-05-06T05:52:20.358	SIM:CLM4	Sell	6	78.97	Passive
2024-05-06T05:52:20.365	SIM:CLM4	Sell	1	78.97	Passive
2024-05-06T05:52:35.068	SIM:CLM4	Sell	1	78.99	Passive
2024-05-06T05:52:35.07	SIM:CLM4	Sell	4	78.99	Passive
2024-05-06T05:52:35.071	SIM:CLM4	Sell	4	78.99	Passive
2024-05-06T05:52:35.09	SIM:CLM4	Sell	4	78.99	Passive
2024-05-06T05:52:35.107	SIM:CLM4	Sell	1	78.99	Passive
2024-05-06T05:52:54.596	SIM:CLM4	Sell	12	78.97	Aggressive
2024-05-06T05:52:54.596	SIM:CLM4	Sell	3	78.96	Aggressive
2024-05-06T05:52:59.281	SIM:CLM4	Sell	1	78.98	Passive
2024-05-06T05:53:09.458	SIM:CLM4	Sell	8	78.98	Aggressive
2024-05-06T05:53:09.459	SIM:CLM4	Sell	4	78.98	Aggressive
2024-05-06T05:53:20.563	SIM:CLM4	Sell	5	78.99	Passive
2024-05-06T05:53:20.658	SIM:CLM4	Sell	5	78.99	Passive
2024-05-06T05:53:20.759	SIM:CLM4	Sell	3	78.99	Passive
2024-05-06T05:53:39.592	SIM:CLM4	Sell	5	78.98	Aggressive
2024-05-06T05:53:39.592	SIM:CLM4	Sell	8	78.97	Passive
2024-05-06T05:53:54.603	SIM:CLM4	Sell	6	78.97	Aggressive
2024-05-06T05:53:54.603	SIM:CLM4	Sell	6	78.96	Aggressive
2024-05-06T05:54:01.778	SIM:CLM4	Sell	1	78.97	Passive
2024-05-06T05:54:01.78	SIM:CLM4	Sell	2	78.97	Passive
2024-05-06T05:54:01.781	SIM:CLM4	Sell	2	78.97	Passive
2024-05-06T05:54:01.782	SIM:CLM4	Sell	2	78.97	Passive
2024-05-06T05:54:01.96	SIM:CLM4	Sell	2	78.97	Passive
2024-05-06T05:54:02.057	SIM:CLM4	Sell	2	78.97	Passive
2024-05-06T05:54:02.158	SIM:CLM4	Sell	2	78.97	Passive
2024-05-06T05:54:12.699	SIM:CLM4	Sell	1	78.98	Aggressive
2024-05-06T05:54:24.585	SIM:CLM4	Sell	10	78.97	Passive
2024-05-06T05:54:32.977	SIM:CLM4	Sell	3	78.97	Passive
2024-05-06T05:54:32.979	SIM:CLM4	Sell	6	78.97	Passive
2024-05-06T05:54:32.98	SIM:CLM4	Sell	3	78.97	Passive
2024-05-06T05:54:54.601	SIM:CLM4	Sell	11	78.97	Aggressive
2024-05-06T05:54:54.601	SIM:CLM4	Sell	1	78.96	Aggressive
2024-05-06T05:54:59.325	SIM:CLM4	Sell	1	78.98	Aggressive
2024-05-06T05:54:59.326	SIM:CLM4	Sell	1	78.98	Aggressive
2024-05-06T05:54:59.326	SIM:CLM4	Sell	1	78.98	Aggressive
2024-05-06T05:54:59.326	SIM:CLM4	Sell	1	78.98	Aggressive
2024-05-06T05:55:05.66	SIM:CLM4	Sell	3	78.98	Aggressive
2024-05-06T05:55:05.662	SIM:CLM4	Sell	3	78.98	Aggressive
2024-05-06T05:55:20.495	SIM:CLM4	Sell	3	78.98	Aggressive
2024-05-06T05:55:20.496	SIM:CLM4	Sell	3	78.98	Aggressive
2024-05-06T05:55:20.5	SIM:CLM4	Sell	3	78.98	Aggressive
2024-05-06T05:55:20.513	SIM:CLM4	Sell	1	78.98	Aggressive
2024-05-06T05:55:39.596	SIM:CLM4	Sell	9	78.98	Aggressive
2024-05-06T05:55:54.593	SIM:CLM4	Sell	9	78.98	Aggressive
2024-05-06T05:56:03.464	SIM:CLM4	Sell	1	78.99	Aggressive
2024-05-06T05:56:03.464	SIM:CLM4	Sell	1	78.99	Aggressive
2024-05-06T05:56:03.464	SIM:CLM4	Sell	1	78.99	Aggressive
2024-05-06T05:56:03.465	SIM:CLM4	Sell	1	78.99	Aggressive
2024-05-06T05:56:03.465	SIM:CLM4	Sell	1	78.99	Aggressive
2024-05-06T05:56:03.465	SIM:CLM4	Sell	1	78.99	Aggressive
2024-05-06T05:56:09.586	SIM:CLM4	Sell	5	78.98	Aggressive
2024-05-06T05:56:10.291	SIM:CLM4	Sell	1	78.98	Aggressive
2024-05-06T05:56:10.292	SIM:CLM4	Sell	1	78.98	Aggressive
2024-05-06T05:56:10.292	SIM:CLM4	Sell	1	78.98	Aggressive
2024-05-06T05:56:10.294	SIM:CLM4	Sell	1	78.98	Aggressive
2024-05-06T05:56:10.294	SIM:CLM4	Sell	1	78.98	Aggressive
2024-05-06T05:56:10.297	SIM:CLM4	Sell	4	78.98	Aggressive
2024-05-06T05:56:10.306	SIM:CLM4	Sell	3	78.98	Aggressive
2024-05-06T05:56:34.39	SIM:CLM4	Sell	1	78.99	Aggressive
2024-05-06T05:56:34.399	SIM:CLM4	Sell	2	78.99	Passive
2024-05-06T05:56:34.401	SIM:CLM4	Sell	2	78.99	Passive
2024-05-06T05:56:34.402	SIM:CLM4	Sell	4	78.99	Passive
2024-05-06T05:56:34.409	SIM:CLM4	Sell	1	78.99	Passive
2024-05-06T05:56:34.797	SIM:CLM4	Sell	1	78.99	Aggressive
2024-05-06T05:56:39.585	SIM:CLM4	Sell	1	78.98	Aggressive
2024-05-06T05:56:45.959	SIM:CLM4	Sell	1	78.98	Aggressive
2024-05-06T05:56:48.26	SIM:CLM4	Sell	10	78.98	Aggressive
2024-05-06T05:56:48.261	SIM:CLM4	Sell	2	78.98	Aggressive
2024-05-06T05:57:09.6	SIM:CLM4	Sell	12	78.97	Passive
2024-05-06T05:57:24.587	SIM:CLM4	Sell	8	78.97	Aggressive
2024-05-06T05:57:24.587	SIM:CLM4	Sell	5	78.96	Aggressive
2024-05-06T05:57:29.658	SIM:CLM4	Sell	5	78.97	Aggressive
2024-05-06T05:57:32.36	SIM:CLM4	Sell	2	78.97	Aggressive
2024-05-06T05:57:39.604	SIM:CLM4	Sell	6	78.96	Aggressive
2024-05-06T05:57:54.592	SIM:CLM4	Sell	8	78.96	Aggressive
2024-05-06T05:57:54.592	SIM:CLM4	Sell	5	78.95	Aggressive
2024-05-06T05:57:54.592	SIM:CLM4	Sell	11	78.95	Aggressive
2024-05-06T05:57:55.706	SIM:CLM4	Sell	2	78.96	Aggressive

Date - Time

05/06/2024 - 05:37

CQG Symbol

CLE

Exchange Symbol

SIM:CLM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

78.9139

Average Total

78.92

VWAP Slippage

0.0022

Arrival Price

78.9150

Destination Price

78.9500

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-05-06T05:27:51.206	SIM:CLM4	Buy	4	78.92	Aggressive
2024-05-06T05:27:51.206	SIM:CLM4	Buy	7	78.93	Aggressive
2024-05-06T05:28:02.786	SIM:CLM4	Buy	2	78.93	Aggressive
2024-05-06T05:28:02.789	SIM:CLM4	Buy	4	78.93	Aggressive
2024-05-06T05:28:02.789	SIM:CLM4	Buy	1	78.93	Aggressive
2024-05-06T05:28:02.789	SIM:CLM4	Buy	4	78.93	Aggressive
2024-05-06T05:28:08.659	SIM:CLM4	Buy	4	78.93	Aggressive
2024-05-06T05:28:08.758	SIM:CLM4	Buy	4	78.93	Aggressive
2024-05-06T05:28:08.859	SIM:CLM4	Buy	2	78.93	Aggressive
2024-05-06T05:28:36.257	SIM:CLM4	Buy	5	78.93	Aggressive
2024-05-06T05:28:36.257	SIM:CLM4	Buy	5	78.94	Passive
2024-05-06T05:28:38.759	SIM:CLM4	Buy	2	78.92	Passive
2024-05-06T05:28:39.764	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:28:39.766	SIM:CLM4	Buy	3	78.92	Passive
2024-05-06T05:28:39.767	SIM:CLM4	Buy	3	78.92	Passive
2024-05-06T05:28:39.784	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:29:06.258	SIM:CLM4	Buy	4	78.93	Aggressive
2024-05-06T05:29:06.258	SIM:CLM4	Buy	7	78.94	Passive
2024-05-06T05:29:14.658	SIM:CLM4	Buy	2	78.92	Passive
2024-05-06T05:29:14.659	SIM:CLM4	Buy	2	78.92	Passive
2024-05-06T05:29:14.661	SIM:CLM4	Buy	2	78.92	Passive
2024-05-06T05:29:14.686	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:29:14.687	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:29:14.856	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:29:14.861	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:29:14.959	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:29:15.06	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:29:15.58	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:29:36.258	SIM:CLM4	Buy	10	78.92	Aggressive
2024-05-06T05:29:36.258	SIM:CLM4	Buy	3	78.93	Aggressive
2024-05-06T05:29:51.22	SIM:CLM4	Buy	11	78.92	Aggressive
2024-05-06T05:29:51.22	SIM:CLM4	Buy	2	78.93	Aggressive
2024-05-06T05:30:06.268	SIM:CLM4	Buy	8	78.92	Aggressive
2024-05-06T05:30:06.268	SIM:CLM4	Buy	7	78.93	Aggressive
2024-05-06T05:30:14.668	SIM:CLM4	Buy	3	78.92	Passive
2024-05-06T05:30:14.67	SIM:CLM4	Buy	3	78.92	Passive
2024-05-06T05:30:14.671	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:30:14.672	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:30:14.676	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:30:14.678	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:30:14.782	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:30:15.082	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:30:15.26	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:30:15.471	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:30:15.56	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:30:16.559	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:30:36.259	SIM:CLM4	Buy	4	78.92	Aggressive
2024-05-06T05:30:36.259	SIM:CLM4	Buy	13	78.93	Aggressive
2024-05-06T05:30:40.259	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:30:40.259	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:30:40.259	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:30:43.059	SIM:CLM4	Buy	2	78.92	Passive
2024-05-06T05:30:43.06	SIM:CLM4	Buy	5	78.92	Passive
2024-05-06T05:30:43.062	SIM:CLM4	Buy	4	78.92	Passive
2024-05-06T05:30:51.395	SIM:CLM4	Buy	3	78.93	Aggressive
2024-05-06T05:30:56.258	SIM:CLM4	Buy	1	78.92	Aggressive
2024-05-06T05:30:58.366	SIM:CLM4	Buy	3	78.92	Passive
2024-05-06T05:30:58.368	SIM:CLM4	Buy	3	78.92	Passive
2024-05-06T05:30:58.376	SIM:CLM4	Buy	5	78.92	Passive
2024-05-06T05:30:58.377	SIM:CLM4	Buy	4	78.92	Passive
2024-05-06T05:31:20.758	SIM:CLM4	Buy	2	78.92	Passive
2024-05-06T05:31:20.758	SIM:CLM4	Buy	4	78.92	Passive
2024-05-06T05:31:20.759	SIM:CLM4	Buy	4	78.92	Passive
2024-05-06T05:31:20.759	SIM:CLM4	Buy	4	78.92	Passive
2024-05-06T05:31:30.659	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:31:30.659	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:31:30.659	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:31:30.659	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:31:34.383	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:31:34.387	SIM:CLM4	Buy	4	78.92	Passive
2024-05-06T05:31:34.476	SIM:CLM4	Buy	3	78.92	Passive
2024-05-06T05:31:34.477	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:31:34.48	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:31:51.158	SIM:CLM4	Buy	5	78.92	Passive
2024-05-06T05:31:51.158	SIM:CLM4	Buy	1	78.92	Aggressive
2024-05-06T05:31:51.158	SIM:CLM4	Buy	1	78.92	Aggressive
2024-05-06T05:31:51.177	SIM:CLM4	Buy	8	78.92	Passive
2024-05-06T05:31:54.858	SIM:CLM4	Buy	1	78.91	Passive
2024-05-06T05:31:54.864	SIM:CLM4	Buy	1	78.91	Passive
2024-05-06T05:31:54.865	SIM:CLM4	Buy	2	78.91	Passive
2024-05-06T05:31:54.867	SIM:CLM4	Buy	2	78.91	Passive
2024-05-06T05:31:54.868	SIM:CLM4	Buy	2	78.91	Passive
2024-05-06T05:31:54.875	SIM:CLM4	Buy	5	78.91	Passive
2024-05-06T05:32:20.982	SIM:CLM4	Buy	4	78.92	Passive
2024-05-06T05:32:20.983	SIM:CLM4	Buy	4	78.92	Passive
2024-05-06T05:32:20.984	SIM:CLM4	Buy	3	78.92	Passive
2024-05-06T05:32:30.96	SIM:CLM4	Buy	1	78.92	Aggressive
2024-05-06T05:32:33.966	SIM:CLM4	Buy	2	78.92	Passive
2024-05-06T05:32:33.967	SIM:CLM4	Buy	5	78.92	Passive
2024-05-06T05:32:33.969	SIM:CLM4	Buy	3	78.92	Passive
2024-05-06T05:32:51.259	SIM:CLM4	Buy	10	78.92	Passive
2024-05-06T05:33:06.269	SIM:CLM4	Buy	5	78.92	Aggressive
2024-05-06T05:33:06.269	SIM:CLM4	Buy	7	78.93	Aggressive
2024-05-06T05:33:12.46	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:33:12.86	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:33:12.866	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:33:12.96	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:33:12.986	SIM:CLM4	Buy	1	78.92	Aggressive
2024-05-06T05:33:13.004	SIM:CLM4	Buy	1	78.92	Aggressive
2024-05-06T05:33:13.005	SIM:CLM4	Buy	1	78.92	Aggressive
2024-05-06T05:33:13.005	SIM:CLM4	Buy	1	78.92	Aggressive
2024-05-06T05:33:13.061	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:33:13.158	SIM:CLM4	Buy	2	78.92	Passive
2024-05-06T05:33:13.478	SIM:CLM4	Buy	1	78.92	Passive
2024-05-06T05:33:36.27	SIM:CLM4	Buy	7	78.92	Aggressive
2024-05-06T05:33:36.27	SIM:CLM4	Buy	6	78.93	Aggressive
2024-05-06T05:33:41.171	SIM:CLM4	Buy	1	78.91	Passive
2024-05-06T05:33:41.173	SIM:CLM4	Buy	2	78.91	Passive
2024-05-06T05:33:41.174	SIM:CLM4	Buy	5	78.91	Passive
2024-05-06T05:33:41.175	SIM:CLM4	Buy	4	78.91	Passive
2024-05-06T05:34:06.21	SIM:CLM4	Buy	12	78.91	Passive
2024-05-06T05:34:08.356	SIM:CLM4	Buy	2	78.9	Aggressive
2024-05-06T05:34:08.861	SIM:CLM4	Buy	5	78.9	Aggressive
2024-05-06T05:34:09.16	SIM:CLM4	Buy	3	78.9	Aggressive
2024-05-06T05:34:27.073	SIM:CLM4	Buy	2	78.9	Aggressive
2024-05-06T05:34:27.074	SIM:CLM4	Buy	2	78.9	Aggressive
2024-05-06T05:34:27.116	SIM:CLM4	Buy	2	78.9	Aggressive
2024-05-06T05:34:27.157	SIM:CLM4	Buy	2	78.9	Aggressive
2024-05-06T05:34:27.169	SIM:CLM4	Buy	2	78.9	Aggressive
2024-05-06T05:34:36.789	SIM:CLM4	Buy	3	78.88	Passive
2024-05-06T05:34:36.79	SIM:CLM4	Buy	7	78.88	Passive
2024-05-06T05:34:36.792	SIM:CLM4	Buy	1	78.88	Passive
2024-05-06T05:34:53.67	SIM:CLM4	Buy	2	78.89	Passive
2024-05-06T05:34:54.071	SIM:CLM4	Buy	1	78.89	Passive
2024-05-06T05:34:55.991	SIM:CLM4	Buy	2	78.89	Passive
2024-05-06T05:34:55.993	SIM:CLM4	Buy	2	78.89	Passive
2024-05-06T05:34:57.056	SIM:CLM4	Buy	1	78.89	Passive
2024-05-06T05:34:57.06	SIM:CLM4	Buy	3	78.89	Passive
2024-05-06T05:35:16.457	SIM:CLM4	Buy	3	78.89	Passive
2024-05-06T05:35:16.468	SIM:CLM4	Buy	3	78.89	Passive
2024-05-06T05:35:16.469	SIM:CLM4	Buy	3	78.89	Passive
2024-05-06T05:35:16.471	SIM:CLM4	Buy	3	78.89	Passive
2024-05-06T05:35:16.561	SIM:CLM4	Buy	1	78.89	Passive
2024-05-06T05:35:36.269	SIM:CLM4	Buy	12	78.9	Aggressive
2024-05-06T05:35:36.269	SIM:CLM4	Buy	1	78.9	Passive
2024-05-06T05:35:36.368	SIM:CLM4	Buy	1	78.89	Passive
2024-05-06T05:35:36.369	SIM:CLM4	Buy	5	78.89	Passive
2024-05-06T05:35:36.371	SIM:CLM4	Buy	4	78.89	Passive
2024-05-06T05:35:36.372	SIM:CLM4	Buy	1	78.89	Passive
2024-05-06T05:35:51.269	SIM:CLM4	Buy	2	78.9	Aggressive
2024-05-06T05:36:02.676	SIM:CLM4	Buy	2	78.89	Passive
2024-05-06T05:36:02.678	SIM:CLM4	Buy	4	78.89	Passive
2024-05-06T05:36:02.679	SIM:CLM4	Buy	6	78.89	Passive
2024-05-06T05:36:09.261	SIM:CLM4	Buy	1	78.88	Passive
2024-05-06T05:36:09.262	SIM:CLM4	Buy	2	78.88	Passive
2024-05-06T05:36:09.272	SIM:CLM4	Buy	2	78.88	Passive
2024-05-06T05:36:10.395	SIM:CLM4	Buy	1	78.88	Passive
2024-05-06T05:36:10.396	SIM:CLM4	Buy	1	78.88	Passive
2024-05-06T05:36:10.456	SIM:CLM4	Buy	1	78.88	Passive
2024-05-06T05:36:10.461	SIM:CLM4	Buy	1	78.88	Passive
2024-05-06T05:36:12.702	SIM:CLM4	Buy	1	78.88	Passive
2024-05-06T05:36:22.085	SIM:CLM4	Buy	2	78.88	Passive
2024-05-06T05:36:22.086	SIM:CLM4	Buy	2	78.88	Passive
2024-05-06T05:36:22.087	SIM:CLM4	Buy	1	78.88	Passive
2024-05-06T05:36:22.089	SIM:CLM4	Buy	1	78.88	Passive
2024-05-06T05:36:22.09	SIM:CLM4	Buy	1	78.88	Passive
2024-05-06T05:36:22.092	SIM:CLM4	Buy	1	78.88	Passive
2024-05-06T05:36:22.093	SIM:CLM4	Buy	1	78.88	Passive
2024-05-06T05:36:22.096	SIM:CLM4	Buy	1	78.88	Passive
2024-05-06T05:36:22.104	SIM:CLM4	Buy	1	78.88	Passive
2024-05-06T05:36:48.162	SIM:CLM4	Buy	6	78.91	Passive
2024-05-06T05:36:48.186	SIM:CLM4	Buy	5	78.91	Passive
2024-05-06T05:37:06.268	SIM:CLM4	Buy	8	78.93	Aggressive
2024-05-06T05:37:06.268	SIM:CLM4	Buy	4	78.94	Passive
2024-05-06T05:37:11.588	SIM:CLM4	Buy	2	78.94	Aggressive
2024-05-06T05:37:11.589	SIM:CLM4	Buy	2	78.94	Aggressive
2024-05-06T05:37:11.589	SIM:CLM4	Buy	2	78.94	Aggressive
2024-05-06T05:37:11.59	SIM:CLM4	Buy	2	78.94	Aggressive
2024-05-06T05:37:11.59	SIM:CLM4	Buy	2	78.94	Aggressive
2024-05-06T05:37:11.59	SIM:CLM4	Buy	2	78.94	Aggressive
2024-05-06T05:37:11.59	SIM:CLM4	Buy	2	78.94	Aggressive
2024-05-06T05:37:11.59	SIM:CLM4	Buy	1	78.94	Aggressive
2024-05-06T05:37:21.26	SIM:CLM4	Buy	4	78.94	Aggressive
2024-05-06T05:37:21.26	SIM:CLM4	Buy	12	78.95	Aggressive

Date - Time

05/06/2024 - 03:30

CQG Symbol

Exchange Symbol

SIM:ESM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

5163.6634

Average Total

5164.80

VWAP Slippage

1.1366

Arrival Price

5,163.1250

Destination Price

5,164.1250

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-05-06T03:23:21.915	SIM:ESM4	Buy	12	5163.25	Passive
2024-05-06T03:24:05.997	SIM:ESM4	Buy	2	5163.5	Passive
2024-05-06T03:24:15.002	SIM:ESM4	Buy	2	5163.25	Passive
2024-05-06T03:24:51.857	SIM:ESM4	Buy	4	5163.75	Passive
2024-05-06T03:25:36.871	SIM:ESM4	Buy	3	5164	Passive
2024-05-06T03:25:39.586	SIM:ESM4	Buy	2	5163.75	Passive
2024-05-06T03:25:55.682	SIM:ESM4	Buy	4	5163.5	Passive
2024-05-06T03:26:07.385	SIM:ESM4	Buy	2	5163.75	Passive
2024-05-06T03:26:33.721	SIM:ESM4	Buy	4	5163.5	Passive
2024-05-06T03:26:41.61	SIM:ESM4	Buy	1	5163.25	Passive
2024-05-06T03:27:06.868	SIM:ESM4	Buy	2	5163.5	Passive
2024-05-06T03:27:21.868	SIM:ESM4	Buy	3	5163.5	Passive
2024-05-06T03:27:35.657	SIM:ESM4	Buy	1	5163.75	Passive
2024-05-06T03:27:51.873	SIM:ESM4	Buy	7	5164	Passive
2024-05-06T03:28:06.869	SIM:ESM4	Buy	1	5164	Passive
2024-05-06T03:28:12.002	SIM:ESM4	Buy	1	5164	Passive
2024-05-06T03:28:37.295	SIM:ESM4	Buy	10	5164	Passive
2024-05-06T03:28:51.859	SIM:ESM4	Buy	2	5164	Passive
2024-05-06T03:29:21.82	SIM:ESM4	Buy	3	5165	Passive
2024-05-06T03:29:25.961	SIM:ESM4	Buy	8	5164.75	Passive
2024-05-06T03:29:42.86	SIM:ESM4	Buy	3	5164.5	Passive
2024-05-06T03:29:59.657	SIM:ESM4	Buy	2	5164.25	Passive
2024-05-06T03:30:06.858	SIM:ESM4	Buy	41	5164.5	Aggressive
2024-05-06T03:30:06.858	SIM:ESM4	Buy	48	5164.75	Aggressive
2024-05-06T03:30:06.858	SIM:ESM4	Buy	161	5165	Aggressive
2024-05-06T03:30:06.858	SIM:ESM4	Buy	56	5165.25	Aggressive
2024-05-06T03:30:06.858	SIM:ESM4	Buy	62	5165.5	Passive
2024-05-06T03:30:08.257	SIM:ESM4	Buy	41	5164.5	Aggressive
2024-05-06T03:30:08.257	SIM:ESM4	Buy	12	5164.75	Aggressive

Date - Time

05/06/2024 - 03:16

CQG Symbol

CLE

Exchange Symbol

SIM:CLM4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

78.8083

Average Total

78.79

VWAP Slippage

0.0174

Arrival Price

78.7850

Destination Price

78.8350

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-05-06T03:05:51.69	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:05:57.681	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:05:57.682	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:05:57.683	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:06:05.071	SIM:CLM4	Sell	9	78.76	Aggressive
2024-05-06T03:06:15.615	SIM:CLM4	Sell	1	78.77	Passive
2024-05-06T03:06:15.616	SIM:CLM4	Sell	1	78.77	Passive
2024-05-06T03:06:15.901	SIM:CLM4	Sell	1	78.77	Passive
2024-05-06T03:06:16.189	SIM:CLM4	Sell	1	78.77	Passive
2024-05-06T03:06:16.557	SIM:CLM4	Sell	1	78.77	Passive
2024-05-06T03:06:17.875	SIM:CLM4	Sell	6	78.77	Passive
2024-05-06T03:06:17.876	SIM:CLM4	Sell	1	78.77	Passive
2024-05-06T03:06:35.057	SIM:CLM4	Sell	5	78.77	Aggressive
2024-05-06T03:06:35.057	SIM:CLM4	Sell	7	78.76	Aggressive
2024-05-06T03:06:40.257	SIM:CLM4	Sell	3	78.77	Passive
2024-05-06T03:06:40.258	SIM:CLM4	Sell	4	78.77	Passive
2024-05-06T03:06:40.274	SIM:CLM4	Sell	4	78.77	Passive
2024-05-06T03:06:40.359	SIM:CLM4	Sell	1	78.77	Passive
2024-05-06T03:06:57.171	SIM:CLM4	Sell	4	78.78	Passive
2024-05-06T03:06:57.172	SIM:CLM4	Sell	5	78.78	Passive
2024-05-06T03:06:57.173	SIM:CLM4	Sell	3	78.78	Passive
2024-05-06T03:07:08.277	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:07:08.278	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:07:08.283	SIM:CLM4	Sell	2	78.79	Aggressive
2024-05-06T03:07:08.284	SIM:CLM4	Sell	4	78.79	Aggressive
2024-05-06T03:07:08.285	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:07:30.756	SIM:CLM4	Sell	2	78.79	Aggressive
2024-05-06T03:07:30.958	SIM:CLM4	Sell	4	78.79	Aggressive
2024-05-06T03:07:30.983	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:07:31.725	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:07:32.506	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:07:32.507	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:07:45.211	SIM:CLM4	Sell	2	78.79	Aggressive
2024-05-06T03:07:45.212	SIM:CLM4	Sell	4	78.79	Aggressive
2024-05-06T03:07:45.214	SIM:CLM4	Sell	3	78.79	Aggressive
2024-05-06T03:07:59.015	SIM:CLM4	Sell	2	78.8	Passive
2024-05-06T03:07:59.016	SIM:CLM4	Sell	4	78.8	Passive
2024-05-06T03:07:59.017	SIM:CLM4	Sell	4	78.8	Passive
2024-05-06T03:08:13.657	SIM:CLM4	Sell	2	78.81	Passive
2024-05-06T03:08:13.658	SIM:CLM4	Sell	6	78.81	Passive
2024-05-06T03:08:13.659	SIM:CLM4	Sell	3	78.81	Passive
2024-05-06T03:08:13.66	SIM:CLM4	Sell	1	78.81	Passive
2024-05-06T03:08:24.897	SIM:CLM4	Sell	2	78.78	Passive
2024-05-06T03:08:24.898	SIM:CLM4	Sell	2	78.78	Passive
2024-05-06T03:08:24.9	SIM:CLM4	Sell	2	78.78	Passive
2024-05-06T03:08:24.903	SIM:CLM4	Sell	2	78.78	Passive
2024-05-06T03:08:24.961	SIM:CLM4	Sell	2	78.78	Passive
2024-05-06T03:08:25.359	SIM:CLM4	Sell	1	78.78	Passive
2024-05-06T03:08:44.173	SIM:CLM4	Sell	2	78.79	Aggressive
2024-05-06T03:08:44.174	SIM:CLM4	Sell	3	78.79	Aggressive
2024-05-06T03:08:44.175	SIM:CLM4	Sell	5	78.79	Aggressive
2024-05-06T03:08:44.176	SIM:CLM4	Sell	2	78.79	Aggressive
2024-05-06T03:09:05.068	SIM:CLM4	Sell	3	78.78	Aggressive
2024-05-06T03:09:05.068	SIM:CLM4	Sell	9	78.77	Passive
2024-05-06T03:09:08.857	SIM:CLM4	Sell	2	78.79	Aggressive
2024-05-06T03:09:08.858	SIM:CLM4	Sell	3	78.79	Aggressive
2024-05-06T03:09:08.957	SIM:CLM4	Sell	3	78.79	Aggressive
2024-05-06T03:09:09.059	SIM:CLM4	Sell	3	78.79	Aggressive
2024-05-06T03:09:09.159	SIM:CLM4	Sell	2	78.79	Aggressive
2024-05-06T03:09:26.393	SIM:CLM4	Sell	2	78.79	Aggressive
2024-05-06T03:09:26.394	SIM:CLM4	Sell	4	78.79	Aggressive
2024-05-06T03:09:26.395	SIM:CLM4	Sell	4	78.79	Aggressive
2024-05-06T03:09:26.397	SIM:CLM4	Sell	3	78.79	Aggressive
2024-05-06T03:09:35.37	SIM:CLM4	Sell	1	78.81	Passive
2024-05-06T03:09:35.376	SIM:CLM4	Sell	1	78.81	Passive
2024-05-06T03:09:35.378	SIM:CLM4	Sell	1	78.81	Passive
2024-05-06T03:09:35.379	SIM:CLM4	Sell	2	78.81	Passive
2024-05-06T03:09:35.381	SIM:CLM4	Sell	2	78.81	Passive
2024-05-06T03:09:35.393	SIM:CLM4	Sell	2	78.81	Passive
2024-05-06T03:09:35.395	SIM:CLM4	Sell	2	78.81	Passive
2024-05-06T03:09:35.457	SIM:CLM4	Sell	2	78.81	Passive
2024-05-06T03:09:58.503	SIM:CLM4	Sell	2	78.79	Aggressive
2024-05-06T03:09:58.504	SIM:CLM4	Sell	3	78.79	Aggressive
2024-05-06T03:09:58.505	SIM:CLM4	Sell	3	78.79	Aggressive
2024-05-06T03:09:58.506	SIM:CLM4	Sell	3	78.79	Aggressive
2024-05-06T03:09:58.515	SIM:CLM4	Sell	2	78.79	Aggressive
2024-05-06T03:10:15.578	SIM:CLM4	Sell	2	78.78	Passive
2024-05-06T03:10:15.579	SIM:CLM4	Sell	2	78.78	Passive
2024-05-06T03:10:15.58	SIM:CLM4	Sell	3	78.78	Passive
2024-05-06T03:10:15.581	SIM:CLM4	Sell	3	78.78	Passive
2024-05-06T03:10:15.582	SIM:CLM4	Sell	2	78.78	Passive
2024-05-06T03:10:15.903	SIM:CLM4	Sell	2	78.78	Passive
2024-05-06T03:10:35.069	SIM:CLM4	Sell	14	78.77	Passive
2024-05-06T03:10:43.427	SIM:CLM4	Sell	1	78.78	Passive
2024-05-06T03:10:43.428	SIM:CLM4	Sell	1	78.78	Passive
2024-05-06T03:10:43.429	SIM:CLM4	Sell	1	78.78	Passive
2024-05-06T03:10:43.43	SIM:CLM4	Sell	3	78.78	Passive
2024-05-06T03:10:43.431	SIM:CLM4	Sell	2	78.78	Passive
2024-05-06T03:10:43.432	SIM:CLM4	Sell	2	78.78	Passive
2024-05-06T03:10:43.457	SIM:CLM4	Sell	2	78.78	Passive
2024-05-06T03:10:43.495	SIM:CLM4	Sell	2	78.78	Passive
2024-05-06T03:11:04.458	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:11:04.459	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:11:04.899	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:11:04.957	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:11:04.958	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:11:04.96	SIM:CLM4	Sell	4	78.79	Aggressive
2024-05-06T03:11:04.962	SIM:CLM4	Sell	5	78.79	Aggressive
2024-05-06T03:11:14.859	SIM:CLM4	Sell	1	78.8	Passive
2024-05-06T03:11:20.07	SIM:CLM4	Sell	8	78.78	Aggressive
2024-05-06T03:11:20.07	SIM:CLM4	Sell	6	78.77	Passive
2024-05-06T03:11:22.58	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:11:22.581	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:11:22.582	SIM:CLM4	Sell	3	78.79	Aggressive
2024-05-06T03:11:22.583	SIM:CLM4	Sell	2	78.79	Aggressive
2024-05-06T03:11:22.584	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:11:22.585	SIM:CLM4	Sell	2	78.79	Aggressive
2024-05-06T03:11:22.586	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:11:22.587	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:11:22.588	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:11:22.595	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:11:22.68	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:11:43.121	SIM:CLM4	Sell	1	78.8	Passive
2024-05-06T03:11:43.122	SIM:CLM4	Sell	3	78.8	Passive
2024-05-06T03:11:43.123	SIM:CLM4	Sell	1	78.8	Passive
2024-05-06T03:11:43.124	SIM:CLM4	Sell	3	78.8	Passive
2024-05-06T03:11:43.132	SIM:CLM4	Sell	2	78.8	Passive
2024-05-06T03:11:43.196	SIM:CLM4	Sell	2	78.8	Passive
2024-05-06T03:11:43.197	SIM:CLM4	Sell	2	78.8	Passive
2024-05-06T03:11:55.257	SIM:CLM4	Sell	6	78.81	Passive
2024-05-06T03:11:55.258	SIM:CLM4	Sell	4	78.81	Passive
2024-05-06T03:11:55.259	SIM:CLM4	Sell	5	78.81	Passive
2024-05-06T03:12:20.068	SIM:CLM4	Sell	13	78.8	Aggressive
2024-05-06T03:12:20.068	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:12:32.794	SIM:CLM4	Sell	1	78.8	Passive
2024-05-06T03:12:32.794	SIM:CLM4	Sell	1	78.8	Passive
2024-05-06T03:12:35.062	SIM:CLM4	Sell	12	78.79	Aggressive
2024-05-06T03:12:35.062	SIM:CLM4	Sell	1	78.8	Aggressive
2024-05-06T03:12:40.457	SIM:CLM4	Sell	2	78.78	Passive
2024-05-06T03:12:40.96	SIM:CLM4	Sell	8	78.78	Passive
2024-05-06T03:12:40.962	SIM:CLM4	Sell	4	78.78	Passive
2024-05-06T03:13:00.505	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:13:00.506	SIM:CLM4	Sell	2	78.79	Aggressive
2024-05-06T03:13:00.507	SIM:CLM4	Sell	2	78.79	Aggressive
2024-05-06T03:13:00.508	SIM:CLM4	Sell	3	78.79	Aggressive
2024-05-06T03:13:00.556	SIM:CLM4	Sell	3	78.79	Aggressive
2024-05-06T03:13:00.76	SIM:CLM4	Sell	3	78.79	Aggressive
2024-05-06T03:13:10.56	SIM:CLM4	Sell	3	78.8	Passive
2024-05-06T03:13:10.66	SIM:CLM4	Sell	3	78.8	Passive
2024-05-06T03:13:10.661	SIM:CLM4	Sell	2	78.8	Passive
2024-05-06T03:13:14.475	SIM:CLM4	Sell	2	78.8	Passive
2024-05-06T03:13:14.476	SIM:CLM4	Sell	1	78.8	Passive
2024-05-06T03:13:14.488	SIM:CLM4	Sell	1	78.8	Passive
2024-05-06T03:13:15.459	SIM:CLM4	Sell	1	78.8	Passive
2024-05-06T03:13:19.483	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:13:19.485	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:13:27.957	SIM:CLM4	Sell	2	78.79	Aggressive
2024-05-06T03:13:27.958	SIM:CLM4	Sell	2	78.79	Aggressive
2024-05-06T03:13:27.959	SIM:CLM4	Sell	2	78.79	Aggressive
2024-05-06T03:13:27.968	SIM:CLM4	Sell	2	78.79	Aggressive
2024-05-06T03:13:27.971	SIM:CLM4	Sell	2	78.79	Aggressive
2024-05-06T03:13:27.973	SIM:CLM4	Sell	3	78.79	Aggressive
2024-05-06T03:13:27.974	SIM:CLM4	Sell	2	78.79	Aggressive
2024-05-06T03:13:40.059	SIM:CLM4	Sell	12	78.79	Aggressive
2024-05-06T03:13:40.061	SIM:CLM4	Sell	2	78.8	Aggressive
2024-05-06T03:13:40.061	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:14:05.07	SIM:CLM4	Sell	9	78.78	Aggressive
2024-05-06T03:14:05.07	SIM:CLM4	Sell	5	78.77	Passive
2024-05-06T03:14:11.358	SIM:CLM4	Sell	1	78.79	Aggressive
2024-05-06T03:14:11.36	SIM:CLM4	Sell	2	78.79	Aggressive
2024-05-06T03:14:11.361	SIM:CLM4	Sell	3	78.79	Aggressive
2024-05-06T03:14:11.362	SIM:CLM4	Sell	3	78.79	Aggressive
2024-05-06T03:14:11.363	SIM:CLM4	Sell	2	78.79	Aggressive
2024-05-06T03:14:27.768	SIM:CLM4	Sell	8	78.79	Aggressive
2024-05-06T03:14:27.769	SIM:CLM4	Sell	3	78.79	Aggressive
2024-05-06T03:14:50.059	SIM:CLM4	Sell	11	78.82	Aggressive
2024-05-06T03:14:55.083	SIM:CLM4	Sell	3	78.82	Aggressive
2024-05-06T03:14:55.084	SIM:CLM4	Sell	3	78.82	Aggressive
2024-05-06T03:14:55.089	SIM:CLM4	Sell	3	78.82	Aggressive
2024-05-06T03:14:55.26	SIM:CLM4	Sell	1	78.82	Aggressive
2024-05-06T03:15:08.366	SIM:CLM4	Sell	1	78.82	Aggressive
2024-05-06T03:15:08.368	SIM:CLM4	Sell	1	78.82	Aggressive
2024-05-06T03:15:08.457	SIM:CLM4	Sell	3	78.82	Aggressive
2024-05-06T03:15:08.489	SIM:CLM4	Sell	3	78.82	Aggressive
2024-05-06T03:15:09.816	SIM:CLM4	Sell	1	78.82	Aggressive
2024-05-06T03:15:35.058	SIM:CLM4	Sell	9	78.83	Passive
2024-05-06T03:15:37.258	SIM:CLM4	Sell	1	78.83	Passive
2024-05-06T03:15:37.258	SIM:CLM4	Sell	9	78.83	Passive

Date - Time

05/06/2024 - 02:55

CQG Symbol

CLE

Exchange Symbol

SIM:CLM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

78.8194

Average Total

78.82

VWAP Slippage

0.0044

Arrival Price

78.8250

Destination Price

78.7950

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-05-06T02:45:18.811	SIM:CLM4	Buy	1	78.82	Aggressive
2024-05-06T02:45:18.812	SIM:CLM4	Buy	1	78.82	Aggressive
2024-05-06T02:45:18.857	SIM:CLM4	Buy	4	78.82	Aggressive
2024-05-06T02:45:18.858	SIM:CLM4	Buy	5	78.82	Aggressive
2024-05-06T02:45:47.004	SIM:CLM4	Buy	2	78.83	Aggressive
2024-05-06T02:45:47.004	SIM:CLM4	Buy	10	78.84	Aggressive
2024-05-06T02:45:58.402	SIM:CLM4	Buy	1	78.82	Aggressive
2024-05-06T02:45:58.403	SIM:CLM4	Buy	1	78.82	Aggressive
2024-05-06T02:45:58.404	SIM:CLM4	Buy	2	78.82	Aggressive
2024-05-06T02:45:58.405	SIM:CLM4	Buy	5	78.82	Aggressive
2024-05-06T02:45:58.406	SIM:CLM4	Buy	2	78.82	Aggressive
2024-05-06T02:46:11.564	SIM:CLM4	Buy	2	78.81	Passive
2024-05-06T02:46:11.565	SIM:CLM4	Buy	1	78.81	Passive
2024-05-06T02:46:14.361	SIM:CLM4	Buy	3	78.82	Aggressive
2024-05-06T02:46:15.167	SIM:CLM4	Buy	3	78.82	Aggressive
2024-05-06T02:46:15.36	SIM:CLM4	Buy	1	78.82	Aggressive
2024-05-06T02:46:31.994	SIM:CLM4	Buy	9	78.82	Aggressive
2024-05-06T02:46:33.097	SIM:CLM4	Buy	1	78.82	Aggressive
2024-05-06T02:46:33.098	SIM:CLM4	Buy	1	78.82	Aggressive
2024-05-06T02:46:33.099	SIM:CLM4	Buy	1	78.82	Aggressive
2024-05-06T02:46:33.1	SIM:CLM4	Buy	1	78.82	Aggressive
2024-05-06T02:46:33.102	SIM:CLM4	Buy	1	78.82	Aggressive
2024-05-06T02:46:46.988	SIM:CLM4	Buy	4	78.83	Passive
2024-05-06T02:46:49.558	SIM:CLM4	Buy	3	78.83	Passive
2024-05-06T02:46:49.599	SIM:CLM4	Buy	3	78.83	Passive
2024-05-06T02:46:49.657	SIM:CLM4	Buy	3	78.83	Passive
2024-05-06T02:46:52.87	SIM:CLM4	Buy	1	78.83	Passive
2024-05-06T02:47:16.994	SIM:CLM4	Buy	11	78.84	Aggressive
2024-05-06T02:47:31.994	SIM:CLM4	Buy	10	78.84	Aggressive
2024-05-06T02:47:31.994	SIM:CLM4	Buy	2	78.85	Aggressive
2024-05-06T02:47:33.194	SIM:CLM4	Buy	3	78.84	Aggressive
2024-05-06T02:47:33.196	SIM:CLM4	Buy	5	78.84	Aggressive
2024-05-06T02:47:33.197	SIM:CLM4	Buy	2	78.84	Aggressive
2024-05-06T02:47:33.198	SIM:CLM4	Buy	1	78.84	Aggressive
2024-05-06T02:47:53.405	SIM:CLM4	Buy	4	78.83	Passive
2024-05-06T02:47:53.406	SIM:CLM4	Buy	4	78.83	Passive
2024-05-06T02:47:53.407	SIM:CLM4	Buy	3	78.83	Passive
2024-05-06T02:47:53.408	SIM:CLM4	Buy	1	78.83	Passive
2024-05-06T02:48:03.809	SIM:CLM4	Buy	1	78.84	Aggressive
2024-05-06T02:48:16.877	SIM:CLM4	Buy	3	78.85	Aggressive
2024-05-06T02:48:16.882	SIM:CLM4	Buy	7	78.85	Aggressive
2024-05-06T02:48:31.988	SIM:CLM4	Buy	9	78.85	Aggressive
2024-05-06T02:48:31.988	SIM:CLM4	Buy	3	78.86	Passive
2024-05-06T02:48:47.006	SIM:CLM4	Buy	10	78.86	Passive
2024-05-06T02:48:47.006	SIM:CLM4	Buy	1	78.86	Passive
2024-05-06T02:48:59.461	SIM:CLM4	Buy	1	78.85	Aggressive
2024-05-06T02:48:59.462	SIM:CLM4	Buy	2	78.85	Aggressive
2024-05-06T02:48:59.463	SIM:CLM4	Buy	3	78.85	Aggressive
2024-05-06T02:48:59.464	SIM:CLM4	Buy	2	78.85	Aggressive
2024-05-06T02:49:01.987	SIM:CLM4	Buy	3	78.86	Passive
2024-05-06T02:49:03.477	SIM:CLM4	Buy	6	78.85	Aggressive
2024-05-06T02:49:03.478	SIM:CLM4	Buy	7	78.85	Aggressive
2024-05-06T02:49:03.48	SIM:CLM4	Buy	1	78.85	Aggressive
2024-05-06T02:49:25.409	SIM:CLM4	Buy	2	78.83	Passive
2024-05-06T02:49:25.456	SIM:CLM4	Buy	5	78.83	Passive
2024-05-06T02:49:25.457	SIM:CLM4	Buy	5	78.83	Passive
2024-05-06T02:49:25.458	SIM:CLM4	Buy	2	78.83	Passive
2024-05-06T02:49:44.557	SIM:CLM4	Buy	2	78.83	Passive
2024-05-06T02:49:44.558	SIM:CLM4	Buy	1	78.83	Passive
2024-05-06T02:49:44.56	SIM:CLM4	Buy	1	78.83	Passive
2024-05-06T02:49:44.561	SIM:CLM4	Buy	1	78.83	Passive
2024-05-06T02:49:44.658	SIM:CLM4	Buy	1	78.83	Passive
2024-05-06T02:49:47.004	SIM:CLM4	Buy	8	78.84	Aggressive
2024-05-06T02:49:57.57	SIM:CLM4	Buy	7	78.86	Passive
2024-05-06T02:49:57.571	SIM:CLM4	Buy	7	78.86	Passive
2024-05-06T02:50:02.262	SIM:CLM4	Buy	3	78.85	Aggressive
2024-05-06T02:50:03.46	SIM:CLM4	Buy	3	78.85	Aggressive
2024-05-06T02:50:03.461	SIM:CLM4	Buy	3	78.85	Aggressive
2024-05-06T02:50:03.48	SIM:CLM4	Buy	3	78.85	Aggressive
2024-05-06T02:50:03.561	SIM:CLM4	Buy	2	78.85	Aggressive
2024-05-06T02:50:19.66	SIM:CLM4	Buy	3	78.83	Passive
2024-05-06T02:50:19.757	SIM:CLM4	Buy	3	78.83	Passive
2024-05-06T02:50:19.792	SIM:CLM4	Buy	3	78.83	Passive
2024-05-06T02:50:19.885	SIM:CLM4	Buy	3	78.83	Passive
2024-05-06T02:50:27.959	SIM:CLM4	Buy	1	78.83	Passive
2024-05-06T02:50:36.374	SIM:CLM4	Buy	2	78.83	Passive
2024-05-06T02:50:36.374	SIM:CLM4	Buy	2	78.83	Passive
2024-05-06T02:50:36.374	SIM:CLM4	Buy	3	78.83	Passive
2024-05-06T02:50:36.374	SIM:CLM4	Buy	3	78.83	Passive
2024-05-06T02:50:36.374	SIM:CLM4	Buy	1	78.83	Passive
2024-05-06T02:50:36.374	SIM:CLM4	Buy	3	78.83	Passive
2024-05-06T02:50:53.779	SIM:CLM4	Buy	1	78.82	Aggressive
2024-05-06T02:50:53.78	SIM:CLM4	Buy	2	78.82	Aggressive
2024-05-06T02:50:53.785	SIM:CLM4	Buy	2	78.82	Aggressive
2024-05-06T02:50:53.791	SIM:CLM4	Buy	1	78.82	Aggressive
2024-05-06T02:50:53.793	SIM:CLM4	Buy	1	78.82	Aggressive
2024-05-06T02:50:53.796	SIM:CLM4	Buy	1	78.82	Aggressive
2024-05-06T02:50:53.857	SIM:CLM4	Buy	1	78.82	Aggressive
2024-05-06T02:50:53.873	SIM:CLM4	Buy	1	78.82	Aggressive
2024-05-06T02:50:53.88	SIM:CLM4	Buy	1	78.82	Aggressive
2024-05-06T02:50:53.892	SIM:CLM4	Buy	1	78.82	Aggressive
2024-05-06T02:50:53.957	SIM:CLM4	Buy	1	78.82	Aggressive
2024-05-06T02:50:53.981	SIM:CLM4	Buy	1	78.82	Aggressive
2024-05-06T02:51:03.257	SIM:CLM4	Buy	1	78.81	Passive
2024-05-06T02:51:12.713	SIM:CLM4	Buy	2	78.82	Aggressive
2024-05-06T02:51:12.714	SIM:CLM4	Buy	2	78.82	Aggressive
2024-05-06T02:51:13.162	SIM:CLM4	Buy	7	78.82	Aggressive
2024-05-06T02:51:21.562	SIM:CLM4	Buy	8	78.82	Aggressive
2024-05-06T02:51:21.564	SIM:CLM4	Buy	4	78.82	Aggressive
2024-05-06T02:51:36.817	SIM:CLM4	Buy	1	78.81	Passive
2024-05-06T02:51:36.818	SIM:CLM4	Buy	3	78.81	Passive
2024-05-06T02:51:36.819	SIM:CLM4	Buy	7	78.81	Passive
2024-05-06T02:51:36.82	SIM:CLM4	Buy	1	78.81	Passive
2024-05-06T02:51:57.111	SIM:CLM4	Buy	2	78.81	Passive
2024-05-06T02:51:57.113	SIM:CLM4	Buy	3	78.81	Passive
2024-05-06T02:51:57.114	SIM:CLM4	Buy	4	78.81	Passive
2024-05-06T02:51:57.115	SIM:CLM4	Buy	3	78.81	Passive
2024-05-06T02:52:07.509	SIM:CLM4	Buy	1	78.8	Passive
2024-05-06T02:52:07.51	SIM:CLM4	Buy	2	78.8	Passive
2024-05-06T02:52:07.556	SIM:CLM4	Buy	4	78.8	Passive
2024-05-06T02:52:07.557	SIM:CLM4	Buy	3	78.8	Passive
2024-05-06T02:52:07.558	SIM:CLM4	Buy	2	78.8	Passive
2024-05-06T02:52:07.585	SIM:CLM4	Buy	2	78.8	Passive
2024-05-06T02:52:19.491	SIM:CLM4	Buy	3	78.8	Passive
2024-05-06T02:52:19.492	SIM:CLM4	Buy	3	78.8	Passive
2024-05-06T02:52:19.493	SIM:CLM4	Buy	4	78.8	Passive
2024-05-06T02:52:19.514	SIM:CLM4	Buy	4	78.8	Passive
2024-05-06T02:52:41.015	SIM:CLM4	Buy	4	78.8	Passive
2024-05-06T02:52:41.056	SIM:CLM4	Buy	4	78.8	Passive
2024-05-06T02:52:41.057	SIM:CLM4	Buy	4	78.8	Passive
2024-05-06T02:52:42.261	SIM:CLM4	Buy	2	78.8	Passive
2024-05-06T02:52:51.994	SIM:CLM4	Buy	1	78.79	Aggressive
2024-05-06T02:52:51.995	SIM:CLM4	Buy	1	78.79	Aggressive
2024-05-06T02:52:51.996	SIM:CLM4	Buy	2	78.79	Aggressive
2024-05-06T02:52:51.997	SIM:CLM4	Buy	3	78.79	Aggressive
2024-05-06T02:52:51.998	SIM:CLM4	Buy	2	78.79	Aggressive
2024-05-06T02:52:51.999	SIM:CLM4	Buy	2	78.79	Aggressive
2024-05-06T02:52:52	SIM:CLM4	Buy	1	78.79	Aggressive
2024-05-06T02:53:01.998	SIM:CLM4	Buy	2	78.8	Passive
2024-05-06T02:53:17.003	SIM:CLM4	Buy	14	78.8	Passive
2024-05-06T02:53:32.005	SIM:CLM4	Buy	15	78.8	Passive
2024-05-06T02:53:40.263	SIM:CLM4	Buy	1	78.82	Passive
2024-05-06T02:53:40.263	SIM:CLM4	Buy	1	78.82	Passive
2024-05-06T02:53:40.264	SIM:CLM4	Buy	6	78.82	Aggressive
2024-05-06T02:53:40.265	SIM:CLM4	Buy	6	78.82	Aggressive
2024-05-06T02:54:02.059	SIM:CLM4	Buy	3	78.82	Aggressive
2024-05-06T02:54:02.059	SIM:CLM4	Buy	12	78.83	Passive
2024-05-06T02:54:02.257	SIM:CLM4	Buy	1	78.82	Passive
2024-05-06T02:54:02.257	SIM:CLM4	Buy	1	78.82	Passive
2024-05-06T02:54:06.557	SIM:CLM4	Buy	1	78.82	Aggressive
2024-05-06T02:54:06.558	SIM:CLM4	Buy	1	78.82	Aggressive
2024-05-06T02:54:06.559	SIM:CLM4	Buy	2	78.82	Aggressive
2024-05-06T02:54:06.56	SIM:CLM4	Buy	2	78.82	Aggressive
2024-05-06T02:54:07.457	SIM:CLM4	Buy	3	78.82	Aggressive
2024-05-06T02:54:07.556	SIM:CLM4	Buy	1	78.82	Aggressive
2024-05-06T02:54:18.913	SIM:CLM4	Buy	2	78.81	Passive
2024-05-06T02:54:18.914	SIM:CLM4	Buy	3	78.81	Passive
2024-05-06T02:54:18.917	SIM:CLM4	Buy	3	78.81	Passive
2024-05-06T02:54:18.957	SIM:CLM4	Buy	3	78.81	Passive
2024-05-06T02:54:19.093	SIM:CLM4	Buy	1	78.81	Passive
2024-05-06T02:54:36.817	SIM:CLM4	Buy	1	78.79	Aggressive
2024-05-06T02:54:36.856	SIM:CLM4	Buy	1	78.79	Aggressive
2024-05-06T02:54:47.003	SIM:CLM4	Buy	10	78.81	Passive
2024-05-06T02:54:52.556	SIM:CLM4	Buy	3	78.8	Passive
2024-05-06T02:54:52.558	SIM:CLM4	Buy	5	78.8	Passive
2024-05-06T02:54:52.559	SIM:CLM4	Buy	4	78.8	Passive
2024-05-06T02:55:02	SIM:CLM4	Buy	15	78.8	Passive
2024-05-06T02:55:02.157	SIM:CLM4	Buy	1	78.8	Passive

Date - Time

05/06/2024 - 02:35

CQG Symbol

Exchange Symbol

SIM:ESM4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

5161.1563

Average Total

5160.96

VWAP Slippage

0.1917

Arrival Price

5,160.8750

Destination Price

5,161.6250

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-05-06T02:28:09.781	SIM:ESM4	Sell	12	5160.75	Passive
2024-05-06T02:28:38.261	SIM:ESM4	Sell	1	5161	Passive
2024-05-06T02:28:54.562	SIM:ESM4	Sell	1	5160.5	Passive
2024-05-06T02:28:55.963	SIM:ESM4	Sell	2	5160.75	Passive
2024-05-06T02:29:13.459	SIM:ESM4	Sell	6	5161	Passive
2024-05-06T02:29:39.502	SIM:ESM4	Sell	2	5160.75	Passive
2024-05-06T02:30:05.18	SIM:ESM4	Sell	2	5161	Passive
2024-05-06T02:30:24.503	SIM:ESM4	Sell	2	5161	Passive
2024-05-06T02:30:51.579	SIM:ESM4	Sell	1	5161.25	Passive
2024-05-06T02:31:09.56	SIM:ESM4	Sell	1	5161	Passive
2024-05-06T02:31:10.761	SIM:ESM4	Sell	4	5161.25	Passive
2024-05-06T02:31:39.504	SIM:ESM4	Sell	1	5161.25	Passive
2024-05-06T02:32:12.49	SIM:ESM4	Sell	3	5161.75	Passive
2024-05-06T02:32:13.956	SIM:ESM4	Sell	2	5161.75	Passive
2024-05-06T02:32:26.796	SIM:ESM4	Sell	2	5161.75	Passive
2024-05-06T02:32:39.861	SIM:ESM4	Sell	2	5161.75	Passive
2024-05-06T02:33:19.476	SIM:ESM4	Sell	1	5161.25	Passive
2024-05-06T02:33:19.564	SIM:ESM4	Sell	2	5161.25	Passive
2024-05-06T02:33:40.579	SIM:ESM4	Sell	4	5161	Passive
2024-05-06T02:33:54.558	SIM:ESM4	Sell	1	5161	Passive
2024-05-06T02:34:39.515	SIM:ESM4	Sell	1	5161.25	Passive
2024-05-06T02:34:47.287	SIM:ESM4	Sell	1	5161.5	Passive
2024-05-06T02:34:54.5	SIM:ESM4	Sell	33	5161.5	Aggressive
2024-05-06T02:34:54.5	SIM:ESM4	Sell	41	5161.25	Aggressive
2024-05-06T02:34:54.5	SIM:ESM4	Sell	44	5161	Aggressive
2024-05-06T02:34:54.5	SIM:ESM4	Sell	57	5160.75	Aggressive
2024-05-06T02:34:54.5	SIM:ESM4	Sell	51	5160.5	Passive
2024-05-06T02:34:55.758	SIM:ESM4	Sell	33	5161.5	Aggressive
2024-05-06T02:34:55.758	SIM:ESM4	Sell	41	5161.25	Aggressive
2024-05-06T02:34:55.758	SIM:ESM4	Sell	44	5161	Aggressive
2024-05-06T02:34:55.758	SIM:ESM4	Sell	57	5160.75	Aggressive
2024-05-06T02:34:55.759	SIM:ESM4	Sell	45	5160.5	Passive

Date - Time

05/06/2024 - 02:14

CQG Symbol

Exchange Symbol

SIM:ESM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

5162.0735

Average Total

5163.04

VWAP Slippage

0.9655

Arrival Price

5,161.8750

Destination Price

5,162.6250

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-05-06T02:07:36.012	SIM:ESM4	Buy	12	5162.25	Passive
2024-05-06T02:08:20.161	SIM:ESM4	Buy	1	5162	Passive
2024-05-06T02:08:38.815	SIM:ESM4	Buy	1	5162.25	Passive
2024-05-06T02:09:05.161	SIM:ESM4	Buy	3	5162	Passive
2024-05-06T02:09:50.157	SIM:ESM4	Buy	2	5162.25	Passive
2024-05-06T02:10:05.158	SIM:ESM4	Buy	1	5162.25	Passive
2024-05-06T02:10:09.185	SIM:ESM4	Buy	1	5162	Passive
2024-05-06T02:10:28.857	SIM:ESM4	Buy	3	5162	Passive
2024-05-06T02:10:35.289	SIM:ESM4	Buy	1	5162.25	Passive
2024-05-06T02:10:58.402	SIM:ESM4	Buy	1	5162	Passive
2024-05-06T02:11:20.157	SIM:ESM4	Buy	2	5162.25	Passive
2024-05-06T02:11:21.261	SIM:ESM4	Buy	1	5162.25	Passive
2024-05-06T02:11:43.488	SIM:ESM4	Buy	1	5162	Passive
2024-05-06T02:11:43.489	SIM:ESM4	Buy	1	5162	Passive
2024-05-06T02:12:05.16	SIM:ESM4	Buy	1	5162	Passive
2024-05-06T02:12:23.167	SIM:ESM4	Buy	1	5162.25	Aggressive
2024-05-06T02:12:50.167	SIM:ESM4	Buy	2	5162.5	Passive
2024-05-06T02:13:35.169	SIM:ESM4	Buy	1	5162.5	Passive
2024-05-06T02:13:43.92	SIM:ESM4	Buy	1	5162.5	Passive
2024-05-06T02:14:05.117	SIM:ESM4	Buy	2	5163	Passive
2024-05-06T02:14:09.961	SIM:ESM4	Buy	3	5162.75	Aggressive
2024-05-06T02:14:20.169	SIM:ESM4	Buy	4	5162.5	Aggressive
2024-05-06T02:14:20.169	SIM:ESM4	Buy	34	5162.75	Aggressive
2024-05-06T02:14:20.169	SIM:ESM4	Buy	50	5163	Aggressive
2024-05-06T02:14:20.169	SIM:ESM4	Buy	42	5163.25	Aggressive
2024-05-06T02:14:20.169	SIM:ESM4	Buy	59	5163.5	Passive
2024-05-06T02:14:20.194	SIM:ESM4	Buy	4	5162.5	Aggressive
2024-05-06T02:14:20.194	SIM:ESM4	Buy	31	5162.75	Aggressive
2024-05-06T02:14:20.194	SIM:ESM4	Buy	50	5163	Aggressive
2024-05-06T02:14:20.194	SIM:ESM4	Buy	42	5163.25	Aggressive
2024-05-06T02:14:20.194	SIM:ESM4	Buy	59	5163.5	Passive
2024-05-06T02:14:20.298	SIM:ESM4	Buy	4	5162.5	Aggressive
2024-05-06T02:14:20.298	SIM:ESM4	Buy	31	5162.75	Aggressive
2024-05-06T02:14:20.299	SIM:ESM4	Buy	48	5163	Aggressive

Date - Time

05/06/2024 - 01:58

CQG Symbol

CLE

Exchange Symbol

SIM:CLM4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

78.7400

Average Total

78.73

VWAP Slippage

0.0128

Arrival Price

78.7150

Destination Price

78.7550

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-05-06T01:48:33.399	SIM:CLM4	Sell	10	78.71	Aggressive
2024-05-06T01:48:33.661	SIM:CLM4	Sell	5	78.72	Passive
2024-05-06T01:48:33.677	SIM:CLM4	Sell	5	78.72	Passive
2024-05-06T01:48:33.757	SIM:CLM4	Sell	1	78.72	Passive
2024-05-06T01:49:03.398	SIM:CLM4	Sell	8	78.72	Passive
2024-05-06T01:49:03.557	SIM:CLM4	Sell	2	78.72	Passive
2024-05-06T01:49:13.399	SIM:CLM4	Sell	2	78.72	Passive
2024-05-06T01:49:13.4	SIM:CLM4	Sell	3	78.72	Passive
2024-05-06T01:49:13.401	SIM:CLM4	Sell	3	78.72	Passive
2024-05-06T01:49:13.402	SIM:CLM4	Sell	1	78.72	Passive
2024-05-06T01:49:33.391	SIM:CLM4	Sell	10	78.71	Aggressive
2024-05-06T01:49:38.065	SIM:CLM4	Sell	4	78.72	Passive
2024-05-06T01:49:38.066	SIM:CLM4	Sell	5	78.72	Passive
2024-05-06T01:49:49.561	SIM:CLM4	Sell	1	78.72	Passive
2024-05-06T01:49:49.565	SIM:CLM4	Sell	5	78.72	Passive
2024-05-06T01:49:49.568	SIM:CLM4	Sell	5	78.72	Passive
2024-05-06T01:50:18.4	SIM:CLM4	Sell	14	78.71	Aggressive
2024-05-06T01:50:29.661	SIM:CLM4	Sell	14	78.72	Passive
2024-05-06T01:50:29.662	SIM:CLM4	Sell	1	78.72	Passive
2024-05-06T01:50:41.058	SIM:CLM4	Sell	7	78.73	Aggressive
2024-05-06T01:50:41.059	SIM:CLM4	Sell	7	78.73	Aggressive
2024-05-06T01:50:50.426	SIM:CLM4	Sell	1	78.73	Aggressive
2024-05-06T01:50:50.429	SIM:CLM4	Sell	1	78.73	Aggressive
2024-05-06T01:50:50.43	SIM:CLM4	Sell	3	78.73	Aggressive
2024-05-06T01:50:50.431	SIM:CLM4	Sell	4	78.73	Aggressive
2024-05-06T01:50:50.457	SIM:CLM4	Sell	4	78.73	Aggressive
2024-05-06T01:50:50.458	SIM:CLM4	Sell	1	78.73	Aggressive
2024-05-06T01:51:10.557	SIM:CLM4	Sell	1	78.73	Aggressive
2024-05-06T01:51:10.559	SIM:CLM4	Sell	6	78.73	Aggressive
2024-05-06T01:51:10.56	SIM:CLM4	Sell	5	78.73	Aggressive
2024-05-06T01:51:33.394	SIM:CLM4	Sell	5	78.73	Aggressive
2024-05-06T01:51:33.394	SIM:CLM4	Sell	7	78.72	Passive
2024-05-06T01:51:43.259	SIM:CLM4	Sell	2	78.74	Passive
2024-05-06T01:51:43.261	SIM:CLM4	Sell	4	78.74	Passive
2024-05-06T01:51:43.267	SIM:CLM4	Sell	4	78.74	Passive
2024-05-06T01:51:43.27	SIM:CLM4	Sell	3	78.74	Passive
2024-05-06T01:51:59.396	SIM:CLM4	Sell	1	78.74	Passive
2024-05-06T01:51:59.559	SIM:CLM4	Sell	1	78.74	Passive
2024-05-06T01:51:59.693	SIM:CLM4	Sell	1	78.74	Passive
2024-05-06T01:52:00.259	SIM:CLM4	Sell	1	78.74	Passive
2024-05-06T01:52:02.761	SIM:CLM4	Sell	1	78.74	Aggressive
2024-05-06T01:52:03.384	SIM:CLM4	Sell	7	78.73	Aggressive
2024-05-06T01:52:11.161	SIM:CLM4	Sell	11	78.74	Passive
2024-05-06T01:52:11.199	SIM:CLM4	Sell	1	78.74	Passive
2024-05-06T01:52:21.406	SIM:CLM4	Sell	1	78.74	Passive
2024-05-06T01:52:21.407	SIM:CLM4	Sell	1	78.74	Passive
2024-05-06T01:52:21.408	SIM:CLM4	Sell	1	78.74	Passive
2024-05-06T01:52:21.77	SIM:CLM4	Sell	2	78.74	Passive
2024-05-06T01:52:21.772	SIM:CLM4	Sell	2	78.74	Passive
2024-05-06T01:52:21.78	SIM:CLM4	Sell	1	78.74	Passive
2024-05-06T01:52:21.808	SIM:CLM4	Sell	1	78.74	Passive
2024-05-06T01:52:22.096	SIM:CLM4	Sell	1	78.74	Passive
2024-05-06T01:52:22.17	SIM:CLM4	Sell	1	78.74	Passive
2024-05-06T01:52:22.502	SIM:CLM4	Sell	1	78.74	Passive
2024-05-06T01:52:23.98	SIM:CLM4	Sell	1	78.74	Passive
2024-05-06T01:52:48.401	SIM:CLM4	Sell	9	78.72	Aggressive
2024-05-06T01:52:48.401	SIM:CLM4	Sell	3	78.71	Aggressive
2024-05-06T01:53:03.403	SIM:CLM4	Sell	9	78.72	Aggressive
2024-05-06T01:53:03.403	SIM:CLM4	Sell	3	78.71	Aggressive
2024-05-06T01:53:18.395	SIM:CLM4	Sell	10	78.71	Aggressive
2024-05-06T01:53:18.46	SIM:CLM4	Sell	4	78.72	Passive
2024-05-06T01:53:18.467	SIM:CLM4	Sell	4	78.72	Passive
2024-05-06T01:53:18.47	SIM:CLM4	Sell	3	78.72	Passive
2024-05-06T01:53:41.961	SIM:CLM4	Sell	2	78.72	Passive
2024-05-06T01:53:42.06	SIM:CLM4	Sell	2	78.72	Passive
2024-05-06T01:53:42.165	SIM:CLM4	Sell	3	78.72	Passive
2024-05-06T01:53:42.359	SIM:CLM4	Sell	3	78.72	Passive
2024-05-06T01:53:54.065	SIM:CLM4	Sell	1	78.72	Passive
2024-05-06T01:53:54.067	SIM:CLM4	Sell	2	78.72	Passive
2024-05-06T01:53:54.068	SIM:CLM4	Sell	3	78.72	Passive
2024-05-06T01:53:54.069	SIM:CLM4	Sell	3	78.72	Passive
2024-05-06T01:53:54.07	SIM:CLM4	Sell	2	78.72	Passive
2024-05-06T01:54:18.384	SIM:CLM4	Sell	8	78.72	Aggressive
2024-05-06T01:54:18.384	SIM:CLM4	Sell	4	78.71	Aggressive
2024-05-06T01:54:21.91	SIM:CLM4	Sell	1	78.73	Aggressive
2024-05-06T01:54:21.911	SIM:CLM4	Sell	2	78.73	Aggressive
2024-05-06T01:54:21.915	SIM:CLM4	Sell	2	78.73	Aggressive
2024-05-06T01:54:22.158	SIM:CLM4	Sell	1	78.73	Aggressive
2024-05-06T01:54:22.457	SIM:CLM4	Sell	5	78.73	Aggressive
2024-05-06T01:54:47.558	SIM:CLM4	Sell	1	78.72	Passive
2024-05-06T01:54:47.559	SIM:CLM4	Sell	1	78.72	Passive
2024-05-06T01:54:47.56	SIM:CLM4	Sell	4	78.72	Passive
2024-05-06T01:54:47.561	SIM:CLM4	Sell	6	78.72	Passive
2024-05-06T01:55:03.388	SIM:CLM4	Sell	8	78.72	Aggressive
2024-05-06T01:55:03.388	SIM:CLM4	Sell	4	78.71	Aggressive
2024-05-06T01:55:08.567	SIM:CLM4	Sell	2	78.72	Passive
2024-05-06T01:55:08.568	SIM:CLM4	Sell	6	78.72	Passive
2024-05-06T01:55:08.569	SIM:CLM4	Sell	5	78.72	Passive
2024-05-06T01:55:08.57	SIM:CLM4	Sell	1	78.72	Passive
2024-05-06T01:55:33.403	SIM:CLM4	Sell	15	78.71	Aggressive
2024-05-06T01:55:35.799	SIM:CLM4	Sell	3	78.72	Passive
2024-05-06T01:55:35.801	SIM:CLM4	Sell	2	78.72	Passive
2024-05-06T01:55:35.803	SIM:CLM4	Sell	2	78.72	Passive
2024-05-06T01:55:35.809	SIM:CLM4	Sell	2	78.72	Passive
2024-05-06T01:55:35.959	SIM:CLM4	Sell	2	78.72	Passive
2024-05-06T01:55:36.3	SIM:CLM4	Sell	3	78.72	Passive
2024-05-06T01:56:03.386	SIM:CLM4	Sell	15	78.71	Aggressive
2024-05-06T01:56:15.762	SIM:CLM4	Sell	5	78.72	Passive
2024-05-06T01:56:15.763	SIM:CLM4	Sell	9	78.72	Passive
2024-05-06T01:56:20.091	SIM:CLM4	Sell	1	78.73	Aggressive
2024-05-06T01:56:20.092	SIM:CLM4	Sell	1	78.73	Aggressive
2024-05-06T01:56:24.622	SIM:CLM4	Sell	2	78.72	Passive
2024-05-06T01:56:24.623	SIM:CLM4	Sell	3	78.72	Passive
2024-05-06T01:56:24.624	SIM:CLM4	Sell	3	78.72	Passive
2024-05-06T01:56:24.625	SIM:CLM4	Sell	3	78.72	Passive
2024-05-06T01:56:24.656	SIM:CLM4	Sell	1	78.72	Passive
2024-05-06T01:56:42.773	SIM:CLM4	Sell	1	78.74	Passive
2024-05-06T01:56:42.775	SIM:CLM4	Sell	2	78.74	Passive
2024-05-06T01:56:48.384	SIM:CLM4	Sell	11	78.73	Aggressive
2024-05-06T01:56:50.698	SIM:CLM4	Sell	4	78.74	Passive
2024-05-06T01:56:50.7	SIM:CLM4	Sell	5	78.74	Passive
2024-05-06T01:56:50.701	SIM:CLM4	Sell	5	78.74	Passive
2024-05-06T01:57:09.298	SIM:CLM4	Sell	1	78.76	Aggressive
2024-05-06T01:57:14.682	SIM:CLM4	Sell	1	78.76	Aggressive
2024-05-06T01:57:14.683	SIM:CLM4	Sell	8	78.76	Aggressive
2024-05-06T01:57:14.684	SIM:CLM4	Sell	5	78.76	Aggressive
2024-05-06T01:57:21.022	SIM:CLM4	Sell	4	78.76	Aggressive
2024-05-06T01:57:21.056	SIM:CLM4	Sell	2	78.77	Aggressive
2024-05-06T01:57:21.056	SIM:CLM4	Sell	5	78.76	Aggressive
2024-05-06T01:57:21.057	SIM:CLM4	Sell	3	78.76	Aggressive
2024-05-06T01:57:35.057	SIM:CLM4	Sell	4	78.77	Passive
2024-05-06T01:57:36.173	SIM:CLM4	Sell	1	78.77	Passive
2024-05-06T01:57:36.174	SIM:CLM4	Sell	1	78.77	Passive
2024-05-06T01:57:36.175	SIM:CLM4	Sell	2	78.77	Passive
2024-05-06T01:57:40.456	SIM:CLM4	Sell	1	78.77	Passive
2024-05-06T01:57:48.402	SIM:CLM4	Sell	6	78.76	Aggressive
2024-05-06T01:58:03.397	SIM:CLM4	Sell	10	78.75	Aggressive
2024-05-06T01:58:03.397	SIM:CLM4	Sell	3	78.74	Passive
2024-05-06T01:58:03.397	SIM:CLM4	Sell	15	78.74	Passive

Date - Time

05/06/2024 - 01:41

CQG Symbol

CLE

Exchange Symbol

SIM:CLM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

78.6909

Average Total

78.67

VWAP Slippage

-0.0209

Arrival Price

78.6350

Destination Price

78.7050

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-05-06T01:31:31.368	SIM:CLM4	Buy	11	78.65	Aggressive
2024-05-06T01:31:31.368	SIM:CLM4	Buy	1	78.66	Passive
2024-05-06T01:31:35.715	SIM:CLM4	Buy	1	78.65	Aggressive
2024-05-06T01:31:35.718	SIM:CLM4	Buy	1	78.65	Aggressive
2024-05-06T01:31:35.757	SIM:CLM4	Buy	1	78.65	Aggressive
2024-05-06T01:31:35.779	SIM:CLM4	Buy	1	78.65	Aggressive
2024-05-06T01:31:35.799	SIM:CLM4	Buy	5	78.65	Aggressive
2024-05-06T01:31:35.8	SIM:CLM4	Buy	4	78.65	Aggressive
2024-05-06T01:32:01.26	SIM:CLM4	Buy	1	78.65	Aggressive
2024-05-06T01:32:01.261	SIM:CLM4	Buy	1	78.65	Aggressive
2024-05-06T01:32:01.281	SIM:CLM4	Buy	1	78.65	Aggressive
2024-05-06T01:32:01.362	SIM:CLM4	Buy	1	78.65	Aggressive
2024-05-06T01:32:01.362	SIM:CLM4	Buy	8	78.66	Passive
2024-05-06T01:32:13.257	SIM:CLM4	Buy	2	78.65	Aggressive
2024-05-06T01:32:13.258	SIM:CLM4	Buy	4	78.65	Aggressive
2024-05-06T01:32:13.259	SIM:CLM4	Buy	3	78.65	Aggressive
2024-05-06T01:32:13.26	SIM:CLM4	Buy	2	78.65	Aggressive
2024-05-06T01:32:13.261	SIM:CLM4	Buy	1	78.65	Aggressive
2024-05-06T01:32:26.762	SIM:CLM4	Buy	11	78.65	Aggressive
2024-05-06T01:32:26.762	SIM:CLM4	Buy	1	78.65	Passive
2024-05-06T01:32:34.101	SIM:CLM4	Buy	5	78.64	Passive
2024-05-06T01:32:34.102	SIM:CLM4	Buy	4	78.64	Passive
2024-05-06T01:32:34.156	SIM:CLM4	Buy	3	78.64	Passive
2024-05-06T01:32:48.257	SIM:CLM4	Buy	3	78.63	Passive
2024-05-06T01:32:48.258	SIM:CLM4	Buy	4	78.63	Passive
2024-05-06T01:32:48.359	SIM:CLM4	Buy	2	78.63	Passive
2024-05-06T01:32:48.382	SIM:CLM4	Buy	2	78.63	Passive
2024-05-06T01:32:48.461	SIM:CLM4	Buy	1	78.63	Passive
2024-05-06T01:33:16.371	SIM:CLM4	Buy	9	78.64	Aggressive
2024-05-06T01:33:16.371	SIM:CLM4	Buy	5	78.65	Aggressive
2024-05-06T01:33:31.374	SIM:CLM4	Buy	2	78.64	Aggressive
2024-05-06T01:33:31.374	SIM:CLM4	Buy	12	78.65	Aggressive
2024-05-06T01:33:33.659	SIM:CLM4	Buy	1	78.64	Passive
2024-05-06T01:33:38.365	SIM:CLM4	Buy	1	78.65	Passive
2024-05-06T01:33:42.41	SIM:CLM4	Buy	2	78.65	Aggressive
2024-05-06T01:33:42.457	SIM:CLM4	Buy	2	78.65	Aggressive
2024-05-06T01:33:46.367	SIM:CLM4	Buy	8	78.66	Passive
2024-05-06T01:33:47.957	SIM:CLM4	Buy	5	78.65	Aggressive
2024-05-06T01:33:47.958	SIM:CLM4	Buy	2	78.65	Aggressive
2024-05-06T01:33:47.959	SIM:CLM4	Buy	1	78.65	Aggressive
2024-05-06T01:33:47.964	SIM:CLM4	Buy	2	78.65	Aggressive
2024-05-06T01:33:47.965	SIM:CLM4	Buy	1	78.65	Aggressive
2024-05-06T01:33:47.968	SIM:CLM4	Buy	1	78.65	Aggressive
2024-05-06T01:33:48.057	SIM:CLM4	Buy	1	78.65	Aggressive
2024-05-06T01:33:48.077	SIM:CLM4	Buy	1	78.65	Aggressive
2024-05-06T01:34:05.865	SIM:CLM4	Buy	2	78.64	Passive
2024-05-06T01:34:06.201	SIM:CLM4	Buy	2	78.64	Passive
2024-05-06T01:34:06.202	SIM:CLM4	Buy	2	78.64	Passive
2024-05-06T01:34:06.203	SIM:CLM4	Buy	2	78.64	Passive
2024-05-06T01:34:06.204	SIM:CLM4	Buy	2	78.64	Passive
2024-05-06T01:34:06.26	SIM:CLM4	Buy	2	78.64	Passive
2024-05-06T01:34:06.261	SIM:CLM4	Buy	1	78.64	Passive
2024-05-06T01:34:31.369	SIM:CLM4	Buy	12	78.65	Aggressive
2024-05-06T01:34:43.703	SIM:CLM4	Buy	2	78.64	Passive
2024-05-06T01:34:43.704	SIM:CLM4	Buy	2	78.64	Passive
2024-05-06T01:34:43.705	SIM:CLM4	Buy	2	78.64	Passive
2024-05-06T01:34:44.209	SIM:CLM4	Buy	2	78.64	Passive
2024-05-06T01:34:46.36	SIM:CLM4	Buy	5	78.65	Aggressive
2024-05-06T01:35:01.368	SIM:CLM4	Buy	7	78.64	Aggressive
2024-05-06T01:35:01.368	SIM:CLM4	Buy	5	78.65	Aggressive
2024-05-06T01:35:15.861	SIM:CLM4	Buy	5	78.63	Passive
2024-05-06T01:35:16.061	SIM:CLM4	Buy	5	78.63	Passive
2024-05-06T01:35:16.46	SIM:CLM4	Buy	1	78.63	Passive
2024-05-06T01:35:31.369	SIM:CLM4	Buy	12	78.63	Passive
2024-05-06T01:35:46.368	SIM:CLM4	Buy	11	78.63	Passive
2024-05-06T01:35:55.758	SIM:CLM4	Buy	1	78.63	Passive
2024-05-06T01:35:55.758	SIM:CLM4	Buy	1	78.63	Passive
2024-05-06T01:36:01.471	SIM:CLM4	Buy	9	78.65	Aggressive
2024-05-06T01:36:16.36	SIM:CLM4	Buy	14	78.64	Passive
2024-05-06T01:36:16.362	SIM:CLM4	Buy	2	78.63	Passive
2024-05-06T01:36:16.363	SIM:CLM4	Buy	3	78.63	Passive
2024-05-06T01:36:16.364	SIM:CLM4	Buy	3	78.63	Passive
2024-05-06T01:36:16.367	SIM:CLM4	Buy	3	78.63	Passive
2024-05-06T01:36:16.5	SIM:CLM4	Buy	2	78.63	Passive
2024-05-06T01:36:18.903	SIM:CLM4	Buy	2	78.63	Passive
2024-05-06T01:36:32.161	SIM:CLM4	Buy	2	78.65	Aggressive
2024-05-06T01:36:32.161	SIM:CLM4	Buy	2	78.65	Aggressive
2024-05-06T01:36:32.161	SIM:CLM4	Buy	2	78.65	Aggressive
2024-05-06T01:36:33.857	SIM:CLM4	Buy	5	78.66	Passive
2024-05-06T01:36:33.858	SIM:CLM4	Buy	3	78.66	Passive
2024-05-06T01:37:01.359	SIM:CLM4	Buy	5	78.67	Aggressive
2024-05-06T01:37:01.359	SIM:CLM4	Buy	9	78.68	Aggressive
2024-05-06T01:37:03.974	SIM:CLM4	Buy	1	78.7	Aggressive
2024-05-06T01:37:04.094	SIM:CLM4	Buy	1	78.7	Aggressive
2024-05-06T01:37:04.095	SIM:CLM4	Buy	2	78.7	Aggressive
2024-05-06T01:37:04.096	SIM:CLM4	Buy	1	78.7	Aggressive
2024-05-06T01:37:04.106	SIM:CLM4	Buy	1	78.7	Aggressive
2024-05-06T01:37:04.108	SIM:CLM4	Buy	1	78.7	Aggressive
2024-05-06T01:37:04.178	SIM:CLM4	Buy	6	78.7	Aggressive
2024-05-06T01:37:31.369	SIM:CLM4	Buy	13	78.69	Passive
2024-05-06T01:37:35.757	SIM:CLM4	Buy	7	78.68	Aggressive
2024-05-06T01:37:35.758	SIM:CLM4	Buy	5	78.68	Aggressive
2024-05-06T01:37:51.694	SIM:CLM4	Buy	1	78.67	Passive
2024-05-06T01:37:51.701	SIM:CLM4	Buy	1	78.67	Passive
2024-05-06T01:37:51.989	SIM:CLM4	Buy	1	78.67	Passive
2024-05-06T01:37:51.991	SIM:CLM4	Buy	2	78.67	Passive
2024-05-06T01:37:51.992	SIM:CLM4	Buy	2	78.67	Passive
2024-05-06T01:37:52.06	SIM:CLM4	Buy	2	78.67	Passive
2024-05-06T01:37:54.159	SIM:CLM4	Buy	1	78.67	Passive
2024-05-06T01:37:54.556	SIM:CLM4	Buy	2	78.67	Passive
2024-05-06T01:38:01.366	SIM:CLM4	Buy	1	78.69	Passive
2024-05-06T01:38:03.659	SIM:CLM4	Buy	4	78.68	Aggressive
2024-05-06T01:38:03.68	SIM:CLM4	Buy	5	78.68	Aggressive
2024-05-06T01:38:03.76	SIM:CLM4	Buy	3	78.68	Aggressive
2024-05-06T01:38:22.361	SIM:CLM4	Buy	6	78.69	Passive
2024-05-06T01:38:22.361	SIM:CLM4	Buy	1	78.69	Passive
2024-05-06T01:38:22.361	SIM:CLM4	Buy	1	78.69	Passive
2024-05-06T01:38:22.369	SIM:CLM4	Buy	3	78.69	Passive
2024-05-06T01:38:37.513	SIM:CLM4	Buy	1	78.68	Aggressive
2024-05-06T01:38:37.514	SIM:CLM4	Buy	3	78.68	Aggressive
2024-05-06T01:38:37.515	SIM:CLM4	Buy	3	78.68	Aggressive
2024-05-06T01:38:37.516	SIM:CLM4	Buy	3	78.68	Aggressive
2024-05-06T01:38:37.517	SIM:CLM4	Buy	2	78.68	Aggressive
2024-05-06T01:39:01.365	SIM:CLM4	Buy	5	78.69	Aggressive
2024-05-06T01:39:01.365	SIM:CLM4	Buy	6	78.7	Aggressive
2024-05-06T01:39:05.372	SIM:CLM4	Buy	1	78.69	Passive
2024-05-06T01:39:05.372	SIM:CLM4	Buy	1	78.69	Passive
2024-05-06T01:39:05.373	SIM:CLM4	Buy	1	78.69	Passive
2024-05-06T01:39:05.373	SIM:CLM4	Buy	1	78.69	Passive
2024-05-06T01:39:05.374	SIM:CLM4	Buy	1	78.69	Passive
2024-05-06T01:39:05.376	SIM:CLM4	Buy	1	78.69	Passive
2024-05-06T01:39:05.378	SIM:CLM4	Buy	1	78.69	Passive
2024-05-06T01:39:05.379	SIM:CLM4	Buy	1	78.69	Passive
2024-05-06T01:39:05.38	SIM:CLM4	Buy	1	78.69	Passive
2024-05-06T01:39:05.401	SIM:CLM4	Buy	1	78.69	Passive
2024-05-06T01:39:05.403	SIM:CLM4	Buy	1	78.69	Aggressive
2024-05-06T01:39:31.369	SIM:CLM4	Buy	10	78.71	Aggressive
2024-05-06T01:39:46.371	SIM:CLM4	Buy	8	78.71	Aggressive
2024-05-06T01:39:46.371	SIM:CLM4	Buy	3	78.72	Passive
2024-05-06T01:39:54.857	SIM:CLM4	Buy	1	78.7	Aggressive
2024-05-06T01:40:01.357	SIM:CLM4	Buy	9	78.71	Aggressive
2024-05-06T01:40:01.357	SIM:CLM4	Buy	1	78.72	Passive
2024-05-06T01:40:02.462	SIM:CLM4	Buy	3	78.73	Aggressive
2024-05-06T01:40:02.484	SIM:CLM4	Buy	1	78.74	Passive
2024-05-06T01:40:02.485	SIM:CLM4	Buy	1	78.74	Passive
2024-05-06T01:40:02.486	SIM:CLM4	Buy	1	78.74	Passive
2024-05-06T01:40:02.491	SIM:CLM4	Buy	1	78.74	Passive
2024-05-06T01:40:02.492	SIM:CLM4	Buy	1	78.74	Passive
2024-05-06T01:40:02.494	SIM:CLM4	Buy	2	78.74	Passive
2024-05-06T01:40:02.495	SIM:CLM4	Buy	3	78.74	Passive
2024-05-06T01:40:31.368	SIM:CLM4	Buy	8	78.73	Aggressive
2024-05-06T01:40:31.368	SIM:CLM4	Buy	5	78.74	Passive
2024-05-06T01:40:40.121	SIM:CLM4	Buy	5	78.73	Aggressive
2024-05-06T01:40:40.122	SIM:CLM4	Buy	6	78.73	Aggressive
2024-05-06T01:40:40.125	SIM:CLM4	Buy	2	78.73	Aggressive
2024-05-06T01:40:47.3	SIM:CLM4	Buy	1	78.73	Aggressive
2024-05-06T01:40:47.301	SIM:CLM4	Buy	6	78.73	Aggressive
2024-05-06T01:40:47.302	SIM:CLM4	Buy	5	78.73	Aggressive
2024-05-06T01:40:47.303	SIM:CLM4	Buy	1	78.73	Aggressive
2024-05-06T01:41:01.37	SIM:CLM4	Buy	8	78.72	Aggressive
2024-05-06T01:41:01.37	SIM:CLM4	Buy	7	78.73	Aggressive

Date - Time

05/06/2024 - 01:22

CQG Symbol

ENQ

Exchange Symbol

SIM:NQM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

18003.3801

Average Total

18003.66

VWAP Slippage

0.2749

Arrival Price

18,001.3750

Destination Price

18,004.7500

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-05-06T01:12:39.994	SIM:NQM4	Buy	2	18001	Passive
2024-05-06T01:12:53.517	SIM:NQM4	Buy	4	18001.25	Aggressive
2024-05-06T01:12:53.517	SIM:NQM4	Buy	3	18001.5	Aggressive
2024-05-06T01:12:53.517	SIM:NQM4	Buy	2	18001.75	Aggressive
2024-05-06T01:12:53.517	SIM:NQM4	Buy	1	18002	Passive
2024-05-06T01:13:03.31	SIM:NQM4	Buy	1	18002	Passive
2024-05-06T01:13:03.311	SIM:NQM4	Buy	2	18002	Passive
2024-05-06T01:13:03.312	SIM:NQM4	Buy	3	18002	Passive
2024-05-06T01:13:03.313	SIM:NQM4	Buy	1	18001.75	Aggressive
2024-05-06T01:13:03.313	SIM:NQM4	Buy	5	18002	Passive
2024-05-06T01:13:03.316	SIM:NQM4	Buy	1	18001.5	Aggressive
2024-05-06T01:13:18.157	SIM:NQM4	Buy	2	18001	Passive
2024-05-06T01:13:18.857	SIM:NQM4	Buy	2	18001	Passive
2024-05-06T01:13:19.514	SIM:NQM4	Buy	2	18001	Passive
2024-05-06T01:13:19.6	SIM:NQM4	Buy	2	18001	Passive
2024-05-06T01:13:22.657	SIM:NQM4	Buy	2	18001	Passive
2024-05-06T01:13:24.076	SIM:NQM4	Buy	1	18001	Passive
2024-05-06T01:13:24.077	SIM:NQM4	Buy	1	18001	Aggressive
2024-05-06T01:13:38.569	SIM:NQM4	Buy	2	18002.5	Aggressive
2024-05-06T01:13:38.569	SIM:NQM4	Buy	3	18002.75	Aggressive
2024-05-06T01:13:38.569	SIM:NQM4	Buy	4	18003	Aggressive
2024-05-06T01:13:38.569	SIM:NQM4	Buy	2	18003.25	Aggressive
2024-05-06T01:13:38.569	SIM:NQM4	Buy	2	18003.5	Passive
2024-05-06T01:13:47.183	SIM:NQM4	Buy	1	18002.25	Passive
2024-05-06T01:13:47.184	SIM:NQM4	Buy	1	18002.25	Passive
2024-05-06T01:13:47.2	SIM:NQM4	Buy	1	18002.25	Passive
2024-05-06T01:13:53.503	SIM:NQM4	Buy	3	18002.75	Aggressive
2024-05-06T01:13:53.503	SIM:NQM4	Buy	5	18003	Aggressive
2024-05-06T01:13:53.503	SIM:NQM4	Buy	1	18003.25	Passive
2024-05-06T01:14:02.658	SIM:NQM4	Buy	2	18001.75	Aggressive
2024-05-06T01:14:02.658	SIM:NQM4	Buy	4	18002	Passive
2024-05-06T01:14:02.678	SIM:NQM4	Buy	2	18001.75	Aggressive
2024-05-06T01:14:02.678	SIM:NQM4	Buy	3	18002	Passive
2024-05-06T01:14:23.502	SIM:NQM4	Buy	5	18002.75	Aggressive
2024-05-06T01:14:23.502	SIM:NQM4	Buy	4	18003	Passive
2024-05-06T01:14:32.466	SIM:NQM4	Buy	1	18002	Passive
2024-05-06T01:14:32.467	SIM:NQM4	Buy	2	18001.75	Aggressive
2024-05-06T01:14:32.467	SIM:NQM4	Buy	2	18002	Passive
2024-05-06T01:14:32.468	SIM:NQM4	Buy	2	18001.75	Aggressive
2024-05-06T01:14:32.468	SIM:NQM4	Buy	3	18002	Passive
2024-05-06T01:14:48.556	SIM:NQM4	Buy	1	18001.75	Passive
2024-05-06T01:14:48.558	SIM:NQM4	Buy	2	18001.75	Passive
2024-05-06T01:14:49.258	SIM:NQM4	Buy	3	18001.5	Aggressive
2024-05-06T01:14:49.258	SIM:NQM4	Buy	3	18001.75	Passive
2024-05-06T01:15:03.857	SIM:NQM4	Buy	1	18002.25	Passive
2024-05-06T01:15:04.067	SIM:NQM4	Buy	1	18002.25	Passive
2024-05-06T01:15:04.198	SIM:NQM4	Buy	2	18002.25	Passive
2024-05-06T01:15:04.262	SIM:NQM4	Buy	1	18002	Aggressive
2024-05-06T01:15:04.262	SIM:NQM4	Buy	2	18002.25	Passive
2024-05-06T01:15:04.376	SIM:NQM4	Buy	2	18002	Aggressive
2024-05-06T01:15:04.376	SIM:NQM4	Buy	2	18002.25	Passive
2024-05-06T01:15:04.461	SIM:NQM4	Buy	1	18002	Aggressive
2024-05-06T01:15:23.502	SIM:NQM4	Buy	1	18003	Aggressive
2024-05-06T01:15:23.502	SIM:NQM4	Buy	3	18003.25	Aggressive
2024-05-06T01:15:23.502	SIM:NQM4	Buy	5	18003.5	Aggressive
2024-05-06T01:15:23.502	SIM:NQM4	Buy	4	18003.75	Aggressive
2024-05-06T01:15:23.502	SIM:NQM4	Buy	2	18004	Passive
2024-05-06T01:15:38.501	SIM:NQM4	Buy	1	18002.75	Aggressive
2024-05-06T01:15:38.501	SIM:NQM4	Buy	3	18003	Aggressive
2024-05-06T01:15:38.501	SIM:NQM4	Buy	3	18003.25	Aggressive
2024-05-06T01:15:38.501	SIM:NQM4	Buy	3	18003.5	Aggressive
2024-05-06T01:15:38.501	SIM:NQM4	Buy	4	18003.75	Passive
2024-05-06T01:15:39.509	SIM:NQM4	Buy	1	18003	Aggressive
2024-05-06T01:15:53.56	SIM:NQM4	Buy	3	18004.5	Aggressive
2024-05-06T01:15:53.56	SIM:NQM4	Buy	4	18004.75	Aggressive
2024-05-06T01:15:53.56	SIM:NQM4	Buy	7	18005	Passive
2024-05-06T01:16:04.657	SIM:NQM4	Buy	1	18003.75	Passive
2024-05-06T01:16:05.291	SIM:NQM4	Buy	4	18003.75	Passive
2024-05-06T01:16:05.292	SIM:NQM4	Buy	2	18003.75	Passive
2024-05-06T01:16:05.293	SIM:NQM4	Buy	1	18003.75	Passive
2024-05-06T01:16:05.294	SIM:NQM4	Buy	1	18003.75	Passive
2024-05-06T01:16:05.296	SIM:NQM4	Buy	1	18003.75	Passive
2024-05-06T01:16:05.305	SIM:NQM4	Buy	1	18003.75	Passive
2024-05-06T01:16:05.359	SIM:NQM4	Buy	1	18003.75	Passive
2024-05-06T01:16:08.508	SIM:NQM4	Buy	2	18004.25	Passive
2024-05-06T01:16:12.892	SIM:NQM4	Buy	1	18003.5	Passive
2024-05-06T01:16:12.894	SIM:NQM4	Buy	1	18003.5	Passive
2024-05-06T01:16:23.509	SIM:NQM4	Buy	11	18005	Passive
2024-05-06T01:16:38.157	SIM:NQM4	Buy	2	18003.75	Aggressive
2024-05-06T01:16:38.157	SIM:NQM4	Buy	4	18004	Aggressive
2024-05-06T01:16:38.157	SIM:NQM4	Buy	5	18004.25	Passive
2024-05-06T01:16:38.168	SIM:NQM4	Buy	2	18004	Aggressive
2024-05-06T01:16:52.357	SIM:NQM4	Buy	1	18003.75	Aggressive
2024-05-06T01:16:52.357	SIM:NQM4	Buy	1	18004	Aggressive
2024-05-06T01:16:52.357	SIM:NQM4	Buy	3	18004.25	Passive
2024-05-06T01:16:52.358	SIM:NQM4	Buy	1	18003.75	Aggressive
2024-05-06T01:16:52.358	SIM:NQM4	Buy	1	18004	Aggressive
2024-05-06T01:16:52.358	SIM:NQM4	Buy	4	18004.25	Passive
2024-05-06T01:16:52.362	SIM:NQM4	Buy	1	18003.75	Aggressive
2024-05-06T01:16:52.362	SIM:NQM4	Buy	1	18004	Aggressive
2024-05-06T01:17:04.159	SIM:NQM4	Buy	1	18004.25	Passive
2024-05-06T01:17:08.504	SIM:NQM4	Buy	4	18004.75	Aggressive
2024-05-06T01:17:08.504	SIM:NQM4	Buy	7	18005	Passive
2024-05-06T01:17:17.961	SIM:NQM4	Buy	1	18004	Passive
2024-05-06T01:17:18.663	SIM:NQM4	Buy	1	18004	Passive
2024-05-06T01:17:18.958	SIM:NQM4	Buy	1	18004	Passive
2024-05-06T01:17:19.558	SIM:NQM4	Buy	1	18003.75	Aggressive
2024-05-06T01:17:19.558	SIM:NQM4	Buy	1	18004	Passive
2024-05-06T01:17:19.587	SIM:NQM4	Buy	2	18003.75	Aggressive
2024-05-06T01:17:19.587	SIM:NQM4	Buy	1	18004	Passive
2024-05-06T01:17:19.602	SIM:NQM4	Buy	2	18003.75	Aggressive
2024-05-06T01:17:19.602	SIM:NQM4	Buy	1	18004	Passive
2024-05-06T01:17:37.49	SIM:NQM4	Buy	1	18004	Passive
2024-05-06T01:17:37.492	SIM:NQM4	Buy	1	18004	Passive
2024-05-06T01:17:37.792	SIM:NQM4	Buy	2	18004	Passive
2024-05-06T01:17:37.794	SIM:NQM4	Buy	2	18004	Passive
2024-05-06T01:17:38.499	SIM:NQM4	Buy	3	18004.25	Aggressive
2024-05-06T01:17:38.5	SIM:NQM4	Buy	2	18004.5	Passive
2024-05-06T01:17:51.778	SIM:NQM4	Buy	2	18004.25	Passive
2024-05-06T01:17:51.78	SIM:NQM4	Buy	2	18004.25	Passive
2024-05-06T01:17:52.357	SIM:NQM4	Buy	2	18004.25	Passive
2024-05-06T01:17:53.503	SIM:NQM4	Buy	3	18004.5	Passive
2024-05-06T01:17:53.503	SIM:NQM4	Buy	1	18004.5	Passive
2024-05-06T01:17:53.774	SIM:NQM4	Buy	1	18004.25	Aggressive
2024-05-06T01:18:01.294	SIM:NQM4	Buy	2	18003.5	Passive
2024-05-06T01:18:01.295	SIM:NQM4	Buy	3	18003.5	Passive
2024-05-06T01:18:02.988	SIM:NQM4	Buy	3	18003.5	Passive
2024-05-06T01:18:03.059	SIM:NQM4	Buy	3	18003.5	Passive
2024-05-06T01:18:10.26	SIM:NQM4	Buy	2	18003	Passive
2024-05-06T01:18:10.658	SIM:NQM4	Buy	3	18003	Passive
2024-05-06T01:18:11.26	SIM:NQM4	Buy	1	18002.75	Aggressive
2024-05-06T01:18:11.26	SIM:NQM4	Buy	1	18003	Passive
2024-05-06T01:18:11.261	SIM:NQM4	Buy	4	18002.75	Aggressive
2024-05-06T01:18:11.262	SIM:NQM4	Buy	1	18003	Passive
2024-05-06T01:18:33.357	SIM:NQM4	Buy	1	18002.75	Passive
2024-05-06T01:18:33.358	SIM:NQM4	Buy	1	18002.75	Passive
2024-05-06T01:18:34.376	SIM:NQM4	Buy	2	18002.75	Passive
2024-05-06T01:18:34.377	SIM:NQM4	Buy	2	18002.75	Passive
2024-05-06T01:18:34.481	SIM:NQM4	Buy	2	18002.75	Passive
2024-05-06T01:18:38.562	SIM:NQM4	Buy	1	18003	Passive
2024-05-06T01:18:38.563	SIM:NQM4	Buy	4	18003.25	Passive
2024-05-06T01:18:39.128	SIM:NQM4	Buy	1	18003	Passive
2024-05-06T01:18:39.129	SIM:NQM4	Buy	1	18002.75	Aggressive
2024-05-06T01:18:39.129	SIM:NQM4	Buy	1	18003	Passive
2024-05-06T01:18:39.361	SIM:NQM4	Buy	1	18002.75	Aggressive
2024-05-06T01:18:39.361	SIM:NQM4	Buy	1	18003	Passive
2024-05-06T01:18:39.491	SIM:NQM4	Buy	1	18003	Passive
2024-05-06T01:18:40.321	SIM:NQM4	Buy	1	18003	Passive
2024-05-06T01:18:43.657	SIM:NQM4	Buy	1	18002.75	Aggressive
2024-05-06T01:18:43.657	SIM:NQM4	Buy	2	18003	Passive
2024-05-06T01:18:44.369	SIM:NQM4	Buy	1	18002.75	Aggressive
2024-05-06T01:19:08.51	SIM:NQM4	Buy	1	18003.75	Aggressive
2024-05-06T01:19:08.51	SIM:NQM4	Buy	2	18004	Aggressive
2024-05-06T01:19:08.51	SIM:NQM4	Buy	2	18004.25	Aggressive
2024-05-06T01:19:08.51	SIM:NQM4	Buy	5	18004.5	Aggressive
2024-05-06T01:19:08.51	SIM:NQM4	Buy	3	18004.75	Passive
2024-05-06T01:19:23.506	SIM:NQM4	Buy	1	18004.25	Aggressive
2024-05-06T01:19:23.506	SIM:NQM4	Buy	6	18004.5	Aggressive
2024-05-06T01:19:23.506	SIM:NQM4	Buy	3	18004.75	Aggressive
2024-05-06T01:19:23.506	SIM:NQM4	Buy	3	18005	Passive
2024-05-06T01:19:28.158	SIM:NQM4	Buy	1	18004.25	Passive
2024-05-06T01:19:28.357	SIM:NQM4	Buy	1	18004.25	Passive
2024-05-06T01:19:28.657	SIM:NQM4	Buy	1	18004.25	Passive
2024-05-06T01:19:28.658	SIM:NQM4	Buy	2	18004.25	Passive
2024-05-06T01:19:28.658	SIM:NQM4	Buy	1	18004.25	Passive
2024-05-06T01:19:37.358	SIM:NQM4	Buy	1	18004.25	Passive
2024-05-06T01:19:37.557	SIM:NQM4	Buy	1	18004.25	Passive
2024-05-06T01:19:37.659	SIM:NQM4	Buy	1	18004.25	Passive
2024-05-06T01:19:38.569	SIM:NQM4	Buy	4	18004.5	Passive
2024-05-06T01:19:46.311	SIM:NQM4	Buy	2	18003.75	Passive
2024-05-06T01:19:46.759	SIM:NQM4	Buy	2	18003.75	Passive
2024-05-06T01:19:46.959	SIM:NQM4	Buy	2	18003.75	Passive
2024-05-06T01:19:47.259	SIM:NQM4	Buy	2	18003.75	Passive
2024-05-06T01:19:47.268	SIM:NQM4	Buy	2	18003.75	Passive
2024-05-06T01:19:53.502	SIM:NQM4	Buy	2	18004	Aggressive
2024-05-06T01:19:53.502	SIM:NQM4	Buy	1	18004.25	Passive
2024-05-06T01:20:06.359	SIM:NQM4	Buy	2	18004.25	Passive
2024-05-06T01:20:07.498	SIM:NQM4	Buy	2	18004.25	Passive
2024-05-06T01:20:07.498	SIM:NQM4	Buy	1	18004.25	Passive
2024-05-06T01:20:07.983	SIM:NQM4	Buy	2	18004.25	Passive
2024-05-06T01:20:08.169	SIM:NQM4	Buy	2	18004.25	Passive
2024-05-06T01:20:08.569	SIM:NQM4	Buy	6	18004.5	Passive
2024-05-06T01:20:23.562	SIM:NQM4	Buy	2	18004	Aggressive
2024-05-06T01:20:23.562	SIM:NQM4	Buy	4	18004.25	Aggressive
2024-05-06T01:20:23.562	SIM:NQM4	Buy	5	18004.5	Aggressive
2024-05-06T01:20:23.562	SIM:NQM4	Buy	3	18004.75	Aggressive
2024-05-06T01:20:23.562	SIM:NQM4	Buy	1	18005	Passive
2024-05-06T01:20:29.986	SIM:NQM4	Buy	1	18004	Passive
2024-05-06T01:20:29.987	SIM:NQM4	Buy	2	18004	Passive
2024-05-06T01:20:29.988	SIM:NQM4	Buy	1	18004	Passive
2024-05-06T01:20:30.062	SIM:NQM4	Buy	2	18004	Passive
2024-05-06T01:20:30.079	SIM:NQM4	Buy	2	18004	Passive
2024-05-06T01:20:30.081	SIM:NQM4	Buy	2	18004	Passive
2024-05-06T01:20:30.162	SIM:NQM4	Buy	1	18004	Passive
2024-05-06T01:20:30.172	SIM:NQM4	Buy	1	18004	Passive
2024-05-06T01:20:30.174	SIM:NQM4	Buy	1	18004	Passive
2024-05-06T01:20:30.175	SIM:NQM4	Buy	1	18004	Passive
2024-05-06T01:20:31.069	SIM:NQM4	Buy	1	18004	Passive
2024-05-06T01:20:53.506	SIM:NQM4	Buy	2	18003.75	Aggressive
2024-05-06T01:20:53.506	SIM:NQM4	Buy	4	18004	Aggressive
2024-05-06T01:20:53.507	SIM:NQM4	Buy	3	18004.25	Aggressive
2024-05-06T01:20:53.507	SIM:NQM4	Buy	6	18004.5	Passive
2024-05-06T01:20:59.464	SIM:NQM4	Buy	1	18003.25	Aggressive
2024-05-06T01:20:59.959	SIM:NQM4	Buy	1	18003.75	Passive
2024-05-06T01:21:00.562	SIM:NQM4	Buy	2	18003.75	Passive
2024-05-06T01:21:00.661	SIM:NQM4	Buy	2	18003.75	Passive
2024-05-06T01:21:04.513	SIM:NQM4	Buy	1	18003.75	Passive
2024-05-06T01:21:04.556	SIM:NQM4	Buy	1	18003.75	Passive
2024-05-06T01:21:07.161	SIM:NQM4	Buy	2	18003.75	Passive
2024-05-06T01:21:08.562	SIM:NQM4	Buy	3	18004	Passive
2024-05-06T01:21:10.261	SIM:NQM4	Buy	1	18003.5	Aggressive
2024-05-06T01:21:20.006	SIM:NQM4	Buy	5	18003	Passive
2024-05-06T01:21:20.007	SIM:NQM4	Buy	3	18003	Passive
2024-05-06T01:21:20.008	SIM:NQM4	Buy	3	18003	Passive
2024-05-06T01:21:20.01	SIM:NQM4	Buy	1	18003	Passive
2024-05-06T01:21:38.514	SIM:NQM4	Buy	3	18004	Aggressive
2024-05-06T01:21:38.514	SIM:NQM4	Buy	5	18004.25	Aggressive
2024-05-06T01:21:38.515	SIM:NQM4	Buy	3	18004.5	Aggressive
2024-05-06T01:21:38.515	SIM:NQM4	Buy	1	18004.75	Passive
2024-05-06T01:21:45.595	SIM:NQM4	Buy	1	18004.75	Passive
2024-05-06T01:21:45.596	SIM:NQM4	Buy	1	18004.75	Passive
2024-05-06T01:21:45.597	SIM:NQM4	Buy	1	18004.75	Passive
2024-05-06T01:21:45.605	SIM:NQM4	Buy	2	18004.75	Passive
2024-05-06T01:21:45.605	SIM:NQM4	Buy	1	18004.75	Aggressive
2024-05-06T01:21:45.702	SIM:NQM4	Buy	2	18004.75	Passive
2024-05-06T01:21:45.703	SIM:NQM4	Buy	3	18004.75	Passive
2024-05-06T01:21:45.704	SIM:NQM4	Buy	2	18004.75	Passive
2024-05-06T01:22:01.756	SIM:NQM4	Buy	1	18005	Passive
2024-05-06T01:22:01.763	SIM:NQM4	Buy	2	18005	Passive
2024-05-06T01:22:01.766	SIM:NQM4	Buy	2	18005	Passive
2024-05-06T01:22:01.777	SIM:NQM4	Buy	1	18005	Passive
2024-05-06T01:22:01.778	SIM:NQM4	Buy	1	18005	Passive
2024-05-06T01:22:01.814	SIM:NQM4	Buy	2	18005	Passive
2024-05-06T01:22:01.86	SIM:NQM4	Buy	2	18005	Passive
2024-05-06T01:22:01.893	SIM:NQM4	Buy	1	18005	Passive
2024-05-06T01:22:18.865	SIM:NQM4	Buy	3	18005.25	Passive
2024-05-06T01:22:18.866	SIM:NQM4	Buy	3	18005.25	Passive
2024-05-06T01:22:18.867	SIM:NQM4	Buy	3	18005.25	Passive
2024-05-06T01:22:18.868	SIM:NQM4	Buy	2	18005.25	Passive
2024-05-06T01:22:23.513	SIM:NQM4	Buy	1	18005.25	Aggressive
2024-05-06T01:22:23.513	SIM:NQM4	Buy	8	18005.5	Aggressive
2024-05-06T01:22:23.513	SIM:NQM4	Buy	3	18005.75	Passive

Date - Time

05/06/2024 - 01:01

CQG Symbol

Exchange Symbol

SIM:ESM4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

5157.9691

Average Total

5157.51

VWAP Slippage

0.4596

Arrival Price

5,157.6250

Destination Price

5,158.1250

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-05-06T00:54:35.361	SIM:ESM4	Sell	2	5157.5	Aggressive
2024-05-06T00:54:35.361	SIM:ESM4	Sell	10	5157.25	Passive
2024-05-06T00:55:13.281	SIM:ESM4	Sell	1	5158	Passive
2024-05-06T00:56:05.757	SIM:ESM4	Sell	2	5157.75	Passive
2024-05-06T00:57:05.725	SIM:ESM4	Sell	1	5157.5	Passive
2024-05-06T00:57:35.771	SIM:ESM4	Sell	1	5157.5	Passive
2024-05-06T00:58:20.769	SIM:ESM4	Sell	1	5157.75	Passive
2024-05-06T00:58:50.768	SIM:ESM4	Sell	1	5157.75	Passive
2024-05-06T00:59:10.721	SIM:ESM4	Sell	1	5157.75	Passive
2024-05-06T00:59:26.459	SIM:ESM4	Sell	1	5158	Passive
2024-05-06T00:59:59.592	SIM:ESM4	Sell	1	5158.25	Passive
2024-05-06T01:00:12.501	SIM:ESM4	Sell	2	5158.25	Passive
2024-05-06T01:00:35.761	SIM:ESM4	Sell	1	5157.75	Passive
2024-05-06T01:00:39.277	SIM:ESM4	Sell	1	5158	Passive
2024-05-06T01:01:05.768	SIM:ESM4	Sell	1	5158.25	Passive
2024-05-06T01:01:11.582	SIM:ESM4	Sell	1	5158.25	Passive
2024-05-06T01:01:20.757	SIM:ESM4	Sell	24	5158	Aggressive
2024-05-06T01:01:20.757	SIM:ESM4	Sell	56	5157.75	Aggressive
2024-05-06T01:01:20.757	SIM:ESM4	Sell	47	5157.5	Aggressive
2024-05-06T01:01:20.757	SIM:ESM4	Sell	36	5157.25	Aggressive
2024-05-06T01:01:20.757	SIM:ESM4	Sell	51	5157	Passive
2024-05-06T01:01:21.787	SIM:ESM4	Sell	24	5158	Aggressive
2024-05-06T01:01:21.787	SIM:ESM4	Sell	56	5157.75	Aggressive
2024-05-06T01:01:21.787	SIM:ESM4	Sell	47	5157.5	Aggressive
2024-05-06T01:01:21.787	SIM:ESM4	Sell	36	5157.25	Aggressive
2024-05-06T01:01:21.787	SIM:ESM4	Sell	51	5157	Passive
2024-05-06T01:01:23.756	SIM:ESM4	Sell	26	5158	Aggressive
2024-05-06T01:01:23.756	SIM:ESM4	Sell	18	5157.75	Aggressive

Date - Time

05/06/2024 - 00:41

CQG Symbol

Exchange Symbol

SIM:ESM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

5157.4077

Average Total

5158.50

VWAP Slippage

1.0913

Arrival Price

5,157.3750

Destination Price

5,157.8750

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-05-06T00:34:02.469	SIM:ESM4	Buy	12	5157.5	Passive
2024-05-06T00:34:47.378	SIM:ESM4	Buy	1	5157	Passive
2024-05-06T00:35:03.158	SIM:ESM4	Buy	1	5157	Passive
2024-05-06T00:35:33.168	SIM:ESM4	Buy	2	5157.25	Passive
2024-05-06T00:36:03.162	SIM:ESM4	Buy	1	5157.5	Passive
2024-05-06T00:36:18.559	SIM:ESM4	Buy	1	5157.25	Passive
2024-05-06T00:36:48.161	SIM:ESM4	Buy	1	5157.5	Passive
2024-05-06T00:37:43.771	SIM:ESM4	Buy	1	5158	Passive
2024-05-06T00:38:03.161	SIM:ESM4	Buy	2	5158.25	Passive
2024-05-06T00:38:26.457	SIM:ESM4	Buy	1	5158	Passive
2024-05-06T00:38:48.125	SIM:ESM4	Buy	1	5158.25	Passive
2024-05-06T00:39:18.125	SIM:ESM4	Buy	1	5158	Passive
2024-05-06T00:40:03.159	SIM:ESM4	Buy	1	5158.25	Passive
2024-05-06T00:40:33.169	SIM:ESM4	Buy	1	5158.25	Passive
2024-05-06T00:40:33.36	SIM:ESM4	Buy	1	5158	Passive
2024-05-06T00:40:48.168	SIM:ESM4	Buy	29	5158	Aggressive
2024-05-06T00:40:48.168	SIM:ESM4	Buy	38	5158.25	Aggressive
2024-05-06T00:40:48.168	SIM:ESM4	Buy	65	5158.5	Aggressive
2024-05-06T00:40:48.168	SIM:ESM4	Buy	59	5158.75	Aggressive
2024-05-06T00:40:48.169	SIM:ESM4	Buy	65	5159	Passive
2024-05-06T00:40:48.169	SIM:ESM4	Buy	1	5158	Aggressive
2024-05-06T00:40:48.169	SIM:ESM4	Buy	1	5158	Aggressive
2024-05-06T00:40:48.169	SIM:ESM4	Buy	1	5158	Aggressive
2024-05-06T00:40:48.561	SIM:ESM4	Buy	29	5158	Aggressive
2024-05-06T00:40:48.561	SIM:ESM4	Buy	38	5158.25	Aggressive
2024-05-06T00:40:48.561	SIM:ESM4	Buy	65	5158.5	Aggressive
2024-05-06T00:40:48.561	SIM:ESM4	Buy	59	5158.75	Aggressive
2024-05-06T00:40:48.561	SIM:ESM4	Buy	22	5159	Passive

Date - Time

05/06/2024 - 00:20

CQG Symbol

CLE

Exchange Symbol

SIM:CLM4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

78.4508

Average Total

78.43

VWAP Slippage

0.0182

Arrival Price

78.4150

Destination Price

78.4750

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-05-06T00:10:15.484	SIM:CLM4	Sell	6	78.4	Aggressive
2024-05-06T00:10:15.484	SIM:CLM4	Sell	7	78.39	Passive
2024-05-06T00:10:30.458	SIM:CLM4	Sell	2	78.4	Aggressive
2024-05-06T00:10:30.458	SIM:CLM4	Sell	12	78.39	Passive
2024-05-06T00:10:45.471	SIM:CLM4	Sell	3	78.4	Aggressive
2024-05-06T00:10:45.471	SIM:CLM4	Sell	11	78.39	Passive
2024-05-06T00:11:00.471	SIM:CLM4	Sell	4	78.4	Aggressive
2024-05-06T00:11:00.471	SIM:CLM4	Sell	10	78.39	Passive
2024-05-06T00:11:12.023	SIM:CLM4	Sell	2	78.41	Passive
2024-05-06T00:11:12.024	SIM:CLM4	Sell	2	78.41	Passive
2024-05-06T00:11:12.025	SIM:CLM4	Sell	3	78.41	Passive
2024-05-06T00:11:12.03	SIM:CLM4	Sell	1	78.41	Passive
2024-05-06T00:11:12.056	SIM:CLM4	Sell	1	78.41	Passive
2024-05-06T00:11:12.057	SIM:CLM4	Sell	1	78.41	Passive
2024-05-06T00:11:12.063	SIM:CLM4	Sell	1	78.41	Passive
2024-05-06T00:11:12.067	SIM:CLM4	Sell	1	78.41	Passive
2024-05-06T00:11:30.472	SIM:CLM4	Sell	4	78.4	Aggressive
2024-05-06T00:11:30.472	SIM:CLM4	Sell	8	78.39	Passive
2024-05-06T00:11:39.389	SIM:CLM4	Sell	3	78.41	Passive
2024-05-06T00:11:39.39	SIM:CLM4	Sell	2	78.41	Passive
2024-05-06T00:11:39.391	SIM:CLM4	Sell	3	78.41	Passive
2024-05-06T00:11:39.392	SIM:CLM4	Sell	1	78.41	Passive
2024-05-06T00:11:39.393	SIM:CLM4	Sell	2	78.41	Passive
2024-05-06T00:12:00.471	SIM:CLM4	Sell	12	78.43	Aggressive
2024-05-06T00:12:15.475	SIM:CLM4	Sell	13	78.43	Aggressive
2024-05-06T00:12:30.471	SIM:CLM4	Sell	13	78.43	Aggressive
2024-05-06T00:12:33.997	SIM:CLM4	Sell	1	78.44	Passive
2024-05-06T00:12:33.998	SIM:CLM4	Sell	2	78.44	Passive
2024-05-06T00:12:34	SIM:CLM4	Sell	5	78.44	Passive
2024-05-06T00:12:34.001	SIM:CLM4	Sell	4	78.44	Passive
2024-05-06T00:12:34.002	SIM:CLM4	Sell	1	78.44	Passive
2024-05-06T00:13:00.471	SIM:CLM4	Sell	9	78.45	Aggressive
2024-05-06T00:13:00.471	SIM:CLM4	Sell	4	78.44	Passive
2024-05-06T00:13:15.472	SIM:CLM4	Sell	9	78.45	Aggressive
2024-05-06T00:13:15.472	SIM:CLM4	Sell	1	78.44	Passive
2024-05-06T00:13:27.458	SIM:CLM4	Sell	1	78.45	Aggressive
2024-05-06T00:13:27.459	SIM:CLM4	Sell	2	78.45	Aggressive
2024-05-06T00:13:27.467	SIM:CLM4	Sell	2	78.45	Aggressive
2024-05-06T00:13:27.563	SIM:CLM4	Sell	2	78.45	Aggressive
2024-05-06T00:13:30.473	SIM:CLM4	Sell	3	78.44	Passive
2024-05-06T00:13:45.477	SIM:CLM4	Sell	3	78.44	Aggressive
2024-05-06T00:13:45.477	SIM:CLM4	Sell	7	78.43	Aggressive
2024-05-06T00:14:00.471	SIM:CLM4	Sell	6	78.44	Aggressive
2024-05-06T00:14:00.471	SIM:CLM4	Sell	4	78.43	Aggressive
2024-05-06T00:14:02.659	SIM:CLM4	Sell	2	78.45	Aggressive
2024-05-06T00:14:02.66	SIM:CLM4	Sell	2	78.45	Aggressive
2024-05-06T00:14:05.057	SIM:CLM4	Sell	2	78.45	Aggressive
2024-05-06T00:14:05.058	SIM:CLM4	Sell	3	78.45	Aggressive
2024-05-06T00:14:05.059	SIM:CLM4	Sell	2	78.45	Aggressive
2024-05-06T00:14:05.075	SIM:CLM4	Sell	1	78.45	Aggressive
2024-05-06T00:14:30.472	SIM:CLM4	Sell	8	78.45	Aggressive
2024-05-06T00:14:30.472	SIM:CLM4	Sell	4	78.44	Passive
2024-05-06T00:14:45.469	SIM:CLM4	Sell	11	78.44	Passive
2024-05-06T00:14:48.799	SIM:CLM4	Sell	1	78.44	Passive
2024-05-06T00:15:00.478	SIM:CLM4	Sell	5	78.44	Aggressive
2024-05-06T00:15:00.478	SIM:CLM4	Sell	7	78.43	Aggressive
2024-05-06T00:15:15.473	SIM:CLM4	Sell	8	78.44	Aggressive
2024-05-06T00:15:15.473	SIM:CLM4	Sell	8	78.43	Aggressive
2024-05-06T00:15:27.77	SIM:CLM4	Sell	1	78.44	Passive
2024-05-06T00:15:27.771	SIM:CLM4	Sell	1	78.44	Passive
2024-05-06T00:15:27.772	SIM:CLM4	Sell	1	78.44	Passive
2024-05-06T00:15:27.773	SIM:CLM4	Sell	1	78.44	Passive
2024-05-06T00:15:27.774	SIM:CLM4	Sell	2	78.44	Passive
2024-05-06T00:15:27.775	SIM:CLM4	Sell	2	78.44	Passive
2024-05-06T00:15:27.776	SIM:CLM4	Sell	1	78.44	Passive
2024-05-06T00:15:28.957	SIM:CLM4	Sell	3	78.44	Passive
2024-05-06T00:15:28.959	SIM:CLM4	Sell	3	78.44	Passive
2024-05-06T00:15:45.473	SIM:CLM4	Sell	4	78.43	Aggressive
2024-05-06T00:15:45.473	SIM:CLM4	Sell	12	78.42	Passive
2024-05-06T00:16:00.461	SIM:CLM4	Sell	3	78.43	Aggressive
2024-05-06T00:16:00.461	SIM:CLM4	Sell	13	78.42	Passive
2024-05-06T00:16:05.87	SIM:CLM4	Sell	5	78.44	Passive
2024-05-06T00:16:05.871	SIM:CLM4	Sell	5	78.44	Passive
2024-05-06T00:16:05.872	SIM:CLM4	Sell	3	78.44	Passive
2024-05-06T00:16:30.471	SIM:CLM4	Sell	9	78.43	Aggressive
2024-05-06T00:16:30.471	SIM:CLM4	Sell	3	78.42	Passive
2024-05-06T00:16:45.474	SIM:CLM4	Sell	8	78.43	Aggressive
2024-05-06T00:16:45.474	SIM:CLM4	Sell	5	78.42	Passive
2024-05-06T00:16:50.958	SIM:CLM4	Sell	5	78.44	Passive
2024-05-06T00:16:50.962	SIM:CLM4	Sell	6	78.44	Passive
2024-05-06T00:16:50.964	SIM:CLM4	Sell	2	78.44	Passive
2024-05-06T00:17:15.474	SIM:CLM4	Sell	8	78.44	Aggressive
2024-05-06T00:17:15.474	SIM:CLM4	Sell	8	78.43	Aggressive
2024-05-06T00:17:30.467	SIM:CLM4	Sell	13	78.44	Passive
2024-05-06T00:17:30.467	SIM:CLM4	Sell	1	78.44	Passive
2024-05-06T00:17:30.557	SIM:CLM4	Sell	1	78.44	Passive
2024-05-06T00:17:45.464	SIM:CLM4	Sell	7	78.45	Aggressive
2024-05-06T00:17:45.464	SIM:CLM4	Sell	9	78.44	Passive
2024-05-06T00:18:00.47	SIM:CLM4	Sell	12	78.44	Aggressive
2024-05-06T00:18:00.47	SIM:CLM4	Sell	4	78.43	Aggressive
2024-05-06T00:18:15.469	SIM:CLM4	Sell	10	78.45	Aggressive
2024-05-06T00:18:30.457	SIM:CLM4	Sell	10	78.45	Aggressive
2024-05-06T00:18:45.459	SIM:CLM4	Sell	10	78.45	Aggressive
2024-05-06T00:18:53.269	SIM:CLM4	Sell	10	78.47	Aggressive
2024-05-06T00:19:15.468	SIM:CLM4	Sell	9	78.46	Aggressive
2024-05-06T00:19:15.468	SIM:CLM4	Sell	1	78.45	Aggressive
2024-05-06T00:19:30.484	SIM:CLM4	Sell	9	78.46	Aggressive
2024-05-06T00:19:30.484	SIM:CLM4	Sell	1	78.45	Aggressive
2024-05-06T00:19:31.476	SIM:CLM4	Sell	1	78.47	Passive
2024-05-06T00:19:31.484	SIM:CLM4	Sell	2	78.47	Passive
2024-05-06T00:19:45.468	SIM:CLM4	Sell	3	78.46	Aggressive
2024-05-06T00:19:45.468	SIM:CLM4	Sell	8	78.45	Aggressive
2024-05-06T00:19:45.468	SIM:CLM4	Sell	7	78.45	Aggressive