VWAP Analytics

CQG Algos

Payup Model: Theo Queue

Date - Time

04/30/2024 - 18:36

CQG Symbol

ENQ

Exchange Symbol

SIM:NQM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

17490.8388

Average Total

17492.79

VWAP Slippage

1.9557

Arrival Price

17,497.0000

Destination Price

17,486.1250

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T18:26:03.759	SIM:NQM4	Buy	3	17497.5	Passive
2024-04-30T18:26:04.057	SIM:NQM4	Buy	3	17497.25	Aggressive
2024-04-30T18:26:04.058	SIM:NQM4	Buy	3	17497.5	Passive
2024-04-30T18:26:07.059	SIM:NQM4	Buy	2	17497	Aggressive
2024-04-30T18:26:24.857	SIM:NQM4	Buy	1	17496.25	Aggressive
2024-04-30T18:26:24.857	SIM:NQM4	Buy	2	17496.5	Aggressive
2024-04-30T18:26:24.857	SIM:NQM4	Buy	1	17496.75	Passive
2024-04-30T18:26:24.86	SIM:NQM4	Buy	1	17496.25	Aggressive
2024-04-30T18:26:24.86	SIM:NQM4	Buy	2	17496.5	Aggressive
2024-04-30T18:26:24.86	SIM:NQM4	Buy	2	17496.75	Passive
2024-04-30T18:26:25.589	SIM:NQM4	Buy	2	17496.25	Aggressive
2024-04-30T18:26:25.589	SIM:NQM4	Buy	1	17496.5	Aggressive
2024-04-30T18:26:33.176	SIM:NQM4	Buy	1	17496.25	Passive
2024-04-30T18:26:33.176	SIM:NQM4	Buy	1	17496.25	Passive
2024-04-30T18:26:33.176	SIM:NQM4	Buy	1	17496.25	Passive
2024-04-30T18:26:33.176	SIM:NQM4	Buy	1	17496.25	Passive
2024-04-30T18:26:33.177	SIM:NQM4	Buy	1	17496.25	Passive
2024-04-30T18:26:33.177	SIM:NQM4	Buy	1	17496.25	Passive
2024-04-30T18:26:33.177	SIM:NQM4	Buy	1	17496.25	Passive
2024-04-30T18:26:33.177	SIM:NQM4	Buy	1	17496.25	Passive
2024-04-30T18:26:33.177	SIM:NQM4	Buy	1	17496.25	Passive
2024-04-30T18:26:33.177	SIM:NQM4	Buy	1	17496.25	Passive
2024-04-30T18:26:33.178	SIM:NQM4	Buy	1	17496.25	Passive
2024-04-30T18:26:33.178	SIM:NQM4	Buy	1	17496.25	Passive
2024-04-30T18:26:58.964	SIM:NQM4	Buy	1	17497.75	Aggressive
2024-04-30T18:26:58.965	SIM:NQM4	Buy	4	17498	Aggressive
2024-04-30T18:26:58.965	SIM:NQM4	Buy	2	17498.25	Aggressive
2024-04-30T18:26:58.965	SIM:NQM4	Buy	5	17498.5	Aggressive
2024-04-30T18:26:58.965	SIM:NQM4	Buy	1	17498.75	Passive
2024-04-30T18:27:06.693	SIM:NQM4	Buy	1	17498.25	Passive
2024-04-30T18:27:06.702	SIM:NQM4	Buy	1	17498.25	Passive
2024-04-30T18:27:07.162	SIM:NQM4	Buy	1	17498.25	Passive
2024-04-30T18:27:07.189	SIM:NQM4	Buy	1	17498.25	Passive
2024-04-30T18:27:07.561	SIM:NQM4	Buy	3	17497.75	Aggressive
2024-04-30T18:27:07.561	SIM:NQM4	Buy	2	17498	Aggressive
2024-04-30T18:27:07.561	SIM:NQM4	Buy	2	17498.25	Passive
2024-04-30T18:27:16.357	SIM:NQM4	Buy	1	17496.5	Passive
2024-04-30T18:27:25.758	SIM:NQM4	Buy	1	17497	Passive
2024-04-30T18:27:25.766	SIM:NQM4	Buy	1	17497	Passive
2024-04-30T18:27:26.989	SIM:NQM4	Buy	1	17497	Passive
2024-04-30T18:27:26.99	SIM:NQM4	Buy	2	17497	Passive
2024-04-30T18:27:27.084	SIM:NQM4	Buy	2	17497	Passive
2024-04-30T18:27:27.996	SIM:NQM4	Buy	1	17497	Passive
2024-04-30T18:27:28.966	SIM:NQM4	Buy	2	17497.75	Passive
2024-04-30T18:27:43.006	SIM:NQM4	Buy	1	17497.75	Passive
2024-04-30T18:27:43.016	SIM:NQM4	Buy	1	17497.75	Passive
2024-04-30T18:27:43.967	SIM:NQM4	Buy	3	17498	Aggressive
2024-04-30T18:27:43.968	SIM:NQM4	Buy	4	17498.25	Aggressive
2024-04-30T18:27:43.968	SIM:NQM4	Buy	2	17498.5	Passive
2024-04-30T18:27:58.974	SIM:NQM4	Buy	2	17498	Aggressive
2024-04-30T18:27:58.974	SIM:NQM4	Buy	3	17498.25	Aggressive
2024-04-30T18:27:58.975	SIM:NQM4	Buy	2	17498.5	Aggressive
2024-04-30T18:27:58.975	SIM:NQM4	Buy	4	17498.75	Passive
2024-04-30T18:28:11.775	SIM:NQM4	Buy	1	17497.75	Aggressive
2024-04-30T18:28:11.775	SIM:NQM4	Buy	3	17498	Passive
2024-04-30T18:28:11.792	SIM:NQM4	Buy	1	17497.75	Aggressive
2024-04-30T18:28:11.792	SIM:NQM4	Buy	3	17498	Passive
2024-04-30T18:28:12.056	SIM:NQM4	Buy	2	17497.75	Aggressive
2024-04-30T18:28:12.056	SIM:NQM4	Buy	1	17498	Passive
2024-04-30T18:28:27.872	SIM:NQM4	Buy	1	17497	Passive
2024-04-30T18:28:27.875	SIM:NQM4	Buy	2	17497	Passive
2024-04-30T18:28:27.876	SIM:NQM4	Buy	2	17497	Passive
2024-04-30T18:28:28.972	SIM:NQM4	Buy	3	17497.25	Aggressive
2024-04-30T18:28:28.972	SIM:NQM4	Buy	2	17497.5	Passive
2024-04-30T18:28:31.981	SIM:NQM4	Buy	5	17496.5	Passive
2024-04-30T18:28:31.982	SIM:NQM4	Buy	1	17496.25	Aggressive
2024-04-30T18:28:31.982	SIM:NQM4	Buy	3	17496.5	Passive
2024-04-30T18:28:31.983	SIM:NQM4	Buy	1	17496.25	Aggressive
2024-04-30T18:28:48.16	SIM:NQM4	Buy	4	17496.75	Passive
2024-04-30T18:28:48.162	SIM:NQM4	Buy	1	17496.5	Aggressive
2024-04-30T18:28:48.162	SIM:NQM4	Buy	2	17496.75	Passive
2024-04-30T18:28:48.163	SIM:NQM4	Buy	1	17496.75	Passive
2024-04-30T18:28:51.257	SIM:NQM4	Buy	2	17496.75	Passive
2024-04-30T18:29:03.164	SIM:NQM4	Buy	3	17496.5	Aggressive
2024-04-30T18:29:03.164	SIM:NQM4	Buy	3	17496.75	Passive
2024-04-30T18:29:03.174	SIM:NQM4	Buy	3	17496.5	Aggressive
2024-04-30T18:29:03.174	SIM:NQM4	Buy	4	17496.75	Passive
2024-04-30T18:29:03.184	SIM:NQM4	Buy	1	17496.5	Aggressive
2024-04-30T18:29:20.358	SIM:NQM4	Buy	1	17495.5	Passive
2024-04-30T18:29:20.359	SIM:NQM4	Buy	1	17495.25	Aggressive
2024-04-30T18:29:20.359	SIM:NQM4	Buy	1	17495.5	Passive
2024-04-30T18:29:20.36	SIM:NQM4	Buy	1	17494.75	Aggressive
2024-04-30T18:29:20.36	SIM:NQM4	Buy	2	17495.25	Aggressive
2024-04-30T18:29:20.36	SIM:NQM4	Buy	4	17495.5	Passive
2024-04-30T18:29:20.362	SIM:NQM4	Buy	4	17495.25	Aggressive
2024-04-30T18:29:42.915	SIM:NQM4	Buy	1	17494.75	Passive
2024-04-30T18:29:42.916	SIM:NQM4	Buy	2	17494.75	Passive
2024-04-30T18:29:42.998	SIM:NQM4	Buy	1	17494.5	Aggressive
2024-04-30T18:29:42.998	SIM:NQM4	Buy	2	17494.75	Passive
2024-04-30T18:29:42.999	SIM:NQM4	Buy	2	17494.75	Passive
2024-04-30T18:29:43.963	SIM:NQM4	Buy	3	17495	Passive
2024-04-30T18:29:44.194	SIM:NQM4	Buy	2	17494.75	Aggressive
2024-04-30T18:29:49.38	SIM:NQM4	Buy	2	17494	Passive
2024-04-30T18:29:49.561	SIM:NQM4	Buy	2	17493.75	Aggressive
2024-04-30T18:29:49.562	SIM:NQM4	Buy	2	17493.75	Aggressive
2024-04-30T18:29:49.562	SIM:NQM4	Buy	1	17494	Passive
2024-04-30T18:29:49.568	SIM:NQM4	Buy	2	17493.75	Aggressive
2024-04-30T18:29:49.568	SIM:NQM4	Buy	1	17494	Passive
2024-04-30T18:29:53.581	SIM:NQM4	Buy	2	17494	Passive
2024-04-30T18:29:55.4	SIM:NQM4	Buy	2	17494	Passive
2024-04-30T18:30:00.29	SIM:NQM4	Buy	1	17493.75	Passive
2024-04-30T18:30:07.485	SIM:NQM4	Buy	2	17494.25	Passive
2024-04-30T18:30:07.486	SIM:NQM4	Buy	2	17494.25	Passive
2024-04-30T18:30:07.489	SIM:NQM4	Buy	1	17494	Aggressive
2024-04-30T18:30:07.489	SIM:NQM4	Buy	2	17494.25	Passive
2024-04-30T18:30:07.505	SIM:NQM4	Buy	1	17494	Aggressive
2024-04-30T18:30:07.505	SIM:NQM4	Buy	2	17494.25	Passive
2024-04-30T18:30:07.702	SIM:NQM4	Buy	2	17494	Aggressive
2024-04-30T18:30:07.703	SIM:NQM4	Buy	2	17494.25	Passive
2024-04-30T18:30:22.873	SIM:NQM4	Buy	1	17495	Aggressive
2024-04-30T18:30:22.873	SIM:NQM4	Buy	3	17495.25	Aggressive
2024-04-30T18:30:22.873	SIM:NQM4	Buy	3	17495.5	Passive
2024-04-30T18:30:22.875	SIM:NQM4	Buy	1	17495	Aggressive
2024-04-30T18:30:22.875	SIM:NQM4	Buy	3	17495.25	Aggressive
2024-04-30T18:30:22.876	SIM:NQM4	Buy	3	17495.5	Passive
2024-04-30T18:30:22.882	SIM:NQM4	Buy	1	17495	Aggressive
2024-04-30T18:30:30.361	SIM:NQM4	Buy	1	17494.25	Passive
2024-04-30T18:30:30.46	SIM:NQM4	Buy	2	17494.25	Passive
2024-04-30T18:30:30.58	SIM:NQM4	Buy	1	17494.25	Passive
2024-04-30T18:30:30.581	SIM:NQM4	Buy	1	17494.25	Passive
2024-04-30T18:30:30.582	SIM:NQM4	Buy	1	17494.25	Passive
2024-04-30T18:30:30.585	SIM:NQM4	Buy	1	17494.25	Passive
2024-04-30T18:30:30.66	SIM:NQM4	Buy	3	17494.25	Passive
2024-04-30T18:30:31.159	SIM:NQM4	Buy	3	17494.25	Passive
2024-04-30T18:30:31.381	SIM:NQM4	Buy	2	17494.25	Passive
2024-04-30T18:30:48.69	SIM:NQM4	Buy	1	17495.25	Aggressive
2024-04-30T18:30:49.979	SIM:NQM4	Buy	3	17495.25	Passive
2024-04-30T18:30:49.98	SIM:NQM4	Buy	3	17495.25	Passive
2024-04-30T18:30:49.982	SIM:NQM4	Buy	3	17495.25	Passive
2024-04-30T18:30:50.26	SIM:NQM4	Buy	3	17495.25	Passive
2024-04-30T18:30:52.173	SIM:NQM4	Buy	2	17495.25	Passive
2024-04-30T18:31:07.163	SIM:NQM4	Buy	1	17492.75	Aggressive
2024-04-30T18:31:07.164	SIM:NQM4	Buy	3	17493	Aggressive
2024-04-30T18:31:07.164	SIM:NQM4	Buy	2	17493.25	Passive
2024-04-30T18:31:07.277	SIM:NQM4	Buy	1	17492.75	Aggressive
2024-04-30T18:31:07.277	SIM:NQM4	Buy	3	17493	Aggressive
2024-04-30T18:31:07.277	SIM:NQM4	Buy	2	17493.25	Passive
2024-04-30T18:31:07.293	SIM:NQM4	Buy	3	17493	Aggressive
2024-04-30T18:31:07.293	SIM:NQM4	Buy	1	17493.25	Passive
2024-04-30T18:31:16.592	SIM:NQM4	Buy	4	17492.75	Passive
2024-04-30T18:31:16.593	SIM:NQM4	Buy	3	17492.75	Passive
2024-04-30T18:31:16.657	SIM:NQM4	Buy	3	17492.75	Passive
2024-04-30T18:31:16.86	SIM:NQM4	Buy	4	17492.75	Passive
2024-04-30T18:31:17.06	SIM:NQM4	Buy	3	17492.75	Passive
2024-04-30T18:31:39.958	SIM:NQM4	Buy	1	17492.75	Aggressive
2024-04-30T18:31:39.959	SIM:NQM4	Buy	6	17493	Aggressive
2024-04-30T18:31:39.959	SIM:NQM4	Buy	7	17493.25	Passive
2024-04-30T18:31:39.961	SIM:NQM4	Buy	1	17492.75	Aggressive
2024-04-30T18:31:39.961	SIM:NQM4	Buy	1	17493	Aggressive
2024-04-30T18:31:46.56	SIM:NQM4	Buy	4	17493.25	Passive
2024-04-30T18:31:46.562	SIM:NQM4	Buy	4	17493.25	Passive
2024-04-30T18:31:46.66	SIM:NQM4	Buy	4	17493.25	Passive
2024-04-30T18:31:51.498	SIM:NQM4	Buy	1	17495.5	Passive
2024-04-30T18:31:51.556	SIM:NQM4	Buy	2	17495.5	Passive
2024-04-30T18:31:52.194	SIM:NQM4	Buy	2	17495.5	Passive
2024-04-30T18:32:01.593	SIM:NQM4	Buy	1	17495	Passive
2024-04-30T18:32:01.656	SIM:NQM4	Buy	1	17495	Passive
2024-04-30T18:32:01.684	SIM:NQM4	Buy	1	17495	Passive
2024-04-30T18:32:01.693	SIM:NQM4	Buy	1	17495	Passive
2024-04-30T18:32:02.46	SIM:NQM4	Buy	1	17495	Passive
2024-04-30T18:32:02.581	SIM:NQM4	Buy	1	17495	Passive
2024-04-30T18:32:02.599	SIM:NQM4	Buy	1	17495	Passive
2024-04-30T18:32:03.779	SIM:NQM4	Buy	1	17495	Passive
2024-04-30T18:32:04.682	SIM:NQM4	Buy	1	17495	Passive
2024-04-30T18:32:04.682	SIM:NQM4	Buy	1	17495	Passive
2024-04-30T18:32:04.693	SIM:NQM4	Buy	1	17495	Passive
2024-04-30T18:32:04.788	SIM:NQM4	Buy	1	17495	Passive
2024-04-30T18:32:04.875	SIM:NQM4	Buy	1	17495	Passive
2024-04-30T18:32:21.057	SIM:NQM4	Buy	1	17494.75	Aggressive
2024-04-30T18:32:28.96	SIM:NQM4	Buy	4	17495.25	Aggressive
2024-04-30T18:32:28.96	SIM:NQM4	Buy	3	17495.5	Aggressive
2024-04-30T18:32:28.96	SIM:NQM4	Buy	5	17495.75	Passive
2024-04-30T18:32:29.46	SIM:NQM4	Buy	2	17493	Aggressive
2024-04-30T18:32:29.461	SIM:NQM4	Buy	3	17493.25	Aggressive
2024-04-30T18:32:29.461	SIM:NQM4	Buy	3	17493.5	Aggressive
2024-04-30T18:32:29.461	SIM:NQM4	Buy	4	17493.75	Aggressive
2024-04-30T18:32:47.758	SIM:NQM4	Buy	1	17489.5	Aggressive
2024-04-30T18:32:47.758	SIM:NQM4	Buy	3	17489.75	Aggressive
2024-04-30T18:32:47.758	SIM:NQM4	Buy	9	17490	Aggressive
2024-04-30T18:33:00.794	SIM:NQM4	Buy	1	17488.75	Passive
2024-04-30T18:33:04.457	SIM:NQM4	Buy	1	17488.75	Passive
2024-04-30T18:33:04.828	SIM:NQM4	Buy	2	17488.75	Passive
2024-04-30T18:33:05.409	SIM:NQM4	Buy	2	17488.75	Passive
2024-04-30T18:33:06.502	SIM:NQM4	Buy	3	17488.75	Passive
2024-04-30T18:33:06.659	SIM:NQM4	Buy	2	17488.75	Passive
2024-04-30T18:33:18.957	SIM:NQM4	Buy	2	17487.75	Aggressive
2024-04-30T18:33:18.957	SIM:NQM4	Buy	2	17488	Aggressive
2024-04-30T18:33:18.957	SIM:NQM4	Buy	2	17488.25	Passive
2024-04-30T18:33:18.965	SIM:NQM4	Buy	3	17487.75	Aggressive
2024-04-30T18:33:18.965	SIM:NQM4	Buy	2	17488	Aggressive
2024-04-30T18:33:18.966	SIM:NQM4	Buy	1	17488.25	Passive
2024-04-30T18:33:32.082	SIM:NQM4	Buy	1	17487.5	Aggressive
2024-04-30T18:33:32.083	SIM:NQM4	Buy	1	17487.5	Aggressive
2024-04-30T18:33:32.083	SIM:NQM4	Buy	2	17487.75	Passive
2024-04-30T18:33:32.084	SIM:NQM4	Buy	2	17487.75	Passive
2024-04-30T18:33:32.085	SIM:NQM4	Buy	2	17487.75	Passive
2024-04-30T18:33:32.092	SIM:NQM4	Buy	2	17487.75	Passive
2024-04-30T18:33:32.094	SIM:NQM4	Buy	1	17487.75	Passive
2024-04-30T18:33:44.757	SIM:NQM4	Buy	1	17486.75	Passive
2024-04-30T18:33:44.763	SIM:NQM4	Buy	1	17486.75	Passive
2024-04-30T18:33:55.961	SIM:NQM4	Buy	3	17486.75	Aggressive
2024-04-30T18:33:55.961	SIM:NQM4	Buy	3	17487	Passive
2024-04-30T18:33:55.97	SIM:NQM4	Buy	3	17486.75	Aggressive
2024-04-30T18:33:55.97	SIM:NQM4	Buy	1	17487	Passive
2024-04-30T18:34:06.283	SIM:NQM4	Buy	1	17486.5	Aggressive
2024-04-30T18:34:06.283	SIM:NQM4	Buy	2	17486.75	Passive
2024-04-30T18:34:06.284	SIM:NQM4	Buy	1	17486.5	Aggressive
2024-04-30T18:34:06.284	SIM:NQM4	Buy	2	17486.75	Passive
2024-04-30T18:34:06.293	SIM:NQM4	Buy	1	17486.5	Aggressive
2024-04-30T18:34:06.293	SIM:NQM4	Buy	2	17486.75	Passive
2024-04-30T18:34:06.298	SIM:NQM4	Buy	1	17486.5	Aggressive
2024-04-30T18:34:20.283	SIM:NQM4	Buy	4	17485	Passive
2024-04-30T18:34:20.284	SIM:NQM4	Buy	4	17485	Passive
2024-04-30T18:34:20.285	SIM:NQM4	Buy	1	17484.75	Aggressive
2024-04-30T18:34:20.285	SIM:NQM4	Buy	2	17485	Passive
2024-04-30T18:34:35.864	SIM:NQM4	Buy	2	17484	Passive
2024-04-30T18:34:35.87	SIM:NQM4	Buy	3	17483.75	Aggressive
2024-04-30T18:34:35.87	SIM:NQM4	Buy	3	17484	Passive
2024-04-30T18:34:35.871	SIM:NQM4	Buy	2	17483.75	Aggressive
2024-04-30T18:34:52.776	SIM:NQM4	Buy	1	17483.75	Passive
2024-04-30T18:34:58.969	SIM:NQM4	Buy	2	17484.25	Aggressive
2024-04-30T18:34:58.969	SIM:NQM4	Buy	3	17484.5	Aggressive
2024-04-30T18:34:58.969	SIM:NQM4	Buy	4	17484.75	Aggressive
2024-04-30T18:34:58.969	SIM:NQM4	Buy	1	17485	Passive
2024-04-30T18:34:59.36	SIM:NQM4	Buy	10	17483	Aggressive
2024-04-30T18:34:59.36	SIM:NQM4	Buy	1	17483.5	Passive
2024-04-30T18:35:18.176	SIM:NQM4	Buy	1	17485.25	Aggressive
2024-04-30T18:35:18.176	SIM:NQM4	Buy	3	17485.5	Passive
2024-04-30T18:35:18.177	SIM:NQM4	Buy	1	17485.25	Aggressive
2024-04-30T18:35:18.177	SIM:NQM4	Buy	3	17485.5	Passive
2024-04-30T18:35:18.197	SIM:NQM4	Buy	1	17485.25	Aggressive
2024-04-30T18:35:18.197	SIM:NQM4	Buy	3	17485.5	Passive
2024-04-30T18:35:30.058	SIM:NQM4	Buy	2	17485.25	Aggressive
2024-04-30T18:35:30.058	SIM:NQM4	Buy	2	17485.5	Passive
2024-04-30T18:35:30.059	SIM:NQM4	Buy	1	17485	Aggressive
2024-04-30T18:35:30.059	SIM:NQM4	Buy	2	17485.25	Aggressive
2024-04-30T18:35:30.059	SIM:NQM4	Buy	2	17485.5	Passive
2024-04-30T18:35:30.06	SIM:NQM4	Buy	2	17485	Aggressive
2024-04-30T18:35:30.06	SIM:NQM4	Buy	1	17485.25	Aggressive
2024-04-30T18:35:43.957	SIM:NQM4	Buy	1	17486.25	Aggressive
2024-04-30T18:35:43.957	SIM:NQM4	Buy	3	17486.5	Aggressive
2024-04-30T18:35:43.957	SIM:NQM4	Buy	3	17486.75	Aggressive
2024-04-30T18:35:43.957	SIM:NQM4	Buy	5	17487	Passive

Date - Time

04/30/2024 - 18:15

CQG Symbol

Exchange Symbol

SIM:ESM4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

5058.1377

Average Total

5058.33

VWAP Slippage

-0.1953

Arrival Price

5,057.8750

Destination Price

5,058.6250

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T18:07:56.758	SIM:ESM4	Sell	12	5057.75	Passive
2024-04-30T18:08:13.722	SIM:ESM4	Sell	2	5057.75	Passive
2024-04-30T18:08:33.28	SIM:ESM4	Sell	5	5058	Passive
2024-04-30T18:09:02.304	SIM:ESM4	Sell	1	5058.25	Passive
2024-04-30T18:09:18.003	SIM:ESM4	Sell	1	5057.75	Passive
2024-04-30T18:09:32.272	SIM:ESM4	Sell	5	5058	Passive
2024-04-30T18:09:49.164	SIM:ESM4	Sell	2	5058	Passive
2024-04-30T18:10:11.698	SIM:ESM4	Sell	1	5058	Passive
2024-04-30T18:10:17.923	SIM:ESM4	Sell	2	5057.75	Passive
2024-04-30T18:10:29.629	SIM:ESM4	Sell	1	5057.5	Passive
2024-04-30T18:10:29.631	SIM:ESM4	Sell	3	5057.5	Passive
2024-04-30T18:10:43.535	SIM:ESM4	Sell	1	5057.75	Passive
2024-04-30T18:11:22.786	SIM:ESM4	Sell	9	5058.5	Passive
2024-04-30T18:11:29.598	SIM:ESM4	Sell	1	5058.25	Passive
2024-04-30T18:11:29.813	SIM:ESM4	Sell	1	5058.25	Passive
2024-04-30T18:11:43.896	SIM:ESM4	Sell	3	5058.25	Passive
2024-04-30T18:11:43.898	SIM:ESM4	Sell	1	5058.25	Passive
2024-04-30T18:11:57.158	SIM:ESM4	Sell	1	5057.75	Passive
2024-04-30T18:12:20.756	SIM:ESM4	Sell	2	5058.5	Passive
2024-04-30T18:12:20.907	SIM:ESM4	Sell	2	5058.5	Passive
2024-04-30T18:12:21.657	SIM:ESM4	Sell	2	5058.5	Passive
2024-04-30T18:12:26.982	SIM:ESM4	Sell	1	5058.5	Passive
2024-04-30T18:12:41.901	SIM:ESM4	Sell	2	5058.75	Passive
2024-04-30T18:13:01.816	SIM:ESM4	Sell	1	5059	Passive
2024-04-30T18:13:11.86	SIM:ESM4	Sell	4	5059	Passive
2024-04-30T18:13:35.884	SIM:ESM4	Sell	3	5058.75	Passive
2024-04-30T18:13:43.26	SIM:ESM4	Sell	5	5059	Passive
2024-04-30T18:13:43.262	SIM:ESM4	Sell	4	5059	Passive
2024-04-30T18:14:04.672	SIM:ESM4	Sell	5	5058.75	Passive
2024-04-30T18:14:13.358	SIM:ESM4	Sell	1	5059	Passive
2024-04-30T18:14:30.991	SIM:ESM4	Sell	2	5058.75	Passive
2024-04-30T18:14:30.992	SIM:ESM4	Sell	3	5058.75	Passive
2024-04-30T18:14:30.994	SIM:ESM4	Sell	4	5058.75	Passive
2024-04-30T18:14:41.761	SIM:ESM4	Sell	2	5059	Aggressive
2024-04-30T18:14:41.761	SIM:ESM4	Sell	22	5058.75	Aggressive
2024-04-30T18:14:41.761	SIM:ESM4	Sell	33	5058.5	Aggressive
2024-04-30T18:14:41.761	SIM:ESM4	Sell	32	5058.25	Aggressive
2024-04-30T18:14:41.761	SIM:ESM4	Sell	32	5058	Aggressive
2024-04-30T18:14:41.761	SIM:ESM4	Sell	26	5057.75	Passive
2024-04-30T18:14:42.26	SIM:ESM4	Sell	21	5058.75	Aggressive
2024-04-30T18:14:42.26	SIM:ESM4	Sell	33	5058.5	Aggressive
2024-04-30T18:14:42.26	SIM:ESM4	Sell	32	5058.25	Aggressive
2024-04-30T18:14:42.26	SIM:ESM4	Sell	32	5058	Passive
2024-04-30T18:14:42.261	SIM:ESM4	Sell	21	5058.75	Aggressive
2024-04-30T18:14:42.261	SIM:ESM4	Sell	33	5058.5	Aggressive
2024-04-30T18:14:42.261	SIM:ESM4	Sell	32	5058.25	Aggressive
2024-04-30T18:14:42.261	SIM:ESM4	Sell	32	5058	Passive
2024-04-30T18:14:42.359	SIM:ESM4	Sell	21	5058.75	Aggressive
2024-04-30T18:14:42.359	SIM:ESM4	Sell	3	5058.5	Aggressive

Date - Time

04/30/2024 - 17:54

CQG Symbol

Exchange Symbol

SIM:ESM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

5055.5125

Average Total

5056.76

VWAP Slippage

1.2475

Arrival Price

5,055.1250

Destination Price

5,056.0000

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T17:47:18.18	SIM:ESM4	Buy	12	5055.25	Passive
2024-04-30T17:48:07.565	SIM:ESM4	Buy	1	5055.75	Passive
2024-04-30T17:48:33.304	SIM:ESM4	Buy	2	5055.75	Passive
2024-04-30T17:48:48.3	SIM:ESM4	Buy	2	5055.75	Passive
2024-04-30T17:49:33.305	SIM:ESM4	Buy	1	5055.5	Passive
2024-04-30T17:49:38.509	SIM:ESM4	Buy	1	5055.25	Passive
2024-04-30T17:49:57.605	SIM:ESM4	Buy	2	5055	Passive
2024-04-30T17:50:18.284	SIM:ESM4	Buy	1	5055.25	Passive
2024-04-30T17:51:10.613	SIM:ESM4	Buy	1	5055	Passive
2024-04-30T17:51:33.304	SIM:ESM4	Buy	1	5055.25	Passive
2024-04-30T17:52:03.29	SIM:ESM4	Buy	1	5055.5	Passive
2024-04-30T17:52:26.056	SIM:ESM4	Buy	3	5055.75	Passive
2024-04-30T17:52:38.565	SIM:ESM4	Buy	2	5055.75	Passive
2024-04-30T17:53:33.298	SIM:ESM4	Buy	1	5056.25	Passive
2024-04-30T17:54:03.289	SIM:ESM4	Buy	6	5056.25	Aggressive
2024-04-30T17:54:03.289	SIM:ESM4	Buy	30	5056.5	Aggressive
2024-04-30T17:54:03.29	SIM:ESM4	Buy	16	5056.75	Aggressive
2024-04-30T17:54:03.29	SIM:ESM4	Buy	38	5057	Aggressive
2024-04-30T17:54:03.29	SIM:ESM4	Buy	25	5057.25	Passive
2024-04-30T17:54:03.294	SIM:ESM4	Buy	5	5056.25	Aggressive
2024-04-30T17:54:03.294	SIM:ESM4	Buy	30	5056.5	Aggressive
2024-04-30T17:54:03.294	SIM:ESM4	Buy	16	5056.75	Aggressive
2024-04-30T17:54:03.294	SIM:ESM4	Buy	38	5057	Aggressive
2024-04-30T17:54:03.294	SIM:ESM4	Buy	25	5057.25	Passive
2024-04-30T17:54:03.76	SIM:ESM4	Buy	1	5057.25	Passive
2024-04-30T17:54:04.06	SIM:ESM4	Buy	4	5056.25	Aggressive
2024-04-30T17:54:04.06	SIM:ESM4	Buy	30	5056.5	Aggressive
2024-04-30T17:54:04.06	SIM:ESM4	Buy	16	5056.75	Aggressive
2024-04-30T17:54:04.06	SIM:ESM4	Buy	38	5057	Aggressive
2024-04-30T17:54:04.06	SIM:ESM4	Buy	25	5057.25	Passive
2024-04-30T17:54:04.085	SIM:ESM4	Buy	1	5057.25	Passive
2024-04-30T17:54:04.161	SIM:ESM4	Buy	4	5056.25	Aggressive
2024-04-30T17:54:04.161	SIM:ESM4	Buy	30	5056.5	Aggressive
2024-04-30T17:54:04.161	SIM:ESM4	Buy	16	5056.75	Aggressive
2024-04-30T17:54:04.161	SIM:ESM4	Buy	38	5057	Aggressive
2024-04-30T17:54:04.161	SIM:ESM4	Buy	25	5057.25	Passive
2024-04-30T17:54:04.167	SIM:ESM4	Buy	1	5057.25	Passive
2024-04-30T17:54:04.26	SIM:ESM4	Buy	5	5056.25	Aggressive
2024-04-30T17:54:04.26	SIM:ESM4	Buy	5	5056.5	Aggressive
2024-04-30T17:54:05.46	SIM:ESM4	Buy	1	5056.25	Aggressive

Date - Time

04/30/2024 - 17:33

CQG Symbol

CLE

Exchange Symbol

SIM:CLM4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

81.2658

Average Total

81.25

VWAP Slippage

0.0149

Arrival Price

81.2950

Destination Price

81.2700

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T17:23:30.912	SIM:CLM4	Sell	4	81.27	Passive
2024-04-30T17:23:30.912	SIM:CLM4	Sell	6	81.28	Aggressive
2024-04-30T17:23:33.257	SIM:CLM4	Sell	1	81.27	Passive
2024-04-30T17:23:45.903	SIM:CLM4	Sell	7	81.26	Aggressive
2024-04-30T17:23:45.903	SIM:CLM4	Sell	4	81.27	Aggressive
2024-04-30T17:24:00.891	SIM:CLM4	Sell	3	81.27	Aggressive
2024-04-30T17:24:00.891	SIM:CLM4	Sell	7	81.26	Aggressive
2024-04-30T17:24:00.891	SIM:CLM4	Sell	1	81.28	Aggressive
2024-04-30T17:24:15.9	SIM:CLM4	Sell	2	81.27	Aggressive
2024-04-30T17:24:15.9	SIM:CLM4	Sell	8	81.26	Aggressive
2024-04-30T17:24:15.9	SIM:CLM4	Sell	1	81.28	Aggressive
2024-04-30T17:24:17.083	SIM:CLM4	Sell	2	81.27	Aggressive
2024-04-30T17:24:30.891	SIM:CLM4	Sell	3	81.27	Passive
2024-04-30T17:24:30.891	SIM:CLM4	Sell	3	81.28	Aggressive
2024-04-30T17:24:33.758	SIM:CLM4	Sell	3	81.27	Passive
2024-04-30T17:24:33.758	SIM:CLM4	Sell	1	81.28	Aggressive
2024-04-30T17:24:33.759	SIM:CLM4	Sell	2	81.27	Passive
2024-04-30T17:24:45.893	SIM:CLM4	Sell	8	81.26	Aggressive
2024-04-30T17:24:45.893	SIM:CLM4	Sell	3	81.27	Aggressive
2024-04-30T17:24:48.497	SIM:CLM4	Sell	2	81.26	Aggressive
2024-04-30T17:25:00.897	SIM:CLM4	Sell	8	81.26	Aggressive
2024-04-30T17:25:00.897	SIM:CLM4	Sell	3	81.27	Aggressive
2024-04-30T17:25:02.023	SIM:CLM4	Sell	1	81.27	Aggressive
2024-04-30T17:25:02.023	SIM:CLM4	Sell	10	81.3	Aggressive
2024-04-30T17:25:18.957	SIM:CLM4	Sell	1	81.3	Passive
2024-04-30T17:25:18.977	SIM:CLM4	Sell	1	81.3	Passive
2024-04-30T17:25:18.983	SIM:CLM4	Sell	1	81.3	Passive
2024-04-30T17:25:18.999	SIM:CLM4	Sell	1	81.3	Passive
2024-04-30T17:25:21.506	SIM:CLM4	Sell	1	81.3	Passive
2024-04-30T17:25:21.507	SIM:CLM4	Sell	1	81.3	Passive
2024-04-30T17:25:21.557	SIM:CLM4	Sell	1	81.3	Passive
2024-04-30T17:25:21.657	SIM:CLM4	Sell	1	81.3	Passive
2024-04-30T17:25:30.905	SIM:CLM4	Sell	2	81.29	Aggressive
2024-04-30T17:25:45.902	SIM:CLM4	Sell	5	81.28	Passive
2024-04-30T17:25:45.902	SIM:CLM4	Sell	3	81.29	Aggressive
2024-04-30T17:25:47.507	SIM:CLM4	Sell	2	81.28	Passive
2024-04-30T17:25:59.586	SIM:CLM4	Sell	1	81.27	Passive
2024-04-30T17:25:59.592	SIM:CLM4	Sell	1	81.27	Passive
2024-04-30T17:26:00.891	SIM:CLM4	Sell	3	81.26	Aggressive
2024-04-30T17:26:01.709	SIM:CLM4	Sell	3	81.26	Aggressive
2024-04-30T17:26:02.058	SIM:CLM4	Sell	1	81.26	Aggressive
2024-04-30T17:26:08.397	SIM:CLM4	Sell	1	81.25	Passive
2024-04-30T17:26:08.403	SIM:CLM4	Sell	2	81.25	Passive
2024-04-30T17:26:08.404	SIM:CLM4	Sell	2	81.25	Passive
2024-04-30T17:26:08.456	SIM:CLM4	Sell	2	81.25	Passive
2024-04-30T17:26:08.466	SIM:CLM4	Sell	2	81.25	Passive
2024-04-30T17:26:22.559	SIM:CLM4	Sell	5	81.26	Aggressive
2024-04-30T17:26:22.59	SIM:CLM4	Sell	3	81.26	Aggressive
2024-04-30T17:26:44.893	SIM:CLM4	Sell	1	81.27	Passive
2024-04-30T17:26:44.893	SIM:CLM4	Sell	1	81.27	Aggressive
2024-04-30T17:26:44.893	SIM:CLM4	Sell	1	81.27	Aggressive
2024-04-30T17:26:44.894	SIM:CLM4	Sell	3	81.27	Passive
2024-04-30T17:26:44.895	SIM:CLM4	Sell	3	81.27	Passive
2024-04-30T17:27:00.916	SIM:CLM4	Sell	3	81.26	Aggressive
2024-04-30T17:27:00.916	SIM:CLM4	Sell	5	81.27	Aggressive
2024-04-30T17:27:15.904	SIM:CLM4	Sell	7	81.27	Passive
2024-04-30T17:27:18.862	SIM:CLM4	Sell	1	81.29	Aggressive
2024-04-30T17:27:18.863	SIM:CLM4	Sell	2	81.29	Aggressive
2024-04-30T17:27:18.865	SIM:CLM4	Sell	2	81.29	Aggressive
2024-04-30T17:27:18.874	SIM:CLM4	Sell	2	81.29	Aggressive
2024-04-30T17:27:41.013	SIM:CLM4	Sell	1	81.27	Passive
2024-04-30T17:27:41.515	SIM:CLM4	Sell	2	81.27	Passive
2024-04-30T17:27:41.557	SIM:CLM4	Sell	1	81.27	Passive
2024-04-30T17:27:41.566	SIM:CLM4	Sell	2	81.27	Passive
2024-04-30T17:27:41.66	SIM:CLM4	Sell	1	81.27	Passive
2024-04-30T17:28:00.891	SIM:CLM4	Sell	5	81.26	Aggressive
2024-04-30T17:28:00.891	SIM:CLM4	Sell	1	81.27	Aggressive
2024-04-30T17:28:00.891	SIM:CLM4	Sell	1	81.27	Aggressive
2024-04-30T17:28:15.905	SIM:CLM4	Sell	5	81.26	Aggressive
2024-04-30T17:28:15.905	SIM:CLM4	Sell	2	81.27	Aggressive
2024-04-30T17:28:24.158	SIM:CLM4	Sell	2	81.28	Passive
2024-04-30T17:28:24.159	SIM:CLM4	Sell	2	81.28	Passive
2024-04-30T17:28:24.171	SIM:CLM4	Sell	2	81.28	Passive
2024-04-30T17:28:24.175	SIM:CLM4	Sell	1	81.28	Passive
2024-04-30T17:28:40.868	SIM:CLM4	Sell	1	81.27	Passive
2024-04-30T17:28:40.877	SIM:CLM4	Sell	2	81.27	Passive
2024-04-30T17:28:40.878	SIM:CLM4	Sell	2	81.27	Passive
2024-04-30T17:28:40.88	SIM:CLM4	Sell	2	81.27	Passive
2024-04-30T17:29:00.901	SIM:CLM4	Sell	5	81.25	Passive
2024-04-30T17:29:00.901	SIM:CLM4	Sell	1	81.26	Aggressive
2024-04-30T17:29:00.901	SIM:CLM4	Sell	1	81.26	Aggressive
2024-04-30T17:29:06.658	SIM:CLM4	Sell	1	81.27	Passive
2024-04-30T17:29:06.659	SIM:CLM4	Sell	2	81.27	Passive
2024-04-30T17:29:06.764	SIM:CLM4	Sell	2	81.27	Passive
2024-04-30T17:29:07.21	SIM:CLM4	Sell	2	81.27	Passive
2024-04-30T17:29:07.211	SIM:CLM4	Sell	2	81.27	Passive
2024-04-30T17:29:07.459	SIM:CLM4	Sell	3	81.27	Passive
2024-04-30T17:29:07.556	SIM:CLM4	Sell	3	81.27	Passive
2024-04-30T17:29:09.275	SIM:CLM4	Sell	3	81.27	Passive
2024-04-30T17:29:09.276	SIM:CLM4	Sell	1	81.27	Passive
2024-04-30T17:29:20.792	SIM:CLM4	Sell	1	81.26	Passive
2024-04-30T17:29:25.682	SIM:CLM4	Sell	1	81.25	Passive
2024-04-30T17:29:25.682	SIM:CLM4	Sell	1	81.25	Passive
2024-04-30T17:29:25.682	SIM:CLM4	Sell	1	81.25	Passive
2024-04-30T17:29:25.682	SIM:CLM4	Sell	1	81.25	Passive
2024-04-30T17:29:25.682	SIM:CLM4	Sell	1	81.25	Passive
2024-04-30T17:29:30.892	SIM:CLM4	Sell	9	81.23	Aggressive
2024-04-30T17:29:30.892	SIM:CLM4	Sell	5	81.24	Aggressive
2024-04-30T17:29:41.171	SIM:CLM4	Sell	1	81.24	Passive
2024-04-30T17:29:41.172	SIM:CLM4	Sell	1	81.24	Passive
2024-04-30T17:29:41.173	SIM:CLM4	Sell	1	81.24	Passive
2024-04-30T17:29:41.18	SIM:CLM4	Sell	1	81.24	Passive
2024-04-30T17:29:41.272	SIM:CLM4	Sell	1	81.24	Passive
2024-04-30T17:29:41.459	SIM:CLM4	Sell	2	81.24	Passive
2024-04-30T17:29:41.759	SIM:CLM4	Sell	1	81.24	Passive
2024-04-30T17:29:42.26	SIM:CLM4	Sell	2	81.24	Passive
2024-04-30T17:29:42.279	SIM:CLM4	Sell	2	81.24	Passive
2024-04-30T17:29:45.9	SIM:CLM4	Sell	7	81.22	Passive
2024-04-30T17:29:54.461	SIM:CLM4	Sell	1	81.25	Passive
2024-04-30T17:29:54.462	SIM:CLM4	Sell	1	81.25	Passive
2024-04-30T17:29:54.463	SIM:CLM4	Sell	2	81.25	Passive
2024-04-30T17:29:54.465	SIM:CLM4	Sell	2	81.25	Passive
2024-04-30T17:29:54.466	SIM:CLM4	Sell	2	81.25	Passive
2024-04-30T17:29:54.474	SIM:CLM4	Sell	2	81.25	Passive
2024-04-30T17:29:54.476	SIM:CLM4	Sell	2	81.25	Passive
2024-04-30T17:29:54.496	SIM:CLM4	Sell	2	81.25	Passive
2024-04-30T17:29:54.5	SIM:CLM4	Sell	2	81.25	Passive
2024-04-30T17:29:54.557	SIM:CLM4	Sell	2	81.25	Passive
2024-04-30T17:29:54.657	SIM:CLM4	Sell	2	81.25	Passive
2024-04-30T17:30:09.006	SIM:CLM4	Sell	1	81.24	Passive
2024-04-30T17:30:09.007	SIM:CLM4	Sell	1	81.24	Passive
2024-04-30T17:30:10.291	SIM:CLM4	Sell	1	81.24	Passive
2024-04-30T17:30:10.299	SIM:CLM4	Sell	1	81.24	Passive
2024-04-30T17:30:10.3	SIM:CLM4	Sell	2	81.24	Passive
2024-04-30T17:30:10.302	SIM:CLM4	Sell	3	81.24	Passive
2024-04-30T17:30:10.392	SIM:CLM4	Sell	3	81.24	Passive
2024-04-30T17:30:10.393	SIM:CLM4	Sell	3	81.24	Passive
2024-04-30T17:30:10.957	SIM:CLM4	Sell	1	81.24	Passive
2024-04-30T17:30:15.904	SIM:CLM4	Sell	1	81.23	Aggressive
2024-04-30T17:30:30.96	SIM:CLM4	Sell	9	81.22	Aggressive
2024-04-30T17:30:30.96	SIM:CLM4	Sell	8	81.21	Aggressive
2024-04-30T17:30:45.896	SIM:CLM4	Sell	9	81.22	Passive
2024-04-30T17:30:45.896	SIM:CLM4	Sell	4	81.23	Aggressive
2024-04-30T17:30:45.896	SIM:CLM4	Sell	1	81.23	Aggressive
2024-04-30T17:30:50.997	SIM:CLM4	Sell	2	81.22	Passive
2024-04-30T17:30:57.211	SIM:CLM4	Sell	1	81.24	Passive
2024-04-30T17:30:57.212	SIM:CLM4	Sell	1	81.24	Passive
2024-04-30T17:30:57.256	SIM:CLM4	Sell	2	81.24	Passive
2024-04-30T17:30:57.257	SIM:CLM4	Sell	4	81.24	Passive
2024-04-30T17:30:57.258	SIM:CLM4	Sell	4	81.24	Passive
2024-04-30T17:30:57.263	SIM:CLM4	Sell	1	81.24	Aggressive
2024-04-30T17:30:57.658	SIM:CLM4	Sell	2	81.24	Passive
2024-04-30T17:30:57.688	SIM:CLM4	Sell	2	81.24	Passive
2024-04-30T17:31:06.605	SIM:CLM4	Sell	1	81.25	Passive
2024-04-30T17:31:06.606	SIM:CLM4	Sell	1	81.25	Passive
2024-04-30T17:31:06.609	SIM:CLM4	Sell	1	81.25	Passive
2024-04-30T17:31:06.61	SIM:CLM4	Sell	1	81.25	Passive
2024-04-30T17:31:06.613	SIM:CLM4	Sell	1	81.25	Passive
2024-04-30T17:31:06.615	SIM:CLM4	Sell	1	81.25	Passive
2024-04-30T17:31:06.622	SIM:CLM4	Sell	1	81.25	Passive
2024-04-30T17:31:06.964	SIM:CLM4	Sell	2	81.25	Passive
2024-04-30T17:31:06.965	SIM:CLM4	Sell	2	81.25	Passive
2024-04-30T17:31:06.978	SIM:CLM4	Sell	2	81.25	Passive
2024-04-30T17:31:06.988	SIM:CLM4	Sell	1	81.25	Passive
2024-04-30T17:31:06.994	SIM:CLM4	Sell	2	81.25	Passive
2024-04-30T17:31:15.903	SIM:CLM4	Sell	2	81.24	Passive
2024-04-30T17:31:30.906	SIM:CLM4	Sell	11	81.21	Aggressive
2024-04-30T17:31:30.907	SIM:CLM4	Sell	7	81.22	Aggressive
2024-04-30T17:31:45.903	SIM:CLM4	Sell	11	81.21	Aggressive
2024-04-30T17:31:45.903	SIM:CLM4	Sell	7	81.22	Aggressive
2024-04-30T17:31:45.903	SIM:CLM4	Sell	1	81.23	Aggressive
2024-04-30T17:31:48.307	SIM:CLM4	Sell	3	81.23	Aggressive
2024-04-30T17:31:48.308	SIM:CLM4	Sell	4	81.23	Aggressive
2024-04-30T17:31:48.311	SIM:CLM4	Sell	4	81.23	Aggressive
2024-04-30T17:31:48.36	SIM:CLM4	Sell	2	81.23	Aggressive
2024-04-30T17:31:49.299	SIM:CLM4	Sell	3	81.23	Aggressive
2024-04-30T17:31:49.299	SIM:CLM4	Sell	1	81.23	Aggressive
2024-04-30T17:31:49.299	SIM:CLM4	Sell	1	81.23	Aggressive
2024-04-30T17:32:15.904	SIM:CLM4	Sell	6	81.23	Aggressive
2024-04-30T17:32:15.904	SIM:CLM4	Sell	8	81.22	Passive
2024-04-30T17:32:30.37	SIM:CLM4	Sell	2	81.25	Passive
2024-04-30T17:32:30.378	SIM:CLM4	Sell	2	81.25	Passive
2024-04-30T17:32:30.38	SIM:CLM4	Sell	1	81.25	Passive
2024-04-30T17:32:30.381	SIM:CLM4	Sell	2	81.25	Passive
2024-04-30T17:32:30.387	SIM:CLM4	Sell	2	81.25	Passive
2024-04-30T17:32:30.397	SIM:CLM4	Sell	5	81.25	Passive
2024-04-30T17:32:39.76	SIM:CLM4	Sell	4	81.25	Passive
2024-04-30T17:32:39.766	SIM:CLM4	Sell	4	81.25	Passive
2024-04-30T17:32:39.888	SIM:CLM4	Sell	5	81.25	Passive
2024-04-30T17:32:39.889	SIM:CLM4	Sell	1	81.25	Passive
2024-04-30T17:33:00.16	SIM:CLM4	Sell	3	81.25	Passive
2024-04-30T17:33:00.161	SIM:CLM4	Sell	3	81.25	Passive
2024-04-30T17:33:00.577	SIM:CLM4	Sell	2	81.25	Passive
2024-04-30T17:33:00.584	SIM:CLM4	Sell	2	81.25	Passive
2024-04-30T17:33:00.898	SIM:CLM4	Sell	10	81.23	Aggressive
2024-04-30T17:33:00.898	SIM:CLM4	Sell	4	81.24	Aggressive
2024-04-30T17:33:00.898	SIM:CLM4	Sell	2	81.24	Passive
2024-04-30T17:33:02.604	SIM:CLM4	Sell	2	81.24	Passive

Date - Time

04/30/2024 - 17:12

CQG Symbol

CLE

Exchange Symbol

SIM:CLM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

81.3422

Average Total

81.35

VWAP Slippage

0.0090

Arrival Price

81.2850

Destination Price

81.3250

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T17:02:52.301	SIM:CLM4	Buy	1	81.28	Passive
2024-04-30T17:02:52.301	SIM:CLM4	Buy	1	81.28	Aggressive
2024-04-30T17:02:52.302	SIM:CLM4	Buy	12	81.28	Passive
2024-04-30T17:02:52.303	SIM:CLM4	Buy	6	81.28	Passive
2024-04-30T17:03:00.358	SIM:CLM4	Buy	2	81.32	Aggressive
2024-04-30T17:03:09.131	SIM:CLM4	Buy	1	81.33	Passive
2024-04-30T17:03:09.612	SIM:CLM4	Buy	1	81.33	Passive
2024-04-30T17:03:09.613	SIM:CLM4	Buy	1	81.33	Passive
2024-04-30T17:03:09.613	SIM:CLM4	Buy	1	81.32	Aggressive
2024-04-30T17:03:09.614	SIM:CLM4	Buy	1	81.33	Passive
2024-04-30T17:03:09.614	SIM:CLM4	Buy	1	81.32	Aggressive
2024-04-30T17:03:09.623	SIM:CLM4	Buy	1	81.33	Passive
2024-04-30T17:03:09.623	SIM:CLM4	Buy	1	81.32	Aggressive
2024-04-30T17:03:09.627	SIM:CLM4	Buy	1	81.33	Passive
2024-04-30T17:03:09.627	SIM:CLM4	Buy	1	81.32	Aggressive
2024-04-30T17:03:09.657	SIM:CLM4	Buy	1	81.33	Passive
2024-04-30T17:03:09.657	SIM:CLM4	Buy	1	81.32	Aggressive
2024-04-30T17:03:09.884	SIM:CLM4	Buy	1	81.33	Passive
2024-04-30T17:03:09.884	SIM:CLM4	Buy	1	81.32	Aggressive
2024-04-30T17:03:09.97	SIM:CLM4	Buy	1	81.33	Passive
2024-04-30T17:03:09.97	SIM:CLM4	Buy	1	81.32	Aggressive
2024-04-30T17:03:10.658	SIM:CLM4	Buy	1	81.33	Passive
2024-04-30T17:03:10.658	SIM:CLM4	Buy	1	81.32	Aggressive
2024-04-30T17:03:10.659	SIM:CLM4	Buy	1	81.32	Aggressive
2024-04-30T17:03:10.659	SIM:CLM4	Buy	1	81.31	Aggressive
2024-04-30T17:03:10.659	SIM:CLM4	Buy	1	81.33	Passive
2024-04-30T17:03:10.66	SIM:CLM4	Buy	2	81.32	Aggressive
2024-04-30T17:03:28.003	SIM:CLM4	Buy	2	81.33	Aggressive
2024-04-30T17:03:28.003	SIM:CLM4	Buy	1	81.32	Aggressive
2024-04-30T17:03:28.003	SIM:CLM4	Buy	8	81.35	Aggressive
2024-04-30T17:03:28.003	SIM:CLM4	Buy	11	81.34	Aggressive
2024-04-30T17:03:28.557	SIM:CLM4	Buy	2	81.33	Aggressive
2024-04-30T17:03:28.557	SIM:CLM4	Buy	2	81.32	Aggressive
2024-04-30T17:03:43.002	SIM:CLM4	Buy	4	81.33	Aggressive
2024-04-30T17:03:43.002	SIM:CLM4	Buy	5	81.32	Aggressive
2024-04-30T17:03:43.003	SIM:CLM4	Buy	7	81.35	Aggressive
2024-04-30T17:03:43.003	SIM:CLM4	Buy	10	81.34	Aggressive
2024-04-30T17:03:48.277	SIM:CLM4	Buy	1	81.31	Aggressive
2024-04-30T17:03:58.062	SIM:CLM4	Buy	4	81.33	Aggressive
2024-04-30T17:03:58.062	SIM:CLM4	Buy	3	81.32	Aggressive
2024-04-30T17:03:58.062	SIM:CLM4	Buy	8	81.35	Aggressive
2024-04-30T17:03:58.062	SIM:CLM4	Buy	7	81.34	Aggressive
2024-04-30T17:03:59.562	SIM:CLM4	Buy	3	81.33	Aggressive
2024-04-30T17:04:00.761	SIM:CLM4	Buy	3	81.31	Aggressive
2024-04-30T17:04:00.763	SIM:CLM4	Buy	3	81.31	Aggressive
2024-04-30T17:04:02.188	SIM:CLM4	Buy	4	81.31	Aggressive
2024-04-30T17:04:02.189	SIM:CLM4	Buy	4	81.31	Aggressive
2024-04-30T17:04:11.702	SIM:CLM4	Buy	4	81.31	Aggressive
2024-04-30T17:04:17.856	SIM:CLM4	Buy	1	81.31	Aggressive
2024-04-30T17:04:27.218	SIM:CLM4	Buy	1	81.3	Passive
2024-04-30T17:04:27.219	SIM:CLM4	Buy	1	81.3	Passive
2024-04-30T17:04:28.004	SIM:CLM4	Buy	2	81.32	Aggressive
2024-04-30T17:04:28.004	SIM:CLM4	Buy	2	81.31	Aggressive
2024-04-30T17:04:28.004	SIM:CLM4	Buy	8	81.34	Aggressive
2024-04-30T17:04:28.004	SIM:CLM4	Buy	2	81.33	Aggressive
2024-04-30T17:04:43.006	SIM:CLM4	Buy	2	81.32	Aggressive
2024-04-30T17:04:43.006	SIM:CLM4	Buy	3	81.31	Aggressive
2024-04-30T17:04:43.006	SIM:CLM4	Buy	8	81.34	Aggressive
2024-04-30T17:04:43.006	SIM:CLM4	Buy	3	81.33	Aggressive
2024-04-30T17:04:58.003	SIM:CLM4	Buy	6	81.34	Aggressive
2024-04-30T17:04:58.003	SIM:CLM4	Buy	5	81.33	Aggressive
2024-04-30T17:04:58.003	SIM:CLM4	Buy	6	81.35	Aggressive
2024-04-30T17:05:05.557	SIM:CLM4	Buy	1	81.34	Aggressive
2024-04-30T17:05:05.66	SIM:CLM4	Buy	1	81.34	Aggressive
2024-04-30T17:05:06.859	SIM:CLM4	Buy	1	81.34	Aggressive
2024-04-30T17:05:07.172	SIM:CLM4	Buy	1	81.34	Aggressive
2024-04-30T17:05:07.184	SIM:CLM4	Buy	1	81.34	Aggressive
2024-04-30T17:05:08.523	SIM:CLM4	Buy	1	81.34	Aggressive
2024-04-30T17:05:08.829	SIM:CLM4	Buy	1	81.34	Aggressive
2024-04-30T17:05:08.83	SIM:CLM4	Buy	1	81.34	Aggressive
2024-04-30T17:05:08.831	SIM:CLM4	Buy	1	81.34	Aggressive
2024-04-30T17:05:08.857	SIM:CLM4	Buy	1	81.34	Aggressive
2024-04-30T17:05:13.01	SIM:CLM4	Buy	5	81.35	Aggressive
2024-04-30T17:05:28.007	SIM:CLM4	Buy	7	81.37	Aggressive
2024-04-30T17:05:28.007	SIM:CLM4	Buy	5	81.36	Aggressive
2024-04-30T17:05:28.007	SIM:CLM4	Buy	3	81.38	Passive
2024-04-30T17:05:43.003	SIM:CLM4	Buy	7	81.38	Passive
2024-04-30T17:05:43.003	SIM:CLM4	Buy	7	81.37	Aggressive
2024-04-30T17:05:53.927	SIM:CLM4	Buy	1	81.36	Passive
2024-04-30T17:05:53.957	SIM:CLM4	Buy	1	81.36	Passive
2024-04-30T17:05:54.059	SIM:CLM4	Buy	1	81.36	Passive
2024-04-30T17:05:56.3	SIM:CLM4	Buy	1	81.36	Passive
2024-04-30T17:05:56.301	SIM:CLM4	Buy	1	81.36	Passive
2024-04-30T17:05:58	SIM:CLM4	Buy	7	81.37	Aggressive
2024-04-30T17:05:58	SIM:CLM4	Buy	3	81.38	Passive
2024-04-30T17:06:13.006	SIM:CLM4	Buy	7	81.37	Aggressive
2024-04-30T17:06:13.006	SIM:CLM4	Buy	2	81.36	Aggressive
2024-04-30T17:06:13.006	SIM:CLM4	Buy	2	81.38	Passive
2024-04-30T17:06:28.004	SIM:CLM4	Buy	7	81.39	Aggressive
2024-04-30T17:06:28.005	SIM:CLM4	Buy	1	81.38	Aggressive
2024-04-30T17:06:28.005	SIM:CLM4	Buy	1	81.4	Aggressive
2024-04-30T17:06:39.32	SIM:CLM4	Buy	1	81.37	Aggressive
2024-04-30T17:06:39.333	SIM:CLM4	Buy	1	81.37	Aggressive
2024-04-30T17:06:39.874	SIM:CLM4	Buy	1	81.37	Aggressive
2024-04-30T17:06:39.892	SIM:CLM4	Buy	2	81.37	Aggressive
2024-04-30T17:06:43.06	SIM:CLM4	Buy	2	81.38	Aggressive
2024-04-30T17:06:43.06	SIM:CLM4	Buy	3	81.39	Passive
2024-04-30T17:06:58.067	SIM:CLM4	Buy	2	81.38	Aggressive
2024-04-30T17:06:58.067	SIM:CLM4	Buy	2	81.37	Aggressive
2024-04-30T17:06:58.067	SIM:CLM4	Buy	5	81.39	Passive
2024-04-30T17:07:04.889	SIM:CLM4	Buy	1	81.36	Passive
2024-04-30T17:07:04.89	SIM:CLM4	Buy	2	81.36	Passive
2024-04-30T17:07:04.89	SIM:CLM4	Buy	1	81.35	Aggressive
2024-04-30T17:07:04.891	SIM:CLM4	Buy	2	81.36	Passive
2024-04-30T17:07:04.891	SIM:CLM4	Buy	1	81.35	Aggressive
2024-04-30T17:07:28.006	SIM:CLM4	Buy	2	81.35	Aggressive
2024-04-30T17:07:28.006	SIM:CLM4	Buy	2	81.34	Aggressive
2024-04-30T17:07:28.006	SIM:CLM4	Buy	2	81.36	Passive
2024-04-30T17:07:43.006	SIM:CLM4	Buy	1	81.35	Aggressive
2024-04-30T17:07:43.006	SIM:CLM4	Buy	1	81.34	Aggressive
2024-04-30T17:07:43.006	SIM:CLM4	Buy	4	81.37	Aggressive
2024-04-30T17:07:47.082	SIM:CLM4	Buy	1	81.35	Aggressive
2024-04-30T17:07:47.083	SIM:CLM4	Buy	2	81.35	Aggressive
2024-04-30T17:07:47.084	SIM:CLM4	Buy	2	81.35	Aggressive
2024-04-30T17:07:47.093	SIM:CLM4	Buy	1	81.35	Aggressive
2024-04-30T17:08:13.007	SIM:CLM4	Buy	1	81.36	Aggressive
2024-04-30T17:08:13.007	SIM:CLM4	Buy	2	81.35	Aggressive
2024-04-30T17:08:13.007	SIM:CLM4	Buy	3	81.37	Aggressive
2024-04-30T17:08:25.211	SIM:CLM4	Buy	1	81.36	Aggressive
2024-04-30T17:08:28.024	SIM:CLM4	Buy	1	81.36	Aggressive
2024-04-30T17:08:28.024	SIM:CLM4	Buy	2	81.35	Aggressive
2024-04-30T17:08:28.024	SIM:CLM4	Buy	3	81.37	Aggressive
2024-04-30T17:08:36.686	SIM:CLM4	Buy	1	81.36	Aggressive
2024-04-30T17:08:43.008	SIM:CLM4	Buy	3	81.37	Aggressive
2024-04-30T17:08:43.008	SIM:CLM4	Buy	1	81.36	Aggressive
2024-04-30T17:08:43.008	SIM:CLM4	Buy	3	81.38	Passive
2024-04-30T17:08:58.012	SIM:CLM4	Buy	3	81.38	Aggressive
2024-04-30T17:08:58.012	SIM:CLM4	Buy	2	81.37	Aggressive
2024-04-30T17:08:58.012	SIM:CLM4	Buy	2	81.39	Passive
2024-04-30T17:08:59.576	SIM:CLM4	Buy	1	81.36	Passive
2024-04-30T17:08:59.595	SIM:CLM4	Buy	1	81.36	Passive
2024-04-30T17:08:59.597	SIM:CLM4	Buy	1	81.36	Passive
2024-04-30T17:09:00.557	SIM:CLM4	Buy	1	81.36	Passive
2024-04-30T17:09:02.565	SIM:CLM4	Buy	1	81.36	Passive
2024-04-30T17:09:03.557	SIM:CLM4	Buy	1	81.36	Passive
2024-04-30T17:09:03.558	SIM:CLM4	Buy	1	81.36	Passive
2024-04-30T17:09:03.559	SIM:CLM4	Buy	1	81.36	Passive
2024-04-30T17:09:13.012	SIM:CLM4	Buy	1	81.37	Aggressive
2024-04-30T17:09:25.52	SIM:CLM4	Buy	1	81.36	Passive
2024-04-30T17:09:25.521	SIM:CLM4	Buy	1	81.36	Passive
2024-04-30T17:09:25.556	SIM:CLM4	Buy	1	81.36	Passive
2024-04-30T17:09:28.013	SIM:CLM4	Buy	3	81.37	Aggressive
2024-04-30T17:09:28.013	SIM:CLM4	Buy	3	81.38	Passive
2024-04-30T17:09:35.928	SIM:CLM4	Buy	1	81.35	Aggressive
2024-04-30T17:09:35.929	SIM:CLM4	Buy	1	81.35	Aggressive
2024-04-30T17:09:35.93	SIM:CLM4	Buy	2	81.35	Aggressive
2024-04-30T17:09:35.933	SIM:CLM4	Buy	2	81.35	Aggressive
2024-04-30T17:09:35.956	SIM:CLM4	Buy	2	81.35	Aggressive
2024-04-30T17:09:36.003	SIM:CLM4	Buy	2	81.35	Aggressive
2024-04-30T17:09:58.005	SIM:CLM4	Buy	3	81.36	Aggressive
2024-04-30T17:09:58.005	SIM:CLM4	Buy	2	81.35	Aggressive
2024-04-30T17:09:58.005	SIM:CLM4	Buy	4	81.37	Aggressive
2024-04-30T17:10:13.008	SIM:CLM4	Buy	3	81.36	Aggressive
2024-04-30T17:10:13.008	SIM:CLM4	Buy	1	81.35	Aggressive
2024-04-30T17:10:13.008	SIM:CLM4	Buy	5	81.37	Aggressive
2024-04-30T17:10:28.058	SIM:CLM4	Buy	3	81.36	Aggressive
2024-04-30T17:10:28.058	SIM:CLM4	Buy	1	81.35	Aggressive
2024-04-30T17:10:28.058	SIM:CLM4	Buy	5	81.37	Aggressive
2024-04-30T17:10:29.796	SIM:CLM4	Buy	1	81.34	Aggressive
2024-04-30T17:10:35.114	SIM:CLM4	Buy	1	81.34	Aggressive
2024-04-30T17:10:40.671	SIM:CLM4	Buy	1	81.34	Aggressive
2024-04-30T17:10:40.672	SIM:CLM4	Buy	1	81.34	Aggressive
2024-04-30T17:10:41.693	SIM:CLM4	Buy	1	81.34	Aggressive
2024-04-30T17:10:43.009	SIM:CLM4	Buy	3	81.35	Aggressive
2024-04-30T17:10:44.657	SIM:CLM4	Buy	1	81.35	Aggressive
2024-04-30T17:10:58.02	SIM:CLM4	Buy	3	81.35	Aggressive
2024-04-30T17:10:58.02	SIM:CLM4	Buy	1	81.34	Aggressive
2024-04-30T17:10:58.02	SIM:CLM4	Buy	4	81.36	Passive
2024-04-30T17:11:13.004	SIM:CLM4	Buy	1	81.34	Aggressive
2024-04-30T17:11:13.004	SIM:CLM4	Buy	1	81.33	Aggressive
2024-04-30T17:11:13.004	SIM:CLM4	Buy	4	81.36	Passive
2024-04-30T17:11:13.004	SIM:CLM4	Buy	3	81.35	Aggressive
2024-04-30T17:11:13.36	SIM:CLM4	Buy	2	81.34	Aggressive
2024-04-30T17:11:13.361	SIM:CLM4	Buy	1	81.33	Aggressive
2024-04-30T17:11:22.557	SIM:CLM4	Buy	1	81.32	Aggressive
2024-04-30T17:11:24.157	SIM:CLM4	Buy	1	81.32	Aggressive
2024-04-30T17:11:28.006	SIM:CLM4	Buy	3	81.33	Aggressive
2024-04-30T17:11:28.006	SIM:CLM4	Buy	3	81.35	Aggressive
2024-04-30T17:11:28.006	SIM:CLM4	Buy	3	81.34	Aggressive
2024-04-30T17:11:28.36	SIM:CLM4	Buy	2	81.34	Aggressive
2024-04-30T17:11:43.002	SIM:CLM4	Buy	3	81.39	Aggressive
2024-04-30T17:11:43.002	SIM:CLM4	Buy	1	81.38	Aggressive
2024-04-30T17:11:43.002	SIM:CLM4	Buy	8	81.4	Aggressive
2024-04-30T17:11:43.005	SIM:CLM4	Buy	1	81.39	Aggressive
2024-04-30T17:11:45.557	SIM:CLM4	Buy	1	81.38	Passive
2024-04-30T17:11:45.561	SIM:CLM4	Buy	1	81.38	Passive
2024-04-30T17:11:45.761	SIM:CLM4	Buy	1	81.38	Passive
2024-04-30T17:11:47.083	SIM:CLM4	Buy	2	81.39	Passive
2024-04-30T17:11:47.084	SIM:CLM4	Buy	1	81.39	Passive
2024-04-30T17:11:47.085	SIM:CLM4	Buy	1	81.39	Passive
2024-04-30T17:11:47.087	SIM:CLM4	Buy	1	81.39	Passive
2024-04-30T17:11:47.096	SIM:CLM4	Buy	1	81.39	Passive
2024-04-30T17:11:47.157	SIM:CLM4	Buy	1	81.39	Passive
2024-04-30T17:11:48.093	SIM:CLM4	Buy	1	81.39	Passive
2024-04-30T17:11:55.257	SIM:CLM4	Buy	1	81.39	Passive
2024-04-30T17:11:55.262	SIM:CLM4	Buy	1	81.39	Passive
2024-04-30T17:12:13.007	SIM:CLM4	Buy	2	81.4	Aggressive
2024-04-30T17:12:13.007	SIM:CLM4	Buy	3	81.39	Aggressive
2024-04-30T17:12:13.007	SIM:CLM4	Buy	7	81.41	Passive
2024-04-30T17:12:24.972	SIM:CLM4	Buy	2	81.37	Aggressive
2024-04-30T17:12:24.974	SIM:CLM4	Buy	2	81.37	Aggressive
2024-04-30T17:12:24.975	SIM:CLM4	Buy	2	81.37	Aggressive
2024-04-30T17:12:25.007	SIM:CLM4	Buy	2	81.37	Aggressive
2024-04-30T17:12:25.261	SIM:CLM4	Buy	2	81.37	Aggressive
2024-04-30T17:12:26.257	SIM:CLM4	Buy	1	81.37	Aggressive
2024-04-30T17:12:28.005	SIM:CLM4	Buy	2	81.36	Aggressive
2024-04-30T17:12:28.005	SIM:CLM4	Buy	2	81.35	Aggressive
2024-04-30T17:12:28.005	SIM:CLM4	Buy	5	81.38	Passive
2024-04-30T17:12:28.005	SIM:CLM4	Buy	3	81.37	Aggressive

Date - Time

04/30/2024 - 15:39

CQG Symbol

CLE

Exchange Symbol

SIM:CLM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

81.5248

Average Total

81.54

VWAP Slippage

0.0131

Arrival Price

81.6050

Destination Price

81.5350

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T15:29:05.556	SIM:CLM4	Buy	6	81.61	Aggressive
2024-04-30T15:29:05.556	SIM:CLM4	Buy	7	81.62	Aggressive
2024-04-30T15:29:22.066	SIM:CLM4	Buy	10	81.61	Aggressive
2024-04-30T15:29:22.066	SIM:CLM4	Buy	8	81.62	Aggressive
2024-04-30T15:29:33.577	SIM:CLM4	Buy	1	81.6	Passive
2024-04-30T15:29:35.522	SIM:CLM4	Buy	8	81.61	Aggressive
2024-04-30T15:29:35.522	SIM:CLM4	Buy	8	81.62	Aggressive
2024-04-30T15:29:50.557	SIM:CLM4	Buy	8	81.61	Aggressive
2024-04-30T15:29:50.557	SIM:CLM4	Buy	9	81.62	Aggressive
2024-04-30T15:30:04.377	SIM:CLM4	Buy	1	81.65	Aggressive
2024-04-30T15:30:04.857	SIM:CLM4	Buy	1	81.65	Aggressive
2024-04-30T15:30:04.858	SIM:CLM4	Buy	1	81.65	Aggressive
2024-04-30T15:30:04.859	SIM:CLM4	Buy	6	81.65	Aggressive
2024-04-30T15:30:04.86	SIM:CLM4	Buy	3	81.64	Aggressive
2024-04-30T15:30:04.86	SIM:CLM4	Buy	5	81.65	Aggressive
2024-04-30T15:30:04.862	SIM:CLM4	Buy	1	81.63	Aggressive
2024-04-30T15:30:20.568	SIM:CLM4	Buy	3	81.61	Aggressive
2024-04-30T15:30:20.568	SIM:CLM4	Buy	6	81.62	Aggressive
2024-04-30T15:30:20.568	SIM:CLM4	Buy	5	81.63	Aggressive
2024-04-30T15:30:20.568	SIM:CLM4	Buy	5	81.64	Passive
2024-04-30T15:30:24.562	SIM:CLM4	Buy	1	81.6	Aggressive
2024-04-30T15:30:24.566	SIM:CLM4	Buy	1	81.6	Aggressive
2024-04-30T15:30:24.567	SIM:CLM4	Buy	2	81.6	Aggressive
2024-04-30T15:30:24.568	SIM:CLM4	Buy	4	81.6	Aggressive
2024-04-30T15:30:24.569	SIM:CLM4	Buy	3	81.6	Aggressive
2024-04-30T15:30:24.57	SIM:CLM4	Buy	3	81.6	Aggressive
2024-04-30T15:30:24.571	SIM:CLM4	Buy	3	81.6	Aggressive
2024-04-30T15:30:24.572	SIM:CLM4	Buy	2	81.6	Aggressive
2024-04-30T15:30:50.514	SIM:CLM4	Buy	2	81.59	Aggressive
2024-04-30T15:30:50.514	SIM:CLM4	Buy	3	81.6	Aggressive
2024-04-30T15:30:50.514	SIM:CLM4	Buy	5	81.61	Aggressive
2024-04-30T15:30:50.514	SIM:CLM4	Buy	9	81.62	Aggressive
2024-04-30T15:30:56.596	SIM:CLM4	Buy	1	81.58	Passive
2024-04-30T15:30:56.862	SIM:CLM4	Buy	1	81.58	Passive
2024-04-30T15:30:56.863	SIM:CLM4	Buy	5	81.58	Passive
2024-04-30T15:30:56.864	SIM:CLM4	Buy	5	81.58	Passive
2024-04-30T15:30:56.865	SIM:CLM4	Buy	2	81.57	Aggressive
2024-04-30T15:30:56.865	SIM:CLM4	Buy	4	81.58	Passive
2024-04-30T15:31:06.08	SIM:CLM4	Buy	2	81.56	Aggressive
2024-04-30T15:31:06.081	SIM:CLM4	Buy	3	81.56	Aggressive
2024-04-30T15:31:06.082	SIM:CLM4	Buy	3	81.56	Aggressive
2024-04-30T15:31:06.083	SIM:CLM4	Buy	3	81.56	Aggressive
2024-04-30T15:31:06.084	SIM:CLM4	Buy	3	81.56	Aggressive
2024-04-30T15:31:06.085	SIM:CLM4	Buy	1	81.56	Aggressive
2024-04-30T15:31:28.164	SIM:CLM4	Buy	3	81.52	Passive
2024-04-30T15:31:28.165	SIM:CLM4	Buy	3	81.52	Passive
2024-04-30T15:31:28.257	SIM:CLM4	Buy	4	81.52	Passive
2024-04-30T15:31:28.258	SIM:CLM4	Buy	4	81.52	Passive
2024-04-30T15:31:28.356	SIM:CLM4	Buy	1	81.52	Passive
2024-04-30T15:31:37.689	SIM:CLM4	Buy	15	81.5	Aggressive
2024-04-30T15:31:57.961	SIM:CLM4	Buy	3	81.48	Aggressive
2024-04-30T15:31:57.962	SIM:CLM4	Buy	3	81.48	Aggressive
2024-04-30T15:31:57.971	SIM:CLM4	Buy	3	81.48	Aggressive
2024-04-30T15:31:57.984	SIM:CLM4	Buy	3	81.48	Aggressive
2024-04-30T15:31:58.056	SIM:CLM4	Buy	2	81.48	Aggressive
2024-04-30T15:32:14.457	SIM:CLM4	Buy	1	81.48	Aggressive
2024-04-30T15:32:14.462	SIM:CLM4	Buy	1	81.48	Aggressive
2024-04-30T15:32:14.463	SIM:CLM4	Buy	1	81.48	Aggressive
2024-04-30T15:32:14.464	SIM:CLM4	Buy	2	81.48	Aggressive
2024-04-30T15:32:14.465	SIM:CLM4	Buy	2	81.48	Aggressive
2024-04-30T15:32:14.467	SIM:CLM4	Buy	3	81.48	Aggressive
2024-04-30T15:32:14.469	SIM:CLM4	Buy	1	81.48	Aggressive
2024-04-30T15:32:35.513	SIM:CLM4	Buy	3	81.51	Aggressive
2024-04-30T15:32:35.513	SIM:CLM4	Buy	9	81.52	Passive
2024-04-30T15:32:41.712	SIM:CLM4	Buy	6	81.5	Passive
2024-04-30T15:32:41.756	SIM:CLM4	Buy	6	81.5	Passive
2024-04-30T15:33:05.557	SIM:CLM4	Buy	7	81.5	Aggressive
2024-04-30T15:33:05.557	SIM:CLM4	Buy	3	81.51	Aggressive
2024-04-30T15:33:20.513	SIM:CLM4	Buy	6	81.5	Aggressive
2024-04-30T15:33:20.513	SIM:CLM4	Buy	3	81.51	Aggressive
2024-04-30T15:33:32.158	SIM:CLM4	Buy	2	81.49	Passive
2024-04-30T15:33:32.159	SIM:CLM4	Buy	2	81.49	Passive
2024-04-30T15:33:32.171	SIM:CLM4	Buy	1	81.49	Passive
2024-04-30T15:33:32.18	SIM:CLM4	Buy	1	81.49	Passive
2024-04-30T15:33:32.257	SIM:CLM4	Buy	1	81.49	Passive
2024-04-30T15:33:32.457	SIM:CLM4	Buy	1	81.49	Passive
2024-04-30T15:33:33.957	SIM:CLM4	Buy	1	81.49	Passive
2024-04-30T15:33:50.505	SIM:CLM4	Buy	8	81.5	Passive
2024-04-30T15:33:58.759	SIM:CLM4	Buy	2	81.49	Passive
2024-04-30T15:33:58.761	SIM:CLM4	Buy	2	81.49	Passive
2024-04-30T15:33:58.959	SIM:CLM4	Buy	2	81.49	Passive
2024-04-30T15:34:00.757	SIM:CLM4	Buy	2	81.49	Passive
2024-04-30T15:34:00.758	SIM:CLM4	Buy	3	81.49	Passive
2024-04-30T15:34:20.516	SIM:CLM4	Buy	15	81.5	Passive
2024-04-30T15:34:35.56	SIM:CLM4	Buy	15	81.5	Passive
2024-04-30T15:34:50.562	SIM:CLM4	Buy	15	81.5	Passive
2024-04-30T15:35:03.86	SIM:CLM4	Buy	3	81.48	Aggressive
2024-04-30T15:35:03.861	SIM:CLM4	Buy	4	81.48	Aggressive
2024-04-30T15:35:03.864	SIM:CLM4	Buy	5	81.48	Aggressive
2024-04-30T15:35:03.901	SIM:CLM4	Buy	2	81.48	Aggressive
2024-04-30T15:35:07.561	SIM:CLM4	Buy	1	81.48	Aggressive
2024-04-30T15:35:07.679	SIM:CLM4	Buy	1	81.48	Aggressive
2024-04-30T15:35:07.759	SIM:CLM4	Buy	1	81.48	Aggressive
2024-04-30T15:35:07.857	SIM:CLM4	Buy	1	81.48	Aggressive
2024-04-30T15:35:08.504	SIM:CLM4	Buy	1	81.48	Aggressive
2024-04-30T15:35:08.51	SIM:CLM4	Buy	2	81.48	Aggressive
2024-04-30T15:35:08.511	SIM:CLM4	Buy	3	81.48	Aggressive
2024-04-30T15:35:08.557	SIM:CLM4	Buy	1	81.48	Aggressive
2024-04-30T15:35:30.187	SIM:CLM4	Buy	2	81.47	Passive
2024-04-30T15:35:30.188	SIM:CLM4	Buy	2	81.47	Passive
2024-04-30T15:35:30.189	SIM:CLM4	Buy	3	81.47	Passive
2024-04-30T15:35:30.191	SIM:CLM4	Buy	4	81.47	Passive
2024-04-30T15:35:50.084	SIM:CLM4	Buy	3	81.49	Passive
2024-04-30T15:35:50.085	SIM:CLM4	Buy	5	81.49	Passive
2024-04-30T15:35:50.088	SIM:CLM4	Buy	2	81.49	Passive
2024-04-30T15:36:05.262	SIM:CLM4	Buy	1	81.48	Aggressive
2024-04-30T15:36:05.267	SIM:CLM4	Buy	1	81.48	Aggressive
2024-04-30T15:36:05.267	SIM:CLM4	Buy	1	81.48	Aggressive
2024-04-30T15:36:05.267	SIM:CLM4	Buy	1	81.48	Aggressive
2024-04-30T15:36:05.267	SIM:CLM4	Buy	1	81.48	Aggressive
2024-04-30T15:36:05.267	SIM:CLM4	Buy	1	81.48	Aggressive
2024-04-30T15:36:05.267	SIM:CLM4	Buy	1	81.48	Aggressive
2024-04-30T15:36:05.267	SIM:CLM4	Buy	1	81.48	Aggressive
2024-04-30T15:36:05.267	SIM:CLM4	Buy	1	81.48	Aggressive
2024-04-30T15:36:05.267	SIM:CLM4	Buy	1	81.48	Aggressive
2024-04-30T15:36:05.268	SIM:CLM4	Buy	1	81.48	Aggressive
2024-04-30T15:36:05.508	SIM:CLM4	Buy	1	81.48	Passive
2024-04-30T15:36:05.508	SIM:CLM4	Buy	1	81.48	Passive
2024-04-30T15:36:05.508	SIM:CLM4	Buy	1	81.48	Passive
2024-04-30T15:36:20.569	SIM:CLM4	Buy	8	81.49	Passive
2024-04-30T15:36:35.557	SIM:CLM4	Buy	11	81.5	Passive
2024-04-30T15:36:39.174	SIM:CLM4	Buy	3	81.5	Passive
2024-04-30T15:36:39.175	SIM:CLM4	Buy	1	81.5	Passive
2024-04-30T15:36:39.176	SIM:CLM4	Buy	1	81.5	Passive
2024-04-30T15:36:39.198	SIM:CLM4	Buy	1	81.5	Passive
2024-04-30T15:36:39.199	SIM:CLM4	Buy	2	81.5	Passive
2024-04-30T15:36:39.2	SIM:CLM4	Buy	1	81.5	Passive
2024-04-30T15:36:39.695	SIM:CLM4	Buy	1	81.5	Passive
2024-04-30T15:36:41.797	SIM:CLM4	Buy	1	81.5	Passive
2024-04-30T15:36:50.888	SIM:CLM4	Buy	1	81.48	Aggressive
2024-04-30T15:36:50.889	SIM:CLM4	Buy	2	81.48	Aggressive
2024-04-30T15:36:50.89	SIM:CLM4	Buy	2	81.48	Aggressive
2024-04-30T15:36:50.891	SIM:CLM4	Buy	1	81.48	Aggressive
2024-04-30T15:36:50.892	SIM:CLM4	Buy	1	81.48	Aggressive
2024-04-30T15:36:50.893	SIM:CLM4	Buy	1	81.48	Aggressive
2024-04-30T15:36:50.898	SIM:CLM4	Buy	2	81.48	Aggressive
2024-04-30T15:37:20.513	SIM:CLM4	Buy	4	81.53	Aggressive
2024-04-30T15:37:20.513	SIM:CLM4	Buy	4	81.54	Aggressive
2024-04-30T15:37:34.556	SIM:CLM4	Buy	2	81.53	Passive
2024-04-30T15:37:34.576	SIM:CLM4	Buy	2	81.53	Passive
2024-04-30T15:37:34.577	SIM:CLM4	Buy	3	81.53	Passive
2024-04-30T15:37:34.585	SIM:CLM4	Buy	1	81.53	Passive
2024-04-30T15:37:50.511	SIM:CLM4	Buy	3	81.54	Aggressive
2024-04-30T15:37:50.511	SIM:CLM4	Buy	5	81.55	Passive
2024-04-30T15:38:05.523	SIM:CLM4	Buy	8	81.55	Passive
2024-04-30T15:38:17.322	SIM:CLM4	Buy	1	81.53	Passive
2024-04-30T15:38:17.323	SIM:CLM4	Buy	2	81.53	Passive
2024-04-30T15:38:17.324	SIM:CLM4	Buy	5	81.53	Passive
2024-04-30T15:38:25.306	SIM:CLM4	Buy	2	81.51	Aggressive
2024-04-30T15:38:25.307	SIM:CLM4	Buy	3	81.51	Aggressive
2024-04-30T15:38:25.308	SIM:CLM4	Buy	3	81.51	Aggressive
2024-04-30T15:38:35.524	SIM:CLM4	Buy	4	81.52	Passive
2024-04-30T15:38:35.657	SIM:CLM4	Buy	4	81.52	Passive

Date - Time

04/30/2024 - 15:17

CQG Symbol

CLE

Exchange Symbol

SIM:CLM4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

81.6353

Average Total

81.63

VWAP Slippage

0.0057

Arrival Price

81.6250

Destination Price

81.6350

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T15:07:35.465	SIM:CLM4	Sell	5	81.62	Aggressive
2024-04-30T15:07:35.465	SIM:CLM4	Sell	8	81.61	Passive
2024-04-30T15:07:45.923	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:07:45.956	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:07:45.957	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:07:46.057	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:07:46.161	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:07:46.169	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:07:46.171	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:07:46.181	SIM:CLM4	Sell	5	81.63	Passive
2024-04-30T15:07:46.182	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:07:55.459	SIM:CLM4	Sell	1	81.63	Aggressive
2024-04-30T15:07:55.459	SIM:CLM4	Sell	1	81.63	Aggressive
2024-04-30T15:07:55.46	SIM:CLM4	Sell	1	81.63	Aggressive
2024-04-30T15:07:55.46	SIM:CLM4	Sell	1	81.63	Aggressive
2024-04-30T15:07:55.501	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:07:55.504	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:07:55.557	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:07:55.682	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:07:55.758	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:07:55.776	SIM:CLM4	Sell	3	81.63	Passive
2024-04-30T15:08:06.801	SIM:CLM4	Sell	2	81.63	Passive
2024-04-30T15:08:06.802	SIM:CLM4	Sell	2	81.63	Passive
2024-04-30T15:08:06.803	SIM:CLM4	Sell	2	81.63	Passive
2024-04-30T15:08:06.857	SIM:CLM4	Sell	2	81.63	Passive
2024-04-30T15:08:06.957	SIM:CLM4	Sell	4	81.63	Passive
2024-04-30T15:08:35.427	SIM:CLM4	Sell	9	81.64	Aggressive
2024-04-30T15:08:35.427	SIM:CLM4	Sell	2	81.63	Passive
2024-04-30T15:08:44.92	SIM:CLM4	Sell	1	81.65	Aggressive
2024-04-30T15:08:44.921	SIM:CLM4	Sell	1	81.65	Aggressive
2024-04-30T15:08:44.922	SIM:CLM4	Sell	1	81.65	Aggressive
2024-04-30T15:08:44.923	SIM:CLM4	Sell	1	81.65	Aggressive
2024-04-30T15:08:44.924	SIM:CLM4	Sell	3	81.65	Aggressive
2024-04-30T15:08:44.925	SIM:CLM4	Sell	3	81.65	Aggressive
2024-04-30T15:08:44.926	SIM:CLM4	Sell	2	81.65	Aggressive
2024-04-30T15:09:05.46	SIM:CLM4	Sell	11	81.64	Passive
2024-04-30T15:09:15.835	SIM:CLM4	Sell	2	81.65	Aggressive
2024-04-30T15:09:15.836	SIM:CLM4	Sell	2	81.65	Aggressive
2024-04-30T15:09:15.856	SIM:CLM4	Sell	2	81.65	Aggressive
2024-04-30T15:09:20.457	SIM:CLM4	Sell	5	81.64	Passive
2024-04-30T15:09:35.458	SIM:CLM4	Sell	10	81.64	Aggressive
2024-04-30T15:09:35.458	SIM:CLM4	Sell	2	81.63	Passive
2024-04-30T15:09:39.558	SIM:CLM4	Sell	1	81.65	Aggressive
2024-04-30T15:09:39.559	SIM:CLM4	Sell	1	81.65	Aggressive
2024-04-30T15:09:39.56	SIM:CLM4	Sell	1	81.65	Aggressive
2024-04-30T15:09:39.561	SIM:CLM4	Sell	1	81.65	Aggressive
2024-04-30T15:09:39.563	SIM:CLM4	Sell	1	81.65	Aggressive
2024-04-30T15:09:39.587	SIM:CLM4	Sell	1	81.65	Aggressive
2024-04-30T15:09:48.295	SIM:CLM4	Sell	1	81.65	Aggressive
2024-04-30T15:09:48.299	SIM:CLM4	Sell	3	81.65	Aggressive
2024-04-30T15:09:48.3	SIM:CLM4	Sell	1	81.65	Aggressive
2024-04-30T15:10:05.457	SIM:CLM4	Sell	7	81.64	Aggressive
2024-04-30T15:10:05.457	SIM:CLM4	Sell	5	81.63	Passive
2024-04-30T15:10:20.426	SIM:CLM4	Sell	3	81.64	Aggressive
2024-04-30T15:10:20.426	SIM:CLM4	Sell	11	81.63	Passive
2024-04-30T15:10:34.488	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:10:34.494	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:10:34.495	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:10:34.497	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:10:34.507	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:10:34.508	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:10:34.557	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:10:34.583	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:10:34.592	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:10:34.596	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:10:34.691	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:10:35.073	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:10:35.192	SIM:CLM4	Sell	2	81.63	Passive
2024-04-30T15:10:48.583	SIM:CLM4	Sell	2	81.64	Passive
2024-04-30T15:10:48.584	SIM:CLM4	Sell	2	81.64	Passive
2024-04-30T15:10:50.429	SIM:CLM4	Sell	11	81.62	Aggressive
2024-04-30T15:11:01.361	SIM:CLM4	Sell	1	81.64	Passive
2024-04-30T15:11:01.363	SIM:CLM4	Sell	1	81.64	Passive
2024-04-30T15:11:04.704	SIM:CLM4	Sell	1	81.64	Passive
2024-04-30T15:11:04.712	SIM:CLM4	Sell	1	81.64	Passive
2024-04-30T15:11:04.713	SIM:CLM4	Sell	2	81.64	Passive
2024-04-30T15:11:04.714	SIM:CLM4	Sell	1	81.64	Passive
2024-04-30T15:11:04.715	SIM:CLM4	Sell	1	81.64	Passive
2024-04-30T15:11:05.467	SIM:CLM4	Sell	5	81.63	Passive
2024-04-30T15:11:10.615	SIM:CLM4	Sell	1	81.64	Aggressive
2024-04-30T15:11:10.615	SIM:CLM4	Sell	1	81.64	Aggressive
2024-04-30T15:11:10.615	SIM:CLM4	Sell	1	81.64	Aggressive
2024-04-30T15:11:10.615	SIM:CLM4	Sell	1	81.64	Aggressive
2024-04-30T15:11:10.615	SIM:CLM4	Sell	1	81.64	Aggressive
2024-04-30T15:11:10.615	SIM:CLM4	Sell	1	81.64	Aggressive
2024-04-30T15:11:10.615	SIM:CLM4	Sell	1	81.64	Aggressive
2024-04-30T15:11:10.616	SIM:CLM4	Sell	1	81.64	Aggressive
2024-04-30T15:11:10.616	SIM:CLM4	Sell	1	81.64	Aggressive
2024-04-30T15:11:10.618	SIM:CLM4	Sell	1	81.64	Aggressive
2024-04-30T15:11:10.618	SIM:CLM4	Sell	1	81.64	Aggressive
2024-04-30T15:11:31.658	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:11:31.659	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:11:31.668	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:11:31.677	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:11:35.468	SIM:CLM4	Sell	7	81.62	Aggressive
2024-04-30T15:11:50.46	SIM:CLM4	Sell	12	81.62	Aggressive
2024-04-30T15:12:05.47	SIM:CLM4	Sell	9	81.62	Aggressive
2024-04-30T15:12:05.47	SIM:CLM4	Sell	3	81.61	Passive
2024-04-30T15:12:20.457	SIM:CLM4	Sell	9	81.62	Aggressive
2024-04-30T15:12:20.457	SIM:CLM4	Sell	5	81.61	Passive
2024-04-30T15:12:35.468	SIM:CLM4	Sell	10	81.62	Aggressive
2024-04-30T15:12:35.468	SIM:CLM4	Sell	3	81.61	Passive
2024-04-30T15:12:50.468	SIM:CLM4	Sell	10	81.62	Aggressive
2024-04-30T15:12:50.468	SIM:CLM4	Sell	4	81.61	Passive
2024-04-30T15:12:50.962	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:12:50.969	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:12:51.056	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:12:51.181	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:12:51.36	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:12:51.865	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:12:51.87	SIM:CLM4	Sell	2	81.63	Passive
2024-04-30T15:12:51.871	SIM:CLM4	Sell	2	81.63	Passive
2024-04-30T15:12:51.957	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:12:51.971	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:12:51.972	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T15:13:20.457	SIM:CLM4	Sell	10	81.62	Aggressive
2024-04-30T15:13:20.457	SIM:CLM4	Sell	2	81.61	Passive
2024-04-30T15:13:21.959	SIM:CLM4	Sell	3	81.63	Passive
2024-04-30T15:13:21.96	SIM:CLM4	Sell	4	81.63	Passive
2024-04-30T15:13:22.375	SIM:CLM4	Sell	2	81.63	Passive
2024-04-30T15:13:22.377	SIM:CLM4	Sell	2	81.63	Passive
2024-04-30T15:13:50.46	SIM:CLM4	Sell	10	81.63	Aggressive
2024-04-30T15:13:50.46	SIM:CLM4	Sell	2	81.62	Aggressive
2024-04-30T15:14:05.457	SIM:CLM4	Sell	10	81.63	Aggressive
2024-04-30T15:14:05.457	SIM:CLM4	Sell	2	81.62	Aggressive
2024-04-30T15:14:09.605	SIM:CLM4	Sell	2	81.63	Passive
2024-04-30T15:14:09.606	SIM:CLM4	Sell	4	81.63	Passive
2024-04-30T15:14:09.607	SIM:CLM4	Sell	6	81.63	Passive
2024-04-30T15:14:30.307	SIM:CLM4	Sell	3	81.64	Passive
2024-04-30T15:14:30.308	SIM:CLM4	Sell	4	81.64	Passive
2024-04-30T15:14:30.309	SIM:CLM4	Sell	5	81.64	Passive
2024-04-30T15:14:48.211	SIM:CLM4	Sell	2	81.64	Passive
2024-04-30T15:14:48.214	SIM:CLM4	Sell	3	81.64	Passive
2024-04-30T15:14:48.216	SIM:CLM4	Sell	3	81.64	Passive
2024-04-30T15:14:50.458	SIM:CLM4	Sell	4	81.63	Passive
2024-04-30T15:15:05.468	SIM:CLM4	Sell	13	81.62	Aggressive
2024-04-30T15:15:08.558	SIM:CLM4	Sell	2	81.63	Passive
2024-04-30T15:15:08.56	SIM:CLM4	Sell	9	81.63	Passive
2024-04-30T15:15:08.561	SIM:CLM4	Sell	4	81.63	Passive
2024-04-30T15:15:26.157	SIM:CLM4	Sell	1	81.64	Passive
2024-04-30T15:15:35.359	SIM:CLM4	Sell	2	81.64	Passive
2024-04-30T15:15:35.469	SIM:CLM4	Sell	11	81.63	Passive
2024-04-30T15:15:35.817	SIM:CLM4	Sell	2	81.63	Passive
2024-04-30T15:15:50.457	SIM:CLM4	Sell	11	81.63	Aggressive
2024-04-30T15:15:50.457	SIM:CLM4	Sell	4	81.62	Aggressive
2024-04-30T15:16:05.426	SIM:CLM4	Sell	9	81.63	Aggressive
2024-04-30T15:16:05.426	SIM:CLM4	Sell	5	81.62	Aggressive
2024-04-30T15:16:07.695	SIM:CLM4	Sell	1	81.64	Passive
2024-04-30T15:16:07.696	SIM:CLM4	Sell	1	81.64	Passive
2024-04-30T15:16:07.7	SIM:CLM4	Sell	1	81.64	Passive
2024-04-30T15:16:07.701	SIM:CLM4	Sell	1	81.64	Passive
2024-04-30T15:16:19.999	SIM:CLM4	Sell	2	81.64	Passive
2024-04-30T15:16:20	SIM:CLM4	Sell	2	81.64	Passive
2024-04-30T15:16:20.001	SIM:CLM4	Sell	2	81.64	Passive
2024-04-30T15:16:20.002	SIM:CLM4	Sell	1	81.64	Passive
2024-04-30T15:16:20.761	SIM:CLM4	Sell	2	81.65	Aggressive
2024-04-30T15:16:26.383	SIM:CLM4	Sell	2	81.65	Aggressive
2024-04-30T15:16:26.384	SIM:CLM4	Sell	2	81.65	Aggressive
2024-04-30T15:16:26.385	SIM:CLM4	Sell	2	81.65	Aggressive
2024-04-30T15:16:27.709	SIM:CLM4	Sell	3	81.65	Aggressive
2024-04-30T15:16:50.469	SIM:CLM4	Sell	9	81.63	Aggressive
2024-04-30T15:16:50.469	SIM:CLM4	Sell	2	81.62	Aggressive
2024-04-30T15:17:05.469	SIM:CLM4	Sell	10	81.62	Aggressive
2024-04-30T15:17:05.469	SIM:CLM4	Sell	4	81.61	Passive
2024-04-30T15:17:05.469	SIM:CLM4	Sell	11	81.61	Passive

Date - Time

04/30/2024 - 14:57

CQG Symbol

CLE

Exchange Symbol

SIM:CLM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

81.6483

Average Total

81.66

VWAP Slippage

0.0070

Arrival Price

81.6150

Destination Price

81.6050

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T14:46:50.287	SIM:CLM4	Buy	1	81.61	Passive
2024-04-30T14:46:50.288	SIM:CLM4	Buy	1	81.61	Passive
2024-04-30T14:46:50.289	SIM:CLM4	Buy	1	81.61	Passive
2024-04-30T14:46:50.291	SIM:CLM4	Buy	1	81.61	Passive
2024-04-30T14:46:50.292	SIM:CLM4	Buy	1	81.61	Passive
2024-04-30T14:46:51.51	SIM:CLM4	Buy	3	81.61	Passive
2024-04-30T14:46:51.557	SIM:CLM4	Buy	1	81.61	Passive
2024-04-30T14:46:51.568	SIM:CLM4	Buy	1	81.61	Passive
2024-04-30T14:47:12.46	SIM:CLM4	Buy	5	81.62	Aggressive
2024-04-30T14:47:12.557	SIM:CLM4	Buy	2	81.62	Aggressive
2024-04-30T14:47:12.596	SIM:CLM4	Buy	3	81.62	Aggressive
2024-04-30T14:47:32.916	SIM:CLM4	Buy	9	81.63	Passive
2024-04-30T14:47:37.031	SIM:CLM4	Buy	1	81.63	Passive
2024-04-30T14:47:37.056	SIM:CLM4	Buy	2	81.63	Passive
2024-04-30T14:47:37.057	SIM:CLM4	Buy	3	81.63	Passive
2024-04-30T14:47:37.058	SIM:CLM4	Buy	2	81.63	Passive
2024-04-30T14:47:38.79	SIM:CLM4	Buy	1	81.63	Passive
2024-04-30T14:47:38.791	SIM:CLM4	Buy	1	81.63	Passive
2024-04-30T14:48:02.922	SIM:CLM4	Buy	10	81.65	Aggressive
2024-04-30T14:48:14.595	SIM:CLM4	Buy	3	81.64	Passive
2024-04-30T14:48:14.596	SIM:CLM4	Buy	3	81.64	Passive
2024-04-30T14:48:14.597	SIM:CLM4	Buy	3	81.64	Passive
2024-04-30T14:48:14.619	SIM:CLM4	Buy	3	81.64	Passive
2024-04-30T14:48:14.76	SIM:CLM4	Buy	1	81.64	Passive
2024-04-30T14:48:28.275	SIM:CLM4	Buy	1	81.64	Passive
2024-04-30T14:48:32.919	SIM:CLM4	Buy	12	81.65	Aggressive
2024-04-30T14:48:36.932	SIM:CLM4	Buy	2	81.64	Passive
2024-04-30T14:48:36.956	SIM:CLM4	Buy	9	81.64	Passive
2024-04-30T14:48:36.957	SIM:CLM4	Buy	1	81.63	Aggressive
2024-04-30T14:49:02.912	SIM:CLM4	Buy	13	81.65	Aggressive
2024-04-30T14:49:03.757	SIM:CLM4	Buy	5	81.65	Aggressive
2024-04-30T14:49:03.758	SIM:CLM4	Buy	1	81.65	Aggressive
2024-04-30T14:49:05.766	SIM:CLM4	Buy	6	81.65	Aggressive
2024-04-30T14:49:32.923	SIM:CLM4	Buy	5	81.65	Aggressive
2024-04-30T14:49:32.923	SIM:CLM4	Buy	7	81.66	Passive
2024-04-30T14:49:43.708	SIM:CLM4	Buy	1	81.68	Aggressive
2024-04-30T14:49:43.882	SIM:CLM4	Buy	2	81.68	Aggressive
2024-04-30T14:49:43.883	SIM:CLM4	Buy	3	81.68	Aggressive
2024-04-30T14:49:43.884	SIM:CLM4	Buy	3	81.68	Aggressive
2024-04-30T14:49:43.9	SIM:CLM4	Buy	3	81.68	Aggressive
2024-04-30T14:49:54.979	SIM:CLM4	Buy	1	81.68	Aggressive
2024-04-30T14:49:54.981	SIM:CLM4	Buy	1	81.68	Aggressive
2024-04-30T14:49:54.982	SIM:CLM4	Buy	1	81.68	Aggressive
2024-04-30T14:49:54.996	SIM:CLM4	Buy	1	81.68	Aggressive
2024-04-30T14:49:55.059	SIM:CLM4	Buy	1	81.68	Aggressive
2024-04-30T14:49:59.518	SIM:CLM4	Buy	3	81.7	Aggressive
2024-04-30T14:49:59.519	SIM:CLM4	Buy	1	81.7	Aggressive
2024-04-30T14:49:59.52	SIM:CLM4	Buy	3	81.7	Aggressive
2024-04-30T14:50:08.613	SIM:CLM4	Buy	3	81.71	Aggressive
2024-04-30T14:50:08.614	SIM:CLM4	Buy	3	81.71	Aggressive
2024-04-30T14:50:08.616	SIM:CLM4	Buy	5	81.71	Aggressive
2024-04-30T14:50:08.617	SIM:CLM4	Buy	1	81.71	Aggressive
2024-04-30T14:50:26.661	SIM:CLM4	Buy	1	81.71	Aggressive
2024-04-30T14:50:26.662	SIM:CLM4	Buy	2	81.71	Aggressive
2024-04-30T14:50:26.664	SIM:CLM4	Buy	2	81.71	Aggressive
2024-04-30T14:50:26.665	SIM:CLM4	Buy	2	81.71	Aggressive
2024-04-30T14:50:26.957	SIM:CLM4	Buy	2	81.71	Aggressive
2024-04-30T14:50:27.56	SIM:CLM4	Buy	3	81.71	Aggressive
2024-04-30T14:50:47.96	SIM:CLM4	Buy	4	81.72	Aggressive
2024-04-30T14:50:47.96	SIM:CLM4	Buy	9	81.73	Aggressive
2024-04-30T14:50:49.096	SIM:CLM4	Buy	1	81.72	Passive
2024-04-30T14:50:49.158	SIM:CLM4	Buy	1	81.72	Passive
2024-04-30T14:50:52.757	SIM:CLM4	Buy	5	81.72	Passive
2024-04-30T14:50:52.758	SIM:CLM4	Buy	5	81.72	Passive
2024-04-30T14:51:17.912	SIM:CLM4	Buy	9	81.72	Aggressive
2024-04-30T14:51:17.912	SIM:CLM4	Buy	4	81.73	Aggressive
2024-04-30T14:51:18.463	SIM:CLM4	Buy	8	81.71	Aggressive
2024-04-30T14:51:18.487	SIM:CLM4	Buy	5	81.71	Aggressive
2024-04-30T14:51:37.214	SIM:CLM4	Buy	3	81.7	Aggressive
2024-04-30T14:51:37.215	SIM:CLM4	Buy	3	81.7	Aggressive
2024-04-30T14:51:37.216	SIM:CLM4	Buy	6	81.7	Aggressive
2024-04-30T14:51:37.218	SIM:CLM4	Buy	1	81.7	Aggressive
2024-04-30T14:51:50.478	SIM:CLM4	Buy	3	81.68	Aggressive
2024-04-30T14:51:50.479	SIM:CLM4	Buy	1	81.68	Aggressive
2024-04-30T14:51:50.481	SIM:CLM4	Buy	2	81.68	Aggressive
2024-04-30T14:51:52.468	SIM:CLM4	Buy	3	81.68	Aggressive
2024-04-30T14:51:52.469	SIM:CLM4	Buy	4	81.68	Aggressive
2024-04-30T14:52:05.158	SIM:CLM4	Buy	3	81.69	Passive
2024-04-30T14:52:05.159	SIM:CLM4	Buy	5	81.69	Passive
2024-04-30T14:52:05.16	SIM:CLM4	Buy	3	81.69	Passive
2024-04-30T14:52:18.085	SIM:CLM4	Buy	3	81.67	Passive
2024-04-30T14:52:18.086	SIM:CLM4	Buy	4	81.67	Passive
2024-04-30T14:52:18.087	SIM:CLM4	Buy	4	81.67	Passive
2024-04-30T14:52:47.913	SIM:CLM4	Buy	9	81.66	Aggressive
2024-04-30T14:52:47.913	SIM:CLM4	Buy	2	81.67	Passive
2024-04-30T14:52:50.683	SIM:CLM4	Buy	4	81.65	Aggressive
2024-04-30T14:52:50.684	SIM:CLM4	Buy	4	81.65	Aggressive
2024-04-30T14:52:50.685	SIM:CLM4	Buy	1	81.65	Aggressive
2024-04-30T14:52:50.686	SIM:CLM4	Buy	2	81.65	Aggressive
2024-04-30T14:53:08.808	SIM:CLM4	Buy	11	81.63	Passive
2024-04-30T14:53:08.809	SIM:CLM4	Buy	1	81.63	Passive
2024-04-30T14:53:22.757	SIM:CLM4	Buy	4	81.62	Aggressive
2024-04-30T14:53:23.256	SIM:CLM4	Buy	4	81.62	Aggressive
2024-04-30T14:53:23.425	SIM:CLM4	Buy	4	81.62	Aggressive
2024-04-30T14:53:42.059	SIM:CLM4	Buy	2	81.62	Aggressive
2024-04-30T14:53:42.06	SIM:CLM4	Buy	2	81.62	Aggressive
2024-04-30T14:53:42.061	SIM:CLM4	Buy	3	81.62	Aggressive
2024-04-30T14:53:42.062	SIM:CLM4	Buy	3	81.62	Aggressive
2024-04-30T14:53:42.063	SIM:CLM4	Buy	1	81.62	Aggressive
2024-04-30T14:53:42.064	SIM:CLM4	Buy	1	81.62	Aggressive
2024-04-30T14:54:02.921	SIM:CLM4	Buy	5	81.64	Aggressive
2024-04-30T14:54:02.921	SIM:CLM4	Buy	6	81.65	Aggressive
2024-04-30T14:54:17.917	SIM:CLM4	Buy	13	81.64	Passive
2024-04-30T14:54:32.911	SIM:CLM4	Buy	7	81.64	Aggressive
2024-04-30T14:54:32.911	SIM:CLM4	Buy	6	81.65	Aggressive
2024-04-30T14:54:41.259	SIM:CLM4	Buy	2	81.63	Passive
2024-04-30T14:54:45.762	SIM:CLM4	Buy	3	81.64	Passive
2024-04-30T14:54:45.857	SIM:CLM4	Buy	3	81.64	Passive
2024-04-30T14:54:46.275	SIM:CLM4	Buy	3	81.64	Passive
2024-04-30T14:54:46.462	SIM:CLM4	Buy	2	81.64	Passive
2024-04-30T14:54:54.485	SIM:CLM4	Buy	2	81.64	Passive
2024-04-30T14:54:54.494	SIM:CLM4	Buy	2	81.64	Passive
2024-04-30T14:54:54.496	SIM:CLM4	Buy	1	81.64	Passive
2024-04-30T14:54:54.566	SIM:CLM4	Buy	1	81.64	Passive
2024-04-30T14:54:54.567	SIM:CLM4	Buy	1	81.64	Passive
2024-04-30T14:54:54.568	SIM:CLM4	Buy	2	81.64	Passive
2024-04-30T14:54:54.576	SIM:CLM4	Buy	2	81.64	Passive
2024-04-30T14:54:54.578	SIM:CLM4	Buy	2	81.64	Passive
2024-04-30T14:55:04.477	SIM:CLM4	Buy	2	81.63	Passive
2024-04-30T14:55:04.478	SIM:CLM4	Buy	4	81.63	Passive
2024-04-30T14:55:04.479	SIM:CLM4	Buy	2	81.63	Passive
2024-04-30T14:55:04.48	SIM:CLM4	Buy	9	81.63	Passive
2024-04-30T14:55:04.483	SIM:CLM4	Buy	1	81.63	Passive
2024-04-30T14:55:27.357	SIM:CLM4	Buy	2	81.63	Passive
2024-04-30T14:55:27.361	SIM:CLM4	Buy	2	81.63	Passive
2024-04-30T14:55:27.458	SIM:CLM4	Buy	2	81.63	Passive
2024-04-30T14:55:32.912	SIM:CLM4	Buy	10	81.64	Passive
2024-04-30T14:55:33.466	SIM:CLM4	Buy	1	81.64	Passive
2024-04-30T14:55:47.925	SIM:CLM4	Buy	14	81.64	Passive
2024-04-30T14:55:48.193	SIM:CLM4	Buy	4	81.64	Passive
2024-04-30T14:55:53.498	SIM:CLM4	Buy	1	81.63	Passive
2024-04-30T14:55:53.5	SIM:CLM4	Buy	4	81.63	Passive
2024-04-30T14:55:53.501	SIM:CLM4	Buy	6	81.63	Passive
2024-04-30T14:55:53.502	SIM:CLM4	Buy	6	81.63	Passive
2024-04-30T14:56:04.859	SIM:CLM4	Buy	5	81.62	Aggressive
2024-04-30T14:56:04.86	SIM:CLM4	Buy	3	81.62	Aggressive
2024-04-30T14:56:04.862	SIM:CLM4	Buy	3	81.62	Aggressive
2024-04-30T14:56:04.873	SIM:CLM4	Buy	1	81.62	Aggressive
2024-04-30T14:56:20.89	SIM:CLM4	Buy	1	81.61	Passive
2024-04-30T14:56:32.912	SIM:CLM4	Buy	13	81.62	Aggressive
2024-04-30T14:56:32.912	SIM:CLM4	Buy	3	81.62	Aggressive
2024-04-30T14:56:33.06	SIM:CLM4	Buy	9	81.62	Aggressive

Date - Time

04/30/2024 - 14:45

CQG Symbol

TYA

Exchange Symbol

SIM:ZNM4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

107.4473

Average Total

107.44

VWAP Slippage

0.0113

Arrival Price

107.4453

Destination Price

107.4609

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T14:35:44.815	SIM:ZNM4	Sell	18	107.4375	Passive
2024-04-30T14:35:59.813	SIM:ZNM4	Sell	19	107.421875	Passive
2024-04-30T14:36:14.867	SIM:ZNM4	Sell	10	107.421875	Passive
2024-04-30T14:36:29.808	SIM:ZNM4	Sell	9	107.421875	Passive
2024-04-30T14:36:43.497	SIM:ZNM4	Sell	9	107.4375	Passive
2024-04-30T14:36:59.811	SIM:ZNM4	Sell	9	107.421875	Passive
2024-04-30T14:37:14.857	SIM:ZNM4	Sell	7	107.421875	Passive
2024-04-30T14:37:29.815	SIM:ZNM4	Sell	6	107.421875	Passive
2024-04-30T14:37:44.861	SIM:ZNM4	Sell	6	107.421875	Passive
2024-04-30T14:37:59.819	SIM:ZNM4	Sell	7	107.421875	Passive
2024-04-30T14:38:00.857	SIM:ZNM4	Sell	10	107.4375	Passive
2024-04-30T14:38:29.814	SIM:ZNM4	Sell	11	107.4375	Passive
2024-04-30T14:38:44.824	SIM:ZNM4	Sell	10	107.4375	Passive
2024-04-30T14:38:59.817	SIM:ZNM4	Sell	10	107.4375	Passive
2024-04-30T14:39:14.861	SIM:ZNM4	Sell	16	107.4375	Passive
2024-04-30T14:39:29.862	SIM:ZNM4	Sell	17	107.4375	Passive
2024-04-30T14:39:35.873	SIM:ZNM4	Sell	16	107.4375	Passive
2024-04-30T14:39:59.81	SIM:ZNM4	Sell	17	107.4375	Passive
2024-04-30T14:40:14.869	SIM:ZNM4	Sell	14	107.4375	Passive
2024-04-30T14:40:29.815	SIM:ZNM4	Sell	15	107.4375	Passive
2024-04-30T14:40:39.958	SIM:ZNM4	Sell	15	107.453125	Passive
2024-04-30T14:40:59.816	SIM:ZNM4	Sell	15	107.4375	Passive
2024-04-30T14:41:14.819	SIM:ZNM4	Sell	14	107.4375	Passive
2024-04-30T14:41:29.815	SIM:ZNM4	Sell	15	107.4375	Passive
2024-04-30T14:41:44.815	SIM:ZNM4	Sell	15	107.4375	Passive
2024-04-30T14:41:50.458	SIM:ZNM4	Sell	15	107.453125	Passive
2024-04-30T14:42:07.691	SIM:ZNM4	Sell	14	107.453125	Passive
2024-04-30T14:42:19.994	SIM:ZNM4	Sell	14	107.453125	Passive
2024-04-30T14:42:33.386	SIM:ZNM4	Sell	14	107.453125	Passive
2024-04-30T14:42:59.858	SIM:ZNM4	Sell	14	107.4375	Passive
2024-04-30T14:43:14.859	SIM:ZNM4	Sell	10	107.4375	Passive
2024-04-30T14:43:29.858	SIM:ZNM4	Sell	10	107.4375	Passive
2024-04-30T14:43:44.857	SIM:ZNM4	Sell	10	107.421875	Passive
2024-04-30T14:43:59.857	SIM:ZNM4	Sell	10	107.421875	Passive
2024-04-30T14:44:14.868	SIM:ZNM4	Sell	13	107.421875	Passive
2024-04-30T14:44:29.869	SIM:ZNM4	Sell	14	107.421875	Passive
2024-04-30T14:44:31.463	SIM:ZNM4	Sell	13	107.4375	Passive
2024-04-30T14:45:00.277	SIM:ZNM4	Sell	14	107.4375	Passive
2024-04-30T14:45:14.825	SIM:ZNM4	Sell	12	107.4375	Passive
2024-04-30T14:45:14.825	SIM:ZNM4	Sell	13	107.4375	Passive

Date - Time

04/30/2024 - 14:35

CQG Symbol

TYA

Exchange Symbol

SIM:ZNM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

107.4342

Average Total

107.43

VWAP Slippage

0.0007

Arrival Price

107.4141

Destination Price

107.4453

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T14:25:28.607	SIM:ZNM4	Buy	11	107.421875	Passive
2024-04-30T14:25:43.593	SIM:ZNM4	Buy	12	107.421875	Passive
2024-04-30T14:25:58.599	SIM:ZNM4	Buy	11	107.421875	Passive
2024-04-30T14:26:13.591	SIM:ZNM4	Buy	9	107.421875	Passive
2024-04-30T14:26:28.593	SIM:ZNM4	Buy	9	107.421875	Passive
2024-04-30T14:26:43.596	SIM:ZNM4	Buy	8	107.421875	Passive
2024-04-30T14:26:58.607	SIM:ZNM4	Buy	9	107.421875	Passive
2024-04-30T14:27:13.609	SIM:ZNM4	Buy	7	107.421875	Passive
2024-04-30T14:27:28.601	SIM:ZNM4	Buy	7	107.421875	Passive
2024-04-30T14:27:43.66	SIM:ZNM4	Buy	7	107.421875	Passive
2024-04-30T14:27:58.603	SIM:ZNM4	Buy	7	107.421875	Passive
2024-04-30T14:27:59	SIM:ZNM4	Buy	20	107.421875	Passive
2024-04-30T14:28:28.604	SIM:ZNM4	Buy	22	107.4375	Passive
2024-04-30T14:28:43.663	SIM:ZNM4	Buy	21	107.4375	Passive
2024-04-30T14:28:58.611	SIM:ZNM4	Buy	22	107.4375	Passive
2024-04-30T14:29:13.603	SIM:ZNM4	Buy	12	107.4375	Passive
2024-04-30T14:29:32.317	SIM:ZNM4	Buy	11	107.4375	Passive
2024-04-30T14:29:43.613	SIM:ZNM4	Buy	10	107.4375	Passive
2024-04-30T14:29:58.597	SIM:ZNM4	Buy	11	107.4375	Passive
2024-04-30T14:30:13.607	SIM:ZNM4	Buy	21	107.4375	Passive
2024-04-30T14:30:28.601	SIM:ZNM4	Buy	23	107.4375	Passive
2024-04-30T14:30:43.604	SIM:ZNM4	Buy	23	107.4375	Passive
2024-04-30T14:30:58.61	SIM:ZNM4	Buy	23	107.453125	Passive
2024-04-30T14:30:59.057	SIM:ZNM4	Buy	7	107.4375	Passive
2024-04-30T14:31:28.597	SIM:ZNM4	Buy	4	107.453125	Passive
2024-04-30T14:31:43.595	SIM:ZNM4	Buy	4	107.453125	Passive
2024-04-30T14:31:58.601	SIM:ZNM4	Buy	3	107.453125	Passive
2024-04-30T14:32:00.165	SIM:ZNM4	Buy	21	107.4375	Passive
2024-04-30T14:32:22.794	SIM:ZNM4	Buy	24	107.4375	Passive
2024-04-30T14:32:31.875	SIM:ZNM4	Buy	24	107.4375	Passive
2024-04-30T14:32:57.556	SIM:ZNM4	Buy	23	107.4375	Passive
2024-04-30T14:33:13.599	SIM:ZNM4	Buy	12	107.4375	Passive
2024-04-30T14:33:28.606	SIM:ZNM4	Buy	10	107.4375	Passive
2024-04-30T14:33:41.058	SIM:ZNM4	Buy	11	107.4375	Passive
2024-04-30T14:33:58.597	SIM:ZNM4	Buy	10	107.4375	Passive
2024-04-30T14:34:13.604	SIM:ZNM4	Buy	5	107.4375	Passive
2024-04-30T14:34:28.613	SIM:ZNM4	Buy	4	107.4375	Passive
2024-04-30T14:34:43.594	SIM:ZNM4	Buy	4	107.4375	Passive
2024-04-30T14:34:58.595	SIM:ZNM4	Buy	14	107.4375	Passive
2024-04-30T14:34:58.595	SIM:ZNM4	Buy	4	107.4375	Passive

Date - Time

04/30/2024 - 14:24

CQG Symbol

ZCE

Exchange Symbol

SIM:ZCN4

Buy / Sell

Sell

Quantity

500

Total Filled

389

Market VWAP

Average Total

446.86

VWAP Slippage

0.0000

Arrival Price

447.1250

Destination Price

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T14:14:27.866	SIM:ZCN4	Sell	12	447.25	Passive
2024-04-30T14:14:42.277	SIM:ZCN4	Sell	12	447.25	Passive
2024-04-30T14:14:57.291	SIM:ZCN4	Sell	12	447.25	Passive
2024-04-30T14:15:12.314	SIM:ZCN4	Sell	7	447	Passive
2024-04-30T14:15:27.359	SIM:ZCN4	Sell	20	447	Passive
2024-04-30T14:15:42.307	SIM:ZCN4	Sell	21	447	Passive
2024-04-30T14:15:57.309	SIM:ZCN4	Sell	21	447	Passive
2024-04-30T14:16:12.313	SIM:ZCN4	Sell	9	447	Passive
2024-04-30T14:20:12.299	SIM:ZCN4	Sell	179	446.75	Passive
2024-04-30T14:23:42.307	SIM:ZCN4	Sell	82	446.75	Passive
2024-04-30T14:24:11.514	SIM:ZCN4	Sell	14	447	Passive

Date - Time

04/30/2024 - 14:14

CQG Symbol

ZCE

Exchange Symbol

SIM:ZCN4

Buy / Sell

Buy

Quantity

500

Total Filled

295

Market VWAP

Average Total

447.47

VWAP Slippage

0.0000

Arrival Price

447.1250

Destination Price

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T14:04:25.968	SIM:ZCN4	Buy	8	447.25	Passive
2024-04-30T14:04:40.958	SIM:ZCN4	Buy	9	447.25	Passive
2024-04-30T14:04:55.977	SIM:ZCN4	Buy	8	447.25	Passive
2024-04-30T14:05:10.966	SIM:ZCN4	Buy	9	447.25	Passive
2024-04-30T14:06:56.073	SIM:ZCN4	Buy	97	447.5	Passive
2024-04-30T14:09:11.112	SIM:ZCN4	Buy	99	447.5	Passive
2024-04-30T14:11:32.071	SIM:ZCN4	Buy	65	447.5	Passive

Date - Time

04/30/2024 - 14:03

CQG Symbol

ENQ

Exchange Symbol

SIM:NQM4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

17682.1927

Average Total

17681.76

VWAP Slippage

0.4312

Arrival Price

17,674.2500

Destination Price

17,694.0000

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T13:53:26.358	SIM:NQM4	Sell	2	17674.5	Passive
2024-04-30T13:53:26.466	SIM:NQM4	Sell	2	17674.5	Passive
2024-04-30T13:53:27.261	SIM:NQM4	Sell	2	17673.75	Passive
2024-04-30T13:53:27.265	SIM:NQM4	Sell	1	17673.75	Passive
2024-04-30T13:53:27.271	SIM:NQM4	Sell	1	17673.75	Passive
2024-04-30T13:53:27.272	SIM:NQM4	Sell	3	17673.75	Passive
2024-04-30T13:53:40.082	SIM:NQM4	Sell	2	17672	Passive
2024-04-30T13:53:40.096	SIM:NQM4	Sell	1	17672	Passive
2024-04-30T13:53:40.097	SIM:NQM4	Sell	1	17672	Passive
2024-04-30T13:53:40.098	SIM:NQM4	Sell	1	17672	Passive
2024-04-30T13:53:40.104	SIM:NQM4	Sell	1	17672.25	Aggressive
2024-04-30T13:53:40.104	SIM:NQM4	Sell	4	17672	Passive
2024-04-30T13:53:40.106	SIM:NQM4	Sell	2	17672.25	Aggressive
2024-04-30T13:53:55.602	SIM:NQM4	Sell	5	17674.25	Passive
2024-04-30T13:53:55.603	SIM:NQM4	Sell	3	17674.25	Passive
2024-04-30T13:53:55.605	SIM:NQM4	Sell	2	17674.25	Passive
2024-04-30T13:54:10.057	SIM:NQM4	Sell	2	17672.5	Passive
2024-04-30T13:54:10.161	SIM:NQM4	Sell	1	17672.25	Aggressive
2024-04-30T13:54:10.161	SIM:NQM4	Sell	4	17672	Aggressive
2024-04-30T13:54:10.161	SIM:NQM4	Sell	3	17671.75	Passive
2024-04-30T13:54:24.827	SIM:NQM4	Sell	3	17676.25	Passive
2024-04-30T13:54:24.828	SIM:NQM4	Sell	1	17676.25	Passive
2024-04-30T13:54:24.829	SIM:NQM4	Sell	1	17676.25	Passive
2024-04-30T13:54:25.424	SIM:NQM4	Sell	1	17676.25	Passive
2024-04-30T13:54:25.426	SIM:NQM4	Sell	2	17676.25	Passive
2024-04-30T13:54:26.257	SIM:NQM4	Sell	1	17675.5	Passive
2024-04-30T13:54:26.287	SIM:NQM4	Sell	1	17675.5	Passive
2024-04-30T13:54:40.057	SIM:NQM4	Sell	2	17675.75	Aggressive
2024-04-30T13:54:40.057	SIM:NQM4	Sell	4	17675.5	Passive
2024-04-30T13:54:40.061	SIM:NQM4	Sell	3	17676	Aggressive
2024-04-30T13:54:55.057	SIM:NQM4	Sell	2	17673.75	Passive
2024-04-30T13:54:55.058	SIM:NQM4	Sell	2	17673.75	Passive
2024-04-30T13:54:55.294	SIM:NQM4	Sell	2	17673.75	Passive
2024-04-30T13:54:55.297	SIM:NQM4	Sell	1	17674	Aggressive
2024-04-30T13:54:55.297	SIM:NQM4	Sell	4	17673.75	Passive
2024-04-30T13:55:10.156	SIM:NQM4	Sell	1	17674	Passive
2024-04-30T13:55:11.182	SIM:NQM4	Sell	1	17674	Passive
2024-04-30T13:55:11.468	SIM:NQM4	Sell	1	17674	Passive
2024-04-30T13:55:11.47	SIM:NQM4	Sell	1	17674	Passive
2024-04-30T13:55:11.474	SIM:NQM4	Sell	2	17674	Passive
2024-04-30T13:55:11.477	SIM:NQM4	Sell	2	17674	Passive
2024-04-30T13:55:11.482	SIM:NQM4	Sell	1	17674	Passive
2024-04-30T13:55:11.862	SIM:NQM4	Sell	2	17674	Aggressive
2024-04-30T13:55:25.099	SIM:NQM4	Sell	1	17677	Passive
2024-04-30T13:55:25.1	SIM:NQM4	Sell	3	17677	Passive
2024-04-30T13:55:25.101	SIM:NQM4	Sell	1	17677.25	Aggressive
2024-04-30T13:55:25.101	SIM:NQM4	Sell	3	17677	Passive
2024-04-30T13:55:25.102	SIM:NQM4	Sell	3	17677	Passive
2024-04-30T13:55:40.174	SIM:NQM4	Sell	2	17673.75	Passive
2024-04-30T13:55:40.175	SIM:NQM4	Sell	2	17673.75	Passive
2024-04-30T13:55:40.398	SIM:NQM4	Sell	1	17673.75	Passive
2024-04-30T13:55:40.399	SIM:NQM4	Sell	1	17673.75	Passive
2024-04-30T13:55:40.659	SIM:NQM4	Sell	1	17673.75	Passive
2024-04-30T13:55:41.1	SIM:NQM4	Sell	1	17673.75	Passive
2024-04-30T13:55:41.102	SIM:NQM4	Sell	1	17673.75	Passive
2024-04-30T13:55:41.156	SIM:NQM4	Sell	1	17674	Aggressive
2024-04-30T13:55:41.156	SIM:NQM4	Sell	1	17673.75	Passive
2024-04-30T13:55:55.457	SIM:NQM4	Sell	3	17672.75	Passive
2024-04-30T13:55:55.559	SIM:NQM4	Sell	4	17672.75	Passive
2024-04-30T13:55:55.659	SIM:NQM4	Sell	4	17673	Aggressive
2024-04-30T13:55:55.66	SIM:NQM4	Sell	1	17672.75	Passive
2024-04-30T13:56:09.86	SIM:NQM4	Sell	3	17680.25	Passive
2024-04-30T13:56:09.861	SIM:NQM4	Sell	2	17680.25	Passive
2024-04-30T13:56:09.865	SIM:NQM4	Sell	2	17680.25	Passive
2024-04-30T13:56:09.866	SIM:NQM4	Sell	2	17680.25	Passive
2024-04-30T13:56:09.867	SIM:NQM4	Sell	1	17680.25	Passive
2024-04-30T13:56:09.868	SIM:NQM4	Sell	1	17680.25	Passive
2024-04-30T13:56:09.872	SIM:NQM4	Sell	1	17680.25	Passive
2024-04-30T13:56:24.859	SIM:NQM4	Sell	2	17676.5	Passive
2024-04-30T13:56:24.868	SIM:NQM4	Sell	1	17676.75	Aggressive
2024-04-30T13:56:24.868	SIM:NQM4	Sell	4	17676.5	Passive
2024-04-30T13:56:24.869	SIM:NQM4	Sell	4	17676.75	Aggressive
2024-04-30T13:56:24.869	SIM:NQM4	Sell	1	17676.5	Passive
2024-04-30T13:56:40.057	SIM:NQM4	Sell	2	17677.75	Passive
2024-04-30T13:56:40.058	SIM:NQM4	Sell	2	17677.75	Passive
2024-04-30T13:56:40.086	SIM:NQM4	Sell	2	17677.75	Passive
2024-04-30T13:56:40.09	SIM:NQM4	Sell	2	17677.75	Passive
2024-04-30T13:56:40.162	SIM:NQM4	Sell	4	17677.75	Passive
2024-04-30T13:56:55.008	SIM:NQM4	Sell	1	17678.25	Passive
2024-04-30T13:56:56.087	SIM:NQM4	Sell	1	17678.25	Passive
2024-04-30T13:56:56.089	SIM:NQM4	Sell	1	17678.25	Passive
2024-04-30T13:56:56.091	SIM:NQM4	Sell	2	17678.25	Passive
2024-04-30T13:56:56.092	SIM:NQM4	Sell	3	17678.25	Passive
2024-04-30T13:56:56.095	SIM:NQM4	Sell	3	17678.25	Passive
2024-04-30T13:57:11.585	SIM:NQM4	Sell	3	17677.5	Passive
2024-04-30T13:57:11.586	SIM:NQM4	Sell	4	17677.5	Passive
2024-04-30T13:57:11.587	SIM:NQM4	Sell	3	17677.5	Passive
2024-04-30T13:57:26.357	SIM:NQM4	Sell	4	17679	Passive
2024-04-30T13:57:26.358	SIM:NQM4	Sell	3	17679	Passive
2024-04-30T13:57:26.364	SIM:NQM4	Sell	3	17679	Passive
2024-04-30T13:57:40.878	SIM:NQM4	Sell	1	17680.25	Passive
2024-04-30T13:57:40.879	SIM:NQM4	Sell	1	17680.25	Passive
2024-04-30T13:57:40.88	SIM:NQM4	Sell	1	17680.25	Passive
2024-04-30T13:57:40.882	SIM:NQM4	Sell	1	17680.25	Passive
2024-04-30T13:57:40.884	SIM:NQM4	Sell	1	17680.25	Passive
2024-04-30T13:57:40.887	SIM:NQM4	Sell	1	17680.25	Passive
2024-04-30T13:57:41.758	SIM:NQM4	Sell	1	17680.25	Aggressive
2024-04-30T13:57:41.759	SIM:NQM4	Sell	3	17680	Passive
2024-04-30T13:57:54.857	SIM:NQM4	Sell	1	17677	Passive
2024-04-30T13:57:55.857	SIM:NQM4	Sell	4	17677.25	Aggressive
2024-04-30T13:57:55.857	SIM:NQM4	Sell	6	17677	Passive
2024-04-30T13:58:10.285	SIM:NQM4	Sell	3	17675.5	Passive
2024-04-30T13:58:10.286	SIM:NQM4	Sell	3	17675.5	Passive
2024-04-30T13:58:10.288	SIM:NQM4	Sell	2	17675.5	Passive
2024-04-30T13:58:10.289	SIM:NQM4	Sell	1	17675.5	Passive
2024-04-30T13:58:10.291	SIM:NQM4	Sell	1	17675.5	Passive
2024-04-30T13:58:10.357	SIM:NQM4	Sell	3	17675.5	Passive
2024-04-30T13:58:25.783	SIM:NQM4	Sell	2	17676	Passive
2024-04-30T13:58:25.897	SIM:NQM4	Sell	1	17676	Passive
2024-04-30T13:58:25.898	SIM:NQM4	Sell	1	17676	Passive
2024-04-30T13:58:25.899	SIM:NQM4	Sell	1	17676	Passive
2024-04-30T13:58:27.004	SIM:NQM4	Sell	1	17675.5	Passive
2024-04-30T13:58:27.005	SIM:NQM4	Sell	3	17675.5	Passive
2024-04-30T13:58:27.006	SIM:NQM4	Sell	3	17675.5	Passive
2024-04-30T13:58:39.857	SIM:NQM4	Sell	1	17677.25	Aggressive
2024-04-30T13:58:39.857	SIM:NQM4	Sell	5	17677	Passive
2024-04-30T13:58:39.858	SIM:NQM4	Sell	1	17677	Passive
2024-04-30T13:58:39.859	SIM:NQM4	Sell	3	17677	Passive
2024-04-30T13:58:39.861	SIM:NQM4	Sell	3	17677	Passive
2024-04-30T13:58:55.506	SIM:NQM4	Sell	1	17677.25	Passive
2024-04-30T13:58:55.509	SIM:NQM4	Sell	1	17677.25	Passive
2024-04-30T13:58:56.223	SIM:NQM4	Sell	1	17677	Passive
2024-04-30T13:58:56.224	SIM:NQM4	Sell	1	17677	Passive
2024-04-30T13:58:56.231	SIM:NQM4	Sell	1	17677	Passive
2024-04-30T13:58:56.234	SIM:NQM4	Sell	1	17677	Passive
2024-04-30T13:58:56.256	SIM:NQM4	Sell	1	17677	Passive
2024-04-30T13:58:56.382	SIM:NQM4	Sell	1	17677	Passive
2024-04-30T13:58:56.479	SIM:NQM4	Sell	1	17677	Passive
2024-04-30T13:58:56.48	SIM:NQM4	Sell	2	17677	Passive
2024-04-30T13:58:56.481	SIM:NQM4	Sell	1	17677	Passive
2024-04-30T13:59:10.062	SIM:NQM4	Sell	1	17678.75	Passive
2024-04-30T13:59:10.071	SIM:NQM4	Sell	1	17678.75	Passive
2024-04-30T13:59:10.072	SIM:NQM4	Sell	1	17678.75	Passive
2024-04-30T13:59:10.074	SIM:NQM4	Sell	1	17678.75	Passive
2024-04-30T13:59:10.076	SIM:NQM4	Sell	1	17678.75	Passive
2024-04-30T13:59:10.082	SIM:NQM4	Sell	1	17678.75	Passive
2024-04-30T13:59:10.107	SIM:NQM4	Sell	1	17678.75	Passive
2024-04-30T13:59:10.164	SIM:NQM4	Sell	1	17678.75	Passive
2024-04-30T13:59:10.165	SIM:NQM4	Sell	1	17678.75	Passive
2024-04-30T13:59:10.166	SIM:NQM4	Sell	1	17678.75	Passive
2024-04-30T13:59:10.476	SIM:NQM4	Sell	1	17678.75	Passive
2024-04-30T13:59:10.477	SIM:NQM4	Sell	1	17678.75	Passive
2024-04-30T13:59:25.425	SIM:NQM4	Sell	1	17679.75	Passive
2024-04-30T13:59:25.456	SIM:NQM4	Sell	1	17679.75	Passive
2024-04-30T13:59:25.502	SIM:NQM4	Sell	2	17679.75	Passive
2024-04-30T13:59:25.503	SIM:NQM4	Sell	3	17679.75	Passive
2024-04-30T13:59:25.504	SIM:NQM4	Sell	3	17679.75	Passive
2024-04-30T13:59:25.509	SIM:NQM4	Sell	2	17679.75	Passive
2024-04-30T13:59:41.207	SIM:NQM4	Sell	2	17679.5	Passive
2024-04-30T13:59:41.209	SIM:NQM4	Sell	2	17679.5	Passive
2024-04-30T13:59:41.215	SIM:NQM4	Sell	2	17679.5	Passive
2024-04-30T13:59:41.283	SIM:NQM4	Sell	2	17679.5	Passive
2024-04-30T13:59:41.36	SIM:NQM4	Sell	2	17679.5	Passive
2024-04-30T13:59:41.497	SIM:NQM4	Sell	1	17679.5	Passive
2024-04-30T13:59:54.957	SIM:NQM4	Sell	1	17682.5	Passive
2024-04-30T13:59:54.958	SIM:NQM4	Sell	1	17682.75	Aggressive
2024-04-30T13:59:54.958	SIM:NQM4	Sell	6	17682.5	Passive
2024-04-30T13:59:54.966	SIM:NQM4	Sell	2	17682.5	Passive
2024-04-30T13:59:54.969	SIM:NQM4	Sell	2	17682.5	Passive
2024-04-30T13:59:54.972	SIM:NQM4	Sell	2	17682.5	Passive
2024-04-30T13:59:54.976	SIM:NQM4	Sell	3	17682.5	Passive
2024-04-30T14:00:09.88	SIM:NQM4	Sell	3	17679	Passive
2024-04-30T14:00:09.881	SIM:NQM4	Sell	5	17679	Passive
2024-04-30T14:00:09.882	SIM:NQM4	Sell	5	17679	Passive
2024-04-30T14:00:09.888	SIM:NQM4	Sell	6	17679	Passive
2024-04-30T14:00:25.126	SIM:NQM4	Sell	1	17682.25	Passive
2024-04-30T14:00:25.131	SIM:NQM4	Sell	1	17682.25	Passive
2024-04-30T14:00:25.157	SIM:NQM4	Sell	1	17682.25	Passive
2024-04-30T14:00:25.162	SIM:NQM4	Sell	1	17682.25	Passive
2024-04-30T14:00:25.168	SIM:NQM4	Sell	2	17682.25	Passive
2024-04-30T14:00:25.169	SIM:NQM4	Sell	1	17682.5	Aggressive
2024-04-30T14:00:25.169	SIM:NQM4	Sell	5	17682.25	Passive
2024-04-30T14:00:25.17	SIM:NQM4	Sell	1	17682.25	Passive
2024-04-30T14:00:25.812	SIM:NQM4	Sell	2	17682.25	Passive
2024-04-30T14:00:25.813	SIM:NQM4	Sell	2	17682.25	Passive
2024-04-30T14:00:25.814	SIM:NQM4	Sell	2	17682.25	Passive
2024-04-30T14:00:40.458	SIM:NQM4	Sell	2	17693.25	Passive
2024-04-30T14:00:40.459	SIM:NQM4	Sell	2	17693.25	Passive
2024-04-30T14:00:40.496	SIM:NQM4	Sell	1	17693.25	Passive
2024-04-30T14:00:40.61	SIM:NQM4	Sell	1	17693.25	Passive
2024-04-30T14:00:40.857	SIM:NQM4	Sell	1	17693.25	Passive
2024-04-30T14:00:40.876	SIM:NQM4	Sell	1	17693.25	Passive
2024-04-30T14:00:41.125	SIM:NQM4	Sell	1	17693	Passive
2024-04-30T14:00:41.156	SIM:NQM4	Sell	2	17693	Passive
2024-04-30T14:00:41.385	SIM:NQM4	Sell	4	17693	Passive
2024-04-30T14:00:41.396	SIM:NQM4	Sell	2	17693	Passive
2024-04-30T14:00:41.397	SIM:NQM4	Sell	2	17693	Passive
2024-04-30T14:00:41.398	SIM:NQM4	Sell	1	17693	Passive
2024-04-30T14:00:54.993	SIM:NQM4	Sell	2	17688.75	Passive
2024-04-30T14:00:54.994	SIM:NQM4	Sell	4	17688.75	Passive
2024-04-30T14:00:54.995	SIM:NQM4	Sell	3	17688.75	Passive
2024-04-30T14:00:54.996	SIM:NQM4	Sell	3	17688.75	Passive
2024-04-30T14:00:55.57	SIM:NQM4	Sell	2	17688	Passive
2024-04-30T14:00:55.571	SIM:NQM4	Sell	2	17688	Passive
2024-04-30T14:01:09.893	SIM:NQM4	Sell	1	17693.75	Passive
2024-04-30T14:01:09.894	SIM:NQM4	Sell	1	17693.75	Passive
2024-04-30T14:01:09.895	SIM:NQM4	Sell	1	17693.75	Passive
2024-04-30T14:01:09.902	SIM:NQM4	Sell	1	17694	Aggressive
2024-04-30T14:01:09.902	SIM:NQM4	Sell	2	17693.75	Passive
2024-04-30T14:01:09.903	SIM:NQM4	Sell	1	17694	Aggressive
2024-04-30T14:01:09.903	SIM:NQM4	Sell	3	17693.75	Passive
2024-04-30T14:01:09.904	SIM:NQM4	Sell	1	17693.75	Passive
2024-04-30T14:01:09.905	SIM:NQM4	Sell	1	17693.75	Passive
2024-04-30T14:01:09.961	SIM:NQM4	Sell	3	17693.75	Passive
2024-04-30T14:01:24.96	SIM:NQM4	Sell	1	17688.75	Passive
2024-04-30T14:01:25.175	SIM:NQM4	Sell	1	17688.75	Passive
2024-04-30T14:01:25.176	SIM:NQM4	Sell	5	17688.75	Passive
2024-04-30T14:01:25.189	SIM:NQM4	Sell	1	17688.75	Passive
2024-04-30T14:01:25.19	SIM:NQM4	Sell	3	17688.75	Passive
2024-04-30T14:01:25.191	SIM:NQM4	Sell	3	17688.75	Passive
2024-04-30T14:01:39.957	SIM:NQM4	Sell	1	17691.5	Aggressive
2024-04-30T14:01:39.957	SIM:NQM4	Sell	9	17691.25	Passive
2024-04-30T14:01:39.978	SIM:NQM4	Sell	5	17691.25	Passive
2024-04-30T14:01:54.96	SIM:NQM4	Sell	1	17687.75	Passive
2024-04-30T14:01:55.614	SIM:NQM4	Sell	3	17687	Passive
2024-04-30T14:01:55.615	SIM:NQM4	Sell	5	17687	Passive
2024-04-30T14:01:55.616	SIM:NQM4	Sell	4	17687	Passive
2024-04-30T14:02:10.284	SIM:NQM4	Sell	2	17693.25	Passive
2024-04-30T14:02:10.285	SIM:NQM4	Sell	3	17693.25	Passive
2024-04-30T14:02:10.287	SIM:NQM4	Sell	1	17693.5	Aggressive
2024-04-30T14:02:10.287	SIM:NQM4	Sell	3	17693.25	Passive
2024-04-30T14:02:10.288	SIM:NQM4	Sell	1	17693.5	Aggressive
2024-04-30T14:02:10.288	SIM:NQM4	Sell	2	17693.25	Passive
2024-04-30T14:02:25.57	SIM:NQM4	Sell	1	17691	Aggressive
2024-04-30T14:02:25.57	SIM:NQM4	Sell	1	17690.75	Passive
2024-04-30T14:02:25.571	SIM:NQM4	Sell	2	17691	Aggressive
2024-04-30T14:02:25.571	SIM:NQM4	Sell	2	17690.75	Passive
2024-04-30T14:02:25.572	SIM:NQM4	Sell	3	17691	Aggressive
2024-04-30T14:02:25.572	SIM:NQM4	Sell	3	17690.75	Passive
2024-04-30T14:02:40.056	SIM:NQM4	Sell	1	17694.75	Passive
2024-04-30T14:02:40.105	SIM:NQM4	Sell	1	17694.75	Passive
2024-04-30T14:02:40.106	SIM:NQM4	Sell	1	17694.75	Passive
2024-04-30T14:02:40.26	SIM:NQM4	Sell	3	17694.75	Passive
2024-04-30T14:02:40.266	SIM:NQM4	Sell	3	17694.75	Passive
2024-04-30T14:02:40.271	SIM:NQM4	Sell	3	17694.75	Passive
2024-04-30T14:02:55.169	SIM:NQM4	Sell	2	17696.75	Passive
2024-04-30T14:02:55.171	SIM:NQM4	Sell	4	17697	Aggressive
2024-04-30T14:02:55.171	SIM:NQM4	Sell	5	17696.75	Passive
2024-04-30T14:02:55.172	SIM:NQM4	Sell	1	17696.75	Passive
2024-04-30T14:03:09.822	SIM:NQM4	Sell	2	17696.5	Aggressive
2024-04-30T14:03:09.822	SIM:NQM4	Sell	5	17696.25	Aggressive
2024-04-30T14:03:09.822	SIM:NQM4	Sell	6	17696	Passive

Date - Time

04/30/2024 - 13:53

CQG Symbol

ENQ

Exchange Symbol

SIM:NQM4

Buy / Sell

Buy

Quantity

500

Total Filled

332

Market VWAP

17684.9559

Average Total

17689.83

VWAP Slippage

4.8754

Arrival Price

17,707.5000

Destination Price

17,674.2500

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T13:46:58.46	SIM:NQM4	Buy	2	17709.5	Passive
2024-04-30T13:46:58.466	SIM:NQM4	Buy	1	17709.5	Passive
2024-04-30T13:46:58.584	SIM:NQM4	Buy	2	17709.5	Passive
2024-04-30T13:46:58.586	SIM:NQM4	Buy	2	17709.5	Passive
2024-04-30T13:46:59.471	SIM:NQM4	Buy	1	17709.5	Passive
2024-04-30T13:46:59.472	SIM:NQM4	Buy	3	17709.5	Passive
2024-04-30T13:47:11.369	SIM:NQM4	Buy	1	17709.5	Passive
2024-04-30T13:47:11.656	SIM:NQM4	Buy	1	17709.5	Passive
2024-04-30T13:47:11.657	SIM:NQM4	Buy	3	17709.5	Passive
2024-04-30T13:47:11.661	SIM:NQM4	Buy	3	17709.5	Passive
2024-04-30T13:47:11.662	SIM:NQM4	Buy	3	17709.5	Passive
2024-04-30T13:47:11.665	SIM:NQM4	Buy	1	17709.5	Passive
2024-04-30T13:47:26.072	SIM:NQM4	Buy	1	17708.5	Passive
2024-04-30T13:47:26.073	SIM:NQM4	Buy	5	17708.5	Passive
2024-04-30T13:47:26.074	SIM:NQM4	Buy	1	17708.25	Aggressive
2024-04-30T13:47:26.074	SIM:NQM4	Buy	5	17708.5	Passive
2024-04-30T13:47:41.062	SIM:NQM4	Buy	1	17709	Aggressive
2024-04-30T13:47:41.062	SIM:NQM4	Buy	2	17709.25	Passive
2024-04-30T13:47:41.064	SIM:NQM4	Buy	5	17709.5	Passive
2024-04-30T13:47:41.067	SIM:NQM4	Buy	1	17709	Aggressive
2024-04-30T13:47:41.067	SIM:NQM4	Buy	3	17709.25	Aggressive
2024-04-30T13:47:56.299	SIM:NQM4	Buy	3	17709.5	Passive
2024-04-30T13:47:56.301	SIM:NQM4	Buy	1	17709.25	Aggressive
2024-04-30T13:47:56.301	SIM:NQM4	Buy	6	17709.5	Passive
2024-04-30T13:47:56.302	SIM:NQM4	Buy	1	17709.25	Aggressive
2024-04-30T13:47:56.302	SIM:NQM4	Buy	1	17709.5	Passive
2024-04-30T13:48:11.563	SIM:NQM4	Buy	2	17706.5	Passive
2024-04-30T13:48:11.564	SIM:NQM4	Buy	2	17706.5	Passive
2024-04-30T13:48:11.574	SIM:NQM4	Buy	2	17706.5	Passive
2024-04-30T13:48:11.611	SIM:NQM4	Buy	1	17706.25	Aggressive
2024-04-30T13:48:11.611	SIM:NQM4	Buy	3	17706.5	Passive
2024-04-30T13:48:11.612	SIM:NQM4	Buy	1	17706.25	Aggressive
2024-04-30T13:48:11.612	SIM:NQM4	Buy	1	17706.5	Passive
2024-04-30T13:48:26.061	SIM:NQM4	Buy	1	17703	Aggressive
2024-04-30T13:48:26.061	SIM:NQM4	Buy	9	17703.25	Passive
2024-04-30T13:48:26.068	SIM:NQM4	Buy	1	17703	Aggressive
2024-04-30T13:48:26.068	SIM:NQM4	Buy	1	17703.25	Passive
2024-04-30T13:48:41.182	SIM:NQM4	Buy	1	17701.75	Passive
2024-04-30T13:48:41.257	SIM:NQM4	Buy	4	17701.75	Passive
2024-04-30T13:48:41.272	SIM:NQM4	Buy	1	17701.75	Passive
2024-04-30T13:48:41.274	SIM:NQM4	Buy	1	17701.75	Passive
2024-04-30T13:48:41.357	SIM:NQM4	Buy	2	17701.75	Passive
2024-04-30T13:48:41.46	SIM:NQM4	Buy	2	17701.75	Passive
2024-04-30T13:48:41.479	SIM:NQM4	Buy	1	17701.75	Passive
2024-04-30T13:48:56.257	SIM:NQM4	Buy	2	17702	Aggressive
2024-04-30T13:48:56.257	SIM:NQM4	Buy	7	17702.25	Aggressive
2024-04-30T13:48:56.257	SIM:NQM4	Buy	3	17702.5	Passive
2024-04-30T13:49:11.183	SIM:NQM4	Buy	3	17698.5	Passive
2024-04-30T13:49:11.184	SIM:NQM4	Buy	1	17698.25	Aggressive
2024-04-30T13:49:11.184	SIM:NQM4	Buy	4	17698.5	Passive
2024-04-30T13:49:11.185	SIM:NQM4	Buy	1	17698.25	Aggressive
2024-04-30T13:49:11.185	SIM:NQM4	Buy	4	17698.5	Passive
2024-04-30T13:49:26.008	SIM:NQM4	Buy	2	17692.75	Passive
2024-04-30T13:49:26.009	SIM:NQM4	Buy	3	17692.75	Passive
2024-04-30T13:49:26.056	SIM:NQM4	Buy	3	17692.5	Aggressive
2024-04-30T13:49:26.056	SIM:NQM4	Buy	5	17692.75	Passive
2024-04-30T13:49:26.057	SIM:NQM4	Buy	1	17692	Aggressive
2024-04-30T13:49:41.497	SIM:NQM4	Buy	3	17695.5	Passive
2024-04-30T13:49:41.498	SIM:NQM4	Buy	1	17695.5	Passive
2024-04-30T13:49:41.5	SIM:NQM4	Buy	1	17695.5	Passive
2024-04-30T13:49:41.514	SIM:NQM4	Buy	1	17695.5	Passive
2024-04-30T13:49:41.557	SIM:NQM4	Buy	1	17695.5	Passive
2024-04-30T13:49:41.659	SIM:NQM4	Buy	2	17695.5	Passive
2024-04-30T13:49:41.802	SIM:NQM4	Buy	4	17695.5	Passive
2024-04-30T13:49:56.056	SIM:NQM4	Buy	1	17694.5	Passive
2024-04-30T13:49:56.06	SIM:NQM4	Buy	1	17694.5	Passive
2024-04-30T13:49:56.078	SIM:NQM4	Buy	2	17694.5	Passive
2024-04-30T13:49:56.19	SIM:NQM4	Buy	3	17694.5	Passive
2024-04-30T13:49:56.512	SIM:NQM4	Buy	3	17694.5	Passive
2024-04-30T13:49:56.513	SIM:NQM4	Buy	3	17694.5	Passive
2024-04-30T13:49:56.514	SIM:NQM4	Buy	1	17694.5	Passive
2024-04-30T13:50:11.157	SIM:NQM4	Buy	7	17683.5	Aggressive
2024-04-30T13:50:11.157	SIM:NQM4	Buy	8	17683.75	Aggressive
2024-04-30T13:50:26.264	SIM:NQM4	Buy	2	17674.75	Passive
2024-04-30T13:50:26.266	SIM:NQM4	Buy	6	17674.75	Passive
2024-04-30T13:50:26.276	SIM:NQM4	Buy	5	17674.75	Passive
2024-04-30T13:50:26.278	SIM:NQM4	Buy	3	17674.75	Passive
2024-04-30T13:50:41.46	SIM:NQM4	Buy	4	17669.75	Aggressive
2024-04-30T13:50:41.46	SIM:NQM4	Buy	11	17670	Passive
2024-04-30T13:50:55.992	SIM:NQM4	Buy	1	17676	Passive
2024-04-30T13:50:55.993	SIM:NQM4	Buy	1	17675.75	Aggressive
2024-04-30T13:50:55.993	SIM:NQM4	Buy	5	17676	Passive
2024-04-30T13:50:55.994	SIM:NQM4	Buy	2	17675.75	Aggressive
2024-04-30T13:50:55.994	SIM:NQM4	Buy	3	17676	Passive
2024-04-30T13:51:11.256	SIM:NQM4	Buy	1	17674.75	Passive
2024-04-30T13:51:11.287	SIM:NQM4	Buy	1	17674.75	Passive
2024-04-30T13:51:11.36	SIM:NQM4	Buy	5	17675	Passive
2024-04-30T13:51:11.362	SIM:NQM4	Buy	5	17675	Passive
2024-04-30T13:51:26.06	SIM:NQM4	Buy	4	17673.75	Passive
2024-04-30T13:51:26.102	SIM:NQM4	Buy	4	17673.75	Passive
2024-04-30T13:51:26.156	SIM:NQM4	Buy	3	17673.75	Passive
2024-04-30T13:51:41.558	SIM:NQM4	Buy	2	17676	Passive
2024-04-30T13:51:41.572	SIM:NQM4	Buy	1	17676	Passive
2024-04-30T13:51:41.579	SIM:NQM4	Buy	1	17676	Passive
2024-04-30T13:51:41.581	SIM:NQM4	Buy	1	17676	Passive
2024-04-30T13:51:41.594	SIM:NQM4	Buy	1	17676	Passive
2024-04-30T13:51:41.595	SIM:NQM4	Buy	1	17676	Passive
2024-04-30T13:51:41.598	SIM:NQM4	Buy	1	17676	Passive
2024-04-30T13:51:41.758	SIM:NQM4	Buy	3	17676	Passive
2024-04-30T13:51:56.325	SIM:NQM4	Buy	3	17685.75	Passive
2024-04-30T13:51:56.356	SIM:NQM4	Buy	4	17685.75	Passive
2024-04-30T13:51:56.369	SIM:NQM4	Buy	1	17685.75	Passive
2024-04-30T13:51:56.502	SIM:NQM4	Buy	2	17685.75	Passive
2024-04-30T13:51:56.503	SIM:NQM4	Buy	2	17685.75	Passive
2024-04-30T13:51:56.505	SIM:NQM4	Buy	1	17685.75	Passive
2024-04-30T13:52:11.208	SIM:NQM4	Buy	2	17685.75	Passive
2024-04-30T13:52:11.209	SIM:NQM4	Buy	2	17685.75	Passive
2024-04-30T13:52:11.212	SIM:NQM4	Buy	2	17685.75	Passive
2024-04-30T13:52:11.257	SIM:NQM4	Buy	2	17685.75	Passive
2024-04-30T13:52:11.297	SIM:NQM4	Buy	2	17685.75	Passive
2024-04-30T13:52:11.299	SIM:NQM4	Buy	2	17685.75	Passive
2024-04-30T13:52:12.222	SIM:NQM4	Buy	2	17686.25	Passive
2024-04-30T13:52:27.108	SIM:NQM4	Buy	1	17685.5	Passive
2024-04-30T13:52:27.161	SIM:NQM4	Buy	4	17685.5	Passive
2024-04-30T13:52:27.185	SIM:NQM4	Buy	1	17685.25	Aggressive
2024-04-30T13:52:27.185	SIM:NQM4	Buy	3	17685.5	Passive
2024-04-30T13:52:27.186	SIM:NQM4	Buy	2	17685.25	Aggressive
2024-04-30T13:52:27.186	SIM:NQM4	Buy	2	17685.5	Passive
2024-04-30T13:52:41.219	SIM:NQM4	Buy	1	17675	Passive
2024-04-30T13:52:41.221	SIM:NQM4	Buy	1	17675	Passive
2024-04-30T13:52:41.259	SIM:NQM4	Buy	1	17675	Passive
2024-04-30T13:52:41.26	SIM:NQM4	Buy	1	17675	Passive
2024-04-30T13:52:41.267	SIM:NQM4	Buy	1	17675	Passive
2024-04-30T13:52:41.379	SIM:NQM4	Buy	2	17675	Passive
2024-04-30T13:52:41.381	SIM:NQM4	Buy	3	17675	Passive
2024-04-30T13:52:41.382	SIM:NQM4	Buy	3	17675	Passive
2024-04-30T13:52:41.46	SIM:NQM4	Buy	1	17675	Passive
2024-04-30T13:52:56	SIM:NQM4	Buy	2	17673.25	Passive
2024-04-30T13:52:56.001	SIM:NQM4	Buy	2	17673	Aggressive
2024-04-30T13:52:56.001	SIM:NQM4	Buy	5	17673.25	Passive
2024-04-30T13:52:56.002	SIM:NQM4	Buy	3	17673.25	Passive
2024-04-30T13:52:56.003	SIM:NQM4	Buy	1	17673.25	Passive
2024-04-30T13:53:11.703	SIM:NQM4	Buy	2	17673.75	Passive
2024-04-30T13:53:11.705	SIM:NQM4	Buy	2	17673.75	Passive
2024-04-30T13:53:12.169	SIM:NQM4	Buy	2	17673.75	Passive
2024-04-30T13:53:12.172	SIM:NQM4	Buy	4	17673.75	Passive
2024-04-30T13:53:12.37	SIM:NQM4	Buy	1	17674.5	Passive
2024-04-30T13:53:12.371	SIM:NQM4	Buy	1	17674.5	Passive

Date - Time

04/30/2024 - 13:36

CQG Symbol

Exchange Symbol

SIM:ESM4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

5098.7181

Average Total

5099.61

VWAP Slippage

-0.8869

Arrival Price

5,097.3750

Destination Price

5,101.1250

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T13:30:54.28	SIM:ESM4	Sell	12	5097.5	Passive
2024-04-30T13:31:10.758	SIM:ESM4	Sell	12	5097	Passive
2024-04-30T13:31:10.791	SIM:ESM4	Sell	7	5097	Passive
2024-04-30T13:31:25.496	SIM:ESM4	Sell	20	5097.5	Passive
2024-04-30T13:31:25.497	SIM:ESM4	Sell	2	5097.5	Passive
2024-04-30T13:31:39.678	SIM:ESM4	Sell	2	5099	Passive
2024-04-30T13:31:42.1	SIM:ESM4	Sell	35	5099	Passive
2024-04-30T13:31:42.101	SIM:ESM4	Sell	13	5099	Passive
2024-04-30T13:31:54.804	SIM:ESM4	Sell	24	5099	Passive
2024-04-30T13:32:10.987	SIM:ESM4	Sell	19	5098.25	Passive
2024-04-30T13:32:24.977	SIM:ESM4	Sell	16	5098.25	Passive
2024-04-30T13:32:24.978	SIM:ESM4	Sell	11	5098.25	Passive
2024-04-30T13:32:48.483	SIM:ESM4	Sell	26	5098.25	Passive
2024-04-30T13:32:48.484	SIM:ESM4	Sell	1	5098.25	Passive
2024-04-30T13:32:55.157	SIM:ESM4	Sell	14	5098.25	Passive
2024-04-30T13:33:12.457	SIM:ESM4	Sell	20	5098.75	Passive
2024-04-30T13:33:24.99	SIM:ESM4	Sell	10	5100.25	Passive
2024-04-30T13:33:24.991	SIM:ESM4	Sell	16	5100.25	Passive
2024-04-30T13:33:40.501	SIM:ESM4	Sell	25	5100.75	Passive
2024-04-30T13:33:44.772	SIM:ESM4	Sell	13	5100.25	Passive
2024-04-30T13:33:44.773	SIM:ESM4	Sell	14	5100.25	Passive
2024-04-30T13:33:55.998	SIM:ESM4	Sell	1	5100.25	Passive
2024-04-30T13:33:58.56	SIM:ESM4	Sell	12	5100	Passive
2024-04-30T13:34:11.157	SIM:ESM4	Sell	17	5100	Passive
2024-04-30T13:34:11.16	SIM:ESM4	Sell	14	5100	Passive
2024-04-30T13:34:25.574	SIM:ESM4	Sell	18	5100	Passive
2024-04-30T13:34:25.577	SIM:ESM4	Sell	3	5100	Passive
2024-04-30T13:34:40.156	SIM:ESM4	Sell	20	5101	Passive
2024-04-30T13:34:56.504	SIM:ESM4	Sell	9	5101.25	Passive
2024-04-30T13:34:56.506	SIM:ESM4	Sell	4	5101.25	Passive
2024-04-30T13:35:11.757	SIM:ESM4	Sell	15	5100.75	Aggressive
2024-04-30T13:35:11.757	SIM:ESM4	Sell	2	5100.5	Passive
2024-04-30T13:35:25.584	SIM:ESM4	Sell	20	5101	Passive
2024-04-30T13:35:40.357	SIM:ESM4	Sell	15	5101.5	Passive
2024-04-30T13:35:40.359	SIM:ESM4	Sell	7	5101.5	Passive
2024-04-30T13:35:55.23	SIM:ESM4	Sell	8	5102	Passive
2024-04-30T13:35:55.284	SIM:ESM4	Sell	1	5102	Passive
2024-04-30T13:35:55.286	SIM:ESM4	Sell	1	5102	Passive
2024-04-30T13:35:55.291	SIM:ESM4	Sell	1	5102	Passive
2024-04-30T13:35:55.476	SIM:ESM4	Sell	16	5102	Passive
2024-04-30T13:35:55.477	SIM:ESM4	Sell	4	5102	Passive