VWAP Analytics

CQG Algos

Payup Model: Theo Queue

Date - Time

04/30/2024 - 13:20

CQG Symbol

Exchange Symbol

SIM:ESM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

5103.5473

Average Total

5103.07

VWAP Slippage

-0.4758

Arrival Price

5,103.3750

Destination Price

5,102.3750

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T13:14:53.178	SIM:ESM4	Buy	12	5103.5	Passive
2024-04-30T13:15:09.708	SIM:ESM4	Buy	3	5103.5	Passive
2024-04-30T13:15:10.064	SIM:ESM4	Buy	10	5103.5	Passive
2024-04-30T13:15:10.58	SIM:ESM4	Buy	5	5103.5	Passive
2024-04-30T13:15:10.581	SIM:ESM4	Buy	10	5103.5	Passive
2024-04-30T13:15:29.017	SIM:ESM4	Buy	18	5104.5	Passive
2024-04-30T13:15:29.057	SIM:ESM4	Buy	3	5104.5	Passive
2024-04-30T13:15:44.49	SIM:ESM4	Buy	17	5104.5	Passive
2024-04-30T13:15:54.658	SIM:ESM4	Buy	15	5104.5	Passive
2024-04-30T13:16:12.088	SIM:ESM4	Buy	12	5104.25	Passive
2024-04-30T13:16:12.09	SIM:ESM4	Buy	3	5104.25	Passive
2024-04-30T13:16:24.972	SIM:ESM4	Buy	12	5104	Passive
2024-04-30T13:16:40.057	SIM:ESM4	Buy	31	5103.25	Passive
2024-04-30T13:16:56.21	SIM:ESM4	Buy	11	5103.25	Passive
2024-04-30T13:16:56.213	SIM:ESM4	Buy	8	5103.25	Passive
2024-04-30T13:16:57.961	SIM:ESM4	Buy	16	5103.5	Passive
2024-04-30T13:17:09.968	SIM:ESM4	Buy	4	5103.25	Passive
2024-04-30T13:17:09.969	SIM:ESM4	Buy	19	5103.25	Passive
2024-04-30T13:17:09.971	SIM:ESM4	Buy	7	5103.25	Passive
2024-04-30T13:17:26.474	SIM:ESM4	Buy	9	5103.5	Passive
2024-04-30T13:17:26.486	SIM:ESM4	Buy	21	5103.5	Passive
2024-04-30T13:17:42.016	SIM:ESM4	Buy	18	5103.5	Passive
2024-04-30T13:17:57.857	SIM:ESM4	Buy	19	5103	Passive
2024-04-30T13:18:09.425	SIM:ESM4	Buy	15	5103.5	Passive
2024-04-30T13:18:14.756	SIM:ESM4	Buy	7	5103.5	Passive
2024-04-30T13:18:25.659	SIM:ESM4	Buy	12	5103.5	Passive
2024-04-30T13:18:41.361	SIM:ESM4	Buy	12	5102.75	Passive
2024-04-30T13:18:41.363	SIM:ESM4	Buy	3	5102.75	Passive
2024-04-30T13:18:54.917	SIM:ESM4	Buy	14	5102.75	Passive
2024-04-30T13:18:54.918	SIM:ESM4	Buy	1	5102.75	Passive
2024-04-30T13:19:09.513	SIM:ESM4	Buy	27	5101.75	Passive
2024-04-30T13:19:09.514	SIM:ESM4	Buy	30	5101.75	Passive
2024-04-30T13:19:09.515	SIM:ESM4	Buy	6	5101.75	Passive
2024-04-30T13:19:24.922	SIM:ESM4	Buy	32	5102.25	Passive
2024-04-30T13:19:39.484	SIM:ESM4	Buy	13	5102	Passive
2024-04-30T13:19:54.959	SIM:ESM4	Buy	17	5102	Passive
2024-04-30T13:19:54.963	SIM:ESM4	Buy	9	5102	Passive
2024-04-30T13:20:11.676	SIM:ESM4	Buy	19	5102.25	Passive

Date - Time

04/30/2024 - 13:07

CQG Symbol

CLE

Exchange Symbol

SIM:CLM4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

81.8952

Average Total

81.88

VWAP Slippage

0.0110

Arrival Price

81.8450

Destination Price

81.8950

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T12:56:53.56	SIM:CLM4	Sell	4	81.84	Aggressive
2024-04-30T12:56:53.564	SIM:CLM4	Sell	4	81.84	Aggressive
2024-04-30T12:56:53.565	SIM:CLM4	Sell	2	81.84	Aggressive
2024-04-30T12:57:20.359	SIM:CLM4	Sell	3	81.85	Aggressive
2024-04-30T12:57:20.36	SIM:CLM4	Sell	2	81.85	Aggressive
2024-04-30T12:57:20.392	SIM:CLM4	Sell	2	81.85	Aggressive
2024-04-30T12:57:20.402	SIM:CLM4	Sell	3	81.85	Aggressive
2024-04-30T12:57:20.457	SIM:CLM4	Sell	1	81.85	Aggressive
2024-04-30T12:57:28.569	SIM:CLM4	Sell	2	81.84	Aggressive
2024-04-30T12:57:29.661	SIM:CLM4	Sell	4	81.84	Aggressive
2024-04-30T12:57:29.663	SIM:CLM4	Sell	1	81.84	Aggressive
2024-04-30T12:57:29.696	SIM:CLM4	Sell	2	81.84	Aggressive
2024-04-30T12:57:29.758	SIM:CLM4	Sell	2	81.84	Aggressive
2024-04-30T12:57:40.285	SIM:CLM4	Sell	2	81.87	Aggressive
2024-04-30T12:57:40.286	SIM:CLM4	Sell	2	81.87	Aggressive
2024-04-30T12:57:40.287	SIM:CLM4	Sell	5	81.87	Aggressive
2024-04-30T12:57:40.289	SIM:CLM4	Sell	1	81.87	Aggressive
2024-04-30T12:57:55.56	SIM:CLM4	Sell	2	81.87	Aggressive
2024-04-30T12:57:55.561	SIM:CLM4	Sell	6	81.87	Aggressive
2024-04-30T12:57:55.562	SIM:CLM4	Sell	2	81.87	Aggressive
2024-04-30T12:58:22.268	SIM:CLM4	Sell	8	81.88	Passive
2024-04-30T12:58:25.69	SIM:CLM4	Sell	3	81.89	Passive
2024-04-30T12:58:25.692	SIM:CLM4	Sell	5	81.89	Passive
2024-04-30T12:58:40.492	SIM:CLM4	Sell	2	81.91	Passive
2024-04-30T12:58:40.493	SIM:CLM4	Sell	3	81.91	Passive
2024-04-30T12:58:40.494	SIM:CLM4	Sell	4	81.91	Passive
2024-04-30T12:58:58.097	SIM:CLM4	Sell	3	81.91	Passive
2024-04-30T12:58:58.099	SIM:CLM4	Sell	4	81.91	Passive
2024-04-30T12:58:58.1	SIM:CLM4	Sell	2	81.91	Passive
2024-04-30T12:59:08.764	SIM:CLM4	Sell	2	81.92	Passive
2024-04-30T12:59:08.765	SIM:CLM4	Sell	2	81.92	Passive
2024-04-30T12:59:08.797	SIM:CLM4	Sell	1	81.92	Passive
2024-04-30T12:59:08.798	SIM:CLM4	Sell	1	81.92	Passive
2024-04-30T12:59:08.805	SIM:CLM4	Sell	1	81.92	Passive
2024-04-30T12:59:08.868	SIM:CLM4	Sell	1	81.92	Passive
2024-04-30T12:59:09.06	SIM:CLM4	Sell	2	81.92	Passive
2024-04-30T12:59:09.071	SIM:CLM4	Sell	2	81.92	Passive
2024-04-30T12:59:22.27	SIM:CLM4	Sell	1	81.91	Passive
2024-04-30T12:59:22.271	SIM:CLM4	Sell	3	81.91	Passive
2024-04-30T12:59:22.273	SIM:CLM4	Sell	5	81.91	Passive
2024-04-30T12:59:22.274	SIM:CLM4	Sell	3	81.91	Passive
2024-04-30T12:59:40.788	SIM:CLM4	Sell	1	81.89	Passive
2024-04-30T12:59:40.789	SIM:CLM4	Sell	2	81.89	Passive
2024-04-30T12:59:40.79	SIM:CLM4	Sell	2	81.89	Passive
2024-04-30T12:59:40.8	SIM:CLM4	Sell	2	81.89	Passive
2024-04-30T12:59:40.962	SIM:CLM4	Sell	1	81.89	Passive
2024-04-30T12:59:41.057	SIM:CLM4	Sell	1	81.89	Passive
2024-04-30T12:59:41.072	SIM:CLM4	Sell	1	81.89	Passive
2024-04-30T12:59:41.1	SIM:CLM4	Sell	1	81.89	Passive
2024-04-30T12:59:53.291	SIM:CLM4	Sell	5	81.9	Aggressive
2024-04-30T12:59:53.292	SIM:CLM4	Sell	5	81.9	Aggressive
2024-04-30T12:59:53.295	SIM:CLM4	Sell	5	81.9	Aggressive
2024-04-30T13:00:10.059	SIM:CLM4	Sell	7	81.89	Passive
2024-04-30T13:00:10.076	SIM:CLM4	Sell	7	81.89	Passive
2024-04-30T13:00:10.08	SIM:CLM4	Sell	4	81.89	Passive
2024-04-30T13:00:26.557	SIM:CLM4	Sell	1	81.87	Aggressive
2024-04-30T13:00:27.057	SIM:CLM4	Sell	2	81.87	Aggressive
2024-04-30T13:00:27.107	SIM:CLM4	Sell	2	81.87	Aggressive
2024-04-30T13:00:27.457	SIM:CLM4	Sell	2	81.87	Aggressive
2024-04-30T13:00:28.076	SIM:CLM4	Sell	2	81.87	Aggressive
2024-04-30T13:00:28.592	SIM:CLM4	Sell	1	81.87	Aggressive
2024-04-30T13:00:28.595	SIM:CLM4	Sell	2	81.87	Aggressive
2024-04-30T13:00:28.596	SIM:CLM4	Sell	5	81.87	Aggressive
2024-04-30T13:00:28.597	SIM:CLM4	Sell	1	81.87	Aggressive
2024-04-30T13:00:44.286	SIM:CLM4	Sell	2	81.86	Passive
2024-04-30T13:00:44.287	SIM:CLM4	Sell	3	81.86	Passive
2024-04-30T13:00:44.288	SIM:CLM4	Sell	3	81.86	Passive
2024-04-30T13:00:44.289	SIM:CLM4	Sell	3	81.86	Passive
2024-04-30T13:00:44.291	SIM:CLM4	Sell	3	81.86	Passive
2024-04-30T13:00:44.3	SIM:CLM4	Sell	3	81.86	Passive
2024-04-30T13:00:44.307	SIM:CLM4	Sell	1	81.86	Passive
2024-04-30T13:00:53.359	SIM:CLM4	Sell	1	81.84	Aggressive
2024-04-30T13:00:53.36	SIM:CLM4	Sell	2	81.84	Aggressive
2024-04-30T13:00:53.361	SIM:CLM4	Sell	2	81.84	Aggressive
2024-04-30T13:00:53.364	SIM:CLM4	Sell	2	81.84	Aggressive
2024-04-30T13:00:53.398	SIM:CLM4	Sell	2	81.84	Aggressive
2024-04-30T13:00:53.399	SIM:CLM4	Sell	1	81.84	Aggressive
2024-04-30T13:00:53.46	SIM:CLM4	Sell	1	81.84	Aggressive
2024-04-30T13:00:53.561	SIM:CLM4	Sell	3	81.84	Aggressive
2024-04-30T13:00:53.57	SIM:CLM4	Sell	1	81.84	Aggressive
2024-04-30T13:01:09.557	SIM:CLM4	Sell	9	81.84	Aggressive
2024-04-30T13:01:09.558	SIM:CLM4	Sell	2	81.84	Aggressive
2024-04-30T13:01:24.407	SIM:CLM4	Sell	1	81.86	Passive
2024-04-30T13:01:24.408	SIM:CLM4	Sell	2	81.86	Passive
2024-04-30T13:01:24.409	SIM:CLM4	Sell	2	81.86	Passive
2024-04-30T13:01:24.41	SIM:CLM4	Sell	2	81.86	Passive
2024-04-30T13:01:24.411	SIM:CLM4	Sell	2	81.86	Passive
2024-04-30T13:01:24.456	SIM:CLM4	Sell	3	81.86	Passive
2024-04-30T13:01:37.762	SIM:CLM4	Sell	4	81.89	Passive
2024-04-30T13:01:37.777	SIM:CLM4	Sell	4	81.89	Passive
2024-04-30T13:01:37.799	SIM:CLM4	Sell	1	81.89	Passive
2024-04-30T13:01:37.802	SIM:CLM4	Sell	2	81.89	Passive
2024-04-30T13:01:37.81	SIM:CLM4	Sell	1	81.89	Passive
2024-04-30T13:02:07.37	SIM:CLM4	Sell	10	81.87	Aggressive
2024-04-30T13:02:07.474	SIM:CLM4	Sell	2	81.87	Aggressive
2024-04-30T13:02:09.259	SIM:CLM4	Sell	1	81.88	Passive
2024-04-30T13:02:09.26	SIM:CLM4	Sell	4	81.88	Passive
2024-04-30T13:02:09.261	SIM:CLM4	Sell	7	81.88	Passive
2024-04-30T13:02:23.174	SIM:CLM4	Sell	3	81.91	Passive
2024-04-30T13:02:23.175	SIM:CLM4	Sell	1	81.91	Passive
2024-04-30T13:02:23.178	SIM:CLM4	Sell	1	81.91	Passive
2024-04-30T13:02:23.193	SIM:CLM4	Sell	3	81.91	Passive
2024-04-30T13:02:23.194	SIM:CLM4	Sell	3	81.91	Passive
2024-04-30T13:02:23.204	SIM:CLM4	Sell	2	81.91	Passive
2024-04-30T13:02:37.426	SIM:CLM4	Sell	1	81.87	Aggressive
2024-04-30T13:02:37.427	SIM:CLM4	Sell	6	81.87	Aggressive
2024-04-30T13:02:37.429	SIM:CLM4	Sell	5	81.87	Aggressive
2024-04-30T13:03:00.503	SIM:CLM4	Sell	1	81.89	Passive
2024-04-30T13:03:00.505	SIM:CLM4	Sell	1	81.89	Passive
2024-04-30T13:03:00.506	SIM:CLM4	Sell	9	81.89	Passive
2024-04-30T13:03:00.507	SIM:CLM4	Sell	1	81.89	Passive
2024-04-30T13:03:09.66	SIM:CLM4	Sell	10	81.9	Aggressive
2024-04-30T13:03:23.415	SIM:CLM4	Sell	2	81.9	Aggressive
2024-04-30T13:03:23.417	SIM:CLM4	Sell	2	81.9	Aggressive
2024-04-30T13:03:23.418	SIM:CLM4	Sell	1	81.9	Aggressive
2024-04-30T13:03:29.362	SIM:CLM4	Sell	3	81.9	Aggressive
2024-04-30T13:03:29.364	SIM:CLM4	Sell	2	81.9	Aggressive
2024-04-30T13:03:42.232	SIM:CLM4	Sell	1	81.9	Aggressive
2024-04-30T13:03:42.233	SIM:CLM4	Sell	1	81.9	Aggressive
2024-04-30T13:03:42.234	SIM:CLM4	Sell	2	81.9	Aggressive
2024-04-30T13:03:42.257	SIM:CLM4	Sell	1	81.9	Aggressive
2024-04-30T13:03:43.456	SIM:CLM4	Sell	1	81.9	Aggressive
2024-04-30T13:03:43.573	SIM:CLM4	Sell	2	81.9	Aggressive
2024-04-30T13:03:43.574	SIM:CLM4	Sell	2	81.9	Aggressive
2024-04-30T13:04:06.861	SIM:CLM4	Sell	5	81.9	Aggressive
2024-04-30T13:04:06.875	SIM:CLM4	Sell	4	81.9	Aggressive
2024-04-30T13:04:06.884	SIM:CLM4	Sell	2	81.9	Aggressive
2024-04-30T13:04:09.502	SIM:CLM4	Sell	2	81.9	Aggressive
2024-04-30T13:04:09.503	SIM:CLM4	Sell	2	81.9	Aggressive
2024-04-30T13:04:09.504	SIM:CLM4	Sell	2	81.9	Aggressive
2024-04-30T13:04:09.505	SIM:CLM4	Sell	4	81.9	Aggressive
2024-04-30T13:04:09.506	SIM:CLM4	Sell	2	81.9	Aggressive
2024-04-30T13:04:22.96	SIM:CLM4	Sell	4	81.87	Aggressive
2024-04-30T13:04:22.961	SIM:CLM4	Sell	4	81.87	Aggressive
2024-04-30T13:04:22.964	SIM:CLM4	Sell	4	81.87	Aggressive
2024-04-30T13:04:38.905	SIM:CLM4	Sell	1	81.88	Passive
2024-04-30T13:04:38.906	SIM:CLM4	Sell	4	81.88	Passive
2024-04-30T13:04:38.907	SIM:CLM4	Sell	5	81.88	Passive
2024-04-30T13:04:38.908	SIM:CLM4	Sell	1	81.88	Passive
2024-04-30T13:04:57.159	SIM:CLM4	Sell	2	81.88	Passive
2024-04-30T13:04:57.16	SIM:CLM4	Sell	4	81.88	Passive
2024-04-30T13:04:57.164	SIM:CLM4	Sell	4	81.88	Passive
2024-04-30T13:04:57.166	SIM:CLM4	Sell	3	81.88	Passive
2024-04-30T13:04:57.171	SIM:CLM4	Sell	1	81.88	Passive
2024-04-30T13:05:08.458	SIM:CLM4	Sell	1	81.92	Passive
2024-04-30T13:05:08.459	SIM:CLM4	Sell	1	81.92	Passive
2024-04-30T13:05:08.673	SIM:CLM4	Sell	1	81.92	Passive
2024-04-30T13:05:08.676	SIM:CLM4	Sell	1	81.92	Passive
2024-04-30T13:05:08.692	SIM:CLM4	Sell	1	81.92	Passive
2024-04-30T13:05:08.761	SIM:CLM4	Sell	8	81.92	Passive
2024-04-30T13:05:08.763	SIM:CLM4	Sell	3	81.93	Aggressive
2024-04-30T13:05:23.293	SIM:CLM4	Sell	1	81.9	Aggressive
2024-04-30T13:05:23.575	SIM:CLM4	Sell	2	81.9	Aggressive
2024-04-30T13:05:23.582	SIM:CLM4	Sell	2	81.9	Aggressive
2024-04-30T13:05:23.587	SIM:CLM4	Sell	2	81.9	Aggressive
2024-04-30T13:05:23.657	SIM:CLM4	Sell	2	81.9	Aggressive
2024-04-30T13:05:23.757	SIM:CLM4	Sell	8	81.9	Aggressive
2024-04-30T13:05:40.276	SIM:CLM4	Sell	2	81.88	Passive
2024-04-30T13:05:40.277	SIM:CLM4	Sell	2	81.88	Passive
2024-04-30T13:05:40.278	SIM:CLM4	Sell	2	81.88	Passive
2024-04-30T13:05:40.279	SIM:CLM4	Sell	2	81.88	Passive
2024-04-30T13:05:40.28	SIM:CLM4	Sell	2	81.88	Passive
2024-04-30T13:05:40.281	SIM:CLM4	Sell	3	81.88	Passive
2024-04-30T13:05:40.282	SIM:CLM4	Sell	3	81.88	Passive
2024-04-30T13:05:53.11	SIM:CLM4	Sell	1	81.88	Passive
2024-04-30T13:05:53.111	SIM:CLM4	Sell	2	81.88	Passive
2024-04-30T13:05:53.186	SIM:CLM4	Sell	2	81.88	Passive
2024-04-30T13:05:53.198	SIM:CLM4	Sell	2	81.88	Passive
2024-04-30T13:05:53.214	SIM:CLM4	Sell	2	81.88	Passive
2024-04-30T13:05:53.215	SIM:CLM4	Sell	5	81.88	Passive
2024-04-30T13:05:53.259	SIM:CLM4	Sell	2	81.88	Passive
2024-04-30T13:06:08.357	SIM:CLM4	Sell	8	81.89	Passive
2024-04-30T13:06:08.359	SIM:CLM4	Sell	6	81.89	Passive
2024-04-30T13:06:26.393	SIM:CLM4	Sell	1	81.91	Passive
2024-04-30T13:06:26.395	SIM:CLM4	Sell	1	81.91	Passive
2024-04-30T13:06:26.396	SIM:CLM4	Sell	1	81.91	Passive
2024-04-30T13:06:26.404	SIM:CLM4	Sell	2	81.91	Passive
2024-04-30T13:06:26.407	SIM:CLM4	Sell	2	81.91	Passive
2024-04-30T13:06:26.408	SIM:CLM4	Sell	2	81.91	Passive
2024-04-30T13:06:26.411	SIM:CLM4	Sell	2	81.91	Passive
2024-04-30T13:06:26.413	SIM:CLM4	Sell	2	81.91	Passive
2024-04-30T13:06:26.415	SIM:CLM4	Sell	2	81.91	Passive
2024-04-30T13:06:37.257	SIM:CLM4	Sell	15	81.9	Aggressive

Date - Time

04/30/2024 - 12:46

CQG Symbol

CLE

Exchange Symbol

SIM:CLM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

81.7552

Average Total

81.76

VWAP Slippage

0.0020

Arrival Price

81.7300

Destination Price

81.7550

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T12:36:25.193	SIM:CLM4	Buy	1	81.73	Aggressive
2024-04-30T12:36:25.194	SIM:CLM4	Buy	2	81.73	Aggressive
2024-04-30T12:36:25.196	SIM:CLM4	Buy	4	81.73	Aggressive
2024-04-30T12:36:25.197	SIM:CLM4	Buy	6	81.73	Aggressive
2024-04-30T12:36:46.102	SIM:CLM4	Buy	1	81.73	Aggressive
2024-04-30T12:36:46.104	SIM:CLM4	Buy	1	81.73	Aggressive
2024-04-30T12:36:46.106	SIM:CLM4	Buy	1	81.73	Aggressive
2024-04-30T12:36:46.107	SIM:CLM4	Buy	4	81.73	Aggressive
2024-04-30T12:36:46.108	SIM:CLM4	Buy	4	81.73	Aggressive
2024-04-30T12:36:46.109	SIM:CLM4	Buy	2	81.73	Aggressive
2024-04-30T12:36:58.384	SIM:CLM4	Buy	1	81.73	Aggressive
2024-04-30T12:36:58.385	SIM:CLM4	Buy	1	81.73	Aggressive
2024-04-30T12:36:58.91	SIM:CLM4	Buy	3	81.73	Aggressive
2024-04-30T12:36:58.912	SIM:CLM4	Buy	5	81.73	Aggressive
2024-04-30T12:36:58.959	SIM:CLM4	Buy	1	81.73	Aggressive
2024-04-30T12:36:58.98	SIM:CLM4	Buy	1	81.73	Aggressive
2024-04-30T12:37:04.908	SIM:CLM4	Buy	2	81.72	Passive
2024-04-30T12:37:04.909	SIM:CLM4	Buy	2	81.72	Passive
2024-04-30T12:37:04.91	SIM:CLM4	Buy	6	81.72	Passive
2024-04-30T12:37:29.562	SIM:CLM4	Buy	3	81.75	Passive
2024-04-30T12:37:29.564	SIM:CLM4	Buy	3	81.75	Passive
2024-04-30T12:37:29.589	SIM:CLM4	Buy	3	81.75	Passive
2024-04-30T12:37:34.308	SIM:CLM4	Buy	1	81.76	Aggressive
2024-04-30T12:37:37.173	SIM:CLM4	Buy	1	81.75	Aggressive
2024-04-30T12:37:37.173	SIM:CLM4	Buy	1	81.75	Aggressive
2024-04-30T12:37:37.173	SIM:CLM4	Buy	1	81.75	Aggressive
2024-04-30T12:37:37.173	SIM:CLM4	Buy	1	81.75	Aggressive
2024-04-30T12:37:37.173	SIM:CLM4	Buy	1	81.75	Aggressive
2024-04-30T12:37:37.173	SIM:CLM4	Buy	1	81.75	Aggressive
2024-04-30T12:37:37.173	SIM:CLM4	Buy	1	81.75	Aggressive
2024-04-30T12:37:49.316	SIM:CLM4	Buy	2	81.76	Aggressive
2024-04-30T12:37:52.496	SIM:CLM4	Buy	6	81.78	Passive
2024-04-30T12:37:52.497	SIM:CLM4	Buy	5	81.78	Passive
2024-04-30T12:38:09.461	SIM:CLM4	Buy	3	81.78	Passive
2024-04-30T12:38:09.462	SIM:CLM4	Buy	2	81.78	Passive
2024-04-30T12:38:09.463	SIM:CLM4	Buy	3	81.78	Passive
2024-04-30T12:38:11.503	SIM:CLM4	Buy	1	81.78	Passive
2024-04-30T12:38:11.504	SIM:CLM4	Buy	2	81.78	Passive
2024-04-30T12:38:29.957	SIM:CLM4	Buy	3	81.78	Passive
2024-04-30T12:38:29.958	SIM:CLM4	Buy	1	81.78	Passive
2024-04-30T12:38:33.975	SIM:CLM4	Buy	8	81.78	Passive
2024-04-30T12:38:45.222	SIM:CLM4	Buy	2	81.78	Passive
2024-04-30T12:38:45.223	SIM:CLM4	Buy	2	81.78	Passive
2024-04-30T12:38:45.227	SIM:CLM4	Buy	2	81.78	Passive
2024-04-30T12:38:45.257	SIM:CLM4	Buy	2	81.78	Passive
2024-04-30T12:38:45.284	SIM:CLM4	Buy	2	81.78	Passive
2024-04-30T12:38:45.36	SIM:CLM4	Buy	1	81.78	Passive
2024-04-30T12:38:52.003	SIM:CLM4	Buy	3	81.78	Passive
2024-04-30T12:38:52.004	SIM:CLM4	Buy	4	81.78	Passive
2024-04-30T12:38:52.005	SIM:CLM4	Buy	3	81.78	Passive
2024-04-30T12:38:52.006	SIM:CLM4	Buy	2	81.78	Passive
2024-04-30T12:39:18.757	SIM:CLM4	Buy	1	81.77	Passive
2024-04-30T12:39:18.758	SIM:CLM4	Buy	2	81.77	Passive
2024-04-30T12:39:18.759	SIM:CLM4	Buy	3	81.77	Passive
2024-04-30T12:39:18.76	SIM:CLM4	Buy	3	81.77	Passive
2024-04-30T12:39:18.761	SIM:CLM4	Buy	3	81.77	Passive
2024-04-30T12:39:23.465	SIM:CLM4	Buy	1	81.76	Aggressive
2024-04-30T12:39:23.466	SIM:CLM4	Buy	1	81.76	Aggressive
2024-04-30T12:39:23.467	SIM:CLM4	Buy	1	81.76	Aggressive
2024-04-30T12:39:23.468	SIM:CLM4	Buy	1	81.76	Aggressive
2024-04-30T12:39:23.479	SIM:CLM4	Buy	2	81.76	Aggressive
2024-04-30T12:39:23.48	SIM:CLM4	Buy	2	81.76	Aggressive
2024-04-30T12:39:23.484	SIM:CLM4	Buy	2	81.76	Aggressive
2024-04-30T12:39:23.492	SIM:CLM4	Buy	2	81.76	Aggressive
2024-04-30T12:39:23.493	SIM:CLM4	Buy	1	81.76	Aggressive
2024-04-30T12:39:36.358	SIM:CLM4	Buy	1	81.73	Aggressive
2024-04-30T12:39:36.359	SIM:CLM4	Buy	2	81.73	Aggressive
2024-04-30T12:39:36.36	SIM:CLM4	Buy	3	81.73	Aggressive
2024-04-30T12:39:36.362	SIM:CLM4	Buy	2	81.73	Aggressive
2024-04-30T12:39:39.057	SIM:CLM4	Buy	2	81.73	Aggressive
2024-04-30T12:39:41.058	SIM:CLM4	Buy	1	81.74	Passive
2024-04-30T12:39:41.059	SIM:CLM4	Buy	1	81.74	Passive
2024-04-30T12:39:51.79	SIM:CLM4	Buy	1	81.74	Passive
2024-04-30T12:39:51.791	SIM:CLM4	Buy	1	81.74	Passive
2024-04-30T12:39:51.792	SIM:CLM4	Buy	1	81.74	Passive
2024-04-30T12:39:51.793	SIM:CLM4	Buy	1	81.74	Passive
2024-04-30T12:39:51.982	SIM:CLM4	Buy	1	81.74	Passive
2024-04-30T12:39:51.983	SIM:CLM4	Buy	1	81.74	Passive
2024-04-30T12:39:53.808	SIM:CLM4	Buy	3	81.74	Passive
2024-04-30T12:39:53.809	SIM:CLM4	Buy	4	81.74	Passive
2024-04-30T12:40:06.158	SIM:CLM4	Buy	1	81.74	Passive
2024-04-30T12:40:09.475	SIM:CLM4	Buy	5	81.75	Passive
2024-04-30T12:40:09.476	SIM:CLM4	Buy	8	81.75	Passive
2024-04-30T12:40:21.996	SIM:CLM4	Buy	3	81.74	Passive
2024-04-30T12:40:21.997	SIM:CLM4	Buy	4	81.74	Passive
2024-04-30T12:40:21.998	SIM:CLM4	Buy	5	81.74	Passive
2024-04-30T12:40:22	SIM:CLM4	Buy	2	81.74	Passive
2024-04-30T12:40:40.701	SIM:CLM4	Buy	5	81.75	Passive
2024-04-30T12:40:40.702	SIM:CLM4	Buy	5	81.75	Passive
2024-04-30T12:40:40.706	SIM:CLM4	Buy	4	81.75	Passive
2024-04-30T12:40:51.973	SIM:CLM4	Buy	1	81.75	Passive
2024-04-30T12:40:51.979	SIM:CLM4	Buy	1	81.75	Passive
2024-04-30T12:40:51.98	SIM:CLM4	Buy	2	81.75	Passive
2024-04-30T12:40:51.981	SIM:CLM4	Buy	2	81.75	Passive
2024-04-30T12:40:52.001	SIM:CLM4	Buy	2	81.75	Passive
2024-04-30T12:40:52.008	SIM:CLM4	Buy	1	81.75	Passive
2024-04-30T12:40:52.01	SIM:CLM4	Buy	1	81.75	Passive
2024-04-30T12:40:57.478	SIM:CLM4	Buy	1	81.76	Aggressive
2024-04-30T12:40:57.682	SIM:CLM4	Buy	2	81.76	Aggressive
2024-04-30T12:41:10.511	SIM:CLM4	Buy	1	81.75	Passive
2024-04-30T12:41:10.512	SIM:CLM4	Buy	1	81.75	Passive
2024-04-30T12:41:10.514	SIM:CLM4	Buy	2	81.75	Passive
2024-04-30T12:41:10.515	SIM:CLM4	Buy	2	81.75	Passive
2024-04-30T12:41:10.516	SIM:CLM4	Buy	2	81.75	Passive
2024-04-30T12:41:10.556	SIM:CLM4	Buy	2	81.75	Passive
2024-04-30T12:41:10.559	SIM:CLM4	Buy	2	81.75	Passive
2024-04-30T12:41:12.78	SIM:CLM4	Buy	1	81.75	Passive
2024-04-30T12:41:33.66	SIM:CLM4	Buy	2	81.75	Passive
2024-04-30T12:41:33.661	SIM:CLM4	Buy	7	81.75	Passive
2024-04-30T12:41:33.663	SIM:CLM4	Buy	3	81.75	Passive
2024-04-30T12:41:49.307	SIM:CLM4	Buy	7	81.76	Aggressive
2024-04-30T12:41:49.307	SIM:CLM4	Buy	5	81.77	Passive
2024-04-30T12:41:50.078	SIM:CLM4	Buy	1	81.75	Passive
2024-04-30T12:41:50.079	SIM:CLM4	Buy	6	81.75	Passive
2024-04-30T12:41:50.08	SIM:CLM4	Buy	6	81.75	Passive
2024-04-30T12:42:06.689	SIM:CLM4	Buy	1	81.75	Passive
2024-04-30T12:42:06.69	SIM:CLM4	Buy	2	81.75	Passive
2024-04-30T12:42:06.691	SIM:CLM4	Buy	6	81.75	Passive
2024-04-30T12:42:06.692	SIM:CLM4	Buy	5	81.75	Passive
2024-04-30T12:42:19.359	SIM:CLM4	Buy	1	81.75	Passive
2024-04-30T12:42:25.876	SIM:CLM4	Buy	3	81.75	Passive
2024-04-30T12:42:25.884	SIM:CLM4	Buy	3	81.75	Passive
2024-04-30T12:42:25.885	SIM:CLM4	Buy	1	81.75	Passive
2024-04-30T12:42:25.886	SIM:CLM4	Buy	1	81.75	Passive
2024-04-30T12:42:25.889	SIM:CLM4	Buy	1	81.75	Passive
2024-04-30T12:42:26.581	SIM:CLM4	Buy	1	81.75	Passive
2024-04-30T12:42:26.592	SIM:CLM4	Buy	1	81.75	Passive
2024-04-30T12:42:26.661	SIM:CLM4	Buy	2	81.75	Passive
2024-04-30T12:42:36.292	SIM:CLM4	Buy	3	81.75	Passive
2024-04-30T12:42:36.293	SIM:CLM4	Buy	3	81.75	Passive
2024-04-30T12:42:36.295	SIM:CLM4	Buy	3	81.75	Passive
2024-04-30T12:42:36.357	SIM:CLM4	Buy	3	81.75	Passive
2024-04-30T12:42:36.46	SIM:CLM4	Buy	2	81.75	Passive
2024-04-30T12:42:53.774	SIM:CLM4	Buy	1	81.76	Aggressive
2024-04-30T12:42:53.775	SIM:CLM4	Buy	1	81.76	Aggressive
2024-04-30T12:42:53.777	SIM:CLM4	Buy	2	81.76	Aggressive
2024-04-30T12:42:53.778	SIM:CLM4	Buy	2	81.76	Aggressive
2024-04-30T12:42:53.779	SIM:CLM4	Buy	1	81.76	Aggressive
2024-04-30T12:42:53.78	SIM:CLM4	Buy	2	81.76	Aggressive
2024-04-30T12:42:53.781	SIM:CLM4	Buy	2	81.76	Aggressive
2024-04-30T12:42:53.782	SIM:CLM4	Buy	2	81.76	Aggressive
2024-04-30T12:43:06.063	SIM:CLM4	Buy	7	81.75	Passive
2024-04-30T12:43:06.064	SIM:CLM4	Buy	5	81.75	Passive
2024-04-30T12:43:06.065	SIM:CLM4	Buy	2	81.75	Passive
2024-04-30T12:43:34.303	SIM:CLM4	Buy	10	81.77	Aggressive
2024-04-30T12:43:34.304	SIM:CLM4	Buy	3	81.78	Passive
2024-04-30T12:43:39.073	SIM:CLM4	Buy	3	81.77	Passive
2024-04-30T12:43:39.074	SIM:CLM4	Buy	3	81.77	Passive
2024-04-30T12:43:39.075	SIM:CLM4	Buy	4	81.77	Passive
2024-04-30T12:43:39.076	SIM:CLM4	Buy	3	81.77	Passive
2024-04-30T12:43:54.877	SIM:CLM4	Buy	1	81.75	Passive
2024-04-30T12:43:54.879	SIM:CLM4	Buy	4	81.75	Passive
2024-04-30T12:43:54.88	SIM:CLM4	Buy	2	81.75	Passive
2024-04-30T12:43:54.881	SIM:CLM4	Buy	2	81.75	Passive
2024-04-30T12:43:54.882	SIM:CLM4	Buy	2	81.75	Passive
2024-04-30T12:43:56.386	SIM:CLM4	Buy	2	81.75	Passive
2024-04-30T12:44:09.126	SIM:CLM4	Buy	2	81.77	Passive
2024-04-30T12:44:09.127	SIM:CLM4	Buy	3	81.77	Passive
2024-04-30T12:44:09.128	SIM:CLM4	Buy	4	81.77	Passive
2024-04-30T12:44:09.129	SIM:CLM4	Buy	3	81.77	Passive
2024-04-30T12:44:20.621	SIM:CLM4	Buy	2	81.75	Passive
2024-04-30T12:44:20.627	SIM:CLM4	Buy	1	81.75	Passive
2024-04-30T12:44:20.628	SIM:CLM4	Buy	1	81.75	Passive
2024-04-30T12:44:25.561	SIM:CLM4	Buy	8	81.76	Aggressive
2024-04-30T12:44:39.662	SIM:CLM4	Buy	3	81.76	Aggressive
2024-04-30T12:44:39.663	SIM:CLM4	Buy	3	81.76	Aggressive
2024-04-30T12:44:39.665	SIM:CLM4	Buy	3	81.76	Aggressive
2024-04-30T12:44:39.667	SIM:CLM4	Buy	3	81.76	Aggressive
2024-04-30T12:44:50.659	SIM:CLM4	Buy	3	81.75	Passive
2024-04-30T12:44:50.66	SIM:CLM4	Buy	5	81.75	Passive
2024-04-30T12:44:50.661	SIM:CLM4	Buy	4	81.75	Passive
2024-04-30T12:45:05.567	SIM:CLM4	Buy	5	81.77	Passive
2024-04-30T12:45:05.568	SIM:CLM4	Buy	5	81.77	Passive
2024-04-30T12:45:05.57	SIM:CLM4	Buy	4	81.77	Passive
2024-04-30T12:45:23.105	SIM:CLM4	Buy	1	81.77	Passive
2024-04-30T12:45:23.106	SIM:CLM4	Buy	1	81.77	Passive
2024-04-30T12:45:23.106	SIM:CLM4	Buy	1	81.77	Passive
2024-04-30T12:45:23.48	SIM:CLM4	Buy	2	81.77	Passive
2024-04-30T12:45:23.481	SIM:CLM4	Buy	2	81.77	Passive
2024-04-30T12:45:23.557	SIM:CLM4	Buy	3	81.77	Passive
2024-04-30T12:45:23.605	SIM:CLM4	Buy	3	81.77	Passive
2024-04-30T12:45:37.974	SIM:CLM4	Buy	1	81.77	Passive
2024-04-30T12:45:38.357	SIM:CLM4	Buy	3	81.77	Passive
2024-04-30T12:45:38.358	SIM:CLM4	Buy	3	81.77	Passive
2024-04-30T12:45:38.359	SIM:CLM4	Buy	4	81.77	Passive
2024-04-30T12:45:38.406	SIM:CLM4	Buy	3	81.77	Passive
2024-04-30T12:45:56.259	SIM:CLM4	Buy	1	81.79	Aggressive
2024-04-30T12:45:56.26	SIM:CLM4	Buy	5	81.79	Aggressive
2024-04-30T12:45:56.261	SIM:CLM4	Buy	2	81.79	Aggressive
2024-04-30T12:45:56.262	SIM:CLM4	Buy	4	81.79	Aggressive
2024-04-30T12:46:04.3	SIM:CLM4	Buy	5	81.78	Aggressive
2024-04-30T12:46:04.3	SIM:CLM4	Buy	7	81.79	Aggressive

Date - Time

04/30/2024 - 12:29

CQG Symbol

ZCE

Exchange Symbol

SIM:ZCN4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

445.6595

Average Total

445.74

VWAP Slippage

0.0840

Arrival Price

445.6250

Destination Price

445.6250

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T12:19:41.109	SIM:ZCN4	Buy	12	445.75	Passive
2024-04-30T12:19:56.16	SIM:ZCN4	Buy	13	445.75	Passive
2024-04-30T12:20:11.168	SIM:ZCN4	Buy	12	445.75	Passive
2024-04-30T12:20:16.889	SIM:ZCN4	Buy	10	445.75	Passive
2024-04-30T12:20:16.89	SIM:ZCN4	Buy	2	445.75	Passive
2024-04-30T12:20:41.123	SIM:ZCN4	Buy	12	445.75	Passive
2024-04-30T12:20:56.12	SIM:ZCN4	Buy	12	445.75	Passive
2024-04-30T12:21:00.883	SIM:ZCN4	Buy	19	445.75	Passive
2024-04-30T12:21:18.885	SIM:ZCN4	Buy	21	445.75	Passive
2024-04-30T12:21:41.117	SIM:ZCN4	Buy	20	445.75	Passive
2024-04-30T12:21:56.109	SIM:ZCN4	Buy	21	445.75	Passive
2024-04-30T12:22:11.12	SIM:ZCN4	Buy	12	445.75	Passive
2024-04-30T12:22:26.123	SIM:ZCN4	Buy	9	445.75	Passive
2024-04-30T12:22:41.105	SIM:ZCN4	Buy	9	445.75	Passive
2024-04-30T12:22:56.171	SIM:ZCN4	Buy	9	445.75	Passive
2024-04-30T12:23:11.157	SIM:ZCN4	Buy	11	445.75	Passive
2024-04-30T12:23:26.121	SIM:ZCN4	Buy	11	445.75	Passive
2024-04-30T12:23:41.161	SIM:ZCN4	Buy	11	445.75	Passive
2024-04-30T12:23:49.357	SIM:ZCN4	Buy	11	445.75	Passive
2024-04-30T12:24:11.123	SIM:ZCN4	Buy	11	445.75	Passive
2024-04-30T12:24:26.12	SIM:ZCN4	Buy	11	445.75	Passive
2024-04-30T12:24:41.108	SIM:ZCN4	Buy	11	445.75	Passive
2024-04-30T12:24:56.104	SIM:ZCN4	Buy	11	445.75	Passive
2024-04-30T12:25:11.119	SIM:ZCN4	Buy	13	445.75	Passive
2024-04-30T12:25:26.123	SIM:ZCN4	Buy	14	445.75	Passive
2024-04-30T12:25:31.963	SIM:ZCN4	Buy	5	445.5	Aggressive
2024-04-30T12:25:31.963	SIM:ZCN4	Buy	8	445.5	Aggressive
2024-04-30T12:25:56.105	SIM:ZCN4	Buy	14	445.75	Passive
2024-04-30T12:26:06.457	SIM:ZCN4	Buy	5	445.75	Passive
2024-04-30T12:26:09.479	SIM:ZCN4	Buy	7	445.75	Passive
2024-04-30T12:26:26.121	SIM:ZCN4	Buy	13	445.75	Passive
2024-04-30T12:26:41.167	SIM:ZCN4	Buy	12	445.75	Passive
2024-04-30T12:26:56.115	SIM:ZCN4	Buy	13	445.75	Passive
2024-04-30T12:27:11.114	SIM:ZCN4	Buy	12	445.75	Passive
2024-04-30T12:27:26.167	SIM:ZCN4	Buy	11	445.75	Passive
2024-04-30T12:27:41.108	SIM:ZCN4	Buy	12	445.75	Passive
2024-04-30T12:27:56.116	SIM:ZCN4	Buy	12	445.75	Passive
2024-04-30T12:28:11.115	SIM:ZCN4	Buy	11	445.75	Passive
2024-04-30T12:28:26.123	SIM:ZCN4	Buy	10	445.75	Passive
2024-04-30T12:28:41.157	SIM:ZCN4	Buy	10	445.75	Passive
2024-04-30T12:28:56.107	SIM:ZCN4	Buy	10	445.75	Passive
2024-04-30T12:29:11.107	SIM:ZCN4	Buy	14	445.75	Passive
2024-04-30T12:29:11.107	SIM:ZCN4	Buy	13	445.75	Passive

Date - Time

04/30/2024 - 12:18

CQG Symbol

ENQ

Exchange Symbol

SIM:NQM4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

17688.1115

Average Total

17691.20

VWAP Slippage

-3.0875

Arrival Price

17,710.2500

Destination Price

17,686.6250

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T12:08:41.999	SIM:NQM4	Sell	1	17710	Passive
2024-04-30T12:08:42.663	SIM:NQM4	Sell	3	17709.25	Passive
2024-04-30T12:08:42.665	SIM:NQM4	Sell	1	17709.5	Aggressive
2024-04-30T12:08:42.665	SIM:NQM4	Sell	4	17709.25	Passive
2024-04-30T12:08:42.666	SIM:NQM4	Sell	1	17709.5	Aggressive
2024-04-30T12:08:42.667	SIM:NQM4	Sell	2	17709.25	Passive
2024-04-30T12:08:56.357	SIM:NQM4	Sell	1	17706.5	Passive
2024-04-30T12:08:56.359	SIM:NQM4	Sell	1	17706.5	Passive
2024-04-30T12:08:56.364	SIM:NQM4	Sell	1	17706.5	Passive
2024-04-30T12:08:56.366	SIM:NQM4	Sell	1	17706.5	Passive
2024-04-30T12:08:57.156	SIM:NQM4	Sell	4	17705.75	Passive
2024-04-30T12:08:57.157	SIM:NQM4	Sell	4	17705.75	Passive
2024-04-30T12:09:10.059	SIM:NQM4	Sell	2	17706	Passive
2024-04-30T12:09:10.088	SIM:NQM4	Sell	3	17706	Passive
2024-04-30T12:09:10.257	SIM:NQM4	Sell	3	17706	Passive
2024-04-30T12:09:10.261	SIM:NQM4	Sell	3	17706	Passive
2024-04-30T12:09:10.398	SIM:NQM4	Sell	1	17706	Passive
2024-04-30T12:09:25.116	SIM:NQM4	Sell	1	17707.75	Passive
2024-04-30T12:09:25.117	SIM:NQM4	Sell	1	17707.75	Passive
2024-04-30T12:09:25.127	SIM:NQM4	Sell	1	17707.75	Passive
2024-04-30T12:09:25.128	SIM:NQM4	Sell	1	17707.75	Passive
2024-04-30T12:09:25.129	SIM:NQM4	Sell	1	17707.75	Passive
2024-04-30T12:09:25.368	SIM:NQM4	Sell	3	17707.75	Passive
2024-04-30T12:09:25.369	SIM:NQM4	Sell	1	17708	Aggressive
2024-04-30T12:09:25.369	SIM:NQM4	Sell	2	17707.75	Passive
2024-04-30T12:09:40.599	SIM:NQM4	Sell	1	17701.75	Passive
2024-04-30T12:09:40.6	SIM:NQM4	Sell	2	17701.75	Passive
2024-04-30T12:09:40.601	SIM:NQM4	Sell	1	17701.75	Passive
2024-04-30T12:09:40.608	SIM:NQM4	Sell	1	17701.75	Passive
2024-04-30T12:09:40.609	SIM:NQM4	Sell	2	17701.75	Passive
2024-04-30T12:09:40.611	SIM:NQM4	Sell	1	17701.75	Passive
2024-04-30T12:09:40.615	SIM:NQM4	Sell	1	17701.75	Passive
2024-04-30T12:09:40.616	SIM:NQM4	Sell	1	17701.75	Passive
2024-04-30T12:09:40.66	SIM:NQM4	Sell	1	17701.75	Passive
2024-04-30T12:09:55.26	SIM:NQM4	Sell	2	17704.5	Passive
2024-04-30T12:09:55.356	SIM:NQM4	Sell	2	17704.5	Passive
2024-04-30T12:09:55.458	SIM:NQM4	Sell	2	17704.5	Passive
2024-04-30T12:09:55.462	SIM:NQM4	Sell	4	17704.5	Passive
2024-04-30T12:09:55.463	SIM:NQM4	Sell	1	17704.75	Aggressive
2024-04-30T12:09:55.463	SIM:NQM4	Sell	2	17704.5	Passive
2024-04-30T12:10:10.289	SIM:NQM4	Sell	3	17702.5	Passive
2024-04-30T12:10:10.291	SIM:NQM4	Sell	3	17702.5	Passive
2024-04-30T12:10:10.293	SIM:NQM4	Sell	3	17702.5	Passive
2024-04-30T12:10:10.297	SIM:NQM4	Sell	3	17702.5	Passive
2024-04-30T12:10:10.3	SIM:NQM4	Sell	2	17702.5	Passive
2024-04-30T12:10:26.828	SIM:NQM4	Sell	2	17703	Passive
2024-04-30T12:10:26.856	SIM:NQM4	Sell	1	17703	Passive
2024-04-30T12:10:27.071	SIM:NQM4	Sell	1	17703	Passive
2024-04-30T12:10:27.073	SIM:NQM4	Sell	1	17703	Passive
2024-04-30T12:10:27.074	SIM:NQM4	Sell	1	17703	Passive
2024-04-30T12:10:27.084	SIM:NQM4	Sell	1	17703	Passive
2024-04-30T12:10:27.757	SIM:NQM4	Sell	1	17703.5	Aggressive
2024-04-30T12:10:27.758	SIM:NQM4	Sell	5	17703.25	Aggressive
2024-04-30T12:10:40.357	SIM:NQM4	Sell	2	17704	Aggressive
2024-04-30T12:10:40.357	SIM:NQM4	Sell	3	17703.75	Passive
2024-04-30T12:10:40.358	SIM:NQM4	Sell	2	17704	Aggressive
2024-04-30T12:10:40.358	SIM:NQM4	Sell	4	17703.75	Passive
2024-04-30T12:10:40.365	SIM:NQM4	Sell	3	17703.75	Passive
2024-04-30T12:10:56.312	SIM:NQM4	Sell	1	17704	Passive
2024-04-30T12:10:56.418	SIM:NQM4	Sell	1	17704	Passive
2024-04-30T12:10:56.419	SIM:NQM4	Sell	2	17704	Passive
2024-04-30T12:10:56.459	SIM:NQM4	Sell	2	17703.75	Passive
2024-04-30T12:10:56.46	SIM:NQM4	Sell	2	17703.75	Passive
2024-04-30T12:10:56.465	SIM:NQM4	Sell	2	17703.75	Passive
2024-04-30T12:10:56.466	SIM:NQM4	Sell	3	17703.75	Passive
2024-04-30T12:11:10.064	SIM:NQM4	Sell	1	17705.75	Passive
2024-04-30T12:11:10.066	SIM:NQM4	Sell	1	17705.75	Passive
2024-04-30T12:11:10.074	SIM:NQM4	Sell	1	17705.75	Passive
2024-04-30T12:11:10.116	SIM:NQM4	Sell	1	17705.75	Passive
2024-04-30T12:11:10.158	SIM:NQM4	Sell	1	17705.75	Passive
2024-04-30T12:11:10.259	SIM:NQM4	Sell	1	17706.25	Aggressive
2024-04-30T12:11:10.259	SIM:NQM4	Sell	5	17706	Aggressive
2024-04-30T12:11:10.259	SIM:NQM4	Sell	2	17705.75	Passive
2024-04-30T12:11:25.233	SIM:NQM4	Sell	1	17702.5	Passive
2024-04-30T12:11:25.303	SIM:NQM4	Sell	1	17702.25	Passive
2024-04-30T12:11:25.304	SIM:NQM4	Sell	1	17702.25	Passive
2024-04-30T12:11:25.308	SIM:NQM4	Sell	3	17702.25	Passive
2024-04-30T12:11:25.31	SIM:NQM4	Sell	3	17702.25	Passive
2024-04-30T12:11:25.359	SIM:NQM4	Sell	1	17702.5	Aggressive
2024-04-30T12:11:25.359	SIM:NQM4	Sell	3	17702.25	Passive
2024-04-30T12:11:39.969	SIM:NQM4	Sell	2	17700.5	Passive
2024-04-30T12:11:39.974	SIM:NQM4	Sell	2	17700.5	Passive
2024-04-30T12:11:39.976	SIM:NQM4	Sell	2	17700.5	Passive
2024-04-30T12:11:39.977	SIM:NQM4	Sell	2	17700.5	Passive
2024-04-30T12:11:39.98	SIM:NQM4	Sell	4	17700.5	Passive
2024-04-30T12:11:39.982	SIM:NQM4	Sell	1	17700.5	Passive
2024-04-30T12:11:55.167	SIM:NQM4	Sell	2	17694.25	Passive
2024-04-30T12:11:55.169	SIM:NQM4	Sell	5	17694.25	Passive
2024-04-30T12:11:55.17	SIM:NQM4	Sell	5	17694.25	Passive
2024-04-30T12:12:10.096	SIM:NQM4	Sell	2	17696.75	Passive
2024-04-30T12:12:10.098	SIM:NQM4	Sell	2	17696.75	Passive
2024-04-30T12:12:10.099	SIM:NQM4	Sell	2	17697	Aggressive
2024-04-30T12:12:10.099	SIM:NQM4	Sell	6	17696.75	Passive
2024-04-30T12:12:25.457	SIM:NQM4	Sell	2	17685.75	Passive
2024-04-30T12:12:25.559	SIM:NQM4	Sell	2	17685.75	Passive
2024-04-30T12:12:25.566	SIM:NQM4	Sell	3	17685.75	Passive
2024-04-30T12:12:25.588	SIM:NQM4	Sell	3	17685.75	Passive
2024-04-30T12:12:25.886	SIM:NQM4	Sell	1	17685.25	Passive
2024-04-30T12:12:40.06	SIM:NQM4	Sell	1	17684.25	Passive
2024-04-30T12:12:40.202	SIM:NQM4	Sell	1	17684.25	Passive
2024-04-30T12:12:40.217	SIM:NQM4	Sell	1	17684.25	Passive
2024-04-30T12:12:40.257	SIM:NQM4	Sell	1	17684.5	Aggressive
2024-04-30T12:12:40.257	SIM:NQM4	Sell	4	17684.25	Passive
2024-04-30T12:12:40.258	SIM:NQM4	Sell	1	17684.25	Passive
2024-04-30T12:12:40.259	SIM:NQM4	Sell	1	17684.25	Passive
2024-04-30T12:12:40.264	SIM:NQM4	Sell	2	17684.25	Passive
2024-04-30T12:12:55.459	SIM:NQM4	Sell	1	17682	Passive
2024-04-30T12:12:55.502	SIM:NQM4	Sell	1	17682.25	Aggressive
2024-04-30T12:12:55.502	SIM:NQM4	Sell	4	17682	Passive
2024-04-30T12:12:55.503	SIM:NQM4	Sell	1	17682.25	Aggressive
2024-04-30T12:12:55.503	SIM:NQM4	Sell	5	17682	Passive
2024-04-30T12:12:55.504	SIM:NQM4	Sell	1	17682.25	Aggressive
2024-04-30T12:13:10.356	SIM:NQM4	Sell	1	17682	Aggressive
2024-04-30T12:13:10.356	SIM:NQM4	Sell	5	17681.75	Passive
2024-04-30T12:13:10.36	SIM:NQM4	Sell	4	17681.75	Passive
2024-04-30T12:13:10.361	SIM:NQM4	Sell	2	17682	Aggressive
2024-04-30T12:13:10.361	SIM:NQM4	Sell	1	17681.75	Passive
2024-04-30T12:13:25.788	SIM:NQM4	Sell	1	17682	Passive
2024-04-30T12:13:25.789	SIM:NQM4	Sell	3	17682	Passive
2024-04-30T12:13:25.791	SIM:NQM4	Sell	4	17682	Passive
2024-04-30T12:13:25.792	SIM:NQM4	Sell	3	17682	Passive
2024-04-30T12:13:25.793	SIM:NQM4	Sell	3	17682	Passive
2024-04-30T12:13:39.921	SIM:NQM4	Sell	1	17682.5	Passive
2024-04-30T12:13:39.957	SIM:NQM4	Sell	1	17682.5	Passive
2024-04-30T12:13:39.993	SIM:NQM4	Sell	2	17682.5	Passive
2024-04-30T12:13:39.999	SIM:NQM4	Sell	2	17682.5	Passive
2024-04-30T12:13:40.001	SIM:NQM4	Sell	2	17682.5	Passive
2024-04-30T12:13:40.068	SIM:NQM4	Sell	3	17682.5	Passive
2024-04-30T12:13:40.102	SIM:NQM4	Sell	2	17682.5	Passive
2024-04-30T12:13:55.313	SIM:NQM4	Sell	2	17683	Passive
2024-04-30T12:13:55.358	SIM:NQM4	Sell	1	17683	Passive
2024-04-30T12:13:55.376	SIM:NQM4	Sell	1	17683	Passive
2024-04-30T12:13:55.559	SIM:NQM4	Sell	2	17683	Passive
2024-04-30T12:13:55.674	SIM:NQM4	Sell	2	17683	Passive
2024-04-30T12:13:55.683	SIM:NQM4	Sell	2	17683	Passive
2024-04-30T12:13:55.89	SIM:NQM4	Sell	2	17683	Passive
2024-04-30T12:13:55.963	SIM:NQM4	Sell	1	17683	Passive
2024-04-30T12:14:10.21	SIM:NQM4	Sell	1	17687	Passive
2024-04-30T12:14:10.211	SIM:NQM4	Sell	3	17687	Passive
2024-04-30T12:14:10.213	SIM:NQM4	Sell	3	17687	Passive
2024-04-30T12:14:10.559	SIM:NQM4	Sell	3	17686.75	Passive
2024-04-30T12:14:10.56	SIM:NQM4	Sell	3	17687	Aggressive
2024-04-30T12:14:24.962	SIM:NQM4	Sell	4	17688.25	Aggressive
2024-04-30T12:14:24.962	SIM:NQM4	Sell	8	17688	Aggressive
2024-04-30T12:14:40.304	SIM:NQM4	Sell	2	17687	Passive
2024-04-30T12:14:40.305	SIM:NQM4	Sell	1	17687	Passive
2024-04-30T12:14:40.306	SIM:NQM4	Sell	1	17687	Passive
2024-04-30T12:14:40.357	SIM:NQM4	Sell	2	17687	Passive
2024-04-30T12:14:40.403	SIM:NQM4	Sell	2	17687	Passive
2024-04-30T12:14:40.608	SIM:NQM4	Sell	2	17687	Passive
2024-04-30T12:14:40.609	SIM:NQM4	Sell	2	17687	Passive
2024-04-30T12:14:55.26	SIM:NQM4	Sell	2	17686.25	Passive
2024-04-30T12:14:55.36	SIM:NQM4	Sell	2	17686.25	Passive
2024-04-30T12:14:55.557	SIM:NQM4	Sell	2	17686.25	Passive
2024-04-30T12:14:55.588	SIM:NQM4	Sell	5	17686.25	Passive
2024-04-30T12:14:55.66	SIM:NQM4	Sell	2	17686.25	Passive
2024-04-30T12:15:10.46	SIM:NQM4	Sell	3	17683.25	Passive
2024-04-30T12:15:10.476	SIM:NQM4	Sell	1	17683.5	Aggressive
2024-04-30T12:15:10.476	SIM:NQM4	Sell	3	17683.25	Passive
2024-04-30T12:15:10.478	SIM:NQM4	Sell	1	17683.5	Aggressive
2024-04-30T12:15:10.478	SIM:NQM4	Sell	3	17683.25	Passive
2024-04-30T12:15:10.495	SIM:NQM4	Sell	3	17683.25	Passive
2024-04-30T12:15:25.072	SIM:NQM4	Sell	1	17688	Passive
2024-04-30T12:15:25.075	SIM:NQM4	Sell	1	17688	Passive
2024-04-30T12:15:25.076	SIM:NQM4	Sell	1	17688	Passive
2024-04-30T12:15:25.295	SIM:NQM4	Sell	1	17687.75	Passive
2024-04-30T12:15:25.296	SIM:NQM4	Sell	1	17687.75	Passive
2024-04-30T12:15:25.297	SIM:NQM4	Sell	1	17687.75	Passive
2024-04-30T12:15:25.577	SIM:NQM4	Sell	1	17687.75	Passive
2024-04-30T12:15:25.578	SIM:NQM4	Sell	1	17687.75	Passive
2024-04-30T12:15:25.581	SIM:NQM4	Sell	1	17687.75	Passive
2024-04-30T12:15:25.582	SIM:NQM4	Sell	1	17687.75	Passive
2024-04-30T12:15:25.587	SIM:NQM4	Sell	3	17687.75	Passive
2024-04-30T12:15:25.589	SIM:NQM4	Sell	1	17687.75	Passive
2024-04-30T12:15:40.408	SIM:NQM4	Sell	5	17682.25	Passive
2024-04-30T12:15:40.411	SIM:NQM4	Sell	5	17682.25	Passive
2024-04-30T12:15:40.506	SIM:NQM4	Sell	3	17682.25	Passive
2024-04-30T12:15:55.867	SIM:NQM4	Sell	1	17685.5	Passive
2024-04-30T12:15:55.868	SIM:NQM4	Sell	4	17685.5	Passive
2024-04-30T12:15:55.869	SIM:NQM4	Sell	4	17685.5	Passive
2024-04-30T12:15:55.875	SIM:NQM4	Sell	3	17685.5	Passive
2024-04-30T12:15:55.957	SIM:NQM4	Sell	1	17685.5	Passive
2024-04-30T12:16:09.989	SIM:NQM4	Sell	1	17679.5	Passive
2024-04-30T12:16:09.99	SIM:NQM4	Sell	4	17679.5	Passive
2024-04-30T12:16:09.995	SIM:NQM4	Sell	4	17679.5	Passive
2024-04-30T12:16:09.998	SIM:NQM4	Sell	1	17679.75	Aggressive
2024-04-30T12:16:09.998	SIM:NQM4	Sell	2	17679.5	Passive
2024-04-30T12:16:25.057	SIM:NQM4	Sell	2	17684.5	Aggressive
2024-04-30T12:16:25.057	SIM:NQM4	Sell	5	17684.25	Passive
2024-04-30T12:16:25.062	SIM:NQM4	Sell	2	17684.5	Aggressive
2024-04-30T12:16:25.062	SIM:NQM4	Sell	3	17684.25	Passive
2024-04-30T12:16:40.459	SIM:NQM4	Sell	1	17684.5	Passive
2024-04-30T12:16:40.607	SIM:NQM4	Sell	2	17684.5	Passive
2024-04-30T12:16:40.695	SIM:NQM4	Sell	4	17684.5	Passive
2024-04-30T12:16:40.696	SIM:NQM4	Sell	4	17684.5	Passive
2024-04-30T12:16:40.76	SIM:NQM4	Sell	1	17684.75	Aggressive
2024-04-30T12:16:55.969	SIM:NQM4	Sell	3	17682.5	Passive
2024-04-30T12:16:55.97	SIM:NQM4	Sell	1	17682.5	Passive
2024-04-30T12:16:56.057	SIM:NQM4	Sell	2	17682.5	Passive
2024-04-30T12:16:56.064	SIM:NQM4	Sell	1	17682.5	Passive
2024-04-30T12:16:56.159	SIM:NQM4	Sell	4	17682.5	Passive
2024-04-30T12:16:56.26	SIM:NQM4	Sell	1	17682.5	Passive
2024-04-30T12:17:10.211	SIM:NQM4	Sell	1	17687	Aggressive
2024-04-30T12:17:10.211	SIM:NQM4	Sell	4	17686.75	Passive
2024-04-30T12:17:10.212	SIM:NQM4	Sell	1	17687	Aggressive
2024-04-30T12:17:10.212	SIM:NQM4	Sell	5	17686.75	Passive
2024-04-30T12:17:10.213	SIM:NQM4	Sell	1	17687	Aggressive
2024-04-30T12:17:26.057	SIM:NQM4	Sell	2	17687.25	Passive
2024-04-30T12:17:26.061	SIM:NQM4	Sell	3	17687.25	Passive
2024-04-30T12:17:26.064	SIM:NQM4	Sell	2	17687.25	Passive
2024-04-30T12:17:26.067	SIM:NQM4	Sell	2	17687.25	Passive
2024-04-30T12:17:26.097	SIM:NQM4	Sell	2	17687.25	Passive
2024-04-30T12:17:40.606	SIM:NQM4	Sell	1	17684.25	Passive
2024-04-30T12:17:40.607	SIM:NQM4	Sell	1	17684.25	Passive
2024-04-30T12:17:40.608	SIM:NQM4	Sell	1	17684.25	Passive
2024-04-30T12:17:40.609	SIM:NQM4	Sell	1	17684.25	Passive
2024-04-30T12:17:40.61	SIM:NQM4	Sell	1	17684.25	Passive
2024-04-30T12:17:40.994	SIM:NQM4	Sell	1	17682.75	Passive
2024-04-30T12:17:41.269	SIM:NQM4	Sell	3	17682.75	Passive
2024-04-30T12:17:41.305	SIM:NQM4	Sell	1	17683	Aggressive
2024-04-30T12:17:41.305	SIM:NQM4	Sell	2	17682.75	Passive
2024-04-30T12:17:56.325	SIM:NQM4	Sell	2	17682	Passive
2024-04-30T12:17:56.327	SIM:NQM4	Sell	4	17682	Passive
2024-04-30T12:17:56.328	SIM:NQM4	Sell	4	17682	Passive
2024-04-30T12:17:56.329	SIM:NQM4	Sell	2	17682	Passive
2024-04-30T12:18:11.1	SIM:NQM4	Sell	1	17680.25	Passive
2024-04-30T12:18:11.101	SIM:NQM4	Sell	1	17680.25	Passive
2024-04-30T12:18:11.165	SIM:NQM4	Sell	1	17680.25	Passive
2024-04-30T12:18:11.167	SIM:NQM4	Sell	1	17680.25	Passive
2024-04-30T12:18:11.177	SIM:NQM4	Sell	2	17680.25	Passive
2024-04-30T12:18:11.178	SIM:NQM4	Sell	3	17680.25	Passive
2024-04-30T12:18:11.179	SIM:NQM4	Sell	3	17680.25	Passive
2024-04-30T12:18:24.918	SIM:NQM4	Sell	2	17680.5	Aggressive
2024-04-30T12:18:24.918	SIM:NQM4	Sell	10	17680.25	Passive

Date - Time

04/30/2024 - 12:08

CQG Symbol

ENQ

Exchange Symbol

SIM:NQM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

17706.6446

Average Total

17706.42

VWAP Slippage

-0.2271

Arrival Price

17,703.2500

Destination Price

17,709.6250

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T11:58:24.483	SIM:NQM4	Buy	3	17703.25	Passive
2024-04-30T11:58:24.485	SIM:NQM4	Buy	1	17702.75	Aggressive
2024-04-30T11:58:24.485	SIM:NQM4	Buy	5	17703	Aggressive
2024-04-30T11:58:39.062	SIM:NQM4	Buy	1	17704.5	Passive
2024-04-30T11:58:39.074	SIM:NQM4	Buy	1	17704.25	Aggressive
2024-04-30T11:58:39.074	SIM:NQM4	Buy	6	17704.5	Passive
2024-04-30T11:58:39.106	SIM:NQM4	Buy	1	17704.5	Passive
2024-04-30T11:58:54.858	SIM:NQM4	Buy	3	17706.5	Passive
2024-04-30T11:58:54.872	SIM:NQM4	Buy	3	17706.5	Passive
2024-04-30T11:58:54.959	SIM:NQM4	Buy	3	17706.5	Passive
2024-04-30T11:58:55.1	SIM:NQM4	Buy	2	17706.5	Passive
2024-04-30T11:59:09.172	SIM:NQM4	Buy	3	17706.75	Passive
2024-04-30T11:59:09.173	SIM:NQM4	Buy	4	17706.75	Passive
2024-04-30T11:59:09.175	SIM:NQM4	Buy	4	17706.75	Passive
2024-04-30T11:59:24.597	SIM:NQM4	Buy	1	17710.5	Passive
2024-04-30T11:59:24.599	SIM:NQM4	Buy	1	17710.5	Passive
2024-04-30T11:59:24.601	SIM:NQM4	Buy	2	17710.5	Passive
2024-04-30T11:59:24.657	SIM:NQM4	Buy	4	17710.5	Passive
2024-04-30T11:59:24.692	SIM:NQM4	Buy	3	17710.5	Passive
2024-04-30T11:59:24.693	SIM:NQM4	Buy	1	17710.5	Passive
2024-04-30T11:59:38.705	SIM:NQM4	Buy	1	17708.75	Passive
2024-04-30T11:59:38.706	SIM:NQM4	Buy	1	17708.75	Passive
2024-04-30T11:59:38.707	SIM:NQM4	Buy	1	17708.75	Passive
2024-04-30T11:59:38.715	SIM:NQM4	Buy	1	17708.75	Passive
2024-04-30T11:59:38.718	SIM:NQM4	Buy	1	17708.75	Passive
2024-04-30T11:59:38.762	SIM:NQM4	Buy	2	17708.75	Passive
2024-04-30T11:59:38.802	SIM:NQM4	Buy	1	17708.75	Passive
2024-04-30T11:59:38.803	SIM:NQM4	Buy	2	17708.75	Passive
2024-04-30T11:59:38.862	SIM:NQM4	Buy	1	17708.75	Passive
2024-04-30T11:59:54.766	SIM:NQM4	Buy	1	17706	Passive
2024-04-30T11:59:54.768	SIM:NQM4	Buy	1	17706	Passive
2024-04-30T11:59:54.777	SIM:NQM4	Buy	1	17706	Passive
2024-04-30T11:59:54.778	SIM:NQM4	Buy	1	17706	Passive
2024-04-30T11:59:54.862	SIM:NQM4	Buy	10	17705.75	Aggressive
2024-04-30T12:00:08.766	SIM:NQM4	Buy	1	17703.25	Passive
2024-04-30T12:00:08.767	SIM:NQM4	Buy	1	17703.25	Passive
2024-04-30T12:00:08.768	SIM:NQM4	Buy	1	17703.25	Passive
2024-04-30T12:00:08.893	SIM:NQM4	Buy	2	17703.25	Passive
2024-04-30T12:00:08.894	SIM:NQM4	Buy	2	17703.25	Passive
2024-04-30T12:00:08.903	SIM:NQM4	Buy	3	17703.25	Passive
2024-04-30T12:00:08.904	SIM:NQM4	Buy	3	17703.25	Passive
2024-04-30T12:00:08.905	SIM:NQM4	Buy	2	17703.25	Passive
2024-04-30T12:00:24.256	SIM:NQM4	Buy	1	17702.75	Passive
2024-04-30T12:00:24.263	SIM:NQM4	Buy	1	17702.75	Passive
2024-04-30T12:00:24.265	SIM:NQM4	Buy	1	17702.75	Passive
2024-04-30T12:00:24.3	SIM:NQM4	Buy	3	17702.75	Passive
2024-04-30T12:00:24.302	SIM:NQM4	Buy	5	17702.75	Passive
2024-04-30T12:00:24.303	SIM:NQM4	Buy	3	17702.75	Passive
2024-04-30T12:00:24.31	SIM:NQM4	Buy	1	17702.75	Passive
2024-04-30T12:00:39.102	SIM:NQM4	Buy	1	17695.5	Passive
2024-04-30T12:00:39.103	SIM:NQM4	Buy	1	17695.5	Passive
2024-04-30T12:00:39.106	SIM:NQM4	Buy	1	17695.5	Passive
2024-04-30T12:00:39.108	SIM:NQM4	Buy	2	17695.5	Passive
2024-04-30T12:00:39.11	SIM:NQM4	Buy	4	17695.5	Passive
2024-04-30T12:00:39.156	SIM:NQM4	Buy	3	17695.5	Passive
2024-04-30T12:00:39.171	SIM:NQM4	Buy	3	17695.5	Passive
2024-04-30T12:00:39.172	SIM:NQM4	Buy	1	17695.5	Passive
2024-04-30T12:00:53.863	SIM:NQM4	Buy	3	17692.5	Passive
2024-04-30T12:00:53.866	SIM:NQM4	Buy	3	17692.5	Passive
2024-04-30T12:00:53.88	SIM:NQM4	Buy	3	17692.5	Passive
2024-04-30T12:00:53.96	SIM:NQM4	Buy	3	17692.5	Passive
2024-04-30T12:00:53.967	SIM:NQM4	Buy	1	17692.25	Aggressive
2024-04-30T12:00:53.967	SIM:NQM4	Buy	1	17692.5	Passive
2024-04-30T12:01:08.778	SIM:NQM4	Buy	2	17696.25	Passive
2024-04-30T12:01:08.779	SIM:NQM4	Buy	5	17696.25	Passive
2024-04-30T12:01:08.78	SIM:NQM4	Buy	5	17696.25	Passive
2024-04-30T12:01:08.785	SIM:NQM4	Buy	1	17696.25	Passive
2024-04-30T12:01:24.514	SIM:NQM4	Buy	1	17698.75	Passive
2024-04-30T12:01:24.517	SIM:NQM4	Buy	3	17698.75	Passive
2024-04-30T12:01:24.56	SIM:NQM4	Buy	1	17698.5	Aggressive
2024-04-30T12:01:24.56	SIM:NQM4	Buy	5	17698.75	Passive
2024-04-30T12:01:24.684	SIM:NQM4	Buy	3	17698.5	Aggressive
2024-04-30T12:01:24.684	SIM:NQM4	Buy	1	17698.75	Passive
2024-04-30T12:01:38.793	SIM:NQM4	Buy	1	17700.25	Aggressive
2024-04-30T12:01:38.793	SIM:NQM4	Buy	7	17700.5	Passive
2024-04-30T12:01:38.794	SIM:NQM4	Buy	2	17700.25	Aggressive
2024-04-30T12:01:38.794	SIM:NQM4	Buy	3	17700.5	Passive
2024-04-30T12:01:54.502	SIM:NQM4	Buy	2	17698.25	Passive
2024-04-30T12:01:54.504	SIM:NQM4	Buy	2	17698.25	Passive
2024-04-30T12:01:54.557	SIM:NQM4	Buy	4	17698.25	Passive
2024-04-30T12:01:54.794	SIM:NQM4	Buy	3	17698.25	Passive
2024-04-30T12:01:54.795	SIM:NQM4	Buy	2	17698.25	Passive
2024-04-30T12:01:54.877	SIM:NQM4	Buy	1	17698	Aggressive
2024-04-30T12:02:08.857	SIM:NQM4	Buy	1	17709.5	Passive
2024-04-30T12:02:08.858	SIM:NQM4	Buy	2	17709.5	Passive
2024-04-30T12:02:08.874	SIM:NQM4	Buy	3	17709.5	Passive
2024-04-30T12:02:08.895	SIM:NQM4	Buy	2	17709.5	Passive
2024-04-30T12:02:08.896	SIM:NQM4	Buy	2	17709.5	Passive
2024-04-30T12:02:08.903	SIM:NQM4	Buy	2	17709.5	Passive
2024-04-30T12:02:09.557	SIM:NQM4	Buy	3	17710	Passive
2024-04-30T12:02:23.791	SIM:NQM4	Buy	1	17710.25	Passive
2024-04-30T12:02:23.792	SIM:NQM4	Buy	1	17710.25	Passive
2024-04-30T12:02:23.793	SIM:NQM4	Buy	1	17710.25	Passive
2024-04-30T12:02:23.803	SIM:NQM4	Buy	2	17710.25	Passive
2024-04-30T12:02:23.804	SIM:NQM4	Buy	2	17710.25	Passive
2024-04-30T12:02:23.81	SIM:NQM4	Buy	1	17710.25	Passive
2024-04-30T12:02:23.811	SIM:NQM4	Buy	2	17710.25	Passive
2024-04-30T12:02:23.857	SIM:NQM4	Buy	1	17710	Aggressive
2024-04-30T12:02:23.857	SIM:NQM4	Buy	2	17710.25	Passive
2024-04-30T12:02:23.858	SIM:NQM4	Buy	2	17710.25	Passive
2024-04-30T12:02:39.87	SIM:NQM4	Buy	2	17711.25	Passive
2024-04-30T12:02:39.871	SIM:NQM4	Buy	3	17711	Aggressive
2024-04-30T12:02:39.871	SIM:NQM4	Buy	4	17711.25	Passive
2024-04-30T12:02:39.872	SIM:NQM4	Buy	1	17711	Aggressive
2024-04-30T12:02:39.872	SIM:NQM4	Buy	5	17711.25	Passive
2024-04-30T12:02:54.557	SIM:NQM4	Buy	1	17714	Passive
2024-04-30T12:02:54.559	SIM:NQM4	Buy	1	17714	Passive
2024-04-30T12:02:54.672	SIM:NQM4	Buy	2	17714	Passive
2024-04-30T12:02:54.674	SIM:NQM4	Buy	3	17714	Passive
2024-04-30T12:02:54.677	SIM:NQM4	Buy	3	17714	Passive
2024-04-30T12:02:54.759	SIM:NQM4	Buy	2	17714	Passive
2024-04-30T12:02:54.859	SIM:NQM4	Buy	1	17714	Passive
2024-04-30T12:03:10.178	SIM:NQM4	Buy	1	17717.75	Passive
2024-04-30T12:03:10.257	SIM:NQM4	Buy	2	17717.75	Passive
2024-04-30T12:03:10.265	SIM:NQM4	Buy	2	17717.75	Passive
2024-04-30T12:03:10.582	SIM:NQM4	Buy	1	17718.25	Aggressive
2024-04-30T12:03:10.583	SIM:NQM4	Buy	4	17718.5	Passive
2024-04-30T12:03:10.584	SIM:NQM4	Buy	1	17718.5	Passive
2024-04-30T12:03:23.973	SIM:NQM4	Buy	2	17719.25	Passive
2024-04-30T12:03:24.092	SIM:NQM4	Buy	1	17719.5	Passive
2024-04-30T12:03:24.094	SIM:NQM4	Buy	1	17719.5	Passive
2024-04-30T12:03:24.172	SIM:NQM4	Buy	3	17719.5	Passive
2024-04-30T12:03:24.174	SIM:NQM4	Buy	3	17719.5	Passive
2024-04-30T12:03:24.195	SIM:NQM4	Buy	2	17719.5	Passive
2024-04-30T12:03:39.069	SIM:NQM4	Buy	3	17716	Aggressive
2024-04-30T12:03:39.069	SIM:NQM4	Buy	4	17716.25	Passive
2024-04-30T12:03:39.08	SIM:NQM4	Buy	3	17716	Aggressive
2024-04-30T12:03:39.08	SIM:NQM4	Buy	2	17716.25	Passive
2024-04-30T12:03:53.765	SIM:NQM4	Buy	2	17717.75	Passive
2024-04-30T12:03:53.766	SIM:NQM4	Buy	4	17717.75	Passive
2024-04-30T12:03:53.767	SIM:NQM4	Buy	5	17717.75	Passive
2024-04-30T12:04:08.679	SIM:NQM4	Buy	1	17715.5	Passive
2024-04-30T12:04:08.872	SIM:NQM4	Buy	1	17716	Passive
2024-04-30T12:04:08.873	SIM:NQM4	Buy	1	17716	Passive
2024-04-30T12:04:08.874	SIM:NQM4	Buy	1	17716	Passive
2024-04-30T12:04:08.884	SIM:NQM4	Buy	1	17716	Passive
2024-04-30T12:04:08.892	SIM:NQM4	Buy	1	17716	Passive
2024-04-30T12:04:08.905	SIM:NQM4	Buy	1	17716	Passive
2024-04-30T12:04:08.906	SIM:NQM4	Buy	1	17716	Passive
2024-04-30T12:04:08.984	SIM:NQM4	Buy	3	17716	Passive
2024-04-30T12:04:24.073	SIM:NQM4	Buy	1	17710.25	Passive
2024-04-30T12:04:24.661	SIM:NQM4	Buy	2	17711.5	Passive
2024-04-30T12:04:24.662	SIM:NQM4	Buy	2	17711.5	Passive
2024-04-30T12:04:24.67	SIM:NQM4	Buy	3	17711.5	Passive
2024-04-30T12:04:24.76	SIM:NQM4	Buy	3	17711.25	Aggressive
2024-04-30T12:04:38.86	SIM:NQM4	Buy	1	17705.25	Passive
2024-04-30T12:04:38.964	SIM:NQM4	Buy	1	17705.25	Passive
2024-04-30T12:04:38.992	SIM:NQM4	Buy	2	17705.25	Passive
2024-04-30T12:04:38.993	SIM:NQM4	Buy	2	17705.25	Passive
2024-04-30T12:04:39.059	SIM:NQM4	Buy	3	17705.25	Passive
2024-04-30T12:04:39.06	SIM:NQM4	Buy	1	17705.25	Passive
2024-04-30T12:04:53.859	SIM:NQM4	Buy	5	17700.75	Passive
2024-04-30T12:04:53.863	SIM:NQM4	Buy	1	17700.5	Aggressive
2024-04-30T12:04:53.863	SIM:NQM4	Buy	6	17700.75	Passive
2024-04-30T12:04:53.864	SIM:NQM4	Buy	1	17700.5	Aggressive
2024-04-30T12:05:09.257	SIM:NQM4	Buy	4	17695.75	Passive
2024-04-30T12:05:09.263	SIM:NQM4	Buy	4	17695.75	Passive
2024-04-30T12:05:09.46	SIM:NQM4	Buy	1	17695.75	Passive
2024-04-30T12:05:09.759	SIM:NQM4	Buy	4	17696.5	Passive
2024-04-30T12:05:09.789	SIM:NQM4	Buy	1	17696.5	Passive
2024-04-30T12:05:25.363	SIM:NQM4	Buy	2	17699	Passive
2024-04-30T12:05:25.365	SIM:NQM4	Buy	3	17699	Passive
2024-04-30T12:05:25.393	SIM:NQM4	Buy	1	17699	Passive
2024-04-30T12:05:25.558	SIM:NQM4	Buy	1	17699	Passive
2024-04-30T12:05:25.56	SIM:NQM4	Buy	4	17699	Passive
2024-04-30T12:05:25.583	SIM:NQM4	Buy	4	17699	Passive
2024-04-30T12:05:38.782	SIM:NQM4	Buy	3	17703.5	Passive
2024-04-30T12:05:38.794	SIM:NQM4	Buy	1	17703.5	Passive
2024-04-30T12:05:40.106	SIM:NQM4	Buy	1	17703.75	Passive
2024-04-30T12:05:40.107	SIM:NQM4	Buy	1	17703.75	Passive
2024-04-30T12:05:40.108	SIM:NQM4	Buy	1	17703.75	Passive
2024-04-30T12:05:40.527	SIM:NQM4	Buy	2	17703.75	Passive
2024-04-30T12:05:40.528	SIM:NQM4	Buy	2	17703.75	Passive
2024-04-30T12:05:40.53	SIM:NQM4	Buy	3	17703.75	Passive
2024-04-30T12:05:54.278	SIM:NQM4	Buy	2	17701.25	Passive
2024-04-30T12:05:54.28	SIM:NQM4	Buy	2	17701.25	Passive
2024-04-30T12:05:54.356	SIM:NQM4	Buy	5	17701.25	Passive
2024-04-30T12:05:54.374	SIM:NQM4	Buy	3	17701.25	Passive
2024-04-30T12:05:54.662	SIM:NQM4	Buy	1	17701.25	Passive
2024-04-30T12:06:08.758	SIM:NQM4	Buy	1	17702.5	Passive
2024-04-30T12:06:08.858	SIM:NQM4	Buy	1	17702.5	Passive
2024-04-30T12:06:08.889	SIM:NQM4	Buy	1	17702.5	Passive
2024-04-30T12:06:08.891	SIM:NQM4	Buy	1	17702.5	Passive
2024-04-30T12:06:08.961	SIM:NQM4	Buy	3	17702.5	Passive
2024-04-30T12:06:08.975	SIM:NQM4	Buy	3	17702.5	Passive
2024-04-30T12:06:08.984	SIM:NQM4	Buy	2	17702.5	Passive
2024-04-30T12:06:25.092	SIM:NQM4	Buy	2	17706.75	Passive
2024-04-30T12:06:25.093	SIM:NQM4	Buy	2	17706.75	Passive
2024-04-30T12:06:25.094	SIM:NQM4	Buy	1	17706.5	Aggressive
2024-04-30T12:06:25.094	SIM:NQM4	Buy	3	17706.75	Passive
2024-04-30T12:06:25.095	SIM:NQM4	Buy	3	17706.75	Passive
2024-04-30T12:06:25.096	SIM:NQM4	Buy	1	17706.75	Passive
2024-04-30T12:06:39.559	SIM:NQM4	Buy	2	17711.25	Passive
2024-04-30T12:06:39.662	SIM:NQM4	Buy	3	17711.25	Passive
2024-04-30T12:06:39.681	SIM:NQM4	Buy	2	17711	Aggressive
2024-04-30T12:06:39.682	SIM:NQM4	Buy	5	17711.25	Passive
2024-04-30T12:06:54.471	SIM:NQM4	Buy	3	17713	Passive
2024-04-30T12:06:54.472	SIM:NQM4	Buy	2	17713	Passive
2024-04-30T12:06:54.477	SIM:NQM4	Buy	2	17713	Passive
2024-04-30T12:06:54.509	SIM:NQM4	Buy	1	17713	Passive
2024-04-30T12:06:54.557	SIM:NQM4	Buy	1	17713	Passive
2024-04-30T12:06:54.605	SIM:NQM4	Buy	1	17713	Passive
2024-04-30T12:06:54.678	SIM:NQM4	Buy	1	17713	Passive
2024-04-30T12:07:08.957	SIM:NQM4	Buy	2	17712.5	Aggressive
2024-04-30T12:07:08.957	SIM:NQM4	Buy	4	17712.75	Aggressive
2024-04-30T12:07:08.957	SIM:NQM4	Buy	5	17713	Passive
2024-04-30T12:07:08.963	SIM:NQM4	Buy	1	17712	Aggressive
2024-04-30T12:07:25.067	SIM:NQM4	Buy	2	17712.5	Passive
2024-04-30T12:07:25.068	SIM:NQM4	Buy	4	17712.5	Passive
2024-04-30T12:07:25.069	SIM:NQM4	Buy	4	17712.5	Passive
2024-04-30T12:07:25.07	SIM:NQM4	Buy	1	17712.5	Passive
2024-04-30T12:07:39.968	SIM:NQM4	Buy	1	17711.5	Aggressive
2024-04-30T12:07:39.968	SIM:NQM4	Buy	2	17711.75	Passive
2024-04-30T12:07:39.969	SIM:NQM4	Buy	1	17711.25	Aggressive
2024-04-30T12:07:39.969	SIM:NQM4	Buy	1	17711.5	Aggressive
2024-04-30T12:07:39.969	SIM:NQM4	Buy	4	17711.75	Passive
2024-04-30T12:07:39.97	SIM:NQM4	Buy	1	17711.25	Aggressive
2024-04-30T12:07:39.97	SIM:NQM4	Buy	1	17711.5	Aggressive
2024-04-30T12:07:54.863	SIM:NQM4	Buy	1	17710.25	Passive
2024-04-30T12:07:54.864	SIM:NQM4	Buy	1	17710.25	Passive
2024-04-30T12:07:54.865	SIM:NQM4	Buy	1	17710.25	Passive
2024-04-30T12:07:54.898	SIM:NQM4	Buy	3	17710.25	Passive
2024-04-30T12:07:55.063	SIM:NQM4	Buy	3	17710	Aggressive
2024-04-30T12:07:55.063	SIM:NQM4	Buy	3	17710.25	Passive
2024-04-30T12:08:08.698	SIM:NQM4	Buy	5	17709.75	Aggressive
2024-04-30T12:08:08.699	SIM:NQM4	Buy	6	17710	Passive

Date - Time

04/30/2024 - 11:49

CQG Symbol

Exchange Symbol

SIM:ESM4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

5094.2530

Average Total

5094.22

VWAP Slippage

0.0310

Arrival Price

5,095.1250

Destination Price

5,094.6250

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T11:44:53.089	SIM:ESM4	Sell	12	5095	Passive
2024-04-30T11:44:54.206	SIM:ESM4	Sell	1	5095	Passive
2024-04-30T11:45:08.257	SIM:ESM4	Sell	22	5094	Passive
2024-04-30T11:45:08.258	SIM:ESM4	Sell	25	5094	Passive
2024-04-30T11:45:08.263	SIM:ESM4	Sell	4	5094	Passive
2024-04-30T11:45:23.457	SIM:ESM4	Sell	19	5093.5	Passive
2024-04-30T11:45:23.461	SIM:ESM4	Sell	19	5093.5	Passive
2024-04-30T11:45:23.463	SIM:ESM4	Sell	3	5093.5	Passive
2024-04-30T11:45:42.357	SIM:ESM4	Sell	39	5093	Passive
2024-04-30T11:45:54.306	SIM:ESM4	Sell	9	5093.5	Passive
2024-04-30T11:45:54.308	SIM:ESM4	Sell	14	5093.5	Passive
2024-04-30T11:45:54.309	SIM:ESM4	Sell	25	5093.5	Passive
2024-04-30T11:46:08.489	SIM:ESM4	Sell	3	5093.5	Passive
2024-04-30T11:46:08.49	SIM:ESM4	Sell	1	5093.5	Passive
2024-04-30T11:46:08.501	SIM:ESM4	Sell	1	5093.5	Passive
2024-04-30T11:46:08.568	SIM:ESM4	Sell	14	5093.5	Passive
2024-04-30T11:46:08.579	SIM:ESM4	Sell	3	5093.5	Passive
2024-04-30T11:46:08.588	SIM:ESM4	Sell	6	5093.5	Passive
2024-04-30T11:46:23.082	SIM:ESM4	Sell	4	5095	Passive
2024-04-30T11:46:23.09	SIM:ESM4	Sell	2	5095	Passive
2024-04-30T11:46:23.091	SIM:ESM4	Sell	13	5095	Passive
2024-04-30T11:46:23.092	SIM:ESM4	Sell	8	5095	Passive
2024-04-30T11:46:42.704	SIM:ESM4	Sell	23	5093.5	Passive
2024-04-30T11:46:54.169	SIM:ESM4	Sell	11	5094.5	Passive
2024-04-30T11:46:54.171	SIM:ESM4	Sell	6	5094.5	Passive
2024-04-30T11:47:08.456	SIM:ESM4	Sell	17	5094.75	Passive
2024-04-30T11:47:08.457	SIM:ESM4	Sell	9	5094.75	Passive
2024-04-30T11:47:23.272	SIM:ESM4	Sell	3	5095.25	Passive
2024-04-30T11:47:26.029	SIM:ESM4	Sell	32	5095	Passive
2024-04-30T11:47:26.031	SIM:ESM4	Sell	22	5095	Passive
2024-04-30T11:47:39.056	SIM:ESM4	Sell	17	5094.5	Passive
2024-04-30T11:47:54.67	SIM:ESM4	Sell	2	5094.5	Passive
2024-04-30T11:47:56.106	SIM:ESM4	Sell	5	5094.25	Passive
2024-04-30T11:47:56.108	SIM:ESM4	Sell	4	5094.25	Passive
2024-04-30T11:47:56.109	SIM:ESM4	Sell	5	5094.25	Passive
2024-04-30T11:48:08.356	SIM:ESM4	Sell	23	5094	Passive
2024-04-30T11:48:23.068	SIM:ESM4	Sell	8	5094.5	Passive
2024-04-30T11:48:23.069	SIM:ESM4	Sell	3	5094.5	Passive
2024-04-30T11:48:26.363	SIM:ESM4	Sell	15	5094.25	Passive
2024-04-30T11:48:37.888	SIM:ESM4	Sell	23	5095.5	Passive
2024-04-30T11:48:53.709	SIM:ESM4	Sell	25	5095.5	Passive

Date - Time

04/30/2024 - 11:34

CQG Symbol

Exchange Symbol

SIM:ESM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

5103.6664

Average Total

5101.45

VWAP Slippage

-2.2139

Arrival Price

5,104.1250

Destination Price

5,097.1250

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T11:32:51.957	SIM:ESM4	Buy	12	5104.25	Passive
2024-04-30T11:32:54.956	SIM:ESM4	Buy	1	5104	Passive
2024-04-30T11:33:07.469	SIM:ESM4	Buy	8	5103.25	Passive
2024-04-30T11:33:07.471	SIM:ESM4	Buy	7	5103.25	Passive
2024-04-30T11:33:07.481	SIM:ESM4	Buy	7	5103.25	Passive
2024-04-30T11:33:07.557	SIM:ESM4	Buy	37	5103.25	Passive
2024-04-30T11:33:24.265	SIM:ESM4	Buy	22	5103	Passive
2024-04-30T11:33:24.268	SIM:ESM4	Buy	34	5103	Passive
2024-04-30T11:33:24.27	SIM:ESM4	Buy	36	5103	Passive
2024-04-30T11:33:24.271	SIM:ESM4	Buy	28	5103	Passive
2024-04-30T11:33:24.272	SIM:ESM4	Buy	6	5103	Passive
2024-04-30T11:33:38.257	SIM:ESM4	Buy	22	5103.25	Passive
2024-04-30T11:33:38.258	SIM:ESM4	Buy	12	5103.25	Passive
2024-04-30T11:33:53.783	SIM:ESM4	Buy	32	5102.5	Passive
2024-04-30T11:34:08.472	SIM:ESM4	Buy	21	5100.75	Passive
2024-04-30T11:34:08.475	SIM:ESM4	Buy	30	5100.75	Passive
2024-04-30T11:34:08.476	SIM:ESM4	Buy	30	5100.75	Passive
2024-04-30T11:34:08.478	SIM:ESM4	Buy	18	5100.75	Passive
2024-04-30T11:34:22.559	SIM:ESM4	Buy	45	5099	Passive
2024-04-30T11:34:22.561	SIM:ESM4	Buy	46	5099	Passive
2024-04-30T11:34:22.564	SIM:ESM4	Buy	11	5099	Passive
2024-04-30T11:34:37.493	SIM:ESM4	Buy	10	5098.25	Passive
2024-04-30T11:34:37.494	SIM:ESM4	Buy	20	5098.25	Passive
2024-04-30T11:34:37.502	SIM:ESM4	Buy	5	5098.25	Passive

Date - Time

04/30/2024 - 11:29

CQG Symbol

CLE

Exchange Symbol

SIM:CLM4

Buy / Sell

Sell

Quantity

500

Total Filled

Market VWAP

Average Total

0.00

VWAP Slippage

0.0000

Arrival Price

81.8250

Destination Price

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor

Date - Time

04/30/2024 - 11:27

CQG Symbol

CLE

Exchange Symbol

SIM:CLM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

81.9059

Average Total

81.90

VWAP Slippage

-0.0013

Arrival Price

81.8350

Destination Price

81.9550

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T11:17:14.691	SIM:CLM4	Buy	1	81.83	Passive
2024-04-30T11:17:14.692	SIM:CLM4	Buy	3	81.83	Passive
2024-04-30T11:17:14.693	SIM:CLM4	Buy	3	81.83	Passive
2024-04-30T11:17:14.694	SIM:CLM4	Buy	3	81.83	Passive
2024-04-30T11:17:14.705	SIM:CLM4	Buy	3	81.83	Passive
2024-04-30T11:17:24.968	SIM:CLM4	Buy	1	81.84	Aggressive
2024-04-30T11:17:24.969	SIM:CLM4	Buy	4	81.84	Aggressive
2024-04-30T11:17:24.97	SIM:CLM4	Buy	4	81.84	Aggressive
2024-04-30T11:17:24.971	SIM:CLM4	Buy	3	81.84	Aggressive
2024-04-30T11:17:24.972	SIM:CLM4	Buy	1	81.84	Aggressive
2024-04-30T11:17:50.062	SIM:CLM4	Buy	6	81.84	Aggressive
2024-04-30T11:17:50.157	SIM:CLM4	Buy	6	81.84	Aggressive
2024-04-30T11:17:50.471	SIM:CLM4	Buy	1	81.84	Aggressive
2024-04-30T11:17:54.257	SIM:CLM4	Buy	2	81.84	Aggressive
2024-04-30T11:17:54.258	SIM:CLM4	Buy	2	81.84	Aggressive
2024-04-30T11:17:54.266	SIM:CLM4	Buy	2	81.84	Aggressive
2024-04-30T11:17:54.357	SIM:CLM4	Buy	2	81.84	Aggressive
2024-04-30T11:17:54.366	SIM:CLM4	Buy	2	81.84	Aggressive
2024-04-30T11:17:54.38	SIM:CLM4	Buy	2	81.84	Aggressive
2024-04-30T11:18:13.557	SIM:CLM4	Buy	3	81.85	Aggressive
2024-04-30T11:18:13.558	SIM:CLM4	Buy	5	81.85	Aggressive
2024-04-30T11:18:13.56	SIM:CLM4	Buy	3	81.85	Aggressive
2024-04-30T11:18:25.328	SIM:CLM4	Buy	2	81.82	Aggressive
2024-04-30T11:18:25.329	SIM:CLM4	Buy	5	81.82	Aggressive
2024-04-30T11:18:25.357	SIM:CLM4	Buy	4	81.82	Aggressive
2024-04-30T11:18:47.461	SIM:CLM4	Buy	2	81.82	Aggressive
2024-04-30T11:18:47.462	SIM:CLM4	Buy	2	81.82	Aggressive
2024-04-30T11:18:47.464	SIM:CLM4	Buy	2	81.82	Aggressive
2024-04-30T11:18:47.47	SIM:CLM4	Buy	1	81.82	Aggressive
2024-04-30T11:18:47.471	SIM:CLM4	Buy	2	81.82	Aggressive
2024-04-30T11:18:47.472	SIM:CLM4	Buy	2	81.82	Aggressive
2024-04-30T11:18:55.29	SIM:CLM4	Buy	1	81.83	Passive
2024-04-30T11:18:55.291	SIM:CLM4	Buy	2	81.83	Passive
2024-04-30T11:18:55.293	SIM:CLM4	Buy	3	81.83	Passive
2024-04-30T11:18:55.294	SIM:CLM4	Buy	4	81.83	Passive
2024-04-30T11:18:55.295	SIM:CLM4	Buy	2	81.83	Passive
2024-04-30T11:19:09.283	SIM:CLM4	Buy	1	81.89	Passive
2024-04-30T11:19:09.286	SIM:CLM4	Buy	2	81.89	Passive
2024-04-30T11:19:09.287	SIM:CLM4	Buy	2	81.89	Passive
2024-04-30T11:19:09.298	SIM:CLM4	Buy	5	81.89	Passive
2024-04-30T11:19:09.299	SIM:CLM4	Buy	3	81.89	Passive
2024-04-30T11:19:28.496	SIM:CLM4	Buy	5	81.87	Aggressive
2024-04-30T11:19:28.497	SIM:CLM4	Buy	5	81.87	Aggressive
2024-04-30T11:19:28.499	SIM:CLM4	Buy	3	81.87	Aggressive
2024-04-30T11:19:42.46	SIM:CLM4	Buy	10	81.86	Passive
2024-04-30T11:19:42.461	SIM:CLM4	Buy	3	81.86	Passive
2024-04-30T11:19:54.276	SIM:CLM4	Buy	3	81.84	Aggressive
2024-04-30T11:19:54.299	SIM:CLM4	Buy	3	81.84	Aggressive
2024-04-30T11:19:54.357	SIM:CLM4	Buy	3	81.84	Aggressive
2024-04-30T11:19:54.372	SIM:CLM4	Buy	3	81.84	Aggressive
2024-04-30T11:19:54.383	SIM:CLM4	Buy	2	81.84	Aggressive
2024-04-30T11:20:18.559	SIM:CLM4	Buy	3	81.83	Passive
2024-04-30T11:20:24.057	SIM:CLM4	Buy	12	81.84	Aggressive
2024-04-30T11:20:33.224	SIM:CLM4	Buy	4	81.85	Aggressive
2024-04-30T11:20:33.225	SIM:CLM4	Buy	3	81.85	Aggressive
2024-04-30T11:20:33.226	SIM:CLM4	Buy	3	81.85	Aggressive
2024-04-30T11:20:33.227	SIM:CLM4	Buy	5	81.85	Aggressive
2024-04-30T11:20:45.778	SIM:CLM4	Buy	6	81.88	Passive
2024-04-30T11:20:45.779	SIM:CLM4	Buy	7	81.88	Passive
2024-04-30T11:20:45.78	SIM:CLM4	Buy	2	81.88	Passive
2024-04-30T11:21:01.66	SIM:CLM4	Buy	7	81.91	Passive
2024-04-30T11:21:01.663	SIM:CLM4	Buy	6	81.91	Passive
2024-04-30T11:21:10.575	SIM:CLM4	Buy	1	81.95	Aggressive
2024-04-30T11:21:10.577	SIM:CLM4	Buy	1	81.95	Aggressive
2024-04-30T11:21:10.578	SIM:CLM4	Buy	2	81.95	Aggressive
2024-04-30T11:21:10.579	SIM:CLM4	Buy	5	81.95	Aggressive
2024-04-30T11:21:10.58	SIM:CLM4	Buy	4	81.95	Aggressive
2024-04-30T11:21:27.465	SIM:CLM4	Buy	3	81.95	Aggressive
2024-04-30T11:21:27.467	SIM:CLM4	Buy	9	81.95	Aggressive
2024-04-30T11:21:41.211	SIM:CLM4	Buy	1	81.91	Passive
2024-04-30T11:21:41.212	SIM:CLM4	Buy	1	81.91	Passive
2024-04-30T11:21:41.276	SIM:CLM4	Buy	1	81.91	Passive
2024-04-30T11:21:41.277	SIM:CLM4	Buy	3	81.91	Passive
2024-04-30T11:21:41.278	SIM:CLM4	Buy	3	81.91	Passive
2024-04-30T11:21:41.282	SIM:CLM4	Buy	3	81.91	Passive
2024-04-30T11:21:57.669	SIM:CLM4	Buy	4	81.96	Aggressive
2024-04-30T11:21:57.67	SIM:CLM4	Buy	5	81.96	Aggressive
2024-04-30T11:21:57.671	SIM:CLM4	Buy	3	81.96	Aggressive
2024-04-30T11:22:10.377	SIM:CLM4	Buy	4	81.95	Aggressive
2024-04-30T11:22:10.378	SIM:CLM4	Buy	4	81.95	Aggressive
2024-04-30T11:22:10.379	SIM:CLM4	Buy	3	81.95	Aggressive
2024-04-30T11:22:26.658	SIM:CLM4	Buy	11	81.91	Passive
2024-04-30T11:22:45.56	SIM:CLM4	Buy	3	81.94	Passive
2024-04-30T11:22:45.561	SIM:CLM4	Buy	6	81.94	Passive
2024-04-30T11:22:45.562	SIM:CLM4	Buy	2	81.94	Passive
2024-04-30T11:22:56.084	SIM:CLM4	Buy	3	81.94	Passive
2024-04-30T11:22:56.085	SIM:CLM4	Buy	3	81.94	Passive
2024-04-30T11:22:56.086	SIM:CLM4	Buy	3	81.94	Passive
2024-04-30T11:22:56.088	SIM:CLM4	Buy	2	81.94	Passive
2024-04-30T11:23:13.257	SIM:CLM4	Buy	2	81.93	Aggressive
2024-04-30T11:23:13.258	SIM:CLM4	Buy	6	81.93	Aggressive
2024-04-30T11:23:13.259	SIM:CLM4	Buy	2	81.93	Aggressive
2024-04-30T11:23:25.592	SIM:CLM4	Buy	5	81.92	Passive
2024-04-30T11:23:25.593	SIM:CLM4	Buy	5	81.92	Passive
2024-04-30T11:23:39.999	SIM:CLM4	Buy	1	81.94	Passive
2024-04-30T11:23:40.001	SIM:CLM4	Buy	1	81.94	Passive
2024-04-30T11:23:40.002	SIM:CLM4	Buy	1	81.94	Passive
2024-04-30T11:23:40.011	SIM:CLM4	Buy	1	81.94	Passive
2024-04-30T11:23:40.021	SIM:CLM4	Buy	1	81.94	Passive
2024-04-30T11:23:40.057	SIM:CLM4	Buy	2	81.94	Passive
2024-04-30T11:23:40.159	SIM:CLM4	Buy	3	81.94	Passive
2024-04-30T11:23:56.392	SIM:CLM4	Buy	2	81.93	Aggressive
2024-04-30T11:23:56.401	SIM:CLM4	Buy	6	81.93	Aggressive
2024-04-30T11:23:56.402	SIM:CLM4	Buy	2	81.93	Aggressive
2024-04-30T11:24:09.778	SIM:CLM4	Buy	1	81.91	Passive
2024-04-30T11:24:09.78	SIM:CLM4	Buy	3	81.91	Passive
2024-04-30T11:24:09.781	SIM:CLM4	Buy	1	81.91	Passive
2024-04-30T11:24:09.782	SIM:CLM4	Buy	2	81.91	Passive
2024-04-30T11:24:09.783	SIM:CLM4	Buy	5	81.91	Passive
2024-04-30T11:24:26.985	SIM:CLM4	Buy	5	81.93	Aggressive
2024-04-30T11:24:26.987	SIM:CLM4	Buy	5	81.93	Aggressive
2024-04-30T11:24:26.988	SIM:CLM4	Buy	1	81.93	Aggressive
2024-04-30T11:24:41.857	SIM:CLM4	Buy	1	81.92	Passive
2024-04-30T11:24:41.858	SIM:CLM4	Buy	1	81.92	Passive
2024-04-30T11:24:42.48	SIM:CLM4	Buy	2	81.92	Passive
2024-04-30T11:24:42.481	SIM:CLM4	Buy	2	81.92	Passive
2024-04-30T11:24:42.483	SIM:CLM4	Buy	1	81.92	Passive
2024-04-30T11:24:42.487	SIM:CLM4	Buy	3	81.92	Passive
2024-04-30T11:24:42.488	SIM:CLM4	Buy	1	81.92	Passive
2024-04-30T11:24:58.486	SIM:CLM4	Buy	3	81.93	Aggressive
2024-04-30T11:24:58.487	SIM:CLM4	Buy	3	81.93	Aggressive
2024-04-30T11:24:58.496	SIM:CLM4	Buy	3	81.93	Aggressive
2024-04-30T11:24:59.06	SIM:CLM4	Buy	1	81.94	Passive
2024-04-30T11:24:59.426	SIM:CLM4	Buy	3	81.94	Passive
2024-04-30T11:25:10.367	SIM:CLM4	Buy	1	81.94	Passive
2024-04-30T11:25:10.37	SIM:CLM4	Buy	1	81.94	Passive
2024-04-30T11:25:10.562	SIM:CLM4	Buy	1	81.94	Passive
2024-04-30T11:25:10.89	SIM:CLM4	Buy	3	81.94	Passive
2024-04-30T11:25:10.891	SIM:CLM4	Buy	3	81.94	Passive
2024-04-30T11:25:10.983	SIM:CLM4	Buy	3	81.94	Passive
2024-04-30T11:25:11.066	SIM:CLM4	Buy	1	81.94	Passive
2024-04-30T11:25:29.556	SIM:CLM4	Buy	1	81.95	Aggressive
2024-04-30T11:25:31.258	SIM:CLM4	Buy	2	81.95	Aggressive
2024-04-30T11:25:31.36	SIM:CLM4	Buy	2	81.95	Aggressive
2024-04-30T11:25:31.557	SIM:CLM4	Buy	2	81.95	Aggressive
2024-04-30T11:25:31.57	SIM:CLM4	Buy	7	81.95	Aggressive
2024-04-30T11:25:51.662	SIM:CLM4	Buy	2	81.97	Passive
2024-04-30T11:25:51.663	SIM:CLM4	Buy	3	81.97	Passive
2024-04-30T11:25:51.665	SIM:CLM4	Buy	4	81.97	Passive
2024-04-30T11:25:51.666	SIM:CLM4	Buy	5	81.97	Passive
2024-04-30T11:25:58.88	SIM:CLM4	Buy	1	81.95	Aggressive
2024-04-30T11:25:58.881	SIM:CLM4	Buy	4	81.95	Aggressive
2024-04-30T11:25:58.882	SIM:CLM4	Buy	4	81.95	Aggressive
2024-04-30T11:25:58.886	SIM:CLM4	Buy	4	81.95	Aggressive
2024-04-30T11:25:58.887	SIM:CLM4	Buy	1	81.95	Aggressive
2024-04-30T11:26:10.172	SIM:CLM4	Buy	2	81.96	Aggressive
2024-04-30T11:26:13.296	SIM:CLM4	Buy	2	81.96	Aggressive
2024-04-30T11:26:13.298	SIM:CLM4	Buy	3	81.96	Aggressive
2024-04-30T11:26:13.299	SIM:CLM4	Buy	4	81.96	Aggressive
2024-04-30T11:26:13.3	SIM:CLM4	Buy	3	81.96	Aggressive
2024-04-30T11:26:25.26	SIM:CLM4	Buy	1	81.96	Aggressive
2024-04-30T11:26:25.262	SIM:CLM4	Buy	3	81.96	Aggressive
2024-04-30T11:26:25.263	SIM:CLM4	Buy	3	81.96	Aggressive
2024-04-30T11:26:25.269	SIM:CLM4	Buy	3	81.96	Aggressive
2024-04-30T11:26:25.273	SIM:CLM4	Buy	3	81.96	Aggressive
2024-04-30T11:26:25.281	SIM:CLM4	Buy	1	81.96	Aggressive
2024-04-30T11:26:47.603	SIM:CLM4	Buy	1	81.96	Aggressive
2024-04-30T11:26:47.612	SIM:CLM4	Buy	1	81.96	Aggressive
2024-04-30T11:26:47.613	SIM:CLM4	Buy	1	81.96	Aggressive
2024-04-30T11:26:47.614	SIM:CLM4	Buy	6	81.96	Aggressive
2024-04-30T11:26:47.615	SIM:CLM4	Buy	5	81.96	Aggressive
2024-04-30T11:26:54.024	SIM:CLM4	Buy	9	81.96	Aggressive
2024-04-30T11:26:54.024	SIM:CLM4	Buy	7	81.97	Passive

Date - Time

04/30/2024 - 11:16

CQG Symbol

TYA

Exchange Symbol

SIM:ZNM4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

107.6285

Average Total

107.62

VWAP Slippage

0.0085

Arrival Price

107.6172

Destination Price

107.6328

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T11:06:07.957	SIM:ZNM4	Sell	14	107.609375	Passive
2024-04-30T11:06:22.958	SIM:ZNM4	Sell	16	107.609375	Passive
2024-04-30T11:06:37.924	SIM:ZNM4	Sell	16	107.609375	Passive
2024-04-30T11:06:52.957	SIM:ZNM4	Sell	15	107.609375	Passive
2024-04-30T11:07:07.922	SIM:ZNM4	Sell	15	107.609375	Passive
2024-04-30T11:07:22.958	SIM:ZNM4	Sell	14	107.609375	Passive
2024-04-30T11:07:37.968	SIM:ZNM4	Sell	14	107.609375	Passive
2024-04-30T11:07:51.967	SIM:ZNM4	Sell	14	107.609375	Passive
2024-04-30T11:08:02.656	SIM:ZNM4	Sell	13	107.609375	Passive
2024-04-30T11:08:22.917	SIM:ZNM4	Sell	12	107.609375	Passive
2024-04-30T11:08:37.958	SIM:ZNM4	Sell	12	107.609375	Passive
2024-04-30T11:08:51.961	SIM:ZNM4	Sell	12	107.625	Passive
2024-04-30T11:08:57.157	SIM:ZNM4	Sell	13	107.625	Passive
2024-04-30T11:09:22.967	SIM:ZNM4	Sell	13	107.625	Passive
2024-04-30T11:09:35.657	SIM:ZNM4	Sell	14	107.625	Passive
2024-04-30T11:09:52.961	SIM:ZNM4	Sell	14	107.625	Passive
2024-04-30T11:10:07.967	SIM:ZNM4	Sell	12	107.625	Passive
2024-04-30T11:10:11.461	SIM:ZNM4	Sell	9	107.640625	Passive
2024-04-30T11:10:37.957	SIM:ZNM4	Sell	10	107.625	Passive
2024-04-30T11:10:52.928	SIM:ZNM4	Sell	9	107.609375	Passive
2024-04-30T11:11:06.957	SIM:ZNM4	Sell	10	107.625	Passive
2024-04-30T11:11:22.957	SIM:ZNM4	Sell	11	107.625	Passive
2024-04-30T11:11:37.923	SIM:ZNM4	Sell	11	107.625	Passive
2024-04-30T11:11:52.928	SIM:ZNM4	Sell	11	107.625	Passive
2024-04-30T11:12:07.926	SIM:ZNM4	Sell	10	107.625	Passive
2024-04-30T11:12:22.957	SIM:ZNM4	Sell	10	107.625	Passive
2024-04-30T11:12:29.177	SIM:ZNM4	Sell	10	107.640625	Passive
2024-04-30T11:12:52.96	SIM:ZNM4	Sell	10	107.625	Passive
2024-04-30T11:13:07.967	SIM:ZNM4	Sell	10	107.625	Passive
2024-04-30T11:13:22.958	SIM:ZNM4	Sell	9	107.625	Passive
2024-04-30T11:13:37.957	SIM:ZNM4	Sell	9	107.625	Passive
2024-04-30T11:13:52.967	SIM:ZNM4	Sell	10	107.625	Passive
2024-04-30T11:14:07.96	SIM:ZNM4	Sell	12	107.625	Passive
2024-04-30T11:14:22.968	SIM:ZNM4	Sell	16	107.625	Passive
2024-04-30T11:14:37.959	SIM:ZNM4	Sell	16	107.625	Passive
2024-04-30T11:14:52.928	SIM:ZNM4	Sell	16	107.625	Passive
2024-04-30T11:15:07.96	SIM:ZNM4	Sell	15	107.625	Passive
2024-04-30T11:15:22.924	SIM:ZNM4	Sell	14	107.625	Passive
2024-04-30T11:15:35.378	SIM:ZNM4	Sell	14	107.625	Passive
2024-04-30T11:15:37.92	SIM:ZNM4	Sell	15	107.609375	Passive

Date - Time

04/30/2024 - 11:05

CQG Symbol

TYA

Exchange Symbol

SIM:ZNM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

107.6248

Average Total

107.64

VWAP Slippage

0.0115

Arrival Price

107.6172

Destination Price

107.6172

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T10:55:38.308	SIM:ZNM4	Buy	10	107.625	Passive
2024-04-30T10:55:56.509	SIM:ZNM4	Buy	9	107.625	Passive
2024-04-30T10:56:14.878	SIM:ZNM4	Buy	10	107.625	Passive
2024-04-30T10:56:36.771	SIM:ZNM4	Buy	9	107.640625	Passive
2024-04-30T10:56:51.712	SIM:ZNM4	Buy	9	107.640625	Passive
2024-04-30T10:57:06.761	SIM:ZNM4	Buy	10	107.640625	Passive
2024-04-30T10:57:10.157	SIM:ZNM4	Buy	11	107.625	Passive
2024-04-30T10:57:28.164	SIM:ZNM4	Buy	11	107.625	Passive
2024-04-30T10:57:28.167	SIM:ZNM4	Buy	1	107.625	Passive
2024-04-30T10:57:41.111	SIM:ZNM4	Buy	11	107.625	Passive
2024-04-30T10:58:06.759	SIM:ZNM4	Buy	13	107.640625	Passive
2024-04-30T10:58:21.715	SIM:ZNM4	Buy	14	107.640625	Passive
2024-04-30T10:58:36.719	SIM:ZNM4	Buy	14	107.640625	Passive
2024-04-30T10:58:45.222	SIM:ZNM4	Buy	15	107.625	Passive
2024-04-30T10:59:06.721	SIM:ZNM4	Buy	15	107.640625	Passive
2024-04-30T10:59:21.72	SIM:ZNM4	Buy	17	107.640625	Passive
2024-04-30T10:59:36.712	SIM:ZNM4	Buy	16	107.640625	Passive
2024-04-30T10:59:51.76	SIM:ZNM4	Buy	17	107.640625	Passive
2024-04-30T11:00:06.757	SIM:ZNM4	Buy	15	107.640625	Passive
2024-04-30T11:00:21.723	SIM:ZNM4	Buy	12	107.640625	Passive
2024-04-30T11:00:36.712	SIM:ZNM4	Buy	13	107.65625	Passive
2024-04-30T11:00:48.657	SIM:ZNM4	Buy	12	107.640625	Passive
2024-04-30T11:01:06.707	SIM:ZNM4	Buy	12	107.640625	Passive
2024-04-30T11:01:16.47	SIM:ZNM4	Buy	10	107.640625	Passive
2024-04-30T11:01:36.758	SIM:ZNM4	Buy	10	107.640625	Passive
2024-04-30T11:01:51.76	SIM:ZNM4	Buy	10	107.640625	Passive
2024-04-30T11:02:06.767	SIM:ZNM4	Buy	13	107.640625	Passive
2024-04-30T11:02:21.706	SIM:ZNM4	Buy	15	107.640625	Passive
2024-04-30T11:02:36.709	SIM:ZNM4	Buy	15	107.640625	Passive
2024-04-30T11:02:51.708	SIM:ZNM4	Buy	16	107.640625	Passive
2024-04-30T11:03:06.709	SIM:ZNM4	Buy	14	107.640625	Passive
2024-04-30T11:03:21.72	SIM:ZNM4	Buy	13	107.640625	Passive
2024-04-30T11:03:36.719	SIM:ZNM4	Buy	12	107.640625	Passive
2024-04-30T11:03:51.714	SIM:ZNM4	Buy	13	107.640625	Passive
2024-04-30T11:04:06.72	SIM:ZNM4	Buy	12	107.640625	Passive
2024-04-30T11:04:21.72	SIM:ZNM4	Buy	10	107.640625	Passive
2024-04-30T11:04:33.557	SIM:ZNM4	Buy	11	107.625	Passive
2024-04-30T11:04:49.83	SIM:ZNM4	Buy	11	107.625	Passive
2024-04-30T11:05:03.4	SIM:ZNM4	Buy	12	107.609375	Passive
2024-04-30T11:05:21.76	SIM:ZNM4	Buy	14	107.625	Passive
2024-04-30T11:05:21.76	SIM:ZNM4	Buy	13	107.625	Passive

Date - Time

04/30/2024 - 10:55

CQG Symbol

ZCE

Exchange Symbol

SIM:ZCN4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

446.1382

Average Total

446.05

VWAP Slippage

0.0902

Arrival Price

445.6250

Destination Price

446.3750

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T10:44:54.702	SIM:ZCN4	Sell	14	445.75	Passive
2024-04-30T10:45:06.185	SIM:ZCN4	Sell	5	445.75	Passive
2024-04-30T10:45:06.186	SIM:ZCN4	Sell	10	445.75	Passive
2024-04-30T10:45:35.212	SIM:ZCN4	Sell	15	445.75	Passive
2024-04-30T10:45:50.211	SIM:ZCN4	Sell	14	445.75	Passive
2024-04-30T10:46:05.221	SIM:ZCN4	Sell	15	445.75	Passive
2024-04-30T10:46:20.22	SIM:ZCN4	Sell	16	445.75	Passive
2024-04-30T10:46:35.221	SIM:ZCN4	Sell	15	445.75	Passive
2024-04-30T10:46:36.789	SIM:ZCN4	Sell	6	446	Passive
2024-04-30T10:46:36.791	SIM:ZCN4	Sell	6	446	Passive
2024-04-30T10:46:36.795	SIM:ZCN4	Sell	4	446	Passive
2024-04-30T10:47:05.257	SIM:ZCN4	Sell	14	446	Passive
2024-04-30T10:47:20.267	SIM:ZCN4	Sell	10	446	Passive
2024-04-30T10:47:24.001	SIM:ZCN4	Sell	3	446	Passive
2024-04-30T10:47:24.003	SIM:ZCN4	Sell	7	446	Passive
2024-04-30T10:47:46.76	SIM:ZCN4	Sell	10	446.25	Passive
2024-04-30T10:47:50.795	SIM:ZCN4	Sell	11	446.25	Passive
2024-04-30T10:48:20.22	SIM:ZCN4	Sell	12	446	Passive
2024-04-30T10:48:35.222	SIM:ZCN4	Sell	13	446	Passive
2024-04-30T10:48:50.223	SIM:ZCN4	Sell	12	446	Passive
2024-04-30T10:49:03.762	SIM:ZCN4	Sell	12	446.25	Passive
2024-04-30T10:49:12.377	SIM:ZCN4	Sell	11	446.25	Passive
2024-04-30T10:49:35.222	SIM:ZCN4	Sell	12	446.25	Passive
2024-04-30T10:49:50.262	SIM:ZCN4	Sell	12	446.25	Passive
2024-04-30T10:49:57.501	SIM:ZCN4	Sell	11	446.25	Passive
2024-04-30T10:50:20.257	SIM:ZCN4	Sell	12	446.25	Passive
2024-04-30T10:50:23.502	SIM:ZCN4	Sell	11	446.5	Passive
2024-04-30T10:50:50.225	SIM:ZCN4	Sell	12	446.25	Passive
2024-04-30T10:51:02.857	SIM:ZCN4	Sell	8	446.25	Passive
2024-04-30T10:51:02.858	SIM:ZCN4	Sell	3	446.25	Passive
2024-04-30T10:51:07.76	SIM:ZCN4	Sell	8	446.25	Passive
2024-04-30T10:51:07.761	SIM:ZCN4	Sell	5	446.25	Passive
2024-04-30T10:51:35.208	SIM:ZCN4	Sell	13	446	Passive
2024-04-30T10:51:50.223	SIM:ZCN4	Sell	13	446	Passive
2024-04-30T10:52:05.224	SIM:ZCN4	Sell	13	446	Passive
2024-04-30T10:52:13.621	SIM:ZCN4	Sell	13	446.25	Passive
2024-04-30T10:52:35.208	SIM:ZCN4	Sell	13	446.25	Passive
2024-04-30T10:52:50.21	SIM:ZCN4	Sell	13	446	Passive
2024-04-30T10:53:05.221	SIM:ZCN4	Sell	13	446	Passive
2024-04-30T10:53:20.206	SIM:ZCN4	Sell	10	446	Passive
2024-04-30T10:53:35.267	SIM:ZCN4	Sell	11	446	Passive
2024-04-30T10:53:50.267	SIM:ZCN4	Sell	10	446	Passive
2024-04-30T10:54:05.268	SIM:ZCN4	Sell	11	446	Passive
2024-04-30T10:54:20.211	SIM:ZCN4	Sell	13	446	Passive
2024-04-30T10:54:34.36	SIM:ZCN4	Sell	12	446.25	Passive
2024-04-30T10:54:35.204	SIM:ZCN4	Sell	13	446.25	Passive

Date - Time

04/30/2024 - 10:44

CQG Symbol

ZCE

Exchange Symbol

SIM:ZCN4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

445.6051

Average Total

445.71

VWAP Slippage

0.1079

Arrival Price

445.8750

Destination Price

445.6250

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T10:34:48.693	SIM:ZCN4	Buy	16	446	Passive
2024-04-30T10:35:03.701	SIM:ZCN4	Buy	17	446	Passive
2024-04-30T10:35:18.679	SIM:ZCN4	Buy	16	446	Passive
2024-04-30T10:35:33.701	SIM:ZCN4	Buy	15	446	Passive
2024-04-30T10:35:48.692	SIM:ZCN4	Buy	16	446	Passive
2024-04-30T10:36:03.683	SIM:ZCN4	Buy	14	446	Passive
2024-04-30T10:36:18.684	SIM:ZCN4	Buy	10	446	Passive
2024-04-30T10:36:33.702	SIM:ZCN4	Buy	10	446	Passive
2024-04-30T10:36:48.693	SIM:ZCN4	Buy	10	446	Passive
2024-04-30T10:37:03.684	SIM:ZCN4	Buy	10	446	Passive
2024-04-30T10:37:18.7	SIM:ZCN4	Buy	11	446	Passive
2024-04-30T10:37:33.696	SIM:ZCN4	Buy	12	446	Passive
2024-04-30T10:37:39.435	SIM:ZCN4	Buy	11	445.75	Passive
2024-04-30T10:38:03.688	SIM:ZCN4	Buy	12	445.75	Passive
2024-04-30T10:38:18.692	SIM:ZCN4	Buy	12	445.75	Passive
2024-04-30T10:38:33.688	SIM:ZCN4	Buy	13	445.75	Passive
2024-04-30T10:38:43.282	SIM:ZCN4	Buy	13	445.75	Passive
2024-04-30T10:38:55.194	SIM:ZCN4	Buy	13	445.75	Passive
2024-04-30T10:39:21.882	SIM:ZCN4	Buy	15	445.75	Passive
2024-04-30T10:39:24.71	SIM:ZCN4	Buy	15	445.5	Passive
2024-04-30T10:39:48.683	SIM:ZCN4	Buy	15	445.5	Passive
2024-04-30T10:40:03.684	SIM:ZCN4	Buy	14	445.5	Passive
2024-04-30T10:40:08.758	SIM:ZCN4	Buy	4	445.5	Passive
2024-04-30T10:40:08.759	SIM:ZCN4	Buy	4	445.5	Passive
2024-04-30T10:40:08.765	SIM:ZCN4	Buy	4	445.5	Passive
2024-04-30T10:40:08.858	SIM:ZCN4	Buy	1	445.5	Passive
2024-04-30T10:40:18.983	SIM:ZCN4	Buy	1	445.5	Passive
2024-04-30T10:40:18.984	SIM:ZCN4	Buy	9	445.5	Passive
2024-04-30T10:40:18.985	SIM:ZCN4	Buy	4	445.5	Passive
2024-04-30T10:40:48.69	SIM:ZCN4	Buy	13	445.5	Passive
2024-04-30T10:41:03.687	SIM:ZCN4	Buy	13	445.5	Passive
2024-04-30T10:41:18.689	SIM:ZCN4	Buy	11	445.75	Passive
2024-04-30T10:41:33.685	SIM:ZCN4	Buy	12	445.75	Passive
2024-04-30T10:41:39.757	SIM:ZCN4	Buy	11	445.5	Passive
2024-04-30T10:42:03.696	SIM:ZCN4	Buy	11	445.5	Passive
2024-04-30T10:42:18.701	SIM:ZCN4	Buy	8	445.5	Passive
2024-04-30T10:42:33.701	SIM:ZCN4	Buy	7	445.5	Passive
2024-04-30T10:42:48.699	SIM:ZCN4	Buy	7	445.5	Passive
2024-04-30T10:43:03.701	SIM:ZCN4	Buy	9	445.5	Passive
2024-04-30T10:43:18.7	SIM:ZCN4	Buy	13	445.5	Passive
2024-04-30T10:43:33.956	SIM:ZCN4	Buy	13	445.5	Passive
2024-04-30T10:43:48.682	SIM:ZCN4	Buy	14	445.5	Passive
2024-04-30T10:44:03.701	SIM:ZCN4	Buy	13	445.5	Passive
2024-04-30T10:44:18.685	SIM:ZCN4	Buy	14	445.5	Passive
2024-04-30T10:44:18.685	SIM:ZCN4	Buy	14	445.5	Passive

Date - Time

04/30/2024 - 10:34

CQG Symbol

ENQ

Exchange Symbol

SIM:NQM4

Buy / Sell

Sell

Quantity

500

Total Filled

112

Market VWAP

17752.2301

Average Total

17753.46

VWAP Slippage

-1.2275

Arrival Price

17,752.8750

Destination Price

17,759.2500

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T10:31:52.611	SIM:NQM4	Sell	1	17753	Passive
2024-04-30T10:31:52.66	SIM:NQM4	Sell	3	17753	Passive
2024-04-30T10:31:52.665	SIM:NQM4	Sell	1	17753	Passive
2024-04-30T10:31:52.697	SIM:NQM4	Sell	2	17753	Passive
2024-04-30T10:31:52.698	SIM:NQM4	Sell	3	17753	Passive
2024-04-30T10:31:52.703	SIM:NQM4	Sell	3	17753	Passive
2024-04-30T10:32:06.967	SIM:NQM4	Sell	2	17745.25	Passive
2024-04-30T10:32:06.968	SIM:NQM4	Sell	5	17745.25	Passive
2024-04-30T10:32:06.969	SIM:NQM4	Sell	4	17745.25	Passive
2024-04-30T10:32:06.97	SIM:NQM4	Sell	2	17745.5	Aggressive
2024-04-30T10:32:21.657	SIM:NQM4	Sell	1	17744.25	Passive
2024-04-30T10:32:21.685	SIM:NQM4	Sell	2	17744.25	Passive
2024-04-30T10:32:21.69	SIM:NQM4	Sell	2	17744.25	Passive
2024-04-30T10:32:21.901	SIM:NQM4	Sell	1	17743.75	Passive
2024-04-30T10:32:21.902	SIM:NQM4	Sell	1	17743.75	Passive
2024-04-30T10:32:21.903	SIM:NQM4	Sell	1	17743.75	Passive
2024-04-30T10:32:21.905	SIM:NQM4	Sell	1	17743.75	Passive
2024-04-30T10:32:22.057	SIM:NQM4	Sell	1	17743.75	Passive
2024-04-30T10:32:22.157	SIM:NQM4	Sell	2	17743.75	Passive
2024-04-30T10:32:22.26	SIM:NQM4	Sell	2	17743.75	Passive
2024-04-30T10:32:36.658	SIM:NQM4	Sell	3	17756	Passive
2024-04-30T10:32:36.659	SIM:NQM4	Sell	2	17756	Passive
2024-04-30T10:32:36.669	SIM:NQM4	Sell	2	17756	Passive
2024-04-30T10:32:36.674	SIM:NQM4	Sell	2	17756	Passive
2024-04-30T10:32:36.703	SIM:NQM4	Sell	2	17756	Passive
2024-04-30T10:32:36.865	SIM:NQM4	Sell	2	17756	Passive
2024-04-30T10:32:52.057	SIM:NQM4	Sell	1	17756.5	Passive
2024-04-30T10:32:52.162	SIM:NQM4	Sell	4	17756.75	Aggressive
2024-04-30T10:32:52.162	SIM:NQM4	Sell	7	17756.5	Passive
2024-04-30T10:33:07.162	SIM:NQM4	Sell	1	17756.5	Passive
2024-04-30T10:33:07.457	SIM:NQM4	Sell	2	17756.25	Aggressive
2024-04-30T10:33:07.457	SIM:NQM4	Sell	8	17756	Passive
2024-04-30T10:33:07.487	SIM:NQM4	Sell	1	17756.25	Aggressive
2024-04-30T10:33:21.863	SIM:NQM4	Sell	2	17756.5	Passive
2024-04-30T10:33:22.256	SIM:NQM4	Sell	4	17756.25	Passive
2024-04-30T10:33:22.265	SIM:NQM4	Sell	4	17756.25	Passive
2024-04-30T10:33:22.267	SIM:NQM4	Sell	1	17756.5	Aggressive
2024-04-30T10:33:37.157	SIM:NQM4	Sell	1	17757	Passive
2024-04-30T10:33:37.158	SIM:NQM4	Sell	1	17757	Passive
2024-04-30T10:33:37.159	SIM:NQM4	Sell	2	17757	Passive
2024-04-30T10:33:37.161	SIM:NQM4	Sell	3	17757	Passive
2024-04-30T10:33:37.163	SIM:NQM4	Sell	1	17757	Passive
2024-04-30T10:33:37.36	SIM:NQM4	Sell	1	17757	Passive
2024-04-30T10:33:37.361	SIM:NQM4	Sell	1	17757	Passive
2024-04-30T10:33:37.687	SIM:NQM4	Sell	1	17757	Passive
2024-04-30T10:33:37.981	SIM:NQM4	Sell	1	17756.75	Passive
2024-04-30T10:33:51.699	SIM:NQM4	Sell	1	17759.25	Passive
2024-04-30T10:33:51.7	SIM:NQM4	Sell	1	17759.25	Passive
2024-04-30T10:33:51.756	SIM:NQM4	Sell	1	17759.25	Passive
2024-04-30T10:33:51.757	SIM:NQM4	Sell	1	17759.25	Passive
2024-04-30T10:33:51.959	SIM:NQM4	Sell	1	17759.25	Passive
2024-04-30T10:33:51.971	SIM:NQM4	Sell	1	17759.25	Passive
2024-04-30T10:33:51.973	SIM:NQM4	Sell	1	17759.25	Passive
2024-04-30T10:33:52.061	SIM:NQM4	Sell	2	17759.25	Passive
2024-04-30T10:33:52.256	SIM:NQM4	Sell	2	17759.25	Passive
2024-04-30T10:33:52.557	SIM:NQM4	Sell	1	17759.25	Passive