VWAP Analytics

CQG Algos

Payup Model: Theo Queue

Date - Time

04/30/2024 - 10:31

CQG Symbol

ENQ

Exchange Symbol

SIM:NQM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

17764.3124

Average Total

17767.84

VWAP Slippage

3.5266

Arrival Price

17,775.0000

Destination Price

17,752.7500

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T10:21:36.892	SIM:NQM4	Buy	2	17775.5	Passive
2024-04-30T10:21:36.893	SIM:NQM4	Buy	2	17775.5	Passive
2024-04-30T10:21:36.894	SIM:NQM4	Buy	7	17775.5	Passive
2024-04-30T10:21:36.896	SIM:NQM4	Buy	1	17775.25	Aggressive
2024-04-30T10:21:50.69	SIM:NQM4	Buy	1	17774	Passive
2024-04-30T10:21:50.691	SIM:NQM4	Buy	4	17774	Passive
2024-04-30T10:21:50.694	SIM:NQM4	Buy	4	17774	Passive
2024-04-30T10:21:50.695	SIM:NQM4	Buy	3	17774	Passive
2024-04-30T10:22:05.858	SIM:NQM4	Buy	2	17774	Passive
2024-04-30T10:22:05.965	SIM:NQM4	Buy	1	17774	Passive
2024-04-30T10:22:05.966	SIM:NQM4	Buy	1	17774	Passive
2024-04-30T10:22:05.967	SIM:NQM4	Buy	1	17774	Passive
2024-04-30T10:22:05.968	SIM:NQM4	Buy	1	17774	Passive
2024-04-30T10:22:05.99	SIM:NQM4	Buy	1	17774	Passive
2024-04-30T10:22:05.991	SIM:NQM4	Buy	1	17774	Passive
2024-04-30T10:22:06.001	SIM:NQM4	Buy	2	17774	Passive
2024-04-30T10:22:06.003	SIM:NQM4	Buy	2	17774	Passive
2024-04-30T10:22:20.697	SIM:NQM4	Buy	4	17768	Passive
2024-04-30T10:22:20.698	SIM:NQM4	Buy	2	17768	Passive
2024-04-30T10:22:20.703	SIM:NQM4	Buy	1	17768	Passive
2024-04-30T10:22:20.704	SIM:NQM4	Buy	3	17768	Passive
2024-04-30T10:22:20.705	SIM:NQM4	Buy	3	17768	Passive
2024-04-30T10:22:35.559	SIM:NQM4	Buy	2	17772.25	Passive
2024-04-30T10:22:35.662	SIM:NQM4	Buy	2	17772.25	Passive
2024-04-30T10:22:35.757	SIM:NQM4	Buy	2	17772.25	Passive
2024-04-30T10:22:35.763	SIM:NQM4	Buy	2	17772.25	Passive
2024-04-30T10:22:35.856	SIM:NQM4	Buy	1	17772.25	Passive
2024-04-30T10:22:36.176	SIM:NQM4	Buy	1	17773.25	Passive
2024-04-30T10:22:36.177	SIM:NQM4	Buy	1	17773.25	Passive
2024-04-30T10:22:36.178	SIM:NQM4	Buy	1	17773.25	Passive
2024-04-30T10:22:36.184	SIM:NQM4	Buy	1	17773.25	Passive
2024-04-30T10:22:50.498	SIM:NQM4	Buy	1	17774.5	Passive
2024-04-30T10:22:50.561	SIM:NQM4	Buy	2	17774.5	Passive
2024-04-30T10:22:50.563	SIM:NQM4	Buy	1	17774.5	Passive
2024-04-30T10:22:50.566	SIM:NQM4	Buy	1	17774.5	Passive
2024-04-30T10:22:51.263	SIM:NQM4	Buy	2	17775.5	Passive
2024-04-30T10:22:51.266	SIM:NQM4	Buy	2	17775.5	Passive
2024-04-30T10:22:51.279	SIM:NQM4	Buy	2	17775.5	Passive
2024-04-30T10:22:51.28	SIM:NQM4	Buy	1	17775.5	Passive
2024-04-30T10:23:05.599	SIM:NQM4	Buy	1	17769	Passive
2024-04-30T10:23:05.601	SIM:NQM4	Buy	1	17768.75	Aggressive
2024-04-30T10:23:05.601	SIM:NQM4	Buy	2	17769	Passive
2024-04-30T10:23:05.602	SIM:NQM4	Buy	1	17769	Passive
2024-04-30T10:23:05.613	SIM:NQM4	Buy	4	17769	Passive
2024-04-30T10:23:05.756	SIM:NQM4	Buy	2	17769.25	Passive
2024-04-30T10:23:05.762	SIM:NQM4	Buy	1	17769.25	Passive
2024-04-30T10:23:20.398	SIM:NQM4	Buy	1	17770	Passive
2024-04-30T10:23:20.4	SIM:NQM4	Buy	1	17770	Passive
2024-04-30T10:23:20.403	SIM:NQM4	Buy	1	17770	Passive
2024-04-30T10:23:20.678	SIM:NQM4	Buy	3	17770	Passive
2024-04-30T10:23:20.679	SIM:NQM4	Buy	4	17770	Passive
2024-04-30T10:23:20.68	SIM:NQM4	Buy	1	17770	Passive
2024-04-30T10:23:35.385	SIM:NQM4	Buy	3	17765.5	Passive
2024-04-30T10:23:35.397	SIM:NQM4	Buy	2	17765.5	Passive
2024-04-30T10:23:35.398	SIM:NQM4	Buy	2	17765.5	Passive
2024-04-30T10:23:35.46	SIM:NQM4	Buy	2	17765.5	Passive
2024-04-30T10:23:35.556	SIM:NQM4	Buy	2	17765.5	Passive
2024-04-30T10:23:50.816	SIM:NQM4	Buy	2	17764.25	Passive
2024-04-30T10:23:50.858	SIM:NQM4	Buy	2	17764.25	Passive
2024-04-30T10:23:51.289	SIM:NQM4	Buy	1	17764.25	Passive
2024-04-30T10:23:51.29	SIM:NQM4	Buy	2	17764.25	Passive
2024-04-30T10:23:51.291	SIM:NQM4	Buy	2	17764.25	Passive
2024-04-30T10:23:51.296	SIM:NQM4	Buy	2	17764.25	Passive
2024-04-30T10:23:51.297	SIM:NQM4	Buy	1	17764.25	Passive
2024-04-30T10:24:05.356	SIM:NQM4	Buy	2	17763.25	Passive
2024-04-30T10:24:05.357	SIM:NQM4	Buy	2	17763	Aggressive
2024-04-30T10:24:05.357	SIM:NQM4	Buy	7	17763.25	Passive
2024-04-30T10:24:05.366	SIM:NQM4	Buy	2	17763.25	Passive
2024-04-30T10:24:20.605	SIM:NQM4	Buy	7	17764	Passive
2024-04-30T10:24:20.606	SIM:NQM4	Buy	2	17763.75	Aggressive
2024-04-30T10:24:20.606	SIM:NQM4	Buy	3	17764	Passive
2024-04-30T10:24:35.674	SIM:NQM4	Buy	1	17759	Passive
2024-04-30T10:24:35.676	SIM:NQM4	Buy	1	17759	Passive
2024-04-30T10:24:35.684	SIM:NQM4	Buy	1	17759	Passive
2024-04-30T10:24:35.957	SIM:NQM4	Buy	3	17760	Passive
2024-04-30T10:24:36.98	SIM:NQM4	Buy	2	17760.25	Passive
2024-04-30T10:24:36.982	SIM:NQM4	Buy	2	17760.25	Passive
2024-04-30T10:24:37.209	SIM:NQM4	Buy	2	17760.25	Passive
2024-04-30T10:24:50.557	SIM:NQM4	Buy	4	17766	Passive
2024-04-30T10:24:50.657	SIM:NQM4	Buy	1	17766	Passive
2024-04-30T10:24:50.76	SIM:NQM4	Buy	2	17766	Passive
2024-04-30T10:24:50.777	SIM:NQM4	Buy	3	17766	Passive
2024-04-30T10:24:50.778	SIM:NQM4	Buy	3	17766	Passive
2024-04-30T10:25:05.456	SIM:NQM4	Buy	2	17772.5	Passive
2024-04-30T10:25:05.457	SIM:NQM4	Buy	1	17772.5	Passive
2024-04-30T10:25:05.464	SIM:NQM4	Buy	1	17772.5	Passive
2024-04-30T10:25:05.467	SIM:NQM4	Buy	1	17772.5	Passive
2024-04-30T10:25:05.468	SIM:NQM4	Buy	1	17772.5	Passive
2024-04-30T10:25:05.482	SIM:NQM4	Buy	4	17772.75	Passive
2024-04-30T10:25:05.483	SIM:NQM4	Buy	2	17772.75	Passive
2024-04-30T10:25:20.567	SIM:NQM4	Buy	2	17768.75	Passive
2024-04-30T10:25:20.568	SIM:NQM4	Buy	2	17768.5	Aggressive
2024-04-30T10:25:20.568	SIM:NQM4	Buy	6	17768.75	Passive
2024-04-30T10:25:20.571	SIM:NQM4	Buy	2	17768.25	Aggressive
2024-04-30T10:25:35.681	SIM:NQM4	Buy	1	17771.25	Passive
2024-04-30T10:25:35.699	SIM:NQM4	Buy	1	17771.25	Passive
2024-04-30T10:25:35.785	SIM:NQM4	Buy	1	17771.25	Passive
2024-04-30T10:25:35.786	SIM:NQM4	Buy	1	17771.25	Passive
2024-04-30T10:25:35.787	SIM:NQM4	Buy	1	17771.25	Passive
2024-04-30T10:25:35.909	SIM:NQM4	Buy	3	17771.25	Passive
2024-04-30T10:25:35.91	SIM:NQM4	Buy	3	17771.25	Passive
2024-04-30T10:25:35.911	SIM:NQM4	Buy	1	17771.25	Passive
2024-04-30T10:25:50.89	SIM:NQM4	Buy	2	17772.25	Passive
2024-04-30T10:25:50.891	SIM:NQM4	Buy	2	17772.25	Passive
2024-04-30T10:25:50.892	SIM:NQM4	Buy	2	17772.25	Passive
2024-04-30T10:25:50.896	SIM:NQM4	Buy	3	17772.25	Passive
2024-04-30T10:25:50.961	SIM:NQM4	Buy	2	17772	Aggressive
2024-04-30T10:26:05.657	SIM:NQM4	Buy	1	17770.25	Passive
2024-04-30T10:26:05.658	SIM:NQM4	Buy	1	17770.25	Passive
2024-04-30T10:26:05.659	SIM:NQM4	Buy	1	17770.25	Passive
2024-04-30T10:26:05.693	SIM:NQM4	Buy	3	17770.25	Passive
2024-04-30T10:26:05.694	SIM:NQM4	Buy	3	17770.25	Passive
2024-04-30T10:26:05.695	SIM:NQM4	Buy	2	17770.25	Passive
2024-04-30T10:26:20.559	SIM:NQM4	Buy	2	17770.25	Aggressive
2024-04-30T10:26:20.559	SIM:NQM4	Buy	8	17770.5	Passive
2024-04-30T10:26:20.566	SIM:NQM4	Buy	2	17770.25	Aggressive
2024-04-30T10:26:35.462	SIM:NQM4	Buy	2	17771.75	Passive
2024-04-30T10:26:35.685	SIM:NQM4	Buy	1	17771.75	Passive
2024-04-30T10:26:35.686	SIM:NQM4	Buy	2	17771.75	Passive
2024-04-30T10:26:35.687	SIM:NQM4	Buy	2	17771.75	Passive
2024-04-30T10:26:35.69	SIM:NQM4	Buy	2	17771.75	Passive
2024-04-30T10:26:35.691	SIM:NQM4	Buy	2	17771.75	Passive
2024-04-30T10:26:50.46	SIM:NQM4	Buy	2	17772	Passive
2024-04-30T10:26:50.56	SIM:NQM4	Buy	4	17772	Passive
2024-04-30T10:26:50.676	SIM:NQM4	Buy	4	17772	Passive
2024-04-30T10:26:50.679	SIM:NQM4	Buy	1	17772	Passive
2024-04-30T10:27:06.495	SIM:NQM4	Buy	2	17771.5	Aggressive
2024-04-30T10:27:06.495	SIM:NQM4	Buy	2	17771.75	Passive
2024-04-30T10:27:06.496	SIM:NQM4	Buy	4	17771.5	Aggressive
2024-04-30T10:27:06.496	SIM:NQM4	Buy	2	17771.75	Passive
2024-04-30T10:27:20.561	SIM:NQM4	Buy	4	17772	Aggressive
2024-04-30T10:27:20.561	SIM:NQM4	Buy	7	17772.25	Passive
2024-04-30T10:27:35.494	SIM:NQM4	Buy	4	17769.75	Passive
2024-04-30T10:27:35.495	SIM:NQM4	Buy	1	17769.75	Passive
2024-04-30T10:27:35.706	SIM:NQM4	Buy	1	17769.75	Passive
2024-04-30T10:27:36.705	SIM:NQM4	Buy	3	17770.25	Passive
2024-04-30T10:27:36.706	SIM:NQM4	Buy	1	17770.25	Passive
2024-04-30T10:27:50.582	SIM:NQM4	Buy	2	17765.25	Passive
2024-04-30T10:27:50.583	SIM:NQM4	Buy	3	17765.25	Passive
2024-04-30T10:27:50.584	SIM:NQM4	Buy	3	17765.25	Passive
2024-04-30T10:27:50.593	SIM:NQM4	Buy	1	17765.25	Passive
2024-04-30T10:27:50.595	SIM:NQM4	Buy	1	17765.25	Passive
2024-04-30T10:27:50.656	SIM:NQM4	Buy	1	17765.25	Passive
2024-04-30T10:28:06.257	SIM:NQM4	Buy	3	17764.75	Aggressive
2024-04-30T10:28:06.257	SIM:NQM4	Buy	6	17765	Passive
2024-04-30T10:28:06.26	SIM:NQM4	Buy	3	17764.75	Aggressive
2024-04-30T10:28:06.26	SIM:NQM4	Buy	1	17765	Passive
2024-04-30T10:28:20.361	SIM:NQM4	Buy	4	17766.5	Passive
2024-04-30T10:28:20.365	SIM:NQM4	Buy	2	17766.25	Aggressive
2024-04-30T10:28:20.365	SIM:NQM4	Buy	6	17766.5	Passive
2024-04-30T10:28:35.382	SIM:NQM4	Buy	2	17766.5	Passive
2024-04-30T10:28:35.383	SIM:NQM4	Buy	2	17766.5	Passive
2024-04-30T10:28:35.386	SIM:NQM4	Buy	1	17766.5	Passive
2024-04-30T10:28:35.387	SIM:NQM4	Buy	1	17766.5	Passive
2024-04-30T10:28:36.293	SIM:NQM4	Buy	1	17767.25	Passive
2024-04-30T10:28:37.162	SIM:NQM4	Buy	3	17768.25	Passive
2024-04-30T10:28:37.163	SIM:NQM4	Buy	1	17768.25	Passive
2024-04-30T10:28:37.164	SIM:NQM4	Buy	1	17768.25	Passive
2024-04-30T10:28:50.318	SIM:NQM4	Buy	2	17766	Passive
2024-04-30T10:28:50.319	SIM:NQM4	Buy	2	17766	Passive
2024-04-30T10:28:50.356	SIM:NQM4	Buy	2	17766	Passive
2024-04-30T10:28:50.357	SIM:NQM4	Buy	2	17766	Passive
2024-04-30T10:28:50.361	SIM:NQM4	Buy	2	17766	Passive
2024-04-30T10:28:50.371	SIM:NQM4	Buy	2	17766	Passive
2024-04-30T10:29:05.359	SIM:NQM4	Buy	4	17765	Passive
2024-04-30T10:29:05.362	SIM:NQM4	Buy	4	17765	Passive
2024-04-30T10:29:05.477	SIM:NQM4	Buy	3	17764.75	Aggressive
2024-04-30T10:29:20.597	SIM:NQM4	Buy	3	17765.75	Passive
2024-04-30T10:29:20.598	SIM:NQM4	Buy	2	17765.75	Passive
2024-04-30T10:29:20.603	SIM:NQM4	Buy	2	17765.75	Passive
2024-04-30T10:29:20.785	SIM:NQM4	Buy	2	17765.75	Passive
2024-04-30T10:29:20.786	SIM:NQM4	Buy	2	17765.75	Passive
2024-04-30T10:29:35.696	SIM:NQM4	Buy	1	17767.5	Passive
2024-04-30T10:29:35.697	SIM:NQM4	Buy	3	17767.25	Aggressive
2024-04-30T10:29:35.697	SIM:NQM4	Buy	6	17767.5	Passive
2024-04-30T10:29:35.698	SIM:NQM4	Buy	1	17767.25	Aggressive
2024-04-30T10:29:50.975	SIM:NQM4	Buy	2	17769.5	Passive
2024-04-30T10:29:51.424	SIM:NQM4	Buy	2	17769.5	Passive
2024-04-30T10:29:51.706	SIM:NQM4	Buy	2	17769.5	Passive
2024-04-30T10:29:51.714	SIM:NQM4	Buy	2	17769.5	Passive
2024-04-30T10:29:51.715	SIM:NQM4	Buy	1	17769.5	Passive
2024-04-30T10:29:51.756	SIM:NQM4	Buy	2	17769.5	Passive
2024-04-30T10:29:51.86	SIM:NQM4	Buy	2	17769.25	Aggressive
2024-04-30T10:30:05.665	SIM:NQM4	Buy	1	17767.75	Passive
2024-04-30T10:30:05.668	SIM:NQM4	Buy	1	17767.75	Passive
2024-04-30T10:30:05.677	SIM:NQM4	Buy	1	17767.75	Passive
2024-04-30T10:30:05.679	SIM:NQM4	Buy	1	17767.75	Passive
2024-04-30T10:30:05.68	SIM:NQM4	Buy	1	17767.75	Passive
2024-04-30T10:30:05.681	SIM:NQM4	Buy	2	17767.75	Passive
2024-04-30T10:30:05.682	SIM:NQM4	Buy	2	17767.75	Passive
2024-04-30T10:30:05.97	SIM:NQM4	Buy	1	17767.75	Passive
2024-04-30T10:30:06.181	SIM:NQM4	Buy	2	17767.75	Passive
2024-04-30T10:30:06.183	SIM:NQM4	Buy	2	17767.75	Passive
2024-04-30T10:30:06.184	SIM:NQM4	Buy	3	17767.75	Passive
2024-04-30T10:30:06.191	SIM:NQM4	Buy	2	17767.75	Passive
2024-04-30T10:30:20.666	SIM:NQM4	Buy	1	17768.75	Passive
2024-04-30T10:30:20.667	SIM:NQM4	Buy	1	17768.75	Passive
2024-04-30T10:30:20.67	SIM:NQM4	Buy	1	17768.75	Passive
2024-04-30T10:30:21.109	SIM:NQM4	Buy	2	17769	Passive
2024-04-30T10:30:21.115	SIM:NQM4	Buy	2	17769	Passive
2024-04-30T10:30:21.16	SIM:NQM4	Buy	1	17769	Passive
2024-04-30T10:30:21.365	SIM:NQM4	Buy	4	17769.25	Passive
2024-04-30T10:30:21.366	SIM:NQM4	Buy	2	17769	Aggressive
2024-04-30T10:30:21.366	SIM:NQM4	Buy	5	17769.25	Passive
2024-04-30T10:30:35.72	SIM:NQM4	Buy	1	17764.25	Passive
2024-04-30T10:30:35.723	SIM:NQM4	Buy	2	17764	Aggressive
2024-04-30T10:30:35.724	SIM:NQM4	Buy	7	17764.25	Passive
2024-04-30T10:30:35.725	SIM:NQM4	Buy	1	17764	Aggressive
2024-04-30T10:30:35.725	SIM:NQM4	Buy	7	17764.25	Passive
2024-04-30T10:30:35.726	SIM:NQM4	Buy	1	17764	Aggressive
2024-04-30T10:30:50.559	SIM:NQM4	Buy	1	17765	Passive
2024-04-30T10:30:50.995	SIM:NQM4	Buy	2	17765	Passive
2024-04-30T10:30:51.006	SIM:NQM4	Buy	2	17765	Passive
2024-04-30T10:30:51.017	SIM:NQM4	Buy	3	17765	Passive
2024-04-30T10:30:51.161	SIM:NQM4	Buy	4	17765	Passive
2024-04-30T10:30:51.173	SIM:NQM4	Buy	3	17765	Passive
2024-04-30T10:30:51.26	SIM:NQM4	Buy	2	17765	Passive
2024-04-30T10:31:05.762	SIM:NQM4	Buy	3	17760	Aggressive
2024-04-30T10:31:05.762	SIM:NQM4	Buy	6	17760.25	Aggressive
2024-04-30T10:31:05.762	SIM:NQM4	Buy	4	17760.5	Aggressive
2024-04-30T10:31:20.357	SIM:NQM4	Buy	1	17753.25	Aggressive
2024-04-30T10:31:20.357	SIM:NQM4	Buy	1	17753.5	Aggressive
2024-04-30T10:31:20.357	SIM:NQM4	Buy	7	17753.75	Aggressive
2024-04-30T10:31:20.357	SIM:NQM4	Buy	5	17754	Aggressive

Date - Time

04/30/2024 - 10:14

CQG Symbol

Exchange Symbol

SIM:ESM4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

5114.3124

Average Total

5111.30

VWAP Slippage

3.0159

Arrival Price

5,112.1250

Destination Price

5,110.1250

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T10:12:50.019	SIM:ESM4	Sell	13	5112	Passive
2024-04-30T10:13:05.16	SIM:ESM4	Sell	36	5112.25	Passive
2024-04-30T10:13:05.162	SIM:ESM4	Sell	46	5112.25	Passive
2024-04-30T10:13:05.163	SIM:ESM4	Sell	2	5112.25	Passive
2024-04-30T10:13:20.971	SIM:ESM4	Sell	26	5110.75	Passive
2024-04-30T10:13:20.972	SIM:ESM4	Sell	32	5110.75	Passive
2024-04-30T10:13:20.973	SIM:ESM4	Sell	35	5110.75	Passive
2024-04-30T10:13:35.856	SIM:ESM4	Sell	17	5111.25	Passive
2024-04-30T10:13:35.904	SIM:ESM4	Sell	1	5111	Passive
2024-04-30T10:13:35.985	SIM:ESM4	Sell	36	5111	Passive
2024-04-30T10:13:35.986	SIM:ESM4	Sell	9	5111	Passive
2024-04-30T10:13:50.122	SIM:ESM4	Sell	30	5112.25	Passive
2024-04-30T10:13:50.123	SIM:ESM4	Sell	41	5112.25	Passive
2024-04-30T10:13:50.124	SIM:ESM4	Sell	17	5112.25	Passive
2024-04-30T10:14:05.079	SIM:ESM4	Sell	12	5111.25	Passive
2024-04-30T10:14:05.08	SIM:ESM4	Sell	12	5111.25	Passive
2024-04-30T10:14:05.087	SIM:ESM4	Sell	18	5111.25	Passive
2024-04-30T10:14:05.089	SIM:ESM4	Sell	18	5111.25	Passive
2024-04-30T10:14:05.109	SIM:ESM4	Sell	17	5111.25	Passive
2024-04-30T10:14:05.11	SIM:ESM4	Sell	15	5111.25	Passive
2024-04-30T10:14:19.885	SIM:ESM4	Sell	6	5109.75	Passive
2024-04-30T10:14:19.892	SIM:ESM4	Sell	9	5109.75	Passive
2024-04-30T10:14:19.893	SIM:ESM4	Sell	30	5109.75	Passive
2024-04-30T10:14:19.898	SIM:ESM4	Sell	22	5109.75	Passive

Date - Time

04/30/2024 - 10:05

CQG Symbol

Exchange Symbol

SIM:ESM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

5128.6085

Average Total

5127.54

VWAP Slippage

-1.0660

Arrival Price

5,127.8750

Destination Price

5,127.3750

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T10:02:19.178	SIM:ESM4	Buy	12	5128	Passive
2024-04-30T10:02:40.359	SIM:ESM4	Buy	8	5128.25	Passive
2024-04-30T10:02:40.36	SIM:ESM4	Buy	23	5128.25	Passive
2024-04-30T10:02:40.362	SIM:ESM4	Buy	13	5128.25	Passive
2024-04-30T10:02:49.923	SIM:ESM4	Buy	5	5128.5	Passive
2024-04-30T10:02:49.924	SIM:ESM4	Buy	30	5128.5	Passive
2024-04-30T10:03:06.276	SIM:ESM4	Buy	3	5128.25	Passive
2024-04-30T10:03:06.277	SIM:ESM4	Buy	3	5128.25	Passive
2024-04-30T10:03:06.281	SIM:ESM4	Buy	2	5128.25	Passive
2024-04-30T10:03:06.282	SIM:ESM4	Buy	2	5128.25	Passive
2024-04-30T10:03:06.283	SIM:ESM4	Buy	1	5128.25	Passive
2024-04-30T10:03:06.284	SIM:ESM4	Buy	3	5128.25	Passive
2024-04-30T10:03:06.285	SIM:ESM4	Buy	8	5128.25	Passive
2024-04-30T10:03:06.288	SIM:ESM4	Buy	8	5128.25	Passive
2024-04-30T10:03:06.289	SIM:ESM4	Buy	8	5128.25	Passive
2024-04-30T10:03:06.396	SIM:ESM4	Buy	8	5128.25	Passive
2024-04-30T10:03:06.412	SIM:ESM4	Buy	7	5128.25	Passive
2024-04-30T10:03:06.456	SIM:ESM4	Buy	5	5128.25	Passive
2024-04-30T10:03:06.506	SIM:ESM4	Buy	5	5128.25	Passive
2024-04-30T10:03:06.512	SIM:ESM4	Buy	5	5128.25	Passive
2024-04-30T10:03:06.515	SIM:ESM4	Buy	5	5128.25	Passive
2024-04-30T10:03:20.566	SIM:ESM4	Buy	15	5129	Passive
2024-04-30T10:03:20.567	SIM:ESM4	Buy	12	5129	Passive
2024-04-30T10:03:34.587	SIM:ESM4	Buy	25	5127.5	Passive
2024-04-30T10:03:34.588	SIM:ESM4	Buy	6	5127.5	Passive
2024-04-30T10:03:50.782	SIM:ESM4	Buy	11	5128	Passive
2024-04-30T10:03:50.783	SIM:ESM4	Buy	21	5128	Passive
2024-04-30T10:03:50.784	SIM:ESM4	Buy	3	5128	Passive
2024-04-30T10:04:05.094	SIM:ESM4	Buy	6	5127.5	Passive
2024-04-30T10:04:05.095	SIM:ESM4	Buy	18	5127.5	Passive
2024-04-30T10:04:19.68	SIM:ESM4	Buy	14	5126.5	Passive
2024-04-30T10:04:19.681	SIM:ESM4	Buy	14	5126.5	Passive
2024-04-30T10:04:19.684	SIM:ESM4	Buy	14	5126.5	Passive
2024-04-30T10:04:19.688	SIM:ESM4	Buy	7	5126.5	Passive
2024-04-30T10:04:35.76	SIM:ESM4	Buy	33	5127.25	Passive
2024-04-30T10:04:49.925	SIM:ESM4	Buy	31	5127	Passive
2024-04-30T10:04:49.926	SIM:ESM4	Buy	22	5127	Passive
2024-04-30T10:05:04.873	SIM:ESM4	Buy	6	5127	Passive
2024-04-30T10:05:04.885	SIM:ESM4	Buy	27	5127	Passive
2024-04-30T10:05:20.587	SIM:ESM4	Buy	24	5125.75	Passive
2024-04-30T10:05:20.588	SIM:ESM4	Buy	11	5125.75	Passive
2024-04-30T10:05:34.585	SIM:ESM4	Buy	4	5127.25	Passive
2024-04-30T10:05:34.586	SIM:ESM4	Buy	6	5127.25	Passive
2024-04-30T10:05:34.587	SIM:ESM4	Buy	6	5127.25	Passive

Date - Time

04/30/2024 - 09:55

CQG Symbol

CLE

Exchange Symbol

SIM:CLM4

Buy / Sell

Sell

Quantity

500

Total Filled

Market VWAP

81.5259

Average Total

81.52

VWAP Slippage

0.0096

Arrival Price

81.4900

Destination Price

81.5150

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T09:53:41.063	SIM:CLM4	Sell	5	81.49	Passive
2024-04-30T09:53:41.064	SIM:CLM4	Sell	5	81.49	Passive
2024-04-30T09:53:41.107	SIM:CLM4	Sell	2	81.49	Passive
2024-04-30T09:53:54.358	SIM:CLM4	Sell	2	81.51	Aggressive
2024-04-30T09:53:54.359	SIM:CLM4	Sell	3	81.51	Aggressive
2024-04-30T09:53:54.36	SIM:CLM4	Sell	6	81.51	Aggressive
2024-04-30T09:54:09.163	SIM:CLM4	Sell	3	81.53	Passive
2024-04-30T09:54:09.174	SIM:CLM4	Sell	3	81.53	Passive
2024-04-30T09:54:09.18	SIM:CLM4	Sell	3	81.53	Passive
2024-04-30T09:54:09.189	SIM:CLM4	Sell	2	81.53	Passive
2024-04-30T09:54:26.277	SIM:CLM4	Sell	2	81.53	Passive
2024-04-30T09:54:26.278	SIM:CLM4	Sell	2	81.53	Passive
2024-04-30T09:54:26.287	SIM:CLM4	Sell	3	81.53	Passive
2024-04-30T09:54:26.289	SIM:CLM4	Sell	3	81.53	Passive
2024-04-30T09:54:26.311	SIM:CLM4	Sell	1	81.53	Passive
2024-04-30T09:54:38.759	SIM:CLM4	Sell	1	81.53	Passive
2024-04-30T09:54:38.858	SIM:CLM4	Sell	1	81.53	Passive
2024-04-30T09:54:38.869	SIM:CLM4	Sell	1	81.53	Passive
2024-04-30T09:54:38.907	SIM:CLM4	Sell	1	81.53	Passive
2024-04-30T09:54:38.957	SIM:CLM4	Sell	1	81.53	Passive
2024-04-30T09:54:39.109	SIM:CLM4	Sell	2	81.53	Passive
2024-04-30T09:54:39.11	SIM:CLM4	Sell	4	81.53	Passive
2024-04-30T09:54:55.175	SIM:CLM4	Sell	4	81.51	Aggressive
2024-04-30T09:54:55.177	SIM:CLM4	Sell	5	81.51	Aggressive
2024-04-30T09:54:55.178	SIM:CLM4	Sell	2	81.51	Aggressive

Date - Time

04/30/2024 - 09:43

CQG Symbol

CLE

Exchange Symbol

SIM:CLM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

81.0910

Average Total

81.09

VWAP Slippage

-0.0024

Arrival Price

81.0750

Destination Price

81.3200

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T09:33:05.104	SIM:CLM4	Buy	2	81.08	Passive
2024-04-30T09:33:05.105	SIM:CLM4	Buy	2	81.08	Passive
2024-04-30T09:33:05.106	SIM:CLM4	Buy	3	81.08	Passive
2024-04-30T09:33:05.108	SIM:CLM4	Buy	3	81.08	Passive
2024-04-30T09:33:05.109	SIM:CLM4	Buy	1	81.08	Passive
2024-04-30T09:33:24.157	SIM:CLM4	Buy	2	81.05	Passive
2024-04-30T09:33:24.158	SIM:CLM4	Buy	2	81.05	Passive
2024-04-30T09:33:24.159	SIM:CLM4	Buy	7	81.05	Passive
2024-04-30T09:33:34.465	SIM:CLM4	Buy	4	81.06	Aggressive
2024-04-30T09:33:34.467	SIM:CLM4	Buy	8	81.06	Aggressive
2024-04-30T09:33:56.658	SIM:CLM4	Buy	3	81.06	Aggressive
2024-04-30T09:33:57.56	SIM:CLM4	Buy	7	81.06	Aggressive
2024-04-30T09:33:57.569	SIM:CLM4	Buy	2	81.06	Aggressive
2024-04-30T09:34:05.983	SIM:CLM4	Buy	2	81.05	Passive
2024-04-30T09:34:05.984	SIM:CLM4	Buy	5	81.05	Passive
2024-04-30T09:34:05.985	SIM:CLM4	Buy	7	81.05	Passive
2024-04-30T09:34:20.331	SIM:CLM4	Buy	6	81.05	Passive
2024-04-30T09:34:20.356	SIM:CLM4	Buy	8	81.05	Passive
2024-04-30T09:34:36.425	SIM:CLM4	Buy	2	81.04	Aggressive
2024-04-30T09:34:36.426	SIM:CLM4	Buy	13	81.04	Aggressive
2024-04-30T09:34:52.293	SIM:CLM4	Buy	2	81.03	Passive
2024-04-30T09:34:52.294	SIM:CLM4	Buy	3	81.03	Passive
2024-04-30T09:34:52.296	SIM:CLM4	Buy	4	81.03	Passive
2024-04-30T09:34:52.299	SIM:CLM4	Buy	4	81.03	Passive
2024-04-30T09:34:52.357	SIM:CLM4	Buy	1	81.03	Passive
2024-04-30T09:35:05.457	SIM:CLM4	Buy	5	81.04	Aggressive
2024-04-30T09:35:05.457	SIM:CLM4	Buy	1	81.04	Aggressive
2024-04-30T09:35:05.458	SIM:CLM4	Buy	6	81.04	Aggressive
2024-04-30T09:35:19.322	SIM:CLM4	Buy	2	81.04	Aggressive
2024-04-30T09:35:19.324	SIM:CLM4	Buy	2	81.04	Aggressive
2024-04-30T09:35:19.325	SIM:CLM4	Buy	4	81.04	Aggressive
2024-04-30T09:35:19.326	SIM:CLM4	Buy	4	81.04	Aggressive
2024-04-30T09:35:19.327	SIM:CLM4	Buy	1	81.04	Aggressive
2024-04-30T09:35:33.993	SIM:CLM4	Buy	2	81.03	Passive
2024-04-30T09:35:33.995	SIM:CLM4	Buy	2	81.03	Passive
2024-04-30T09:35:33.996	SIM:CLM4	Buy	2	81.03	Passive
2024-04-30T09:35:33.997	SIM:CLM4	Buy	4	81.03	Passive
2024-04-30T09:35:33.998	SIM:CLM4	Buy	3	81.03	Passive
2024-04-30T09:35:50.968	SIM:CLM4	Buy	11	81	Passive
2024-04-30T09:35:50.969	SIM:CLM4	Buy	2	81	Passive
2024-04-30T09:36:04.801	SIM:CLM4	Buy	1	81.01	Aggressive
2024-04-30T09:36:04.803	SIM:CLM4	Buy	2	81.01	Aggressive
2024-04-30T09:36:04.804	SIM:CLM4	Buy	2	81.01	Aggressive
2024-04-30T09:36:04.805	SIM:CLM4	Buy	1	81.01	Aggressive
2024-04-30T09:36:04.807	SIM:CLM4	Buy	1	81.01	Aggressive
2024-04-30T09:36:04.81	SIM:CLM4	Buy	1	81.01	Aggressive
2024-04-30T09:36:04.811	SIM:CLM4	Buy	2	81.01	Aggressive
2024-04-30T09:36:04.812	SIM:CLM4	Buy	3	81.01	Aggressive
2024-04-30T09:36:19.106	SIM:CLM4	Buy	1	81.04	Aggressive
2024-04-30T09:36:19.107	SIM:CLM4	Buy	1	81.04	Aggressive
2024-04-30T09:36:19.109	SIM:CLM4	Buy	1	81.04	Aggressive
2024-04-30T09:36:19.157	SIM:CLM4	Buy	2	81.04	Aggressive
2024-04-30T09:36:19.168	SIM:CLM4	Buy	3	81.04	Aggressive
2024-04-30T09:36:19.17	SIM:CLM4	Buy	3	81.04	Aggressive
2024-04-30T09:36:19.176	SIM:CLM4	Buy	2	81.04	Aggressive
2024-04-30T09:36:40.812	SIM:CLM4	Buy	1	81	Passive
2024-04-30T09:36:43.328	SIM:CLM4	Buy	2	81.02	Passive
2024-04-30T09:36:43.329	SIM:CLM4	Buy	8	81.02	Passive
2024-04-30T09:36:43.33	SIM:CLM4	Buy	2	81.02	Passive
2024-04-30T09:36:50.111	SIM:CLM4	Buy	10	81.01	Aggressive
2024-04-30T09:36:50.112	SIM:CLM4	Buy	3	81.01	Aggressive
2024-04-30T09:37:10.184	SIM:CLM4	Buy	2	81.02	Passive
2024-04-30T09:37:10.185	SIM:CLM4	Buy	2	81.02	Passive
2024-04-30T09:37:10.186	SIM:CLM4	Buy	5	81.02	Passive
2024-04-30T09:37:10.187	SIM:CLM4	Buy	4	81.02	Passive
2024-04-30T09:37:20.189	SIM:CLM4	Buy	1	81	Passive
2024-04-30T09:37:20.19	SIM:CLM4	Buy	3	81	Passive
2024-04-30T09:37:20.191	SIM:CLM4	Buy	5	81	Passive
2024-04-30T09:37:20.196	SIM:CLM4	Buy	5	81	Passive
2024-04-30T09:37:36.392	SIM:CLM4	Buy	4	81	Passive
2024-04-30T09:37:36.393	SIM:CLM4	Buy	5	81	Passive
2024-04-30T09:37:36.395	SIM:CLM4	Buy	4	81	Passive
2024-04-30T09:37:50.765	SIM:CLM4	Buy	1	80.98	Aggressive
2024-04-30T09:37:50.766	SIM:CLM4	Buy	2	80.98	Aggressive
2024-04-30T09:37:51.456	SIM:CLM4	Buy	2	80.98	Aggressive
2024-04-30T09:37:51.457	SIM:CLM4	Buy	2	80.98	Aggressive
2024-04-30T09:37:51.476	SIM:CLM4	Buy	3	80.98	Aggressive
2024-04-30T09:37:51.498	SIM:CLM4	Buy	3	80.98	Aggressive
2024-04-30T09:38:06.264	SIM:CLM4	Buy	1	81.03	Passive
2024-04-30T09:38:09.691	SIM:CLM4	Buy	1	81.12	Aggressive
2024-04-30T09:38:09.692	SIM:CLM4	Buy	9	81.12	Aggressive
2024-04-30T09:38:09.693	SIM:CLM4	Buy	1	81.12	Aggressive
2024-04-30T09:38:19.458	SIM:CLM4	Buy	1	81.11	Passive
2024-04-30T09:38:20.659	SIM:CLM4	Buy	5	81.11	Passive
2024-04-30T09:38:20.66	SIM:CLM4	Buy	4	81.11	Passive
2024-04-30T09:38:20.662	SIM:CLM4	Buy	2	81.11	Passive
2024-04-30T09:38:36.264	SIM:CLM4	Buy	3	81.11	Passive
2024-04-30T09:38:36.265	SIM:CLM4	Buy	6	81.11	Passive
2024-04-30T09:38:36.266	SIM:CLM4	Buy	4	81.11	Passive
2024-04-30T09:38:49.692	SIM:CLM4	Buy	1	81.12	Aggressive
2024-04-30T09:38:49.693	SIM:CLM4	Buy	1	81.12	Aggressive
2024-04-30T09:38:49.694	SIM:CLM4	Buy	1	81.12	Aggressive
2024-04-30T09:38:49.695	SIM:CLM4	Buy	3	81.12	Aggressive
2024-04-30T09:38:49.696	SIM:CLM4	Buy	3	81.12	Aggressive
2024-04-30T09:38:49.697	SIM:CLM4	Buy	3	81.12	Aggressive
2024-04-30T09:39:04.356	SIM:CLM4	Buy	5	81.11	Passive
2024-04-30T09:39:04.357	SIM:CLM4	Buy	3	81.11	Passive
2024-04-30T09:39:04.372	SIM:CLM4	Buy	3	81.11	Passive
2024-04-30T09:39:04.492	SIM:CLM4	Buy	1	81.11	Passive
2024-04-30T09:39:21.567	SIM:CLM4	Buy	1	81.14	Passive
2024-04-30T09:39:21.593	SIM:CLM4	Buy	3	81.14	Passive
2024-04-30T09:39:21.594	SIM:CLM4	Buy	3	81.14	Passive
2024-04-30T09:39:21.595	SIM:CLM4	Buy	3	81.14	Passive
2024-04-30T09:39:21.597	SIM:CLM4	Buy	2	81.14	Passive
2024-04-30T09:39:40.057	SIM:CLM4	Buy	5	81.14	Passive
2024-04-30T09:39:40.058	SIM:CLM4	Buy	5	81.14	Passive
2024-04-30T09:39:40.061	SIM:CLM4	Buy	3	81.14	Passive
2024-04-30T09:39:49.314	SIM:CLM4	Buy	2	81.13	Passive
2024-04-30T09:39:49.315	SIM:CLM4	Buy	4	81.13	Passive
2024-04-30T09:39:49.316	SIM:CLM4	Buy	2	81.13	Passive
2024-04-30T09:39:49.318	SIM:CLM4	Buy	4	81.13	Passive
2024-04-30T09:40:04.727	SIM:CLM4	Buy	1	81.12	Aggressive
2024-04-30T09:40:04.728	SIM:CLM4	Buy	1	81.12	Aggressive
2024-04-30T09:40:04.729	SIM:CLM4	Buy	2	81.12	Aggressive
2024-04-30T09:40:06.895	SIM:CLM4	Buy	2	81.12	Aggressive
2024-04-30T09:40:06.897	SIM:CLM4	Buy	2	81.12	Aggressive
2024-04-30T09:40:06.898	SIM:CLM4	Buy	1	81.12	Aggressive
2024-04-30T09:40:06.899	SIM:CLM4	Buy	1	81.12	Aggressive
2024-04-30T09:40:06.9	SIM:CLM4	Buy	1	81.12	Aggressive
2024-04-30T09:40:07.761	SIM:CLM4	Buy	3	81.12	Aggressive
2024-04-30T09:40:19.457	SIM:CLM4	Buy	3	81.14	Passive
2024-04-30T09:40:19.459	SIM:CLM4	Buy	4	81.14	Passive
2024-04-30T09:40:19.557	SIM:CLM4	Buy	1	81.14	Passive
2024-04-30T09:40:20.491	SIM:CLM4	Buy	1	81.14	Passive
2024-04-30T09:40:20.492	SIM:CLM4	Buy	3	81.14	Passive
2024-04-30T09:40:20.493	SIM:CLM4	Buy	2	81.14	Passive
2024-04-30T09:40:36.503	SIM:CLM4	Buy	1	81.14	Aggressive
2024-04-30T09:40:40.396	SIM:CLM4	Buy	2	81.14	Passive
2024-04-30T09:40:40.397	SIM:CLM4	Buy	3	81.14	Passive
2024-04-30T09:40:40.398	SIM:CLM4	Buy	4	81.14	Passive
2024-04-30T09:40:40.399	SIM:CLM4	Buy	3	81.14	Passive
2024-04-30T09:40:50.374	SIM:CLM4	Buy	1	81.14	Passive
2024-04-30T09:40:50.376	SIM:CLM4	Buy	2	81.14	Passive
2024-04-30T09:40:50.377	SIM:CLM4	Buy	4	81.14	Passive
2024-04-30T09:40:50.378	SIM:CLM4	Buy	7	81.14	Passive
2024-04-30T09:41:06.06	SIM:CLM4	Buy	4	81.11	Passive
2024-04-30T09:41:06.066	SIM:CLM4	Buy	4	81.11	Passive
2024-04-30T09:41:06.157	SIM:CLM4	Buy	3	81.11	Passive
2024-04-30T09:41:20.658	SIM:CLM4	Buy	4	81.14	Passive
2024-04-30T09:41:20.659	SIM:CLM4	Buy	7	81.14	Passive
2024-04-30T09:41:35.373	SIM:CLM4	Buy	2	81.15	Aggressive
2024-04-30T09:41:35.374	SIM:CLM4	Buy	2	81.15	Aggressive
2024-04-30T09:41:35.375	SIM:CLM4	Buy	3	81.15	Aggressive
2024-04-30T09:41:35.376	SIM:CLM4	Buy	3	81.15	Aggressive
2024-04-30T09:41:35.377	SIM:CLM4	Buy	1	81.15	Aggressive
2024-04-30T09:41:54.693	SIM:CLM4	Buy	3	81.2	Aggressive
2024-04-30T09:41:54.694	SIM:CLM4	Buy	1	81.2	Aggressive
2024-04-30T09:41:54.861	SIM:CLM4	Buy	3	81.2	Aggressive
2024-04-30T09:41:54.863	SIM:CLM4	Buy	3	81.2	Aggressive
2024-04-30T09:41:54.88	SIM:CLM4	Buy	2	81.2	Aggressive
2024-04-30T09:42:04.425	SIM:CLM4	Buy	2	81.2	Aggressive
2024-04-30T09:42:04.426	SIM:CLM4	Buy	3	81.2	Aggressive
2024-04-30T09:42:04.427	SIM:CLM4	Buy	4	81.2	Aggressive
2024-04-30T09:42:04.428	SIM:CLM4	Buy	1	81.2	Aggressive
2024-04-30T09:42:19.371	SIM:CLM4	Buy	1	81.21	Aggressive
2024-04-30T09:42:19.372	SIM:CLM4	Buy	1	81.21	Aggressive
2024-04-30T09:42:19.374	SIM:CLM4	Buy	1	81.21	Aggressive
2024-04-30T09:42:19.376	SIM:CLM4	Buy	3	81.21	Aggressive
2024-04-30T09:42:19.377	SIM:CLM4	Buy	3	81.21	Aggressive
2024-04-30T09:42:19.378	SIM:CLM4	Buy	1	81.21	Aggressive
2024-04-30T09:42:19.38	SIM:CLM4	Buy	1	81.21	Aggressive
2024-04-30T09:42:35.209	SIM:CLM4	Buy	4	81.24	Passive
2024-04-30T09:42:35.21	SIM:CLM4	Buy	4	81.24	Passive
2024-04-30T09:42:35.226	SIM:CLM4	Buy	3	81.24	Passive
2024-04-30T09:42:48.902	SIM:CLM4	Buy	10	81.32	Aggressive
2024-04-30T09:42:48.902	SIM:CLM4	Buy	1	81.33	Passive

Date - Time

04/30/2024 - 09:22

CQG Symbol

Exchange Symbol

SIM:ESM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

5138.0479

Average Total

5138.56

VWAP Slippage

0.5076

Arrival Price

5,137.6250

Destination Price

5,136.1250

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T09:17:47.015	SIM:ESM4	Buy	6	5137.75	Aggressive
2024-04-30T09:17:47.015	SIM:ESM4	Buy	6	5138	Passive
2024-04-30T09:17:47.382	SIM:ESM4	Buy	1	5137.5	Passive
2024-04-30T09:18:05.057	SIM:ESM4	Buy	10	5140.5	Passive
2024-04-30T09:18:05.059	SIM:ESM4	Buy	24	5140.5	Passive
2024-04-30T09:18:05.06	SIM:ESM4	Buy	13	5140.5	Passive
2024-04-30T09:18:18.468	SIM:ESM4	Buy	26	5140.25	Passive
2024-04-30T09:18:18.469	SIM:ESM4	Buy	24	5140.25	Passive
2024-04-30T09:18:33.758	SIM:ESM4	Buy	22	5139	Passive
2024-04-30T09:18:33.76	SIM:ESM4	Buy	12	5139	Passive
2024-04-30T09:18:47.256	SIM:ESM4	Buy	12	5138.5	Passive
2024-04-30T09:18:47.511	SIM:ESM4	Buy	1	5138.5	Passive
2024-04-30T09:18:47.513	SIM:ESM4	Buy	10	5138.5	Passive
2024-04-30T09:19:03.28	SIM:ESM4	Buy	17	5138.5	Passive
2024-04-30T09:19:03.281	SIM:ESM4	Buy	8	5138.5	Passive
2024-04-30T09:19:04.057	SIM:ESM4	Buy	1	5138.5	Passive
2024-04-30T09:19:17.357	SIM:ESM4	Buy	13	5138.5	Passive
2024-04-30T09:19:17.464	SIM:ESM4	Buy	11	5138.5	Passive
2024-04-30T09:19:33.057	SIM:ESM4	Buy	24	5138.75	Passive
2024-04-30T09:19:48.532	SIM:ESM4	Buy	14	5138	Passive
2024-04-30T09:19:48.556	SIM:ESM4	Buy	9	5138	Passive
2024-04-30T09:20:05.558	SIM:ESM4	Buy	22	5138.75	Passive
2024-04-30T09:20:05.56	SIM:ESM4	Buy	13	5138.75	Passive
2024-04-30T09:20:18.406	SIM:ESM4	Buy	15	5138.5	Passive
2024-04-30T09:20:18.414	SIM:ESM4	Buy	11	5138.5	Passive
2024-04-30T09:20:32.457	SIM:ESM4	Buy	24	5138	Passive
2024-04-30T09:20:50.356	SIM:ESM4	Buy	17	5138.5	Passive
2024-04-30T09:21:02.857	SIM:ESM4	Buy	21	5138.5	Passive
2024-04-30T09:21:02.858	SIM:ESM4	Buy	3	5138.5	Passive
2024-04-30T09:21:17.587	SIM:ESM4	Buy	40	5137.75	Passive
2024-04-30T09:21:17.589	SIM:ESM4	Buy	13	5137.75	Passive
2024-04-30T09:21:33.662	SIM:ESM4	Buy	29	5136.75	Passive
2024-04-30T09:21:47.459	SIM:ESM4	Buy	28	5136.25	Passive

Date - Time

04/30/2024 - 09:03

CQG Symbol

CLE

Exchange Symbol

SIM:CLM4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

81.4758

Average Total

81.47

VWAP Slippage

0.0100

Arrival Price

81.6550

Destination Price

81.3750

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T08:53:42.558	SIM:CLM4	Sell	3	81.65	Aggressive
2024-04-30T08:53:42.572	SIM:CLM4	Sell	1	81.65	Aggressive
2024-04-30T08:53:42.66	SIM:CLM4	Sell	1	81.65	Aggressive
2024-04-30T08:53:42.662	SIM:CLM4	Sell	3	81.65	Aggressive
2024-04-30T08:53:42.701	SIM:CLM4	Sell	3	81.65	Aggressive
2024-04-30T08:53:56.585	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T08:53:56.586	SIM:CLM4	Sell	1	81.63	Passive
2024-04-30T08:53:56.587	SIM:CLM4	Sell	2	81.63	Passive
2024-04-30T08:53:56.588	SIM:CLM4	Sell	3	81.63	Passive
2024-04-30T08:53:56.762	SIM:CLM4	Sell	4	81.63	Passive
2024-04-30T08:54:10.894	SIM:CLM4	Sell	6	81.62	Aggressive
2024-04-30T08:54:10.895	SIM:CLM4	Sell	4	81.62	Aggressive
2024-04-30T08:54:25.595	SIM:CLM4	Sell	1	81.59	Aggressive
2024-04-30T08:54:25.596	SIM:CLM4	Sell	1	81.59	Aggressive
2024-04-30T08:54:25.597	SIM:CLM4	Sell	2	81.59	Aggressive
2024-04-30T08:54:25.598	SIM:CLM4	Sell	3	81.59	Aggressive
2024-04-30T08:54:25.599	SIM:CLM4	Sell	4	81.59	Aggressive
2024-04-30T08:54:43.606	SIM:CLM4	Sell	1	81.59	Aggressive
2024-04-30T08:54:43.607	SIM:CLM4	Sell	3	81.59	Aggressive
2024-04-30T08:54:43.608	SIM:CLM4	Sell	3	81.59	Aggressive
2024-04-30T08:54:43.609	SIM:CLM4	Sell	3	81.59	Aggressive
2024-04-30T08:54:56.014	SIM:CLM4	Sell	1	81.53	Passive
2024-04-30T08:54:56.015	SIM:CLM4	Sell	3	81.53	Passive
2024-04-30T08:54:56.016	SIM:CLM4	Sell	3	81.53	Passive
2024-04-30T08:54:56.017	SIM:CLM4	Sell	3	81.53	Passive
2024-04-30T08:54:56.029	SIM:CLM4	Sell	2	81.53	Passive
2024-04-30T08:55:10.716	SIM:CLM4	Sell	2	81.46	Aggressive
2024-04-30T08:55:10.718	SIM:CLM4	Sell	6	81.46	Aggressive
2024-04-30T08:55:10.719	SIM:CLM4	Sell	2	81.46	Aggressive
2024-04-30T08:55:10.72	SIM:CLM4	Sell	1	81.46	Aggressive
2024-04-30T08:55:11.372	SIM:CLM4	Sell	2	81.43	Aggressive
2024-04-30T08:55:27.993	SIM:CLM4	Sell	1	81.42	Passive
2024-04-30T08:55:27.994	SIM:CLM4	Sell	1	81.42	Passive
2024-04-30T08:55:27.995	SIM:CLM4	Sell	1	81.42	Passive
2024-04-30T08:55:28.318	SIM:CLM4	Sell	1	81.42	Passive
2024-04-30T08:55:28.458	SIM:CLM4	Sell	1	81.42	Passive
2024-04-30T08:55:28.46	SIM:CLM4	Sell	7	81.42	Passive
2024-04-30T08:55:42.257	SIM:CLM4	Sell	1	81.39	Passive
2024-04-30T08:55:43.06	SIM:CLM4	Sell	1	81.39	Passive
2024-04-30T08:55:43.065	SIM:CLM4	Sell	5	81.39	Passive
2024-04-30T08:55:43.073	SIM:CLM4	Sell	5	81.39	Passive
2024-04-30T08:55:55.699	SIM:CLM4	Sell	2	81.41	Passive
2024-04-30T08:55:55.7	SIM:CLM4	Sell	4	81.41	Passive
2024-04-30T08:55:55.701	SIM:CLM4	Sell	5	81.41	Passive
2024-04-30T08:55:55.702	SIM:CLM4	Sell	1	81.41	Passive
2024-04-30T08:56:10.996	SIM:CLM4	Sell	2	81.45	Aggressive
2024-04-30T08:56:10.997	SIM:CLM4	Sell	4	81.45	Aggressive
2024-04-30T08:56:10.998	SIM:CLM4	Sell	4	81.45	Aggressive
2024-04-30T08:56:10.999	SIM:CLM4	Sell	1	81.45	Aggressive
2024-04-30T08:56:27.014	SIM:CLM4	Sell	2	81.47	Passive
2024-04-30T08:56:27.015	SIM:CLM4	Sell	5	81.47	Passive
2024-04-30T08:56:27.016	SIM:CLM4	Sell	5	81.47	Passive
2024-04-30T08:56:41.562	SIM:CLM4	Sell	11	81.48	Aggressive
2024-04-30T08:56:56.557	SIM:CLM4	Sell	9	81.53	Passive
2024-04-30T08:56:57.396	SIM:CLM4	Sell	1	81.53	Passive
2024-04-30T08:56:57.397	SIM:CLM4	Sell	1	81.53	Passive
2024-04-30T08:57:10.861	SIM:CLM4	Sell	7	81.43	Aggressive
2024-04-30T08:57:10.863	SIM:CLM4	Sell	5	81.43	Aggressive
2024-04-30T08:57:25.974	SIM:CLM4	Sell	3	81.44	Passive
2024-04-30T08:57:25.975	SIM:CLM4	Sell	4	81.44	Passive
2024-04-30T08:57:25.977	SIM:CLM4	Sell	2	81.44	Passive
2024-04-30T08:57:25.978	SIM:CLM4	Sell	2	81.44	Passive
2024-04-30T08:57:41.232	SIM:CLM4	Sell	2	81.42	Passive
2024-04-30T08:57:41.233	SIM:CLM4	Sell	2	81.42	Passive
2024-04-30T08:57:41.235	SIM:CLM4	Sell	2	81.42	Passive
2024-04-30T08:57:41.236	SIM:CLM4	Sell	2	81.42	Passive
2024-04-30T08:57:41.257	SIM:CLM4	Sell	2	81.42	Passive
2024-04-30T08:57:41.258	SIM:CLM4	Sell	2	81.42	Passive
2024-04-30T08:57:55.959	SIM:CLM4	Sell	3	81.4	Aggressive
2024-04-30T08:57:55.96	SIM:CLM4	Sell	6	81.4	Aggressive
2024-04-30T08:57:55.962	SIM:CLM4	Sell	2	81.4	Aggressive
2024-04-30T08:58:10.703	SIM:CLM4	Sell	1	81.39	Passive
2024-04-30T08:58:10.704	SIM:CLM4	Sell	2	81.39	Passive
2024-04-30T08:58:10.705	SIM:CLM4	Sell	1	81.39	Passive
2024-04-30T08:58:10.706	SIM:CLM4	Sell	1	81.39	Passive
2024-04-30T08:58:10.708	SIM:CLM4	Sell	1	81.39	Passive
2024-04-30T08:58:11.113	SIM:CLM4	Sell	1	81.39	Passive
2024-04-30T08:58:11.114	SIM:CLM4	Sell	3	81.39	Passive
2024-04-30T08:58:11.115	SIM:CLM4	Sell	1	81.39	Passive
2024-04-30T08:58:28.371	SIM:CLM4	Sell	1	81.42	Passive
2024-04-30T08:58:29.129	SIM:CLM4	Sell	1	81.41	Passive
2024-04-30T08:58:29.13	SIM:CLM4	Sell	1	81.41	Passive
2024-04-30T08:58:29.894	SIM:CLM4	Sell	2	81.41	Passive
2024-04-30T08:58:29.895	SIM:CLM4	Sell	2	81.41	Passive
2024-04-30T08:58:29.904	SIM:CLM4	Sell	2	81.41	Passive
2024-04-30T08:58:29.92	SIM:CLM4	Sell	2	81.41	Passive
2024-04-30T08:58:29.957	SIM:CLM4	Sell	1	81.41	Passive
2024-04-30T08:58:41.109	SIM:CLM4	Sell	1	81.43	Aggressive
2024-04-30T08:58:41.11	SIM:CLM4	Sell	3	81.43	Aggressive
2024-04-30T08:58:41.111	SIM:CLM4	Sell	3	81.43	Aggressive
2024-04-30T08:58:41.16	SIM:CLM4	Sell	3	81.43	Aggressive
2024-04-30T08:58:41.186	SIM:CLM4	Sell	1	81.43	Aggressive
2024-04-30T08:58:56.757	SIM:CLM4	Sell	6	81.41	Passive
2024-04-30T08:58:56.758	SIM:CLM4	Sell	4	81.41	Passive
2024-04-30T08:59:10.858	SIM:CLM4	Sell	2	81.41	Passive
2024-04-30T08:59:10.86	SIM:CLM4	Sell	2	81.41	Passive
2024-04-30T08:59:10.861	SIM:CLM4	Sell	2	81.41	Passive
2024-04-30T08:59:10.862	SIM:CLM4	Sell	3	81.41	Passive
2024-04-30T08:59:26.06	SIM:CLM4	Sell	2	81.44	Passive
2024-04-30T08:59:26.061	SIM:CLM4	Sell	1	81.44	Passive
2024-04-30T08:59:26.757	SIM:CLM4	Sell	1	81.44	Passive
2024-04-30T08:59:26.971	SIM:CLM4	Sell	4	81.43	Aggressive
2024-04-30T08:59:26.972	SIM:CLM4	Sell	1	81.43	Aggressive
2024-04-30T08:59:48.862	SIM:CLM4	Sell	2	81.37	Aggressive
2024-04-30T08:59:48.863	SIM:CLM4	Sell	2	81.37	Aggressive
2024-04-30T08:59:48.865	SIM:CLM4	Sell	2	81.37	Aggressive
2024-04-30T08:59:48.866	SIM:CLM4	Sell	2	81.37	Aggressive
2024-04-30T08:59:48.867	SIM:CLM4	Sell	2	81.37	Aggressive
2024-04-30T08:59:55.761	SIM:CLM4	Sell	2	81.36	Passive
2024-04-30T08:59:55.763	SIM:CLM4	Sell	3	81.36	Passive
2024-04-30T08:59:55.764	SIM:CLM4	Sell	3	81.36	Passive
2024-04-30T08:59:55.772	SIM:CLM4	Sell	3	81.36	Passive
2024-04-30T08:59:55.778	SIM:CLM4	Sell	2	81.36	Passive
2024-04-30T09:00:11.056	SIM:CLM4	Sell	3	81.45	Aggressive
2024-04-30T09:00:11.057	SIM:CLM4	Sell	8	81.45	Aggressive
2024-04-30T09:00:11.059	SIM:CLM4	Sell	5	81.45	Aggressive
2024-04-30T09:00:26.365	SIM:CLM4	Sell	1	81.42	Passive
2024-04-30T09:00:26.366	SIM:CLM4	Sell	2	81.42	Passive
2024-04-30T09:00:26.367	SIM:CLM4	Sell	6	81.42	Passive
2024-04-30T09:00:26.369	SIM:CLM4	Sell	6	81.42	Passive
2024-04-30T09:00:40.697	SIM:CLM4	Sell	16	81.5	Aggressive
2024-04-30T09:00:55.659	SIM:CLM4	Sell	6	81.59	Aggressive
2024-04-30T09:00:55.66	SIM:CLM4	Sell	6	81.59	Aggressive
2024-04-30T09:00:55.664	SIM:CLM4	Sell	3	81.59	Aggressive
2024-04-30T09:01:10.91	SIM:CLM4	Sell	2	81.47	Passive
2024-04-30T09:01:10.911	SIM:CLM4	Sell	1	81.47	Passive
2024-04-30T09:01:10.913	SIM:CLM4	Sell	1	81.47	Passive
2024-04-30T09:01:10.914	SIM:CLM4	Sell	1	81.47	Passive
2024-04-30T09:01:10.918	SIM:CLM4	Sell	1	81.47	Passive
2024-04-30T09:01:10.921	SIM:CLM4	Sell	1	81.47	Passive
2024-04-30T09:01:10.924	SIM:CLM4	Sell	2	81.47	Passive
2024-04-30T09:01:10.925	SIM:CLM4	Sell	2	81.47	Passive
2024-04-30T09:01:10.927	SIM:CLM4	Sell	1	81.47	Passive
2024-04-30T09:01:10.928	SIM:CLM4	Sell	1	81.47	Passive
2024-04-30T09:01:10.929	SIM:CLM4	Sell	1	81.47	Passive
2024-04-30T09:01:10.958	SIM:CLM4	Sell	1	81.47	Passive
2024-04-30T09:01:25.834	SIM:CLM4	Sell	1	81.45	Aggressive
2024-04-30T09:01:25.858	SIM:CLM4	Sell	6	81.45	Aggressive
2024-04-30T09:01:25.859	SIM:CLM4	Sell	7	81.45	Aggressive
2024-04-30T09:01:40.694	SIM:CLM4	Sell	3	81.43	Aggressive
2024-04-30T09:01:40.695	SIM:CLM4	Sell	3	81.43	Aggressive
2024-04-30T09:01:40.696	SIM:CLM4	Sell	5	81.43	Aggressive
2024-04-30T09:01:40.697	SIM:CLM4	Sell	4	81.43	Aggressive
2024-04-30T09:01:56.26	SIM:CLM4	Sell	1	81.45	Aggressive
2024-04-30T09:01:56.261	SIM:CLM4	Sell	4	81.45	Aggressive
2024-04-30T09:01:56.266	SIM:CLM4	Sell	4	81.45	Aggressive
2024-04-30T09:01:56.267	SIM:CLM4	Sell	4	81.45	Aggressive
2024-04-30T09:01:56.271	SIM:CLM4	Sell	3	81.45	Aggressive
2024-04-30T09:02:10.658	SIM:CLM4	Sell	3	81.42	Passive
2024-04-30T09:02:10.671	SIM:CLM4	Sell	3	81.42	Passive
2024-04-30T09:02:10.672	SIM:CLM4	Sell	3	81.42	Passive
2024-04-30T09:02:10.71	SIM:CLM4	Sell	4	81.42	Passive
2024-04-30T09:02:10.757	SIM:CLM4	Sell	3	81.42	Passive
2024-04-30T09:02:25.721	SIM:CLM4	Sell	3	81.5	Passive
2024-04-30T09:02:25.722	SIM:CLM4	Sell	3	81.5	Passive
2024-04-30T09:02:25.723	SIM:CLM4	Sell	5	81.5	Passive
2024-04-30T09:02:25.724	SIM:CLM4	Sell	6	81.5	Passive
2024-04-30T09:02:40.761	SIM:CLM4	Sell	2	81.56	Aggressive
2024-04-30T09:02:40.763	SIM:CLM4	Sell	4	81.56	Aggressive
2024-04-30T09:02:40.764	SIM:CLM4	Sell	8	81.56	Aggressive
2024-04-30T09:02:40.765	SIM:CLM4	Sell	2	81.56	Aggressive
2024-04-30T09:02:56.459	SIM:CLM4	Sell	2	81.47	Passive
2024-04-30T09:02:56.46	SIM:CLM4	Sell	2	81.47	Passive
2024-04-30T09:02:56.461	SIM:CLM4	Sell	1	81.47	Passive
2024-04-30T09:02:56.463	SIM:CLM4	Sell	1	81.47	Passive
2024-04-30T09:02:56.464	SIM:CLM4	Sell	1	81.47	Passive
2024-04-30T09:02:56.466	SIM:CLM4	Sell	1	81.47	Passive
2024-04-30T09:02:56.467	SIM:CLM4	Sell	1	81.47	Passive
2024-04-30T09:02:56.498	SIM:CLM4	Sell	4	81.47	Passive
2024-04-30T09:02:56.499	SIM:CLM4	Sell	1	81.47	Passive
2024-04-30T09:03:11.858	SIM:CLM4	Sell	2	81.4	Aggressive
2024-04-30T09:03:12.062	SIM:CLM4	Sell	4	81.4	Aggressive
2024-04-30T09:03:12.063	SIM:CLM4	Sell	6	81.4	Aggressive
2024-04-30T09:03:25.596	SIM:CLM4	Sell	5	81.41	Aggressive
2024-04-30T09:03:25.596	SIM:CLM4	Sell	8	81.4	Aggressive

Date - Time

04/30/2024 - 08:43

CQG Symbol

CLE

Exchange Symbol

SIM:CLM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

82.1969

Average Total

82.21

VWAP Slippage

0.0148

Arrival Price

82.0450

Destination Price

82.0150

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T08:33:41.503	SIM:CLM4	Buy	4	82.05	Passive
2024-04-30T08:33:41.504	SIM:CLM4	Buy	4	82.05	Passive
2024-04-30T08:33:41.598	SIM:CLM4	Buy	2	82.05	Passive
2024-04-30T08:33:41.599	SIM:CLM4	Buy	3	82.05	Passive
2024-04-30T08:33:41.669	SIM:CLM4	Buy	3	82.05	Passive
2024-04-30T08:33:54.76	SIM:CLM4	Buy	2	82.07	Aggressive
2024-04-30T08:33:54.857	SIM:CLM4	Buy	3	82.07	Aggressive
2024-04-30T08:33:54.877	SIM:CLM4	Buy	3	82.07	Aggressive
2024-04-30T08:33:55.196	SIM:CLM4	Buy	4	82.07	Aggressive
2024-04-30T08:33:55.198	SIM:CLM4	Buy	3	82.07	Aggressive
2024-04-30T08:34:09.681	SIM:CLM4	Buy	1	82.05	Passive
2024-04-30T08:34:09.682	SIM:CLM4	Buy	2	82.05	Passive
2024-04-30T08:34:09.683	SIM:CLM4	Buy	4	82.05	Passive
2024-04-30T08:34:09.685	SIM:CLM4	Buy	4	82.05	Passive
2024-04-30T08:34:09.686	SIM:CLM4	Buy	4	82.05	Passive
2024-04-30T08:34:09.689	SIM:CLM4	Buy	1	82.05	Passive
2024-04-30T08:34:30.718	SIM:CLM4	Buy	2	82.08	Passive
2024-04-30T08:34:30.719	SIM:CLM4	Buy	1	82.08	Passive
2024-04-30T08:34:31.06	SIM:CLM4	Buy	7	82.08	Passive
2024-04-30T08:34:31.061	SIM:CLM4	Buy	5	82.08	Passive
2024-04-30T08:34:40.662	SIM:CLM4	Buy	2	82.07	Aggressive
2024-04-30T08:34:40.664	SIM:CLM4	Buy	1	82.07	Aggressive
2024-04-30T08:34:40.67	SIM:CLM4	Buy	1	82.07	Aggressive
2024-04-30T08:34:40.671	SIM:CLM4	Buy	1	82.07	Aggressive
2024-04-30T08:34:40.708	SIM:CLM4	Buy	1	82.07	Aggressive
2024-04-30T08:34:41.164	SIM:CLM4	Buy	3	82.07	Aggressive
2024-04-30T08:34:41.165	SIM:CLM4	Buy	1	82.07	Aggressive
2024-04-30T08:34:41.166	SIM:CLM4	Buy	1	82.07	Aggressive
2024-04-30T08:34:41.167	SIM:CLM4	Buy	1	82.07	Aggressive
2024-04-30T08:34:41.168	SIM:CLM4	Buy	1	82.07	Aggressive
2024-04-30T08:34:41.169	SIM:CLM4	Buy	1	82.07	Aggressive
2024-04-30T08:34:41.17	SIM:CLM4	Buy	1	82.07	Aggressive
2024-04-30T08:34:41.189	SIM:CLM4	Buy	1	82.07	Aggressive
2024-04-30T08:34:54.461	SIM:CLM4	Buy	4	82.12	Aggressive
2024-04-30T08:34:54.463	SIM:CLM4	Buy	6	82.12	Aggressive
2024-04-30T08:34:54.466	SIM:CLM4	Buy	5	82.12	Aggressive
2024-04-30T08:35:10.458	SIM:CLM4	Buy	1	82.11	Passive
2024-04-30T08:35:10.913	SIM:CLM4	Buy	1	82.11	Passive
2024-04-30T08:35:10.914	SIM:CLM4	Buy	4	82.11	Passive
2024-04-30T08:35:10.915	SIM:CLM4	Buy	5	82.11	Passive
2024-04-30T08:35:10.916	SIM:CLM4	Buy	3	82.11	Passive
2024-04-30T08:35:24.795	SIM:CLM4	Buy	7	82.1	Aggressive
2024-04-30T08:35:24.796	SIM:CLM4	Buy	7	82.1	Aggressive
2024-04-30T08:35:24.797	SIM:CLM4	Buy	1	82.1	Aggressive
2024-04-30T08:35:39.591	SIM:CLM4	Buy	2	82.05	Passive
2024-04-30T08:35:39.592	SIM:CLM4	Buy	2	82.05	Passive
2024-04-30T08:35:39.593	SIM:CLM4	Buy	2	82.05	Passive
2024-04-30T08:35:39.594	SIM:CLM4	Buy	2	82.05	Passive
2024-04-30T08:35:39.595	SIM:CLM4	Buy	1	82.05	Passive
2024-04-30T08:35:39.596	SIM:CLM4	Buy	1	82.05	Passive
2024-04-30T08:35:39.597	SIM:CLM4	Buy	1	82.05	Passive
2024-04-30T08:35:39.599	SIM:CLM4	Buy	1	82.05	Passive
2024-04-30T08:35:39.602	SIM:CLM4	Buy	2	82.05	Passive
2024-04-30T08:35:59.659	SIM:CLM4	Buy	5	82.07	Aggressive
2024-04-30T08:35:59.661	SIM:CLM4	Buy	2	82.07	Aggressive
2024-04-30T08:35:59.669	SIM:CLM4	Buy	2	82.07	Aggressive
2024-04-30T08:35:59.675	SIM:CLM4	Buy	2	82.07	Aggressive
2024-04-30T08:35:59.756	SIM:CLM4	Buy	2	82.07	Aggressive
2024-04-30T08:35:59.757	SIM:CLM4	Buy	2	82.07	Aggressive
2024-04-30T08:36:09.581	SIM:CLM4	Buy	2	82.04	Aggressive
2024-04-30T08:36:09.582	SIM:CLM4	Buy	1	82.04	Aggressive
2024-04-30T08:36:09.583	SIM:CLM4	Buy	1	82.04	Aggressive
2024-04-30T08:36:10.157	SIM:CLM4	Buy	2	82.05	Passive
2024-04-30T08:36:12.52	SIM:CLM4	Buy	2	82.06	Aggressive
2024-04-30T08:36:12.521	SIM:CLM4	Buy	2	82.06	Aggressive
2024-04-30T08:36:12.522	SIM:CLM4	Buy	1	82.06	Aggressive
2024-04-30T08:36:12.523	SIM:CLM4	Buy	1	82.06	Aggressive
2024-04-30T08:36:13.018	SIM:CLM4	Buy	2	82.06	Aggressive
2024-04-30T08:36:25.216	SIM:CLM4	Buy	2	82.09	Aggressive
2024-04-30T08:36:25.256	SIM:CLM4	Buy	2	82.09	Aggressive
2024-04-30T08:36:25.272	SIM:CLM4	Buy	3	82.09	Aggressive
2024-04-30T08:36:25.356	SIM:CLM4	Buy	3	82.09	Aggressive
2024-04-30T08:36:25.376	SIM:CLM4	Buy	3	82.09	Aggressive
2024-04-30T08:36:25.38	SIM:CLM4	Buy	2	82.09	Aggressive
2024-04-30T08:36:40.162	SIM:CLM4	Buy	8	82.13	Passive
2024-04-30T08:36:40.163	SIM:CLM4	Buy	6	82.13	Passive
2024-04-30T08:36:57.058	SIM:CLM4	Buy	1	82.16	Passive
2024-04-30T08:36:57.06	SIM:CLM4	Buy	3	82.16	Passive
2024-04-30T08:36:57.081	SIM:CLM4	Buy	3	82.16	Passive
2024-04-30T08:36:57.257	SIM:CLM4	Buy	5	82.16	Passive
2024-04-30T08:36:57.258	SIM:CLM4	Buy	1	82.16	Passive
2024-04-30T08:37:10.078	SIM:CLM4	Buy	4	82.24	Passive
2024-04-30T08:37:10.079	SIM:CLM4	Buy	4	82.24	Passive
2024-04-30T08:37:10.08	SIM:CLM4	Buy	3	82.24	Passive
2024-04-30T08:37:24.461	SIM:CLM4	Buy	1	82.29	Aggressive
2024-04-30T08:37:24.462	SIM:CLM4	Buy	1	82.29	Aggressive
2024-04-30T08:37:24.464	SIM:CLM4	Buy	1	82.29	Aggressive
2024-04-30T08:37:24.465	SIM:CLM4	Buy	1	82.29	Aggressive
2024-04-30T08:37:24.783	SIM:CLM4	Buy	2	82.29	Aggressive
2024-04-30T08:37:24.784	SIM:CLM4	Buy	2	82.29	Aggressive
2024-04-30T08:37:24.785	SIM:CLM4	Buy	3	82.29	Aggressive
2024-04-30T08:37:39.485	SIM:CLM4	Buy	1	82.32	Aggressive
2024-04-30T08:37:39.49	SIM:CLM4	Buy	2	82.32	Aggressive
2024-04-30T08:37:39.491	SIM:CLM4	Buy	2	82.32	Aggressive
2024-04-30T08:37:39.493	SIM:CLM4	Buy	1	82.32	Aggressive
2024-04-30T08:37:39.494	SIM:CLM4	Buy	1	82.32	Aggressive
2024-04-30T08:37:39.495	SIM:CLM4	Buy	5	82.32	Aggressive
2024-04-30T08:37:56.267	SIM:CLM4	Buy	2	82.33	Passive
2024-04-30T08:37:56.283	SIM:CLM4	Buy	2	82.33	Passive
2024-04-30T08:37:56.288	SIM:CLM4	Buy	3	82.33	Passive
2024-04-30T08:37:56.29	SIM:CLM4	Buy	2	82.33	Passive
2024-04-30T08:38:09.526	SIM:CLM4	Buy	1	82.41	Passive
2024-04-30T08:38:10.28	SIM:CLM4	Buy	4	82.41	Passive
2024-04-30T08:38:10.294	SIM:CLM4	Buy	4	82.41	Passive
2024-04-30T08:38:26.373	SIM:CLM4	Buy	4	82.37	Aggressive
2024-04-30T08:38:26.375	SIM:CLM4	Buy	4	82.37	Aggressive
2024-04-30T08:38:26.376	SIM:CLM4	Buy	1	82.37	Aggressive
2024-04-30T08:38:40.058	SIM:CLM4	Buy	2	82.34	Aggressive
2024-04-30T08:38:40.059	SIM:CLM4	Buy	1	82.34	Aggressive
2024-04-30T08:38:40.067	SIM:CLM4	Buy	1	82.34	Aggressive
2024-04-30T08:38:40.068	SIM:CLM4	Buy	1	82.34	Aggressive
2024-04-30T08:38:40.085	SIM:CLM4	Buy	1	82.34	Aggressive
2024-04-30T08:38:40.162	SIM:CLM4	Buy	1	82.34	Aggressive
2024-04-30T08:38:40.259	SIM:CLM4	Buy	1	82.34	Aggressive
2024-04-30T08:38:40.403	SIM:CLM4	Buy	1	82.34	Aggressive
2024-04-30T08:38:55.757	SIM:CLM4	Buy	3	82.35	Aggressive
2024-04-30T08:38:55.758	SIM:CLM4	Buy	3	82.35	Aggressive
2024-04-30T08:38:56.459	SIM:CLM4	Buy	1	82.37	Aggressive
2024-04-30T08:38:56.461	SIM:CLM4	Buy	1	82.37	Aggressive
2024-04-30T08:38:56.612	SIM:CLM4	Buy	4	82.37	Aggressive
2024-04-30T08:39:10.424	SIM:CLM4	Buy	2	82.33	Passive
2024-04-30T08:39:10.425	SIM:CLM4	Buy	4	82.33	Passive
2024-04-30T08:39:10.426	SIM:CLM4	Buy	1	82.33	Passive
2024-04-30T08:39:10.427	SIM:CLM4	Buy	4	82.33	Passive
2024-04-30T08:39:10.428	SIM:CLM4	Buy	2	82.33	Passive
2024-04-30T08:39:27.779	SIM:CLM4	Buy	2	82.3	Passive
2024-04-30T08:39:27.78	SIM:CLM4	Buy	6	82.3	Passive
2024-04-30T08:39:27.781	SIM:CLM4	Buy	5	82.3	Passive
2024-04-30T08:39:42.597	SIM:CLM4	Buy	3	82.32	Aggressive
2024-04-30T08:39:42.598	SIM:CLM4	Buy	3	82.32	Aggressive
2024-04-30T08:39:42.599	SIM:CLM4	Buy	5	82.32	Aggressive
2024-04-30T08:39:42.603	SIM:CLM4	Buy	2	82.32	Aggressive
2024-04-30T08:39:54.921	SIM:CLM4	Buy	1	82.39	Passive
2024-04-30T08:39:55.208	SIM:CLM4	Buy	2	82.39	Passive
2024-04-30T08:39:55.209	SIM:CLM4	Buy	2	82.39	Passive
2024-04-30T08:39:55.21	SIM:CLM4	Buy	2	82.39	Passive
2024-04-30T08:39:55.211	SIM:CLM4	Buy	2	82.39	Passive
2024-04-30T08:39:55.213	SIM:CLM4	Buy	3	82.39	Passive
2024-04-30T08:39:55.223	SIM:CLM4	Buy	1	82.39	Passive
2024-04-30T08:40:09.921	SIM:CLM4	Buy	2	82.38	Passive
2024-04-30T08:40:10.562	SIM:CLM4	Buy	10	82.38	Passive
2024-04-30T08:40:10.563	SIM:CLM4	Buy	1	82.38	Passive
2024-04-30T08:40:26.492	SIM:CLM4	Buy	2	82.36	Passive
2024-04-30T08:40:26.493	SIM:CLM4	Buy	2	82.36	Passive
2024-04-30T08:40:26.494	SIM:CLM4	Buy	2	82.36	Passive
2024-04-30T08:40:26.495	SIM:CLM4	Buy	2	82.36	Passive
2024-04-30T08:40:26.496	SIM:CLM4	Buy	2	82.36	Passive
2024-04-30T08:40:26.5	SIM:CLM4	Buy	2	82.36	Passive
2024-04-30T08:40:26.503	SIM:CLM4	Buy	2	82.36	Passive
2024-04-30T08:40:39.571	SIM:CLM4	Buy	4	82.41	Passive
2024-04-30T08:40:39.572	SIM:CLM4	Buy	3	82.41	Passive
2024-04-30T08:40:39.573	SIM:CLM4	Buy	3	82.41	Passive
2024-04-30T08:40:39.574	SIM:CLM4	Buy	3	82.41	Passive
2024-04-30T08:40:55.473	SIM:CLM4	Buy	5	82.34	Aggressive
2024-04-30T08:40:55.474	SIM:CLM4	Buy	7	82.34	Aggressive
2024-04-30T08:41:11.681	SIM:CLM4	Buy	1	82.28	Passive
2024-04-30T08:41:11.682	SIM:CLM4	Buy	2	82.28	Passive
2024-04-30T08:41:11.683	SIM:CLM4	Buy	4	82.28	Passive
2024-04-30T08:41:11.684	SIM:CLM4	Buy	4	82.28	Passive
2024-04-30T08:41:24.726	SIM:CLM4	Buy	2	82.28	Passive
2024-04-30T08:41:24.727	SIM:CLM4	Buy	3	82.28	Passive
2024-04-30T08:41:24.728	SIM:CLM4	Buy	3	82.28	Passive
2024-04-30T08:41:24.73	SIM:CLM4	Buy	3	82.28	Passive
2024-04-30T08:41:50.757	SIM:CLM4	Buy	1	82.29	Aggressive
2024-04-30T08:41:50.758	SIM:CLM4	Buy	2	82.29	Aggressive
2024-04-30T08:41:51.557	SIM:CLM4	Buy	3	82.29	Aggressive
2024-04-30T08:41:53.256	SIM:CLM4	Buy	2	82.29	Aggressive
2024-04-30T08:41:53.257	SIM:CLM4	Buy	2	82.29	Aggressive
2024-04-30T08:41:53.261	SIM:CLM4	Buy	1	82.29	Aggressive
2024-04-30T08:41:57.196	SIM:CLM4	Buy	1	82.28	Passive
2024-04-30T08:41:57.197	SIM:CLM4	Buy	1	82.28	Passive
2024-04-30T08:41:57.198	SIM:CLM4	Buy	1	82.28	Passive
2024-04-30T08:41:57.199	SIM:CLM4	Buy	1	82.28	Passive
2024-04-30T08:41:57.2	SIM:CLM4	Buy	1	82.28	Passive
2024-04-30T08:41:57.201	SIM:CLM4	Buy	1	82.28	Passive
2024-04-30T08:41:59.668	SIM:CLM4	Buy	1	82.31	Aggressive
2024-04-30T08:41:59.669	SIM:CLM4	Buy	1	82.31	Aggressive
2024-04-30T08:41:59.674	SIM:CLM4	Buy	1	82.31	Aggressive
2024-04-30T08:41:59.704	SIM:CLM4	Buy	2	82.31	Aggressive
2024-04-30T08:42:12.293	SIM:CLM4	Buy	1	82.27	Passive
2024-04-30T08:42:12.294	SIM:CLM4	Buy	1	82.27	Passive
2024-04-30T08:42:12.295	SIM:CLM4	Buy	3	82.27	Passive
2024-04-30T08:42:12.297	SIM:CLM4	Buy	2	82.27	Passive
2024-04-30T08:42:12.298	SIM:CLM4	Buy	3	82.27	Passive
2024-04-30T08:42:12.302	SIM:CLM4	Buy	1	82.27	Passive
2024-04-30T08:42:26.877	SIM:CLM4	Buy	1	82.23	Aggressive
2024-04-30T08:42:26.878	SIM:CLM4	Buy	2	82.23	Aggressive
2024-04-30T08:42:26.88	SIM:CLM4	Buy	7	82.23	Aggressive
2024-04-30T08:42:26.881	SIM:CLM4	Buy	1	82.23	Aggressive
2024-04-30T08:42:42.259	SIM:CLM4	Buy	3	82.2	Aggressive
2024-04-30T08:42:42.379	SIM:CLM4	Buy	2	82.2	Aggressive
2024-04-30T08:42:42.381	SIM:CLM4	Buy	6	82.2	Aggressive
2024-04-30T08:42:54.482	SIM:CLM4	Buy	1	82.18	Aggressive
2024-04-30T08:42:54.483	SIM:CLM4	Buy	2	82.18	Aggressive
2024-04-30T08:42:54.484	SIM:CLM4	Buy	2	82.18	Aggressive
2024-04-30T08:42:54.486	SIM:CLM4	Buy	2	82.18	Aggressive
2024-04-30T08:42:54.495	SIM:CLM4	Buy	2	82.18	Aggressive
2024-04-30T08:42:54.558	SIM:CLM4	Buy	1	82.18	Aggressive
2024-04-30T08:43:10.06	SIM:CLM4	Buy	2	82.12	Aggressive
2024-04-30T08:43:10.061	SIM:CLM4	Buy	2	82.12	Aggressive
2024-04-30T08:43:10.069	SIM:CLM4	Buy	2	82.12	Aggressive
2024-04-30T08:43:10.157	SIM:CLM4	Buy	2	82.12	Aggressive
2024-04-30T08:43:11.359	SIM:CLM4	Buy	1	82.13	Passive
2024-04-30T08:43:11.391	SIM:CLM4	Buy	1	82.13	Passive
2024-04-30T08:43:24.327	SIM:CLM4	Buy	9	82.11	Aggressive
2024-04-30T08:43:24.327	SIM:CLM4	Buy	1	82.12	Aggressive

Date - Time

04/30/2024 - 08:32

CQG Symbol

TYA

Exchange Symbol

SIM:ZNM4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

107.5705

Average Total

107.57

VWAP Slippage

0.0011

Arrival Price

107.5703

Destination Price

107.5547

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T08:22:34.479	SIM:ZNM4	Sell	5	107.5625	Passive
2024-04-30T08:22:34.48	SIM:ZNM4	Sell	3	107.5625	Passive
2024-04-30T08:22:53.203	SIM:ZNM4	Sell	8	107.546875	Passive
2024-04-30T08:23:05.16	SIM:ZNM4	Sell	8	107.5625	Passive
2024-04-30T08:23:16.157	SIM:ZNM4	Sell	9	107.5625	Passive
2024-04-30T08:23:31.322	SIM:ZNM4	Sell	8	107.546875	Passive
2024-04-30T08:23:42.257	SIM:ZNM4	Sell	9	107.5625	Passive
2024-04-30T08:24:08.21	SIM:ZNM4	Sell	9	107.546875	Passive
2024-04-30T08:24:23.202	SIM:ZNM4	Sell	10	107.546875	Passive
2024-04-30T08:24:27.205	SIM:ZNM4	Sell	10	107.5625	Passive
2024-04-30T08:24:41.8	SIM:ZNM4	Sell	10	107.5625	Passive
2024-04-30T08:25:08.212	SIM:ZNM4	Sell	10	107.5625	Passive
2024-04-30T08:25:22.068	SIM:ZNM4	Sell	11	107.578125	Passive
2024-04-30T08:25:38.206	SIM:ZNM4	Sell	10	107.578125	Passive
2024-04-30T08:25:53.198	SIM:ZNM4	Sell	11	107.578125	Passive
2024-04-30T08:26:08.213	SIM:ZNM4	Sell	13	107.578125	Passive
2024-04-30T08:26:12.456	SIM:ZNM4	Sell	16	107.59375	Passive
2024-04-30T08:26:38.202	SIM:ZNM4	Sell	15	107.59375	Passive
2024-04-30T08:26:53.199	SIM:ZNM4	Sell	16	107.59375	Passive
2024-04-30T08:27:08.2	SIM:ZNM4	Sell	13	107.59375	Passive
2024-04-30T08:27:23.209	SIM:ZNM4	Sell	10	107.59375	Passive
2024-04-30T08:27:31.907	SIM:ZNM4	Sell	11	107.59375	Passive
2024-04-30T08:27:46.187	SIM:ZNM4	Sell	11	107.59375	Passive
2024-04-30T08:27:58.171	SIM:ZNM4	Sell	10	107.59375	Passive
2024-04-30T08:28:23.202	SIM:ZNM4	Sell	9	107.5625	Passive
2024-04-30T08:28:23.207	SIM:ZNM4	Sell	9	107.578125	Passive
2024-04-30T08:28:53.209	SIM:ZNM4	Sell	9	107.5625	Passive
2024-04-30T08:29:08.209	SIM:ZNM4	Sell	11	107.5625	Passive
2024-04-30T08:29:23.201	SIM:ZNM4	Sell	12	107.5625	Passive
2024-04-30T08:29:38.158	SIM:ZNM4	Sell	3	107.5625	Passive
2024-04-30T08:29:38.159	SIM:ZNM4	Sell	9	107.5625	Passive
2024-04-30T08:29:38.859	SIM:ZNM4	Sell	12	107.5625	Passive
2024-04-30T08:30:08.205	SIM:ZNM4	Sell	14	107.5625	Passive
2024-04-30T08:30:22.517	SIM:ZNM4	Sell	16	107.5625	Passive
2024-04-30T08:30:31.676	SIM:ZNM4	Sell	15	107.5625	Passive
2024-04-30T08:30:46.984	SIM:ZNM4	Sell	16	107.5625	Passive
2024-04-30T08:31:05.365	SIM:ZNM4	Sell	19	107.5625	Passive
2024-04-30T08:31:23.204	SIM:ZNM4	Sell	21	107.5625	Passive
2024-04-30T08:31:38.209	SIM:ZNM4	Sell	22	107.5625	Passive
2024-04-30T08:31:41.963	SIM:ZNM4	Sell	22	107.5625	Passive
2024-04-30T08:31:56.612	SIM:ZNM4	Sell	18	107.5625	Passive
2024-04-30T08:32:08.199	SIM:ZNM4	Sell	17	107.5625	Passive

Date - Time

04/30/2024 - 08:22

CQG Symbol

TYA

Exchange Symbol

SIM:ZNM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

107.6091

Average Total

107.62

VWAP Slippage

0.0135

Arrival Price

107.6172

Destination Price

107.5703

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T08:12:22.057	SIM:ZNM4	Buy	14	107.625	Passive
2024-04-30T08:12:37.058	SIM:ZNM4	Buy	15	107.625	Passive
2024-04-30T08:12:46.089	SIM:ZNM4	Buy	15	107.625	Passive
2024-04-30T08:13:07.008	SIM:ZNM4	Buy	13	107.625	Passive
2024-04-30T08:13:22.021	SIM:ZNM4	Buy	8	107.640625	Passive
2024-04-30T08:13:37.013	SIM:ZNM4	Buy	9	107.640625	Passive
2024-04-30T08:13:52.023	SIM:ZNM4	Buy	8	107.640625	Passive
2024-04-30T08:14:07.011	SIM:ZNM4	Buy	10	107.640625	Passive
2024-04-30T08:14:22.02	SIM:ZNM4	Buy	12	107.640625	Passive
2024-04-30T08:14:37.004	SIM:ZNM4	Buy	11	107.640625	Passive
2024-04-30T08:14:52.02	SIM:ZNM4	Buy	12	107.640625	Passive
2024-04-30T08:15:07.02	SIM:ZNM4	Buy	13	107.640625	Passive
2024-04-30T08:15:08.582	SIM:ZNM4	Buy	14	107.625	Passive
2024-04-30T08:15:37.009	SIM:ZNM4	Buy	14	107.640625	Passive
2024-04-30T08:15:52.009	SIM:ZNM4	Buy	14	107.640625	Passive
2024-04-30T08:16:00.365	SIM:ZNM4	Buy	14	107.625	Passive
2024-04-30T08:16:11.793	SIM:ZNM4	Buy	13	107.625	Passive
2024-04-30T08:16:37.057	SIM:ZNM4	Buy	12	107.640625	Passive
2024-04-30T08:16:52.025	SIM:ZNM4	Buy	13	107.640625	Passive
2024-04-30T08:17:07.017	SIM:ZNM4	Buy	12	107.640625	Passive
2024-04-30T08:17:10.09	SIM:ZNM4	Buy	10	107.625	Passive
2024-04-30T08:17:37.022	SIM:ZNM4	Buy	11	107.625	Passive
2024-04-30T08:17:50.462	SIM:ZNM4	Buy	11	107.625	Passive
2024-04-30T08:18:05.273	SIM:ZNM4	Buy	12	107.625	Passive
2024-04-30T08:18:09.859	SIM:ZNM4	Buy	17	107.625	Passive
2024-04-30T08:18:33.514	SIM:ZNM4	Buy	16	107.625	Passive
2024-04-30T08:18:37.516	SIM:ZNM4	Buy	16	107.625	Passive
2024-04-30T08:19:03.814	SIM:ZNM4	Buy	15	107.625	Passive
2024-04-30T08:19:08.889	SIM:ZNM4	Buy	13	107.625	Passive
2024-04-30T08:19:37.009	SIM:ZNM4	Buy	14	107.625	Passive
2024-04-30T08:19:52.057	SIM:ZNM4	Buy	13	107.625	Passive
2024-04-30T08:19:58.593	SIM:ZNM4	Buy	12	107.609375	Passive
2024-04-30T08:20:22.013	SIM:ZNM4	Buy	9	107.625	Passive
2024-04-30T08:20:31.515	SIM:ZNM4	Buy	9	107.625	Passive
2024-04-30T08:20:38.315	SIM:ZNM4	Buy	9	107.609375	Passive
2024-04-30T08:21:02.886	SIM:ZNM4	Buy	12	107.59375	Passive
2024-04-30T08:21:09.198	SIM:ZNM4	Buy	14	107.578125	Passive
2024-04-30T08:21:37.021	SIM:ZNM4	Buy	14	107.578125	Passive
2024-04-30T08:21:39.958	SIM:ZNM4	Buy	14	107.5625	Passive
2024-04-30T08:21:52.005	SIM:ZNM4	Buy	13	107.578125	Passive

Date - Time

04/30/2024 - 08:11

CQG Symbol

ZCE

Exchange Symbol

SIM:ZCN4

Buy / Sell

Sell

Quantity

500

Total Filled

477

Market VWAP

Average Total

447.58

VWAP Slippage

0.0000

Arrival Price

447.7500

Destination Price

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T08:01:21.169	SIM:ZCN4	Sell	12	447.75	Passive
2024-04-30T08:01:35.573	SIM:ZCN4	Sell	13	447.75	Passive
2024-04-30T08:01:50.578	SIM:ZCN4	Sell	14	447.75	Passive
2024-04-30T08:02:05.577	SIM:ZCN4	Sell	19	447.75	Passive
2024-04-30T08:02:20.578	SIM:ZCN4	Sell	19	447.5	Passive
2024-04-30T08:02:35.569	SIM:ZCN4	Sell	7	447.5	Passive
2024-04-30T08:03:00.857	SIM:ZCN4	Sell	15	447.5	Passive
2024-04-30T08:03:00.857	SIM:ZCN4	Sell	12	447.5	Passive
2024-04-30T08:03:05.577	SIM:ZCN4	Sell	6	447.5	Passive
2024-04-30T08:03:20.58	SIM:ZCN4	Sell	6	447.5	Passive
2024-04-30T08:03:35.596	SIM:ZCN4	Sell	6	447.5	Passive
2024-04-30T08:03:50.586	SIM:ZCN4	Sell	5	447.5	Passive
2024-04-30T08:04:05.572	SIM:ZCN4	Sell	2	447.5	Passive
2024-04-30T08:04:20.57	SIM:ZCN4	Sell	2	447.5	Passive
2024-04-30T08:04:35.582	SIM:ZCN4	Sell	3	447.5	Passive
2024-04-30T08:04:50.579	SIM:ZCN4	Sell	2	447.5	Passive
2024-04-30T08:05:05.58	SIM:ZCN4	Sell	5	447.5	Passive
2024-04-30T08:05:20.578	SIM:ZCN4	Sell	4	447.5	Passive
2024-04-30T08:05:35.584	SIM:ZCN4	Sell	4	447.5	Passive
2024-04-30T08:05:50.575	SIM:ZCN4	Sell	7	447.5	Passive
2024-04-30T08:06:05.572	SIM:ZCN4	Sell	12	447.5	Passive
2024-04-30T08:06:20.577	SIM:ZCN4	Sell	13	447.5	Passive
2024-04-30T08:06:35.584	SIM:ZCN4	Sell	13	447.5	Passive
2024-04-30T08:06:50.57	SIM:ZCN4	Sell	19	447.5	Passive
2024-04-30T08:07:05.585	SIM:ZCN4	Sell	34	447.5	Passive
2024-04-30T08:07:20.579	SIM:ZCN4	Sell	33	447.5	Passive
2024-04-30T08:07:35.569	SIM:ZCN4	Sell	34	447.5	Passive
2024-04-30T08:07:50.578	SIM:ZCN4	Sell	23	447.5	Passive
2024-04-30T08:08:05.587	SIM:ZCN4	Sell	2	447.5	Passive
2024-04-30T08:08:20.584	SIM:ZCN4	Sell	2	447.5	Passive
2024-04-30T08:08:35.577	SIM:ZCN4	Sell	2	447.5	Passive
2024-04-30T08:08:50.579	SIM:ZCN4	Sell	4	447.5	Passive
2024-04-30T08:09:05.579	SIM:ZCN4	Sell	6	447.5	Passive
2024-04-30T08:09:20.576	SIM:ZCN4	Sell	6	447.5	Passive
2024-04-30T08:09:35.57	SIM:ZCN4	Sell	6	447.5	Passive
2024-04-30T08:09:50.58	SIM:ZCN4	Sell	14	447.5	Passive
2024-04-30T08:10:05.586	SIM:ZCN4	Sell	27	447.75	Passive
2024-04-30T08:10:20.578	SIM:ZCN4	Sell	27	447.75	Passive
2024-04-30T08:10:35.57	SIM:ZCN4	Sell	27	447.75	Passive
2024-04-30T08:10:50.581	SIM:ZCN4	Sell	10	447.75	Passive

Date - Time

04/30/2024 - 08:01

CQG Symbol

ZCE

Exchange Symbol

SIM:ZCN4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

Average Total

448.23

VWAP Slippage

0.0000

Arrival Price

447.7500

Destination Price

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T07:52:04.46	SIM:ZCN4	Buy	2	448	Passive
2024-04-30T07:52:19.42	SIM:ZCN4	Buy	8	448	Passive
2024-04-30T07:52:34.407	SIM:ZCN4	Buy	8	448	Passive
2024-04-30T07:52:49.415	SIM:ZCN4	Buy	8	448	Passive
2024-04-30T07:53:04.41	SIM:ZCN4	Buy	10	448	Passive
2024-04-30T07:53:19.42	SIM:ZCN4	Buy	8	448	Passive
2024-04-30T07:53:19.42	SIM:ZCN4	Buy	4	448	Passive
2024-04-30T07:53:34.459	SIM:ZCN4	Buy	7	448	Passive
2024-04-30T07:53:34.459	SIM:ZCN4	Buy	5	448	Passive
2024-04-30T07:53:49.412	SIM:ZCN4	Buy	13	448	Passive
2024-04-30T07:54:04.415	SIM:ZCN4	Buy	14	448	Passive
2024-04-30T07:54:19.418	SIM:ZCN4	Buy	21	448	Passive
2024-04-30T07:55:04.423	SIM:ZCN4	Buy	60	448.25	Passive
2024-04-30T07:56:04.463	SIM:ZCN4	Buy	24	448.25	Passive
2024-04-30T07:57:19.477	SIM:ZCN4	Buy	103	448.5	Passive
2024-04-30T07:59:59.566	SIM:ZCN4	Buy	37	448	Aggressive
2024-04-30T07:59:59.566	SIM:ZCN4	Buy	71	448.25	Aggressive
2024-04-30T07:59:59.566	SIM:ZCN4	Buy	54	448.5	Passive
2024-04-30T08:00:04.424	SIM:ZCN4	Buy	5	448	Passive
2024-04-30T08:00:19.422	SIM:ZCN4	Buy	1	447.75	Aggressive
2024-04-30T08:00:19.422	SIM:ZCN4	Buy	7	448	Passive
2024-04-30T08:00:26.859	SIM:ZCN4	Buy	1	447.75	Passive
2024-04-30T08:00:26.893	SIM:ZCN4	Buy	1	447.75	Passive
2024-04-30T08:00:26.96	SIM:ZCN4	Buy	1	447.75	Passive
2024-04-30T08:00:34.406	SIM:ZCN4	Buy	6	448	Passive
2024-04-30T08:00:49.409	SIM:ZCN4	Buy	13	448	Passive
2024-04-30T08:00:49.41	SIM:ZCN4	Buy	8	448	Passive

Date - Time

04/30/2024 - 07:50

CQG Symbol

ENQ

Exchange Symbol

SIM:NQM4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

17812.8813

Average Total

17813.55

VWAP Slippage

-0.6712

Arrival Price

17,802.1250

Destination Price

17,810.8750

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T07:40:19.787	SIM:NQM4	Sell	1	17802.25	Passive
2024-04-30T07:40:19.789	SIM:NQM4	Sell	1	17802.25	Passive
2024-04-30T07:40:19.804	SIM:NQM4	Sell	1	17802.25	Passive
2024-04-30T07:40:19.862	SIM:NQM4	Sell	2	17802.5	Aggressive
2024-04-30T07:40:19.862	SIM:NQM4	Sell	4	17802.25	Passive
2024-04-30T07:40:20.056	SIM:NQM4	Sell	3	17802.25	Passive
2024-04-30T07:40:20.087	SIM:NQM4	Sell	1	17802.5	Aggressive
2024-04-30T07:40:20.088	SIM:NQM4	Sell	1	17802.25	Passive
2024-04-30T07:40:33.578	SIM:NQM4	Sell	1	17808.75	Passive
2024-04-30T07:40:33.581	SIM:NQM4	Sell	1	17808.75	Passive
2024-04-30T07:40:33.586	SIM:NQM4	Sell	1	17808.75	Passive
2024-04-30T07:40:33.687	SIM:NQM4	Sell	2	17808.75	Passive
2024-04-30T07:40:33.688	SIM:NQM4	Sell	2	17808.75	Passive
2024-04-30T07:40:33.69	SIM:NQM4	Sell	2	17808.75	Passive
2024-04-30T07:40:33.697	SIM:NQM4	Sell	2	17808.75	Passive
2024-04-30T07:40:33.698	SIM:NQM4	Sell	2	17808.75	Passive
2024-04-30T07:40:33.758	SIM:NQM4	Sell	1	17808.75	Passive
2024-04-30T07:40:33.782	SIM:NQM4	Sell	1	17808.75	Passive
2024-04-30T07:40:50.761	SIM:NQM4	Sell	2	17807	Passive
2024-04-30T07:40:50.858	SIM:NQM4	Sell	2	17807	Passive
2024-04-30T07:40:50.867	SIM:NQM4	Sell	1	17807.25	Aggressive
2024-04-30T07:40:50.868	SIM:NQM4	Sell	2	17807	Passive
2024-04-30T07:40:50.869	SIM:NQM4	Sell	3	17807.25	Aggressive
2024-04-30T07:40:50.869	SIM:NQM4	Sell	2	17807	Passive
2024-04-30T07:40:50.87	SIM:NQM4	Sell	2	17807.25	Aggressive
2024-04-30T07:41:04.779	SIM:NQM4	Sell	2	17802.75	Passive
2024-04-30T07:41:04.78	SIM:NQM4	Sell	2	17802.75	Passive
2024-04-30T07:41:04.788	SIM:NQM4	Sell	2	17802.75	Passive
2024-04-30T07:41:04.903	SIM:NQM4	Sell	2	17802.75	Passive
2024-04-30T07:41:04.909	SIM:NQM4	Sell	2	17802.75	Passive
2024-04-30T07:41:04.956	SIM:NQM4	Sell	1	17802.75	Passive
2024-04-30T07:41:04.98	SIM:NQM4	Sell	2	17802.75	Passive
2024-04-30T07:41:18.375	SIM:NQM4	Sell	2	17802.75	Passive
2024-04-30T07:41:18.376	SIM:NQM4	Sell	2	17802.75	Passive
2024-04-30T07:41:18.557	SIM:NQM4	Sell	1	17802.75	Passive
2024-04-30T07:41:19.956	SIM:NQM4	Sell	1	17803	Aggressive
2024-04-30T07:41:19.956	SIM:NQM4	Sell	5	17802.75	Passive
2024-04-30T07:41:20.088	SIM:NQM4	Sell	1	17803	Aggressive
2024-04-30T07:41:33.957	SIM:NQM4	Sell	2	17804.25	Aggressive
2024-04-30T07:41:33.957	SIM:NQM4	Sell	5	17804	Passive
2024-04-30T07:41:33.964	SIM:NQM4	Sell	2	17804.25	Aggressive
2024-04-30T07:41:33.965	SIM:NQM4	Sell	3	17804	Passive
2024-04-30T07:41:48.713	SIM:NQM4	Sell	1	17817.5	Passive
2024-04-30T07:41:48.714	SIM:NQM4	Sell	1	17817.5	Passive
2024-04-30T07:41:48.763	SIM:NQM4	Sell	3	17818	Aggressive
2024-04-30T07:41:48.763	SIM:NQM4	Sell	4	17817.75	Aggressive
2024-04-30T07:41:48.763	SIM:NQM4	Sell	3	17817.5	Passive
2024-04-30T07:41:48.781	SIM:NQM4	Sell	1	17817.75	Aggressive
2024-04-30T07:42:04.007	SIM:NQM4	Sell	1	17816.75	Aggressive
2024-04-30T07:42:04.358	SIM:NQM4	Sell	1	17816.75	Aggressive
2024-04-30T07:42:04.358	SIM:NQM4	Sell	3	17816.5	Passive
2024-04-30T07:42:04.364	SIM:NQM4	Sell	1	17816.75	Aggressive
2024-04-30T07:42:04.364	SIM:NQM4	Sell	3	17816.5	Passive
2024-04-30T07:42:04.48	SIM:NQM4	Sell	2	17816.75	Aggressive
2024-04-30T07:42:04.48	SIM:NQM4	Sell	3	17816.5	Passive
2024-04-30T07:42:04.482	SIM:NQM4	Sell	2	17816.75	Aggressive
2024-04-30T07:42:21.804	SIM:NQM4	Sell	3	17814.75	Passive
2024-04-30T07:42:21.805	SIM:NQM4	Sell	3	17815	Aggressive
2024-04-30T07:42:21.805	SIM:NQM4	Sell	3	17814.75	Passive
2024-04-30T07:42:21.806	SIM:NQM4	Sell	3	17815	Aggressive
2024-04-30T07:42:21.806	SIM:NQM4	Sell	3	17814.75	Passive
2024-04-30T07:42:34.9	SIM:NQM4	Sell	2	17815	Passive
2024-04-30T07:42:34.901	SIM:NQM4	Sell	1	17815.25	Aggressive
2024-04-30T07:42:34.901	SIM:NQM4	Sell	5	17815	Passive
2024-04-30T07:42:34.902	SIM:NQM4	Sell	1	17815	Passive
2024-04-30T07:42:34.903	SIM:NQM4	Sell	1	17815	Passive
2024-04-30T07:42:34.904	SIM:NQM4	Sell	2	17815	Passive
2024-04-30T07:42:34.905	SIM:NQM4	Sell	1	17815	Passive
2024-04-30T07:42:34.907	SIM:NQM4	Sell	2	17815	Passive
2024-04-30T07:42:50.465	SIM:NQM4	Sell	3	17814.5	Passive
2024-04-30T07:42:50.622	SIM:NQM4	Sell	1	17815	Aggressive
2024-04-30T07:42:50.622	SIM:NQM4	Sell	3	17814.75	Aggressive
2024-04-30T07:42:50.622	SIM:NQM4	Sell	4	17814.5	Passive
2024-04-30T07:42:50.623	SIM:NQM4	Sell	2	17815	Aggressive
2024-04-30T07:42:50.623	SIM:NQM4	Sell	1	17814.75	Aggressive
2024-04-30T07:43:03.956	SIM:NQM4	Sell	1	17816.5	Aggressive
2024-04-30T07:43:03.956	SIM:NQM4	Sell	11	17815.25	Passive
2024-04-30T07:43:22.157	SIM:NQM4	Sell	2	17815.25	Aggressive
2024-04-30T07:43:22.157	SIM:NQM4	Sell	3	17815	Passive
2024-04-30T07:43:22.199	SIM:NQM4	Sell	1	17815.25	Aggressive
2024-04-30T07:43:22.2	SIM:NQM4	Sell	3	17815	Passive
2024-04-30T07:43:22.201	SIM:NQM4	Sell	1	17815.25	Aggressive
2024-04-30T07:43:22.201	SIM:NQM4	Sell	1	17815	Passive
2024-04-30T07:43:35.211	SIM:NQM4	Sell	1	17814.5	Passive
2024-04-30T07:43:36.011	SIM:NQM4	Sell	1	17813.75	Passive
2024-04-30T07:43:36.268	SIM:NQM4	Sell	2	17814	Aggressive
2024-04-30T07:43:36.268	SIM:NQM4	Sell	3	17813.75	Passive
2024-04-30T07:43:36.269	SIM:NQM4	Sell	2	17814	Aggressive
2024-04-30T07:43:36.269	SIM:NQM4	Sell	2	17813.75	Passive
2024-04-30T07:43:52.361	SIM:NQM4	Sell	4	17813.5	Passive
2024-04-30T07:43:52.456	SIM:NQM4	Sell	2	17813.75	Aggressive
2024-04-30T07:43:52.456	SIM:NQM4	Sell	6	17813.5	Passive
2024-04-30T07:44:04.581	SIM:NQM4	Sell	1	17813	Passive
2024-04-30T07:44:04.582	SIM:NQM4	Sell	1	17813	Passive
2024-04-30T07:44:04.815	SIM:NQM4	Sell	2	17813	Passive
2024-04-30T07:44:04.816	SIM:NQM4	Sell	2	17813	Passive
2024-04-30T07:44:04.857	SIM:NQM4	Sell	3	17813.25	Aggressive
2024-04-30T07:44:04.857	SIM:NQM4	Sell	2	17813	Passive
2024-04-30T07:44:04.861	SIM:NQM4	Sell	1	17813	Passive
2024-04-30T07:44:21.957	SIM:NQM4	Sell	1	17816.75	Passive
2024-04-30T07:44:21.963	SIM:NQM4	Sell	2	17816.75	Passive
2024-04-30T07:44:21.969	SIM:NQM4	Sell	2	17816.75	Passive
2024-04-30T07:44:22.008	SIM:NQM4	Sell	2	17816.75	Passive
2024-04-30T07:44:22.062	SIM:NQM4	Sell	1	17816.75	Passive
2024-04-30T07:44:22.162	SIM:NQM4	Sell	1	17816.75	Passive
2024-04-30T07:44:22.391	SIM:NQM4	Sell	1	17816.75	Passive
2024-04-30T07:44:22.392	SIM:NQM4	Sell	1	17816.75	Passive
2024-04-30T07:44:23.494	SIM:NQM4	Sell	1	17816.75	Passive
2024-04-30T07:44:34.405	SIM:NQM4	Sell	1	17819	Passive
2024-04-30T07:44:34.407	SIM:NQM4	Sell	1	17819	Passive
2024-04-30T07:44:34.408	SIM:NQM4	Sell	1	17819	Passive
2024-04-30T07:44:34.414	SIM:NQM4	Sell	1	17819	Passive
2024-04-30T07:44:34.415	SIM:NQM4	Sell	2	17819	Passive
2024-04-30T07:44:34.416	SIM:NQM4	Sell	2	17819	Passive
2024-04-30T07:44:34.422	SIM:NQM4	Sell	2	17819	Passive
2024-04-30T07:44:34.459	SIM:NQM4	Sell	3	17819	Passive
2024-04-30T07:44:48.757	SIM:NQM4	Sell	3	17817.25	Passive
2024-04-30T07:44:48.773	SIM:NQM4	Sell	3	17817.25	Passive
2024-04-30T07:44:48.78	SIM:NQM4	Sell	2	17817.5	Aggressive
2024-04-30T07:44:48.78	SIM:NQM4	Sell	3	17817.25	Passive
2024-04-30T07:44:48.781	SIM:NQM4	Sell	1	17817.5	Aggressive
2024-04-30T07:45:04.957	SIM:NQM4	Sell	3	17817	Passive
2024-04-30T07:45:04.959	SIM:NQM4	Sell	3	17817	Passive
2024-04-30T07:45:04.96	SIM:NQM4	Sell	3	17817	Passive
2024-04-30T07:45:04.961	SIM:NQM4	Sell	3	17817	Passive
2024-04-30T07:45:04.962	SIM:NQM4	Sell	3	17817	Passive
2024-04-30T07:45:21.883	SIM:NQM4	Sell	1	17816.5	Passive
2024-04-30T07:45:21.963	SIM:NQM4	Sell	1	17816.5	Passive
2024-04-30T07:45:21.964	SIM:NQM4	Sell	1	17816.5	Passive
2024-04-30T07:45:21.974	SIM:NQM4	Sell	1	17816.5	Passive
2024-04-30T07:45:25.282	SIM:NQM4	Sell	1	17815.25	Passive
2024-04-30T07:45:25.409	SIM:NQM4	Sell	2	17814.25	Passive
2024-04-30T07:45:25.457	SIM:NQM4	Sell	2	17814.25	Passive
2024-04-30T07:45:25.459	SIM:NQM4	Sell	2	17814.25	Passive
2024-04-30T07:45:25.46	SIM:NQM4	Sell	2	17814.25	Passive
2024-04-30T07:45:25.47	SIM:NQM4	Sell	2	17814.25	Passive
2024-04-30T07:45:33.457	SIM:NQM4	Sell	4	17814.75	Passive
2024-04-30T07:45:33.458	SIM:NQM4	Sell	3	17814.75	Passive
2024-04-30T07:45:33.459	SIM:NQM4	Sell	3	17814.75	Passive
2024-04-30T07:45:33.46	SIM:NQM4	Sell	3	17814.75	Passive
2024-04-30T07:45:33.516	SIM:NQM4	Sell	2	17814.75	Passive
2024-04-30T07:45:52.174	SIM:NQM4	Sell	3	17813.5	Passive
2024-04-30T07:45:52.175	SIM:NQM4	Sell	3	17813.5	Passive
2024-04-30T07:45:52.176	SIM:NQM4	Sell	3	17813.5	Passive
2024-04-30T07:45:52.196	SIM:NQM4	Sell	3	17813.5	Passive
2024-04-30T07:45:52.357	SIM:NQM4	Sell	1	17813.75	Aggressive
2024-04-30T07:45:52.357	SIM:NQM4	Sell	1	17813.5	Passive
2024-04-30T07:46:06.164	SIM:NQM4	Sell	1	17816.25	Aggressive
2024-04-30T07:46:06.164	SIM:NQM4	Sell	1	17816	Aggressive
2024-04-30T07:46:06.164	SIM:NQM4	Sell	2	17815.75	Passive
2024-04-30T07:46:08.071	SIM:NQM4	Sell	1	17815.75	Passive
2024-04-30T07:46:11.129	SIM:NQM4	Sell	2	17815	Passive
2024-04-30T07:46:11.13	SIM:NQM4	Sell	2	17815	Passive
2024-04-30T07:46:11.156	SIM:NQM4	Sell	2	17815	Passive
2024-04-30T07:46:11.157	SIM:NQM4	Sell	2	17815	Passive
2024-04-30T07:46:19.093	SIM:NQM4	Sell	2	17815.5	Aggressive
2024-04-30T07:46:19.094	SIM:NQM4	Sell	2	17815.5	Aggressive
2024-04-30T07:46:19.094	SIM:NQM4	Sell	1	17815.25	Passive
2024-04-30T07:46:19.096	SIM:NQM4	Sell	2	17815.5	Aggressive
2024-04-30T07:46:19.096	SIM:NQM4	Sell	1	17815.25	Passive
2024-04-30T07:46:19.097	SIM:NQM4	Sell	2	17815.5	Aggressive
2024-04-30T07:46:19.097	SIM:NQM4	Sell	1	17815.25	Passive
2024-04-30T07:46:19.104	SIM:NQM4	Sell	1	17815.5	Aggressive
2024-04-30T07:46:34.557	SIM:NQM4	Sell	2	17815.75	Passive
2024-04-30T07:46:34.757	SIM:NQM4	Sell	2	17815.75	Passive
2024-04-30T07:46:34.758	SIM:NQM4	Sell	2	17815.75	Passive
2024-04-30T07:46:34.759	SIM:NQM4	Sell	2	17815.75	Passive
2024-04-30T07:46:34.996	SIM:NQM4	Sell	2	17815.75	Passive
2024-04-30T07:46:34.997	SIM:NQM4	Sell	2	17815.75	Passive
2024-04-30T07:46:50.558	SIM:NQM4	Sell	2	17816.25	Passive
2024-04-30T07:46:50.579	SIM:NQM4	Sell	4	17816.25	Passive
2024-04-30T07:46:50.669	SIM:NQM4	Sell	4	17816.25	Passive
2024-04-30T07:46:50.76	SIM:NQM4	Sell	2	17816.25	Passive
2024-04-30T07:47:06.557	SIM:NQM4	Sell	1	17816.25	Passive
2024-04-30T07:47:06.59	SIM:NQM4	Sell	2	17816.25	Passive
2024-04-30T07:47:06.725	SIM:NQM4	Sell	1	17816.75	Aggressive
2024-04-30T07:47:06.725	SIM:NQM4	Sell	2	17816.5	Aggressive
2024-04-30T07:47:06.725	SIM:NQM4	Sell	2	17816.25	Passive
2024-04-30T07:47:06.726	SIM:NQM4	Sell	2	17816.5	Aggressive
2024-04-30T07:47:06.726	SIM:NQM4	Sell	1	17816.25	Passive
2024-04-30T07:47:18.776	SIM:NQM4	Sell	1	17817	Aggressive
2024-04-30T07:47:18.776	SIM:NQM4	Sell	1	17816.25	Passive
2024-04-30T07:47:18.777	SIM:NQM4	Sell	1	17817	Aggressive
2024-04-30T07:47:18.777	SIM:NQM4	Sell	1	17816.25	Passive
2024-04-30T07:47:18.778	SIM:NQM4	Sell	1	17816.5	Aggressive
2024-04-30T07:47:18.778	SIM:NQM4	Sell	3	17816.25	Passive
2024-04-30T07:47:18.779	SIM:NQM4	Sell	3	17816.25	Passive
2024-04-30T07:47:38.374	SIM:NQM4	Sell	1	17813.75	Passive
2024-04-30T07:47:38.375	SIM:NQM4	Sell	2	17813.75	Passive
2024-04-30T07:47:38.463	SIM:NQM4	Sell	4	17813.75	Passive
2024-04-30T07:47:38.56	SIM:NQM4	Sell	3	17813.75	Passive
2024-04-30T07:47:49.519	SIM:NQM4	Sell	1	17815	Passive
2024-04-30T07:47:49.52	SIM:NQM4	Sell	1	17815.5	Aggressive
2024-04-30T07:47:49.52	SIM:NQM4	Sell	1	17815.25	Aggressive
2024-04-30T07:47:49.52	SIM:NQM4	Sell	4	17815	Passive
2024-04-30T07:47:49.521	SIM:NQM4	Sell	1	17815.25	Aggressive
2024-04-30T07:47:49.521	SIM:NQM4	Sell	3	17815	Passive
2024-04-30T07:48:07.257	SIM:NQM4	Sell	3	17815	Passive
2024-04-30T07:48:07.3	SIM:NQM4	Sell	2	17815.25	Aggressive
2024-04-30T07:48:07.3	SIM:NQM4	Sell	4	17815	Passive
2024-04-30T07:48:21.656	SIM:NQM4	Sell	1	17816	Passive
2024-04-30T07:48:21.757	SIM:NQM4	Sell	2	17816	Passive
2024-04-30T07:48:21.763	SIM:NQM4	Sell	2	17816	Passive
2024-04-30T07:48:22.057	SIM:NQM4	Sell	2	17816	Passive
2024-04-30T07:48:22.158	SIM:NQM4	Sell	1	17816.25	Aggressive
2024-04-30T07:48:34.316	SIM:NQM4	Sell	1	17814.5	Passive
2024-04-30T07:48:34.318	SIM:NQM4	Sell	1	17814.5	Passive
2024-04-30T07:48:34.319	SIM:NQM4	Sell	1	17814.5	Passive
2024-04-30T07:48:34.457	SIM:NQM4	Sell	1	17814.5	Passive
2024-04-30T07:48:34.56	SIM:NQM4	Sell	1	17814.5	Passive
2024-04-30T07:48:34.576	SIM:NQM4	Sell	1	17814.5	Passive
2024-04-30T07:48:39.558	SIM:NQM4	Sell	2	17813.75	Passive
2024-04-30T07:48:39.57	SIM:NQM4	Sell	1	17813.75	Passive
2024-04-30T07:48:55.86	SIM:NQM4	Sell	3	17813.25	Aggressive
2024-04-30T07:48:55.86	SIM:NQM4	Sell	5	17813	Passive
2024-04-30T07:48:55.862	SIM:NQM4	Sell	2	17813.25	Aggressive
2024-04-30T07:49:03.312	SIM:NQM4	Sell	3	17814.75	Passive
2024-04-30T07:49:03.314	SIM:NQM4	Sell	1	17814.75	Passive
2024-04-30T07:49:07.06	SIM:NQM4	Sell	4	17814.25	Passive
2024-04-30T07:49:07.061	SIM:NQM4	Sell	3	17814.25	Passive
2024-04-30T07:49:07.062	SIM:NQM4	Sell	2	17814.25	Passive
2024-04-30T07:49:19.686	SIM:NQM4	Sell	2	17813.75	Passive
2024-04-30T07:49:19.687	SIM:NQM4	Sell	2	17813.75	Passive
2024-04-30T07:49:19.78	SIM:NQM4	Sell	1	17813.75	Passive
2024-04-30T07:49:19.783	SIM:NQM4	Sell	1	17813.75	Passive
2024-04-30T07:49:19.856	SIM:NQM4	Sell	1	17813.75	Passive
2024-04-30T07:49:20.224	SIM:NQM4	Sell	3	17813.75	Passive
2024-04-30T07:49:20.225	SIM:NQM4	Sell	2	17813.75	Passive
2024-04-30T07:49:34.557	SIM:NQM4	Sell	2	17815.75	Passive
2024-04-30T07:49:34.558	SIM:NQM4	Sell	2	17815.75	Passive
2024-04-30T07:49:34.568	SIM:NQM4	Sell	2	17815.75	Passive
2024-04-30T07:49:34.594	SIM:NQM4	Sell	2	17815.75	Passive
2024-04-30T07:49:34.6	SIM:NQM4	Sell	2	17815.75	Passive
2024-04-30T07:49:34.661	SIM:NQM4	Sell	2	17815.75	Passive
2024-04-30T07:49:34.668	SIM:NQM4	Sell	1	17815.75	Passive
2024-04-30T07:49:48.481	SIM:NQM4	Sell	1	17814.75	Passive
2024-04-30T07:49:48.491	SIM:NQM4	Sell	1	17814.75	Passive
2024-04-30T07:49:48.573	SIM:NQM4	Sell	1	17814.75	Passive
2024-04-30T07:49:48.857	SIM:NQM4	Sell	1	17814.75	Passive
2024-04-30T07:49:49.081	SIM:NQM4	Sell	1	17814.75	Passive
2024-04-30T07:49:49.557	SIM:NQM4	Sell	1	17814.75	Passive
2024-04-30T07:49:49.595	SIM:NQM4	Sell	2	17815	Aggressive
2024-04-30T07:49:49.595	SIM:NQM4	Sell	2	17814.75	Passive
2024-04-30T07:49:49.596	SIM:NQM4	Sell	1	17814.75	Passive
2024-04-30T07:49:49.657	SIM:NQM4	Sell	1	17814.75	Passive
2024-04-30T07:50:03.287	SIM:NQM4	Sell	1	17812.75	Aggressive
2024-04-30T07:50:03.287	SIM:NQM4	Sell	12	17812.5	Aggressive
2024-04-30T07:50:03.287	SIM:NQM4	Sell	2	17812.25	Passive

Date - Time

04/30/2024 - 07:40

CQG Symbol

ENQ

Exchange Symbol

SIM:NQM4

Buy / Sell

Buy

Quantity

500

Total Filled

500

Market VWAP

17813.6209

Average Total

17812.44

VWAP Slippage

-1.1839

Arrival Price

17,833.3750

Destination Price

17,802.8750

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T07:30:02.557	SIM:NQM4	Buy	1	17836.5	Aggressive
2024-04-30T07:30:02.557	SIM:NQM4	Buy	2	17836.75	Aggressive
2024-04-30T07:30:02.558	SIM:NQM4	Buy	1	17837	Passive
2024-04-30T07:30:02.562	SIM:NQM4	Buy	1	17836	Aggressive
2024-04-30T07:30:02.562	SIM:NQM4	Buy	1	17836.25	Aggressive
2024-04-30T07:30:02.562	SIM:NQM4	Buy	1	17836.5	Aggressive
2024-04-30T07:30:02.562	SIM:NQM4	Buy	2	17836.75	Aggressive
2024-04-30T07:30:02.562	SIM:NQM4	Buy	1	17837	Passive
2024-04-30T07:30:02.564	SIM:NQM4	Buy	1	17836	Aggressive
2024-04-30T07:30:02.564	SIM:NQM4	Buy	1	17836.25	Aggressive
2024-04-30T07:30:02.564	SIM:NQM4	Buy	1	17836.5	Aggressive
2024-04-30T07:30:02.564	SIM:NQM4	Buy	1	17836.75	Aggressive
2024-04-30T07:30:02.564	SIM:NQM4	Buy	1	17837	Passive
2024-04-30T07:30:02.574	SIM:NQM4	Buy	1	17835.75	Aggressive
2024-04-30T07:30:02.575	SIM:NQM4	Buy	1	17836	Aggressive
2024-04-30T07:30:02.575	SIM:NQM4	Buy	1	17836.25	Aggressive
2024-04-30T07:30:02.575	SIM:NQM4	Buy	1	17836.5	Aggressive
2024-04-30T07:30:02.575	SIM:NQM4	Buy	1	17836.75	Aggressive
2024-04-30T07:30:17.084	SIM:NQM4	Buy	4	17832	Passive
2024-04-30T07:30:17.357	SIM:NQM4	Buy	2	17833.5	Aggressive
2024-04-30T07:30:17.357	SIM:NQM4	Buy	3	17833.75	Passive
2024-04-30T07:30:17.405	SIM:NQM4	Buy	2	17833.75	Passive
2024-04-30T07:30:17.412	SIM:NQM4	Buy	2	17833.75	Passive
2024-04-30T07:30:17.416	SIM:NQM4	Buy	3	17833.25	Aggressive
2024-04-30T07:30:17.416	SIM:NQM4	Buy	2	17833.5	Aggressive
2024-04-30T07:30:17.416	SIM:NQM4	Buy	2	17833.75	Passive
2024-04-30T07:30:17.42	SIM:NQM4	Buy	1	17833	Aggressive
2024-04-30T07:30:32.261	SIM:NQM4	Buy	1	17821.75	Passive
2024-04-30T07:30:32.264	SIM:NQM4	Buy	2	17821.5	Aggressive
2024-04-30T07:30:32.265	SIM:NQM4	Buy	2	17821.75	Passive
2024-04-30T07:30:32.265	SIM:NQM4	Buy	2	17821.25	Aggressive
2024-04-30T07:30:32.265	SIM:NQM4	Buy	2	17821.5	Aggressive
2024-04-30T07:30:32.266	SIM:NQM4	Buy	2	17821.75	Passive
2024-04-30T07:30:32.268	SIM:NQM4	Buy	2	17821.25	Aggressive
2024-04-30T07:30:32.268	SIM:NQM4	Buy	2	17821.5	Aggressive
2024-04-30T07:30:32.268	SIM:NQM4	Buy	2	17821.75	Passive
2024-04-30T07:30:32.271	SIM:NQM4	Buy	2	17821.25	Aggressive
2024-04-30T07:30:32.271	SIM:NQM4	Buy	1	17821.5	Aggressive
2024-04-30T07:30:47.202	SIM:NQM4	Buy	20	17807.5	Aggressive
2024-04-30T07:31:02.597	SIM:NQM4	Buy	1	17809.5	Passive
2024-04-30T07:31:03.2	SIM:NQM4	Buy	1	17813.25	Passive
2024-04-30T07:31:03.201	SIM:NQM4	Buy	2	17813.25	Passive
2024-04-30T07:31:03.202	SIM:NQM4	Buy	1	17812.75	Aggressive
2024-04-30T07:31:03.202	SIM:NQM4	Buy	3	17813.25	Passive
2024-04-30T07:31:03.203	SIM:NQM4	Buy	1	17812.75	Aggressive
2024-04-30T07:31:03.203	SIM:NQM4	Buy	3	17813	Aggressive
2024-04-30T07:31:03.203	SIM:NQM4	Buy	4	17813.25	Passive
2024-04-30T07:31:17.484	SIM:NQM4	Buy	2	17797.75	Passive
2024-04-30T07:31:17.712	SIM:NQM4	Buy	1	17799.75	Passive
2024-04-30T07:31:17.718	SIM:NQM4	Buy	1	17799.75	Passive
2024-04-30T07:31:17.761	SIM:NQM4	Buy	1	17799.5	Aggressive
2024-04-30T07:31:17.761	SIM:NQM4	Buy	2	17799.75	Passive
2024-04-30T07:31:17.765	SIM:NQM4	Buy	1	17799.5	Aggressive
2024-04-30T07:31:17.765	SIM:NQM4	Buy	2	17799.75	Passive
2024-04-30T07:31:17.797	SIM:NQM4	Buy	2	17799.5	Aggressive
2024-04-30T07:31:17.797	SIM:NQM4	Buy	2	17799.75	Passive
2024-04-30T07:31:17.798	SIM:NQM4	Buy	2	17799.5	Aggressive
2024-04-30T07:31:32.42	SIM:NQM4	Buy	2	17794.75	Passive
2024-04-30T07:31:32.421	SIM:NQM4	Buy	2	17794.75	Passive
2024-04-30T07:31:32.422	SIM:NQM4	Buy	2	17794.75	Passive
2024-04-30T07:31:32.424	SIM:NQM4	Buy	2	17794.75	Passive
2024-04-30T07:31:32.431	SIM:NQM4	Buy	2	17794.75	Passive
2024-04-30T07:31:32.457	SIM:NQM4	Buy	1	17794.75	Passive
2024-04-30T07:31:32.513	SIM:NQM4	Buy	1	17794.5	Aggressive
2024-04-30T07:31:32.513	SIM:NQM4	Buy	3	17794.75	Passive
2024-04-30T07:31:32.557	SIM:NQM4	Buy	1	17794.75	Passive
2024-04-30T07:31:48.302	SIM:NQM4	Buy	1	17812.75	Passive
2024-04-30T07:31:48.303	SIM:NQM4	Buy	2	17812.5	Aggressive
2024-04-30T07:31:48.303	SIM:NQM4	Buy	1	17812.75	Passive
2024-04-30T07:31:48.305	SIM:NQM4	Buy	2	17812.5	Aggressive
2024-04-30T07:31:48.305	SIM:NQM4	Buy	2	17812.75	Passive
2024-04-30T07:31:48.313	SIM:NQM4	Buy	1	17812.75	Passive
2024-04-30T07:31:48.315	SIM:NQM4	Buy	1	17812.75	Passive
2024-04-30T07:31:48.376	SIM:NQM4	Buy	1	17812.75	Passive
2024-04-30T07:31:48.378	SIM:NQM4	Buy	1	17812.75	Passive
2024-04-30T07:31:48.456	SIM:NQM4	Buy	1	17812.75	Passive
2024-04-30T07:31:48.458	SIM:NQM4	Buy	1	17812.75	Passive
2024-04-30T07:31:48.462	SIM:NQM4	Buy	1	17812.75	Passive
2024-04-30T07:32:02.574	SIM:NQM4	Buy	2	17806.5	Passive
2024-04-30T07:32:02.576	SIM:NQM4	Buy	2	17806.5	Passive
2024-04-30T07:32:02.579	SIM:NQM4	Buy	2	17806.5	Passive
2024-04-30T07:32:02.583	SIM:NQM4	Buy	2	17806.5	Passive
2024-04-30T07:32:02.584	SIM:NQM4	Buy	2	17806.5	Passive
2024-04-30T07:32:02.588	SIM:NQM4	Buy	1	17806.5	Passive
2024-04-30T07:32:02.591	SIM:NQM4	Buy	2	17806.25	Aggressive
2024-04-30T07:32:17.357	SIM:NQM4	Buy	2	17797.75	Aggressive
2024-04-30T07:32:17.357	SIM:NQM4	Buy	9	17798	Aggressive
2024-04-30T07:32:17.357	SIM:NQM4	Buy	3	17798.25	Aggressive
2024-04-30T07:32:32.562	SIM:NQM4	Buy	1	17805.25	Aggressive
2024-04-30T07:32:32.562	SIM:NQM4	Buy	5	17805.5	Aggressive
2024-04-30T07:32:32.562	SIM:NQM4	Buy	5	17805.75	Passive
2024-04-30T07:32:32.564	SIM:NQM4	Buy	1	17805.25	Aggressive
2024-04-30T07:32:32.564	SIM:NQM4	Buy	1	17805.5	Aggressive
2024-04-30T07:32:47.256	SIM:NQM4	Buy	1	17805.25	Aggressive
2024-04-30T07:32:47.257	SIM:NQM4	Buy	2	17805.5	Passive
2024-04-30T07:32:47.258	SIM:NQM4	Buy	3	17805.5	Passive
2024-04-30T07:32:47.26	SIM:NQM4	Buy	2	17805.5	Passive
2024-04-30T07:32:47.263	SIM:NQM4	Buy	2	17805.5	Passive
2024-04-30T07:32:47.273	SIM:NQM4	Buy	2	17805.5	Passive
2024-04-30T07:32:47.277	SIM:NQM4	Buy	1	17805.5	Passive
2024-04-30T07:33:02.357	SIM:NQM4	Buy	2	17803.5	Passive
2024-04-30T07:33:02.359	SIM:NQM4	Buy	3	17803.5	Passive
2024-04-30T07:33:02.368	SIM:NQM4	Buy	3	17803.5	Passive
2024-04-30T07:33:02.378	SIM:NQM4	Buy	3	17803.5	Passive
2024-04-30T07:33:18.201	SIM:NQM4	Buy	2	17796.5	Passive
2024-04-30T07:33:18.202	SIM:NQM4	Buy	2	17796.5	Passive
2024-04-30T07:33:18.216	SIM:NQM4	Buy	2	17796.5	Passive
2024-04-30T07:33:18.257	SIM:NQM4	Buy	2	17796.5	Passive
2024-04-30T07:33:18.287	SIM:NQM4	Buy	1	17796.25	Aggressive
2024-04-30T07:33:18.287	SIM:NQM4	Buy	3	17796.5	Passive
2024-04-30T07:33:32.429	SIM:NQM4	Buy	1	17798.25	Aggressive
2024-04-30T07:33:33.357	SIM:NQM4	Buy	4	17800	Passive
2024-04-30T07:33:33.358	SIM:NQM4	Buy	1	17799.75	Aggressive
2024-04-30T07:33:33.358	SIM:NQM4	Buy	5	17800	Passive
2024-04-30T07:33:33.362	SIM:NQM4	Buy	1	17799.75	Aggressive
2024-04-30T07:33:48.758	SIM:NQM4	Buy	1	17797.75	Passive
2024-04-30T07:33:48.761	SIM:NQM4	Buy	1	17797.75	Passive
2024-04-30T07:33:48.77	SIM:NQM4	Buy	1	17797.75	Passive
2024-04-30T07:33:48.771	SIM:NQM4	Buy	1	17797.75	Passive
2024-04-30T07:33:49.057	SIM:NQM4	Buy	1	17797.75	Passive
2024-04-30T07:33:49.52	SIM:NQM4	Buy	1	17797.5	Aggressive
2024-04-30T07:33:49.52	SIM:NQM4	Buy	2	17797.75	Passive
2024-04-30T07:33:49.521	SIM:NQM4	Buy	1	17797.5	Aggressive
2024-04-30T07:33:49.521	SIM:NQM4	Buy	1	17797.75	Passive
2024-04-30T07:33:49.526	SIM:NQM4	Buy	1	17797.5	Aggressive
2024-04-30T07:33:49.526	SIM:NQM4	Buy	1	17797.75	Passive
2024-04-30T07:34:02.723	SIM:NQM4	Buy	1	17798.25	Passive
2024-04-30T07:34:02.757	SIM:NQM4	Buy	1	17798.25	Passive
2024-04-30T07:34:02.759	SIM:NQM4	Buy	1	17798.25	Passive
2024-04-30T07:34:02.965	SIM:NQM4	Buy	1	17798.25	Passive
2024-04-30T07:34:02.975	SIM:NQM4	Buy	2	17798.25	Passive
2024-04-30T07:34:02.977	SIM:NQM4	Buy	1	17798	Aggressive
2024-04-30T07:34:02.977	SIM:NQM4	Buy	4	17798.25	Passive
2024-04-30T07:34:03.057	SIM:NQM4	Buy	2	17798.25	Passive
2024-04-30T07:34:17.371	SIM:NQM4	Buy	2	17796.5	Aggressive
2024-04-30T07:34:17.372	SIM:NQM4	Buy	1	17796.5	Aggressive
2024-04-30T07:34:17.372	SIM:NQM4	Buy	2	17796.75	Aggressive
2024-04-30T07:34:17.372	SIM:NQM4	Buy	4	17797	Passive
2024-04-30T07:34:17.373	SIM:NQM4	Buy	1	17796.5	Aggressive
2024-04-30T07:34:17.373	SIM:NQM4	Buy	3	17796.75	Aggressive
2024-04-30T07:34:17.374	SIM:NQM4	Buy	1	17797	Passive
2024-04-30T07:34:33.425	SIM:NQM4	Buy	1	17797	Passive
2024-04-30T07:34:33.426	SIM:NQM4	Buy	1	17796.75	Aggressive
2024-04-30T07:34:33.426	SIM:NQM4	Buy	1	17797	Passive
2024-04-30T07:34:33.427	SIM:NQM4	Buy	2	17796.75	Aggressive
2024-04-30T07:34:33.427	SIM:NQM4	Buy	1	17797	Passive
2024-04-30T07:34:33.428	SIM:NQM4	Buy	2	17796.75	Aggressive
2024-04-30T07:34:33.428	SIM:NQM4	Buy	1	17797	Passive
2024-04-30T07:34:33.456	SIM:NQM4	Buy	2	17796.75	Aggressive
2024-04-30T07:34:33.456	SIM:NQM4	Buy	2	17797	Passive
2024-04-30T07:34:47.895	SIM:NQM4	Buy	1	17798.75	Passive
2024-04-30T07:34:48.021	SIM:NQM4	Buy	1	17798.75	Passive
2024-04-30T07:34:48.023	SIM:NQM4	Buy	1	17798.75	Passive
2024-04-30T07:34:48.024	SIM:NQM4	Buy	1	17798.75	Passive
2024-04-30T07:34:48.057	SIM:NQM4	Buy	1	17798.5	Aggressive
2024-04-30T07:34:48.057	SIM:NQM4	Buy	2	17798.75	Passive
2024-04-30T07:34:48.114	SIM:NQM4	Buy	2	17798.75	Passive
2024-04-30T07:34:49.097	SIM:NQM4	Buy	1	17799.25	Aggressive
2024-04-30T07:34:49.097	SIM:NQM4	Buy	2	17799.5	Passive
2024-04-30T07:34:49.098	SIM:NQM4	Buy	1	17799.25	Aggressive
2024-04-30T07:34:49.098	SIM:NQM4	Buy	1	17799.5	Passive
2024-04-30T07:35:02.356	SIM:NQM4	Buy	1	17807	Passive
2024-04-30T07:35:02.361	SIM:NQM4	Buy	1	17807	Passive
2024-04-30T07:35:02.365	SIM:NQM4	Buy	1	17807	Passive
2024-04-30T07:35:02.366	SIM:NQM4	Buy	1	17807	Passive
2024-04-30T07:35:02.367	SIM:NQM4	Buy	1	17807	Passive
2024-04-30T07:35:02.457	SIM:NQM4	Buy	1	17806.75	Aggressive
2024-04-30T07:35:02.471	SIM:NQM4	Buy	1	17806.75	Aggressive
2024-04-30T07:35:02.475	SIM:NQM4	Buy	1	17806.75	Aggressive
2024-04-30T07:35:02.561	SIM:NQM4	Buy	1	17807.25	Passive
2024-04-30T07:35:02.562	SIM:NQM4	Buy	1	17807.25	Passive
2024-04-30T07:35:02.564	SIM:NQM4	Buy	1	17807.25	Passive
2024-04-30T07:35:02.569	SIM:NQM4	Buy	1	17807.25	Passive
2024-04-30T07:35:17.801	SIM:NQM4	Buy	1	17822.5	Passive
2024-04-30T07:35:18.219	SIM:NQM4	Buy	1	17822.75	Passive
2024-04-30T07:35:18.22	SIM:NQM4	Buy	1	17822.75	Passive
2024-04-30T07:35:18.221	SIM:NQM4	Buy	1	17822.75	Passive
2024-04-30T07:35:18.563	SIM:NQM4	Buy	2	17823.5	Passive
2024-04-30T07:35:18.667	SIM:NQM4	Buy	2	17823.5	Passive
2024-04-30T07:35:18.668	SIM:NQM4	Buy	1	17823.5	Passive
2024-04-30T07:35:18.669	SIM:NQM4	Buy	1	17823.5	Passive
2024-04-30T07:35:18.678	SIM:NQM4	Buy	1	17823.5	Passive
2024-04-30T07:35:33.188	SIM:NQM4	Buy	2	17820.75	Passive
2024-04-30T07:35:33.718	SIM:NQM4	Buy	3	17821.5	Passive
2024-04-30T07:35:33.719	SIM:NQM4	Buy	6	17821.25	Aggressive
2024-04-30T07:35:33.719	SIM:NQM4	Buy	1	17821.5	Passive
2024-04-30T07:35:48.122	SIM:NQM4	Buy	1	17821.75	Passive
2024-04-30T07:35:48.124	SIM:NQM4	Buy	1	17821.75	Passive
2024-04-30T07:35:48.157	SIM:NQM4	Buy	2	17821.75	Passive
2024-04-30T07:35:48.329	SIM:NQM4	Buy	2	17821.75	Passive
2024-04-30T07:35:48.357	SIM:NQM4	Buy	3	17821.75	Passive
2024-04-30T07:35:48.366	SIM:NQM4	Buy	3	17821.5	Aggressive
2024-04-30T07:36:02.285	SIM:NQM4	Buy	2	17819.5	Passive
2024-04-30T07:36:02.286	SIM:NQM4	Buy	3	17819.5	Passive
2024-04-30T07:36:02.287	SIM:NQM4	Buy	3	17819.5	Passive
2024-04-30T07:36:02.296	SIM:NQM4	Buy	3	17819.5	Passive
2024-04-30T07:36:17.919	SIM:NQM4	Buy	1	17823.75	Aggressive
2024-04-30T07:36:17.92	SIM:NQM4	Buy	1	17824.5	Aggressive
2024-04-30T07:36:17.92	SIM:NQM4	Buy	2	17824.75	Aggressive
2024-04-30T07:36:17.92	SIM:NQM4	Buy	3	17825	Passive
2024-04-30T07:36:17.956	SIM:NQM4	Buy	1	17823.25	Aggressive
2024-04-30T07:36:17.956	SIM:NQM4	Buy	2	17823.5	Aggressive
2024-04-30T07:36:17.956	SIM:NQM4	Buy	1	17823.75	Aggressive
2024-04-30T07:36:33.36	SIM:NQM4	Buy	2	17826.75	Passive
2024-04-30T07:36:33.39	SIM:NQM4	Buy	3	17826.75	Passive
2024-04-30T07:36:33.391	SIM:NQM4	Buy	2	17826.75	Passive
2024-04-30T07:36:33.394	SIM:NQM4	Buy	2	17826.75	Passive
2024-04-30T07:36:33.395	SIM:NQM4	Buy	1	17826.75	Passive
2024-04-30T07:36:47.712	SIM:NQM4	Buy	1	17823.5	Passive
2024-04-30T07:36:47.713	SIM:NQM4	Buy	1	17823.5	Passive
2024-04-30T07:36:47.721	SIM:NQM4	Buy	1	17823.5	Passive
2024-04-30T07:36:48.218	SIM:NQM4	Buy	1	17823.5	Passive
2024-04-30T07:36:48.257	SIM:NQM4	Buy	2	17823.5	Passive
2024-04-30T07:36:48.391	SIM:NQM4	Buy	1	17823.5	Passive
2024-04-30T07:36:48.402	SIM:NQM4	Buy	1	17823.5	Passive
2024-04-30T07:36:48.41	SIM:NQM4	Buy	1	17823.5	Passive
2024-04-30T07:36:48.558	SIM:NQM4	Buy	1	17823.5	Passive
2024-04-30T07:36:48.574	SIM:NQM4	Buy	1	17823.5	Passive
2024-04-30T07:37:02.758	SIM:NQM4	Buy	1	17820.5	Passive
2024-04-30T07:37:02.857	SIM:NQM4	Buy	1	17820.5	Passive
2024-04-30T07:37:03.065	SIM:NQM4	Buy	2	17820	Aggressive
2024-04-30T07:37:03.065	SIM:NQM4	Buy	3	17820.25	Aggressive
2024-04-30T07:37:03.065	SIM:NQM4	Buy	2	17820.5	Passive
2024-04-30T07:37:18.326	SIM:NQM4	Buy	2	17818.25	Passive
2024-04-30T07:37:18.798	SIM:NQM4	Buy	1	17818	Aggressive
2024-04-30T07:37:18.798	SIM:NQM4	Buy	3	17818.25	Passive
2024-04-30T07:37:18.799	SIM:NQM4	Buy	1	17818	Aggressive
2024-04-30T07:37:18.799	SIM:NQM4	Buy	3	17818.25	Passive
2024-04-30T07:37:32.385	SIM:NQM4	Buy	1	17825.5	Passive
2024-04-30T07:37:32.386	SIM:NQM4	Buy	1	17825.5	Passive
2024-04-30T07:37:32.387	SIM:NQM4	Buy	1	17825.5	Passive
2024-04-30T07:37:32.396	SIM:NQM4	Buy	1	17825.5	Passive
2024-04-30T07:37:32.404	SIM:NQM4	Buy	1	17825.5	Passive
2024-04-30T07:37:32.657	SIM:NQM4	Buy	1	17825.5	Passive
2024-04-30T07:37:32.666	SIM:NQM4	Buy	1	17825.5	Passive
2024-04-30T07:37:32.759	SIM:NQM4	Buy	1	17825.5	Passive
2024-04-30T07:37:32.773	SIM:NQM4	Buy	1	17825.5	Passive
2024-04-30T07:37:32.774	SIM:NQM4	Buy	1	17825.5	Passive
2024-04-30T07:37:47.689	SIM:NQM4	Buy	1	17830	Passive
2024-04-30T07:37:47.69	SIM:NQM4	Buy	2	17829.75	Aggressive
2024-04-30T07:37:47.69	SIM:NQM4	Buy	2	17830	Passive
2024-04-30T07:37:47.691	SIM:NQM4	Buy	2	17829.75	Aggressive
2024-04-30T07:37:47.691	SIM:NQM4	Buy	2	17830	Passive
2024-04-30T07:38:03.205	SIM:NQM4	Buy	1	17824.5	Passive
2024-04-30T07:38:03.207	SIM:NQM4	Buy	2	17824.5	Passive
2024-04-30T07:38:03.208	SIM:NQM4	Buy	2	17824.5	Passive
2024-04-30T07:38:03.209	SIM:NQM4	Buy	2	17824.5	Passive
2024-04-30T07:38:03.214	SIM:NQM4	Buy	2	17824.5	Passive
2024-04-30T07:38:17.421	SIM:NQM4	Buy	3	17819.25	Aggressive
2024-04-30T07:38:17.421	SIM:NQM4	Buy	4	17819.5	Passive
2024-04-30T07:38:17.422	SIM:NQM4	Buy	2	17818	Aggressive
2024-04-30T07:38:32.361	SIM:NQM4	Buy	1	17815.25	Passive
2024-04-30T07:38:33.558	SIM:NQM4	Buy	1	17815.25	Aggressive
2024-04-30T07:38:33.558	SIM:NQM4	Buy	1	17815.75	Aggressive
2024-04-30T07:38:33.558	SIM:NQM4	Buy	6	17816	Passive
2024-04-30T07:38:47.561	SIM:NQM4	Buy	1	17811.5	Passive
2024-04-30T07:38:47.562	SIM:NQM4	Buy	1	17811.25	Aggressive
2024-04-30T07:38:47.562	SIM:NQM4	Buy	2	17811.5	Passive
2024-04-30T07:38:47.563	SIM:NQM4	Buy	2	17811.5	Passive
2024-04-30T07:38:47.564	SIM:NQM4	Buy	2	17811.5	Passive
2024-04-30T07:38:47.565	SIM:NQM4	Buy	1	17811.5	Passive
2024-04-30T07:39:02.957	SIM:NQM4	Buy	1	17811.25	Passive
2024-04-30T07:39:03.376	SIM:NQM4	Buy	3	17811.5	Passive
2024-04-30T07:39:03.377	SIM:NQM4	Buy	1	17811.25	Aggressive
2024-04-30T07:39:03.377	SIM:NQM4	Buy	4	17811.5	Passive
2024-04-30T07:39:18.98	SIM:NQM4	Buy	1	17814	Passive
2024-04-30T07:39:18.982	SIM:NQM4	Buy	1	17814	Passive
2024-04-30T07:39:18.992	SIM:NQM4	Buy	1	17814	Passive
2024-04-30T07:39:18.999	SIM:NQM4	Buy	1	17814	Passive
2024-04-30T07:39:19.678	SIM:NQM4	Buy	1	17814	Passive
2024-04-30T07:39:19.682	SIM:NQM4	Buy	1	17814	Passive
2024-04-30T07:39:19.684	SIM:NQM4	Buy	1	17814	Passive
2024-04-30T07:39:19.689	SIM:NQM4	Buy	1	17814	Passive
2024-04-30T07:39:19.77	SIM:NQM4	Buy	1	17814	Passive
2024-04-30T07:39:19.772	SIM:NQM4	Buy	1	17813.75	Aggressive
2024-04-30T07:39:33.285	SIM:NQM4	Buy	2	17811	Passive
2024-04-30T07:39:33.558	SIM:NQM4	Buy	2	17811	Passive
2024-04-30T07:39:33.608	SIM:NQM4	Buy	1	17811	Passive
2024-04-30T07:39:33.712	SIM:NQM4	Buy	2	17811	Passive
2024-04-30T07:39:33.857	SIM:NQM4	Buy	1	17811	Passive
2024-04-30T07:39:34.058	SIM:NQM4	Buy	1	17811	Passive
2024-04-30T07:39:47.104	SIM:NQM4	Buy	1	17813	Aggressive
2024-04-30T07:39:47.104	SIM:NQM4	Buy	3	17813.25	Aggressive
2024-04-30T07:39:47.104	SIM:NQM4	Buy	5	17813.5	Aggressive
2024-04-30T07:39:47.104	SIM:NQM4	Buy	1	17813.75	Passive

Date - Time

04/30/2024 - 07:19

CQG Symbol

Exchange Symbol

SIM:ESM4

Buy / Sell

Sell

Quantity

500

Total Filled

500

Market VWAP

5142.6557

Average Total

5143.11

VWAP Slippage

-0.4558

Arrival Price

5,141.8750

Destination Price

5,143.3750

Diagnostics

Timestamp	Security	Side	LastShares	LastPrice	Aggressor
2024-04-30T07:11:58.968	SIM:ESM4	Sell	12	5141.75	Passive
2024-04-30T07:12:29.384	SIM:ESM4	Sell	2	5141.5	Passive
2024-04-30T07:12:38.957	SIM:ESM4	Sell	1	5141.5	Passive
2024-04-30T07:12:49.258	SIM:ESM4	Sell	3	5141.75	Passive
2024-04-30T07:13:01.957	SIM:ESM4	Sell	4	5142.25	Passive
2024-04-30T07:13:14.895	SIM:ESM4	Sell	2	5142.5	Passive
2024-04-30T07:13:14.897	SIM:ESM4	Sell	1	5142.5	Passive
2024-04-30T07:13:33.781	SIM:ESM4	Sell	5	5142.5	Passive
2024-04-30T07:13:33.782	SIM:ESM4	Sell	5	5142.5	Passive
2024-04-30T07:13:53.617	SIM:ESM4	Sell	2	5142.75	Passive
2024-04-30T07:14:14.387	SIM:ESM4	Sell	8	5142.5	Passive
2024-04-30T07:14:18.862	SIM:ESM4	Sell	2	5142.75	Passive
2024-04-30T07:14:44.399	SIM:ESM4	Sell	2	5142.75	Passive
2024-04-30T07:14:48.521	SIM:ESM4	Sell	1	5142.5	Passive
2024-04-30T07:15:03.411	SIM:ESM4	Sell	6	5143.25	Passive
2024-04-30T07:15:03.412	SIM:ESM4	Sell	9	5143.25	Passive
2024-04-30T07:15:29.389	SIM:ESM4	Sell	10	5143.25	Passive
2024-04-30T07:15:39.262	SIM:ESM4	Sell	3	5143.25	Passive
2024-04-30T07:15:59.385	SIM:ESM4	Sell	4	5143.25	Passive
2024-04-30T07:16:21.671	SIM:ESM4	Sell	7	5143.25	Passive
2024-04-30T07:16:44.388	SIM:ESM4	Sell	2	5143.25	Passive
2024-04-30T07:17:14.4	SIM:ESM4	Sell	1	5143.25	Passive
2024-04-30T07:17:19.688	SIM:ESM4	Sell	7	5143.25	Passive
2024-04-30T07:17:39.762	SIM:ESM4	Sell	4	5143.5	Passive
2024-04-30T07:17:59.393	SIM:ESM4	Sell	2	5143.5	Passive
2024-04-30T07:18:19.757	SIM:ESM4	Sell	14	5143.75	Passive
2024-04-30T07:18:41.598	SIM:ESM4	Sell	3	5143.75	Passive
2024-04-30T07:18:44.398	SIM:ESM4	Sell	22	5143.75	Aggressive
2024-04-30T07:18:44.398	SIM:ESM4	Sell	36	5143.5	Aggressive
2024-04-30T07:18:44.398	SIM:ESM4	Sell	46	5143.25	Aggressive
2024-04-30T07:18:44.398	SIM:ESM4	Sell	84	5143	Aggressive
2024-04-30T07:18:44.398	SIM:ESM4	Sell	63	5142.75	Passive
2024-04-30T07:18:44.558	SIM:ESM4	Sell	9	5143.75	Aggressive
2024-04-30T07:18:44.558	SIM:ESM4	Sell	36	5143.5	Aggressive
2024-04-30T07:18:44.558	SIM:ESM4	Sell	46	5143.25	Aggressive
2024-04-30T07:18:44.558	SIM:ESM4	Sell	36	5143	Aggressive