Arrival Price Analytics
CQG Algos
The Arrival Price Algorithm is driven by short-term realized volatility and drift signals as well as market-implied cost of liquidity to execute within a risk-optimized time horizon using trader-defined slippage expectations. Arrival Price is benchmarked against mid-market and sweep to fill (market order) metrics.
"Liquidity Cost, Volatility, and Drift" are the quantities used by the algorithm to compute a theoretically optimal Equilibrium Trading Horizon (White Paper). "Seconds spent" reflects the practical application of this horizon over simulated dynamic market conditions. A "fill stream" is also included to demonstrate the effects of the Market By Order Impact Model, which helps size order slices in a manner consistent with price-level population.
The graphs below illuminate the effects of these indicators on optimal execution horizon and therefore, performance results of hypothetical Arrival Price orders.
Impact Model: MBO
Payup Model: Theo Queue
- Liquidity Cost:
- Implicit cost of liquidity per lot
- Volatility:
- Normal volatility in dollar terms
- Drift:
- Short-term directional drift
- Seconds Spent:
- Seconds spent in simulated execution
Date - Time
CQG Symbol
ZCE
Exchange Symbol
SIM:ZCN4
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.1700
Slippage Sweep
0.0450
Arrival Price
456.6250
Average Total
456.7950
Destination Price
456.3750
Sweep to Fill
456.7500
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2024-05-17T08:33:01.857 | SIM:ZCN4 | Buy | 1 | 457 | Aggressive |
| 2024-05-17T08:33:01.857 | SIM:ZCN4 | Buy | 1 | 457 | Aggressive |
| 2024-05-17T08:33:01.857 | SIM:ZCN4 | Buy | 1 | 457 | Aggressive |
| 2024-05-17T08:33:01.857 | SIM:ZCN4 | Buy | 1 | 457 | Aggressive |
| 2024-05-17T08:33:01.857 | SIM:ZCN4 | Buy | 1 | 457 | Aggressive |
| 2024-05-17T08:33:01.857 | SIM:ZCN4 | Buy | 1 | 457 | Aggressive |
| 2024-05-17T08:33:01.857 | SIM:ZCN4 | Buy | 1 | 457 | Aggressive |
| 2024-05-17T08:33:01.857 | SIM:ZCN4 | Buy | 1 | 457 | Aggressive |
| 2024-05-17T08:33:04.39 | SIM:ZCN4 | Buy | 1 | 457 | Aggressive |
| 2024-05-17T08:33:04.39 | SIM:ZCN4 | Buy | 1 | 457 | Aggressive |
| 2024-05-17T08:33:04.391 | SIM:ZCN4 | Buy | 1 | 457 | Aggressive |
| 2024-05-17T08:33:04.391 | SIM:ZCN4 | Buy | 1 | 457 | Aggressive |
| 2024-05-17T08:33:04.391 | SIM:ZCN4 | Buy | 1 | 457 | Aggressive |
| 2024-05-17T08:33:04.391 | SIM:ZCN4 | Buy | 1 | 457 | Aggressive |
| 2024-05-17T08:33:04.391 | SIM:ZCN4 | Buy | 1 | 457 | Aggressive |
| 2024-05-17T08:33:04.391 | SIM:ZCN4 | Buy | 1 | 457 | Aggressive |
| 2024-05-17T08:33:04.391 | SIM:ZCN4 | Buy | 1 | 457 | Aggressive |
| 2024-05-17T08:33:08.459 | SIM:ZCN4 | Buy | 2 | 457 | Aggressive |
| 2024-05-17T08:33:09.469 | SIM:ZCN4 | Buy | 1 | 457 | Aggressive |
| 2024-05-17T08:33:11.478 | SIM:ZCN4 | Buy | 1 | 457 | Aggressive |
| 2024-05-17T08:33:24.46 | SIM:ZCN4 | Buy | 1 | 457 | Aggressive |
| 2024-05-17T08:33:24.46 | SIM:ZCN4 | Buy | 1 | 457 | Aggressive |
| 2024-05-17T08:33:24.46 | SIM:ZCN4 | Buy | 1 | 457 | Aggressive |
| 2024-05-17T08:33:24.46 | SIM:ZCN4 | Buy | 1 | 457 | Aggressive |
| 2024-05-17T08:33:31.063 | SIM:ZCN4 | Buy | 1 | 457 | Aggressive |
| 2024-05-17T08:33:31.064 | SIM:ZCN4 | Buy | 1 | 457 | Aggressive |
| 2024-05-17T08:33:31.064 | SIM:ZCN4 | Buy | 1 | 457 | Aggressive |
| 2024-05-17T08:33:31.992 | SIM:ZCN4 | Buy | 1 | 457 | Aggressive |
| 2024-05-17T08:33:35.556 | SIM:ZCN4 | Buy | 1 | 456.75 | Aggressive |
| 2024-05-17T08:33:37.063 | SIM:ZCN4 | Buy | 20 | 456.5 | Aggressive |
Date - Time
CQG Symbol
CLE
Exchange Symbol
SIM:CLN4
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.0312
Slippage Sweep
0.0170
Arrival Price
79.3050
Average Total
79.2738
Destination Price
79.2250
Sweep to Fill
79.2908
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2024-05-17T08:10:44.284 | SIM:CLN4 | Sell | 1 | 79.3 | Aggressive |
| 2024-05-17T08:10:46.493 | SIM:CLN4 | Sell | 1 | 79.3 | Aggressive |
| 2024-05-17T08:10:51.694 | SIM:CLN4 | Sell | 2 | 79.3 | Aggressive |
| 2024-05-17T08:10:51.694 | SIM:CLN4 | Sell | 1 | 79.3 | Aggressive |
| 2024-05-17T08:10:54.32 | SIM:CLN4 | Sell | 3 | 79.3 | Aggressive |
| 2024-05-17T08:10:54.321 | SIM:CLN4 | Sell | 1 | 79.3 | Aggressive |
| 2024-05-17T08:10:56.988 | SIM:CLN4 | Sell | 1 | 79.3 | Aggressive |
| 2024-05-17T08:11:04.257 | SIM:CLN4 | Sell | 3 | 79.29 | Aggressive |
| 2024-05-17T08:11:04.258 | SIM:CLN4 | Sell | 4 | 79.28 | Aggressive |
| 2024-05-17T08:11:08.284 | SIM:CLN4 | Sell | 5 | 79.29 | Aggressive |
| 2024-05-17T08:11:08.284 | SIM:CLN4 | Sell | 6 | 79.28 | Aggressive |
| 2024-05-17T08:11:08.284 | SIM:CLN4 | Sell | 4 | 79.28 | Aggressive |
| 2024-05-17T08:11:08.284 | SIM:CLN4 | Sell | 4 | 79.28 | Aggressive |
| 2024-05-17T08:11:20.904 | SIM:CLN4 | Sell | 2 | 79.28 | Aggressive |
| 2024-05-17T08:11:28.281 | SIM:CLN4 | Sell | 1 | 79.24 | Aggressive |
| 2024-05-17T08:11:28.281 | SIM:CLN4 | Sell | 2 | 79.23 | Aggressive |
| 2024-05-17T08:11:43.667 | SIM:CLN4 | Sell | 7 | 79.23 | Aggressive |
| 2024-05-17T08:11:50.057 | SIM:CLN4 | Sell | 1 | 79.23 | Aggressive |
| 2024-05-17T08:11:50.058 | SIM:CLN4 | Sell | 1 | 79.23 | Aggressive |
Date - Time
CQG Symbol
ZCE
Exchange Symbol
SIM:ZCN4
Buy / Sell
Sell
Quantity
50
Total Filled
49
Slippage
-0.1250
Slippage Sweep
-0.2500
Arrival Price
457.8750
Average Total
458.0000
Destination Price
457.8750
Sweep to Fill
457.7500
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2024-05-17T07:56:28.662 | SIM:ZCN4 | Sell | 1 | 458 | Passive |
| 2024-05-17T07:56:30.359 | SIM:ZCN4 | Sell | 1 | 458 | Passive |
| 2024-05-17T07:56:37.798 | SIM:ZCN4 | Sell | 1 | 458 | Passive |
| 2024-05-17T07:56:42.783 | SIM:ZCN4 | Sell | 1 | 458 | Passive |
| 2024-05-17T07:56:48.504 | SIM:ZCN4 | Sell | 1 | 458 | Passive |
| 2024-05-17T07:56:55.975 | SIM:ZCN4 | Sell | 1 | 458 | Passive |
| 2024-05-17T07:56:57.866 | SIM:ZCN4 | Sell | 1 | 458 | Passive |
| 2024-05-17T07:57:06.987 | SIM:ZCN4 | Sell | 1 | 458 | Passive |
| 2024-05-17T07:57:10.568 | SIM:ZCN4 | Sell | 1 | 458 | Passive |
| 2024-05-17T07:57:17.328 | SIM:ZCN4 | Sell | 1 | 458 | Passive |
| 2024-05-17T07:57:23.68 | SIM:ZCN4 | Sell | 1 | 458 | Passive |
| 2024-05-17T07:57:27.496 | SIM:ZCN4 | Sell | 1 | 458 | Passive |
| 2024-05-17T07:57:36.611 | SIM:ZCN4 | Sell | 1 | 458 | Passive |
| 2024-05-17T07:57:37.069 | SIM:ZCN4 | Sell | 1 | 458 | Passive |
| 2024-05-17T07:57:46.759 | SIM:ZCN4 | Sell | 1 | 458 | Passive |
| 2024-05-17T07:57:51.211 | SIM:ZCN4 | Sell | 1 | 458 | Passive |
| 2024-05-17T07:57:57.873 | SIM:ZCN4 | Sell | 1 | 458 | Passive |
| 2024-05-17T07:58:05.597 | SIM:ZCN4 | Sell | 1 | 458 | Passive |
| 2024-05-17T07:58:07.972 | SIM:ZCN4 | Sell | 1 | 458 | Passive |
| 2024-05-17T07:58:17.796 | SIM:ZCN4 | Sell | 1 | 458 | Passive |
| 2024-05-17T07:58:19.157 | SIM:ZCN4 | Sell | 1 | 458 | Passive |
| 2024-05-17T07:58:31.957 | SIM:ZCN4 | Sell | 1 | 458 | Passive |
| 2024-05-17T07:59:59.356 | SIM:ZCN4 | Sell | 1 | 458 | Aggressive |
| 2024-05-17T07:59:59.373 | SIM:ZCN4 | Sell | 1 | 458 | Aggressive |
| 2024-05-17T08:00:13.261 | SIM:ZCN4 | Sell | 1 | 458 | Aggressive |
| 2024-05-17T08:00:13.261 | SIM:ZCN4 | Sell | 1 | 458 | Aggressive |
| 2024-05-17T08:00:13.261 | SIM:ZCN4 | Sell | 1 | 458 | Aggressive |
| 2024-05-17T08:00:13.656 | SIM:ZCN4 | Sell | 1 | 458 | Aggressive |
| 2024-05-17T08:00:13.656 | SIM:ZCN4 | Sell | 1 | 458 | Aggressive |
| 2024-05-17T08:00:13.656 | SIM:ZCN4 | Sell | 1 | 458 | Aggressive |
| 2024-05-17T08:00:19.279 | SIM:ZCN4 | Sell | 1 | 458 | Aggressive |
| 2024-05-17T08:00:19.279 | SIM:ZCN4 | Sell | 1 | 458 | Aggressive |
| 2024-05-17T08:00:19.279 | SIM:ZCN4 | Sell | 1 | 458 | Aggressive |
| 2024-05-17T08:00:25.156 | SIM:ZCN4 | Sell | 1 | 458 | Aggressive |
| 2024-05-17T08:00:25.156 | SIM:ZCN4 | Sell | 1 | 458 | Aggressive |
| 2024-05-17T08:00:25.156 | SIM:ZCN4 | Sell | 1 | 458 | Aggressive |
| 2024-05-17T08:00:29.257 | SIM:ZCN4 | Sell | 1 | 458 | Aggressive |
| 2024-05-17T08:00:29.257 | SIM:ZCN4 | Sell | 1 | 458 | Aggressive |
| 2024-05-17T08:00:29.257 | SIM:ZCN4 | Sell | 1 | 458 | Aggressive |
| 2024-05-17T08:00:40.157 | SIM:ZCN4 | Sell | 1 | 458 | Aggressive |
| 2024-05-17T08:00:40.157 | SIM:ZCN4 | Sell | 1 | 458 | Aggressive |
| 2024-05-17T08:00:40.157 | SIM:ZCN4 | Sell | 1 | 458 | Aggressive |
| 2024-05-17T08:01:00.482 | SIM:ZCN4 | Sell | 1 | 458 | Aggressive |
| 2024-05-17T08:01:00.482 | SIM:ZCN4 | Sell | 1 | 458 | Aggressive |
| 2024-05-17T08:01:00.482 | SIM:ZCN4 | Sell | 1 | 458 | Aggressive |
| 2024-05-17T08:01:18.957 | SIM:ZCN4 | Sell | 1 | 458 | Aggressive |
| 2024-05-17T08:01:18.957 | SIM:ZCN4 | Sell | 1 | 458 | Aggressive |
| 2024-05-17T08:02:19.074 | SIM:ZCN4 | Sell | 1 | 458 | Aggressive |
| 2024-05-17T08:03:10.474 | SIM:ZCN4 | Sell | 1 | 458 | Aggressive |
Date - Time
CQG Symbol
CLE
Exchange Symbol
SIM:CLN4
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.0046
Slippage Sweep
-0.0168
Arrival Price
79.1550
Average Total
79.1596
Destination Price
79.1650
Sweep to Fill
79.1428
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2024-05-17T07:47:00.46 | SIM:CLN4 | Sell | 1 | 79.16 | Passive |
| 2024-05-17T07:47:05.211 | SIM:CLN4 | Sell | 2 | 79.16 | Aggressive |
| 2024-05-17T07:47:05.211 | SIM:CLN4 | Sell | 1 | 79.16 | Aggressive |
| 2024-05-17T07:47:05.211 | SIM:CLN4 | Sell | 2 | 79.16 | Aggressive |
| 2024-05-17T07:47:05.211 | SIM:CLN4 | Sell | 1 | 79.16 | Aggressive |
| 2024-05-17T07:47:05.46 | SIM:CLN4 | Sell | 5 | 79.17 | Aggressive |
| 2024-05-17T07:47:06.657 | SIM:CLN4 | Sell | 5 | 79.17 | Aggressive |
| 2024-05-17T07:47:07.669 | SIM:CLN4 | Sell | 11 | 79.16 | Aggressive |
| 2024-05-17T07:47:14.761 | SIM:CLN4 | Sell | 4 | 79.16 | Aggressive |
| 2024-05-17T07:47:14.761 | SIM:CLN4 | Sell | 2 | 79.15 | Aggressive |
| 2024-05-17T07:47:14.761 | SIM:CLN4 | Sell | 6 | 79.15 | Aggressive |
| 2024-05-17T07:47:14.761 | SIM:CLN4 | Sell | 5 | 79.15 | Aggressive |
| 2024-05-17T07:47:14.762 | SIM:CLN4 | Sell | 4 | 79.16 | Aggressive |
| 2024-05-17T07:47:14.959 | SIM:CLN4 | Sell | 1 | 79.17 | Aggressive |
Date - Time
CQG Symbol
ENQ
Exchange Symbol
SIM:NQM4
Buy / Sell
Sell
Quantity
25
Total Filled
25
Slippage
1.1350
Slippage Sweep
0.3537
Arrival Price
18,669.1250
Average Total
18,667.9900
Destination Price
18,667.7500
Sweep to Fill
18,668.3438
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2024-05-17T07:14:59.071 | SIM:NQM4 | Sell | 1 | 18669.25 | Aggressive |
| 2024-05-17T07:15:00.079 | SIM:NQM4 | Sell | 1 | 18669.5 | Aggressive |
| 2024-05-17T07:15:01.088 | SIM:NQM4 | Sell | 1 | 18669.5 | Aggressive |
| 2024-05-17T07:15:05.122 | SIM:NQM4 | Sell | 1 | 18669.25 | Aggressive |
| 2024-05-17T07:15:35.158 | SIM:NQM4 | Sell | 1 | 18667.5 | Aggressive |
| 2024-05-17T07:15:41.52 | SIM:NQM4 | Sell | 1 | 18668.25 | Aggressive |
| 2024-05-17T07:15:43.203 | SIM:NQM4 | Sell | 1 | 18668.25 | Aggressive |
| 2024-05-17T07:15:52.758 | SIM:NQM4 | Sell | 1 | 18668.25 | Aggressive |
| 2024-05-17T07:15:53.056 | SIM:NQM4 | Sell | 1 | 18668.5 | Aggressive |
| 2024-05-17T07:15:53.698 | SIM:NQM4 | Sell | 1 | 18668.5 | Aggressive |
| 2024-05-17T07:15:55.658 | SIM:NQM4 | Sell | 2 | 18668.5 | Aggressive |
| 2024-05-17T07:15:56.758 | SIM:NQM4 | Sell | 1 | 18668.75 | Aggressive |
| 2024-05-17T07:15:56.758 | SIM:NQM4 | Sell | 1 | 18668.5 | Aggressive |
| 2024-05-17T07:16:06.956 | SIM:NQM4 | Sell | 1 | 18667.5 | Aggressive |
| 2024-05-17T07:18:35.565 | SIM:NQM4 | Sell | 1 | 18666.75 | Aggressive |
| 2024-05-17T07:18:43.28 | SIM:NQM4 | Sell | 1 | 18666.75 | Aggressive |
| 2024-05-17T07:18:43.281 | SIM:NQM4 | Sell | 1 | 18666.75 | Aggressive |
| 2024-05-17T07:18:43.758 | SIM:NQM4 | Sell | 1 | 18666.75 | Aggressive |
| 2024-05-17T07:18:44.159 | SIM:NQM4 | Sell | 1 | 18666.75 | Aggressive |
| 2024-05-17T07:18:49.776 | SIM:NQM4 | Sell | 1 | 18667.5 | Aggressive |
| 2024-05-17T07:18:49.776 | SIM:NQM4 | Sell | 1 | 18667.25 | Aggressive |
| 2024-05-17T07:18:49.788 | SIM:NQM4 | Sell | 1 | 18667.5 | Aggressive |
| 2024-05-17T07:18:57.891 | SIM:NQM4 | Sell | 1 | 18667.5 | Aggressive |
| 2024-05-17T07:19:01.6 | SIM:NQM4 | Sell | 1 | 18667.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM4
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.0800
Slippage Sweep
-0.1850
Arrival Price
5,322.8750
Average Total
5,322.9550
Destination Price
5,322.8750
Sweep to Fill
5,323.1400
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2024-05-17T07:14:03.665 | SIM:ESM4 | Buy | 6 | 5322.75 | Aggressive |
| 2024-05-17T07:14:03.665 | SIM:ESM4 | Buy | 2 | 5322.75 | Aggressive |
| 2024-05-17T07:14:03.665 | SIM:ESM4 | Buy | 3 | 5323 | Aggressive |
| 2024-05-17T07:14:03.665 | SIM:ESM4 | Buy | 3 | 5323 | Aggressive |
| 2024-05-17T07:14:03.666 | SIM:ESM4 | Buy | 3 | 5323 | Aggressive |
| 2024-05-17T07:14:03.666 | SIM:ESM4 | Buy | 16 | 5323 | Aggressive |
| 2024-05-17T07:14:03.666 | SIM:ESM4 | Buy | 2 | 5323 | Aggressive |
| 2024-05-17T07:14:03.666 | SIM:ESM4 | Buy | 4 | 5323 | Aggressive |
| 2024-05-17T07:14:03.666 | SIM:ESM4 | Buy | 3 | 5323 | Aggressive |
| 2024-05-17T07:14:03.666 | SIM:ESM4 | Buy | 7 | 5323 | Aggressive |
| 2024-05-17T07:14:03.666 | SIM:ESM4 | Buy | 1 | 5322.75 | Aggressive |
Date - Time
CQG Symbol
CLE
Exchange Symbol
SIM:CLN4
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.0070
Slippage Sweep
-0.0194
Arrival Price
78.6550
Average Total
78.6620
Destination Price
78.6750
Sweep to Fill
78.6426
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2024-05-17T06:48:18.359 | SIM:CLN4 | Sell | 1 | 78.66 | Aggressive |
| 2024-05-17T06:48:18.359 | SIM:CLN4 | Sell | 1 | 78.66 | Aggressive |
| 2024-05-17T06:48:20.375 | SIM:CLN4 | Sell | 1 | 78.66 | Aggressive |
| 2024-05-17T06:48:20.382 | SIM:CLN4 | Sell | 1 | 78.66 | Passive |
| 2024-05-17T06:48:22.662 | SIM:CLN4 | Sell | 1 | 78.66 | Aggressive |
| 2024-05-17T06:48:23.658 | SIM:CLN4 | Sell | 3 | 78.66 | Aggressive |
| 2024-05-17T06:48:24.67 | SIM:CLN4 | Sell | 1 | 78.66 | Aggressive |
| 2024-05-17T06:48:25.672 | SIM:CLN4 | Sell | 8 | 78.66 | Aggressive |
| 2024-05-17T06:48:26.682 | SIM:CLN4 | Sell | 8 | 78.66 | Aggressive |
| 2024-05-17T06:48:30.158 | SIM:CLN4 | Sell | 5 | 78.66 | Aggressive |
| 2024-05-17T06:48:30.158 | SIM:CLN4 | Sell | 5 | 78.66 | Aggressive |
| 2024-05-17T06:48:30.158 | SIM:CLN4 | Sell | 3 | 78.66 | Aggressive |
| 2024-05-17T06:48:30.158 | SIM:CLN4 | Sell | 1 | 78.66 | Aggressive |
| 2024-05-17T06:48:30.158 | SIM:CLN4 | Sell | 1 | 78.66 | Aggressive |
| 2024-05-17T06:48:46.169 | SIM:CLN4 | Sell | 10 | 78.67 | Aggressive |
Date - Time
CQG Symbol
ZCE
Exchange Symbol
SIM:ZCN4
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.1000
Slippage Sweep
-0.0250
Arrival Price
458.3750
Average Total
458.4750
Destination Price
458.6250
Sweep to Fill
458.5000
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2024-05-17T06:24:14.506 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:24:17.578 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:24:20.611 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:24:20.612 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:24:22.666 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:24:24.664 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:24:26.662 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:24:28.699 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:24:31.769 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:24:33.766 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:24:48.968 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:25:12.18 | SIM:ZCN4 | Buy | 2 | 458.5 | Aggressive |
| 2024-05-17T06:25:12.18 | SIM:ZCN4 | Buy | 2 | 458.5 | Aggressive |
| 2024-05-17T06:25:14.181 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:25:15.188 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:25:16.19 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:25:19.26 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:25:22.274 | SIM:ZCN4 | Buy | 1 | 458.75 | Aggressive |
| 2024-05-17T06:26:57.031 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:26:57.031 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:26:57.031 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:26:57.031 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:26:57.031 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:26:57.031 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:26:57.031 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:26:57.031 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:26:57.031 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:26:57.031 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:26:57.031 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:26:57.031 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:26:57.031 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:26:57.031 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:26:57.031 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:26:57.032 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:26:57.032 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:26:57.032 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:26:57.032 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:26:57.032 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:26:57.032 | SIM:ZCN4 | Buy | 3 | 458.5 | Aggressive |
| 2024-05-17T06:26:57.032 | SIM:ZCN4 | Buy | 1 | 458.5 | Aggressive |
| 2024-05-17T06:28:28.058 | SIM:ZCN4 | Buy | 1 | 458.25 | Aggressive |
| 2024-05-17T06:28:28.058 | SIM:ZCN4 | Buy | 1 | 458.25 | Aggressive |
| 2024-05-17T06:28:28.058 | SIM:ZCN4 | Buy | 1 | 458.25 | Aggressive |
| 2024-05-17T06:28:28.058 | SIM:ZCN4 | Buy | 1 | 458.25 | Aggressive |
| 2024-05-17T06:28:28.058 | SIM:ZCN4 | Buy | 1 | 458.25 | Aggressive |
| 2024-05-17T06:28:28.058 | SIM:ZCN4 | Buy | 1 | 458.25 | Aggressive |
Date - Time
CQG Symbol
CLE
Exchange Symbol
SIM:CLN4
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.0036
Slippage Sweep
-0.0174
Arrival Price
78.6750
Average Total
78.6786
Destination Price
78.6900
Sweep to Fill
78.6612
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2024-05-17T06:21:33.294 | SIM:CLN4 | Sell | 1 | 78.67 | Aggressive |
| 2024-05-17T06:21:48.464 | SIM:CLN4 | Sell | 1 | 78.67 | Aggressive |
| 2024-05-17T06:21:49.858 | SIM:CLN4 | Sell | 4 | 78.67 | Aggressive |
| 2024-05-17T06:21:53.263 | SIM:CLN4 | Sell | 1 | 78.68 | Aggressive |
| 2024-05-17T06:21:53.264 | SIM:CLN4 | Sell | 1 | 78.68 | Aggressive |
| 2024-05-17T06:21:53.384 | SIM:CLN4 | Sell | 1 | 78.68 | Aggressive |
| 2024-05-17T06:21:53.384 | SIM:CLN4 | Sell | 1 | 78.68 | Aggressive |
| 2024-05-17T06:21:53.385 | SIM:CLN4 | Sell | 1 | 78.68 | Aggressive |
| 2024-05-17T06:21:53.917 | SIM:CLN4 | Sell | 1 | 78.68 | Aggressive |
| 2024-05-17T06:21:53.917 | SIM:CLN4 | Sell | 1 | 78.68 | Aggressive |
| 2024-05-17T06:21:53.918 | SIM:CLN4 | Sell | 1 | 78.68 | Aggressive |
| 2024-05-17T06:21:54.591 | SIM:CLN4 | Sell | 4 | 78.68 | Aggressive |
| 2024-05-17T06:21:55.605 | SIM:CLN4 | Sell | 9 | 78.68 | Aggressive |
| 2024-05-17T06:21:55.605 | SIM:CLN4 | Sell | 5 | 78.67 | Aggressive |
| 2024-05-17T06:22:11.856 | SIM:CLN4 | Sell | 3 | 78.68 | Aggressive |
| 2024-05-17T06:22:15.866 | SIM:CLN4 | Sell | 4 | 78.68 | Aggressive |
| 2024-05-17T06:22:16.681 | SIM:CLN4 | Sell | 1 | 78.69 | Aggressive |
| 2024-05-17T06:22:16.758 | SIM:CLN4 | Sell | 1 | 78.69 | Aggressive |
| 2024-05-17T06:22:16.901 | SIM:CLN4 | Sell | 1 | 78.69 | Aggressive |
| 2024-05-17T06:22:16.901 | SIM:CLN4 | Sell | 2 | 78.68 | Aggressive |
| 2024-05-17T06:22:19.562 | SIM:CLN4 | Sell | 1 | 78.69 | Aggressive |
| 2024-05-17T06:22:19.562 | SIM:CLN4 | Sell | 5 | 78.68 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM4
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.2100
Slippage Sweep
0.0500
Arrival Price
5,320.6250
Average Total
5,320.8350
Destination Price
5,320.6250
Sweep to Fill
5,320.7850
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2024-05-17T06:00:11.057 | SIM:ESM4 | Buy | 2 | 5320.75 | Aggressive |
| 2024-05-17T06:00:15.976 | SIM:ESM4 | Buy | 2 | 5320.75 | Aggressive |
| 2024-05-17T06:00:15.976 | SIM:ESM4 | Buy | 2 | 5321 | Aggressive |
| 2024-05-17T06:00:15.976 | SIM:ESM4 | Buy | 8 | 5321 | Aggressive |
| 2024-05-17T06:00:15.983 | SIM:ESM4 | Buy | 1 | 5320.75 | Aggressive |
| 2024-05-17T06:00:24.28 | SIM:ESM4 | Buy | 6 | 5320.75 | Aggressive |
| 2024-05-17T06:00:27.289 | SIM:ESM4 | Buy | 2 | 5320.75 | Aggressive |
| 2024-05-17T06:00:32.557 | SIM:ESM4 | Buy | 1 | 5320.75 | Aggressive |
| 2024-05-17T06:00:32.557 | SIM:ESM4 | Buy | 1 | 5321 | Aggressive |
| 2024-05-17T06:00:40.956 | SIM:ESM4 | Buy | 6 | 5321 | Aggressive |
| 2024-05-17T06:00:41.657 | SIM:ESM4 | Buy | 1 | 5320.75 | Aggressive |
| 2024-05-17T06:00:48.581 | SIM:ESM4 | Buy | 3 | 5320.75 | Aggressive |
| 2024-05-17T06:00:49.594 | SIM:ESM4 | Buy | 1 | 5320.75 | Aggressive |
| 2024-05-17T06:01:00.502 | SIM:ESM4 | Buy | 4 | 5320.75 | Aggressive |
| 2024-05-17T06:01:00.659 | SIM:ESM4 | Buy | 2 | 5320.75 | Aggressive |
| 2024-05-17T06:01:00.659 | SIM:ESM4 | Buy | 1 | 5320.75 | Aggressive |
| 2024-05-17T06:01:00.659 | SIM:ESM4 | Buy | 4 | 5320.75 | Aggressive |
| 2024-05-17T06:01:00.659 | SIM:ESM4 | Buy | 3 | 5320.75 | Aggressive |
Date - Time
CQG Symbol
TYA
Exchange Symbol
SIM:ZNM4
Buy / Sell
Sell
Quantity
200
Total Filled
200
Slippage
0.0078
Slippage Sweep
0.0000
Arrival Price
109.3984
Average Total
109.3906
Destination Price
109.3984
Sweep to Fill
109.3906
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2024-05-17T05:54:40.602 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:40.602 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:41.662 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:41.662 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:42.62 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:42.62 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:43.668 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:43.668 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:44.669 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:44.669 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:45.668 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:45.668 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:46.68 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:46.681 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:47.674 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:47.674 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:48.663 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:48.663 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:49.667 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:49.668 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:50.685 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:50.685 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:51.699 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:51.699 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:52.758 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:52.758 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:53.769 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:53.769 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:54.76 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:54.76 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:55.763 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:55.763 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:56.782 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:56.782 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:57.796 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:57.796 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:58.798 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:58.799 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:59.869 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:54:59.869 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:00.869 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:00.869 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:01.867 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:02.881 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:02.881 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:03.896 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:03.896 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:04.898 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:04.899 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:05.902 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:05.903 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:06.967 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:06.967 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:07.968 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:07.968 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:08.968 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:08.968 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:09.962 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:09.963 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:10.981 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:10.981 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:11.994 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:11.994 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:12.994 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:14.059 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:14.06 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:15.009 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:15.009 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:16.018 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:16.059 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:17.057 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:17.058 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:18.071 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:18.071 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:19.083 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:19.083 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:20.092 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:21.106 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:21.106 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:22.12 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:22.12 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:23.157 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:23.157 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:24.157 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:24.158 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:25.168 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:25.169 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:26.167 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:26.168 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:27.16 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:28.162 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:28.162 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:29.187 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:29.188 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:30.197 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:30.198 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:31.199 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:31.199 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:32.2 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:33.213 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:33.214 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:34.258 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:34.258 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:35.26 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:35.26 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:36.257 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:36.257 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:37.229 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:38.269 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:38.269 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:39.264 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:39.264 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:40.287 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:40.287 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:41.297 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:41.298 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:42.307 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:43.317 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:43.317 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:44.357 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:44.357 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:45.368 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:45.368 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:46.375 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:47.364 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:55:47.364 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:56:00.485 | SIM:ZNM4 | Sell | 12 | 109.390625 | Aggressive |
| 2024-05-17T05:56:00.485 | SIM:ZNM4 | Sell | 12 | 109.390625 | Aggressive |
| 2024-05-17T05:56:03.503 | SIM:ZNM4 | Sell | 2 | 109.390625 | Aggressive |
| 2024-05-17T05:56:03.504 | SIM:ZNM4 | Sell | 3 | 109.390625 | Aggressive |
| 2024-05-17T05:56:05.521 | SIM:ZNM4 | Sell | 2 | 109.390625 | Aggressive |
| 2024-05-17T05:56:05.521 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:56:06.529 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:56:06.557 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:56:07.568 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:56:07.569 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:56:08.567 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:56:08.567 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:56:09.577 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:56:10.565 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:56:10.566 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:56:22.711 | SIM:ZNM4 | Sell | 11 | 109.390625 | Aggressive |
| 2024-05-17T05:56:22.712 | SIM:ZNM4 | Sell | 12 | 109.390625 | Aggressive |
| 2024-05-17T05:56:23.757 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:56:24.726 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:56:24.726 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:56:25.757 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:56:25.758 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:56:26.768 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:56:26.769 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:56:27.777 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:56:28.769 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:56:28.77 | SIM:ZNM4 | Sell | 1 | 109.390625 | Aggressive |
Date - Time
CQG Symbol
TYA
Exchange Symbol
SIM:ZNM4
Buy / Sell
Buy
Quantity
200
Total Filled
200
Slippage
0.0078
Slippage Sweep
-0.0021
Arrival Price
109.3828
Average Total
109.3906
Destination Price
109.3828
Sweep to Fill
109.3927
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2024-05-17T05:40:35.357 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:35.357 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:36.359 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:36.359 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:37.4 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:37.4 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:38.457 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:38.458 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:39.471 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:39.471 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:40.484 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:40.484 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:41.5 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:41.5 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:42.501 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:42.501 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:43.557 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:43.557 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:44.557 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:44.557 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:45.567 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:45.567 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:46.561 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:46.561 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:47.589 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:48.604 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:48.604 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:49.623 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:49.624 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:50.667 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:50.667 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:51.663 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:51.663 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:52.69 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:53.694 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:54.712 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:55.725 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:55.857 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:56.763 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:56.763 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:57.771 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:57.771 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:58.766 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:58.767 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:59.791 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:40:59.791 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:00.802 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:01.86 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:01.86 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:02.858 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:02.858 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:03.858 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:03.858 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:04.858 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:04.858 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:05.868 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:05.868 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:06.863 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:06.863 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:07.866 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:07.866 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:08.871 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:09.885 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:09.886 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:10.885 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:10.885 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:11.899 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:11.899 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:12.903 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:12.903 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:13.958 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:13.958 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:14.972 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:15.986 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:15.986 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:16.988 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:16.988 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:17.993 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:17.993 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:19.003 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:19.003 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:20.059 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:20.059 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:21.068 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:22.057 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:22.057 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:23.062 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:23.062 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:24.068 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:24.069 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:25.096 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:26.101 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:26.101 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:27.101 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:27.102 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:28.158 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:28.159 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:29.157 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:29.157 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:30.168 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:31.162 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:31.162 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:32.186 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:32.187 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:33.198 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:33.198 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:34.201 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:35.204 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:35.204 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:36.268 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:36.268 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:37.257 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:37.257 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:38.268 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:39.26 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:39.26 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:40.282 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:40.282 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:41.297 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:41.298 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:42.312 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:43.358 | SIM:ZNM4 | Buy | 2 | 109.390625 | Aggressive |
| 2024-05-17T05:41:43.358 | SIM:ZNM4 | Buy | 2 | 109.390625 | Aggressive |
| 2024-05-17T05:41:44.325 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:44.325 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:45.367 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:46.366 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:46.366 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:47.393 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:47.393 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:48.408 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:49.468 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:49.469 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:50.468 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:50.468 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:51.482 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:51.482 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:52.497 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:53.511 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:53.511 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:54.568 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:54.568 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:55.558 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:56.572 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:56.572 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:57.565 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:57.566 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:58.582 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:58.582 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:41:59.6 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:00.657 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:00.657 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:01.68 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:01.68 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:02.682 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:03.691 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:03.692 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:04.76 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:04.76 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:05.767 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:06.768 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:06.769 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:07.763 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:07.764 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:08.772 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:09.781 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:09.781 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:10.801 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:10.801 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:11.858 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:11.858 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:12.867 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:13.867 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:13.867 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:14.879 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:14.879 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:15.871 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:16.883 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:16.884 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:17.899 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:17.899 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:18.901 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:19.958 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:19.958 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:20.968 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:20.968 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:21.968 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:22.957 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:22.958 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:23.969 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:23.97 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:24.965 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:25.967 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:25.968 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:42:26.983 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:50:34.299 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:50:34.299 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
| 2024-05-17T05:50:34.299 | SIM:ZNM4 | Buy | 1 | 109.390625 | Aggressive |
Date - Time
CQG Symbol
ZCE
Exchange Symbol
SIM:ZCN4
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.1150
Slippage Sweep
-0.3450
Arrival Price
459.6250
Average Total
459.5100
Destination Price
459.6250
Sweep to Fill
459.8550
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2024-05-17T05:36:35.218 | SIM:ZCN4 | Buy | 1 | 459.75 | Aggressive |
| 2024-05-17T05:36:37.269 | SIM:ZCN4 | Buy | 1 | 459.75 | Aggressive |
| 2024-05-17T05:39:56.488 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.488 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.488 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.488 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.488 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.489 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.489 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.489 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.49 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.49 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.49 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.49 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.49 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.49 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.49 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.49 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.49 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.49 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.49 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.491 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.491 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.491 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.491 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.491 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.492 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.492 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.492 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.492 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.492 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.492 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.492 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.492 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.492 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.492 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.493 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.493 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.493 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.493 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.493 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.493 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.493 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.493 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.493 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.493 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.494 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.494 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.494 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
| 2024-05-17T05:39:56.494 | SIM:ZCN4 | Buy | 1 | 459.5 | Aggressive |
Date - Time
CQG Symbol
CLE
Exchange Symbol
SIM:CLN4
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.0026
Slippage Sweep
-0.0202
Arrival Price
78.8950
Average Total
78.8976
Destination Price
78.9100
Sweep to Fill
78.8774
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2024-05-17T05:31:52.368 | SIM:CLN4 | Sell | 1 | 78.89 | Aggressive |
| 2024-05-17T05:31:56.377 | SIM:CLN4 | Sell | 1 | 78.89 | Aggressive |
| 2024-05-17T05:31:59.402 | SIM:CLN4 | Sell | 1 | 78.89 | Aggressive |
| 2024-05-17T05:32:08.715 | SIM:CLN4 | Sell | 1 | 78.89 | Aggressive |
| 2024-05-17T05:32:08.716 | SIM:CLN4 | Sell | 1 | 78.89 | Aggressive |
| 2024-05-17T05:32:08.716 | SIM:CLN4 | Sell | 1 | 78.89 | Aggressive |
| 2024-05-17T05:32:08.717 | SIM:CLN4 | Sell | 1 | 78.89 | Aggressive |
| 2024-05-17T05:32:08.717 | SIM:CLN4 | Sell | 1 | 78.89 | Aggressive |
| 2024-05-17T05:32:10.083 | SIM:CLN4 | Sell | 1 | 78.9 | Aggressive |
| 2024-05-17T05:32:10.506 | SIM:CLN4 | Sell | 7 | 78.9 | Aggressive |
| 2024-05-17T05:32:18.588 | SIM:CLN4 | Sell | 1 | 78.88 | Aggressive |
| 2024-05-17T05:32:20.199 | SIM:CLN4 | Sell | 2 | 78.89 | Aggressive |
| 2024-05-17T05:32:20.612 | SIM:CLN4 | Sell | 2 | 78.9 | Aggressive |
| 2024-05-17T05:32:23.682 | SIM:CLN4 | Sell | 9 | 78.9 | Aggressive |
| 2024-05-17T05:32:24.059 | SIM:CLN4 | Sell | 2 | 78.9 | Aggressive |
| 2024-05-17T05:32:24.698 | SIM:CLN4 | Sell | 11 | 78.9 | Aggressive |
| 2024-05-17T05:32:25.059 | SIM:CLN4 | Sell | 4 | 78.9 | Aggressive |
| 2024-05-17T05:32:25.708 | SIM:CLN4 | Sell | 3 | 78.9 | Aggressive |
Date - Time
CQG Symbol
CLE
Exchange Symbol
SIM:CLN4
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.0082
Slippage Sweep
-0.0112
Arrival Price
78.9250
Average Total
78.9332
Destination Price
78.9150
Sweep to Fill
78.9444
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2024-05-17T05:29:22.667 | SIM:CLN4 | Buy | 1 | 78.94 | Aggressive |
| 2024-05-17T05:29:31.78 | SIM:CLN4 | Buy | 1 | 78.94 | Aggressive |
| 2024-05-17T05:29:34.257 | SIM:CLN4 | Buy | 1 | 78.93 | Aggressive |
| 2024-05-17T05:29:34.257 | SIM:CLN4 | Buy | 1 | 78.93 | Aggressive |
| 2024-05-17T05:29:34.258 | SIM:CLN4 | Buy | 1 | 78.93 | Aggressive |
| 2024-05-17T05:29:34.258 | SIM:CLN4 | Buy | 1 | 78.93 | Aggressive |
| 2024-05-17T05:29:45.073 | SIM:CLN4 | Buy | 4 | 78.93 | Aggressive |
| 2024-05-17T05:29:45.073 | SIM:CLN4 | Buy | 3 | 78.94 | Aggressive |
| 2024-05-17T05:29:52.891 | SIM:CLN4 | Buy | 2 | 78.93 | Aggressive |
| 2024-05-17T05:29:52.891 | SIM:CLN4 | Buy | 1 | 78.94 | Aggressive |
| 2024-05-17T05:29:52.891 | SIM:CLN4 | Buy | 3 | 78.94 | Aggressive |
| 2024-05-17T05:29:55.756 | SIM:CLN4 | Buy | 2 | 78.93 | Aggressive |
| 2024-05-17T05:29:55.757 | SIM:CLN4 | Buy | 1 | 78.94 | Aggressive |
| 2024-05-17T05:30:06.192 | SIM:CLN4 | Buy | 2 | 78.93 | Aggressive |
| 2024-05-17T05:30:06.192 | SIM:CLN4 | Buy | 1 | 78.94 | Aggressive |
| 2024-05-17T05:30:06.192 | SIM:CLN4 | Buy | 5 | 78.94 | Aggressive |
| 2024-05-17T05:30:20.563 | SIM:CLN4 | Buy | 3 | 78.94 | Aggressive |
| 2024-05-17T05:30:20.563 | SIM:CLN4 | Buy | 3 | 78.94 | Aggressive |
| 2024-05-17T05:30:34.009 | SIM:CLN4 | Buy | 2 | 78.92 | Aggressive |
| 2024-05-17T05:30:34.009 | SIM:CLN4 | Buy | 3 | 78.93 | Aggressive |
| 2024-05-17T05:30:34.009 | SIM:CLN4 | Buy | 2 | 78.93 | Aggressive |
| 2024-05-17T05:30:34.009 | SIM:CLN4 | Buy | 2 | 78.93 | Aggressive |
| 2024-05-17T05:30:34.01 | SIM:CLN4 | Buy | 1 | 78.92 | Aggressive |
| 2024-05-17T05:30:34.01 | SIM:CLN4 | Buy | 1 | 78.92 | Aggressive |
| 2024-05-17T05:30:34.01 | SIM:CLN4 | Buy | 1 | 78.92 | Aggressive |
| 2024-05-17T05:30:34.01 | SIM:CLN4 | Buy | 1 | 78.92 | Aggressive |
| 2024-05-17T05:31:15.658 | SIM:CLN4 | Buy | 1 | 78.93 | Aggressive |