2024-05-19 19:38:38 |
EP |
SIM:ESM4 |
Buy |
500 |
5334.7234 |
5335.3535 |
0.6301 |
5,334.6250 |
5,334.3750 |
Diagnostics
aggressive_pct: 33.898305084746 algo_status: 4 arrival_price: 5334.625 avg_total: 5335.3535 destination_price: 5334.375 market_vwap: 5334.7234162896 n_kids: 37 slippage: 0.72850000000017 slippage_vwap: 0.63008371040723 slippage_vwap_pct: 0.011809596316481 total_dollar: 2667676.75 total_filled: 500 total_sent: 500
|
2024-05-19 19:23:50 |
CLE |
SIM:CLN4 |
Sell |
500 |
79.3358 |
79.3253 |
0.0105 |
79.3200 |
79.3850 |
Diagnostics
aggressive_pct: 40.909090909091 algo_status: 4 arrival_price: 79.32 avg_total: 79.32526 destination_price: 79.385 market_vwap: 79.335772357724 n_kids: 66 slippage: -0.0052600000000211 slippage_vwap: 0.010512357723556 slippage_vwap_pct: 0.013252219688351 total_dollar: 39662.63 total_filled: 500 total_sent: 500
|
2024-05-19 19:10:01 |
CLE |
SIM:CLN4 |
Buy |
500 |
79.3049 |
79.3274 |
0.0225 |
79.3500 |
79.3250 |
Diagnostics
aggressive_pct: 37.096774193548 algo_status: 4 arrival_price: 79.35 avg_total: 79.32738 destination_price: 79.325 market_vwap: 79.304857142857 n_kids: 62 slippage: -0.022620000000003 slippage_vwap: 0.022522857142874 slippage_vwap_pct: 0.028392286676901 total_dollar: 39663.69 total_filled: 500 total_sent: 500
|
2024-05-19 18:09:54 |
CLE |
SIM:CLN4 |
Buy |
500 |
79.4759 |
79.5244 |
0.0485 |
79.5350 |
79.4450 |
Diagnostics
aggressive_pct: 41.791044776119 algo_status: 4 arrival_price: 79.535 avg_total: 79.5244 destination_price: 79.445 market_vwap: 79.475891647856 n_kids: 67 slippage: -0.010599999999982 slippage_vwap: 0.048508352144452 slippage_vwap_pct: 0.060998073728884 total_dollar: 39762.2 total_filled: 500 total_sent: 500
|
2024-05-17 13:15:31 |
ENQ |
SIM:NQM4 |
Buy |
500 |
18586.4875 |
18594.9030 |
8.4155 |
18,600.0000 |
18,572.7500 |
Diagnostics
aggressive_pct: 2.5 algo_status: 4 arrival_price: 18600 avg_total: 18594.903 destination_price: 18572.75 market_vwap: 18586.487461042 n_kids: 40 slippage: -5.0970000000016 slippage_vwap: 8.4155389577427 slippage_vwap_pct: 0.045257235048458 total_dollar: 9297451.5 total_filled: 500 total_sent: 500
|
2024-05-17 12:44:08 |
EP |
SIM:ESM4 |
Buy |
500 |
5320.0032 |
5320.6225 |
0.6193 |
5,317.8750 |
5,321.1250 |
Diagnostics
aggressive_pct: 23.529411764706 algo_status: 4 arrival_price: 5317.875 avg_total: 5320.6225 destination_price: 5321.125 market_vwap: 5320.0031672297 n_kids: 39 slippage: 2.7475000000004 slippage_vwap: 0.61933277027038 slippage_vwap_pct: 0.011640231387782 total_dollar: 2660311.25 total_filled: 500 total_sent: 500
|
2024-05-17 12:27:48 |
CLE |
SIM:CLN4 |
Sell |
500 |
79.2484 |
79.2421 |
0.0063 |
79.2050 |
79.2650 |
Diagnostics
aggressive_pct: 26.415094339623 algo_status: 4 arrival_price: 79.205 avg_total: 79.24212 destination_price: 79.265 market_vwap: 79.248386627907 n_kids: 53 slippage: -0.03712000000003 slippage_vwap: 0.0062666279068821 slippage_vwap_pct: 0.0079082032470637 total_dollar: 39621.06 total_filled: 500 total_sent: 500
|
2024-05-17 12:06:59 |
CLE |
SIM:CLN4 |
Buy |
500 |
79.1326 |
79.1346 |
0.0020 |
79.2150 |
79.1450 |
Diagnostics
aggressive_pct: 11.363636363636 algo_status: 4 arrival_price: 79.215 avg_total: 79.1346 destination_price: 79.145 market_vwap: 79.132636054422 n_kids: 44 slippage: -0.080399999999983 slippage_vwap: 0.0019639455780549 slippage_vwap_pct: 0.0024817786127116 total_dollar: 39567.3 total_filled: 500 total_sent: 500
|
2024-05-17 11:28:48 |
EP |
SIM:ESM4 |
Sell |
500 |
5318.2844 |
5318.3085 |
-0.0241 |
5,317.6250 |
5,318.1250 |
Diagnostics
aggressive_pct: 28.260869565217 algo_status: 2 arrival_price: 5317.625 avg_total: 5318.3084677419 destination_price: 5318.125 market_vwap: 5318.2843548387 n_kids: 34 slippage: -0.6834677419356 slippage_vwap: -0.024112903225614 slippage_vwap_pct: -0.0004533942205848 total_dollar: 1318940.5 total_filled: 248 total_sent: 248
|
2024-05-17 11:10:28 |
EP |
SIM:ESM4 |
Buy |
500 |
5320.8392 |
5320.3735 |
-0.4657 |
5,322.3750 |
5,320.1250 |
Diagnostics
aggressive_pct: 26 algo_status: 4 arrival_price: 5322.375 avg_total: 5320.3735 destination_price: 5320.125 market_vwap: 5320.8392451483 n_kids: 38 slippage: -2.0015000000003 slippage_vwap: -0.46574514830991 slippage_vwap_pct: -0.0087539934613596 total_dollar: 2660186.75 total_filled: 500 total_sent: 500
|
2024-05-17 10:48:10 |
CLE |
SIM:CLN4 |
Sell |
500 |
79.1917 |
79.1933 |
-0.0016 |
79.2050 |
79.1550 |
Diagnostics
aggressive_pct: 2.8571428571429 algo_status: 2 arrival_price: 79.205 avg_total: 79.193294663573 destination_price: 79.155 market_vwap: 79.191703526599 n_kids: 35 slippage: 0.011705336426871 slippage_vwap: -0.0015911369743549 slippage_vwap_pct: -0.0020091814352646 total_dollar: 34132.31 total_filled: 431 total_sent: 438
|
2024-05-17 10:29:20 |
CLE |
SIM:CLN4 |
Buy |
500 |
79.1374 |
79.1338 |
-0.0036 |
79.1050 |
79.1750 |
Diagnostics
aggressive_pct: 10.344827586207 algo_status: 2 arrival_price: 79.105 avg_total: 79.133798701299 destination_price: 79.175 market_vwap: 79.137384910486 n_kids: 29 slippage: 0.028798701298726 slippage_vwap: -0.0035862091871337 slippage_vwap_pct: -0.0045318299462286 total_dollar: 24373.21 total_filled: 308 total_sent: 308
|
2024-05-17 08:39:42 |
EP |
SIM:ESM4 |
Buy |
500 |
5320.4564 |
5321.0865 |
0.6301 |
5,319.6250 |
5,320.6250 |
Diagnostics
aggressive_pct: 34.285714285714 algo_status: 4 arrival_price: 5319.625 avg_total: 5321.0865 destination_price: 5320.625 market_vwap: 5320.4564049948 n_kids: 23 slippage: 1.4615000000003 slippage_vwap: 0.63009500524004 slippage_vwap_pct: 0.011841472699984 total_dollar: 2660543.25 total_filled: 500 total_sent: 500
|
2024-05-17 08:23:02 |
CLE |
SIM:CLN4 |
Sell |
500 |
78.9955 |
79.0085 |
-0.0130 |
79.1450 |
78.9250 |
Diagnostics
aggressive_pct: 0 algo_status: 2 arrival_price: 79.145 avg_total: 79.00848758465 destination_price: 78.925 market_vwap: 78.995465342259 n_kids: 35 slippage: 0.13651241534988 slippage_vwap: -0.013022242391216 slippage_vwap_pct: -0.016482080329995 total_dollar: 35000.76 total_filled: 443 total_sent: 443
|
2024-05-17 08:11:07 |
CLE |
SIM:CLN4 |
Buy |
500 |
79.2746 |
79.2858 |
0.0112 |
79.2950 |
79.2850 |
Diagnostics
aggressive_pct: 2.5 algo_status: 4 arrival_price: 79.295 avg_total: 79.28584 destination_price: 79.285 market_vwap: 79.27461928934 n_kids: 40 slippage: -0.0091599999999943 slippage_vwap: 0.011220710659913 slippage_vwap_pct: 0.014152225239605 total_dollar: 39642.92 total_filled: 500 total_sent: 500
|