CQG Execution Technologies

VWAP Analytics

CQG Algos

Payup Model: Theo Queue
Date - Time
CQG Symbol
ZCE
Exchange Symbol
SIM:ZCN4
Buy / Sell
Buy
Quantity
500
Total Filled
500
Market VWAP
450.5912
Average Total
450.59
VWAP Slippage
-0.0022
Arrival Price
450.3750
Destination Price
450.6250
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-12T01:11:01.461 SIM:ZCN4 Buy 2 450.5 Aggressive
2024-06-12T01:11:16.461 SIM:ZCN4 Buy 42 450.5 Aggressive
2024-06-12T01:11:31.468 SIM:ZCN4 Buy 16 450.5 Aggressive
2024-06-12T01:11:46.486 SIM:ZCN4 Buy 67 450.75 Aggressive
2024-06-12T01:12:01.466 SIM:ZCN4 Buy 39 450.5 Aggressive
2024-06-12T01:13:01.478 SIM:ZCN4 Buy 1 450.5 Aggressive
2024-06-12T01:13:16.469 SIM:ZCN4 Buy 14 450.5 Aggressive
2024-06-12T01:13:31.471 SIM:ZCN4 Buy 14 450.5 Aggressive
2024-06-12T01:13:46.462 SIM:ZCN4 Buy 13 450.5 Aggressive
2024-06-12T01:14:01.473 SIM:ZCN4 Buy 14 450.5 Aggressive
2024-06-12T01:14:16.466 SIM:ZCN4 Buy 14 450.5 Aggressive
2024-06-12T01:14:31.472 SIM:ZCN4 Buy 14 450.5 Aggressive
2024-06-12T01:14:46.474 SIM:ZCN4 Buy 14 450.5 Aggressive
2024-06-12T01:15:01.467 SIM:ZCN4 Buy 14 450.5 Aggressive
2024-06-12T01:15:16.459 SIM:ZCN4 Buy 14 450.5 Aggressive
2024-06-12T01:15:31.48 SIM:ZCN4 Buy 13 450.5 Aggressive
2024-06-12T01:15:46.47 SIM:ZCN4 Buy 14 450.5 Aggressive
2024-06-12T01:16:01.468 SIM:ZCN4 Buy 13 450.5 Aggressive
2024-06-12T01:17:01.461 SIM:ZCN4 Buy 1 450.5 Aggressive
2024-06-12T01:17:16.47 SIM:ZCN4 Buy 14 450.5 Aggressive
2024-06-12T01:17:31.473 SIM:ZCN4 Buy 13 450.5 Aggressive
2024-06-12T01:17:39.222 SIM:ZCN4 Buy 1 450.5 Aggressive
2024-06-12T01:17:46.489 SIM:ZCN4 Buy 14 450.5 Aggressive
2024-06-12T01:18:01.465 SIM:ZCN4 Buy 14 450.5 Aggressive
2024-06-12T01:18:16.471 SIM:ZCN4 Buy 13 450.75 Aggressive
2024-06-12T01:18:31.464 SIM:ZCN4 Buy 14 450.75 Aggressive
2024-06-12T01:18:46.468 SIM:ZCN4 Buy 14 450.75 Aggressive
2024-06-12T01:19:01.48 SIM:ZCN4 Buy 14 450.75 Aggressive
2024-06-12T01:19:16.46 SIM:ZCN4 Buy 14 450.75 Aggressive
2024-06-12T01:19:31.469 SIM:ZCN4 Buy 14 450.75 Aggressive
2024-06-12T01:19:46.467 SIM:ZCN4 Buy 14 450.75 Aggressive
2024-06-12T01:19:46.467 SIM:ZCN4 Buy 14 450.75 Aggressive
Date - Time
CQG Symbol
ENQ
Exchange Symbol
SIM:NQM4
Buy / Sell
Sell
Quantity
500
Total Filled
500
Market VWAP
19264.6874
Average Total
19264.20
VWAP Slippage
0.4889
Arrival Price
19,265.2500
Destination Price
19,266.2500
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-12T00:59:16.992 SIM:NQM4 Sell 2 19265.25 Aggressive
2024-06-12T00:59:16.993 SIM:NQM4 Sell 2 19265.25 Aggressive
2024-06-12T00:59:16.995 SIM:NQM4 Sell 1 19265.25 Aggressive
2024-06-12T00:59:16.998 SIM:NQM4 Sell 2 19265.25 Aggressive
2024-06-12T00:59:40.318 SIM:NQM4 Sell 1 19265.25 Aggressive
2024-06-12T00:59:41.333 SIM:NQM4 Sell 1 19265.25 Aggressive
2024-06-12T00:59:41.356 SIM:NQM4 Sell 1 19265.25 Aggressive
2024-06-12T00:59:41.456 SIM:NQM4 Sell 1 19265.25 Aggressive
2024-06-12T00:59:41.482 SIM:NQM4 Sell 1 19265.25 Aggressive
2024-06-12T00:59:41.483 SIM:NQM4 Sell 1 19265.25 Aggressive
2024-06-12T00:59:41.617 SIM:NQM4 Sell 1 19265.75 Aggressive
2024-06-12T00:59:41.618 SIM:NQM4 Sell 1 19265.5 Aggressive
2024-06-12T00:59:49.556 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-12T00:59:49.604 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-12T00:59:49.657 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-12T00:59:49.798 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-12T00:59:50.057 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-12T00:59:50.257 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-12T00:59:50.328 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-12T01:00:00.406 SIM:NQM4 Sell 1 19266.25 Aggressive
2024-06-12T01:00:00.407 SIM:NQM4 Sell 2 19266.5 Aggressive
2024-06-12T01:00:00.408 SIM:NQM4 Sell 2 19266.25 Aggressive
2024-06-12T01:00:00.41 SIM:NQM4 Sell 2 19266.5 Aggressive
2024-06-12T01:00:00.41 SIM:NQM4 Sell 3 19266.25 Aggressive
2024-06-12T01:00:00.412 SIM:NQM4 Sell 2 19266.5 Aggressive
2024-06-12T01:00:00.412 SIM:NQM4 Sell 3 19266.25 Aggressive
2024-06-12T01:00:00.415 SIM:NQM4 Sell 2 19266.75 Aggressive
2024-06-12T01:00:00.415 SIM:NQM4 Sell 2 19266.5 Aggressive
2024-06-12T01:00:00.415 SIM:NQM4 Sell 2 19266.25 Aggressive
2024-06-12T01:00:16.715 SIM:NQM4 Sell 4 19261.75 Aggressive
2024-06-12T01:00:16.716 SIM:NQM4 Sell 1 19262 Aggressive
2024-06-12T01:00:16.716 SIM:NQM4 Sell 4 19261.75 Aggressive
2024-06-12T01:00:16.717 SIM:NQM4 Sell 1 19262 Aggressive
2024-06-12T01:00:16.717 SIM:NQM4 Sell 5 19261.75 Aggressive
2024-06-12T01:00:16.756 SIM:NQM4 Sell 1 19262 Aggressive
2024-06-12T01:00:16.756 SIM:NQM4 Sell 4 19261.75 Aggressive
2024-06-12T01:00:32.128 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:00:32.129 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:00:32.207 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:00:32.212 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:00:32.465 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:00:32.776 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:00:33 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:00:35.117 SIM:NQM4 Sell 2 19262.75 Aggressive
2024-06-12T01:00:35.26 SIM:NQM4 Sell 2 19262.75 Aggressive
2024-06-12T01:00:37.033 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:00:37.357 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:00:42.226 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:00:45.394 SIM:NQM4 Sell 1 19262.5 Aggressive
2024-06-12T01:00:45.394 SIM:NQM4 Sell 4 19262.25 Aggressive
2024-06-12T01:00:45.394 SIM:NQM4 Sell 2 19262 Aggressive
2024-06-12T01:00:47.556 SIM:NQM4 Sell 1 19263 Aggressive
2024-06-12T01:00:47.765 SIM:NQM4 Sell 1 19263 Aggressive
2024-06-12T01:00:48.205 SIM:NQM4 Sell 2 19263 Aggressive
2024-06-12T01:01:00.391 SIM:NQM4 Sell 2 19262.75 Aggressive
2024-06-12T01:01:00.391 SIM:NQM4 Sell 5 19262.5 Aggressive
2024-06-12T01:01:00.391 SIM:NQM4 Sell 3 19262.25 Aggressive
2024-06-12T01:01:00.391 SIM:NQM4 Sell 4 19262 Aggressive
2024-06-12T01:01:00.391 SIM:NQM4 Sell 3 19261.75 Aggressive
2024-06-12T01:01:00.999 SIM:NQM4 Sell 1 19263.25 Aggressive
2024-06-12T01:01:01 SIM:NQM4 Sell 2 19263.25 Aggressive
2024-06-12T01:01:01.001 SIM:NQM4 Sell 1 19263.5 Aggressive
2024-06-12T01:01:01.002 SIM:NQM4 Sell 1 19263.25 Aggressive
2024-06-12T01:01:03.069 SIM:NQM4 Sell 2 19263.25 Aggressive
2024-06-12T01:01:03.07 SIM:NQM4 Sell 3 19263.25 Aggressive
2024-06-12T01:01:03.071 SIM:NQM4 Sell 3 19263.25 Aggressive
2024-06-12T01:01:03.072 SIM:NQM4 Sell 2 19263.25 Aggressive
2024-06-12T01:01:03.256 SIM:NQM4 Sell 1 19263.25 Aggressive
2024-06-12T01:01:18.802 SIM:NQM4 Sell 3 19262.75 Aggressive
2024-06-12T01:01:20.026 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:01:20.027 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:01:20.056 SIM:NQM4 Sell 2 19262.75 Aggressive
2024-06-12T01:01:20.184 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:01:20.202 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:01:20.203 SIM:NQM4 Sell 2 19262.75 Aggressive
2024-06-12T01:01:20.205 SIM:NQM4 Sell 2 19262.75 Aggressive
2024-06-12T01:01:20.257 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:01:20.309 SIM:NQM4 Sell 2 19262.75 Aggressive
2024-06-12T01:01:20.358 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:01:34.258 SIM:NQM4 Sell 1 19263.5 Aggressive
2024-06-12T01:01:34.258 SIM:NQM4 Sell 4 19263.25 Aggressive
2024-06-12T01:01:34.581 SIM:NQM4 Sell 2 19263.5 Aggressive
2024-06-12T01:01:34.581 SIM:NQM4 Sell 4 19263.25 Aggressive
2024-06-12T01:01:34.977 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-12T01:01:34.977 SIM:NQM4 Sell 2 19263.5 Aggressive
2024-06-12T01:01:34.977 SIM:NQM4 Sell 2 19263.25 Aggressive
2024-06-12T01:01:58.257 SIM:NQM4 Sell 2 19263.5 Aggressive
2024-06-12T01:01:58.257 SIM:NQM4 Sell 2 19263.25 Aggressive
2024-06-12T01:01:58.258 SIM:NQM4 Sell 2 19263.5 Aggressive
2024-06-12T01:01:58.258 SIM:NQM4 Sell 2 19263.25 Aggressive
2024-06-12T01:01:58.281 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-12T01:01:58.281 SIM:NQM4 Sell 2 19263.5 Aggressive
2024-06-12T01:01:58.281 SIM:NQM4 Sell 2 19263.25 Aggressive
2024-06-12T01:01:58.282 SIM:NQM4 Sell 1 19263.25 Aggressive
2024-06-12T01:02:00.401 SIM:NQM4 Sell 3 19262.75 Aggressive
2024-06-12T01:02:01.381 SIM:NQM4 Sell 1 19263.25 Aggressive
2024-06-12T01:02:01.382 SIM:NQM4 Sell 2 19263.25 Aggressive
2024-06-12T01:02:01.384 SIM:NQM4 Sell 2 19263.25 Aggressive
2024-06-12T01:02:01.386 SIM:NQM4 Sell 2 19263.25 Aggressive
2024-06-12T01:02:01.396 SIM:NQM4 Sell 2 19263.25 Aggressive
2024-06-12T01:02:02.596 SIM:NQM4 Sell 2 19263.25 Aggressive
2024-06-12T01:02:02.597 SIM:NQM4 Sell 2 19263.25 Aggressive
2024-06-12T01:02:16.813 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:02:16.814 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:02:16.815 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:02:17.217 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:02:17.256 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:02:17.459 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:02:17.774 SIM:NQM4 Sell 2 19262.75 Aggressive
2024-06-12T01:02:17.857 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:02:18.619 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:02:18.62 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:02:18.621 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:02:18.657 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:02:33.107 SIM:NQM4 Sell 1 19263.5 Aggressive
2024-06-12T01:02:33.108 SIM:NQM4 Sell 2 19263.5 Aggressive
2024-06-12T01:02:33.12 SIM:NQM4 Sell 2 19263.5 Aggressive
2024-06-12T01:02:33.26 SIM:NQM4 Sell 2 19263.5 Aggressive
2024-06-12T01:02:33.66 SIM:NQM4 Sell 3 19263.75 Aggressive
2024-06-12T01:02:33.66 SIM:NQM4 Sell 2 19263.5 Aggressive
2024-06-12T01:02:33.661 SIM:NQM4 Sell 2 19263.75 Aggressive
2024-06-12T01:02:49.082 SIM:NQM4 Sell 2 19264 Aggressive
2024-06-12T01:02:49.084 SIM:NQM4 Sell 1 19264 Aggressive
2024-06-12T01:02:49.098 SIM:NQM4 Sell 1 19264 Aggressive
2024-06-12T01:02:50.56 SIM:NQM4 Sell 1 19264 Aggressive
2024-06-12T01:02:52.156 SIM:NQM4 Sell 1 19264 Aggressive
2024-06-12T01:02:52.514 SIM:NQM4 Sell 1 19264 Aggressive
2024-06-12T01:02:52.687 SIM:NQM4 Sell 1 19264 Aggressive
2024-06-12T01:02:58.92 SIM:NQM4 Sell 2 19263.75 Aggressive
2024-06-12T01:02:59.057 SIM:NQM4 Sell 2 19263.75 Aggressive
2024-06-12T01:02:59.089 SIM:NQM4 Sell 1 19264 Aggressive
2024-06-12T01:03:13.709 SIM:NQM4 Sell 1 19263.5 Aggressive
2024-06-12T01:03:13.713 SIM:NQM4 Sell 1 19263.5 Aggressive
2024-06-12T01:03:15.386 SIM:NQM4 Sell 2 19263.25 Aggressive
2024-06-12T01:03:15.386 SIM:NQM4 Sell 5 19263 Aggressive
2024-06-12T01:03:15.386 SIM:NQM4 Sell 2 19262.75 Aggressive
2024-06-12T01:03:30.392 SIM:NQM4 Sell 3 19262 Aggressive
2024-06-12T01:03:30.392 SIM:NQM4 Sell 5 19261.75 Aggressive
2024-06-12T01:03:30.392 SIM:NQM4 Sell 3 19261.5 Aggressive
2024-06-12T01:03:30.392 SIM:NQM4 Sell 1 19261.25 Aggressive
2024-06-12T01:03:37.257 SIM:NQM4 Sell 1 19262.25 Aggressive
2024-06-12T01:03:37.258 SIM:NQM4 Sell 1 19262.25 Aggressive
2024-06-12T01:03:37.273 SIM:NQM4 Sell 1 19262.25 Aggressive
2024-06-12T01:03:37.379 SIM:NQM4 Sell 1 19262.25 Aggressive
2024-06-12T01:03:37.871 SIM:NQM4 Sell 1 19262.25 Aggressive
2024-06-12T01:03:38.28 SIM:NQM4 Sell 1 19262.25 Aggressive
2024-06-12T01:03:38.956 SIM:NQM4 Sell 3 19262.25 Aggressive
2024-06-12T01:03:39.071 SIM:NQM4 Sell 1 19262.5 Aggressive
2024-06-12T01:03:39.072 SIM:NQM4 Sell 1 19262.25 Aggressive
2024-06-12T01:03:49.081 SIM:NQM4 Sell 2 19262.75 Aggressive
2024-06-12T01:03:49.082 SIM:NQM4 Sell 2 19263 Aggressive
2024-06-12T01:03:49.082 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:03:49.083 SIM:NQM4 Sell 1 19263 Aggressive
2024-06-12T01:03:49.083 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:03:49.084 SIM:NQM4 Sell 2 19262.75 Aggressive
2024-06-12T01:03:49.088 SIM:NQM4 Sell 1 19263 Aggressive
2024-06-12T01:03:49.088 SIM:NQM4 Sell 1 19262.75 Aggressive
2024-06-12T01:04:04.287 SIM:NQM4 Sell 2 19264.25 Aggressive
2024-06-12T01:04:04.288 SIM:NQM4 Sell 2 19264.25 Aggressive
2024-06-12T01:04:04.291 SIM:NQM4 Sell 1 19264.25 Aggressive
2024-06-12T01:04:08.657 SIM:NQM4 Sell 1 19263.5 Aggressive
2024-06-12T01:04:08.658 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-12T01:04:08.658 SIM:NQM4 Sell 1 19263.5 Aggressive
2024-06-12T01:04:08.659 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-12T01:04:08.659 SIM:NQM4 Sell 1 19263.5 Aggressive
2024-06-12T01:04:08.667 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-12T01:04:21.709 SIM:NQM4 Sell 1 19264.25 Aggressive
2024-06-12T01:04:21.711 SIM:NQM4 Sell 1 19264.25 Aggressive
2024-06-12T01:04:21.714 SIM:NQM4 Sell 2 19264.25 Aggressive
2024-06-12T01:04:21.715 SIM:NQM4 Sell 1 19264.25 Aggressive
2024-06-12T01:04:21.717 SIM:NQM4 Sell 1 19264.25 Aggressive
2024-06-12T01:04:21.858 SIM:NQM4 Sell 1 19264.25 Aggressive
2024-06-12T01:04:21.859 SIM:NQM4 Sell 2 19264.25 Aggressive
2024-06-12T01:04:22.221 SIM:NQM4 Sell 2 19264.25 Aggressive
2024-06-12T01:04:44.457 SIM:NQM4 Sell 3 19263.25 Aggressive
2024-06-12T01:04:45.403 SIM:NQM4 Sell 3 19263 Aggressive
2024-06-12T01:04:45.403 SIM:NQM4 Sell 3 19262.75 Aggressive
2024-06-12T01:04:46.522 SIM:NQM4 Sell 1 19263.5 Aggressive
2024-06-12T01:04:46.522 SIM:NQM4 Sell 1 19263.25 Aggressive
2024-06-12T01:04:52.318 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-12T01:04:52.319 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-12T01:04:53.557 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-12T01:04:55.361 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-12T01:04:55.362 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-12T01:04:55.367 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-12T01:04:55.369 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-12T01:04:55.469 SIM:NQM4 Sell 1 19264 Aggressive
2024-06-12T01:04:55.469 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-12T01:04:55.471 SIM:NQM4 Sell 1 19264 Aggressive
2024-06-12T01:04:55.471 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-12T01:05:02.457 SIM:NQM4 Sell 1 19264.5 Aggressive
2024-06-12T01:05:02.457 SIM:NQM4 Sell 6 19264.25 Aggressive
2024-06-12T01:05:02.458 SIM:NQM4 Sell 1 19264.5 Aggressive
2024-06-12T01:05:02.458 SIM:NQM4 Sell 6 19264.25 Aggressive
2024-06-12T01:05:19.321 SIM:NQM4 Sell 2 19264.75 Aggressive
2024-06-12T01:05:19.323 SIM:NQM4 Sell 1 19265 Aggressive
2024-06-12T01:05:19.326 SIM:NQM4 Sell 4 19264.75 Aggressive
2024-06-12T01:05:19.327 SIM:NQM4 Sell 2 19265 Aggressive
2024-06-12T01:05:19.327 SIM:NQM4 Sell 4 19264.75 Aggressive
2024-06-12T01:05:33.428 SIM:NQM4 Sell 3 19266.75 Aggressive
2024-06-12T01:05:33.428 SIM:NQM4 Sell 1 19266.25 Aggressive
2024-06-12T01:05:33.428 SIM:NQM4 Sell 6 19265.75 Aggressive
2024-06-12T01:05:33.429 SIM:NQM4 Sell 1 19266.25 Aggressive
2024-06-12T01:05:33.429 SIM:NQM4 Sell 3 19265.75 Aggressive
2024-06-12T01:05:48.19 SIM:NQM4 Sell 1 19265.5 Aggressive
2024-06-12T01:05:48.191 SIM:NQM4 Sell 3 19265.5 Aggressive
2024-06-12T01:05:48.192 SIM:NQM4 Sell 1 19265.5 Aggressive
2024-06-12T01:05:48.193 SIM:NQM4 Sell 1 19265.5 Aggressive
2024-06-12T01:05:49.457 SIM:NQM4 Sell 1 19265.5 Aggressive
2024-06-12T01:05:49.475 SIM:NQM4 Sell 2 19265.5 Aggressive
2024-06-12T01:05:50.514 SIM:NQM4 Sell 1 19265.5 Aggressive
2024-06-12T01:05:53.686 SIM:NQM4 Sell 1 19265.75 Aggressive
2024-06-12T01:05:53.686 SIM:NQM4 Sell 1 19265.5 Aggressive
2024-06-12T01:05:54.656 SIM:NQM4 Sell 1 19265.5 Aggressive
2024-06-12T01:06:09.668 SIM:NQM4 Sell 1 19265 Passive
2024-06-12T01:06:10.276 SIM:NQM4 Sell 1 19265 Aggressive
2024-06-12T01:06:10.277 SIM:NQM4 Sell 1 19265 Aggressive
2024-06-12T01:06:10.278 SIM:NQM4 Sell 1 19265 Aggressive
2024-06-12T01:06:10.302 SIM:NQM4 Sell 1 19265 Aggressive
2024-06-12T01:06:10.756 SIM:NQM4 Sell 1 19265 Aggressive
2024-06-12T01:06:10.989 SIM:NQM4 Sell 1 19265 Aggressive
2024-06-12T01:06:10.998 SIM:NQM4 Sell 1 19265.25 Aggressive
2024-06-12T01:06:10.998 SIM:NQM4 Sell 1 19265 Aggressive
2024-06-12T01:06:10.999 SIM:NQM4 Sell 1 19265.25 Aggressive
2024-06-12T01:06:10.999 SIM:NQM4 Sell 1 19265 Aggressive
2024-06-12T01:06:17.274 SIM:NQM4 Sell 1 19265.25 Aggressive
2024-06-12T01:06:18.856 SIM:NQM4 Sell 1 19265.25 Aggressive
2024-06-12T01:06:20.988 SIM:NQM4 Sell 1 19265.25 Aggressive
2024-06-12T01:06:28.157 SIM:NQM4 Sell 1 19264.75 Aggressive
2024-06-12T01:06:28.357 SIM:NQM4 Sell 1 19264.75 Aggressive
2024-06-12T01:06:28.366 SIM:NQM4 Sell 1 19264.75 Aggressive
2024-06-12T01:06:28.392 SIM:NQM4 Sell 1 19264.75 Aggressive
2024-06-12T01:06:28.456 SIM:NQM4 Sell 1 19264.75 Aggressive
2024-06-12T01:06:28.478 SIM:NQM4 Sell 1 19264.75 Aggressive
2024-06-12T01:06:28.611 SIM:NQM4 Sell 1 19264.75 Aggressive
2024-06-12T01:06:28.612 SIM:NQM4 Sell 1 19264.75 Aggressive
2024-06-12T01:06:29.057 SIM:NQM4 Sell 1 19264.75 Aggressive
2024-06-12T01:06:38.356 SIM:NQM4 Sell 1 19265.25 Passive
2024-06-12T01:06:38.379 SIM:NQM4 Sell 1 19265.25 Aggressive
2024-06-12T01:06:39.12 SIM:NQM4 Sell 1 19265.25 Aggressive
2024-06-12T01:06:39.671 SIM:NQM4 Sell 1 19265.25 Aggressive
2024-06-12T01:06:40.087 SIM:NQM4 Sell 1 19265.25 Aggressive
2024-06-12T01:06:40.088 SIM:NQM4 Sell 1 19265.25 Aggressive
2024-06-12T01:06:40.089 SIM:NQM4 Sell 1 19265.5 Aggressive
2024-06-12T01:06:40.089 SIM:NQM4 Sell 2 19265.25 Aggressive
2024-06-12T01:06:40.09 SIM:NQM4 Sell 1 19265.25 Aggressive
2024-06-12T01:06:40.091 SIM:NQM4 Sell 1 19265.25 Aggressive
2024-06-12T01:06:51.656 SIM:NQM4 Sell 2 19265.75 Aggressive
2024-06-12T01:06:53.113 SIM:NQM4 Sell 1 19265.75 Aggressive
2024-06-12T01:06:58.461 SIM:NQM4 Sell 1 19265.5 Aggressive
2024-06-12T01:06:58.469 SIM:NQM4 Sell 1 19265.5 Aggressive
2024-06-12T01:07:00.394 SIM:NQM4 Sell 2 19265 Aggressive
2024-06-12T01:07:00.394 SIM:NQM4 Sell 3 19264.75 Aggressive
2024-06-12T01:07:00.394 SIM:NQM4 Sell 1 19264.5 Aggressive
2024-06-12T01:07:07.556 SIM:NQM4 Sell 1 19265 Aggressive
2024-06-12T01:07:07.562 SIM:NQM4 Sell 1 19265 Aggressive
2024-06-12T01:07:07.62 SIM:NQM4 Sell 1 19265 Aggressive
2024-06-12T01:07:07.622 SIM:NQM4 Sell 1 19265 Aggressive
2024-06-12T01:07:09.257 SIM:NQM4 Sell 2 19265 Aggressive
2024-06-12T01:07:09.258 SIM:NQM4 Sell 2 19265 Aggressive
2024-06-12T01:07:09.259 SIM:NQM4 Sell 2 19265 Aggressive
2024-06-12T01:07:09.427 SIM:NQM4 Sell 1 19265 Aggressive
2024-06-12T01:07:17.103 SIM:NQM4 Sell 1 19266 Aggressive
2024-06-12T01:07:17.104 SIM:NQM4 Sell 2 19266.25 Aggressive
2024-06-12T01:07:17.104 SIM:NQM4 Sell 4 19266 Aggressive
2024-06-12T01:07:17.105 SIM:NQM4 Sell 3 19266 Aggressive
2024-06-12T01:07:35.402 SIM:NQM4 Sell 5 19266.5 Aggressive
2024-06-12T01:07:35.403 SIM:NQM4 Sell 3 19266.5 Aggressive
2024-06-12T01:07:35.404 SIM:NQM4 Sell 3 19266.5 Aggressive
2024-06-12T01:07:59.267 SIM:NQM4 Sell 1 19266.25 Aggressive
2024-06-12T01:07:59.268 SIM:NQM4 Sell 1 19266.25 Aggressive
2024-06-12T01:07:59.27 SIM:NQM4 Sell 1 19266.25 Aggressive
2024-06-12T01:07:59.292 SIM:NQM4 Sell 1 19266.25 Aggressive
2024-06-12T01:07:59.403 SIM:NQM4 Sell 1 19266.25 Aggressive
2024-06-12T01:07:59.405 SIM:NQM4 Sell 1 19266.25 Aggressive
2024-06-12T01:08:00.399 SIM:NQM4 Sell 2 19266 Aggressive
2024-06-12T01:08:00.399 SIM:NQM4 Sell 3 19265.75 Aggressive
2024-06-12T01:08:02.006 SIM:NQM4 Sell 1 19266.25 Aggressive
2024-06-12T01:08:04.329 SIM:NQM4 Sell 1 19266 Aggressive
2024-06-12T01:08:04.356 SIM:NQM4 Sell 1 19266 Aggressive
2024-06-12T01:08:09.257 SIM:NQM4 Sell 1 19265.75 Aggressive
2024-06-12T01:08:09.281 SIM:NQM4 Sell 2 19265.75 Aggressive
2024-06-12T01:08:09.282 SIM:NQM4 Sell 1 19265.75 Aggressive
2024-06-12T01:08:09.656 SIM:NQM4 Sell 2 19265.75 Aggressive
2024-06-12T01:08:19.308 SIM:NQM4 Sell 1 19266.25 Aggressive
2024-06-12T01:08:19.315 SIM:NQM4 Sell 1 19266.5 Aggressive
2024-06-12T01:08:19.316 SIM:NQM4 Sell 1 19266.5 Aggressive
2024-06-12T01:08:19.318 SIM:NQM4 Sell 3 19266.5 Aggressive
2024-06-12T01:08:19.319 SIM:NQM4 Sell 2 19266.5 Aggressive
2024-06-12T01:08:31.871 SIM:NQM4 Sell 1 19267 Aggressive
2024-06-12T01:08:31.872 SIM:NQM4 Sell 1 19267 Aggressive
2024-06-12T01:08:32.761 SIM:NQM4 Sell 1 19267 Aggressive
2024-06-12T01:08:32.761 SIM:NQM4 Sell 1 19267 Passive
2024-06-12T01:08:32.764 SIM:NQM4 Sell 1 19267 Aggressive
2024-06-12T01:08:32.778 SIM:NQM4 Sell 1 19267 Aggressive
2024-06-12T01:08:33.257 SIM:NQM4 Sell 1 19267 Aggressive
2024-06-12T01:08:34.113 SIM:NQM4 Sell 1 19267 Aggressive
2024-06-12T01:08:34.116 SIM:NQM4 Sell 1 19267 Aggressive
2024-06-12T01:08:55.957 SIM:NQM4 Sell 2 19267 Aggressive
2024-06-12T01:08:55.96 SIM:NQM4 Sell 2 19267 Aggressive
2024-06-12T01:08:55.961 SIM:NQM4 Sell 1 19267.25 Aggressive
2024-06-12T01:08:55.961 SIM:NQM4 Sell 2 19267 Aggressive
2024-06-12T01:08:55.962 SIM:NQM4 Sell 1 19267.5 Aggressive
2024-06-12T01:08:55.962 SIM:NQM4 Sell 1 19267.25 Aggressive
2024-06-12T01:09:00.383 SIM:NQM4 Sell 1 19266.75 Aggressive
2024-06-12T01:09:00.383 SIM:NQM4 Sell 3 19266.5 Aggressive
2024-06-12T01:09:00.383 SIM:NQM4 Sell 3 19266.25 Aggressive
2024-06-12T01:09:00.383 SIM:NQM4 Sell 2 19266 Aggressive
2024-06-12T01:09:00.383 SIM:NQM4 Sell 1 19265.75 Aggressive
Date - Time
CQG Symbol
ENQ
Exchange Symbol
SIM:NQM4
Buy / Sell
Buy
Quantity
500
Total Filled
500
Market VWAP
19262.8146
Average Total
19262.34
VWAP Slippage
-0.4731
Arrival Price
19,260.2500
Destination Price
19,265.1250
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-12T00:49:01.281 SIM:NQM4 Buy 2 19261 Aggressive
2024-06-12T00:49:01.282 SIM:NQM4 Buy 1 19261 Aggressive
2024-06-12T00:49:01.283 SIM:NQM4 Buy 1 19260.75 Aggressive
2024-06-12T00:49:01.283 SIM:NQM4 Buy 3 19261 Aggressive
2024-06-12T00:49:01.284 SIM:NQM4 Buy 1 19260.75 Aggressive
2024-06-12T00:49:29.278 SIM:NQM4 Buy 6 19260 Aggressive
2024-06-12T00:49:29.278 SIM:NQM4 Buy 2 19260.25 Aggressive
2024-06-12T00:49:44.265 SIM:NQM4 Buy 2 19260 Aggressive
2024-06-12T00:49:44.265 SIM:NQM4 Buy 4 19260.25 Aggressive
2024-06-12T00:49:44.265 SIM:NQM4 Buy 3 19260.5 Aggressive
2024-06-12T00:49:47.757 SIM:NQM4 Buy 1 19259.5 Aggressive
2024-06-12T00:49:47.799 SIM:NQM4 Buy 2 19259.5 Aggressive
2024-06-12T00:49:47.8 SIM:NQM4 Buy 2 19259.5 Aggressive
2024-06-12T00:49:47.801 SIM:NQM4 Buy 1 19259.5 Aggressive
2024-06-12T00:49:47.808 SIM:NQM4 Buy 2 19259.5 Aggressive
2024-06-12T00:50:08.813 SIM:NQM4 Buy 1 19259.75 Aggressive
2024-06-12T00:50:08.814 SIM:NQM4 Buy 1 19259.75 Aggressive
2024-06-12T00:50:08.906 SIM:NQM4 Buy 1 19259.75 Aggressive
2024-06-12T00:50:08.907 SIM:NQM4 Buy 1 19259.75 Aggressive
2024-06-12T00:50:08.908 SIM:NQM4 Buy 1 19259.75 Aggressive
2024-06-12T00:50:08.957 SIM:NQM4 Buy 1 19259.75 Aggressive
2024-06-12T00:50:09.058 SIM:NQM4 Buy 1 19259.75 Aggressive
2024-06-12T00:50:10.169 SIM:NQM4 Buy 1 19259.75 Aggressive
2024-06-12T00:50:14.274 SIM:NQM4 Buy 2 19260 Aggressive
2024-06-12T00:50:14.274 SIM:NQM4 Buy 2 19260.25 Aggressive
2024-06-12T00:50:17.399 SIM:NQM4 Buy 1 19259.75 Aggressive
2024-06-12T00:50:17.959 SIM:NQM4 Buy 1 19259.75 Aggressive
2024-06-12T00:50:17.961 SIM:NQM4 Buy 1 19259.75 Aggressive
2024-06-12T00:50:17.979 SIM:NQM4 Buy 1 19259.75 Aggressive
2024-06-12T00:50:19.661 SIM:NQM4 Buy 2 19260 Aggressive
2024-06-12T00:50:19.662 SIM:NQM4 Buy 2 19260 Aggressive
2024-06-12T00:50:20.163 SIM:NQM4 Buy 2 19260 Aggressive
2024-06-12T00:50:20.164 SIM:NQM4 Buy 2 19260 Aggressive
2024-06-12T00:50:40.074 SIM:NQM4 Buy 1 19259.5 Aggressive
2024-06-12T00:50:40.075 SIM:NQM4 Buy 1 19259.5 Aggressive
2024-06-12T00:50:44.261 SIM:NQM4 Buy 2 19259.75 Aggressive
2024-06-12T00:50:44.261 SIM:NQM4 Buy 3 19260 Aggressive
2024-06-12T00:50:44.261 SIM:NQM4 Buy 2 19260.25 Aggressive
2024-06-12T00:50:44.261 SIM:NQM4 Buy 2 19260.5 Aggressive
2024-06-12T00:50:52.989 SIM:NQM4 Buy 2 19259.25 Aggressive
2024-06-12T00:50:52.99 SIM:NQM4 Buy 2 19259.25 Aggressive
2024-06-12T00:50:52.991 SIM:NQM4 Buy 2 19259.25 Aggressive
2024-06-12T00:50:52.992 SIM:NQM4 Buy 2 19259.25 Aggressive
2024-06-12T00:50:52.993 SIM:NQM4 Buy 2 19259.25 Aggressive
2024-06-12T00:50:53.002 SIM:NQM4 Buy 2 19259.25 Aggressive
2024-06-12T00:50:59.734 SIM:NQM4 Buy 2 19259.25 Aggressive
2024-06-12T00:51:00.813 SIM:NQM4 Buy 2 19259.25 Aggressive
2024-06-12T00:51:01.008 SIM:NQM4 Buy 2 19259.25 Aggressive
2024-06-12T00:51:01.057 SIM:NQM4 Buy 2 19259.25 Aggressive
2024-06-12T00:51:01.069 SIM:NQM4 Buy 2 19259.25 Aggressive
2024-06-12T00:51:01.116 SIM:NQM4 Buy 2 19259.25 Aggressive
2024-06-12T00:51:02.582 SIM:NQM4 Buy 1 19259.25 Aggressive
2024-06-12T00:51:02.583 SIM:NQM4 Buy 1 19259.25 Aggressive
2024-06-12T00:51:18.357 SIM:NQM4 Buy 1 19260.25 Aggressive
2024-06-12T00:51:18.768 SIM:NQM4 Buy 1 19260.25 Aggressive
2024-06-12T00:51:18.769 SIM:NQM4 Buy 2 19260.25 Aggressive
2024-06-12T00:51:18.77 SIM:NQM4 Buy 2 19260.25 Aggressive
2024-06-12T00:51:18.771 SIM:NQM4 Buy 2 19260.25 Aggressive
2024-06-12T00:51:19.135 SIM:NQM4 Buy 2 19260.25 Aggressive
2024-06-12T00:51:19.157 SIM:NQM4 Buy 3 19260.25 Aggressive
2024-06-12T00:51:19.263 SIM:NQM4 Buy 2 19260.25 Aggressive
2024-06-12T00:51:30.57 SIM:NQM4 Buy 9 19259.75 Aggressive
2024-06-12T00:51:30.571 SIM:NQM4 Buy 5 19259.75 Aggressive
2024-06-12T00:51:58.558 SIM:NQM4 Buy 1 19260 Aggressive
2024-06-12T00:51:58.699 SIM:NQM4 Buy 1 19260 Aggressive
2024-06-12T00:51:58.701 SIM:NQM4 Buy 1 19260 Aggressive
2024-06-12T00:51:58.707 SIM:NQM4 Buy 2 19260 Aggressive
2024-06-12T00:51:58.708 SIM:NQM4 Buy 2 19260 Aggressive
2024-06-12T00:51:58.719 SIM:NQM4 Buy 2 19260 Aggressive
2024-06-12T00:51:58.862 SIM:NQM4 Buy 2 19260 Aggressive
2024-06-12T00:51:58.863 SIM:NQM4 Buy 3 19260 Aggressive
2024-06-12T00:52:01.162 SIM:NQM4 Buy 1 19259.25 Aggressive
2024-06-12T00:52:01.163 SIM:NQM4 Buy 1 19259.25 Aggressive
2024-06-12T00:52:08.559 SIM:NQM4 Buy 1 19259.75 Aggressive
2024-06-12T00:52:08.561 SIM:NQM4 Buy 1 19259.75 Aggressive
2024-06-12T00:52:08.562 SIM:NQM4 Buy 1 19259.75 Aggressive
2024-06-12T00:52:08.594 SIM:NQM4 Buy 1 19259.75 Aggressive
2024-06-12T00:52:14.272 SIM:NQM4 Buy 2 19260.25 Aggressive
2024-06-12T00:52:14.272 SIM:NQM4 Buy 2 19260.5 Aggressive
2024-06-12T00:52:26.261 SIM:NQM4 Buy 1 19260 Aggressive
2024-06-12T00:52:26.262 SIM:NQM4 Buy 1 19260 Aggressive
2024-06-12T00:52:26.61 SIM:NQM4 Buy 1 19260 Aggressive
2024-06-12T00:52:29.26 SIM:NQM4 Buy 4 19260.25 Aggressive
2024-06-12T00:52:29.26 SIM:NQM4 Buy 3 19260.5 Aggressive
2024-06-12T00:52:29.356 SIM:NQM4 Buy 1 19259.75 Aggressive
2024-06-12T00:52:30.808 SIM:NQM4 Buy 1 19259.75 Aggressive
2024-06-12T00:52:30.809 SIM:NQM4 Buy 1 19259.5 Aggressive
2024-06-12T00:52:30.809 SIM:NQM4 Buy 4 19259.75 Aggressive
2024-06-12T00:52:30.81 SIM:NQM4 Buy 1 19259.5 Aggressive
2024-06-12T00:52:30.81 SIM:NQM4 Buy 2 19259.75 Aggressive
2024-06-12T00:52:47.658 SIM:NQM4 Buy 1 19260 Aggressive
2024-06-12T00:52:47.659 SIM:NQM4 Buy 1 19260 Aggressive
2024-06-12T00:52:47.66 SIM:NQM4 Buy 1 19260 Aggressive
2024-06-12T00:52:47.715 SIM:NQM4 Buy 1 19260 Aggressive
2024-06-12T00:52:47.757 SIM:NQM4 Buy 2 19260 Aggressive
2024-06-12T00:52:47.82 SIM:NQM4 Buy 2 19260 Aggressive
2024-06-12T00:52:47.821 SIM:NQM4 Buy 1 19260 Aggressive
2024-06-12T00:53:05.827 SIM:NQM4 Buy 1 19259.5 Aggressive
2024-06-12T00:53:05.828 SIM:NQM4 Buy 1 19259.5 Aggressive
2024-06-12T00:53:05.857 SIM:NQM4 Buy 1 19259.5 Aggressive
2024-06-12T00:53:06.257 SIM:NQM4 Buy 1 19259.5 Aggressive
2024-06-12T00:53:14.278 SIM:NQM4 Buy 3 19260 Aggressive
2024-06-12T00:53:14.278 SIM:NQM4 Buy 4 19260.25 Aggressive
2024-06-12T00:53:21.572 SIM:NQM4 Buy 1 19260 Aggressive
2024-06-12T00:53:21.573 SIM:NQM4 Buy 2 19260 Aggressive
2024-06-12T00:53:21.578 SIM:NQM4 Buy 2 19260 Aggressive
2024-06-12T00:53:21.58 SIM:NQM4 Buy 3 19260 Aggressive
2024-06-12T00:53:21.621 SIM:NQM4 Buy 2 19260 Aggressive
2024-06-12T00:53:21.627 SIM:NQM4 Buy 1 19260 Aggressive
2024-06-12T00:53:41.558 SIM:NQM4 Buy 1 19260.25 Aggressive
2024-06-12T00:53:41.58 SIM:NQM4 Buy 1 19260.25 Aggressive
2024-06-12T00:53:41.76 SIM:NQM4 Buy 1 19260.25 Aggressive
2024-06-12T00:53:41.956 SIM:NQM4 Buy 1 19260.25 Aggressive
2024-06-12T00:53:41.957 SIM:NQM4 Buy 1 19260.25 Aggressive
2024-06-12T00:53:42.495 SIM:NQM4 Buy 1 19260.25 Aggressive
2024-06-12T00:53:42.719 SIM:NQM4 Buy 1 19260.25 Aggressive
2024-06-12T00:53:42.856 SIM:NQM4 Buy 1 19260.25 Aggressive
2024-06-12T00:53:43.12 SIM:NQM4 Buy 1 19260.25 Aggressive
2024-06-12T00:53:43.279 SIM:NQM4 Buy 1 19260.25 Aggressive
2024-06-12T00:53:43.318 SIM:NQM4 Buy 1 19260.25 Aggressive
2024-06-12T00:53:49.794 SIM:NQM4 Buy 2 19263.75 Aggressive
2024-06-12T00:53:49.795 SIM:NQM4 Buy 1 19263.5 Aggressive
2024-06-12T00:53:49.795 SIM:NQM4 Buy 2 19263.75 Aggressive
2024-06-12T00:53:49.796 SIM:NQM4 Buy 2 19263.75 Aggressive
2024-06-12T00:53:49.797 SIM:NQM4 Buy 3 19263.5 Aggressive
2024-06-12T00:53:49.797 SIM:NQM4 Buy 1 19263.75 Aggressive
2024-06-12T00:54:03.791 SIM:NQM4 Buy 1 19264 Aggressive
2024-06-12T00:54:03.792 SIM:NQM4 Buy 1 19264 Aggressive
2024-06-12T00:54:03.793 SIM:NQM4 Buy 3 19264 Aggressive
2024-06-12T00:54:03.794 SIM:NQM4 Buy 1 19264 Aggressive
2024-06-12T00:54:03.856 SIM:NQM4 Buy 1 19264 Aggressive
2024-06-12T00:54:03.872 SIM:NQM4 Buy 2 19264 Aggressive
2024-06-12T00:54:05.357 SIM:NQM4 Buy 2 19264 Aggressive
2024-06-12T00:54:14.081 SIM:NQM4 Buy 1 19265 Aggressive
2024-06-12T00:54:14.082 SIM:NQM4 Buy 1 19265 Aggressive
2024-06-12T00:54:20.295 SIM:NQM4 Buy 1 19264.75 Aggressive
2024-06-12T00:54:20.318 SIM:NQM4 Buy 3 19264.75 Aggressive
2024-06-12T00:54:20.557 SIM:NQM4 Buy 3 19264.5 Aggressive
2024-06-12T00:54:20.557 SIM:NQM4 Buy 4 19264.75 Aggressive
2024-06-12T00:54:20.564 SIM:NQM4 Buy 2 19264.5 Aggressive
2024-06-12T00:54:36.416 SIM:NQM4 Buy 2 19265.5 Aggressive
2024-06-12T00:54:36.417 SIM:NQM4 Buy 2 19265.5 Aggressive
2024-06-12T00:54:36.418 SIM:NQM4 Buy 2 19265.5 Aggressive
2024-06-12T00:54:37.911 SIM:NQM4 Buy 3 19265.5 Aggressive
2024-06-12T00:54:37.912 SIM:NQM4 Buy 3 19265.5 Aggressive
2024-06-12T00:54:37.914 SIM:NQM4 Buy 1 19265.5 Aggressive
2024-06-12T00:54:46.293 SIM:NQM4 Buy 1 19265 Aggressive
2024-06-12T00:54:59.263 SIM:NQM4 Buy 2 19265.75 Aggressive
2024-06-12T00:54:59.263 SIM:NQM4 Buy 10 19266 Aggressive
2024-06-12T00:55:01.556 SIM:NQM4 Buy 1 19266 Aggressive
2024-06-12T00:55:01.556 SIM:NQM4 Buy 2 19266.25 Aggressive
2024-06-12T00:55:01.558 SIM:NQM4 Buy 2 19266.25 Aggressive
2024-06-12T00:55:01.603 SIM:NQM4 Buy 2 19266.25 Aggressive
2024-06-12T00:55:01.684 SIM:NQM4 Buy 3 19266.25 Aggressive
2024-06-12T00:55:01.685 SIM:NQM4 Buy 3 19266.25 Aggressive
2024-06-12T00:55:01.686 SIM:NQM4 Buy 2 19266.25 Aggressive
2024-06-12T00:55:18.614 SIM:NQM4 Buy 2 19264.5 Aggressive
2024-06-12T00:55:18.615 SIM:NQM4 Buy 2 19264.5 Aggressive
2024-06-12T00:55:18.616 SIM:NQM4 Buy 1 19264.5 Aggressive
2024-06-12T00:55:18.657 SIM:NQM4 Buy 2 19264.5 Aggressive
2024-06-12T00:55:20.873 SIM:NQM4 Buy 3 19264.5 Aggressive
2024-06-12T00:55:20.957 SIM:NQM4 Buy 3 19264.5 Aggressive
2024-06-12T00:55:21.972 SIM:NQM4 Buy 1 19264.5 Aggressive
2024-06-12T00:55:33.508 SIM:NQM4 Buy 2 19264.75 Aggressive
2024-06-12T00:55:33.52 SIM:NQM4 Buy 2 19264.75 Aggressive
2024-06-12T00:55:34.195 SIM:NQM4 Buy 2 19264.75 Aggressive
2024-06-12T00:55:34.374 SIM:NQM4 Buy 2 19264.75 Aggressive
2024-06-12T00:55:34.557 SIM:NQM4 Buy 2 19264.75 Aggressive
2024-06-12T00:55:37.193 SIM:NQM4 Buy 1 19264.75 Aggressive
2024-06-12T00:55:37.194 SIM:NQM4 Buy 1 19264.75 Aggressive
2024-06-12T00:55:39.76 SIM:NQM4 Buy 1 19264.75 Aggressive
2024-06-12T00:55:39.768 SIM:NQM4 Buy 1 19264.75 Aggressive
2024-06-12T00:55:39.808 SIM:NQM4 Buy 1 19264.5 Aggressive
2024-06-12T00:55:47.666 SIM:NQM4 Buy 1 19264.5 Aggressive
2024-06-12T00:55:47.667 SIM:NQM4 Buy 1 19264.5 Aggressive
2024-06-12T00:55:50.962 SIM:NQM4 Buy 1 19264.5 Aggressive
2024-06-12T00:55:50.963 SIM:NQM4 Buy 1 19264.5 Aggressive
2024-06-12T00:55:50.964 SIM:NQM4 Buy 1 19264.5 Aggressive
2024-06-12T00:55:51.077 SIM:NQM4 Buy 2 19264.5 Aggressive
2024-06-12T00:55:51.357 SIM:NQM4 Buy 1 19264.5 Aggressive
2024-06-12T00:55:51.365 SIM:NQM4 Buy 1 19264.5 Aggressive
2024-06-12T00:55:51.458 SIM:NQM4 Buy 1 19264.5 Aggressive
2024-06-12T00:55:51.556 SIM:NQM4 Buy 1 19264.5 Aggressive
2024-06-12T00:55:51.656 SIM:NQM4 Buy 1 19264.5 Aggressive
2024-06-12T00:55:51.669 SIM:NQM4 Buy 1 19264.5 Aggressive
2024-06-12T00:55:55.525 SIM:NQM4 Buy 2 19264.75 Aggressive
2024-06-12T00:55:59.998 SIM:NQM4 Buy 3 19264.5 Aggressive
2024-06-12T00:56:00.008 SIM:NQM4 Buy 3 19264.5 Aggressive
2024-06-12T00:56:00.016 SIM:NQM4 Buy 3 19264.5 Aggressive
2024-06-12T00:56:00.377 SIM:NQM4 Buy 3 19264.5 Aggressive
2024-06-12T00:56:01.126 SIM:NQM4 Buy 3 19264.5 Aggressive
2024-06-12T00:56:23.156 SIM:NQM4 Buy 1 19263.75 Aggressive
2024-06-12T00:56:23.157 SIM:NQM4 Buy 2 19263.75 Aggressive
2024-06-12T00:56:23.657 SIM:NQM4 Buy 1 19263.75 Aggressive
2024-06-12T00:56:25.662 SIM:NQM4 Buy 2 19263.75 Aggressive
2024-06-12T00:56:25.831 SIM:NQM4 Buy 2 19263.75 Aggressive
2024-06-12T00:56:26.231 SIM:NQM4 Buy 3 19263.75 Aggressive
2024-06-12T00:56:26.232 SIM:NQM4 Buy 3 19263.75 Aggressive
2024-06-12T00:56:26.259 SIM:NQM4 Buy 2 19263.5 Aggressive
2024-06-12T00:56:30.006 SIM:NQM4 Buy 1 19263.25 Aggressive
2024-06-12T00:56:30.007 SIM:NQM4 Buy 2 19263.25 Aggressive
2024-06-12T00:56:30.008 SIM:NQM4 Buy 2 19263.25 Aggressive
2024-06-12T00:56:30.009 SIM:NQM4 Buy 2 19263.25 Aggressive
2024-06-12T00:56:30.057 SIM:NQM4 Buy 2 19263.25 Aggressive
2024-06-12T00:56:30.157 SIM:NQM4 Buy 4 19263.25 Aggressive
2024-06-12T00:56:30.275 SIM:NQM4 Buy 3 19263.25 Aggressive
2024-06-12T00:56:47.857 SIM:NQM4 Buy 1 19262.75 Aggressive
2024-06-12T00:56:47.864 SIM:NQM4 Buy 1 19262.75 Aggressive
2024-06-12T00:56:48.003 SIM:NQM4 Buy 1 19262.75 Aggressive
2024-06-12T00:56:49.826 SIM:NQM4 Buy 1 19263.25 Aggressive
2024-06-12T00:56:49.827 SIM:NQM4 Buy 3 19263.25 Aggressive
2024-06-12T00:56:49.828 SIM:NQM4 Buy 3 19263.25 Aggressive
2024-06-12T00:56:49.858 SIM:NQM4 Buy 2 19263 Aggressive
2024-06-12T00:56:49.858 SIM:NQM4 Buy 4 19263.25 Aggressive
2024-06-12T00:57:14.27 SIM:NQM4 Buy 1 19263.25 Aggressive
2024-06-12T00:57:14.27 SIM:NQM4 Buy 3 19263.5 Aggressive
2024-06-12T00:57:14.27 SIM:NQM4 Buy 6 19263.75 Aggressive
2024-06-12T00:57:14.27 SIM:NQM4 Buy 3 19264 Aggressive
2024-06-12T00:57:21.259 SIM:NQM4 Buy 1 19263.5 Aggressive
2024-06-12T00:57:21.268 SIM:NQM4 Buy 1 19263.5 Aggressive
2024-06-12T00:57:21.999 SIM:NQM4 Buy 1 19263.5 Aggressive
2024-06-12T00:57:22.019 SIM:NQM4 Buy 1 19263.5 Aggressive
2024-06-12T00:57:22.158 SIM:NQM4 Buy 2 19263.5 Aggressive
2024-06-12T00:57:23.228 SIM:NQM4 Buy 2 19263.5 Aggressive
2024-06-12T00:57:23.229 SIM:NQM4 Buy 1 19263.5 Aggressive
2024-06-12T00:57:23.256 SIM:NQM4 Buy 1 19263.5 Aggressive
2024-06-12T00:57:23.257 SIM:NQM4 Buy 1 19263.5 Aggressive
2024-06-12T00:57:23.265 SIM:NQM4 Buy 1 19263.5 Aggressive
2024-06-12T00:57:23.358 SIM:NQM4 Buy 1 19263.5 Aggressive
2024-06-12T00:57:39.558 SIM:NQM4 Buy 1 19262.75 Aggressive
2024-06-12T00:57:39.558 SIM:NQM4 Buy 4 19263 Aggressive
2024-06-12T00:57:39.558 SIM:NQM4 Buy 5 19263.25 Aggressive
2024-06-12T00:57:39.567 SIM:NQM4 Buy 3 19263 Aggressive
2024-06-12T00:57:39.567 SIM:NQM4 Buy 1 19263.25 Aggressive
2024-06-12T00:57:45.158 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-12T00:57:45.159 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-12T00:57:45.161 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-12T00:57:45.457 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-12T00:57:55.899 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-12T00:57:59.26 SIM:NQM4 Buy 2 19262.75 Aggressive
2024-06-12T00:57:59.26 SIM:NQM4 Buy 6 19263 Aggressive
2024-06-12T00:58:14.258 SIM:NQM4 Buy 5 19263 Aggressive
2024-06-12T00:58:14.258 SIM:NQM4 Buy 8 19263.25 Aggressive
2024-06-12T00:58:29.26 SIM:NQM4 Buy 1 19263.25 Aggressive
2024-06-12T00:58:29.26 SIM:NQM4 Buy 6 19263.5 Aggressive
2024-06-12T00:58:29.26 SIM:NQM4 Buy 3 19263.75 Aggressive
2024-06-12T00:58:29.26 SIM:NQM4 Buy 3 19264 Aggressive
2024-06-12T00:58:29.559 SIM:NQM4 Buy 1 19263 Aggressive
2024-06-12T00:58:29.756 SIM:NQM4 Buy 1 19263 Aggressive
2024-06-12T00:58:31.056 SIM:NQM4 Buy 1 19263 Aggressive
2024-06-12T00:58:39.371 SIM:NQM4 Buy 1 19263.25 Aggressive
2024-06-12T00:58:39.372 SIM:NQM4 Buy 2 19263.25 Aggressive
2024-06-12T00:58:39.38 SIM:NQM4 Buy 2 19263.25 Aggressive
2024-06-12T00:58:39.456 SIM:NQM4 Buy 2 19263.25 Aggressive
2024-06-12T00:58:39.457 SIM:NQM4 Buy 2 19263.25 Aggressive
2024-06-12T00:58:39.91 SIM:NQM4 Buy 1 19263.25 Aggressive
2024-06-12T00:58:44.259 SIM:NQM4 Buy 2 19263.5 Aggressive
2024-06-12T00:58:44.259 SIM:NQM4 Buy 4 19263.75 Aggressive
2024-06-12T00:58:44.26 SIM:NQM4 Buy 4 19264 Aggressive
2024-06-12T00:58:44.26 SIM:NQM4 Buy 2 19264.25 Aggressive
2024-06-12T00:58:44.26 SIM:NQM4 Buy 2 19264.5 Aggressive
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM4
Buy / Sell
Sell
Quantity
500
Total Filled
22
Market VWAP
5387.0087
Average Total
5386.90
VWAP Slippage
0.1110
Arrival Price
5,386.8750
Destination Price
5,387.3750
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-12T00:31:21.101 SIM:ESM4 Sell 12 5386.75 Aggressive
2024-06-12T00:32:21.494 SIM:ESM4 Sell 1 5387.25 Aggressive
2024-06-12T00:33:51.498 SIM:ESM4 Sell 2 5387 Aggressive
2024-06-12T00:34:13.718 SIM:ESM4 Sell 1 5387.25 Aggressive
2024-06-12T00:34:51.486 SIM:ESM4 Sell 1 5387 Aggressive
2024-06-12T00:35:42.457 SIM:ESM4 Sell 1 5387 Aggressive
2024-06-12T00:35:42.458 SIM:ESM4 Sell 1 5387 Aggressive
2024-06-12T00:35:42.557 SIM:ESM4 Sell 1 5387 Aggressive
2024-06-12T00:36:36.482 SIM:ESM4 Sell 1 5387 Aggressive
2024-06-12T00:37:21.496 SIM:ESM4 Sell 1 5387.25 Aggressive
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM4
Buy / Sell
Buy
Quantity
500
Total Filled
500
Market VWAP
5386.4804
Average Total
5387.25
VWAP Slippage
0.7696
Arrival Price
5,386.1250
Destination Price
5,386.6250
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-12T00:10:48.962 SIM:ESM4 Buy 12 5386.25 Aggressive
2024-06-12T00:14:40.682 SIM:ESM4 Buy 2 5386.5 Aggressive
2024-06-12T00:15:19.268 SIM:ESM4 Buy 1 5386.75 Aggressive
2024-06-12T00:16:49.257 SIM:ESM4 Buy 1 5386.75 Aggressive
2024-06-12T00:17:34.267 SIM:ESM4 Buy 21 5386.75 Aggressive
2024-06-12T00:17:34.268 SIM:ESM4 Buy 55 5387 Aggressive
2024-06-12T00:17:34.268 SIM:ESM4 Buy 73 5387.25 Aggressive
2024-06-12T00:17:34.268 SIM:ESM4 Buy 76 5387.5 Aggressive
2024-06-12T00:17:34.268 SIM:ESM4 Buy 81 5387.75 Aggressive
2024-06-12T00:17:34.357 SIM:ESM4 Buy 26 5386.75 Aggressive
2024-06-12T00:17:34.357 SIM:ESM4 Buy 55 5387 Aggressive
2024-06-12T00:17:34.357 SIM:ESM4 Buy 73 5387.25 Aggressive
2024-06-12T00:17:34.357 SIM:ESM4 Buy 24 5387.5 Aggressive
Date - Time
CQG Symbol
CLE
Exchange Symbol
SIM:CLN4
Buy / Sell
Sell
Quantity
500
Total Filled
500
Market VWAP
78.3357
Average Total
78.33
VWAP Slippage
0.0067
Arrival Price
78.3300
Destination Price
78.3450
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-11T23:50:47.987 SIM:CLN4 Sell 11 78.32 Aggressive
2024-06-11T23:51:03.001 SIM:CLN4 Sell 9 78.33 Aggressive
2024-06-11T23:51:03.001 SIM:CLN4 Sell 2 78.32 Aggressive
2024-06-11T23:51:17.99 SIM:CLN4 Sell 9 78.33 Aggressive
2024-06-11T23:51:17.99 SIM:CLN4 Sell 2 78.32 Aggressive
2024-06-11T23:51:32.993 SIM:CLN4 Sell 8 78.33 Aggressive
2024-06-11T23:51:32.993 SIM:CLN4 Sell 3 78.32 Aggressive
2024-06-11T23:51:47.995 SIM:CLN4 Sell 8 78.33 Aggressive
2024-06-11T23:51:47.995 SIM:CLN4 Sell 3 78.32 Aggressive
2024-06-11T23:52:03.002 SIM:CLN4 Sell 6 78.33 Aggressive
2024-06-11T23:52:03.002 SIM:CLN4 Sell 5 78.32 Aggressive
2024-06-11T23:52:17.984 SIM:CLN4 Sell 13 78.33 Aggressive
2024-06-11T23:52:32.995 SIM:CLN4 Sell 14 78.33 Aggressive
2024-06-11T23:52:47.992 SIM:CLN4 Sell 13 78.33 Aggressive
2024-06-11T23:53:02.999 SIM:CLN4 Sell 13 78.33 Aggressive
2024-06-11T23:53:17.988 SIM:CLN4 Sell 11 78.33 Aggressive
2024-06-11T23:53:32.989 SIM:CLN4 Sell 11 78.33 Aggressive
2024-06-11T23:53:47.996 SIM:CLN4 Sell 11 78.33 Aggressive
2024-06-11T23:54:02.985 SIM:CLN4 Sell 6 78.33 Aggressive
2024-06-11T23:54:02.985 SIM:CLN4 Sell 6 78.32 Aggressive
2024-06-11T23:54:17.992 SIM:CLN4 Sell 4 78.33 Aggressive
2024-06-11T23:54:17.992 SIM:CLN4 Sell 9 78.32 Aggressive
2024-06-11T23:54:32.991 SIM:CLN4 Sell 6 78.33 Aggressive
2024-06-11T23:54:32.991 SIM:CLN4 Sell 8 78.32 Aggressive
2024-06-11T23:54:47.987 SIM:CLN4 Sell 7 78.33 Aggressive
2024-06-11T23:54:47.987 SIM:CLN4 Sell 6 78.32 Aggressive
2024-06-11T23:55:03.006 SIM:CLN4 Sell 8 78.33 Aggressive
2024-06-11T23:55:03.006 SIM:CLN4 Sell 6 78.32 Aggressive
2024-06-11T23:55:17.994 SIM:CLN4 Sell 6 78.33 Aggressive
2024-06-11T23:55:17.994 SIM:CLN4 Sell 7 78.32 Aggressive
2024-06-11T23:55:32.99 SIM:CLN4 Sell 7 78.33 Aggressive
2024-06-11T23:55:32.99 SIM:CLN4 Sell 6 78.32 Aggressive
2024-06-11T23:55:47.984 SIM:CLN4 Sell 10 78.33 Aggressive
2024-06-11T23:55:47.984 SIM:CLN4 Sell 4 78.32 Aggressive
2024-06-11T23:56:02.987 SIM:CLN4 Sell 13 78.33 Aggressive
2024-06-11T23:56:18.061 SIM:CLN4 Sell 7 78.33 Aggressive
2024-06-11T23:56:32.999 SIM:CLN4 Sell 7 78.33 Aggressive
2024-06-11T23:56:48 SIM:CLN4 Sell 8 78.33 Aggressive
2024-06-11T23:57:03.001 SIM:CLN4 Sell 7 78.33 Aggressive
2024-06-11T23:57:18 SIM:CLN4 Sell 7 78.33 Aggressive
2024-06-11T23:57:32.999 SIM:CLN4 Sell 8 78.33 Aggressive
2024-06-11T23:57:47.991 SIM:CLN4 Sell 7 78.33 Aggressive
2024-06-11T23:58:03.004 SIM:CLN4 Sell 7 78.33 Aggressive
2024-06-11T23:58:03.004 SIM:CLN4 Sell 1 78.32 Aggressive
2024-06-11T23:58:17.987 SIM:CLN4 Sell 11 78.33 Aggressive
2024-06-11T23:58:33.001 SIM:CLN4 Sell 10 78.33 Aggressive
2024-06-11T23:58:33.001 SIM:CLN4 Sell 1 78.32 Aggressive
2024-06-11T23:58:48.003 SIM:CLN4 Sell 8 78.33 Aggressive
2024-06-11T23:58:48.003 SIM:CLN4 Sell 3 78.32 Aggressive
2024-06-11T23:59:02.984 SIM:CLN4 Sell 8 78.33 Aggressive
2024-06-11T23:59:02.984 SIM:CLN4 Sell 3 78.32 Aggressive
2024-06-11T23:59:18.004 SIM:CLN4 Sell 8 78.33 Aggressive
2024-06-11T23:59:18.004 SIM:CLN4 Sell 4 78.32 Aggressive
2024-06-11T23:59:19.48 SIM:CLN4 Sell 1 78.33 Aggressive
2024-06-11T23:59:33.002 SIM:CLN4 Sell 11 78.32 Aggressive
2024-06-11T23:59:43.257 SIM:CLN4 Sell 6 78.33 Aggressive
2024-06-11T23:59:43.258 SIM:CLN4 Sell 4 78.33 Aggressive
2024-06-11T23:59:43.259 SIM:CLN4 Sell 3 78.33 Aggressive
2024-06-12T00:00:02.993 SIM:CLN4 Sell 15 78.33 Aggressive
2024-06-12T00:00:10.557 SIM:CLN4 Sell 5 78.34 Aggressive
2024-06-12T00:00:10.558 SIM:CLN4 Sell 6 78.34 Aggressive
2024-06-12T00:00:10.569 SIM:CLN4 Sell 6 78.34 Aggressive
2024-06-12T00:00:10.657 SIM:CLN4 Sell 6 78.34 Aggressive
2024-06-12T00:00:10.701 SIM:CLN4 Sell 5 78.34 Aggressive
2024-06-12T00:00:10.709 SIM:CLN4 Sell 5 78.34 Aggressive
2024-06-12T00:00:10.797 SIM:CLN4 Sell 4 78.34 Aggressive
2024-06-12T00:00:17.992 SIM:CLN4 Sell 7 78.34 Aggressive
2024-06-12T00:00:17.993 SIM:CLN4 Sell 21 78.33 Aggressive
2024-06-12T00:00:19.124 SIM:CLN4 Sell 7 78.34 Aggressive
2024-06-12T00:00:19.125 SIM:CLN4 Sell 2 78.33 Aggressive
Date - Time
CQG Symbol
CLE
Exchange Symbol
SIM:CLN4
Buy / Sell
Buy
Quantity
500
Total Filled
500
Market VWAP
78.3429
Average Total
78.35
VWAP Slippage
0.0053
Arrival Price
78.3250
Destination Price
78.3450
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-11T23:35:16.757 SIM:CLN4 Buy 16 78.34 Aggressive
2024-06-11T23:35:31.723 SIM:CLN4 Buy 17 78.34 Aggressive
2024-06-11T23:35:46.717 SIM:CLN4 Buy 16 78.34 Aggressive
2024-06-11T23:35:46.717 SIM:CLN4 Buy 1 78.35 Aggressive
2024-06-11T23:36:01.719 SIM:CLN4 Buy 8 78.34 Aggressive
2024-06-11T23:36:01.719 SIM:CLN4 Buy 8 78.35 Aggressive
2024-06-11T23:36:16.728 SIM:CLN4 Buy 8 78.34 Aggressive
2024-06-11T23:36:16.728 SIM:CLN4 Buy 4 78.35 Aggressive
2024-06-11T23:36:31.722 SIM:CLN4 Buy 12 78.35 Aggressive
2024-06-11T23:36:46.723 SIM:CLN4 Buy 12 78.35 Aggressive
2024-06-11T23:37:01.717 SIM:CLN4 Buy 12 78.35 Aggressive
2024-06-11T23:37:16.719 SIM:CLN4 Buy 14 78.35 Aggressive
2024-06-11T23:37:31.72 SIM:CLN4 Buy 14 78.35 Aggressive
2024-06-11T23:37:46.723 SIM:CLN4 Buy 15 78.35 Aggressive
2024-06-11T23:38:01.724 SIM:CLN4 Buy 14 78.35 Aggressive
2024-06-11T23:38:16.713 SIM:CLN4 Buy 13 78.35 Aggressive
2024-06-11T23:38:31.758 SIM:CLN4 Buy 13 78.35 Aggressive
2024-06-11T23:38:46.719 SIM:CLN4 Buy 13 78.35 Aggressive
2024-06-11T23:39:01.722 SIM:CLN4 Buy 13 78.35 Aggressive
2024-06-11T23:39:16.756 SIM:CLN4 Buy 16 78.35 Aggressive
2024-06-11T23:39:31.757 SIM:CLN4 Buy 15 78.35 Aggressive
2024-06-11T23:39:46.722 SIM:CLN4 Buy 16 78.35 Aggressive
2024-06-11T23:40:01.716 SIM:CLN4 Buy 15 78.35 Aggressive
2024-06-11T23:40:16.718 SIM:CLN4 Buy 8 78.35 Aggressive
2024-06-11T23:40:31.715 SIM:CLN4 Buy 9 78.35 Aggressive
2024-06-11T23:40:46.727 SIM:CLN4 Buy 8 78.35 Aggressive
2024-06-11T23:41:01.757 SIM:CLN4 Buy 8 78.35 Aggressive
2024-06-11T23:41:16.722 SIM:CLN4 Buy 9 78.35 Aggressive
2024-06-11T23:41:31.716 SIM:CLN4 Buy 8 78.35 Aggressive
2024-06-11T23:41:46.716 SIM:CLN4 Buy 8 78.35 Aggressive
2024-06-11T23:42:01.726 SIM:CLN4 Buy 9 78.35 Aggressive
2024-06-11T23:42:16.757 SIM:CLN4 Buy 13 78.35 Aggressive
2024-06-11T23:42:22.38 SIM:CLN4 Buy 4 78.34 Aggressive
2024-06-11T23:42:22.381 SIM:CLN4 Buy 6 78.34 Aggressive
2024-06-11T23:42:22.382 SIM:CLN4 Buy 3 78.34 Aggressive
2024-06-11T23:42:46.717 SIM:CLN4 Buy 8 78.34 Aggressive
2024-06-11T23:42:46.717 SIM:CLN4 Buy 5 78.35 Aggressive
2024-06-11T23:43:01.717 SIM:CLN4 Buy 8 78.34 Aggressive
2024-06-11T23:43:01.717 SIM:CLN4 Buy 6 78.35 Aggressive
2024-06-11T23:43:16.722 SIM:CLN4 Buy 8 78.34 Aggressive
2024-06-11T23:43:16.722 SIM:CLN4 Buy 7 78.35 Aggressive
2024-06-11T23:43:31.718 SIM:CLN4 Buy 15 78.35 Aggressive
2024-06-11T23:43:46.723 SIM:CLN4 Buy 15 78.35 Aggressive
2024-06-11T23:43:46.723 SIM:CLN4 Buy 1 78.36 Aggressive
2024-06-11T23:43:53.579 SIM:CLN4 Buy 5 78.35 Aggressive
2024-06-11T23:43:53.58 SIM:CLN4 Buy 7 78.35 Aggressive
2024-06-11T23:43:53.581 SIM:CLN4 Buy 3 78.35 Aggressive
2024-06-11T23:44:16.72 SIM:CLN4 Buy 8 78.35 Aggressive
2024-06-11T23:44:27.363 SIM:CLN4 Buy 2 78.35 Aggressive
2024-06-11T23:44:27.372 SIM:CLN4 Buy 4 78.35 Aggressive
2024-06-11T23:44:27.373 SIM:CLN4 Buy 3 78.35 Aggressive
2024-06-11T23:44:46.718 SIM:CLN4 Buy 4 78.35 Aggressive
2024-06-11T23:44:46.718 SIM:CLN4 Buy 4 78.36 Aggressive
2024-06-11T23:44:46.718 SIM:CLN4 Buy 9 78.36 Aggressive
Date - Time
CQG Symbol
TYA
Exchange Symbol
SIM:ZNU4
Buy / Sell
Sell
Quantity
500
Total Filled
500
Market VWAP
109.4998
Average Total
109.49
VWAP Slippage
0.0098
Arrival Price
109.4922
Destination Price
109.5078
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-11T23:24:00.59 SIM:ZNU4 Sell 16 109.484375 Aggressive
2024-06-11T23:24:15.602 SIM:ZNU4 Sell 7 109.484375 Aggressive
2024-06-11T23:24:30.589 SIM:ZNU4 Sell 7 109.484375 Aggressive
2024-06-11T23:24:45.586 SIM:ZNU4 Sell 8 109.484375 Aggressive
2024-06-11T23:25:00.584 SIM:ZNU4 Sell 7 109.484375 Aggressive
2024-06-11T23:25:15.599 SIM:ZNU4 Sell 6 109.484375 Aggressive
2024-06-11T23:25:30.584 SIM:ZNU4 Sell 6 109.484375 Aggressive
2024-06-11T23:25:45.589 SIM:ZNU4 Sell 5 109.484375 Aggressive
2024-06-11T23:26:00.601 SIM:ZNU4 Sell 6 109.484375 Aggressive
2024-06-11T23:26:01.271 SIM:ZNU4 Sell 5 109.5 Aggressive
2024-06-11T23:26:30.59 SIM:ZNU4 Sell 5 109.484375 Aggressive
2024-06-11T23:26:45.593 SIM:ZNU4 Sell 5 109.484375 Aggressive
2024-06-11T23:27:00.599 SIM:ZNU4 Sell 4 109.484375 Aggressive
2024-06-11T23:27:15.586 SIM:ZNU4 Sell 8 109.484375 Aggressive
2024-06-11T23:27:30.592 SIM:ZNU4 Sell 7 109.484375 Aggressive
2024-06-11T23:27:45.585 SIM:ZNU4 Sell 7 109.484375 Aggressive
2024-06-11T23:28:00.6 SIM:ZNU4 Sell 7 109.484375 Aggressive
2024-06-11T23:28:15.573 SIM:ZNU4 Sell 5 109.484375 Aggressive
2024-06-11T23:28:30.594 SIM:ZNU4 Sell 4 109.484375 Aggressive
2024-06-11T23:28:40.171 SIM:ZNU4 Sell 5 109.5 Aggressive
2024-06-11T23:28:45.657 SIM:ZNU4 Sell 5 109.5 Aggressive
2024-06-11T23:29:15.584 SIM:ZNU4 Sell 7 109.5 Aggressive
2024-06-11T23:29:30.602 SIM:ZNU4 Sell 7 109.5 Aggressive
2024-06-11T23:29:45.59 SIM:ZNU4 Sell 7 109.484375 Aggressive
2024-06-11T23:29:45.858 SIM:ZNU4 Sell 7 109.5 Aggressive
2024-06-11T23:30:04.599 SIM:ZNU4 Sell 22 109.5 Aggressive
2024-06-11T23:30:30.584 SIM:ZNU4 Sell 21 109.484375 Aggressive
2024-06-11T23:30:45.59 SIM:ZNU4 Sell 22 109.484375 Aggressive
2024-06-11T23:31:00.594 SIM:ZNU4 Sell 21 109.484375 Aggressive
2024-06-11T23:31:15.589 SIM:ZNU4 Sell 43 109.484375 Aggressive
2024-06-11T23:31:30.599 SIM:ZNU4 Sell 42 109.484375 Aggressive
2024-06-11T23:31:45.597 SIM:ZNU4 Sell 43 109.484375 Aggressive
2024-06-11T23:31:51.873 SIM:ZNU4 Sell 43 109.5 Aggressive
2024-06-11T23:32:15.586 SIM:ZNU4 Sell 15 109.5 Aggressive
2024-06-11T23:32:30.6 SIM:ZNU4 Sell 16 109.5 Aggressive
2024-06-11T23:32:45.594 SIM:ZNU4 Sell 15 109.5 Aggressive
2024-06-11T23:33:00.588 SIM:ZNU4 Sell 16 109.5 Aggressive
2024-06-11T23:33:15.596 SIM:ZNU4 Sell 6 109.5 Aggressive
2024-06-11T23:33:30.599 SIM:ZNU4 Sell 6 109.5 Aggressive
2024-06-11T23:33:30.599 SIM:ZNU4 Sell 6 109.5 Aggressive
Date - Time
CQG Symbol
TYA
Exchange Symbol
SIM:ZNU4
Buy / Sell
Buy
Quantity
500
Total Filled
500
Market VWAP
109.5003
Average Total
109.51
VWAP Slippage
0.0121
Arrival Price
109.5078
Destination Price
109.4922
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-11T23:13:44.468 SIM:ZNU4 Buy 12 109.515625 Aggressive
2024-06-11T23:13:59.467 SIM:ZNU4 Buy 12 109.515625 Aggressive
2024-06-11T23:14:14.467 SIM:ZNU4 Buy 13 109.515625 Aggressive
2024-06-11T23:14:29.477 SIM:ZNU4 Buy 12 109.515625 Aggressive
2024-06-11T23:14:44.458 SIM:ZNU4 Buy 13 109.515625 Aggressive
2024-06-11T23:14:59.461 SIM:ZNU4 Buy 12 109.515625 Aggressive
2024-06-11T23:15:14.467 SIM:ZNU4 Buy 12 109.515625 Aggressive
2024-06-11T23:15:29.46 SIM:ZNU4 Buy 13 109.515625 Aggressive
2024-06-11T23:15:44.457 SIM:ZNU4 Buy 12 109.515625 Aggressive
2024-06-11T23:15:59.475 SIM:ZNU4 Buy 13 109.515625 Aggressive
2024-06-11T23:16:14.468 SIM:ZNU4 Buy 12 109.515625 Aggressive
2024-06-11T23:16:29.459 SIM:ZNU4 Buy 12 109.515625 Aggressive
2024-06-11T23:16:44.468 SIM:ZNU4 Buy 13 109.515625 Aggressive
2024-06-11T23:16:59.47 SIM:ZNU4 Buy 12 109.515625 Aggressive
2024-06-11T23:17:14.468 SIM:ZNU4 Buy 10 109.515625 Aggressive
2024-06-11T23:17:29.469 SIM:ZNU4 Buy 10 109.515625 Aggressive
2024-06-11T23:17:44.472 SIM:ZNU4 Buy 10 109.515625 Aggressive
2024-06-11T23:17:59.468 SIM:ZNU4 Buy 10 109.515625 Aggressive
2024-06-11T23:18:14.468 SIM:ZNU4 Buy 8 109.515625 Aggressive
2024-06-11T23:18:29.46 SIM:ZNU4 Buy 7 109.515625 Aggressive
2024-06-11T23:18:44.469 SIM:ZNU4 Buy 8 109.515625 Aggressive
2024-06-11T23:18:59.478 SIM:ZNU4 Buy 7 109.515625 Aggressive
2024-06-11T23:19:14.467 SIM:ZNU4 Buy 17 109.515625 Aggressive
2024-06-11T23:19:29.479 SIM:ZNU4 Buy 17 109.515625 Aggressive
2024-06-11T23:19:44.467 SIM:ZNU4 Buy 18 109.515625 Aggressive
2024-06-11T23:19:59.462 SIM:ZNU4 Buy 17 109.515625 Aggressive
2024-06-11T23:20:14.472 SIM:ZNU4 Buy 17 109.515625 Aggressive
2024-06-11T23:20:29.467 SIM:ZNU4 Buy 18 109.515625 Aggressive
2024-06-11T23:20:44.459 SIM:ZNU4 Buy 17 109.515625 Aggressive
2024-06-11T23:20:59.469 SIM:ZNU4 Buy 17 109.515625 Aggressive
2024-06-11T23:21:14.479 SIM:ZNU4 Buy 9 109.515625 Aggressive
2024-06-11T23:21:29.469 SIM:ZNU4 Buy 7 109.515625 Aggressive
2024-06-11T23:21:39.983 SIM:ZNU4 Buy 7 109.5 Aggressive
2024-06-11T23:21:59.461 SIM:ZNU4 Buy 8 109.5 Aggressive
2024-06-11T23:22:14.473 SIM:ZNU4 Buy 5 109.5 Aggressive
2024-06-11T23:22:29.467 SIM:ZNU4 Buy 5 109.5 Aggressive
2024-06-11T23:22:44.468 SIM:ZNU4 Buy 5 109.5 Aggressive
2024-06-11T23:22:59.467 SIM:ZNU4 Buy 5 109.5 Aggressive
2024-06-11T23:23:14.46 SIM:ZNU4 Buy 35 109.5 Aggressive
2024-06-11T23:23:14.46 SIM:ZNU4 Buy 33 109.5 Aggressive
Date - Time
CQG Symbol
ZCE
Exchange Symbol
SIM:ZCN4
Buy / Sell
Sell
Quantity
500
Total Filled
500
Market VWAP
449.5000
Average Total
449.25
VWAP Slippage
0.2500
Arrival Price
449.3750
Destination Price
449.3750
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-11T23:04:13.386 SIM:ZCN4 Sell 12 449.25 Aggressive
2024-06-11T23:04:28.393 SIM:ZCN4 Sell 14 449.25 Aggressive
2024-06-11T23:04:43.387 SIM:ZCN4 Sell 15 449.25 Aggressive
2024-06-11T23:04:58.389 SIM:ZCN4 Sell 14 449.25 Aggressive
2024-06-11T23:05:13.393 SIM:ZCN4 Sell 14 449.25 Aggressive
2024-06-11T23:05:28.386 SIM:ZCN4 Sell 15 449.25 Aggressive
2024-06-11T23:05:43.383 SIM:ZCN4 Sell 14 449.25 Aggressive
2024-06-11T23:05:58.384 SIM:ZCN4 Sell 14 449.25 Aggressive
2024-06-11T23:06:13.391 SIM:ZCN4 Sell 15 449.25 Aggressive
2024-06-11T23:06:28.381 SIM:ZCN4 Sell 14 449.25 Aggressive
2024-06-11T23:06:43.383 SIM:ZCN4 Sell 14 449.25 Aggressive
2024-06-11T23:06:58.391 SIM:ZCN4 Sell 15 449.25 Aggressive
2024-06-11T23:07:13.38 SIM:ZCN4 Sell 26 449.25 Aggressive
2024-06-11T23:07:28.399 SIM:ZCN4 Sell 29 449.25 Aggressive
2024-06-11T23:07:43.395 SIM:ZCN4 Sell 29 449.25 Aggressive
2024-06-11T23:07:58.38 SIM:ZCN4 Sell 28 449.25 Aggressive
2024-06-11T23:08:13.389 SIM:ZCN4 Sell 4 449.25 Aggressive
2024-06-11T23:09:13.396 SIM:ZCN4 Sell 13 449.25 Aggressive
2024-06-11T23:09:28.398 SIM:ZCN4 Sell 14 449.25 Aggressive
2024-06-11T23:09:43.395 SIM:ZCN4 Sell 14 449.25 Aggressive
2024-06-11T23:09:58.4 SIM:ZCN4 Sell 15 449.25 Aggressive
2024-06-11T23:10:13.385 SIM:ZCN4 Sell 14 449.25 Aggressive
2024-06-11T23:10:28.389 SIM:ZCN4 Sell 14 449.25 Aggressive
2024-06-11T23:10:43.384 SIM:ZCN4 Sell 15 449.25 Aggressive
2024-06-11T23:10:58.389 SIM:ZCN4 Sell 14 449.25 Aggressive
2024-06-11T23:11:13.399 SIM:ZCN4 Sell 14 449.25 Aggressive
2024-06-11T23:11:28.384 SIM:ZCN4 Sell 15 449.25 Aggressive
2024-06-11T23:11:43.386 SIM:ZCN4 Sell 14 449.25 Aggressive
2024-06-11T23:11:58.381 SIM:ZCN4 Sell 14 449.25 Aggressive
2024-06-11T23:12:13.39 SIM:ZCN4 Sell 15 449.25 Aggressive
2024-06-11T23:12:28.387 SIM:ZCN4 Sell 14 449.25 Aggressive
2024-06-11T23:12:28.387 SIM:ZCN4 Sell 15 449.25 Aggressive
Date - Time
CQG Symbol
ZCE
Exchange Symbol
SIM:ZCN4
Buy / Sell
Buy
Quantity
500
Total Filled
500
Market VWAP
449.5000
Average Total
449.50
VWAP Slippage
0.0000
Arrival Price
449.3750
Destination Price
449.3750
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-11T22:52:42.021 SIM:ZCN4 Buy 14 449.5 Aggressive
2024-06-11T22:52:57.057 SIM:ZCN4 Buy 15 449.5 Aggressive
2024-06-11T22:53:12.057 SIM:ZCN4 Buy 25 449.5 Aggressive
2024-06-11T22:53:27.057 SIM:ZCN4 Buy 29 449.5 Aggressive
2024-06-11T22:53:42.027 SIM:ZCN4 Buy 29 449.5 Aggressive
2024-06-11T22:53:57.057 SIM:ZCN4 Buy 30 449.5 Aggressive
2024-06-11T22:54:12.025 SIM:ZCN4 Buy 18 449.5 Aggressive
2024-06-11T22:54:27.027 SIM:ZCN4 Buy 15 449.5 Aggressive
2024-06-11T22:54:45.559 SIM:ZCN4 Buy 14 449.5 Aggressive
2024-06-11T22:54:57.057 SIM:ZCN4 Buy 15 449.5 Aggressive
2024-06-11T22:55:12.057 SIM:ZCN4 Buy 4 449.5 Aggressive
2024-06-11T22:57:12.058 SIM:ZCN4 Buy 10 449.5 Aggressive
2024-06-11T22:57:27.057 SIM:ZCN4 Buy 15 449.5 Aggressive
2024-06-11T22:57:42.028 SIM:ZCN4 Buy 15 449.5 Aggressive
2024-06-11T22:57:57.068 SIM:ZCN4 Buy 14 449.5 Aggressive
2024-06-11T22:58:12.058 SIM:ZCN4 Buy 15 449.5 Aggressive
2024-06-11T22:58:27.057 SIM:ZCN4 Buy 14 449.5 Aggressive
2024-06-11T22:58:42.023 SIM:ZCN4 Buy 15 449.5 Aggressive
2024-06-11T22:58:57.067 SIM:ZCN4 Buy 15 449.5 Aggressive
2024-06-11T22:59:12.068 SIM:ZCN4 Buy 14 449.5 Aggressive
2024-06-11T22:59:27.027 SIM:ZCN4 Buy 15 449.5 Aggressive
2024-06-11T22:59:42.058 SIM:ZCN4 Buy 14 449.5 Aggressive
2024-06-11T22:59:57.057 SIM:ZCN4 Buy 15 449.5 Aggressive
2024-06-11T23:00:12.021 SIM:ZCN4 Buy 14 449.5 Aggressive
2024-06-11T23:00:27.056 SIM:ZCN4 Buy 15 449.5 Aggressive
2024-06-11T23:00:42.056 SIM:ZCN4 Buy 15 449.5 Aggressive
2024-06-11T23:00:57.058 SIM:ZCN4 Buy 14 449.5 Aggressive
2024-06-11T23:01:12.057 SIM:ZCN4 Buy 15 449.5 Aggressive
2024-06-11T23:01:27.056 SIM:ZCN4 Buy 14 449.5 Aggressive
2024-06-11T23:01:42.022 SIM:ZCN4 Buy 15 449.5 Aggressive
2024-06-11T23:01:57.024 SIM:ZCN4 Buy 15 449.5 Aggressive
2024-06-11T23:02:12.059 SIM:ZCN4 Buy 1 449.5 Aggressive
2024-06-11T23:02:12.059 SIM:ZCN4 Buy 3 449.5 Aggressive
Date - Time
CQG Symbol
ENQ
Exchange Symbol
SIM:NQM4
Buy / Sell
Sell
Quantity
500
Total Filled
500
Market VWAP
19263.9356
Average Total
19263.05
VWAP Slippage
0.8906
Arrival Price
19,261.1250
Destination Price
19,265.3750
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-11T22:41:55.984 SIM:NQM4 Sell 2 19261 Aggressive
2024-06-11T22:41:55.984 SIM:NQM4 Sell 5 19260.75 Aggressive
2024-06-11T22:41:55.984 SIM:NQM4 Sell 6 19260.5 Aggressive
2024-06-11T22:41:55.984 SIM:NQM4 Sell 2 19260.25 Aggressive
2024-06-11T22:41:58.557 SIM:NQM4 Sell 3 19261.25 Aggressive
2024-06-11T22:41:59.159 SIM:NQM4 Sell 1 19261.25 Aggressive
2024-06-11T22:41:59.179 SIM:NQM4 Sell 2 19261.25 Aggressive
2024-06-11T22:41:59.275 SIM:NQM4 Sell 3 19261.25 Aggressive
2024-06-11T22:42:00.957 SIM:NQM4 Sell 2 19261.25 Aggressive
2024-06-11T22:42:01.157 SIM:NQM4 Sell 2 19261.25 Aggressive
2024-06-11T22:42:01.556 SIM:NQM4 Sell 2 19261.25 Aggressive
2024-06-11T22:42:03.67 SIM:NQM4 Sell 1 19261.25 Aggressive
2024-06-11T22:42:25.257 SIM:NQM4 Sell 1 19261.75 Aggressive
2024-06-11T22:42:25.987 SIM:NQM4 Sell 5 19261.5 Aggressive
2024-06-11T22:42:25.987 SIM:NQM4 Sell 3 19261.25 Aggressive
2024-06-11T22:42:25.987 SIM:NQM4 Sell 3 19261 Aggressive
2024-06-11T22:42:25.987 SIM:NQM4 Sell 4 19260.75 Aggressive
2024-06-11T22:42:33.508 SIM:NQM4 Sell 1 19261.75 Aggressive
2024-06-11T22:42:33.51 SIM:NQM4 Sell 1 19261.75 Aggressive
2024-06-11T22:42:34.528 SIM:NQM4 Sell 1 19261.75 Aggressive
2024-06-11T22:42:34.557 SIM:NQM4 Sell 2 19261.75 Aggressive
2024-06-11T22:42:34.971 SIM:NQM4 Sell 2 19261.75 Aggressive
2024-06-11T22:42:35.282 SIM:NQM4 Sell 3 19261.75 Aggressive
2024-06-11T22:42:35.283 SIM:NQM4 Sell 1 19262 Aggressive
2024-06-11T22:42:35.283 SIM:NQM4 Sell 4 19261.75 Aggressive
2024-06-11T22:42:35.284 SIM:NQM4 Sell 1 19262.25 Aggressive
2024-06-11T22:42:55.991 SIM:NQM4 Sell 1 19262.25 Aggressive
2024-06-11T22:42:55.991 SIM:NQM4 Sell 4 19262 Aggressive
2024-06-11T22:42:55.991 SIM:NQM4 Sell 3 19261.75 Aggressive
2024-06-11T22:42:55.991 SIM:NQM4 Sell 3 19261.5 Aggressive
2024-06-11T22:42:55.991 SIM:NQM4 Sell 4 19261.25 Aggressive
2024-06-11T22:42:56.614 SIM:NQM4 Sell 1 19262.25 Aggressive
2024-06-11T22:42:56.614 SIM:NQM4 Sell 1 19262 Aggressive
2024-06-11T22:43:10.896 SIM:NQM4 Sell 1 19262 Aggressive
2024-06-11T22:43:10.994 SIM:NQM4 Sell 2 19261.75 Aggressive
2024-06-11T22:43:10.994 SIM:NQM4 Sell 5 19261.5 Aggressive
2024-06-11T22:43:10.994 SIM:NQM4 Sell 3 19261.25 Aggressive
2024-06-11T22:43:10.994 SIM:NQM4 Sell 2 19261 Aggressive
2024-06-11T22:43:25.999 SIM:NQM4 Sell 1 19262 Aggressive
2024-06-11T22:43:25.999 SIM:NQM4 Sell 5 19261.75 Aggressive
2024-06-11T22:43:26 SIM:NQM4 Sell 3 19261.5 Aggressive
2024-06-11T22:43:26 SIM:NQM4 Sell 2 19261.25 Aggressive
2024-06-11T22:43:36.23 SIM:NQM4 Sell 2 19262 Aggressive
2024-06-11T22:43:36.231 SIM:NQM4 Sell 2 19262 Aggressive
2024-06-11T22:43:36.257 SIM:NQM4 Sell 1 19262 Aggressive
2024-06-11T22:43:36.41 SIM:NQM4 Sell 2 19262 Aggressive
2024-06-11T22:43:36.426 SIM:NQM4 Sell 2 19262 Aggressive
2024-06-11T22:43:36.556 SIM:NQM4 Sell 2 19262 Aggressive
2024-06-11T22:43:55.291 SIM:NQM4 Sell 1 19262.25 Aggressive
2024-06-11T22:43:55.81 SIM:NQM4 Sell 1 19262.25 Aggressive
2024-06-11T22:43:56.002 SIM:NQM4 Sell 3 19262 Aggressive
2024-06-11T22:43:56.002 SIM:NQM4 Sell 5 19261.75 Aggressive
2024-06-11T22:43:57.057 SIM:NQM4 Sell 1 19262.25 Aggressive
2024-06-11T22:44:06.586 SIM:NQM4 Sell 1 19262.5 Aggressive
2024-06-11T22:44:06.587 SIM:NQM4 Sell 1 19262.5 Aggressive
2024-06-11T22:44:06.588 SIM:NQM4 Sell 1 19262.5 Aggressive
2024-06-11T22:44:06.589 SIM:NQM4 Sell 1 19262.5 Aggressive
2024-06-11T22:44:06.59 SIM:NQM4 Sell 1 19262.5 Aggressive
2024-06-11T22:44:07.001 SIM:NQM4 Sell 1 19262.5 Aggressive
2024-06-11T22:44:07.808 SIM:NQM4 Sell 1 19262.5 Aggressive
2024-06-11T22:44:07.809 SIM:NQM4 Sell 1 19262.5 Aggressive
2024-06-11T22:44:08.709 SIM:NQM4 Sell 2 19262.5 Aggressive
2024-06-11T22:44:08.71 SIM:NQM4 Sell 2 19262.5 Aggressive
2024-06-11T22:44:27.819 SIM:NQM4 Sell 2 19262.75 Aggressive
2024-06-11T22:44:27.819 SIM:NQM4 Sell 6 19262.5 Aggressive
2024-06-11T22:44:27.819 SIM:NQM4 Sell 3 19262.25 Aggressive
2024-06-11T22:44:40.99 SIM:NQM4 Sell 1 19263 Aggressive
2024-06-11T22:44:40.99 SIM:NQM4 Sell 3 19262.75 Aggressive
2024-06-11T22:44:40.99 SIM:NQM4 Sell 4 19262.5 Aggressive
2024-06-11T22:44:40.99 SIM:NQM4 Sell 3 19262.25 Aggressive
2024-06-11T22:44:40.99 SIM:NQM4 Sell 1 19262 Aggressive
2024-06-11T22:44:55.991 SIM:NQM4 Sell 2 19262.5 Aggressive
2024-06-11T22:44:55.991 SIM:NQM4 Sell 4 19262.25 Aggressive
2024-06-11T22:44:55.991 SIM:NQM4 Sell 4 19262 Aggressive
2024-06-11T22:44:55.991 SIM:NQM4 Sell 2 19261.75 Aggressive
2024-06-11T22:45:03.165 SIM:NQM4 Sell 1 19263 Aggressive
2024-06-11T22:45:03.166 SIM:NQM4 Sell 1 19263 Aggressive
2024-06-11T22:45:03.298 SIM:NQM4 Sell 1 19263 Aggressive
2024-06-11T22:45:06.618 SIM:NQM4 Sell 1 19263 Aggressive
2024-06-11T22:45:10.609 SIM:NQM4 Sell 1 19263 Aggressive
2024-06-11T22:45:10.987 SIM:NQM4 Sell 3 19262.75 Aggressive
2024-06-11T22:45:10.987 SIM:NQM4 Sell 5 19262.5 Aggressive
2024-06-11T22:45:25.999 SIM:NQM4 Sell 3 19263.25 Aggressive
2024-06-11T22:45:25.999 SIM:NQM4 Sell 4 19263 Aggressive
2024-06-11T22:45:25.999 SIM:NQM4 Sell 4 19262.75 Aggressive
2024-06-11T22:45:25.999 SIM:NQM4 Sell 3 19262.5 Aggressive
2024-06-11T22:45:34.331 SIM:NQM4 Sell 1 19264 Aggressive
2024-06-11T22:45:37.018 SIM:NQM4 Sell 1 19264 Aggressive
2024-06-11T22:45:37.02 SIM:NQM4 Sell 1 19264 Aggressive
2024-06-11T22:45:37.188 SIM:NQM4 Sell 1 19264 Aggressive
2024-06-11T22:45:37.357 SIM:NQM4 Sell 3 19264 Aggressive
2024-06-11T22:45:37.358 SIM:NQM4 Sell 2 19264.25 Aggressive
2024-06-11T22:45:37.358 SIM:NQM4 Sell 4 19264 Aggressive
2024-06-11T22:45:37.762 SIM:NQM4 Sell 1 19264.25 Aggressive
2024-06-11T22:45:50.656 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-11T22:45:50.657 SIM:NQM4 Sell 2 19263.75 Aggressive
2024-06-11T22:45:51.198 SIM:NQM4 Sell 2 19263.75 Aggressive
2024-06-11T22:45:51.2 SIM:NQM4 Sell 2 19263.75 Aggressive
2024-06-11T22:45:51.202 SIM:NQM4 Sell 2 19263.75 Aggressive
2024-06-11T22:45:51.573 SIM:NQM4 Sell 2 19263.75 Aggressive
2024-06-11T22:45:51.59 SIM:NQM4 Sell 2 19263.75 Aggressive
2024-06-11T22:45:56.001 SIM:NQM4 Sell 1 19263.5 Aggressive
2024-06-11T22:46:10.986 SIM:NQM4 Sell 1 19263.5 Aggressive
2024-06-11T22:46:10.986 SIM:NQM4 Sell 3 19263.25 Aggressive
2024-06-11T22:46:10.986 SIM:NQM4 Sell 3 19263 Aggressive
2024-06-11T22:46:10.986 SIM:NQM4 Sell 2 19262.75 Aggressive
2024-06-11T22:46:10.986 SIM:NQM4 Sell 3 19262.5 Aggressive
2024-06-11T22:46:21.766 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-11T22:46:22.126 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-11T22:46:22.127 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-11T22:46:22.774 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-11T22:46:24.783 SIM:NQM4 Sell 2 19263.75 Aggressive
2024-06-11T22:46:25.183 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-11T22:46:25.989 SIM:NQM4 Sell 5 19263.5 Aggressive
2024-06-11T22:46:40.989 SIM:NQM4 Sell 2 19263.75 Aggressive
2024-06-11T22:46:40.989 SIM:NQM4 Sell 5 19263.5 Aggressive
2024-06-11T22:46:40.989 SIM:NQM4 Sell 2 19263.25 Aggressive
2024-06-11T22:46:40.989 SIM:NQM4 Sell 2 19263 Aggressive
2024-06-11T22:46:41.857 SIM:NQM4 Sell 1 19264.25 Aggressive
2024-06-11T22:46:41.859 SIM:NQM4 Sell 1 19264.25 Aggressive
2024-06-11T22:46:41.86 SIM:NQM4 Sell 1 19264.25 Aggressive
2024-06-11T22:46:55.173 SIM:NQM4 Sell 3 19263.25 Aggressive
2024-06-11T22:46:55.174 SIM:NQM4 Sell 6 19263.25 Aggressive
2024-06-11T22:46:56.175 SIM:NQM4 Sell 1 19263.5 Aggressive
2024-06-11T22:46:56.176 SIM:NQM4 Sell 1 19263.5 Aggressive
2024-06-11T22:46:56.177 SIM:NQM4 Sell 3 19263.5 Aggressive
2024-06-11T22:46:56.178 SIM:NQM4 Sell 3 19263.5 Aggressive
2024-06-11T22:46:56.179 SIM:NQM4 Sell 3 19263.5 Aggressive
2024-06-11T22:46:56.18 SIM:NQM4 Sell 1 19263.5 Aggressive
2024-06-11T22:47:25.987 SIM:NQM4 Sell 2 19263.25 Aggressive
2024-06-11T22:47:25.987 SIM:NQM4 Sell 3 19263 Aggressive
2024-06-11T22:47:25.987 SIM:NQM4 Sell 3 19262.75 Aggressive
2024-06-11T22:47:25.987 SIM:NQM4 Sell 3 19262.5 Aggressive
2024-06-11T22:47:25.987 SIM:NQM4 Sell 2 19262.25 Aggressive
2024-06-11T22:47:40.983 SIM:NQM4 Sell 2 19263.5 Aggressive
2024-06-11T22:47:40.983 SIM:NQM4 Sell 3 19263.25 Aggressive
2024-06-11T22:47:40.983 SIM:NQM4 Sell 3 19263 Aggressive
2024-06-11T22:47:40.983 SIM:NQM4 Sell 2 19262.75 Aggressive
2024-06-11T22:47:40.983 SIM:NQM4 Sell 3 19262.5 Aggressive
2024-06-11T22:47:48.257 SIM:NQM4 Sell 1 19264 Aggressive
2024-06-11T22:47:54.305 SIM:NQM4 Sell 2 19264 Aggressive
2024-06-11T22:47:54.306 SIM:NQM4 Sell 2 19264 Aggressive
2024-06-11T22:47:54.308 SIM:NQM4 Sell 1 19264 Aggressive
2024-06-11T22:47:54.31 SIM:NQM4 Sell 2 19264 Aggressive
2024-06-11T22:47:56 SIM:NQM4 Sell 2 19263.75 Aggressive
2024-06-11T22:47:56.184 SIM:NQM4 Sell 2 19264 Aggressive
2024-06-11T22:48:10.997 SIM:NQM4 Sell 2 19263.25 Aggressive
2024-06-11T22:48:10.997 SIM:NQM4 Sell 4 19263 Aggressive
2024-06-11T22:48:10.997 SIM:NQM4 Sell 2 19262.75 Aggressive
2024-06-11T22:48:10.997 SIM:NQM4 Sell 4 19262.5 Aggressive
2024-06-11T22:48:25.992 SIM:NQM4 Sell 1 19263.5 Aggressive
2024-06-11T22:48:25.992 SIM:NQM4 Sell 3 19263.25 Aggressive
2024-06-11T22:48:25.992 SIM:NQM4 Sell 3 19263 Aggressive
2024-06-11T22:48:25.992 SIM:NQM4 Sell 2 19262.75 Aggressive
2024-06-11T22:48:25.992 SIM:NQM4 Sell 3 19262.5 Aggressive
2024-06-11T22:48:37.986 SIM:NQM4 Sell 1 19264 Aggressive
2024-06-11T22:48:37.987 SIM:NQM4 Sell 1 19264 Aggressive
2024-06-11T22:48:37.989 SIM:NQM4 Sell 2 19264 Aggressive
2024-06-11T22:48:38.224 SIM:NQM4 Sell 2 19264 Aggressive
2024-06-11T22:48:38.824 SIM:NQM4 Sell 2 19264 Aggressive
2024-06-11T22:48:39.102 SIM:NQM4 Sell 2 19264 Aggressive
2024-06-11T22:48:39.871 SIM:NQM4 Sell 1 19264 Aggressive
2024-06-11T22:48:52.318 SIM:NQM4 Sell 2 19264.25 Aggressive
2024-06-11T22:48:52.32 SIM:NQM4 Sell 2 19264.25 Aggressive
2024-06-11T22:48:52.357 SIM:NQM4 Sell 2 19264.25 Aggressive
2024-06-11T22:48:54.859 SIM:NQM4 Sell 1 19264.25 Aggressive
2024-06-11T22:48:55.993 SIM:NQM4 Sell 3 19264 Aggressive
2024-06-11T22:48:55.993 SIM:NQM4 Sell 2 19263.75 Aggressive
2024-06-11T22:49:02.856 SIM:NQM4 Sell 1 19264.25 Aggressive
2024-06-11T22:49:02.866 SIM:NQM4 Sell 1 19264.25 Aggressive
2024-06-11T22:49:03.357 SIM:NQM4 Sell 1 19264.25 Aggressive
2024-06-11T22:49:03.385 SIM:NQM4 Sell 1 19264.25 Aggressive
2024-06-11T22:49:03.757 SIM:NQM4 Sell 1 19264.25 Aggressive
2024-06-11T22:49:03.759 SIM:NQM4 Sell 1 19264.25 Aggressive
2024-06-11T22:49:09.166 SIM:NQM4 Sell 1 19264.25 Aggressive
2024-06-11T22:49:09.167 SIM:NQM4 Sell 3 19264.25 Aggressive
2024-06-11T22:49:25.989 SIM:NQM4 Sell 2 19264.5 Aggressive
2024-06-11T22:49:25.989 SIM:NQM4 Sell 4 19264.25 Aggressive
2024-06-11T22:49:25.989 SIM:NQM4 Sell 3 19264 Aggressive
2024-06-11T22:49:40.988 SIM:NQM4 Sell 2 19264.25 Aggressive
2024-06-11T22:49:40.988 SIM:NQM4 Sell 7 19264 Aggressive
2024-06-11T22:49:41.433 SIM:NQM4 Sell 1 19264.5 Aggressive
2024-06-11T22:49:41.435 SIM:NQM4 Sell 2 19264.5 Aggressive
2024-06-11T22:49:41.456 SIM:NQM4 Sell 2 19264.75 Aggressive
2024-06-11T22:49:41.456 SIM:NQM4 Sell 3 19264.5 Aggressive
2024-06-11T22:50:02.99 SIM:NQM4 Sell 1 19265 Aggressive
2024-06-11T22:50:03.257 SIM:NQM4 Sell 1 19265 Aggressive
2024-06-11T22:50:03.591 SIM:NQM4 Sell 1 19265 Aggressive
2024-06-11T22:50:03.593 SIM:NQM4 Sell 1 19265 Aggressive
2024-06-11T22:50:03.68 SIM:NQM4 Sell 1 19265 Aggressive
2024-06-11T22:50:10.99 SIM:NQM4 Sell 2 19264.5 Aggressive
2024-06-11T22:50:10.99 SIM:NQM4 Sell 2 19264.25 Aggressive
2024-06-11T22:50:10.99 SIM:NQM4 Sell 3 19264 Aggressive
2024-06-11T22:50:10.99 SIM:NQM4 Sell 1 19263.75 Aggressive
2024-06-11T22:50:25.987 SIM:NQM4 Sell 1 19264.75 Aggressive
2024-06-11T22:50:25.987 SIM:NQM4 Sell 4 19264.5 Aggressive
2024-06-11T22:50:25.987 SIM:NQM4 Sell 3 19264.25 Aggressive
2024-06-11T22:50:25.987 SIM:NQM4 Sell 2 19264 Aggressive
2024-06-11T22:50:25.987 SIM:NQM4 Sell 4 19263.75 Aggressive
2024-06-11T22:50:26.307 SIM:NQM4 Sell 1 19264.5 Aggressive
2024-06-11T22:50:40.996 SIM:NQM4 Sell 2 19264.5 Aggressive
2024-06-11T22:50:40.996 SIM:NQM4 Sell 3 19264.25 Aggressive
2024-06-11T22:50:40.997 SIM:NQM4 Sell 2 19264 Aggressive
2024-06-11T22:50:40.997 SIM:NQM4 Sell 4 19263.75 Aggressive
2024-06-11T22:50:40.997 SIM:NQM4 Sell 4 19263.5 Aggressive
2024-06-11T22:50:42.89 SIM:NQM4 Sell 1 19265 Aggressive
2024-06-11T22:50:42.958 SIM:NQM4 Sell 1 19265 Aggressive
2024-06-11T22:50:46.676 SIM:NQM4 Sell 1 19265 Aggressive
2024-06-11T22:50:46.677 SIM:NQM4 Sell 1 19265 Aggressive
2024-06-11T22:50:47.974 SIM:NQM4 Sell 1 19265 Aggressive
2024-06-11T22:50:49.108 SIM:NQM4 Sell 1 19265 Aggressive
2024-06-11T22:50:49.279 SIM:NQM4 Sell 2 19265 Aggressive
2024-06-11T22:50:52.261 SIM:NQM4 Sell 2 19265 Aggressive
2024-06-11T22:50:53.209 SIM:NQM4 Sell 2 19265 Aggressive
2024-06-11T22:50:54.403 SIM:NQM4 Sell 2 19265 Aggressive
2024-06-11T22:50:54.834 SIM:NQM4 Sell 1 19265 Aggressive
2024-06-11T22:51:10.984 SIM:NQM4 Sell 3 19264 Aggressive
2024-06-11T22:51:10.984 SIM:NQM4 Sell 4 19263.75 Aggressive
2024-06-11T22:51:10.984 SIM:NQM4 Sell 3 19263.5 Aggressive
2024-06-11T22:51:10.984 SIM:NQM4 Sell 2 19263.25 Aggressive
2024-06-11T22:51:17.661 SIM:NQM4 Sell 1 19264.75 Aggressive
2024-06-11T22:51:17.664 SIM:NQM4 Sell 1 19264.75 Aggressive
2024-06-11T22:51:19.959 SIM:NQM4 Sell 1 19264.75 Aggressive
2024-06-11T22:51:19.961 SIM:NQM4 Sell 1 19264.75 Aggressive
2024-06-11T22:51:20.557 SIM:NQM4 Sell 2 19264.75 Aggressive
2024-06-11T22:51:21.456 SIM:NQM4 Sell 2 19264.75 Aggressive
2024-06-11T22:51:21.498 SIM:NQM4 Sell 2 19264.75 Aggressive
2024-06-11T22:51:22.91 SIM:NQM4 Sell 1 19264.75 Aggressive
2024-06-11T22:51:25.988 SIM:NQM4 Sell 1 19265 Aggressive
2024-06-11T22:51:25.988 SIM:NQM4 Sell 3 19264.75 Aggressive
2024-06-11T22:51:25.988 SIM:NQM4 Sell 2 19264.5 Aggressive
2024-06-11T22:51:25.988 SIM:NQM4 Sell 2 19264.25 Aggressive
2024-06-11T22:51:25.988 SIM:NQM4 Sell 3 19264 Aggressive
Date - Time
CQG Symbol
ENQ
Exchange Symbol
SIM:NQM4
Buy / Sell
Buy
Quantity
500
Total Filled
500
Market VWAP
19262.5295
Average Total
19262.87
VWAP Slippage
0.3355
Arrival Price
19,262.5000
Destination Price
19,261.3750
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-11T22:31:30.019 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:31:30.021 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:31:30.657 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:31:30.805 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:31:32.556 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:31:32.557 SIM:NQM4 Buy 2 19262.5 Aggressive
2024-06-11T22:31:32.558 SIM:NQM4 Buy 2 19262.5 Aggressive
2024-06-11T22:31:32.561 SIM:NQM4 Buy 3 19262.5 Aggressive
2024-06-11T22:31:32.582 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:31:32.582 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:31:52.057 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:31:52.157 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:31:52.426 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:31:52.456 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:31:52.556 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:31:52.558 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:31:52.704 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:31:52.919 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:31:53.093 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:31:53.257 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:31:53.258 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:31:53.81 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:31:53.925 SIM:NQM4 Buy 2 19262 Aggressive
2024-06-11T22:31:53.925 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:32:02.628 SIM:NQM4 Buy 3 19261.75 Aggressive
2024-06-11T22:32:02.63 SIM:NQM4 Buy 3 19261.75 Aggressive
2024-06-11T22:32:02.657 SIM:NQM4 Buy 3 19261.75 Aggressive
2024-06-11T22:32:03.157 SIM:NQM4 Buy 3 19261.75 Aggressive
2024-06-11T22:32:03.279 SIM:NQM4 Buy 2 19261.75 Aggressive
2024-06-11T22:32:24.618 SIM:NQM4 Buy 3 19261.25 Aggressive
2024-06-11T22:32:24.618 SIM:NQM4 Buy 4 19261.5 Aggressive
2024-06-11T22:32:24.618 SIM:NQM4 Buy 5 19261.75 Aggressive
2024-06-11T22:32:39.622 SIM:NQM4 Buy 3 19262.25 Aggressive
2024-06-11T22:32:39.622 SIM:NQM4 Buy 5 19262.5 Aggressive
2024-06-11T22:32:39.622 SIM:NQM4 Buy 3 19262.75 Aggressive
2024-06-11T22:32:39.622 SIM:NQM4 Buy 2 19263 Aggressive
2024-06-11T22:32:54.609 SIM:NQM4 Buy 2 19262.75 Aggressive
2024-06-11T22:32:54.609 SIM:NQM4 Buy 6 19263 Aggressive
2024-06-11T22:32:54.609 SIM:NQM4 Buy 4 19263.25 Aggressive
2024-06-11T22:32:54.609 SIM:NQM4 Buy 1 19263.5 Aggressive
2024-06-11T22:33:05.758 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:33:05.783 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:33:05.812 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:33:05.857 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:33:05.874 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:33:06.799 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:33:06.8 SIM:NQM4 Buy 2 19262.5 Aggressive
2024-06-11T22:33:06.801 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:33:06.802 SIM:NQM4 Buy 2 19262.5 Aggressive
2024-06-11T22:33:07.09 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:33:07.091 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:33:24.621 SIM:NQM4 Buy 2 19261.75 Aggressive
2024-06-11T22:33:24.621 SIM:NQM4 Buy 5 19262 Aggressive
2024-06-11T22:33:24.621 SIM:NQM4 Buy 3 19262.25 Aggressive
2024-06-11T22:33:24.621 SIM:NQM4 Buy 3 19262.5 Aggressive
2024-06-11T22:33:29.858 SIM:NQM4 Buy 2 19262.5 Aggressive
2024-06-11T22:33:29.859 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:33:29.861 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:33:29.866 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:33:32.458 SIM:NQM4 Buy 2 19262.5 Aggressive
2024-06-11T22:33:32.657 SIM:NQM4 Buy 2 19262.5 Aggressive
2024-06-11T22:33:33.356 SIM:NQM4 Buy 2 19262.5 Aggressive
2024-06-11T22:33:33.668 SIM:NQM4 Buy 2 19262.5 Aggressive
2024-06-11T22:33:40.571 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:33:40.572 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:33:40.575 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:33:40.576 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:33:41.357 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:33:41.357 SIM:NQM4 Buy 2 19262.5 Aggressive
2024-06-11T22:33:41.358 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:33:41.358 SIM:NQM4 Buy 2 19262.5 Aggressive
2024-06-11T22:33:41.757 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:33:41.757 SIM:NQM4 Buy 2 19262.5 Aggressive
2024-06-11T22:33:42.056 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:34:02.103 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:34:02.104 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:34:02.256 SIM:NQM4 Buy 2 19262.25 Aggressive
2024-06-11T22:34:02.257 SIM:NQM4 Buy 2 19262.25 Aggressive
2024-06-11T22:34:02.711 SIM:NQM4 Buy 2 19262.25 Aggressive
2024-06-11T22:34:03.22 SIM:NQM4 Buy 2 19262.25 Aggressive
2024-06-11T22:34:04.234 SIM:NQM4 Buy 2 19262.25 Aggressive
2024-06-11T22:34:23.701 SIM:NQM4 Buy 1 19262 Aggressive
2024-06-11T22:34:23.703 SIM:NQM4 Buy 1 19262 Aggressive
2024-06-11T22:34:23.712 SIM:NQM4 Buy 1 19262 Aggressive
2024-06-11T22:34:23.714 SIM:NQM4 Buy 1 19262 Aggressive
2024-06-11T22:34:23.871 SIM:NQM4 Buy 1 19262 Aggressive
2024-06-11T22:34:23.872 SIM:NQM4 Buy 1 19262 Aggressive
2024-06-11T22:34:24.612 SIM:NQM4 Buy 4 19262.25 Aggressive
2024-06-11T22:34:24.612 SIM:NQM4 Buy 3 19262.5 Aggressive
2024-06-11T22:34:39.622 SIM:NQM4 Buy 3 19262.5 Aggressive
2024-06-11T22:34:39.622 SIM:NQM4 Buy 4 19262.75 Aggressive
2024-06-11T22:34:39.622 SIM:NQM4 Buy 5 19263 Aggressive
2024-06-11T22:34:54.617 SIM:NQM4 Buy 3 19262.5 Aggressive
2024-06-11T22:34:54.617 SIM:NQM4 Buy 4 19262.75 Aggressive
2024-06-11T22:34:54.617 SIM:NQM4 Buy 6 19263 Aggressive
2024-06-11T22:35:09.583 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:35:09.584 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:35:09.6 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:35:09.6 SIM:NQM4 Buy 3 19262.75 Aggressive
2024-06-11T22:35:09.6 SIM:NQM4 Buy 4 19263 Aggressive
2024-06-11T22:35:09.6 SIM:NQM4 Buy 3 19263.25 Aggressive
2024-06-11T22:35:24.614 SIM:NQM4 Buy 1 19263 Aggressive
2024-06-11T22:35:24.614 SIM:NQM4 Buy 2 19263.25 Aggressive
2024-06-11T22:35:24.614 SIM:NQM4 Buy 4 19263.5 Aggressive
2024-06-11T22:35:24.614 SIM:NQM4 Buy 4 19263.75 Aggressive
2024-06-11T22:35:24.614 SIM:NQM4 Buy 2 19264 Aggressive
2024-06-11T22:35:39.614 SIM:NQM4 Buy 3 19263 Aggressive
2024-06-11T22:35:39.614 SIM:NQM4 Buy 4 19263.25 Aggressive
2024-06-11T22:35:39.614 SIM:NQM4 Buy 3 19263.5 Aggressive
2024-06-11T22:35:39.614 SIM:NQM4 Buy 3 19263.75 Aggressive
2024-06-11T22:35:54.612 SIM:NQM4 Buy 3 19264.25 Aggressive
2024-06-11T22:35:54.612 SIM:NQM4 Buy 10 19264.5 Aggressive
2024-06-11T22:36:05.27 SIM:NQM4 Buy 1 19263.75 Aggressive
2024-06-11T22:36:05.271 SIM:NQM4 Buy 2 19263.75 Aggressive
2024-06-11T22:36:05.272 SIM:NQM4 Buy 2 19263.75 Aggressive
2024-06-11T22:36:05.273 SIM:NQM4 Buy 2 19263.75 Aggressive
2024-06-11T22:36:05.972 SIM:NQM4 Buy 2 19263.5 Aggressive
2024-06-11T22:36:05.972 SIM:NQM4 Buy 3 19263.75 Aggressive
2024-06-11T22:36:05.973 SIM:NQM4 Buy 1 19263.25 Aggressive
2024-06-11T22:36:05.973 SIM:NQM4 Buy 1 19263.5 Aggressive
2024-06-11T22:36:24.607 SIM:NQM4 Buy 2 19263.5 Aggressive
2024-06-11T22:36:24.607 SIM:NQM4 Buy 2 19263.75 Aggressive
2024-06-11T22:36:24.607 SIM:NQM4 Buy 4 19264 Aggressive
2024-06-11T22:36:24.607 SIM:NQM4 Buy 3 19264.25 Aggressive
2024-06-11T22:36:24.607 SIM:NQM4 Buy 3 19264.5 Aggressive
2024-06-11T22:36:27.319 SIM:NQM4 Buy 2 19263 Aggressive
2024-06-11T22:36:27.51 SIM:NQM4 Buy 2 19263 Aggressive
2024-06-11T22:36:27.679 SIM:NQM4 Buy 2 19263 Aggressive
2024-06-11T22:36:27.795 SIM:NQM4 Buy 1 19262.75 Aggressive
2024-06-11T22:36:27.795 SIM:NQM4 Buy 2 19263 Aggressive
2024-06-11T22:36:27.796 SIM:NQM4 Buy 1 19262.75 Aggressive
2024-06-11T22:36:27.796 SIM:NQM4 Buy 2 19263 Aggressive
2024-06-11T22:36:27.797 SIM:NQM4 Buy 1 19262.75 Aggressive
2024-06-11T22:36:27.797 SIM:NQM4 Buy 1 19263 Aggressive
2024-06-11T22:36:54.657 SIM:NQM4 Buy 1 19263.5 Aggressive
2024-06-11T22:36:54.658 SIM:NQM4 Buy 3 19263.75 Aggressive
2024-06-11T22:36:54.658 SIM:NQM4 Buy 3 19264 Aggressive
2024-06-11T22:36:54.658 SIM:NQM4 Buy 3 19264.25 Aggressive
2024-06-11T22:36:54.658 SIM:NQM4 Buy 4 19264.5 Aggressive
2024-06-11T22:36:56.757 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:36:56.757 SIM:NQM4 Buy 6 19262.5 Aggressive
2024-06-11T22:36:56.757 SIM:NQM4 Buy 4 19262.75 Aggressive
2024-06-11T22:37:24.62 SIM:NQM4 Buy 3 19262.75 Aggressive
2024-06-11T22:37:24.62 SIM:NQM4 Buy 4 19263 Aggressive
2024-06-11T22:37:24.62 SIM:NQM4 Buy 3 19263.25 Aggressive
2024-06-11T22:37:39.613 SIM:NQM4 Buy 2 19262.75 Aggressive
2024-06-11T22:37:39.613 SIM:NQM4 Buy 4 19263 Aggressive
2024-06-11T22:37:39.613 SIM:NQM4 Buy 3 19263.25 Aggressive
2024-06-11T22:37:39.613 SIM:NQM4 Buy 2 19263.5 Aggressive
2024-06-11T22:37:54.617 SIM:NQM4 Buy 2 19263 Aggressive
2024-06-11T22:37:54.617 SIM:NQM4 Buy 4 19263.25 Aggressive
2024-06-11T22:37:54.617 SIM:NQM4 Buy 3 19263.5 Aggressive
2024-06-11T22:37:54.617 SIM:NQM4 Buy 1 19263.75 Aggressive
2024-06-11T22:38:09.656 SIM:NQM4 Buy 2 19262.75 Aggressive
2024-06-11T22:38:09.656 SIM:NQM4 Buy 4 19263 Aggressive
2024-06-11T22:38:09.656 SIM:NQM4 Buy 3 19263.25 Aggressive
2024-06-11T22:38:09.656 SIM:NQM4 Buy 2 19263.5 Aggressive
2024-06-11T22:38:24.618 SIM:NQM4 Buy 4 19263.25 Aggressive
2024-06-11T22:38:24.618 SIM:NQM4 Buy 4 19263.5 Aggressive
2024-06-11T22:38:24.618 SIM:NQM4 Buy 1 19263.75 Aggressive
2024-06-11T22:38:24.618 SIM:NQM4 Buy 3 19264 Aggressive
2024-06-11T22:38:39.617 SIM:NQM4 Buy 2 19263.5 Aggressive
2024-06-11T22:38:39.618 SIM:NQM4 Buy 4 19263.75 Aggressive
2024-06-11T22:38:39.618 SIM:NQM4 Buy 3 19264 Aggressive
2024-06-11T22:38:39.618 SIM:NQM4 Buy 3 19264.25 Aggressive
2024-06-11T22:38:48.557 SIM:NQM4 Buy 2 19263.5 Aggressive
2024-06-11T22:38:48.681 SIM:NQM4 Buy 2 19263.5 Aggressive
2024-06-11T22:38:48.682 SIM:NQM4 Buy 2 19263.5 Aggressive
2024-06-11T22:38:48.718 SIM:NQM4 Buy 2 19263.5 Aggressive
2024-06-11T22:38:48.757 SIM:NQM4 Buy 2 19263.5 Aggressive
2024-06-11T22:38:52.302 SIM:NQM4 Buy 2 19263.5 Aggressive
2024-06-11T22:39:09.627 SIM:NQM4 Buy 1 19263.25 Aggressive
2024-06-11T22:39:09.627 SIM:NQM4 Buy 3 19263.5 Aggressive
2024-06-11T22:39:09.627 SIM:NQM4 Buy 4 19263.75 Aggressive
2024-06-11T22:39:09.627 SIM:NQM4 Buy 4 19264 Aggressive
2024-06-11T22:39:16.414 SIM:NQM4 Buy 1 19262.75 Aggressive
2024-06-11T22:39:17.684 SIM:NQM4 Buy 2 19262.75 Aggressive
2024-06-11T22:39:17.685 SIM:NQM4 Buy 2 19262.75 Aggressive
2024-06-11T22:39:17.856 SIM:NQM4 Buy 2 19262.75 Aggressive
2024-06-11T22:39:18.278 SIM:NQM4 Buy 1 19262.75 Aggressive
2024-06-11T22:39:18.73 SIM:NQM4 Buy 2 19262.75 Aggressive
2024-06-11T22:39:20.891 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:39:39.656 SIM:NQM4 Buy 2 19262.75 Aggressive
2024-06-11T22:39:39.657 SIM:NQM4 Buy 5 19263 Aggressive
2024-06-11T22:39:39.657 SIM:NQM4 Buy 3 19263.25 Aggressive
2024-06-11T22:39:39.657 SIM:NQM4 Buy 1 19263.5 Aggressive
2024-06-11T22:39:48.609 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:39:48.61 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:39:48.768 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:39:48.884 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:39:49.357 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:39:50.901 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:39:52.512 SIM:NQM4 Buy 2 19262.5 Aggressive
2024-06-11T22:39:52.513 SIM:NQM4 Buy 2 19262.5 Aggressive
2024-06-11T22:39:52.514 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:40:08.788 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:40:08.789 SIM:NQM4 Buy 2 19262.25 Aggressive
2024-06-11T22:40:09.057 SIM:NQM4 Buy 2 19262.25 Aggressive
2024-06-11T22:40:09.422 SIM:NQM4 Buy 2 19262.25 Aggressive
2024-06-11T22:40:09.607 SIM:NQM4 Buy 2 19262.5 Aggressive
2024-06-11T22:40:09.607 SIM:NQM4 Buy 3 19262.75 Aggressive
2024-06-11T22:40:10.256 SIM:NQM4 Buy 1 19262 Aggressive
2024-06-11T22:40:10.257 SIM:NQM4 Buy 3 19262 Aggressive
2024-06-11T22:40:10.26 SIM:NQM4 Buy 3 19262 Aggressive
2024-06-11T22:40:10.277 SIM:NQM4 Buy 3 19262 Aggressive
2024-06-11T22:40:10.36 SIM:NQM4 Buy 2 19262 Aggressive
2024-06-11T22:40:39.617 SIM:NQM4 Buy 2 19262 Aggressive
2024-06-11T22:40:39.617 SIM:NQM4 Buy 3 19262.25 Aggressive
2024-06-11T22:40:39.617 SIM:NQM4 Buy 4 19262.5 Aggressive
2024-06-11T22:40:39.617 SIM:NQM4 Buy 3 19262.75 Aggressive
2024-06-11T22:40:44.684 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:40:44.685 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:40:44.757 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:40:44.769 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:40:44.781 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:40:45.877 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:40:46.583 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:40:46.609 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:40:47.889 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:40:49.166 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:40:50.68 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:40:50.792 SIM:NQM4 Buy 1 19262.5 Aggressive
2024-06-11T22:40:55.596 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:40:55.597 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:40:55.608 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:40:55.683 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:40:55.783 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:40:55.784 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:40:56.111 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:40:56.357 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:40:56.69 SIM:NQM4 Buy 2 19262.25 Aggressive
2024-06-11T22:40:57.315 SIM:NQM4 Buy 2 19262.25 Aggressive
2024-06-11T22:40:57.316 SIM:NQM4 Buy 1 19262.25 Aggressive
2024-06-11T22:41:09.608 SIM:NQM4 Buy 2 19262.25 Aggressive
2024-06-11T22:41:09.608 SIM:NQM4 Buy 4 19262.5 Aggressive
2024-06-11T22:41:09.609 SIM:NQM4 Buy 2 19262.75 Aggressive
2024-06-11T22:41:09.609 SIM:NQM4 Buy 3 19263 Aggressive
2024-06-11T22:41:09.609 SIM:NQM4 Buy 2 19263.25 Aggressive
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM4
Buy / Sell
Sell
Quantity
500
Total Filled
500
Market VWAP
5385.5168
Average Total
5385.23
VWAP Slippage
0.2868
Arrival Price
5,385.3750
Destination Price
5,386.1250
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-11T22:13:21.997 SIM:ESM4 Sell 12 5385.25 Aggressive
2024-06-11T22:13:52.37 SIM:ESM4 Sell 2 5385 Aggressive
2024-06-11T22:14:07.358 SIM:ESM4 Sell 1 5385 Aggressive
2024-06-11T22:15:07.358 SIM:ESM4 Sell 1 5385.25 Aggressive
2024-06-11T22:15:52.357 SIM:ESM4 Sell 1 5385.25 Aggressive
2024-06-11T22:16:37.37 SIM:ESM4 Sell 1 5385.5 Aggressive
2024-06-11T22:17:22.357 SIM:ESM4 Sell 1 5385.75 Aggressive
2024-06-11T22:17:52.367 SIM:ESM4 Sell 1 5385.75 Aggressive
2024-06-11T22:18:28.756 SIM:ESM4 Sell 1 5386 Aggressive
2024-06-11T22:18:52.373 SIM:ESM4 Sell 1 5385.75 Aggressive
2024-06-11T22:20:07.371 SIM:ESM4 Sell 28 5385.75 Aggressive
2024-06-11T22:20:07.371 SIM:ESM4 Sell 27 5385.5 Aggressive
2024-06-11T22:20:07.371 SIM:ESM4 Sell 46 5385.25 Aggressive
2024-06-11T22:20:07.371 SIM:ESM4 Sell 35 5385 Aggressive
2024-06-11T22:20:07.371 SIM:ESM4 Sell 55 5384.75 Aggressive
2024-06-11T22:20:07.371 SIM:ESM4 Sell 4 5385.75 Aggressive
2024-06-11T22:20:07.791 SIM:ESM4 Sell 27 5385.75 Aggressive
2024-06-11T22:20:07.791 SIM:ESM4 Sell 27 5385.5 Aggressive
2024-06-11T22:20:07.791 SIM:ESM4 Sell 46 5385.25 Aggressive
2024-06-11T22:20:07.791 SIM:ESM4 Sell 35 5385 Aggressive
2024-06-11T22:20:07.791 SIM:ESM4 Sell 55 5384.75 Aggressive
2024-06-11T22:20:08.075 SIM:ESM4 Sell 5 5384.75 Passive
2024-06-11T22:20:14.556 SIM:ESM4 Sell 27 5385.75 Aggressive
2024-06-11T22:20:14.556 SIM:ESM4 Sell 27 5385.5 Aggressive
2024-06-11T22:20:14.556 SIM:ESM4 Sell 34 5385.25 Aggressive
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM4
Buy / Sell
Buy
Quantity
500
Total Filled
500
Market VWAP
5385.7310
Average Total
5386.35
VWAP Slippage
0.6210
Arrival Price
5,385.8750
Destination Price
5,385.6250
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-11T21:52:49.916 SIM:ESM4 Buy 12 5386 Aggressive
2024-06-11T21:54:50.103 SIM:ESM4 Buy 1 5386 Aggressive
2024-06-11T21:55:07.175 SIM:ESM4 Buy 1 5385.5 Aggressive
2024-06-11T21:55:25.003 SIM:ESM4 Buy 1 5385.5 Aggressive
2024-06-11T21:55:50.1 SIM:ESM4 Buy 1 5385.75 Aggressive
2024-06-11T21:56:20.103 SIM:ESM4 Buy 1 5386 Aggressive
2024-06-11T21:57:20.094 SIM:ESM4 Buy 1 5385.75 Aggressive
2024-06-11T21:58:05.1 SIM:ESM4 Buy 1 5386 Aggressive
2024-06-11T21:59:35.098 SIM:ESM4 Buy 6 5385.75 Aggressive
2024-06-11T21:59:35.098 SIM:ESM4 Buy 36 5386 Aggressive
2024-06-11T21:59:35.098 SIM:ESM4 Buy 36 5386.25 Aggressive
2024-06-11T21:59:35.098 SIM:ESM4 Buy 55 5386.5 Aggressive
2024-06-11T21:59:35.098 SIM:ESM4 Buy 57 5386.75 Aggressive
2024-06-11T21:59:35.099 SIM:ESM4 Buy 4 5385.75 Aggressive
2024-06-11T21:59:35.099 SIM:ESM4 Buy 36 5386 Aggressive
2024-06-11T21:59:35.099 SIM:ESM4 Buy 36 5386.25 Aggressive
2024-06-11T21:59:35.099 SIM:ESM4 Buy 55 5386.5 Aggressive
2024-06-11T21:59:35.099 SIM:ESM4 Buy 57 5386.75 Aggressive
2024-06-11T21:59:35.1 SIM:ESM4 Buy 5 5385.75 Aggressive
2024-06-11T21:59:35.1 SIM:ESM4 Buy 35 5386 Aggressive
2024-06-11T21:59:35.1 SIM:ESM4 Buy 35 5386.25 Aggressive
2024-06-11T21:59:35.1 SIM:ESM4 Buy 28 5386.5 Aggressive