CQG Execution Technologies

VWAP Analytics

CQG Algos

Payup Model: Theo Queue
Date - Time
CQG Symbol
TYA
Exchange Symbol
SIM:ZNU4
Buy / Sell
Sell
Quantity
500
Total Filled
500
Market VWAP
109.5220
Average Total
109.52
VWAP Slippage
0.0063
Arrival Price
109.5391
Destination Price
109.5234
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-11T13:47:52.771 SIM:ZNU4 Sell 12 109.53125 Aggressive
2024-06-11T13:48:07.558 SIM:ZNU4 Sell 10 109.53125 Aggressive
2024-06-11T13:48:22.5 SIM:ZNU4 Sell 6 109.53125 Aggressive
2024-06-11T13:48:37.505 SIM:ZNU4 Sell 6 109.53125 Aggressive
2024-06-11T13:48:52.504 SIM:ZNU4 Sell 7 109.53125 Aggressive
2024-06-11T13:49:07.501 SIM:ZNU4 Sell 7 109.53125 Aggressive
2024-06-11T13:49:22.512 SIM:ZNU4 Sell 8 109.53125 Aggressive
2024-06-11T13:49:37.505 SIM:ZNU4 Sell 7 109.53125 Aggressive
2024-06-11T13:49:52.502 SIM:ZNU4 Sell 8 109.53125 Aggressive
2024-06-11T13:50:05.577 SIM:ZNU4 Sell 6 109.53125 Aggressive
2024-06-11T13:50:22.504 SIM:ZNU4 Sell 4 109.515625 Aggressive
2024-06-11T13:50:37.506 SIM:ZNU4 Sell 5 109.515625 Aggressive
2024-06-11T13:50:52.495 SIM:ZNU4 Sell 4 109.515625 Aggressive
2024-06-11T13:51:07.502 SIM:ZNU4 Sell 6 109.515625 Aggressive
2024-06-11T13:51:22.51 SIM:ZNU4 Sell 10 109.515625 Aggressive
2024-06-11T13:51:37.508 SIM:ZNU4 Sell 10 109.515625 Aggressive
2024-06-11T13:51:52.501 SIM:ZNU4 Sell 9 109.5 Aggressive
2024-06-11T13:52:03.193 SIM:ZNU4 Sell 16 109.515625 Aggressive
2024-06-11T13:52:22.569 SIM:ZNU4 Sell 22 109.515625 Aggressive
2024-06-11T13:52:29.105 SIM:ZNU4 Sell 21 109.515625 Aggressive
2024-06-11T13:52:52.505 SIM:ZNU4 Sell 22 109.515625 Aggressive
2024-06-11T13:53:07.513 SIM:ZNU4 Sell 21 109.515625 Aggressive
2024-06-11T13:53:22.511 SIM:ZNU4 Sell 19 109.515625 Aggressive
2024-06-11T13:53:37.5 SIM:ZNU4 Sell 19 109.515625 Aggressive
2024-06-11T13:53:52.504 SIM:ZNU4 Sell 19 109.515625 Aggressive
2024-06-11T13:54:07.508 SIM:ZNU4 Sell 13 109.515625 Aggressive
2024-06-11T13:54:22.504 SIM:ZNU4 Sell 7 109.515625 Aggressive
2024-06-11T13:54:37.505 SIM:ZNU4 Sell 7 109.515625 Aggressive
2024-06-11T13:54:52.559 SIM:ZNU4 Sell 7 109.5 Aggressive
2024-06-11T13:55:07.499 SIM:ZNU4 Sell 13 109.5 Aggressive
2024-06-11T13:55:22.513 SIM:ZNU4 Sell 21 109.5 Aggressive
2024-06-11T13:55:37.503 SIM:ZNU4 Sell 22 109.5 Aggressive
2024-06-11T13:55:52.006 SIM:ZNU4 Sell 21 109.515625 Aggressive
2024-06-11T13:56:07.5 SIM:ZNU4 Sell 18 109.515625 Aggressive
2024-06-11T13:56:22.5 SIM:ZNU4 Sell 15 109.515625 Aggressive
2024-06-11T13:56:37.5 SIM:ZNU4 Sell 16 109.515625 Aggressive
2024-06-11T13:56:52.51 SIM:ZNU4 Sell 15 109.515625 Aggressive
2024-06-11T13:57:07.496 SIM:ZNU4 Sell 14 109.515625 Aggressive
2024-06-11T13:57:22.56 SIM:ZNU4 Sell 14 109.515625 Aggressive
2024-06-11T13:57:22.56 SIM:ZNU4 Sell 13 109.515625 Aggressive
Date - Time
CQG Symbol
TYA
Exchange Symbol
SIM:ZNU4
Buy / Sell
Buy
Quantity
500
Total Filled
500
Market VWAP
109.5431
Average Total
109.55
VWAP Slippage
0.0038
Arrival Price
109.5391
Destination Price
109.5391
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-11T13:37:34.667 SIM:ZNU4 Buy 7 109.546875 Aggressive
2024-06-11T13:37:49.673 SIM:ZNU4 Buy 8 109.546875 Aggressive
2024-06-11T13:38:04.677 SIM:ZNU4 Buy 8 109.546875 Aggressive
2024-06-11T13:38:19.675 SIM:ZNU4 Buy 4 109.546875 Aggressive
2024-06-11T13:38:34.682 SIM:ZNU4 Buy 5 109.546875 Aggressive
2024-06-11T13:38:49.662 SIM:ZNU4 Buy 5 109.546875 Aggressive
2024-06-11T13:39:10.059 SIM:ZNU4 Buy 10 109.546875 Aggressive
2024-06-11T13:39:19.673 SIM:ZNU4 Buy 25 109.546875 Aggressive
2024-06-11T13:39:40.988 SIM:ZNU4 Buy 24 109.546875 Aggressive
2024-06-11T13:39:49.669 SIM:ZNU4 Buy 24 109.546875 Aggressive
2024-06-11T13:40:04.698 SIM:ZNU4 Buy 22 109.546875 Aggressive
2024-06-11T13:40:19.67 SIM:ZNU4 Buy 13 109.546875 Aggressive
2024-06-11T13:40:34.679 SIM:ZNU4 Buy 13 109.546875 Aggressive
2024-06-11T13:40:49.677 SIM:ZNU4 Buy 14 109.546875 Aggressive
2024-06-11T13:41:04.68 SIM:ZNU4 Buy 13 109.546875 Aggressive
2024-06-11T13:41:19.669 SIM:ZNU4 Buy 12 109.546875 Aggressive
2024-06-11T13:41:34.66 SIM:ZNU4 Buy 13 109.546875 Aggressive
2024-06-11T13:41:49.669 SIM:ZNU4 Buy 12 109.546875 Aggressive
2024-06-11T13:42:04.67 SIM:ZNU4 Buy 13 109.546875 Aggressive
2024-06-11T13:42:19.662 SIM:ZNU4 Buy 15 109.546875 Aggressive
2024-06-11T13:42:34.669 SIM:ZNU4 Buy 14 109.546875 Aggressive
2024-06-11T13:42:49.658 SIM:ZNU4 Buy 14 109.546875 Aggressive
2024-06-11T13:43:04.678 SIM:ZNU4 Buy 12 109.546875 Aggressive
2024-06-11T13:43:19.668 SIM:ZNU4 Buy 7 109.546875 Aggressive
2024-06-11T13:43:34.676 SIM:ZNU4 Buy 6 109.546875 Aggressive
2024-06-11T13:43:49.661 SIM:ZNU4 Buy 6 109.546875 Aggressive
2024-06-11T13:44:04.662 SIM:ZNU4 Buy 7 109.546875 Aggressive
2024-06-11T13:44:19.678 SIM:ZNU4 Buy 6 109.546875 Aggressive
2024-06-11T13:44:34.665 SIM:ZNU4 Buy 6 109.546875 Aggressive
2024-06-11T13:44:49.67 SIM:ZNU4 Buy 7 109.546875 Aggressive
2024-06-11T13:45:04.679 SIM:ZNU4 Buy 9 109.546875 Aggressive
2024-06-11T13:45:19.672 SIM:ZNU4 Buy 19 109.546875 Aggressive
2024-06-11T13:45:34.669 SIM:ZNU4 Buy 19 109.546875 Aggressive
2024-06-11T13:45:49.671 SIM:ZNU4 Buy 19 109.546875 Aggressive
2024-06-11T13:46:04.668 SIM:ZNU4 Buy 17 109.546875 Aggressive
2024-06-11T13:46:19.668 SIM:ZNU4 Buy 11 109.546875 Aggressive
2024-06-11T13:46:34.679 SIM:ZNU4 Buy 12 109.546875 Aggressive
2024-06-11T13:46:49.671 SIM:ZNU4 Buy 12 109.546875 Aggressive
2024-06-11T13:47:04.667 SIM:ZNU4 Buy 23 109.546875 Aggressive
2024-06-11T13:47:04.667 SIM:ZNU4 Buy 14 109.546875 Aggressive
Date - Time
CQG Symbol
ZCE
Exchange Symbol
SIM:ZCN4
Buy / Sell
Sell
Quantity
500
Total Filled
418
Market VWAP
Average Total
449.00
VWAP Slippage
0.0000
Arrival Price
449.2500
Destination Price
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-11T13:26:48.268 SIM:ZCN4 Sell 13 449 Aggressive
2024-06-11T13:27:03.268 SIM:ZCN4 Sell 13 449 Aggressive
2024-06-11T13:27:18.268 SIM:ZCN4 Sell 8 449 Aggressive
2024-06-11T13:27:33.219 SIM:ZCN4 Sell 9 449 Aggressive
2024-06-11T13:27:48.214 SIM:ZCN4 Sell 8 449 Aggressive
2024-06-11T13:28:03.222 SIM:ZCN4 Sell 9 449 Aggressive
2024-06-11T13:28:18.268 SIM:ZCN4 Sell 10 449 Aggressive
2024-06-11T13:28:33.216 SIM:ZCN4 Sell 11 449 Aggressive
2024-06-11T13:28:48.214 SIM:ZCN4 Sell 10 449 Aggressive
2024-06-11T13:29:03.215 SIM:ZCN4 Sell 10 449 Aggressive
2024-06-11T13:29:18.212 SIM:ZCN4 Sell 8 449 Aggressive
2024-06-11T13:29:33.269 SIM:ZCN4 Sell 8 449 Aggressive
2024-06-11T13:29:48.269 SIM:ZCN4 Sell 8 449 Aggressive
2024-06-11T13:30:03.26 SIM:ZCN4 Sell 8 449 Aggressive
2024-06-11T13:30:18.258 SIM:ZCN4 Sell 10 449 Aggressive
2024-06-11T13:30:33.269 SIM:ZCN4 Sell 10 449 Aggressive
2024-06-11T13:30:49.396 SIM:ZCN4 Sell 10 449 Aggressive
2024-06-11T13:31:03.268 SIM:ZCN4 Sell 11 449 Aggressive
2024-06-11T13:31:18.271 SIM:ZCN4 Sell 17 449 Aggressive
2024-06-11T13:31:33.268 SIM:ZCN4 Sell 16 449 Aggressive
2024-06-11T13:31:48.272 SIM:ZCN4 Sell 17 449 Aggressive
2024-06-11T13:32:03.269 SIM:ZCN4 Sell 16 449 Aggressive
2024-06-11T13:32:18.269 SIM:ZCN4 Sell 15 449 Aggressive
2024-06-11T13:32:33.27 SIM:ZCN4 Sell 15 449 Aggressive
2024-06-11T13:32:48.256 SIM:ZCN4 Sell 15 449 Aggressive
2024-06-11T13:33:03.268 SIM:ZCN4 Sell 15 449 Aggressive
2024-06-11T13:33:18.259 SIM:ZCN4 Sell 16 449 Aggressive
2024-06-11T13:33:35.081 SIM:ZCN4 Sell 16 449 Aggressive
2024-06-11T13:33:48.269 SIM:ZCN4 Sell 16 449 Aggressive
2024-06-11T13:34:03.26 SIM:ZCN4 Sell 16 449 Aggressive
2024-06-11T13:34:18.271 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:18.271 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:18.271 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:18.271 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:18.271 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:18.272 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:18.272 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:18.272 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:18.272 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:18.272 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:18.272 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:18.272 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:18.272 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:33.269 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:33.269 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:33.269 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:33.269 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:33.269 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:33.269 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:33.269 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:33.269 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:33.269 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:33.269 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:33.269 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:33.27 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:33.27 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:33.27 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:48.268 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:48.268 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:48.269 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:48.269 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:48.269 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:48.269 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:48.269 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:48.269 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:48.269 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:48.269 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:48.269 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:48.269 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:48.269 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:34:48.269 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:35:03.262 SIM:ZCN4 Sell 2 449 Aggressive
2024-06-11T13:35:03.262 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:35:03.262 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:35:03.262 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:35:03.262 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:35:03.262 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:35:03.263 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:35:03.263 SIM:ZCN4 Sell 1 449 Aggressive
2024-06-11T13:36:38.171 SIM:ZCN4 Sell 1 449 Passive
2024-06-11T13:36:41.176 SIM:ZCN4 Sell 1 449 Passive
2024-06-11T13:36:44.194 SIM:ZCN4 Sell 1 449 Passive
2024-06-11T13:36:47.268 SIM:ZCN4 Sell 1 449 Passive
Date - Time
CQG Symbol
ZCE
Exchange Symbol
SIM:ZCN4
Buy / Sell
Buy
Quantity
500
Total Filled
500
Market VWAP
449.4459
Average Total
449.57
VWAP Slippage
0.1216
Arrival Price
449.3750
Destination Price
449.3750
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-11T13:16:31.913 SIM:ZCN4 Buy 17 449.5 Aggressive
2024-06-11T13:16:46.898 SIM:ZCN4 Buy 18 449.5 Aggressive
2024-06-11T13:16:57.76 SIM:ZCN4 Buy 16 449.5 Aggressive
2024-06-11T13:16:57.861 SIM:ZCN4 Buy 2 449.5 Aggressive
2024-06-11T13:17:16.91 SIM:ZCN4 Buy 19 449.5 Aggressive
2024-06-11T13:17:31.902 SIM:ZCN4 Buy 19 449.75 Aggressive
2024-06-11T13:17:46.91 SIM:ZCN4 Buy 13 449.75 Aggressive
2024-06-11T13:17:46.91 SIM:ZCN4 Buy 6 450 Aggressive
2024-06-11T13:18:01.913 SIM:ZCN4 Buy 13 449.75 Aggressive
2024-06-11T13:18:01.913 SIM:ZCN4 Buy 6 450 Aggressive
2024-06-11T13:18:16.901 SIM:ZCN4 Buy 15 449.75 Aggressive
2024-06-11T13:18:31.959 SIM:ZCN4 Buy 15 449.75 Aggressive
2024-06-11T13:18:46.968 SIM:ZCN4 Buy 14 449.75 Aggressive
2024-06-11T13:19:01.957 SIM:ZCN4 Buy 16 449.75 Aggressive
2024-06-11T13:19:16.909 SIM:ZCN4 Buy 22 449.75 Aggressive
2024-06-11T13:19:21.558 SIM:ZCN4 Buy 22 449.5 Aggressive
2024-06-11T13:19:40.203 SIM:ZCN4 Buy 7 449.25 Aggressive
2024-06-11T13:19:40.213 SIM:ZCN4 Buy 2 449.25 Aggressive
2024-06-11T13:19:40.286 SIM:ZCN4 Buy 2 449.25 Aggressive
2024-06-11T13:19:40.305 SIM:ZCN4 Buy 2 449.25 Aggressive
2024-06-11T13:19:40.462 SIM:ZCN4 Buy 2 449.25 Aggressive
2024-06-11T13:19:46.912 SIM:ZCN4 Buy 7 449.5 Aggressive
2024-06-11T13:19:52.276 SIM:ZCN4 Buy 1 449.25 Aggressive
2024-06-11T13:20:01.961 SIM:ZCN4 Buy 20 449.5 Aggressive
2024-06-11T13:20:16.896 SIM:ZCN4 Buy 8 449.5 Aggressive
2024-06-11T13:20:31.895 SIM:ZCN4 Buy 8 449.5 Aggressive
2024-06-11T13:20:46.901 SIM:ZCN4 Buy 8 449.5 Aggressive
2024-06-11T13:21:01.961 SIM:ZCN4 Buy 7 449.5 Aggressive
2024-06-11T13:21:16.959 SIM:ZCN4 Buy 9 449.5 Aggressive
2024-06-11T13:21:31.906 SIM:ZCN4 Buy 8 449.5 Aggressive
2024-06-11T13:21:46.905 SIM:ZCN4 Buy 8 449.5 Aggressive
2024-06-11T13:22:01.903 SIM:ZCN4 Buy 9 449.5 Aggressive
2024-06-11T13:22:16.901 SIM:ZCN4 Buy 15 449.5 Aggressive
2024-06-11T13:22:31.898 SIM:ZCN4 Buy 16 449.5 Aggressive
2024-06-11T13:22:46.9 SIM:ZCN4 Buy 16 449.5 Aggressive
2024-06-11T13:23:01.903 SIM:ZCN4 Buy 15 449.5 Aggressive
2024-06-11T13:23:16.902 SIM:ZCN4 Buy 10 449.5 Aggressive
2024-06-11T13:23:31.907 SIM:ZCN4 Buy 10 449.5 Aggressive
2024-06-11T13:23:46.906 SIM:ZCN4 Buy 5 449.5 Aggressive
2024-06-11T13:23:46.906 SIM:ZCN4 Buy 1 449.5 Aggressive
2024-06-11T13:23:46.906 SIM:ZCN4 Buy 1 449.5 Aggressive
2024-06-11T13:23:46.906 SIM:ZCN4 Buy 1 449.5 Aggressive
2024-06-11T13:23:46.906 SIM:ZCN4 Buy 1 449.5 Aggressive
2024-06-11T13:23:46.906 SIM:ZCN4 Buy 1 449.5 Aggressive
2024-06-11T13:23:50.46 SIM:ZCN4 Buy 1 449.5 Passive
2024-06-11T13:24:01.897 SIM:ZCN4 Buy 1 449.5 Aggressive
2024-06-11T13:24:01.897 SIM:ZCN4 Buy 1 449.5 Aggressive
2024-06-11T13:24:01.897 SIM:ZCN4 Buy 1 449.5 Aggressive
2024-06-11T13:24:01.897 SIM:ZCN4 Buy 1 449.5 Aggressive
2024-06-11T13:24:05.267 SIM:ZCN4 Buy 1 449.5 Passive
2024-06-11T13:24:09.292 SIM:ZCN4 Buy 1 449.5 Passive
2024-06-11T13:24:12.357 SIM:ZCN4 Buy 1 449.5 Passive
2024-06-11T13:24:15.381 SIM:ZCN4 Buy 1 449.5 Passive
2024-06-11T13:24:18.46 SIM:ZCN4 Buy 1 449.5 Passive
2024-06-11T13:24:22.465 SIM:ZCN4 Buy 1 449.5 Passive
2024-06-11T13:24:24.492 SIM:ZCN4 Buy 1 449.5 Passive
2024-06-11T13:24:28.568 SIM:ZCN4 Buy 1 449.5 Passive
2024-06-11T13:24:31.594 SIM:ZCN4 Buy 1 449.5 Passive
2024-06-11T13:24:36.481 SIM:ZCN4 Buy 1 449.5 Passive
2024-06-11T13:24:38.502 SIM:ZCN4 Buy 1 449.5 Passive
2024-06-11T13:24:42.602 SIM:ZCN4 Buy 1 449.5 Passive
2024-06-11T13:24:45.668 SIM:ZCN4 Buy 1 449.5 Passive
2024-06-11T13:24:55.202 SIM:ZCN4 Buy 20 449.5 Aggressive
2024-06-11T13:25:01.958 SIM:ZCN4 Buy 8 449.5 Aggressive
2024-06-11T13:25:16.912 SIM:ZCN4 Buy 3 449.5 Aggressive
2024-06-11T13:25:31.902 SIM:ZCN4 Buy 3 449.5 Aggressive
2024-06-11T13:25:46.959 SIM:ZCN4 Buy 3 449.5 Aggressive
2024-06-11T13:26:01.96 SIM:ZCN4 Buy 9 449.5 Aggressive
2024-06-11T13:26:01.96 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
19165.0473
Average Total
19163.14
VWAP Slippage
1.9098
Arrival Price
19,176.0000
Destination Price
19,174.2500
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-11T13:05:31.299 SIM:NQM4 Sell 2 19176 Aggressive
2024-06-11T13:05:31.304 SIM:NQM4 Sell 4 19176 Aggressive
2024-06-11T13:05:31.361 SIM:NQM4 Sell 6 19176.25 Aggressive
2024-06-11T13:05:45.198 SIM:NQM4 Sell 2 19175.5 Aggressive
2024-06-11T13:05:45.199 SIM:NQM4 Sell 2 19175.5 Aggressive
2024-06-11T13:05:45.257 SIM:NQM4 Sell 2 19175.5 Aggressive
2024-06-11T13:05:45.285 SIM:NQM4 Sell 2 19175.5 Aggressive
2024-06-11T13:05:45.506 SIM:NQM4 Sell 1 19175.25 Aggressive
2024-06-11T13:05:45.508 SIM:NQM4 Sell 1 19175.25 Aggressive
2024-06-11T13:05:45.51 SIM:NQM4 Sell 1 19175.25 Aggressive
2024-06-11T13:05:45.557 SIM:NQM4 Sell 1 19175.25 Aggressive
2024-06-11T13:06:00.965 SIM:NQM4 Sell 4 19174.5 Aggressive
2024-06-11T13:06:00.966 SIM:NQM4 Sell 4 19174.5 Aggressive
2024-06-11T13:06:00.967 SIM:NQM4 Sell 4 19174.5 Aggressive
2024-06-11T13:06:00.972 SIM:NQM4 Sell 1 19174.5 Aggressive
2024-06-11T13:06:17.062 SIM:NQM4 Sell 3 19175 Aggressive
2024-06-11T13:06:17.161 SIM:NQM4 Sell 5 19175 Aggressive
2024-06-11T13:06:17.162 SIM:NQM4 Sell 4 19175 Aggressive
2024-06-11T13:06:30.36 SIM:NQM4 Sell 4 19168.75 Aggressive
2024-06-11T13:06:30.377 SIM:NQM4 Sell 1 19168.75 Aggressive
2024-06-11T13:06:30.399 SIM:NQM4 Sell 2 19168.75 Aggressive
2024-06-11T13:06:30.4 SIM:NQM4 Sell 3 19168.75 Aggressive
2024-06-11T13:06:30.401 SIM:NQM4 Sell 2 19168.75 Aggressive
2024-06-11T13:06:45.261 SIM:NQM4 Sell 3 19169 Aggressive
2024-06-11T13:06:45.302 SIM:NQM4 Sell 3 19169 Aggressive
2024-06-11T13:06:45.303 SIM:NQM4 Sell 3 19169 Aggressive
2024-06-11T13:06:45.356 SIM:NQM4 Sell 2 19169 Aggressive
2024-06-11T13:06:45.46 SIM:NQM4 Sell 1 19169 Aggressive
2024-06-11T13:07:00.279 SIM:NQM4 Sell 1 19164.75 Aggressive
2024-06-11T13:07:00.29 SIM:NQM4 Sell 1 19164.75 Aggressive
2024-06-11T13:07:00.458 SIM:NQM4 Sell 4 19164.75 Aggressive
2024-06-11T13:07:00.466 SIM:NQM4 Sell 5 19164.75 Aggressive
2024-06-11T13:07:00.478 SIM:NQM4 Sell 1 19165 Aggressive
2024-06-11T13:07:00.478 SIM:NQM4 Sell 1 19164.75 Aggressive
2024-06-11T13:07:15.259 SIM:NQM4 Sell 3 19162.75 Aggressive
2024-06-11T13:07:15.275 SIM:NQM4 Sell 3 19162.75 Aggressive
2024-06-11T13:07:15.276 SIM:NQM4 Sell 4 19162.75 Aggressive
2024-06-11T13:07:15.277 SIM:NQM4 Sell 2 19162.75 Aggressive
2024-06-11T13:07:30.07 SIM:NQM4 Sell 2 19159.5 Aggressive
2024-06-11T13:07:30.071 SIM:NQM4 Sell 6 19159.5 Aggressive
2024-06-11T13:07:30.073 SIM:NQM4 Sell 2 19159.75 Aggressive
2024-06-11T13:07:30.073 SIM:NQM4 Sell 3 19159.5 Aggressive
2024-06-11T13:07:45.157 SIM:NQM4 Sell 2 19156.75 Aggressive
2024-06-11T13:07:45.188 SIM:NQM4 Sell 1 19156.75 Aggressive
2024-06-11T13:07:45.189 SIM:NQM4 Sell 1 19156.75 Aggressive
2024-06-11T13:07:45.197 SIM:NQM4 Sell 2 19156.75 Aggressive
2024-06-11T13:07:45.265 SIM:NQM4 Sell 1 19156 Aggressive
2024-06-11T13:07:45.267 SIM:NQM4 Sell 2 19156 Aggressive
2024-06-11T13:07:45.269 SIM:NQM4 Sell 2 19156 Aggressive
2024-06-11T13:07:45.27 SIM:NQM4 Sell 1 19156 Aggressive
2024-06-11T13:08:00.281 SIM:NQM4 Sell 2 19154 Aggressive
2024-06-11T13:08:00.282 SIM:NQM4 Sell 2 19154 Aggressive
2024-06-11T13:08:00.289 SIM:NQM4 Sell 2 19154 Aggressive
2024-06-11T13:08:00.294 SIM:NQM4 Sell 1 19154 Aggressive
2024-06-11T13:08:00.295 SIM:NQM4 Sell 1 19154 Aggressive
2024-06-11T13:08:00.568 SIM:NQM4 Sell 1 19153.25 Aggressive
2024-06-11T13:08:00.57 SIM:NQM4 Sell 1 19153.25 Aggressive
2024-06-11T13:08:00.66 SIM:NQM4 Sell 2 19153.25 Aggressive
2024-06-11T13:08:00.698 SIM:NQM4 Sell 2 19153.25 Aggressive
2024-06-11T13:08:15.698 SIM:NQM4 Sell 5 19154.75 Aggressive
2024-06-11T13:08:15.699 SIM:NQM4 Sell 5 19154.75 Aggressive
2024-06-11T13:08:15.706 SIM:NQM4 Sell 5 19154.75 Aggressive
2024-06-11T13:08:30.291 SIM:NQM4 Sell 1 19154.75 Aggressive
2024-06-11T13:08:30.292 SIM:NQM4 Sell 3 19154.75 Aggressive
2024-06-11T13:08:30.299 SIM:NQM4 Sell 3 19154.75 Aggressive
2024-06-11T13:08:30.356 SIM:NQM4 Sell 2 19154.75 Aggressive
2024-06-11T13:08:30.361 SIM:NQM4 Sell 5 19154.75 Aggressive
2024-06-11T13:08:46.359 SIM:NQM4 Sell 2 19156 Aggressive
2024-06-11T13:08:46.361 SIM:NQM4 Sell 2 19156 Aggressive
2024-06-11T13:08:46.364 SIM:NQM4 Sell 2 19156 Aggressive
2024-06-11T13:08:46.365 SIM:NQM4 Sell 3 19156 Aggressive
2024-06-11T13:08:46.378 SIM:NQM4 Sell 3 19156 Aggressive
2024-06-11T13:08:46.477 SIM:NQM4 Sell 2 19156 Aggressive
2024-06-11T13:09:01.513 SIM:NQM4 Sell 1 19155.25 Aggressive
2024-06-11T13:09:01.514 SIM:NQM4 Sell 6 19155.25 Aggressive
2024-06-11T13:09:01.515 SIM:NQM4 Sell 4 19155.25 Aggressive
2024-06-11T13:09:01.516 SIM:NQM4 Sell 1 19155.25 Aggressive
2024-06-11T13:09:15.799 SIM:NQM4 Sell 3 19156.5 Aggressive
2024-06-11T13:09:15.801 SIM:NQM4 Sell 3 19156.5 Aggressive
2024-06-11T13:09:15.807 SIM:NQM4 Sell 2 19156.5 Aggressive
2024-06-11T13:09:15.861 SIM:NQM4 Sell 3 19156.5 Aggressive
2024-06-11T13:09:30.51 SIM:NQM4 Sell 1 19156.25 Aggressive
2024-06-11T13:09:30.511 SIM:NQM4 Sell 2 19156.25 Aggressive
2024-06-11T13:09:30.517 SIM:NQM4 Sell 1 19156.25 Aggressive
2024-06-11T13:09:30.521 SIM:NQM4 Sell 1 19156.25 Aggressive
2024-06-11T13:09:30.66 SIM:NQM4 Sell 1 19156.25 Aggressive
2024-06-11T13:09:30.665 SIM:NQM4 Sell 2 19156.25 Aggressive
2024-06-11T13:09:30.666 SIM:NQM4 Sell 4 19156.25 Aggressive
2024-06-11T13:09:45.114 SIM:NQM4 Sell 2 19156.75 Aggressive
2024-06-11T13:09:45.757 SIM:NQM4 Sell 2 19156.75 Aggressive
2024-06-11T13:09:45.871 SIM:NQM4 Sell 1 19156.75 Aggressive
2024-06-11T13:09:45.879 SIM:NQM4 Sell 1 19156.75 Aggressive
2024-06-11T13:09:45.88 SIM:NQM4 Sell 2 19156.75 Aggressive
2024-06-11T13:09:45.898 SIM:NQM4 Sell 1 19156.75 Aggressive
2024-06-11T13:09:45.9 SIM:NQM4 Sell 1 19156.75 Aggressive
2024-06-11T13:09:46.156 SIM:NQM4 Sell 1 19156.75 Aggressive
2024-06-11T13:09:46.457 SIM:NQM4 Sell 1 19156.75 Aggressive
2024-06-11T13:10:01.295 SIM:NQM4 Sell 1 19154.5 Aggressive
2024-06-11T13:10:01.297 SIM:NQM4 Sell 1 19154.5 Aggressive
2024-06-11T13:10:01.298 SIM:NQM4 Sell 1 19154.5 Aggressive
2024-06-11T13:10:01.304 SIM:NQM4 Sell 2 19154.5 Aggressive
2024-06-11T13:10:01.305 SIM:NQM4 Sell 3 19154.5 Aggressive
2024-06-11T13:10:01.356 SIM:NQM4 Sell 3 19154.5 Aggressive
2024-06-11T13:10:01.466 SIM:NQM4 Sell 1 19154.75 Aggressive
2024-06-11T13:10:15.77 SIM:NQM4 Sell 2 19155 Aggressive
2024-06-11T13:10:15.778 SIM:NQM4 Sell 2 19155 Aggressive
2024-06-11T13:10:15.781 SIM:NQM4 Sell 1 19155 Aggressive
2024-06-11T13:10:15.816 SIM:NQM4 Sell 2 19155 Aggressive
2024-06-11T13:10:15.965 SIM:NQM4 Sell 2 19155 Aggressive
2024-06-11T13:10:15.966 SIM:NQM4 Sell 2 19155 Aggressive
2024-06-11T13:10:15.992 SIM:NQM4 Sell 1 19155 Aggressive
2024-06-11T13:10:15.993 SIM:NQM4 Sell 1 19155 Aggressive
2024-06-11T13:10:31.106 SIM:NQM4 Sell 3 19153 Aggressive
2024-06-11T13:10:31.107 SIM:NQM4 Sell 1 19153.25 Aggressive
2024-06-11T13:10:31.107 SIM:NQM4 Sell 5 19153 Aggressive
2024-06-11T13:10:31.108 SIM:NQM4 Sell 3 19153 Aggressive
2024-06-11T13:10:45.664 SIM:NQM4 Sell 1 19154 Aggressive
2024-06-11T13:10:46.462 SIM:NQM4 Sell 7 19154.25 Aggressive
2024-06-11T13:10:46.462 SIM:NQM4 Sell 4 19154 Aggressive
2024-06-11T13:11:00.664 SIM:NQM4 Sell 3 19153.75 Aggressive
2024-06-11T13:11:01.757 SIM:NQM4 Sell 4 19153 Aggressive
2024-06-11T13:11:01.777 SIM:NQM4 Sell 4 19153 Aggressive
2024-06-11T13:11:01.88 SIM:NQM4 Sell 3 19153 Aggressive
2024-06-11T13:11:15.16 SIM:NQM4 Sell 1 19155.25 Aggressive
2024-06-11T13:11:15.26 SIM:NQM4 Sell 1 19155.25 Aggressive
2024-06-11T13:11:15.263 SIM:NQM4 Sell 1 19155.25 Aggressive
2024-06-11T13:11:15.264 SIM:NQM4 Sell 1 19155.25 Aggressive
2024-06-11T13:11:15.274 SIM:NQM4 Sell 2 19155.25 Aggressive
2024-06-11T13:11:15.275 SIM:NQM4 Sell 2 19155.25 Aggressive
2024-06-11T13:11:15.286 SIM:NQM4 Sell 2 19155.25 Aggressive
2024-06-11T13:11:15.294 SIM:NQM4 Sell 3 19155.25 Aggressive
2024-06-11T13:11:30.715 SIM:NQM4 Sell 1 19154 Aggressive
2024-06-11T13:11:30.716 SIM:NQM4 Sell 1 19154 Aggressive
2024-06-11T13:11:31.683 SIM:NQM4 Sell 1 19154 Aggressive
2024-06-11T13:11:31.684 SIM:NQM4 Sell 1 19154 Aggressive
2024-06-11T13:11:31.757 SIM:NQM4 Sell 5 19154.25 Aggressive
2024-06-11T13:11:31.757 SIM:NQM4 Sell 5 19154 Aggressive
2024-06-11T13:11:45.111 SIM:NQM4 Sell 1 19154.75 Aggressive
2024-06-11T13:11:45.162 SIM:NQM4 Sell 1 19154.75 Passive
2024-06-11T13:11:45.781 SIM:NQM4 Sell 2 19154.75 Aggressive
2024-06-11T13:11:45.789 SIM:NQM4 Sell 2 19154.75 Aggressive
2024-06-11T13:11:45.799 SIM:NQM4 Sell 2 19154.75 Aggressive
2024-06-11T13:11:45.861 SIM:NQM4 Sell 2 19154.75 Aggressive
2024-06-11T13:11:45.88 SIM:NQM4 Sell 2 19154.75 Aggressive
2024-06-11T13:11:46.377 SIM:NQM4 Sell 1 19154.5 Aggressive
2024-06-11T13:11:46.378 SIM:NQM4 Sell 1 19154.5 Aggressive
2024-06-11T13:12:00.38 SIM:NQM4 Sell 2 19158 Aggressive
2024-06-11T13:12:00.381 SIM:NQM4 Sell 2 19158 Aggressive
2024-06-11T13:12:00.389 SIM:NQM4 Sell 3 19158 Aggressive
2024-06-11T13:12:00.39 SIM:NQM4 Sell 3 19158 Aggressive
2024-06-11T13:12:00.392 SIM:NQM4 Sell 2 19158 Aggressive
2024-06-11T13:12:15.889 SIM:NQM4 Sell 1 19159 Aggressive
2024-06-11T13:12:15.89 SIM:NQM4 Sell 1 19159 Aggressive
2024-06-11T13:12:15.891 SIM:NQM4 Sell 1 19159 Aggressive
2024-06-11T13:12:15.894 SIM:NQM4 Sell 1 19159 Aggressive
2024-06-11T13:12:15.897 SIM:NQM4 Sell 1 19159 Aggressive
2024-06-11T13:12:16.1 SIM:NQM4 Sell 1 19159 Aggressive
2024-06-11T13:12:16.101 SIM:NQM4 Sell 6 19159 Aggressive
2024-06-11T13:12:30.589 SIM:NQM4 Sell 1 19164.25 Aggressive
2024-06-11T13:12:30.59 SIM:NQM4 Sell 1 19164.25 Aggressive
2024-06-11T13:12:30.591 SIM:NQM4 Sell 1 19164.25 Aggressive
2024-06-11T13:12:30.593 SIM:NQM4 Sell 5 19164.25 Aggressive
2024-06-11T13:12:30.601 SIM:NQM4 Sell 1 19164.5 Aggressive
2024-06-11T13:12:30.601 SIM:NQM4 Sell 4 19164.25 Aggressive
2024-06-11T13:12:45.36 SIM:NQM4 Sell 3 19168.25 Aggressive
2024-06-11T13:12:45.36 SIM:NQM4 Sell 7 19168 Aggressive
2024-06-11T13:12:45.384 SIM:NQM4 Sell 2 19168.25 Aggressive
2024-06-11T13:13:00.303 SIM:NQM4 Sell 1 19168.75 Aggressive
2024-06-11T13:13:00.304 SIM:NQM4 Sell 3 19168.75 Aggressive
2024-06-11T13:13:00.305 SIM:NQM4 Sell 4 19168.75 Aggressive
2024-06-11T13:13:00.306 SIM:NQM4 Sell 4 19168.75 Aggressive
2024-06-11T13:13:00.357 SIM:NQM4 Sell 1 19168.75 Aggressive
2024-06-11T13:13:26.561 SIM:NQM4 Sell 2 19169.75 Aggressive
2024-06-11T13:13:26.661 SIM:NQM4 Sell 2 19169.75 Aggressive
2024-06-11T13:13:26.685 SIM:NQM4 Sell 2 19169.75 Aggressive
2024-06-11T13:13:26.759 SIM:NQM4 Sell 4 19169.75 Aggressive
2024-06-11T13:13:26.794 SIM:NQM4 Sell 2 19169.75 Aggressive
2024-06-11T13:13:30.094 SIM:NQM4 Sell 6 19170 Aggressive
2024-06-11T13:13:30.096 SIM:NQM4 Sell 6 19170 Aggressive
2024-06-11T13:13:47.693 SIM:NQM4 Sell 1 19171.75 Aggressive
2024-06-11T13:13:47.696 SIM:NQM4 Sell 1 19171.75 Aggressive
2024-06-11T13:13:47.697 SIM:NQM4 Sell 1 19171.75 Aggressive
2024-06-11T13:13:47.861 SIM:NQM4 Sell 1 19171.75 Aggressive
2024-06-11T13:13:47.88 SIM:NQM4 Sell 2 19171.75 Aggressive
2024-06-11T13:13:47.881 SIM:NQM4 Sell 3 19171.75 Aggressive
2024-06-11T13:13:47.883 SIM:NQM4 Sell 3 19171.75 Aggressive
2024-06-11T13:13:47.892 SIM:NQM4 Sell 1 19171.75 Aggressive
2024-06-11T13:14:00.361 SIM:NQM4 Sell 3 19176.75 Aggressive
2024-06-11T13:14:00.378 SIM:NQM4 Sell 3 19176.75 Aggressive
2024-06-11T13:14:00.383 SIM:NQM4 Sell 3 19176.75 Aggressive
2024-06-11T13:14:00.457 SIM:NQM4 Sell 2 19176.75 Aggressive
2024-06-11T13:14:15.29 SIM:NQM4 Sell 1 19174.25 Aggressive
2024-06-11T13:14:15.567 SIM:NQM4 Sell 1 19174.25 Aggressive
2024-06-11T13:14:15.568 SIM:NQM4 Sell 5 19174.25 Aggressive
2024-06-11T13:14:15.571 SIM:NQM4 Sell 5 19174.25 Aggressive
2024-06-11T13:14:30.189 SIM:NQM4 Sell 4 19174.25 Aggressive
2024-06-11T13:14:30.19 SIM:NQM4 Sell 3 19174.25 Aggressive
2024-06-11T13:14:30.26 SIM:NQM4 Sell 2 19174.25 Aggressive
2024-06-11T13:14:30.291 SIM:NQM4 Sell 3 19174.5 Aggressive
2024-06-11T13:14:46.159 SIM:NQM4 Sell 4 19175.25 Aggressive
2024-06-11T13:14:46.182 SIM:NQM4 Sell 4 19175.25 Aggressive
2024-06-11T13:14:46.183 SIM:NQM4 Sell 2 19175.5 Aggressive
2024-06-11T13:14:46.183 SIM:NQM4 Sell 2 19175.25 Aggressive
2024-06-11T13:15:00.363 SIM:NQM4 Sell 4 19174 Aggressive
2024-06-11T13:15:00.364 SIM:NQM4 Sell 1 19174.25 Aggressive
2024-06-11T13:15:00.364 SIM:NQM4 Sell 6 19174 Aggressive
2024-06-11T13:15:15.057 SIM:NQM4 Sell 2 19173 Aggressive
2024-06-11T13:15:15.057 SIM:NQM4 Sell 10 19172.75 Aggressive
Date - Time
CQG Symbol
ENQ
Exchange Symbol
SIM:NQM4
Buy / Sell
Buy
Quantity
500
Total Filled
500
Market VWAP
19166.9429
Average Total
19164.87
VWAP Slippage
-2.0699
Arrival Price
19,161.7500
Destination Price
19,176.1250
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-11T12:55:16.19 SIM:NQM4 Buy 1 19162 Aggressive
2024-06-11T12:55:16.37 SIM:NQM4 Buy 1 19162 Aggressive
2024-06-11T12:55:16.371 SIM:NQM4 Buy 2 19162 Aggressive
2024-06-11T12:55:16.372 SIM:NQM4 Buy 2 19162 Aggressive
2024-06-11T12:55:16.379 SIM:NQM4 Buy 2 19162 Aggressive
2024-06-11T12:55:16.381 SIM:NQM4 Buy 2 19162 Aggressive
2024-06-11T12:55:16.559 SIM:NQM4 Buy 2 19162 Aggressive
2024-06-11T12:55:29.36 SIM:NQM4 Buy 2 19164.25 Aggressive
2024-06-11T12:55:29.956 SIM:NQM4 Buy 2 19164.25 Aggressive
2024-06-11T12:55:29.957 SIM:NQM4 Buy 2 19164 Aggressive
2024-06-11T12:55:29.957 SIM:NQM4 Buy 6 19164.25 Aggressive
2024-06-11T12:55:29.962 SIM:NQM4 Buy 1 19164 Aggressive
2024-06-11T12:55:44.095 SIM:NQM4 Buy 1 19162.5 Aggressive
2024-06-11T12:55:44.096 SIM:NQM4 Buy 1 19162.5 Aggressive
2024-06-11T12:55:44.106 SIM:NQM4 Buy 1 19162.5 Aggressive
2024-06-11T12:55:44.107 SIM:NQM4 Buy 1 19162.5 Aggressive
2024-06-11T12:55:44.359 SIM:NQM4 Buy 2 19162.5 Aggressive
2024-06-11T12:55:44.38 SIM:NQM4 Buy 2 19162.5 Aggressive
2024-06-11T12:55:44.601 SIM:NQM4 Buy 1 19162.5 Aggressive
2024-06-11T12:55:44.602 SIM:NQM4 Buy 1 19162.5 Aggressive
2024-06-11T12:55:44.999 SIM:NQM4 Buy 1 19162.5 Aggressive
2024-06-11T12:55:45.001 SIM:NQM4 Buy 1 19162.5 Aggressive
2024-06-11T12:55:59.057 SIM:NQM4 Buy 4 19161.25 Aggressive
2024-06-11T12:55:59.062 SIM:NQM4 Buy 4 19161.25 Aggressive
2024-06-11T12:55:59.1 SIM:NQM4 Buy 4 19161.25 Aggressive
2024-06-11T12:56:15.192 SIM:NQM4 Buy 1 19163.75 Aggressive
2024-06-11T12:56:15.204 SIM:NQM4 Buy 1 19163.75 Aggressive
2024-06-11T12:56:15.295 SIM:NQM4 Buy 5 19163.75 Aggressive
2024-06-11T12:56:15.296 SIM:NQM4 Buy 1 19163.5 Aggressive
2024-06-11T12:56:15.296 SIM:NQM4 Buy 3 19163.75 Aggressive
2024-06-11T12:56:29.971 SIM:NQM4 Buy 1 19161.75 Aggressive
2024-06-11T12:56:29.972 SIM:NQM4 Buy 1 19161.75 Aggressive
2024-06-11T12:56:29.98 SIM:NQM4 Buy 2 19161.75 Aggressive
2024-06-11T12:56:29.981 SIM:NQM4 Buy 2 19161.75 Aggressive
2024-06-11T12:56:29.984 SIM:NQM4 Buy 1 19161.75 Aggressive
2024-06-11T12:56:29.986 SIM:NQM4 Buy 2 19161.75 Aggressive
2024-06-11T12:56:29.987 SIM:NQM4 Buy 3 19161.75 Aggressive
2024-06-11T12:56:44.39 SIM:NQM4 Buy 2 19162 Aggressive
2024-06-11T12:56:44.391 SIM:NQM4 Buy 2 19162 Aggressive
2024-06-11T12:56:44.392 SIM:NQM4 Buy 2 19162 Aggressive
2024-06-11T12:56:44.393 SIM:NQM4 Buy 2 19162 Aggressive
2024-06-11T12:56:44.394 SIM:NQM4 Buy 2 19162 Aggressive
2024-06-11T12:56:44.461 SIM:NQM4 Buy 1 19162 Aggressive
2024-06-11T12:56:59.803 SIM:NQM4 Buy 2 19163.25 Aggressive
2024-06-11T12:56:59.803 SIM:NQM4 Buy 9 19163.5 Aggressive
2024-06-11T12:57:14.857 SIM:NQM4 Buy 7 19160.5 Aggressive
2024-06-11T12:57:14.857 SIM:NQM4 Buy 3 19160.75 Aggressive
2024-06-11T12:57:29.672 SIM:NQM4 Buy 5 19165.25 Aggressive
2024-06-11T12:57:29.673 SIM:NQM4 Buy 5 19165.25 Aggressive
2024-06-11T12:57:29.674 SIM:NQM4 Buy 1 19165 Aggressive
2024-06-11T12:57:49.157 SIM:NQM4 Buy 1 19164.5 Aggressive
2024-06-11T12:57:49.157 SIM:NQM4 Buy 8 19164.75 Aggressive
2024-06-11T12:57:49.258 SIM:NQM4 Buy 1 19164.75 Aggressive
2024-06-11T12:58:01.858 SIM:NQM4 Buy 2 19164.25 Aggressive
2024-06-11T12:58:01.998 SIM:NQM4 Buy 2 19164.25 Aggressive
2024-06-11T12:58:01.999 SIM:NQM4 Buy 3 19164.25 Aggressive
2024-06-11T12:58:02.16 SIM:NQM4 Buy 2 19164.25 Aggressive
2024-06-11T12:58:02.173 SIM:NQM4 Buy 2 19164.25 Aggressive
2024-06-11T12:58:16.157 SIM:NQM4 Buy 3 19164 Aggressive
2024-06-11T12:58:16.2 SIM:NQM4 Buy 7 19164 Aggressive
2024-06-11T12:58:16.203 SIM:NQM4 Buy 1 19164 Aggressive
2024-06-11T12:58:28.874 SIM:NQM4 Buy 2 19164.25 Aggressive
2024-06-11T12:58:28.885 SIM:NQM4 Buy 1 19164.25 Aggressive
2024-06-11T12:58:28.96 SIM:NQM4 Buy 5 19164.25 Aggressive
2024-06-11T12:58:28.962 SIM:NQM4 Buy 3 19164.25 Aggressive
2024-06-11T12:58:44.586 SIM:NQM4 Buy 3 19163.5 Aggressive
2024-06-11T12:58:44.595 SIM:NQM4 Buy 3 19163.5 Aggressive
2024-06-11T12:58:44.76 SIM:NQM4 Buy 2 19163 Aggressive
2024-06-11T12:58:44.76 SIM:NQM4 Buy 4 19163.25 Aggressive
2024-06-11T12:58:58.997 SIM:NQM4 Buy 2 19163.75 Aggressive
2024-06-11T12:58:58.999 SIM:NQM4 Buy 2 19163.75 Aggressive
2024-06-11T12:58:59 SIM:NQM4 Buy 2 19163.75 Aggressive
2024-06-11T12:58:59.058 SIM:NQM4 Buy 2 19163.75 Aggressive
2024-06-11T12:59:00.492 SIM:NQM4 Buy 1 19164.25 Aggressive
2024-06-11T12:59:15.272 SIM:NQM4 Buy 1 19165.25 Aggressive
2024-06-11T12:59:15.514 SIM:NQM4 Buy 2 19165.25 Aggressive
2024-06-11T12:59:15.515 SIM:NQM4 Buy 3 19165.25 Aggressive
2024-06-11T12:59:15.516 SIM:NQM4 Buy 3 19165.25 Aggressive
2024-06-11T12:59:29.156 SIM:NQM4 Buy 1 19164.5 Aggressive
2024-06-11T12:59:29.188 SIM:NQM4 Buy 2 19164.5 Aggressive
2024-06-11T12:59:29.189 SIM:NQM4 Buy 3 19164.5 Aggressive
2024-06-11T12:59:29.19 SIM:NQM4 Buy 2 19164.5 Aggressive
2024-06-11T12:59:29.191 SIM:NQM4 Buy 1 19164.5 Aggressive
2024-06-11T12:59:44.277 SIM:NQM4 Buy 2 19163.25 Aggressive
2024-06-11T12:59:44.28 SIM:NQM4 Buy 2 19163.25 Aggressive
2024-06-11T12:59:44.288 SIM:NQM4 Buy 2 19163.25 Aggressive
2024-06-11T12:59:47.195 SIM:NQM4 Buy 2 19163.5 Aggressive
2024-06-11T12:59:47.196 SIM:NQM4 Buy 1 19163.5 Aggressive
2024-06-11T12:59:59.187 SIM:NQM4 Buy 2 19163.75 Aggressive
2024-06-11T12:59:59.19 SIM:NQM4 Buy 2 19163.75 Aggressive
2024-06-11T12:59:59.191 SIM:NQM4 Buy 2 19163.75 Aggressive
2024-06-11T12:59:59.195 SIM:NQM4 Buy 2 19163.75 Aggressive
2024-06-11T12:59:59.198 SIM:NQM4 Buy 2 19163.75 Aggressive
2024-06-11T12:59:59.2 SIM:NQM4 Buy 3 19163.75 Aggressive
2024-06-11T12:59:59.202 SIM:NQM4 Buy 2 19163.75 Aggressive
2024-06-11T13:00:14.156 SIM:NQM4 Buy 1 19161.75 Aggressive
2024-06-11T13:00:14.175 SIM:NQM4 Buy 2 19161.75 Aggressive
2024-06-11T13:00:15.58 SIM:NQM4 Buy 2 19162.25 Aggressive
2024-06-11T13:00:15.581 SIM:NQM4 Buy 2 19162.25 Aggressive
2024-06-11T13:00:16.16 SIM:NQM4 Buy 3 19163.25 Aggressive
2024-06-11T13:00:16.161 SIM:NQM4 Buy 2 19163.25 Aggressive
2024-06-11T13:00:19.056 SIM:NQM4 Buy 3 19163.75 Aggressive
2024-06-11T13:00:19.06 SIM:NQM4 Buy 1 19163.75 Aggressive
2024-06-11T13:00:28.903 SIM:NQM4 Buy 2 19163.25 Aggressive
2024-06-11T13:00:28.91 SIM:NQM4 Buy 5 19163.25 Aggressive
2024-06-11T13:00:28.911 SIM:NQM4 Buy 5 19163.25 Aggressive
2024-06-11T13:00:28.956 SIM:NQM4 Buy 4 19163.25 Aggressive
2024-06-11T13:00:45.607 SIM:NQM4 Buy 1 19162.25 Aggressive
2024-06-11T13:00:45.608 SIM:NQM4 Buy 1 19162.25 Aggressive
2024-06-11T13:00:45.609 SIM:NQM4 Buy 1 19162.25 Aggressive
2024-06-11T13:00:45.657 SIM:NQM4 Buy 1 19162.25 Aggressive
2024-06-11T13:00:45.959 SIM:NQM4 Buy 1 19162.25 Aggressive
2024-06-11T13:00:46.056 SIM:NQM4 Buy 1 19162.25 Aggressive
2024-06-11T13:00:46.458 SIM:NQM4 Buy 1 19162.25 Aggressive
2024-06-11T13:00:46.559 SIM:NQM4 Buy 1 19162.25 Aggressive
2024-06-11T13:00:46.587 SIM:NQM4 Buy 1 19162.25 Aggressive
2024-06-11T13:00:47.792 SIM:NQM4 Buy 1 19162.75 Aggressive
2024-06-11T13:00:47.795 SIM:NQM4 Buy 1 19162.75 Aggressive
2024-06-11T13:00:48.592 SIM:NQM4 Buy 1 19163.5 Aggressive
2024-06-11T13:00:48.593 SIM:NQM4 Buy 1 19163.5 Aggressive
2024-06-11T13:00:48.778 SIM:NQM4 Buy 1 19163.5 Aggressive
2024-06-11T13:00:48.784 SIM:NQM4 Buy 1 19163.5 Aggressive
2024-06-11T13:00:48.956 SIM:NQM4 Buy 1 19163.5 Aggressive
2024-06-11T13:00:59.761 SIM:NQM4 Buy 1 19163.25 Aggressive
2024-06-11T13:00:59.762 SIM:NQM4 Buy 2 19163.25 Aggressive
2024-06-11T13:00:59.766 SIM:NQM4 Buy 2 19163.25 Aggressive
2024-06-11T13:00:59.767 SIM:NQM4 Buy 2 19163.25 Aggressive
2024-06-11T13:00:59.768 SIM:NQM4 Buy 2 19163.25 Aggressive
2024-06-11T13:00:59.77 SIM:NQM4 Buy 4 19163.25 Aggressive
2024-06-11T13:00:59.861 SIM:NQM4 Buy 1 19163.25 Aggressive
2024-06-11T13:01:16.303 SIM:NQM4 Buy 2 19160.75 Aggressive
2024-06-11T13:01:16.305 SIM:NQM4 Buy 2 19160.75 Aggressive
2024-06-11T13:01:16.306 SIM:NQM4 Buy 2 19160.75 Aggressive
2024-06-11T13:01:16.308 SIM:NQM4 Buy 7 19160.75 Aggressive
2024-06-11T13:01:16.356 SIM:NQM4 Buy 1 19160.75 Aggressive
2024-06-11T13:01:30.765 SIM:NQM4 Buy 2 19161.25 Aggressive
2024-06-11T13:01:30.793 SIM:NQM4 Buy 1 19162 Aggressive
2024-06-11T13:01:30.794 SIM:NQM4 Buy 3 19162 Aggressive
2024-06-11T13:01:30.796 SIM:NQM4 Buy 3 19162 Aggressive
2024-06-11T13:01:30.797 SIM:NQM4 Buy 5 19162 Aggressive
2024-06-11T13:01:45.764 SIM:NQM4 Buy 2 19162 Aggressive
2024-06-11T13:01:45.765 SIM:NQM4 Buy 2 19162 Aggressive
2024-06-11T13:01:45.766 SIM:NQM4 Buy 2 19162 Aggressive
2024-06-11T13:01:45.79 SIM:NQM4 Buy 2 19162 Aggressive
2024-06-11T13:01:45.792 SIM:NQM4 Buy 2 19162 Aggressive
2024-06-11T13:01:45.88 SIM:NQM4 Buy 2 19162 Aggressive
2024-06-11T13:01:45.892 SIM:NQM4 Buy 2 19162 Aggressive
2024-06-11T13:01:58.96 SIM:NQM4 Buy 1 19160.25 Aggressive
2024-06-11T13:01:58.966 SIM:NQM4 Buy 2 19160.25 Aggressive
2024-06-11T13:01:58.967 SIM:NQM4 Buy 2 19160 Aggressive
2024-06-11T13:01:58.967 SIM:NQM4 Buy 5 19160.25 Aggressive
2024-06-11T13:01:58.968 SIM:NQM4 Buy 3 19160.25 Aggressive
2024-06-11T13:01:58.969 SIM:NQM4 Buy 1 19160.25 Aggressive
2024-06-11T13:02:13.857 SIM:NQM4 Buy 1 19162.5 Aggressive
2024-06-11T13:02:13.861 SIM:NQM4 Buy 1 19162.5 Aggressive
2024-06-11T13:02:13.893 SIM:NQM4 Buy 2 19162.5 Aggressive
2024-06-11T13:02:14.686 SIM:NQM4 Buy 2 19162.5 Aggressive
2024-06-11T13:02:14.687 SIM:NQM4 Buy 2 19162.5 Aggressive
2024-06-11T13:02:14.709 SIM:NQM4 Buy 1 19162.5 Aggressive
2024-06-11T13:02:14.71 SIM:NQM4 Buy 1 19162.5 Aggressive
2024-06-11T13:02:15.057 SIM:NQM4 Buy 2 19162.5 Aggressive
2024-06-11T13:02:15.06 SIM:NQM4 Buy 2 19162.5 Aggressive
2024-06-11T13:02:15.157 SIM:NQM4 Buy 1 19162.5 Aggressive
2024-06-11T13:02:29.36 SIM:NQM4 Buy 2 19164.25 Aggressive
2024-06-11T13:02:29.38 SIM:NQM4 Buy 2 19164.25 Aggressive
2024-06-11T13:02:29.458 SIM:NQM4 Buy 2 19164.25 Aggressive
2024-06-11T13:02:29.481 SIM:NQM4 Buy 1 19164.25 Aggressive
2024-06-11T13:02:29.482 SIM:NQM4 Buy 2 19164.25 Aggressive
2024-06-11T13:02:29.674 SIM:NQM4 Buy 3 19164.25 Aggressive
2024-06-11T13:02:29.675 SIM:NQM4 Buy 2 19164.25 Aggressive
2024-06-11T13:02:44.572 SIM:NQM4 Buy 3 19165.5 Aggressive
2024-06-11T13:02:44.573 SIM:NQM4 Buy 1 19165.25 Aggressive
2024-06-11T13:02:44.573 SIM:NQM4 Buy 5 19165.5 Aggressive
2024-06-11T13:02:44.574 SIM:NQM4 Buy 1 19165.25 Aggressive
2024-06-11T13:02:44.574 SIM:NQM4 Buy 5 19165.5 Aggressive
2024-06-11T13:03:00.265 SIM:NQM4 Buy 1 19164.5 Aggressive
2024-06-11T13:03:00.295 SIM:NQM4 Buy 2 19164.5 Aggressive
2024-06-11T13:03:00.36 SIM:NQM4 Buy 4 19164.5 Aggressive
2024-06-11T13:03:00.383 SIM:NQM4 Buy 2 19164.5 Aggressive
2024-06-11T13:03:00.404 SIM:NQM4 Buy 3 19164.5 Aggressive
2024-06-11T13:03:15.16 SIM:NQM4 Buy 2 19164.75 Aggressive
2024-06-11T13:03:15.182 SIM:NQM4 Buy 1 19164.75 Aggressive
2024-06-11T13:03:16.373 SIM:NQM4 Buy 1 19165 Aggressive
2024-06-11T13:03:16.407 SIM:NQM4 Buy 2 19165 Aggressive
2024-06-11T13:03:16.411 SIM:NQM4 Buy 3 19165 Aggressive
2024-06-11T13:03:17.81 SIM:NQM4 Buy 2 19165.5 Aggressive
2024-06-11T13:03:17.811 SIM:NQM4 Buy 1 19165.5 Aggressive
2024-06-11T13:03:17.817 SIM:NQM4 Buy 1 19165.5 Aggressive
2024-06-11T13:03:29.471 SIM:NQM4 Buy 1 19166 Aggressive
2024-06-11T13:03:29.475 SIM:NQM4 Buy 1 19166 Aggressive
2024-06-11T13:03:30.59 SIM:NQM4 Buy 1 19167 Aggressive
2024-06-11T13:03:30.592 SIM:NQM4 Buy 2 19167 Aggressive
2024-06-11T13:03:30.593 SIM:NQM4 Buy 4 19167 Aggressive
2024-06-11T13:03:30.594 SIM:NQM4 Buy 3 19167 Aggressive
2024-06-11T13:03:44.573 SIM:NQM4 Buy 4 19168.25 Aggressive
2024-06-11T13:03:44.574 SIM:NQM4 Buy 2 19168.25 Aggressive
2024-06-11T13:03:44.575 SIM:NQM4 Buy 2 19168.25 Aggressive
2024-06-11T13:03:44.759 SIM:NQM4 Buy 2 19168.25 Aggressive
2024-06-11T13:03:44.957 SIM:NQM4 Buy 1 19168.25 Aggressive
2024-06-11T13:03:46.571 SIM:NQM4 Buy 2 19169 Aggressive
2024-06-11T13:03:59.057 SIM:NQM4 Buy 2 19169 Aggressive
2024-06-11T13:03:59.156 SIM:NQM4 Buy 2 19169 Aggressive
2024-06-11T13:03:59.206 SIM:NQM4 Buy 6 19169 Aggressive
2024-06-11T13:03:59.207 SIM:NQM4 Buy 3 19168.75 Aggressive
2024-06-11T13:04:14.077 SIM:NQM4 Buy 1 19172 Aggressive
2024-06-11T13:04:14.18 SIM:NQM4 Buy 1 19172 Aggressive
2024-06-11T13:04:14.188 SIM:NQM4 Buy 2 19172 Aggressive
2024-06-11T13:04:14.189 SIM:NQM4 Buy 2 19172 Aggressive
2024-06-11T13:04:14.21 SIM:NQM4 Buy 1 19172 Aggressive
2024-06-11T13:04:14.301 SIM:NQM4 Buy 4 19172.25 Aggressive
2024-06-11T13:04:14.302 SIM:NQM4 Buy 2 19172.25 Aggressive
2024-06-11T13:04:29.059 SIM:NQM4 Buy 5 19174.5 Aggressive
2024-06-11T13:04:29.06 SIM:NQM4 Buy 4 19174.5 Aggressive
2024-06-11T13:04:29.061 SIM:NQM4 Buy 4 19174.5 Aggressive
2024-06-11T13:04:45.298 SIM:NQM4 Buy 2 19177.5 Aggressive
2024-06-11T13:04:45.299 SIM:NQM4 Buy 3 19177.5 Aggressive
2024-06-11T13:04:45.357 SIM:NQM4 Buy 1 19177.25 Aggressive
2024-06-11T13:04:45.357 SIM:NQM4 Buy 5 19177.5 Aggressive
2024-06-11T13:04:45.372 SIM:NQM4 Buy 3 19177.5 Aggressive
2024-06-11T13:04:58.879 SIM:NQM4 Buy 6 19177.25 Aggressive
2024-06-11T13:04:58.879 SIM:NQM4 Buy 8 19177.5 Aggressive
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM4
Buy / Sell
Sell
Quantity
500
Total Filled
500
Market VWAP
5361.9614
Average Total
5361.89
VWAP Slippage
0.0729
Arrival Price
5,361.1250
Destination Price
5,361.8750
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-11T12:43:20.098 SIM:ESM4 Sell 12 5361.25 Aggressive
2024-06-11T12:43:33.459 SIM:ESM4 Sell 6 5361.75 Aggressive
2024-06-11T12:43:33.46 SIM:ESM4 Sell 6 5361.75 Aggressive
2024-06-11T12:43:33.757 SIM:ESM4 Sell 3 5361.75 Aggressive
2024-06-11T12:43:47.865 SIM:ESM4 Sell 11 5361.25 Aggressive
2024-06-11T12:44:09.658 SIM:ESM4 Sell 14 5361.5 Aggressive
2024-06-11T12:44:21.382 SIM:ESM4 Sell 4 5361.75 Aggressive
2024-06-11T12:44:24.2 SIM:ESM4 Sell 6 5361.5 Aggressive
2024-06-11T12:44:38.885 SIM:ESM4 Sell 6 5361.5 Aggressive
2024-06-11T12:44:47.788 SIM:ESM4 Sell 3 5362 Aggressive
2024-06-11T12:44:47.789 SIM:ESM4 Sell 11 5362 Aggressive
2024-06-11T12:45:05.411 SIM:ESM4 Sell 3 5362 Aggressive
2024-06-11T12:45:05.412 SIM:ESM4 Sell 13 5362 Aggressive
2024-06-11T12:45:05.413 SIM:ESM4 Sell 6 5362 Aggressive
2024-06-11T12:45:18.082 SIM:ESM4 Sell 2 5362.25 Aggressive
2024-06-11T12:45:18.083 SIM:ESM4 Sell 3 5362.25 Aggressive
2024-06-11T12:45:27.127 SIM:ESM4 Sell 7 5362 Aggressive
2024-06-11T12:45:32.657 SIM:ESM4 Sell 8 5362 Aggressive
2024-06-11T12:45:52.803 SIM:ESM4 Sell 11 5362 Aggressive
2024-06-11T12:45:52.804 SIM:ESM4 Sell 5 5362 Aggressive
2024-06-11T12:46:03.499 SIM:ESM4 Sell 13 5362.25 Aggressive
2024-06-11T12:46:17.789 SIM:ESM4 Sell 5 5362 Aggressive
2024-06-11T12:46:17.79 SIM:ESM4 Sell 5 5362 Aggressive
2024-06-11T12:46:17.791 SIM:ESM4 Sell 9 5362 Aggressive
2024-06-11T12:46:35.26 SIM:ESM4 Sell 10 5362 Aggressive
2024-06-11T12:46:48.973 SIM:ESM4 Sell 17 5362.25 Aggressive
2024-06-11T12:46:48.974 SIM:ESM4 Sell 2 5362.25 Aggressive
2024-06-11T12:47:03.759 SIM:ESM4 Sell 14 5362.25 Aggressive
2024-06-11T12:47:08.587 SIM:ESM4 Sell 1 5362.25 Aggressive
2024-06-11T12:47:14.094 SIM:ESM4 Sell 28 5362 Aggressive
2024-06-11T12:47:14.095 SIM:ESM4 Sell 1 5362 Aggressive
2024-06-11T12:47:23.791 SIM:ESM4 Sell 14 5362.25 Aggressive
2024-06-11T12:47:23.792 SIM:ESM4 Sell 1 5362.25 Aggressive
2024-06-11T12:47:36.972 SIM:ESM4 Sell 4 5362.25 Aggressive
2024-06-11T12:47:36.973 SIM:ESM4 Sell 12 5362.25 Aggressive
2024-06-11T12:47:36.976 SIM:ESM4 Sell 5 5362.25 Aggressive
2024-06-11T12:47:48.085 SIM:ESM4 Sell 8 5362.5 Aggressive
2024-06-11T12:47:48.294 SIM:ESM4 Sell 7 5362.25 Aggressive
2024-06-11T12:47:48.295 SIM:ESM4 Sell 2 5362.25 Aggressive
2024-06-11T12:48:03.204 SIM:ESM4 Sell 14 5361.75 Aggressive
2024-06-11T12:48:03.503 SIM:ESM4 Sell 7 5361.75 Aggressive
2024-06-11T12:48:03.504 SIM:ESM4 Sell 9 5361.75 Aggressive
2024-06-11T12:48:18.866 SIM:ESM4 Sell 31 5361.75 Aggressive
2024-06-11T12:48:34.787 SIM:ESM4 Sell 6 5361.75 Aggressive
2024-06-11T12:48:34.788 SIM:ESM4 Sell 6 5361.75 Aggressive
2024-06-11T12:48:34.789 SIM:ESM4 Sell 15 5361.75 Aggressive
2024-06-11T12:48:48.961 SIM:ESM4 Sell 8 5362 Aggressive
2024-06-11T12:49:17.495 SIM:ESM4 Sell 11 5361.5 Aggressive
2024-06-11T12:49:28.959 SIM:ESM4 Sell 2 5361.75 Aggressive
2024-06-11T12:49:36.424 SIM:ESM4 Sell 1 5361.25 Aggressive
2024-06-11T12:49:36.457 SIM:ESM4 Sell 12 5361.25 Aggressive
2024-06-11T12:49:48.394 SIM:ESM4 Sell 13 5362 Aggressive
2024-06-11T12:49:48.395 SIM:ESM4 Sell 13 5362 Aggressive
2024-06-11T12:49:48.464 SIM:ESM4 Sell 1 5362 Aggressive
2024-06-11T12:50:08.802 SIM:ESM4 Sell 2 5361.75 Aggressive
2024-06-11T12:50:08.803 SIM:ESM4 Sell 4 5361.75 Aggressive
2024-06-11T12:50:13.977 SIM:ESM4 Sell 8 5361.75 Aggressive
2024-06-11T12:50:21.157 SIM:ESM4 Sell 27 5361.75 Aggressive
2024-06-11T12:50:21.159 SIM:ESM4 Sell 4 5361.75 Aggressive
2024-06-11T12:50:21.784 SIM:ESM4 Sell 8 5362 Aggressive
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM4
Buy / Sell
Buy
Quantity
500
Total Filled
500
Market VWAP
5357.5181
Average Total
5357.71
VWAP Slippage
0.1894
Arrival Price
5,356.6250
Destination Price
5,357.8750
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-11T12:27:42.156 SIM:ESM4 Buy 12 5356.5 Aggressive
2024-06-11T12:27:56.16 SIM:ESM4 Buy 11 5356.5 Aggressive
2024-06-11T12:27:56.172 SIM:ESM4 Buy 4 5356.5 Aggressive
2024-06-11T12:28:12.12 SIM:ESM4 Buy 17 5356.25 Aggressive
2024-06-11T12:28:12.121 SIM:ESM4 Buy 3 5356.25 Aggressive
2024-06-11T12:28:40.568 SIM:ESM4 Buy 35 5356.75 Aggressive
2024-06-11T12:28:48.203 SIM:ESM4 Buy 6 5356.5 Aggressive
2024-06-11T12:28:56.458 SIM:ESM4 Buy 11 5356 Aggressive
2024-06-11T12:29:11.893 SIM:ESM4 Buy 10 5356.5 Aggressive
2024-06-11T12:29:13.767 SIM:ESM4 Buy 13 5356.75 Aggressive
2024-06-11T12:29:13.768 SIM:ESM4 Buy 2 5356.75 Aggressive
2024-06-11T12:29:29.759 SIM:ESM4 Buy 30 5356.75 Aggressive
2024-06-11T12:29:29.761 SIM:ESM4 Buy 2 5356.75 Aggressive
2024-06-11T12:29:43.306 SIM:ESM4 Buy 11 5356.75 Aggressive
2024-06-11T12:29:57.395 SIM:ESM4 Buy 12 5357 Aggressive
2024-06-11T12:29:57.396 SIM:ESM4 Buy 3 5357 Aggressive
2024-06-11T12:30:16.202 SIM:ESM4 Buy 13 5357.25 Aggressive
2024-06-11T12:30:16.203 SIM:ESM4 Buy 5 5357.25 Aggressive
2024-06-11T12:30:18.656 SIM:ESM4 Buy 3 5357.75 Aggressive
2024-06-11T12:30:26.758 SIM:ESM4 Buy 17 5358.5 Aggressive
2024-06-11T12:30:26.759 SIM:ESM4 Buy 17 5358.5 Aggressive
2024-06-11T12:30:26.762 SIM:ESM4 Buy 14 5358.5 Aggressive
2024-06-11T12:30:41.889 SIM:ESM4 Buy 10 5358.5 Aggressive
2024-06-11T12:30:41.891 SIM:ESM4 Buy 8 5358.5 Aggressive
2024-06-11T12:30:57.871 SIM:ESM4 Buy 5 5358.5 Aggressive
2024-06-11T12:30:57.872 SIM:ESM4 Buy 5 5358.5 Aggressive
2024-06-11T12:30:57.879 SIM:ESM4 Buy 5 5358.5 Aggressive
2024-06-11T12:30:57.881 SIM:ESM4 Buy 5 5358.5 Aggressive
2024-06-11T12:30:57.882 SIM:ESM4 Buy 4 5358.5 Aggressive
2024-06-11T12:30:57.888 SIM:ESM4 Buy 4 5358.5 Aggressive
2024-06-11T12:30:57.973 SIM:ESM4 Buy 2 5358.5 Aggressive
2024-06-11T12:31:11.857 SIM:ESM4 Buy 13 5358 Aggressive
2024-06-11T12:31:11.863 SIM:ESM4 Buy 4 5358 Aggressive
2024-06-11T12:31:29.056 SIM:ESM4 Buy 18 5358.5 Aggressive
2024-06-11T12:31:45.768 SIM:ESM4 Buy 7 5358.5 Aggressive
2024-06-11T12:31:45.769 SIM:ESM4 Buy 1 5358.5 Passive
2024-06-11T12:32:05.158 SIM:ESM4 Buy 7 5358.5 Aggressive
2024-06-11T12:32:05.159 SIM:ESM4 Buy 4 5358.5 Aggressive
2024-06-11T12:32:19.304 SIM:ESM4 Buy 9 5359 Aggressive
2024-06-11T12:32:19.305 SIM:ESM4 Buy 6 5359 Aggressive
2024-06-11T12:32:26.26 SIM:ESM4 Buy 12 5358.75 Aggressive
2024-06-11T12:32:26.262 SIM:ESM4 Buy 9 5358.75 Aggressive
2024-06-11T12:32:41.366 SIM:ESM4 Buy 14 5358.25 Aggressive
2024-06-11T12:32:58.158 SIM:ESM4 Buy 7 5358.75 Aggressive
2024-06-11T12:32:58.193 SIM:ESM4 Buy 3 5358.75 Aggressive
2024-06-11T12:33:11.462 SIM:ESM4 Buy 19 5359.25 Aggressive
2024-06-11T12:33:26.957 SIM:ESM4 Buy 10 5358.5 Aggressive
2024-06-11T12:33:43.457 SIM:ESM4 Buy 4 5358.25 Aggressive
2024-06-11T12:33:56.802 SIM:ESM4 Buy 7 5357.5 Aggressive
2024-06-11T12:33:56.803 SIM:ESM4 Buy 6 5357.5 Aggressive
2024-06-11T12:33:56.813 SIM:ESM4 Buy 8 5357.5 Aggressive
2024-06-11T12:33:58.259 SIM:ESM4 Buy 1 5357.75 Aggressive
2024-06-11T12:34:15.485 SIM:ESM4 Buy 10 5357.5 Aggressive
2024-06-11T12:34:27.283 SIM:ESM4 Buy 14 5357.75 Aggressive
2024-06-11T12:34:40.66 SIM:ESM4 Buy 8 5358.25 Aggressive
Date - Time
CQG Symbol
CLE
Exchange Symbol
SIM:CLN4
Buy / Sell
Sell
Quantity
500
Total Filled
500
Market VWAP
78.1814
Average Total
78.18
VWAP Slippage
-0.0019
Arrival Price
78.1950
Destination Price
78.1350
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-11T12:10:09.773 SIM:CLN4 Sell 4 78.2 Aggressive
2024-06-11T12:10:09.774 SIM:CLN4 Sell 5 78.2 Aggressive
2024-06-11T12:10:09.777 SIM:CLN4 Sell 5 78.2 Aggressive
2024-06-11T12:10:31.558 SIM:CLN4 Sell 6 78.21 Aggressive
2024-06-11T12:10:31.559 SIM:CLN4 Sell 6 78.21 Aggressive
2024-06-11T12:10:31.561 SIM:CLN4 Sell 2 78.21 Aggressive
2024-06-11T12:10:46.965 SIM:CLN4 Sell 1 78.19 Aggressive
2024-06-11T12:10:47.057 SIM:CLN4 Sell 1 78.19 Aggressive
2024-06-11T12:10:47.177 SIM:CLN4 Sell 3 78.19 Aggressive
2024-06-11T12:10:47.178 SIM:CLN4 Sell 3 78.19 Aggressive
2024-06-11T12:10:47.179 SIM:CLN4 Sell 3 78.19 Aggressive
2024-06-11T12:10:47.196 SIM:CLN4 Sell 2 78.19 Aggressive
2024-06-11T12:10:47.197 SIM:CLN4 Sell 1 78.19 Aggressive
2024-06-11T12:11:00.175 SIM:CLN4 Sell 1 78.19 Aggressive
2024-06-11T12:11:00.176 SIM:CLN4 Sell 1 78.19 Aggressive
2024-06-11T12:11:00.182 SIM:CLN4 Sell 1 78.19 Aggressive
2024-06-11T12:11:08.667 SIM:CLN4 Sell 3 78.19 Aggressive
2024-06-11T12:11:08.668 SIM:CLN4 Sell 6 78.19 Aggressive
2024-06-11T12:11:08.669 SIM:CLN4 Sell 1 78.19 Aggressive
2024-06-11T12:11:19.319 SIM:CLN4 Sell 1 78.2 Aggressive
2024-06-11T12:11:19.32 SIM:CLN4 Sell 4 78.2 Aggressive
2024-06-11T12:11:19.321 SIM:CLN4 Sell 5 78.2 Aggressive
2024-06-11T12:11:19.356 SIM:CLN4 Sell 1 78.2 Aggressive
2024-06-11T12:11:30.32 SIM:CLN4 Sell 1 78.21 Aggressive
2024-06-11T12:11:30.321 SIM:CLN4 Sell 4 78.21 Aggressive
2024-06-11T12:11:30.356 SIM:CLN4 Sell 6 78.21 Aggressive
2024-06-11T12:11:42.86 SIM:CLN4 Sell 2 78.21 Aggressive
2024-06-11T12:11:42.861 SIM:CLN4 Sell 4 78.21 Aggressive
2024-06-11T12:11:42.862 SIM:CLN4 Sell 3 78.21 Aggressive
2024-06-11T12:11:42.892 SIM:CLN4 Sell 3 78.21 Aggressive
2024-06-11T12:11:55.057 SIM:CLN4 Sell 1 78.22 Aggressive
2024-06-11T12:11:55.058 SIM:CLN4 Sell 4 78.22 Aggressive
2024-06-11T12:11:55.059 SIM:CLN4 Sell 1 78.22 Aggressive
2024-06-11T12:11:55.061 SIM:CLN4 Sell 1 78.22 Aggressive
2024-06-11T12:11:55.292 SIM:CLN4 Sell 6 78.22 Aggressive
2024-06-11T12:12:15.387 SIM:CLN4 Sell 2 78.2 Aggressive
2024-06-11T12:12:15.388 SIM:CLN4 Sell 3 78.2 Aggressive
2024-06-11T12:12:15.409 SIM:CLN4 Sell 4 78.2 Aggressive
2024-06-11T12:12:15.561 SIM:CLN4 Sell 4 78.2 Aggressive
2024-06-11T12:12:15.66 SIM:CLN4 Sell 1 78.2 Aggressive
2024-06-11T12:12:38.805 SIM:CLN4 Sell 14 78.18 Aggressive
2024-06-11T12:12:52.357 SIM:CLN4 Sell 3 78.18 Aggressive
2024-06-11T12:12:52.358 SIM:CLN4 Sell 4 78.18 Aggressive
2024-06-11T12:12:52.461 SIM:CLN4 Sell 8 78.18 Aggressive
2024-06-11T12:12:59.959 SIM:CLN4 Sell 5 78.19 Aggressive
2024-06-11T12:12:59.96 SIM:CLN4 Sell 8 78.19 Aggressive
2024-06-11T12:13:17.211 SIM:CLN4 Sell 1 78.2 Aggressive
2024-06-11T12:13:17.212 SIM:CLN4 Sell 3 78.2 Aggressive
2024-06-11T12:13:17.213 SIM:CLN4 Sell 7 78.2 Aggressive
2024-06-11T12:13:17.214 SIM:CLN4 Sell 1 78.2 Aggressive
2024-06-11T12:13:25.963 SIM:CLN4 Sell 4 78.2 Aggressive
2024-06-11T12:13:26.056 SIM:CLN4 Sell 5 78.2 Aggressive
2024-06-11T12:13:26.172 SIM:CLN4 Sell 4 78.2 Aggressive
2024-06-11T12:13:47.962 SIM:CLN4 Sell 1 78.21 Aggressive
2024-06-11T12:13:47.964 SIM:CLN4 Sell 11 78.21 Aggressive
2024-06-11T12:13:58.71 SIM:CLN4 Sell 1 78.21 Aggressive
2024-06-11T12:13:58.756 SIM:CLN4 Sell 1 78.21 Aggressive
2024-06-11T12:14:08.792 SIM:CLN4 Sell 10 78.2 Aggressive
2024-06-11T12:14:10.283 SIM:CLN4 Sell 1 78.21 Aggressive
2024-06-11T12:14:10.285 SIM:CLN4 Sell 4 78.21 Aggressive
2024-06-11T12:14:10.286 SIM:CLN4 Sell 7 78.21 Aggressive
2024-06-11T12:14:27.485 SIM:CLN4 Sell 3 78.2 Aggressive
2024-06-11T12:14:27.486 SIM:CLN4 Sell 5 78.2 Aggressive
2024-06-11T12:14:27.487 SIM:CLN4 Sell 5 78.2 Aggressive
2024-06-11T12:14:39.261 SIM:CLN4 Sell 3 78.22 Aggressive
2024-06-11T12:14:39.262 SIM:CLN4 Sell 3 78.22 Aggressive
2024-06-11T12:14:39.263 SIM:CLN4 Sell 6 78.22 Aggressive
2024-06-11T12:14:57.61 SIM:CLN4 Sell 1 78.22 Aggressive
2024-06-11T12:14:57.611 SIM:CLN4 Sell 8 78.22 Aggressive
2024-06-11T12:14:57.612 SIM:CLN4 Sell 4 78.22 Aggressive
2024-06-11T12:15:09.258 SIM:CLN4 Sell 4 78.21 Aggressive
2024-06-11T12:15:09.259 SIM:CLN4 Sell 6 78.21 Aggressive
2024-06-11T12:15:09.26 SIM:CLN4 Sell 3 78.21 Aggressive
2024-06-11T12:15:32.864 SIM:CLN4 Sell 1 78.2 Aggressive
2024-06-11T12:15:37.057 SIM:CLN4 Sell 1 78.2 Aggressive
2024-06-11T12:15:37.109 SIM:CLN4 Sell 2 78.2 Aggressive
2024-06-11T12:15:37.11 SIM:CLN4 Sell 2 78.2 Aggressive
2024-06-11T12:15:37.159 SIM:CLN4 Sell 3 78.2 Aggressive
2024-06-11T12:15:37.2 SIM:CLN4 Sell 2 78.2 Aggressive
2024-06-11T12:15:37.359 SIM:CLN4 Sell 2 78.2 Aggressive
2024-06-11T12:15:43.069 SIM:CLN4 Sell 4 78.21 Aggressive
2024-06-11T12:15:43.07 SIM:CLN4 Sell 8 78.21 Aggressive
2024-06-11T12:15:43.071 SIM:CLN4 Sell 2 78.21 Aggressive
2024-06-11T12:15:55.758 SIM:CLN4 Sell 5 78.22 Aggressive
2024-06-11T12:15:55.758 SIM:CLN4 Sell 3 78.22 Aggressive
2024-06-11T12:15:55.758 SIM:CLN4 Sell 2 78.22 Aggressive
2024-06-11T12:15:55.758 SIM:CLN4 Sell 2 78.22 Aggressive
2024-06-11T12:16:13.762 SIM:CLN4 Sell 2 78.19 Aggressive
2024-06-11T12:16:14.783 SIM:CLN4 Sell 5 78.19 Aggressive
2024-06-11T12:16:14.784 SIM:CLN4 Sell 5 78.19 Aggressive
2024-06-11T12:16:24.506 SIM:CLN4 Sell 4 78.17 Aggressive
2024-06-11T12:16:24.507 SIM:CLN4 Sell 4 78.17 Aggressive
2024-06-11T12:16:24.508 SIM:CLN4 Sell 4 78.17 Aggressive
2024-06-11T12:16:39.193 SIM:CLN4 Sell 4 78.18 Aggressive
2024-06-11T12:16:39.194 SIM:CLN4 Sell 4 78.18 Aggressive
2024-06-11T12:16:39.195 SIM:CLN4 Sell 4 78.18 Aggressive
2024-06-11T12:16:55.556 SIM:CLN4 Sell 2 78.19 Aggressive
2024-06-11T12:16:55.56 SIM:CLN4 Sell 5 78.19 Aggressive
2024-06-11T12:16:55.562 SIM:CLN4 Sell 5 78.19 Aggressive
2024-06-11T12:17:10.681 SIM:CLN4 Sell 2 78.14 Aggressive
2024-06-11T12:17:10.682 SIM:CLN4 Sell 2 78.14 Aggressive
2024-06-11T12:17:10.683 SIM:CLN4 Sell 3 78.14 Aggressive
2024-06-11T12:17:10.684 SIM:CLN4 Sell 3 78.14 Aggressive
2024-06-11T12:17:10.686 SIM:CLN4 Sell 2 78.14 Aggressive
2024-06-11T12:17:33.596 SIM:CLN4 Sell 1 78.15 Aggressive
2024-06-11T12:17:33.597 SIM:CLN4 Sell 2 78.15 Aggressive
2024-06-11T12:17:33.598 SIM:CLN4 Sell 3 78.15 Aggressive
2024-06-11T12:17:33.599 SIM:CLN4 Sell 6 78.15 Aggressive
2024-06-11T12:17:41.36 SIM:CLN4 Sell 1 78.15 Aggressive
2024-06-11T12:17:41.364 SIM:CLN4 Sell 1 78.15 Aggressive
2024-06-11T12:17:41.387 SIM:CLN4 Sell 1 78.15 Aggressive
2024-06-11T12:17:41.457 SIM:CLN4 Sell 1 78.15 Aggressive
2024-06-11T12:17:41.561 SIM:CLN4 Sell 1 78.15 Aggressive
2024-06-11T12:17:53.786 SIM:CLN4 Sell 7 78.14 Aggressive
2024-06-11T12:17:58.662 SIM:CLN4 Sell 6 78.14 Aggressive
2024-06-11T12:17:58.663 SIM:CLN4 Sell 6 78.14 Aggressive
2024-06-11T12:18:14.557 SIM:CLN4 Sell 2 78.14 Aggressive
2024-06-11T12:18:15.597 SIM:CLN4 Sell 2 78.14 Aggressive
2024-06-11T12:18:15.598 SIM:CLN4 Sell 2 78.14 Aggressive
2024-06-11T12:18:15.599 SIM:CLN4 Sell 2 78.14 Aggressive
2024-06-11T12:18:15.6 SIM:CLN4 Sell 2 78.14 Aggressive
2024-06-11T12:18:15.601 SIM:CLN4 Sell 1 78.14 Aggressive
2024-06-11T12:18:37.885 SIM:CLN4 Sell 4 78.14 Aggressive
2024-06-11T12:18:37.887 SIM:CLN4 Sell 4 78.14 Aggressive
2024-06-11T12:18:37.888 SIM:CLN4 Sell 2 78.14 Aggressive
2024-06-11T12:18:42.758 SIM:CLN4 Sell 2 78.14 Aggressive
2024-06-11T12:18:42.759 SIM:CLN4 Sell 2 78.14 Aggressive
2024-06-11T12:18:42.857 SIM:CLN4 Sell 1 78.14 Aggressive
2024-06-11T12:18:42.864 SIM:CLN4 Sell 1 78.14 Aggressive
2024-06-11T12:18:42.985 SIM:CLN4 Sell 1 78.14 Aggressive
2024-06-11T12:18:43.057 SIM:CLN4 Sell 1 78.14 Aggressive
2024-06-11T12:18:43.257 SIM:CLN4 Sell 1 78.14 Aggressive
2024-06-11T12:18:45.961 SIM:CLN4 Sell 2 78.14 Aggressive
2024-06-11T12:19:08.803 SIM:CLN4 Sell 4 78.13 Aggressive
2024-06-11T12:19:08.803 SIM:CLN4 Sell 8 78.12 Aggressive
2024-06-11T12:19:16.961 SIM:CLN4 Sell 1 78.13 Aggressive
2024-06-11T12:19:16.963 SIM:CLN4 Sell 7 78.13 Aggressive
2024-06-11T12:19:16.965 SIM:CLN4 Sell 4 78.13 Aggressive
2024-06-11T12:19:31.801 SIM:CLN4 Sell 1 78.14 Aggressive
2024-06-11T12:19:31.802 SIM:CLN4 Sell 3 78.14 Aggressive
2024-06-11T12:19:31.803 SIM:CLN4 Sell 4 78.14 Aggressive
2024-06-11T12:19:31.805 SIM:CLN4 Sell 3 78.14 Aggressive
2024-06-11T12:19:31.806 SIM:CLN4 Sell 1 78.14 Aggressive
2024-06-11T12:19:43.261 SIM:CLN4 Sell 13 78.15 Aggressive
2024-06-11T12:19:53.785 SIM:CLN4 Sell 12 78.15 Aggressive
2024-06-11T12:19:54.156 SIM:CLN4 Sell 2 78.15 Aggressive
Date - Time
CQG Symbol
CLE
Exchange Symbol
SIM:CLN4
Buy / Sell
Buy
Quantity
500
Total Filled
500
Market VWAP
78.2118
Average Total
78.20
VWAP Slippage
-0.0111
Arrival Price
78.1800
Destination Price
78.2750
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-11T11:50:13.776 SIM:CLN4 Buy 10 78.18 Aggressive
2024-06-11T11:50:13.777 SIM:CLN4 Buy 2 78.18 Aggressive
2024-06-11T11:50:36.668 SIM:CLN4 Buy 13 78.17 Aggressive
2024-06-11T11:50:40.792 SIM:CLN4 Buy 1 78.16 Aggressive
2024-06-11T11:50:40.793 SIM:CLN4 Buy 3 78.16 Aggressive
2024-06-11T11:50:40.794 SIM:CLN4 Buy 3 78.16 Aggressive
2024-06-11T11:50:40.796 SIM:CLN4 Buy 3 78.16 Aggressive
2024-06-11T11:50:40.876 SIM:CLN4 Buy 2 78.16 Passive
2024-06-11T11:50:52.682 SIM:CLN4 Buy 1 78.17 Aggressive
2024-06-11T11:50:52.685 SIM:CLN4 Buy 1 78.17 Aggressive
2024-06-11T11:50:52.69 SIM:CLN4 Buy 1 78.17 Aggressive
2024-06-11T11:50:57.565 SIM:CLN4 Buy 3 78.17 Aggressive
2024-06-11T11:50:57.566 SIM:CLN4 Buy 3 78.17 Aggressive
2024-06-11T11:50:57.574 SIM:CLN4 Buy 3 78.17 Aggressive
2024-06-11T11:51:07.606 SIM:CLN4 Buy 3 78.16 Aggressive
2024-06-11T11:51:07.607 SIM:CLN4 Buy 1 78.16 Aggressive
2024-06-11T11:51:07.608 SIM:CLN4 Buy 3 78.16 Aggressive
2024-06-11T11:51:07.609 SIM:CLN4 Buy 1 78.16 Aggressive
2024-06-11T11:51:07.61 SIM:CLN4 Buy 2 78.16 Aggressive
2024-06-11T11:51:21.757 SIM:CLN4 Buy 1 78.16 Aggressive
2024-06-11T11:51:24.356 SIM:CLN4 Buy 1 78.16 Aggressive
2024-06-11T11:51:25.791 SIM:CLN4 Buy 2 78.16 Aggressive
2024-06-11T11:51:25.792 SIM:CLN4 Buy 2 78.16 Aggressive
2024-06-11T11:51:25.793 SIM:CLN4 Buy 2 78.16 Aggressive
2024-06-11T11:51:25.797 SIM:CLN4 Buy 2 78.16 Aggressive
2024-06-11T11:51:25.798 SIM:CLN4 Buy 1 78.16 Aggressive
2024-06-11T11:51:39.499 SIM:CLN4 Buy 1 78.17 Aggressive
2024-06-11T11:51:39.5 SIM:CLN4 Buy 2 78.17 Aggressive
2024-06-11T11:51:39.502 SIM:CLN4 Buy 2 78.17 Aggressive
2024-06-11T11:51:44.259 SIM:CLN4 Buy 1 78.17 Aggressive
2024-06-11T11:51:44.357 SIM:CLN4 Buy 3 78.17 Aggressive
2024-06-11T11:51:44.36 SIM:CLN4 Buy 1 78.17 Aggressive
2024-06-11T11:52:00.624 SIM:CLN4 Buy 2 78.17 Aggressive
2024-06-11T11:52:00.625 SIM:CLN4 Buy 7 78.17 Aggressive
2024-06-11T11:52:00.626 SIM:CLN4 Buy 4 78.17 Aggressive
2024-06-11T11:52:21.673 SIM:CLN4 Buy 14 78.19 Aggressive
2024-06-11T11:52:21.986 SIM:CLN4 Buy 3 78.18 Aggressive
2024-06-11T11:52:21.987 SIM:CLN4 Buy 3 78.18 Aggressive
2024-06-11T11:52:21.989 SIM:CLN4 Buy 3 78.18 Aggressive
2024-06-11T11:52:22.057 SIM:CLN4 Buy 3 78.18 Aggressive
2024-06-11T11:52:22.078 SIM:CLN4 Buy 3 78.18 Aggressive
2024-06-11T11:52:41.369 SIM:CLN4 Buy 1 78.17 Aggressive
2024-06-11T11:52:41.37 SIM:CLN4 Buy 3 78.17 Aggressive
2024-06-11T11:52:41.371 SIM:CLN4 Buy 3 78.17 Aggressive
2024-06-11T11:52:41.372 SIM:CLN4 Buy 3 78.17 Aggressive
2024-06-11T11:52:41.373 SIM:CLN4 Buy 2 78.17 Aggressive
2024-06-11T11:52:41.374 SIM:CLN4 Buy 2 78.17 Aggressive
2024-06-11T11:52:41.375 SIM:CLN4 Buy 1 78.17 Aggressive
2024-06-11T11:53:07.256 SIM:CLN4 Buy 1 78.16 Aggressive
2024-06-11T11:53:08.959 SIM:CLN4 Buy 2 78.16 Aggressive
2024-06-11T11:53:08.973 SIM:CLN4 Buy 2 78.16 Aggressive
2024-06-11T11:53:09.074 SIM:CLN4 Buy 10 78.17 Aggressive
2024-06-11T11:53:21.657 SIM:CLN4 Buy 12 78.16 Aggressive
2024-06-11T11:53:21.665 SIM:CLN4 Buy 2 78.16 Aggressive
2024-06-11T11:53:36.668 SIM:CLN4 Buy 12 78.17 Aggressive
2024-06-11T11:53:36.794 SIM:CLN4 Buy 1 78.17 Aggressive
2024-06-11T11:53:38.261 SIM:CLN4 Buy 1 78.16 Aggressive
2024-06-11T11:53:38.262 SIM:CLN4 Buy 1 78.16 Aggressive
2024-06-11T11:53:38.263 SIM:CLN4 Buy 1 78.16 Aggressive
2024-06-11T11:53:38.264 SIM:CLN4 Buy 1 78.16 Aggressive
2024-06-11T11:53:38.268 SIM:CLN4 Buy 2 78.16 Aggressive
2024-06-11T11:53:38.269 SIM:CLN4 Buy 2 78.16 Aggressive
2024-06-11T11:53:38.271 SIM:CLN4 Buy 2 78.16 Aggressive
2024-06-11T11:53:38.277 SIM:CLN4 Buy 2 78.16 Aggressive
2024-06-11T11:53:38.301 SIM:CLN4 Buy 2 78.16 Aggressive
2024-06-11T11:53:53.059 SIM:CLN4 Buy 1 78.15 Aggressive
2024-06-11T11:53:58.793 SIM:CLN4 Buy 1 78.15 Aggressive
2024-06-11T11:54:00.157 SIM:CLN4 Buy 5 78.15 Aggressive
2024-06-11T11:54:00.158 SIM:CLN4 Buy 6 78.15 Aggressive
2024-06-11T11:54:07.758 SIM:CLN4 Buy 2 78.15 Aggressive
2024-06-11T11:54:07.777 SIM:CLN4 Buy 2 78.15 Aggressive
2024-06-11T11:54:07.859 SIM:CLN4 Buy 2 78.15 Aggressive
2024-06-11T11:54:07.873 SIM:CLN4 Buy 2 78.15 Aggressive
2024-06-11T11:54:07.875 SIM:CLN4 Buy 2 78.15 Aggressive
2024-06-11T11:54:08.261 SIM:CLN4 Buy 2 78.15 Aggressive
2024-06-11T11:54:25.88 SIM:CLN4 Buy 1 78.14 Aggressive
2024-06-11T11:54:25.882 SIM:CLN4 Buy 1 78.14 Aggressive
2024-06-11T11:54:25.883 SIM:CLN4 Buy 2 78.14 Aggressive
2024-06-11T11:54:25.884 SIM:CLN4 Buy 3 78.14 Aggressive
2024-06-11T11:54:25.885 SIM:CLN4 Buy 3 78.14 Aggressive
2024-06-11T11:54:25.886 SIM:CLN4 Buy 2 78.14 Aggressive
2024-06-11T11:54:48.463 SIM:CLN4 Buy 1 78.15 Aggressive
2024-06-11T11:54:48.464 SIM:CLN4 Buy 1 78.15 Aggressive
2024-06-11T11:54:48.465 SIM:CLN4 Buy 4 78.15 Aggressive
2024-06-11T11:54:48.466 SIM:CLN4 Buy 4 78.15 Aggressive
2024-06-11T11:54:48.467 SIM:CLN4 Buy 2 78.15 Aggressive
2024-06-11T11:55:06.674 SIM:CLN4 Buy 9 78.16 Aggressive
2024-06-11T11:55:07.095 SIM:CLN4 Buy 3 78.16 Aggressive
2024-06-11T11:55:16.362 SIM:CLN4 Buy 2 78.16 Aggressive
2024-06-11T11:55:18.458 SIM:CLN4 Buy 11 78.17 Aggressive
2024-06-11T11:55:23.703 SIM:CLN4 Buy 1 78.19 Aggressive
2024-06-11T11:55:23.704 SIM:CLN4 Buy 3 78.19 Aggressive
2024-06-11T11:55:23.705 SIM:CLN4 Buy 3 78.19 Aggressive
2024-06-11T11:55:23.756 SIM:CLN4 Buy 6 78.19 Aggressive
2024-06-11T11:55:51.673 SIM:CLN4 Buy 11 78.21 Aggressive
2024-06-11T11:55:51.673 SIM:CLN4 Buy 1 78.22 Aggressive
2024-06-11T11:56:06.657 SIM:CLN4 Buy 13 78.22 Aggressive
2024-06-11T11:56:11.259 SIM:CLN4 Buy 6 78.21 Aggressive
2024-06-11T11:56:11.26 SIM:CLN4 Buy 5 78.21 Aggressive
2024-06-11T11:56:34.458 SIM:CLN4 Buy 1 78.21 Aggressive
2024-06-11T11:56:34.502 SIM:CLN4 Buy 3 78.21 Aggressive
2024-06-11T11:56:34.503 SIM:CLN4 Buy 6 78.21 Aggressive
2024-06-11T11:56:34.504 SIM:CLN4 Buy 2 78.21 Aggressive
2024-06-11T11:56:47.457 SIM:CLN4 Buy 7 78.21 Aggressive
2024-06-11T11:56:47.459 SIM:CLN4 Buy 3 78.21 Aggressive
2024-06-11T11:56:47.473 SIM:CLN4 Buy 1 78.21 Aggressive
2024-06-11T11:56:47.558 SIM:CLN4 Buy 1 78.21 Aggressive
2024-06-11T11:56:54.859 SIM:CLN4 Buy 1 78.21 Aggressive
2024-06-11T11:56:54.86 SIM:CLN4 Buy 1 78.21 Aggressive
2024-06-11T11:56:54.861 SIM:CLN4 Buy 1 78.21 Aggressive
2024-06-11T11:56:54.862 SIM:CLN4 Buy 1 78.21 Aggressive
2024-06-11T11:56:54.864 SIM:CLN4 Buy 2 78.21 Aggressive
2024-06-11T11:56:54.865 SIM:CLN4 Buy 1 78.21 Aggressive
2024-06-11T11:56:54.867 SIM:CLN4 Buy 1 78.21 Aggressive
2024-06-11T11:56:54.868 SIM:CLN4 Buy 1 78.21 Aggressive
2024-06-11T11:56:54.869 SIM:CLN4 Buy 3 78.21 Aggressive
2024-06-11T11:56:54.87 SIM:CLN4 Buy 1 78.21 Aggressive
2024-06-11T11:57:10.557 SIM:CLN4 Buy 2 78.24 Aggressive
2024-06-11T11:57:10.558 SIM:CLN4 Buy 1 78.24 Aggressive
2024-06-11T11:57:10.559 SIM:CLN4 Buy 1 78.24 Aggressive
2024-06-11T11:57:10.657 SIM:CLN4 Buy 9 78.24 Aggressive
2024-06-11T11:57:29.909 SIM:CLN4 Buy 2 78.24 Aggressive
2024-06-11T11:57:29.911 SIM:CLN4 Buy 3 78.24 Aggressive
2024-06-11T11:57:29.912 SIM:CLN4 Buy 4 78.24 Aggressive
2024-06-11T11:57:29.913 SIM:CLN4 Buy 5 78.24 Aggressive
2024-06-11T11:57:36.76 SIM:CLN4 Buy 1 78.27 Aggressive
2024-06-11T11:57:38.595 SIM:CLN4 Buy 1 78.28 Aggressive
2024-06-11T11:57:38.596 SIM:CLN4 Buy 1 78.28 Aggressive
2024-06-11T11:57:38.601 SIM:CLN4 Buy 1 78.28 Aggressive
2024-06-11T11:57:38.657 SIM:CLN4 Buy 2 78.28 Aggressive
2024-06-11T11:57:38.658 SIM:CLN4 Buy 3 78.28 Aggressive
2024-06-11T11:57:38.659 SIM:CLN4 Buy 3 78.28 Aggressive
2024-06-11T11:57:38.66 SIM:CLN4 Buy 2 78.28 Aggressive
2024-06-11T11:58:06.662 SIM:CLN4 Buy 11 78.26 Aggressive
2024-06-11T11:58:07.061 SIM:CLN4 Buy 3 78.26 Aggressive
2024-06-11T11:58:07.906 SIM:CLN4 Buy 2 78.25 Aggressive
2024-06-11T11:58:07.907 SIM:CLN4 Buy 2 78.25 Aggressive
2024-06-11T11:58:07.908 SIM:CLN4 Buy 8 78.25 Aggressive
2024-06-11T11:58:07.909 SIM:CLN4 Buy 1 78.25 Aggressive
2024-06-11T11:58:22.562 SIM:CLN4 Buy 2 78.25 Aggressive
2024-06-11T11:58:22.563 SIM:CLN4 Buy 1 78.25 Aggressive
2024-06-11T11:58:22.564 SIM:CLN4 Buy 1 78.25 Aggressive
2024-06-11T11:58:22.565 SIM:CLN4 Buy 1 78.25 Aggressive
2024-06-11T11:58:22.566 SIM:CLN4 Buy 1 78.25 Aggressive
2024-06-11T11:58:22.571 SIM:CLN4 Buy 3 78.25 Aggressive
2024-06-11T11:58:22.577 SIM:CLN4 Buy 3 78.25 Aggressive
2024-06-11T11:58:22.584 SIM:CLN4 Buy 1 78.25 Aggressive
2024-06-11T11:58:39.057 SIM:CLN4 Buy 1 78.26 Aggressive
2024-06-11T11:58:39.058 SIM:CLN4 Buy 3 78.26 Aggressive
2024-06-11T11:58:39.059 SIM:CLN4 Buy 7 78.26 Aggressive
2024-06-11T11:58:39.06 SIM:CLN4 Buy 3 78.26 Aggressive
2024-06-11T11:58:55.858 SIM:CLN4 Buy 1 78.26 Passive
2024-06-11T11:58:57.868 SIM:CLN4 Buy 1 78.27 Aggressive
2024-06-11T11:58:57.869 SIM:CLN4 Buy 2 78.27 Aggressive
2024-06-11T11:58:57.871 SIM:CLN4 Buy 2 78.27 Aggressive
2024-06-11T11:58:57.873 SIM:CLN4 Buy 1 78.27 Aggressive
2024-06-11T11:59:00.102 SIM:CLN4 Buy 1 78.27 Aggressive
2024-06-11T11:59:00.103 SIM:CLN4 Buy 4 78.27 Aggressive
2024-06-11T11:59:08.472 SIM:CLN4 Buy 2 78.27 Aggressive
2024-06-11T11:59:08.473 SIM:CLN4 Buy 2 78.27 Aggressive
2024-06-11T11:59:08.474 SIM:CLN4 Buy 5 78.27 Aggressive
2024-06-11T11:59:29.557 SIM:CLN4 Buy 3 78.27 Aggressive
2024-06-11T11:59:29.561 SIM:CLN4 Buy 2 78.27 Aggressive
2024-06-11T11:59:29.576 SIM:CLN4 Buy 2 78.27 Aggressive
2024-06-11T11:59:29.589 SIM:CLN4 Buy 2 78.27 Aggressive
2024-06-11T11:59:29.603 SIM:CLN4 Buy 1 78.27 Aggressive
2024-06-11T11:59:41.86 SIM:CLN4 Buy 2 78.28 Aggressive
2024-06-11T11:59:41.956 SIM:CLN4 Buy 2 78.28 Aggressive
2024-06-11T11:59:42.158 SIM:CLN4 Buy 2 78.28 Aggressive
2024-06-11T11:59:42.188 SIM:CLN4 Buy 2 78.28 Aggressive
2024-06-11T11:59:42.257 SIM:CLN4 Buy 1 78.28 Aggressive
2024-06-11T11:59:51.658 SIM:CLN4 Buy 3 78.27 Aggressive
2024-06-11T11:59:51.658 SIM:CLN4 Buy 9 78.28 Aggressive
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM4
Buy / Sell
Buy
Quantity
500
Total Filled
500
Market VWAP
5355.5976
Average Total
5355.64
VWAP Slippage
0.0459
Arrival Price
5,355.1250
Destination Price
5,354.8750
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-11T11:40:42.299 SIM:ESM4 Buy 12 5355.25 Aggressive
2024-06-11T11:40:54.857 SIM:ESM4 Buy 15 5355.5 Aggressive
2024-06-11T11:41:08.857 SIM:ESM4 Buy 14 5355.75 Aggressive
2024-06-11T11:41:26.257 SIM:ESM4 Buy 7 5355.75 Aggressive
2024-06-11T11:41:26.259 SIM:ESM4 Buy 18 5355.75 Aggressive
2024-06-11T11:41:43.765 SIM:ESM4 Buy 3 5355.25 Aggressive
2024-06-11T11:41:43.9 SIM:ESM4 Buy 17 5355.25 Aggressive
2024-06-11T11:41:54.283 SIM:ESM4 Buy 11 5355 Aggressive
2024-06-11T11:42:08.659 SIM:ESM4 Buy 11 5354.25 Aggressive
2024-06-11T11:42:33.09 SIM:ESM4 Buy 4 5354.5 Aggressive
2024-06-11T11:42:33.091 SIM:ESM4 Buy 5 5354.5 Aggressive
2024-06-11T11:42:33.761 SIM:ESM4 Buy 10 5354.5 Aggressive
2024-06-11T11:42:44.962 SIM:ESM4 Buy 8 5354.75 Aggressive
2024-06-11T11:43:08.358 SIM:ESM4 Buy 6 5355 Aggressive
2024-06-11T11:43:13.394 SIM:ESM4 Buy 2 5355 Aggressive
2024-06-11T11:43:23.905 SIM:ESM4 Buy 14 5355.25 Aggressive
2024-06-11T11:43:45.458 SIM:ESM4 Buy 20 5355.75 Aggressive
2024-06-11T11:43:54.359 SIM:ESM4 Buy 18 5356 Aggressive
2024-06-11T11:44:08.557 SIM:ESM4 Buy 18 5356.75 Aggressive
2024-06-11T11:44:08.565 SIM:ESM4 Buy 14 5356.75 Aggressive
2024-06-11T11:44:29.462 SIM:ESM4 Buy 16 5356.75 Aggressive
2024-06-11T11:44:40.07 SIM:ESM4 Buy 17 5356.5 Aggressive
2024-06-11T11:44:53.461 SIM:ESM4 Buy 4 5356.75 Aggressive
2024-06-11T11:44:53.462 SIM:ESM4 Buy 8 5356.75 Aggressive
2024-06-11T11:44:53.559 SIM:ESM4 Buy 2 5356.75 Aggressive
2024-06-11T11:45:15.088 SIM:ESM4 Buy 15 5357 Aggressive
2024-06-11T11:45:15.09 SIM:ESM4 Buy 4 5357 Aggressive
2024-06-11T11:45:25.301 SIM:ESM4 Buy 10 5357 Aggressive
2024-06-11T11:45:25.305 SIM:ESM4 Buy 3 5357 Aggressive
2024-06-11T11:45:46.062 SIM:ESM4 Buy 4 5356.5 Aggressive
2024-06-11T11:45:51.269 SIM:ESM4 Buy 4 5356.75 Aggressive
2024-06-11T11:45:55.161 SIM:ESM4 Buy 11 5357 Aggressive
2024-06-11T11:46:22.103 SIM:ESM4 Buy 11 5356.75 Aggressive
2024-06-11T11:46:25.574 SIM:ESM4 Buy 4 5356.75 Aggressive
2024-06-11T11:46:39.257 SIM:ESM4 Buy 8 5356.25 Aggressive
2024-06-11T11:46:56.663 SIM:ESM4 Buy 16 5355.75 Aggressive
2024-06-11T11:47:08.557 SIM:ESM4 Buy 21 5355.25 Aggressive
2024-06-11T11:47:08.564 SIM:ESM4 Buy 6 5355.25 Aggressive
2024-06-11T11:47:25.956 SIM:ESM4 Buy 25 5355 Aggressive
2024-06-11T11:47:48.962 SIM:ESM4 Buy 13 5355 Aggressive
2024-06-11T11:48:00.171 SIM:ESM4 Buy 15 5354.75 Aggressive
2024-06-11T11:48:08.57 SIM:ESM4 Buy 18 5355.25 Aggressive
2024-06-11T11:48:24.078 SIM:ESM4 Buy 9 5354.25 Aggressive
2024-06-11T11:48:24.079 SIM:ESM4 Buy 12 5354.25 Aggressive
2024-06-11T11:48:40.486 SIM:ESM4 Buy 17 5354.25 Aggressive
Date - Time
CQG Symbol
CLE
Exchange Symbol
SIM:CLN4
Buy / Sell
Sell
Quantity
500
Total Filled
258
Market VWAP
78.0515
Average Total
78.05
VWAP Slippage
-0.0029
Arrival Price
78.0100
Destination Price
78.1150
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-11T11:23:39.859 SIM:CLN4 Sell 10 78 Aggressive
2024-06-11T11:23:51.287 SIM:CLN4 Sell 3 78 Aggressive
2024-06-11T11:23:51.288 SIM:CLN4 Sell 3 78 Aggressive
2024-06-11T11:23:51.289 SIM:CLN4 Sell 3 78 Aggressive
2024-06-11T11:23:51.361 SIM:CLN4 Sell 2 78 Aggressive
2024-06-11T11:24:08.595 SIM:CLN4 Sell 1 78.01 Aggressive
2024-06-11T11:24:08.596 SIM:CLN4 Sell 1 78.01 Aggressive
2024-06-11T11:24:08.598 SIM:CLN4 Sell 3 78.01 Aggressive
2024-06-11T11:24:08.599 SIM:CLN4 Sell 1 78.01 Aggressive
2024-06-11T11:24:08.6 SIM:CLN4 Sell 3 78.01 Aggressive
2024-06-11T11:24:08.601 SIM:CLN4 Sell 1 78.01 Aggressive
2024-06-11T11:24:08.603 SIM:CLN4 Sell 2 78.01 Aggressive
2024-06-11T11:24:22.679 SIM:CLN4 Sell 2 78.07 Aggressive
2024-06-11T11:24:22.68 SIM:CLN4 Sell 3 78.07 Aggressive
2024-06-11T11:24:22.681 SIM:CLN4 Sell 2 78.07 Aggressive
2024-06-11T11:24:22.685 SIM:CLN4 Sell 2 78.07 Aggressive
2024-06-11T11:24:22.686 SIM:CLN4 Sell 3 78.07 Aggressive
2024-06-11T11:24:22.689 SIM:CLN4 Sell 1 78.07 Aggressive
2024-06-11T11:24:34.368 SIM:CLN4 Sell 12 78.06 Aggressive
2024-06-11T11:24:51.193 SIM:CLN4 Sell 2 78.05 Aggressive
2024-06-11T11:24:51.194 SIM:CLN4 Sell 4 78.05 Aggressive
2024-06-11T11:24:51.195 SIM:CLN4 Sell 6 78.05 Aggressive
2024-06-11T11:24:51.196 SIM:CLN4 Sell 1 78.05 Aggressive
2024-06-11T11:25:03.359 SIM:CLN4 Sell 3 78.04 Aggressive
2024-06-11T11:25:03.36 SIM:CLN4 Sell 6 78.04 Aggressive
2024-06-11T11:25:03.457 SIM:CLN4 Sell 3 78.04 Aggressive
2024-06-11T11:25:29.579 SIM:CLN4 Sell 4 78.04 Aggressive
2024-06-11T11:25:29.58 SIM:CLN4 Sell 1 78.04 Aggressive
2024-06-11T11:25:29.657 SIM:CLN4 Sell 7 78.04 Aggressive
2024-06-11T11:25:43.264 SIM:CLN4 Sell 2 78.05 Aggressive
2024-06-11T11:25:43.269 SIM:CLN4 Sell 2 78.05 Aggressive
2024-06-11T11:25:48.185 SIM:CLN4 Sell 8 78.04 Aggressive
2024-06-11T11:25:58.357 SIM:CLN4 Sell 1 78.05 Aggressive
2024-06-11T11:25:58.362 SIM:CLN4 Sell 6 78.05 Aggressive
2024-06-11T11:25:58.457 SIM:CLN4 Sell 4 78.05 Aggressive
2024-06-11T11:26:16.364 SIM:CLN4 Sell 1 78.06 Aggressive
2024-06-11T11:26:16.365 SIM:CLN4 Sell 1 78.06 Aggressive
2024-06-11T11:26:16.368 SIM:CLN4 Sell 5 78.06 Aggressive
2024-06-11T11:26:16.369 SIM:CLN4 Sell 3 78.06 Aggressive
2024-06-11T11:26:24.557 SIM:CLN4 Sell 10 78.06 Aggressive
2024-06-11T11:26:24.558 SIM:CLN4 Sell 1 78.06 Aggressive
2024-06-11T11:26:33.3 SIM:CLN4 Sell 1 78.04 Aggressive
2024-06-11T11:26:33.302 SIM:CLN4 Sell 1 78.04 Aggressive
2024-06-11T11:26:33.303 SIM:CLN4 Sell 2 78.04 Aggressive
2024-06-11T11:26:33.305 SIM:CLN4 Sell 3 78.04 Aggressive
2024-06-11T11:26:33.306 SIM:CLN4 Sell 3 78.04 Aggressive
2024-06-11T11:27:03.203 SIM:CLN4 Sell 10 78.04 Aggressive
2024-06-11T11:27:04.96 SIM:CLN4 Sell 4 78.04 Aggressive
2024-06-11T11:27:04.962 SIM:CLN4 Sell 5 78.04 Aggressive
2024-06-11T11:27:05.057 SIM:CLN4 Sell 2 78.04 Aggressive
2024-06-11T11:27:29.762 SIM:CLN4 Sell 9 78.06 Aggressive
2024-06-11T11:27:29.764 SIM:CLN4 Sell 2 78.06 Aggressive
2024-06-11T11:27:36.372 SIM:CLN4 Sell 1 78.07 Aggressive
2024-06-11T11:27:36.375 SIM:CLN4 Sell 1 78.07 Aggressive
2024-06-11T11:27:36.376 SIM:CLN4 Sell 6 78.07 Aggressive
2024-06-11T11:27:36.377 SIM:CLN4 Sell 3 78.07 Aggressive
2024-06-11T11:27:58.26 SIM:CLN4 Sell 8 78.07 Aggressive
2024-06-11T11:27:58.261 SIM:CLN4 Sell 3 78.07 Aggressive
2024-06-11T11:28:17.488 SIM:CLN4 Sell 2 78.08 Aggressive
2024-06-11T11:28:17.489 SIM:CLN4 Sell 5 78.08 Aggressive
2024-06-11T11:28:17.49 SIM:CLN4 Sell 6 78.08 Aggressive
2024-06-11T11:28:17.491 SIM:CLN4 Sell 1 78.08 Aggressive
2024-06-11T11:28:29.058 SIM:CLN4 Sell 4 78.09 Aggressive
2024-06-11T11:28:29.059 SIM:CLN4 Sell 8 78.09 Aggressive
2024-06-11T11:28:29.066 SIM:CLN4 Sell 2 78.09 Aggressive
2024-06-11T11:28:48.197 SIM:CLN4 Sell 9 78.09 Aggressive
2024-06-11T11:28:48.197 SIM:CLN4 Sell 4 78.08 Aggressive
2024-06-11T11:28:59.058 SIM:CLN4 Sell 1 78.1 Aggressive
2024-06-11T11:28:59.059 SIM:CLN4 Sell 13 78.1 Aggressive
Date - Time
CQG Symbol
CLE
Exchange Symbol
SIM:CLN4
Buy / Sell
Buy
Quantity
500
Total Filled
500
Market VWAP
78.0328
Average Total
78.04
VWAP Slippage
0.0026
Arrival Price
78.1250
Destination Price
78.1250
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-11T11:08:48.859 SIM:CLN4 Buy 4 78.12 Aggressive
2024-06-11T11:08:48.86 SIM:CLN4 Buy 5 78.12 Aggressive
2024-06-11T11:08:48.863 SIM:CLN4 Buy 3 78.12 Aggressive
2024-06-11T11:09:00.457 SIM:CLN4 Buy 11 78.09 Aggressive
2024-06-11T11:09:16.756 SIM:CLN4 Buy 1 78.08 Aggressive
2024-06-11T11:09:17.817 SIM:CLN4 Buy 2 78.08 Aggressive
2024-06-11T11:09:24.363 SIM:CLN4 Buy 1 78.08 Aggressive
2024-06-11T11:09:24.364 SIM:CLN4 Buy 1 78.08 Aggressive
2024-06-11T11:09:29.568 SIM:CLN4 Buy 1 78.09 Aggressive
2024-06-11T11:09:29.568 SIM:CLN4 Buy 5 78.1 Aggressive
2024-06-11T11:09:36.605 SIM:CLN4 Buy 1 78.09 Aggressive
2024-06-11T11:09:36.606 SIM:CLN4 Buy 2 78.09 Aggressive
2024-06-11T11:09:36.607 SIM:CLN4 Buy 2 78.09 Aggressive
2024-06-11T11:09:36.608 SIM:CLN4 Buy 2 78.09 Aggressive
2024-06-11T11:09:36.609 SIM:CLN4 Buy 4 78.09 Aggressive
2024-06-11T11:09:36.61 SIM:CLN4 Buy 1 78.09 Aggressive
2024-06-11T11:09:46.064 SIM:CLN4 Buy 7 78.07 Aggressive
2024-06-11T11:09:46.065 SIM:CLN4 Buy 4 78.07 Aggressive
2024-06-11T11:10:02.457 SIM:CLN4 Buy 3 78.04 Aggressive
2024-06-11T11:10:02.497 SIM:CLN4 Buy 3 78.04 Aggressive
2024-06-11T11:10:02.559 SIM:CLN4 Buy 3 78.04 Aggressive
2024-06-11T11:10:02.561 SIM:CLN4 Buy 3 78.04 Aggressive
2024-06-11T11:10:02.562 SIM:CLN4 Buy 1 78.04 Aggressive
2024-06-11T11:10:24.074 SIM:CLN4 Buy 1 78.04 Aggressive
2024-06-11T11:10:25.564 SIM:CLN4 Buy 1 78.04 Aggressive
2024-06-11T11:10:25.565 SIM:CLN4 Buy 1 78.04 Aggressive
2024-06-11T11:10:25.566 SIM:CLN4 Buy 2 78.04 Aggressive
2024-06-11T11:10:25.567 SIM:CLN4 Buy 5 78.04 Aggressive
2024-06-11T11:10:25.568 SIM:CLN4 Buy 2 78.04 Aggressive
2024-06-11T11:10:25.572 SIM:CLN4 Buy 1 78.04 Aggressive
2024-06-11T11:10:32.357 SIM:CLN4 Buy 1 78.04 Aggressive
2024-06-11T11:10:32.358 SIM:CLN4 Buy 2 78.04 Aggressive
2024-06-11T11:10:32.359 SIM:CLN4 Buy 2 78.04 Aggressive
2024-06-11T11:10:32.4 SIM:CLN4 Buy 1 78.04 Aggressive
2024-06-11T11:10:32.456 SIM:CLN4 Buy 1 78.04 Aggressive
2024-06-11T11:10:32.457 SIM:CLN4 Buy 2 78.04 Aggressive
2024-06-11T11:10:32.557 SIM:CLN4 Buy 2 78.04 Aggressive
2024-06-11T11:10:33.609 SIM:CLN4 Buy 2 78.04 Aggressive
2024-06-11T11:10:49.76 SIM:CLN4 Buy 2 78.03 Aggressive
2024-06-11T11:10:55.86 SIM:CLN4 Buy 11 78.03 Aggressive
2024-06-11T11:11:01.059 SIM:CLN4 Buy 2 77.99 Aggressive
2024-06-11T11:11:01.063 SIM:CLN4 Buy 2 77.99 Aggressive
2024-06-11T11:11:01.065 SIM:CLN4 Buy 3 77.99 Aggressive
2024-06-11T11:11:01.067 SIM:CLN4 Buy 3 77.99 Aggressive
2024-06-11T11:11:01.086 SIM:CLN4 Buy 1 77.99 Aggressive
2024-06-11T11:11:16.664 SIM:CLN4 Buy 1 78 Aggressive
2024-06-11T11:11:19.71 SIM:CLN4 Buy 1 78.02 Aggressive
2024-06-11T11:11:19.757 SIM:CLN4 Buy 1 78.02 Aggressive
2024-06-11T11:11:19.769 SIM:CLN4 Buy 1 78.02 Aggressive
2024-06-11T11:11:19.787 SIM:CLN4 Buy 1 78.02 Aggressive
2024-06-11T11:11:19.789 SIM:CLN4 Buy 1 78.02 Aggressive
2024-06-11T11:11:19.79 SIM:CLN4 Buy 1 78.02 Aggressive
2024-06-11T11:11:19.856 SIM:CLN4 Buy 1 78.02 Aggressive
2024-06-11T11:11:19.868 SIM:CLN4 Buy 3 78.02 Aggressive
2024-06-11T11:11:32.258 SIM:CLN4 Buy 3 78.03 Aggressive
2024-06-11T11:11:32.259 SIM:CLN4 Buy 2 78.03 Aggressive
2024-06-11T11:11:32.356 SIM:CLN4 Buy 2 78.03 Aggressive
2024-06-11T11:11:32.357 SIM:CLN4 Buy 2 78.03 Aggressive
2024-06-11T11:11:32.477 SIM:CLN4 Buy 2 78.03 Aggressive
2024-06-11T11:11:48.86 SIM:CLN4 Buy 3 78.02 Aggressive
2024-06-11T11:11:48.861 SIM:CLN4 Buy 3 78.02 Aggressive
2024-06-11T11:11:48.862 SIM:CLN4 Buy 5 78.02 Aggressive
2024-06-11T11:12:14.261 SIM:CLN4 Buy 6 78.03 Aggressive
2024-06-11T11:12:14.266 SIM:CLN4 Buy 6 78.03 Aggressive
2024-06-11T11:12:14.267 SIM:CLN4 Buy 1 78.03 Aggressive
2024-06-11T11:12:17.815 SIM:CLN4 Buy 1 78.02 Aggressive
2024-06-11T11:12:17.816 SIM:CLN4 Buy 1 78.02 Aggressive
2024-06-11T11:12:17.817 SIM:CLN4 Buy 1 78.02 Aggressive
2024-06-11T11:12:17.818 SIM:CLN4 Buy 1 78.02 Aggressive
2024-06-11T11:12:23.857 SIM:CLN4 Buy 6 78.02 Aggressive
2024-06-11T11:12:23.859 SIM:CLN4 Buy 2 78.02 Aggressive
2024-06-11T11:12:44.557 SIM:CLN4 Buy 13 78.01 Aggressive
2024-06-11T11:12:49.66 SIM:CLN4 Buy 10 78 Aggressive
2024-06-11T11:12:49.662 SIM:CLN4 Buy 3 78 Aggressive
2024-06-11T11:13:08.508 SIM:CLN4 Buy 2 77.99 Passive
2024-06-11T11:13:08.508 SIM:CLN4 Buy 2 77.99 Passive
2024-06-11T11:13:08.509 SIM:CLN4 Buy 2 77.99 Aggressive
2024-06-11T11:13:08.51 SIM:CLN4 Buy 2 77.99 Aggressive
2024-06-11T11:13:08.511 SIM:CLN4 Buy 1 77.99 Aggressive
2024-06-11T11:13:08.513 SIM:CLN4 Buy 3 77.99 Aggressive
2024-06-11T11:13:17.61 SIM:CLN4 Buy 1 78 Passive
2024-06-11T11:13:18.957 SIM:CLN4 Buy 11 78 Aggressive
2024-06-11T11:13:32.591 SIM:CLN4 Buy 1 78.01 Passive
2024-06-11T11:13:34.804 SIM:CLN4 Buy 7 78.01 Aggressive
2024-06-11T11:13:34.805 SIM:CLN4 Buy 4 78.01 Aggressive
2024-06-11T11:13:47.858 SIM:CLN4 Buy 1 78 Aggressive
2024-06-11T11:13:47.859 SIM:CLN4 Buy 2 78 Aggressive
2024-06-11T11:13:47.86 SIM:CLN4 Buy 2 78 Aggressive
2024-06-11T11:13:47.894 SIM:CLN4 Buy 2 78 Aggressive
2024-06-11T11:13:47.897 SIM:CLN4 Buy 2 78 Aggressive
2024-06-11T11:13:47.956 SIM:CLN4 Buy 1 78 Aggressive
2024-06-11T11:13:50.896 SIM:CLN4 Buy 1 78 Aggressive
2024-06-11T11:14:07.598 SIM:CLN4 Buy 1 78 Aggressive
2024-06-11T11:14:07.599 SIM:CLN4 Buy 1 78 Aggressive
2024-06-11T11:14:07.6 SIM:CLN4 Buy 2 78 Aggressive
2024-06-11T11:14:07.601 SIM:CLN4 Buy 2 78 Aggressive
2024-06-11T11:14:07.602 SIM:CLN4 Buy 3 78 Aggressive
2024-06-11T11:14:07.603 SIM:CLN4 Buy 3 78 Aggressive
2024-06-11T11:14:07.604 SIM:CLN4 Buy 2 78 Aggressive
2024-06-11T11:14:07.605 SIM:CLN4 Buy 1 78 Aggressive
2024-06-11T11:14:21.46 SIM:CLN4 Buy 14 78.01 Aggressive
2024-06-11T11:14:36.007 SIM:CLN4 Buy 7 78.03 Aggressive
2024-06-11T11:14:36.008 SIM:CLN4 Buy 7 78.03 Aggressive
2024-06-11T11:14:48.098 SIM:CLN4 Buy 1 78.02 Aggressive
2024-06-11T11:14:48.099 SIM:CLN4 Buy 4 78.02 Aggressive
2024-06-11T11:14:48.1 SIM:CLN4 Buy 4 78.02 Aggressive
2024-06-11T11:14:48.101 SIM:CLN4 Buy 5 78.02 Aggressive
2024-06-11T11:15:01.159 SIM:CLN4 Buy 10 78.01 Aggressive
2024-06-11T11:15:01.16 SIM:CLN4 Buy 6 78.01 Aggressive
2024-06-11T11:15:16.86 SIM:CLN4 Buy 10 78.01 Aggressive
2024-06-11T11:15:16.861 SIM:CLN4 Buy 7 78.01 Aggressive
2024-06-11T11:15:37.72 SIM:CLN4 Buy 1 78.02 Aggressive
2024-06-11T11:15:37.721 SIM:CLN4 Buy 2 78.02 Aggressive
2024-06-11T11:15:37.757 SIM:CLN4 Buy 10 78.02 Aggressive
2024-06-11T11:15:37.766 SIM:CLN4 Buy 3 78.02 Aggressive
2024-06-11T11:15:46.158 SIM:CLN4 Buy 2 78.03 Aggressive
2024-06-11T11:15:46.165 SIM:CLN4 Buy 1 78.03 Aggressive
2024-06-11T11:15:46.258 SIM:CLN4 Buy 1 78.03 Aggressive
2024-06-11T11:15:52.483 SIM:CLN4 Buy 1 78.03 Aggressive
2024-06-11T11:15:52.484 SIM:CLN4 Buy 5 78.03 Aggressive
2024-06-11T11:15:52.485 SIM:CLN4 Buy 6 78.03 Aggressive
2024-06-11T11:16:01.758 SIM:CLN4 Buy 3 78.08 Aggressive
2024-06-11T11:16:01.783 SIM:CLN4 Buy 3 78.08 Aggressive
2024-06-11T11:16:01.86 SIM:CLN4 Buy 3 78.08 Aggressive
2024-06-11T11:16:01.868 SIM:CLN4 Buy 2 78.08 Aggressive
2024-06-11T11:16:16.993 SIM:CLN4 Buy 3 78.06 Aggressive
2024-06-11T11:16:16.994 SIM:CLN4 Buy 3 78.06 Aggressive
2024-06-11T11:16:16.995 SIM:CLN4 Buy 3 78.06 Aggressive
2024-06-11T11:16:16.996 SIM:CLN4 Buy 2 78.06 Aggressive
2024-06-11T11:16:44.52 SIM:CLN4 Buy 8 78.06 Aggressive
2024-06-11T11:16:44.52 SIM:CLN4 Buy 3 78.07 Aggressive
2024-06-11T11:16:47.097 SIM:CLN4 Buy 3 78.05 Aggressive
2024-06-11T11:16:47.098 SIM:CLN4 Buy 7 78.05 Aggressive
2024-06-11T11:16:47.099 SIM:CLN4 Buy 1 78.05 Aggressive
2024-06-11T11:17:05.861 SIM:CLN4 Buy 1 78.03 Aggressive
2024-06-11T11:17:05.862 SIM:CLN4 Buy 1 78.03 Aggressive
2024-06-11T11:17:05.863 SIM:CLN4 Buy 1 78.03 Aggressive
2024-06-11T11:17:05.864 SIM:CLN4 Buy 2 78.03 Aggressive
2024-06-11T11:17:06.078 SIM:CLN4 Buy 2 78.03 Aggressive
2024-06-11T11:17:06.079 SIM:CLN4 Buy 2 78.03 Aggressive
2024-06-11T11:17:06.08 SIM:CLN4 Buy 2 78.03 Aggressive
2024-06-11T11:17:15.459 SIM:CLN4 Buy 1 78.04 Aggressive
2024-06-11T11:17:15.466 SIM:CLN4 Buy 1 78.04 Aggressive
2024-06-11T11:17:15.573 SIM:CLN4 Buy 1 78.04 Aggressive
2024-06-11T11:17:15.66 SIM:CLN4 Buy 1 78.04 Aggressive
2024-06-11T11:17:15.857 SIM:CLN4 Buy 1 78.04 Aggressive
2024-06-11T11:17:15.884 SIM:CLN4 Buy 1 78.04 Aggressive
2024-06-11T11:17:15.979 SIM:CLN4 Buy 1 78.04 Aggressive
2024-06-11T11:17:16.458 SIM:CLN4 Buy 4 78.04 Aggressive
2024-06-11T11:17:16.459 SIM:CLN4 Buy 1 78.04 Aggressive
2024-06-11T11:17:30.492 SIM:CLN4 Buy 1 78.05 Aggressive
2024-06-11T11:17:30.493 SIM:CLN4 Buy 1 78.05 Aggressive
2024-06-11T11:17:30.494 SIM:CLN4 Buy 6 78.05 Aggressive
2024-06-11T11:17:30.495 SIM:CLN4 Buy 3 78.05 Aggressive
2024-06-11T11:17:48.661 SIM:CLN4 Buy 1 78.05 Aggressive
2024-06-11T11:17:48.662 SIM:CLN4 Buy 9 78.05 Aggressive
2024-06-11T11:17:48.663 SIM:CLN4 Buy 1 78.05 Aggressive
2024-06-11T11:18:07.023 SIM:CLN4 Buy 2 78.05 Aggressive
2024-06-11T11:18:07.027 SIM:CLN4 Buy 7 78.05 Aggressive
2024-06-11T11:18:07.056 SIM:CLN4 Buy 4 78.05 Aggressive
2024-06-11T11:18:21.72 SIM:CLN4 Buy 2 78.07 Aggressive
2024-06-11T11:18:21.721 SIM:CLN4 Buy 2 78.07 Aggressive
2024-06-11T11:18:21.726 SIM:CLN4 Buy 2 78.07 Aggressive
2024-06-11T11:18:21.756 SIM:CLN4 Buy 2 78.07 Aggressive
2024-06-11T11:18:21.757 SIM:CLN4 Buy 2 78.07 Aggressive
2024-06-11T11:18:21.804 SIM:CLN4 Buy 2 78.07 Aggressive
2024-06-11T11:18:29.558 SIM:CLN4 Buy 9 78.07 Aggressive
2024-06-11T11:18:29.558 SIM:CLN4 Buy 4 78.08 Aggressive
Date - Time
CQG Symbol
TYA
Exchange Symbol
SIM:ZNU4
Buy / Sell
Sell
Quantity
500
Total Filled
500
Market VWAP
109.2524
Average Total
109.24
VWAP Slippage
0.0109
Arrival Price
109.2734
Destination Price
109.2422
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-11T10:57:43.314 SIM:ZNU4 Sell 18 109.25 Aggressive
2024-06-11T10:57:44.986 SIM:ZNU4 Sell 18 109.25 Aggressive
2024-06-11T10:58:13.358 SIM:ZNU4 Sell 10 109.25 Aggressive
2024-06-11T10:58:28.359 SIM:ZNU4 Sell 10 109.25 Aggressive
2024-06-11T10:58:39.812 SIM:ZNU4 Sell 6 109.25 Aggressive
2024-06-11T10:58:39.814 SIM:ZNU4 Sell 4 109.25 Aggressive
2024-06-11T10:58:58.36 SIM:ZNU4 Sell 10 109.234375 Aggressive
2024-06-11T10:59:02.691 SIM:ZNU4 Sell 9 109.25 Aggressive
2024-06-11T10:59:28.301 SIM:ZNU4 Sell 10 109.25 Aggressive
2024-06-11T10:59:43.316 SIM:ZNU4 Sell 10 109.25 Aggressive
2024-06-11T10:59:58.304 SIM:ZNU4 Sell 9 109.25 Aggressive
2024-06-11T11:00:13.312 SIM:ZNU4 Sell 12 109.25 Aggressive
2024-06-11T11:00:28.302 SIM:ZNU4 Sell 12 109.25 Aggressive
2024-06-11T11:00:43.315 SIM:ZNU4 Sell 12 109.25 Aggressive
2024-06-11T11:00:58.359 SIM:ZNU4 Sell 12 109.25 Aggressive
2024-06-11T11:01:13.313 SIM:ZNU4 Sell 13 109.25 Aggressive
2024-06-11T11:01:28.305 SIM:ZNU4 Sell 13 109.25 Aggressive
2024-06-11T11:01:43.01 SIM:ZNU4 Sell 13 109.25 Aggressive
2024-06-11T11:01:58.304 SIM:ZNU4 Sell 13 109.25 Aggressive
2024-06-11T11:02:09.761 SIM:ZNU4 Sell 14 109.25 Aggressive
2024-06-11T11:02:28.3 SIM:ZNU4 Sell 13 109.234375 Aggressive
2024-06-11T11:02:43.309 SIM:ZNU4 Sell 14 109.234375 Aggressive
2024-06-11T11:02:50.058 SIM:ZNU4 Sell 13 109.25 Aggressive
2024-06-11T11:03:13.361 SIM:ZNU4 Sell 14 109.234375 Aggressive
2024-06-11T11:03:28.301 SIM:ZNU4 Sell 14 109.234375 Aggressive
2024-06-11T11:03:43.307 SIM:ZNU4 Sell 13 109.234375 Aggressive
2024-06-11T11:03:58.3 SIM:ZNU4 Sell 14 109.234375 Aggressive
2024-06-11T11:04:13.36 SIM:ZNU4 Sell 15 109.234375 Aggressive
2024-06-11T11:04:28.299 SIM:ZNU4 Sell 16 109.234375 Aggressive
2024-06-11T11:04:43.36 SIM:ZNU4 Sell 15 109.234375 Aggressive
2024-06-11T11:04:58.315 SIM:ZNU4 Sell 15 109.234375 Aggressive
2024-06-11T11:05:13.359 SIM:ZNU4 Sell 15 109.234375 Aggressive
2024-06-11T11:05:28.359 SIM:ZNU4 Sell 14 109.234375 Aggressive
2024-06-11T11:05:43.298 SIM:ZNU4 Sell 15 109.234375 Aggressive
2024-06-11T11:05:58.3 SIM:ZNU4 Sell 14 109.234375 Aggressive
2024-06-11T11:06:13.36 SIM:ZNU4 Sell 9 109.234375 Aggressive
2024-06-11T11:06:28.358 SIM:ZNU4 Sell 9 109.234375 Aggressive
2024-06-11T11:06:43.357 SIM:ZNU4 Sell 9 109.234375 Aggressive
2024-06-11T11:06:58.308 SIM:ZNU4 Sell 8 109.234375 Aggressive
2024-06-11T11:07:13.31 SIM:ZNU4 Sell 12 109.234375 Aggressive
2024-06-11T11:07:13.31 SIM:ZNU4 Sell 11 109.234375 Aggressive
Date - Time
CQG Symbol
TYA
Exchange Symbol
SIM:ZNU4
Buy / Sell
Buy
Quantity
500
Total Filled
500
Market VWAP
109.2496
Average Total
109.25
VWAP Slippage
0.0008
Arrival Price
109.2266
Destination Price
109.2734
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-11T10:47:27.018 SIM:ZNU4 Buy 12 109.234375 Aggressive
2024-06-11T10:47:42.068 SIM:ZNU4 Buy 12 109.234375 Aggressive
2024-06-11T10:47:57.027 SIM:ZNU4 Buy 13 109.234375 Aggressive
2024-06-11T10:48:12.057 SIM:ZNU4 Buy 10 109.234375 Aggressive
2024-06-11T10:48:27.059 SIM:ZNU4 Buy 11 109.234375 Aggressive
2024-06-11T10:48:42.069 SIM:ZNU4 Buy 10 109.234375 Aggressive
2024-06-11T10:48:57.057 SIM:ZNU4 Buy 10 109.234375 Aggressive
2024-06-11T10:49:12.059 SIM:ZNU4 Buy 9 109.234375 Aggressive
2024-06-11T10:49:27.021 SIM:ZNU4 Buy 8 109.234375 Aggressive
2024-06-11T10:49:42.068 SIM:ZNU4 Buy 8 109.234375 Aggressive
2024-06-11T10:49:57.068 SIM:ZNU4 Buy 8 109.234375 Aggressive
2024-06-11T10:50:12.057 SIM:ZNU4 Buy 20 109.234375 Aggressive
2024-06-11T10:50:27.016 SIM:ZNU4 Buy 24 109.234375 Aggressive
2024-06-11T10:50:42.058 SIM:ZNU4 Buy 24 109.234375 Aggressive
2024-06-11T10:50:57.057 SIM:ZNU4 Buy 24 109.234375 Aggressive
2024-06-11T10:51:12.069 SIM:ZNU4 Buy 14 109.234375 Aggressive
2024-06-11T10:51:27.059 SIM:ZNU4 Buy 11 109.25 Aggressive
2024-06-11T10:51:42.059 SIM:ZNU4 Buy 11 109.25 Aggressive
2024-06-11T10:51:57.06 SIM:ZNU4 Buy 11 109.25 Aggressive
2024-06-11T10:52:12.07 SIM:ZNU4 Buy 16 109.265625 Aggressive
2024-06-11T10:52:18.991 SIM:ZNU4 Buy 17 109.25 Aggressive
2024-06-11T10:52:42.025 SIM:ZNU4 Buy 17 109.265625 Aggressive
2024-06-11T10:52:57.059 SIM:ZNU4 Buy 18 109.265625 Aggressive
2024-06-11T10:53:12.069 SIM:ZNU4 Buy 13 109.265625 Aggressive
2024-06-11T10:53:27.021 SIM:ZNU4 Buy 12 109.265625 Aggressive
2024-06-11T10:53:42.057 SIM:ZNU4 Buy 12 109.265625 Aggressive
2024-06-11T10:53:57.021 SIM:ZNU4 Buy 13 109.265625 Aggressive
2024-06-11T10:54:12.027 SIM:ZNU4 Buy 10 109.265625 Aggressive
2024-06-11T10:54:27.015 SIM:ZNU4 Buy 10 109.265625 Aggressive
2024-06-11T10:54:42.019 SIM:ZNU4 Buy 10 109.265625 Aggressive
2024-06-11T10:54:57.069 SIM:ZNU4 Buy 10 109.265625 Aggressive
2024-06-11T10:55:12.068 SIM:ZNU4 Buy 7 109.265625 Aggressive
2024-06-11T10:55:27.067 SIM:ZNU4 Buy 5 109.265625 Aggressive
2024-06-11T10:55:33.16 SIM:ZNU4 Buy 5 109.25 Aggressive
2024-06-11T10:55:57.067 SIM:ZNU4 Buy 6 109.265625 Aggressive
2024-06-11T10:56:12.021 SIM:ZNU4 Buy 10 109.265625 Aggressive
2024-06-11T10:56:27.059 SIM:ZNU4 Buy 12 109.265625 Aggressive
2024-06-11T10:56:42.023 SIM:ZNU4 Buy 12 109.265625 Aggressive
2024-06-11T10:56:56.414 SIM:ZNU4 Buy 11 109.265625 Aggressive
2024-06-11T10:56:57.058 SIM:ZNU4 Buy 24 109.265625 Aggressive