VWAP

CQG Algos


Payup Model: Theo Queue
Date - Time CQG Symbol Exchange Symbol Buy / Sell Quantity Market VWAP Average Total VWAP Slippage Arrival Price Destination Price
2024-05-20 09:11:51 CLE SIM:CLN4 Buy 500 79.9060 79.9132 0.0072 79.6950 79.9750 Diagnostics
2024-05-19 19:38:38 EP SIM:ESM4 Buy 500 5334.7234 5335.3535 0.6301 5,334.6250 5,334.3750 Diagnostics
2024-05-19 19:23:50 CLE SIM:CLN4 Sell 500 79.3358 79.3253 0.0105 79.3200 79.3850 Diagnostics
2024-05-19 19:10:01 CLE SIM:CLN4 Buy 500 79.3049 79.3274 0.0225 79.3500 79.3250 Diagnostics
2024-05-19 18:09:54 CLE SIM:CLN4 Buy 500 79.4759 79.5244 0.0485 79.5350 79.4450 Diagnostics
2024-05-17 13:15:31 ENQ SIM:NQM4 Buy 500 18586.4875 18594.9030 8.4155 18,600.0000 18,572.7500 Diagnostics
2024-05-17 12:44:08 EP SIM:ESM4 Buy 500 5320.0032 5320.6225 0.6193 5,317.8750 5,321.1250 Diagnostics
2024-05-17 12:27:48 CLE SIM:CLN4 Sell 500 79.2484 79.2421 0.0063 79.2050 79.2650 Diagnostics
2024-05-17 12:06:59 CLE SIM:CLN4 Buy 500 79.1326 79.1346 0.0020 79.2150 79.1450 Diagnostics
2024-05-17 11:28:48 EP SIM:ESM4 Sell 500 5318.2844 5318.3085 -0.0241 5,317.6250 5,318.1250 Diagnostics
2024-05-17 11:10:28 EP SIM:ESM4 Buy 500 5320.8392 5320.3735 -0.4657 5,322.3750 5,320.1250 Diagnostics
2024-05-17 10:48:10 CLE SIM:CLN4 Sell 500 79.1917 79.1933 -0.0016 79.2050 79.1550 Diagnostics
2024-05-17 10:29:20 CLE SIM:CLN4 Buy 500 79.1374 79.1338 -0.0036 79.1050 79.1750 Diagnostics
2024-05-17 08:39:42 EP SIM:ESM4 Buy 500 5320.4564 5321.0865 0.6301 5,319.6250 5,320.6250 Diagnostics
2024-05-17 08:23:02 CLE SIM:CLN4 Sell 500 78.9955 79.0085 -0.0130 79.1450 78.9250 Diagnostics