VWAP Analytics

CQG Algos


Payup Model: Theo Queue
Date - Time
CQG Symbol
ENQ
Exchange Symbol
SIM:NQM4
Buy / Sell
Buy
Quantity
500
Total Filled
500
Market VWAP
19270.1027
Average Total
19270.89
VWAP Slippage
0.7823
Arrival Price
19,275.7500
Destination Price
19,268.5000
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-12T06:31:11.706 SIM:NQM4 Buy 1 19275.5 Aggressive
2024-06-12T06:31:11.707 SIM:NQM4 Buy 1 19275.5 Aggressive
2024-06-12T06:31:11.71 SIM:NQM4 Buy 2 19275.5 Aggressive
2024-06-12T06:31:11.711 SIM:NQM4 Buy 1 19275.25 Aggressive
2024-06-12T06:31:11.711 SIM:NQM4 Buy 5 19275.5 Aggressive
2024-06-12T06:31:11.712 SIM:NQM4 Buy 1 19275.25 Aggressive
2024-06-12T06:31:11.712 SIM:NQM4 Buy 3 19275.5 Aggressive
2024-06-12T06:31:24.558 SIM:NQM4 Buy 1 19274.5 Aggressive
2024-06-12T06:31:24.559 SIM:NQM4 Buy 1 19274.25 Aggressive
2024-06-12T06:31:24.559 SIM:NQM4 Buy 4 19274.5 Aggressive
2024-06-12T06:31:24.56 SIM:NQM4 Buy 3 19274.5 Aggressive
2024-06-12T06:31:24.561 SIM:NQM4 Buy 3 19274.5 Aggressive
2024-06-12T06:31:24.562 SIM:NQM4 Buy 3 19274.5 Aggressive
2024-06-12T06:31:41.458 SIM:NQM4 Buy 1 19273.25 Aggressive
2024-06-12T06:31:41.658 SIM:NQM4 Buy 1 19273.25 Aggressive
2024-06-12T06:31:42.157 SIM:NQM4 Buy 1 19273.25 Aggressive
2024-06-12T06:31:42.512 SIM:NQM4 Buy 1 19273.25 Aggressive
2024-06-12T06:31:43.465 SIM:NQM4 Buy 2 19273.5 Aggressive
2024-06-12T06:31:43.466 SIM:NQM4 Buy 2 19273.5 Aggressive
2024-06-12T06:31:43.475 SIM:NQM4 Buy 1 19273.5 Aggressive
2024-06-12T06:31:43.476 SIM:NQM4 Buy 1 19273.5 Aggressive
2024-06-12T06:31:43.658 SIM:NQM4 Buy 1 19273.5 Aggressive
2024-06-12T06:31:44.08 SIM:NQM4 Buy 1 19273.5 Aggressive
2024-06-12T06:31:44.256 SIM:NQM4 Buy 1 19273.5 Aggressive
2024-06-12T06:31:44.717 SIM:NQM4 Buy 1 19273.5 Aggressive
2024-06-12T06:32:00.506 SIM:NQM4 Buy 1 19274.25 Aggressive
2024-06-12T06:32:00.508 SIM:NQM4 Buy 1 19274 Aggressive
2024-06-12T06:32:00.508 SIM:NQM4 Buy 4 19274.25 Aggressive
2024-06-12T06:32:00.509 SIM:NQM4 Buy 3 19274 Aggressive
2024-06-12T06:32:00.509 SIM:NQM4 Buy 2 19274.25 Aggressive
2024-06-12T06:32:00.51 SIM:NQM4 Buy 3 19274 Aggressive
2024-06-12T06:32:11.904 SIM:NQM4 Buy 1 19273.25 Aggressive
2024-06-12T06:32:17.08 SIM:NQM4 Buy 1 19273.5 Aggressive
2024-06-12T06:32:17.082 SIM:NQM4 Buy 1 19273.5 Aggressive
2024-06-12T06:32:17.358 SIM:NQM4 Buy 1 19273.5 Aggressive
2024-06-12T06:32:17.557 SIM:NQM4 Buy 2 19273.5 Aggressive
2024-06-12T06:32:18.278 SIM:NQM4 Buy 4 19273.5 Aggressive
2024-06-12T06:32:18.279 SIM:NQM4 Buy 2 19273.5 Aggressive
2024-06-12T06:32:24.588 SIM:NQM4 Buy 1 19272.75 Aggressive
2024-06-12T06:32:24.589 SIM:NQM4 Buy 2 19272.75 Aggressive
2024-06-12T06:32:24.606 SIM:NQM4 Buy 2 19272.75 Aggressive
2024-06-12T06:32:24.659 SIM:NQM4 Buy 2 19272.75 Aggressive
2024-06-12T06:32:24.959 SIM:NQM4 Buy 1 19272.75 Aggressive
2024-06-12T06:32:24.988 SIM:NQM4 Buy 1 19272.75 Aggressive
2024-06-12T06:32:30.857 SIM:NQM4 Buy 1 19272.75 Aggressive
2024-06-12T06:32:38.158 SIM:NQM4 Buy 2 19273.75 Aggressive
2024-06-12T06:32:41.495 SIM:NQM4 Buy 4 19273 Aggressive
2024-06-12T06:32:41.496 SIM:NQM4 Buy 4 19273 Aggressive
2024-06-12T06:32:41.497 SIM:NQM4 Buy 3 19273 Aggressive
2024-06-12T06:32:55.757 SIM:NQM4 Buy 2 19273 Aggressive
2024-06-12T06:32:55.899 SIM:NQM4 Buy 2 19273 Aggressive
2024-06-12T06:32:56.157 SIM:NQM4 Buy 2 19273 Aggressive
2024-06-12T06:32:56.319 SIM:NQM4 Buy 4 19272.75 Aggressive
2024-06-12T06:32:56.319 SIM:NQM4 Buy 2 19273 Aggressive
2024-06-12T06:33:10.982 SIM:NQM4 Buy 1 19273.25 Aggressive
2024-06-12T06:33:10.984 SIM:NQM4 Buy 1 19273.25 Aggressive
2024-06-12T06:33:10.986 SIM:NQM4 Buy 1 19273.25 Aggressive
2024-06-12T06:33:10.998 SIM:NQM4 Buy 1 19273.25 Aggressive
2024-06-12T06:33:11 SIM:NQM4 Buy 1 19273.25 Aggressive
2024-06-12T06:33:11.058 SIM:NQM4 Buy 1 19273.25 Aggressive
2024-06-12T06:33:11.158 SIM:NQM4 Buy 2 19273.25 Aggressive
2024-06-12T06:33:11.264 SIM:NQM4 Buy 1 19273 Aggressive
2024-06-12T06:33:11.265 SIM:NQM4 Buy 2 19273.25 Aggressive
2024-06-12T06:33:11.266 SIM:NQM4 Buy 1 19273 Aggressive
2024-06-12T06:33:25.968 SIM:NQM4 Buy 1 19272.5 Aggressive
2024-06-12T06:33:25.978 SIM:NQM4 Buy 1 19272.5 Aggressive
2024-06-12T06:33:25.98 SIM:NQM4 Buy 1 19272.5 Aggressive
2024-06-12T06:33:26.57 SIM:NQM4 Buy 1 19272.5 Aggressive
2024-06-12T06:33:26.577 SIM:NQM4 Buy 1 19272.5 Aggressive
2024-06-12T06:33:27.256 SIM:NQM4 Buy 1 19272.5 Aggressive
2024-06-12T06:33:27.26 SIM:NQM4 Buy 1 19272.5 Aggressive
2024-06-12T06:33:27.313 SIM:NQM4 Buy 2 19272.5 Aggressive
2024-06-12T06:33:27.656 SIM:NQM4 Buy 2 19272.5 Aggressive
2024-06-12T06:33:42.814 SIM:NQM4 Buy 1 19271.75 Aggressive
2024-06-12T06:33:42.817 SIM:NQM4 Buy 1 19271.75 Aggressive
2024-06-12T06:33:42.905 SIM:NQM4 Buy 4 19271.75 Aggressive
2024-06-12T06:33:42.906 SIM:NQM4 Buy 4 19271.75 Aggressive
2024-06-12T06:33:42.908 SIM:NQM4 Buy 2 19271.75 Aggressive
2024-06-12T06:33:59.157 SIM:NQM4 Buy 3 19270.75 Aggressive
2024-06-12T06:33:59.174 SIM:NQM4 Buy 2 19270.75 Aggressive
2024-06-12T06:33:59.375 SIM:NQM4 Buy 2 19270.75 Aggressive
2024-06-12T06:33:59.376 SIM:NQM4 Buy 4 19270.75 Aggressive
2024-06-12T06:33:59.505 SIM:NQM4 Buy 1 19270.75 Aggressive
2024-06-12T06:34:21.201 SIM:NQM4 Buy 1 19271 Aggressive
2024-06-12T06:34:21.211 SIM:NQM4 Buy 1 19271 Aggressive
2024-06-12T06:34:21.399 SIM:NQM4 Buy 1 19271 Aggressive
2024-06-12T06:34:22.175 SIM:NQM4 Buy 1 19271 Aggressive
2024-06-12T06:34:22.177 SIM:NQM4 Buy 1 19271 Aggressive
2024-06-12T06:34:22.494 SIM:NQM4 Buy 1 19271 Aggressive
2024-06-12T06:34:22.656 SIM:NQM4 Buy 2 19270.75 Aggressive
2024-06-12T06:34:22.656 SIM:NQM4 Buy 3 19271 Aggressive
2024-06-12T06:34:22.899 SIM:NQM4 Buy 1 19270.75 Aggressive
2024-06-12T06:34:25.088 SIM:NQM4 Buy 2 19271 Aggressive
2024-06-12T06:34:25.089 SIM:NQM4 Buy 1 19271 Aggressive
2024-06-12T06:34:25.09 SIM:NQM4 Buy 1 19271 Aggressive
2024-06-12T06:34:25.671 SIM:NQM4 Buy 1 19271 Aggressive
2024-06-12T06:34:25.672 SIM:NQM4 Buy 1 19271 Aggressive
2024-06-12T06:34:26.371 SIM:NQM4 Buy 1 19271 Aggressive
2024-06-12T06:34:26.39 SIM:NQM4 Buy 1 19271 Aggressive
2024-06-12T06:34:35.318 SIM:NQM4 Buy 1 19272.5 Aggressive
2024-06-12T06:34:35.583 SIM:NQM4 Buy 1 19272.5 Aggressive
2024-06-12T06:34:35.767 SIM:NQM4 Buy 2 19272.5 Aggressive
2024-06-12T06:34:38.16 SIM:NQM4 Buy 1 19272 Aggressive
2024-06-12T06:34:38.161 SIM:NQM4 Buy 1 19272 Aggressive
2024-06-12T06:34:38.162 SIM:NQM4 Buy 1 19272 Aggressive
2024-06-12T06:34:38.163 SIM:NQM4 Buy 1 19272 Aggressive
2024-06-12T06:34:38.373 SIM:NQM4 Buy 2 19272 Aggressive
2024-06-12T06:34:38.374 SIM:NQM4 Buy 2 19272 Aggressive
2024-06-12T06:34:39.019 SIM:NQM4 Buy 2 19272 Aggressive
2024-06-12T06:34:40.017 SIM:NQM4 Buy 2 19272 Aggressive
2024-06-12T06:34:53.833 SIM:NQM4 Buy 1 19271.5 Aggressive
2024-06-12T06:34:53.856 SIM:NQM4 Buy 1 19271.5 Aggressive
2024-06-12T06:34:53.9 SIM:NQM4 Buy 1 19271.5 Aggressive
2024-06-12T06:34:53.901 SIM:NQM4 Buy 1 19271.5 Aggressive
2024-06-12T06:34:53.962 SIM:NQM4 Buy 1 19271.5 Aggressive
2024-06-12T06:34:59.109 SIM:NQM4 Buy 1 19271.5 Aggressive
2024-06-12T06:35:00.181 SIM:NQM4 Buy 1 19271.5 Aggressive
2024-06-12T06:35:01.127 SIM:NQM4 Buy 1 19271.5 Aggressive
2024-06-12T06:35:01.128 SIM:NQM4 Buy 1 19271.5 Aggressive
2024-06-12T06:35:01.13 SIM:NQM4 Buy 1 19271.5 Aggressive
2024-06-12T06:35:01.763 SIM:NQM4 Buy 1 19271.5 Aggressive
2024-06-12T06:35:07.683 SIM:NQM4 Buy 1 19271.5 Aggressive
2024-06-12T06:35:07.957 SIM:NQM4 Buy 1 19271.5 Aggressive
2024-06-12T06:35:13.862 SIM:NQM4 Buy 1 19271.25 Aggressive
2024-06-12T06:35:13.863 SIM:NQM4 Buy 1 19271.25 Aggressive
2024-06-12T06:35:14.772 SIM:NQM4 Buy 1 19271 Aggressive
2024-06-12T06:35:14.773 SIM:NQM4 Buy 3 19271.25 Aggressive
2024-06-12T06:35:14.774 SIM:NQM4 Buy 1 19271 Aggressive
2024-06-12T06:35:14.774 SIM:NQM4 Buy 2 19271.25 Aggressive
2024-06-12T06:35:14.775 SIM:NQM4 Buy 3 19271 Aggressive
2024-06-12T06:35:14.775 SIM:NQM4 Buy 2 19271.25 Aggressive
2024-06-12T06:35:14.776 SIM:NQM4 Buy 1 19271 Aggressive
2024-06-12T06:35:23.459 SIM:NQM4 Buy 1 19270 Aggressive
2024-06-12T06:35:23.462 SIM:NQM4 Buy 1 19270 Aggressive
2024-06-12T06:35:25.017 SIM:NQM4 Buy 1 19270.5 Aggressive
2024-06-12T06:35:25.457 SIM:NQM4 Buy 2 19270.5 Aggressive
2024-06-12T06:35:25.857 SIM:NQM4 Buy 3 19270.5 Aggressive
2024-06-12T06:35:26.409 SIM:NQM4 Buy 3 19270.5 Aggressive
2024-06-12T06:35:26.411 SIM:NQM4 Buy 3 19270.5 Aggressive
2024-06-12T06:35:28.259 SIM:NQM4 Buy 1 19270.5 Aggressive
2024-06-12T06:35:44.192 SIM:NQM4 Buy 1 19270.25 Aggressive
2024-06-12T06:35:44.193 SIM:NQM4 Buy 3 19270.25 Aggressive
2024-06-12T06:35:44.194 SIM:NQM4 Buy 3 19270.25 Aggressive
2024-06-12T06:35:44.202 SIM:NQM4 Buy 3 19270.25 Aggressive
2024-06-12T06:35:44.393 SIM:NQM4 Buy 1 19270.25 Aggressive
2024-06-12T06:35:44.81 SIM:NQM4 Buy 1 19270.25 Aggressive
2024-06-12T06:35:44.858 SIM:NQM4 Buy 1 19270.25 Aggressive
2024-06-12T06:35:45.259 SIM:NQM4 Buy 1 19270.25 Aggressive
2024-06-12T06:35:54.363 SIM:NQM4 Buy 1 19270.5 Aggressive
2024-06-12T06:35:55.067 SIM:NQM4 Buy 1 19270.75 Aggressive
2024-06-12T06:35:56.058 SIM:NQM4 Buy 2 19270.75 Aggressive
2024-06-12T06:35:56.557 SIM:NQM4 Buy 1 19270.75 Aggressive
2024-06-12T06:35:56.658 SIM:NQM4 Buy 1 19270.75 Aggressive
2024-06-12T06:35:56.671 SIM:NQM4 Buy 1 19270.75 Aggressive
2024-06-12T06:35:57.065 SIM:NQM4 Buy 2 19270.75 Aggressive
2024-06-12T06:35:57.16 SIM:NQM4 Buy 2 19270.75 Aggressive
2024-06-12T06:35:57.358 SIM:NQM4 Buy 1 19270.75 Aggressive
2024-06-12T06:35:57.556 SIM:NQM4 Buy 1 19270.5 Aggressive
2024-06-12T06:35:57.556 SIM:NQM4 Buy 1 19270.75 Aggressive
2024-06-12T06:36:11.461 SIM:NQM4 Buy 1 19271 Aggressive
2024-06-12T06:36:11.856 SIM:NQM4 Buy 1 19271 Aggressive
2024-06-12T06:36:11.883 SIM:NQM4 Buy 1 19271 Aggressive
2024-06-12T06:36:12.959 SIM:NQM4 Buy 2 19271 Aggressive
2024-06-12T06:36:12.96 SIM:NQM4 Buy 1 19271 Aggressive
2024-06-12T06:36:12.962 SIM:NQM4 Buy 1 19271 Aggressive
2024-06-12T06:36:12.963 SIM:NQM4 Buy 1 19271 Aggressive
2024-06-12T06:36:12.981 SIM:NQM4 Buy 1 19271 Aggressive
2024-06-12T06:36:13.001 SIM:NQM4 Buy 1 19271 Aggressive
2024-06-12T06:36:13.058 SIM:NQM4 Buy 1 19271 Aggressive
2024-06-12T06:36:13.159 SIM:NQM4 Buy 1 19271 Aggressive
2024-06-12T06:36:25.557 SIM:NQM4 Buy 1 19272 Aggressive
2024-06-12T06:36:25.558 SIM:NQM4 Buy 4 19272 Aggressive
2024-06-12T06:36:25.59 SIM:NQM4 Buy 4 19272 Aggressive
2024-06-12T06:36:25.591 SIM:NQM4 Buy 2 19271.75 Aggressive
2024-06-12T06:36:39.356 SIM:NQM4 Buy 1 19270 Aggressive
2024-06-12T06:36:39.357 SIM:NQM4 Buy 2 19270 Aggressive
2024-06-12T06:36:39.457 SIM:NQM4 Buy 2 19270 Aggressive
2024-06-12T06:36:39.89 SIM:NQM4 Buy 4 19270 Aggressive
2024-06-12T06:36:39.912 SIM:NQM4 Buy 1 19269.75 Aggressive
2024-06-12T06:36:39.912 SIM:NQM4 Buy 2 19270 Aggressive
2024-06-12T06:36:56.264 SIM:NQM4 Buy 1 19269.75 Aggressive
2024-06-12T06:36:56.572 SIM:NQM4 Buy 2 19269.75 Aggressive
2024-06-12T06:36:56.657 SIM:NQM4 Buy 2 19269.75 Aggressive
2024-06-12T06:36:56.758 SIM:NQM4 Buy 3 19269.75 Aggressive
2024-06-12T06:36:57.285 SIM:NQM4 Buy 3 19269.75 Aggressive
2024-06-12T06:37:09.322 SIM:NQM4 Buy 1 19268 Aggressive
2024-06-12T06:37:09.357 SIM:NQM4 Buy 1 19268 Aggressive
2024-06-12T06:37:09.458 SIM:NQM4 Buy 1 19268 Aggressive
2024-06-12T06:37:09.459 SIM:NQM4 Buy 5 19268 Aggressive
2024-06-12T06:37:09.657 SIM:NQM4 Buy 2 19268 Aggressive
2024-06-12T06:37:24.588 SIM:NQM4 Buy 1 19268.25 Aggressive
2024-06-12T06:37:24.589 SIM:NQM4 Buy 4 19268.5 Aggressive
2024-06-12T06:37:24.589 SIM:NQM4 Buy 1 19268.25 Aggressive
2024-06-12T06:37:24.59 SIM:NQM4 Buy 5 19268.5 Aggressive
2024-06-12T06:37:48.457 SIM:NQM4 Buy 3 19268.25 Aggressive
2024-06-12T06:37:48.457 SIM:NQM4 Buy 7 19268.5 Aggressive
2024-06-12T06:37:53.688 SIM:NQM4 Buy 1 19268 Aggressive
2024-06-12T06:38:03.356 SIM:NQM4 Buy 2 19269 Aggressive
2024-06-12T06:38:03.399 SIM:NQM4 Buy 2 19269 Aggressive
2024-06-12T06:38:03.584 SIM:NQM4 Buy 2 19269 Aggressive
2024-06-12T06:38:03.969 SIM:NQM4 Buy 2 19269 Aggressive
2024-06-12T06:38:03.97 SIM:NQM4 Buy 1 19269 Aggressive
2024-06-12T06:38:23.168 SIM:NQM4 Buy 3 19270.5 Aggressive
2024-06-12T06:38:23.168 SIM:NQM4 Buy 5 19270.75 Aggressive
2024-06-12T06:38:23.168 SIM:NQM4 Buy 2 19271 Aggressive
2024-06-12T06:38:23.168 SIM:NQM4 Buy 1 19271.25 Aggressive
2024-06-12T06:38:33.115 SIM:NQM4 Buy 1 19270.25 Aggressive
2024-06-12T06:38:36.218 SIM:NQM4 Buy 1 19270.25 Aggressive
2024-06-12T06:38:36.218 SIM:NQM4 Buy 4 19270.5 Aggressive
2024-06-12T06:38:36.219 SIM:NQM4 Buy 3 19270.25 Aggressive
2024-06-12T06:38:36.219 SIM:NQM4 Buy 2 19270.5 Aggressive
2024-06-12T06:38:39.773 SIM:NQM4 Buy 1 19269.5 Aggressive
2024-06-12T06:38:39.774 SIM:NQM4 Buy 1 19269.5 Aggressive
2024-06-12T06:38:51.657 SIM:NQM4 Buy 5 19270.75 Aggressive
2024-06-12T06:38:51.658 SIM:NQM4 Buy 1 19270.5 Aggressive
2024-06-12T06:38:51.658 SIM:NQM4 Buy 3 19270.75 Aggressive
2024-06-12T06:39:03.272 SIM:NQM4 Buy 1 19271 Aggressive
2024-06-12T06:39:05.109 SIM:NQM4 Buy 3 19271 Aggressive
2024-06-12T06:39:05.11 SIM:NQM4 Buy 3 19271 Aggressive
2024-06-12T06:39:05.121 SIM:NQM4 Buy 3 19271 Aggressive
2024-06-12T06:39:06.169 SIM:NQM4 Buy 2 19271 Aggressive
2024-06-12T06:39:11.63 SIM:NQM4 Buy 1 19270.25 Aggressive
2024-06-12T06:39:11.631 SIM:NQM4 Buy 1 19270.25 Aggressive
2024-06-12T06:39:11.632 SIM:NQM4 Buy 2 19270.25 Aggressive
2024-06-12T06:39:11.633 SIM:NQM4 Buy 1 19270 Aggressive
2024-06-12T06:39:11.633 SIM:NQM4 Buy 2 19270.25 Aggressive
2024-06-12T06:39:11.634 SIM:NQM4 Buy 1 19270 Aggressive
2024-06-12T06:39:11.634 SIM:NQM4 Buy 2 19270.25 Aggressive
2024-06-12T06:39:11.657 SIM:NQM4 Buy 2 19270.25 Aggressive
2024-06-12T06:39:11.718 SIM:NQM4 Buy 1 19270 Aggressive
2024-06-12T06:39:26.306 SIM:NQM4 Buy 1 19269.25 Aggressive
2024-06-12T06:39:32.493 SIM:NQM4 Buy 1 19269.25 Aggressive
2024-06-12T06:39:32.496 SIM:NQM4 Buy 2 19269.25 Aggressive
2024-06-12T06:39:32.499 SIM:NQM4 Buy 2 19269.25 Aggressive
2024-06-12T06:39:32.5 SIM:NQM4 Buy 2 19269.25 Aggressive
2024-06-12T06:39:32.521 SIM:NQM4 Buy 2 19269.25 Aggressive
2024-06-12T06:39:38.157 SIM:NQM4 Buy 1 19269.75 Aggressive
2024-06-12T06:39:38.157 SIM:NQM4 Buy 2 19270 Aggressive
2024-06-12T06:39:38.457 SIM:NQM4 Buy 2 19269.25 Aggressive
2024-06-12T06:39:38.466 SIM:NQM4 Buy 2 19269.25 Aggressive
2024-06-12T06:39:40.957 SIM:NQM4 Buy 2 19269.25 Aggressive
2024-06-12T06:39:41.056 SIM:NQM4 Buy 2 19269.25 Aggressive
2024-06-12T06:39:41.156 SIM:NQM4 Buy 2 19269.25 Aggressive
2024-06-12T06:39:41.279 SIM:NQM4 Buy 2 19269.25 Aggressive
2024-06-12T06:39:53.356 SIM:NQM4 Buy 1 19269.75 Aggressive
2024-06-12T06:39:53.357 SIM:NQM4 Buy 2 19269.25 Aggressive
2024-06-12T06:39:53.357 SIM:NQM4 Buy 5 19269.5 Aggressive
2024-06-12T06:39:53.357 SIM:NQM4 Buy 4 19269.75 Aggressive
2024-06-12T06:39:53.361 SIM:NQM4 Buy 2 19269.25 Aggressive
2024-06-12T06:40:09.957 SIM:NQM4 Buy 2 19268 Aggressive
2024-06-12T06:40:09.957 SIM:NQM4 Buy 8 19268.25 Aggressive
2024-06-12T06:40:10.656 SIM:NQM4 Buy 4 19268 Aggressive
2024-06-12T06:40:24.557 SIM:NQM4 Buy 1 19267.25 Aggressive
2024-06-12T06:40:24.721 SIM:NQM4 Buy 4 19267.25 Aggressive
2024-06-12T06:40:24.723 SIM:NQM4 Buy 4 19267.25 Aggressive
2024-06-12T06:40:24.724 SIM:NQM4 Buy 4 19267.25 Aggressive
2024-06-12T06:40:24.757 SIM:NQM4 Buy 2 19267.25 Aggressive
2024-06-12T06:40:53.114 SIM:NQM4 Buy 2 19267.25 Aggressive
2024-06-12T06:40:53.114 SIM:NQM4 Buy 5 19267.5 Aggressive
2024-06-12T06:40:53.114 SIM:NQM4 Buy 4 19267.75 Aggressive
2024-06-12T06:40:53.114 SIM:NQM4 Buy 3 19268 Aggressive
2024-06-12T06:40:53.114 SIM:NQM4 Buy 1 19268.25 Aggressive
2024-06-12T06:40:53.359 SIM:NQM4 Buy 2 19267.5 Aggressive
2024-06-12T06:40:53.359 SIM:NQM4 Buy 5 19267.75 Aggressive
2024-06-12T06:40:53.36 SIM:NQM4 Buy 3 19268 Aggressive
2024-06-12T06:40:53.557 SIM:NQM4 Buy 2 19267.5 Aggressive
2024-06-12T06:40:53.557 SIM:NQM4 Buy 2 19267.75 Aggressive

Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM4
Buy / Sell
Sell
Quantity
500
Total Filled
500
Market VWAP
5391.2005
Average Total
5389.74
VWAP Slippage
1.4595
Arrival Price
5,391.8750
Destination Price
5,390.3750
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-12T06:12:59.868 SIM:ESM4 Sell 12 5391.75 Aggressive
2024-06-12T06:13:30.3 SIM:ESM4 Sell 2 5391.25 Aggressive
2024-06-12T06:13:45.258 SIM:ESM4 Sell 2 5391.25 Aggressive
2024-06-12T06:13:47.869 SIM:ESM4 Sell 3 5391.25 Aggressive
2024-06-12T06:14:13.797 SIM:ESM4 Sell 3 5391 Aggressive
2024-06-12T06:14:21.579 SIM:ESM4 Sell 2 5391 Aggressive
2024-06-12T06:14:21.594 SIM:ESM4 Sell 1 5391 Aggressive
2024-06-12T06:14:21.727 SIM:ESM4 Sell 1 5391 Aggressive
2024-06-12T06:14:44.798 SIM:ESM4 Sell 1 5391 Aggressive
2024-06-12T06:15:00.299 SIM:ESM4 Sell 2 5391 Aggressive
2024-06-12T06:15:15.302 SIM:ESM4 Sell 3 5390.75 Aggressive
2024-06-12T06:15:30.302 SIM:ESM4 Sell 3 5390.5 Aggressive
2024-06-12T06:15:32.367 SIM:ESM4 Sell 2 5390.75 Aggressive
2024-06-12T06:15:52.018 SIM:ESM4 Sell 1 5391 Aggressive
2024-06-12T06:15:52.019 SIM:ESM4 Sell 1 5391 Aggressive
2024-06-12T06:16:05.762 SIM:ESM4 Sell 3 5390.75 Aggressive
2024-06-12T06:16:30.297 SIM:ESM4 Sell 2 5390.5 Aggressive
2024-06-12T06:16:43.594 SIM:ESM4 Sell 1 5390.75 Aggressive
2024-06-12T06:16:48.686 SIM:ESM4 Sell 1 5390.75 Aggressive
2024-06-12T06:17:09.319 SIM:ESM4 Sell 1 5391 Aggressive
2024-06-12T06:17:30.291 SIM:ESM4 Sell 4 5390.5 Aggressive
2024-06-12T06:17:45.286 SIM:ESM4 Sell 1 5390.5 Aggressive
2024-06-12T06:18:07.394 SIM:ESM4 Sell 2 5390.5 Aggressive
2024-06-12T06:18:22.99 SIM:ESM4 Sell 2 5390.75 Aggressive
2024-06-12T06:18:38.895 SIM:ESM4 Sell 2 5390.75 Aggressive
2024-06-12T06:18:52.78 SIM:ESM4 Sell 2 5390.75 Aggressive
2024-06-12T06:19:07.357 SIM:ESM4 Sell 1 5390.5 Aggressive
2024-06-12T06:19:23.426 SIM:ESM4 Sell 1 5390.75 Aggressive
2024-06-12T06:19:45.3 SIM:ESM4 Sell 63 5390 Aggressive
2024-06-12T06:19:45.3 SIM:ESM4 Sell 60 5389.75 Aggressive
2024-06-12T06:19:45.3 SIM:ESM4 Sell 80 5389.5 Aggressive
2024-06-12T06:19:45.3 SIM:ESM4 Sell 65 5389.25 Aggressive
2024-06-12T06:19:45.3 SIM:ESM4 Sell 82 5389 Aggressive
2024-06-12T06:19:45.558 SIM:ESM4 Sell 63 5390 Aggressive
2024-06-12T06:19:45.558 SIM:ESM4 Sell 23 5389.75 Aggressive
2024-06-12T06:19:45.681 SIM:ESM4 Sell 2 5390 Aggressive

Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM4
Buy / Sell
Buy
Quantity
500
Total Filled
500
Market VWAP
5391.1070
Average Total
5390.93
VWAP Slippage
-0.1765
Arrival Price
5,390.8750
Destination Price
5,390.3750
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-12T05:52:28.164 SIM:ESM4 Buy 12 5391 Aggressive
2024-06-12T05:52:47.316 SIM:ESM4 Buy 1 5390.75 Aggressive
2024-06-12T05:53:06.156 SIM:ESM4 Buy 1 5391 Aggressive
2024-06-12T05:53:15.291 SIM:ESM4 Buy 1 5390.75 Aggressive
2024-06-12T05:53:37.291 SIM:ESM4 Buy 2 5391 Aggressive
2024-06-12T05:53:57.974 SIM:ESM4 Buy 2 5391.25 Aggressive
2024-06-12T05:54:12.962 SIM:ESM4 Buy 1 5391.25 Aggressive
2024-06-12T05:54:42.964 SIM:ESM4 Buy 1 5391.25 Aggressive
2024-06-12T05:54:57.964 SIM:ESM4 Buy 1 5391.25 Aggressive
2024-06-12T05:55:14.458 SIM:ESM4 Buy 4 5391 Aggressive
2024-06-12T05:55:42.963 SIM:ESM4 Buy 5 5391.5 Aggressive
2024-06-12T05:56:03.857 SIM:ESM4 Buy 1 5391.5 Aggressive
2024-06-12T05:56:27.022 SIM:ESM4 Buy 3 5391.5 Aggressive
2024-06-12T05:56:42.96 SIM:ESM4 Buy 2 5392.25 Aggressive
2024-06-12T05:56:43.356 SIM:ESM4 Buy 2 5392 Aggressive
2024-06-12T05:56:43.357 SIM:ESM4 Buy 4 5392 Aggressive
2024-06-12T05:56:43.413 SIM:ESM4 Buy 4 5392 Aggressive
2024-06-12T05:56:43.425 SIM:ESM4 Buy 3 5392 Aggressive
2024-06-12T05:57:01.633 SIM:ESM4 Buy 1 5391.5 Aggressive
2024-06-12T05:57:02.992 SIM:ESM4 Buy 1 5391.5 Aggressive
2024-06-12T05:57:12.961 SIM:ESM4 Buy 1 5391.75 Aggressive
2024-06-12T05:57:14.28 SIM:ESM4 Buy 1 5391.5 Aggressive
2024-06-12T05:57:42.963 SIM:ESM4 Buy 1 5391.5 Aggressive
2024-06-12T05:58:06 SIM:ESM4 Buy 1 5391.25 Aggressive
2024-06-12T05:58:06.172 SIM:ESM4 Buy 1 5391.25 Aggressive
2024-06-12T05:58:27.979 SIM:ESM4 Buy 3 5391 Aggressive
2024-06-12T05:58:38.413 SIM:ESM4 Buy 1 5390.75 Aggressive
2024-06-12T05:58:52.88 SIM:ESM4 Buy 1 5390.5 Aggressive
2024-06-12T05:59:00.957 SIM:ESM4 Buy 1 5390.5 Aggressive
2024-06-12T05:59:12.966 SIM:ESM4 Buy 99 5390.5 Aggressive
2024-06-12T05:59:12.966 SIM:ESM4 Buy 30 5390.75 Aggressive
2024-06-12T05:59:12.966 SIM:ESM4 Buy 51 5391 Aggressive
2024-06-12T05:59:12.966 SIM:ESM4 Buy 66 5391.25 Aggressive
2024-06-12T05:59:12.966 SIM:ESM4 Buy 74 5391.5 Aggressive
2024-06-12T05:59:14.156 SIM:ESM4 Buy 99 5390.5 Aggressive
2024-06-12T05:59:14.156 SIM:ESM4 Buy 18 5390.75 Aggressive

Date - Time
CQG Symbol
CLE
Exchange Symbol
SIM:CLN4
Buy / Sell
Sell
Quantity
500
Total Filled
500
Market VWAP
78.8155
Average Total
78.82
VWAP Slippage
-0.0015
Arrival Price
78.8250
Destination Price
78.8350
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-12T05:29:11.6 SIM:CLN4 Sell 3 78.82 Aggressive
2024-06-12T05:29:11.6 SIM:CLN4 Sell 9 78.81 Aggressive
2024-06-12T05:29:16.895 SIM:CLN4 Sell 1 78.82 Aggressive
2024-06-12T05:29:16.896 SIM:CLN4 Sell 1 78.82 Aggressive
2024-06-12T05:29:16.897 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:29:16.898 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:29:16.899 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:29:16.905 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:29:16.908 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:29:19.588 SIM:CLN4 Sell 1 78.82 Aggressive
2024-06-12T05:29:19.589 SIM:CLN4 Sell 1 78.82 Aggressive
2024-06-12T05:29:19.59 SIM:CLN4 Sell 1 78.82 Aggressive
2024-06-12T05:29:40.727 SIM:CLN4 Sell 1 78.82 Aggressive
2024-06-12T05:29:40.73 SIM:CLN4 Sell 1 78.82 Aggressive
2024-06-12T05:29:40.757 SIM:CLN4 Sell 1 78.82 Aggressive
2024-06-12T05:29:41.595 SIM:CLN4 Sell 10 78.81 Aggressive
2024-06-12T05:29:41.657 SIM:CLN4 Sell 1 78.81 Aggressive
2024-06-12T05:29:45.099 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:29:45.1 SIM:CLN4 Sell 1 78.82 Aggressive
2024-06-12T05:29:45.157 SIM:CLN4 Sell 1 78.82 Aggressive
2024-06-12T05:29:45.159 SIM:CLN4 Sell 4 78.82 Aggressive
2024-06-12T05:29:45.16 SIM:CLN4 Sell 4 78.82 Aggressive
2024-06-12T05:29:45.161 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:30:11.591 SIM:CLN4 Sell 5 78.82 Aggressive
2024-06-12T05:30:11.591 SIM:CLN4 Sell 10 78.81 Aggressive
2024-06-12T05:30:26.596 SIM:CLN4 Sell 9 78.82 Aggressive
2024-06-12T05:30:26.596 SIM:CLN4 Sell 6 78.81 Aggressive
2024-06-12T05:30:30.757 SIM:CLN4 Sell 3 78.83 Aggressive
2024-06-12T05:30:30.758 SIM:CLN4 Sell 3 78.83 Aggressive
2024-06-12T05:30:30.759 SIM:CLN4 Sell 3 78.83 Aggressive
2024-06-12T05:30:30.762 SIM:CLN4 Sell 2 78.83 Aggressive
2024-06-12T05:30:30.789 SIM:CLN4 Sell 2 78.83 Aggressive
2024-06-12T05:30:30.858 SIM:CLN4 Sell 2 78.83 Aggressive
2024-06-12T05:30:45.96 SIM:CLN4 Sell 4 78.79 Aggressive
2024-06-12T05:30:45.961 SIM:CLN4 Sell 9 78.79 Aggressive
2024-06-12T05:30:45.962 SIM:CLN4 Sell 2 78.79 Aggressive
2024-06-12T05:30:57.625 SIM:CLN4 Sell 6 78.8 Aggressive
2024-06-12T05:30:57.626 SIM:CLN4 Sell 7 78.8 Aggressive
2024-06-12T05:31:12.057 SIM:CLN4 Sell 2 78.81 Aggressive
2024-06-12T05:31:12.058 SIM:CLN4 Sell 4 78.81 Aggressive
2024-06-12T05:31:12.079 SIM:CLN4 Sell 3 78.81 Aggressive
2024-06-12T05:31:12.08 SIM:CLN4 Sell 1 78.81 Aggressive
2024-06-12T05:31:12.156 SIM:CLN4 Sell 1 78.81 Aggressive
2024-06-12T05:31:12.165 SIM:CLN4 Sell 1 78.81 Aggressive
2024-06-12T05:31:18.681 SIM:CLN4 Sell 1 78.81 Aggressive
2024-06-12T05:31:28.259 SIM:CLN4 Sell 1 78.8 Aggressive
2024-06-12T05:31:28.26 SIM:CLN4 Sell 1 78.8 Aggressive
2024-06-12T05:31:28.261 SIM:CLN4 Sell 1 78.8 Aggressive
2024-06-12T05:31:28.262 SIM:CLN4 Sell 3 78.8 Aggressive
2024-06-12T05:31:28.263 SIM:CLN4 Sell 3 78.8 Aggressive
2024-06-12T05:31:28.264 SIM:CLN4 Sell 3 78.8 Aggressive
2024-06-12T05:31:28.267 SIM:CLN4 Sell 1 78.8 Aggressive
2024-06-12T05:31:42.359 SIM:CLN4 Sell 5 78.81 Aggressive
2024-06-12T05:31:42.36 SIM:CLN4 Sell 7 78.81 Aggressive
2024-06-12T05:31:59.563 SIM:CLN4 Sell 1 78.8 Aggressive
2024-06-12T05:32:01.085 SIM:CLN4 Sell 2 78.8 Aggressive
2024-06-12T05:32:01.086 SIM:CLN4 Sell 5 78.8 Aggressive
2024-06-12T05:32:01.087 SIM:CLN4 Sell 4 78.8 Aggressive
2024-06-12T05:32:12.29 SIM:CLN4 Sell 2 78.8 Aggressive
2024-06-12T05:32:12.291 SIM:CLN4 Sell 2 78.8 Aggressive
2024-06-12T05:32:12.292 SIM:CLN4 Sell 2 78.8 Aggressive
2024-06-12T05:32:12.294 SIM:CLN4 Sell 2 78.8 Aggressive
2024-06-12T05:32:12.301 SIM:CLN4 Sell 2 78.8 Aggressive
2024-06-12T05:32:12.399 SIM:CLN4 Sell 1 78.8 Aggressive
2024-06-12T05:32:26.893 SIM:CLN4 Sell 1 78.82 Aggressive
2024-06-12T05:32:26.894 SIM:CLN4 Sell 1 78.82 Aggressive
2024-06-12T05:32:26.895 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:32:26.897 SIM:CLN4 Sell 3 78.82 Aggressive
2024-06-12T05:32:26.898 SIM:CLN4 Sell 1 78.82 Aggressive
2024-06-12T05:32:26.899 SIM:CLN4 Sell 1 78.82 Aggressive
2024-06-12T05:32:26.9 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:32:43.383 SIM:CLN4 Sell 5 78.82 Aggressive
2024-06-12T05:32:43.384 SIM:CLN4 Sell 4 78.82 Aggressive
2024-06-12T05:32:43.385 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:33:05.269 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:33:05.27 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:33:05.271 SIM:CLN4 Sell 1 78.82 Aggressive
2024-06-12T05:33:11.6 SIM:CLN4 Sell 7 78.8 Aggressive
2024-06-12T05:33:26.592 SIM:CLN4 Sell 10 78.8 Aggressive
2024-06-12T05:33:26.958 SIM:CLN4 Sell 2 78.8 Aggressive
2024-06-12T05:33:29.604 SIM:CLN4 Sell 2 78.81 Aggressive
2024-06-12T05:33:41.585 SIM:CLN4 Sell 10 78.8 Aggressive
2024-06-12T05:33:41.66 SIM:CLN4 Sell 12 78.81 Aggressive
2024-06-12T05:34:07.212 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:34:07.213 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:34:07.216 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:34:07.22 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:34:07.259 SIM:CLN4 Sell 3 78.82 Aggressive
2024-06-12T05:34:11.861 SIM:CLN4 Sell 4 78.82 Aggressive
2024-06-12T05:34:11.862 SIM:CLN4 Sell 6 78.82 Aggressive
2024-06-12T05:34:32.308 SIM:CLN4 Sell 1 78.82 Aggressive
2024-06-12T05:34:32.309 SIM:CLN4 Sell 1 78.82 Aggressive
2024-06-12T05:34:32.31 SIM:CLN4 Sell 1 78.82 Aggressive
2024-06-12T05:34:32.313 SIM:CLN4 Sell 1 78.82 Aggressive
2024-06-12T05:34:32.357 SIM:CLN4 Sell 1 78.82 Aggressive
2024-06-12T05:34:32.568 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:34:32.656 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:34:34.077 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:34:43.207 SIM:CLN4 Sell 1 78.82 Aggressive
2024-06-12T05:34:43.208 SIM:CLN4 Sell 3 78.82 Aggressive
2024-06-12T05:34:43.209 SIM:CLN4 Sell 5 78.82 Aggressive
2024-06-12T05:34:43.21 SIM:CLN4 Sell 1 78.82 Aggressive
2024-06-12T05:35:01.401 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:35:01.402 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:35:01.407 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:35:01.408 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:35:01.413 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:35:01.456 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:35:15.575 SIM:CLN4 Sell 1 78.81 Aggressive
2024-06-12T05:35:15.577 SIM:CLN4 Sell 3 78.81 Aggressive
2024-06-12T05:35:15.579 SIM:CLN4 Sell 9 78.81 Aggressive
2024-06-12T05:35:15.58 SIM:CLN4 Sell 1 78.81 Aggressive
2024-06-12T05:35:35.856 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:35:35.857 SIM:CLN4 Sell 6 78.82 Aggressive
2024-06-12T05:35:35.858 SIM:CLN4 Sell 5 78.82 Aggressive
2024-06-12T05:35:56.597 SIM:CLN4 Sell 6 78.82 Aggressive
2024-06-12T05:35:56.597 SIM:CLN4 Sell 7 78.81 Aggressive
2024-06-12T05:35:59.365 SIM:CLN4 Sell 3 78.83 Aggressive
2024-06-12T05:35:59.366 SIM:CLN4 Sell 5 78.83 Aggressive
2024-06-12T05:35:59.367 SIM:CLN4 Sell 3 78.83 Aggressive
2024-06-12T05:35:59.368 SIM:CLN4 Sell 3 78.83 Aggressive
2024-06-12T05:36:18.477 SIM:CLN4 Sell 3 78.84 Aggressive
2024-06-12T05:36:18.478 SIM:CLN4 Sell 3 78.84 Aggressive
2024-06-12T05:36:18.479 SIM:CLN4 Sell 5 78.84 Aggressive
2024-06-12T05:36:18.48 SIM:CLN4 Sell 3 78.84 Aggressive
2024-06-12T05:36:41.601 SIM:CLN4 Sell 3 78.82 Aggressive
2024-06-12T05:36:41.601 SIM:CLN4 Sell 10 78.81 Aggressive
2024-06-12T05:36:44.588 SIM:CLN4 Sell 1 78.81 Aggressive
2024-06-12T05:36:44.59 SIM:CLN4 Sell 1 78.81 Aggressive
2024-06-12T05:36:44.591 SIM:CLN4 Sell 1 78.81 Aggressive
2024-06-12T05:36:44.592 SIM:CLN4 Sell 1 78.81 Aggressive
2024-06-12T05:36:44.593 SIM:CLN4 Sell 1 78.81 Aggressive
2024-06-12T05:36:44.594 SIM:CLN4 Sell 3 78.81 Aggressive
2024-06-12T05:36:44.595 SIM:CLN4 Sell 4 78.81 Aggressive
2024-06-12T05:36:44.596 SIM:CLN4 Sell 2 78.81 Aggressive
2024-06-12T05:37:01.409 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:37:01.41 SIM:CLN4 Sell 1 78.82 Aggressive
2024-06-12T05:37:01.411 SIM:CLN4 Sell 1 78.82 Aggressive
2024-06-12T05:37:01.858 SIM:CLN4 Sell 2 78.82 Aggressive
2024-06-12T05:37:01.859 SIM:CLN4 Sell 3 78.82 Aggressive
2024-06-12T05:37:01.869 SIM:CLN4 Sell 3 78.82 Aggressive
2024-06-12T05:37:26.584 SIM:CLN4 Sell 1 78.83 Aggressive
2024-06-12T05:37:26.584 SIM:CLN4 Sell 10 78.82 Aggressive
2024-06-12T05:37:40.358 SIM:CLN4 Sell 1 78.83 Aggressive
2024-06-12T05:37:40.359 SIM:CLN4 Sell 4 78.83 Aggressive
2024-06-12T05:37:40.36 SIM:CLN4 Sell 4 78.83 Aggressive
2024-06-12T05:37:40.361 SIM:CLN4 Sell 2 78.83 Aggressive
2024-06-12T05:37:56.6 SIM:CLN4 Sell 11 78.82 Aggressive
2024-06-12T05:38:03.457 SIM:CLN4 Sell 1 78.84 Aggressive
2024-06-12T05:38:03.458 SIM:CLN4 Sell 3 78.84 Aggressive
2024-06-12T05:38:03.459 SIM:CLN4 Sell 1 78.84 Aggressive
2024-06-12T05:38:09.993 SIM:CLN4 Sell 1 78.84 Aggressive
2024-06-12T05:38:09.994 SIM:CLN4 Sell 2 78.84 Aggressive
2024-06-12T05:38:09.995 SIM:CLN4 Sell 1 78.84 Aggressive
2024-06-12T05:38:09.996 SIM:CLN4 Sell 1 78.84 Aggressive
2024-06-12T05:38:09.997 SIM:CLN4 Sell 1 78.84 Aggressive
2024-06-12T05:38:15.09 SIM:CLN4 Sell 3 78.85 Aggressive
2024-06-12T05:38:15.091 SIM:CLN4 Sell 5 78.85 Aggressive
2024-06-12T05:38:15.092 SIM:CLN4 Sell 4 78.85 Aggressive
2024-06-12T05:38:41.6 SIM:CLN4 Sell 11 78.84 Aggressive
2024-06-12T05:38:41.969 SIM:CLN4 Sell 1 78.84 Aggressive
2024-06-12T05:38:41.969 SIM:CLN4 Sell 10 78.84 Aggressive
2024-06-12T05:38:42.374 SIM:CLN4 Sell 2 78.84 Aggressive

Date - Time
CQG Symbol
CLE
Exchange Symbol
SIM:CLN4
Buy / Sell
Buy
Quantity
500
Total Filled
500
Market VWAP
78.8116
Average Total
78.81
VWAP Slippage
-0.0028
Arrival Price
78.7450
Destination Price
78.8150
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-12T05:08:36.177 SIM:CLN4 Buy 4 78.75 Aggressive
2024-06-12T05:08:36.178 SIM:CLN4 Buy 6 78.75 Aggressive
2024-06-12T05:08:40.358 SIM:CLN4 Buy 2 78.74 Aggressive
2024-06-12T05:08:40.359 SIM:CLN4 Buy 9 78.74 Aggressive
2024-06-12T05:09:08.902 SIM:CLN4 Buy 12 78.76 Aggressive
2024-06-12T05:09:23.157 SIM:CLN4 Buy 1 78.75 Aggressive
2024-06-12T05:09:23.159 SIM:CLN4 Buy 3 78.75 Aggressive
2024-06-12T05:09:23.902 SIM:CLN4 Buy 10 78.76 Aggressive
2024-06-12T05:09:32.414 SIM:CLN4 Buy 1 78.76 Aggressive
2024-06-12T05:09:32.415 SIM:CLN4 Buy 3 78.76 Aggressive
2024-06-12T05:09:32.416 SIM:CLN4 Buy 5 78.76 Aggressive
2024-06-12T05:09:32.417 SIM:CLN4 Buy 4 78.76 Aggressive
2024-06-12T05:09:39.777 SIM:CLN4 Buy 3 78.75 Aggressive
2024-06-12T05:09:39.778 SIM:CLN4 Buy 4 78.75 Aggressive
2024-06-12T05:09:39.779 SIM:CLN4 Buy 4 78.75 Aggressive
2024-06-12T05:09:39.78 SIM:CLN4 Buy 3 78.75 Aggressive
2024-06-12T05:09:54.757 SIM:CLN4 Buy 1 78.75 Aggressive
2024-06-12T05:09:54.758 SIM:CLN4 Buy 5 78.75 Aggressive
2024-06-12T05:09:54.763 SIM:CLN4 Buy 5 78.75 Aggressive
2024-06-12T05:09:54.765 SIM:CLN4 Buy 2 78.75 Aggressive
2024-06-12T05:10:21.627 SIM:CLN4 Buy 3 78.77 Aggressive
2024-06-12T05:10:21.628 SIM:CLN4 Buy 4 78.77 Aggressive
2024-06-12T05:10:21.629 SIM:CLN4 Buy 4 78.77 Aggressive
2024-06-12T05:10:21.63 SIM:CLN4 Buy 3 78.77 Aggressive
2024-06-12T05:10:38.903 SIM:CLN4 Buy 13 78.79 Aggressive
2024-06-12T05:10:41.958 SIM:CLN4 Buy 1 78.77 Aggressive
2024-06-12T05:10:41.959 SIM:CLN4 Buy 6 78.77 Aggressive
2024-06-12T05:10:41.96 SIM:CLN4 Buy 7 78.77 Aggressive
2024-06-12T05:10:56.462 SIM:CLN4 Buy 5 78.78 Aggressive
2024-06-12T05:10:56.463 SIM:CLN4 Buy 5 78.78 Aggressive
2024-06-12T05:10:56.464 SIM:CLN4 Buy 3 78.78 Aggressive
2024-06-12T05:11:23.902 SIM:CLN4 Buy 12 78.8 Aggressive
2024-06-12T05:11:37.229 SIM:CLN4 Buy 1 78.8 Aggressive
2024-06-12T05:11:37.256 SIM:CLN4 Buy 4 78.8 Aggressive
2024-06-12T05:11:37.257 SIM:CLN4 Buy 6 78.8 Aggressive
2024-06-12T05:11:37.259 SIM:CLN4 Buy 2 78.8 Aggressive
2024-06-12T05:11:53.89 SIM:CLN4 Buy 8 78.81 Aggressive
2024-06-12T05:11:53.89 SIM:CLN4 Buy 4 78.82 Aggressive
2024-06-12T05:11:58.814 SIM:CLN4 Buy 8 78.8 Aggressive
2024-06-12T05:11:58.815 SIM:CLN4 Buy 5 78.8 Aggressive
2024-06-12T05:12:10.621 SIM:CLN4 Buy 1 78.79 Passive
2024-06-12T05:12:10.621 SIM:CLN4 Buy 1 78.79 Passive
2024-06-12T05:12:10.622 SIM:CLN4 Buy 1 78.79 Aggressive
2024-06-12T05:12:10.622 SIM:CLN4 Buy 1 78.79 Aggressive
2024-06-12T05:12:10.622 SIM:CLN4 Buy 1 78.79 Aggressive
2024-06-12T05:12:10.757 SIM:CLN4 Buy 4 78.79 Aggressive
2024-06-12T05:12:10.758 SIM:CLN4 Buy 3 78.79 Aggressive
2024-06-12T05:12:25.983 SIM:CLN4 Buy 1 78.79 Aggressive
2024-06-12T05:12:28.373 SIM:CLN4 Buy 3 78.79 Aggressive
2024-06-12T05:12:28.374 SIM:CLN4 Buy 3 78.79 Aggressive
2024-06-12T05:12:28.375 SIM:CLN4 Buy 3 78.79 Aggressive
2024-06-12T05:12:28.376 SIM:CLN4 Buy 2 78.79 Aggressive
2024-06-12T05:12:48.684 SIM:CLN4 Buy 1 78.79 Passive
2024-06-12T05:12:48.687 SIM:CLN4 Buy 3 78.79 Aggressive
2024-06-12T05:12:48.688 SIM:CLN4 Buy 3 78.79 Aggressive
2024-06-12T05:12:48.689 SIM:CLN4 Buy 3 78.79 Aggressive
2024-06-12T05:12:48.697 SIM:CLN4 Buy 1 78.79 Aggressive
2024-06-12T05:12:48.698 SIM:CLN4 Buy 1 78.79 Aggressive
2024-06-12T05:12:48.699 SIM:CLN4 Buy 1 78.79 Aggressive
2024-06-12T05:12:54.391 SIM:CLN4 Buy 1 78.8 Aggressive
2024-06-12T05:12:54.392 SIM:CLN4 Buy 1 78.8 Aggressive
2024-06-12T05:12:54.392 SIM:CLN4 Buy 1 78.8 Aggressive
2024-06-12T05:12:59.159 SIM:CLN4 Buy 3 78.8 Aggressive
2024-06-12T05:12:59.161 SIM:CLN4 Buy 3 78.8 Aggressive
2024-06-12T05:12:59.162 SIM:CLN4 Buy 2 78.8 Aggressive
2024-06-12T05:13:09.558 SIM:CLN4 Buy 1 78.8 Aggressive
2024-06-12T05:13:09.559 SIM:CLN4 Buy 4 78.8 Aggressive
2024-06-12T05:13:09.56 SIM:CLN4 Buy 6 78.8 Aggressive
2024-06-12T05:13:37.257 SIM:CLN4 Buy 1 78.8 Aggressive
2024-06-12T05:13:37.258 SIM:CLN4 Buy 6 78.8 Aggressive
2024-06-12T05:13:37.261 SIM:CLN4 Buy 4 78.8 Aggressive
2024-06-12T05:13:44.511 SIM:CLN4 Buy 10 78.8 Aggressive
2024-06-12T05:13:44.513 SIM:CLN4 Buy 1 78.8 Aggressive
2024-06-12T05:14:05.615 SIM:CLN4 Buy 4 78.8 Aggressive
2024-06-12T05:14:05.616 SIM:CLN4 Buy 4 78.8 Aggressive
2024-06-12T05:14:05.617 SIM:CLN4 Buy 2 78.8 Aggressive
2024-06-12T05:14:13.427 SIM:CLN4 Buy 2 78.79 Aggressive
2024-06-12T05:14:13.428 SIM:CLN4 Buy 2 78.79 Aggressive
2024-06-12T05:14:13.429 SIM:CLN4 Buy 2 78.79 Aggressive
2024-06-12T05:14:13.43 SIM:CLN4 Buy 2 78.79 Aggressive
2024-06-12T05:14:13.457 SIM:CLN4 Buy 2 78.79 Aggressive
2024-06-12T05:14:26.874 SIM:CLN4 Buy 1 78.82 Aggressive
2024-06-12T05:14:26.875 SIM:CLN4 Buy 1 78.82 Aggressive
2024-06-12T05:14:26.876 SIM:CLN4 Buy 3 78.82 Aggressive
2024-06-12T05:14:26.877 SIM:CLN4 Buy 2 78.82 Aggressive
2024-06-12T05:14:26.878 SIM:CLN4 Buy 3 78.82 Aggressive
2024-06-12T05:14:38.889 SIM:CLN4 Buy 3 78.83 Aggressive
2024-06-12T05:14:38.89 SIM:CLN4 Buy 3 78.83 Aggressive
2024-06-12T05:14:38.891 SIM:CLN4 Buy 1 78.83 Aggressive
2024-06-12T05:14:38.893 SIM:CLN4 Buy 1 78.83 Aggressive
2024-06-12T05:14:38.897 SIM:CLN4 Buy 1 78.83 Aggressive
2024-06-12T05:14:38.903 SIM:CLN4 Buy 1 78.83 Aggressive
2024-06-12T05:14:58.758 SIM:CLN4 Buy 2 78.82 Aggressive
2024-06-12T05:14:58.759 SIM:CLN4 Buy 2 78.82 Aggressive
2024-06-12T05:14:58.76 SIM:CLN4 Buy 6 78.82 Aggressive
2024-06-12T05:14:58.761 SIM:CLN4 Buy 2 78.82 Aggressive
2024-06-12T05:15:20.256 SIM:CLN4 Buy 1 78.82 Aggressive
2024-06-12T05:15:20.257 SIM:CLN4 Buy 3 78.82 Aggressive
2024-06-12T05:15:20.5 SIM:CLN4 Buy 3 78.82 Aggressive
2024-06-12T05:15:20.503 SIM:CLN4 Buy 3 78.82 Aggressive
2024-06-12T05:15:20.514 SIM:CLN4 Buy 3 78.82 Aggressive
2024-06-12T05:15:20.528 SIM:CLN4 Buy 2 78.82 Aggressive
2024-06-12T05:15:38.888 SIM:CLN4 Buy 13 78.82 Aggressive
2024-06-12T05:15:39.675 SIM:CLN4 Buy 1 78.82 Aggressive
2024-06-12T05:15:53.887 SIM:CLN4 Buy 11 78.84 Aggressive
2024-06-12T05:15:53.887 SIM:CLN4 Buy 4 78.85 Aggressive
2024-06-12T05:16:02.781 SIM:CLN4 Buy 1 78.85 Aggressive
2024-06-12T05:16:02.782 SIM:CLN4 Buy 2 78.85 Aggressive
2024-06-12T05:16:02.783 SIM:CLN4 Buy 2 78.85 Aggressive
2024-06-12T05:16:02.784 SIM:CLN4 Buy 2 78.85 Aggressive
2024-06-12T05:16:02.786 SIM:CLN4 Buy 3 78.85 Aggressive
2024-06-12T05:16:02.788 SIM:CLN4 Buy 2 78.85 Aggressive
2024-06-12T05:16:02.796 SIM:CLN4 Buy 3 78.85 Aggressive
2024-06-12T05:16:02.797 SIM:CLN4 Buy 1 78.85 Aggressive
2024-06-12T05:16:11.224 SIM:CLN4 Buy 2 78.86 Aggressive
2024-06-12T05:16:11.226 SIM:CLN4 Buy 3 78.86 Aggressive
2024-06-12T05:16:11.227 SIM:CLN4 Buy 4 78.86 Aggressive
2024-06-12T05:16:11.228 SIM:CLN4 Buy 4 78.86 Aggressive
2024-06-12T05:16:11.229 SIM:CLN4 Buy 4 78.86 Aggressive
2024-06-12T05:16:38.891 SIM:CLN4 Buy 5 78.85 Aggressive
2024-06-12T05:16:38.891 SIM:CLN4 Buy 12 78.86 Aggressive
2024-06-12T05:16:46.78 SIM:CLN4 Buy 1 78.85 Aggressive
2024-06-12T05:16:46.781 SIM:CLN4 Buy 12 78.85 Aggressive
2024-06-12T05:16:46.783 SIM:CLN4 Buy 4 78.85 Aggressive
2024-06-12T05:17:08.894 SIM:CLN4 Buy 8 78.87 Aggressive
2024-06-12T05:17:08.894 SIM:CLN4 Buy 5 78.88 Aggressive
2024-06-12T05:17:14.822 SIM:CLN4 Buy 1 78.87 Aggressive
2024-06-12T05:17:14.823 SIM:CLN4 Buy 1 78.87 Aggressive
2024-06-12T05:17:14.824 SIM:CLN4 Buy 3 78.87 Aggressive
2024-06-12T05:17:14.825 SIM:CLN4 Buy 5 78.87 Aggressive
2024-06-12T05:17:31.459 SIM:CLN4 Buy 2 78.86 Aggressive
2024-06-12T05:17:37.224 SIM:CLN4 Buy 1 78.87 Aggressive
2024-06-12T05:17:37.225 SIM:CLN4 Buy 1 78.87 Aggressive
2024-06-12T05:17:37.226 SIM:CLN4 Buy 1 78.87 Aggressive
2024-06-12T05:17:37.227 SIM:CLN4 Buy 5 78.87 Aggressive
2024-06-12T05:17:39.566 SIM:CLN4 Buy 2 78.86 Aggressive
2024-06-12T05:17:39.567 SIM:CLN4 Buy 2 78.86 Aggressive
2024-06-12T05:17:39.568 SIM:CLN4 Buy 6 78.86 Aggressive
2024-06-12T05:18:01.958 SIM:CLN4 Buy 6 78.87 Aggressive
2024-06-12T05:18:01.959 SIM:CLN4 Buy 5 78.87 Aggressive
2024-06-12T05:18:08.902 SIM:CLN4 Buy 6 78.86 Aggressive
2024-06-12T05:18:08.902 SIM:CLN4 Buy 5 78.87 Aggressive

Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM4
Buy / Sell
Sell
Quantity
500
Total Filled
500
Market VWAP
5389.0628
Average Total
5388.16
VWAP Slippage
0.9078
Arrival Price
5,389.1250
Destination Price
5,388.8750
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-12T03:49:12.876 SIM:ESM4 Sell 12 5389 Aggressive
2024-06-12T03:49:33.156 SIM:ESM4 Sell 1 5389.25 Aggressive
2024-06-12T03:49:47.562 SIM:ESM4 Sell 1 5389.25 Aggressive
2024-06-12T03:50:13.165 SIM:ESM4 Sell 4 5389.5 Aggressive
2024-06-12T03:50:15.473 SIM:ESM4 Sell 2 5389.75 Aggressive
2024-06-12T03:50:43.168 SIM:ESM4 Sell 2 5389.5 Aggressive
2024-06-12T03:50:43.882 SIM:ESM4 Sell 1 5389.75 Aggressive
2024-06-12T03:51:08.057 SIM:ESM4 Sell 3 5389.5 Aggressive
2024-06-12T03:51:25.657 SIM:ESM4 Sell 4 5389.5 Aggressive
2024-06-12T03:51:53.412 SIM:ESM4 Sell 1 5389.5 Aggressive
2024-06-12T03:52:17.664 SIM:ESM4 Sell 1 5389.75 Aggressive
2024-06-12T03:52:43.177 SIM:ESM4 Sell 6 5389.5 Aggressive
2024-06-12T03:52:57.257 SIM:ESM4 Sell 1 5389.25 Aggressive
2024-06-12T03:53:03.381 SIM:ESM4 Sell 4 5388.75 Aggressive
2024-06-12T03:53:13.596 SIM:ESM4 Sell 3 5388.75 Aggressive
2024-06-12T03:53:13.599 SIM:ESM4 Sell 3 5388.75 Aggressive
2024-06-12T03:53:13.6 SIM:ESM4 Sell 1 5388.75 Aggressive
2024-06-12T03:53:34.861 SIM:ESM4 Sell 5 5388 Aggressive
2024-06-12T03:53:34.862 SIM:ESM4 Sell 5 5388 Aggressive
2024-06-12T03:53:58.167 SIM:ESM4 Sell 2 5388 Aggressive
2024-06-12T03:53:59.886 SIM:ESM4 Sell 2 5388.25 Aggressive
2024-06-12T03:54:25.759 SIM:ESM4 Sell 9 5389 Aggressive
2024-06-12T03:54:48.578 SIM:ESM4 Sell 3 5389 Aggressive
2024-06-12T03:55:12.611 SIM:ESM4 Sell 1 5388.75 Aggressive
2024-06-12T03:55:13.272 SIM:ESM4 Sell 1 5388.5 Aggressive
2024-06-12T03:55:43.356 SIM:ESM4 Sell 6 5388.75 Aggressive
2024-06-12T03:55:45.7 SIM:ESM4 Sell 2 5389 Aggressive
2024-06-12T03:55:58.261 SIM:ESM4 Sell 32 5388.5 Aggressive
2024-06-12T03:55:58.261 SIM:ESM4 Sell 46 5388.25 Aggressive
2024-06-12T03:55:58.261 SIM:ESM4 Sell 59 5388 Aggressive
2024-06-12T03:55:58.261 SIM:ESM4 Sell 71 5387.75 Aggressive
2024-06-12T03:55:58.261 SIM:ESM4 Sell 82 5387.5 Aggressive
2024-06-12T03:55:58.296 SIM:ESM4 Sell 32 5388.5 Aggressive
2024-06-12T03:55:58.296 SIM:ESM4 Sell 46 5388.25 Aggressive
2024-06-12T03:55:58.296 SIM:ESM4 Sell 46 5388 Aggressive

Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM4
Buy / Sell
Buy
Quantity
500
Total Filled
500
Market VWAP
5386.5555
Average Total
5387.37
VWAP Slippage
0.8120
Arrival Price
5,385.8750
Destination Price
5,386.8750
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-12T03:28:40.68 SIM:ESM4 Buy 12 5386 Aggressive
2024-06-12T03:29:07.781 SIM:ESM4 Buy 3 5386.25 Aggressive
2024-06-12T03:29:21.19 SIM:ESM4 Buy 1 5386.25 Aggressive
2024-06-12T03:29:40.557 SIM:ESM4 Buy 2 5386.25 Aggressive
2024-06-12T03:29:58.457 SIM:ESM4 Buy 1 5385.75 Aggressive
2024-06-12T03:29:58.457 SIM:ESM4 Buy 1 5385.75 Passive
2024-06-12T03:30:12.076 SIM:ESM4 Buy 1 5386 Aggressive
2024-06-12T03:30:26.403 SIM:ESM4 Buy 3 5385.75 Aggressive
2024-06-12T03:30:44.902 SIM:ESM4 Buy 3 5386.25 Aggressive
2024-06-12T03:30:44.903 SIM:ESM4 Buy 1 5386.25 Aggressive
2024-06-12T03:30:58.3 SIM:ESM4 Buy 2 5386.75 Aggressive
2024-06-12T03:31:25.568 SIM:ESM4 Buy 3 5387.25 Aggressive
2024-06-12T03:31:34.69 SIM:ESM4 Buy 2 5387 Aggressive
2024-06-12T03:31:55.557 SIM:ESM4 Buy 1 5387 Aggressive
2024-06-12T03:32:13.582 SIM:ESM4 Buy 2 5386.75 Aggressive
2024-06-12T03:32:28.756 SIM:ESM4 Buy 1 5387 Aggressive
2024-06-12T03:32:40.582 SIM:ESM4 Buy 1 5387.5 Aggressive
2024-06-12T03:32:46.015 SIM:ESM4 Buy 1 5387.5 Aggressive
2024-06-12T03:33:10.956 SIM:ESM4 Buy 2 5387.5 Aggressive
2024-06-12T03:33:33.392 SIM:ESM4 Buy 2 5387.25 Aggressive
2024-06-12T03:33:46.389 SIM:ESM4 Buy 1 5387.25 Aggressive
2024-06-12T03:33:58.573 SIM:ESM4 Buy 2 5387.25 Aggressive
2024-06-12T03:34:13.556 SIM:ESM4 Buy 3 5386.75 Aggressive
2024-06-12T03:34:31.226 SIM:ESM4 Buy 1 5386.75 Aggressive
2024-06-12T03:34:55.557 SIM:ESM4 Buy 1 5387 Aggressive
2024-06-12T03:35:22.762 SIM:ESM4 Buy 3 5386.75 Aggressive
2024-06-12T03:35:25.529 SIM:ESM4 Buy 34 5387 Aggressive
2024-06-12T03:35:25.529 SIM:ESM4 Buy 55 5387.25 Aggressive
2024-06-12T03:35:25.529 SIM:ESM4 Buy 71 5387.5 Aggressive
2024-06-12T03:35:25.529 SIM:ESM4 Buy 73 5387.75 Aggressive
2024-06-12T03:35:25.529 SIM:ESM4 Buy 77 5388 Aggressive
2024-06-12T03:35:27.058 SIM:ESM4 Buy 7 5386.75 Aggressive
2024-06-12T03:35:27.058 SIM:ESM4 Buy 39 5387 Aggressive
2024-06-12T03:35:27.058 SIM:ESM4 Buy 56 5387.25 Aggressive
2024-06-12T03:35:27.058 SIM:ESM4 Buy 32 5387.5 Aggressive

Date - Time
CQG Symbol
CLE
Exchange Symbol
SIM:CLN4
Buy / Sell
Sell
Quantity
500
Total Filled
500
Market VWAP
78.6378
Average Total
78.63
VWAP Slippage
0.0055
Arrival Price
78.6150
Destination Price
78.6400
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-12T03:08:23.457 SIM:CLN4 Sell 4 78.62 Aggressive
2024-06-12T03:08:23.458 SIM:CLN4 Sell 6 78.62 Aggressive
2024-06-12T03:08:23.459 SIM:CLN4 Sell 2 78.62 Aggressive
2024-06-12T03:08:40.459 SIM:CLN4 Sell 2 78.62 Aggressive
2024-06-12T03:08:40.46 SIM:CLN4 Sell 5 78.62 Aggressive
2024-06-12T03:08:40.474 SIM:CLN4 Sell 5 78.62 Aggressive
2024-06-12T03:09:03.604 SIM:CLN4 Sell 5 78.62 Aggressive
2024-06-12T03:09:03.606 SIM:CLN4 Sell 5 78.62 Aggressive
2024-06-12T03:09:03.607 SIM:CLN4 Sell 3 78.62 Aggressive
2024-06-12T03:09:13.758 SIM:CLN4 Sell 1 78.61 Aggressive
2024-06-12T03:09:13.77 SIM:CLN4 Sell 4 78.61 Aggressive
2024-06-12T03:09:13.773 SIM:CLN4 Sell 4 78.61 Aggressive
2024-06-12T03:09:13.803 SIM:CLN4 Sell 4 78.61 Aggressive
2024-06-12T03:09:13.856 SIM:CLN4 Sell 2 78.61 Aggressive
2024-06-12T03:09:32.856 SIM:CLN4 Sell 7 78.6 Aggressive
2024-06-12T03:09:32.857 SIM:CLN4 Sell 8 78.6 Aggressive
2024-06-12T03:09:46.379 SIM:CLN4 Sell 7 78.61 Aggressive
2024-06-12T03:09:46.381 SIM:CLN4 Sell 1 78.61 Aggressive
2024-06-12T03:09:46.382 SIM:CLN4 Sell 4 78.61 Aggressive
2024-06-12T03:09:46.383 SIM:CLN4 Sell 2 78.61 Aggressive
2024-06-12T03:10:01.257 SIM:CLN4 Sell 1 78.62 Aggressive
2024-06-12T03:10:01.258 SIM:CLN4 Sell 13 78.62 Aggressive
2024-06-12T03:10:09.815 SIM:CLN4 Sell 1 78.63 Aggressive
2024-06-12T03:10:09.816 SIM:CLN4 Sell 2 78.63 Aggressive
2024-06-12T03:10:09.817 SIM:CLN4 Sell 1 78.63 Aggressive
2024-06-12T03:10:09.819 SIM:CLN4 Sell 1 78.63 Aggressive
2024-06-12T03:10:09.823 SIM:CLN4 Sell 1 78.63 Aggressive
2024-06-12T03:10:09.825 SIM:CLN4 Sell 1 78.63 Aggressive
2024-06-12T03:10:09.826 SIM:CLN4 Sell 1 78.63 Aggressive
2024-06-12T03:10:09.83 SIM:CLN4 Sell 1 78.63 Aggressive
2024-06-12T03:10:09.856 SIM:CLN4 Sell 1 78.63 Aggressive
2024-06-12T03:10:09.968 SIM:CLN4 Sell 1 78.63 Aggressive
2024-06-12T03:10:09.969 SIM:CLN4 Sell 2 78.63 Aggressive
2024-06-12T03:10:09.97 SIM:CLN4 Sell 1 78.63 Aggressive
2024-06-12T03:10:29.118 SIM:CLN4 Sell 2 78.62 Aggressive
2024-06-12T03:10:29.119 SIM:CLN4 Sell 7 78.62 Aggressive
2024-06-12T03:10:29.12 SIM:CLN4 Sell 4 78.62 Aggressive
2024-06-12T03:10:52.716 SIM:CLN4 Sell 13 78.62 Aggressive
2024-06-12T03:10:52.716 SIM:CLN4 Sell 1 78.61 Aggressive
2024-06-12T03:10:55.457 SIM:CLN4 Sell 4 78.62 Aggressive
2024-06-12T03:10:55.458 SIM:CLN4 Sell 6 78.62 Aggressive
2024-06-12T03:10:55.49 SIM:CLN4 Sell 4 78.62 Aggressive
2024-06-12T03:11:08.36 SIM:CLN4 Sell 1 78.62 Aggressive
2024-06-12T03:11:08.375 SIM:CLN4 Sell 1 78.62 Aggressive
2024-06-12T03:11:10.876 SIM:CLN4 Sell 1 78.62 Aggressive
2024-06-12T03:11:10.877 SIM:CLN4 Sell 1 78.62 Aggressive
2024-06-12T03:11:10.885 SIM:CLN4 Sell 2 78.62 Aggressive
2024-06-12T03:11:10.886 SIM:CLN4 Sell 2 78.62 Aggressive
2024-06-12T03:11:10.889 SIM:CLN4 Sell 1 78.62 Aggressive
2024-06-12T03:11:10.89 SIM:CLN4 Sell 1 78.62 Aggressive
2024-06-12T03:11:10.892 SIM:CLN4 Sell 1 78.62 Aggressive
2024-06-12T03:11:10.893 SIM:CLN4 Sell 1 78.62 Aggressive
2024-06-12T03:11:10.915 SIM:CLN4 Sell 1 78.62 Aggressive
2024-06-12T03:11:15.061 SIM:CLN4 Sell 1 78.62 Aggressive
2024-06-12T03:11:28.921 SIM:CLN4 Sell 1 78.62 Aggressive
2024-06-12T03:11:28.922 SIM:CLN4 Sell 4 78.62 Aggressive
2024-06-12T03:11:28.923 SIM:CLN4 Sell 4 78.62 Aggressive
2024-06-12T03:11:28.927 SIM:CLN4 Sell 6 78.62 Aggressive
2024-06-12T03:11:38.867 SIM:CLN4 Sell 1 78.63 Aggressive
2024-06-12T03:11:38.868 SIM:CLN4 Sell 3 78.63 Aggressive
2024-06-12T03:11:38.869 SIM:CLN4 Sell 3 78.63 Aggressive
2024-06-12T03:11:38.87 SIM:CLN4 Sell 3 78.63 Aggressive
2024-06-12T03:11:38.872 SIM:CLN4 Sell 4 78.63 Aggressive
2024-06-12T03:11:58.265 SIM:CLN4 Sell 2 78.63 Aggressive
2024-06-12T03:11:58.266 SIM:CLN4 Sell 3 78.63 Aggressive
2024-06-12T03:11:58.267 SIM:CLN4 Sell 4 78.63 Aggressive
2024-06-12T03:11:58.268 SIM:CLN4 Sell 4 78.63 Aggressive
2024-06-12T03:11:58.269 SIM:CLN4 Sell 1 78.63 Aggressive
2024-06-12T03:12:13.361 SIM:CLN4 Sell 1 78.65 Aggressive
2024-06-12T03:12:13.363 SIM:CLN4 Sell 1 78.65 Aggressive
2024-06-12T03:12:15.158 SIM:CLN4 Sell 3 78.65 Aggressive
2024-06-12T03:12:15.357 SIM:CLN4 Sell 1 78.65 Aggressive
2024-06-12T03:12:15.459 SIM:CLN4 Sell 1 78.65 Aggressive
2024-06-12T03:12:15.461 SIM:CLN4 Sell 1 78.65 Aggressive
2024-06-12T03:12:15.467 SIM:CLN4 Sell 1 78.65 Aggressive
2024-06-12T03:12:15.468 SIM:CLN4 Sell 1 78.65 Aggressive
2024-06-12T03:12:15.56 SIM:CLN4 Sell 1 78.65 Aggressive
2024-06-12T03:12:15.586 SIM:CLN4 Sell 1 78.65 Aggressive
2024-06-12T03:12:15.686 SIM:CLN4 Sell 1 78.65 Aggressive
2024-06-12T03:12:15.859 SIM:CLN4 Sell 1 78.65 Aggressive
2024-06-12T03:12:26.772 SIM:CLN4 Sell 9 78.64 Aggressive
2024-06-12T03:12:26.774 SIM:CLN4 Sell 4 78.64 Aggressive
2024-06-12T03:12:38.591 SIM:CLN4 Sell 2 78.64 Aggressive
2024-06-12T03:12:38.592 SIM:CLN4 Sell 3 78.64 Aggressive
2024-06-12T03:12:38.593 SIM:CLN4 Sell 3 78.64 Aggressive
2024-06-12T03:12:38.603 SIM:CLN4 Sell 3 78.64 Aggressive
2024-06-12T03:12:38.657 SIM:CLN4 Sell 3 78.64 Aggressive
2024-06-12T03:13:00.123 SIM:CLN4 Sell 3 78.64 Aggressive
2024-06-12T03:13:00.126 SIM:CLN4 Sell 7 78.64 Aggressive
2024-06-12T03:13:00.127 SIM:CLN4 Sell 3 78.64 Aggressive
2024-06-12T03:13:22.758 SIM:CLN4 Sell 11 78.62 Aggressive
2024-06-12T03:13:23.203 SIM:CLN4 Sell 4 78.63 Aggressive
2024-06-12T03:13:25.004 SIM:CLN4 Sell 3 78.63 Aggressive
2024-06-12T03:13:25.005 SIM:CLN4 Sell 4 78.63 Aggressive
2024-06-12T03:13:25.006 SIM:CLN4 Sell 1 78.63 Aggressive
2024-06-12T03:13:43.187 SIM:CLN4 Sell 3 78.63 Aggressive
2024-06-12T03:13:43.189 SIM:CLN4 Sell 4 78.63 Aggressive
2024-06-12T03:13:43.19 SIM:CLN4 Sell 3 78.63 Aggressive
2024-06-12T03:13:43.191 SIM:CLN4 Sell 2 78.63 Aggressive
2024-06-12T03:14:07.72 SIM:CLN4 Sell 6 78.64 Aggressive
2024-06-12T03:14:07.72 SIM:CLN4 Sell 6 78.63 Aggressive
2024-06-12T03:14:19.562 SIM:CLN4 Sell 1 78.65 Aggressive
2024-06-12T03:14:19.563 SIM:CLN4 Sell 3 78.65 Aggressive
2024-06-12T03:14:19.564 SIM:CLN4 Sell 5 78.65 Aggressive
2024-06-12T03:14:19.565 SIM:CLN4 Sell 4 78.65 Aggressive
2024-06-12T03:14:35.957 SIM:CLN4 Sell 1 78.63 Aggressive
2024-06-12T03:14:37.723 SIM:CLN4 Sell 12 78.62 Aggressive
2024-06-12T03:14:43.101 SIM:CLN4 Sell 3 78.63 Aggressive
2024-06-12T03:14:43.102 SIM:CLN4 Sell 4 78.63 Aggressive
2024-06-12T03:14:43.103 SIM:CLN4 Sell 4 78.63 Aggressive
2024-06-12T03:14:43.104 SIM:CLN4 Sell 1 78.63 Aggressive
2024-06-12T03:14:52.893 SIM:CLN4 Sell 2 78.63 Aggressive
2024-06-12T03:14:52.894 SIM:CLN4 Sell 2 78.63 Aggressive
2024-06-12T03:14:52.896 SIM:CLN4 Sell 1 78.63 Aggressive
2024-06-12T03:14:56.757 SIM:CLN4 Sell 5 78.63 Aggressive
2024-06-12T03:14:56.759 SIM:CLN4 Sell 2 78.63 Aggressive
2024-06-12T03:15:19.96 SIM:CLN4 Sell 1 78.64 Aggressive
2024-06-12T03:15:19.964 SIM:CLN4 Sell 4 78.64 Aggressive
2024-06-12T03:15:19.965 SIM:CLN4 Sell 5 78.64 Aggressive
2024-06-12T03:15:23.36 SIM:CLN4 Sell 5 78.65 Aggressive
2024-06-12T03:15:23.361 SIM:CLN4 Sell 4 78.65 Aggressive
2024-06-12T03:15:38.357 SIM:CLN4 Sell 1 78.65 Aggressive
2024-06-12T03:15:38.36 SIM:CLN4 Sell 2 78.65 Aggressive
2024-06-12T03:15:38.361 SIM:CLN4 Sell 1 78.65 Aggressive
2024-06-12T03:15:39.357 SIM:CLN4 Sell 1 78.65 Aggressive
2024-06-12T03:15:39.459 SIM:CLN4 Sell 1 78.65 Aggressive
2024-06-12T03:15:39.579 SIM:CLN4 Sell 1 78.65 Aggressive
2024-06-12T03:15:39.658 SIM:CLN4 Sell 1 78.65 Aggressive
2024-06-12T03:15:39.784 SIM:CLN4 Sell 2 78.65 Aggressive
2024-06-12T03:15:54.265 SIM:CLN4 Sell 2 78.63 Aggressive
2024-06-12T03:15:54.266 SIM:CLN4 Sell 2 78.63 Aggressive
2024-06-12T03:15:54.279 SIM:CLN4 Sell 1 78.63 Aggressive
2024-06-12T03:15:54.284 SIM:CLN4 Sell 1 78.63 Aggressive
2024-06-12T03:16:04.758 SIM:CLN4 Sell 3 78.63 Aggressive
2024-06-12T03:16:04.759 SIM:CLN4 Sell 1 78.63 Aggressive
2024-06-12T03:16:12.657 SIM:CLN4 Sell 1 78.63 Aggressive
2024-06-12T03:16:13.706 SIM:CLN4 Sell 3 78.62 Aggressive
2024-06-12T03:16:13.707 SIM:CLN4 Sell 2 78.62 Aggressive
2024-06-12T03:16:13.708 SIM:CLN4 Sell 5 78.62 Aggressive
2024-06-12T03:16:28.603 SIM:CLN4 Sell 3 78.64 Aggressive
2024-06-12T03:16:28.604 SIM:CLN4 Sell 3 78.64 Aggressive
2024-06-12T03:16:28.605 SIM:CLN4 Sell 3 78.64 Aggressive
2024-06-12T03:16:28.657 SIM:CLN4 Sell 2 78.64 Aggressive
2024-06-12T03:16:44.178 SIM:CLN4 Sell 5 78.65 Aggressive
2024-06-12T03:16:44.179 SIM:CLN4 Sell 4 78.65 Aggressive
2024-06-12T03:16:44.18 SIM:CLN4 Sell 2 78.65 Aggressive
2024-06-12T03:16:55.166 SIM:CLN4 Sell 3 78.66 Aggressive
2024-06-12T03:16:55.167 SIM:CLN4 Sell 5 78.66 Aggressive
2024-06-12T03:16:55.168 SIM:CLN4 Sell 3 78.66 Aggressive
2024-06-12T03:17:22.711 SIM:CLN4 Sell 11 78.66 Aggressive
2024-06-12T03:17:22.711 SIM:CLN4 Sell 1 78.65 Aggressive
2024-06-12T03:17:24.887 SIM:CLN4 Sell 1 78.67 Aggressive
2024-06-12T03:17:24.889 SIM:CLN4 Sell 1 78.67 Aggressive
2024-06-12T03:17:24.89 SIM:CLN4 Sell 3 78.67 Aggressive
2024-06-12T03:17:27.457 SIM:CLN4 Sell 6 78.66 Aggressive
2024-06-12T03:17:39.415 SIM:CLN4 Sell 1 78.66 Aggressive
2024-06-12T03:17:39.416 SIM:CLN4 Sell 1 78.66 Aggressive
2024-06-12T03:17:39.417 SIM:CLN4 Sell 1 78.66 Aggressive
2024-06-12T03:17:39.418 SIM:CLN4 Sell 1 78.66 Aggressive
2024-06-12T03:17:39.42 SIM:CLN4 Sell 3 78.66 Aggressive
2024-06-12T03:17:39.426 SIM:CLN4 Sell 3 78.66 Aggressive
2024-06-12T03:17:39.457 SIM:CLN4 Sell 2 78.66 Aggressive
2024-06-12T03:17:52.815 SIM:CLN4 Sell 1 78.65 Aggressive
2024-06-12T03:17:52.816 SIM:CLN4 Sell 1 78.65 Aggressive
2024-06-12T03:17:52.817 SIM:CLN4 Sell 1 78.65 Aggressive
2024-06-12T03:17:52.858 SIM:CLN4 Sell 1 78.65 Aggressive
2024-06-12T03:17:52.895 SIM:CLN4 Sell 6 78.65 Aggressive
2024-06-12T03:17:52.896 SIM:CLN4 Sell 1 78.65 Aggressive
2024-06-12T03:18:07.757 SIM:CLN4 Sell 3 78.66 Aggressive
2024-06-12T03:18:07.757 SIM:CLN4 Sell 10 78.65 Aggressive

Date - Time
CQG Symbol
CLE
Exchange Symbol
SIM:CLN4
Buy / Sell
Buy
Quantity
500
Total Filled
500
Market VWAP
78.4763
Average Total
78.49
VWAP Slippage
0.0167
Arrival Price
78.4250
Destination Price
78.5150
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-12T02:47:59.456 SIM:CLN4 Buy 3 78.42 Aggressive
2024-06-12T02:47:59.457 SIM:CLN4 Buy 3 78.42 Aggressive
2024-06-12T02:47:59.461 SIM:CLN4 Buy 4 78.42 Aggressive
2024-06-12T02:47:59.462 SIM:CLN4 Buy 1 78.42 Aggressive
2024-06-12T02:48:06.203 SIM:CLN4 Buy 6 78.41 Aggressive
2024-06-12T02:48:06.204 SIM:CLN4 Buy 3 78.41 Aggressive
2024-06-12T02:48:23.805 SIM:CLN4 Buy 9 78.41 Aggressive
2024-06-12T02:48:49.911 SIM:CLN4 Buy 8 78.43 Aggressive
2024-06-12T02:48:49.911 SIM:CLN4 Buy 1 78.43 Aggressive
2024-06-12T02:48:50.359 SIM:CLN4 Buy 1 78.43 Aggressive
2024-06-12T02:48:50.359 SIM:CLN4 Buy 1 78.43 Aggressive
2024-06-12T02:48:50.359 SIM:CLN4 Buy 1 78.43 Aggressive
2024-06-12T02:48:50.359 SIM:CLN4 Buy 1 78.43 Aggressive
2024-06-12T02:48:50.36 SIM:CLN4 Buy 2 78.43 Aggressive
2024-06-12T02:48:50.361 SIM:CLN4 Buy 3 78.43 Aggressive
2024-06-12T02:49:06.673 SIM:CLN4 Buy 1 78.42 Aggressive
2024-06-12T02:49:19.872 SIM:CLN4 Buy 3 78.43 Aggressive
2024-06-12T02:49:19.874 SIM:CLN4 Buy 5 78.43 Aggressive
2024-06-12T02:49:19.875 SIM:CLN4 Buy 2 78.43 Aggressive
2024-06-12T02:49:34.899 SIM:CLN4 Buy 11 78.46 Aggressive
2024-06-12T02:49:38.858 SIM:CLN4 Buy 3 78.46 Aggressive
2024-06-12T02:49:38.859 SIM:CLN4 Buy 2 78.46 Aggressive
2024-06-12T02:49:38.86 SIM:CLN4 Buy 2 78.46 Aggressive
2024-06-12T02:49:38.861 SIM:CLN4 Buy 2 78.46 Aggressive
2024-06-12T02:49:39.358 SIM:CLN4 Buy 2 78.46 Aggressive
2024-06-12T02:49:58.359 SIM:CLN4 Buy 5 78.45 Aggressive
2024-06-12T02:49:58.36 SIM:CLN4 Buy 6 78.45 Aggressive
2024-06-12T02:50:19.915 SIM:CLN4 Buy 12 78.46 Aggressive
2024-06-12T02:50:20.115 SIM:CLN4 Buy 4 78.46 Aggressive
2024-06-12T02:50:20.116 SIM:CLN4 Buy 5 78.46 Aggressive
2024-06-12T02:50:20.118 SIM:CLN4 Buy 3 78.46 Aggressive
2024-06-12T02:50:37.295 SIM:CLN4 Buy 2 78.47 Aggressive
2024-06-12T02:50:37.296 SIM:CLN4 Buy 1 78.47 Aggressive
2024-06-12T02:50:37.359 SIM:CLN4 Buy 5 78.47 Aggressive
2024-06-12T02:50:37.363 SIM:CLN4 Buy 4 78.47 Aggressive
2024-06-12T02:51:04.899 SIM:CLN4 Buy 11 78.48 Aggressive
2024-06-12T02:51:16.958 SIM:CLN4 Buy 6 78.51 Aggressive
2024-06-12T02:51:18.058 SIM:CLN4 Buy 4 78.51 Aggressive
2024-06-12T02:51:18.059 SIM:CLN4 Buy 3 78.51 Aggressive
2024-06-12T02:51:23.78 SIM:CLN4 Buy 3 78.49 Aggressive
2024-06-12T02:51:23.781 SIM:CLN4 Buy 3 78.49 Aggressive
2024-06-12T02:51:24.858 SIM:CLN4 Buy 2 78.51 Aggressive
2024-06-12T02:51:25.678 SIM:CLN4 Buy 3 78.51 Aggressive
2024-06-12T02:51:25.679 SIM:CLN4 Buy 1 78.51 Aggressive
2024-06-12T02:51:35.387 SIM:CLN4 Buy 4 78.51 Aggressive
2024-06-12T02:51:35.388 SIM:CLN4 Buy 9 78.51 Aggressive
2024-06-12T02:51:56.458 SIM:CLN4 Buy 8 78.5 Aggressive
2024-06-12T02:51:56.465 SIM:CLN4 Buy 3 78.5 Aggressive
2024-06-12T02:51:56.466 SIM:CLN4 Buy 1 78.5 Aggressive
2024-06-12T02:52:18.956 SIM:CLN4 Buy 4 78.49 Aggressive
2024-06-12T02:52:18.957 SIM:CLN4 Buy 7 78.49 Aggressive
2024-06-12T02:52:18.959 SIM:CLN4 Buy 3 78.49 Aggressive
2024-06-12T02:52:23.36 SIM:CLN4 Buy 1 78.48 Aggressive
2024-06-12T02:52:23.361 SIM:CLN4 Buy 1 78.48 Aggressive
2024-06-12T02:52:25.988 SIM:CLN4 Buy 1 78.48 Aggressive
2024-06-12T02:52:25.989 SIM:CLN4 Buy 1 78.48 Aggressive
2024-06-12T02:52:25.999 SIM:CLN4 Buy 1 78.48 Aggressive
2024-06-12T02:52:26.016 SIM:CLN4 Buy 1 78.48 Aggressive
2024-06-12T02:52:26.075 SIM:CLN4 Buy 1 78.48 Aggressive
2024-06-12T02:52:26.163 SIM:CLN4 Buy 1 78.48 Aggressive
2024-06-12T02:52:26.395 SIM:CLN4 Buy 1 78.48 Aggressive
2024-06-12T02:52:26.467 SIM:CLN4 Buy 1 78.48 Aggressive
2024-06-12T02:52:26.477 SIM:CLN4 Buy 1 78.48 Aggressive
2024-06-12T02:52:26.478 SIM:CLN4 Buy 1 78.48 Aggressive
2024-06-12T02:52:34.896 SIM:CLN4 Buy 1 78.5 Aggressive
2024-06-12T02:52:49.902 SIM:CLN4 Buy 11 78.51 Aggressive
2024-06-12T02:52:49.902 SIM:CLN4 Buy 3 78.52 Aggressive
2024-06-12T02:52:53.305 SIM:CLN4 Buy 4 78.52 Aggressive
2024-06-12T02:52:53.306 SIM:CLN4 Buy 4 78.52 Aggressive
2024-06-12T02:52:53.307 SIM:CLN4 Buy 4 78.52 Aggressive
2024-06-12T02:52:53.314 SIM:CLN4 Buy 1 78.52 Aggressive
2024-06-12T02:53:19.91 SIM:CLN4 Buy 5 78.52 Aggressive
2024-06-12T02:53:19.91 SIM:CLN4 Buy 8 78.53 Aggressive
2024-06-12T02:53:34.904 SIM:CLN4 Buy 6 78.52 Aggressive
2024-06-12T02:53:34.904 SIM:CLN4 Buy 7 78.53 Aggressive
2024-06-12T02:53:40.969 SIM:CLN4 Buy 1 78.52 Aggressive
2024-06-12T02:53:40.97 SIM:CLN4 Buy 3 78.52 Aggressive
2024-06-12T02:53:40.971 SIM:CLN4 Buy 1 78.52 Aggressive
2024-06-12T02:53:40.972 SIM:CLN4 Buy 1 78.52 Aggressive
2024-06-12T02:53:40.973 SIM:CLN4 Buy 1 78.52 Aggressive
2024-06-12T02:53:40.974 SIM:CLN4 Buy 1 78.52 Aggressive
2024-06-12T02:53:40.975 SIM:CLN4 Buy 3 78.52 Aggressive
2024-06-12T02:53:40.976 SIM:CLN4 Buy 2 78.52 Aggressive
2024-06-12T02:53:52.658 SIM:CLN4 Buy 2 78.52 Aggressive
2024-06-12T02:53:52.659 SIM:CLN4 Buy 4 78.52 Aggressive
2024-06-12T02:53:52.66 SIM:CLN4 Buy 4 78.52 Aggressive
2024-06-12T02:53:52.682 SIM:CLN4 Buy 3 78.52 Aggressive
2024-06-12T02:54:06.661 SIM:CLN4 Buy 1 78.51 Aggressive
2024-06-12T02:54:06.662 SIM:CLN4 Buy 1 78.51 Aggressive
2024-06-12T02:54:06.673 SIM:CLN4 Buy 1 78.51 Aggressive
2024-06-12T02:54:06.693 SIM:CLN4 Buy 1 78.51 Aggressive
2024-06-12T02:54:06.694 SIM:CLN4 Buy 1 78.51 Aggressive
2024-06-12T02:54:06.695 SIM:CLN4 Buy 2 78.51 Aggressive
2024-06-12T02:54:06.697 SIM:CLN4 Buy 4 78.51 Aggressive
2024-06-12T02:54:06.861 SIM:CLN4 Buy 1 78.51 Aggressive
2024-06-12T02:54:21.916 SIM:CLN4 Buy 1 78.51 Aggressive
2024-06-12T02:54:21.956 SIM:CLN4 Buy 1 78.51 Aggressive
2024-06-12T02:54:34.901 SIM:CLN4 Buy 10 78.52 Aggressive
2024-06-12T02:54:39.909 SIM:CLN4 Buy 1 78.52 Aggressive
2024-06-12T02:54:39.91 SIM:CLN4 Buy 1 78.52 Aggressive
2024-06-12T02:54:39.911 SIM:CLN4 Buy 2 78.52 Aggressive
2024-06-12T02:54:39.912 SIM:CLN4 Buy 2 78.52 Aggressive
2024-06-12T02:54:39.913 SIM:CLN4 Buy 2 78.52 Aggressive
2024-06-12T02:54:39.914 SIM:CLN4 Buy 2 78.52 Aggressive
2024-06-12T02:54:39.957 SIM:CLN4 Buy 3 78.52 Aggressive
2024-06-12T02:55:00.709 SIM:CLN4 Buy 2 78.52 Aggressive
2024-06-12T02:55:00.71 SIM:CLN4 Buy 4 78.52 Aggressive
2024-06-12T02:55:00.711 SIM:CLN4 Buy 4 78.52 Aggressive
2024-06-12T02:55:00.712 SIM:CLN4 Buy 2 78.52 Aggressive
2024-06-12T02:55:06.531 SIM:CLN4 Buy 2 78.49 Aggressive
2024-06-12T02:55:06.532 SIM:CLN4 Buy 2 78.49 Aggressive
2024-06-12T02:55:06.556 SIM:CLN4 Buy 3 78.49 Aggressive
2024-06-12T02:55:06.557 SIM:CLN4 Buy 3 78.49 Aggressive
2024-06-12T02:55:06.558 SIM:CLN4 Buy 2 78.49 Aggressive
2024-06-12T02:55:34.907 SIM:CLN4 Buy 12 78.5 Aggressive
2024-06-12T02:55:39.357 SIM:CLN4 Buy 3 78.5 Aggressive
2024-06-12T02:55:39.358 SIM:CLN4 Buy 3 78.5 Aggressive
2024-06-12T02:55:39.363 SIM:CLN4 Buy 3 78.5 Aggressive
2024-06-12T02:55:39.364 SIM:CLN4 Buy 3 78.5 Aggressive
2024-06-12T02:56:04.909 SIM:CLN4 Buy 13 78.5 Aggressive
2024-06-12T02:56:05.997 SIM:CLN4 Buy 2 78.49 Aggressive
2024-06-12T02:56:05.998 SIM:CLN4 Buy 5 78.49 Aggressive
2024-06-12T02:56:05.999 SIM:CLN4 Buy 5 78.49 Aggressive
2024-06-12T02:56:06.001 SIM:CLN4 Buy 3 78.49 Aggressive
2024-06-12T02:56:27.457 SIM:CLN4 Buy 1 78.53 Aggressive
2024-06-12T02:56:28.68 SIM:CLN4 Buy 3 78.53 Aggressive
2024-06-12T02:56:28.681 SIM:CLN4 Buy 4 78.53 Aggressive
2024-06-12T02:56:28.682 SIM:CLN4 Buy 3 78.53 Aggressive
2024-06-12T02:56:28.683 SIM:CLN4 Buy 3 78.53 Aggressive
2024-06-12T02:56:32.056 SIM:CLN4 Buy 2 78.53 Aggressive
2024-06-12T02:56:35.318 SIM:CLN4 Buy 3 78.52 Aggressive
2024-06-12T02:56:35.319 SIM:CLN4 Buy 4 78.52 Aggressive
2024-06-12T02:56:35.321 SIM:CLN4 Buy 4 78.52 Aggressive
2024-06-12T02:56:35.322 SIM:CLN4 Buy 4 78.52 Aggressive
2024-06-12T02:57:04.899 SIM:CLN4 Buy 15 78.53 Aggressive
2024-06-12T02:57:13.595 SIM:CLN4 Buy 2 78.52 Aggressive
2024-06-12T02:57:13.601 SIM:CLN4 Buy 2 78.52 Aggressive
2024-06-12T02:57:13.602 SIM:CLN4 Buy 6 78.52 Aggressive
2024-06-12T02:57:13.603 SIM:CLN4 Buy 6 78.52 Aggressive
2024-06-12T02:57:22.391 SIM:CLN4 Buy 3 78.51 Aggressive
2024-06-12T02:57:22.392 SIM:CLN4 Buy 3 78.51 Aggressive
2024-06-12T02:57:22.396 SIM:CLN4 Buy 3 78.51 Aggressive
2024-06-12T02:57:22.458 SIM:CLN4 Buy 3 78.51 Aggressive
2024-06-12T02:57:22.557 SIM:CLN4 Buy 3 78.51 Aggressive
2024-06-12T02:57:34.9 SIM:CLN4 Buy 10 78.51 Aggressive
2024-06-12T02:57:34.9 SIM:CLN4 Buy 6 78.52 Aggressive

Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM4
Buy / Sell
Buy
Quantity
500
Total Filled
500
Market VWAP
5386.6905
Average Total
5386.77
VWAP Slippage
0.0760
Arrival Price
5,387.1250
Destination Price
5,386.1250
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-12T02:35:08.265 SIM:ESM4 Buy 12 5387.25 Aggressive
2024-06-12T02:35:38.91 SIM:ESM4 Buy 2 5387 Aggressive
2024-06-12T02:35:45.561 SIM:ESM4 Buy 1 5387 Aggressive
2024-06-12T02:36:03.758 SIM:ESM4 Buy 2 5386.75 Passive
2024-06-12T02:36:38.91 SIM:ESM4 Buy 3 5387.25 Aggressive
2024-06-12T02:36:48.46 SIM:ESM4 Buy 1 5387.25 Aggressive
2024-06-12T02:37:08.911 SIM:ESM4 Buy 1 5387.25 Aggressive
2024-06-12T02:37:38.915 SIM:ESM4 Buy 1 5387 Aggressive
2024-06-12T02:38:00.157 SIM:ESM4 Buy 1 5387 Aggressive
2024-06-12T02:38:17.257 SIM:ESM4 Buy 1 5387 Aggressive
2024-06-12T02:38:23.9 SIM:ESM4 Buy 1 5387.25 Aggressive
2024-06-12T02:38:41.956 SIM:ESM4 Buy 2 5387.5 Aggressive
2024-06-12T02:38:57.123 SIM:ESM4 Buy 3 5387.25 Aggressive
2024-06-12T02:39:23.957 SIM:ESM4 Buy 1 5387 Aggressive
2024-06-12T02:39:38.903 SIM:ESM4 Buy 1 5387 Aggressive
2024-06-12T02:39:59.156 SIM:ESM4 Buy 1 5387 Aggressive
2024-06-12T02:40:13.003 SIM:ESM4 Buy 2 5386.75 Aggressive
2024-06-12T02:40:24.694 SIM:ESM4 Buy 2 5386.5 Aggressive
2024-06-12T02:40:41.289 SIM:ESM4 Buy 2 5386.5 Aggressive
2024-06-12T02:41:08.904 SIM:ESM4 Buy 1 5386.75 Aggressive
2024-06-12T02:41:11.777 SIM:ESM4 Buy 3 5386.5 Aggressive
2024-06-12T02:41:29.56 SIM:ESM4 Buy 1 5386.5 Aggressive
2024-06-12T02:41:39.456 SIM:ESM4 Buy 3 5386.25 Aggressive
2024-06-12T02:41:53.917 SIM:ESM4 Buy 33 5386.25 Aggressive
2024-06-12T02:41:53.917 SIM:ESM4 Buy 60 5386.5 Aggressive
2024-06-12T02:41:53.917 SIM:ESM4 Buy 61 5386.75 Aggressive
2024-06-12T02:41:53.917 SIM:ESM4 Buy 57 5387 Aggressive
2024-06-12T02:41:53.918 SIM:ESM4 Buy 91 5387.25 Aggressive
2024-06-12T02:41:54.261 SIM:ESM4 Buy 32 5386.25 Aggressive
2024-06-12T02:41:54.262 SIM:ESM4 Buy 60 5386.5 Aggressive
2024-06-12T02:41:54.262 SIM:ESM4 Buy 57 5386.75 Aggressive
2024-06-12T02:41:54.262 SIM:ESM4 Buy 1 5387 Aggressive

Date - Time
CQG Symbol
CLE
Exchange Symbol
SIM:CLN4
Buy / Sell
Sell
Quantity
500
Total Filled
500
Market VWAP
78.4708
Average Total
78.47
VWAP Slippage
0.0022
Arrival Price
78.5050
Destination Price
78.4750
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-12T02:11:09.561 SIM:CLN4 Sell 4 78.5 Aggressive
2024-06-12T02:11:09.561 SIM:CLN4 Sell 1 78.5 Aggressive
2024-06-12T02:11:09.561 SIM:CLN4 Sell 1 78.5 Aggressive
2024-06-12T02:11:09.657 SIM:CLN4 Sell 4 78.5 Aggressive
2024-06-12T02:11:09.692 SIM:CLN4 Sell 2 78.5 Aggressive
2024-06-12T02:11:28.669 SIM:CLN4 Sell 1 78.51 Aggressive
2024-06-12T02:11:28.67 SIM:CLN4 Sell 1 78.51 Aggressive
2024-06-12T02:11:28.671 SIM:CLN4 Sell 1 78.51 Aggressive
2024-06-12T02:11:28.672 SIM:CLN4 Sell 2 78.51 Aggressive
2024-06-12T02:11:28.673 SIM:CLN4 Sell 6 78.51 Aggressive
2024-06-12T02:11:28.674 SIM:CLN4 Sell 1 78.51 Aggressive
2024-06-12T02:11:42.161 SIM:CLN4 Sell 1 78.5 Aggressive
2024-06-12T02:11:42.161 SIM:CLN4 Sell 1 78.5 Aggressive
2024-06-12T02:11:42.161 SIM:CLN4 Sell 1 78.5 Aggressive
2024-06-12T02:11:42.161 SIM:CLN4 Sell 1 78.5 Aggressive
2024-06-12T02:11:46.279 SIM:CLN4 Sell 1 78.49 Passive
2024-06-12T02:11:48.279 SIM:CLN4 Sell 1 78.49 Passive
2024-06-12T02:11:51.022 SIM:CLN4 Sell 4 78.48 Aggressive
2024-06-12T02:11:51.057 SIM:CLN4 Sell 2 78.48 Aggressive
2024-06-12T02:12:03.257 SIM:CLN4 Sell 1 78.49 Aggressive
2024-06-12T02:12:03.258 SIM:CLN4 Sell 2 78.49 Aggressive
2024-06-12T02:12:03.259 SIM:CLN4 Sell 7 78.49 Aggressive
2024-06-12T02:12:03.26 SIM:CLN4 Sell 4 78.49 Aggressive
2024-06-12T02:12:14.022 SIM:CLN4 Sell 3 78.49 Aggressive
2024-06-12T02:12:14.023 SIM:CLN4 Sell 5 78.49 Aggressive
2024-06-12T02:12:14.024 SIM:CLN4 Sell 9 78.49 Aggressive
2024-06-12T02:12:34.122 SIM:CLN4 Sell 3 78.49 Aggressive
2024-06-12T02:12:34.123 SIM:CLN4 Sell 6 78.49 Aggressive
2024-06-12T02:12:34.124 SIM:CLN4 Sell 8 78.49 Aggressive
2024-06-12T02:12:41.895 SIM:CLN4 Sell 2 78.49 Aggressive
2024-06-12T02:12:41.908 SIM:CLN4 Sell 1 78.49 Aggressive
2024-06-12T02:12:41.909 SIM:CLN4 Sell 2 78.49 Aggressive
2024-06-12T02:12:41.919 SIM:CLN4 Sell 2 78.49 Aggressive
2024-06-12T02:12:41.956 SIM:CLN4 Sell 2 78.49 Aggressive
2024-06-12T02:12:42 SIM:CLN4 Sell 2 78.49 Aggressive
2024-06-12T02:12:42.303 SIM:CLN4 Sell 2 78.49 Aggressive
2024-06-12T02:12:42.557 SIM:CLN4 Sell 3 78.49 Aggressive
2024-06-12T02:12:42.558 SIM:CLN4 Sell 1 78.49 Aggressive
2024-06-12T02:12:57.708 SIM:CLN4 Sell 3 78.5 Aggressive
2024-06-12T02:12:57.709 SIM:CLN4 Sell 4 78.5 Aggressive
2024-06-12T02:12:57.71 SIM:CLN4 Sell 7 78.5 Aggressive
2024-06-12T02:12:57.711 SIM:CLN4 Sell 2 78.5 Aggressive
2024-06-12T02:13:09.22 SIM:CLN4 Sell 3 78.5 Aggressive
2024-06-12T02:13:09.221 SIM:CLN4 Sell 5 78.5 Aggressive
2024-06-12T02:13:09.222 SIM:CLN4 Sell 5 78.5 Aggressive
2024-06-12T02:13:22.727 SIM:CLN4 Sell 1 78.5 Aggressive
2024-06-12T02:13:22.735 SIM:CLN4 Sell 3 78.5 Aggressive
2024-06-12T02:13:22.736 SIM:CLN4 Sell 3 78.5 Aggressive
2024-06-12T02:13:22.757 SIM:CLN4 Sell 5 78.5 Aggressive
2024-06-12T02:13:39.92 SIM:CLN4 Sell 1 78.49 Aggressive
2024-06-12T02:13:39.921 SIM:CLN4 Sell 1 78.49 Aggressive
2024-06-12T02:13:40.857 SIM:CLN4 Sell 2 78.49 Aggressive
2024-06-12T02:13:40.858 SIM:CLN4 Sell 9 78.49 Aggressive
2024-06-12T02:13:58.892 SIM:CLN4 Sell 1 78.46 Aggressive
2024-06-12T02:13:58.893 SIM:CLN4 Sell 1 78.46 Aggressive
2024-06-12T02:13:58.899 SIM:CLN4 Sell 1 78.46 Aggressive
2024-06-12T02:13:58.904 SIM:CLN4 Sell 3 78.46 Aggressive
2024-06-12T02:13:58.905 SIM:CLN4 Sell 2 78.46 Aggressive
2024-06-12T02:13:58.906 SIM:CLN4 Sell 1 78.46 Aggressive
2024-06-12T02:13:58.909 SIM:CLN4 Sell 1 78.46 Aggressive
2024-06-12T02:13:59.48 SIM:CLN4 Sell 1 78.44 Aggressive
2024-06-12T02:13:59.481 SIM:CLN4 Sell 1 78.44 Aggressive
2024-06-12T02:14:15.601 SIM:CLN4 Sell 1 78.44 Aggressive
2024-06-12T02:14:17.957 SIM:CLN4 Sell 2 78.44 Aggressive
2024-06-12T02:14:17.958 SIM:CLN4 Sell 2 78.44 Aggressive
2024-06-12T02:14:17.971 SIM:CLN4 Sell 2 78.44 Aggressive
2024-06-12T02:14:18.102 SIM:CLN4 Sell 2 78.44 Aggressive
2024-06-12T02:14:18.122 SIM:CLN4 Sell 2 78.44 Aggressive
2024-06-12T02:14:23.058 SIM:CLN4 Sell 1 78.44 Aggressive
2024-06-12T02:14:23.059 SIM:CLN4 Sell 3 78.44 Aggressive
2024-06-12T02:14:23.06 SIM:CLN4 Sell 2 78.44 Aggressive
2024-06-12T02:14:23.061 SIM:CLN4 Sell 2 78.44 Aggressive
2024-06-12T02:14:23.066 SIM:CLN4 Sell 2 78.44 Aggressive
2024-06-12T02:14:36.964 SIM:CLN4 Sell 1 78.45 Aggressive
2024-06-12T02:14:36.965 SIM:CLN4 Sell 1 78.45 Aggressive
2024-06-12T02:14:36.966 SIM:CLN4 Sell 2 78.45 Aggressive
2024-06-12T02:14:36.967 SIM:CLN4 Sell 4 78.45 Aggressive
2024-06-12T02:14:36.969 SIM:CLN4 Sell 3 78.45 Aggressive
2024-06-12T02:14:57.857 SIM:CLN4 Sell 1 78.44 Aggressive
2024-06-12T02:14:57.858 SIM:CLN4 Sell 3 78.44 Aggressive
2024-06-12T02:14:57.863 SIM:CLN4 Sell 3 78.44 Aggressive
2024-06-12T02:14:57.868 SIM:CLN4 Sell 3 78.44 Aggressive
2024-06-12T02:14:57.888 SIM:CLN4 Sell 1 78.44 Aggressive
2024-06-12T02:15:07.258 SIM:CLN4 Sell 2 78.45 Aggressive
2024-06-12T02:15:07.259 SIM:CLN4 Sell 10 78.45 Aggressive
2024-06-12T02:15:24.066 SIM:CLN4 Sell 2 78.47 Aggressive
2024-06-12T02:15:24.067 SIM:CLN4 Sell 2 78.47 Aggressive
2024-06-12T02:15:24.068 SIM:CLN4 Sell 4 78.47 Aggressive
2024-06-12T02:15:24.071 SIM:CLN4 Sell 4 78.47 Aggressive
2024-06-12T02:15:43.669 SIM:CLN4 Sell 2 78.47 Aggressive
2024-06-12T02:15:43.67 SIM:CLN4 Sell 3 78.47 Aggressive
2024-06-12T02:15:43.671 SIM:CLN4 Sell 3 78.47 Aggressive
2024-06-12T02:15:43.672 SIM:CLN4 Sell 3 78.47 Aggressive
2024-06-12T02:16:06.015 SIM:CLN4 Sell 12 78.45 Aggressive
2024-06-12T02:16:11.257 SIM:CLN4 Sell 1 78.46 Aggressive
2024-06-12T02:16:11.258 SIM:CLN4 Sell 7 78.46 Aggressive
2024-06-12T02:16:11.26 SIM:CLN4 Sell 4 78.46 Aggressive
2024-06-12T02:16:22.658 SIM:CLN4 Sell 5 78.46 Aggressive
2024-06-12T02:16:22.662 SIM:CLN4 Sell 4 78.46 Aggressive
2024-06-12T02:16:22.67 SIM:CLN4 Sell 3 78.46 Aggressive
2024-06-12T02:16:40.908 SIM:CLN4 Sell 2 78.47 Aggressive
2024-06-12T02:16:40.909 SIM:CLN4 Sell 6 78.47 Aggressive
2024-06-12T02:16:40.91 SIM:CLN4 Sell 4 78.47 Aggressive
2024-06-12T02:16:58.359 SIM:CLN4 Sell 2 78.49 Aggressive
2024-06-12T02:16:58.361 SIM:CLN4 Sell 2 78.49 Aggressive
2024-06-12T02:16:58.364 SIM:CLN4 Sell 1 78.49 Aggressive
2024-06-12T02:16:58.365 SIM:CLN4 Sell 1 78.49 Aggressive
2024-06-12T02:17:06.017 SIM:CLN4 Sell 6 78.46 Aggressive
2024-06-12T02:17:08.607 SIM:CLN4 Sell 2 78.47 Aggressive
2024-06-12T02:17:08.608 SIM:CLN4 Sell 3 78.47 Aggressive
2024-06-12T02:17:08.609 SIM:CLN4 Sell 3 78.47 Aggressive
2024-06-12T02:17:08.61 SIM:CLN4 Sell 2 78.47 Aggressive
2024-06-12T02:17:08.611 SIM:CLN4 Sell 2 78.47 Aggressive
2024-06-12T02:17:36.01 SIM:CLN4 Sell 11 78.45 Aggressive
2024-06-12T02:17:39.781 SIM:CLN4 Sell 2 78.46 Aggressive
2024-06-12T02:17:39.782 SIM:CLN4 Sell 2 78.46 Aggressive
2024-06-12T02:17:39.783 SIM:CLN4 Sell 1 78.46 Aggressive
2024-06-12T02:17:39.785 SIM:CLN4 Sell 2 78.46 Aggressive
2024-06-12T02:17:39.786 SIM:CLN4 Sell 1 78.46 Aggressive
2024-06-12T02:17:39.787 SIM:CLN4 Sell 2 78.46 Aggressive
2024-06-12T02:17:39.788 SIM:CLN4 Sell 2 78.46 Aggressive
2024-06-12T02:18:02.703 SIM:CLN4 Sell 3 78.46 Aggressive
2024-06-12T02:18:02.704 SIM:CLN4 Sell 6 78.46 Aggressive
2024-06-12T02:18:02.705 SIM:CLN4 Sell 3 78.46 Aggressive
2024-06-12T02:18:07.918 SIM:CLN4 Sell 3 78.46 Aggressive
2024-06-12T02:18:07.919 SIM:CLN4 Sell 2 78.46 Aggressive
2024-06-12T02:18:07.93 SIM:CLN4 Sell 2 78.46 Aggressive
2024-06-12T02:18:07.988 SIM:CLN4 Sell 2 78.46 Aggressive
2024-06-12T02:18:07.989 SIM:CLN4 Sell 2 78.46 Aggressive
2024-06-12T02:18:23.67 SIM:CLN4 Sell 2 78.47 Aggressive
2024-06-12T02:18:23.671 SIM:CLN4 Sell 3 78.47 Aggressive
2024-06-12T02:18:23.677 SIM:CLN4 Sell 3 78.47 Aggressive
2024-06-12T02:18:23.679 SIM:CLN4 Sell 3 78.47 Aggressive
2024-06-12T02:18:23.688 SIM:CLN4 Sell 1 78.47 Aggressive
2024-06-12T02:18:51.058 SIM:CLN4 Sell 6 78.46 Aggressive
2024-06-12T02:18:51.058 SIM:CLN4 Sell 5 78.45 Aggressive
2024-06-12T02:19:01.957 SIM:CLN4 Sell 9 78.45 Aggressive
2024-06-12T02:19:01.958 SIM:CLN4 Sell 1 78.45 Aggressive
2024-06-12T02:19:02.793 SIM:CLN4 Sell 2 78.45 Aggressive
2024-06-12T02:19:10.169 SIM:CLN4 Sell 1 78.46 Aggressive
2024-06-12T02:19:10.17 SIM:CLN4 Sell 1 78.46 Aggressive
2024-06-12T02:19:10.171 SIM:CLN4 Sell 2 78.46 Aggressive
2024-06-12T02:19:10.172 SIM:CLN4 Sell 1 78.46 Aggressive
2024-06-12T02:19:10.173 SIM:CLN4 Sell 1 78.46 Aggressive
2024-06-12T02:19:10.177 SIM:CLN4 Sell 2 78.46 Aggressive
2024-06-12T02:19:10.178 SIM:CLN4 Sell 2 78.46 Aggressive
2024-06-12T02:19:10.179 SIM:CLN4 Sell 1 78.46 Aggressive
2024-06-12T02:19:25.192 SIM:CLN4 Sell 3 78.46 Aggressive
2024-06-12T02:19:25.193 SIM:CLN4 Sell 4 78.46 Aggressive
2024-06-12T02:19:25.201 SIM:CLN4 Sell 4 78.46 Aggressive
2024-06-12T02:19:51.005 SIM:CLN4 Sell 8 78.47 Aggressive
2024-06-12T02:19:51.005 SIM:CLN4 Sell 3 78.46 Aggressive
2024-06-12T02:20:04.566 SIM:CLN4 Sell 1 78.46 Aggressive
2024-06-12T02:20:04.567 SIM:CLN4 Sell 5 78.46 Aggressive
2024-06-12T02:20:04.569 SIM:CLN4 Sell 2 78.46 Aggressive
2024-06-12T02:20:04.57 SIM:CLN4 Sell 5 78.46 Aggressive
2024-06-12T02:20:14.586 SIM:CLN4 Sell 2 78.46 Aggressive
2024-06-12T02:20:14.587 SIM:CLN4 Sell 2 78.46 Aggressive
2024-06-12T02:20:14.588 SIM:CLN4 Sell 2 78.46 Aggressive
2024-06-12T02:20:14.589 SIM:CLN4 Sell 2 78.46 Aggressive
2024-06-12T02:20:14.591 SIM:CLN4 Sell 2 78.46 Aggressive
2024-06-12T02:20:14.605 SIM:CLN4 Sell 3 78.46 Aggressive
2024-06-12T02:20:14.606 SIM:CLN4 Sell 1 78.46 Aggressive
2024-06-12T02:20:36.007 SIM:CLN4 Sell 2 78.46 Aggressive
2024-06-12T02:20:36.007 SIM:CLN4 Sell 12 78.45 Aggressive
2024-06-12T02:20:51.016 SIM:CLN4 Sell 3 78.45 Aggressive
2024-06-12T02:20:51.016 SIM:CLN4 Sell 11 78.44 Aggressive
2024-06-12T02:20:51.016 SIM:CLN4 Sell 2 78.44 Aggressive
2024-06-12T02:20:51.058 SIM:CLN4 Sell 2 78.45 Aggressive
2024-06-12T02:20:51.058 SIM:CLN4 Sell 10 78.44 Aggressive

Date - Time
CQG Symbol
CLE
Exchange Symbol
SIM:CLN4
Buy / Sell
Buy
Quantity
500
Total Filled
233
Market VWAP
78.4919
Average Total
78.49
VWAP Slippage
0.0000
Arrival Price
78.5050
Destination Price
78.4850
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-12T01:52:43.257 SIM:CLN4 Buy 8 78.51 Aggressive
2024-06-12T01:52:58.658 SIM:CLN4 Buy 3 78.51 Aggressive
2024-06-12T01:52:58.659 SIM:CLN4 Buy 5 78.51 Aggressive
2024-06-12T01:53:08.123 SIM:CLN4 Buy 2 78.5 Aggressive
2024-06-12T01:53:08.132 SIM:CLN4 Buy 2 78.5 Aggressive
2024-06-12T01:53:08.133 SIM:CLN4 Buy 3 78.5 Aggressive
2024-06-12T01:53:22.796 SIM:CLN4 Buy 4 78.49 Aggressive
2024-06-12T01:53:22.797 SIM:CLN4 Buy 3 78.49 Aggressive
2024-06-12T01:53:51.018 SIM:CLN4 Buy 6 78.5 Aggressive
2024-06-12T01:53:51.018 SIM:CLN4 Buy 2 78.51 Aggressive
2024-06-12T01:53:51.282 SIM:CLN4 Buy 1 78.49 Aggressive
2024-06-12T01:53:51.284 SIM:CLN4 Buy 5 78.49 Aggressive
2024-06-12T01:53:51.285 SIM:CLN4 Buy 1 78.49 Aggressive
2024-06-12T01:54:21.025 SIM:CLN4 Buy 6 78.5 Aggressive
2024-06-12T01:54:23.356 SIM:CLN4 Buy 1 78.49 Aggressive
2024-06-12T01:54:23.357 SIM:CLN4 Buy 4 78.49 Aggressive
2024-06-12T01:54:23.358 SIM:CLN4 Buy 2 78.49 Aggressive
2024-06-12T01:54:51.024 SIM:CLN4 Buy 7 78.49 Aggressive
2024-06-12T01:55:00.82 SIM:CLN4 Buy 2 78.48 Aggressive
2024-06-12T01:55:01.457 SIM:CLN4 Buy 1 78.48 Aggressive
2024-06-12T01:55:01.458 SIM:CLN4 Buy 2 78.48 Aggressive
2024-06-12T01:55:01.459 SIM:CLN4 Buy 2 78.48 Aggressive
2024-06-12T01:55:01.558 SIM:CLN4 Buy 1 78.48 Aggressive
2024-06-12T01:55:21.015 SIM:CLN4 Buy 9 78.47 Aggressive
2024-06-12T01:55:21.015 SIM:CLN4 Buy 2 78.48 Aggressive
2024-06-12T01:55:36.014 SIM:CLN4 Buy 8 78.47 Aggressive
2024-06-12T01:55:36.014 SIM:CLN4 Buy 3 78.48 Aggressive
2024-06-12T01:55:51.021 SIM:CLN4 Buy 1 78.48 Aggressive
2024-06-12T01:55:51.021 SIM:CLN4 Buy 9 78.49 Aggressive
2024-06-12T01:55:59.822 SIM:CLN4 Buy 1 78.48 Aggressive
2024-06-12T01:56:06.022 SIM:CLN4 Buy 9 78.49 Aggressive
2024-06-12T01:56:16.562 SIM:CLN4 Buy 2 78.48 Aggressive
2024-06-12T01:56:16.563 SIM:CLN4 Buy 2 78.48 Aggressive
2024-06-12T01:56:16.564 SIM:CLN4 Buy 2 78.48 Aggressive
2024-06-12T01:56:16.583 SIM:CLN4 Buy 2 78.48 Aggressive
2024-06-12T01:56:23.821 SIM:CLN4 Buy 1 78.48 Aggressive
2024-06-12T01:56:23.822 SIM:CLN4 Buy 2 78.48 Aggressive
2024-06-12T01:56:23.823 SIM:CLN4 Buy 2 78.48 Aggressive
2024-06-12T01:56:23.857 SIM:CLN4 Buy 2 78.48 Aggressive
2024-06-12T01:56:23.872 SIM:CLN4 Buy 1 78.48 Aggressive
2024-06-12T01:56:41.157 SIM:CLN4 Buy 1 78.49 Aggressive
2024-06-12T01:56:41.162 SIM:CLN4 Buy 3 78.49 Aggressive
2024-06-12T01:56:41.165 SIM:CLN4 Buy 3 78.49 Aggressive
2024-06-12T01:56:53.191 SIM:CLN4 Buy 3 78.5 Aggressive
2024-06-12T01:56:53.192 SIM:CLN4 Buy 3 78.5 Aggressive
2024-06-12T01:56:53.193 SIM:CLN4 Buy 2 78.5 Aggressive
2024-06-12T01:57:07.6 SIM:CLN4 Buy 1 78.51 Aggressive
2024-06-12T01:57:07.601 SIM:CLN4 Buy 1 78.51 Aggressive
2024-06-12T01:57:07.602 SIM:CLN4 Buy 1 78.51 Aggressive
2024-06-12T01:57:07.603 SIM:CLN4 Buy 1 78.51 Aggressive
2024-06-12T01:57:07.604 SIM:CLN4 Buy 1 78.51 Aggressive
2024-06-12T01:57:07.606 SIM:CLN4 Buy 1 78.51 Aggressive
2024-06-12T01:57:07.615 SIM:CLN4 Buy 1 78.51 Aggressive
2024-06-12T01:57:21.07 SIM:CLN4 Buy 1 78.52 Aggressive
2024-06-12T01:57:22.906 SIM:CLN4 Buy 1 78.51 Aggressive
2024-06-12T01:57:22.914 SIM:CLN4 Buy 1 78.51 Aggressive
2024-06-12T01:57:22.915 SIM:CLN4 Buy 2 78.51 Aggressive
2024-06-12T01:57:22.917 SIM:CLN4 Buy 3 78.51 Aggressive
2024-06-12T01:57:23.062 SIM:CLN4 Buy 1 78.51 Aggressive
2024-06-12T01:57:23.063 SIM:CLN4 Buy 1 78.51 Aggressive
2024-06-12T01:57:42.157 SIM:CLN4 Buy 8 78.51 Aggressive
2024-06-12T01:58:02.426 SIM:CLN4 Buy 1 78.5 Aggressive
2024-06-12T01:58:02.427 SIM:CLN4 Buy 1 78.5 Aggressive
2024-06-12T01:58:02.428 SIM:CLN4 Buy 4 78.5 Aggressive
2024-06-12T01:58:02.429 SIM:CLN4 Buy 1 78.5 Aggressive
2024-06-12T01:58:02.457 SIM:CLN4 Buy 1 78.5 Aggressive
2024-06-12T01:58:12.257 SIM:CLN4 Buy 3 78.5 Aggressive
2024-06-12T01:58:20.457 SIM:CLN4 Buy 3 78.5 Aggressive
2024-06-12T01:58:21.515 SIM:CLN4 Buy 2 78.49 Aggressive
2024-06-12T01:58:22.463 SIM:CLN4 Buy 2 78.49 Aggressive
2024-06-12T01:58:22.464 SIM:CLN4 Buy 2 78.49 Aggressive
2024-06-12T01:58:40.257 SIM:CLN4 Buy 3 78.49 Aggressive
2024-06-12T01:58:40.258 SIM:CLN4 Buy 1 78.49 Aggressive
2024-06-12T01:58:40.288 SIM:CLN4 Buy 1 78.49 Aggressive
2024-06-12T01:58:40.456 SIM:CLN4 Buy 1 78.49 Aggressive
2024-06-12T01:58:46.093 SIM:CLN4 Buy 1 78.49 Aggressive
2024-06-12T01:58:58.359 SIM:CLN4 Buy 2 78.48 Aggressive
2024-06-12T01:58:59.97 SIM:CLN4 Buy 1 78.48 Aggressive
2024-06-12T01:58:59.978 SIM:CLN4 Buy 1 78.48 Aggressive
2024-06-12T01:58:59.979 SIM:CLN4 Buy 1 78.48 Aggressive
2024-06-12T01:58:59.981 SIM:CLN4 Buy 2 78.48 Aggressive
2024-06-12T01:59:19.963 SIM:CLN4 Buy 1 78.48 Aggressive
2024-06-12T01:59:19.967 SIM:CLN4 Buy 1 78.48 Aggressive
2024-06-12T01:59:21.011 SIM:CLN4 Buy 7 78.49 Aggressive
2024-06-12T01:59:34.27 SIM:CLN4 Buy 1 78.48 Aggressive
2024-06-12T01:59:36.01 SIM:CLN4 Buy 9 78.49 Aggressive
2024-06-12T01:59:42.457 SIM:CLN4 Buy 3 78.48 Aggressive
2024-06-12T01:59:42.458 SIM:CLN4 Buy 4 78.48 Aggressive
2024-06-12T01:59:42.474 SIM:CLN4 Buy 2 78.48 Aggressive

Date - Time
CQG Symbol
TYA
Exchange Symbol
SIM:ZNU4
Buy / Sell
Sell
Quantity
500
Total Filled
500
Market VWAP
109.5562
Average Total
109.55
VWAP Slippage
0.0054
Arrival Price
109.5547
Destination Price
109.5547
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-12T01:41:34.868 SIM:ZNU4 Sell 17 109.546875 Aggressive
2024-06-12T01:41:44.563 SIM:ZNU4 Sell 17 109.5625 Aggressive
2024-06-12T01:42:04.857 SIM:ZNU4 Sell 16 109.5625 Aggressive
2024-06-12T01:42:19.868 SIM:ZNU4 Sell 13 109.5625 Aggressive
2024-06-12T01:42:34.869 SIM:ZNU4 Sell 13 109.5625 Aggressive
2024-06-12T01:42:49.87 SIM:ZNU4 Sell 13 109.5625 Aggressive
2024-06-12T01:43:04.862 SIM:ZNU4 Sell 12 109.5625 Aggressive
2024-06-12T01:43:19.857 SIM:ZNU4 Sell 10 109.5625 Aggressive
2024-06-12T01:43:34.829 SIM:ZNU4 Sell 10 109.5625 Aggressive
2024-06-12T01:43:49.862 SIM:ZNU4 Sell 9 109.5625 Aggressive
2024-06-12T01:44:04.359 SIM:ZNU4 Sell 2 109.578125 Aggressive
2024-06-12T01:44:04.36 SIM:ZNU4 Sell 9 109.578125 Aggressive
2024-06-12T01:44:10.59 SIM:ZNU4 Sell 15 109.578125 Aggressive
2024-06-12T01:44:34.858 SIM:ZNU4 Sell 15 109.5625 Aggressive
2024-06-12T01:44:49.857 SIM:ZNU4 Sell 14 109.5625 Aggressive
2024-06-12T01:45:04.857 SIM:ZNU4 Sell 14 109.5625 Aggressive
2024-06-12T01:45:19.869 SIM:ZNU4 Sell 11 109.5625 Aggressive
2024-06-12T01:45:34.869 SIM:ZNU4 Sell 12 109.5625 Aggressive
2024-06-12T01:45:49.857 SIM:ZNU4 Sell 11 109.5625 Aggressive
2024-06-12T01:46:04.87 SIM:ZNU4 Sell 10 109.546875 Aggressive
2024-06-12T01:46:19.868 SIM:ZNU4 Sell 7 109.546875 Aggressive
2024-06-12T01:46:34.858 SIM:ZNU4 Sell 7 109.546875 Aggressive
2024-06-12T01:46:49.868 SIM:ZNU4 Sell 7 109.546875 Aggressive
2024-06-12T01:47:04.98 SIM:ZNU4 Sell 13 109.546875 Aggressive
2024-06-12T01:47:19.857 SIM:ZNU4 Sell 28 109.546875 Aggressive
2024-06-12T01:47:34.869 SIM:ZNU4 Sell 28 109.53125 Aggressive
2024-06-12T01:47:49.857 SIM:ZNU4 Sell 28 109.53125 Aggressive
2024-06-12T01:48:04.857 SIM:ZNU4 Sell 22 109.53125 Aggressive
2024-06-12T01:48:19.869 SIM:ZNU4 Sell 5 109.53125 Aggressive
2024-06-12T01:48:34.857 SIM:ZNU4 Sell 5 109.53125 Aggressive
2024-06-12T01:48:37.101 SIM:ZNU4 Sell 5 109.546875 Aggressive
2024-06-12T01:49:04.868 SIM:ZNU4 Sell 6 109.53125 Aggressive
2024-06-12T01:49:19.857 SIM:ZNU4 Sell 11 109.53125 Aggressive
2024-06-12T01:49:34.857 SIM:ZNU4 Sell 10 109.53125 Aggressive
2024-06-12T01:49:45.578 SIM:ZNU4 Sell 10 109.546875 Aggressive
2024-06-12T01:50:04.857 SIM:ZNU4 Sell 10 109.546875 Aggressive
2024-06-12T01:50:19.858 SIM:ZNU4 Sell 7 109.546875 Aggressive
2024-06-12T01:50:34.857 SIM:ZNU4 Sell 7 109.546875 Aggressive
2024-06-12T01:50:49.857 SIM:ZNU4 Sell 7 109.546875 Aggressive
2024-06-12T01:51:04.857 SIM:ZNU4 Sell 22 109.546875 Aggressive
2024-06-12T01:51:04.858 SIM:ZNU4 Sell 12 109.546875 Aggressive

Date - Time
CQG Symbol
TYA
Exchange Symbol
SIM:ZNU4
Buy / Sell
Buy
Quantity
500
Total Filled
500
Market VWAP
109.5586
Average Total
109.57
VWAP Slippage
0.0083
Arrival Price
109.5859
Destination Price
109.5547
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-12T01:31:18.68 SIM:ZNU4 Buy 15 109.59375 Aggressive
2024-06-12T01:31:33.679 SIM:ZNU4 Buy 16 109.59375 Aggressive
2024-06-12T01:31:48.661 SIM:ZNU4 Buy 16 109.59375 Aggressive
2024-06-12T01:32:01.956 SIM:ZNU4 Buy 15 109.578125 Aggressive
2024-06-12T01:32:17.595 SIM:ZNU4 Buy 8 109.578125 Aggressive
2024-06-12T01:32:33.669 SIM:ZNU4 Buy 8 109.59375 Aggressive
2024-06-12T01:32:36.206 SIM:ZNU4 Buy 8 109.578125 Aggressive
2024-06-12T01:33:03.67 SIM:ZNU4 Buy 8 109.578125 Aggressive
2024-06-12T01:33:18.67 SIM:ZNU4 Buy 10 109.578125 Aggressive
2024-06-12T01:33:33.673 SIM:ZNU4 Buy 10 109.578125 Aggressive
2024-06-12T01:33:48.673 SIM:ZNU4 Buy 9 109.578125 Aggressive
2024-06-12T01:34:03.677 SIM:ZNU4 Buy 11 109.578125 Aggressive
2024-06-12T01:34:18.679 SIM:ZNU4 Buy 12 109.578125 Aggressive
2024-06-12T01:34:33.66 SIM:ZNU4 Buy 12 109.578125 Aggressive
2024-06-12T01:34:46.492 SIM:ZNU4 Buy 13 109.5625 Aggressive
2024-06-12T01:35:03.663 SIM:ZNU4 Buy 14 109.5625 Aggressive
2024-06-12T01:35:18.671 SIM:ZNU4 Buy 22 109.5625 Aggressive
2024-06-12T01:35:33.664 SIM:ZNU4 Buy 23 109.5625 Aggressive
2024-06-12T01:35:48.659 SIM:ZNU4 Buy 22 109.5625 Aggressive
2024-06-12T01:36:03.681 SIM:ZNU4 Buy 19 109.5625 Aggressive
2024-06-12T01:36:18.668 SIM:ZNU4 Buy 7 109.5625 Aggressive
2024-06-12T01:36:33.671 SIM:ZNU4 Buy 7 109.5625 Aggressive
2024-06-12T01:36:48.66 SIM:ZNU4 Buy 7 109.5625 Aggressive
2024-06-12T01:37:03.67 SIM:ZNU4 Buy 7 109.5625 Aggressive
2024-06-12T01:37:18.658 SIM:ZNU4 Buy 7 109.5625 Aggressive
2024-06-12T01:37:33.664 SIM:ZNU4 Buy 7 109.5625 Aggressive
2024-06-12T01:37:48.661 SIM:ZNU4 Buy 7 109.5625 Aggressive
2024-06-12T01:38:03.663 SIM:ZNU4 Buy 9 109.5625 Aggressive
2024-06-12T01:38:18.66 SIM:ZNU4 Buy 21 109.5625 Aggressive
2024-06-12T01:38:33.665 SIM:ZNU4 Buy 20 109.5625 Aggressive
2024-06-12T01:38:48.663 SIM:ZNU4 Buy 20 109.5625 Aggressive
2024-06-12T01:39:03.673 SIM:ZNU4 Buy 20 109.5625 Aggressive
2024-06-12T01:39:13.364 SIM:ZNU4 Buy 14 109.546875 Aggressive
2024-06-12T01:39:28.157 SIM:ZNU4 Buy 15 109.546875 Aggressive
2024-06-12T01:39:48.661 SIM:ZNU4 Buy 14 109.546875 Aggressive
2024-06-12T01:40:03.669 SIM:ZNU4 Buy 13 109.546875 Aggressive
2024-06-12T01:40:18.678 SIM:ZNU4 Buy 9 109.546875 Aggressive
2024-06-12T01:40:33.676 SIM:ZNU4 Buy 8 109.546875 Aggressive
2024-06-12T01:40:48.681 SIM:ZNU4 Buy 9 109.5625 Aggressive
2024-06-12T01:40:48.681 SIM:ZNU4 Buy 8 109.5625 Aggressive

Date - Time
CQG Symbol
ZCE
Exchange Symbol
SIM:ZCN4
Buy / Sell
Sell
Quantity
500
Total Filled
500
Market VWAP
450.1840
Average Total
450.28
VWAP Slippage
-0.0970
Arrival Price
450.6250
Destination Price
449.8750
Diagnostics
TimestampSecuritySideLastSharesLastPriceAggressor
2024-06-12T01:20:32.585 SIM:ZCN4 Sell 13 450.5 Aggressive
2024-06-12T01:20:47.594 SIM:ZCN4 Sell 13 450.5 Aggressive
2024-06-12T01:21:02.584 SIM:ZCN4 Sell 14 450.5 Aggressive
2024-06-12T01:21:17.598 SIM:ZCN4 Sell 13 450.5 Aggressive
2024-06-12T01:21:32.598 SIM:ZCN4 Sell 14 450.5 Aggressive
2024-06-12T01:21:47.583 SIM:ZCN4 Sell 13 450.5 Aggressive
2024-06-12T01:22:02.6 SIM:ZCN4 Sell 14 450.5 Aggressive
2024-06-12T01:22:17.599 SIM:ZCN4 Sell 13 450.5 Aggressive
2024-06-12T01:22:32.586 SIM:ZCN4 Sell 14 450.5 Aggressive
2024-06-12T01:22:47.592 SIM:ZCN4 Sell 13 450.5 Aggressive
2024-06-12T01:22:59.461 SIM:ZCN4 Sell 15 450.5 Aggressive
2024-06-12T01:23:17.586 SIM:ZCN4 Sell 27 450.5 Aggressive
2024-06-12T01:23:32.6 SIM:ZCN4 Sell 27 450.5 Aggressive
2024-06-12T01:23:47.6 SIM:ZCN4 Sell 27 450.5 Aggressive
2024-06-12T01:24:02.595 SIM:ZCN4 Sell 25 450.5 Aggressive
2024-06-12T01:24:17.602 SIM:ZCN4 Sell 14 450.25 Aggressive
2024-06-12T01:24:32.605 SIM:ZCN4 Sell 13 450.25 Aggressive
2024-06-12T01:24:47.594 SIM:ZCN4 Sell 14 450.25 Aggressive
2024-06-12T01:25:02.602 SIM:ZCN4 Sell 13 450.25 Aggressive
2024-06-12T01:25:17.594 SIM:ZCN4 Sell 14 450.25 Aggressive
2024-06-12T01:25:32.582 SIM:ZCN4 Sell 13 450.25 Aggressive
2024-06-12T01:25:47.592 SIM:ZCN4 Sell 14 450.25 Aggressive
2024-06-12T01:26:02.572 SIM:ZCN4 Sell 13 450.25 Aggressive
2024-06-12T01:26:17.601 SIM:ZCN4 Sell 14 450.25 Aggressive
2024-06-12T01:26:32.601 SIM:ZCN4 Sell 13 450 Aggressive
2024-06-12T01:26:47.601 SIM:ZCN4 Sell 13 450 Aggressive
2024-06-12T01:27:02.584 SIM:ZCN4 Sell 14 450 Aggressive
2024-06-12T01:27:12.675 SIM:ZCN4 Sell 2 450 Aggressive
2024-06-12T01:27:12.677 SIM:ZCN4 Sell 11 450 Aggressive
2024-06-12T01:27:32.601 SIM:ZCN4 Sell 14 449.75 Aggressive
2024-06-12T01:27:47.588 SIM:ZCN4 Sell 13 449.75 Aggressive
2024-06-12T01:28:02.598 SIM:ZCN4 Sell 12 449.75 Aggressive
2024-06-12T01:30:02.582 SIM:ZCN4 Sell 27 449.75 Aggressive
2024-06-12T01:30:02.582 SIM:ZCN4 Sell 4 449.75 Aggressive