| 2024-06-12 01:20:17 |
ZCE |
SIM:ZCN4 |
Buy |
500 |
450.5912 |
450.5890 |
-0.0022 |
450.3750 |
450.6250 |
Diagnostics
aggressive_pct: 45.070422535211
algo_status: 4
arrival_price: 450.375
avg_total: 450.589
destination_price: 450.625
market_vwap: 450.59121621622
n_kids: 61
slippage: 0.214
slippage_vwap: -0.0022162162161976
slippage_vwap_pct: -0.00049184871716744
total_dollar: 225294.5
total_filled: 500
total_sent: 500
|
| 2024-06-12 01:09:31 |
ENQ |
SIM:NQM4 |
Sell |
500 |
19264.6874 |
19264.1985 |
0.4889 |
19,265.2500 |
19,266.2500 |
Diagnostics
aggressive_pct: 18.75
algo_status: 4
arrival_price: 19265.25
avg_total: 19264.1985
destination_price: 19266.25
market_vwap: 19264.687354988
n_kids: 48
slippage: 1.0515000000014
slippage_vwap: 0.48885498840173
slippage_vwap_pct: 0.0025376347134386
total_dollar: 9632099.25
total_filled: 500
total_sent: 500
|
| 2024-06-12 00:59:15 |
ENQ |
SIM:NQM4 |
Buy |
500 |
19262.8146 |
19262.3415 |
-0.4731 |
19,260.2500 |
19,265.1250 |
Diagnostics
aggressive_pct: 25
algo_status: 4
arrival_price: 19260.25
avg_total: 19262.3415
destination_price: 19265.125
market_vwap: 19262.814622642
n_kids: 52
slippage: 2.0914999999986
slippage_vwap: -0.47312264150969
slippage_vwap_pct: -0.0024562052412459
total_dollar: 9631170.75
total_filled: 500
total_sent: 500
|
| 2024-06-12 00:37:51 |
EP |
SIM:ESM4 |
Sell |
500 |
5387.0087 |
5386.8977 |
0.1110 |
5,386.8750 |
5,387.3750 |
Diagnostics
aggressive_pct: 30.357142857143
algo_status: 2
arrival_price: 5386.875
avg_total: 5386.8977272727
destination_price: 5387.375
market_vwap: 5387.0087301587
n_kids: 26
slippage: -0.022727272727025
slippage_vwap: 0.11100288600301
slippage_vwap_pct: 0.0020606087515087
total_dollar: 118511.75
total_filled: 22
total_sent: 23
|
| 2024-06-12 00:18:05 |
EP |
SIM:ESM4 |
Buy |
500 |
5386.4804 |
5387.2500 |
0.7696 |
5,386.1250 |
5,386.6250 |
Diagnostics
aggressive_pct: 26.415094339623
algo_status: 4
arrival_price: 5386.125
avg_total: 5387.25
destination_price: 5386.625
market_vwap: 5386.4804347826
n_kids: 18
slippage: 1.125
slippage_vwap: 0.76956521739157
slippage_vwap_pct: 0.014284936050704
total_dollar: 2693625
total_filled: 500
total_sent: 500
|
| 2024-06-12 00:00:48 |
CLE |
SIM:CLN4 |
Sell |
500 |
78.3357 |
78.3290 |
0.0067 |
78.3300 |
78.3450 |
Diagnostics
aggressive_pct: 49.350649350649
algo_status: 4
arrival_price: 78.33
avg_total: 78.329
destination_price: 78.345
market_vwap: 78.335714285714
n_kids: 77
slippage: 0.0010000000000048
slippage_vwap: 0.0067142857142954
slippage_vwap_pct: 0.0085719027618065
total_dollar: 39164.5
total_filled: 500
total_sent: 500
|
| 2024-06-11 23:45:17 |
CLE |
SIM:CLN4 |
Buy |
500 |
78.3429 |
78.3482 |
0.0053 |
78.3250 |
78.3450 |
Diagnostics
aggressive_pct: 48.684210526316
algo_status: 4
arrival_price: 78.325
avg_total: 78.34824
destination_price: 78.345
market_vwap: 78.342935779817
n_kids: 76
slippage: 0.023240000000015
slippage_vwap: 0.0053042201834614
slippage_vwap_pct: 0.0067700565876929
total_dollar: 39174.12
total_filled: 500
total_sent: 500
|
| 2024-06-11 23:34:01 |
TYA |
SIM:ZNU4 |
Sell |
500 |
109.4998 |
109.4900 |
0.0098 |
109.4922 |
109.5078 |
Diagnostics
aggressive_pct: 46.575342465753
algo_status: 4
arrival_price: 109.4921875
avg_total: 109.49003125
destination_price: 109.5078125
market_vwap: 109.49983891753
n_kids: 73
slippage: 0.0021562499999987
slippage_vwap: 0.0098076675257772
slippage_vwap_pct: 0.0089575894844557
total_dollar: 54745.015625
total_filled: 500
total_sent: 500
|
| 2024-06-11 23:23:45 |
TYA |
SIM:ZNU4 |
Buy |
500 |
109.5003 |
109.5124 |
0.0121 |
109.5078 |
109.4922 |
Diagnostics
aggressive_pct: 50
algo_status: 4
arrival_price: 109.5078125
avg_total: 109.51240625
destination_price: 109.4921875
market_vwap: 109.50034965035
n_kids: 78
slippage: 0.004593749999998
slippage_vwap: 0.01205659965035
slippage_vwap_pct: 0.01100934593915
total_dollar: 54756.203125
total_filled: 500
total_sent: 500
|
| 2024-06-11 23:12:59 |
ZCE |
SIM:ZCN4 |
Sell |
500 |
449.5000 |
449.2500 |
0.2500 |
449.3750 |
449.3750 |
Diagnostics
aggressive_pct: 45.070422535211
algo_status: 4
arrival_price: 449.375
avg_total: 449.25
destination_price: 449.375
market_vwap: 449.5
n_kids: 63
slippage: 0.125
slippage_vwap: 0.25
slippage_vwap_pct: 0.055648302726767
total_dollar: 224625
total_filled: 500
total_sent: 500
|
| 2024-06-11 23:02:43 |
ZCE |
SIM:ZCN4 |
Buy |
500 |
449.5000 |
449.5000 |
0.0000 |
449.3750 |
449.3750 |
Diagnostics
aggressive_pct: 45.833333333333
algo_status: 4
arrival_price: 449.375
avg_total: 449.5
destination_price: 449.375
market_vwap: 449.5
n_kids: 65
slippage: 0.125
slippage_vwap: 0
slippage_vwap_pct: 0
total_dollar: 224750
total_filled: 500
total_sent: 500
|
| 2024-06-11 22:51:56 |
ENQ |
SIM:NQM4 |
Sell |
500 |
19263.9356 |
19263.0450 |
0.8906 |
19,261.1250 |
19,265.3750 |
Diagnostics
aggressive_pct: 41.791044776119
algo_status: 4
arrival_price: 19261.125
avg_total: 19263.045
destination_price: 19265.375
market_vwap: 19263.93556701
n_kids: 67
slippage: -1.9199999999983
slippage_vwap: 0.89056701031222
slippage_vwap_pct: 0.0046231891703115
total_dollar: 9631522.5
total_filled: 500
total_sent: 500
|
| 2024-06-11 22:41:40 |
ENQ |
SIM:NQM4 |
Buy |
500 |
19262.5295 |
19262.8650 |
0.3355 |
19,262.5000 |
19,261.3750 |
Diagnostics
aggressive_pct: 38.095238095238
algo_status: 4
arrival_price: 19262.5
avg_total: 19262.865
destination_price: 19261.375
market_vwap: 19262.529513889
n_kids: 63
slippage: 0.3650000000016
slippage_vwap: 0.33548611111109
slippage_vwap_pct: 0.0017416210470825
total_dollar: 9631432.5
total_filled: 500
total_sent: 500
|
| 2024-06-11 22:20:38 |
EP |
SIM:ESM4 |
Sell |
500 |
5385.5168 |
5385.2300 |
0.2868 |
5,385.3750 |
5,386.1250 |
Diagnostics
aggressive_pct: 33.898305084746
algo_status: 4
arrival_price: 5385.375
avg_total: 5385.23
destination_price: 5386.125
market_vwap: 5385.5167638484
n_kids: 30
slippage: 0.14500000000044
slippage_vwap: 0.28676384839673
slippage_vwap_pct: 0.0053250065159098
total_dollar: 2692615
total_filled: 500
total_sent: 500
|
| 2024-06-11 22:00:06 |
EP |
SIM:ESM4 |
Buy |
500 |
5385.7310 |
5386.3520 |
0.6210 |
5,385.8750 |
5,385.6250 |
Diagnostics
aggressive_pct: 30.357142857143
algo_status: 4
arrival_price: 5385.875
avg_total: 5386.352
destination_price: 5385.625
market_vwap: 5385.7309688581
n_kids: 25
slippage: 0.47699999999986
slippage_vwap: 0.62103114186812
slippage_vwap_pct: 0.011529716993396
total_dollar: 2693176
total_filled: 500
total_sent: 500
|
