Arrival Price Analytics
CQG Algos
The Arrival Price Algorithm is driven by short-term realized volatility and drift signals as well as market-implied cost of liquidity to execute within a risk-optimized time horizon using trader-defined slippage expectations. Arrival Price is benchmarked against mid-market and sweep to fill (market order) metrics.
"Liquidity Cost, Volatility, and Drift" are the quantities used by the algorithm to compute a theoretically optimal Equilibrium Trading Horizon (White Paper). "Seconds spent" reflects the practical application of this horizon over simulated dynamic market conditions. A "fill stream" is also included to demonstrate the effects of the Market By Order Impact Model, which helps size order slices in a manner consistent with price-level population.
The graphs below illuminate the effects of these indicators on optimal execution horizon and therefore, performance results of hypothetical Arrival Price orders.
Impact Model: MBO
Payup Model: Theo Queue
- Liquidity Cost:
- Implicit cost of liquidity per lot
- Volatility:
- Normal volatility in dollar terms
- Drift:
- Short-term directional drift
- Seconds Spent:
- Seconds spent in simulated execution
Date - Time
CQG Symbol
TYA
Exchange Symbol
SIM:ZNU5
Buy / Sell
Sell
Quantity
200
Total Filled
200
Slippage
0.0170
Slippage Sweep
0.0033
Arrival Price
111.9766
Average Total
111.9596
Destination Price
111.9609
Sweep to Fill
111.9629
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-08-11T04:38:09.061 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:38:08.352 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:38:08.352 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:38:08.352 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:38:08.352 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:38:08.352 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:38:08.352 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:38:08.352 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:37:55.285 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:37:55.285 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:37:32.914 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:37:32.813 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:37:26.584 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:37:25.438 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:37:22.376 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:37:21.36 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:37:20.082 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:37:15.38 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:37:15.38 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:37:11.873 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:37:10.095 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:37:01.659 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:36:57.763 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:36:57.447 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:36:57.446 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:36:57.446 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:36:57.446 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.446 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.446 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.446 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.446 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.446 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.446 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.446 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.446 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.446 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.446 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.446 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.446 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.446 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.446 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.446 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.446 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:37:55.285 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:37:55.285 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:37:55.285 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:37:55.285 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:37:55.285 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:37:55.285 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:37:55.285 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:37:55.285 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:37:55.285 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:37:55.284 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:37:34.621 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:37:29.32 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:37:27.4 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:37:16.727 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:36:59.96 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:37:09.174 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:37:09.174 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:37:05.356 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:37:03.414 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:36:57.45 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.449 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.448 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.445 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.441 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:36:57.441 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:36:57.441 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.441 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.441 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.441 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.441 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.441 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.441 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.44 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.44 | SIM:ZNU5 | Sell | 1 | 111.953125 | Aggressive |
| 2025-08-11T04:36:57.44 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:36:57.439 | SIM:ZNU5 | Sell | 1 | 111.96875 | Passive |
| 2025-08-11T04:33:34.819 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:33:34.819 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:33:29.643 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:33:29.643 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:33:27.749 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:33:26.447 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:33:19.421 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:33:16.203 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:33:17.47 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:33:15.547 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:33:15.547 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:33:15.547 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:33:15.547 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:33:31.498 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:33:30.431 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:33:26 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:33:26 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:33:26 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:33:21.486 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:33:21.486 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:33:10.367 | SIM:ZNU5 | Sell | 1 | 111.96875 | Aggressive |
Date - Time
CQG Symbol
TYA
Exchange Symbol
SIM:ZNU5
Buy / Sell
Buy
Quantity
200
Total Filled
200
Slippage
0.0078
Slippage Sweep
0.0000
Arrival Price
111.9609
Average Total
111.9688
Destination Price
111.9609
Sweep to Fill
111.9688
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-08-11T04:31:57.672 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:31:55.002 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:31:53.252 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:31:47.753 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:31:41.094 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:31:38.848 | SIM:ZNU5 | Buy | 1 | 111.96875 | Passive |
| 2025-08-11T04:31:38.848 | SIM:ZNU5 | Buy | 1 | 111.96875 | Passive |
| 2025-08-11T04:31:38.848 | SIM:ZNU5 | Buy | 1 | 111.96875 | Passive |
| 2025-08-11T04:31:38.847 | SIM:ZNU5 | Buy | 1 | 111.96875 | Passive |
| 2025-08-11T04:31:38.847 | SIM:ZNU5 | Buy | 1 | 111.96875 | Passive |
| 2025-08-11T04:31:38.847 | SIM:ZNU5 | Buy | 1 | 111.96875 | Passive |
| 2025-08-11T04:31:38.847 | SIM:ZNU5 | Buy | 1 | 111.96875 | Passive |
| 2025-08-11T04:31:38.847 | SIM:ZNU5 | Buy | 1 | 111.96875 | Passive |
| 2025-08-11T04:31:38.847 | SIM:ZNU5 | Buy | 1 | 111.96875 | Passive |
| 2025-08-11T04:31:38.847 | SIM:ZNU5 | Buy | 1 | 111.96875 | Passive |
| 2025-08-11T04:31:38.847 | SIM:ZNU5 | Buy | 1 | 111.96875 | Passive |
| 2025-08-11T04:31:38.847 | SIM:ZNU5 | Buy | 1 | 111.96875 | Passive |
| 2025-08-11T04:31:38.847 | SIM:ZNU5 | Buy | 1 | 111.96875 | Passive |
| 2025-08-11T04:31:38.847 | SIM:ZNU5 | Buy | 1 | 111.96875 | Passive |
| 2025-08-11T04:31:38.847 | SIM:ZNU5 | Buy | 1 | 111.96875 | Passive |
| 2025-08-11T04:31:38.847 | SIM:ZNU5 | Buy | 1 | 111.96875 | Passive |
| 2025-08-11T04:31:38.847 | SIM:ZNU5 | Buy | 1 | 111.96875 | Passive |
| 2025-08-11T04:30:45 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:39.975 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:28.733 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:16.834 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:11.952 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:08.941 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:06.745 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:50.868 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:48.793 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:48.793 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:44.586 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:42.925 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:42.925 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:42.925 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:31.995 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:30.351 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:22.665 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:18.424 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:12.563 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:09.515 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:57.462 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:56.524 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:53.977 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:51.012 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:40.889 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:40.889 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:39.135 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:35.862 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:34.436 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:34.436 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:26.047 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:07.817 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:04.552 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:58.049 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:55.637 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:55.637 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:39.81 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:38.178 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:36.661 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:35.183 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:35.183 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:29.191 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:28.793 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:27.574 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:26.305 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:16.42 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:13.071 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:32:07 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:32:07 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:32:03.525 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:32:02.29 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:32:00.194 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:31:56.34 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:31:51.668 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:31:48.604 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:31:46.751 | SIM:ZNU5 | Buy | 1 | 111.96875 | Passive |
| 2025-08-11T04:31:46.751 | SIM:ZNU5 | Buy | 1 | 111.96875 | Passive |
| 2025-08-11T04:31:46.751 | SIM:ZNU5 | Buy | 1 | 111.96875 | Passive |
| 2025-08-11T04:31:00.318 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:56.295 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:53.857 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:52.46 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:50.859 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:26.052 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:26.052 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:22.841 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:19.82 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:09.681 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:58.011 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:56.049 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:34.549 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:34.034 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:16.667 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:15.243 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:13.159 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:08.423 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:06.728 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:04.686 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:01.304 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:53.412 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:50.179 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:30.224 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:30.224 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:30.224 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:25.057 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:23.735 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:14.396 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:12.88 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:11.639 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:05.899 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:01.559 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:01.436 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:00.112 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:00.112 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:52.043 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:51.368 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:49.701 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:21.165 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:20.154 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:11.227 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:32:10.058 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:31:38.847 | SIM:ZNU5 | Buy | 1 | 111.96875 | Passive |
| 2025-08-11T04:31:38.847 | SIM:ZNU5 | Buy | 1 | 111.96875 | Passive |
| 2025-08-11T04:31:05.323 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:31:03.34 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:31:02.609 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:58.806 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:57.103 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:48.877 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:48.877 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:43.041 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:40.983 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:37.936 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:37.582 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:37.582 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:32.979 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:30.866 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:29.995 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:22.543 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:18.686 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:15.072 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:13.36 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:04.964 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:04.964 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:01.667 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:30:00.821 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:59.231 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:53.532 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:52.929 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:45.628 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:42.925 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:42.925 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:28.488 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:27.917 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:26.053 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:24.346 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:21.273 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:19.914 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:10.511 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:03.43 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:29:00.213 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:59.032 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:48.245 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:46.977 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:46.047 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:45.001 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:45.001 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:37.036 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:35.571 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:21.726 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:21.144 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:20.051 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:20.051 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:16.639 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:16.213 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:09.837 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:09.837 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:28:04.139 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:53.662 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:48.62 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:47.045 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:45.66 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:45.001 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:43.503 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:42.045 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:40.326 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:39.045 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:32.332 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:31.279 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:25.504 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:24.707 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:22.232 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:19.109 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:18.104 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:15.222 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:14.229 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:12.227 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
| 2025-08-11T04:27:09.231 | SIM:ZNU5 | Buy | 1 | 111.96875 | Aggressive |
Date - Time
CQG Symbol
CLE
Exchange Symbol
SIM:CLU5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.0026
Slippage Sweep
-0.0198
Arrival Price
63.7900
Average Total
63.7926
Destination Price
63.8050
Sweep to Fill
63.7728
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-08-11T04:26:37.771 | SIM:CLU5 | Sell | 6 | 63.8 | Aggressive |
| 2025-08-11T04:26:33.448 | SIM:CLU5 | Sell | 17 | 63.79 | Aggressive |
| 2025-08-11T04:26:33.448 | SIM:CLU5 | Sell | 7 | 63.8 | Aggressive |
| 2025-08-11T04:26:27.401 | SIM:CLU5 | Sell | 3 | 63.79 | Aggressive |
| 2025-08-11T04:25:53.019 | SIM:CLU5 | Sell | 1 | 63.79 | Aggressive |
| 2025-08-11T04:25:53.019 | SIM:CLU5 | Sell | 1 | 63.8 | Aggressive |
| 2025-08-11T04:25:52.112 | SIM:CLU5 | Sell | 3 | 63.79 | Aggressive |
| 2025-08-11T04:25:47.074 | SIM:CLU5 | Sell | 1 | 63.78 | Aggressive |
| 2025-08-11T04:26:26.392 | SIM:CLU5 | Sell | 7 | 63.79 | Aggressive |
| 2025-08-11T04:25:53.128 | SIM:CLU5 | Sell | 2 | 63.8 | Aggressive |
| 2025-08-11T04:25:43.095 | SIM:CLU5 | Sell | 1 | 63.78 | Aggressive |
| 2025-08-11T04:25:36.975 | SIM:CLU5 | Sell | 1 | 63.78 | Aggressive |
Date - Time
CQG Symbol
CLE
Exchange Symbol
SIM:CLU5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.0524
Slippage Sweep
0.0348
Arrival Price
63.6750
Average Total
63.7274
Destination Price
63.7750
Sweep to Fill
63.6926
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-08-11T04:24:32.063 | SIM:CLU5 | Buy | 1 | 63.78 | Aggressive |
| 2025-08-11T04:24:25.116 | SIM:CLU5 | Buy | 1 | 63.78 | Aggressive |
| 2025-08-11T04:23:43.809 | SIM:CLU5 | Buy | 1 | 63.79 | Aggressive |
| 2025-08-11T04:23:39.405 | SIM:CLU5 | Buy | 1 | 63.78 | Passive |
| 2025-08-11T04:23:29.702 | SIM:CLU5 | Buy | 1 | 63.75 | Aggressive |
| 2025-08-11T04:22:31.105 | SIM:CLU5 | Buy | 1 | 63.72 | Aggressive |
| 2025-08-11T04:22:03.956 | SIM:CLU5 | Buy | 1 | 63.72 | Aggressive |
| 2025-08-11T04:21:57.423 | SIM:CLU5 | Buy | 1 | 63.72 | Aggressive |
| 2025-08-11T04:21:50.935 | SIM:CLU5 | Buy | 1 | 63.75 | Aggressive |
| 2025-08-11T04:21:38.742 | SIM:CLU5 | Buy | 1 | 63.75 | Aggressive |
| 2025-08-11T04:21:16.838 | SIM:CLU5 | Buy | 1 | 63.75 | Aggressive |
| 2025-08-11T04:21:09.47 | SIM:CLU5 | Buy | 1 | 63.74 | Aggressive |
| 2025-08-11T04:20:53.384 | SIM:CLU5 | Buy | 1 | 63.73 | Aggressive |
| 2025-08-11T04:20:37.101 | SIM:CLU5 | Buy | 1 | 63.7 | Aggressive |
| 2025-08-11T04:20:26.261 | SIM:CLU5 | Buy | 1 | 63.69 | Aggressive |
| 2025-08-11T04:20:05.95 | SIM:CLU5 | Buy | 1 | 63.68 | Aggressive |
| 2025-08-11T04:20:01.061 | SIM:CLU5 | Buy | 1 | 63.68 | Aggressive |
| 2025-08-11T04:24:04.129 | SIM:CLU5 | Buy | 1 | 63.76 | Passive |
| 2025-08-11T04:23:56.896 | SIM:CLU5 | Buy | 1 | 63.77 | Aggressive |
| 2025-08-11T04:23:53.328 | SIM:CLU5 | Buy | 1 | 63.77 | Aggressive |
| 2025-08-11T04:23:22.645 | SIM:CLU5 | Buy | 1 | 63.74 | Aggressive |
| 2025-08-11T04:23:15.612 | SIM:CLU5 | Buy | 1 | 63.74 | Aggressive |
| 2025-08-11T04:23:09.515 | SIM:CLU5 | Buy | 1 | 63.74 | Aggressive |
| 2025-08-11T04:22:55.501 | SIM:CLU5 | Buy | 1 | 63.72 | Aggressive |
| 2025-08-11T04:22:49.317 | SIM:CLU5 | Buy | 1 | 63.73 | Aggressive |
| 2025-08-11T04:22:42.267 | SIM:CLU5 | Buy | 1 | 63.72 | Aggressive |
| 2025-08-11T04:22:35.24 | SIM:CLU5 | Buy | 1 | 63.72 | Aggressive |
| 2025-08-11T04:22:34.827 | SIM:CLU5 | Buy | 1 | 63.72 | Aggressive |
| 2025-08-11T04:22:23.929 | SIM:CLU5 | Buy | 1 | 63.72 | Aggressive |
| 2025-08-11T04:21:45.355 | SIM:CLU5 | Buy | 1 | 63.75 | Aggressive |
| 2025-08-11T04:21:27.803 | SIM:CLU5 | Buy | 1 | 63.75 | Passive |
| 2025-08-11T04:21:21.721 | SIM:CLU5 | Buy | 1 | 63.76 | Aggressive |
| 2025-08-11T04:20:59.069 | SIM:CLU5 | Buy | 1 | 63.73 | Aggressive |
| 2025-08-11T04:20:47.323 | SIM:CLU5 | Buy | 1 | 63.7 | Aggressive |
| 2025-08-11T04:20:42.25 | SIM:CLU5 | Buy | 1 | 63.7 | Aggressive |
| 2025-08-11T04:20:31.167 | SIM:CLU5 | Buy | 1 | 63.69 | Aggressive |
| 2025-08-11T04:20:21.067 | SIM:CLU5 | Buy | 1 | 63.69 | Aggressive |
| 2025-08-11T04:20:16.025 | SIM:CLU5 | Buy | 1 | 63.69 | Aggressive |
| 2025-08-11T04:20:10.974 | SIM:CLU5 | Buy | 1 | 63.69 | Aggressive |
| 2025-08-11T04:19:46.767 | SIM:CLU5 | Buy | 1 | 63.68 | Aggressive |
| 2025-08-11T04:19:41.741 | SIM:CLU5 | Buy | 1 | 63.68 | Aggressive |
| 2025-08-11T04:24:18.097 | SIM:CLU5 | Buy | 1 | 63.77 | Aggressive |
| 2025-08-11T04:24:12.995 | SIM:CLU5 | Buy | 1 | 63.77 | Aggressive |
| 2025-08-11T04:23:02.432 | SIM:CLU5 | Buy | 1 | 63.72 | Aggressive |
| 2025-08-11T04:22:10.08 | SIM:CLU5 | Buy | 1 | 63.72 | Aggressive |
| 2025-08-11T04:21:33.39 | SIM:CLU5 | Buy | 1 | 63.75 | Aggressive |
| 2025-08-11T04:21:09.406 | SIM:CLU5 | Buy | 1 | 63.73 | Passive |
| 2025-08-11T04:19:56.028 | SIM:CLU5 | Buy | 1 | 63.68 | Aggressive |
| 2025-08-11T04:19:50.989 | SIM:CLU5 | Buy | 1 | 63.68 | Aggressive |
| 2025-08-11T04:19:36.814 | SIM:CLU5 | Buy | 1 | 63.68 | Aggressive |
Date - Time
CQG Symbol
ENQ
Exchange Symbol
SIM:NQU5
Buy / Sell
Sell
Quantity
25
Total Filled
25
Slippage
0.8700
Slippage Sweep
0.0016
Arrival Price
23,713.2500
Average Total
23,712.3800
Destination Price
23,712.2500
Sweep to Fill
23,712.3816
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-08-11T04:19:01.92 | SIM:NQU5 | Sell | 1 | 23712.5 | Passive |
| 2025-08-11T04:19:01.519 | SIM:NQU5 | Sell | 1 | 23712.75 | Passive |
| 2025-08-11T04:18:34.443 | SIM:NQU5 | Sell | 1 | 23712.5 | Aggressive |
| 2025-08-11T04:17:59.218 | SIM:NQU5 | Sell | 2 | 23713.25 | Aggressive |
| 2025-08-11T04:19:00.045 | SIM:NQU5 | Sell | 1 | 23711.5 | Aggressive |
| 2025-08-11T04:18:42.544 | SIM:NQU5 | Sell | 1 | 23712.25 | Passive |
| 2025-08-11T04:18:42.544 | SIM:NQU5 | Sell | 1 | 23712.25 | Passive |
| 2025-08-11T04:18:29.499 | SIM:NQU5 | Sell | 1 | 23711.25 | Aggressive |
| 2025-08-11T04:18:28.904 | SIM:NQU5 | Sell | 1 | 23711.25 | Aggressive |
| 2025-08-11T04:18:27.319 | SIM:NQU5 | Sell | 1 | 23711 | Aggressive |
| 2025-08-11T04:17:50.305 | SIM:NQU5 | Sell | 1 | 23712.5 | Aggressive |
| 2025-08-11T04:18:19.361 | SIM:NQU5 | Sell | 1 | 23711.75 | Passive |
| 2025-08-11T04:18:17.548 | SIM:NQU5 | Sell | 2 | 23711.5 | Aggressive |
| 2025-08-11T04:18:14.304 | SIM:NQU5 | Sell | 1 | 23712.75 | Aggressive |
| 2025-08-11T04:17:57.316 | SIM:NQU5 | Sell | 1 | 23713 | Aggressive |
| 2025-08-11T04:17:55.686 | SIM:NQU5 | Sell | 1 | 23712.75 | Aggressive |
| 2025-08-11T04:17:55.686 | SIM:NQU5 | Sell | 1 | 23713 | Aggressive |
| 2025-08-11T04:17:54.498 | SIM:NQU5 | Sell | 1 | 23713 | Aggressive |
| 2025-08-11T04:17:51.121 | SIM:NQU5 | Sell | 1 | 23712.5 | Aggressive |
| 2025-08-11T04:17:43.768 | SIM:NQU5 | Sell | 1 | 23712.5 | Aggressive |
| 2025-08-11T04:17:43.768 | SIM:NQU5 | Sell | 1 | 23712.5 | Aggressive |
| 2025-08-11T04:17:33.298 | SIM:NQU5 | Sell | 1 | 23713.25 | Aggressive |
| 2025-08-11T04:17:29.953 | SIM:NQU5 | Sell | 1 | 23713.25 | Aggressive |
Date - Time
CQG Symbol
ENQ
Exchange Symbol
SIM:NQU5
Buy / Sell
Buy
Quantity
25
Total Filled
25
Slippage
0.7750
Slippage Sweep
-0.2389
Arrival Price
23,713.6250
Average Total
23,714.4000
Destination Price
23,713.5000
Sweep to Fill
23,714.6389
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-08-11T04:17:28.132 | SIM:NQU5 | Buy | 1 | 23713.75 | Aggressive |
| 2025-08-11T04:17:26.373 | SIM:NQU5 | Buy | 1 | 23713.5 | Aggressive |
| 2025-08-11T04:17:26.373 | SIM:NQU5 | Buy | 1 | 23713.25 | Aggressive |
| 2025-08-11T04:17:17.047 | SIM:NQU5 | Buy | 2 | 23714.5 | Aggressive |
| 2025-08-11T04:17:16.059 | SIM:NQU5 | Buy | 1 | 23715 | Aggressive |
| 2025-08-11T04:17:16.059 | SIM:NQU5 | Buy | 1 | 23715 | Aggressive |
| 2025-08-11T04:17:12.939 | SIM:NQU5 | Buy | 1 | 23714.75 | Passive |
| 2025-08-11T04:17:05.597 | SIM:NQU5 | Buy | 1 | 23714.25 | Aggressive |
| 2025-08-11T04:17:05.597 | SIM:NQU5 | Buy | 1 | 23714.25 | Aggressive |
| 2025-08-11T04:17:00.959 | SIM:NQU5 | Buy | 1 | 23714.5 | Aggressive |
| 2025-08-11T04:16:53.226 | SIM:NQU5 | Buy | 1 | 23715 | Aggressive |
| 2025-08-11T04:16:34.704 | SIM:NQU5 | Buy | 1 | 23714.5 | Aggressive |
| 2025-08-11T04:16:32.672 | SIM:NQU5 | Buy | 1 | 23714.5 | Aggressive |
| 2025-08-11T04:16:31.947 | SIM:NQU5 | Buy | 1 | 23714.5 | Aggressive |
| 2025-08-11T04:16:30.679 | SIM:NQU5 | Buy | 1 | 23715 | Aggressive |
| 2025-08-11T04:17:12.938 | SIM:NQU5 | Buy | 1 | 23715 | Passive |
| 2025-08-11T04:16:38.705 | SIM:NQU5 | Buy | 1 | 23714 | Aggressive |
| 2025-08-11T04:16:29.898 | SIM:NQU5 | Buy | 1 | 23715.25 | Aggressive |
| 2025-08-11T04:16:25.87 | SIM:NQU5 | Buy | 1 | 23715.25 | Aggressive |
| 2025-08-11T04:17:27.843 | SIM:NQU5 | Buy | 1 | 23714 | Passive |
| 2025-08-11T04:17:27.513 | SIM:NQU5 | Buy | 2 | 23713.25 | Aggressive |
| 2025-08-11T04:16:42.286 | SIM:NQU5 | Buy | 1 | 23714 | Aggressive |
| 2025-08-11T04:16:21.855 | SIM:NQU5 | Buy | 1 | 23715.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESU5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.2100
Slippage Sweep
-0.4700
Arrival Price
6,416.1250
Average Total
6,416.3350
Destination Price
6,416.6250
Sweep to Fill
6,415.8650
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-08-11T04:15:48.993 | SIM:ESU5 | Sell | 2 | 6416.75 | Passive |
| 2025-08-11T04:15:48.993 | SIM:ESU5 | Sell | 2 | 6416.75 | Passive |
| 2025-08-11T04:15:41.001 | SIM:ESU5 | Sell | 2 | 6416.25 | Aggressive |
| 2025-08-11T04:15:46.616 | SIM:ESU5 | Sell | 11 | 6416.25 | Aggressive |
| 2025-08-11T04:15:46.616 | SIM:ESU5 | Sell | 7 | 6416.5 | Aggressive |
| 2025-08-11T04:15:46.512 | SIM:ESU5 | Sell | 1 | 6416.5 | Passive |
| 2025-08-11T04:15:46.512 | SIM:ESU5 | Sell | 1 | 6416.5 | Passive |
| 2025-08-11T04:15:44.817 | SIM:ESU5 | Sell | 3 | 6416.25 | Aggressive |
| 2025-08-11T04:15:39.519 | SIM:ESU5 | Sell | 1 | 6416.25 | Aggressive |
| 2025-08-11T04:15:47.623 | SIM:ESU5 | Sell | 2 | 6416.25 | Passive |
| 2025-08-11T04:15:47.623 | SIM:ESU5 | Sell | 4 | 6416.25 | Passive |
| 2025-08-11T04:15:47.623 | SIM:ESU5 | Sell | 12 | 6416.25 | Aggressive |
| 2025-08-11T04:15:33.133 | SIM:ESU5 | Sell | 1 | 6416.25 | Passive |
| 2025-08-11T04:15:29.511 | SIM:ESU5 | Sell | 1 | 6416.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESU5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.1650
Slippage Sweep
-0.1300
Arrival Price
6,416.1250
Average Total
6,416.2900
Destination Price
6,416.1250
Sweep to Fill
6,416.4200
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-08-11T04:13:17.815 | SIM:ESU5 | Buy | 3 | 6416 | Aggressive |
| 2025-08-11T04:13:09.001 | SIM:ESU5 | Buy | 1 | 6416.25 | Aggressive |
| 2025-08-11T04:12:56.686 | SIM:ESU5 | Buy | 1 | 6416.5 | Aggressive |
| 2025-08-11T04:12:50.657 | SIM:ESU5 | Buy | 1 | 6416.5 | Aggressive |
| 2025-08-11T04:12:44.688 | SIM:ESU5 | Buy | 1 | 6416.5 | Aggressive |
| 2025-08-11T04:14:22.8 | SIM:ESU5 | Buy | 4 | 6416 | Aggressive |
| 2025-08-11T04:13:13.629 | SIM:ESU5 | Buy | 3 | 6416 | Aggressive |
| 2025-08-11T04:13:03.3 | SIM:ESU5 | Buy | 1 | 6416.5 | Aggressive |
| 2025-08-11T04:12:39.864 | SIM:ESU5 | Buy | 1 | 6416.5 | Aggressive |
| 2025-08-11T04:11:55.315 | SIM:ESU5 | Buy | 1 | 6416.25 | Aggressive |
| 2025-08-11T04:11:39.752 | SIM:ESU5 | Buy | 1 | 6416.25 | Aggressive |
| 2025-08-11T04:14:50.265 | SIM:ESU5 | Buy | 1 | 6416.5 | Passive |
| 2025-08-11T04:14:50.265 | SIM:ESU5 | Buy | 1 | 6416.5 | Passive |
| 2025-08-11T04:14:21.758 | SIM:ESU5 | Buy | 1 | 6416 | Passive |
| 2025-08-11T04:12:01.565 | SIM:ESU5 | Buy | 7 | 6416.75 | Aggressive |
| 2025-08-11T04:11:50.369 | SIM:ESU5 | Buy | 1 | 6416.25 | Aggressive |
| 2025-08-11T04:11:34.426 | SIM:ESU5 | Buy | 1 | 6416.25 | Aggressive |
| 2025-08-11T04:11:28.927 | SIM:ESU5 | Buy | 1 | 6416.25 | Aggressive |
| 2025-08-11T04:11:20.819 | SIM:ESU5 | Buy | 1 | 6416.25 | Passive |
| 2025-08-11T04:11:20.819 | SIM:ESU5 | Buy | 1 | 6416.25 | Passive |
| 2025-08-11T04:15:25.131 | SIM:ESU5 | Buy | 1 | 6416.25 | Passive |
| 2025-08-11T04:15:25.131 | SIM:ESU5 | Buy | 1 | 6416.25 | Passive |
| 2025-08-11T04:15:25.129 | SIM:ESU5 | Buy | 2 | 6416.5 | Aggressive |
| 2025-08-11T04:15:25.129 | SIM:ESU5 | Buy | 1 | 6416.25 | Aggressive |
| 2025-08-11T04:13:20.372 | SIM:ESU5 | Buy | 3 | 6416.25 | Aggressive |
| 2025-08-11T04:13:13.774 | SIM:ESU5 | Buy | 4 | 6416 | Aggressive |
| 2025-08-11T04:11:44.315 | SIM:ESU5 | Buy | 1 | 6416.25 | Aggressive |
| 2025-08-11T04:11:20.818 | SIM:ESU5 | Buy | 1 | 6416.25 | Passive |
| 2025-08-11T04:11:20.818 | SIM:ESU5 | Buy | 1 | 6416.25 | Passive |
| 2025-08-11T04:11:04.915 | SIM:ESU5 | Buy | 1 | 6416.25 | Aggressive |
| 2025-08-11T04:10:55.693 | SIM:ESU5 | Buy | 1 | 6416.25 | Aggressive |
Date - Time
CQG Symbol
CLE
Exchange Symbol
SIM:CLU5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.0586
Slippage Sweep
0.0400
Arrival Price
63.4450
Average Total
63.3864
Destination Price
63.3550
Sweep to Fill
63.4264
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-08-11T03:28:45.228 | SIM:CLU5 | Sell | 1 | 63.36 | Passive |
| 2025-08-11T03:28:11.844 | SIM:CLU5 | Sell | 1 | 63.42 | Aggressive |
| 2025-08-11T03:27:57.719 | SIM:CLU5 | Sell | 1 | 63.42 | Aggressive |
| 2025-08-11T03:27:16.403 | SIM:CLU5 | Sell | 1 | 63.38 | Aggressive |
| 2025-08-11T03:27:03.289 | SIM:CLU5 | Sell | 1 | 63.39 | Aggressive |
| 2025-08-11T03:26:56.22 | SIM:CLU5 | Sell | 1 | 63.38 | Aggressive |
| 2025-08-11T03:26:50.166 | SIM:CLU5 | Sell | 1 | 63.37 | Aggressive |
| 2025-08-11T03:26:43.704 | SIM:CLU5 | Sell | 1 | 63.37 | Aggressive |
| 2025-08-11T03:26:30 | SIM:CLU5 | Sell | 1 | 63.37 | Aggressive |
| 2025-08-11T03:26:23.965 | SIM:CLU5 | Sell | 1 | 63.37 | Aggressive |
| 2025-08-11T03:26:17.936 | SIM:CLU5 | Sell | 1 | 63.39 | Aggressive |
| 2025-08-11T03:25:58.788 | SIM:CLU5 | Sell | 1 | 63.4 | Aggressive |
| 2025-08-11T03:25:52.706 | SIM:CLU5 | Sell | 1 | 63.39 | Aggressive |
| 2025-08-11T03:25:46.711 | SIM:CLU5 | Sell | 1 | 63.37 | Aggressive |
| 2025-08-11T03:25:41.883 | SIM:CLU5 | Sell | 1 | 63.37 | Aggressive |
| 2025-08-11T03:25:18.439 | SIM:CLU5 | Sell | 1 | 63.37 | Aggressive |
| 2025-08-11T03:25:15.085 | SIM:CLU5 | Sell | 1 | 63.36 | Passive |
| 2025-08-11T03:25:15.08 | SIM:CLU5 | Sell | 1 | 63.35 | Aggressive |
| 2025-08-11T03:24:57.021 | SIM:CLU5 | Sell | 1 | 63.35 | Aggressive |
| 2025-08-11T03:24:30.039 | SIM:CLU5 | Sell | 1 | 63.38 | Aggressive |
| 2025-08-11T03:24:09.849 | SIM:CLU5 | Sell | 1 | 63.4 | Aggressive |
| 2025-08-11T03:28:32.252 | SIM:CLU5 | Sell | 1 | 63.38 | Aggressive |
| 2025-08-11T03:28:18.904 | SIM:CLU5 | Sell | 1 | 63.42 | Aggressive |
| 2025-08-11T03:28:06.11 | SIM:CLU5 | Sell | 1 | 63.43 | Aggressive |
| 2025-08-11T03:27:43.661 | SIM:CLU5 | Sell | 1 | 63.41 | Aggressive |
| 2025-08-11T03:27:23.467 | SIM:CLU5 | Sell | 1 | 63.39 | Aggressive |
| 2025-08-11T03:26:37.091 | SIM:CLU5 | Sell | 1 | 63.36 | Aggressive |
| 2025-08-11T03:26:11.865 | SIM:CLU5 | Sell | 1 | 63.38 | Aggressive |
| 2025-08-11T03:26:04.816 | SIM:CLU5 | Sell | 1 | 63.4 | Aggressive |
| 2025-08-11T03:25:35.614 | SIM:CLU5 | Sell | 1 | 63.37 | Aggressive |
| 2025-08-11T03:25:29.509 | SIM:CLU5 | Sell | 1 | 63.38 | Aggressive |
| 2025-08-11T03:25:07.402 | SIM:CLU5 | Sell | 1 | 63.36 | Aggressive |
| 2025-08-11T03:24:52.488 | SIM:CLU5 | Sell | 1 | 63.38 | Aggressive |
| 2025-08-11T03:24:45.151 | SIM:CLU5 | Sell | 1 | 63.38 | Aggressive |
| 2025-08-11T03:24:35.057 | SIM:CLU5 | Sell | 1 | 63.39 | Aggressive |
| 2025-08-11T03:24:26.448 | SIM:CLU5 | Sell | 1 | 63.37 | Passive |
| 2025-08-11T03:24:14.975 | SIM:CLU5 | Sell | 1 | 63.4 | Aggressive |
| 2025-08-11T03:24:05.806 | SIM:CLU5 | Sell | 1 | 63.41 | Aggressive |
| 2025-08-11T03:28:46.132 | SIM:CLU5 | Sell | 2 | 63.36 | Aggressive |
| 2025-08-11T03:27:50.668 | SIM:CLU5 | Sell | 1 | 63.41 | Aggressive |
| 2025-08-11T03:27:36.817 | SIM:CLU5 | Sell | 1 | 63.4 | Aggressive |
| 2025-08-11T03:27:29.514 | SIM:CLU5 | Sell | 1 | 63.41 | Aggressive |
| 2025-08-11T03:27:09.335 | SIM:CLU5 | Sell | 1 | 63.38 | Aggressive |
| 2025-08-11T03:25:24.632 | SIM:CLU5 | Sell | 1 | 63.37 | Aggressive |
| 2025-08-11T03:24:40.092 | SIM:CLU5 | Sell | 1 | 63.38 | Aggressive |
| 2025-08-11T03:24:24.969 | SIM:CLU5 | Sell | 1 | 63.36 | Aggressive |
| 2025-08-11T03:24:00.859 | SIM:CLU5 | Sell | 1 | 63.44 | Aggressive |
| 2025-08-11T03:23:55.755 | SIM:CLU5 | Sell | 1 | 63.44 | Aggressive |
| 2025-08-11T03:23:50.744 | SIM:CLU5 | Sell | 1 | 63.44 | Aggressive |
Date - Time
CQG Symbol
CLE
Exchange Symbol
SIM:CLU5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.0126
Slippage Sweep
-0.0298
Arrival Price
63.4750
Average Total
63.4624
Destination Price
63.4500
Sweep to Fill
63.4922
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-08-11T03:23:46.026 | SIM:CLU5 | Buy | 2 | 63.46 | Aggressive |
| 2025-08-11T03:23:45.644 | SIM:CLU5 | Buy | 1 | 63.46 | Aggressive |
| 2025-08-11T03:23:45.644 | SIM:CLU5 | Buy | 1 | 63.45 | Aggressive |
| 2025-08-11T03:23:44.409 | SIM:CLU5 | Buy | 1 | 63.45 | Passive |
| 2025-08-11T03:23:34.845 | SIM:CLU5 | Buy | 1 | 63.46 | Passive |
| 2025-08-11T03:23:34.845 | SIM:CLU5 | Buy | 1 | 63.46 | Passive |
| 2025-08-11T03:23:34.845 | SIM:CLU5 | Buy | 1 | 63.46 | Passive |
| 2025-08-11T03:23:34.845 | SIM:CLU5 | Buy | 1 | 63.46 | Passive |
| 2025-08-11T03:23:17.502 | SIM:CLU5 | Buy | 1 | 63.49 | Aggressive |
| 2025-08-11T03:23:11.698 | SIM:CLU5 | Buy | 1 | 63.48 | Aggressive |
| 2025-08-11T03:23:45.018 | SIM:CLU5 | Buy | 11 | 63.46 | Aggressive |
| 2025-08-11T03:23:43.99 | SIM:CLU5 | Buy | 10 | 63.46 | Aggressive |
| 2025-08-11T03:23:42.981 | SIM:CLU5 | Buy | 6 | 63.46 | Aggressive |
| 2025-08-11T03:23:39.96 | SIM:CLU5 | Buy | 1 | 63.47 | Aggressive |
| 2025-08-11T03:23:39.96 | SIM:CLU5 | Buy | 5 | 63.46 | Aggressive |
| 2025-08-11T03:23:24.809 | SIM:CLU5 | Buy | 3 | 63.47 | Aggressive |
| 2025-08-11T03:23:24.809 | SIM:CLU5 | Buy | 1 | 63.46 | Aggressive |
| 2025-08-11T03:23:20.844 | SIM:CLU5 | Buy | 1 | 63.49 | Aggressive |
| 2025-08-11T03:23:06.66 | SIM:CLU5 | Buy | 1 | 63.48 | Aggressive |
Date - Time
CQG Symbol
ENQ
Exchange Symbol
SIM:NQU5
Buy / Sell
Sell
Quantity
25
Total Filled
25
Slippage
-0.4950
Slippage Sweep
-1.5200
Arrival Price
23,683.6250
Average Total
23,684.1200
Destination Price
23,685.6250
Sweep to Fill
23,682.6000
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-08-11T03:22:28.892 | SIM:NQU5 | Sell | 1 | 23684.75 | Aggressive |
| 2025-08-11T03:22:28.892 | SIM:NQU5 | Sell | 1 | 23685 | Aggressive |
| 2025-08-11T03:22:28.487 | SIM:NQU5 | Sell | 1 | 23685 | Aggressive |
| 2025-08-11T03:22:27.027 | SIM:NQU5 | Sell | 2 | 23684.5 | Aggressive |
| 2025-08-11T03:22:23.948 | SIM:NQU5 | Sell | 1 | 23684 | Aggressive |
| 2025-08-11T03:21:59.691 | SIM:NQU5 | Sell | 1 | 23684 | Aggressive |
| 2025-08-11T03:21:58.676 | SIM:NQU5 | Sell | 1 | 23684 | Aggressive |
| 2025-08-11T03:22:31.619 | SIM:NQU5 | Sell | 1 | 23684.25 | Aggressive |
| 2025-08-11T03:22:29.936 | SIM:NQU5 | Sell | 2 | 23684 | Aggressive |
| 2025-08-11T03:22:24.917 | SIM:NQU5 | Sell | 2 | 23683.75 | Aggressive |
| 2025-08-11T03:22:24.917 | SIM:NQU5 | Sell | 1 | 23684 | Aggressive |
| 2025-08-11T03:22:23.947 | SIM:NQU5 | Sell | 1 | 23683.75 | Aggressive |
| 2025-08-11T03:22:22.894 | SIM:NQU5 | Sell | 2 | 23683.5 | Aggressive |
| 2025-08-11T03:22:22.894 | SIM:NQU5 | Sell | 1 | 23683.75 | Aggressive |
| 2025-08-11T03:21:58.674 | SIM:NQU5 | Sell | 2 | 23683.75 | Aggressive |
| 2025-08-11T03:22:31.936 | SIM:NQU5 | Sell | 2 | 23685.25 | Aggressive |
| 2025-08-11T03:22:22.361 | SIM:NQU5 | Sell | 1 | 23683.75 | Passive |
| 2025-08-11T03:21:55.609 | SIM:NQU5 | Sell | 1 | 23683.5 | Aggressive |
| 2025-08-11T03:21:55.609 | SIM:NQU5 | Sell | 1 | 23683.75 | Aggressive |
Date - Time
CQG Symbol
ENQ
Exchange Symbol
SIM:NQU5
Buy / Sell
Buy
Quantity
25
Total Filled
25
Slippage
-0.9750
Slippage Sweep
-2.0000
Arrival Price
23,684.6250
Average Total
23,683.6500
Destination Price
23,683.5000
Sweep to Fill
23,685.6500
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-08-11T03:21:51.962 | SIM:NQU5 | Buy | 1 | 23684 | Passive |
| 2025-08-11T03:21:51.962 | SIM:NQU5 | Buy | 1 | 23684 | Passive |
| 2025-08-11T03:21:51.962 | SIM:NQU5 | Buy | 1 | 23684 | Passive |
| 2025-08-11T03:21:51.962 | SIM:NQU5 | Buy | 1 | 23684 | Passive |
| 2025-08-11T03:21:51.962 | SIM:NQU5 | Buy | 1 | 23684 | Passive |
| 2025-08-11T03:21:33.116 | SIM:NQU5 | Buy | 1 | 23683.5 | Aggressive |
| 2025-08-11T03:21:33.116 | SIM:NQU5 | Buy | 1 | 23683.25 | Aggressive |
| 2025-08-11T03:21:32.685 | SIM:NQU5 | Buy | 1 | 23683.25 | Aggressive |
| 2025-08-11T03:21:30.168 | SIM:NQU5 | Buy | 1 | 23682.75 | Aggressive |
| 2025-08-11T03:21:30.167 | SIM:NQU5 | Buy | 1 | 23682.75 | Passive |
| 2025-08-11T03:21:49.629 | SIM:NQU5 | Buy | 2 | 23684 | Aggressive |
| 2025-08-11T03:21:28.085 | SIM:NQU5 | Buy | 1 | 23683 | Aggressive |
| 2025-08-11T03:21:28.085 | SIM:NQU5 | Buy | 1 | 23682.75 | Aggressive |
| 2025-08-11T03:21:50.188 | SIM:NQU5 | Buy | 1 | 23684.25 | Passive |
| 2025-08-11T03:21:50.188 | SIM:NQU5 | Buy | 1 | 23684.25 | Aggressive |
| 2025-08-11T03:21:49.712 | SIM:NQU5 | Buy | 1 | 23684 | Aggressive |
| 2025-08-11T03:21:46.365 | SIM:NQU5 | Buy | 2 | 23683.75 | Aggressive |
| 2025-08-11T03:21:32.163 | SIM:NQU5 | Buy | 2 | 23683.5 | Aggressive |
| 2025-08-11T03:21:31.095 | SIM:NQU5 | Buy | 1 | 23684.25 | Aggressive |
| 2025-08-11T03:21:29.096 | SIM:NQU5 | Buy | 2 | 23683 | Aggressive |
| 2025-08-11T03:21:27.069 | SIM:NQU5 | Buy | 1 | 23684.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESU5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.2600
Slippage Sweep
-0.6300
Arrival Price
6,411.6250
Average Total
6,411.8850
Destination Price
6,412.1250
Sweep to Fill
6,411.2550
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-08-11T03:20:55.316 | SIM:ESU5 | Sell | 1 | 6412.25 | Passive |
| 2025-08-11T03:20:55.316 | SIM:ESU5 | Sell | 2 | 6412.25 | Passive |
| 2025-08-11T03:20:53.066 | SIM:ESU5 | Sell | 3 | 6411.75 | Aggressive |
| 2025-08-11T03:20:53.065 | SIM:ESU5 | Sell | 8 | 6412 | Aggressive |
| 2025-08-11T03:20:51.393 | SIM:ESU5 | Sell | 1 | 6412 | Passive |
| 2025-08-11T03:20:51.393 | SIM:ESU5 | Sell | 1 | 6412 | Passive |
| 2025-08-11T03:20:51.393 | SIM:ESU5 | Sell | 1 | 6412 | Passive |
| 2025-08-11T03:20:51.393 | SIM:ESU5 | Sell | 1 | 6412 | Passive |
| 2025-08-11T03:20:51.393 | SIM:ESU5 | Sell | 1 | 6412 | Passive |
| 2025-08-11T03:20:53.898 | SIM:ESU5 | Sell | 11 | 6412 | Aggressive |
| 2025-08-11T03:20:46.878 | SIM:ESU5 | Sell | 1 | 6411.5 | Aggressive |
| 2025-08-11T03:20:45.836 | SIM:ESU5 | Sell | 1 | 6411.25 | Aggressive |
| 2025-08-11T03:20:42.506 | SIM:ESU5 | Sell | 1 | 6411.25 | Aggressive |
| 2025-08-11T03:20:51.895 | SIM:ESU5 | Sell | 6 | 6411.75 | Aggressive |
| 2025-08-11T03:20:51.895 | SIM:ESU5 | Sell | 4 | 6412 | Aggressive |
| 2025-08-11T03:20:50.123 | SIM:ESU5 | Sell | 5 | 6411.75 | Aggressive |
| 2025-08-11T03:20:35.815 | SIM:ESU5 | Sell | 1 | 6411.5 | Aggressive |
| 2025-08-11T03:20:32.303 | SIM:ESU5 | Sell | 1 | 6411.5 | Passive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESU5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.2250
Slippage Sweep
-0.6650
Arrival Price
6,412.2500
Average Total
6,412.0250
Destination Price
6,411.7500
Sweep to Fill
6,412.6900
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-08-11T03:20:23.026 | SIM:ESU5 | Buy | 1 | 6412 | Aggressive |
| 2025-08-11T03:20:23.026 | SIM:ESU5 | Buy | 13 | 6411.75 | Aggressive |
| 2025-08-11T03:20:19.193 | SIM:ESU5 | Buy | 1 | 6412.5 | Passive |
| 2025-08-11T03:20:19.193 | SIM:ESU5 | Buy | 1 | 6412.5 | Passive |
| 2025-08-11T03:20:04.898 | SIM:ESU5 | Buy | 1 | 6412.75 | Aggressive |
| 2025-08-11T03:20:03.567 | SIM:ESU5 | Buy | 1 | 6412.75 | Aggressive |
| 2025-08-11T03:20:21.501 | SIM:ESU5 | Buy | 2 | 6412.5 | Aggressive |
| 2025-08-11T03:20:20.327 | SIM:ESU5 | Buy | 1 | 6412.25 | Passive |
| 2025-08-11T03:19:58.956 | SIM:ESU5 | Buy | 1 | 6412.75 | Aggressive |
| 2025-08-11T03:20:25.626 | SIM:ESU5 | Buy | 4 | 6411.75 | Aggressive |
| 2025-08-11T03:20:25.232 | SIM:ESU5 | Buy | 8 | 6412 | Aggressive |
| 2025-08-11T03:20:24.04 | SIM:ESU5 | Buy | 12 | 6412 | Aggressive |
| 2025-08-11T03:20:24.04 | SIM:ESU5 | Buy | 2 | 6411.75 | Aggressive |
| 2025-08-11T03:19:53.888 | SIM:ESU5 | Buy | 1 | 6412.75 | Aggressive |
| 2025-08-11T03:19:48.744 | SIM:ESU5 | Buy | 1 | 6412.75 | Aggressive |
Date - Time
CQG Symbol
ZCE
Exchange Symbol
SIM:ZCZ5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.0950
Slippage Sweep
-0.2200
Arrival Price
407.6250
Average Total
407.7200
Destination Price
407.8750
Sweep to Fill
407.5000
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-08-11T03:19:14.336 | SIM:ZCZ5 | Sell | 6 | 407.5 | Aggressive |
| 2025-08-11T03:19:14.336 | SIM:ZCZ5 | Sell | 31 | 407.75 | Aggressive |
| 2025-08-11T03:19:05.485 | SIM:ZCZ5 | Sell | 1 | 407.75 | Aggressive |
| 2025-08-11T03:19:13.841 | SIM:ZCZ5 | Sell | 1 | 407.75 | Aggressive |
| 2025-08-11T03:19:07.176 | SIM:ZCZ5 | Sell | 1 | 407.75 | Aggressive |
| 2025-08-11T03:18:58.314 | SIM:ZCZ5 | Sell | 1 | 407.75 | Aggressive |
| 2025-08-11T03:18:52.837 | SIM:ZCZ5 | Sell | 1 | 407.75 | Aggressive |
| 2025-08-11T03:18:49.084 | SIM:ZCZ5 | Sell | 1 | 407.75 | Passive |
| 2025-08-11T03:18:49.084 | SIM:ZCZ5 | Sell | 1 | 407.75 | Passive |
| 2025-08-11T03:18:49.084 | SIM:ZCZ5 | Sell | 1 | 407.75 | Passive |
| 2025-08-11T03:18:49.084 | SIM:ZCZ5 | Sell | 1 | 407.75 | Passive |
| 2025-08-11T03:18:49.084 | SIM:ZCZ5 | Sell | 1 | 407.75 | Passive |
| 2025-08-11T03:18:49.084 | SIM:ZCZ5 | Sell | 1 | 407.75 | Passive |
| 2025-08-11T03:18:49.084 | SIM:ZCZ5 | Sell | 1 | 407.75 | Passive |
| 2025-08-11T03:18:49.084 | SIM:ZCZ5 | Sell | 1 | 407.75 | Passive |