Arrival Price AI Analytics
CQG AI 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: PayupAI
- 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
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.2400
Slippage Sweep
-1.0681
Arrival Price
5,293.2500
Average Total
5,293.0100
Destination Price
5,292.5000
Sweep to Fill
5,294.0781
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T19:00:27.112 | SIM:ESM5 | Buy | 1 | 5294 | Aggressive |
| 2025-04-20T19:00:28.212 | SIM:ESM5 | Buy | 2 | 5294.25 | Aggressive |
| 2025-04-20T19:00:28.212 | SIM:ESM5 | Buy | 1 | 5294.25 | Aggressive |
| 2025-04-20T19:00:29.112 | SIM:ESM5 | Buy | 2 | 5294 | Aggressive |
| 2025-04-20T19:00:29.112 | SIM:ESM5 | Buy | 1 | 5294 | Aggressive |
| 2025-04-20T19:00:39.331 | SIM:ESM5 | Buy | 2 | 5293.25 | Aggressive |
| 2025-04-20T19:00:40.479 | SIM:ESM5 | Buy | 2 | 5293 | Aggressive |
| 2025-04-20T19:00:41.212 | SIM:ESM5 | Buy | 1 | 5293 | Aggressive |
| 2025-04-20T19:00:42.157 | SIM:ESM5 | Buy | 2 | 5293 | Aggressive |
| 2025-04-20T19:00:44.178 | SIM:ESM5 | Buy | 3 | 5292.75 | Aggressive |
| 2025-04-20T19:00:44.178 | SIM:ESM5 | Buy | 5 | 5293 | Aggressive |
| 2025-04-20T19:00:45.351 | SIM:ESM5 | Buy | 5 | 5292.5 | Aggressive |
| 2025-04-20T19:00:45.351 | SIM:ESM5 | Buy | 3 | 5292.75 | Aggressive |
| 2025-04-20T19:00:58.451 | SIM:ESM5 | Buy | 1 | 5293 | Aggressive |
| 2025-04-20T19:00:58.451 | SIM:ESM5 | Buy | 4 | 5293 | Aggressive |
| 2025-04-20T19:01:00.36 | SIM:ESM5 | Buy | 8 | 5292.75 | Aggressive |
| 2025-04-20T19:01:00.36 | SIM:ESM5 | Buy | 4 | 5292.75 | Aggressive |
| 2025-04-20T19:01:01.633 | SIM:ESM5 | Buy | 3 | 5292.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.4700
Slippage Sweep
-0.2850
Arrival Price
5,293.0000
Average Total
5,293.4700
Destination Price
5,293.5000
Sweep to Fill
5,293.7550
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T18:56:54.636 | SIM:ESM5 | Buy | 1 | 5293.25 | Aggressive |
| 2025-04-20T18:56:54.636 | SIM:ESM5 | Buy | 1 | 5293.25 | Aggressive |
| 2025-04-20T18:56:56.283 | SIM:ESM5 | Buy | 2 | 5293.25 | Aggressive |
| 2025-04-20T18:56:59.736 | SIM:ESM5 | Buy | 1 | 5293.25 | Aggressive |
| 2025-04-20T18:56:59.736 | SIM:ESM5 | Buy | 1 | 5293.25 | Aggressive |
| 2025-04-20T18:57:01.265 | SIM:ESM5 | Buy | 1 | 5293.25 | Aggressive |
| 2025-04-20T18:57:04.042 | SIM:ESM5 | Buy | 2 | 5293 | Aggressive |
| 2025-04-20T18:57:07.35 | SIM:ESM5 | Buy | 1 | 5293 | Aggressive |
| 2025-04-20T18:57:07.35 | SIM:ESM5 | Buy | 1 | 5293 | Aggressive |
| 2025-04-20T18:57:09.318 | SIM:ESM5 | Buy | 1 | 5293 | Aggressive |
| 2025-04-20T18:57:09.318 | SIM:ESM5 | Buy | 1 | 5293 | Aggressive |
| 2025-04-20T18:57:11.263 | SIM:ESM5 | Buy | 1 | 5292.75 | Aggressive |
| 2025-04-20T18:57:11.263 | SIM:ESM5 | Buy | 2 | 5293 | Aggressive |
| 2025-04-20T18:57:12.282 | SIM:ESM5 | Buy | 14 | 5293.75 | Aggressive |
| 2025-04-20T18:57:12.317 | SIM:ESM5 | Buy | 2 | 5293.5 | Aggressive |
| 2025-04-20T18:57:12.317 | SIM:ESM5 | Buy | 1 | 5293.75 | Aggressive |
| 2025-04-20T18:57:17.874 | SIM:ESM5 | Buy | 3 | 5293.5 | Aggressive |
| 2025-04-20T18:57:18.42 | SIM:ESM5 | Buy | 3 | 5293.5 | Aggressive |
| 2025-04-20T18:57:18.42 | SIM:ESM5 | Buy | 1 | 5293.5 | Passive |
| 2025-04-20T18:57:18.441 | SIM:ESM5 | Buy | 1 | 5293.5 | Aggressive |
| 2025-04-20T18:57:29.612 | SIM:ESM5 | Buy | 3 | 5293.5 | Aggressive |
| 2025-04-20T18:57:29.612 | SIM:ESM5 | Buy | 1 | 5293.5 | Aggressive |
| 2025-04-20T18:57:35.612 | SIM:ESM5 | Buy | 2 | 5293.75 | Aggressive |
| 2025-04-20T18:57:35.612 | SIM:ESM5 | Buy | 3 | 5293.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
1.0050
Slippage Sweep
0.1140
Arrival Price
5,286.2500
Average Total
5,287.2550
Destination Price
5,288.0000
Sweep to Fill
5,287.1410
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T18:41:54.012 | SIM:ESM5 | Buy | 1 | 5286.5 | Aggressive |
| 2025-04-20T18:41:55.613 | SIM:ESM5 | Buy | 1 | 5286.5 | Passive |
| 2025-04-20T18:41:57.568 | SIM:ESM5 | Buy | 1 | 5286.5 | Aggressive |
| 2025-04-20T18:41:59.212 | SIM:ESM5 | Buy | 1 | 5286.5 | Aggressive |
| 2025-04-20T18:41:59.376 | SIM:ESM5 | Buy | 2 | 5286.5 | Aggressive |
| 2025-04-20T18:42:00.557 | SIM:ESM5 | Buy | 1 | 5286.5 | Aggressive |
| 2025-04-20T18:42:03.904 | SIM:ESM5 | Buy | 1 | 5286.75 | Aggressive |
| 2025-04-20T18:42:03.904 | SIM:ESM5 | Buy | 1 | 5286.75 | Aggressive |
| 2025-04-20T18:42:05.612 | SIM:ESM5 | Buy | 4 | 5287 | Aggressive |
| 2025-04-20T18:42:05.612 | SIM:ESM5 | Buy | 1 | 5287 | Aggressive |
| 2025-04-20T18:42:06.612 | SIM:ESM5 | Buy | 4 | 5287 | Aggressive |
| 2025-04-20T18:42:06.612 | SIM:ESM5 | Buy | 1 | 5287 | Passive |
| 2025-04-20T18:42:09.248 | SIM:ESM5 | Buy | 1 | 5287 | Aggressive |
| 2025-04-20T18:42:09.248 | SIM:ESM5 | Buy | 1 | 5287 | Aggressive |
| 2025-04-20T18:42:09.813 | SIM:ESM5 | Buy | 1 | 5287 | Aggressive |
| 2025-04-20T18:42:24.987 | SIM:ESM5 | Buy | 3 | 5286.75 | Aggressive |
| 2025-04-20T18:42:24.988 | SIM:ESM5 | Buy | 1 | 5286.75 | Aggressive |
| 2025-04-20T18:42:33.938 | SIM:ESM5 | Buy | 3 | 5287.25 | Aggressive |
| 2025-04-20T18:42:33.938 | SIM:ESM5 | Buy | 2 | 5287.5 | Aggressive |
| 2025-04-20T18:42:35.427 | SIM:ESM5 | Buy | 7 | 5287.25 | Aggressive |
| 2025-04-20T18:42:35.634 | SIM:ESM5 | Buy | 2 | 5288 | Aggressive |
| 2025-04-20T18:42:35.812 | SIM:ESM5 | Buy | 1 | 5288 | Aggressive |
| 2025-04-20T18:42:35.812 | SIM:ESM5 | Buy | 1 | 5288.25 | Aggressive |
| 2025-04-20T18:42:37.177 | SIM:ESM5 | Buy | 4 | 5288.25 | Aggressive |
| 2025-04-20T18:42:37.177 | SIM:ESM5 | Buy | 3 | 5288.25 | Aggressive |
| 2025-04-20T18:42:40.815 | SIM:ESM5 | Buy | 1 | 5288.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.0500
Slippage Sweep
-0.8105
Arrival Price
5,290.2500
Average Total
5,290.2000
Destination Price
5,290.3750
Sweep to Fill
5,289.3895
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T18:11:34.36 | SIM:ESM5 | Sell | 1 | 5290.25 | Aggressive |
| 2025-04-20T18:11:36.359 | SIM:ESM5 | Sell | 1 | 5290.25 | Aggressive |
| 2025-04-20T18:11:37.36 | SIM:ESM5 | Sell | 1 | 5290.25 | Aggressive |
| 2025-04-20T18:11:38.536 | SIM:ESM5 | Sell | 1 | 5290.25 | Aggressive |
| 2025-04-20T18:11:40.051 | SIM:ESM5 | Sell | 1 | 5290.25 | Aggressive |
| 2025-04-20T18:11:44.471 | SIM:ESM5 | Sell | 2 | 5290 | Aggressive |
| 2025-04-20T18:11:44.471 | SIM:ESM5 | Sell | 2 | 5290 | Aggressive |
| 2025-04-20T18:11:49.666 | SIM:ESM5 | Sell | 2 | 5290 | Aggressive |
| 2025-04-20T18:11:51.478 | SIM:ESM5 | Sell | 1 | 5290 | Aggressive |
| 2025-04-20T18:11:57.534 | SIM:ESM5 | Sell | 3 | 5290.25 | Aggressive |
| 2025-04-20T18:11:57.534 | SIM:ESM5 | Sell | 1 | 5290 | Aggressive |
| 2025-04-20T18:11:58.823 | SIM:ESM5 | Sell | 1 | 5290.25 | Aggressive |
| 2025-04-20T18:11:59.681 | SIM:ESM5 | Sell | 1 | 5290.25 | Aggressive |
| 2025-04-20T18:12:02.092 | SIM:ESM5 | Sell | 1 | 5290.25 | Aggressive |
| 2025-04-20T18:12:02.092 | SIM:ESM5 | Sell | 1 | 5290.25 | Aggressive |
| 2025-04-20T18:12:02.712 | SIM:ESM5 | Sell | 1 | 5290.5 | Aggressive |
| 2025-04-20T18:12:02.712 | SIM:ESM5 | Sell | 2 | 5290.25 | Aggressive |
| 2025-04-20T18:12:16.857 | SIM:ESM5 | Sell | 1 | 5290 | Aggressive |
| 2025-04-20T18:12:16.857 | SIM:ESM5 | Sell | 1 | 5290 | Aggressive |
| 2025-04-20T18:12:17.853 | SIM:ESM5 | Sell | 1 | 5290 | Aggressive |
| 2025-04-20T18:12:20.094 | SIM:ESM5 | Sell | 1 | 5290.25 | Aggressive |
| 2025-04-20T18:12:26.312 | SIM:ESM5 | Sell | 1 | 5290.25 | Aggressive |
| 2025-04-20T18:12:28.271 | SIM:ESM5 | Sell | 1 | 5290.25 | Aggressive |
| 2025-04-20T18:12:30.054 | SIM:ESM5 | Sell | 1 | 5290.25 | Aggressive |
| 2025-04-20T18:12:32.046 | SIM:ESM5 | Sell | 1 | 5290.25 | Aggressive |
| 2025-04-20T18:12:34.287 | SIM:ESM5 | Sell | 1 | 5290.25 | Aggressive |
| 2025-04-20T18:12:37.112 | SIM:ESM5 | Sell | 1 | 5290.5 | Aggressive |
| 2025-04-20T18:12:37.112 | SIM:ESM5 | Sell | 2 | 5290.25 | Aggressive |
| 2025-04-20T18:12:43.251 | SIM:ESM5 | Sell | 1 | 5290.5 | Aggressive |
| 2025-04-20T18:12:43.251 | SIM:ESM5 | Sell | 2 | 5290.25 | Aggressive |
| 2025-04-20T18:12:57.861 | SIM:ESM5 | Sell | 1 | 5290.25 | Aggressive |
| 2025-04-20T18:12:57.861 | SIM:ESM5 | Sell | 1 | 5290 | Aggressive |
| 2025-04-20T18:12:57.861 | SIM:ESM5 | Sell | 1 | 5290.25 | Passive |
| 2025-04-20T18:12:57.986 | SIM:ESM5 | Sell | 1 | 5290.25 | Passive |
| 2025-04-20T18:12:57.986 | SIM:ESM5 | Sell | 1 | 5290.25 | Passive |
| 2025-04-20T18:12:58.36 | SIM:ESM5 | Sell | 1 | 5290.25 | Aggressive |
| 2025-04-20T18:12:58.36 | SIM:ESM5 | Sell | 1 | 5290 | Aggressive |
| 2025-04-20T18:13:00.36 | SIM:ESM5 | Sell | 1 | 5290.25 | Aggressive |
| 2025-04-20T18:13:01.36 | SIM:ESM5 | Sell | 2 | 5290.25 | Aggressive |
| 2025-04-20T18:13:01.36 | SIM:ESM5 | Sell | 1 | 5290.25 | Aggressive |
| 2025-04-20T18:13:02.36 | SIM:ESM5 | Sell | 1 | 5290.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.4950
Slippage Sweep
-0.1250
Arrival Price
5,292.8750
Average Total
5,293.3700
Destination Price
5,292.6250
Sweep to Fill
5,293.4950
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T18:08:33.789 | SIM:ESM5 | Buy | 1 | 5293 | Aggressive |
| 2025-04-20T18:08:35.612 | SIM:ESM5 | Buy | 1 | 5293.25 | Aggressive |
| 2025-04-20T18:08:38.018 | SIM:ESM5 | Buy | 1 | 5293.25 | Aggressive |
| 2025-04-20T18:08:40.713 | SIM:ESM5 | Buy | 2 | 5293.5 | Aggressive |
| 2025-04-20T18:08:41.617 | SIM:ESM5 | Buy | 2 | 5293.5 | Aggressive |
| 2025-04-20T18:08:42.978 | SIM:ESM5 | Buy | 1 | 5293.5 | Aggressive |
| 2025-04-20T18:08:44.494 | SIM:ESM5 | Buy | 1 | 5293.5 | Aggressive |
| 2025-04-20T18:08:45.875 | SIM:ESM5 | Buy | 2 | 5293.5 | Aggressive |
| 2025-04-20T18:08:48.964 | SIM:ESM5 | Buy | 1 | 5293.5 | Aggressive |
| 2025-04-20T18:08:50.176 | SIM:ESM5 | Buy | 1 | 5293.5 | Aggressive |
| 2025-04-20T18:08:50.317 | SIM:ESM5 | Buy | 1 | 5293.5 | Aggressive |
| 2025-04-20T18:08:51.29 | SIM:ESM5 | Buy | 1 | 5293.5 | Aggressive |
| 2025-04-20T18:08:51.29 | SIM:ESM5 | Buy | 2 | 5293.75 | Aggressive |
| 2025-04-20T18:08:52.313 | SIM:ESM5 | Buy | 2 | 5293.5 | Aggressive |
| 2025-04-20T18:08:52.313 | SIM:ESM5 | Buy | 1 | 5293.5 | Aggressive |
| 2025-04-20T18:08:53.013 | SIM:ESM5 | Buy | 3 | 5293.75 | Aggressive |
| 2025-04-20T18:08:53.013 | SIM:ESM5 | Buy | 1 | 5293.5 | Aggressive |
| 2025-04-20T18:08:53.912 | SIM:ESM5 | Buy | 1 | 5293.5 | Aggressive |
| 2025-04-20T18:08:53.912 | SIM:ESM5 | Buy | 2 | 5293.75 | Aggressive |
| 2025-04-20T18:08:53.912 | SIM:ESM5 | Buy | 1 | 5293.5 | Aggressive |
| 2025-04-20T18:08:57.535 | SIM:ESM5 | Buy | 1 | 5293.5 | Aggressive |
| 2025-04-20T18:08:57.812 | SIM:ESM5 | Buy | 1 | 5293.5 | Passive |
| 2025-04-20T18:08:58.812 | SIM:ESM5 | Buy | 3 | 5293.5 | Aggressive |
| 2025-04-20T18:09:25.289 | SIM:ESM5 | Buy | 1 | 5293 | Aggressive |
| 2025-04-20T18:09:25.289 | SIM:ESM5 | Buy | 1 | 5293 | Aggressive |
| 2025-04-20T18:09:25.289 | SIM:ESM5 | Buy | 1 | 5293 | Aggressive |
| 2025-04-20T18:09:25.289 | SIM:ESM5 | Buy | 1 | 5293 | Aggressive |
| 2025-04-20T18:09:33.408 | SIM:ESM5 | Buy | 1 | 5293.25 | Aggressive |
| 2025-04-20T18:09:33.408 | SIM:ESM5 | Buy | 1 | 5293.25 | Aggressive |
| 2025-04-20T18:09:33.408 | SIM:ESM5 | Buy | 1 | 5293.25 | Aggressive |
| 2025-04-20T18:09:33.408 | SIM:ESM5 | Buy | 1 | 5293.25 | Aggressive |
| 2025-04-20T18:09:33.408 | SIM:ESM5 | Buy | 1 | 5293.25 | Passive |
| 2025-04-20T18:09:33.408 | SIM:ESM5 | Buy | 1 | 5293.25 | Passive |
| 2025-04-20T18:09:33.408 | SIM:ESM5 | Buy | 1 | 5293.25 | Passive |
| 2025-04-20T18:09:48.913 | SIM:ESM5 | Buy | 2 | 5293 | Aggressive |
| 2025-04-20T18:09:50.587 | SIM:ESM5 | Buy | 1 | 5292.75 | Aggressive |
| 2025-04-20T18:09:50.587 | SIM:ESM5 | Buy | 1 | 5293 | Aggressive |
| 2025-04-20T18:09:51.394 | SIM:ESM5 | Buy | 1 | 5292.75 | Aggressive |
| 2025-04-20T18:09:51.394 | SIM:ESM5 | Buy | 1 | 5293 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
1.2150
Slippage Sweep
0.4209
Arrival Price
5,290.8750
Average Total
5,292.0900
Destination Price
5,292.5000
Sweep to Fill
5,291.6691
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T18:05:23.812 | SIM:ESM5 | Buy | 1 | 5290.75 | Aggressive |
| 2025-04-20T18:05:25.954 | SIM:ESM5 | Buy | 1 | 5290.5 | Passive |
| 2025-04-20T18:05:34.825 | SIM:ESM5 | Buy | 3 | 5291.25 | Aggressive |
| 2025-04-20T18:05:35.426 | SIM:ESM5 | Buy | 1 | 5291.5 | Aggressive |
| 2025-04-20T18:05:35.426 | SIM:ESM5 | Buy | 1 | 5291.5 | Passive |
| 2025-04-20T18:05:35.426 | SIM:ESM5 | Buy | 1 | 5291.5 | Passive |
| 2025-04-20T18:05:35.426 | SIM:ESM5 | Buy | 1 | 5291.5 | Passive |
| 2025-04-20T18:05:35.428 | SIM:ESM5 | Buy | 1 | 5291.25 | Passive |
| 2025-04-20T18:05:35.428 | SIM:ESM5 | Buy | 1 | 5291.25 | Passive |
| 2025-04-20T18:05:35.428 | SIM:ESM5 | Buy | 1 | 5291.25 | Aggressive |
| 2025-04-20T18:05:35.428 | SIM:ESM5 | Buy | 1 | 5291.25 | Aggressive |
| 2025-04-20T18:05:35.428 | SIM:ESM5 | Buy | 1 | 5291.25 | Passive |
| 2025-04-20T18:05:45.392 | SIM:ESM5 | Buy | 1 | 5291.5 | Aggressive |
| 2025-04-20T18:05:45.392 | SIM:ESM5 | Buy | 1 | 5291.5 | Aggressive |
| 2025-04-20T18:05:49.585 | SIM:ESM5 | Buy | 2 | 5291.5 | Aggressive |
| 2025-04-20T18:05:49.585 | SIM:ESM5 | Buy | 1 | 5291.5 | Aggressive |
| 2025-04-20T18:05:51.15 | SIM:ESM5 | Buy | 1 | 5291.5 | Aggressive |
| 2025-04-20T18:05:53.192 | SIM:ESM5 | Buy | 1 | 5291.5 | Aggressive |
| 2025-04-20T18:05:53.983 | SIM:ESM5 | Buy | 2 | 5291.5 | Aggressive |
| 2025-04-20T18:05:59.112 | SIM:ESM5 | Buy | 1 | 5291.5 | Aggressive |
| 2025-04-20T18:06:00.059 | SIM:ESM5 | Buy | 1 | 5291.5 | Aggressive |
| 2025-04-20T18:06:01.03 | SIM:ESM5 | Buy | 7 | 5292.75 | Aggressive |
| 2025-04-20T18:06:01.03 | SIM:ESM5 | Buy | 1 | 5293 | Aggressive |
| 2025-04-20T18:06:01.03 | SIM:ESM5 | Buy | 2 | 5292.75 | Aggressive |
| 2025-04-20T18:06:02.035 | SIM:ESM5 | Buy | 3 | 5293 | Aggressive |
| 2025-04-20T18:06:02.035 | SIM:ESM5 | Buy | 1 | 5293.25 | Aggressive |
| 2025-04-20T18:06:03.129 | SIM:ESM5 | Buy | 3 | 5293 | Aggressive |
| 2025-04-20T18:06:04.153 | SIM:ESM5 | Buy | 4 | 5292.75 | Aggressive |
| 2025-04-20T18:06:04.218 | SIM:ESM5 | Buy | 1 | 5292.5 | Aggressive |
| 2025-04-20T18:06:05.512 | SIM:ESM5 | Buy | 2 | 5292.75 | Aggressive |
| 2025-04-20T18:06:05.512 | SIM:ESM5 | Buy | 1 | 5292.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.1800
Slippage Sweep
-0.6033
Arrival Price
5,288.2500
Average Total
5,288.4300
Destination Price
5,288.7500
Sweep to Fill
5,289.0333
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T18:02:17.921 | SIM:ESM5 | Buy | 1 | 5288.5 | Aggressive |
| 2025-04-20T18:02:18.679 | SIM:ESM5 | Buy | 1 | 5288.5 | Aggressive |
| 2025-04-20T18:02:21.003 | SIM:ESM5 | Buy | 1 | 5288.5 | Aggressive |
| 2025-04-20T18:02:22.32 | SIM:ESM5 | Buy | 2 | 5288.25 | Aggressive |
| 2025-04-20T18:02:24.343 | SIM:ESM5 | Buy | 1 | 5288.25 | Aggressive |
| 2025-04-20T18:02:28.289 | SIM:ESM5 | Buy | 1 | 5288.5 | Aggressive |
| 2025-04-20T18:02:29.653 | SIM:ESM5 | Buy | 1 | 5288.5 | Aggressive |
| 2025-04-20T18:02:32.45 | SIM:ESM5 | Buy | 3 | 5288.25 | Aggressive |
| 2025-04-20T18:02:32.45 | SIM:ESM5 | Buy | 1 | 5288.25 | Aggressive |
| 2025-04-20T18:02:34.035 | SIM:ESM5 | Buy | 1 | 5288.25 | Aggressive |
| 2025-04-20T18:02:36.916 | SIM:ESM5 | Buy | 1 | 5288.25 | Aggressive |
| 2025-04-20T18:02:40.012 | SIM:ESM5 | Buy | 2 | 5288.25 | Aggressive |
| 2025-04-20T18:02:43.612 | SIM:ESM5 | Buy | 5 | 5288.75 | Aggressive |
| 2025-04-20T18:02:43.749 | SIM:ESM5 | Buy | 3 | 5288.5 | Aggressive |
| 2025-04-20T18:02:44.768 | SIM:ESM5 | Buy | 2 | 5288.5 | Aggressive |
| 2025-04-20T18:02:45.818 | SIM:ESM5 | Buy | 1 | 5288.5 | Aggressive |
| 2025-04-20T18:02:55.012 | SIM:ESM5 | Buy | 3 | 5288 | Aggressive |
| 2025-04-20T18:02:55.664 | SIM:ESM5 | Buy | 2 | 5287.5 | Aggressive |
| 2025-04-20T18:02:55.664 | SIM:ESM5 | Buy | 1 | 5287.5 | Passive |
| 2025-04-20T18:02:56.712 | SIM:ESM5 | Buy | 3 | 5287.75 | Aggressive |
| 2025-04-20T18:02:59.613 | SIM:ESM5 | Buy | 2 | 5288 | Aggressive |
| 2025-04-20T18:02:59.613 | SIM:ESM5 | Buy | 1 | 5288.25 | Aggressive |
| 2025-04-20T18:03:08.761 | SIM:ESM5 | Buy | 3 | 5289 | Aggressive |
| 2025-04-20T18:03:08.761 | SIM:ESM5 | Buy | 1 | 5289.25 | Aggressive |
| 2025-04-20T18:03:09.912 | SIM:ESM5 | Buy | 3 | 5289 | Aggressive |
| 2025-04-20T18:03:09.912 | SIM:ESM5 | Buy | 1 | 5289.25 | Aggressive |
| 2025-04-20T18:03:11.462 | SIM:ESM5 | Buy | 3 | 5289 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.5150
Slippage Sweep
-1.4052
Arrival Price
5,288.1250
Average Total
5,288.6400
Destination Price
5,289.3750
Sweep to Fill
5,287.2348
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T18:00:58.612 | SIM:ESM5 | Sell | 1 | 5287.75 | Aggressive |
| 2025-04-20T18:01:01.412 | SIM:ESM5 | Sell | 2 | 5288 | Aggressive |
| 2025-04-20T18:01:02.737 | SIM:ESM5 | Sell | 1 | 5287.75 | Aggressive |
| 2025-04-20T18:01:02.737 | SIM:ESM5 | Sell | 1 | 5287.75 | Aggressive |
| 2025-04-20T18:01:04.445 | SIM:ESM5 | Sell | 1 | 5288.75 | Aggressive |
| 2025-04-20T18:01:04.445 | SIM:ESM5 | Sell | 2 | 5288.5 | Aggressive |
| 2025-04-20T18:01:05.817 | SIM:ESM5 | Sell | 2 | 5289 | Aggressive |
| 2025-04-20T18:01:05.817 | SIM:ESM5 | Sell | 5 | 5288.75 | Aggressive |
| 2025-04-20T18:01:05.817 | SIM:ESM5 | Sell | 6 | 5288.5 | Aggressive |
| 2025-04-20T18:01:05.817 | SIM:ESM5 | Sell | 3 | 5288.25 | Aggressive |
| 2025-04-20T18:01:06.434 | SIM:ESM5 | Sell | 3 | 5289 | Aggressive |
| 2025-04-20T18:01:06.434 | SIM:ESM5 | Sell | 5 | 5288.75 | Aggressive |
| 2025-04-20T18:01:06.434 | SIM:ESM5 | Sell | 6 | 5288.5 | Aggressive |
| 2025-04-20T18:01:06.434 | SIM:ESM5 | Sell | 2 | 5288.25 | Aggressive |
| 2025-04-20T18:01:07.553 | SIM:ESM5 | Sell | 5 | 5289.25 | Aggressive |
| 2025-04-20T18:01:07.553 | SIM:ESM5 | Sell | 5 | 5289 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
0.4700
Slippage Sweep
-0.3056
Arrival Price
5,287.2500
Average Total
5,286.7800
Destination Price
5,286.5000
Sweep to Fill
5,286.4744
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T17:58:58.37 | SIM:ESM5 | Sell | 1 | 5287.25 | Aggressive |
| 2025-04-20T17:58:58.37 | SIM:ESM5 | Sell | 1 | 5287.25 | Passive |
| 2025-04-20T17:59:01.43 | SIM:ESM5 | Sell | 1 | 5287.25 | Aggressive |
| 2025-04-20T17:59:01.43 | SIM:ESM5 | Sell | 1 | 5287.25 | Aggressive |
| 2025-04-20T17:59:02.818 | SIM:ESM5 | Sell | 1 | 5287.25 | Aggressive |
| 2025-04-20T17:59:03.805 | SIM:ESM5 | Sell | 2 | 5287.5 | Aggressive |
| 2025-04-20T17:59:03.805 | SIM:ESM5 | Sell | 1 | 5287.5 | Passive |
| 2025-04-20T17:59:05.662 | SIM:ESM5 | Sell | 1 | 5287.25 | Aggressive |
| 2025-04-20T17:59:05.662 | SIM:ESM5 | Sell | 1 | 5287.25 | Passive |
| 2025-04-20T17:59:07.3 | SIM:ESM5 | Sell | 1 | 5286.5 | Aggressive |
| 2025-04-20T17:59:07.3 | SIM:ESM5 | Sell | 2 | 5286.5 | Aggressive |
| 2025-04-20T17:59:15.646 | SIM:ESM5 | Sell | 1 | 5286.75 | Aggressive |
| 2025-04-20T17:59:15.646 | SIM:ESM5 | Sell | 1 | 5286.5 | Aggressive |
| 2025-04-20T17:59:18.454 | SIM:ESM5 | Sell | 2 | 5286.5 | Aggressive |
| 2025-04-20T17:59:18.454 | SIM:ESM5 | Sell | 1 | 5286.25 | Aggressive |
| 2025-04-20T17:59:19.379 | SIM:ESM5 | Sell | 2 | 5286.5 | Aggressive |
| 2025-04-20T17:59:19.379 | SIM:ESM5 | Sell | 1 | 5286.25 | Aggressive |
| 2025-04-20T17:59:29.667 | SIM:ESM5 | Sell | 1 | 5287 | Aggressive |
| 2025-04-20T17:59:29.991 | SIM:ESM5 | Sell | 1 | 5287.25 | Passive |
| 2025-04-20T17:59:30.679 | SIM:ESM5 | Sell | 1 | 5287.25 | Aggressive |
| 2025-04-20T17:59:30.679 | SIM:ESM5 | Sell | 2 | 5287.25 | Aggressive |
| 2025-04-20T17:59:32.168 | SIM:ESM5 | Sell | 2 | 5287.25 | Aggressive |
| 2025-04-20T17:59:33.261 | SIM:ESM5 | Sell | 2 | 5287.25 | Aggressive |
| 2025-04-20T17:59:33.582 | SIM:ESM5 | Sell | 1 | 5287.25 | Aggressive |
| 2025-04-20T17:59:36.895 | SIM:ESM5 | Sell | 1 | 5287.25 | Aggressive |
| 2025-04-20T17:59:53.662 | SIM:ESM5 | Sell | 2 | 5287.25 | Aggressive |
| 2025-04-20T17:59:53.662 | SIM:ESM5 | Sell | 2 | 5287 | Aggressive |
| 2025-04-20T17:59:57.855 | SIM:ESM5 | Sell | 3 | 5286.25 | Aggressive |
| 2025-04-20T17:59:57.855 | SIM:ESM5 | Sell | 1 | 5286.25 | Aggressive |
| 2025-04-20T17:59:59.036 | SIM:ESM5 | Sell | 1 | 5286.25 | Aggressive |
| 2025-04-20T17:59:59.036 | SIM:ESM5 | Sell | 1 | 5286 | Aggressive |
| 2025-04-20T18:00:00.002 | SIM:ESM5 | Sell | 2 | 5286.25 | Aggressive |
| 2025-04-20T18:00:00.002 | SIM:ESM5 | Sell | 2 | 5286 | Aggressive |
| 2025-04-20T18:00:00.712 | SIM:ESM5 | Sell | 1 | 5286.25 | Aggressive |
| 2025-04-20T18:00:02.531 | SIM:ESM5 | Sell | 1 | 5286.25 | Aggressive |
| 2025-04-20T18:00:02.531 | SIM:ESM5 | Sell | 1 | 5286 | Aggressive |
| 2025-04-20T18:00:02.967 | SIM:ESM5 | Sell | 1 | 5286.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
1.5800
Slippage Sweep
0.7050
Arrival Price
5,285.2500
Average Total
5,286.8300
Destination Price
5,287.0000
Sweep to Fill
5,286.1250
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T17:57:48.342 | SIM:ESM5 | Buy | 1 | 5285.5 | Aggressive |
| 2025-04-20T17:57:51.181 | SIM:ESM5 | Buy | 1 | 5285.5 | Passive |
| 2025-04-20T17:57:51.181 | SIM:ESM5 | Buy | 1 | 5285.5 | Passive |
| 2025-04-20T17:57:53.444 | SIM:ESM5 | Buy | 1 | 5285.5 | Aggressive |
| 2025-04-20T17:57:54.243 | SIM:ESM5 | Buy | 1 | 5285.75 | Aggressive |
| 2025-04-20T17:57:55.453 | SIM:ESM5 | Buy | 1 | 5285.75 | Aggressive |
| 2025-04-20T17:57:56.33 | SIM:ESM5 | Buy | 2 | 5286 | Aggressive |
| 2025-04-20T17:57:56.33 | SIM:ESM5 | Buy | 1 | 5286.25 | Aggressive |
| 2025-04-20T17:57:57.573 | SIM:ESM5 | Buy | 1 | 5286 | Passive |
| 2025-04-20T17:57:58.812 | SIM:ESM5 | Buy | 1 | 5286.25 | Aggressive |
| 2025-04-20T17:57:59.312 | SIM:ESM5 | Buy | 6 | 5286.75 | Aggressive |
| 2025-04-20T17:57:59.312 | SIM:ESM5 | Buy | 1 | 5286.75 | Aggressive |
| 2025-04-20T17:58:00.312 | SIM:ESM5 | Buy | 3 | 5286.75 | Aggressive |
| 2025-04-20T17:58:00.312 | SIM:ESM5 | Buy | 1 | 5287 | Aggressive |
| 2025-04-20T17:58:00.312 | SIM:ESM5 | Buy | 1 | 5286.75 | Passive |
| 2025-04-20T17:58:01.344 | SIM:ESM5 | Buy | 3 | 5287 | Aggressive |
| 2025-04-20T17:58:01.345 | SIM:ESM5 | Buy | 1 | 5287.25 | Aggressive |
| 2025-04-20T17:58:02.412 | SIM:ESM5 | Buy | 1 | 5287 | Aggressive |
| 2025-04-20T17:58:02.412 | SIM:ESM5 | Buy | 4 | 5287.25 | Aggressive |
| 2025-04-20T17:58:03.551 | SIM:ESM5 | Buy | 4 | 5287.25 | Aggressive |
| 2025-04-20T17:58:03.551 | SIM:ESM5 | Buy | 2 | 5287.5 | Aggressive |
| 2025-04-20T17:58:04.885 | SIM:ESM5 | Buy | 4 | 5287.25 | Aggressive |
| 2025-04-20T17:58:04.885 | SIM:ESM5 | Buy | 4 | 5287.5 | Aggressive |
| 2025-04-20T17:58:06.019 | SIM:ESM5 | Buy | 4 | 5287.25 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.1750
Slippage Sweep
-0.5971
Arrival Price
5,285.7500
Average Total
5,285.9250
Destination Price
5,285.2500
Sweep to Fill
5,286.5221
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T17:55:55.253 | SIM:ESM5 | Buy | 1 | 5285.75 | Aggressive |
| 2025-04-20T17:56:01.643 | SIM:ESM5 | Buy | 1 | 5286 | Aggressive |
| 2025-04-20T17:56:01.643 | SIM:ESM5 | Buy | 1 | 5286 | Aggressive |
| 2025-04-20T17:56:01.643 | SIM:ESM5 | Buy | 1 | 5286 | Aggressive |
| 2025-04-20T17:56:03.573 | SIM:ESM5 | Buy | 5 | 5286.5 | Aggressive |
| 2025-04-20T17:56:03.573 | SIM:ESM5 | Buy | 1 | 5286.5 | Passive |
| 2025-04-20T17:56:08.531 | SIM:ESM5 | Buy | 1 | 5286.25 | Aggressive |
| 2025-04-20T17:56:11.664 | SIM:ESM5 | Buy | 2 | 5286.25 | Aggressive |
| 2025-04-20T17:56:11.664 | SIM:ESM5 | Buy | 1 | 5286.25 | Aggressive |
| 2025-04-20T17:56:13.453 | SIM:ESM5 | Buy | 1 | 5286.25 | Aggressive |
| 2025-04-20T17:56:15.731 | SIM:ESM5 | Buy | 2 | 5286.25 | Aggressive |
| 2025-04-20T17:56:16.34 | SIM:ESM5 | Buy | 2 | 5286.25 | Aggressive |
| 2025-04-20T17:56:17.336 | SIM:ESM5 | Buy | 2 | 5286.25 | Aggressive |
| 2025-04-20T17:56:23.379 | SIM:ESM5 | Buy | 1 | 5286 | Aggressive |
| 2025-04-20T17:56:24.812 | SIM:ESM5 | Buy | 1 | 5286 | Aggressive |
| 2025-04-20T17:56:26.812 | SIM:ESM5 | Buy | 1 | 5286 | Aggressive |
| 2025-04-20T17:56:31.855 | SIM:ESM5 | Buy | 1 | 5286.25 | Aggressive |
| 2025-04-20T17:56:31.855 | SIM:ESM5 | Buy | 1 | 5286.25 | Aggressive |
| 2025-04-20T17:56:34.133 | SIM:ESM5 | Buy | 1 | 5286 | Aggressive |
| 2025-04-20T17:56:35.873 | SIM:ESM5 | Buy | 3 | 5285.75 | Aggressive |
| 2025-04-20T17:56:38.388 | SIM:ESM5 | Buy | 1 | 5285.75 | Aggressive |
| 2025-04-20T17:56:44.673 | SIM:ESM5 | Buy | 3 | 5285.5 | Aggressive |
| 2025-04-20T17:56:45.712 | SIM:ESM5 | Buy | 3 | 5285.5 | Aggressive |
| 2025-04-20T17:56:46.512 | SIM:ESM5 | Buy | 1 | 5285.5 | Aggressive |
| 2025-04-20T17:56:46.512 | SIM:ESM5 | Buy | 1 | 5285.5 | Passive |
| 2025-04-20T17:56:46.751 | SIM:ESM5 | Buy | 3 | 5285.5 | Aggressive |
| 2025-04-20T17:56:46.92 | SIM:ESM5 | Buy | 1 | 5285.5 | Aggressive |
| 2025-04-20T17:56:47.918 | SIM:ESM5 | Buy | 4 | 5285.5 | Aggressive |
| 2025-04-20T17:56:47.918 | SIM:ESM5 | Buy | 3 | 5285.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.2750
Slippage Sweep
-0.9750
Arrival Price
5,286.1250
Average Total
5,286.4000
Destination Price
5,285.7500
Sweep to Fill
5,285.4250
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T17:53:54.612 | SIM:ESM5 | Sell | 1 | 5286 | Aggressive |
| 2025-04-20T17:53:57.201 | SIM:ESM5 | Sell | 1 | 5286 | Aggressive |
| 2025-04-20T17:53:58.315 | SIM:ESM5 | Sell | 1 | 5286 | Aggressive |
| 2025-04-20T17:53:59.84 | SIM:ESM5 | Sell | 2 | 5286 | Passive |
| 2025-04-20T17:54:01.613 | SIM:ESM5 | Sell | 1 | 5286.75 | Passive |
| 2025-04-20T17:54:01.613 | SIM:ESM5 | Sell | 1 | 5286.75 | Aggressive |
| 2025-04-20T17:54:02.55 | SIM:ESM5 | Sell | 1 | 5286.75 | Aggressive |
| 2025-04-20T17:54:02.55 | SIM:ESM5 | Sell | 1 | 5286.5 | Aggressive |
| 2025-04-20T17:54:03.355 | SIM:ESM5 | Sell | 6 | 5286.5 | Aggressive |
| 2025-04-20T17:54:07.846 | SIM:ESM5 | Sell | 1 | 5286.5 | Aggressive |
| 2025-04-20T17:54:07.846 | SIM:ESM5 | Sell | 1 | 5286.25 | Aggressive |
| 2025-04-20T17:54:11.953 | SIM:ESM5 | Sell | 2 | 5286.5 | Aggressive |
| 2025-04-20T17:54:11.953 | SIM:ESM5 | Sell | 1 | 5286.5 | Passive |
| 2025-04-20T17:54:13.72 | SIM:ESM5 | Sell | 2 | 5286.5 | Aggressive |
| 2025-04-20T17:54:13.721 | SIM:ESM5 | Sell | 1 | 5286.5 | Aggressive |
| 2025-04-20T17:54:13.721 | SIM:ESM5 | Sell | 1 | 5286.5 | Aggressive |
| 2025-04-20T17:54:13.729 | SIM:ESM5 | Sell | 1 | 5286.5 | Aggressive |
| 2025-04-20T17:54:13.729 | SIM:ESM5 | Sell | 1 | 5286.5 | Aggressive |
| 2025-04-20T17:54:16.953 | SIM:ESM5 | Sell | 3 | 5286.5 | Aggressive |
| 2025-04-20T17:54:17.832 | SIM:ESM5 | Sell | 3 | 5286.5 | Aggressive |
| 2025-04-20T17:54:17.833 | SIM:ESM5 | Sell | 1 | 5286.5 | Aggressive |
| 2025-04-20T17:54:26.374 | SIM:ESM5 | Sell | 1 | 5286.5 | Passive |
| 2025-04-20T17:54:27.317 | SIM:ESM5 | Sell | 5 | 5286.5 | Aggressive |
| 2025-04-20T17:54:27.753 | SIM:ESM5 | Sell | 5 | 5286.5 | Aggressive |
| 2025-04-20T17:54:28.983 | SIM:ESM5 | Sell | 1 | 5286.5 | Aggressive |
| 2025-04-20T17:54:28.983 | SIM:ESM5 | Sell | 1 | 5286.5 | Aggressive |
| 2025-04-20T17:54:28.983 | SIM:ESM5 | Sell | 1 | 5286.5 | Aggressive |
| 2025-04-20T17:55:07.212 | SIM:ESM5 | Sell | 3 | 5285.5 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
-0.3250
Slippage Sweep
-1.1167
Arrival Price
5,285.6250
Average Total
5,285.3000
Destination Price
5,284.5000
Sweep to Fill
5,286.4167
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T17:52:54.072 | SIM:ESM5 | Buy | 1 | 5286 | Aggressive |
| 2025-04-20T17:52:54.878 | SIM:ESM5 | Buy | 1 | 5286 | Aggressive |
| 2025-04-20T17:52:58.28 | SIM:ESM5 | Buy | 1 | 5286 | Aggressive |
| 2025-04-20T17:52:58.28 | SIM:ESM5 | Buy | 1 | 5286 | Passive |
| 2025-04-20T17:52:58.299 | SIM:ESM5 | Buy | 1 | 5286 | Aggressive |
| 2025-04-20T17:52:59.507 | SIM:ESM5 | Buy | 1 | 5286 | Aggressive |
| 2025-04-20T17:53:00.346 | SIM:ESM5 | Buy | 1 | 5286 | Aggressive |
| 2025-04-20T17:53:01.353 | SIM:ESM5 | Buy | 1 | 5286 | Aggressive |
| 2025-04-20T17:53:03.717 | SIM:ESM5 | Buy | 1 | 5286 | Aggressive |
| 2025-04-20T17:53:03.717 | SIM:ESM5 | Buy | 1 | 5286 | Aggressive |
| 2025-04-20T17:53:05.444 | SIM:ESM5 | Buy | 1 | 5286 | Aggressive |
| 2025-04-20T17:53:06.544 | SIM:ESM5 | Buy | 2 | 5286 | Aggressive |
| 2025-04-20T17:53:12.481 | SIM:ESM5 | Buy | 3 | 5285.25 | Aggressive |
| 2025-04-20T17:53:13.556 | SIM:ESM5 | Buy | 2 | 5285.5 | Aggressive |
| 2025-04-20T17:53:16.015 | SIM:ESM5 | Buy | 1 | 5285.25 | Aggressive |
| 2025-04-20T17:53:16.96 | SIM:ESM5 | Buy | 1 | 5285.25 | Aggressive |
| 2025-04-20T17:53:18.058 | SIM:ESM5 | Buy | 1 | 5285.25 | Aggressive |
| 2025-04-20T17:53:19.965 | SIM:ESM5 | Buy | 1 | 5285.25 | Aggressive |
| 2025-04-20T17:53:20.546 | SIM:ESM5 | Buy | 2 | 5285.5 | Aggressive |
| 2025-04-20T17:53:29.853 | SIM:ESM5 | Buy | 1 | 5285.25 | Aggressive |
| 2025-04-20T17:53:31.643 | SIM:ESM5 | Buy | 1 | 5285.25 | Aggressive |
| 2025-04-20T17:53:33.181 | SIM:ESM5 | Buy | 2 | 5285.25 | Aggressive |
| 2025-04-20T17:53:34.847 | SIM:ESM5 | Buy | 1 | 5285.25 | Aggressive |
| 2025-04-20T17:53:40.702 | SIM:ESM5 | Buy | 3 | 5284.75 | Aggressive |
| 2025-04-20T17:53:40.702 | SIM:ESM5 | Buy | 1 | 5284.75 | Passive |
| 2025-04-20T17:53:42.153 | SIM:ESM5 | Buy | 2 | 5284.75 | Aggressive |
| 2025-04-20T17:53:42.153 | SIM:ESM5 | Buy | 3 | 5285 | Aggressive |
| 2025-04-20T17:53:42.74 | SIM:ESM5 | Buy | 2 | 5284.75 | Aggressive |
| 2025-04-20T17:53:42.74 | SIM:ESM5 | Buy | 3 | 5285 | Aggressive |
| 2025-04-20T17:53:43.741 | SIM:ESM5 | Buy | 2 | 5284.75 | Aggressive |
| 2025-04-20T17:53:43.741 | SIM:ESM5 | Buy | 2 | 5285 | Aggressive |
| 2025-04-20T17:53:45.378 | SIM:ESM5 | Buy | 2 | 5284.75 | Aggressive |
| 2025-04-20T17:53:45.378 | SIM:ESM5 | Buy | 1 | 5285 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Sell
Quantity
50
Total Filled
50
Slippage
-0.0150
Slippage Sweep
-0.8737
Arrival Price
5,283.6250
Average Total
5,283.6400
Destination Price
5,283.8750
Sweep to Fill
5,282.7663
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T17:50:52.501 | SIM:ESM5 | Sell | 1 | 5283.5 | Aggressive |
| 2025-04-20T17:50:56.774 | SIM:ESM5 | Sell | 1 | 5283.5 | Aggressive |
| 2025-04-20T17:50:58.552 | SIM:ESM5 | Sell | 1 | 5283.5 | Aggressive |
| 2025-04-20T17:50:59.379 | SIM:ESM5 | Sell | 1 | 5283.5 | Aggressive |
| 2025-04-20T17:51:01.339 | SIM:ESM5 | Sell | 1 | 5283.5 | Aggressive |
| 2025-04-20T17:51:03.412 | SIM:ESM5 | Sell | 2 | 5283.75 | Aggressive |
| 2025-04-20T17:51:05.577 | SIM:ESM5 | Sell | 2 | 5283.75 | Aggressive |
| 2025-04-20T17:51:05.577 | SIM:ESM5 | Sell | 1 | 5283.5 | Aggressive |
| 2025-04-20T17:51:06.543 | SIM:ESM5 | Sell | 3 | 5283.75 | Aggressive |
| 2025-04-20T17:51:06.543 | SIM:ESM5 | Sell | 1 | 5283.75 | Passive |
| 2025-04-20T17:51:08.893 | SIM:ESM5 | Sell | 1 | 5283.75 | Aggressive |
| 2025-04-20T17:51:08.893 | SIM:ESM5 | Sell | 1 | 5283.75 | Aggressive |
| 2025-04-20T17:51:08.893 | SIM:ESM5 | Sell | 1 | 5283.75 | Aggressive |
| 2025-04-20T17:51:13.312 | SIM:ESM5 | Sell | 1 | 5283.75 | Aggressive |
| 2025-04-20T17:51:13.512 | SIM:ESM5 | Sell | 2 | 5283.75 | Aggressive |
| 2025-04-20T17:51:21.252 | SIM:ESM5 | Sell | 1 | 5283.75 | Aggressive |
| 2025-04-20T17:51:21.252 | SIM:ESM5 | Sell | 1 | 5283.5 | Aggressive |
| 2025-04-20T17:51:22.384 | SIM:ESM5 | Sell | 1 | 5283.75 | Aggressive |
| 2025-04-20T17:51:52.511 | SIM:ESM5 | Sell | 1 | 5283.5 | Aggressive |
| 2025-04-20T17:51:53.987 | SIM:ESM5 | Sell | 1 | 5283.5 | Aggressive |
| 2025-04-20T17:51:58.731 | SIM:ESM5 | Sell | 1 | 5283.25 | Aggressive |
| 2025-04-20T17:51:58.731 | SIM:ESM5 | Sell | 3 | 5283 | Aggressive |
| 2025-04-20T17:51:58.731 | SIM:ESM5 | Sell | 1 | 5283.25 | Aggressive |
| 2025-04-20T17:52:01.568 | SIM:ESM5 | Sell | 7 | 5283.75 | Aggressive |
| 2025-04-20T17:52:01.568 | SIM:ESM5 | Sell | 2 | 5283.75 | Passive |
| 2025-04-20T17:52:01.568 | SIM:ESM5 | Sell | 5 | 5283.75 | Passive |
| 2025-04-20T17:52:01.824 | SIM:ESM5 | Sell | 2 | 5283.75 | Aggressive |
| 2025-04-20T17:52:01.824 | SIM:ESM5 | Sell | 2 | 5283.75 | Passive |
| 2025-04-20T17:52:02.534 | SIM:ESM5 | Sell | 2 | 5283.75 | Aggressive |
Date - Time
CQG Symbol
EP
Exchange Symbol
SIM:ESM5
Buy / Sell
Buy
Quantity
50
Total Filled
50
Slippage
0.7250
Slippage Sweep
-0.0731
Arrival Price
5,283.5000
Average Total
5,284.2250
Destination Price
5,284.2500
Sweep to Fill
5,284.2981
| Timestamp | Security | Side | LastShares | LastPrice | Aggressor |
|---|---|---|---|---|---|
| 2025-04-20T17:49:30.212 | SIM:ESM5 | Buy | 1 | 5283.75 | Aggressive |
| 2025-04-20T17:49:31.778 | SIM:ESM5 | Buy | 1 | 5283.5 | Aggressive |
| 2025-04-20T17:49:31.778 | SIM:ESM5 | Buy | 1 | 5283.75 | Aggressive |
| 2025-04-20T17:49:33.875 | SIM:ESM5 | Buy | 2 | 5283.5 | Aggressive |
| 2025-04-20T17:49:36.045 | SIM:ESM5 | Buy | 1 | 5283.5 | Aggressive |
| 2025-04-20T17:49:36.045 | SIM:ESM5 | Buy | 1 | 5283.5 | Aggressive |
| 2025-04-20T17:49:38.212 | SIM:ESM5 | Buy | 1 | 5284.25 | Aggressive |
| 2025-04-20T17:49:38.212 | SIM:ESM5 | Buy | 2 | 5284.25 | Aggressive |
| 2025-04-20T17:49:39.145 | SIM:ESM5 | Buy | 1 | 5284.25 | Aggressive |
| 2025-04-20T17:49:41.116 | SIM:ESM5 | Buy | 1 | 5284.25 | Aggressive |
| 2025-04-20T17:49:41.116 | SIM:ESM5 | Buy | 1 | 5284.25 | Aggressive |
| 2025-04-20T17:49:45.373 | SIM:ESM5 | Buy | 1 | 5284.25 | Aggressive |
| 2025-04-20T17:49:58.013 | SIM:ESM5 | Buy | 1 | 5283.75 | Aggressive |
| 2025-04-20T17:50:00.132 | SIM:ESM5 | Buy | 1 | 5283.75 | Aggressive |
| 2025-04-20T17:50:01.475 | SIM:ESM5 | Buy | 1 | 5283.75 | Aggressive |
| 2025-04-20T17:50:02.388 | SIM:ESM5 | Buy | 1 | 5283.75 | Aggressive |
| 2025-04-20T17:50:04.105 | SIM:ESM5 | Buy | 2 | 5284 | Aggressive |
| 2025-04-20T17:50:06.359 | SIM:ESM5 | Buy | 2 | 5284 | Aggressive |
| 2025-04-20T17:50:07.471 | SIM:ESM5 | Buy | 1 | 5284 | Aggressive |
| 2025-04-20T17:50:08.114 | SIM:ESM5 | Buy | 3 | 5284.25 | Aggressive |
| 2025-04-20T17:50:08.114 | SIM:ESM5 | Buy | 2 | 5284.5 | Aggressive |
| 2025-04-20T17:50:09.072 | SIM:ESM5 | Buy | 4 | 5284.25 | Aggressive |
| 2025-04-20T17:50:09.072 | SIM:ESM5 | Buy | 1 | 5284.5 | Aggressive |
| 2025-04-20T17:50:10.297 | SIM:ESM5 | Buy | 3 | 5284.25 | Aggressive |
| 2025-04-20T17:50:10.297 | SIM:ESM5 | Buy | 1 | 5284.25 | Aggressive |
| 2025-04-20T17:50:11.345 | SIM:ESM5 | Buy | 2 | 5284.5 | Aggressive |
| 2025-04-20T17:50:11.345 | SIM:ESM5 | Buy | 4 | 5284.75 | Aggressive |
| 2025-04-20T17:50:12.673 | SIM:ESM5 | Buy | 6 | 5284.75 | Aggressive |
| 2025-04-20T17:50:12.673 | SIM:ESM5 | Buy | 1 | 5284.75 | Passive |