ActivityType DateTime TransDateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance ExchangeOrderID ClientOrderID TimeInForce Username IsAutomated Orders 2025-02-18 09:30:00.308320 2025-02-18 09:30:00.308312 F.US.MHIG25 Auto-trade: F.US.MHIG25 [CV-D] 1 Min #1 | ORB_MHI_auto | BuyEntry | Formula: Buy Entry at Row 3 is true. | Bar start date-time: 2025-02-18 09:30:00.000 | Last: 22693 | AO=1. Attached Order | Client side bracket order | Server side OCO order 23123 Limit Sell 22858 Pending Child-Client BZO1202 Close 23122 0.00 Good till Canceled Y Orders 2025-02-18 09:30:00.308453 2025-02-18 09:30:00.308448 F.US.MHIG25 Auto-trade: F.US.MHIG25 [CV-D] 1 Min #1 | ORB_MHI_auto | BuyEntry | Formula: Buy Entry at Row 3 is true. | Bar start date-time: 2025-02-18 09:30:00.000 | Last: 22693 | AO=1. Attached Order | Client side bracket order | Server side OCO order 23124 Stop Sell 22615 Pending Child-Client BZO1202 Close 23122 0.00 Good till Canceled Y Orders 2025-02-18 09:30:00.308615 2025-02-18 09:30:00.308610 F.US.MHIG25 Auto-trade: F.US.MHIG25 [CV-D] 1 Min #1 | ORB_MHI_auto | BuyEntry | Formula: Buy Entry at Row 3 is true. | Bar start date-time: 2025-02-18 09:30:00.000 | Last: 22693 | AO=1 23122 Stop 1 Buy 22708 Order Sent BZO1202 Open 0.00 Day Y Orders 2025-02-18 09:30:00.308790 2025-02-18 09:30:00.308787 F.US.MHIG25 Auto-trade: F.US.MHIG25 [CV-D] 1 Min #1 | ORB_MHI_auto | SellEntry | Formula: Sell Entry at Row 3 is true. | Bar start date-time: 2025-02-18 09:30:00.000 | Last: 22693 | AO=1. Attached Order | Client side bracket order | Server side OCO order 23126 Limit Buy 22465 Pending Child-Client BZO1202 Close 23125 0.00 Good till Canceled Y Orders 2025-02-18 09:30:00.308800 2025-02-18 09:30:00.308798 F.US.MHIG25 Auto-trade: F.US.MHIG25 [CV-D] 1 Min #1 | ORB_MHI_auto | SellEntry | Formula: Sell Entry at Row 3 is true. | Bar start date-time: 2025-02-18 09:30:00.000 | Last: 22693 | AO=1. Attached Order | Client side bracket order | Server side OCO order 23127 Stop Buy 22708 Pending Child-Client BZO1202 Close 23125 0.00 Good till Canceled Y Orders 2025-02-18 09:30:00.308821 2025-02-18 09:30:00.308804 F.US.MHIG25 Auto-trade: F.US.MHIG25 [CV-D] 1 Min #1 | ORB_MHI_auto | SellEntry | Formula: Sell Entry at Row 3 is true. | Bar start date-time: 2025-02-18 09:30:00.000 | Last: 22693 | AO=1 23125 Stop 1 Sell 22615 Order Sent BZO1202 Open 0.00 Day Y Orders 2025-02-18 09:30:00.322930 2025-02-18 09:30:00.322925 F.US.MHIG25 CQG order update. Status: IN_TRANSIT 23122 1137272300 Stop 1 Buy 22708 Pending Open BZO1202 Open 0.00 23122.45358 Day Y Orders 2025-02-18 09:30:00.322968 2025-02-18 09:30:00.322967 F.US.MHIG25 CQG order update. Status: IN_TRANSIT 23125 1137272301 Stop 1 Sell 22615 Pending Open BZO1202 Open 0.00 23125.48647 Day Y Orders 2025-02-18 09:30:00.375652 2025-02-18 09:30:00.375646 F.US.MHIG25 CQG order update. Status: ACK_PLACE 23122 1137272300 Stop 1 Buy 22708 Open BZO1202 Open 0.00 23122.45358 Day Y Orders 2025-02-18 09:30:00.375694 2025-02-18 09:30:00.375693 F.US.MHIG25 CQG order update. Status: ACK_PLACE 23125 1137272301 Stop 1 Sell 22615 Open BZO1202 Open 0.00 23125.48647 Day Y Orders 2025-02-18 09:30:33.861929 2025-02-18 09:30:33.861923 F.US.MHIG25 CQG order update. Status: SYNTHETIC_ACTIVATED. Text: Synthetic order triggered by GW (was Buy 1 F.US.MHI.G25 @ 22708 STP) 23122 1136751039 Stop 1 Buy 22718 Open BZO1202 Open 0.00 23122.45358 Day Y Orders 2025-02-18 09:30:33.861945 2025-02-18 09:30:33.861945 F.US.MHIG25 Updating last modify Price and Quantity to current values due to an external modification or other reason. LastModifyPrice1: 22708, CurrentPrice1: 22718, LastModifyQuantity: 1, CurrentQuantity: 1 23122 1136751039 Stop 1 Buy 22718 Open BZO1202 Open 0.00 23122.45358 Day Y Positions 2025-02-18 09:30:33.941526 00:00:00.000000 F.US.MHIG25 Updated Service Position Quantity to 1 Unspecified BZO1202 0.00 N Orders 2025-02-18 09:30:33.941542 2025-02-18 09:30:33.941539 F.US.MHIG25 CQG order update. Status: FILL 23122 1136751039 Stop 1 Buy 22718 Filled 22708 1 BZO1202 Open 22029993999 0.00 23122.45358 Day Y Positions 2025-02-18 09:30:33.941547 00:00:00.000000 F.US.MHIG25 Updated Internal Position Quantity to 1. Previous: 0. Fill of InternalOrderID: 23122 1 Unspecified BZO1202 1 0.00 N Fills 2025-02-18 09:30:33.941550 00:00:00.000000 F.US.MHIG25 CQG order update. Status: FILL 23122 1136751039 Stop 1 Buy 22718 Filled 22708 1 BZO1202 Open 1 22029993999 0.00 23122.45358 Day Y Orders 2025-02-18 09:30:33.941723 2025-02-18 09:30:33.941721 F.US.MHIG25 Auto-sent child from parent fill 23123 Limit 1 Sell 22858 Order Sent BZO1202 Close 23122 1 0.00 Good till Canceled Y Orders 2025-02-18 09:30:33.941731 2025-02-18 09:30:33.941730 F.US.MHIG25 Auto-sent child from parent fill 23124 Stop 1 Sell 22615 Order Sent BZO1202 Close 23122 1 0.00 Good till Canceled Y Orders 2025-02-18 09:30:33.992232 2025-02-18 09:30:33.992221 F.US.MHIG25 CQG order update. Status: IN_TRANSIT 23123 1137302027 Limit 1 Sell 22858 Pending Open BZO1202 Close 23122 1 0.00 23123.65305 Good till Canceled Y Orders 2025-02-18 09:30:33.992275 2025-02-18 09:30:33.992273 F.US.MHIG25 CQG order update. Status: IN_TRANSIT 23124 1137302028 Stop 1 Sell 22615 Pending Open BZO1202 Close 23122 1 0.00 23124.47462 Good till Canceled Y Orders 2025-02-18 09:30:33.992297 2025-02-18 09:30:33.992296 F.US.MHIG25 CQG order update. Status: ACK_PLACE 23124 1137302028 Stop 1 Sell 22615 Open BZO1202 Close 23122 1 0.00 23124.47462 Good till Canceled Y Orders 2025-02-18 09:30:34.060929 2025-02-18 09:30:34.060927 F.US.MHIG25 Auto-trade: F.US.MHIG25 [CV-D] 1 Min #1 | ORB_MHI_auto | Canceling all orders except working Attached Orders | Source: Cancel Working Orders except Attached Orders cell | Bar start date-time: 2025-02-18 09:30:34.012 Unspecified BZO1202 0.00 Day N Orders 2025-02-18 09:30:34.060963 2025-02-18 09:30:34.060957 F.US.MHIG25 Auto-trade: F.US.MHIG25 [CV-D] 1 Min #1 | ORB_MHI_auto | Canceling all orders except working Attached Orders | Source: Cancel Working Orders except Attached Orders cell | Bar start date-time: 2025-02-18 09:30:34.012 23125 1137272301 Stop 1 Sell 22615 Pending Cancel BZO1202 Open 1 0.00 23125.48647 Day Y Orders 2025-02-18 09:30:34.061011 2025-02-18 09:30:34.061010 F.US.MHIG25 Auto-trade: F.US.MHIG25 [CV-D] 1 Min #1 | ORB_MHI_auto | Canceling all orders except working Attached Orders | Source: Cancel Working Orders except Attached Orders cell | Bar start date-time: 2025-02-18 09:30:34.012. Internal cancel 23126 Limit Buy 22465 Pending Cancel BZO1202 Close 23125 1 0.00 Good till Canceled Y Orders 2025-02-18 09:30:34.061015 2025-02-18 09:30:34.061015 F.US.MHIG25 Auto-trade: F.US.MHIG25 [CV-D] 1 Min #1 | ORB_MHI_auto | Canceling all orders except working Attached Orders | Source: Cancel Working Orders except Attached Orders cell | Bar start date-time: 2025-02-18 09:30:34.012. Internal cancel 23126 Limit Buy 22465 Canceled BZO1202 Close 23125 1 0.00 Good till Canceled Y Orders 2025-02-18 09:30:34.061022 2025-02-18 09:30:34.061022 F.US.MHIG25 Auto-trade: F.US.MHIG25 [CV-D] 1 Min #1 | ORB_MHI_auto | Canceling all orders except working Attached Orders | Source: Cancel Working Orders except Attached Orders cell | Bar start date-time: 2025-02-18 09:30:34.012. Internal cancel 23127 Stop Buy 22708 Pending Cancel BZO1202 Close 23125 1 0.00 Good till Canceled Y Orders 2025-02-18 09:30:34.061074 2025-02-18 09:30:34.061072 F.US.MHIG25 Auto-trade: F.US.MHIG25 [CV-D] 1 Min #1 | ORB_MHI_auto | Canceling all orders except working Attached Orders | Source: Cancel Working Orders except Attached Orders cell | Bar start date-time: 2025-02-18 09:30:34.012. Internal cancel 23127 Stop Buy 22708 Canceled BZO1202 Close 23125 1 0.00 Good till Canceled Y Orders 2025-02-18 09:30:34.101519 2025-02-18 09:30:34.101514 F.US.MHIG25 CQG order update. Status: ACK_PLACE 23123 1137302027 Limit 1 Sell 22858 Open BZO1202 Close 23122 1 0.00 23123.65305 Good till Canceled Y Orders 2025-02-18 09:30:34.101587 2025-02-18 09:30:34.101586 F.US.MHIG25 CQG order update. Status: ACK_CANCEL 23125 1137272301 Stop 1 Sell 22615 Canceled BZO1202 Open 1 0.00 23125.48648 Day Y Orders 2025-02-18 09:30:44.714895 2025-02-18 09:30:44.714889 F.US.MHIG25 Auto-trade: F.US.MHIG25 [CV-D] 1 Min #1 | ORB_MHI_auto | BuyEntry | Formula: Buy Entry at Row 3 is true. | Bar start date-time: 2025-02-18 09:30:00.000 | Last: 22758 | AO=0 23128 Market 1 Buy Order Sent BZO1202 Open 1 0.00 Day Y Orders 2025-02-18 09:30:44.733845 2025-02-18 09:30:44.733841 F.US.MHIG25 CQG order update. Status: IN_TRANSIT 23128 1137292013 Market 1 Buy Pending Open BZO1202 Open 1 0.00 23128.43067 Day Y Orders 2025-02-18 09:30:44.774929 2025-02-18 09:30:44.774924 F.US.MHIG25 CQG order update. Status: ACK_PLACE 23128 1137292013 Market 1 Buy Open BZO1202 Open 1 0.00 23128.43067 Day Y Orders 2025-02-18 09:30:44.774967 2025-02-18 09:30:44.774966 F.US.MHIG25 CQG order update. Status: SYNTHETIC_ACTIVATED. Text: Synthetic order triggered by GW (was Buy 1 F.US.MHI.G25 @ MKT) 23128 1136751044 Market 1 Buy Open BZO1202 Open 1 0.00 23128.43067 Day Y Orders 2025-02-18 09:30:44.841347 2025-02-18 09:30:44.841345 F.US.MHIG25 Auto-trade order modification: F.US.MHIG25 [CV-D] 1 Min #1 | Trade Management by Study. Requested Price: 22708. Requested Quantity: 1 23124 1137302028 Stop 1 Sell 22615 Pending Modify BZO1202 Close 23122 1 0.00 23124.47462 Good till Canceled Y Positions 2025-02-18 09:30:44.965684 00:00:00.000000 F.US.MHIG25 Updated Service Position Quantity to 2 Unspecified BZO1202 1 0.00 N Orders 2025-02-18 09:30:44.965702 2025-02-18 09:30:44.965699 F.US.MHIG25 CQG order update. Status: FILL 23128 1136751044 Market 1 Buy Filled 22763 1 BZO1202 Open 1 22029997839 0.00 23128.43067 Day Y Positions 2025-02-18 09:30:44.965708 00:00:00.000000 F.US.MHIG25 Updated Internal Position Quantity to 2. Previous: 1. Fill of InternalOrderID: 23128 1 Unspecified BZO1202 2 0.00 N Fills 2025-02-18 09:30:44.965711 00:00:00.000000 F.US.MHIG25 CQG order update. Status: FILL 23128 1136751044 Market 1 Buy Filled 22763 1 BZO1202 Open 2 22029997839 22757 22704 0.00 23128.43067 Day Y Orders 2025-02-18 09:30:44.965844 2025-02-18 09:30:44.965842 F.US.MHIG25 CQG order update. Status: ACK_MODIFY 23124 1137282148 Stop 1 Sell 22708 Open BZO1202 Close 23122 2 0.00 23124.47463 Good till Canceled Y Orders 2025-02-18 09:30:45.095223 2025-02-18 09:30:45.095221 F.US.MHIG25 Auto-trade: F.US.MHIG25 [CV-D] 1 Min #1 | ORB_MHI_auto | Canceling all orders except working Attached Orders | Source: Cancel Working Orders except Attached Orders cell | Bar start date-time: 2025-02-18 09:30:45.084 Unspecified BZO1202 0.00 Day N Orders 2025-02-18 09:31:03.816800 2025-02-18 09:31:03.816793 F.US.MHIG25 F.US.MHIG25 [CV-D] 1 Min #1 | User order modification. Requested Price: 22858. Requested Quantity: 2 23123 1137302027 Limit 1 Sell 22858 Pending Modify BZO1202 Close 23122 2 0.00 23123.65305 Good till Canceled Y Orders 2025-02-18 09:31:03.816877 2025-02-18 09:31:03.816876 F.US.MHIG25 Maintaining same OCO group quantity. Using specified quantity of 2. Using existing order price. Requested Price: 22708. Requested Quantity: 2 23124 1137282148 Stop 1 Sell 22708 Pending Modify BZO1202 Close 23122 2 0.00 23124.47463 Good till Canceled Y Orders 2025-02-18 09:31:03.861676 2025-02-18 09:31:03.861671 F.US.MHIG25 CQG order update. Status: ACK_MODIFY 23124 1137262555 Stop 2 Sell 22708 Open BZO1202 Close 23122 2 0.00 23124.47464 Good till Canceled Y Orders 2025-02-18 09:31:03.940856 2025-02-18 09:31:03.940847 F.US.MHIG25 CQG order update. Status: ACK_MODIFY 23123 1137262554 Limit 2 Sell 22858 Open BZO1202 Close 23122 2 0.00 23123.65306 Good till Canceled Y Orders 2025-02-18 09:31:58.866625 2025-02-18 09:31:58.866620 F.US.MHIG25 CQG order update. Status: SYNTHETIC_ACTIVATED. Text: Synthetic order triggered by GW (was Sell 2 F.US.MHI.G25 @ 22708 STP) 23124 1136751049 Stop 2 Sell 22698 Open BZO1202 Close 23122 2 0.00 23124.47464 Good till Canceled Y Orders 2025-02-18 09:31:58.866642 2025-02-18 09:31:58.866641 F.US.MHIG25 Updating last modify Price and Quantity to current values due to an external modification or other reason. LastModifyPrice1: 22708, CurrentPrice1: 22698, LastModifyQuantity: 2, CurrentQuantity: 2 23124 1136751049 Stop 2 Sell 22698 Open BZO1202 Close 23122 0.00 23124.47464 Good till Canceled Y Positions 2025-02-18 09:31:58.950747 00:00:00.000000 F.US.MHIG25 Updated Service Position Quantity to 0 Unspecified BZO1202 2 0.00 N Orders 2025-02-18 09:31:58.950767 2025-02-18 09:31:58.950764 F.US.MHIG25 CQG order update. Status: FILL 23124 1136751049 Stop 2 Sell 22698 Filled 22706 2 BZO1202 Close 23122 2 22030013455 0.00 23124.47464 Good till Canceled Y Positions 2025-02-18 09:31:58.950773 00:00:00.000000 F.US.MHIG25 Updated Internal Position Quantity to 0. Previous: 2. Fill of InternalOrderID: 23124 2 Unspecified BZO1202 0.00 N Fills 2025-02-18 09:31:58.950775 00:00:00.000000 F.US.MHIG25 CQG order update. Status: FILL 23124 1136751049 Stop 2 Sell 22698 Filled 22706 2 BZO1202 Close 23122 22030013455 22786 22706 0.00 23124.47464 Good till Canceled Y Orders 2025-02-18 09:31:58.950915 2025-02-18 09:31:58.950914 F.US.MHIG25 CQG order update. Status: IN_CANCEL 23123 1137262554 Limit 2 Sell 22858 Pending Cancel BZO1202 Close 23122 0.00 CQG_1137316900 Good till Canceled Y Orders 2025-02-18 09:31:59.147731 2025-02-18 09:31:59.147725 F.US.MHIG25 CQG order update. Status: ACK_CANCEL 23123 1137262554 Limit 2 Sell 22858 Canceled BZO1202 Close 23122 0.00 CQG_1137316900 Good till Canceled Y Positions 2025-02-18 09:32:04.309324 00:00:00.000000 F.US.MHIG25 Removing Position with quantity of 0 Unspecified BZO1202 0.00 N