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 2025-02-17 09:29:59.510361 2025-02-17 09:29:59.510351 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: 2025-02-17 09:30:00.000 | Last: 22703 | AO=1. Attached Order | Client side bracket order | Server side OCO order 23089 Limit Sell 22936 Pending Child-Client BZO1202 Close 23088 0.00 Good till Canceled Y Orders 2025-02-17 09:29:59.510411 2025-02-17 09:29:59.510407 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: 2025-02-17 09:30:00.000 | Last: 22703 | AO=1. Attached Order | Client side bracket order | Server side OCO order 23090 Stop Sell 22600 Pending Child-Client BZO1202 Close 23088 0.00 Good till Canceled Y Orders 2025-02-17 09:29:59.510421 2025-02-17 09:29:59.510418 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: 2025-02-17 09:30:00.000 | Last: 22703 | AO=1 23088 Stop 1 Buy 22786 Order Sent BZO1202 Open 0.00 Day Y Orders 2025-02-17 09:29:59.510575 2025-02-17 09:29:59.510554 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: 2025-02-17 09:30:00.000 | Last: 22703 | AO=1. Attached Order | Client side bracket order | Server side OCO order 23092 Limit Buy 22450 Pending Child-Client BZO1202 Close 23091 0.00 Good till Canceled Y Orders 2025-02-17 09:29:59.510694 2025-02-17 09:29:59.510686 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: 2025-02-17 09:30:00.000 | Last: 22703 | AO=1. Attached Order | Client side bracket order | Server side OCO order 23093 Stop Buy 22786 Pending Child-Client BZO1202 Close 23091 0.00 Good till Canceled Y Orders 2025-02-17 09:29:59.510708 2025-02-17 09:29:59.510702 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: 2025-02-17 09:30:00.000 | Last: 22703 | AO=1 23091 Stop 1 Sell 22600 Order Sent BZO1202 Open 0.00 Day Y Orders 2025-02-17 09:29:59.520753 2025-02-17 09:29:59.520745 F.US.MHIG25 CQG order update. Status: IN_TRANSIT 23088 1136762046 Stop 1 Buy 22786 Pending Open BZO1202 Open 0.00 23088.83383 Day Y Orders 2025-02-17 09:29:59.528006 2025-02-17 09:29:59.527996 F.US.MHIG25 CQG order update. Status: IN_TRANSIT 23091 1136762047 Stop 1 Sell 22600 Pending Open BZO1202 Open 0.00 23091.61163 Day Y Orders 2025-02-17 09:29:59.588720 2025-02-17 09:29:59.588714 F.US.MHIG25 CQG order update. Status: ACK_PLACE 23088 1136762046 Stop 1 Buy 22786 Open BZO1202 Open 0.00 23088.83383 Day Y Orders 2025-02-17 09:29:59.588753 2025-02-17 09:29:59.588752 F.US.MHIG25 CQG order update. Status: ACK_PLACE 23091 1136762047 Stop 1 Sell 22600 Open BZO1202 Open 0.00 23091.61163 Day Y Orders 2025-02-17 09:30:05.501097 2025-02-17 09:30:05.501090 F.US.MHIG25 CQG order update. Status: SYNTHETIC_ACTIVATED. Text: Synthetic order triggered by GW (was Buy 1 F.US.MHI.G25 @ 22786 STP) 23088 1136750350 Stop 1 Buy 22796 Open BZO1202 Open 0.00 23088.83383 Day Y Orders 2025-02-17 09:30:05.501117 2025-02-17 09:30:05.501115 F.US.MHIG25 Updating last modify Price and Quantity to current values due to an external modification or other reason. LastModifyPrice1: 22786, CurrentPrice1: 22796, LastModifyQuantity: 1, CurrentQuantity: 1 23088 1136750350 Stop 1 Buy 22796 Open BZO1202 Open 0.00 23088.83383 Day Y Positions 2025-02-17 09:30:05.817279 00:00:00.000000 F.US.MHIG25 Updated Service Position Quantity to 1 Unspecified BZO1202 0.00 N Orders 2025-02-17 09:30:05.817309 2025-02-17 09:30:05.817305 F.US.MHIG25 CQG order update. Status: FILL 23088 1136750350 Stop 1 Buy 22796 Filled 22789 1 BZO1202 Open 22020770063 0.00 23088.83383 Day Y Positions 2025-02-17 09:30:05.817316 00:00:00.000000 F.US.MHIG25 Updated Internal Position Quantity to 1. Previous: 0. Fill of InternalOrderID: 23088 1 Unspecified BZO1202 1 0.00 N Fills 2025-02-17 09:30:05.817319 00:00:00.000000 F.US.MHIG25 CQG order update. Status: FILL 23088 1136750350 Stop 1 Buy 22796 Filled 22789 1 BZO1202 Open 1 22020770063 0.00 23088.83383 Day Y Orders 2025-02-17 09:30:05.817368 2025-02-17 09:30:05.817367 F.US.MHIG25 Modifying Attached Order from parent fill. Parent base price: 22789. New price: 22939. Requested Price: 22939. Requested Quantity: 0 23089 Limit Sell 22936 Pending Modify BZO1202 Close 23088 1 0.00 Good till Canceled Y Orders 2025-02-17 09:30:05.817394 2025-02-17 09:30:05.817392 F.US.MHIG25 Order modified internally. Modifying Attached Order from parent fill. Parent base price: 22789. New price: 22939. Requested Price: 22939. Requested Quantity: 0 23089 Limit Sell 22939 Pending Child-Client BZO1202 Close 23088 1 0.00 Good till Canceled Y Orders 2025-02-17 09:30:05.817449 2025-02-17 09:30:05.817435 F.US.MHIG25 Modifying Attached Order from parent fill. Parent base price: 22789. New price: 22603. Requested Price: 22603. Requested Quantity: 0 23090 Stop Sell 22600 Pending Modify BZO1202 Close 23088 1 0.00 Good till Canceled Y Orders 2025-02-17 09:30:05.817465 2025-02-17 09:30:05.817463 F.US.MHIG25 Order modified internally. Modifying Attached Order from parent fill. Parent base price: 22789. New price: 22603. Requested Price: 22603. Requested Quantity: 0 23090 Stop Sell 22603 Pending Child-Client BZO1202 Close 23088 1 0.00 Good till Canceled Y Orders 2025-02-17 09:30:05.817483 2025-02-17 09:30:05.817481 F.US.MHIG25 Auto-sent child from parent fill 23089 Limit 1 Sell 22939 Order Sent BZO1202 Close 23088 1 0.00 Good till Canceled Y Orders 2025-02-17 09:30:05.817494 2025-02-17 09:30:05.817492 F.US.MHIG25 Auto-sent child from parent fill 23090 Stop 1 Sell 22603 Order Sent BZO1202 Close 23088 1 0.00 Good till Canceled Y Orders 2025-02-17 09:30:05.840656 2025-02-17 09:30:05.840646 F.US.MHIG25 CQG order update. Status: IN_TRANSIT 23089 1136762057 Limit 1 Sell 22939 Pending Open BZO1202 Close 23088 1 0.00 23089.12963 Good till Canceled Y Orders 2025-02-17 09:30:05.840719 2025-02-17 09:30:05.840715 F.US.MHIG25 CQG order update. Status: IN_TRANSIT 23090 1136762058 Stop 1 Sell 22603 Pending Open BZO1202 Close 23088 1 0.00 23090.66259 Good till Canceled Y Orders 2025-02-17 09:30:05.962768 2025-02-17 09:30:05.962765 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: 2025-02-17 09:30:06.784 Unspecified BZO1202 0.00 Day N Orders 2025-02-17 09:30:05.962801 2025-02-17 09:30:05.962795 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: 2025-02-17 09:30:06.784 23091 1136762047 Stop 1 Sell 22600 Pending Cancel BZO1202 Open 1 0.00 23091.61163 Day Y Orders 2025-02-17 09:30:05.962856 2025-02-17 09:30:05.962854 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: 2025-02-17 09:30:06.784. Internal cancel 23092 Limit Buy 22450 Pending Cancel BZO1202 Close 23091 1 0.00 Good till Canceled Y Orders 2025-02-17 09:30:05.962862 2025-02-17 09:30:05.962860 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: 2025-02-17 09:30:06.784. Internal cancel 23092 Limit Buy 22450 Canceled BZO1202 Close 23091 1 0.00 Good till Canceled Y Orders 2025-02-17 09:30:05.962872 2025-02-17 09:30:05.962870 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: 2025-02-17 09:30:06.784. Internal cancel 23093 Stop Buy 22786 Pending Cancel BZO1202 Close 23091 1 0.00 Good till Canceled Y Orders 2025-02-17 09:30:05.962877 2025-02-17 09:30:05.962875 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: 2025-02-17 09:30:06.784. Internal cancel 23093 Stop Buy 22786 Canceled BZO1202 Close 23091 1 0.00 Good till Canceled Y Orders 2025-02-17 09:30:05.971611 2025-02-17 09:30:05.971602 F.US.MHIG25 CQG order update. Status: ACK_PLACE 23090 1136762058 Stop 1 Sell 22603 Open BZO1202 Close 23088 1 0.00 23090.66259 Good till Canceled Y Orders 2025-02-17 09:30:06.320687 2025-02-17 09:30:06.320679 F.US.MHIG25 CQG order update. Status: ACK_CANCEL 23091 1136762047 Stop 1 Sell 22600 Canceled BZO1202 Open 1 0.00 23091.61164 Day Y Orders 2025-02-17 09:30:06.320916 2025-02-17 09:30:06.320913 F.US.MHIG25 CQG order update. Status: ACK_PLACE 23089 1136762057 Limit 1 Sell 22939 Open BZO1202 Close 23088 1 0.00 23089.12963 Good till Canceled Y Orders 2025-02-17 09:30:06.939816 2025-02-17 09:30:06.939813 F.US.MHIG25 Auto-trade order modification: F.US.MHIG25 [CV-D] 1 Min #1 | Trade Management by Study. Requested Price: 22936. Requested Quantity: 1 23089 1136762057 Limit 1 Sell 22939 Pending Modify BZO1202 Close 23088 1 0.00 23089.12963 Good till Canceled Y Orders 2025-02-17 09:30:06.939920 2025-02-17 09:30:06.939918 F.US.MHIG25 Auto-trade order modification: F.US.MHIG25 [CV-D] 1 Min #1 | Trade Management by Study. Requested Price: 22600. Requested Quantity: 1 23090 1136762058 Stop 1 Sell 22603 Pending Modify BZO1202 Close 23088 1 0.00 23090.66259 Good till Canceled Y Orders 2025-02-17 09:30:07.023282 2025-02-17 09:30:07.023276 F.US.MHIG25 CQG order update. Status: ACK_MODIFY 23090 1136797055 Stop 1 Sell 22600 Open BZO1202 Close 23088 1 0.00 23090.66260 Good till Canceled Y Orders 2025-02-17 09:30:07.060451 2025-02-17 09:30:07.060444 F.US.MHIG25 CQG order update. Status: ACK_MODIFY 23089 1136797054 Limit 1 Sell 22936 Open BZO1202 Close 23088 1 0.00 23089.12964 Good till Canceled Y Orders 2025-02-17 09:30:09.847373 2025-02-17 09:30:09.847321 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: 2025-02-17 09:30:00.000 | Last: 22832 | Scaling in | AO=0 23094 Stop 1 Buy 22786 Order Sent BZO1202 Open 1 0.00 Day Y Orders 2025-02-17 09:30:09.936033 2025-02-17 09:30:09.936026 F.US.MHIG25 CQG order update. Status: IN_TRANSIT 23094 1136812035 Stop 1 Buy 22786 Pending Open BZO1202 Open 1 0.00 23094.23053 Day Y Orders 2025-02-17 09:30:09.936097 2025-02-17 09:30:09.936095 F.US.MHIG25 CQG order update. Status: ACK_PLACE 23094 1136812035 Stop 1 Buy 22786 Open BZO1202 Open 1 0.00 23094.23053 Day Y Orders 2025-02-17 09:30:09.936127 2025-02-17 09:30:09.936125 F.US.MHIG25 CQG order update. Status: SYNTHETIC_ACTIVATED. Text: Synthetic order triggered by GW (was Buy 1 F.US.MHI.G25 @ 22786 STP) 23094 1136750353 Stop 1 Buy 22829 Open BZO1202 Open 1 0.00 23094.23053 Day Y Orders 2025-02-17 09:30:09.936137 2025-02-17 09:30:09.936136 F.US.MHIG25 Updating last modify Price and Quantity to current values due to an external modification or other reason. LastModifyPrice1: 22786, CurrentPrice1: 22829, LastModifyQuantity: 1, CurrentQuantity: 1 23094 1136750353 Stop 1 Buy 22829 Open BZO1202 Open 0.00 23094.23053 Day Y Positions 2025-02-17 09:30:09.978713 00:00:00.000000 F.US.MHIG25 Updated Service Position Quantity to 2 Unspecified BZO1202 1 0.00 N Orders 2025-02-17 09:30:09.978738 2025-02-17 09:30:09.978732 F.US.MHIG25 CQG order update. Status: FILL 23094 1136750353 Stop 1 Buy 22829 Filled 22820 1 BZO1202 Open 1 22020777743 0.00 23094.23053 Day Y Positions 2025-02-17 09:30:09.978747 00:00:00.000000 F.US.MHIG25 Updated Internal Position Quantity to 2. Previous: 1. Fill of InternalOrderID: 23094 1 Unspecified BZO1202 2 0.00 N Fills 2025-02-17 09:30:09.978750 00:00:00.000000 F.US.MHIG25 CQG order update. Status: FILL 23094 1136750353 Stop 1 Buy 22829 Filled 22820 1 BZO1202 Open 2 22020777743 22832 22784 0.00 23094.23053 Day Y Orders 2025-02-17 09:30:09.978831 2025-02-17 09:30:09.978829 F.US.MHIG25 Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. 23089 1136797054 Limit 1 Sell 22936 Open BZO1202 Close 23088 0.00 23089.12964 Good till Canceled Y Orders 2025-02-17 09:30:09.978855 2025-02-17 09:30:09.978853 F.US.MHIG25 Increasing order quantity (Scale In). Using specified quantity of 2. Using existing order price. Requested Price: 22936. Requested Quantity: 2 23089 1136797054 Limit 1 Sell 22936 Pending Modify BZO1202 Close 23088 2 0.00 23089.12964 Good till Canceled Y Orders 2025-02-17 09:30:09.978924 2025-02-17 09:30:09.978922 F.US.MHIG25 Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. 23090 1136797055 Stop 1 Sell 22600 Open BZO1202 Close 23088 0.00 23090.66260 Good till Canceled Y Orders 2025-02-17 09:30:09.978960 2025-02-17 09:30:09.978955 F.US.MHIG25 Increasing order quantity (Scale In). Using specified quantity of 2. Using existing order price. Requested Price: 22600. Requested Quantity: 2 23090 1136797055 Stop 1 Sell 22600 Pending Modify BZO1202 Close 23088 2 0.00 23090.66260 Good till Canceled Y Orders 2025-02-17 09:30:09.979011 2025-02-17 09:30:09.979010 F.US.MHIG25 Updating move to breakeven stop reference price to 22804.5 23090 1136797055 Stop 1 Sell 22600 Pending Modify BZO1202 Close 23088 0.00 23090.66261 Good till Canceled Y Orders 2025-02-17 09:30:10.194175 2025-02-17 09:30:10.194171 F.US.MHIG25 CQG order update. Status: ACK_MODIFY 23090 1136802013 Stop 2 Sell 22600 Open BZO1202 Close 23088 2 0.00 23090.66261 Good till Canceled Y Orders 2025-02-17 09:30:10.194285 2025-02-17 09:30:10.194283 F.US.MHIG25 CQG order update. Status: ACK_MODIFY 23089 1136816998 Limit 2 Sell 22936 Open BZO1202 Close 23088 2 0.00 23089.12965 Good till Canceled Y Orders 2025-02-17 09:30:10.418278 2025-02-17 09:30:10.418274 F.US.MHIG25 Auto-trade order modification: F.US.MHIG25 [CV-D] 1 Min #1 | Trade Management by Study. Requested Price: 22786. Requested Quantity: 2 23090 1136802013 Stop 2 Sell 22600 Pending Modify BZO1202 Close 23088 2 0.00 23090.66261 Good till Canceled Y Orders 2025-02-17 09:30:10.524433 2025-02-17 09:30:10.524424 F.US.MHIG25 CQG order update. Status: ACK_MODIFY 23090 1136777044 Stop 2 Sell 22786 Open BZO1202 Close 23088 2 0.00 23090.66262 Good till Canceled Y Positions 2025-02-17 09:32:15.666456 00:00:00.000000 F.US.MHIG25 Updated Service Position Quantity to 0 Unspecified BZO1202 2 0.00 N Orders 2025-02-17 09:32:15.666506 2025-02-17 09:32:15.666498 F.US.MHIG25 CQG order update. Status: FILL 23089 1136816998 Limit 2 Sell 22936 Filled 22936 2 BZO1202 Close 23088 2 22020923919 0.00 23089.12965 Good till Canceled Y Positions 2025-02-17 09:32:15.666513 00:00:00.000000 F.US.MHIG25 Updated Internal Position Quantity to 0. Previous: 2. Fill of InternalOrderID: 23089 2 Unspecified BZO1202 0.00 N Fills 2025-02-17 09:32:15.666517 00:00:00.000000 F.US.MHIG25 CQG order update. Status: FILL 23089 1136816998 Limit 2 Sell 22936 Filled 22936 2 BZO1202 Close 23088 22020923919 22936 22800 0.00 23089.12965 Good till Canceled Y Orders 2025-02-17 09:32:15.666724 2025-02-17 09:32:15.666721 F.US.MHIG25 CQG order update. Status: IN_CANCEL 23090 1136777044 Stop 2 Sell 22786 Pending Cancel BZO1202 Close 23088 0.00 CQG_1136797142 Good till Canceled Y Orders 2025-02-17 09:32:15.666748 2025-02-17 09:32:15.666747 F.US.MHIG25 CQG order update. Status: ACK_CANCEL 23090 1136777044 Stop 2 Sell 22786 Canceled BZO1202 Close 23088 0.00 CQG_1136797142 Good till Canceled Y Positions 2025-02-17 09:32:21.461488 00:00:00.000000 F.US.MHIG25 Removing Position with quantity of 0 Unspecified BZO1202 0.00 N Orders 2025-02-17 16:19:59.499282 2025-02-17 16:19:59.499280 F.US.MHIG25 F.US.MHIG25 [CV-D] 1 Min #1 | User order entry | Unable to Flatten/Reverse. Position does not exist Unspecified BZO1202 0.00 Day Y