ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance ExchangeOrderID ClientOrderID Orders 2020-08-11 14:41:45.370 [Sim]ESU0-CME Flagging to reload Trades list in charts Unspecified Sim1 0.00 Orders 2020-11-13 02:17:05.012 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3524 | AO=1. Attached Order | Client side OCO order 2409 Limit Sell 3526.0000000 Pending Child-Client Sim1 Close 2408 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:17:05.018 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3524 | AO=1. Attached Order | Client side OCO order 2410 Stop Sell 3522.0000000 Pending Child-Client Sim1 Close 2408 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:17:05.019 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3524 | AO=1 2408 Market 1 Buy Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:17:05.020 [Sim]ESZ0-CME Simulated order accepted 2408 2408 Market 1 Buy Open Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:17:05.021 [Sim]ESZ0-CME Trade simulation fill. Bid: 3523.75 Ask: 3524.00 Last: 3524.00 2408 2408 Market 1 Buy Filled 3524.0000000 1 Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:17:05.023 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3524 2410 Stop Sell 3522.0000000 Pending Child-Client Sim1 Close 2408 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:17:05.024 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3526.5 2410 Stop Sell 3522.0000000 Pending Child-Client Sim1 Close 2408 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:17:05.025 [Sim]ESZ0-CME Auto-sent child from parent fill 2409 Limit 1 Sell 3526.0000000 Order Sent Sim1 Close 2408 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:17:05.026 [Sim]ESZ0-CME Auto-sent child from parent fill 2410 Stop 1 Sell 3522.0000000 Order Sent Sim1 Close 2408 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:17:05.027 [Sim]ESZ0-CME Simulated order accepted 2409 2409 Limit 1 Sell 3526.0000000 Open Sim1 Close 2408 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:17:05.028 [Sim]ESZ0-CME Simulated order accepted 2410 2410 Stop 1 Sell 3522.0000000 Open Sim1 Close 2408 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:18:16.659 [Sim]ESZ0-CME Trade simulation fill. Bid: 3522.00 Ask: 3522.50 Last: 3522.00 2410 2410 Stop 1 Sell 3522.0000000 Filled 3522.0000000 1 Sim1 Close 2408 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:18:16.663 [Sim]ESZ0-CME Canceling order due to sibling fill 2409 2409 Limit 1 Sell 3526.0000000 Pending Cancel Sim1 Close 2408 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:18:16.664 [Sim]ESZ0-CME Simulated order canceled 2409 2409 Limit 1 Sell 3526.0000000 Canceled Sim1 Close 2408 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:22:10.122 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3521.75 | AO=1. Attached Order | Client side OCO order 2412 Limit Buy 3516.5000000 Pending Child-Client Sim1 Close 2411 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:22:10.146 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3521.75 | AO=1. Attached Order | Client side OCO order 2413 Stop Buy 3522.5000000 Pending Child-Client Sim1 Close 2411 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:22:10.147 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3521.75 | AO=1 2411 Market 1 Sell Order Sent Sim1 Open SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:22:10.148 [Sim]ESZ0-CME Simulated order accepted 2411 2411 Market 1 Sell Open Sim1 Open SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:22:10.149 [Sim]ESZ0-CME Trade simulation fill. Bid: 3521.50 Ask: 3522.00 Last: 3521.75 2411 2411 Market 1 Sell Filled 3521.5000000 1 Sim1 Open SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:22:10.151 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3521.5 2413 Stop Buy 3522.5000000 Pending Child-Client Sim1 Close 2411 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:22:10.152 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3519 2413 Stop Buy 3522.5000000 Pending Child-Client Sim1 Close 2411 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:22:10.153 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3521.5 2413 Stop Buy 3522.5000000 Pending Child-Client Sim1 Close 2411 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:22:10.154 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3520.75 2413 Stop Buy 3522.5000000 Pending Child-Client Sim1 Close 2411 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:22:10.155 [Sim]ESZ0-CME Auto-sent child from parent fill 2412 Limit 1 Buy 3516.5000000 Order Sent Sim1 Close 2411 -1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:22:10.156 [Sim]ESZ0-CME Auto-sent child from parent fill 2413 Stop 1 Buy 3522.5000000 Order Sent Sim1 Close 2411 -1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:22:10.157 [Sim]ESZ0-CME Simulated order accepted 2412 2412 Limit 1 Buy 3516.5000000 Open Sim1 Close 2411 -1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:22:10.158 [Sim]ESZ0-CME Simulated order accepted 2413 2413 Stop 1 Buy 3522.5000000 Open Sim1 Close 2411 -1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:22:36.892 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3521.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3522.25. Requested Quantity: 1 2413 2413 Stop 1 Buy 3522.5000000 Pending Modify Sim1 Close 2411 -1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:22:36.893 [Sim]ESZ0-CME Simulated order modify complete 2413 2413 Stop 1 Buy 3522.2500000 Open Sim1 Close 2411 -1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:23:44.470 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3521.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3522.00. Requested Quantity: 1 2413 2413 Stop 1 Buy 3522.2500000 Pending Modify Sim1 Close 2411 -1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:23:44.471 [Sim]ESZ0-CME Simulated order modify complete 2413 2413 Stop 1 Buy 3522.0000000 Open Sim1 Close 2411 -1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:23:45.370 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3520.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3521.75. Requested Quantity: 1 2413 2413 Stop 1 Buy 3522.0000000 Pending Modify Sim1 Close 2411 -1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:23:45.371 [Sim]ESZ0-CME Simulated order modify complete 2413 2413 Stop 1 Buy 3521.7500000 Open Sim1 Close 2411 -1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:23:47.186 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3520.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3520.75. Requested Quantity: 1 2413 2413 Stop 1 Buy 3521.7500000 Pending Modify Sim1 Close 2411 -1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:23:47.187 [Sim]ESZ0-CME Simulated order modify complete 2413 2413 Stop 1 Buy 3520.7500000 Open Sim1 Close 2411 -1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:23:47.188 [Sim]ESZ0-CME Trade simulation fill. Bid: 3520.50 Ask: 3521.00 Last: 3520.75 2413 2413 Stop 1 Buy 3520.7500000 Filled 3521.0000000 1 Sim1 Close 2411 -1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:23:47.190 [Sim]ESZ0-CME Canceling order due to sibling fill 2412 2412 Limit 1 Buy 3516.5000000 Pending Cancel Sim1 Close 2411 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:23:47.191 [Sim]ESZ0-CME Simulated order canceled 2412 2412 Limit 1 Buy 3516.5000000 Canceled Sim1 Close 2411 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:25:04.692 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3520.5 | AO=1. Attached Order | Client side OCO order 2415 Limit Buy 3515.5000000 Pending Child-Client Sim1 Close 2414 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:25:04.693 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3520.5 | AO=1. Attached Order | Client side OCO order 2416 Stop Buy 3521.5000000 Pending Child-Client Sim1 Close 2414 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:25:04.694 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3520.5 | AO=1 2414 Market 1 Sell Order Sent Sim1 Open SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:25:04.695 [Sim]ESZ0-CME Simulated order accepted 2414 2414 Market 1 Sell Open Sim1 Open SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:25:04.696 [Sim]ESZ0-CME Trade simulation fill. Bid: 3520.50 Ask: 3520.75 Last: 3520.50 2414 2414 Market 1 Sell Filled 3520.5000000 1 Sim1 Open SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:25:04.698 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3520.5 2416 Stop Buy 3521.5000000 Pending Child-Client Sim1 Close 2414 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:25:04.699 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3519.75 2416 Stop Buy 3521.5000000 Pending Child-Client Sim1 Close 2414 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:25:04.700 [Sim]ESZ0-CME Auto-sent child from parent fill 2415 Limit 1 Buy 3515.5000000 Order Sent Sim1 Close 2414 -1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:25:04.701 [Sim]ESZ0-CME Auto-sent child from parent fill 2416 Stop 1 Buy 3521.5000000 Order Sent Sim1 Close 2414 -1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:25:04.702 [Sim]ESZ0-CME Simulated order accepted 2415 2415 Limit 1 Buy 3515.5000000 Open Sim1 Close 2414 -1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:25:04.703 [Sim]ESZ0-CME Simulated order accepted 2416 2416 Stop 1 Buy 3521.5000000 Open Sim1 Close 2414 -1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:29:22.902 [Sim]ESZ0-CME Trade simulation fill. Bid: 3521.25 Ask: 3521.50 Last: 3521.50 2416 2416 Stop 1 Buy 3521.5000000 Filled 3521.5000000 1 Sim1 Close 2414 -1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:29:22.904 [Sim]ESZ0-CME Canceling order due to sibling fill 2415 2415 Limit 1 Buy 3515.5000000 Pending Cancel Sim1 Close 2414 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:29:22.905 [Sim]ESZ0-CME Simulated order canceled 2415 2415 Limit 1 Buy 3515.5000000 Canceled Sim1 Close 2414 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:29:30.894 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3521.75 | AO=1. Attached Order | Client side OCO order 2418 Limit Sell 3526.7500000 Pending Child-Client Sim1 Close 2417 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:29:30.895 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3521.75 | AO=1. Attached Order | Client side OCO order 2419 Stop Sell 3520.7500000 Pending Child-Client Sim1 Close 2417 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:29:30.896 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3521.75 | AO=1 2417 Market 1 Buy Order Sent Sim1 Open SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:29:30.897 [Sim]ESZ0-CME Simulated order accepted 2417 2417 Market 1 Buy Open Sim1 Open SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:29:30.898 [Sim]ESZ0-CME Trade simulation fill. Bid: 3521.50 Ask: 3521.75 Last: 3521.75 2417 2417 Market 1 Buy Filled 3521.7500000 1 Sim1 Open SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:29:30.900 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3521.75 2419 Stop Sell 3520.7500000 Pending Child-Client Sim1 Close 2417 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:29:30.901 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3522.5 2419 Stop Sell 3520.7500000 Pending Child-Client Sim1 Close 2417 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:29:30.902 [Sim]ESZ0-CME Auto-sent child from parent fill 2418 Limit 1 Sell 3526.7500000 Order Sent Sim1 Close 2417 1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:29:30.903 [Sim]ESZ0-CME Auto-sent child from parent fill 2419 Stop 1 Sell 3520.7500000 Order Sent Sim1 Close 2417 1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:29:30.904 [Sim]ESZ0-CME Simulated order accepted 2418 2418 Limit 1 Sell 3526.7500000 Open Sim1 Close 2417 1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:29:30.905 [Sim]ESZ0-CME Simulated order accepted 2419 2419 Stop 1 Sell 3520.7500000 Open Sim1 Close 2417 1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:29:36.395 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3522.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3522.50. Requested Quantity: 1 2419 2419 Stop 1 Sell 3520.7500000 Pending Modify Sim1 Close 2417 1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:29:36.396 [Sim]ESZ0-CME Simulated order modify complete 2419 2419 Stop 1 Sell 3522.5000000 Open Sim1 Close 2417 1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:29:36.397 [Sim]ESZ0-CME Trade simulation fill. Bid: 3522.25 Ask: 3522.75 Last: 3522.50 2419 2419 Stop 1 Sell 3522.5000000 Filled 3522.2500000 1 Sim1 Close 2417 1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:29:36.399 [Sim]ESZ0-CME Canceling order due to sibling fill 2418 2418 Limit 1 Sell 3526.7500000 Pending Cancel Sim1 Close 2417 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:29:36.400 [Sim]ESZ0-CME Simulated order canceled 2418 2418 Limit 1 Sell 3526.7500000 Canceled Sim1 Close 2417 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:30:50.380 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3521 | AO=1. Attached Order | Client side OCO order 2421 Limit Buy 3516.0000000 Pending Child-Client Sim1 Close 2420 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:30:50.381 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3521 | AO=1. Attached Order | Client side OCO order 2422 Stop Buy 3522.0000000 Pending Child-Client Sim1 Close 2420 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:30:50.382 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3521 | AO=1 2420 Market 1 Sell Order Sent Sim1 Open SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:30:50.383 [Sim]ESZ0-CME Simulated order accepted 2420 2420 Market 1 Sell Open Sim1 Open SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:30:50.384 [Sim]ESZ0-CME Trade simulation fill. Bid: 3521.00 Ask: 3521.25 Last: 3521.00 2420 2420 Market 1 Sell Filled 3521.0000000 1 Sim1 Open SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:30:50.386 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3521 2422 Stop Buy 3522.0000000 Pending Child-Client Sim1 Close 2420 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:30:50.387 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3520.75 2422 Stop Buy 3522.0000000 Pending Child-Client Sim1 Close 2420 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:30:50.388 [Sim]ESZ0-CME Auto-sent child from parent fill 2421 Limit 1 Buy 3516.0000000 Order Sent Sim1 Close 2420 -1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:30:50.389 [Sim]ESZ0-CME Auto-sent child from parent fill 2422 Stop 1 Buy 3522.0000000 Order Sent Sim1 Close 2420 -1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:30:50.390 [Sim]ESZ0-CME Simulated order accepted 2421 2421 Limit 1 Buy 3516.0000000 Open Sim1 Close 2420 -1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:30:50.391 [Sim]ESZ0-CME Simulated order accepted 2422 2422 Stop 1 Buy 3522.0000000 Open Sim1 Close 2420 -1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:31:15.092 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3520.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3520.25. Requested Quantity: 1 2422 2422 Stop 1 Buy 3522.0000000 Pending Modify Sim1 Close 2420 -1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:31:15.093 [Sim]ESZ0-CME Simulated order modify complete 2422 2422 Stop 1 Buy 3520.2500000 Open Sim1 Close 2420 -1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:31:15.094 [Sim]ESZ0-CME Trade simulation fill. Bid: 3520.75 Ask: 3521.00 Last: 3520.75 2422 2422 Stop 1 Buy 3520.2500000 Filled 3521.0000000 1 Sim1 Close 2420 -1 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:31:15.096 [Sim]ESZ0-CME Canceling order due to sibling fill 2421 2421 Limit 1 Buy 3516.0000000 Pending Cancel Sim1 Close 2420 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:31:15.097 [Sim]ESZ0-CME Simulated order canceled 2421 2421 Limit 1 Buy 3516.0000000 Canceled Sim1 Close 2420 SimpleTrailing.twconfig 0.00 Orders 2020-11-13 02:31:44.083 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3522 | AO=1. Attached Order | Client side OCO order 2424 Limit Sell 3524.0000000 Pending Child-Client Sim1 Close 2423 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:31:44.084 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3522 | AO=1. Attached Order | Client side OCO order 2425 Stop Sell 3520.0000000 Pending Child-Client Sim1 Close 2423 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:31:44.085 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3522 | AO=1 2423 Market 1 Buy Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:31:44.086 [Sim]ESZ0-CME Simulated order accepted 2423 2423 Market 1 Buy Open Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:31:44.087 [Sim]ESZ0-CME Trade simulation fill. Bid: 3521.75 Ask: 3522.00 Last: 3522.00 2423 2423 Market 1 Buy Filled 3522.0000000 1 Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:31:44.089 [Sim]ESZ0-CME Auto-sent child from parent fill 2424 Limit 1 Sell 3524.0000000 Order Sent Sim1 Close 2423 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:31:44.090 [Sim]ESZ0-CME Auto-sent child from parent fill 2425 Stop 1 Sell 3520.0000000 Order Sent Sim1 Close 2423 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:31:44.091 [Sim]ESZ0-CME Simulated order accepted 2424 2424 Limit 1 Sell 3524.0000000 Open Sim1 Close 2423 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:31:44.092 [Sim]ESZ0-CME Simulated order accepted 2425 2425 Stop 1 Sell 3520.0000000 Open Sim1 Close 2423 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:31:51.637 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3520.50. Requested Quantity: 1 2425 2425 Stop 1 Sell 3520.0000000 Pending Modify Sim1 Close 2423 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:31:51.638 [Sim]ESZ0-CME Simulated order modify complete 2425 2425 Stop 1 Sell 3520.5000000 Open Sim1 Close 2423 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:31:54.604 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3521.00. Requested Quantity: 1 2425 2425 Stop 1 Sell 3520.5000000 Pending Modify Sim1 Close 2423 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:31:54.605 [Sim]ESZ0-CME Simulated order modify complete 2425 2425 Stop 1 Sell 3521.0000000 Open Sim1 Close 2423 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:32:11.173 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification ignored. New price is the same during a price modify 2425 2425 Stop 1 Sell 3521.0000000 Open Sim1 Close 2423 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:32:28.744 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3521.25. Requested Quantity: 1 2425 2425 Stop 1 Sell 3521.0000000 Pending Modify Sim1 Close 2423 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:32:28.745 [Sim]ESZ0-CME Simulated order modify complete 2425 2425 Stop 1 Sell 3521.2500000 Open Sim1 Close 2423 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:32:30.744 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3521.50. Requested Quantity: 1 2425 2425 Stop 1 Sell 3521.2500000 Pending Modify Sim1 Close 2423 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:32:30.745 [Sim]ESZ0-CME Simulated order modify complete 2425 2425 Stop 1 Sell 3521.5000000 Open Sim1 Close 2423 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:32:39.636 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3521.75. Requested Quantity: 1 2425 2425 Stop 1 Sell 3521.5000000 Pending Modify Sim1 Close 2423 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:32:39.637 [Sim]ESZ0-CME Simulated order modify complete 2425 2425 Stop 1 Sell 3521.7500000 Open Sim1 Close 2423 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:32:52.487 [Sim]ESZ0-CME Trade simulation fill. Bid: 3521.75 Ask: 3522.00 Last: 3521.75 2425 2425 Stop 1 Sell 3521.7500000 Filled 3521.7500000 1 Sim1 Close 2423 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:32:52.489 [Sim]ESZ0-CME Canceling order due to sibling fill 2424 2424 Limit 1 Sell 3524.0000000 Pending Cancel Sim1 Close 2423 SimpleBracket.twconfig 0.00 Orders 2020-11-13 02:32:52.490 [Sim]ESZ0-CME Simulated order canceled 2424 2424 Limit 1 Sell 3524.0000000 Canceled Sim1 Close 2423 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:48:07.418 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3562.25 | AO=1. Attached Order | Client side OCO order 2430 Limit Sell 3564.2500000 Pending Child-Client Sim1 Close 2429 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:48:07.419 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3562.25 | AO=1. Attached Order | Client side OCO order 2431 Stop Sell 3560.2500000 Pending Child-Client Sim1 Close 2429 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:48:07.420 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3562.25 | AO=1 2429 Market 1 Buy Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:48:07.421 [Sim]ESZ0-CME Simulated order accepted 2429 2429 Market 1 Buy Open Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:48:07.422 [Sim]ESZ0-CME Trade simulation fill. Bid: 3562.00 Ask: 3562.25 Last: 3562.25 2429 2429 Market 1 Buy Filled 3562.2500000 1 Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:48:07.424 [Sim]ESZ0-CME Auto-sent child from parent fill 2430 Limit 1 Sell 3564.2500000 Order Sent Sim1 Close 2429 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:48:07.425 [Sim]ESZ0-CME Auto-sent child from parent fill 2431 Stop 1 Sell 3560.2500000 Order Sent Sim1 Close 2429 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:48:07.426 [Sim]ESZ0-CME Simulated order accepted 2430 2430 Limit 1 Sell 3564.2500000 Open Sim1 Close 2429 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:48:07.427 [Sim]ESZ0-CME Simulated order accepted 2431 2431 Stop 1 Sell 3560.2500000 Open Sim1 Close 2429 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:48:18.365 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3560.50. Requested Quantity: 1 2431 2431 Stop 1 Sell 3560.2500000 Pending Modify Sim1 Close 2429 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:48:18.366 [Sim]ESZ0-CME Simulated order modify complete 2431 2431 Stop 1 Sell 3560.5000000 Open Sim1 Close 2429 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:48:38.875 [Sim]ESZ0-CME Trade simulation fill. Bid: 3560.50 Ask: 3560.75 Last: 3560.50 2431 2431 Stop 1 Sell 3560.5000000 Filled 3560.5000000 1 Sim1 Close 2429 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:48:38.877 [Sim]ESZ0-CME Canceling order due to sibling fill 2430 2430 Limit 1 Sell 3564.2500000 Pending Cancel Sim1 Close 2429 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:48:38.878 [Sim]ESZ0-CME Simulated order canceled 2430 2430 Limit 1 Sell 3564.2500000 Canceled Sim1 Close 2429 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:52:30.943 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3559.75 | AO=1. Attached Order | Client side OCO order 2433 Limit Buy 3557.5000000 Pending Child-Client Sim1 Close 2432 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:52:30.944 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3559.75 | AO=1. Attached Order | Client side OCO order 2434 Stop Buy 3561.5000000 Pending Child-Client Sim1 Close 2432 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:52:30.945 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3559.75 | AO=1 2432 Market 1 Sell Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:52:30.946 [Sim]ESZ0-CME Simulated order accepted 2432 2432 Market 1 Sell Open Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:52:30.947 [Sim]ESZ0-CME Trade simulation fill. Bid: 3559.50 Ask: 3559.75 Last: 3559.75 2432 2432 Market 1 Sell Filled 3559.5000000 1 Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:52:30.949 [Sim]ESZ0-CME Auto-sent child from parent fill 2433 Limit 1 Buy 3557.5000000 Order Sent Sim1 Close 2432 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:52:30.950 [Sim]ESZ0-CME Auto-sent child from parent fill 2434 Stop 1 Buy 3561.5000000 Order Sent Sim1 Close 2432 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:52:30.951 [Sim]ESZ0-CME Simulated order accepted 2433 2433 Limit 1 Buy 3557.5000000 Open Sim1 Close 2432 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:52:30.952 [Sim]ESZ0-CME Simulated order accepted 2434 2434 Stop 1 Buy 3561.5000000 Open Sim1 Close 2432 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:54:02.456 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3559.75. Requested Quantity: 1 2434 2434 Stop 1 Buy 3561.5000000 Pending Modify Sim1 Close 2432 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:54:02.457 [Sim]ESZ0-CME Simulated order modify complete 2434 2434 Stop 1 Buy 3559.7500000 Open Sim1 Close 2432 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:54:04.465 [Sim]ESZ0-CME Trade simulation fill. Bid: 3559.50 Ask: 3559.75 Last: 3559.75 2434 2434 Stop 1 Buy 3559.7500000 Filled 3559.7500000 1 Sim1 Close 2432 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:54:04.467 [Sim]ESZ0-CME Canceling order due to sibling fill 2433 2433 Limit 1 Buy 3557.5000000 Pending Cancel Sim1 Close 2432 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:54:04.468 [Sim]ESZ0-CME Simulated order canceled 2433 2433 Limit 1 Buy 3557.5000000 Canceled Sim1 Close 2432 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:55:24.655 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3561.5 | AO=1. Attached Order | Client side OCO order 2436 Limit Sell 3563.7500000 Pending Child-Client Sim1 Close 2435 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:55:24.656 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3561.5 | AO=1. Attached Order | Client side OCO order 2437 Stop Sell 3559.7500000 Pending Child-Client Sim1 Close 2435 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:55:24.657 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3561.5 | AO=1 2435 Market 1 Buy Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:55:24.658 [Sim]ESZ0-CME Simulated order accepted 2435 2435 Market 1 Buy Open Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:55:24.659 [Sim]ESZ0-CME Trade simulation fill. Bid: 3561.25 Ask: 3561.75 Last: 3561.50 2435 2435 Market 1 Buy Filled 3561.7500000 1 Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:55:24.661 [Sim]ESZ0-CME Auto-sent child from parent fill 2436 Limit 1 Sell 3563.7500000 Order Sent Sim1 Close 2435 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:55:24.662 [Sim]ESZ0-CME Auto-sent child from parent fill 2437 Stop 1 Sell 3559.7500000 Order Sent Sim1 Close 2435 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:55:24.663 [Sim]ESZ0-CME Simulated order accepted 2436 2436 Limit 1 Sell 3563.7500000 Open Sim1 Close 2435 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:55:24.664 [Sim]ESZ0-CME Simulated order accepted 2437 2437 Stop 1 Sell 3559.7500000 Open Sim1 Close 2435 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:57:00.024 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3561.75. Requested Quantity: 1 2437 2437 Stop 1 Sell 3559.7500000 Pending Modify Sim1 Close 2435 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:57:00.025 [Sim]ESZ0-CME Simulated order modify complete 2437 2437 Stop 1 Sell 3561.7500000 Open Sim1 Close 2435 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:57:05.529 [Sim]ESZ0-CME Trade simulation fill. Bid: 3561.75 Ask: 3562.00 Last: 3561.75 2437 2437 Stop 1 Sell 3561.7500000 Filled 3561.7500000 1 Sim1 Close 2435 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:57:05.531 [Sim]ESZ0-CME Canceling order due to sibling fill 2436 2436 Limit 1 Sell 3563.7500000 Pending Cancel Sim1 Close 2435 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:57:05.532 [Sim]ESZ0-CME Simulated order canceled 2436 2436 Limit 1 Sell 3563.7500000 Canceled Sim1 Close 2435 SimpleBracket.twconfig 0.00 Orders 2020-11-13 14:57:06.017 [Sim]ESZ0-CME Order modification failed (InternalOrderID) | Unable to modify order because it is no longer working 2436 2436 Limit 1 Sell 3563.7500000 Canceled Sim1 Close 2435 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:17:47.182 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3552.75 | AO=1. Attached Order | Client side OCO order 2439 Limit Buy 3549.5000000 Pending Child-Client Sim1 Close 2438 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:17:47.183 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3552.75 | AO=1. Attached Order | Client side OCO order 2440 Stop Buy 3554.0000000 Pending Child-Client Sim1 Close 2438 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:17:47.184 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3552.75 | AO=1 2438 Market 1 Sell Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:17:47.185 [Sim]ESZ0-CME Simulated order accepted 2438 2438 Market 1 Sell Open Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:17:47.186 [Sim]ESZ0-CME Trade simulation fill. Bid: 3552.50 Ask: 3553.00 Last: 3552.75 2438 2438 Market 1 Sell Filled 3552.5000000 1 Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:17:47.188 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3552.5 2440 Stop Buy 3554.0000000 Pending Child-Client Sim1 Close 2438 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:17:47.189 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3550 2440 Stop Buy 3554.0000000 Pending Child-Client Sim1 Close 2438 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:17:47.190 [Sim]ESZ0-CME Auto-sent child from parent fill 2439 Limit 1 Buy 3549.5000000 Order Sent Sim1 Close 2438 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:17:47.191 [Sim]ESZ0-CME Auto-sent child from parent fill 2440 Stop 1 Buy 3554.0000000 Order Sent Sim1 Close 2438 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:17:47.192 [Sim]ESZ0-CME Simulated order accepted 2439 2439 Limit 1 Buy 3549.5000000 Open Sim1 Close 2438 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:17:47.193 [Sim]ESZ0-CME Simulated order accepted 2440 2440 Stop 1 Buy 3554.0000000 Open Sim1 Close 2438 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:18:21.912 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3552.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3553.75. Requested Quantity: 1 2440 2440 Stop 1 Buy 3554.0000000 Pending Modify Sim1 Close 2438 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:18:21.913 [Sim]ESZ0-CME Simulated order modify complete 2440 2440 Stop 1 Buy 3553.7500000 Open Sim1 Close 2438 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:18:24.924 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3552.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3553.50. Requested Quantity: 1 2440 2440 Stop 1 Buy 3553.7500000 Pending Modify Sim1 Close 2438 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:18:24.925 [Sim]ESZ0-CME Simulated order modify complete 2440 2440 Stop 1 Buy 3553.5000000 Open Sim1 Close 2438 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:18:32.396 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3551.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3553.25. Requested Quantity: 1 2440 2440 Stop 1 Buy 3553.5000000 Pending Modify Sim1 Close 2438 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:18:32.397 [Sim]ESZ0-CME Simulated order modify complete 2440 2440 Stop 1 Buy 3553.2500000 Open Sim1 Close 2438 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:18:32.398 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3551.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3553.00. Requested Quantity: 1 2440 2440 Stop 1 Buy 3553.2500000 Pending Modify Sim1 Close 2438 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:18:32.399 [Sim]ESZ0-CME Simulated order modify complete 2440 2440 Stop 1 Buy 3553.0000000 Open Sim1 Close 2438 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:18:32.400 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3551.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3552.75. Requested Quantity: 1 2440 2440 Stop 1 Buy 3553.0000000 Pending Modify Sim1 Close 2438 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:18:32.401 [Sim]ESZ0-CME Simulated order modify complete 2440 2440 Stop 1 Buy 3552.7500000 Open Sim1 Close 2438 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:18:32.402 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3551.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3552.50. Requested Quantity: 1 2440 2440 Stop 1 Buy 3552.7500000 Pending Modify Sim1 Close 2438 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:18:32.403 [Sim]ESZ0-CME Simulated order modify complete 2440 2440 Stop 1 Buy 3552.5000000 Open Sim1 Close 2438 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:18:39.940 [Sim]ESZ0-CME Trade simulation fill. Bid: 3552.25 Ask: 3552.50 Last: 3552.50 2440 2440 Stop 1 Buy 3552.5000000 Filled 3552.5000000 1 Sim1 Close 2438 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:18:39.942 [Sim]ESZ0-CME Canceling order due to sibling fill 2439 2439 Limit 1 Buy 3549.5000000 Pending Cancel Sim1 Close 2438 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:18:39.943 [Sim]ESZ0-CME Simulated order canceled 2439 2439 Limit 1 Buy 3549.5000000 Canceled Sim1 Close 2438 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:43:40.600 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3558 | AO=1. Attached Order | Client side OCO order 2442 Limit Sell 3563.5000000 Pending Child-Client Sim1 Close 2441 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:43:40.601 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3558 | AO=1. Attached Order | Client side OCO order 2443 Stop Sell 3556.5000000 Pending Child-Client Sim1 Close 2441 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:43:40.602 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3558 | AO=1 2441 Market 1 Buy Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:43:40.603 [Sim]ESZ0-CME Simulated order accepted 2441 2441 Market 1 Buy Open Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:43:40.604 [Sim]ESZ0-CME Trade simulation fill. Bid: 3557.50 Ask: 3558.00 Last: 3558.00 2441 2441 Market 1 Buy Filled 3558.0000000 1 Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:43:40.606 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3558 2443 Stop Sell 3556.5000000 Pending Child-Client Sim1 Close 2441 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:43:40.607 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3560.5 2443 Stop Sell 3556.5000000 Pending Child-Client Sim1 Close 2441 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:43:40.608 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3558 2443 Stop Sell 3556.5000000 Pending Child-Client Sim1 Close 2441 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:43:40.609 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3558.5 2443 Stop Sell 3556.5000000 Pending Child-Client Sim1 Close 2441 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:43:40.610 [Sim]ESZ0-CME Auto-sent child from parent fill 2442 Limit 1 Sell 3563.5000000 Order Sent Sim1 Close 2441 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:43:40.611 [Sim]ESZ0-CME Auto-sent child from parent fill 2443 Stop 1 Sell 3556.5000000 Order Sent Sim1 Close 2441 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:43:40.612 [Sim]ESZ0-CME Simulated order accepted 2442 2442 Limit 1 Sell 3563.5000000 Open Sim1 Close 2441 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:43:40.613 [Sim]ESZ0-CME Simulated order accepted 2443 2443 Stop 1 Sell 3556.5000000 Open Sim1 Close 2441 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:46:02.137 [Sim]ESZ0-CME Trade simulation fill. Bid: 3556.50 Ask: 3556.75 Last: 3556.50 2443 2443 Stop 1 Sell 3556.5000000 Filled 3556.5000000 1 Sim1 Close 2441 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:46:02.139 [Sim]ESZ0-CME Canceling order due to sibling fill 2442 2442 Limit 1 Sell 3563.5000000 Pending Cancel Sim1 Close 2441 SimpleBracket.twconfig 0.00 Orders 2020-11-13 15:46:02.140 [Sim]ESZ0-CME Simulated order canceled 2442 2442 Limit 1 Sell 3563.5000000 Canceled Sim1 Close 2441 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:16:57.494 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3559.25 | AO=1. Attached Order | Client side OCO order 2445 Limit Sell 3565.0000000 Pending Child-Client Sim1 Close 2444 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:16:57.495 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3559.25 | AO=1. Attached Order | Client side OCO order 2446 Stop Sell 3558.0000000 Pending Child-Client Sim1 Close 2444 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:16:57.496 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3559.25 | AO=1 2444 Market 1 Buy Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:16:57.497 [Sim]ESZ0-CME Simulated order accepted 2444 2444 Market 1 Buy Open Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:16:57.498 [Sim]ESZ0-CME Trade simulation fill. Bid: 3559.25 Ask: 3559.50 Last: 3559.25 2444 2444 Market 1 Buy Filled 3559.5000000 1 Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:16:57.500 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3559.5 2446 Stop Sell 3558.0000000 Pending Child-Client Sim1 Close 2444 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:16:57.501 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3562 2446 Stop Sell 3558.0000000 Pending Child-Client Sim1 Close 2444 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:16:57.502 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3559.5 2446 Stop Sell 3558.0000000 Pending Child-Client Sim1 Close 2444 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:16:57.503 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3560 2446 Stop Sell 3558.0000000 Pending Child-Client Sim1 Close 2444 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:16:57.504 [Sim]ESZ0-CME Auto-sent child from parent fill 2445 Limit 1 Sell 3565.0000000 Order Sent Sim1 Close 2444 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:16:57.505 [Sim]ESZ0-CME Auto-sent child from parent fill 2446 Stop 1 Sell 3558.0000000 Order Sent Sim1 Close 2444 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:16:57.506 [Sim]ESZ0-CME Simulated order accepted 2445 2445 Limit 1 Sell 3565.0000000 Open Sim1 Close 2444 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:16:57.507 [Sim]ESZ0-CME Simulated order accepted 2446 2446 Stop 1 Sell 3558.0000000 Open Sim1 Close 2444 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:17:01.421 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3559.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3558.25. Requested Quantity: 1 2446 2446 Stop 1 Sell 3558.0000000 Pending Modify Sim1 Close 2444 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:17:01.422 [Sim]ESZ0-CME Simulated order modify complete 2446 2446 Stop 1 Sell 3558.2500000 Open Sim1 Close 2444 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:17:01.923 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3560.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3558.50. Requested Quantity: 1 2446 2446 Stop 1 Sell 3558.2500000 Pending Modify Sim1 Close 2444 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:17:01.924 [Sim]ESZ0-CME Simulated order modify complete 2446 2446 Stop 1 Sell 3558.5000000 Open Sim1 Close 2444 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:17:10.420 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3560.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3558.75. Requested Quantity: 1 2446 2446 Stop 1 Sell 3558.5000000 Pending Modify Sim1 Close 2444 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:17:10.421 [Sim]ESZ0-CME Simulated order modify complete 2446 2446 Stop 1 Sell 3558.7500000 Open Sim1 Close 2444 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:17:10.422 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3560.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3559.00. Requested Quantity: 1 2446 2446 Stop 1 Sell 3558.7500000 Pending Modify Sim1 Close 2444 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:17:10.423 [Sim]ESZ0-CME Simulated order modify complete 2446 2446 Stop 1 Sell 3559.0000000 Open Sim1 Close 2444 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:17:13.923 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3560.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3559.25. Requested Quantity: 1 2446 2446 Stop 1 Sell 3559.0000000 Pending Modify Sim1 Close 2444 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:17:13.924 [Sim]ESZ0-CME Simulated order modify complete 2446 2446 Stop 1 Sell 3559.2500000 Open Sim1 Close 2444 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:17:51.922 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3561.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3559.50. Requested Quantity: 1 2446 2446 Stop 1 Sell 3559.2500000 Pending Modify Sim1 Close 2444 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:17:51.923 [Sim]ESZ0-CME Simulated order modify complete 2446 2446 Stop 1 Sell 3559.5000000 Open Sim1 Close 2444 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:18:23.454 [Sim]ESZ0-CME Trade simulation fill. Bid: 3559.50 Ask: 3559.75 Last: 3559.50 2446 2446 Stop 1 Sell 3559.5000000 Filled 3559.5000000 1 Sim1 Close 2444 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:18:23.456 [Sim]ESZ0-CME Canceling order due to sibling fill 2445 2445 Limit 1 Sell 3565.0000000 Pending Cancel Sim1 Close 2444 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:18:23.457 [Sim]ESZ0-CME Simulated order canceled 2445 2445 Limit 1 Sell 3565.0000000 Canceled Sim1 Close 2444 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:42:48.528 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3561.75 | AO=1. Attached Order | Client side OCO order 2448 Limit Sell 3567.2500000 Pending Child-Client Sim1 Close 2447 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:42:48.529 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3561.75 | AO=1. Attached Order | Client side OCO order 2449 Stop Sell 3560.2500000 Pending Child-Client Sim1 Close 2447 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:42:48.530 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3561.75 | AO=1 2447 Market 1 Buy Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:42:48.531 [Sim]ESZ0-CME Simulated order accepted 2447 2447 Market 1 Buy Open Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:42:48.532 [Sim]ESZ0-CME Trade simulation fill. Bid: 3561.50 Ask: 3561.75 Last: 3561.75 2447 2447 Market 1 Buy Filled 3561.7500000 1 Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:42:48.534 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3561.75 2449 Stop Sell 3560.2500000 Pending Child-Client Sim1 Close 2447 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:42:48.535 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3564.25 2449 Stop Sell 3560.2500000 Pending Child-Client Sim1 Close 2447 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:42:48.536 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3561.75 2449 Stop Sell 3560.2500000 Pending Child-Client Sim1 Close 2447 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:42:48.537 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3562.25 2449 Stop Sell 3560.2500000 Pending Child-Client Sim1 Close 2447 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:42:48.538 [Sim]ESZ0-CME Auto-sent child from parent fill 2448 Limit 1 Sell 3567.2500000 Order Sent Sim1 Close 2447 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:42:48.539 [Sim]ESZ0-CME Auto-sent child from parent fill 2449 Stop 1 Sell 3560.2500000 Order Sent Sim1 Close 2447 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:42:48.540 [Sim]ESZ0-CME Simulated order accepted 2448 2448 Limit 1 Sell 3567.2500000 Open Sim1 Close 2447 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:42:48.541 [Sim]ESZ0-CME Simulated order accepted 2449 2449 Stop 1 Sell 3560.2500000 Open Sim1 Close 2447 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:42:53.022 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3562.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3560.50. Requested Quantity: 1 2449 2449 Stop 1 Sell 3560.2500000 Pending Modify Sim1 Close 2447 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:42:53.023 [Sim]ESZ0-CME Simulated order modify complete 2449 2449 Stop 1 Sell 3560.5000000 Open Sim1 Close 2447 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:43:02.457 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3562.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3560.75. Requested Quantity: 1 2449 2449 Stop 1 Sell 3560.5000000 Pending Modify Sim1 Close 2447 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:43:02.458 [Sim]ESZ0-CME Simulated order modify complete 2449 2449 Stop 1 Sell 3560.7500000 Open Sim1 Close 2447 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:44:05.013 [Sim]ESZ0-CME Trade simulation fill. Bid: 3560.75 Ask: 3561.00 Last: 3560.75 2449 2449 Stop 1 Sell 3560.7500000 Filled 3560.7500000 1 Sim1 Close 2447 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:44:05.015 [Sim]ESZ0-CME Canceling order due to sibling fill 2448 2448 Limit 1 Sell 3567.2500000 Pending Cancel Sim1 Close 2447 SimpleBracket.twconfig 0.00 Orders 2020-11-13 16:44:05.016 [Sim]ESZ0-CME Simulated order canceled 2448 2448 Limit 1 Sell 3567.2500000 Canceled Sim1 Close 2447 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:16:34.076 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3562.5 | AO=1. Attached Order | Client side OCO order 2451 Limit Buy 3557.0000000 Pending Child-Client Sim1 Close 2450 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:16:34.077 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3562.5 | AO=1. Attached Order | Client side OCO order 2452 Stop Buy 3564.0000000 Pending Child-Client Sim1 Close 2450 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:16:34.078 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3562.5 | AO=1 2450 Market 1 Sell Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:16:34.079 [Sim]ESZ0-CME Simulated order accepted 2450 2450 Market 1 Sell Open Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:16:34.080 [Sim]ESZ0-CME Trade simulation fill. Bid: 3562.50 Ask: 3562.75 Last: 3562.50 2450 2450 Market 1 Sell Filled 3562.5000000 1 Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:16:34.082 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3562.5 2452 Stop Buy 3564.0000000 Pending Child-Client Sim1 Close 2450 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:16:34.083 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3560 2452 Stop Buy 3564.0000000 Pending Child-Client Sim1 Close 2450 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:16:34.084 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3562.5 2452 Stop Buy 3564.0000000 Pending Child-Client Sim1 Close 2450 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:16:34.085 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3562 2452 Stop Buy 3564.0000000 Pending Child-Client Sim1 Close 2450 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:16:34.086 [Sim]ESZ0-CME Auto-sent child from parent fill 2451 Limit 1 Buy 3557.0000000 Order Sent Sim1 Close 2450 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:16:34.087 [Sim]ESZ0-CME Auto-sent child from parent fill 2452 Stop 1 Buy 3564.0000000 Order Sent Sim1 Close 2450 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:16:34.088 [Sim]ESZ0-CME Simulated order accepted 2451 2451 Limit 1 Buy 3557.0000000 Open Sim1 Close 2450 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:16:34.089 [Sim]ESZ0-CME Simulated order accepted 2452 2452 Stop 1 Buy 3564.0000000 Open Sim1 Close 2450 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:16:53.772 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3562.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3563.75. Requested Quantity: 1 2452 2452 Stop 1 Buy 3564.0000000 Pending Modify Sim1 Close 2450 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:16:53.773 [Sim]ESZ0-CME Simulated order modify complete 2452 2452 Stop 1 Buy 3563.7500000 Open Sim1 Close 2450 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:18:24.356 [Sim]ESZ0-CME Trade simulation fill. Bid: 3563.50 Ask: 3563.75 Last: 3563.75 2452 2452 Stop 1 Buy 3563.7500000 Filled 3563.7500000 1 Sim1 Close 2450 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:18:24.358 [Sim]ESZ0-CME Canceling order due to sibling fill 2451 2451 Limit 1 Buy 3557.0000000 Pending Cancel Sim1 Close 2450 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:18:24.359 [Sim]ESZ0-CME Simulated order canceled 2451 2451 Limit 1 Buy 3557.0000000 Canceled Sim1 Close 2450 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:18:36.564 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3564 | AO=1. Attached Order | Client side OCO order 2454 Limit Sell 3569.5000000 Pending Child-Client Sim1 Close 2453 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:18:36.565 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3564 | AO=1. Attached Order | Client side OCO order 2455 Stop Sell 3562.5000000 Pending Child-Client Sim1 Close 2453 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:18:36.566 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3564 | AO=1 2453 Market 1 Buy Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:18:36.567 [Sim]ESZ0-CME Simulated order accepted 2453 2453 Market 1 Buy Open Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:18:36.568 [Sim]ESZ0-CME Trade simulation fill. Bid: 3563.75 Ask: 3564.00 Last: 3564.00 2453 2453 Market 1 Buy Filled 3564.0000000 1 Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:18:36.570 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3564 2455 Stop Sell 3562.5000000 Pending Child-Client Sim1 Close 2453 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:18:36.571 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3566.5 2455 Stop Sell 3562.5000000 Pending Child-Client Sim1 Close 2453 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:18:36.572 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3564 2455 Stop Sell 3562.5000000 Pending Child-Client Sim1 Close 2453 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:18:36.573 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3564.5 2455 Stop Sell 3562.5000000 Pending Child-Client Sim1 Close 2453 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:18:36.574 [Sim]ESZ0-CME Auto-sent child from parent fill 2454 Limit 1 Sell 3569.5000000 Order Sent Sim1 Close 2453 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:18:36.575 [Sim]ESZ0-CME Auto-sent child from parent fill 2455 Stop 1 Sell 3562.5000000 Order Sent Sim1 Close 2453 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:18:36.576 [Sim]ESZ0-CME Simulated order accepted 2454 2454 Limit 1 Sell 3569.5000000 Open Sim1 Close 2453 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:18:36.577 [Sim]ESZ0-CME Simulated order accepted 2455 2455 Stop 1 Sell 3562.5000000 Open Sim1 Close 2453 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:18:42.353 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3564.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3562.75. Requested Quantity: 1 2455 2455 Stop 1 Sell 3562.5000000 Pending Modify Sim1 Close 2453 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:18:42.354 [Sim]ESZ0-CME Simulated order modify complete 2455 2455 Stop 1 Sell 3562.7500000 Open Sim1 Close 2453 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:19:12.354 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3564.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3563.00. Requested Quantity: 1 2455 2455 Stop 1 Sell 3562.7500000 Pending Modify Sim1 Close 2453 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:19:12.355 [Sim]ESZ0-CME Simulated order modify complete 2455 2455 Stop 1 Sell 3563.0000000 Open Sim1 Close 2453 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:19:22.354 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3564.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3563.25. Requested Quantity: 1 2455 2455 Stop 1 Sell 3563.0000000 Pending Modify Sim1 Close 2453 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:19:22.355 [Sim]ESZ0-CME Simulated order modify complete 2455 2455 Stop 1 Sell 3563.2500000 Open Sim1 Close 2453 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:19:48.369 [Sim]ESZ0-CME Trade simulation fill. Bid: 3563.25 Ask: 3563.50 Last: 3563.25 2455 2455 Stop 1 Sell 3563.2500000 Filled 3563.2500000 1 Sim1 Close 2453 1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:19:48.371 [Sim]ESZ0-CME Canceling order due to sibling fill 2454 2454 Limit 1 Sell 3569.5000000 Pending Cancel Sim1 Close 2453 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:19:48.372 [Sim]ESZ0-CME Simulated order canceled 2454 2454 Limit 1 Sell 3569.5000000 Canceled Sim1 Close 2453 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:21:48.140 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3562.5 | AO=1. Attached Order | Client side OCO order 2457 Limit Buy 3556.7500000 Pending Child-Client Sim1 Close 2456 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:21:48.141 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3562.5 | AO=1. Attached Order | Client side OCO order 2458 Stop Buy 3563.7500000 Pending Child-Client Sim1 Close 2456 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:21:48.142 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3562.5 | AO=1 2456 Market 1 Sell Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:21:48.143 [Sim]ESZ0-CME Simulated order accepted 2456 2456 Market 1 Sell Open Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:21:48.144 [Sim]ESZ0-CME Trade simulation fill. Bid: 3562.25 Ask: 3562.50 Last: 3562.50 2456 2456 Market 1 Sell Filled 3562.2500000 1 Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:21:48.146 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3562.25 2458 Stop Buy 3563.7500000 Pending Child-Client Sim1 Close 2456 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:21:48.147 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3559.75 2458 Stop Buy 3563.7500000 Pending Child-Client Sim1 Close 2456 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:21:48.148 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3562.25 2458 Stop Buy 3563.7500000 Pending Child-Client Sim1 Close 2456 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:21:48.149 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3561.75 2458 Stop Buy 3563.7500000 Pending Child-Client Sim1 Close 2456 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:21:48.150 [Sim]ESZ0-CME Auto-sent child from parent fill 2457 Limit 1 Buy 3556.7500000 Order Sent Sim1 Close 2456 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:21:48.151 [Sim]ESZ0-CME Auto-sent child from parent fill 2458 Stop 1 Buy 3563.7500000 Order Sent Sim1 Close 2456 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:21:48.152 [Sim]ESZ0-CME Simulated order accepted 2457 2457 Limit 1 Buy 3556.7500000 Open Sim1 Close 2456 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:21:48.153 [Sim]ESZ0-CME Simulated order accepted 2458 2458 Stop 1 Buy 3563.7500000 Open Sim1 Close 2456 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:22:22.659 [Sim]ZBZ0-CBOT ZBZ0-CBOT 233 Trades #2 | User order entry | Last: 172.3125 | AO=1. Attached Order | Client side OCO order 2460 Limit Buy 171.5937500 Pending Child-Client Sim1 Close 2459 0.00 Orders 2020-11-13 17:22:22.667 [Sim]ZBZ0-CBOT ZBZ0-CBOT 233 Trades #2 | User order entry | Last: 172.3125 | AO=1. Attached Order | Client side OCO order 2461 Triggered Step Trail Stop Buy 172.5937500 Pending Child-Client Sim1 Close 2459 0.00 Orders 2020-11-13 17:22:22.668 [Sim]ZBZ0-CBOT ZBZ0-CBOT 233 Trades #2 | User order entry | Last: 172.3125 | AO=1 2459 Market 1 Sell Order Sent Sim1 Open 0.00 Orders 2020-11-13 17:22:22.669 [Sim]ZBZ0-CBOT Simulated order accepted 2459 2459 Market 1 Sell Open Sim1 Open 0.00 Orders 2020-11-13 17:22:22.670 [Sim]ZBZ0-CBOT Trade simulation fill. Bid: 172.28125 Ask: 172.31250 Last: 172.31250 2459 2459 Market 1 Sell Filled 172.2812500 1 Sim1 Open 0.00 Orders 2020-11-13 17:22:22.672 [Sim]ZBZ0-CBOT Auto-sent child from parent fill 2460 Limit 1 Buy 171.5937500 Order Sent Sim1 Close 2459 -1 0.00 Orders 2020-11-13 17:22:22.673 [Sim]ZBZ0-CBOT Auto-sent child from parent fill 2461 Triggered Step Trail Stop 1 Buy 172.5937500 Order Sent Sim1 Close 2459 -1 0.00 Orders 2020-11-13 17:22:22.674 [Sim]ZBZ0-CBOT Simulated order accepted 2460 2460 Limit 1 Buy 171.5937500 Open Sim1 Close 2459 -1 0.00 Orders 2020-11-13 17:22:22.675 [Sim]ZBZ0-CBOT Simulated order accepted 2461 2461 Triggered Step Trail Stop 1 Buy 172.5937500 Open Sim1 Close 2459 -1 0.00 Orders 2020-11-13 17:22:38.356 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3562.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3563.50. Requested Quantity: 1 2458 2458 Stop 1 Buy 3563.7500000 Pending Modify Sim1 Close 2456 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:22:38.357 [Sim]ESZ0-CME Simulated order modify complete 2458 2458 Stop 1 Buy 3563.5000000 Open Sim1 Close 2456 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:22:43.730 [Sim]ZBZ0-CBOT ZBZ0-CBOT 233 Trades #2 | User order modification. Requested Price: 172.43750. Requested Quantity: 1 2461 2461 Triggered Step Trail Stop 1 Buy 172.5937500 Pending Modify Sim1 Close 2459 -1 0.00 Orders 2020-11-13 17:22:43.731 [Sim]ZBZ0-CBOT Simulated order modify complete 2461 2461 Triggered Step Trail Stop 1 Buy 172.4375000 Open Sim1 Close 2459 -1 0.00 Orders 2020-11-13 17:22:49.349 [Sim]ZBZ0-CBOT ZBZ0-CBOT 233 Trades #2 | User order modification. Requested Price: 172.37500. Requested Quantity: 1 2461 2461 Triggered Step Trail Stop 1 Buy 172.4375000 Pending Modify Sim1 Close 2459 -1 0.00 Orders 2020-11-13 17:22:49.350 [Sim]ZBZ0-CBOT Simulated order modify complete 2461 2461 Triggered Step Trail Stop 1 Buy 172.3750000 Open Sim1 Close 2459 -1 0.00 Orders 2020-11-13 17:23:13.675 [Sim]ZBZ0-CBOT ZBZ0-CBOT 233 Trades #2 | User order modification. Requested Price: 172.12500. Requested Quantity: 1 2460 2460 Limit 1 Buy 171.5937500 Pending Modify Sim1 Close 2459 -1 0.00 Orders 2020-11-13 17:23:13.676 [Sim]ZBZ0-CBOT Simulated order modify complete 2460 2460 Limit 1 Buy 172.1250000 Open Sim1 Close 2459 -1 0.00 Orders 2020-11-13 17:24:02.871 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3561.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3563.25. Requested Quantity: 1 2458 2458 Stop 1 Buy 3563.5000000 Pending Modify Sim1 Close 2456 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:24:02.872 [Sim]ESZ0-CME Simulated order modify complete 2458 2458 Stop 1 Buy 3563.2500000 Open Sim1 Close 2456 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:24:10.892 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3561.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3563.00. Requested Quantity: 1 2458 2458 Stop 1 Buy 3563.2500000 Pending Modify Sim1 Close 2456 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:24:10.893 [Sim]ESZ0-CME Simulated order modify complete 2458 2458 Stop 1 Buy 3563.0000000 Open Sim1 Close 2456 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:25:24.372 [Sim]ESZ0-CME Trade simulation fill. Bid: 3562.75 Ask: 3563.00 Last: 3563.00 2458 2458 Stop 1 Buy 3563.0000000 Filled 3563.0000000 1 Sim1 Close 2456 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:25:24.374 [Sim]ESZ0-CME Canceling order due to sibling fill 2457 2457 Limit 1 Buy 3556.7500000 Pending Cancel Sim1 Close 2456 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:25:24.375 [Sim]ESZ0-CME Simulated order canceled 2457 2457 Limit 1 Buy 3556.7500000 Canceled Sim1 Close 2456 SimpleBracket.twconfig 0.00 Orders 2020-11-13 17:26:18.049 [Sim]ZBZ0-CBOT ZBZ0-CBOT 233 Trades #2 | User order modification. Requested Price: 172.25000. Requested Quantity: 1 2461 2461 Triggered Step Trail Stop 1 Buy 172.3750000 Pending Modify Sim1 Close 2459 -1 0.00 Orders 2020-11-13 17:26:18.050 [Sim]ZBZ0-CBOT Simulated order modify complete 2461 2461 Triggered Step Trail Stop 1 Buy 172.2500000 Open Sim1 Close 2459 -1 0.00 Orders 2020-11-13 17:27:37.446 [Sim]ZBZ0-CBOT Trade simulation fill. Bid: 172.21875 Ask: 172.25000 Last: 172.25000 2461 2461 Triggered Step Trail Stop 1 Buy 172.2500000 Filled 172.2500000 1 Sim1 Close 2459 -1 0.00 Orders 2020-11-13 17:27:37.448 [Sim]ZBZ0-CBOT Canceling order due to sibling fill 2460 2460 Limit 1 Buy 172.1250000 Pending Cancel Sim1 Close 2459 0.00 Orders 2020-11-13 17:27:37.449 [Sim]ZBZ0-CBOT Simulated order canceled 2460 2460 Limit 1 Buy 172.1250000 Canceled Sim1 Close 2459 0.00 Orders 2020-11-16 14:23:06.138 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3614 | AO=1. Attached Order | Client side OCO order 2466 Limit Buy 3608.5000000 Pending Child-Client Sim1 Close 2465 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:23:06.139 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3614 | AO=1. Attached Order | Client side OCO order 2467 Stop Buy 3615.5000000 Pending Child-Client Sim1 Close 2465 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:23:06.140 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3614 | AO=1 2465 Market 1 Sell Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:23:06.141 [Sim]ESZ0-CME Simulated order accepted 2465 2465 Market 1 Sell Open Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:23:06.142 [Sim]ESZ0-CME Trade simulation fill. Bid: 3614.00 Ask: 3614.25 Last: 3614.00 2465 2465 Market 1 Sell Filled 3614.0000000 1 Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:23:06.144 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3614 2467 Stop Buy 3615.5000000 Pending Child-Client Sim1 Close 2465 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:23:06.145 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3611.5 2467 Stop Buy 3615.5000000 Pending Child-Client Sim1 Close 2465 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:23:06.146 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3614 2467 Stop Buy 3615.5000000 Pending Child-Client Sim1 Close 2465 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:23:06.147 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3613.5 2467 Stop Buy 3615.5000000 Pending Child-Client Sim1 Close 2465 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:23:06.148 [Sim]ESZ0-CME Auto-sent child from parent fill 2466 Limit 1 Buy 3608.5000000 Order Sent Sim1 Close 2465 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:23:06.149 [Sim]ESZ0-CME Auto-sent child from parent fill 2467 Stop 1 Buy 3615.5000000 Order Sent Sim1 Close 2465 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:23:06.150 [Sim]ESZ0-CME Simulated order accepted 2466 2466 Limit 1 Buy 3608.5000000 Open Sim1 Close 2465 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:23:06.151 [Sim]ESZ0-CME Simulated order accepted 2467 2467 Stop 1 Buy 3615.5000000 Open Sim1 Close 2465 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:23:07.217 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3613.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3615.25. Requested Quantity: 1 2467 2467 Stop 1 Buy 3615.5000000 Pending Modify Sim1 Close 2465 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:23:07.218 [Sim]ESZ0-CME Simulated order modify complete 2467 2467 Stop 1 Buy 3615.2500000 Open Sim1 Close 2465 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:25:31.817 [Sim]ESZ0-CME Trade simulation fill. Bid: 3615.00 Ask: 3615.25 Last: 3615.25 2467 2467 Stop 1 Buy 3615.2500000 Filled 3615.2500000 1 Sim1 Close 2465 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:25:31.819 [Sim]ESZ0-CME Canceling order due to sibling fill 2466 2466 Limit 1 Buy 3608.5000000 Pending Cancel Sim1 Close 2465 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:25:31.820 [Sim]ESZ0-CME Simulated order canceled 2466 2466 Limit 1 Buy 3608.5000000 Canceled Sim1 Close 2465 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:52:51.776 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3604.75 | AO=1. Attached Order | Client side OCO order 2469 Limit Buy 3599.0000000 Pending Child-Client Sim1 Close 2468 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:52:51.781 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3604.75 | AO=1. Attached Order | Client side OCO order 2470 Stop Buy 3606.0000000 Pending Child-Client Sim1 Close 2468 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:52:51.782 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3604.75 | AO=1 2468 Market 1 Sell Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:52:51.783 [Sim]ESZ0-CME Simulated order accepted 2468 2468 Market 1 Sell Open Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:52:51.784 [Sim]ESZ0-CME Trade simulation fill. Bid: 3604.50 Ask: 3604.75 Last: 3604.75 2468 2468 Market 1 Sell Filled 3604.5000000 1 Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:52:51.786 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3604.5 2470 Stop Buy 3606.0000000 Pending Child-Client Sim1 Close 2468 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:52:51.787 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3602 2470 Stop Buy 3606.0000000 Pending Child-Client Sim1 Close 2468 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:52:51.788 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3604.5 2470 Stop Buy 3606.0000000 Pending Child-Client Sim1 Close 2468 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:52:51.789 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3604 2470 Stop Buy 3606.0000000 Pending Child-Client Sim1 Close 2468 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:52:51.790 [Sim]ESZ0-CME Auto-sent child from parent fill 2469 Limit 1 Buy 3599.0000000 Order Sent Sim1 Close 2468 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:52:51.791 [Sim]ESZ0-CME Auto-sent child from parent fill 2470 Stop 1 Buy 3606.0000000 Order Sent Sim1 Close 2468 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:52:51.792 [Sim]ESZ0-CME Simulated order accepted 2469 2469 Limit 1 Buy 3599.0000000 Open Sim1 Close 2468 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:52:51.793 [Sim]ESZ0-CME Simulated order accepted 2470 2470 Stop 1 Buy 3606.0000000 Open Sim1 Close 2468 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:53:05.078 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3604.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3605.75. Requested Quantity: 1 2470 2470 Stop 1 Buy 3606.0000000 Pending Modify Sim1 Close 2468 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:53:05.079 [Sim]ESZ0-CME Simulated order modify complete 2470 2470 Stop 1 Buy 3605.7500000 Open Sim1 Close 2468 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:53:06.568 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3604.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3605.50. Requested Quantity: 1 2470 2470 Stop 1 Buy 3605.7500000 Pending Modify Sim1 Close 2468 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:53:06.569 [Sim]ESZ0-CME Simulated order modify complete 2470 2470 Stop 1 Buy 3605.5000000 Open Sim1 Close 2468 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:53:07.079 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3603.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3605.25. Requested Quantity: 1 2470 2470 Stop 1 Buy 3605.5000000 Pending Modify Sim1 Close 2468 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:53:07.080 [Sim]ESZ0-CME Simulated order modify complete 2470 2470 Stop 1 Buy 3605.2500000 Open Sim1 Close 2468 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:53:08.078 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3603.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3605.00. Requested Quantity: 1 2470 2470 Stop 1 Buy 3605.2500000 Pending Modify Sim1 Close 2468 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:53:08.079 [Sim]ESZ0-CME Simulated order modify complete 2470 2470 Stop 1 Buy 3605.0000000 Open Sim1 Close 2468 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:53:31.663 [Sim]ESZ0-CME Trade simulation fill. Bid: 3604.75 Ask: 3605.00 Last: 3605.00 2470 2470 Stop 1 Buy 3605.0000000 Filled 3605.0000000 1 Sim1 Close 2468 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:53:31.665 [Sim]ESZ0-CME Canceling order due to sibling fill 2469 2469 Limit 1 Buy 3599.0000000 Pending Cancel Sim1 Close 2468 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:53:31.666 [Sim]ESZ0-CME Simulated order canceled 2469 2469 Limit 1 Buy 3599.0000000 Canceled Sim1 Close 2468 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:59:29.844 [Sim]ZBZ0-CBOT ZBZ0-CBOT 233 Trades #2 | User order entry | Last: 171.9375 | AO=1. Attached Order | Client side OCO order 2472 Limit Buy 171.2187500 Pending Child-Client Sim1 Close 2471 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:59:29.845 [Sim]ZBZ0-CBOT ZBZ0-CBOT 233 Trades #2 | User order entry | Last: 171.9375 | AO=1. Attached Order | Client side OCO order 2473 Stop Buy 172.0937500 Pending Child-Client Sim1 Close 2471 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:59:29.846 [Sim]ZBZ0-CBOT ZBZ0-CBOT 233 Trades #2 | User order entry | Last: 171.9375 | AO=1 2471 Market 1 Sell Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:59:29.847 [Sim]ZBZ0-CBOT Simulated order accepted 2471 2471 Market 1 Sell Open Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:59:29.848 [Sim]ZBZ0-CBOT Trade simulation fill. Bid: 171.90625 Ask: 171.93750 Last: 171.93750 2471 2471 Market 1 Sell Filled 171.9062500 1 Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:59:29.850 [Sim]ZBZ0-CBOT Updating move to breakeven stop reference price on parent modification/fill to 171.90625 2473 Stop Buy 172.0937500 Pending Child-Client Sim1 Close 2471 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:59:29.851 [Sim]ZBZ0-CBOT Updating move to breakeven stop trigger price on parent modification/fill to 171.59375 2473 Stop Buy 172.0937500 Pending Child-Client Sim1 Close 2471 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:59:29.852 [Sim]ZBZ0-CBOT Updating move to breakeven stop reference price on parent modification/fill to 171.90625 2473 Stop Buy 172.0937500 Pending Child-Client Sim1 Close 2471 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:59:29.853 [Sim]ZBZ0-CBOT Updating move to breakeven stop trigger price on parent modification/fill to 171.84375 2473 Stop Buy 172.0937500 Pending Child-Client Sim1 Close 2471 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:59:29.854 [Sim]ZBZ0-CBOT Auto-sent child from parent fill 2472 Limit 1 Buy 171.2187500 Order Sent Sim1 Close 2471 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:59:29.855 [Sim]ZBZ0-CBOT Auto-sent child from parent fill 2473 Stop 1 Buy 172.0937500 Order Sent Sim1 Close 2471 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:59:29.856 [Sim]ZBZ0-CBOT Simulated order accepted 2472 2472 Limit 1 Buy 171.2187500 Open Sim1 Close 2471 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 14:59:29.857 [Sim]ZBZ0-CBOT Simulated order accepted 2473 2473 Stop 1 Buy 172.0937500 Open Sim1 Close 2471 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:08:25.757 [Sim]ZBZ0-CBOT ZBZ0-CBOT 233 Trades #2 | User order modification. Requested Price: 172.03125. Requested Quantity: 1 2473 2473 Stop 1 Buy 172.0937500 Pending Modify Sim1 Close 2471 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:08:25.758 [Sim]ZBZ0-CBOT Simulated order modify complete 2473 2473 Stop 1 Buy 172.0312500 Open Sim1 Close 2471 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:10:04.305 [Sim]ZBZ0-CBOT Trade simulation fill. Bid: 172.00000 Ask: 172.03125 Last: 172.03125 2473 2473 Stop 1 Buy 172.0312500 Filled 172.0312500 1 Sim1 Close 2471 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:10:04.307 [Sim]ZBZ0-CBOT Canceling order due to sibling fill 2472 2472 Limit 1 Buy 171.2187500 Pending Cancel Sim1 Close 2471 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:10:04.308 [Sim]ZBZ0-CBOT Simulated order canceled 2472 2472 Limit 1 Buy 171.2187500 Canceled Sim1 Close 2471 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:10:11.765 [Sim]ZBZ0-CBOT ZBZ0-CBOT 233 Trades #2 | User order entry | Last: 172.03125 | AO=1. Attached Order | Client side OCO order 2475 Limit Sell 172.7187500 Pending Child-Client Sim1 Close 2474 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:10:11.766 [Sim]ZBZ0-CBOT ZBZ0-CBOT 233 Trades #2 | User order entry | Last: 172.03125 | AO=1. Attached Order | Client side OCO order 2476 Stop Sell 171.8437500 Pending Child-Client Sim1 Close 2474 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:10:11.767 [Sim]ZBZ0-CBOT ZBZ0-CBOT 233 Trades #2 | User order entry | Last: 172.03125 | AO=1 2474 Market 1 Buy Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:10:11.768 [Sim]ZBZ0-CBOT Simulated order accepted 2474 2474 Market 1 Buy Open Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:10:11.769 [Sim]ZBZ0-CBOT Trade simulation fill. Bid: 172.00000 Ask: 172.03125 Last: 172.03125 2474 2474 Market 1 Buy Filled 172.0312500 1 Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:10:11.771 [Sim]ZBZ0-CBOT Updating move to breakeven stop reference price on parent modification/fill to 172.03125 2476 Stop Sell 171.8437500 Pending Child-Client Sim1 Close 2474 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:10:11.772 [Sim]ZBZ0-CBOT Updating move to breakeven stop trigger price on parent modification/fill to 172.34375 2476 Stop Sell 171.8437500 Pending Child-Client Sim1 Close 2474 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:10:11.773 [Sim]ZBZ0-CBOT Updating move to breakeven stop reference price on parent modification/fill to 172.03125 2476 Stop Sell 171.8437500 Pending Child-Client Sim1 Close 2474 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:10:11.774 [Sim]ZBZ0-CBOT Updating move to breakeven stop trigger price on parent modification/fill to 172.09375 2476 Stop Sell 171.8437500 Pending Child-Client Sim1 Close 2474 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:10:11.775 [Sim]ZBZ0-CBOT Auto-sent child from parent fill 2475 Limit 1 Sell 172.7187500 Order Sent Sim1 Close 2474 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:10:11.776 [Sim]ZBZ0-CBOT Auto-sent child from parent fill 2476 Stop 1 Sell 171.8437500 Order Sent Sim1 Close 2474 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:10:11.777 [Sim]ZBZ0-CBOT Simulated order accepted 2475 2475 Limit 1 Sell 172.7187500 Open Sim1 Close 2474 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:10:11.778 [Sim]ZBZ0-CBOT Simulated order accepted 2476 2476 Stop 1 Sell 171.8437500 Open Sim1 Close 2474 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:10:37.980 [Sim]ZBZ0-CBOT Auto trail order modification. Move to breakeven. Trigger price: 172.06250. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 171.87500. Requested Quantity: 1 2476 2476 Stop 1 Sell 171.8437500 Pending Modify Sim1 Close 2474 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:10:37.981 [Sim]ZBZ0-CBOT Simulated order modify complete 2476 2476 Stop 1 Sell 171.8750000 Open Sim1 Close 2474 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:13:36.188 [Sim]ZBZ0-CBOT Auto trail order modification. Move to breakeven. Trigger price: 172.09375. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 171.90625. Requested Quantity: 1 2476 2476 Stop 1 Sell 171.8750000 Pending Modify Sim1 Close 2474 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:13:36.189 [Sim]ZBZ0-CBOT Simulated order modify complete 2476 2476 Stop 1 Sell 171.9062500 Open Sim1 Close 2474 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:13:49.064 [Sim]ZBZ0-CBOT ZBZ0-CBOT 233 Trades #2 | User order modification. Requested Price: 172.03125. Requested Quantity: 1 2476 2476 Stop 1 Sell 171.9062500 Pending Modify Sim1 Close 2474 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:13:49.065 [Sim]ZBZ0-CBOT Simulated order modify complete 2476 2476 Stop 1 Sell 172.0312500 Open Sim1 Close 2474 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:14:36.521 [Sim]ZBZ0-CBOT Trade simulation fill. Bid: 172.03125 Ask: 172.06250 Last: 172.03125 2476 2476 Stop 1 Sell 172.0312500 Filled 172.0312500 1 Sim1 Close 2474 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:14:36.523 [Sim]ZBZ0-CBOT Canceling order due to sibling fill 2475 2475 Limit 1 Sell 172.7187500 Pending Cancel Sim1 Close 2474 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:14:36.524 [Sim]ZBZ0-CBOT Simulated order canceled 2475 2475 Limit 1 Sell 172.7187500 Canceled Sim1 Close 2474 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:22:38.046 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3610.75 | AO=1. Attached Order | Client side OCO order 2478 Limit Sell 3616.5000000 Pending Child-Client Sim1 Close 2477 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:22:38.047 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3610.75 | AO=1. Attached Order | Client side OCO order 2479 Stop Sell 3609.5000000 Pending Child-Client Sim1 Close 2477 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:22:38.048 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3610.75 | AO=1 2477 Market 1 Buy Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:22:38.049 [Sim]ESZ0-CME Simulated order accepted 2477 2477 Market 1 Buy Open Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:22:38.050 [Sim]ESZ0-CME Trade simulation fill. Bid: 3610.75 Ask: 3611.00 Last: 3610.75 2477 2477 Market 1 Buy Filled 3611.0000000 1 Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:22:38.052 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3611 2479 Stop Sell 3609.5000000 Pending Child-Client Sim1 Close 2477 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:22:38.053 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3613.5 2479 Stop Sell 3609.5000000 Pending Child-Client Sim1 Close 2477 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:22:38.054 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3611 2479 Stop Sell 3609.5000000 Pending Child-Client Sim1 Close 2477 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:22:38.055 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3611.25 2479 Stop Sell 3609.5000000 Pending Child-Client Sim1 Close 2477 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:22:38.056 [Sim]ESZ0-CME Auto-sent child from parent fill 2478 Limit 1 Sell 3616.5000000 Order Sent Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:22:38.057 [Sim]ESZ0-CME Auto-sent child from parent fill 2479 Stop 1 Sell 3609.5000000 Order Sent Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:22:38.058 [Sim]ESZ0-CME Simulated order accepted 2478 2478 Limit 1 Sell 3616.5000000 Open Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:22:38.059 [Sim]ESZ0-CME Simulated order accepted 2479 2479 Stop 1 Sell 3609.5000000 Open Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:22:38.755 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3611.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3609.75. Requested Quantity: 1 2479 2479 Stop 1 Sell 3609.5000000 Pending Modify Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:22:38.756 [Sim]ESZ0-CME Simulated order modify complete 2479 2479 Stop 1 Sell 3609.7500000 Open Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:22:40.256 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3611.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3610.00. Requested Quantity: 1 2479 2479 Stop 1 Sell 3609.7500000 Pending Modify Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:22:40.257 [Sim]ESZ0-CME Simulated order modify complete 2479 2479 Stop 1 Sell 3610.0000000 Open Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:22:40.794 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3611.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3610.25. Requested Quantity: 1 2479 2479 Stop 1 Sell 3610.0000000 Pending Modify Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:22:40.795 [Sim]ESZ0-CME Simulated order modify complete 2479 2479 Stop 1 Sell 3610.2500000 Open Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:22:53.254 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3612.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3610.50. Requested Quantity: 1 2479 2479 Stop 1 Sell 3610.2500000 Pending Modify Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:22:53.255 [Sim]ESZ0-CME Simulated order modify complete 2479 2479 Stop 1 Sell 3610.5000000 Open Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:23:01.301 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3612.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3610.75. Requested Quantity: 1 2479 2479 Stop 1 Sell 3610.5000000 Pending Modify Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:23:01.302 [Sim]ESZ0-CME Simulated order modify complete 2479 2479 Stop 1 Sell 3610.7500000 Open Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:23:10.771 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3612.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3611.00. Requested Quantity: 1 2479 2479 Stop 1 Sell 3610.7500000 Pending Modify Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:23:10.772 [Sim]ESZ0-CME Simulated order modify complete 2479 2479 Stop 1 Sell 3611.0000000 Open Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:23:12.286 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3612.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3611.25. Requested Quantity: 1 2479 2479 Stop 1 Sell 3611.0000000 Pending Modify Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:23:12.287 [Sim]ESZ0-CME Simulated order modify complete 2479 2479 Stop 1 Sell 3611.2500000 Open Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:23:12.288 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3613.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3611.50. Requested Quantity: 1 2479 2479 Stop 1 Sell 3611.2500000 Pending Modify Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:23:12.289 [Sim]ESZ0-CME Simulated order modify complete 2479 2479 Stop 1 Sell 3611.5000000 Open Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:23:12.290 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3613.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3611.75. Requested Quantity: 1 2479 2479 Stop 1 Sell 3611.5000000 Pending Modify Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:23:12.291 [Sim]ESZ0-CME Simulated order modify complete 2479 2479 Stop 1 Sell 3611.7500000 Open Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:23:16.302 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3613.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3612.00. Requested Quantity: 1 2479 2479 Stop 1 Sell 3611.7500000 Pending Modify Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:23:16.303 [Sim]ESZ0-CME Simulated order modify complete 2479 2479 Stop 1 Sell 3612.0000000 Open Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:23:38.147 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3618.25. Requested Quantity: 1 2478 2478 Limit 1 Sell 3616.5000000 Pending Modify Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:23:38.148 [Sim]ESZ0-CME Simulated order modify complete 2478 2478 Limit 1 Sell 3618.2500000 Open Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:26:01.367 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3612.50. Requested Quantity: 1 2479 2479 Stop 1 Sell 3612.0000000 Pending Modify Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:26:01.368 [Sim]ESZ0-CME Simulated order modify complete 2479 2479 Stop 1 Sell 3612.5000000 Open Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:26:04.566 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification ignored. New price is the same during a price modify 2479 2479 Stop 1 Sell 3612.5000000 Open Sim1 Close 2477 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:26:32.665 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3612.75. Requested Quantity: 1 2479 2479 Stop 1 Sell 3612.5000000 Pending Modify Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:26:32.666 [Sim]ESZ0-CME Simulated order modify complete 2479 2479 Stop 1 Sell 3612.7500000 Open Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:26:34.721 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3613.00. Requested Quantity: 1 2479 2479 Stop 1 Sell 3612.7500000 Pending Modify Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:26:34.722 [Sim]ESZ0-CME Simulated order modify complete 2479 2479 Stop 1 Sell 3613.0000000 Open Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:28:18.958 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3613.25. Requested Quantity: 1 2479 2479 Stop 1 Sell 3613.0000000 Pending Modify Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:28:18.959 [Sim]ESZ0-CME Simulated order modify complete 2479 2479 Stop 1 Sell 3613.2500000 Open Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:29:59.837 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3614.25. Requested Quantity: 1 2479 2479 Stop 1 Sell 3613.2500000 Pending Modify Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:29:59.838 [Sim]ESZ0-CME Simulated order modify complete 2479 2479 Stop 1 Sell 3614.2500000 Open Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:30:08.260 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3614.50. Requested Quantity: 1 2479 2479 Stop 1 Sell 3614.2500000 Pending Modify Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:30:08.261 [Sim]ESZ0-CME Simulated order modify complete 2479 2479 Stop 1 Sell 3614.5000000 Open Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:30:36.537 [Sim]ESZ0-CME Trade simulation fill. Bid: 3614.50 Ask: 3615.00 Last: 3614.50 2479 2479 Stop 1 Sell 3614.5000000 Filled 3614.5000000 1 Sim1 Close 2477 1 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:30:36.539 [Sim]ESZ0-CME Canceling order due to sibling fill 2478 2478 Limit 1 Sell 3618.2500000 Pending Cancel Sim1 Close 2477 SimpleBracket.twconfig 0.00 Orders 2020-11-16 15:30:36.540 [Sim]ESZ0-CME Simulated order canceled 2478 2478 Limit 1 Sell 3618.2500000 Canceled Sim1 Close 2477 SimpleBracket.twconfig 0.00 Orders 2020-11-17 14:22:16.003 [Sim]MESZ0-CME Replay 15X: ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3600 | AO=1. Attached Order | Client side OCO order 2732 Limit Sell 3601.2500000 Pending Child-Client Sim1 Close 2731 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:22:16.004 [Sim]MESZ0-CME Replay 15X: ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3600 | AO=1. Attached Order | Client side OCO order 2733 Stop Sell 3598.2500000 Pending Child-Client Sim1 Close 2731 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:22:16.005 [Sim]MESZ0-CME Replay 15X: ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3600 | AO=1 2731 Market 1 Buy Order Sent Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:22:16.006 [Sim]MESZ0-CME Simulated order accepted 2731 2731 Market 1 Buy Open Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:22:16.007 [Sim]MESZ0-CME Trade simulation fill. Bid: 3600.00 Ask: 3600.25 Last: 3600.00 2731 2731 Market 1 Buy Filled 3600.2500000 1 Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:22:16.009 [Sim]MESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3600.25 2733 Stop Sell 3598.2500000 Pending Child-Client Sim1 Close 2731 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:22:16.010 [Sim]MESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3601 2733 Stop Sell 3598.2500000 Pending Child-Client Sim1 Close 2731 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:22:16.011 [Sim]MESZ0-CME Auto-sent child from parent fill 2732 Limit 1 Sell 3601.2500000 Order Sent Sim1 Close 2731 1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:22:16.012 [Sim]MESZ0-CME Auto-sent child from parent fill 2733 Stop 1 Sell 3598.2500000 Order Sent Sim1 Close 2731 1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:22:16.013 [Sim]MESZ0-CME Simulated order accepted 2732 2732 Limit 1 Sell 3601.2500000 Open Sim1 Close 2731 1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:22:16.014 [Sim]MESZ0-CME Simulated order accepted 2733 2733 Stop 1 Sell 3598.2500000 Open Sim1 Close 2731 1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:22:16.015 [Sim]MESZ0-CME Replay 15X: ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3600 | AO=1. Attached Order | Client side OCO order 2735 Limit Sell 3605.2500000 Pending Child-Client Sim1 Close 2734 1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:22:16.016 [Sim]MESZ0-CME Replay 15X: ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3600 | AO=1. Attached Order | Client side OCO order 2736 Stop Sell 3597.7500000 Pending Child-Client Sim1 Close 2734 1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:22:16.017 [Sim]MESZ0-CME Replay 15X: ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3600 | AO=1 2734 Market 1 Buy Order Sent Sim1 Open 1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:22:16.018 [Sim]MESZ0-CME Simulated order accepted 2734 2734 Market 1 Buy Open Sim1 Open 1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:22:16.019 [Sim]MESZ0-CME Trade simulation fill. Bid: 3600.00 Ask: 3600.25 Last: 3600.00 2734 2734 Market 1 Buy Filled 3600.2500000 1 Sim1 Open 1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:22:16.021 [Sim]MESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3600.25 2736 Stop Sell 3597.7500000 Pending Child-Client Sim1 Close 2734 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:22:16.022 [Sim]MESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3602.75 2736 Stop Sell 3597.7500000 Pending Child-Client Sim1 Close 2734 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:22:16.023 [Sim]MESZ0-CME Auto-sent child from parent fill 2735 Limit 1 Sell 3605.2500000 Order Sent Sim1 Close 2734 2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:22:16.024 [Sim]MESZ0-CME Auto-sent child from parent fill 2736 Stop 1 Sell 3597.7500000 Order Sent Sim1 Close 2734 2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:22:16.025 [Sim]MESZ0-CME Simulated order accepted 2735 2735 Limit 1 Sell 3605.2500000 Open Sim1 Close 2734 2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:22:16.026 [Sim]MESZ0-CME Simulated order accepted 2736 2736 Stop 1 Sell 3597.7500000 Open Sim1 Close 2734 2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:23:14.037 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3600.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3598.00. Requested Quantity: 1 2736 2736 Stop 1 Sell 3597.7500000 Pending Modify Sim1 Close 2734 2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:23:14.038 [Sim]MESZ0-CME Simulated order modify complete 2736 2736 Stop 1 Sell 3598.0000000 Open Sim1 Close 2734 2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:23:14.097 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3600.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3598.25. Requested Quantity: 1 2736 2736 Stop 1 Sell 3598.0000000 Pending Modify Sim1 Close 2734 2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:23:14.098 [Sim]MESZ0-CME Simulated order modify complete 2736 2736 Stop 1 Sell 3598.2500000 Open Sim1 Close 2734 2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:23:19.034 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3601.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3598.50. Requested Quantity: 1 2736 2736 Stop 1 Sell 3598.2500000 Pending Modify Sim1 Close 2734 2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:23:19.035 [Sim]MESZ0-CME Simulated order modify complete 2736 2736 Stop 1 Sell 3598.5000000 Open Sim1 Close 2734 2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:24:24.000 [Sim]MESZ0-CME Trade simulation fill. Bid: 3598.50 Ask: 3598.75 Last: 3598.50 2736 2736 Stop 1 Sell 3598.5000000 Filled 3598.5000000 1 Sim1 Close 2734 2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:24:24.002 [Sim]MESZ0-CME Canceling order due to sibling fill 2735 2735 Limit 1 Sell 3605.2500000 Pending Cancel Sim1 Close 2734 1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:24:24.003 [Sim]MESZ0-CME Simulated order canceled 2735 2735 Limit 1 Sell 3605.2500000 Canceled Sim1 Close 2734 1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:24:29.000 [Sim]MESZ0-CME Trade simulation fill. Bid: 3598.25 Ask: 3598.50 Last: 3598.25 2733 2733 Stop 1 Sell 3598.2500000 Filled 3598.2500000 1 Sim1 Close 2731 1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:24:29.002 [Sim]MESZ0-CME Canceling order due to sibling fill 2732 2732 Limit 1 Sell 3601.2500000 Pending Cancel Sim1 Close 2731 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:24:29.003 [Sim]MESZ0-CME Simulated order canceled 2732 2732 Limit 1 Sell 3601.2500000 Canceled Sim1 Close 2731 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:07.005 [Sim]MESZ0-CME Replay 15X: ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3597.5 | AO=1. Attached Order | Client side OCO order 2744 Limit Buy 3596.2500000 Pending Child-Client Sim1 Close 2743 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:07.006 [Sim]MESZ0-CME Replay 15X: ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3597.5 | AO=1. Attached Order | Client side OCO order 2745 Stop Buy 3599.2500000 Pending Child-Client Sim1 Close 2743 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:07.007 [Sim]MESZ0-CME Replay 15X: ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3597.5 | AO=1 2743 Market 1 Sell Order Sent Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:07.008 [Sim]MESZ0-CME Simulated order accepted 2743 2743 Market 1 Sell Open Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:07.009 [Sim]MESZ0-CME Trade simulation fill. Bid: 3597.25 Ask: 3597.50 Last: 3597.50 2743 2743 Market 1 Sell Filled 3597.2500000 1 Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:07.011 [Sim]MESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3597.25 2745 Stop Buy 3599.2500000 Pending Child-Client Sim1 Close 2743 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:07.012 [Sim]MESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3596.5 2745 Stop Buy 3599.2500000 Pending Child-Client Sim1 Close 2743 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:07.013 [Sim]MESZ0-CME Auto-sent child from parent fill 2744 Limit 1 Buy 3596.2500000 Order Sent Sim1 Close 2743 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:07.014 [Sim]MESZ0-CME Auto-sent child from parent fill 2745 Stop 1 Buy 3599.2500000 Order Sent Sim1 Close 2743 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:07.015 [Sim]MESZ0-CME Simulated order accepted 2744 2744 Limit 1 Buy 3596.2500000 Open Sim1 Close 2743 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:07.016 [Sim]MESZ0-CME Simulated order accepted 2745 2745 Stop 1 Buy 3599.2500000 Open Sim1 Close 2743 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:07.017 [Sim]MESZ0-CME Replay 15X: ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3597.5 | AO=1. Attached Order | Client side OCO order 2747 Limit Buy 3592.2500000 Pending Child-Client Sim1 Close 2746 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:07.018 [Sim]MESZ0-CME Replay 15X: ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3597.5 | AO=1. Attached Order | Client side OCO order 2748 Stop Buy 3599.7500000 Pending Child-Client Sim1 Close 2746 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:07.019 [Sim]MESZ0-CME Replay 15X: ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3597.5 | AO=1 2746 Market 1 Sell Order Sent Sim1 Open -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:07.020 [Sim]MESZ0-CME Simulated order accepted 2746 2746 Market 1 Sell Open Sim1 Open -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:07.021 [Sim]MESZ0-CME Trade simulation fill. Bid: 3597.25 Ask: 3597.50 Last: 3597.50 2746 2746 Market 1 Sell Filled 3597.2500000 1 Sim1 Open -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:07.023 [Sim]MESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3597.25 2748 Stop Buy 3599.7500000 Pending Child-Client Sim1 Close 2746 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:07.024 [Sim]MESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3594.75 2748 Stop Buy 3599.7500000 Pending Child-Client Sim1 Close 2746 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:07.025 [Sim]MESZ0-CME Auto-sent child from parent fill 2747 Limit 1 Buy 3592.2500000 Order Sent Sim1 Close 2746 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:07.026 [Sim]MESZ0-CME Auto-sent child from parent fill 2748 Stop 1 Buy 3599.7500000 Order Sent Sim1 Close 2746 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:07.027 [Sim]MESZ0-CME Simulated order accepted 2747 2747 Limit 1 Buy 3592.2500000 Open Sim1 Close 2746 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:07.028 [Sim]MESZ0-CME Simulated order accepted 2748 2748 Stop 1 Buy 3599.7500000 Open Sim1 Close 2746 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:21.042 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3597.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3599.50. Requested Quantity: 1 2748 2748 Stop 1 Buy 3599.7500000 Pending Modify Sim1 Close 2746 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:21.043 [Sim]MESZ0-CME Simulated order modify complete 2748 2748 Stop 1 Buy 3599.5000000 Open Sim1 Close 2746 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:25.056 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3596.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3599.25. Requested Quantity: 1 2748 2748 Stop 1 Buy 3599.5000000 Pending Modify Sim1 Close 2746 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:25.057 [Sim]MESZ0-CME Simulated order modify complete 2748 2748 Stop 1 Buy 3599.2500000 Open Sim1 Close 2746 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:31.030 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3596.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3599.00. Requested Quantity: 1 2748 2748 Stop 1 Buy 3599.2500000 Pending Modify Sim1 Close 2746 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:31.031 [Sim]MESZ0-CME Simulated order modify complete 2748 2748 Stop 1 Buy 3599.0000000 Open Sim1 Close 2746 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:47.066 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3596.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3599.00. Requested Quantity: 1 2745 2745 Stop 1 Buy 3599.2500000 Pending Modify Sim1 Close 2743 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:47.067 [Sim]MESZ0-CME Simulated order modify complete 2745 2745 Stop 1 Buy 3599.0000000 Open Sim1 Close 2743 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:47.068 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3596.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3598.75. Requested Quantity: 1 2748 2748 Stop 1 Buy 3599.0000000 Pending Modify Sim1 Close 2746 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:36:47.069 [Sim]MESZ0-CME Simulated order modify complete 2748 2748 Stop 1 Buy 3598.7500000 Open Sim1 Close 2746 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:37:03.016 [Sim]MESZ0-CME Trade simulation fill. Bid: 3596.00 Ask: 3596.25 Last: 3596.25 2744 2744 Limit 1 Buy 3596.2500000 Filled 3596.2500000 1 Sim1 Close 2743 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:37:03.018 [Sim]MESZ0-CME Canceling order due to sibling fill 2745 2745 Stop 1 Buy 3599.0000000 Pending Cancel Sim1 Close 2743 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:37:03.019 [Sim]MESZ0-CME Simulated order canceled 2745 2745 Stop 1 Buy 3599.0000000 Canceled Sim1 Close 2743 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:37:03.029 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3596.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3598.50. Requested Quantity: 1 2748 2748 Stop 1 Buy 3598.7500000 Pending Modify Sim1 Close 2746 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:37:03.030 [Sim]MESZ0-CME Simulated order modify complete 2748 2748 Stop 1 Buy 3598.5000000 Open Sim1 Close 2746 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:37:06.056 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3595.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3598.25. Requested Quantity: 1 2748 2748 Stop 1 Buy 3598.5000000 Pending Modify Sim1 Close 2746 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:37:06.057 [Sim]MESZ0-CME Simulated order modify complete 2748 2748 Stop 1 Buy 3598.2500000 Open Sim1 Close 2746 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:37:07.038 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3595.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3598.00. Requested Quantity: 1 2748 2748 Stop 1 Buy 3598.2500000 Pending Modify Sim1 Close 2746 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:37:07.039 [Sim]MESZ0-CME Simulated order modify complete 2748 2748 Stop 1 Buy 3598.0000000 Open Sim1 Close 2746 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:37:11.066 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3595.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3597.75. Requested Quantity: 1 2748 2748 Stop 1 Buy 3598.0000000 Pending Modify Sim1 Close 2746 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:37:11.067 [Sim]MESZ0-CME Simulated order modify complete 2748 2748 Stop 1 Buy 3597.7500000 Open Sim1 Close 2746 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:37:13.036 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3595.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3597.50. Requested Quantity: 1 2748 2748 Stop 1 Buy 3597.7500000 Pending Modify Sim1 Close 2746 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:37:13.037 [Sim]MESZ0-CME Simulated order modify complete 2748 2748 Stop 1 Buy 3597.5000000 Open Sim1 Close 2746 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:37:14.044 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3594.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3597.25. Requested Quantity: 1 2748 2748 Stop 1 Buy 3597.5000000 Pending Modify Sim1 Close 2746 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:37:14.045 [Sim]MESZ0-CME Simulated order modify complete 2748 2748 Stop 1 Buy 3597.2500000 Open Sim1 Close 2746 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:37:16.024 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3594.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3597.00. Requested Quantity: 1 2748 2748 Stop 1 Buy 3597.2500000 Pending Modify Sim1 Close 2746 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:37:16.025 [Sim]MESZ0-CME Simulated order modify complete 2748 2748 Stop 1 Buy 3597.0000000 Open Sim1 Close 2746 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:38:52.007 [Sim]MESZ0-CME Trade simulation fill. Bid: 3596.75 Ask: 3597.00 Last: 3597.00 2748 2748 Stop 1 Buy 3597.0000000 Filled 3597.0000000 1 Sim1 Close 2746 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:38:52.009 [Sim]MESZ0-CME Canceling order due to sibling fill 2747 2747 Limit 1 Buy 3592.2500000 Pending Cancel Sim1 Close 2746 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:38:52.010 [Sim]MESZ0-CME Simulated order canceled 2747 2747 Limit 1 Buy 3592.2500000 Canceled Sim1 Close 2746 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:57:55.071 [Sim]MESZ0-CME Replay 15X: ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3588.5 | AO=1. Attached Order | Client side OCO order 2750 Limit Buy 3587.2500000 Pending Child-Client Sim1 Close 2749 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:57:55.072 [Sim]MESZ0-CME Replay 15X: ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3588.5 | AO=1. Attached Order | Client side OCO order 2751 Stop Buy 3590.2500000 Pending Child-Client Sim1 Close 2749 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:57:55.073 [Sim]MESZ0-CME Replay 15X: ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3588.5 | AO=1 2749 Market 1 Sell Order Sent Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:57:55.074 [Sim]MESZ0-CME Simulated order accepted 2749 2749 Market 1 Sell Open Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:57:55.075 [Sim]MESZ0-CME Trade simulation fill. Bid: 3588.25 Ask: 3588.50 Last: 3588.50 2749 2749 Market 1 Sell Filled 3588.2500000 1 Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:57:55.077 [Sim]MESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3588.25 2751 Stop Buy 3590.2500000 Pending Child-Client Sim1 Close 2749 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:57:55.078 [Sim]MESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3587.5 2751 Stop Buy 3590.2500000 Pending Child-Client Sim1 Close 2749 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:57:55.079 [Sim]MESZ0-CME Auto-sent child from parent fill 2750 Limit 1 Buy 3587.2500000 Order Sent Sim1 Close 2749 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:57:55.080 [Sim]MESZ0-CME Auto-sent child from parent fill 2751 Stop 1 Buy 3590.2500000 Order Sent Sim1 Close 2749 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:57:55.081 [Sim]MESZ0-CME Simulated order accepted 2750 2750 Limit 1 Buy 3587.2500000 Open Sim1 Close 2749 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:57:55.082 [Sim]MESZ0-CME Simulated order accepted 2751 2751 Stop 1 Buy 3590.2500000 Open Sim1 Close 2749 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:57:55.083 [Sim]MESZ0-CME Replay 15X: ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3588.5 | AO=1. Attached Order | Client side OCO order 2753 Limit Buy 3583.2500000 Pending Child-Client Sim1 Close 2752 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:57:55.084 [Sim]MESZ0-CME Replay 15X: ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3588.5 | AO=1. Attached Order | Client side OCO order 2754 Stop Buy 3590.7500000 Pending Child-Client Sim1 Close 2752 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:57:55.085 [Sim]MESZ0-CME Replay 15X: ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3588.5 | AO=1 2752 Market 1 Sell Order Sent Sim1 Open -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:57:55.086 [Sim]MESZ0-CME Simulated order accepted 2752 2752 Market 1 Sell Open Sim1 Open -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:57:55.087 [Sim]MESZ0-CME Trade simulation fill. Bid: 3588.25 Ask: 3588.50 Last: 3588.50 2752 2752 Market 1 Sell Filled 3588.2500000 1 Sim1 Open -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:57:55.089 [Sim]MESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3588.25 2754 Stop Buy 3590.7500000 Pending Child-Client Sim1 Close 2752 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:57:55.090 [Sim]MESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3585.75 2754 Stop Buy 3590.7500000 Pending Child-Client Sim1 Close 2752 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:57:55.091 [Sim]MESZ0-CME Auto-sent child from parent fill 2753 Limit 1 Buy 3583.2500000 Order Sent Sim1 Close 2752 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:57:55.092 [Sim]MESZ0-CME Auto-sent child from parent fill 2754 Stop 1 Buy 3590.7500000 Order Sent Sim1 Close 2752 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:57:55.093 [Sim]MESZ0-CME Simulated order accepted 2753 2753 Limit 1 Buy 3583.2500000 Open Sim1 Close 2752 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:57:55.094 [Sim]MESZ0-CME Simulated order accepted 2754 2754 Stop 1 Buy 3590.7500000 Open Sim1 Close 2752 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:58:01.057 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3588.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3590.50. Requested Quantity: 1 2754 2754 Stop 1 Buy 3590.7500000 Pending Modify Sim1 Close 2752 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:58:01.058 [Sim]MESZ0-CME Simulated order modify complete 2754 2754 Stop 1 Buy 3590.5000000 Open Sim1 Close 2752 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:58:03.008 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3587.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3590.25. Requested Quantity: 1 2754 2754 Stop 1 Buy 3590.5000000 Pending Modify Sim1 Close 2752 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:58:03.009 [Sim]MESZ0-CME Simulated order modify complete 2754 2754 Stop 1 Buy 3590.2500000 Open Sim1 Close 2752 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:58:04.055 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3587.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3590.00. Requested Quantity: 1 2754 2754 Stop 1 Buy 3590.2500000 Pending Modify Sim1 Close 2752 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:58:04.056 [Sim]MESZ0-CME Simulated order modify complete 2754 2754 Stop 1 Buy 3590.0000000 Open Sim1 Close 2752 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:58:12.038 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3587.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3590.00. Requested Quantity: 1 2751 2751 Stop 1 Buy 3590.2500000 Pending Modify Sim1 Close 2749 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:58:12.039 [Sim]MESZ0-CME Simulated order modify complete 2751 2751 Stop 1 Buy 3590.0000000 Open Sim1 Close 2749 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:58:12.040 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3587.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3589.75. Requested Quantity: 1 2754 2754 Stop 1 Buy 3590.0000000 Pending Modify Sim1 Close 2752 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:58:12.041 [Sim]MESZ0-CME Simulated order modify complete 2754 2754 Stop 1 Buy 3589.7500000 Open Sim1 Close 2752 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:58:12.105 [Sim]MESZ0-CME Trade simulation fill. Bid: 3587.00 Ask: 3587.25 Last: 3587.25 2750 2750 Limit 1 Buy 3587.2500000 Filled 3587.2500000 1 Sim1 Close 2749 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:58:12.107 [Sim]MESZ0-CME Canceling order due to sibling fill 2751 2751 Stop 1 Buy 3590.0000000 Pending Cancel Sim1 Close 2749 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:58:12.108 [Sim]MESZ0-CME Simulated order canceled 2751 2751 Stop 1 Buy 3590.0000000 Canceled Sim1 Close 2749 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:58:12.109 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3587.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3589.50. Requested Quantity: 1 2754 2754 Stop 1 Buy 3589.7500000 Pending Modify Sim1 Close 2752 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:58:12.110 [Sim]MESZ0-CME Simulated order modify complete 2754 2754 Stop 1 Buy 3589.5000000 Open Sim1 Close 2752 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:58:53.065 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3586.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3589.25. Requested Quantity: 1 2754 2754 Stop 1 Buy 3589.5000000 Pending Modify Sim1 Close 2752 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:58:53.066 [Sim]MESZ0-CME Simulated order modify complete 2754 2754 Stop 1 Buy 3589.2500000 Open Sim1 Close 2752 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:04.015 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3586.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3589.00. Requested Quantity: 1 2754 2754 Stop 1 Buy 3589.2500000 Pending Modify Sim1 Close 2752 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:04.016 [Sim]MESZ0-CME Simulated order modify complete 2754 2754 Stop 1 Buy 3589.0000000 Open Sim1 Close 2752 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:04.156 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3586.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3588.75. Requested Quantity: 1 2754 2754 Stop 1 Buy 3589.0000000 Pending Modify Sim1 Close 2752 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:04.157 [Sim]MESZ0-CME Simulated order modify complete 2754 2754 Stop 1 Buy 3588.7500000 Open Sim1 Close 2752 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:10.031 [Sim]MESZ0-CME Replay 15X: ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3587 | AO=1. Attached Order | Client side OCO order 2756 Limit Buy 3585.7500000 Pending Child-Client Sim1 Close 2755 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:10.032 [Sim]MESZ0-CME Replay 15X: ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3587 | AO=1. Attached Order | Client side OCO order 2757 Stop Buy 3588.7500000 Pending Child-Client Sim1 Close 2755 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:10.033 [Sim]MESZ0-CME Replay 15X: ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3587 | AO=1 2755 Market 1 Sell Order Sent Sim1 Open -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:10.034 [Sim]MESZ0-CME Simulated order accepted 2755 2755 Market 1 Sell Open Sim1 Open -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:10.035 [Sim]MESZ0-CME Trade simulation fill. Bid: 3586.75 Ask: 3587.00 Last: 3587.00 2755 2755 Market 1 Sell Filled 3586.7500000 1 Sim1 Open -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:10.037 [Sim]MESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3586.75 2757 Stop Buy 3588.7500000 Pending Child-Client Sim1 Close 2755 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:10.038 [Sim]MESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3586 2757 Stop Buy 3588.7500000 Pending Child-Client Sim1 Close 2755 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:10.039 [Sim]MESZ0-CME Auto-sent child from parent fill 2756 Limit 1 Buy 3585.7500000 Order Sent Sim1 Close 2755 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:10.040 [Sim]MESZ0-CME Auto-sent child from parent fill 2757 Stop 1 Buy 3588.7500000 Order Sent Sim1 Close 2755 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:10.041 [Sim]MESZ0-CME Simulated order accepted 2756 2756 Limit 1 Buy 3585.7500000 Open Sim1 Close 2755 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:10.042 [Sim]MESZ0-CME Simulated order accepted 2757 2757 Stop 1 Buy 3588.7500000 Open Sim1 Close 2755 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:10.043 [Sim]MESZ0-CME Replay 15X: ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3587 | AO=1. Attached Order | Client side OCO order 2759 Limit Buy 3581.7500000 Pending Child-Client Sim1 Close 2758 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:10.044 [Sim]MESZ0-CME Replay 15X: ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3587 | AO=1. Attached Order | Client side OCO order 2760 Stop Buy 3589.2500000 Pending Child-Client Sim1 Close 2758 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:10.045 [Sim]MESZ0-CME Replay 15X: ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3587 | AO=1 2758 Market 1 Sell Order Sent Sim1 Open -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:10.046 [Sim]MESZ0-CME Simulated order accepted 2758 2758 Market 1 Sell Open Sim1 Open -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:10.047 [Sim]MESZ0-CME Trade simulation fill. Bid: 3586.75 Ask: 3587.00 Last: 3587.00 2758 2758 Market 1 Sell Filled 3586.7500000 1 Sim1 Open -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:10.049 [Sim]MESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3586.75 2760 Stop Buy 3589.2500000 Pending Child-Client Sim1 Close 2758 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:10.050 [Sim]MESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3584.25 2760 Stop Buy 3589.2500000 Pending Child-Client Sim1 Close 2758 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:10.051 [Sim]MESZ0-CME Auto-sent child from parent fill 2759 Limit 1 Buy 3581.7500000 Order Sent Sim1 Close 2758 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:10.052 [Sim]MESZ0-CME Auto-sent child from parent fill 2760 Stop 1 Buy 3589.2500000 Order Sent Sim1 Close 2758 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:10.053 [Sim]MESZ0-CME Simulated order accepted 2759 2759 Limit 1 Buy 3581.7500000 Open Sim1 Close 2758 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:10.054 [Sim]MESZ0-CME Simulated order accepted 2760 2760 Stop 1 Buy 3589.2500000 Open Sim1 Close 2758 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:41.063 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3586.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3589.00. Requested Quantity: 1 2760 2760 Stop 1 Buy 3589.2500000 Pending Modify Sim1 Close 2758 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:41.064 [Sim]MESZ0-CME Simulated order modify complete 2760 2760 Stop 1 Buy 3589.0000000 Open Sim1 Close 2758 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:45.084 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3586.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3588.75. Requested Quantity: 1 2760 2760 Stop 1 Buy 3589.0000000 Pending Modify Sim1 Close 2758 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:45.085 [Sim]MESZ0-CME Simulated order modify complete 2760 2760 Stop 1 Buy 3588.7500000 Open Sim1 Close 2758 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:47.027 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3586.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3588.50. Requested Quantity: 1 2760 2760 Stop 1 Buy 3588.7500000 Pending Modify Sim1 Close 2758 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:47.028 [Sim]MESZ0-CME Simulated order modify complete 2760 2760 Stop 1 Buy 3588.5000000 Open Sim1 Close 2758 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:47.029 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3586.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3588.50. Requested Quantity: 1 2754 2754 Stop 1 Buy 3588.7500000 Pending Modify Sim1 Close 2752 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:47.030 [Sim]MESZ0-CME Simulated order modify complete 2754 2754 Stop 1 Buy 3588.5000000 Open Sim1 Close 2752 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:47.112 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3585.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3588.25. Requested Quantity: 1 2760 2760 Stop 1 Buy 3588.5000000 Pending Modify Sim1 Close 2758 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:47.113 [Sim]MESZ0-CME Simulated order modify complete 2760 2760 Stop 1 Buy 3588.2500000 Open Sim1 Close 2758 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:47.114 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3585.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3588.25. Requested Quantity: 1 2754 2754 Stop 1 Buy 3588.5000000 Pending Modify Sim1 Close 2752 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:47.115 [Sim]MESZ0-CME Simulated order modify complete 2754 2754 Stop 1 Buy 3588.2500000 Open Sim1 Close 2752 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:47.116 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3585.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3588.50. Requested Quantity: 1 2757 2757 Stop 1 Buy 3588.7500000 Pending Modify Sim1 Close 2755 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:47.117 [Sim]MESZ0-CME Simulated order modify complete 2757 2757 Stop 1 Buy 3588.5000000 Open Sim1 Close 2755 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:48.069 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3585.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3588.00. Requested Quantity: 1 2760 2760 Stop 1 Buy 3588.2500000 Pending Modify Sim1 Close 2758 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:48.070 [Sim]MESZ0-CME Simulated order modify complete 2760 2760 Stop 1 Buy 3588.0000000 Open Sim1 Close 2758 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:48.071 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3585.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3588.00. Requested Quantity: 1 2754 2754 Stop 1 Buy 3588.2500000 Pending Modify Sim1 Close 2752 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:48.072 [Sim]MESZ0-CME Simulated order modify complete 2754 2754 Stop 1 Buy 3588.0000000 Open Sim1 Close 2752 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:48.073 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3585.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3588.25. Requested Quantity: 1 2757 2757 Stop 1 Buy 3588.5000000 Pending Modify Sim1 Close 2755 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:48.074 [Sim]MESZ0-CME Simulated order modify complete 2757 2757 Stop 1 Buy 3588.2500000 Open Sim1 Close 2755 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:48.120 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3585.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3587.75. Requested Quantity: 1 2760 2760 Stop 1 Buy 3588.0000000 Pending Modify Sim1 Close 2758 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:48.121 [Sim]MESZ0-CME Simulated order modify complete 2760 2760 Stop 1 Buy 3587.7500000 Open Sim1 Close 2758 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:48.122 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3585.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3588.00. Requested Quantity: 1 2757 2757 Stop 1 Buy 3588.2500000 Pending Modify Sim1 Close 2755 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:48.123 [Sim]MESZ0-CME Simulated order modify complete 2757 2757 Stop 1 Buy 3588.0000000 Open Sim1 Close 2755 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:48.133 [Sim]MESZ0-CME Trade simulation fill. Bid: 3585.25 Ask: 3585.50 Last: 3585.25 2756 2756 Limit 1 Buy 3585.7500000 Filled 3585.5000000 1 Sim1 Close 2755 -3 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:48.135 [Sim]MESZ0-CME Canceling order due to sibling fill 2757 2757 Stop 1 Buy 3588.0000000 Pending Cancel Sim1 Close 2755 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:48.136 [Sim]MESZ0-CME Simulated order canceled 2757 2757 Stop 1 Buy 3588.0000000 Canceled Sim1 Close 2755 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:48.211 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3585.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3587.50. Requested Quantity: 1 2760 2760 Stop 1 Buy 3587.7500000 Pending Modify Sim1 Close 2758 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:48.212 [Sim]MESZ0-CME Simulated order modify complete 2760 2760 Stop 1 Buy 3587.5000000 Open Sim1 Close 2758 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:53.109 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3584.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3587.25. Requested Quantity: 1 2760 2760 Stop 1 Buy 3587.5000000 Pending Modify Sim1 Close 2758 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:53.110 [Sim]MESZ0-CME Simulated order modify complete 2760 2760 Stop 1 Buy 3587.2500000 Open Sim1 Close 2758 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:53.139 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3584.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3587.00. Requested Quantity: 1 2760 2760 Stop 1 Buy 3587.2500000 Pending Modify Sim1 Close 2758 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:53.140 [Sim]MESZ0-CME Simulated order modify complete 2760 2760 Stop 1 Buy 3587.0000000 Open Sim1 Close 2758 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:53.181 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3584.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3586.75. Requested Quantity: 1 2760 2760 Stop 1 Buy 3587.0000000 Pending Modify Sim1 Close 2758 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 14:59:53.182 [Sim]MESZ0-CME Simulated order modify complete 2760 2760 Stop 1 Buy 3586.7500000 Open Sim1 Close 2758 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 15:00:29.001 [Sim]MESZ0-CME Trade simulation fill. Bid: 3586.50 Ask: 3586.75 Last: 3586.75 2760 2760 Stop 1 Buy 3586.7500000 Filled 3586.7500000 1 Sim1 Close 2758 -2 2 Contracts.twconfig 0.00 Orders 2020-11-17 15:00:29.003 [Sim]MESZ0-CME Canceling order due to sibling fill 2759 2759 Limit 1 Buy 3581.7500000 Pending Cancel Sim1 Close 2758 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 15:00:29.004 [Sim]MESZ0-CME Simulated order canceled 2759 2759 Limit 1 Buy 3581.7500000 Canceled Sim1 Close 2758 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 15:00:31.087 [Sim]MESZ0-CME Trade simulation fill. Bid: 3587.50 Ask: 3587.75 Last: 3588.00 2754 2754 Stop 1 Buy 3588.0000000 Filled 3587.7500000 1 Sim1 Close 2752 -1 2 Contracts.twconfig 0.00 Orders 2020-11-17 15:00:31.089 [Sim]MESZ0-CME Canceling order due to sibling fill 2753 2753 Limit 1 Buy 3583.2500000 Pending Cancel Sim1 Close 2752 2 Contracts.twconfig 0.00 Orders 2020-11-17 15:00:31.090 [Sim]MESZ0-CME Simulated order canceled 2753 2753 Limit 1 Buy 3583.2500000 Canceled Sim1 Close 2752 2 Contracts.twconfig 0.00 Orders 2020-11-17 15:03:51.960 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3589.5 | AO=1. Attached Order 2512 Stop Buy 3589.7500000 Pending Child-Client Sim1 Close 2511 SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:03:51.961 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3589.5 | AO=1 2511 Stop Limit 1 Sell 3588.2500000 3587.2500000 Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:03:51.962 [Sim]ESZ0-CME Simulated order accepted 2511 2511 Stop Limit 1 Sell 3588.2500000 3587.2500000 Open Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:03:55.016 [Sim]ESZ0-CME Initiating: ESZ0-CME [CBV] 233 Trades #1 | User cancel orders for Symbol and Account 2511 2511 Stop Limit 1 Sell 3588.2500000 3587.2500000 Open Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:03:55.017 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User cancel orders for Symbol and Account 2511 2511 Stop Limit 1 Sell 3588.2500000 3587.2500000 Pending Cancel Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:03:55.018 [Sim]ESZ0-CME Simulated order canceled 2511 2511 Stop Limit 1 Sell 3588.2500000 3587.2500000 Canceled Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:03:55.019 [Sim]ESZ0-CME Canceling child orders of internal order ID 2511. Internal cancel 2512 Stop Buy 3589.7500000 Pending Cancel Sim1 Close 2511 SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:03:55.020 [Sim]ESZ0-CME Canceling child orders of internal order ID 2511. Internal cancel 2512 Stop Buy 3589.7500000 Canceled Sim1 Close 2511 SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:03:55.021 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2512 Stop Buy 3589.7500000 Canceled Sim1 Close 2511 SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:04:04.267 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3589 | AO=1. Attached Order 2514 Stop Buy 3589.7500000 Pending Child-Client Sim1 Close 2513 SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:04:04.268 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3589 | AO=1 2513 Limit 1 Sell 3588.2500000 Order Sent Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:04:04.269 [Sim]ESZ0-CME Simulated order accepted 2513 2513 Limit 1 Sell 3588.2500000 Open Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:04:04.270 [Sim]ESZ0-CME Trade simulation fill. Bid: 3588.75 Ask: 3589.00 Last: 3589.00 2513 2513 Limit 1 Sell 3588.2500000 Filled 3588.7500000 1 Sim1 Open SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:04:04.272 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3588.75. New price: 3590.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3590.25. Requested Quantity: 0 2514 Stop Buy 3589.7500000 Pending Modify Sim1 Close 2513 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:04:04.273 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3588.75. New price: 3590.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3590.25. Requested Quantity: 0 2514 Stop Buy 3590.2500000 Pending Child-Client Sim1 Close 2513 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:04:04.274 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3588.75 2514 Stop Buy 3590.2500000 Pending Child-Client Sim1 Close 2513 SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:04:04.275 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3586.25 2514 Stop Buy 3590.2500000 Pending Child-Client Sim1 Close 2513 SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:04:04.276 [Sim]ESZ0-CME Auto-sent child from parent fill 2514 Stop 1 Buy 3590.2500000 Order Sent Sim1 Close 2513 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:04:04.277 [Sim]ESZ0-CME Simulated order accepted 2514 2514 Stop 1 Buy 3590.2500000 Open Sim1 Close 2513 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:04:06.500 [Sim]ESZ0-CME Initiating: ESZ0-CME [CBV] 233 Trades #1 | User cancel orders for Symbol and Account 2514 2514 Stop 1 Buy 3590.2500000 Open Sim1 Close 2513 SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:04:06.501 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User cancel orders for Symbol and Account 2514 2514 Stop 1 Buy 3590.2500000 Pending Cancel Sim1 Close 2513 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:04:06.502 [Sim]ESZ0-CME Simulated order canceled 2514 2514 Stop 1 Buy 3590.2500000 Canceled Sim1 Close 2513 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:04:27.810 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3587.75 | AO=1. Attached Order 2516 Stop Sell 3586.7500000 Pending Child-Client Sim1 Open 2515 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:04:27.811 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3587.75 | AO=1 2515 Stop Limit 1 Buy 3588.2500000 3589.2500000 Order Sent Sim1 Close -1 SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:04:27.812 [Sim]ESZ0-CME Simulated order accepted 2515 2515 Stop Limit 1 Buy 3588.2500000 3589.2500000 Open Sim1 Close -1 SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:04:33.047 [Sim]ESZ0-CME Initiating: ESZ0-CME [CBV] 233 Trades #1 | Canceling non-market orders during Flatten 2515 2515 Stop Limit 1 Buy 3588.2500000 3589.2500000 Open Sim1 Close SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:04:33.048 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | Canceling non-market orders during Flatten 2515 2515 Stop Limit 1 Buy 3588.2500000 3589.2500000 Pending Cancel Sim1 Close -1 SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:04:33.049 [Sim]ESZ0-CME Simulated order canceled 2515 2515 Stop Limit 1 Buy 3588.2500000 3589.2500000 Canceled Sim1 Close -1 SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:04:33.050 [Sim]ESZ0-CME Canceling child orders of internal order ID 2515. Internal cancel 2516 Stop Sell 3586.7500000 Pending Cancel Sim1 Open 2515 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:04:33.051 [Sim]ESZ0-CME Canceling child orders of internal order ID 2515. Internal cancel 2516 Stop Sell 3586.7500000 Canceled Sim1 Open 2515 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:04:33.052 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2516 Stop Sell 3586.7500000 Canceled Sim1 Open 2515 -1 SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:04:33.053 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry. Flatten&Cancel | Last: 3587. Current Position quantity: -1 | AO=0 2517 Market 1 Buy Order Sent Sim1 Close -1 SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:04:33.054 [Sim]ESZ0-CME Simulated order accepted 2517 2517 Market 1 Buy Open Sim1 Close -1 SimpleBracket.twconfig 0.00 Orders 2020-11-17 15:04:33.055 [Sim]ESZ0-CME Trade simulation fill. Bid: 3587.00 Ask: 3587.25 Last: 3587.00 2517 2517 Market 1 Buy Filled 3587.2500000 1 Sim1 Close -1 SimpleBracket.twconfig 0.00 Orders 2020-11-18 14:51:15.297 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3611 | AO=1. Attached Order | Client side OCO order 2526 Limit Buy -1.0000000 Pending Child-Client Sim1 Close 2525 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.307 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3611 | AO=1. Attached Order | Client side OCO order 2527 Stop Buy 2.0000000 Pending Child-Client Sim1 Close 2525 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.308 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3611 | AO=1 2525 Limit 1 Sell Order Sent Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.309 [Sim]ESZ0-CME Simulated order accepted 2525 2525 Limit 1 Sell Open Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.310 [Sim]ESZ0-CME Trade simulation fill. Bid: 3610.75 Ask: 3611.00 Last: 3611.00 2525 2525 Limit 1 Sell Filled 3610.7500000 1 Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.312 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3610.75. New price: 3609.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3609.75. Requested Quantity: 0 2526 Limit Buy -1.0000000 Pending Modify Sim1 Close 2525 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.313 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3610.75. New price: 3609.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3609.75. Requested Quantity: 0 2526 Limit Buy 3609.7500000 Pending Child-Client Sim1 Close 2525 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.314 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3610.75. New price: 3612.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3612.75. Requested Quantity: 0 2527 Stop Buy 2.0000000 Pending Modify Sim1 Close 2525 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.315 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3610.75. New price: 3612.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3612.75. Requested Quantity: 0 2527 Stop Buy 3612.7500000 Pending Child-Client Sim1 Close 2525 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.316 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3610.75 2527 Stop Buy 3612.7500000 Pending Child-Client Sim1 Close 2525 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.317 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3610 2527 Stop Buy 3612.7500000 Pending Child-Client Sim1 Close 2525 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.318 [Sim]ESZ0-CME Auto-sent child from parent fill 2526 Limit 1 Buy 3609.7500000 Order Sent Sim1 Close 2525 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.319 [Sim]ESZ0-CME Auto-sent child from parent fill 2527 Stop 1 Buy 3612.7500000 Order Sent Sim1 Close 2525 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.320 [Sim]ESZ0-CME Simulated order accepted 2526 2526 Limit 1 Buy 3609.7500000 Open Sim1 Close 2525 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.321 [Sim]ESZ0-CME Simulated order accepted 2527 2527 Stop 1 Buy 3612.7500000 Open Sim1 Close 2525 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.322 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3611 | AO=1. Attached Order | Client side OCO order 2529 Limit Buy -5.0000000 Pending Child-Client Sim1 Close 2528 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.323 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3611 | AO=1. Attached Order | Client side OCO order 2530 Stop Buy 2.5000000 Pending Child-Client Sim1 Close 2528 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.324 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3611 | AO=1 2528 Limit 1 Sell Order Sent Sim1 Open -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.325 [Sim]ESZ0-CME Simulated order accepted 2528 2528 Limit 1 Sell Open Sim1 Open -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.326 [Sim]ESZ0-CME Trade simulation fill. Bid: 3610.75 Ask: 3611.00 Last: 3611.00 2528 2528 Limit 1 Sell Filled 3610.7500000 1 Sim1 Open -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.328 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3610.75. New price: 3605.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3605.75. Requested Quantity: 0 2529 Limit Buy -5.0000000 Pending Modify Sim1 Close 2528 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.329 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3610.75. New price: 3605.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3605.75. Requested Quantity: 0 2529 Limit Buy 3605.7500000 Pending Child-Client Sim1 Close 2528 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.330 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3610.75. New price: 3613.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3613.25. Requested Quantity: 0 2530 Stop Buy 2.5000000 Pending Modify Sim1 Close 2528 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.331 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3610.75. New price: 3613.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3613.25. Requested Quantity: 0 2530 Stop Buy 3613.2500000 Pending Child-Client Sim1 Close 2528 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.332 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3610.75 2530 Stop Buy 3613.2500000 Pending Child-Client Sim1 Close 2528 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.333 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3608.25 2530 Stop Buy 3613.2500000 Pending Child-Client Sim1 Close 2528 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.334 [Sim]ESZ0-CME Auto-sent child from parent fill 2529 Limit 1 Buy 3605.7500000 Order Sent Sim1 Close 2528 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.335 [Sim]ESZ0-CME Auto-sent child from parent fill 2530 Stop 1 Buy 3613.2500000 Order Sent Sim1 Close 2528 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.336 [Sim]ESZ0-CME Simulated order accepted 2529 2529 Limit 1 Buy 3605.7500000 Open Sim1 Close 2528 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:15.337 [Sim]ESZ0-CME Simulated order accepted 2530 2530 Stop 1 Buy 3613.2500000 Open Sim1 Close 2528 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:21.902 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3610.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3613.00. Requested Quantity: 1 2530 2530 Stop 1 Buy 3613.2500000 Pending Modify Sim1 Close 2528 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:21.903 [Sim]ESZ0-CME Simulated order modify complete 2530 2530 Stop 1 Buy 3613.0000000 Open Sim1 Close 2528 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:22.423 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3610.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3612.75. Requested Quantity: 1 2530 2530 Stop 1 Buy 3613.0000000 Pending Modify Sim1 Close 2528 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:22.424 [Sim]ESZ0-CME Simulated order modify complete 2530 2530 Stop 1 Buy 3612.7500000 Open Sim1 Close 2528 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:22.425 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3610.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3612.50. Requested Quantity: 1 2530 2530 Stop 1 Buy 3612.7500000 Pending Modify Sim1 Close 2528 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:22.426 [Sim]ESZ0-CME Simulated order modify complete 2530 2530 Stop 1 Buy 3612.5000000 Open Sim1 Close 2528 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:26.930 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3609.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3612.50. Requested Quantity: 1 2527 2527 Stop 1 Buy 3612.7500000 Pending Modify Sim1 Close 2525 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:26.931 [Sim]ESZ0-CME Simulated order modify complete 2527 2527 Stop 1 Buy 3612.5000000 Open Sim1 Close 2525 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:26.932 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3609.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3612.25. Requested Quantity: 1 2530 2530 Stop 1 Buy 3612.5000000 Pending Modify Sim1 Close 2528 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:26.933 [Sim]ESZ0-CME Simulated order modify complete 2530 2530 Stop 1 Buy 3612.2500000 Open Sim1 Close 2528 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:27.932 [Sim]ESZ0-CME Trade simulation fill. Bid: 3609.50 Ask: 3609.75 Last: 3609.75 2526 2526 Limit 1 Buy 3609.7500000 Filled 3609.7500000 1 Sim1 Close 2525 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:27.934 [Sim]ESZ0-CME Canceling order due to sibling fill 2527 2527 Stop 1 Buy 3612.5000000 Pending Cancel Sim1 Close 2525 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:27.935 [Sim]ESZ0-CME Simulated order canceled 2527 2527 Stop 1 Buy 3612.5000000 Canceled Sim1 Close 2525 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:28.437 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3609.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3612.00. Requested Quantity: 1 2530 2530 Stop 1 Buy 3612.2500000 Pending Modify Sim1 Close 2528 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:28.438 [Sim]ESZ0-CME Simulated order modify complete 2530 2530 Stop 1 Buy 3612.0000000 Open Sim1 Close 2528 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:29.450 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3609.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3611.75. Requested Quantity: 1 2530 2530 Stop 1 Buy 3612.0000000 Pending Modify Sim1 Close 2528 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:29.451 [Sim]ESZ0-CME Simulated order modify complete 2530 2530 Stop 1 Buy 3611.7500000 Open Sim1 Close 2528 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:53.447 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3609.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3611.50. Requested Quantity: 1 2530 2530 Stop 1 Buy 3611.7500000 Pending Modify Sim1 Close 2528 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:51:53.448 [Sim]ESZ0-CME Simulated order modify complete 2530 2530 Stop 1 Buy 3611.5000000 Open Sim1 Close 2528 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:52:01.444 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3608.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3611.25. Requested Quantity: 1 2530 2530 Stop 1 Buy 3611.5000000 Pending Modify Sim1 Close 2528 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:52:01.445 [Sim]ESZ0-CME Simulated order modify complete 2530 2530 Stop 1 Buy 3611.2500000 Open Sim1 Close 2528 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:52:03.964 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3608.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3611.00. Requested Quantity: 1 2530 2530 Stop 1 Buy 3611.2500000 Pending Modify Sim1 Close 2528 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:52:03.965 [Sim]ESZ0-CME Simulated order modify complete 2530 2530 Stop 1 Buy 3611.0000000 Open Sim1 Close 2528 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:52:04.481 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3608.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3610.75. Requested Quantity: 1 2530 2530 Stop 1 Buy 3611.0000000 Pending Modify Sim1 Close 2528 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:52:04.482 [Sim]ESZ0-CME Simulated order modify complete 2530 2530 Stop 1 Buy 3610.7500000 Open Sim1 Close 2528 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:52:04.972 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3608.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3610.50. Requested Quantity: 1 2530 2530 Stop 1 Buy 3610.7500000 Pending Modify Sim1 Close 2528 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:52:04.973 [Sim]ESZ0-CME Simulated order modify complete 2530 2530 Stop 1 Buy 3610.5000000 Open Sim1 Close 2528 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:52:37.526 [Sim]ESZ0-CME Trade simulation fill. Bid: 3605.50 Ask: 3605.75 Last: 3605.75 2529 2529 Limit 1 Buy 3605.7500000 Filled 3605.7500000 1 Sim1 Close 2528 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:52:37.528 [Sim]ESZ0-CME Canceling order due to sibling fill 2530 2530 Stop 1 Buy 3610.5000000 Pending Cancel Sim1 Close 2528 2 Contracts.twconfig 0.00 Orders 2020-11-18 14:52:37.529 [Sim]ESZ0-CME Simulated order canceled 2530 2530 Stop 1 Buy 3610.5000000 Canceled Sim1 Close 2528 2 Contracts.twconfig 0.00 Orders 2020-11-18 15:01:16.198 [Sim]ZBZ0-CBOT ZBZ0-CBOT 233 Trades #2 | User order entry | Last: 172.84375 | AO=1. Attached Order | Client side OCO order 2532 Limit Buy -0.0625000 Pending Child-Client Sim1 Close 2531 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.210 [Sim]ZBZ0-CBOT ZBZ0-CBOT 233 Trades #2 | User order entry | Last: 172.84375 | AO=1. Attached Order | Client side OCO order 2533 Stop Buy 0.0625000 Pending Child-Client Sim1 Close 2531 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.211 [Sim]ZBZ0-CBOT ZBZ0-CBOT 233 Trades #2 | User order entry | Last: 172.84375 | AO=1 2531 Limit 1 Sell Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.212 [Sim]ZBZ0-CBOT Simulated order accepted 2531 2531 Limit 1 Sell Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.213 [Sim]ZBZ0-CBOT Trade simulation fill. Bid: 172.84375 Ask: 172.87500 Last: 172.84375 2531 2531 Limit 1 Sell Filled 172.8437500 1 Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.215 [Sim]ZBZ0-CBOT Modifying Attached Order from parent modification/fill. Parent ref. price: 172.84375. New price: 172.78125. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 172.78125. Requested Quantity: 0 2532 Limit Buy -0.0625000 Pending Modify Sim1 Close 2531 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.216 [Sim]ZBZ0-CBOT Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 172.84375. New price: 172.78125. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 172.78125. Requested Quantity: 0 2532 Limit Buy 172.7812500 Pending Child-Client Sim1 Close 2531 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.217 [Sim]ZBZ0-CBOT Modifying Attached Order from parent modification/fill. Parent ref. price: 172.84375. New price: 172.90625. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 172.90625. Requested Quantity: 0 2533 Stop Buy 0.0625000 Pending Modify Sim1 Close 2531 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.218 [Sim]ZBZ0-CBOT Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 172.84375. New price: 172.90625. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 172.90625. Requested Quantity: 0 2533 Stop Buy 172.9062500 Pending Child-Client Sim1 Close 2531 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.219 [Sim]ZBZ0-CBOT Updating move to breakeven stop reference price on parent modification/fill to 172.84375 2533 Stop Buy 172.9062500 Pending Child-Client Sim1 Close 2531 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.220 [Sim]ZBZ0-CBOT Updating move to breakeven stop trigger price on parent modification/fill to 172.8125 2533 Stop Buy 172.9062500 Pending Child-Client Sim1 Close 2531 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.221 [Sim]ZBZ0-CBOT Auto-sent child from parent fill 2532 Limit 1 Buy 172.7812500 Order Sent Sim1 Close 2531 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.222 [Sim]ZBZ0-CBOT Auto-sent child from parent fill 2533 Stop 1 Buy 172.9062500 Order Sent Sim1 Close 2531 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.223 [Sim]ZBZ0-CBOT Simulated order accepted 2532 2532 Limit 1 Buy 172.7812500 Open Sim1 Close 2531 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.224 [Sim]ZBZ0-CBOT Simulated order accepted 2533 2533 Stop 1 Buy 172.9062500 Open Sim1 Close 2531 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.225 [Sim]ZBZ0-CBOT ZBZ0-CBOT 233 Trades #2 | User order entry | Last: 172.84375 | AO=1. Attached Order | Client side OCO order 2535 Limit Buy -0.3125000 Pending Child-Client Sim1 Close 2534 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.226 [Sim]ZBZ0-CBOT ZBZ0-CBOT 233 Trades #2 | User order entry | Last: 172.84375 | AO=1. Attached Order | Client side OCO order 2536 Stop Buy 0.0937500 Pending Child-Client Sim1 Close 2534 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.227 [Sim]ZBZ0-CBOT ZBZ0-CBOT 233 Trades #2 | User order entry | Last: 172.84375 | AO=1 2534 Limit 1 Sell Order Sent Sim1 Open -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.228 [Sim]ZBZ0-CBOT Simulated order accepted 2534 2534 Limit 1 Sell Open Sim1 Open -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.229 [Sim]ZBZ0-CBOT Trade simulation fill. Bid: 172.84375 Ask: 172.87500 Last: 172.84375 2534 2534 Limit 1 Sell Filled 172.8437500 1 Sim1 Open -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.231 [Sim]ZBZ0-CBOT Modifying Attached Order from parent modification/fill. Parent ref. price: 172.84375. New price: 172.53125. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 172.53125. Requested Quantity: 0 2535 Limit Buy -0.3125000 Pending Modify Sim1 Close 2534 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.232 [Sim]ZBZ0-CBOT Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 172.84375. New price: 172.53125. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 172.53125. Requested Quantity: 0 2535 Limit Buy 172.5312500 Pending Child-Client Sim1 Close 2534 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.233 [Sim]ZBZ0-CBOT Modifying Attached Order from parent modification/fill. Parent ref. price: 172.84375. New price: 172.93750. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 172.93750. Requested Quantity: 0 2536 Stop Buy 0.0937500 Pending Modify Sim1 Close 2534 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.234 [Sim]ZBZ0-CBOT Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 172.84375. New price: 172.93750. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 172.93750. Requested Quantity: 0 2536 Stop Buy 172.9375000 Pending Child-Client Sim1 Close 2534 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.235 [Sim]ZBZ0-CBOT Updating move to breakeven stop reference price on parent modification/fill to 172.84375 2536 Stop Buy 172.9375000 Pending Child-Client Sim1 Close 2534 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.236 [Sim]ZBZ0-CBOT Updating move to breakeven stop trigger price on parent modification/fill to 172.53125 2536 Stop Buy 172.9375000 Pending Child-Client Sim1 Close 2534 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.237 [Sim]ZBZ0-CBOT Auto-sent child from parent fill 2535 Limit 1 Buy 172.5312500 Order Sent Sim1 Close 2534 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.238 [Sim]ZBZ0-CBOT Auto-sent child from parent fill 2536 Stop 1 Buy 172.9375000 Order Sent Sim1 Close 2534 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.239 [Sim]ZBZ0-CBOT Simulated order accepted 2535 2535 Limit 1 Buy 172.5312500 Open Sim1 Close 2534 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:01:16.240 [Sim]ZBZ0-CBOT Simulated order accepted 2536 2536 Stop 1 Buy 172.9375000 Open Sim1 Close 2534 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:03:46.839 [Sim]ZBZ0-CBOT Auto trail order modification. Move to breakeven. Trigger price: 172.81250. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 172.90625. Requested Quantity: 1 2536 2536 Stop 1 Buy 172.9375000 Pending Modify Sim1 Close 2534 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:03:46.840 [Sim]ZBZ0-CBOT Simulated order modify complete 2536 2536 Stop 1 Buy 172.9062500 Open Sim1 Close 2534 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:04:32.905 [Sim]ZBZ0-CBOT Auto trail order modification. Move to breakeven. Trigger price: 172.78125. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 172.87500. Requested Quantity: 1 2533 2533 Stop 1 Buy 172.9062500 Pending Modify Sim1 Close 2531 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:04:32.906 [Sim]ZBZ0-CBOT Simulated order modify complete 2533 2533 Stop 1 Buy 172.8750000 Open Sim1 Close 2531 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:04:32.907 [Sim]ZBZ0-CBOT Auto trail order modification. Move to breakeven. Trigger price: 172.78125. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 172.87500. Requested Quantity: 1 2536 2536 Stop 1 Buy 172.9062500 Pending Modify Sim1 Close 2534 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:04:32.908 [Sim]ZBZ0-CBOT Simulated order modify complete 2536 2536 Stop 1 Buy 172.8750000 Open Sim1 Close 2534 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:05:08.923 [Sim]ZBZ0-CBOT Trade simulation fill. Bid: 172.75000 Ask: 172.78125 Last: 172.78125 2532 2532 Limit 1 Buy 172.7812500 Filled 172.7812500 1 Sim1 Close 2531 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:05:08.925 [Sim]ZBZ0-CBOT Canceling order due to sibling fill 2533 2533 Stop 1 Buy 172.8750000 Pending Cancel Sim1 Close 2531 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:05:08.926 [Sim]ZBZ0-CBOT Simulated order canceled 2533 2533 Stop 1 Buy 172.8750000 Canceled Sim1 Close 2531 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:05:09.431 [Sim]ZBZ0-CBOT Auto trail order modification. Move to breakeven. Trigger price: 172.75000. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 172.84375. Requested Quantity: 1 2536 2536 Stop 1 Buy 172.8750000 Pending Modify Sim1 Close 2534 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:05:09.432 [Sim]ZBZ0-CBOT Simulated order modify complete 2536 2536 Stop 1 Buy 172.8437500 Open Sim1 Close 2534 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:05:33.441 [Sim]ZBZ0-CBOT Auto trail order modification. Move to breakeven. Trigger price: 172.71875. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 172.81250. Requested Quantity: 1 2536 2536 Stop 1 Buy 172.8437500 Pending Modify Sim1 Close 2534 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:05:33.442 [Sim]ZBZ0-CBOT Simulated order modify complete 2536 2536 Stop 1 Buy 172.8125000 Open Sim1 Close 2534 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:02.991 [Sim]ZBZ0-CBOT ZBZ0-CBOT 233 Trades #2 | User order modification. Requested Price: 172.78125. Requested Quantity: 1 2536 2536 Stop 1 Buy 172.8125000 Pending Modify Sim1 Close 2534 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:02.992 [Sim]ZBZ0-CBOT Simulated order modify complete 2536 2536 Stop 1 Buy 172.7812500 Open Sim1 Close 2534 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.891 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3608 | AO=1. Attached Order | Client side OCO order 2538 Limit Buy -0.5000000 Pending Child-Client Sim1 Close 2537 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.892 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3608 | AO=1. Attached Order | Client side OCO order 2539 Stop Buy 0.5000000 Pending Child-Client Sim1 Close 2537 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.893 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3608 | AO=1 2537 Limit 1 Sell Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.894 [Sim]ESZ0-CME Simulated order accepted 2537 2537 Limit 1 Sell Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.895 [Sim]ESZ0-CME Trade simulation fill. Bid: 3608.00 Ask: 3608.25 Last: 3608.00 2537 2537 Limit 1 Sell Filled 3608.0000000 1 Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.897 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3608.00. New price: 3607.50. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3607.50. Requested Quantity: 0 2538 Limit Buy -0.5000000 Pending Modify Sim1 Close 2537 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.898 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3608.00. New price: 3607.50. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3607.50. Requested Quantity: 0 2538 Limit Buy 3607.5000000 Pending Child-Client Sim1 Close 2537 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.899 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3608.00. New price: 3608.50. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3608.50. Requested Quantity: 0 2539 Stop Buy 0.5000000 Pending Modify Sim1 Close 2537 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.900 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3608.00. New price: 3608.50. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3608.50. Requested Quantity: 0 2539 Stop Buy 3608.5000000 Pending Child-Client Sim1 Close 2537 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.901 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3608 2539 Stop Buy 3608.5000000 Pending Child-Client Sim1 Close 2537 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.902 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3607.75 2539 Stop Buy 3608.5000000 Pending Child-Client Sim1 Close 2537 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.903 [Sim]ESZ0-CME Auto-sent child from parent fill 2538 Limit 1 Buy 3607.5000000 Order Sent Sim1 Close 2537 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.904 [Sim]ESZ0-CME Auto-sent child from parent fill 2539 Stop 1 Buy 3608.5000000 Order Sent Sim1 Close 2537 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.905 [Sim]ESZ0-CME Simulated order accepted 2538 2538 Limit 1 Buy 3607.5000000 Open Sim1 Close 2537 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.906 [Sim]ESZ0-CME Simulated order accepted 2539 2539 Stop 1 Buy 3608.5000000 Open Sim1 Close 2537 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.907 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3608 | AO=1. Attached Order | Client side OCO order 2541 Limit Buy -2.5000000 Pending Child-Client Sim1 Close 2540 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.908 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3608 | AO=1. Attached Order | Client side OCO order 2542 Stop Buy 0.7500000 Pending Child-Client Sim1 Close 2540 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.909 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3608 | AO=1 2540 Limit 1 Sell Order Sent Sim1 Open -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.910 [Sim]ESZ0-CME Simulated order accepted 2540 2540 Limit 1 Sell Open Sim1 Open -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.911 [Sim]ESZ0-CME Trade simulation fill. Bid: 3608.00 Ask: 3608.25 Last: 3608.00 2540 2540 Limit 1 Sell Filled 3608.0000000 1 Sim1 Open -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.913 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3608.00. New price: 3605.50. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3605.50. Requested Quantity: 0 2541 Limit Buy -2.5000000 Pending Modify Sim1 Close 2540 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.914 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3608.00. New price: 3605.50. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3605.50. Requested Quantity: 0 2541 Limit Buy 3605.5000000 Pending Child-Client Sim1 Close 2540 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.915 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3608.00. New price: 3608.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3608.75. Requested Quantity: 0 2542 Stop Buy 0.7500000 Pending Modify Sim1 Close 2540 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.916 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3608.00. New price: 3608.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3608.75. Requested Quantity: 0 2542 Stop Buy 3608.7500000 Pending Child-Client Sim1 Close 2540 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.917 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3608 2542 Stop Buy 3608.7500000 Pending Child-Client Sim1 Close 2540 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.918 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3605.5 2542 Stop Buy 3608.7500000 Pending Child-Client Sim1 Close 2540 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.919 [Sim]ESZ0-CME Auto-sent child from parent fill 2541 Limit 1 Buy 3605.5000000 Order Sent Sim1 Close 2540 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.920 [Sim]ESZ0-CME Auto-sent child from parent fill 2542 Stop 1 Buy 3608.7500000 Order Sent Sim1 Close 2540 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.921 [Sim]ESZ0-CME Simulated order accepted 2541 2541 Limit 1 Buy 3605.5000000 Open Sim1 Close 2540 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:30.922 [Sim]ESZ0-CME Simulated order accepted 2542 2542 Stop 1 Buy 3608.7500000 Open Sim1 Close 2540 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:32.501 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3607.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3608.50. Requested Quantity: 1 2542 2542 Stop 1 Buy 3608.7500000 Pending Modify Sim1 Close 2540 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:32.502 [Sim]ESZ0-CME Simulated order modify complete 2542 2542 Stop 1 Buy 3608.5000000 Open Sim1 Close 2540 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:36.474 [Sim]ZBZ0-CBOT Trade simulation fill. Bid: 172.75000 Ask: 172.78125 Last: 172.78125 2536 2536 Stop 1 Buy 172.7812500 Filled 172.7812500 1 Sim1 Close 2534 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:36.476 [Sim]ZBZ0-CBOT Canceling order due to sibling fill 2535 2535 Limit 1 Buy 172.5312500 Pending Cancel Sim1 Close 2534 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:36.477 [Sim]ZBZ0-CBOT Simulated order canceled 2535 2535 Limit 1 Buy 172.5312500 Canceled Sim1 Close 2534 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:52.514 [Sim]ESZ0-CME Trade simulation fill. Bid: 3608.25 Ask: 3608.50 Last: 3608.50 2539 2539 Stop 1 Buy 3608.5000000 Filled 3608.5000000 1 Sim1 Close 2537 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:52.516 [Sim]ESZ0-CME Canceling order due to sibling fill 2538 2538 Limit 1 Buy 3607.5000000 Pending Cancel Sim1 Close 2537 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:52.517 [Sim]ESZ0-CME Simulated order canceled 2538 2538 Limit 1 Buy 3607.5000000 Canceled Sim1 Close 2537 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:52.518 [Sim]ESZ0-CME Trade simulation fill. Bid: 3608.25 Ask: 3608.50 Last: 3608.50 2542 2542 Stop 1 Buy 3608.5000000 Filled 3608.5000000 1 Sim1 Close 2540 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:52.520 [Sim]ESZ0-CME Canceling order due to sibling fill 2541 2541 Limit 1 Buy 3605.5000000 Pending Cancel Sim1 Close 2540 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:08:52.521 [Sim]ESZ0-CME Simulated order canceled 2541 2541 Limit 1 Buy 3605.5000000 Canceled Sim1 Close 2540 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.105 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3607.5 | AO=1. Attached Order | Client side OCO order 2544 Limit Buy -0.5000000 Pending Child-Client Sim1 Close 2543 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.106 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3607.5 | AO=1. Attached Order | Client side OCO order 2545 Stop Buy 0.5000000 Pending Child-Client Sim1 Close 2543 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.107 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3607.5 | AO=1 2543 Limit 1 Sell Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.108 [Sim]ESZ0-CME Simulated order accepted 2543 2543 Limit 1 Sell Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.109 [Sim]ESZ0-CME Trade simulation fill. Bid: 3607.50 Ask: 3607.75 Last: 3607.50 2543 2543 Limit 1 Sell Filled 3607.5000000 1 Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.111 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3607.50. New price: 3607.00. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3607.00. Requested Quantity: 0 2544 Limit Buy -0.5000000 Pending Modify Sim1 Close 2543 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.112 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3607.50. New price: 3607.00. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3607.00. Requested Quantity: 0 2544 Limit Buy 3607.0000000 Pending Child-Client Sim1 Close 2543 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.113 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3607.50. New price: 3608.00. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3608.00. Requested Quantity: 0 2545 Stop Buy 0.5000000 Pending Modify Sim1 Close 2543 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.114 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3607.50. New price: 3608.00. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3608.00. Requested Quantity: 0 2545 Stop Buy 3608.0000000 Pending Child-Client Sim1 Close 2543 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.115 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3607.5 2545 Stop Buy 3608.0000000 Pending Child-Client Sim1 Close 2543 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.116 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3607.25 2545 Stop Buy 3608.0000000 Pending Child-Client Sim1 Close 2543 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.117 [Sim]ESZ0-CME Auto-sent child from parent fill 2544 Limit 1 Buy 3607.0000000 Order Sent Sim1 Close 2543 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.118 [Sim]ESZ0-CME Auto-sent child from parent fill 2545 Stop 1 Buy 3608.0000000 Order Sent Sim1 Close 2543 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.119 [Sim]ESZ0-CME Simulated order accepted 2544 2544 Limit 1 Buy 3607.0000000 Open Sim1 Close 2543 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.120 [Sim]ESZ0-CME Simulated order accepted 2545 2545 Stop 1 Buy 3608.0000000 Open Sim1 Close 2543 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.121 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3607.5 | AO=1. Attached Order | Client side OCO order 2547 Limit Buy -2.5000000 Pending Child-Client Sim1 Close 2546 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.122 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3607.5 | AO=1. Attached Order | Client side OCO order 2548 Stop Buy 0.7500000 Pending Child-Client Sim1 Close 2546 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.123 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3607.5 | AO=1 2546 Limit 1 Sell Order Sent Sim1 Open -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.124 [Sim]ESZ0-CME Simulated order accepted 2546 2546 Limit 1 Sell Open Sim1 Open -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.125 [Sim]ESZ0-CME Trade simulation fill. Bid: 3607.50 Ask: 3607.75 Last: 3607.50 2546 2546 Limit 1 Sell Filled 3607.5000000 1 Sim1 Open -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.127 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3607.50. New price: 3605.00. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3605.00. Requested Quantity: 0 2547 Limit Buy -2.5000000 Pending Modify Sim1 Close 2546 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.128 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3607.50. New price: 3605.00. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3605.00. Requested Quantity: 0 2547 Limit Buy 3605.0000000 Pending Child-Client Sim1 Close 2546 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.129 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3607.50. New price: 3608.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3608.25. Requested Quantity: 0 2548 Stop Buy 0.7500000 Pending Modify Sim1 Close 2546 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.130 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3607.50. New price: 3608.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3608.25. Requested Quantity: 0 2548 Stop Buy 3608.2500000 Pending Child-Client Sim1 Close 2546 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.131 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3607.5 2548 Stop Buy 3608.2500000 Pending Child-Client Sim1 Close 2546 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.132 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3605 2548 Stop Buy 3608.2500000 Pending Child-Client Sim1 Close 2546 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.133 [Sim]ESZ0-CME Auto-sent child from parent fill 2547 Limit 1 Buy 3605.0000000 Order Sent Sim1 Close 2546 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.134 [Sim]ESZ0-CME Auto-sent child from parent fill 2548 Stop 1 Buy 3608.2500000 Order Sent Sim1 Close 2546 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.135 [Sim]ESZ0-CME Simulated order accepted 2547 2547 Limit 1 Buy 3605.0000000 Open Sim1 Close 2546 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:12.136 [Sim]ESZ0-CME Simulated order accepted 2548 2548 Stop 1 Buy 3608.2500000 Open Sim1 Close 2546 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:13.583 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3607.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3608.00. Requested Quantity: 1 2548 2548 Stop 1 Buy 3608.2500000 Pending Modify Sim1 Close 2546 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:13.584 [Sim]ESZ0-CME Simulated order modify complete 2548 2548 Stop 1 Buy 3608.0000000 Open Sim1 Close 2546 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:33.538 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3607.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3607.75. Requested Quantity: 1 2545 2545 Stop 1 Buy 3608.0000000 Pending Modify Sim1 Close 2543 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:33.539 [Sim]ESZ0-CME Simulated order modify complete 2545 2545 Stop 1 Buy 3607.7500000 Open Sim1 Close 2543 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:33.540 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3607.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3607.75. Requested Quantity: 1 2548 2548 Stop 1 Buy 3608.0000000 Pending Modify Sim1 Close 2546 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:33.541 [Sim]ESZ0-CME Simulated order modify complete 2548 2548 Stop 1 Buy 3607.7500000 Open Sim1 Close 2546 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:36.515 [Sim]ESZ0-CME Trade simulation fill. Bid: 3607.50 Ask: 3607.75 Last: 3607.75 2545 2545 Stop 1 Buy 3607.7500000 Filled 3607.7500000 1 Sim1 Close 2543 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:36.517 [Sim]ESZ0-CME Canceling order due to sibling fill 2544 2544 Limit 1 Buy 3607.0000000 Pending Cancel Sim1 Close 2543 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:36.518 [Sim]ESZ0-CME Simulated order canceled 2544 2544 Limit 1 Buy 3607.0000000 Canceled Sim1 Close 2543 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:36.519 [Sim]ESZ0-CME Trade simulation fill. Bid: 3607.50 Ask: 3607.75 Last: 3607.75 2548 2548 Stop 1 Buy 3607.7500000 Filled 3607.7500000 1 Sim1 Close 2546 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:36.521 [Sim]ESZ0-CME Canceling order due to sibling fill 2547 2547 Limit 1 Buy 3605.0000000 Pending Cancel Sim1 Close 2546 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:09:36.522 [Sim]ESZ0-CME Simulated order canceled 2547 2547 Limit 1 Buy 3605.0000000 Canceled Sim1 Close 2546 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.273 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3607.25 | AO=1. Attached Order | Client side OCO order 2550 Limit Buy -0.5000000 Pending Child-Client Sim1 Close 2549 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.274 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3607.25 | AO=1. Attached Order | Client side OCO order 2551 Stop Buy 0.5000000 Pending Child-Client Sim1 Close 2549 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.275 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3607.25 | AO=1 2549 Limit 1 Sell Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.276 [Sim]ESZ0-CME Simulated order accepted 2549 2549 Limit 1 Sell Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.277 [Sim]ESZ0-CME Trade simulation fill. Bid: 3607.25 Ask: 3607.50 Last: 3607.25 2549 2549 Limit 1 Sell Filled 3607.2500000 1 Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.279 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3607.25. New price: 3606.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3606.75. Requested Quantity: 0 2550 Limit Buy -0.5000000 Pending Modify Sim1 Close 2549 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.280 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3607.25. New price: 3606.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3606.75. Requested Quantity: 0 2550 Limit Buy 3606.7500000 Pending Child-Client Sim1 Close 2549 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.281 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3607.25. New price: 3607.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3607.75. Requested Quantity: 0 2551 Stop Buy 0.5000000 Pending Modify Sim1 Close 2549 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.282 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3607.25. New price: 3607.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3607.75. Requested Quantity: 0 2551 Stop Buy 3607.7500000 Pending Child-Client Sim1 Close 2549 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.283 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3607.25 2551 Stop Buy 3607.7500000 Pending Child-Client Sim1 Close 2549 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.284 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3607 2551 Stop Buy 3607.7500000 Pending Child-Client Sim1 Close 2549 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.285 [Sim]ESZ0-CME Auto-sent child from parent fill 2550 Limit 1 Buy 3606.7500000 Order Sent Sim1 Close 2549 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.286 [Sim]ESZ0-CME Auto-sent child from parent fill 2551 Stop 1 Buy 3607.7500000 Order Sent Sim1 Close 2549 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.287 [Sim]ESZ0-CME Simulated order accepted 2550 2550 Limit 1 Buy 3606.7500000 Open Sim1 Close 2549 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.288 [Sim]ESZ0-CME Simulated order accepted 2551 2551 Stop 1 Buy 3607.7500000 Open Sim1 Close 2549 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.289 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3607.25 | AO=1. Attached Order | Client side OCO order 2553 Limit Buy -2.5000000 Pending Child-Client Sim1 Close 2552 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.290 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3607.25 | AO=1. Attached Order | Client side OCO order 2554 Stop Buy 0.7500000 Pending Child-Client Sim1 Close 2552 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.291 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3607.25 | AO=1 2552 Limit 1 Sell Order Sent Sim1 Open -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.292 [Sim]ESZ0-CME Simulated order accepted 2552 2552 Limit 1 Sell Open Sim1 Open -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.293 [Sim]ESZ0-CME Trade simulation fill. Bid: 3607.25 Ask: 3607.50 Last: 3607.25 2552 2552 Limit 1 Sell Filled 3607.2500000 1 Sim1 Open -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.295 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3607.25. New price: 3604.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3604.75. Requested Quantity: 0 2553 Limit Buy -2.5000000 Pending Modify Sim1 Close 2552 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.296 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3607.25. New price: 3604.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3604.75. Requested Quantity: 0 2553 Limit Buy 3604.7500000 Pending Child-Client Sim1 Close 2552 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.297 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3607.25. New price: 3608.00. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3608.00. Requested Quantity: 0 2554 Stop Buy 0.7500000 Pending Modify Sim1 Close 2552 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.298 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3607.25. New price: 3608.00. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3608.00. Requested Quantity: 0 2554 Stop Buy 3608.0000000 Pending Child-Client Sim1 Close 2552 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.299 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3607.25 2554 Stop Buy 3608.0000000 Pending Child-Client Sim1 Close 2552 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.300 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3604.75 2554 Stop Buy 3608.0000000 Pending Child-Client Sim1 Close 2552 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.301 [Sim]ESZ0-CME Auto-sent child from parent fill 2553 Limit 1 Buy 3604.7500000 Order Sent Sim1 Close 2552 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.302 [Sim]ESZ0-CME Auto-sent child from parent fill 2554 Stop 1 Buy 3608.0000000 Order Sent Sim1 Close 2552 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.303 [Sim]ESZ0-CME Simulated order accepted 2553 2553 Limit 1 Buy 3604.7500000 Open Sim1 Close 2552 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.304 [Sim]ESZ0-CME Simulated order accepted 2554 2554 Stop 1 Buy 3608.0000000 Open Sim1 Close 2552 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.687 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3607.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3607.75. Requested Quantity: 1 2554 2554 Stop 1 Buy 3608.0000000 Pending Modify Sim1 Close 2552 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:36.688 [Sim]ESZ0-CME Simulated order modify complete 2554 2554 Stop 1 Buy 3607.7500000 Open Sim1 Close 2552 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:39.177 [Sim]ESZ0-CME Trade simulation fill. Bid: 3606.50 Ask: 3606.75 Last: 3606.50 2550 2550 Limit 1 Buy 3606.7500000 Filled 3606.7500000 1 Sim1 Close 2549 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:39.179 [Sim]ESZ0-CME Canceling order due to sibling fill 2551 2551 Stop 1 Buy 3607.7500000 Pending Cancel Sim1 Close 2549 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:39.180 [Sim]ESZ0-CME Simulated order canceled 2551 2551 Stop 1 Buy 3607.7500000 Canceled Sim1 Close 2549 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:39.181 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3606.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3607.50. Requested Quantity: 1 2554 2554 Stop 1 Buy 3607.7500000 Pending Modify Sim1 Close 2552 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:39.182 [Sim]ESZ0-CME Simulated order modify complete 2554 2554 Stop 1 Buy 3607.5000000 Open Sim1 Close 2552 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:39.183 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3606.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3607.25. Requested Quantity: 1 2554 2554 Stop 1 Buy 3607.5000000 Pending Modify Sim1 Close 2552 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:39.184 [Sim]ESZ0-CME Simulated order modify complete 2554 2554 Stop 1 Buy 3607.2500000 Open Sim1 Close 2552 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:39.185 [Sim]ESZ0-CME Trade simulation fill. Bid: 3607.00 Ask: 3607.25 Last: 3607.25 2554 2554 Stop 1 Buy 3607.2500000 Filled 3607.2500000 1 Sim1 Close 2552 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:39.187 [Sim]ESZ0-CME Canceling order due to sibling fill 2553 2553 Limit 1 Buy 3604.7500000 Pending Cancel Sim1 Close 2552 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 15:15:39.188 [Sim]ESZ0-CME Simulated order canceled 2553 2553 Limit 1 Buy 3604.7500000 Canceled Sim1 Close 2552 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.922 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3614.5 | AO=1. Attached Order | Client side OCO order 2556 Limit Buy -0.5000000 Pending Child-Client Sim1 Close 2555 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.923 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3614.5 | AO=1. Attached Order | Client side OCO order 2557 Stop Buy 0.5000000 Pending Child-Client Sim1 Close 2555 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.924 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3614.5 | AO=1 2555 Limit 1 Sell Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.925 [Sim]ESZ0-CME Simulated order accepted 2555 2555 Limit 1 Sell Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.926 [Sim]ESZ0-CME Trade simulation fill. Bid: 3614.25 Ask: 3614.75 Last: 3614.50 2555 2555 Limit 1 Sell Filled 3614.2500000 1 Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.928 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3614.25. New price: 3613.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3613.75. Requested Quantity: 0 2556 Limit Buy -0.5000000 Pending Modify Sim1 Close 2555 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.929 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3614.25. New price: 3613.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3613.75. Requested Quantity: 0 2556 Limit Buy 3613.7500000 Pending Child-Client Sim1 Close 2555 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.930 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3614.25. New price: 3614.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3614.75. Requested Quantity: 0 2557 Stop Buy 0.5000000 Pending Modify Sim1 Close 2555 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.931 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3614.25. New price: 3614.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3614.75. Requested Quantity: 0 2557 Stop Buy 3614.7500000 Pending Child-Client Sim1 Close 2555 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.932 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3614.25 2557 Stop Buy 3614.7500000 Pending Child-Client Sim1 Close 2555 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.933 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3614 2557 Stop Buy 3614.7500000 Pending Child-Client Sim1 Close 2555 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.934 [Sim]ESZ0-CME Auto-sent child from parent fill 2556 Limit 1 Buy 3613.7500000 Order Sent Sim1 Close 2555 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.935 [Sim]ESZ0-CME Auto-sent child from parent fill 2557 Stop 1 Buy 3614.7500000 Order Sent Sim1 Close 2555 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.936 [Sim]ESZ0-CME Simulated order accepted 2556 2556 Limit 1 Buy 3613.7500000 Open Sim1 Close 2555 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.937 [Sim]ESZ0-CME Simulated order accepted 2557 2557 Stop 1 Buy 3614.7500000 Open Sim1 Close 2555 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.938 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3614.5 | AO=1. Attached Order | Client side OCO order 2559 Limit Buy -2.5000000 Pending Child-Client Sim1 Close 2558 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.939 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3614.5 | AO=1. Attached Order | Client side OCO order 2560 Stop Buy 0.7500000 Pending Child-Client Sim1 Close 2558 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.940 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3614.5 | AO=1 2558 Limit 1 Sell Order Sent Sim1 Open -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.941 [Sim]ESZ0-CME Simulated order accepted 2558 2558 Limit 1 Sell Open Sim1 Open -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.942 [Sim]ESZ0-CME Trade simulation fill. Bid: 3614.25 Ask: 3614.75 Last: 3614.50 2558 2558 Limit 1 Sell Filled 3614.2500000 1 Sim1 Open -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.944 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3614.25. New price: 3611.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3611.75. Requested Quantity: 0 2559 Limit Buy -2.5000000 Pending Modify Sim1 Close 2558 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.945 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3614.25. New price: 3611.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3611.75. Requested Quantity: 0 2559 Limit Buy 3611.7500000 Pending Child-Client Sim1 Close 2558 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.946 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3614.25. New price: 3615.00. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3615.00. Requested Quantity: 0 2560 Stop Buy 0.7500000 Pending Modify Sim1 Close 2558 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.947 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3614.25. New price: 3615.00. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3615.00. Requested Quantity: 0 2560 Stop Buy 3615.0000000 Pending Child-Client Sim1 Close 2558 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.948 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3614.25 2560 Stop Buy 3615.0000000 Pending Child-Client Sim1 Close 2558 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.949 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3611.75 2560 Stop Buy 3615.0000000 Pending Child-Client Sim1 Close 2558 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.950 [Sim]ESZ0-CME Auto-sent child from parent fill 2559 Limit 1 Buy 3611.7500000 Order Sent Sim1 Close 2558 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.951 [Sim]ESZ0-CME Auto-sent child from parent fill 2560 Stop 1 Buy 3615.0000000 Order Sent Sim1 Close 2558 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.952 [Sim]ESZ0-CME Simulated order accepted 2559 2559 Limit 1 Buy 3611.7500000 Open Sim1 Close 2558 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:05.953 [Sim]ESZ0-CME Simulated order accepted 2560 2560 Stop 1 Buy 3615.0000000 Open Sim1 Close 2558 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:10.462 [Sim]ESZ0-CME Trade simulation fill. Bid: 3614.50 Ask: 3614.75 Last: 3614.75 2557 2557 Stop 1 Buy 3614.7500000 Filled 3614.7500000 1 Sim1 Close 2555 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:10.464 [Sim]ESZ0-CME Canceling order due to sibling fill 2556 2556 Limit 1 Buy 3613.7500000 Pending Cancel Sim1 Close 2555 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:10.465 [Sim]ESZ0-CME Simulated order canceled 2556 2556 Limit 1 Buy 3613.7500000 Canceled Sim1 Close 2555 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:53.473 [Sim]ESZ0-CME Trade simulation fill. Bid: 3614.75 Ask: 3615.00 Last: 3615.00 2560 2560 Stop 1 Buy 3615.0000000 Filled 3615.0000000 1 Sim1 Close 2558 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:53.475 [Sim]ESZ0-CME Canceling order due to sibling fill 2559 2559 Limit 1 Buy 3611.7500000 Pending Cancel Sim1 Close 2558 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:12:53.476 [Sim]ESZ0-CME Simulated order canceled 2559 2559 Limit 1 Buy 3611.7500000 Canceled Sim1 Close 2558 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:06.099 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3615.25 | AO=1. Attached Order | Client side OCO order 2562 Limit Sell 0.5000000 Pending Child-Client Sim1 Close 2561 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:06.100 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3615.25 | AO=1. Attached Order | Client side OCO order 2563 Stop Sell -0.5000000 Pending Child-Client Sim1 Close 2561 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:06.101 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3615.25 | AO=1 2561 Limit 1 Buy Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:06.102 [Sim]ESZ0-CME Simulated order accepted 2561 2561 Limit 1 Buy Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:06.103 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3615.25 | AO=1. Attached Order | Client side OCO order 2565 Limit Sell 2.5000000 Pending Child-Client Sim1 Close 2564 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:06.104 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3615.25 | AO=1. Attached Order | Client side OCO order 2566 Stop Sell -0.7500000 Pending Child-Client Sim1 Close 2564 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:06.105 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3615.25 | AO=1 2564 Limit 1 Buy Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:06.106 [Sim]ESZ0-CME Simulated order accepted 2564 2564 Limit 1 Buy Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:10.622 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3615 | AO=1. Attached Order | Client side OCO order 2568 Limit Sell 0.5000000 Pending Child-Client Sim1 Close 2567 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:10.623 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3615 | AO=1. Attached Order | Client side OCO order 2569 Stop Sell -0.5000000 Pending Child-Client Sim1 Close 2567 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:10.624 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3615 | AO=1 2567 Limit 1 Buy Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:10.625 [Sim]ESZ0-CME Simulated order accepted 2567 2567 Limit 1 Buy Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:10.626 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3615 | AO=1. Attached Order | Client side OCO order 2571 Limit Sell 2.5000000 Pending Child-Client Sim1 Close 2570 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:10.627 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3615 | AO=1. Attached Order | Client side OCO order 2572 Stop Sell -0.7500000 Pending Child-Client Sim1 Close 2570 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:10.628 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3615 | AO=1 2570 Limit 1 Buy Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:10.629 [Sim]ESZ0-CME Simulated order accepted 2570 2570 Limit 1 Buy Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:20.841 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3615.25 | AO=1. Attached Order | Client side OCO order 2574 Limit Sell 0.5000000 Pending Child-Client Sim1 Close 2573 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:20.842 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3615.25 | AO=1. Attached Order | Client side OCO order 2575 Stop Sell -0.5000000 Pending Child-Client Sim1 Close 2573 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:20.843 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3615.25 | AO=1 2573 Limit 1 Buy Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:20.844 [Sim]ESZ0-CME Simulated order accepted 2573 2573 Limit 1 Buy Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:20.845 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3615.25 | AO=1. Attached Order | Client side OCO order 2577 Limit Sell 2.5000000 Pending Child-Client Sim1 Close 2576 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:20.846 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3615.25 | AO=1. Attached Order | Client side OCO order 2578 Stop Sell -0.7500000 Pending Child-Client Sim1 Close 2576 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:20.847 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3615.25 | AO=1 2576 Limit 1 Buy Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:20.848 [Sim]ESZ0-CME Simulated order accepted 2576 2576 Limit 1 Buy Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:22.287 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3615.25 | AO=1. Attached Order | Client side OCO order 2580 Limit Sell 0.5000000 Pending Child-Client Sim1 Close 2579 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:22.288 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3615.25 | AO=1. Attached Order | Client side OCO order 2581 Stop Sell -0.5000000 Pending Child-Client Sim1 Close 2579 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:22.289 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3615.25 | AO=1 2579 Limit 1 Buy Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:22.290 [Sim]ESZ0-CME Simulated order accepted 2579 2579 Limit 1 Buy Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:22.291 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3615.25 | AO=1. Attached Order | Client side OCO order 2583 Limit Sell 2.5000000 Pending Child-Client Sim1 Close 2582 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:22.292 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3615.25 | AO=1. Attached Order | Client side OCO order 2584 Stop Sell -0.7500000 Pending Child-Client Sim1 Close 2582 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:22.293 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3615.25 | AO=1 2582 Limit 1 Buy Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:13:22.294 [Sim]ESZ0-CME Simulated order accepted 2582 2582 Limit 1 Buy Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:16.387 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3611.5 | AO=1. Attached Order | Client side OCO order 2586 Limit Sell 0.5000000 Pending Child-Client Sim1 Close 2585 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:16.388 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3611.5 | AO=1. Attached Order | Client side OCO order 2587 Stop Sell -0.5000000 Pending Child-Client Sim1 Close 2585 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:16.389 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3611.5 | AO=1 2585 Limit 1 Buy Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:16.390 [Sim]ESZ0-CME Simulated order accepted 2585 2585 Limit 1 Buy Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:16.391 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3611.5 | AO=1. Attached Order | Client side OCO order 2589 Limit Sell 2.5000000 Pending Child-Client Sim1 Close 2588 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:16.392 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3611.5 | AO=1. Attached Order | Client side OCO order 2590 Stop Sell -0.7500000 Pending Child-Client Sim1 Close 2588 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:16.393 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3611.5 | AO=1 2588 Limit 1 Buy Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:16.394 [Sim]ESZ0-CME Simulated order accepted 2588 2588 Limit 1 Buy Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:32.177 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3611 | AO=1. Attached Order | Client side OCO order 2592 Limit Sell 3611.5000000 Pending Child-Client Sim1 Close 2591 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:32.178 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3611 | AO=1. Attached Order | Client side OCO order 2593 Stop Sell 3610.5000000 Pending Child-Client Sim1 Close 2591 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:32.179 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3611 | AO=1 2591 Market 1 Buy Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:32.180 [Sim]ESZ0-CME Simulated order accepted 2591 2591 Market 1 Buy Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:32.181 [Sim]ESZ0-CME Trade simulation fill. Bid: 3610.75 Ask: 3611.00 Last: 3611.00 2591 2591 Market 1 Buy Filled 3611.0000000 1 Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:32.183 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3611 2593 Stop Sell 3610.5000000 Pending Child-Client Sim1 Close 2591 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:32.184 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3611.25 2593 Stop Sell 3610.5000000 Pending Child-Client Sim1 Close 2591 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:32.185 [Sim]ESZ0-CME Auto-sent child from parent fill 2592 Limit 1 Sell 3611.5000000 Order Sent Sim1 Close 2591 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:32.186 [Sim]ESZ0-CME Auto-sent child from parent fill 2593 Stop 1 Sell 3610.5000000 Order Sent Sim1 Close 2591 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:32.187 [Sim]ESZ0-CME Simulated order accepted 2592 2592 Limit 1 Sell 3611.5000000 Open Sim1 Close 2591 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:32.188 [Sim]ESZ0-CME Simulated order accepted 2593 2593 Stop 1 Sell 3610.5000000 Open Sim1 Close 2591 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:32.189 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3611 | AO=1. Attached Order | Client side OCO order 2595 Limit Sell 3613.5000000 Pending Child-Client Sim1 Close 2594 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:32.190 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3611 | AO=1. Attached Order | Client side OCO order 2596 Stop Sell 3610.2500000 Pending Child-Client Sim1 Close 2594 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:32.191 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3611 | AO=1 2594 Market 1 Buy Order Sent Sim1 Open 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:32.192 [Sim]ESZ0-CME Simulated order accepted 2594 2594 Market 1 Buy Open Sim1 Open 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:32.193 [Sim]ESZ0-CME Trade simulation fill. Bid: 3610.75 Ask: 3611.00 Last: 3611.00 2594 2594 Market 1 Buy Filled 3611.0000000 1 Sim1 Open 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:32.195 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3611 2596 Stop Sell 3610.2500000 Pending Child-Client Sim1 Close 2594 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:32.196 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3613.5 2596 Stop Sell 3610.2500000 Pending Child-Client Sim1 Close 2594 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:32.197 [Sim]ESZ0-CME Auto-sent child from parent fill 2595 Limit 1 Sell 3613.5000000 Order Sent Sim1 Close 2594 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:32.198 [Sim]ESZ0-CME Auto-sent child from parent fill 2596 Stop 1 Sell 3610.2500000 Order Sent Sim1 Close 2594 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:32.199 [Sim]ESZ0-CME Simulated order accepted 2595 2595 Limit 1 Sell 3613.5000000 Open Sim1 Close 2594 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:32.200 [Sim]ESZ0-CME Simulated order accepted 2596 2596 Stop 1 Sell 3610.2500000 Open Sim1 Close 2594 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:41.061 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3611.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3610.50. Requested Quantity: 1 2596 2596 Stop 1 Sell 3610.2500000 Pending Modify Sim1 Close 2594 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:41.062 [Sim]ESZ0-CME Simulated order modify complete 2596 2596 Stop 1 Sell 3610.5000000 Open Sim1 Close 2594 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:44.060 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3611.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3610.75. Requested Quantity: 1 2593 2593 Stop 1 Sell 3610.5000000 Pending Modify Sim1 Close 2591 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:44.061 [Sim]ESZ0-CME Simulated order modify complete 2593 2593 Stop 1 Sell 3610.7500000 Open Sim1 Close 2591 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:44.062 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3611.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3610.75. Requested Quantity: 1 2596 2596 Stop 1 Sell 3610.5000000 Pending Modify Sim1 Close 2594 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:44.063 [Sim]ESZ0-CME Simulated order modify complete 2596 2596 Stop 1 Sell 3610.7500000 Open Sim1 Close 2594 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:45.071 [Sim]ESZ0-CME Trade simulation fill. Bid: 3611.50 Ask: 3611.75 Last: 3611.50 2592 2592 Limit 1 Sell 3611.5000000 Filled 3611.5000000 1 Sim1 Close 2591 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:45.073 [Sim]ESZ0-CME Canceling order due to sibling fill 2593 2593 Stop 1 Sell 3610.7500000 Pending Cancel Sim1 Close 2591 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:45.074 [Sim]ESZ0-CME Simulated order canceled 2593 2593 Stop 1 Sell 3610.7500000 Canceled Sim1 Close 2591 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:47.062 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3611.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3611.00. Requested Quantity: 1 2596 2596 Stop 1 Sell 3610.7500000 Pending Modify Sim1 Close 2594 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:47.063 [Sim]ESZ0-CME Simulated order modify complete 2596 2596 Stop 1 Sell 3611.0000000 Open Sim1 Close 2594 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:47.064 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3612.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3611.25. Requested Quantity: 1 2596 2596 Stop 1 Sell 3611.0000000 Pending Modify Sim1 Close 2594 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:45:47.065 [Sim]ESZ0-CME Simulated order modify complete 2596 2596 Stop 1 Sell 3611.2500000 Open Sim1 Close 2594 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:46:06.555 [Sim]ESZ0-CME Trade simulation fill. Bid: 3611.25 Ask: 3611.50 Last: 3611.25 2596 2596 Stop 1 Sell 3611.2500000 Filled 3611.2500000 1 Sim1 Close 2594 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:46:06.557 [Sim]ESZ0-CME Canceling order due to sibling fill 2595 2595 Limit 1 Sell 3613.5000000 Pending Cancel Sim1 Close 2594 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:46:06.558 [Sim]ESZ0-CME Simulated order canceled 2595 2595 Limit 1 Sell 3613.5000000 Canceled Sim1 Close 2594 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:48:28.459 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3610.25 | AO=1. Attached Order | Client side OCO order 2598 Limit Sell 3610.7500000 Pending Child-Client Sim1 Close 2597 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:48:28.460 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3610.25 | AO=1. Attached Order | Client side OCO order 2599 Stop Sell 3609.7500000 Pending Child-Client Sim1 Close 2597 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:48:28.461 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3610.25 | AO=1 2597 Market 1 Buy Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:48:28.462 [Sim]ESZ0-CME Simulated order accepted 2597 2597 Market 1 Buy Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:48:28.463 [Sim]ESZ0-CME Trade simulation fill. Bid: 3610.00 Ask: 3610.25 Last: 3610.25 2597 2597 Market 1 Buy Filled 3610.2500000 1 Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:48:28.465 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3610.25 2599 Stop Sell 3609.7500000 Pending Child-Client Sim1 Close 2597 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:48:28.466 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3610.5 2599 Stop Sell 3609.7500000 Pending Child-Client Sim1 Close 2597 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:48:28.467 [Sim]ESZ0-CME Auto-sent child from parent fill 2598 Limit 1 Sell 3610.7500000 Order Sent Sim1 Close 2597 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:48:28.468 [Sim]ESZ0-CME Auto-sent child from parent fill 2599 Stop 1 Sell 3609.7500000 Order Sent Sim1 Close 2597 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:48:28.469 [Sim]ESZ0-CME Simulated order accepted 2598 2598 Limit 1 Sell 3610.7500000 Open Sim1 Close 2597 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:48:28.470 [Sim]ESZ0-CME Simulated order accepted 2599 2599 Stop 1 Sell 3609.7500000 Open Sim1 Close 2597 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:48:28.471 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3610.25 | AO=1. Attached Order | Client side OCO order 2601 Limit Sell 3612.7500000 Pending Child-Client Sim1 Close 2600 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:48:28.472 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3610.25 | AO=1. Attached Order | Client side OCO order 2602 Stop Sell 3609.5000000 Pending Child-Client Sim1 Close 2600 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:48:28.473 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3610.25 | AO=1 2600 Market 1 Buy Order Sent Sim1 Open 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:48:28.474 [Sim]ESZ0-CME Simulated order accepted 2600 2600 Market 1 Buy Open Sim1 Open 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:48:28.475 [Sim]ESZ0-CME Trade simulation fill. Bid: 3610.00 Ask: 3610.25 Last: 3610.25 2600 2600 Market 1 Buy Filled 3610.2500000 1 Sim1 Open 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:48:28.477 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3610.25 2602 Stop Sell 3609.5000000 Pending Child-Client Sim1 Close 2600 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:48:28.478 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3612.75 2602 Stop Sell 3609.5000000 Pending Child-Client Sim1 Close 2600 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:48:28.479 [Sim]ESZ0-CME Auto-sent child from parent fill 2601 Limit 1 Sell 3612.7500000 Order Sent Sim1 Close 2600 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:48:28.480 [Sim]ESZ0-CME Auto-sent child from parent fill 2602 Stop 1 Sell 3609.5000000 Order Sent Sim1 Close 2600 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:48:28.481 [Sim]ESZ0-CME Simulated order accepted 2601 2601 Limit 1 Sell 3612.7500000 Open Sim1 Close 2600 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:48:28.482 [Sim]ESZ0-CME Simulated order accepted 2602 2602 Stop 1 Sell 3609.5000000 Open Sim1 Close 2600 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:49:36.604 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3610.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3609.75. Requested Quantity: 1 2602 2602 Stop 1 Sell 3609.5000000 Pending Modify Sim1 Close 2600 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:49:36.605 [Sim]ESZ0-CME Simulated order modify complete 2602 2602 Stop 1 Sell 3609.7500000 Open Sim1 Close 2600 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:50:03.610 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3610.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3610.00. Requested Quantity: 1 2599 2599 Stop 1 Sell 3609.7500000 Pending Modify Sim1 Close 2597 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:50:03.611 [Sim]ESZ0-CME Simulated order modify complete 2599 2599 Stop 1 Sell 3610.0000000 Open Sim1 Close 2597 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:50:03.612 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3610.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3610.00. Requested Quantity: 1 2602 2602 Stop 1 Sell 3609.7500000 Pending Modify Sim1 Close 2600 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:50:03.613 [Sim]ESZ0-CME Simulated order modify complete 2602 2602 Stop 1 Sell 3610.0000000 Open Sim1 Close 2600 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:51:02.676 [Sim]ESZ0-CME Trade simulation fill. Bid: 3610.75 Ask: 3611.00 Last: 3610.75 2598 2598 Limit 1 Sell 3610.7500000 Filled 3610.7500000 1 Sim1 Close 2597 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:51:02.678 [Sim]ESZ0-CME Canceling order due to sibling fill 2599 2599 Stop 1 Sell 3610.0000000 Pending Cancel Sim1 Close 2597 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:51:02.679 [Sim]ESZ0-CME Simulated order canceled 2599 2599 Stop 1 Sell 3610.0000000 Canceled Sim1 Close 2597 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:51:03.673 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3611.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3610.25. Requested Quantity: 1 2602 2602 Stop 1 Sell 3610.0000000 Pending Modify Sim1 Close 2600 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:51:03.674 [Sim]ESZ0-CME Simulated order modify complete 2602 2602 Stop 1 Sell 3610.2500000 Open Sim1 Close 2600 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:51:15.670 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3611.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3610.50. Requested Quantity: 1 2602 2602 Stop 1 Sell 3610.2500000 Pending Modify Sim1 Close 2600 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:51:15.671 [Sim]ESZ0-CME Simulated order modify complete 2602 2602 Stop 1 Sell 3610.5000000 Open Sim1 Close 2600 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:51:54.949 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3610.75. Requested Quantity: 1 2602 2602 Stop 1 Sell 3610.5000000 Pending Modify Sim1 Close 2600 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:51:54.950 [Sim]ESZ0-CME Simulated order modify complete 2602 2602 Stop 1 Sell 3610.7500000 Open Sim1 Close 2600 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:52:00.507 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3611.00. Requested Quantity: 1 2602 2602 Stop 1 Sell 3610.7500000 Pending Modify Sim1 Close 2600 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:52:00.508 [Sim]ESZ0-CME Simulated order modify complete 2602 2602 Stop 1 Sell 3611.0000000 Open Sim1 Close 2600 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:52:11.938 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3611.25. Requested Quantity: 1 2602 2602 Stop 1 Sell 3611.0000000 Pending Modify Sim1 Close 2600 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:52:11.939 [Sim]ESZ0-CME Simulated order modify complete 2602 2602 Stop 1 Sell 3611.2500000 Open Sim1 Close 2600 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:53:16.391 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3611.50. Requested Quantity: 1 2602 2602 Stop 1 Sell 3611.2500000 Pending Modify Sim1 Close 2600 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:53:16.392 [Sim]ESZ0-CME Simulated order modify complete 2602 2602 Stop 1 Sell 3611.5000000 Open Sim1 Close 2600 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:54:07.142 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3613.25. Requested Quantity: 1 2601 2601 Limit 1 Sell 3612.7500000 Pending Modify Sim1 Close 2600 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:54:07.143 [Sim]ESZ0-CME Simulated order modify complete 2601 2601 Limit 1 Sell 3613.2500000 Open Sim1 Close 2600 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:54:10.399 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3611.75. Requested Quantity: 1 2602 2602 Stop 1 Sell 3611.5000000 Pending Modify Sim1 Close 2600 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:54:10.400 [Sim]ESZ0-CME Simulated order modify complete 2602 2602 Stop 1 Sell 3611.7500000 Open Sim1 Close 2600 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:55:25.929 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3612.00. Requested Quantity: 1 2602 2602 Stop 1 Sell 3611.7500000 Pending Modify Sim1 Close 2600 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:55:25.930 [Sim]ESZ0-CME Simulated order modify complete 2602 2602 Stop 1 Sell 3612.0000000 Open Sim1 Close 2600 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:56:06.192 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3613.75. Requested Quantity: 1 2601 2601 Limit 1 Sell 3613.2500000 Pending Modify Sim1 Close 2600 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:56:06.193 [Sim]ESZ0-CME Simulated order modify complete 2601 2601 Limit 1 Sell 3613.7500000 Open Sim1 Close 2600 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:56:08.262 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3612.25. Requested Quantity: 1 2602 2602 Stop 1 Sell 3612.0000000 Pending Modify Sim1 Close 2600 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:56:08.263 [Sim]ESZ0-CME Simulated order modify complete 2602 2602 Stop 1 Sell 3612.2500000 Open Sim1 Close 2600 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:56:39.017 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3612.50. Requested Quantity: 1 2602 2602 Stop 1 Sell 3612.2500000 Pending Modify Sim1 Close 2600 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:56:39.018 [Sim]ESZ0-CME Simulated order modify complete 2602 2602 Stop 1 Sell 3612.5000000 Open Sim1 Close 2600 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:58:06.442 [Sim]ESZ0-CME Trade simulation fill. Bid: 3612.50 Ask: 3612.75 Last: 3612.50 2602 2602 Stop 1 Sell 3612.5000000 Filled 3612.5000000 1 Sim1 Close 2600 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:58:06.444 [Sim]ESZ0-CME Canceling order due to sibling fill 2601 2601 Limit 1 Sell 3613.7500000 Pending Cancel Sim1 Close 2600 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 16:58:06.445 [Sim]ESZ0-CME Simulated order canceled 2601 2601 Limit 1 Sell 3613.7500000 Canceled Sim1 Close 2600 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 19:58:04.964 [Sim]NQU0-CME NQU0-CME 512 Trades #1 | User order entry | Last: 11133.25 | AO=0 2606 Triggered Limit with Chase 1 Buy 11132.0000000 5.0000000 Held Sim1 Open 0.00 Orders 2020-11-18 19:58:47.555 [Sim]NQU0-CME Initiating: NQU0-CME 512 Trades #1 | User cancel orders for Symbol and Account 2606 Triggered Limit with Chase 1 Buy 11132.0000000 5.0000000 Held Sim1 Open 0.00 Orders 2020-11-18 19:58:47.556 [Sim]NQU0-CME NQU0-CME 512 Trades #1 | User cancel orders for Symbol and Account. Internal cancel 2606 Triggered Limit with Chase 1 Buy 11132.0000000 5.0000000 Pending Cancel Sim1 Open 0.00 Orders 2020-11-18 19:58:47.557 [Sim]NQU0-CME NQU0-CME 512 Trades #1 | User cancel orders for Symbol and Account. Internal cancel 2606 Triggered Limit with Chase 1 Buy 11132.0000000 5.0000000 Canceled Sim1 Open 0.00 Orders 2020-11-18 19:58:50.956 [Sim]NQU0-CME NQU0-CME 512 Trades #1 | User order entry | Last: 11133.25 | AO=0 2607 Triggered Limit with Chase 1 Sell 11132.0000000 5.0000000 Held Sim1 Open 0.00 Orders 2020-11-18 19:59:14.359 [Sim]NQU0-CME Initiating: NQU0-CME 512 Trades #1 | User cancel orders for Symbol and Account 2607 Triggered Limit with Chase 1 Sell 11132.0000000 5.0000000 Held Sim1 Open 0.00 Orders 2020-11-18 19:59:14.360 [Sim]NQU0-CME NQU0-CME 512 Trades #1 | User cancel orders for Symbol and Account. Internal cancel 2607 Triggered Limit with Chase 1 Sell 11132.0000000 5.0000000 Pending Cancel Sim1 Open 0.00 Orders 2020-11-18 19:59:14.361 [Sim]NQU0-CME NQU0-CME 512 Trades #1 | User cancel orders for Symbol and Account. Internal cancel 2607 Triggered Limit with Chase 1 Sell 11132.0000000 5.0000000 Canceled Sim1 Open 0.00 Orders 2020-11-18 20:01:01.981 [Sim]NQZ0-CME NQZ0-CME 512 Trades #1 | User order entry | Last: 11979.5 | AO=0 2608 Triggered Limit with Chase 1 Sell 11983.0000000 5.0000000 Held Sim1 Open 0.00 Orders 2020-11-18 20:01:18.987 [Sim]NQZ0-CME NQZ0-CME 512 Trades #1 | User order entry | Last: 11980 | AO=0 2609 Triggered Limit with Chase 1 Sell 11980.0000000 5.0000000 Held Sim1 Open 0.00 Orders 2020-11-18 20:01:49.989 [Sim]NQZ0-CME Initiating: NQZ0-CME 512 Trades #1 | User cancel orders for Symbol and Account 2608 Triggered Limit with Chase 1 Sell 11983.0000000 5.0000000 Held Sim1 Open 0.00 Orders 2020-11-18 20:01:49.990 [Sim]NQZ0-CME NQZ0-CME 512 Trades #1 | User cancel orders for Symbol and Account. Internal cancel 2608 Triggered Limit with Chase 1 Sell 11983.0000000 5.0000000 Pending Cancel Sim1 Open 0.00 Orders 2020-11-18 20:01:49.991 [Sim]NQZ0-CME NQZ0-CME 512 Trades #1 | User cancel orders for Symbol and Account. Internal cancel 2608 Triggered Limit with Chase 1 Sell 11983.0000000 5.0000000 Canceled Sim1 Open 0.00 Orders 2020-11-18 20:01:49.992 [Sim]NQZ0-CME NQZ0-CME 512 Trades #1 | User cancel orders for Symbol and Account. Internal cancel 2609 Triggered Limit with Chase 1 Sell 11980.0000000 5.0000000 Pending Cancel Sim1 Open 0.00 Orders 2020-11-18 20:01:49.993 [Sim]NQZ0-CME NQZ0-CME 512 Trades #1 | User cancel orders for Symbol and Account. Internal cancel 2609 Triggered Limit with Chase 1 Sell 11980.0000000 5.0000000 Canceled Sim1 Open 0.00 Orders 2020-11-18 20:02:12.997 [Sim]NQZ0-CME NQZ0-CME 512 Trades #1 | User order entry | Last: 11979.75 | AO=0 2610 Triggered Trail Stop 1 Sell 11980.0000000 Order Sent Sim1 Open 0.00 Orders 2020-11-18 20:02:12.998 [Sim]NQZ0-CME Simulated order accepted 2610 2610 Triggered Trail Stop 1 Sell 11980.0000000 Open Sim1 Open 0.00 Orders 2020-11-18 20:02:12.999 [Sim]NQZ0-CME Trade simulation fill. Bid: 11979.00 Ask: 11979.50 Last: 11979.75 2610 2610 Triggered Trail Stop 1 Sell 11980.0000000 Filled 11979.0000000 1 Sim1 Open 0.00 Orders 2020-11-18 20:06:33.245 [Sim]NQZ0-CME NQZ0-CME 512 Trades #1 | User order entry | Last: 11974.25 | Scaling out | AO=0 2611 Stop 1 Buy 11975.5000000 Order Sent Sim1 Close -1 0.00 Orders 2020-11-18 20:06:33.246 [Sim]NQZ0-CME Simulated order accepted 2611 2611 Stop 1 Buy 11975.5000000 Open Sim1 Close -1 0.00 Orders 2020-11-18 20:06:39.705 [Sim]NQZ0-CME Trade simulation fill. Bid: 11975.25 Ask: 11975.50 Last: 11975.50 2611 2611 Stop 1 Buy 11975.5000000 Filled 11975.5000000 1 Sim1 Close -1 0.00 Orders 2020-11-18 20:19:08.310 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3597.5 | AO=1. Attached Order | Client side OCO order 2613 Limit Buy -0.5000000 Pending Child-Client Sim1 Close 2612 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.311 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3597.5 | AO=1. Attached Order | Client side OCO order 2614 Stop Buy 0.5000000 Pending Child-Client Sim1 Close 2612 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.312 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3597.5 | AO=1 2612 Limit 1 Sell Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.313 [Sim]ESZ0-CME Simulated order accepted 2612 2612 Limit 1 Sell Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.314 [Sim]ESZ0-CME Trade simulation fill. Bid: 3597.25 Ask: 3597.50 Last: 3597.50 2612 2612 Limit 1 Sell Filled 3597.2500000 1 Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.316 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3597.25. New price: 3596.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3596.75. Requested Quantity: 0 2613 Limit Buy -0.5000000 Pending Modify Sim1 Close 2612 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.317 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3597.25. New price: 3596.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3596.75. Requested Quantity: 0 2613 Limit Buy 3596.7500000 Pending Child-Client Sim1 Close 2612 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.318 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3597.25. New price: 3597.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3597.75. Requested Quantity: 0 2614 Stop Buy 0.5000000 Pending Modify Sim1 Close 2612 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.319 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3597.25. New price: 3597.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3597.75. Requested Quantity: 0 2614 Stop Buy 3597.7500000 Pending Child-Client Sim1 Close 2612 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.320 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3597.25 2614 Stop Buy 3597.7500000 Pending Child-Client Sim1 Close 2612 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.321 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3597 2614 Stop Buy 3597.7500000 Pending Child-Client Sim1 Close 2612 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.322 [Sim]ESZ0-CME Auto-sent child from parent fill 2613 Limit 1 Buy 3596.7500000 Order Sent Sim1 Close 2612 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.323 [Sim]ESZ0-CME Auto-sent child from parent fill 2614 Stop 1 Buy 3597.7500000 Order Sent Sim1 Close 2612 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.324 [Sim]ESZ0-CME Simulated order accepted 2613 2613 Limit 1 Buy 3596.7500000 Open Sim1 Close 2612 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.325 [Sim]ESZ0-CME Simulated order accepted 2614 2614 Stop 1 Buy 3597.7500000 Open Sim1 Close 2612 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.326 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3597.5 | AO=1. Attached Order | Client side OCO order 2616 Limit Buy -2.5000000 Pending Child-Client Sim1 Close 2615 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.327 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3597.5 | AO=1. Attached Order | Client side OCO order 2617 Stop Buy 0.7500000 Pending Child-Client Sim1 Close 2615 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.328 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3597.5 | AO=1 2615 Limit 1 Sell Order Sent Sim1 Open -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.329 [Sim]ESZ0-CME Simulated order accepted 2615 2615 Limit 1 Sell Open Sim1 Open -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.330 [Sim]ESZ0-CME Trade simulation fill. Bid: 3597.25 Ask: 3597.50 Last: 3597.50 2615 2615 Limit 1 Sell Filled 3597.2500000 1 Sim1 Open -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.332 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3597.25. New price: 3594.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3594.75. Requested Quantity: 0 2616 Limit Buy -2.5000000 Pending Modify Sim1 Close 2615 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.333 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3597.25. New price: 3594.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3594.75. Requested Quantity: 0 2616 Limit Buy 3594.7500000 Pending Child-Client Sim1 Close 2615 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.334 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3597.25. New price: 3598.00. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3598.00. Requested Quantity: 0 2617 Stop Buy 0.7500000 Pending Modify Sim1 Close 2615 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.335 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3597.25. New price: 3598.00. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3598.00. Requested Quantity: 0 2617 Stop Buy 3598.0000000 Pending Child-Client Sim1 Close 2615 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.336 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3597.25 2617 Stop Buy 3598.0000000 Pending Child-Client Sim1 Close 2615 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.337 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3594.75 2617 Stop Buy 3598.0000000 Pending Child-Client Sim1 Close 2615 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.338 [Sim]ESZ0-CME Auto-sent child from parent fill 2616 Limit 1 Buy 3594.7500000 Order Sent Sim1 Close 2615 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.339 [Sim]ESZ0-CME Auto-sent child from parent fill 2617 Stop 1 Buy 3598.0000000 Order Sent Sim1 Close 2615 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.340 [Sim]ESZ0-CME Simulated order accepted 2616 2616 Limit 1 Buy 3594.7500000 Open Sim1 Close 2615 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:08.341 [Sim]ESZ0-CME Simulated order accepted 2617 2617 Stop 1 Buy 3598.0000000 Open Sim1 Close 2615 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:11.584 [Sim]ESZ0-CME Trade simulation fill. Bid: 3597.50 Ask: 3597.75 Last: 3597.75 2614 2614 Stop 1 Buy 3597.7500000 Filled 3597.7500000 1 Sim1 Close 2612 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:11.586 [Sim]ESZ0-CME Canceling order due to sibling fill 2613 2613 Limit 1 Buy 3596.7500000 Pending Cancel Sim1 Close 2612 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:11.587 [Sim]ESZ0-CME Simulated order canceled 2613 2613 Limit 1 Buy 3596.7500000 Canceled Sim1 Close 2612 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:12.617 [Sim]ESZ0-CME Trade simulation fill. Bid: 3597.50 Ask: 3598.00 Last: 3598.00 2617 2617 Stop 1 Buy 3598.0000000 Filled 3598.0000000 1 Sim1 Close 2615 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:12.619 [Sim]ESZ0-CME Canceling order due to sibling fill 2616 2616 Limit 1 Buy 3594.7500000 Pending Cancel Sim1 Close 2615 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:19:12.620 [Sim]ESZ0-CME Simulated order canceled 2616 2616 Limit 1 Buy 3594.7500000 Canceled Sim1 Close 2615 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.503 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3595.25 | AO=1. Attached Order | Client side OCO order 2619 Limit Buy 3594.0000000 Pending Child-Client Sim1 Close 2618 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.504 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3595.25 | AO=1. Attached Order | Client side OCO order 2620 Stop Buy 3595.0000000 Pending Child-Client Sim1 Close 2618 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.505 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3595.25 | AO=1 2618 Limit 1 Sell 3594.5000000 Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.506 [Sim]ESZ0-CME Simulated order accepted 2618 2618 Limit 1 Sell 3594.5000000 Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.507 [Sim]ESZ0-CME Trade simulation fill. Bid: 3595.25 Ask: 3595.50 Last: 3595.25 2618 2618 Limit 1 Sell 3594.5000000 Filled 3595.2500000 1 Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.509 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3595.25. New price: 3594.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3594.75. Requested Quantity: 0 2619 Limit Buy 3594.0000000 Pending Modify Sim1 Close 2618 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.510 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3595.25. New price: 3594.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3594.75. Requested Quantity: 0 2619 Limit Buy 3594.7500000 Pending Child-Client Sim1 Close 2618 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.511 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3595.25. New price: 3595.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3595.75. Requested Quantity: 0 2620 Stop Buy 3595.0000000 Pending Modify Sim1 Close 2618 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.512 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3595.25. New price: 3595.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3595.75. Requested Quantity: 0 2620 Stop Buy 3595.7500000 Pending Child-Client Sim1 Close 2618 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.513 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3595.25 2620 Stop Buy 3595.7500000 Pending Child-Client Sim1 Close 2618 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.514 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3595 2620 Stop Buy 3595.7500000 Pending Child-Client Sim1 Close 2618 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.515 [Sim]ESZ0-CME Auto-sent child from parent fill 2619 Limit 1 Buy 3594.7500000 Order Sent Sim1 Close 2618 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.516 [Sim]ESZ0-CME Auto-sent child from parent fill 2620 Stop 1 Buy 3595.7500000 Order Sent Sim1 Close 2618 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.517 [Sim]ESZ0-CME Simulated order accepted 2619 2619 Limit 1 Buy 3594.7500000 Open Sim1 Close 2618 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.518 [Sim]ESZ0-CME Simulated order accepted 2620 2620 Stop 1 Buy 3595.7500000 Open Sim1 Close 2618 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.519 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3595.25 | AO=1. Attached Order | Client side OCO order 2622 Limit Buy 3592.0000000 Pending Child-Client Sim1 Close 2621 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.520 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3595.25 | AO=1. Attached Order | Client side OCO order 2623 Stop Buy 3595.2500000 Pending Child-Client Sim1 Close 2621 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.521 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3595.25 | AO=1 2621 Limit 1 Sell 3594.5000000 Order Sent Sim1 Open -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.522 [Sim]ESZ0-CME Simulated order accepted 2621 2621 Limit 1 Sell 3594.5000000 Open Sim1 Open -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.523 [Sim]ESZ0-CME Trade simulation fill. Bid: 3595.25 Ask: 3595.50 Last: 3595.25 2621 2621 Limit 1 Sell 3594.5000000 Filled 3595.2500000 1 Sim1 Open -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.525 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3595.25. New price: 3592.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3592.75. Requested Quantity: 0 2622 Limit Buy 3592.0000000 Pending Modify Sim1 Close 2621 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.526 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3595.25. New price: 3592.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3592.75. Requested Quantity: 0 2622 Limit Buy 3592.7500000 Pending Child-Client Sim1 Close 2621 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.527 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3595.25. New price: 3596.00. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3596.00. Requested Quantity: 0 2623 Stop Buy 3595.2500000 Pending Modify Sim1 Close 2621 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.528 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3595.25. New price: 3596.00. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3596.00. Requested Quantity: 0 2623 Stop Buy 3596.0000000 Pending Child-Client Sim1 Close 2621 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.529 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3595.25 2623 Stop Buy 3596.0000000 Pending Child-Client Sim1 Close 2621 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.530 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3592.75 2623 Stop Buy 3596.0000000 Pending Child-Client Sim1 Close 2621 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.531 [Sim]ESZ0-CME Auto-sent child from parent fill 2622 Limit 1 Buy 3592.7500000 Order Sent Sim1 Close 2621 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.532 [Sim]ESZ0-CME Auto-sent child from parent fill 2623 Stop 1 Buy 3596.0000000 Order Sent Sim1 Close 2621 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.533 [Sim]ESZ0-CME Simulated order accepted 2622 2622 Limit 1 Buy 3592.7500000 Open Sim1 Close 2621 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:07.534 [Sim]ESZ0-CME Simulated order accepted 2623 2623 Stop 1 Buy 3596.0000000 Open Sim1 Close 2621 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:16.624 [Sim]ESZ0-CME Trade simulation fill. Bid: 3595.50 Ask: 3595.75 Last: 3595.75 2620 2620 Stop 1 Buy 3595.7500000 Filled 3595.7500000 1 Sim1 Close 2618 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:16.626 [Sim]ESZ0-CME Canceling order due to sibling fill 2619 2619 Limit 1 Buy 3594.7500000 Pending Cancel Sim1 Close 2618 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:16.627 [Sim]ESZ0-CME Simulated order canceled 2619 2619 Limit 1 Buy 3594.7500000 Canceled Sim1 Close 2618 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:25.112 [Sim]ESZ0-CME Trade simulation fill. Bid: 3595.75 Ask: 3596.00 Last: 3596.00 2623 2623 Stop 1 Buy 3596.0000000 Filled 3596.0000000 1 Sim1 Close 2621 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:25.114 [Sim]ESZ0-CME Canceling order due to sibling fill 2622 2622 Limit 1 Buy 3592.7500000 Pending Cancel Sim1 Close 2621 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:25.115 [Sim]ESZ0-CME Simulated order canceled 2622 2622 Limit 1 Buy 3592.7500000 Canceled Sim1 Close 2621 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:37.516 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3596 | AO=1. Attached Order | Client side OCO order 2625 Limit Buy 3595.7500000 Pending Child-Client Sim1 Close 2624 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:37.517 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3596 | AO=1. Attached Order | Client side OCO order 2626 Stop Buy 3596.7500000 Pending Child-Client Sim1 Close 2624 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:37.518 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3596 | AO=1 2624 Limit 1 Sell 3596.2500000 Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:37.519 [Sim]ESZ0-CME Simulated order accepted 2624 2624 Limit 1 Sell 3596.2500000 Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:37.520 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3596 | AO=1. Attached Order | Client side OCO order 2628 Limit Buy 3593.7500000 Pending Child-Client Sim1 Close 2627 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:37.521 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3596 | AO=1. Attached Order | Client side OCO order 2629 Stop Buy 3597.0000000 Pending Child-Client Sim1 Close 2627 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:37.522 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3596 | AO=1 2627 Limit 1 Sell 3596.2500000 Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:37.523 [Sim]ESZ0-CME Simulated order accepted 2627 2627 Limit 1 Sell 3596.2500000 Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.223 [Sim]ESZ0-CME Unable to Flatten or Reverse because a Position does not exist. Working non-market orders will be canceled Unspecified Sim1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.224 [Sim]ESZ0-CME Initiating: ESZ0-CME [CBV] 233 Trades #1 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 2561 2561 Limit 1 Buy Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.225 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 2561 2561 Limit 1 Buy Pending Cancel Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.226 [Sim]ESZ0-CME Simulated order canceled 2561 2561 Limit 1 Buy Canceled Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.227 [Sim]ESZ0-CME Canceling child orders of internal order ID 2561. Internal cancel 2562 Limit Sell 0.5000000 Pending Cancel Sim1 Close 2561 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.228 [Sim]ESZ0-CME Canceling child orders of internal order ID 2561. Internal cancel 2562 Limit Sell 0.5000000 Canceled Sim1 Close 2561 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.229 [Sim]ESZ0-CME Canceling child orders of internal order ID 2561. Internal cancel 2563 Stop Sell -0.5000000 Pending Cancel Sim1 Close 2561 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.230 [Sim]ESZ0-CME Canceling child orders of internal order ID 2561. Internal cancel 2563 Stop Sell -0.5000000 Canceled Sim1 Close 2561 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.231 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2562 Limit Sell 0.5000000 Canceled Sim1 Close 2561 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.232 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2563 Stop Sell -0.5000000 Canceled Sim1 Close 2561 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.233 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 2564 2564 Limit 1 Buy Pending Cancel Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.234 [Sim]ESZ0-CME Simulated order canceled 2564 2564 Limit 1 Buy Canceled Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.235 [Sim]ESZ0-CME Canceling child orders of internal order ID 2564. Internal cancel 2565 Limit Sell 2.5000000 Pending Cancel Sim1 Close 2564 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.236 [Sim]ESZ0-CME Canceling child orders of internal order ID 2564. Internal cancel 2565 Limit Sell 2.5000000 Canceled Sim1 Close 2564 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.237 [Sim]ESZ0-CME Canceling child orders of internal order ID 2564. Internal cancel 2566 Stop Sell -0.7500000 Pending Cancel Sim1 Close 2564 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.238 [Sim]ESZ0-CME Canceling child orders of internal order ID 2564. Internal cancel 2566 Stop Sell -0.7500000 Canceled Sim1 Close 2564 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.239 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2565 Limit Sell 2.5000000 Canceled Sim1 Close 2564 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.240 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2566 Stop Sell -0.7500000 Canceled Sim1 Close 2564 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.241 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 2567 2567 Limit 1 Buy Pending Cancel Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.242 [Sim]ESZ0-CME Simulated order canceled 2567 2567 Limit 1 Buy Canceled Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.243 [Sim]ESZ0-CME Canceling child orders of internal order ID 2567. Internal cancel 2568 Limit Sell 0.5000000 Pending Cancel Sim1 Close 2567 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.244 [Sim]ESZ0-CME Canceling child orders of internal order ID 2567. Internal cancel 2568 Limit Sell 0.5000000 Canceled Sim1 Close 2567 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.245 [Sim]ESZ0-CME Canceling child orders of internal order ID 2567. Internal cancel 2569 Stop Sell -0.5000000 Pending Cancel Sim1 Close 2567 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.246 [Sim]ESZ0-CME Canceling child orders of internal order ID 2567. Internal cancel 2569 Stop Sell -0.5000000 Canceled Sim1 Close 2567 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.247 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2568 Limit Sell 0.5000000 Canceled Sim1 Close 2567 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.248 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2569 Stop Sell -0.5000000 Canceled Sim1 Close 2567 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.249 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 2570 2570 Limit 1 Buy Pending Cancel Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.250 [Sim]ESZ0-CME Simulated order canceled 2570 2570 Limit 1 Buy Canceled Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.251 [Sim]ESZ0-CME Canceling child orders of internal order ID 2570. Internal cancel 2571 Limit Sell 2.5000000 Pending Cancel Sim1 Close 2570 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.252 [Sim]ESZ0-CME Canceling child orders of internal order ID 2570. Internal cancel 2571 Limit Sell 2.5000000 Canceled Sim1 Close 2570 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.253 [Sim]ESZ0-CME Canceling child orders of internal order ID 2570. Internal cancel 2572 Stop Sell -0.7500000 Pending Cancel Sim1 Close 2570 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.254 [Sim]ESZ0-CME Canceling child orders of internal order ID 2570. Internal cancel 2572 Stop Sell -0.7500000 Canceled Sim1 Close 2570 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.255 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2571 Limit Sell 2.5000000 Canceled Sim1 Close 2570 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.256 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2572 Stop Sell -0.7500000 Canceled Sim1 Close 2570 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.257 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 2573 2573 Limit 1 Buy Pending Cancel Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.258 [Sim]ESZ0-CME Simulated order canceled 2573 2573 Limit 1 Buy Canceled Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.259 [Sim]ESZ0-CME Canceling child orders of internal order ID 2573. Internal cancel 2574 Limit Sell 0.5000000 Pending Cancel Sim1 Close 2573 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.260 [Sim]ESZ0-CME Canceling child orders of internal order ID 2573. Internal cancel 2574 Limit Sell 0.5000000 Canceled Sim1 Close 2573 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.261 [Sim]ESZ0-CME Canceling child orders of internal order ID 2573. Internal cancel 2575 Stop Sell -0.5000000 Pending Cancel Sim1 Close 2573 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.262 [Sim]ESZ0-CME Canceling child orders of internal order ID 2573. Internal cancel 2575 Stop Sell -0.5000000 Canceled Sim1 Close 2573 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.263 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2574 Limit Sell 0.5000000 Canceled Sim1 Close 2573 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.264 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2575 Stop Sell -0.5000000 Canceled Sim1 Close 2573 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.265 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 2576 2576 Limit 1 Buy Pending Cancel Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.266 [Sim]ESZ0-CME Simulated order canceled 2576 2576 Limit 1 Buy Canceled Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.267 [Sim]ESZ0-CME Canceling child orders of internal order ID 2576. Internal cancel 2577 Limit Sell 2.5000000 Pending Cancel Sim1 Close 2576 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.268 [Sim]ESZ0-CME Canceling child orders of internal order ID 2576. Internal cancel 2577 Limit Sell 2.5000000 Canceled Sim1 Close 2576 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.269 [Sim]ESZ0-CME Canceling child orders of internal order ID 2576. Internal cancel 2578 Stop Sell -0.7500000 Pending Cancel Sim1 Close 2576 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.270 [Sim]ESZ0-CME Canceling child orders of internal order ID 2576. Internal cancel 2578 Stop Sell -0.7500000 Canceled Sim1 Close 2576 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.271 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2577 Limit Sell 2.5000000 Canceled Sim1 Close 2576 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.272 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2578 Stop Sell -0.7500000 Canceled Sim1 Close 2576 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.273 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 2579 2579 Limit 1 Buy Pending Cancel Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.274 [Sim]ESZ0-CME Simulated order canceled 2579 2579 Limit 1 Buy Canceled Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.275 [Sim]ESZ0-CME Canceling child orders of internal order ID 2579. Internal cancel 2580 Limit Sell 0.5000000 Pending Cancel Sim1 Close 2579 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.276 [Sim]ESZ0-CME Canceling child orders of internal order ID 2579. Internal cancel 2580 Limit Sell 0.5000000 Canceled Sim1 Close 2579 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.277 [Sim]ESZ0-CME Canceling child orders of internal order ID 2579. Internal cancel 2581 Stop Sell -0.5000000 Pending Cancel Sim1 Close 2579 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.278 [Sim]ESZ0-CME Canceling child orders of internal order ID 2579. Internal cancel 2581 Stop Sell -0.5000000 Canceled Sim1 Close 2579 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.279 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2580 Limit Sell 0.5000000 Canceled Sim1 Close 2579 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.280 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2581 Stop Sell -0.5000000 Canceled Sim1 Close 2579 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.281 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 2582 2582 Limit 1 Buy Pending Cancel Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.282 [Sim]ESZ0-CME Simulated order canceled 2582 2582 Limit 1 Buy Canceled Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.283 [Sim]ESZ0-CME Canceling child orders of internal order ID 2582. Internal cancel 2583 Limit Sell 2.5000000 Pending Cancel Sim1 Close 2582 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.284 [Sim]ESZ0-CME Canceling child orders of internal order ID 2582. Internal cancel 2583 Limit Sell 2.5000000 Canceled Sim1 Close 2582 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.285 [Sim]ESZ0-CME Canceling child orders of internal order ID 2582. Internal cancel 2584 Stop Sell -0.7500000 Pending Cancel Sim1 Close 2582 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.286 [Sim]ESZ0-CME Canceling child orders of internal order ID 2582. Internal cancel 2584 Stop Sell -0.7500000 Canceled Sim1 Close 2582 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.287 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2583 Limit Sell 2.5000000 Canceled Sim1 Close 2582 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.288 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2584 Stop Sell -0.7500000 Canceled Sim1 Close 2582 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.289 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 2585 2585 Limit 1 Buy Pending Cancel Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.290 [Sim]ESZ0-CME Simulated order canceled 2585 2585 Limit 1 Buy Canceled Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.291 [Sim]ESZ0-CME Canceling child orders of internal order ID 2585. Internal cancel 2586 Limit Sell 0.5000000 Pending Cancel Sim1 Close 2585 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.292 [Sim]ESZ0-CME Canceling child orders of internal order ID 2585. Internal cancel 2586 Limit Sell 0.5000000 Canceled Sim1 Close 2585 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.293 [Sim]ESZ0-CME Canceling child orders of internal order ID 2585. Internal cancel 2587 Stop Sell -0.5000000 Pending Cancel Sim1 Close 2585 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.294 [Sim]ESZ0-CME Canceling child orders of internal order ID 2585. Internal cancel 2587 Stop Sell -0.5000000 Canceled Sim1 Close 2585 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.295 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2586 Limit Sell 0.5000000 Canceled Sim1 Close 2585 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.296 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2587 Stop Sell -0.5000000 Canceled Sim1 Close 2585 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.297 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 2588 2588 Limit 1 Buy Pending Cancel Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.298 [Sim]ESZ0-CME Simulated order canceled 2588 2588 Limit 1 Buy Canceled Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.299 [Sim]ESZ0-CME Canceling child orders of internal order ID 2588. Internal cancel 2589 Limit Sell 2.5000000 Pending Cancel Sim1 Close 2588 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.300 [Sim]ESZ0-CME Canceling child orders of internal order ID 2588. Internal cancel 2589 Limit Sell 2.5000000 Canceled Sim1 Close 2588 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.301 [Sim]ESZ0-CME Canceling child orders of internal order ID 2588. Internal cancel 2590 Stop Sell -0.7500000 Pending Cancel Sim1 Close 2588 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.302 [Sim]ESZ0-CME Canceling child orders of internal order ID 2588. Internal cancel 2590 Stop Sell -0.7500000 Canceled Sim1 Close 2588 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.303 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2589 Limit Sell 2.5000000 Canceled Sim1 Close 2588 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.304 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2590 Stop Sell -0.7500000 Canceled Sim1 Close 2588 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.305 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 2624 2624 Limit 1 Sell 3596.2500000 Pending Cancel Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.306 [Sim]ESZ0-CME Simulated order canceled 2624 2624 Limit 1 Sell 3596.2500000 Canceled Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.307 [Sim]ESZ0-CME Canceling child orders of internal order ID 2624. Internal cancel 2625 Limit Buy 3595.7500000 Pending Cancel Sim1 Close 2624 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.308 [Sim]ESZ0-CME Canceling child orders of internal order ID 2624. Internal cancel 2625 Limit Buy 3595.7500000 Canceled Sim1 Close 2624 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.309 [Sim]ESZ0-CME Canceling child orders of internal order ID 2624. Internal cancel 2626 Stop Buy 3596.7500000 Pending Cancel Sim1 Close 2624 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.310 [Sim]ESZ0-CME Canceling child orders of internal order ID 2624. Internal cancel 2626 Stop Buy 3596.7500000 Canceled Sim1 Close 2624 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.311 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2625 Limit Buy 3595.7500000 Canceled Sim1 Close 2624 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.312 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2626 Stop Buy 3596.7500000 Canceled Sim1 Close 2624 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.313 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 2627 2627 Limit 1 Sell 3596.2500000 Pending Cancel Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.314 [Sim]ESZ0-CME Simulated order canceled 2627 2627 Limit 1 Sell 3596.2500000 Canceled Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.315 [Sim]ESZ0-CME Canceling child orders of internal order ID 2627. Internal cancel 2628 Limit Buy 3593.7500000 Pending Cancel Sim1 Close 2627 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.316 [Sim]ESZ0-CME Canceling child orders of internal order ID 2627. Internal cancel 2628 Limit Buy 3593.7500000 Canceled Sim1 Close 2627 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.317 [Sim]ESZ0-CME Canceling child orders of internal order ID 2627. Internal cancel 2629 Stop Buy 3597.0000000 Pending Cancel Sim1 Close 2627 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.318 [Sim]ESZ0-CME Canceling child orders of internal order ID 2627. Internal cancel 2629 Stop Buy 3597.0000000 Canceled Sim1 Close 2627 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.319 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2628 Limit Buy 3593.7500000 Canceled Sim1 Close 2627 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:41.320 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2629 Stop Buy 3597.0000000 Canceled Sim1 Close 2627 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:46.698 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3595.75 | AO=1. Attached Order | Client side OCO order 2631 Limit Buy 3597.7500000 Pending Child-Client Sim1 Close 2630 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:46.699 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3595.75 | AO=1. Attached Order | Client side OCO order 2632 Stop Buy 3598.7500000 Pending Child-Client Sim1 Close 2630 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:46.700 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3595.75 | AO=1 2630 Limit 1 Sell 3598.2500000 Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:46.701 [Sim]ESZ0-CME Simulated order accepted 2630 2630 Limit 1 Sell 3598.2500000 Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:46.702 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3595.75 | AO=1. Attached Order | Client side OCO order 2634 Limit Buy 3595.7500000 Pending Child-Client Sim1 Close 2633 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:46.703 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3595.75 | AO=1. Attached Order | Client side OCO order 2635 Stop Buy 3599.0000000 Pending Child-Client Sim1 Close 2633 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:46.704 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3595.75 | AO=1 2633 Limit 1 Sell 3598.2500000 Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:46.705 [Sim]ESZ0-CME Simulated order accepted 2633 2633 Limit 1 Sell 3598.2500000 Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:56.234 [Sim]ESZ0-CME Unable to Flatten or Reverse because a Position does not exist. Working non-market orders will be canceled Unspecified Sim1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:56.235 [Sim]ESZ0-CME Initiating: ESZ0-CME [CBV] 233 Trades #1 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 2630 2630 Limit 1 Sell 3598.2500000 Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:56.236 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 2630 2630 Limit 1 Sell 3598.2500000 Pending Cancel Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:56.237 [Sim]ESZ0-CME Simulated order canceled 2630 2630 Limit 1 Sell 3598.2500000 Canceled Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:56.238 [Sim]ESZ0-CME Canceling child orders of internal order ID 2630. Internal cancel 2631 Limit Buy 3597.7500000 Pending Cancel Sim1 Close 2630 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:56.239 [Sim]ESZ0-CME Canceling child orders of internal order ID 2630. Internal cancel 2631 Limit Buy 3597.7500000 Canceled Sim1 Close 2630 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:56.240 [Sim]ESZ0-CME Canceling child orders of internal order ID 2630. Internal cancel 2632 Stop Buy 3598.7500000 Pending Cancel Sim1 Close 2630 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:56.241 [Sim]ESZ0-CME Canceling child orders of internal order ID 2630. Internal cancel 2632 Stop Buy 3598.7500000 Canceled Sim1 Close 2630 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:56.242 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2631 Limit Buy 3597.7500000 Canceled Sim1 Close 2630 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:56.243 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2632 Stop Buy 3598.7500000 Canceled Sim1 Close 2630 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:56.244 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 2633 2633 Limit 1 Sell 3598.2500000 Pending Cancel Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:56.245 [Sim]ESZ0-CME Simulated order canceled 2633 2633 Limit 1 Sell 3598.2500000 Canceled Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:56.246 [Sim]ESZ0-CME Canceling child orders of internal order ID 2633. Internal cancel 2634 Limit Buy 3595.7500000 Pending Cancel Sim1 Close 2633 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:56.247 [Sim]ESZ0-CME Canceling child orders of internal order ID 2633. Internal cancel 2634 Limit Buy 3595.7500000 Canceled Sim1 Close 2633 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:56.248 [Sim]ESZ0-CME Canceling child orders of internal order ID 2633. Internal cancel 2635 Stop Buy 3599.0000000 Pending Cancel Sim1 Close 2633 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:56.249 [Sim]ESZ0-CME Canceling child orders of internal order ID 2633. Internal cancel 2635 Stop Buy 3599.0000000 Canceled Sim1 Close 2633 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:56.250 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2634 Limit Buy 3595.7500000 Canceled Sim1 Close 2633 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:21:56.251 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2635 Stop Buy 3599.0000000 Canceled Sim1 Close 2633 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.843 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3597 | AO=1. Attached Order | Client side OCO order 2637 Limit Buy 3593.2500000 Pending Child-Client Sim1 Close 2636 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.844 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3597 | AO=1. Attached Order | Client side OCO order 2638 Stop Buy 3594.2500000 Pending Child-Client Sim1 Close 2636 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.845 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3597 | AO=1 2636 Limit 1 Sell 3593.7500000 Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.846 [Sim]ESZ0-CME Simulated order accepted 2636 2636 Limit 1 Sell 3593.7500000 Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.847 [Sim]ESZ0-CME Trade simulation fill. Bid: 3596.75 Ask: 3597.00 Last: 3597.00 2636 2636 Limit 1 Sell 3593.7500000 Filled 3596.7500000 1 Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.849 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3596.75. New price: 3596.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3596.25. Requested Quantity: 0 2637 Limit Buy 3593.2500000 Pending Modify Sim1 Close 2636 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.850 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3596.75. New price: 3596.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3596.25. Requested Quantity: 0 2637 Limit Buy 3596.2500000 Pending Child-Client Sim1 Close 2636 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.851 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3596.75. New price: 3597.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3597.25. Requested Quantity: 0 2638 Stop Buy 3594.2500000 Pending Modify Sim1 Close 2636 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.852 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3596.75. New price: 3597.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3597.25. Requested Quantity: 0 2638 Stop Buy 3597.2500000 Pending Child-Client Sim1 Close 2636 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.853 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3596.75 2638 Stop Buy 3597.2500000 Pending Child-Client Sim1 Close 2636 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.854 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3596.5 2638 Stop Buy 3597.2500000 Pending Child-Client Sim1 Close 2636 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.855 [Sim]ESZ0-CME Auto-sent child from parent fill 2637 Limit 1 Buy 3596.2500000 Order Sent Sim1 Close 2636 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.856 [Sim]ESZ0-CME Auto-sent child from parent fill 2638 Stop 1 Buy 3597.2500000 Order Sent Sim1 Close 2636 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.857 [Sim]ESZ0-CME Simulated order accepted 2637 2637 Limit 1 Buy 3596.2500000 Open Sim1 Close 2636 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.858 [Sim]ESZ0-CME Simulated order accepted 2638 2638 Stop 1 Buy 3597.2500000 Open Sim1 Close 2636 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.859 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3597 | AO=1. Attached Order | Client side OCO order 2640 Limit Buy 3591.2500000 Pending Child-Client Sim1 Close 2639 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.860 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3597 | AO=1. Attached Order | Client side OCO order 2641 Stop Buy 3594.5000000 Pending Child-Client Sim1 Close 2639 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.861 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3597 | AO=1 2639 Limit 1 Sell 3593.7500000 Order Sent Sim1 Open -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.862 [Sim]ESZ0-CME Simulated order accepted 2639 2639 Limit 1 Sell 3593.7500000 Open Sim1 Open -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.863 [Sim]ESZ0-CME Trade simulation fill. Bid: 3596.75 Ask: 3597.00 Last: 3597.00 2639 2639 Limit 1 Sell 3593.7500000 Filled 3596.7500000 1 Sim1 Open -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.865 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3596.75. New price: 3594.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3594.25. Requested Quantity: 0 2640 Limit Buy 3591.2500000 Pending Modify Sim1 Close 2639 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.866 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3596.75. New price: 3594.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3594.25. Requested Quantity: 0 2640 Limit Buy 3594.2500000 Pending Child-Client Sim1 Close 2639 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.867 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3596.75. New price: 3597.50. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3597.50. Requested Quantity: 0 2641 Stop Buy 3594.5000000 Pending Modify Sim1 Close 2639 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.868 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3596.75. New price: 3597.50. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3597.50. Requested Quantity: 0 2641 Stop Buy 3597.5000000 Pending Child-Client Sim1 Close 2639 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.869 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3596.75 2641 Stop Buy 3597.5000000 Pending Child-Client Sim1 Close 2639 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.870 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3594.25 2641 Stop Buy 3597.5000000 Pending Child-Client Sim1 Close 2639 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.871 [Sim]ESZ0-CME Auto-sent child from parent fill 2640 Limit 1 Buy 3594.2500000 Order Sent Sim1 Close 2639 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.872 [Sim]ESZ0-CME Auto-sent child from parent fill 2641 Stop 1 Buy 3597.5000000 Order Sent Sim1 Close 2639 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.873 [Sim]ESZ0-CME Simulated order accepted 2640 2640 Limit 1 Buy 3594.2500000 Open Sim1 Close 2639 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:01.874 [Sim]ESZ0-CME Simulated order accepted 2641 2641 Stop 1 Buy 3597.5000000 Open Sim1 Close 2639 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:04.112 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3596.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3597.25. Requested Quantity: 1 2641 2641 Stop 1 Buy 3597.5000000 Pending Modify Sim1 Close 2639 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:04.113 [Sim]ESZ0-CME Simulated order modify complete 2641 2641 Stop 1 Buy 3597.2500000 Open Sim1 Close 2639 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:07.111 [Sim]ESZ0-CME Trade simulation fill. Bid: 3596.00 Ask: 3596.25 Last: 3596.00 2637 2637 Limit 1 Buy 3596.2500000 Filled 3596.2500000 1 Sim1 Close 2636 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:07.113 [Sim]ESZ0-CME Canceling order due to sibling fill 2638 2638 Stop 1 Buy 3597.2500000 Pending Cancel Sim1 Close 2636 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:07.114 [Sim]ESZ0-CME Simulated order canceled 2638 2638 Stop 1 Buy 3597.2500000 Canceled Sim1 Close 2636 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:07.115 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3596.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3597.00. Requested Quantity: 1 2641 2641 Stop 1 Buy 3597.2500000 Pending Modify Sim1 Close 2639 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:07.116 [Sim]ESZ0-CME Simulated order modify complete 2641 2641 Stop 1 Buy 3597.0000000 Open Sim1 Close 2639 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:07.117 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3596.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3596.75. Requested Quantity: 1 2641 2641 Stop 1 Buy 3597.0000000 Pending Modify Sim1 Close 2639 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:07.118 [Sim]ESZ0-CME Simulated order modify complete 2641 2641 Stop 1 Buy 3596.7500000 Open Sim1 Close 2639 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:08.372 [Sim]ESZ0-CME Initiating: ESZ0-CME [CBV] 233 Trades #1 | Canceling non-market orders during Flatten 2640 2640 Limit 1 Buy 3594.2500000 Open Sim1 Close 2639 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:08.373 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | Canceling non-market orders during Flatten 2640 2640 Limit 1 Buy 3594.2500000 Pending Cancel Sim1 Close 2639 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:08.374 [Sim]ESZ0-CME Simulated order canceled 2640 2640 Limit 1 Buy 3594.2500000 Canceled Sim1 Close 2639 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:08.375 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | Canceling non-market orders during Flatten 2641 2641 Stop 1 Buy 3596.7500000 Pending Cancel Sim1 Close 2639 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:08.376 [Sim]ESZ0-CME Simulated order canceled 2641 2641 Stop 1 Buy 3596.7500000 Canceled Sim1 Close 2639 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:08.377 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry. Flatten&Cancel | Last: 3596.25. Current Position quantity: -1 | AO=0 2642 Market 1 Buy Order Sent Sim1 Close -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:08.378 [Sim]ESZ0-CME Simulated order accepted 2642 2642 Market 1 Buy Open Sim1 Close -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:08.379 [Sim]ESZ0-CME Trade simulation fill. Bid: 3596.00 Ask: 3596.25 Last: 3596.25 2642 2642 Market 1 Buy Filled 3596.2500000 1 Sim1 Close -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:16.089 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3595.75 | AO=1. Attached Order | Client side OCO order 2644 Limit Sell 3593.5000000 Pending Child-Client Sim1 Close 2643 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:16.090 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3595.75 | AO=1. Attached Order | Client side OCO order 2645 Stop Sell 3592.5000000 Pending Child-Client Sim1 Close 2643 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:16.091 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3595.75 | AO=1 2643 Limit 1 Buy 3593.0000000 Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:16.092 [Sim]ESZ0-CME Simulated order accepted 2643 2643 Limit 1 Buy 3593.0000000 Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:16.093 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3595.75 | AO=1. Attached Order | Client side OCO order 2647 Limit Sell 3595.5000000 Pending Child-Client Sim1 Close 2646 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:16.094 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3595.75 | AO=1. Attached Order | Client side OCO order 2648 Stop Sell 3592.2500000 Pending Child-Client Sim1 Close 2646 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:16.095 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3595.75 | AO=1 2646 Limit 1 Buy 3593.0000000 Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:16.096 [Sim]ESZ0-CME Simulated order accepted 2646 2646 Limit 1 Buy 3593.0000000 Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:22.338 [Sim]ESZ0-CME Initiating: ESZ0-CME [CBV] 233 Trades #1 | User cancel orders for Symbol and Account 2643 2643 Limit 1 Buy 3593.0000000 Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:22.339 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User cancel orders for Symbol and Account 2643 2643 Limit 1 Buy 3593.0000000 Pending Cancel Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:22.340 [Sim]ESZ0-CME Simulated order canceled 2643 2643 Limit 1 Buy 3593.0000000 Canceled Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:22.341 [Sim]ESZ0-CME Canceling child orders of internal order ID 2643. Internal cancel 2644 Limit Sell 3593.5000000 Pending Cancel Sim1 Close 2643 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:22.342 [Sim]ESZ0-CME Canceling child orders of internal order ID 2643. Internal cancel 2644 Limit Sell 3593.5000000 Canceled Sim1 Close 2643 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:22.343 [Sim]ESZ0-CME Canceling child orders of internal order ID 2643. Internal cancel 2645 Stop Sell 3592.5000000 Pending Cancel Sim1 Close 2643 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:22.344 [Sim]ESZ0-CME Canceling child orders of internal order ID 2643. Internal cancel 2645 Stop Sell 3592.5000000 Canceled Sim1 Close 2643 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:22.345 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2644 Limit Sell 3593.5000000 Canceled Sim1 Close 2643 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:22.346 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2645 Stop Sell 3592.5000000 Canceled Sim1 Close 2643 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:22.347 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User cancel orders for Symbol and Account 2646 2646 Limit 1 Buy 3593.0000000 Pending Cancel Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:22.348 [Sim]ESZ0-CME Simulated order canceled 2646 2646 Limit 1 Buy 3593.0000000 Canceled Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:22.349 [Sim]ESZ0-CME Canceling child orders of internal order ID 2646. Internal cancel 2647 Limit Sell 3595.5000000 Pending Cancel Sim1 Close 2646 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:22.350 [Sim]ESZ0-CME Canceling child orders of internal order ID 2646. Internal cancel 2647 Limit Sell 3595.5000000 Canceled Sim1 Close 2646 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:22.351 [Sim]ESZ0-CME Canceling child orders of internal order ID 2646. Internal cancel 2648 Stop Sell 3592.2500000 Pending Cancel Sim1 Close 2646 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:22.352 [Sim]ESZ0-CME Canceling child orders of internal order ID 2646. Internal cancel 2648 Stop Sell 3592.2500000 Canceled Sim1 Close 2646 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:22.353 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2647 Limit Sell 3595.5000000 Canceled Sim1 Close 2646 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:22.354 [Sim]ESZ0-CME Order cancellation failed | The order is no longer working and cannot be canceled 2648 Stop Sell 3592.2500000 Canceled Sim1 Close 2646 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.528 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3596 | AO=1. Attached Order | Client side OCO order 2650 Limit Sell 3599.5000000 Pending Child-Client Sim1 Close 2649 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.529 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3596 | AO=1. Attached Order | Client side OCO order 2651 Stop Sell 3598.5000000 Pending Child-Client Sim1 Close 2649 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.530 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3596 | AO=1 2649 Limit 1 Buy 3599.0000000 Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.531 [Sim]ESZ0-CME Simulated order accepted 2649 2649 Limit 1 Buy 3599.0000000 Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.532 [Sim]ESZ0-CME Trade simulation fill. Bid: 3595.75 Ask: 3596.00 Last: 3596.00 2649 2649 Limit 1 Buy 3599.0000000 Filled 3596.0000000 1 Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.534 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3596.00. New price: 3596.50. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3596.50. Requested Quantity: 0 2650 Limit Sell 3599.5000000 Pending Modify Sim1 Close 2649 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.535 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3596.00. New price: 3596.50. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3596.50. Requested Quantity: 0 2650 Limit Sell 3596.5000000 Pending Child-Client Sim1 Close 2649 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.536 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3596.00. New price: 3595.50. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3595.50. Requested Quantity: 0 2651 Stop Sell 3598.5000000 Pending Modify Sim1 Close 2649 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.537 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3596.00. New price: 3595.50. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3595.50. Requested Quantity: 0 2651 Stop Sell 3595.5000000 Pending Child-Client Sim1 Close 2649 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.538 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3596 2651 Stop Sell 3595.5000000 Pending Child-Client Sim1 Close 2649 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.539 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3596.25 2651 Stop Sell 3595.5000000 Pending Child-Client Sim1 Close 2649 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.540 [Sim]ESZ0-CME Auto-sent child from parent fill 2650 Limit 1 Sell 3596.5000000 Order Sent Sim1 Close 2649 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.541 [Sim]ESZ0-CME Auto-sent child from parent fill 2651 Stop 1 Sell 3595.5000000 Order Sent Sim1 Close 2649 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.542 [Sim]ESZ0-CME Simulated order accepted 2650 2650 Limit 1 Sell 3596.5000000 Open Sim1 Close 2649 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.543 [Sim]ESZ0-CME Simulated order accepted 2651 2651 Stop 1 Sell 3595.5000000 Open Sim1 Close 2649 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.544 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3596 | AO=1. Attached Order | Client side OCO order 2653 Limit Sell 3601.5000000 Pending Child-Client Sim1 Close 2652 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.545 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3596 | AO=1. Attached Order | Client side OCO order 2654 Stop Sell 3598.2500000 Pending Child-Client Sim1 Close 2652 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.546 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3596 | AO=1 2652 Limit 1 Buy 3599.0000000 Order Sent Sim1 Open 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.547 [Sim]ESZ0-CME Simulated order accepted 2652 2652 Limit 1 Buy 3599.0000000 Open Sim1 Open 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.548 [Sim]ESZ0-CME Trade simulation fill. Bid: 3595.75 Ask: 3596.00 Last: 3596.00 2652 2652 Limit 1 Buy 3599.0000000 Filled 3596.0000000 1 Sim1 Open 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.550 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3596.00. New price: 3598.50. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3598.50. Requested Quantity: 0 2653 Limit Sell 3601.5000000 Pending Modify Sim1 Close 2652 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.551 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3596.00. New price: 3598.50. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3598.50. Requested Quantity: 0 2653 Limit Sell 3598.5000000 Pending Child-Client Sim1 Close 2652 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.552 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3596.00. New price: 3595.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3595.25. Requested Quantity: 0 2654 Stop Sell 3598.2500000 Pending Modify Sim1 Close 2652 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.553 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3596.00. New price: 3595.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3595.25. Requested Quantity: 0 2654 Stop Sell 3595.2500000 Pending Child-Client Sim1 Close 2652 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.554 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3596 2654 Stop Sell 3595.2500000 Pending Child-Client Sim1 Close 2652 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.555 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3598.5 2654 Stop Sell 3595.2500000 Pending Child-Client Sim1 Close 2652 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.556 [Sim]ESZ0-CME Auto-sent child from parent fill 2653 Limit 1 Sell 3598.5000000 Order Sent Sim1 Close 2652 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.557 [Sim]ESZ0-CME Auto-sent child from parent fill 2654 Stop 1 Sell 3595.2500000 Order Sent Sim1 Close 2652 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.558 [Sim]ESZ0-CME Simulated order accepted 2653 2653 Limit 1 Sell 3598.5000000 Open Sim1 Close 2652 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:27.559 [Sim]ESZ0-CME Simulated order accepted 2654 2654 Stop 1 Sell 3595.2500000 Open Sim1 Close 2652 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:30.620 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3596.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3595.50. Requested Quantity: 1 2654 2654 Stop 1 Sell 3595.2500000 Pending Modify Sim1 Close 2652 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:30.621 [Sim]ESZ0-CME Simulated order modify complete 2654 2654 Stop 1 Sell 3595.5000000 Open Sim1 Close 2652 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:31.190 [Sim]ESZ0-CME Initiating: ESZ0-CME [CBV] 233 Trades #1 | Canceling non-market orders during Flatten 2650 2650 Limit 1 Sell 3596.5000000 Open Sim1 Close 2649 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:31.191 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | Canceling non-market orders during Flatten 2650 2650 Limit 1 Sell 3596.5000000 Pending Cancel Sim1 Close 2649 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:31.192 [Sim]ESZ0-CME Simulated order canceled 2650 2650 Limit 1 Sell 3596.5000000 Canceled Sim1 Close 2649 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:31.193 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | Canceling non-market orders during Flatten 2651 2651 Stop 1 Sell 3595.5000000 Pending Cancel Sim1 Close 2649 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:31.194 [Sim]ESZ0-CME Simulated order canceled 2651 2651 Stop 1 Sell 3595.5000000 Canceled Sim1 Close 2649 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:31.195 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | Canceling non-market orders during Flatten 2653 2653 Limit 1 Sell 3598.5000000 Pending Cancel Sim1 Close 2652 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:31.196 [Sim]ESZ0-CME Simulated order canceled 2653 2653 Limit 1 Sell 3598.5000000 Canceled Sim1 Close 2652 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:31.197 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | Canceling non-market orders during Flatten 2654 2654 Stop 1 Sell 3595.5000000 Pending Cancel Sim1 Close 2652 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:31.198 [Sim]ESZ0-CME Simulated order canceled 2654 2654 Stop 1 Sell 3595.5000000 Canceled Sim1 Close 2652 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:31.199 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry. Flatten&Cancel | Last: 3596.25. Current Position quantity: 2 | AO=0 2655 Market 2 Sell Order Sent Sim1 Close 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:31.200 [Sim]ESZ0-CME Simulated order accepted 2655 2655 Market 2 Sell Open Sim1 Close 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:22:31.201 [Sim]ESZ0-CME Trade simulation fill. Bid: 3596.00 Ask: 3596.25 Last: 3596.25 2655 2655 Market 2 Sell Filled 3596.0000000 2 Sim1 Close 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.692 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3597 | AO=1. Attached Order | Client side OCO order 2657 Limit Sell 3597.7500000 Pending Child-Client Sim1 Close 2656 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.693 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3597 | AO=1. Attached Order | Client side OCO order 2658 Stop Sell 3596.7500000 Pending Child-Client Sim1 Close 2656 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.694 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3597 | AO=1 2656 Limit 1 Buy 3597.2500000 Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.695 [Sim]ESZ0-CME Simulated order accepted 2656 2656 Limit 1 Buy 3597.2500000 Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.696 [Sim]ESZ0-CME Trade simulation fill. Bid: 3596.75 Ask: 3597.00 Last: 3597.00 2656 2656 Limit 1 Buy 3597.2500000 Filled 3597.0000000 1 Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.698 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3597.00. New price: 3597.50. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3597.50. Requested Quantity: 0 2657 Limit Sell 3597.7500000 Pending Modify Sim1 Close 2656 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.699 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3597.00. New price: 3597.50. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3597.50. Requested Quantity: 0 2657 Limit Sell 3597.5000000 Pending Child-Client Sim1 Close 2656 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.700 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3597.00. New price: 3596.50. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3596.50. Requested Quantity: 0 2658 Stop Sell 3596.7500000 Pending Modify Sim1 Close 2656 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.701 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3597.00. New price: 3596.50. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3596.50. Requested Quantity: 0 2658 Stop Sell 3596.5000000 Pending Child-Client Sim1 Close 2656 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.702 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3597 2658 Stop Sell 3596.5000000 Pending Child-Client Sim1 Close 2656 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.703 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3597.25 2658 Stop Sell 3596.5000000 Pending Child-Client Sim1 Close 2656 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.704 [Sim]ESZ0-CME Auto-sent child from parent fill 2657 Limit 1 Sell 3597.5000000 Order Sent Sim1 Close 2656 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.705 [Sim]ESZ0-CME Auto-sent child from parent fill 2658 Stop 1 Sell 3596.5000000 Order Sent Sim1 Close 2656 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.706 [Sim]ESZ0-CME Simulated order accepted 2657 2657 Limit 1 Sell 3597.5000000 Open Sim1 Close 2656 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.707 [Sim]ESZ0-CME Simulated order accepted 2658 2658 Stop 1 Sell 3596.5000000 Open Sim1 Close 2656 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.708 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3597 | AO=1. Attached Order | Client side OCO order 2660 Limit Sell 3599.7500000 Pending Child-Client Sim1 Close 2659 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.709 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3597 | AO=1. Attached Order | Client side OCO order 2661 Stop Sell 3596.5000000 Pending Child-Client Sim1 Close 2659 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.710 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3597 | AO=1 2659 Limit 1 Buy 3597.2500000 Order Sent Sim1 Open 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.711 [Sim]ESZ0-CME Simulated order accepted 2659 2659 Limit 1 Buy 3597.2500000 Open Sim1 Open 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.712 [Sim]ESZ0-CME Trade simulation fill. Bid: 3596.75 Ask: 3597.00 Last: 3597.00 2659 2659 Limit 1 Buy 3597.2500000 Filled 3597.0000000 1 Sim1 Open 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.714 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3597.00. New price: 3599.50. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3599.50. Requested Quantity: 0 2660 Limit Sell 3599.7500000 Pending Modify Sim1 Close 2659 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.715 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3597.00. New price: 3599.50. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3599.50. Requested Quantity: 0 2660 Limit Sell 3599.5000000 Pending Child-Client Sim1 Close 2659 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.716 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3597.00. New price: 3596.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3596.25. Requested Quantity: 0 2661 Stop Sell 3596.5000000 Pending Modify Sim1 Close 2659 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.717 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3597.00. New price: 3596.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3596.25. Requested Quantity: 0 2661 Stop Sell 3596.2500000 Pending Child-Client Sim1 Close 2659 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.718 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3597 2661 Stop Sell 3596.2500000 Pending Child-Client Sim1 Close 2659 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.719 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3599.5 2661 Stop Sell 3596.2500000 Pending Child-Client Sim1 Close 2659 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.720 [Sim]ESZ0-CME Auto-sent child from parent fill 2660 Limit 1 Sell 3599.5000000 Order Sent Sim1 Close 2659 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.721 [Sim]ESZ0-CME Auto-sent child from parent fill 2661 Stop 1 Sell 3596.2500000 Order Sent Sim1 Close 2659 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.722 [Sim]ESZ0-CME Simulated order accepted 2660 2660 Limit 1 Sell 3599.5000000 Open Sim1 Close 2659 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:07.723 [Sim]ESZ0-CME Simulated order accepted 2661 2661 Stop 1 Sell 3596.2500000 Open Sim1 Close 2659 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:11.129 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3597.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3596.50. Requested Quantity: 1 2661 2661 Stop 1 Sell 3596.2500000 Pending Modify Sim1 Close 2659 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:11.130 [Sim]ESZ0-CME Simulated order modify complete 2661 2661 Stop 1 Sell 3596.5000000 Open Sim1 Close 2659 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:15.634 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3597.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3596.75. Requested Quantity: 1 2658 2658 Stop 1 Sell 3596.5000000 Pending Modify Sim1 Close 2656 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:15.635 [Sim]ESZ0-CME Simulated order modify complete 2658 2658 Stop 1 Sell 3596.7500000 Open Sim1 Close 2656 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:15.636 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3597.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3596.75. Requested Quantity: 1 2661 2661 Stop 1 Sell 3596.5000000 Pending Modify Sim1 Close 2659 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:15.637 [Sim]ESZ0-CME Simulated order modify complete 2661 2661 Stop 1 Sell 3596.7500000 Open Sim1 Close 2659 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:19.630 [Sim]ESZ0-CME Trade simulation fill. Bid: 3597.50 Ask: 3597.75 Last: 3597.50 2657 2657 Limit 1 Sell 3597.5000000 Filled 3597.5000000 1 Sim1 Close 2656 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:19.632 [Sim]ESZ0-CME Canceling order due to sibling fill 2658 2658 Stop 1 Sell 3596.7500000 Pending Cancel Sim1 Close 2656 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:19.633 [Sim]ESZ0-CME Simulated order canceled 2658 2658 Stop 1 Sell 3596.7500000 Canceled Sim1 Close 2656 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:19.634 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3597.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3597.00. Requested Quantity: 1 2661 2661 Stop 1 Sell 3596.7500000 Pending Modify Sim1 Close 2659 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:19.635 [Sim]ESZ0-CME Simulated order modify complete 2661 2661 Stop 1 Sell 3597.0000000 Open Sim1 Close 2659 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:36.626 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3598.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3597.25. Requested Quantity: 1 2661 2661 Stop 1 Sell 3597.0000000 Pending Modify Sim1 Close 2659 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:36.627 [Sim]ESZ0-CME Simulated order modify complete 2661 2661 Stop 1 Sell 3597.2500000 Open Sim1 Close 2659 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:50.036 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3601.00. Requested Quantity: 1 2660 2660 Limit 1 Sell 3599.5000000 Pending Modify Sim1 Close 2659 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:23:50.037 [Sim]ESZ0-CME Simulated order modify complete 2660 2660 Limit 1 Sell 3601.0000000 Open Sim1 Close 2659 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:24:03.147 [Sim]ESZ0-CME Trade simulation fill. Bid: 3597.25 Ask: 3597.50 Last: 3597.25 2661 2661 Stop 1 Sell 3597.2500000 Filled 3597.2500000 1 Sim1 Close 2659 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:24:03.149 [Sim]ESZ0-CME Canceling order due to sibling fill 2660 2660 Limit 1 Sell 3601.0000000 Pending Cancel Sim1 Close 2659 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:24:03.150 [Sim]ESZ0-CME Simulated order canceled 2660 2660 Limit 1 Sell 3601.0000000 Canceled Sim1 Close 2659 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 20:24:51.551 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3598.25 | AO=1. Attached Order | Client side OCO order 2663 Limit Buy 3596.7500000 Pending Child-Client Sim1 Close 2662 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.552 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3598.25 | AO=1. Attached Order | Client side OCO order 2664 Stop Buy 3599.7500000 Pending Child-Client Sim1 Close 2662 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.553 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3598.25 | AO=1 2662 Limit 1 Sell 3597.7500000 Order Sent Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.554 [Sim]ESZ0-CME Simulated order accepted 2662 2662 Limit 1 Sell 3597.7500000 Open Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.555 [Sim]ESZ0-CME Trade simulation fill. Bid: 3598.25 Ask: 3598.50 Last: 3598.25 2662 2662 Limit 1 Sell 3597.7500000 Filled 3598.2500000 1 Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.557 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3598.25. New price: 3597.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3597.25. Requested Quantity: 0 2663 Limit Buy 3596.7500000 Pending Modify Sim1 Close 2662 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.558 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3598.25. New price: 3597.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3597.25. Requested Quantity: 0 2663 Limit Buy 3597.2500000 Pending Child-Client Sim1 Close 2662 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.559 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3598.25. New price: 3600.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3600.25. Requested Quantity: 0 2664 Stop Buy 3599.7500000 Pending Modify Sim1 Close 2662 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.560 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3598.25. New price: 3600.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3600.25. Requested Quantity: 0 2664 Stop Buy 3600.2500000 Pending Child-Client Sim1 Close 2662 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.561 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3598.25 2664 Stop Buy 3600.2500000 Pending Child-Client Sim1 Close 2662 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.562 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3597.5 2664 Stop Buy 3600.2500000 Pending Child-Client Sim1 Close 2662 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.563 [Sim]ESZ0-CME Auto-sent child from parent fill 2663 Limit 1 Buy 3597.2500000 Order Sent Sim1 Close 2662 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.564 [Sim]ESZ0-CME Auto-sent child from parent fill 2664 Stop 1 Buy 3600.2500000 Order Sent Sim1 Close 2662 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.565 [Sim]ESZ0-CME Simulated order accepted 2663 2663 Limit 1 Buy 3597.2500000 Open Sim1 Close 2662 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.566 [Sim]ESZ0-CME Simulated order accepted 2664 2664 Stop 1 Buy 3600.2500000 Open Sim1 Close 2662 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.567 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3598.25 | AO=1. Attached Order | Client side OCO order 2666 Limit Buy 3592.7500000 Pending Child-Client Sim1 Close 2665 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.568 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3598.25 | AO=1. Attached Order | Client side OCO order 2667 Stop Buy 3600.2500000 Pending Child-Client Sim1 Close 2665 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.569 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3598.25 | AO=1 2665 Limit 1 Sell 3597.7500000 Order Sent Sim1 Open -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.570 [Sim]ESZ0-CME Simulated order accepted 2665 2665 Limit 1 Sell 3597.7500000 Open Sim1 Open -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.571 [Sim]ESZ0-CME Trade simulation fill. Bid: 3598.25 Ask: 3598.50 Last: 3598.25 2665 2665 Limit 1 Sell 3597.7500000 Filled 3598.2500000 1 Sim1 Open -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.573 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3598.25. New price: 3593.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3593.25. Requested Quantity: 0 2666 Limit Buy 3592.7500000 Pending Modify Sim1 Close 2665 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.574 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3598.25. New price: 3593.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3593.25. Requested Quantity: 0 2666 Limit Buy 3593.2500000 Pending Child-Client Sim1 Close 2665 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.575 [Sim]ESZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 3598.25. New price: 3600.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3600.75. Requested Quantity: 0 2667 Stop Buy 3600.2500000 Pending Modify Sim1 Close 2665 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.576 [Sim]ESZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 3598.25. New price: 3600.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 3600.75. Requested Quantity: 0 2667 Stop Buy 3600.7500000 Pending Child-Client Sim1 Close 2665 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.577 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3598.25 2667 Stop Buy 3600.7500000 Pending Child-Client Sim1 Close 2665 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.578 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3595.75 2667 Stop Buy 3600.7500000 Pending Child-Client Sim1 Close 2665 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.579 [Sim]ESZ0-CME Auto-sent child from parent fill 2666 Limit 1 Buy 3593.2500000 Order Sent Sim1 Close 2665 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.580 [Sim]ESZ0-CME Auto-sent child from parent fill 2667 Stop 1 Buy 3600.7500000 Order Sent Sim1 Close 2665 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.581 [Sim]ESZ0-CME Simulated order accepted 2666 2666 Limit 1 Buy 3593.2500000 Open Sim1 Close 2665 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:51.582 [Sim]ESZ0-CME Simulated order accepted 2667 2667 Stop 1 Buy 3600.7500000 Open Sim1 Close 2665 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:54.145 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3598.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3600.50. Requested Quantity: 1 2667 2667 Stop 1 Buy 3600.7500000 Pending Modify Sim1 Close 2665 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:54.146 [Sim]ESZ0-CME Simulated order modify complete 2667 2667 Stop 1 Buy 3600.5000000 Open Sim1 Close 2665 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:58.145 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3597.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3600.25. Requested Quantity: 1 2667 2667 Stop 1 Buy 3600.5000000 Pending Modify Sim1 Close 2665 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:24:58.146 [Sim]ESZ0-CME Simulated order modify complete 2667 2667 Stop 1 Buy 3600.2500000 Open Sim1 Close 2665 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:25:01.653 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3597.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3600.00. Requested Quantity: 1 2667 2667 Stop 1 Buy 3600.2500000 Pending Modify Sim1 Close 2665 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:25:01.654 [Sim]ESZ0-CME Simulated order modify complete 2667 2667 Stop 1 Buy 3600.0000000 Open Sim1 Close 2665 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:25:48.717 [Sim]ESZ0-CME Trade simulation fill. Bid: 3597.00 Ask: 3597.25 Last: 3597.25 2663 2663 Limit 1 Buy 3597.2500000 Filled 3597.2500000 1 Sim1 Close 2662 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:25:48.719 [Sim]ESZ0-CME Canceling order due to sibling fill 2664 2664 Stop 1 Buy 3600.2500000 Pending Cancel Sim1 Close 2662 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:25:48.720 [Sim]ESZ0-CME Simulated order canceled 2664 2664 Stop 1 Buy 3600.2500000 Canceled Sim1 Close 2662 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:25:48.721 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3597.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3599.75. Requested Quantity: 1 2667 2667 Stop 1 Buy 3600.0000000 Pending Modify Sim1 Close 2665 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:25:48.722 [Sim]ESZ0-CME Simulated order modify complete 2667 2667 Stop 1 Buy 3599.7500000 Open Sim1 Close 2665 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:25:49.212 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3597.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3599.50. Requested Quantity: 1 2667 2667 Stop 1 Buy 3599.7500000 Pending Modify Sim1 Close 2665 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:25:49.213 [Sim]ESZ0-CME Simulated order modify complete 2667 2667 Stop 1 Buy 3599.5000000 Open Sim1 Close 2665 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:25:49.717 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3596.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3599.25. Requested Quantity: 1 2667 2667 Stop 1 Buy 3599.5000000 Pending Modify Sim1 Close 2665 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:25:49.718 [Sim]ESZ0-CME Simulated order modify complete 2667 2667 Stop 1 Buy 3599.2500000 Open Sim1 Close 2665 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:25:50.212 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3596.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3599.00. Requested Quantity: 1 2667 2667 Stop 1 Buy 3599.2500000 Pending Modify Sim1 Close 2665 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:25:50.213 [Sim]ESZ0-CME Simulated order modify complete 2667 2667 Stop 1 Buy 3599.0000000 Open Sim1 Close 2665 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:25:50.723 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3596.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3598.75. Requested Quantity: 1 2667 2667 Stop 1 Buy 3599.0000000 Pending Modify Sim1 Close 2665 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:25:50.724 [Sim]ESZ0-CME Simulated order modify complete 2667 2667 Stop 1 Buy 3598.7500000 Open Sim1 Close 2665 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:25:51.231 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3596.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3598.50. Requested Quantity: 1 2667 2667 Stop 1 Buy 3598.7500000 Pending Modify Sim1 Close 2665 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:25:51.232 [Sim]ESZ0-CME Simulated order modify complete 2667 2667 Stop 1 Buy 3598.5000000 Open Sim1 Close 2665 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:25:52.228 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3595.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3598.25. Requested Quantity: 1 2667 2667 Stop 1 Buy 3598.5000000 Pending Modify Sim1 Close 2665 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:25:52.229 [Sim]ESZ0-CME Simulated order modify complete 2667 2667 Stop 1 Buy 3598.2500000 Open Sim1 Close 2665 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:25:54.727 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3595.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3598.00. Requested Quantity: 1 2667 2667 Stop 1 Buy 3598.2500000 Pending Modify Sim1 Close 2665 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:25:54.728 [Sim]ESZ0-CME Simulated order modify complete 2667 2667 Stop 1 Buy 3598.0000000 Open Sim1 Close 2665 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:25:59.523 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3596.75. Requested Quantity: 1 2667 2667 Stop 1 Buy 3598.0000000 Pending Modify Sim1 Close 2665 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:25:59.524 [Sim]ESZ0-CME Simulated order modify complete 2667 2667 Stop 1 Buy 3596.7500000 Open Sim1 Close 2665 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:26:02.743 [Sim]ESZ0-CME Trade simulation fill. Bid: 3596.25 Ask: 3596.50 Last: 3596.75 2667 2667 Stop 1 Buy 3596.7500000 Filled 3596.5000000 1 Sim1 Close 2665 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:26:02.745 [Sim]ESZ0-CME Canceling order due to sibling fill 2666 2666 Limit 1 Buy 3593.2500000 Pending Cancel Sim1 Close 2665 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:26:02.746 [Sim]ESZ0-CME Simulated order canceled 2666 2666 Limit 1 Buy 3593.2500000 Canceled Sim1 Close 2665 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:07.588 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3582 | AO=1. Attached Order | Client side OCO order 2669 Limit Buy 3581.0000000 Pending Child-Client Sim1 Close 2668 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:07.589 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3582 | AO=1. Attached Order | Client side OCO order 2670 Stop Buy 3584.0000000 Pending Child-Client Sim1 Close 2668 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:07.590 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3582 | AO=1 2668 Market 1 Sell Order Sent Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:07.591 [Sim]ESZ0-CME Simulated order accepted 2668 2668 Market 1 Sell Open Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:07.592 [Sim]ESZ0-CME Trade simulation fill. Bid: 3582.00 Ask: 3582.25 Last: 3582.00 2668 2668 Market 1 Sell Filled 3582.0000000 1 Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:07.594 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3582 2670 Stop Buy 3584.0000000 Pending Child-Client Sim1 Close 2668 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:07.595 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3581.25 2670 Stop Buy 3584.0000000 Pending Child-Client Sim1 Close 2668 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:07.596 [Sim]ESZ0-CME Auto-sent child from parent fill 2669 Limit 1 Buy 3581.0000000 Order Sent Sim1 Close 2668 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:07.597 [Sim]ESZ0-CME Auto-sent child from parent fill 2670 Stop 1 Buy 3584.0000000 Order Sent Sim1 Close 2668 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:07.598 [Sim]ESZ0-CME Simulated order accepted 2669 2669 Limit 1 Buy 3581.0000000 Open Sim1 Close 2668 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:07.599 [Sim]ESZ0-CME Simulated order accepted 2670 2670 Stop 1 Buy 3584.0000000 Open Sim1 Close 2668 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:07.600 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3582 | AO=1. Attached Order | Client side OCO order 2672 Limit Buy 3577.0000000 Pending Child-Client Sim1 Close 2671 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:07.601 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3582 | AO=1. Attached Order | Client side OCO order 2673 Stop Buy 3584.5000000 Pending Child-Client Sim1 Close 2671 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:07.602 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3582 | AO=1 2671 Market 1 Sell Order Sent Sim1 Open -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:07.603 [Sim]ESZ0-CME Simulated order accepted 2671 2671 Market 1 Sell Open Sim1 Open -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:07.604 [Sim]ESZ0-CME Trade simulation fill. Bid: 3582.00 Ask: 3582.25 Last: 3582.00 2671 2671 Market 1 Sell Filled 3582.0000000 1 Sim1 Open -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:07.606 [Sim]ESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3582 2673 Stop Buy 3584.5000000 Pending Child-Client Sim1 Close 2671 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:07.607 [Sim]ESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3579.5 2673 Stop Buy 3584.5000000 Pending Child-Client Sim1 Close 2671 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:07.608 [Sim]ESZ0-CME Auto-sent child from parent fill 2672 Limit 1 Buy 3577.0000000 Order Sent Sim1 Close 2671 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:07.609 [Sim]ESZ0-CME Auto-sent child from parent fill 2673 Stop 1 Buy 3584.5000000 Order Sent Sim1 Close 2671 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:07.610 [Sim]ESZ0-CME Simulated order accepted 2672 2672 Limit 1 Buy 3577.0000000 Open Sim1 Close 2671 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:07.611 [Sim]ESZ0-CME Simulated order accepted 2673 2673 Stop 1 Buy 3584.5000000 Open Sim1 Close 2671 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:09.548 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3581.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3584.25. Requested Quantity: 1 2673 2673 Stop 1 Buy 3584.5000000 Pending Modify Sim1 Close 2671 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:09.549 [Sim]ESZ0-CME Simulated order modify complete 2673 2673 Stop 1 Buy 3584.2500000 Open Sim1 Close 2671 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:10.544 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3581.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3584.00. Requested Quantity: 1 2673 2673 Stop 1 Buy 3584.2500000 Pending Modify Sim1 Close 2671 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:10.545 [Sim]ESZ0-CME Simulated order modify complete 2673 2673 Stop 1 Buy 3584.0000000 Open Sim1 Close 2671 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:11.043 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3581.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3583.75. Requested Quantity: 1 2673 2673 Stop 1 Buy 3584.0000000 Pending Modify Sim1 Close 2671 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:11.044 [Sim]ESZ0-CME Simulated order modify complete 2673 2673 Stop 1 Buy 3583.7500000 Open Sim1 Close 2671 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:13.539 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3581.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3583.75. Requested Quantity: 1 2670 2670 Stop 1 Buy 3584.0000000 Pending Modify Sim1 Close 2668 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:13.540 [Sim]ESZ0-CME Simulated order modify complete 2670 2670 Stop 1 Buy 3583.7500000 Open Sim1 Close 2668 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:13.541 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3581.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3583.50. Requested Quantity: 1 2673 2673 Stop 1 Buy 3583.7500000 Pending Modify Sim1 Close 2671 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:13.542 [Sim]ESZ0-CME Simulated order modify complete 2673 2673 Stop 1 Buy 3583.5000000 Open Sim1 Close 2671 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:15.042 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3580.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3583.50. Requested Quantity: 1 2670 2670 Stop 1 Buy 3583.7500000 Pending Modify Sim1 Close 2668 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:15.043 [Sim]ESZ0-CME Simulated order modify complete 2670 2670 Stop 1 Buy 3583.5000000 Open Sim1 Close 2668 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:15.043 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3580.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3583.25. Requested Quantity: 1 2673 2673 Stop 1 Buy 3583.5000000 Pending Modify Sim1 Close 2671 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:15.044 [Sim]ESZ0-CME Simulated order modify complete 2673 2673 Stop 1 Buy 3583.2500000 Open Sim1 Close 2671 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:15.567 [Sim]ESZ0-CME Trade simulation fill. Bid: 3580.75 Ask: 3581.00 Last: 3580.75 2669 2669 Limit 1 Buy 3581.0000000 Filled 3581.0000000 1 Sim1 Close 2668 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:15.569 [Sim]ESZ0-CME Canceling order due to sibling fill 2670 2670 Stop 1 Buy 3583.5000000 Pending Cancel Sim1 Close 2668 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:15.570 [Sim]ESZ0-CME Simulated order canceled 2670 2670 Stop 1 Buy 3583.5000000 Canceled Sim1 Close 2668 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:16.046 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3580.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3583.00. Requested Quantity: 1 2673 2673 Stop 1 Buy 3583.2500000 Pending Modify Sim1 Close 2671 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:16.047 [Sim]ESZ0-CME Simulated order modify complete 2673 2673 Stop 1 Buy 3583.0000000 Open Sim1 Close 2671 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:16.543 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3580.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3582.75. Requested Quantity: 1 2673 2673 Stop 1 Buy 3583.0000000 Pending Modify Sim1 Close 2671 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:16.544 [Sim]ESZ0-CME Simulated order modify complete 2673 2673 Stop 1 Buy 3582.7500000 Open Sim1 Close 2671 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:18.043 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3580.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3582.50. Requested Quantity: 1 2673 2673 Stop 1 Buy 3582.7500000 Pending Modify Sim1 Close 2671 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:18.044 [Sim]ESZ0-CME Simulated order modify complete 2673 2673 Stop 1 Buy 3582.5000000 Open Sim1 Close 2671 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:18.045 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3579.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3582.25. Requested Quantity: 1 2673 2673 Stop 1 Buy 3582.5000000 Pending Modify Sim1 Close 2671 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:18.046 [Sim]ESZ0-CME Simulated order modify complete 2673 2673 Stop 1 Buy 3582.2500000 Open Sim1 Close 2671 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:18.047 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3579.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3582.00. Requested Quantity: 1 2673 2673 Stop 1 Buy 3582.2500000 Pending Modify Sim1 Close 2671 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:18.048 [Sim]ESZ0-CME Simulated order modify complete 2673 2673 Stop 1 Buy 3582.0000000 Open Sim1 Close 2671 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:18.049 [Sim]ESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3579.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3581.75. Requested Quantity: 1 2673 2673 Stop 1 Buy 3582.0000000 Pending Modify Sim1 Close 2671 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:37:18.050 [Sim]ESZ0-CME Simulated order modify complete 2673 2673 Stop 1 Buy 3581.7500000 Open Sim1 Close 2671 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:38:01.517 [Sim]ESZ0-CME ESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3581.50. Requested Quantity: 1 2673 2673 Stop 1 Buy 3581.7500000 Pending Modify Sim1 Close 2671 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:38:01.518 [Sim]ESZ0-CME Simulated order modify complete 2673 2673 Stop 1 Buy 3581.5000000 Open Sim1 Close 2671 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:38:03.113 [Sim]ESZ0-CME Trade simulation fill. Bid: 3581.25 Ask: 3581.50 Last: 3581.50 2673 2673 Stop 1 Buy 3581.5000000 Filled 3581.5000000 1 Sim1 Close 2671 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:38:03.115 [Sim]ESZ0-CME Canceling order due to sibling fill 2672 2672 Limit 1 Buy 3577.0000000 Pending Cancel Sim1 Close 2671 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:38:03.116 [Sim]ESZ0-CME Simulated order canceled 2672 2672 Limit 1 Buy 3577.0000000 Canceled Sim1 Close 2671 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.263 [Sim]MNQZ0-CME NQZ0-CME/MNQZ0-CME 512 Trades #1 | User order entry | Last: 11932.5 | AO=1. Attached Order | Client side OCO order 2675 Limit Buy -1.0000000 Pending Child-Client Sim1 Close 2674 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.270 [Sim]MNQZ0-CME NQZ0-CME/MNQZ0-CME 512 Trades #1 | User order entry | Last: 11932.5 | AO=1. Attached Order | Client side OCO order 2676 Stop Buy 2.0000000 Pending Child-Client Sim1 Close 2674 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.271 [Sim]MNQZ0-CME NQZ0-CME/MNQZ0-CME 512 Trades #1 | User order entry | Last: 11932.5 | AO=1 2674 Limit 1 Sell Order Sent Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.272 [Sim]MNQZ0-CME Simulated order accepted 2674 2674 Limit 1 Sell Open Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.273 [Sim]MNQZ0-CME Trade simulation fill. Bid: 11932.25 Ask: 11932.75 Last: 11932.50 2674 2674 Limit 1 Sell Filled 11932.2500000 1 Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.275 [Sim]MNQZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 11932.25. New price: 11931.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 11931.25. Requested Quantity: 0 2675 Limit Buy -1.0000000 Pending Modify Sim1 Close 2674 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.276 [Sim]MNQZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 11932.25. New price: 11931.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 11931.25. Requested Quantity: 0 2675 Limit Buy 11931.2500000 Pending Child-Client Sim1 Close 2674 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.277 [Sim]MNQZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 11932.25. New price: 11934.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 11934.25. Requested Quantity: 0 2676 Stop Buy 2.0000000 Pending Modify Sim1 Close 2674 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.278 [Sim]MNQZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 11932.25. New price: 11934.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 11934.25. Requested Quantity: 0 2676 Stop Buy 11934.2500000 Pending Child-Client Sim1 Close 2674 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.279 [Sim]MNQZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 11932.25 2676 Stop Buy 11934.2500000 Pending Child-Client Sim1 Close 2674 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.280 [Sim]MNQZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 11931.5 2676 Stop Buy 11934.2500000 Pending Child-Client Sim1 Close 2674 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.281 [Sim]MNQZ0-CME Auto-sent child from parent fill 2675 Limit 1 Buy 11931.2500000 Order Sent Sim1 Close 2674 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.282 [Sim]MNQZ0-CME Auto-sent child from parent fill 2676 Stop 1 Buy 11934.2500000 Order Sent Sim1 Close 2674 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.283 [Sim]MNQZ0-CME Simulated order accepted 2675 2675 Limit 1 Buy 11931.2500000 Open Sim1 Close 2674 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.284 [Sim]MNQZ0-CME Simulated order accepted 2676 2676 Stop 1 Buy 11934.2500000 Open Sim1 Close 2674 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.285 [Sim]MNQZ0-CME NQZ0-CME/MNQZ0-CME 512 Trades #1 | User order entry | Last: 11932.5 | AO=1. Attached Order | Client side OCO order 2678 Limit Buy -5.0000000 Pending Child-Client Sim1 Close 2677 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.286 [Sim]MNQZ0-CME NQZ0-CME/MNQZ0-CME 512 Trades #1 | User order entry | Last: 11932.5 | AO=1. Attached Order | Client side OCO order 2679 Stop Buy 2.5000000 Pending Child-Client Sim1 Close 2677 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.287 [Sim]MNQZ0-CME NQZ0-CME/MNQZ0-CME 512 Trades #1 | User order entry | Last: 11932.5 | AO=1 2677 Limit 1 Sell Order Sent Sim1 Open -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.288 [Sim]MNQZ0-CME Simulated order accepted 2677 2677 Limit 1 Sell Open Sim1 Open -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.289 [Sim]MNQZ0-CME Trade simulation fill. Bid: 11932.25 Ask: 11932.75 Last: 11932.50 2677 2677 Limit 1 Sell Filled 11932.2500000 1 Sim1 Open -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.291 [Sim]MNQZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 11932.25. New price: 11927.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 11927.25. Requested Quantity: 0 2678 Limit Buy -5.0000000 Pending Modify Sim1 Close 2677 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.292 [Sim]MNQZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 11932.25. New price: 11927.25. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 11927.25. Requested Quantity: 0 2678 Limit Buy 11927.2500000 Pending Child-Client Sim1 Close 2677 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.293 [Sim]MNQZ0-CME Modifying Attached Order from parent modification/fill. Parent ref. price: 11932.25. New price: 11934.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 11934.75. Requested Quantity: 0 2679 Stop Buy 2.5000000 Pending Modify Sim1 Close 2677 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.294 [Sim]MNQZ0-CME Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 11932.25. New price: 11934.75. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 11934.75. Requested Quantity: 0 2679 Stop Buy 11934.7500000 Pending Child-Client Sim1 Close 2677 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.295 [Sim]MNQZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 11932.25 2679 Stop Buy 11934.7500000 Pending Child-Client Sim1 Close 2677 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.296 [Sim]MNQZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 11929.75 2679 Stop Buy 11934.7500000 Pending Child-Client Sim1 Close 2677 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.297 [Sim]MNQZ0-CME Auto-sent child from parent fill 2678 Limit 1 Buy 11927.2500000 Order Sent Sim1 Close 2677 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.298 [Sim]MNQZ0-CME Auto-sent child from parent fill 2679 Stop 1 Buy 11934.7500000 Order Sent Sim1 Close 2677 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.299 [Sim]MNQZ0-CME Simulated order accepted 2678 2678 Limit 1 Buy 11927.2500000 Open Sim1 Close 2677 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.300 [Sim]MNQZ0-CME Simulated order accepted 2679 2679 Stop 1 Buy 11934.7500000 Open Sim1 Close 2677 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.807 [Sim]MNQZ0-CME Trade simulation fill. Bid: 11931.00 Ask: 11931.25 Last: 11932.00 2675 2675 Limit 1 Buy 11931.2500000 Filled 11931.2500000 1 Sim1 Close 2674 -2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.809 [Sim]MNQZ0-CME Canceling order due to sibling fill 2676 2676 Stop 1 Buy 11934.2500000 Pending Cancel Sim1 Close 2674 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.810 [Sim]MNQZ0-CME Simulated order canceled 2676 2676 Stop 1 Buy 11934.2500000 Canceled Sim1 Close 2674 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.811 [Sim]MNQZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 11932.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 11934.50. Requested Quantity: 1 2679 2679 Stop 1 Buy 11934.7500000 Pending Modify Sim1 Close 2677 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.812 [Sim]MNQZ0-CME Simulated order modify complete 2679 2679 Stop 1 Buy 11934.5000000 Open Sim1 Close 2677 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.813 [Sim]MNQZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 11931.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 11934.25. Requested Quantity: 1 2679 2679 Stop 1 Buy 11934.5000000 Pending Modify Sim1 Close 2677 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.814 [Sim]MNQZ0-CME Simulated order modify complete 2679 2679 Stop 1 Buy 11934.2500000 Open Sim1 Close 2677 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.815 [Sim]MNQZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 11931.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 11933.50. Requested Quantity: 1 2679 2679 Stop 1 Buy 11934.2500000 Pending Modify Sim1 Close 2677 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:05.816 [Sim]MNQZ0-CME Simulated order modify complete 2679 2679 Stop 1 Buy 11933.5000000 Open Sim1 Close 2677 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:08.247 [Sim]MNQZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 11930.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 11933.25. Requested Quantity: 1 2679 2679 Stop 1 Buy 11933.5000000 Pending Modify Sim1 Close 2677 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:08.248 [Sim]MNQZ0-CME Simulated order modify complete 2679 2679 Stop 1 Buy 11933.2500000 Open Sim1 Close 2677 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:08.760 [Sim]MNQZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 11930.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 11933.00. Requested Quantity: 1 2679 2679 Stop 1 Buy 11933.2500000 Pending Modify Sim1 Close 2677 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:08.761 [Sim]MNQZ0-CME Simulated order modify complete 2679 2679 Stop 1 Buy 11933.0000000 Open Sim1 Close 2677 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:08.762 [Sim]MNQZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 11930.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 11932.75. Requested Quantity: 1 2679 2679 Stop 1 Buy 11933.0000000 Pending Modify Sim1 Close 2677 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:08.763 [Sim]MNQZ0-CME Simulated order modify complete 2679 2679 Stop 1 Buy 11932.7500000 Open Sim1 Close 2677 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:09.755 [Sim]MNQZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 11930.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 11932.50. Requested Quantity: 1 2679 2679 Stop 1 Buy 11932.7500000 Pending Modify Sim1 Close 2677 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:09.756 [Sim]MNQZ0-CME Simulated order modify complete 2679 2679 Stop 1 Buy 11932.5000000 Open Sim1 Close 2677 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:09.757 [Sim]MNQZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 11929.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 11932.25. Requested Quantity: 1 2679 2679 Stop 1 Buy 11932.5000000 Pending Modify Sim1 Close 2677 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:09.758 [Sim]MNQZ0-CME Simulated order modify complete 2679 2679 Stop 1 Buy 11932.2500000 Open Sim1 Close 2677 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:09.759 [Sim]MNQZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 11929.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 11932.00. Requested Quantity: 1 2679 2679 Stop 1 Buy 11932.2500000 Pending Modify Sim1 Close 2677 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:09.760 [Sim]MNQZ0-CME Simulated order modify complete 2679 2679 Stop 1 Buy 11932.0000000 Open Sim1 Close 2677 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:13.753 [Sim]MNQZ0-CME Trade simulation fill. Bid: 11931.75 Ask: 11932.00 Last: 11932.00 2679 2679 Stop 1 Buy 11932.0000000 Filled 11932.0000000 1 Sim1 Close 2677 -1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:13.755 [Sim]MNQZ0-CME Canceling order due to sibling fill 2678 2678 Limit 1 Buy 11927.2500000 Pending Cancel Sim1 Close 2677 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:45:13.756 [Sim]MNQZ0-CME Simulated order canceled 2678 2678 Limit 1 Buy 11927.2500000 Canceled Sim1 Close 2677 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:46:03.837 [Sim]MNQZ0-CME NQZ0-CME/MNQZ0-CME 512 Trades #1 | User order entry | Last: 11931 | AO=1. Attached Order | Client side OCO order 2681 Limit Sell 1.0000000 Pending Child-Client Sim1 Close 2680 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:46:03.838 [Sim]MNQZ0-CME NQZ0-CME/MNQZ0-CME 512 Trades #1 | User order entry | Last: 11931 | AO=1. Attached Order | Client side OCO order 2682 Stop Sell -2.0000000 Pending Child-Client Sim1 Close 2680 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:46:03.839 [Sim]MNQZ0-CME NQZ0-CME/MNQZ0-CME 512 Trades #1 | User order entry | Last: 11931 | AO=1 2680 Limit 1 Buy Order Sent Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:46:03.840 [Sim]MNQZ0-CME Simulated order accepted 2680 2680 Limit 1 Buy Open Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:46:03.841 [Sim]MNQZ0-CME NQZ0-CME/MNQZ0-CME 512 Trades #1 | User order entry | Last: 11931 | AO=1. Attached Order | Client side OCO order 2684 Limit Sell 5.0000000 Pending Child-Client Sim1 Close 2683 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:46:03.842 [Sim]MNQZ0-CME NQZ0-CME/MNQZ0-CME 512 Trades #1 | User order entry | Last: 11931 | AO=1. Attached Order | Client side OCO order 2685 Stop Sell -2.5000000 Pending Child-Client Sim1 Close 2683 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:46:03.843 [Sim]MNQZ0-CME NQZ0-CME/MNQZ0-CME 512 Trades #1 | User order entry | Last: 11931 | AO=1 2683 Limit 1 Buy Order Sent Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:46:03.844 [Sim]MNQZ0-CME Simulated order accepted 2683 2683 Limit 1 Buy Open Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.472 [Sim]MNQZ0-CME NQZ0-CME/MNQZ0-CME 512 Trades #1 | User order entry | Last: 11937.5 | AO=1. Attached Order | Client side OCO order 2687 Limit Sell 11938.7500000 Pending Child-Client Sim1 Close 2686 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.473 [Sim]MNQZ0-CME NQZ0-CME/MNQZ0-CME 512 Trades #1 | User order entry | Last: 11937.5 | AO=1. Attached Order | Client side OCO order 2688 Stop Sell 11935.7500000 Pending Child-Client Sim1 Close 2686 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.474 [Sim]MNQZ0-CME NQZ0-CME/MNQZ0-CME 512 Trades #1 | User order entry | Last: 11937.5 | AO=1 2686 Market 1 Buy Order Sent Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.475 [Sim]MNQZ0-CME Simulated order accepted 2686 2686 Market 1 Buy Open Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.476 [Sim]MNQZ0-CME Trade simulation fill. Bid: 11937.25 Ask: 11937.75 Last: 11937.50 2686 2686 Market 1 Buy Filled 11937.7500000 1 Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.478 [Sim]MNQZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 11937.75 2688 Stop Sell 11935.7500000 Pending Child-Client Sim1 Close 2686 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.479 [Sim]MNQZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 11938.5 2688 Stop Sell 11935.7500000 Pending Child-Client Sim1 Close 2686 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.480 [Sim]MNQZ0-CME Auto-sent child from parent fill 2687 Limit 1 Sell 11938.7500000 Order Sent Sim1 Close 2686 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.481 [Sim]MNQZ0-CME Auto-sent child from parent fill 2688 Stop 1 Sell 11935.7500000 Order Sent Sim1 Close 2686 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.482 [Sim]MNQZ0-CME Simulated order accepted 2687 2687 Limit 1 Sell 11938.7500000 Open Sim1 Close 2686 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.483 [Sim]MNQZ0-CME Simulated order accepted 2688 2688 Stop 1 Sell 11935.7500000 Open Sim1 Close 2686 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.484 [Sim]MNQZ0-CME NQZ0-CME/MNQZ0-CME 512 Trades #1 | User order entry | Last: 11937.5 | AO=1. Attached Order | Client side OCO order 2690 Limit Sell 11942.7500000 Pending Child-Client Sim1 Close 2689 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.485 [Sim]MNQZ0-CME NQZ0-CME/MNQZ0-CME 512 Trades #1 | User order entry | Last: 11937.5 | AO=1. Attached Order | Client side OCO order 2691 Stop Sell 11935.2500000 Pending Child-Client Sim1 Close 2689 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.486 [Sim]MNQZ0-CME NQZ0-CME/MNQZ0-CME 512 Trades #1 | User order entry | Last: 11937.5 | AO=1 2689 Market 1 Buy Order Sent Sim1 Open 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.487 [Sim]MNQZ0-CME Simulated order accepted 2689 2689 Market 1 Buy Open Sim1 Open 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.488 [Sim]MNQZ0-CME Trade simulation fill. Bid: 11937.25 Ask: 11937.75 Last: 11937.50 2689 2689 Market 1 Buy Filled 11937.7500000 1 Sim1 Open 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.490 [Sim]MNQZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 11937.75 2691 Stop Sell 11935.2500000 Pending Child-Client Sim1 Close 2689 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.491 [Sim]MNQZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 11940.25 2691 Stop Sell 11935.2500000 Pending Child-Client Sim1 Close 2689 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.492 [Sim]MNQZ0-CME Auto-sent child from parent fill 2690 Limit 1 Sell 11942.7500000 Order Sent Sim1 Close 2689 2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.493 [Sim]MNQZ0-CME Auto-sent child from parent fill 2691 Stop 1 Sell 11935.2500000 Order Sent Sim1 Close 2689 2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.494 [Sim]MNQZ0-CME Simulated order accepted 2690 2690 Limit 1 Sell 11942.7500000 Open Sim1 Close 2689 2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.495 [Sim]MNQZ0-CME Simulated order accepted 2691 2691 Stop 1 Sell 11935.2500000 Open Sim1 Close 2689 2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.496 [Sim]MNQZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 11938.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 11935.50. Requested Quantity: 1 2691 2691 Stop 1 Sell 11935.2500000 Pending Modify Sim1 Close 2689 2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.497 [Sim]MNQZ0-CME Simulated order modify complete 2691 2691 Stop 1 Sell 11935.5000000 Open Sim1 Close 2689 2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.978 [Sim]MNQZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 11938.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 11935.75. Requested Quantity: 1 2691 2691 Stop 1 Sell 11935.5000000 Pending Modify Sim1 Close 2689 2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.979 [Sim]MNQZ0-CME Simulated order modify complete 2691 2691 Stop 1 Sell 11935.7500000 Open Sim1 Close 2689 2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.980 [Sim]MNQZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 11938.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 11936.00. Requested Quantity: 1 2691 2691 Stop 1 Sell 11935.7500000 Pending Modify Sim1 Close 2689 2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:34.981 [Sim]MNQZ0-CME Simulated order modify complete 2691 2691 Stop 1 Sell 11936.0000000 Open Sim1 Close 2689 2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:35.962 [Sim]MNQZ0-CME Trade simulation fill. Bid: 11938.75 Ask: 11939.50 Last: 11939.25 2687 2687 Limit 1 Sell 11938.7500000 Filled 11938.7500000 1 Sim1 Close 2686 2 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:35.964 [Sim]MNQZ0-CME Canceling order due to sibling fill 2688 2688 Stop 1 Sell 11935.7500000 Pending Cancel Sim1 Close 2686 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:35.965 [Sim]MNQZ0-CME Simulated order canceled 2688 2688 Stop 1 Sell 11935.7500000 Canceled Sim1 Close 2686 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:35.966 [Sim]MNQZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 11938.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 11936.25. Requested Quantity: 1 2691 2691 Stop 1 Sell 11936.0000000 Pending Modify Sim1 Close 2689 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:35.967 [Sim]MNQZ0-CME Simulated order modify complete 2691 2691 Stop 1 Sell 11936.2500000 Open Sim1 Close 2689 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:35.968 [Sim]MNQZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 11939.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 11936.50. Requested Quantity: 1 2691 2691 Stop 1 Sell 11936.2500000 Pending Modify Sim1 Close 2689 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:35.969 [Sim]MNQZ0-CME Simulated order modify complete 2691 2691 Stop 1 Sell 11936.5000000 Open Sim1 Close 2689 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:35.970 [Sim]MNQZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 11939.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 11936.75. Requested Quantity: 1 2691 2691 Stop 1 Sell 11936.5000000 Pending Modify Sim1 Close 2689 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:35.971 [Sim]MNQZ0-CME Simulated order modify complete 2691 2691 Stop 1 Sell 11936.7500000 Open Sim1 Close 2689 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:35.972 [Sim]MNQZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 11939.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 11937.00. Requested Quantity: 1 2691 2691 Stop 1 Sell 11936.7500000 Pending Modify Sim1 Close 2689 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:35.973 [Sim]MNQZ0-CME Simulated order modify complete 2691 2691 Stop 1 Sell 11937.0000000 Open Sim1 Close 2689 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:35.974 [Sim]MNQZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 11939.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 11937.25. Requested Quantity: 1 2691 2691 Stop 1 Sell 11937.0000000 Pending Modify Sim1 Close 2689 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:35.975 [Sim]MNQZ0-CME Simulated order modify complete 2691 2691 Stop 1 Sell 11937.2500000 Open Sim1 Close 2689 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:35.976 [Sim]MNQZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 11940.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 11937.50. Requested Quantity: 1 2691 2691 Stop 1 Sell 11937.2500000 Pending Modify Sim1 Close 2689 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:35.977 [Sim]MNQZ0-CME Simulated order modify complete 2691 2691 Stop 1 Sell 11937.5000000 Open Sim1 Close 2689 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:36.461 [Sim]MNQZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 11940.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 11937.75. Requested Quantity: 1 2691 2691 Stop 1 Sell 11937.5000000 Pending Modify Sim1 Close 2689 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:36.462 [Sim]MNQZ0-CME Simulated order modify complete 2691 2691 Stop 1 Sell 11937.7500000 Open Sim1 Close 2689 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:36.463 [Sim]MNQZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 11940.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 11938.00. Requested Quantity: 1 2691 2691 Stop 1 Sell 11937.7500000 Pending Modify Sim1 Close 2689 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:36.464 [Sim]MNQZ0-CME Simulated order modify complete 2691 2691 Stop 1 Sell 11938.0000000 Open Sim1 Close 2689 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:41.514 [Sim]MNQZ0-CME Trade simulation fill. Bid: 11938.00 Ask: 11938.25 Last: 11938.00 2691 2691 Stop 1 Sell 11938.0000000 Filled 11938.0000000 1 Sim1 Close 2689 1 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:41.516 [Sim]MNQZ0-CME Canceling order due to sibling fill 2690 2690 Limit 1 Sell 11942.7500000 Pending Cancel Sim1 Close 2689 2 Contracts.twconfig 0.00 Orders 2020-11-18 20:47:41.517 [Sim]MNQZ0-CME Simulated order canceled 2690 2690 Limit 1 Sell 11942.7500000 Canceled Sim1 Close 2689 2 Contracts.twconfig 0.00 Orders 2020-11-18 21:07:53.588 [Sim]MESZ0-CME Cleared trade data Unspecified Sim1 0.00 Orders 2020-11-18 21:08:30.365 [Sim]TNZ0-CBOT ZBZ0-CBOT/TNZ0-CBOT 233 Trades #2 | User order entry | Last: 172.75 | AO=1. Attached Order | Client side OCO order 2738 Limit Sell 172.8125000 Pending Child-Client Sim1 Close 2737 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:08:30.381 [Sim]TNZ0-CBOT ZBZ0-CBOT/TNZ0-CBOT 233 Trades #2 | User order entry | Last: 172.75 | AO=1. Attached Order | Client side OCO order 2739 Stop Sell 172.6875000 Pending Child-Client Sim1 Close 2737 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:08:30.382 [Sim]TNZ0-CBOT ZBZ0-CBOT/TNZ0-CBOT 233 Trades #2 | User order entry | Last: 172.75 | AO=1 2737 Market 1 Buy Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:08:30.383 [Sim]TNZ0-CBOT Simulated order accepted 2737 2737 Market 1 Buy Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:08:30.384 [Sim]TNZ0-CBOT Trade simulation fill. Bid: 172.71875 Ask: 172.75000 Last: 172.75000 2737 2737 Market 1 Buy Filled 172.7500000 1 Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:08:30.386 [Sim]TNZ0-CBOT Updating move to breakeven stop reference price on parent modification/fill to 172.75 2739 Stop Sell 172.6875000 Pending Child-Client Sim1 Close 2737 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:08:30.387 [Sim]TNZ0-CBOT Updating move to breakeven stop trigger price on parent modification/fill to 172.78125 2739 Stop Sell 172.6875000 Pending Child-Client Sim1 Close 2737 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:08:30.388 [Sim]TNZ0-CBOT Auto-sent child from parent fill 2738 Limit 1 Sell 172.8125000 Order Sent Sim1 Close 2737 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:08:30.389 [Sim]TNZ0-CBOT Auto-sent child from parent fill 2739 Stop 1 Sell 172.6875000 Order Sent Sim1 Close 2737 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:08:30.390 [Sim]TNZ0-CBOT Simulated order accepted 2738 2738 Limit 1 Sell 172.8125000 Open Sim1 Close 2737 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:08:30.391 [Sim]TNZ0-CBOT Simulated order accepted 2739 2739 Stop 1 Sell 172.6875000 Open Sim1 Close 2737 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:08:30.392 [Sim]TNZ0-CBOT ZBZ0-CBOT/TNZ0-CBOT 233 Trades #2 | User order entry | Last: 172.75 | AO=1. Attached Order | Client side OCO order 2741 Limit Sell 173.0625000 Pending Child-Client Sim1 Close 2740 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:08:30.393 [Sim]TNZ0-CBOT ZBZ0-CBOT/TNZ0-CBOT 233 Trades #2 | User order entry | Last: 172.75 | AO=1. Attached Order | Client side OCO order 2742 Stop Sell 172.6562500 Pending Child-Client Sim1 Close 2740 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:08:30.394 [Sim]TNZ0-CBOT ZBZ0-CBOT/TNZ0-CBOT 233 Trades #2 | User order entry | Last: 172.75 | AO=1 2740 Market 1 Buy Order Sent Sim1 Open 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:08:30.395 [Sim]TNZ0-CBOT Simulated order accepted 2740 2740 Market 1 Buy Open Sim1 Open 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:08:30.396 [Sim]TNZ0-CBOT Trade simulation fill. Bid: 172.71875 Ask: 172.75000 Last: 172.75000 2740 2740 Market 1 Buy Filled 172.7500000 1 Sim1 Open 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:08:30.398 [Sim]TNZ0-CBOT Updating move to breakeven stop reference price on parent modification/fill to 172.75 2742 Stop Sell 172.6562500 Pending Child-Client Sim1 Close 2740 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:08:30.399 [Sim]TNZ0-CBOT Updating move to breakeven stop trigger price on parent modification/fill to 173.0625 2742 Stop Sell 172.6562500 Pending Child-Client Sim1 Close 2740 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:08:30.400 [Sim]TNZ0-CBOT Auto-sent child from parent fill 2741 Limit 1 Sell 173.0625000 Order Sent Sim1 Close 2740 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:08:30.401 [Sim]TNZ0-CBOT Auto-sent child from parent fill 2742 Stop 1 Sell 172.6562500 Order Sent Sim1 Close 2740 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:08:30.402 [Sim]TNZ0-CBOT Simulated order accepted 2741 2741 Limit 1 Sell 173.0625000 Open Sim1 Close 2740 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:08:30.403 [Sim]TNZ0-CBOT Simulated order accepted 2742 2742 Stop 1 Sell 172.6562500 Open Sim1 Close 2740 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:10:03.441 [Sim]TNZ0-CBOT ZBZ0-CBOT/TNZ0-CBOT 233 Trades #2 | User order modification. Requested Price: 172.71875. Requested Quantity: 1 2742 2742 Stop 1 Sell 172.6562500 Pending Modify Sim1 Close 2740 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:10:03.442 [Sim]TNZ0-CBOT Simulated order modify complete 2742 2742 Stop 1 Sell 172.7187500 Open Sim1 Close 2740 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:11:02.777 [Sim]TNZ0-CBOT Trade simulation fill. Bid: 172.71875 Ask: 172.75000 Last: 172.71875 2742 2742 Stop 1 Sell 172.7187500 Filled 172.7187500 1 Sim1 Close 2740 2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:11:02.779 [Sim]TNZ0-CBOT Canceling order due to sibling fill 2741 2741 Limit 1 Sell 173.0625000 Pending Cancel Sim1 Close 2740 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:11:02.780 [Sim]TNZ0-CBOT Simulated order canceled 2741 2741 Limit 1 Sell 173.0625000 Canceled Sim1 Close 2740 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:11:10.748 [Sim]TNZ0-CBOT Initiating: ZBZ0-CBOT/TNZ0-CBOT 233 Trades #2 | Canceling non-market orders during Flatten 2738 2738 Limit 1 Sell 172.8125000 Open Sim1 Close 2737 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:11:10.749 [Sim]TNZ0-CBOT ZBZ0-CBOT/TNZ0-CBOT 233 Trades #2 | Canceling non-market orders during Flatten 2738 2738 Limit 1 Sell 172.8125000 Pending Cancel Sim1 Close 2737 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:11:10.750 [Sim]TNZ0-CBOT Simulated order canceled 2738 2738 Limit 1 Sell 172.8125000 Canceled Sim1 Close 2737 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:11:10.751 [Sim]TNZ0-CBOT ZBZ0-CBOT/TNZ0-CBOT 233 Trades #2 | Canceling non-market orders during Flatten 2739 2739 Stop 1 Sell 172.6875000 Pending Cancel Sim1 Close 2737 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:11:10.752 [Sim]TNZ0-CBOT Simulated order canceled 2739 2739 Stop 1 Sell 172.6875000 Canceled Sim1 Close 2737 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:11:10.753 [Sim]TNZ0-CBOT ZBZ0-CBOT/TNZ0-CBOT 233 Trades #2 | User order entry. Flatten&Cancel | Last: 172.71875. Current Position quantity: 1 | AO=0 2761 Market 1 Sell Order Sent Sim1 Close 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:11:10.754 [Sim]TNZ0-CBOT Simulated order accepted 2761 2761 Market 1 Sell Open Sim1 Close 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-18 21:11:10.755 [Sim]TNZ0-CBOT Trade simulation fill. Bid: 172.71875 Ask: 172.75000 Last: 172.71875 2761 2761 Market 1 Sell Filled 172.7187500 1 Sim1 Close 1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 14:03:42.914 Connected to server Unspecified None 0.00 Orders 2020-11-19 14:03:47.904 Requested Open orders from trading service Unspecified None 0.00 Orders 2020-11-19 14:03:47.906 Rithmic Trading | No Trade Positions reported by DTC Server. Clearing existing Trade Positions. Unspecified None 0.00 Orders 2020-11-19 14:03:47.910 Begin of full open orders update from service. TradeAccount: No account specified Unspecified None 0.00 Orders 2020-11-19 14:03:47.911 Flagging orders waiting for service update. TradeAccount: No account specified Unspecified None 0.00 Orders 2020-11-19 14:03:47.912 Setting orders waiting for service update, as updated. Account: No account specified Unspecified None 0.00 Orders 2020-11-19 14:03:47.913 End of full open orders update from service. TradeAccount: No account specified Unspecified None 0.00 Orders 2020-11-19 14:28:22.633 [Sim]MESZ0-CME ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3555.5 | AO=1. Attached Order | Client side OCO order 2766 Limit Buy 3554.5000000 Pending Child-Client Sim1 Close 2765 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:28:22.634 [Sim]MESZ0-CME ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3555.5 | AO=1. Attached Order | Client side OCO order 2767 Stop Buy 3557.5000000 Pending Child-Client Sim1 Close 2765 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:28:22.635 [Sim]MESZ0-CME ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3555.5 | AO=1 2765 Market 1 Sell Order Sent Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:28:22.636 [Sim]MESZ0-CME Simulated order accepted 2765 2765 Market 1 Sell Open Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:28:22.637 [Sim]MESZ0-CME Trade simulation fill. Bid: 3555.50 Ask: 3555.75 Last: 3555.50 2765 2765 Market 1 Sell Filled 3555.5000000 1 Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:28:22.639 [Sim]MESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3555.5 2767 Stop Buy 3557.5000000 Pending Child-Client Sim1 Close 2765 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:28:22.640 [Sim]MESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3554.75 2767 Stop Buy 3557.5000000 Pending Child-Client Sim1 Close 2765 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:28:22.641 [Sim]MESZ0-CME Auto-sent child from parent fill 2766 Limit 1 Buy 3554.5000000 Order Sent Sim1 Close 2765 -1 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:28:22.642 [Sim]MESZ0-CME Auto-sent child from parent fill 2767 Stop 1 Buy 3557.5000000 Order Sent Sim1 Close 2765 -1 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:28:22.643 [Sim]MESZ0-CME Simulated order accepted 2766 2766 Limit 1 Buy 3554.5000000 Open Sim1 Close 2765 -1 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:28:22.644 [Sim]MESZ0-CME Simulated order accepted 2767 2767 Stop 1 Buy 3557.5000000 Open Sim1 Close 2765 -1 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:28:22.645 [Sim]MESZ0-CME ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3555.5 | AO=1. Attached Order | Client side OCO order 2769 Limit Buy 3550.5000000 Pending Child-Client Sim1 Close 2768 -1 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:28:22.646 [Sim]MESZ0-CME ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3555.5 | AO=1. Attached Order | Client side OCO order 2770 Stop Buy 3558.0000000 Pending Child-Client Sim1 Close 2768 -1 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:28:22.647 [Sim]MESZ0-CME ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3555.5 | AO=1 2768 Market 1 Sell Order Sent Sim1 Open -1 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:28:22.648 [Sim]MESZ0-CME Simulated order accepted 2768 2768 Market 1 Sell Open Sim1 Open -1 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:28:22.649 [Sim]MESZ0-CME Trade simulation fill. Bid: 3555.50 Ask: 3555.75 Last: 3555.50 2768 2768 Market 1 Sell Filled 3555.5000000 1 Sim1 Open -1 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:28:22.651 [Sim]MESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3555.5 2770 Stop Buy 3558.0000000 Pending Child-Client Sim1 Close 2768 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:28:22.652 [Sim]MESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3553 2770 Stop Buy 3558.0000000 Pending Child-Client Sim1 Close 2768 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:28:22.653 [Sim]MESZ0-CME Auto-sent child from parent fill 2769 Limit 1 Buy 3550.5000000 Order Sent Sim1 Close 2768 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:28:22.654 [Sim]MESZ0-CME Auto-sent child from parent fill 2770 Stop 1 Buy 3558.0000000 Order Sent Sim1 Close 2768 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:28:22.655 [Sim]MESZ0-CME Simulated order accepted 2769 2769 Limit 1 Buy 3550.5000000 Open Sim1 Close 2768 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:28:22.656 [Sim]MESZ0-CME Simulated order accepted 2770 2770 Stop 1 Buy 3558.0000000 Open Sim1 Close 2768 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:28:46.232 [Sim]MESZ0-CME ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3553.25. Requested Quantity: 1 2766 2766 Limit 1 Buy 3554.5000000 Pending Modify Sim1 Close 2765 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:28:46.233 [Sim]MESZ0-CME Simulated order modify complete 2766 2766 Limit 1 Buy 3553.2500000 Open Sim1 Close 2765 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:28:49.773 [Sim]MESZ0-CME ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3550.00. Requested Quantity: 1 2769 2769 Limit 1 Buy 3550.5000000 Pending Modify Sim1 Close 2768 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:28:49.774 [Sim]MESZ0-CME Simulated order modify complete 2769 2769 Limit 1 Buy 3550.0000000 Open Sim1 Close 2768 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:04.835 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3555.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3557.75. Requested Quantity: 1 2770 2770 Stop 1 Buy 3558.0000000 Pending Modify Sim1 Close 2768 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:04.836 [Sim]MESZ0-CME Simulated order modify complete 2770 2770 Stop 1 Buy 3557.7500000 Open Sim1 Close 2768 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:05.850 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3554.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3557.25. Requested Quantity: 1 2767 2767 Stop 1 Buy 3557.5000000 Pending Modify Sim1 Close 2765 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:05.851 [Sim]MESZ0-CME Simulated order modify complete 2767 2767 Stop 1 Buy 3557.2500000 Open Sim1 Close 2765 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:05.854 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3555.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3557.50. Requested Quantity: 1 2770 2770 Stop 1 Buy 3557.7500000 Pending Modify Sim1 Close 2768 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:05.855 [Sim]MESZ0-CME Simulated order modify complete 2770 2770 Stop 1 Buy 3557.5000000 Open Sim1 Close 2768 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:05.855 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3554.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3557.25. Requested Quantity: 1 2770 2770 Stop 1 Buy 3557.5000000 Pending Modify Sim1 Close 2768 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:05.856 [Sim]MESZ0-CME Simulated order modify complete 2770 2770 Stop 1 Buy 3557.2500000 Open Sim1 Close 2768 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:05.857 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3554.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3557.00. Requested Quantity: 1 2770 2770 Stop 1 Buy 3557.2500000 Pending Modify Sim1 Close 2768 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:05.858 [Sim]MESZ0-CME Simulated order modify complete 2770 2770 Stop 1 Buy 3557.0000000 Open Sim1 Close 2768 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:06.846 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3554.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3557.00. Requested Quantity: 1 2767 2767 Stop 1 Buy 3557.2500000 Pending Modify Sim1 Close 2765 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:06.847 [Sim]MESZ0-CME Simulated order modify complete 2767 2767 Stop 1 Buy 3557.0000000 Open Sim1 Close 2765 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:06.849 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3554.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3556.75. Requested Quantity: 1 2770 2770 Stop 1 Buy 3557.0000000 Pending Modify Sim1 Close 2768 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:06.850 [Sim]MESZ0-CME Simulated order modify complete 2770 2770 Stop 1 Buy 3556.7500000 Open Sim1 Close 2768 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:09.852 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3554.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3556.75. Requested Quantity: 1 2767 2767 Stop 1 Buy 3557.0000000 Pending Modify Sim1 Close 2765 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:09.853 [Sim]MESZ0-CME Simulated order modify complete 2767 2767 Stop 1 Buy 3556.7500000 Open Sim1 Close 2765 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:09.856 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3554.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3556.50. Requested Quantity: 1 2770 2770 Stop 1 Buy 3556.7500000 Pending Modify Sim1 Close 2768 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:09.857 [Sim]MESZ0-CME Simulated order modify complete 2770 2770 Stop 1 Buy 3556.5000000 Open Sim1 Close 2768 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:10.358 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3553.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3556.50. Requested Quantity: 1 2767 2767 Stop 1 Buy 3556.7500000 Pending Modify Sim1 Close 2765 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:10.359 [Sim]MESZ0-CME Simulated order modify complete 2767 2767 Stop 1 Buy 3556.5000000 Open Sim1 Close 2765 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:10.360 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3553.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3556.25. Requested Quantity: 1 2767 2767 Stop 1 Buy 3556.5000000 Pending Modify Sim1 Close 2765 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:10.361 [Sim]MESZ0-CME Simulated order modify complete 2767 2767 Stop 1 Buy 3556.2500000 Open Sim1 Close 2765 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:10.365 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3553.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3556.25. Requested Quantity: 1 2770 2770 Stop 1 Buy 3556.5000000 Pending Modify Sim1 Close 2768 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:10.366 [Sim]MESZ0-CME Simulated order modify complete 2770 2770 Stop 1 Buy 3556.2500000 Open Sim1 Close 2768 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:10.367 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3553.50. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3556.00. Requested Quantity: 1 2770 2770 Stop 1 Buy 3556.2500000 Pending Modify Sim1 Close 2768 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:10.368 [Sim]MESZ0-CME Simulated order modify complete 2770 2770 Stop 1 Buy 3556.0000000 Open Sim1 Close 2768 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:12.372 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3553.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3556.00. Requested Quantity: 1 2767 2767 Stop 1 Buy 3556.2500000 Pending Modify Sim1 Close 2765 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:12.373 [Sim]MESZ0-CME Simulated order modify complete 2767 2767 Stop 1 Buy 3556.0000000 Open Sim1 Close 2765 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:12.374 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3553.25. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3555.75. Requested Quantity: 1 2770 2770 Stop 1 Buy 3556.0000000 Pending Modify Sim1 Close 2768 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:12.375 [Sim]MESZ0-CME Simulated order modify complete 2770 2770 Stop 1 Buy 3555.7500000 Open Sim1 Close 2768 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:13.368 [Sim]MESZ0-CME Trade simulation fill. Bid: 3553.00 Ask: 3553.25 Last: 3553.25 2766 2766 Limit 1 Buy 3553.2500000 Filled 3553.2500000 1 Sim1 Close 2765 -2 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:13.370 [Sim]MESZ0-CME Canceling order due to sibling fill 2767 2767 Stop 1 Buy 3556.0000000 Pending Cancel Sim1 Close 2765 -1 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:13.371 [Sim]MESZ0-CME Simulated order canceled 2767 2767 Stop 1 Buy 3556.0000000 Canceled Sim1 Close 2765 -1 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:13.371 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3553.00. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3555.50. Requested Quantity: 1 2770 2770 Stop 1 Buy 3555.7500000 Pending Modify Sim1 Close 2768 -1 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:13.372 [Sim]MESZ0-CME Simulated order modify complete 2770 2770 Stop 1 Buy 3555.5000000 Open Sim1 Close 2768 -1 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:30.985 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3552.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3555.25. Requested Quantity: 1 2770 2770 Stop 1 Buy 3555.5000000 Pending Modify Sim1 Close 2768 -1 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:30.986 [Sim]MESZ0-CME Simulated order modify complete 2770 2770 Stop 1 Buy 3555.2500000 Open Sim1 Close 2768 -1 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:53.402 [Sim]MESZ0-CME ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order modification. Requested Price: 3553.75. Requested Quantity: 1 2770 2770 Stop 1 Buy 3555.2500000 Pending Modify Sim1 Close 2768 -1 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:30:53.403 [Sim]MESZ0-CME Simulated order modify complete 2770 2770 Stop 1 Buy 3553.7500000 Open Sim1 Close 2768 -1 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:31:59.168 [Sim]MESZ0-CME Trade simulation fill. Bid: 3549.75 Ask: 3550.00 Last: 3550.00 2769 2769 Limit 1 Buy 3550.0000000 Filled 3550.0000000 1 Sim1 Close 2768 -1 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:31:59.170 [Sim]MESZ0-CME Canceling order due to sibling fill 2770 2770 Stop 1 Buy 3553.7500000 Pending Cancel Sim1 Close 2768 2 Contracts.twconfig 0.00 Orders 2020-11-19 14:31:59.171 [Sim]MESZ0-CME Simulated order canceled 2770 2770 Stop 1 Buy 3553.7500000 Canceled Sim1 Close 2768 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:09:59.867 [Sim]ZNZ0-CBOT ZBZ0-CBOT/ZNZ0-CBOT 233 Trades #2 | User order entry | Last: 173.15625 | AO=1. Attached Order | Client side OCO order 2772 Limit Buy 173.0937500 Pending Child-Client Sim1 Close 2771 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 15:09:59.877 [Sim]ZNZ0-CBOT ZBZ0-CBOT/ZNZ0-CBOT 233 Trades #2 | User order entry | Last: 173.15625 | AO=1. Attached Order | Client side OCO order 2773 Stop Buy 173.2187500 Pending Child-Client Sim1 Close 2771 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 15:09:59.878 [Sim]ZNZ0-CBOT ZBZ0-CBOT/ZNZ0-CBOT 233 Trades #2 | User order entry | Last: 173.15625 | AO=1 2771 Market 1 Sell Order Sent Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 15:09:59.879 [Sim]ZNZ0-CBOT Simulated order accepted 2771 2771 Market 1 Sell Open Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 15:09:59.880 [Sim]ZNZ0-CBOT Trade simulation fill. Bid: 173.15625 Ask: 173.18750 Last: 173.15625 2771 2771 Market 1 Sell Filled 173.1562500 1 Sim1 Open 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 15:09:59.882 [Sim]ZNZ0-CBOT Updating move to breakeven stop reference price on parent modification/fill to 173.15625 2773 Stop Buy 173.2187500 Pending Child-Client Sim1 Close 2771 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 15:09:59.883 [Sim]ZNZ0-CBOT Updating move to breakeven stop trigger price on parent modification/fill to 173.125 2773 Stop Buy 173.2187500 Pending Child-Client Sim1 Close 2771 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 15:09:59.884 [Sim]ZNZ0-CBOT Auto-sent child from parent fill 2772 Limit 1 Buy 173.0937500 Order Sent Sim1 Close 2771 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 15:09:59.885 [Sim]ZNZ0-CBOT Auto-sent child from parent fill 2773 Stop 1 Buy 173.2187500 Order Sent Sim1 Close 2771 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 15:09:59.886 [Sim]ZNZ0-CBOT Simulated order accepted 2772 2772 Limit 1 Buy 173.0937500 Open Sim1 Close 2771 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 15:09:59.887 [Sim]ZNZ0-CBOT Simulated order accepted 2773 2773 Stop 1 Buy 173.2187500 Open Sim1 Close 2771 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 15:09:59.888 [Sim]ZNZ0-CBOT ZBZ0-CBOT/ZNZ0-CBOT 233 Trades #2 | User order entry | Last: 173.15625 | AO=1. Attached Order | Client side OCO order 2775 Limit Buy 172.8437500 Pending Child-Client Sim1 Close 2774 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 15:09:59.889 [Sim]ZNZ0-CBOT ZBZ0-CBOT/ZNZ0-CBOT 233 Trades #2 | User order entry | Last: 173.15625 | AO=1. Attached Order | Client side OCO order 2776 Stop Buy 173.2500000 Pending Child-Client Sim1 Close 2774 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 15:09:59.890 [Sim]ZNZ0-CBOT ZBZ0-CBOT/ZNZ0-CBOT 233 Trades #2 | User order entry | Last: 173.15625 | AO=1 2774 Market 1 Sell Order Sent Sim1 Open -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 15:09:59.891 [Sim]ZNZ0-CBOT Simulated order accepted 2774 2774 Market 1 Sell Open Sim1 Open -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 15:09:59.892 [Sim]ZNZ0-CBOT Trade simulation fill. Bid: 173.15625 Ask: 173.18750 Last: 173.15625 2774 2774 Market 1 Sell Filled 173.1562500 1 Sim1 Open -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 15:09:59.894 [Sim]ZNZ0-CBOT Updating move to breakeven stop reference price on parent modification/fill to 173.15625 2776 Stop Buy 173.2500000 Pending Child-Client Sim1 Close 2774 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 15:09:59.895 [Sim]ZNZ0-CBOT Updating move to breakeven stop trigger price on parent modification/fill to 172.84375 2776 Stop Buy 173.2500000 Pending Child-Client Sim1 Close 2774 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 15:09:59.896 [Sim]ZNZ0-CBOT Auto-sent child from parent fill 2775 Limit 1 Buy 172.8437500 Order Sent Sim1 Close 2774 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 15:09:59.897 [Sim]ZNZ0-CBOT Auto-sent child from parent fill 2776 Stop 1 Buy 173.2500000 Order Sent Sim1 Close 2774 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 15:09:59.898 [Sim]ZNZ0-CBOT Simulated order accepted 2775 2775 Limit 1 Buy 172.8437500 Open Sim1 Close 2774 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 15:09:59.899 [Sim]ZNZ0-CBOT Simulated order accepted 2776 2776 Stop 1 Buy 173.2500000 Open Sim1 Close 2774 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 15:10:04.165 [Sim]MESZ0-CME ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3561.5 | AO=1. Attached Order | Client side OCO order 2778 Limit Sell 3562.5000000 Pending Child-Client Sim1 Close 2777 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:04.166 [Sim]MESZ0-CME ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3561.5 | AO=1. Attached Order | Client side OCO order 2779 Stop Sell 3559.5000000 Pending Child-Client Sim1 Close 2777 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:04.167 [Sim]MESZ0-CME ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3561.5 | AO=1 2777 Market 1 Buy Order Sent Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:04.168 [Sim]MESZ0-CME Simulated order accepted 2777 2777 Market 1 Buy Open Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:04.169 [Sim]MESZ0-CME Trade simulation fill. Bid: 3561.25 Ask: 3561.50 Last: 3561.50 2777 2777 Market 1 Buy Filled 3561.5000000 1 Sim1 Open 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:04.171 [Sim]MESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3561.5 2779 Stop Sell 3559.5000000 Pending Child-Client Sim1 Close 2777 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:04.172 [Sim]MESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3562.25 2779 Stop Sell 3559.5000000 Pending Child-Client Sim1 Close 2777 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:04.173 [Sim]MESZ0-CME Auto-sent child from parent fill 2778 Limit 1 Sell 3562.5000000 Order Sent Sim1 Close 2777 1 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:04.174 [Sim]MESZ0-CME Auto-sent child from parent fill 2779 Stop 1 Sell 3559.5000000 Order Sent Sim1 Close 2777 1 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:04.175 [Sim]MESZ0-CME Simulated order accepted 2778 2778 Limit 1 Sell 3562.5000000 Open Sim1 Close 2777 1 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:04.176 [Sim]MESZ0-CME Simulated order accepted 2779 2779 Stop 1 Sell 3559.5000000 Open Sim1 Close 2777 1 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:04.177 [Sim]MESZ0-CME ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3561.5 | AO=1. Attached Order | Client side OCO order 2781 Limit Sell 3566.5000000 Pending Child-Client Sim1 Close 2780 1 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:04.178 [Sim]MESZ0-CME ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3561.5 | AO=1. Attached Order | Client side OCO order 2782 Stop Sell 3559.0000000 Pending Child-Client Sim1 Close 2780 1 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:04.179 [Sim]MESZ0-CME ESZ0-CME/MESZ0-CME [CBV] 233 Trades #1 | User order entry | Last: 3561.5 | AO=1 2780 Market 1 Buy Order Sent Sim1 Open 1 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:04.180 [Sim]MESZ0-CME Simulated order accepted 2780 2780 Market 1 Buy Open Sim1 Open 1 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:04.181 [Sim]MESZ0-CME Trade simulation fill. Bid: 3561.25 Ask: 3561.50 Last: 3561.50 2780 2780 Market 1 Buy Filled 3561.5000000 1 Sim1 Open 1 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:04.183 [Sim]MESZ0-CME Updating move to breakeven stop reference price on parent modification/fill to 3561.5 2782 Stop Sell 3559.0000000 Pending Child-Client Sim1 Close 2780 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:04.184 [Sim]MESZ0-CME Updating move to breakeven stop trigger price on parent modification/fill to 3564 2782 Stop Sell 3559.0000000 Pending Child-Client Sim1 Close 2780 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:04.185 [Sim]MESZ0-CME Auto-sent child from parent fill 2781 Limit 1 Sell 3566.5000000 Order Sent Sim1 Close 2780 2 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:04.186 [Sim]MESZ0-CME Auto-sent child from parent fill 2782 Stop 1 Sell 3559.0000000 Order Sent Sim1 Close 2780 2 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:04.187 [Sim]MESZ0-CME Simulated order accepted 2781 2781 Limit 1 Sell 3566.5000000 Open Sim1 Close 2780 2 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:04.188 [Sim]MESZ0-CME Simulated order accepted 2782 2782 Stop 1 Sell 3559.0000000 Open Sim1 Close 2780 2 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:08.011 [Sim]MESZ0-CME Auto trail order modification. Move to breakeven. Trigger price: 3561.75. Using LastModifyQuantity of 1. Using new provided price. Requested Price: 3559.25. Requested Quantity: 1 2782 2782 Stop 1 Sell 3559.0000000 Pending Modify Sim1 Close 2780 2 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:08.012 [Sim]MESZ0-CME Simulated order modify complete 2782 2782 Stop 1 Sell 3559.2500000 Open Sim1 Close 2780 2 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:27.549 [Sim]ZNZ0-CBOT Trade simulation fill. Bid: 173.18750 Ask: 173.21875 Last: 173.21875 2773 2773 Stop 1 Buy 173.2187500 Filled 173.2187500 1 Sim1 Close 2771 -2 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 15:10:27.551 [Sim]ZNZ0-CBOT Canceling order due to sibling fill 2772 2772 Limit 1 Buy 173.0937500 Pending Cancel Sim1 Close 2771 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 15:10:27.552 [Sim]ZNZ0-CBOT Simulated order canceled 2772 2772 Limit 1 Buy 173.0937500 Canceled Sim1 Close 2771 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 15:10:30.018 [Sim]MESZ0-CME Trade simulation fill. Bid: 3559.75 Ask: 3560.00 Last: 3559.50 2779 2779 Stop 1 Sell 3559.5000000 Filled 3559.7500000 1 Sim1 Close 2777 2 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:30.020 [Sim]MESZ0-CME Canceling order due to sibling fill 2778 2778 Limit 1 Sell 3562.5000000 Pending Cancel Sim1 Close 2777 1 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:30.021 [Sim]MESZ0-CME Simulated order canceled 2778 2778 Limit 1 Sell 3562.5000000 Canceled Sim1 Close 2777 1 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:30.511 [Sim]MESZ0-CME Trade simulation fill. Bid: 3559.25 Ask: 3559.50 Last: 3559.25 2782 2782 Stop 1 Sell 3559.2500000 Filled 3559.2500000 1 Sim1 Close 2780 1 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:30.513 [Sim]MESZ0-CME Canceling order due to sibling fill 2781 2781 Limit 1 Sell 3566.5000000 Pending Cancel Sim1 Close 2780 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:30.514 [Sim]MESZ0-CME Simulated order canceled 2781 2781 Limit 1 Sell 3566.5000000 Canceled Sim1 Close 2780 2 Contracts.twconfig 0.00 Orders 2020-11-19 15:10:31.540 [Sim]ZNZ0-CBOT Trade simulation fill. Bid: 173.21875 Ask: 173.25000 Last: 173.25000 2776 2776 Stop 1 Buy 173.2500000 Filled 173.2500000 1 Sim1 Close 2774 -1 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 15:10:31.542 [Sim]ZNZ0-CBOT Canceling order due to sibling fill 2775 2775 Limit 1 Buy 172.8437500 Pending Cancel Sim1 Close 2774 2 Contracts ZB.twconfig 0.00 Orders 2020-11-19 15:10:31.543 [Sim]ZNZ0-CBOT Simulated order canceled 2775 2775 Limit 1 Buy 172.8437500 Canceled Sim1 Close 2774 2 Contracts ZB.twconfig 0.00