ActivityType DateTime TransDateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance ExchangeOrderID ClientOrderID TimeInForce Username Orders 2022-05-27 08:31:08.000131 2022-05-27 08:31:08.000131 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4086 | AO=1. Attached Order 54945 Stop Buy 4095.00 Pending Child-Client Sim2 Close 54944 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:08.000132 2022-05-27 08:31:08.000131 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4086 | AO=1 54944 Limit 1 Sell 4089.00 Order Sent Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:08.000133 2022-05-27 08:31:08.000131 [Sim]MESM2.CME Simulated order accepted 54944 54944 Limit 1 Sell 4089.00 Open Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:09.000074 2022-05-27 08:31:09.000074 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4085.75 | AO=1. Attached Order 54947 Stop Buy 4096.00 Pending Child-Client Sim3 Close 54946 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:09.000075 2022-05-27 08:31:09.000074 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4085.75 | AO=1 54946 Limit 1 Sell 4090.00 Order Sent Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:09.000076 2022-05-27 08:31:09.000074 [Sim]MESM2.CME Simulated order accepted 54946 54946 Limit 1 Sell 4090.00 Open Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:10.000201 2022-05-27 08:31:10.000201 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4087.75 | AO=1. Attached Order 54949 Stop Buy 4098.50 Pending Child-Client Sim2 Close 54948 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:10.000202 2022-05-27 08:31:10.000201 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4087.75 | AO=1 54948 Limit 1 Sell 4092.50 Order Sent Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:10.000203 2022-05-27 08:31:10.000201 [Sim]MESM2.CME Simulated order accepted 54948 54948 Limit 1 Sell 4092.50 Open Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:11.000157 2022-05-27 08:31:11.000157 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4087.5 | AO=1. Attached Order 54951 Stop Buy 4099.25 Pending Child-Client Sim3 Close 54950 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:11.000158 2022-05-27 08:31:11.000157 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4087.5 | AO=1 54950 Limit 1 Sell 4093.25 Order Sent Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:11.000159 2022-05-27 08:31:11.000157 [Sim]MESM2.CME Simulated order accepted 54950 54950 Limit 1 Sell 4093.25 Open Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:12.000100 2022-05-27 08:31:12.000100 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #1 | Trade DOM/User order entry | Last: 4087.5 | AO=1. Attached Order 54953 Stop Buy 4096.75 Pending Child-Client Sim4 Close 54952 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:12.000101 2022-05-27 08:31:12.000100 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #1 | Trade DOM/User order entry | Last: 4087.5 | AO=1 54952 Limit 1 Sell 4090.75 Order Sent Sim4 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:12.000102 2022-05-27 08:31:12.000100 [Sim]MESM2.CME Simulated order accepted 54952 54952 Limit 1 Sell 4090.75 Open Sim4 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:14.000086 2022-05-27 08:31:14.000086 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #1 | User order cancel. Internal cancel 54953 Stop Buy 4096.75 Pending Cancel Sim4 Close 54952 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:14.000087 2022-05-27 08:31:14.000086 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #1 | User order cancel. Internal cancel 54953 Stop Buy 4096.75 Canceled Sim4 Close 54952 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:18.000091 2022-05-27 08:31:18.000091 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #4 | User order cancel 54946 54946 Limit 1 Sell 4090.00 Pending Cancel Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:18.000092 2022-05-27 08:31:18.000091 [Sim]MESM2.CME Simulated order canceled 54946 54946 Limit 1 Sell 4090.00 Canceled Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:18.000093 2022-05-27 08:31:18.000091 [Sim]MESM2.CME Canceling child orders of internal order ID 54946. Internal cancel 54947 Stop Buy 4096.00 Pending Cancel Sim3 Close 54946 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:18.000094 2022-05-27 08:31:18.000091 [Sim]MESM2.CME Canceling child orders of internal order ID 54946. Internal cancel 54947 Stop Buy 4096.00 Canceled Sim3 Close 54946 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:19.000121 2022-05-27 08:31:19.000121 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #3 | User order cancel 54944 54944 Limit 1 Sell 4089.00 Pending Cancel Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:19.000122 2022-05-27 08:31:19.000121 [Sim]MESM2.CME Simulated order canceled 54944 54944 Limit 1 Sell 4089.00 Canceled Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:19.000123 2022-05-27 08:31:19.000121 [Sim]MESM2.CME Canceling child orders of internal order ID 54944. Internal cancel 54945 Stop Buy 4095.00 Pending Cancel Sim2 Close 54944 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:19.000124 2022-05-27 08:31:19.000121 [Sim]MESM2.CME Canceling child orders of internal order ID 54944. Internal cancel 54945 Stop Buy 4095.00 Canceled Sim2 Close 54944 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:20.000074 2022-05-27 08:31:20.000074 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #3 | User order cancel 54948 54948 Limit 1 Sell 4092.50 Pending Cancel Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:20.000075 2022-05-27 08:31:20.000074 [Sim]MESM2.CME Simulated order canceled 54948 54948 Limit 1 Sell 4092.50 Canceled Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:20.000076 2022-05-27 08:31:20.000074 [Sim]MESM2.CME Canceling child orders of internal order ID 54948. Internal cancel 54949 Stop Buy 4098.50 Pending Cancel Sim2 Close 54948 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:20.000077 2022-05-27 08:31:20.000074 [Sim]MESM2.CME Canceling child orders of internal order ID 54948. Internal cancel 54949 Stop Buy 4098.50 Canceled Sim2 Close 54948 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:23.000072 2022-05-27 08:31:23.000072 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #4 | User cancel orders for Symbol and Account 54950 54950 Limit 1 Sell 4093.25 Pending Cancel Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:23.000073 2022-05-27 08:31:23.000072 [Sim]MESM2.CME Simulated order canceled 54950 54950 Limit 1 Sell 4093.25 Canceled Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:23.000074 2022-05-27 08:31:23.000072 [Sim]MESM2.CME Canceling child orders of internal order ID 54950. Internal cancel 54951 Stop Buy 4099.25 Pending Cancel Sim3 Close 54950 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:23.000075 2022-05-27 08:31:23.000072 [Sim]MESM2.CME Canceling child orders of internal order ID 54950. Internal cancel 54951 Stop Buy 4099.25 Canceled Sim3 Close 54950 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:23.000076 2022-05-27 08:31:23.000072 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54951 Stop Buy 4099.25 Canceled Sim3 Close 54950 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:24.000079 2022-05-27 08:31:24.000079 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #1 | User cancel orders for Symbol and Account 54952 54952 Limit 1 Sell 4090.75 Pending Cancel Sim4 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 08:31:24.000080 2022-05-27 08:31:24.000079 [Sim]MESM2.CME Simulated order canceled 54952 54952 Limit 1 Sell 4090.75 Canceled Sim4 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:05:56.156036 2022-05-27 18:05:56.156018 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54769 Stop Sell 4150.00 Pending Child-Client Sim2 Close 54768 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:05:56.177501 2022-05-27 18:05:56.177492 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4168 | AO=1 54768 Limit 4 Buy 4156.00 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:05:56.177521 2022-05-27 18:05:56.177519 [Sim]MESM2.CME Simulated order accepted 54768 54768 Limit 4 Buy 4156.00 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:05:57.629562 2022-05-27 18:05:57.629557 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | User order cancel 54768 54768 Limit 4 Buy 4156.00 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:05:57.629585 2022-05-27 18:05:57.629582 [Sim]MESM2.CME Simulated order canceled 54768 54768 Limit 4 Buy 4156.00 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:05:57.629593 2022-05-27 18:05:57.629592 [Sim]MESM2.CME Canceling child orders of internal order ID 54768. Internal cancel 54769 Stop Sell 4150.00 Pending Cancel Sim2 Close 54768 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:05:57.629600 2022-05-27 18:05:57.629599 [Sim]MESM2.CME Canceling child orders of internal order ID 54768. Internal cancel 54769 Stop Sell 4150.00 Canceled Sim2 Close 54768 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:08:01.273850 2022-05-27 18:08:01.273836 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54773 Stop Sell 4150.50 Pending Child-Client Sim2 Close 54772 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:08:01.274020 2022-05-27 18:08:01.274016 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4168 | AO=1 54772 Limit 4 Buy 4156.50 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:08:01.274040 2022-05-27 18:08:01.274037 [Sim]MESM2.CME Simulated order accepted 54772 54772 Limit 4 Buy 4156.50 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:08:34.264032 2022-05-27 18:08:01.274037 [Sim]MESM2.CME Initiating: ESM2.CME/MESM2.CME [C] #3 | User cancel orders for Symbol and Account 54772 54772 Limit 4 Buy 4156.50 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:08:34.264056 2022-05-27 18:08:34.264052 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | User cancel orders for Symbol and Account 54772 54772 Limit 4 Buy 4156.50 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:08:34.264104 2022-05-27 18:08:34.264100 [Sim]MESM2.CME Simulated order canceled 54772 54772 Limit 4 Buy 4156.50 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:08:34.264121 2022-05-27 18:08:34.264119 [Sim]MESM2.CME Canceling child orders of internal order ID 54772. Internal cancel 54773 Stop Sell 4150.50 Pending Cancel Sim2 Close 54772 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:08:34.264133 2022-05-27 18:08:34.264131 [Sim]MESM2.CME Canceling child orders of internal order ID 54772. Internal cancel 54773 Stop Sell 4150.50 Canceled Sim2 Close 54772 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:08:34.264175 2022-05-27 18:08:34.264174 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54773 Stop Sell 4150.50 Canceled Sim2 Close 54772 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:08:40.182532 2022-05-27 18:08:40.182521 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54783 Stop Sell 4149.50 Pending Child-Client Sim2 Close 54782 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:08:40.182567 2022-05-27 18:08:40.182561 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4168 | AO=1 54782 Limit 4 Buy 4155.50 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:08:40.182586 2022-05-27 18:08:40.182583 [Sim]MESM2.CME Simulated order accepted 54782 54782 Limit 4 Buy 4155.50 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:08:41.093561 00:00:00.000000 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | User order entry | Unable to Flatten/Reverse. Position does not exist. Working non-market orders will be canceled Unspecified Sim2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:08:42.290107 2022-05-27 18:08:40.182583 [Sim]MESM2.CME Initiating: ESM2.CME/MESM2.CME [C] #3 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 54782 54782 Limit 4 Buy 4155.50 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:08:42.290156 2022-05-27 18:08:42.290147 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 54782 54782 Limit 4 Buy 4155.50 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:08:42.290193 2022-05-27 18:08:42.290186 [Sim]MESM2.CME Simulated order canceled 54782 54782 Limit 4 Buy 4155.50 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:08:42.290215 2022-05-27 18:08:42.290213 [Sim]MESM2.CME Canceling child orders of internal order ID 54782. Internal cancel 54783 Stop Sell 4149.50 Pending Cancel Sim2 Close 54782 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:08:42.290228 2022-05-27 18:08:42.290226 [Sim]MESM2.CME Canceling child orders of internal order ID 54782. Internal cancel 54783 Stop Sell 4149.50 Canceled Sim2 Close 54782 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:08:42.290307 2022-05-27 18:08:42.290305 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54783 Stop Sell 4149.50 Canceled Sim2 Close 54782 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:25.481565 2022-05-27 18:09:25.481551 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54787 Stop Sell 4152.25 Pending Child-Client Sim2 Close 54786 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:25.481608 2022-05-27 18:09:25.481602 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4168 | AO=1 54786 Limit 4 Buy 4158.25 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:25.481631 2022-05-27 18:09:25.481627 [Sim]MESM2.CME Simulated order accepted 54786 54786 Limit 4 Buy 4158.25 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:28.168240 00:00:00.000000 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | User order entry | Unable to Flatten/Reverse. Position does not exist. Working non-market orders will be canceled Unspecified Sim2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:29.362226 2022-05-27 18:09:25.481627 [Sim]MESM2.CME Initiating: ESM2.CME/MESM2.CME [C] #3 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 54786 54786 Limit 4 Buy 4158.25 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:29.362274 2022-05-27 18:09:29.362265 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 54786 54786 Limit 4 Buy 4158.25 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:29.362314 2022-05-27 18:09:29.362307 [Sim]MESM2.CME Simulated order canceled 54786 54786 Limit 4 Buy 4158.25 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:29.362329 2022-05-27 18:09:29.362326 [Sim]MESM2.CME Canceling child orders of internal order ID 54786. Internal cancel 54787 Stop Sell 4152.25 Pending Cancel Sim2 Close 54786 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:29.362340 2022-05-27 18:09:29.362339 [Sim]MESM2.CME Canceling child orders of internal order ID 54786. Internal cancel 54787 Stop Sell 4152.25 Canceled Sim2 Close 54786 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:29.362408 2022-05-27 18:09:29.362407 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54787 Stop Sell 4152.25 Canceled Sim2 Close 54786 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:36.594583 2022-05-27 18:09:36.594572 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54791 Stop Sell 4151.50 Pending Child-Client Sim2 Close 54790 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:36.594616 2022-05-27 18:09:36.594611 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4168 | AO=1 54790 Limit 4 Buy 4157.50 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:36.594631 2022-05-27 18:09:36.594630 [Sim]MESM2.CME Simulated order accepted 54790 54790 Limit 4 Buy 4157.50 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:37.777543 00:00:00.000000 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | User order entry | Unable to Flatten/Reverse. Position does not exist. Working non-market orders will be canceled Unspecified Sim2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:37.979286 2022-05-27 18:09:36.594630 [Sim]MESM2.CME Initiating: ESM2.CME/MESM2.CME [C] #3 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 54790 54790 Limit 4 Buy 4157.50 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:37.979332 2022-05-27 18:09:37.979323 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 54790 54790 Limit 4 Buy 4157.50 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:37.979365 2022-05-27 18:09:37.979359 [Sim]MESM2.CME Simulated order canceled 54790 54790 Limit 4 Buy 4157.50 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:37.979375 2022-05-27 18:09:37.979374 [Sim]MESM2.CME Canceling child orders of internal order ID 54790. Internal cancel 54791 Stop Sell 4151.50 Pending Cancel Sim2 Close 54790 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:37.979384 2022-05-27 18:09:37.979382 [Sim]MESM2.CME Canceling child orders of internal order ID 54790. Internal cancel 54791 Stop Sell 4151.50 Canceled Sim2 Close 54790 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:37.979447 2022-05-27 18:09:37.979445 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54791 Stop Sell 4151.50 Canceled Sim2 Close 54790 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:53.944651 2022-05-27 18:09:53.944638 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54795 Stop Sell 4151.50 Pending Child-Client Sim2 Close 54794 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:53.944684 2022-05-27 18:09:53.944678 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4168 | AO=1 54794 Limit 4 Buy 4157.50 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:53.944702 2022-05-27 18:09:53.944699 [Sim]MESM2.CME Simulated order accepted 54794 54794 Limit 4 Buy 4157.50 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:57.405946 00:00:00.000000 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | User order entry | Unable to Flatten/Reverse. Position does not exist. Working non-market orders will be canceled Unspecified Sim2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:58.590171 2022-05-27 18:09:53.944699 [Sim]MESM2.CME Initiating: ESM2.CME/MESM2.CME [C] #3 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 54794 54794 Limit 4 Buy 4157.50 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:58.590216 2022-05-27 18:09:58.590207 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 54794 54794 Limit 4 Buy 4157.50 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:58.590268 2022-05-27 18:09:58.590264 [Sim]MESM2.CME Simulated order canceled 54794 54794 Limit 4 Buy 4157.50 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:58.590283 2022-05-27 18:09:58.590280 [Sim]MESM2.CME Canceling child orders of internal order ID 54794. Internal cancel 54795 Stop Sell 4151.50 Pending Cancel Sim2 Close 54794 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:58.590294 2022-05-27 18:09:58.590293 [Sim]MESM2.CME Canceling child orders of internal order ID 54794. Internal cancel 54795 Stop Sell 4151.50 Canceled Sim2 Close 54794 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:09:58.590338 2022-05-27 18:09:58.590337 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54795 Stop Sell 4151.50 Canceled Sim2 Close 54794 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:10:19.651447 2022-05-27 18:10:19.651428 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54799 Stop Sell 4151.00 Pending Child-Client Sim2 Close 54798 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:10:19.651500 2022-05-27 18:10:19.651491 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4168 | AO=1 54798 Limit 4 Buy 4157.00 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:10:19.651545 2022-05-27 18:10:19.651532 [Sim]MESM2.CME Simulated order accepted 54798 54798 Limit 4 Buy 4157.00 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:10:19.651749 2022-05-27 18:10:19.651706 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54803 Stop Sell 4151.00 Pending Child-Client LL019584-009 Close 54802 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:10:19.651762 2022-05-27 18:10:19.651759 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4168 | AO=1 54802 Limit 4 Buy 4157.00 Order Sent LL019584-009 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:10:19.651773 2022-05-27 18:10:19.651770 [Sim]MESM2.CME Trade Order Error - Cannot submit non-simulated order when in Trade Simulation Mode 54802 Limit 4 Buy 4157.00 Error LL019584-009 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:10:19.651813 2022-05-27 18:10:19.651811 [Sim]MESM2.CME Canceling child orders of internal order ID 54802. Internal cancel 54803 Stop Sell 4151.00 Pending Cancel LL019584-009 Close 54802 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:10:19.651821 2022-05-27 18:10:19.651819 [Sim]MESM2.CME Canceling child orders of internal order ID 54802. Internal cancel 54803 Stop Sell 4151.00 Canceled LL019584-009 Close 54802 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:10:23.425302 00:00:00.000000 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | User order entry | Unable to Flatten/Reverse. Position does not exist. Working non-market orders will be canceled Unspecified Sim2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:10:25.717679 2022-05-27 18:10:19.651532 [Sim]MESM2.CME Initiating: ESM2.CME/MESM2.CME [C] #3 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 54798 54798 Limit 4 Buy 4157.00 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:10:25.717713 2022-05-27 18:10:25.717706 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 54798 54798 Limit 4 Buy 4157.00 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:10:25.717737 2022-05-27 18:10:25.717734 [Sim]MESM2.CME Simulated order canceled 54798 54798 Limit 4 Buy 4157.00 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:10:25.717746 2022-05-27 18:10:25.717745 [Sim]MESM2.CME Canceling child orders of internal order ID 54798. Internal cancel 54799 Stop Sell 4151.00 Pending Cancel Sim2 Close 54798 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:10:25.717756 2022-05-27 18:10:25.717754 [Sim]MESM2.CME Canceling child orders of internal order ID 54798. Internal cancel 54799 Stop Sell 4151.00 Canceled Sim2 Close 54798 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:10:25.717901 2022-05-27 18:10:25.717896 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54803 Stop Sell 4151.00 Canceled LL019584-009 Close 54802 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:10:25.717937 2022-05-27 18:10:25.717934 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54802 Limit 4 Buy 4157.00 Error LL019584-009 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:10:25.717977 2022-05-27 18:10:25.717975 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54799 Stop Sell 4151.00 Canceled Sim2 Close 54798 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:10:25.718003 2022-05-27 18:10:25.718001 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54803 Stop Sell 4151.00 Canceled LL019584-009 Close 54802 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:10:28.060508 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified LL019584-009 0.00 Day Orders 2022-05-27 18:12:37.314465 2022-05-27 18:12:37.314438 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54808 Stop Sell 4155.25 Pending Child-Client Sim2 Close 54807 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:12:37.314834 2022-05-27 18:12:37.314826 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4168 | AO=1 54807 Limit 4 Buy 4161.25 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:12:37.314881 2022-05-27 18:12:37.314878 [Sim]MESM2.CME Simulated order accepted 54807 54807 Limit 4 Buy 4161.25 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:12:37.315051 2022-05-27 18:12:37.315013 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54812 Stop Sell 4155.25 Pending Child-Client LL019584-009 Close 54811 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:12:37.315072 2022-05-27 18:12:37.315063 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4168 | AO=1 54811 Limit 4 Buy 4161.25 Order Sent LL019584-009 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:12:37.315085 2022-05-27 18:12:37.315083 [Sim]MESM2.CME Trade Order Error - Cannot submit non-simulated order when in Trade Simulation Mode 54811 Limit 4 Buy 4161.25 Error LL019584-009 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:12:37.315128 2022-05-27 18:12:37.315124 [Sim]MESM2.CME Canceling child orders of internal order ID 54811. Internal cancel 54812 Stop Sell 4155.25 Pending Cancel LL019584-009 Close 54811 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:12:37.315138 2022-05-27 18:12:37.315136 [Sim]MESM2.CME Canceling child orders of internal order ID 54811. Internal cancel 54812 Stop Sell 4155.25 Canceled LL019584-009 Close 54811 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:12:38.920265 00:00:00.000000 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | User order entry | Unable to Flatten/Reverse. Position does not exist. Working non-market orders will be canceled Unspecified Sim2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:12:39.910561 2022-05-27 18:12:37.314878 [Sim]MESM2.CME Initiating: ESM2.CME/MESM2.CME [C] #3 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 54807 54807 Limit 4 Buy 4161.25 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:12:39.910595 2022-05-27 18:12:39.910589 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 54807 54807 Limit 4 Buy 4161.25 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:12:39.910614 2022-05-27 18:12:39.910610 [Sim]MESM2.CME Simulated order canceled 54807 54807 Limit 4 Buy 4161.25 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:12:39.910621 2022-05-27 18:12:39.910620 [Sim]MESM2.CME Canceling child orders of internal order ID 54807. Internal cancel 54808 Stop Sell 4155.25 Pending Cancel Sim2 Close 54807 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:12:39.910628 2022-05-27 18:12:39.910627 [Sim]MESM2.CME Canceling child orders of internal order ID 54807. Internal cancel 54808 Stop Sell 4155.25 Canceled Sim2 Close 54807 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:12:39.910694 2022-05-27 18:12:39.910691 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54812 Stop Sell 4155.25 Canceled LL019584-009 Close 54811 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:12:39.910727 2022-05-27 18:12:39.910725 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54811 Limit 4 Buy 4161.25 Error LL019584-009 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:12:39.910748 2022-05-27 18:12:39.910746 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54808 Stop Sell 4155.25 Canceled Sim2 Close 54807 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:12:39.910766 2022-05-27 18:12:39.910764 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54812 Stop Sell 4155.25 Canceled LL019584-009 Close 54811 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:12:43.659150 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified LL019584-009 0.00 Day Orders 2022-05-27 18:13:19.821227 2022-05-27 18:13:19.821208 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54816 Stop Sell 4150.75 Pending Child-Client Sim2 Close 54815 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:13:19.821271 2022-05-27 18:13:19.821262 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4168 | AO=1 54815 Limit 4 Buy 4156.75 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:13:19.821294 2022-05-27 18:13:19.821290 [Sim]MESM2.CME Simulated order accepted 54815 54815 Limit 4 Buy 4156.75 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:13:19.821406 2022-05-27 18:13:19.821402 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54820 Stop Sell 4150.75 Pending Child-Client LL019584-009 Close 54819 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:13:19.821418 2022-05-27 18:13:19.821412 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4168 | AO=1 54819 Limit 4 Buy 4156.75 Order Sent LL019584-009 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:13:19.821430 2022-05-27 18:13:19.821427 [Sim]MESM2.CME Trade Order Error - Cannot submit non-simulated order when in Trade Simulation Mode 54819 Limit 4 Buy 4156.75 Error LL019584-009 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:13:19.821457 2022-05-27 18:13:19.821455 [Sim]MESM2.CME Canceling child orders of internal order ID 54819. Internal cancel 54820 Stop Sell 4150.75 Pending Cancel LL019584-009 Close 54819 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:13:19.821465 2022-05-27 18:13:19.821463 [Sim]MESM2.CME Canceling child orders of internal order ID 54819. Internal cancel 54820 Stop Sell 4150.75 Canceled LL019584-009 Close 54819 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:13:23.625056 00:00:00.000000 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | User order entry | Unable to Flatten/Reverse. Position does not exist. Working non-market orders will be canceled Unspecified Sim2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:13:24.369797 2022-05-27 18:13:19.821290 [Sim]MESM2.CME Initiating: ESM2.CME/MESM2.CME [C] #3 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 54815 54815 Limit 4 Buy 4156.75 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:13:24.369825 2022-05-27 18:13:24.369819 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 54815 54815 Limit 4 Buy 4156.75 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:13:24.369845 2022-05-27 18:13:24.369841 [Sim]MESM2.CME Simulated order canceled 54815 54815 Limit 4 Buy 4156.75 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:13:24.369851 2022-05-27 18:13:24.369849 [Sim]MESM2.CME Canceling child orders of internal order ID 54815. Internal cancel 54816 Stop Sell 4150.75 Pending Cancel Sim2 Close 54815 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:13:24.369856 2022-05-27 18:13:24.369855 [Sim]MESM2.CME Canceling child orders of internal order ID 54815. Internal cancel 54816 Stop Sell 4150.75 Canceled Sim2 Close 54815 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:13:24.369877 2022-05-27 18:13:24.369875 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54820 Stop Sell 4150.75 Canceled LL019584-009 Close 54819 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:13:24.369898 2022-05-27 18:13:24.369896 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54819 Limit 4 Buy 4156.75 Error LL019584-009 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:13:24.369918 2022-05-27 18:13:24.369917 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54816 Stop Sell 4150.75 Canceled Sim2 Close 54815 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:13:24.369937 2022-05-27 18:13:24.369935 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54820 Stop Sell 4150.75 Canceled LL019584-009 Close 54819 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:13:27.510006 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified LL019584-009 0.00 Day Orders 2022-05-27 18:14:48.592890 2022-05-27 18:14:48.592795 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54824 Stop Sell 4157.75 Pending Child-Client Sim2 Close 54823 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:48.592954 2022-05-27 18:14:48.592935 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1 54823 Limit 4 Buy 4163.75 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:48.592981 2022-05-27 18:14:48.592976 [Sim]MESM2.CME Simulated order accepted 54823 54823 Limit 4 Buy 4163.75 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:48.593076 2022-05-27 18:14:48.593039 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54826 Stop Sell 4157.75 Pending Child-Client Sim3 Close 54825 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:48.615673 2022-05-27 18:14:48.615663 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1 54825 Limit 4 Buy 4163.75 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:48.615695 2022-05-27 18:14:48.615692 [Sim]MESM2.CME Simulated order accepted 54825 54825 Limit 4 Buy 4163.75 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:48.615747 2022-05-27 18:14:48.615726 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54828 Stop Sell 4157.75 Pending Child-Client Sim4 Close 54827 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:48.638315 2022-05-27 18:14:48.638305 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1 54827 Limit 4 Buy 4163.75 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:48.638339 2022-05-27 18:14:48.638336 [Sim]MESM2.CME Simulated order accepted 54827 54827 Limit 4 Buy 4163.75 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:52.565736 2022-05-27 18:14:52.565732 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 5.25. Requested Price: 4158.50. Requested Quantity: 1 54824 Stop Sell 4157.75 Pending Modify Sim2 Close 54823 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:52.565746 2022-05-27 18:14:52.565744 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 5.25. Requested Price: 4158.50. Requested Quantity: 1 54824 Stop Sell 4158.50 Pending Child-Client Sim2 Close 54823 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:52.565759 2022-05-27 18:14:52.565757 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 5.25. Requested Price: 4158.50. Requested Quantity: 1 54826 Stop Sell 4157.75 Pending Modify Sim3 Close 54825 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:52.565768 2022-05-27 18:14:52.565766 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 5.25. Requested Price: 4158.50. Requested Quantity: 1 54826 Stop Sell 4158.50 Pending Child-Client Sim3 Close 54825 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:52.565782 2022-05-27 18:14:52.565780 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 5.25. Requested Price: 4158.50. Requested Quantity: 1 54828 Stop Sell 4157.75 Pending Modify Sim4 Close 54827 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:52.565790 2022-05-27 18:14:52.565788 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 5.25. Requested Price: 4158.50. Requested Quantity: 1 54828 Stop Sell 4158.50 Pending Child-Client Sim4 Close 54827 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:53.504596 2022-05-27 18:14:53.504593 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 8.75. Requested Price: 4155.00. Requested Quantity: 1 54824 Stop Sell 4158.50 Pending Modify Sim2 Close 54823 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:53.504604 2022-05-27 18:14:53.504602 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 8.75. Requested Price: 4155.00. Requested Quantity: 1 54824 Stop Sell 4155.00 Pending Child-Client Sim2 Close 54823 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:53.504614 2022-05-27 18:14:53.504612 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 8.75. Requested Price: 4155.00. Requested Quantity: 1 54826 Stop Sell 4158.50 Pending Modify Sim3 Close 54825 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:53.504620 2022-05-27 18:14:53.504619 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 8.75. Requested Price: 4155.00. Requested Quantity: 1 54826 Stop Sell 4155.00 Pending Child-Client Sim3 Close 54825 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:53.504630 2022-05-27 18:14:53.504629 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 8.75. Requested Price: 4155.00. Requested Quantity: 1 54828 Stop Sell 4158.50 Pending Modify Sim4 Close 54827 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:53.504639 2022-05-27 18:14:53.504637 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 8.75. Requested Price: 4155.00. Requested Quantity: 1 54828 Stop Sell 4155.00 Pending Child-Client Sim4 Close 54827 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:54.975845 2022-05-27 18:14:54.975842 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 1.00. Requested Price: 4162.75. Requested Quantity: 1 54824 Stop Sell 4155.00 Pending Modify Sim2 Close 54823 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:54.975853 2022-05-27 18:14:54.975851 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 1.00. Requested Price: 4162.75. Requested Quantity: 1 54824 Stop Sell 4162.75 Pending Child-Client Sim2 Close 54823 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:54.975863 2022-05-27 18:14:54.975862 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 1.00. Requested Price: 4162.75. Requested Quantity: 1 54826 Stop Sell 4155.00 Pending Modify Sim3 Close 54825 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:54.975870 2022-05-27 18:14:54.975869 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 1.00. Requested Price: 4162.75. Requested Quantity: 1 54826 Stop Sell 4162.75 Pending Child-Client Sim3 Close 54825 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:54.975881 2022-05-27 18:14:54.975879 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 1.00. Requested Price: 4162.75. Requested Quantity: 1 54828 Stop Sell 4155.00 Pending Modify Sim4 Close 54827 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:54.975895 2022-05-27 18:14:54.975892 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 1.00. Requested Price: 4162.75. Requested Quantity: 1 54828 Stop Sell 4162.75 Pending Child-Client Sim4 Close 54827 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:55.959979 2022-05-27 18:14:55.959975 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 2.00. Requested Price: 4161.75. Requested Quantity: 1 54824 Stop Sell 4162.75 Pending Modify Sim2 Close 54823 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:55.959990 2022-05-27 18:14:55.959989 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 2.00. Requested Price: 4161.75. Requested Quantity: 1 54824 Stop Sell 4161.75 Pending Child-Client Sim2 Close 54823 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:55.960000 2022-05-27 18:14:55.959999 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 2.00. Requested Price: 4161.75. Requested Quantity: 1 54826 Stop Sell 4162.75 Pending Modify Sim3 Close 54825 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:55.960010 2022-05-27 18:14:55.960008 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 2.00. Requested Price: 4161.75. Requested Quantity: 1 54826 Stop Sell 4161.75 Pending Child-Client Sim3 Close 54825 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:55.960027 2022-05-27 18:14:55.960025 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 2.00. Requested Price: 4161.75. Requested Quantity: 1 54828 Stop Sell 4162.75 Pending Modify Sim4 Close 54827 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:14:55.960037 2022-05-27 18:14:55.960035 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 2.00. Requested Price: 4161.75. Requested Quantity: 1 54828 Stop Sell 4161.75 Pending Child-Client Sim4 Close 54827 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:15:21.565412 2022-05-27 18:15:21.565409 [Sim]MESM2.CME Canceling child orders of internal order ID 54821. Internal cancel 54824 Stop Sell 4161.75 Pending Cancel Sim2 Close 54823 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:15:21.565419 2022-05-27 18:15:21.565418 [Sim]MESM2.CME Canceling child orders of internal order ID 54821. Internal cancel 54824 Stop Sell 4161.75 Canceled Sim2 Close 54823 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:15:21.565427 2022-05-27 18:15:21.565426 [Sim]MESM2.CME Canceling child orders of internal order ID 54821. Internal cancel 54826 Stop Sell 4161.75 Pending Cancel Sim3 Close 54825 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:15:21.565442 2022-05-27 18:15:21.565439 [Sim]MESM2.CME Canceling child orders of internal order ID 54821. Internal cancel 54826 Stop Sell 4161.75 Canceled Sim3 Close 54825 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:15:21.565452 2022-05-27 18:15:21.565450 [Sim]MESM2.CME Canceling child orders of internal order ID 54821. Internal cancel 54828 Stop Sell 4161.75 Pending Cancel Sim4 Close 54827 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:15:21.565459 2022-05-27 18:15:21.565457 [Sim]MESM2.CME Canceling child orders of internal order ID 54821. Internal cancel 54828 Stop Sell 4161.75 Canceled Sim4 Close 54827 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:15:21.565473 2022-05-27 18:15:21.565471 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 54823 54823 Limit 4 Buy 4163.75 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:15:21.565483 2022-05-27 18:15:21.565479 [Sim]MESM2.CME Simulated order canceled 54823 54823 Limit 4 Buy 4163.75 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:15:21.565492 2022-05-27 18:15:21.565490 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 54825 54825 Limit 4 Buy 4163.75 Pending Cancel Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:15:21.565499 2022-05-27 18:15:21.565497 [Sim]MESM2.CME Simulated order canceled 54825 54825 Limit 4 Buy 4163.75 Canceled Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:15:21.565508 2022-05-27 18:15:21.565506 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 54827 54827 Limit 4 Buy 4163.75 Pending Cancel Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:15:21.565514 2022-05-27 18:15:21.565512 [Sim]MESM2.CME Simulated order canceled 54827 54827 Limit 4 Buy 4163.75 Canceled Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:15:21.565527 2022-05-27 18:15:21.565526 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54824 Stop Sell 4161.75 Canceled Sim2 Close 54823 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:15:21.565533 2022-05-27 18:15:21.565531 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54826 Stop Sell 4161.75 Canceled Sim3 Close 54825 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:15:21.565538 2022-05-27 18:15:21.565537 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54828 Stop Sell 4161.75 Canceled Sim4 Close 54827 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:15:21.721597 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-05-27 18:15:21.874200 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim3 0.00 Day Orders 2022-05-27 18:15:22.023593 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim4 0.00 Day Orders 2022-05-27 18:15:56.505764 2022-05-27 18:15:56.505759 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54832 Stop Sell 4153.00 Pending Child-Client Sim2 Close 54831 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:15:56.505774 2022-05-27 18:15:56.505768 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1 54831 Limit 4 Buy 4159.00 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:15:56.505783 2022-05-27 18:15:56.505781 [Sim]MESM2.CME Simulated order accepted 54831 54831 Limit 4 Buy 4159.00 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:15:56.505802 2022-05-27 18:15:56.505799 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54834 Stop Sell 4153.00 Pending Child-Client Sim3 Close 54833 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:15:56.505811 2022-05-27 18:15:56.505806 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1 54833 Limit 4 Buy 4159.00 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:15:56.505819 2022-05-27 18:15:56.505817 [Sim]MESM2.CME Simulated order accepted 54833 54833 Limit 4 Buy 4159.00 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:15:56.505837 2022-05-27 18:15:56.505833 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54836 Stop Sell 4153.00 Pending Child-Client Sim4 Close 54835 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:15:56.505846 2022-05-27 18:15:56.505842 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1 54835 Limit 4 Buy 4159.00 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:15:56.505856 2022-05-27 18:15:56.505853 [Sim]MESM2.CME Simulated order accepted 54835 54835 Limit 4 Buy 4159.00 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:01.040226 2022-05-27 18:16:01.040221 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 2.00. Requested Price: 4157.00. Requested Quantity: 1 54832 Stop Sell 4153.00 Pending Modify Sim2 Close 54831 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:01.040236 2022-05-27 18:16:01.040234 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 2.00. Requested Price: 4157.00. Requested Quantity: 1 54832 Stop Sell 4157.00 Pending Child-Client Sim2 Close 54831 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:01.040250 2022-05-27 18:16:01.040248 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 2.00. Requested Price: 4157.00. Requested Quantity: 1 54834 Stop Sell 4153.00 Pending Modify Sim3 Close 54833 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:01.040258 2022-05-27 18:16:01.040256 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 2.00. Requested Price: 4157.00. Requested Quantity: 1 54834 Stop Sell 4157.00 Pending Child-Client Sim3 Close 54833 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:01.040274 2022-05-27 18:16:01.040272 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 2.00. Requested Price: 4157.00. Requested Quantity: 1 54836 Stop Sell 4153.00 Pending Modify Sim4 Close 54835 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:01.040285 2022-05-27 18:16:01.040283 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 2.00. Requested Price: 4157.00. Requested Quantity: 1 54836 Stop Sell 4157.00 Pending Child-Client Sim4 Close 54835 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:05.597028 2022-05-27 18:16:05.597023 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 2.50. Requested Price: 4156.50. Requested Quantity: 1 54832 Stop Sell 4157.00 Pending Modify Sim2 Close 54831 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:05.597044 2022-05-27 18:16:05.597041 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 2.50. Requested Price: 4156.50. Requested Quantity: 1 54832 Stop Sell 4156.50 Pending Child-Client Sim2 Close 54831 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:05.597063 2022-05-27 18:16:05.597061 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 2.50. Requested Price: 4156.50. Requested Quantity: 1 54834 Stop Sell 4157.00 Pending Modify Sim3 Close 54833 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:05.597075 2022-05-27 18:16:05.597073 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 2.50. Requested Price: 4156.50. Requested Quantity: 1 54834 Stop Sell 4156.50 Pending Child-Client Sim3 Close 54833 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:05.597085 2022-05-27 18:16:05.597084 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 2.50. Requested Price: 4156.50. Requested Quantity: 1 54836 Stop Sell 4157.00 Pending Modify Sim4 Close 54835 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:05.597091 2022-05-27 18:16:05.597090 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 2.50. Requested Price: 4156.50. Requested Quantity: 1 54836 Stop Sell 4156.50 Pending Child-Client Sim4 Close 54835 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:06.526441 2022-05-27 18:16:06.526438 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 1.50. Requested Price: 4157.50. Requested Quantity: 1 54832 Stop Sell 4156.50 Pending Modify Sim2 Close 54831 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:06.526448 2022-05-27 18:16:06.526446 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 1.50. Requested Price: 4157.50. Requested Quantity: 1 54832 Stop Sell 4157.50 Pending Child-Client Sim2 Close 54831 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:06.526457 2022-05-27 18:16:06.526456 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 1.50. Requested Price: 4157.50. Requested Quantity: 1 54834 Stop Sell 4156.50 Pending Modify Sim3 Close 54833 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:06.526464 2022-05-27 18:16:06.526462 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 1.50. Requested Price: 4157.50. Requested Quantity: 1 54834 Stop Sell 4157.50 Pending Child-Client Sim3 Close 54833 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:06.526474 2022-05-27 18:16:06.526472 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 1.50. Requested Price: 4157.50. Requested Quantity: 1 54836 Stop Sell 4156.50 Pending Modify Sim4 Close 54835 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:06.526480 2022-05-27 18:16:06.526478 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 1.50. Requested Price: 4157.50. Requested Quantity: 1 54836 Stop Sell 4157.50 Pending Child-Client Sim4 Close 54835 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:07.566678 2022-05-27 18:16:07.566674 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 3.50. Requested Price: 4155.50. Requested Quantity: 1 54832 Stop Sell 4157.50 Pending Modify Sim2 Close 54831 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:07.566690 2022-05-27 18:16:07.566688 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 3.50. Requested Price: 4155.50. Requested Quantity: 1 54832 Stop Sell 4155.50 Pending Child-Client Sim2 Close 54831 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:07.566713 2022-05-27 18:16:07.566710 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 3.50. Requested Price: 4155.50. Requested Quantity: 1 54834 Stop Sell 4157.50 Pending Modify Sim3 Close 54833 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:07.566726 2022-05-27 18:16:07.566724 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 3.50. Requested Price: 4155.50. Requested Quantity: 1 54834 Stop Sell 4155.50 Pending Child-Client Sim3 Close 54833 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:07.566740 2022-05-27 18:16:07.566737 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 3.50. Requested Price: 4155.50. Requested Quantity: 1 54836 Stop Sell 4157.50 Pending Modify Sim4 Close 54835 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:07.566748 2022-05-27 18:16:07.566746 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 3.50. Requested Price: 4155.50. Requested Quantity: 1 54836 Stop Sell 4155.50 Pending Child-Client Sim4 Close 54835 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:10.324468 2022-05-27 18:16:10.324464 [Sim]MESM2.CME Canceling child orders of internal order ID 54829. Internal cancel 54832 Stop Sell 4155.50 Pending Cancel Sim2 Close 54831 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:10.324482 2022-05-27 18:16:10.324476 [Sim]MESM2.CME Canceling child orders of internal order ID 54829. Internal cancel 54832 Stop Sell 4155.50 Canceled Sim2 Close 54831 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:10.324497 2022-05-27 18:16:10.324494 [Sim]MESM2.CME Canceling child orders of internal order ID 54829. Internal cancel 54834 Stop Sell 4155.50 Pending Cancel Sim3 Close 54833 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:10.324506 2022-05-27 18:16:10.324504 [Sim]MESM2.CME Canceling child orders of internal order ID 54829. Internal cancel 54834 Stop Sell 4155.50 Canceled Sim3 Close 54833 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:10.324516 2022-05-27 18:16:10.324514 [Sim]MESM2.CME Canceling child orders of internal order ID 54829. Internal cancel 54836 Stop Sell 4155.50 Pending Cancel Sim4 Close 54835 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:10.324525 2022-05-27 18:16:10.324523 [Sim]MESM2.CME Canceling child orders of internal order ID 54829. Internal cancel 54836 Stop Sell 4155.50 Canceled Sim4 Close 54835 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:10.324541 2022-05-27 18:16:10.324539 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 54831 54831 Limit 4 Buy 4159.00 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:10.324549 2022-05-27 18:16:10.324546 [Sim]MESM2.CME Simulated order canceled 54831 54831 Limit 4 Buy 4159.00 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:10.324558 2022-05-27 18:16:10.324556 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 54833 54833 Limit 4 Buy 4159.00 Pending Cancel Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:10.324575 2022-05-27 18:16:10.324571 [Sim]MESM2.CME Simulated order canceled 54833 54833 Limit 4 Buy 4159.00 Canceled Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:10.324589 2022-05-27 18:16:10.324587 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 54835 54835 Limit 4 Buy 4159.00 Pending Cancel Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:10.324599 2022-05-27 18:16:10.324597 [Sim]MESM2.CME Simulated order canceled 54835 54835 Limit 4 Buy 4159.00 Canceled Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:10.324619 2022-05-27 18:16:10.324617 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54832 Stop Sell 4155.50 Canceled Sim2 Close 54831 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:10.324637 2022-05-27 18:16:10.324634 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54834 Stop Sell 4155.50 Canceled Sim3 Close 54833 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:10.324650 2022-05-27 18:16:10.324648 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54836 Stop Sell 4155.50 Canceled Sim4 Close 54835 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:16:10.479497 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-05-27 18:16:10.642607 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim3 0.00 Day Orders 2022-05-27 18:16:10.791542 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim4 0.00 Day Orders 2022-05-27 18:17:57.726475 2022-05-27 18:17:57.726468 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54840 Stop Sell 4157.00 Pending Child-Client Sim2 Close 54839 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:17:57.726487 2022-05-27 18:17:57.726483 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1 54839 Limit 4 Buy 4163.00 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:17:57.726494 2022-05-27 18:17:57.726492 [Sim]MESM2.CME Simulated order accepted 54839 54839 Limit 4 Buy 4163.00 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:17:57.726521 2022-05-27 18:17:57.726513 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54842 Stop Sell 4157.00 Pending Child-Client Sim3 Close 54841 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:17:57.726536 2022-05-27 18:17:57.726530 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1 54841 Limit 4 Buy 4163.00 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:17:57.726546 2022-05-27 18:17:57.726544 [Sim]MESM2.CME Simulated order accepted 54841 54841 Limit 4 Buy 4163.00 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:17:57.726577 2022-05-27 18:17:57.726572 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54844 Stop Sell 4157.00 Pending Child-Client Sim4 Close 54843 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:17:57.726589 2022-05-27 18:17:57.726586 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1 54843 Limit 4 Buy 4163.00 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:17:57.726597 2022-05-27 18:17:57.726596 [Sim]MESM2.CME Simulated order accepted 54843 54843 Limit 4 Buy 4163.00 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:02.519453 2022-05-27 18:18:02.519449 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 3.00. Requested Price: 4160.00. Requested Quantity: 1 54840 Stop Sell 4157.00 Pending Modify Sim2 Close 54839 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:02.519464 2022-05-27 18:18:02.519463 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 3.00. Requested Price: 4160.00. Requested Quantity: 1 54840 Stop Sell 4160.00 Pending Child-Client Sim2 Close 54839 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:02.519476 2022-05-27 18:18:02.519475 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 3.00. Requested Price: 4160.00. Requested Quantity: 1 54842 Stop Sell 4157.00 Pending Modify Sim3 Close 54841 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:02.519486 2022-05-27 18:18:02.519484 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 3.00. Requested Price: 4160.00. Requested Quantity: 1 54842 Stop Sell 4160.00 Pending Child-Client Sim3 Close 54841 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:02.519512 2022-05-27 18:18:02.519508 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 3.00. Requested Price: 4160.00. Requested Quantity: 1 54844 Stop Sell 4157.00 Pending Modify Sim4 Close 54843 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:02.519522 2022-05-27 18:18:02.519520 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 3.00. Requested Price: 4160.00. Requested Quantity: 1 54844 Stop Sell 4160.00 Pending Child-Client Sim4 Close 54843 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:03.458687 2022-05-27 18:18:03.458683 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 7.25. Requested Price: 4155.75. Requested Quantity: 1 54840 Stop Sell 4160.00 Pending Modify Sim2 Close 54839 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:03.458696 2022-05-27 18:18:03.458694 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 7.25. Requested Price: 4155.75. Requested Quantity: 1 54840 Stop Sell 4155.75 Pending Child-Client Sim2 Close 54839 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:03.458706 2022-05-27 18:18:03.458704 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 7.25. Requested Price: 4155.75. Requested Quantity: 1 54842 Stop Sell 4160.00 Pending Modify Sim3 Close 54841 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:03.458713 2022-05-27 18:18:03.458712 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 7.25. Requested Price: 4155.75. Requested Quantity: 1 54842 Stop Sell 4155.75 Pending Child-Client Sim3 Close 54841 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:03.458725 2022-05-27 18:18:03.458722 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 7.25. Requested Price: 4155.75. Requested Quantity: 1 54844 Stop Sell 4160.00 Pending Modify Sim4 Close 54843 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:03.458741 2022-05-27 18:18:03.458738 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 7.25. Requested Price: 4155.75. Requested Quantity: 1 54844 Stop Sell 4155.75 Pending Child-Client Sim4 Close 54843 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:04.913000 2022-05-27 18:18:04.912995 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 3.50. Requested Price: 4159.50. Requested Quantity: 1 54840 Stop Sell 4155.75 Pending Modify Sim2 Close 54839 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:04.913010 2022-05-27 18:18:04.913008 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 3.50. Requested Price: 4159.50. Requested Quantity: 1 54840 Stop Sell 4159.50 Pending Child-Client Sim2 Close 54839 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:04.913028 2022-05-27 18:18:04.913026 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 3.50. Requested Price: 4159.50. Requested Quantity: 1 54842 Stop Sell 4155.75 Pending Modify Sim3 Close 54841 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:04.913041 2022-05-27 18:18:04.913039 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 3.50. Requested Price: 4159.50. Requested Quantity: 1 54842 Stop Sell 4159.50 Pending Child-Client Sim3 Close 54841 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:04.913057 2022-05-27 18:18:04.913054 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 3.50. Requested Price: 4159.50. Requested Quantity: 1 54844 Stop Sell 4155.75 Pending Modify Sim4 Close 54843 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:04.913069 2022-05-27 18:18:04.913067 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 3.50. Requested Price: 4159.50. Requested Quantity: 1 54844 Stop Sell 4159.50 Pending Child-Client Sim4 Close 54843 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:06.176193 2022-05-27 18:18:06.176187 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 2.50. Requested Price: 4160.50. Requested Quantity: 1 54840 Stop Sell 4159.50 Pending Modify Sim2 Close 54839 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:06.176203 2022-05-27 18:18:06.176201 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 2.50. Requested Price: 4160.50. Requested Quantity: 1 54840 Stop Sell 4160.50 Pending Child-Client Sim2 Close 54839 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:06.176217 2022-05-27 18:18:06.176216 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 2.50. Requested Price: 4160.50. Requested Quantity: 1 54842 Stop Sell 4159.50 Pending Modify Sim3 Close 54841 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:06.176225 2022-05-27 18:18:06.176223 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 2.50. Requested Price: 4160.50. Requested Quantity: 1 54842 Stop Sell 4160.50 Pending Child-Client Sim3 Close 54841 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:06.176239 2022-05-27 18:18:06.176237 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 2.50. Requested Price: 4160.50. Requested Quantity: 1 54844 Stop Sell 4159.50 Pending Modify Sim4 Close 54843 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:06.176249 2022-05-27 18:18:06.176247 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 2.50. Requested Price: 4160.50. Requested Quantity: 1 54844 Stop Sell 4160.50 Pending Child-Client Sim4 Close 54843 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:06.804264 2022-05-27 18:18:06.804259 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 4.50. Requested Price: 4158.50. Requested Quantity: 1 54840 Stop Sell 4160.50 Pending Modify Sim2 Close 54839 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:06.804276 2022-05-27 18:18:06.804274 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 4.50. Requested Price: 4158.50. Requested Quantity: 1 54840 Stop Sell 4158.50 Pending Child-Client Sim2 Close 54839 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:06.804292 2022-05-27 18:18:06.804287 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 4.50. Requested Price: 4158.50. Requested Quantity: 1 54842 Stop Sell 4160.50 Pending Modify Sim3 Close 54841 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:06.804302 2022-05-27 18:18:06.804299 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 4.50. Requested Price: 4158.50. Requested Quantity: 1 54842 Stop Sell 4158.50 Pending Child-Client Sim3 Close 54841 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:06.804319 2022-05-27 18:18:06.804317 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 4.50. Requested Price: 4158.50. Requested Quantity: 1 54844 Stop Sell 4160.50 Pending Modify Sim4 Close 54843 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:06.804328 2022-05-27 18:18:06.804326 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #4 | User order modification. Updated offset to 4.50. Requested Price: 4158.50. Requested Quantity: 1 54844 Stop Sell 4158.50 Pending Child-Client Sim4 Close 54843 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:09.881533 2022-05-27 18:18:09.881528 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54848 Stop Buy 4172.25 Pending Child-Client Sim2 Close 54847 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:09.881546 2022-05-27 18:18:09.881539 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1 54847 Limit 4 Sell 4166.25 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:09.881556 2022-05-27 18:18:09.881553 [Sim]MESM2.CME Simulated order accepted 54847 54847 Limit 4 Sell 4166.25 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:09.881580 2022-05-27 18:18:09.881577 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54847 54847 Limit 4 Sell 4166.25 Filled 4167.75 4 Sim2 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 18:18:09.881587 2022-05-27 18:18:09.881575 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54847 54847 Limit 4 Sell 4166.25 Filled 4167.75 4 Sim2 Open -4 54847.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:09.881624 2022-05-27 18:18:09.881621 [Sim]MESM2.CME Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 54848 Stop Buy 4172.25 Pending Modify Sim2 Close 54847 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:09.881635 2022-05-27 18:18:09.881633 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 54848 Stop Buy 4173.75 Pending Child-Client Sim2 Close 54847 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:09.881649 2022-05-27 18:18:09.881646 [Sim]MESM2.CME Auto-sent child from parent fill 54848 Stop 4 Buy 4173.75 Order Sent Sim2 Close 54847 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:09.881661 2022-05-27 18:18:09.881659 [Sim]MESM2.CME Simulated order accepted 54848 54848 Stop 4 Buy 4173.75 Open Sim2 Close 54847 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:09.881699 2022-05-27 18:18:09.881694 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54850 Stop Buy 4172.25 Pending Child-Client Sim3 Close 54849 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:09.881712 2022-05-27 18:18:09.881708 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1 54849 Limit 4 Sell 4166.25 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:09.881723 2022-05-27 18:18:09.881721 [Sim]MESM2.CME Simulated order accepted 54849 54849 Limit 4 Sell 4166.25 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:09.881747 2022-05-27 18:18:09.881745 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54849 54849 Limit 4 Sell 4166.25 Filled 4167.75 4 Sim3 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 18:18:09.881752 2022-05-27 18:18:09.881743 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54849 54849 Limit 4 Sell 4166.25 Filled 4167.75 4 Sim3 Open -4 54849.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:09.881788 2022-05-27 18:18:09.881786 [Sim]MESM2.CME Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 54850 Stop Buy 4172.25 Pending Modify Sim3 Close 54849 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:09.881798 2022-05-27 18:18:09.881796 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 54850 Stop Buy 4173.75 Pending Child-Client Sim3 Close 54849 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:09.881810 2022-05-27 18:18:09.881808 [Sim]MESM2.CME Auto-sent child from parent fill 54850 Stop 4 Buy 4173.75 Order Sent Sim3 Close 54849 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:09.881824 2022-05-27 18:18:09.881822 [Sim]MESM2.CME Simulated order accepted 54850 54850 Stop 4 Buy 4173.75 Open Sim3 Close 54849 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:09.881853 2022-05-27 18:18:09.881847 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54852 Stop Buy 4172.25 Pending Child-Client Sim4 Close 54851 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:09.881863 2022-05-27 18:18:09.881859 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1 54851 Limit 4 Sell 4166.25 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:09.881870 2022-05-27 18:18:09.881868 [Sim]MESM2.CME Simulated order accepted 54851 54851 Limit 4 Sell 4166.25 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:09.881891 2022-05-27 18:18:09.881888 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54851 54851 Limit 4 Sell 4166.25 Filled 4167.75 4 Sim4 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 18:18:09.881897 2022-05-27 18:18:09.881886 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54851 54851 Limit 4 Sell 4166.25 Filled 4167.75 4 Sim4 Open -4 54851.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:09.881942 2022-05-27 18:18:09.881940 [Sim]MESM2.CME Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 54852 Stop Buy 4172.25 Pending Modify Sim4 Close 54851 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:09.881951 2022-05-27 18:18:09.881949 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 54852 Stop Buy 4173.75 Pending Child-Client Sim4 Close 54851 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:09.881962 2022-05-27 18:18:09.881959 [Sim]MESM2.CME Auto-sent child from parent fill 54852 Stop 4 Buy 4173.75 Order Sent Sim4 Close 54851 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:09.881971 2022-05-27 18:18:09.881970 [Sim]MESM2.CME Simulated order accepted 54852 54852 Stop 4 Buy 4173.75 Open Sim4 Close 54851 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804029 2022-05-27 18:18:13.804025 [Sim]MESM2.CME Canceling child orders of internal order ID 54837. Internal cancel 54840 Stop Sell 4158.50 Pending Cancel Sim2 Close 54839 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804036 2022-05-27 18:18:13.804034 [Sim]MESM2.CME Canceling child orders of internal order ID 54837. Internal cancel 54840 Stop Sell 4158.50 Canceled Sim2 Close 54839 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804045 2022-05-27 18:18:13.804043 [Sim]MESM2.CME Canceling child orders of internal order ID 54837. Internal cancel 54842 Stop Sell 4158.50 Pending Cancel Sim3 Close 54841 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804052 2022-05-27 18:18:13.804050 [Sim]MESM2.CME Canceling child orders of internal order ID 54837. Internal cancel 54842 Stop Sell 4158.50 Canceled Sim3 Close 54841 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804060 2022-05-27 18:18:13.804058 [Sim]MESM2.CME Canceling child orders of internal order ID 54837. Internal cancel 54844 Stop Sell 4158.50 Pending Cancel Sim4 Close 54843 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804067 2022-05-27 18:18:13.804065 [Sim]MESM2.CME Canceling child orders of internal order ID 54837. Internal cancel 54844 Stop Sell 4158.50 Canceled Sim4 Close 54843 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804082 2022-05-27 18:18:13.804080 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Canceling non-market orders during Flatten 54839 54839 Limit 4 Buy 4163.00 Pending Cancel Sim2 Open -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804091 2022-05-27 18:18:13.804089 [Sim]MESM2.CME Simulated order canceled 54839 54839 Limit 4 Buy 4163.00 Canceled Sim2 Open -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804101 2022-05-27 18:18:13.804100 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Canceling non-market orders during Flatten 54841 54841 Limit 4 Buy 4163.00 Pending Cancel Sim3 Open -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804111 2022-05-27 18:18:13.804108 [Sim]MESM2.CME Simulated order canceled 54841 54841 Limit 4 Buy 4163.00 Canceled Sim3 Open -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804119 2022-05-27 18:18:13.804118 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Canceling non-market orders during Flatten 54843 54843 Limit 4 Buy 4163.00 Pending Cancel Sim4 Open -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804128 2022-05-27 18:18:13.804126 [Sim]MESM2.CME Simulated order canceled 54843 54843 Limit 4 Buy 4163.00 Canceled Sim4 Open -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804148 2022-05-27 18:18:13.804146 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54840 Stop Sell 4158.50 Canceled Sim2 Close 54839 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804156 2022-05-27 18:18:13.804154 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54842 Stop Sell 4158.50 Canceled Sim3 Close 54841 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804167 2022-05-27 18:18:13.804165 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54844 Stop Sell 4158.50 Canceled Sim4 Close 54843 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804197 2022-05-27 18:18:13.804196 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Canceling non-market orders during Flatten 54848 54848 Stop 4 Buy 4173.75 Pending Cancel Sim2 Close 54847 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804203 2022-05-27 18:18:13.804202 [Sim]MESM2.CME Simulated order canceled 54848 54848 Stop 4 Buy 4173.75 Canceled Sim2 Close 54847 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804210 2022-05-27 18:18:13.804209 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Canceling non-market orders during Flatten 54850 54850 Stop 4 Buy 4173.75 Pending Cancel Sim3 Close 54849 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804216 2022-05-27 18:18:13.804215 [Sim]MESM2.CME Simulated order canceled 54850 54850 Stop 4 Buy 4173.75 Canceled Sim3 Close 54849 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804223 2022-05-27 18:18:13.804221 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Canceling non-market orders during Flatten 54852 54852 Stop 4 Buy 4173.75 Pending Cancel Sim4 Close 54851 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804230 2022-05-27 18:18:13.804228 [Sim]MESM2.CME Simulated order canceled 54852 54852 Stop 4 Buy 4173.75 Canceled Sim4 Close 54851 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804311 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-05-27 18:18:13.804328 2022-05-27 18:18:13.804323 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: -4 | AO=0 54854 Market 4 Buy Order Sent Sim2 Close -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804340 2022-05-27 18:18:13.804338 [Sim]MESM2.CME Simulated order accepted 54854 54854 Market 4 Buy Open Sim2 Close -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804361 2022-05-27 18:18:13.804358 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54854 54854 Market 4 Buy Filled 4168.25 4 Sim2 Close -4 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 18:18:13.804373 2022-05-27 18:18:13.804356 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54854 54854 Market 4 Buy Filled 4168.25 4 Sim2 Close 54854.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804408 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim3 0.00 Day Orders 2022-05-27 18:18:13.804422 2022-05-27 18:18:13.804417 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: -4 | AO=0 54855 Market 4 Buy Order Sent Sim3 Close -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804431 2022-05-27 18:18:13.804430 [Sim]MESM2.CME Simulated order accepted 54855 54855 Market 4 Buy Open Sim3 Close -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804451 2022-05-27 18:18:13.804448 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54855 54855 Market 4 Buy Filled 4168.25 4 Sim3 Close -4 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 18:18:13.804456 2022-05-27 18:18:13.804446 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54855 54855 Market 4 Buy Filled 4168.25 4 Sim3 Close 54855.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804481 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim4 0.00 Day Orders 2022-05-27 18:18:13.804491 2022-05-27 18:18:13.804486 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: -4 | AO=0 54856 Market 4 Buy Order Sent Sim4 Close -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804499 2022-05-27 18:18:13.804497 [Sim]MESM2.CME Simulated order accepted 54856 54856 Market 4 Buy Open Sim4 Close -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:18:13.804515 2022-05-27 18:18:13.804512 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54856 54856 Market 4 Buy Filled 4168.25 4 Sim4 Close -4 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 18:18:13.804520 2022-05-27 18:18:13.804510 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54856 54856 Market 4 Buy Filled 4168.25 4 Sim4 Close 54856.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:21:38.011314 2022-05-27 18:21:38.011307 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54860 Stop Sell 4154.25 Pending Child-Client Sim2 Close 54859 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:21:38.011327 2022-05-27 18:21:38.011323 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1 54859 Limit 4 Buy 4160.25 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:21:38.011337 2022-05-27 18:21:38.011335 [Sim]MESM2.CME Simulated order accepted 54859 54859 Limit 4 Buy 4160.25 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:21:38.011363 2022-05-27 18:21:38.011359 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54862 Stop Sell 4154.25 Pending Child-Client Sim3 Close 54861 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:21:38.011376 2022-05-27 18:21:38.011372 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1 54861 Limit 4 Buy 4160.25 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:21:38.011384 2022-05-27 18:21:38.011382 [Sim]MESM2.CME Simulated order accepted 54861 54861 Limit 4 Buy 4160.25 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:21:38.011407 2022-05-27 18:21:38.011402 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54864 Stop Sell 4154.25 Pending Child-Client Sim4 Close 54863 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:21:38.011421 2022-05-27 18:21:38.011417 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4168 | AO=1 54863 Limit 4 Buy 4160.25 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:21:38.011431 2022-05-27 18:21:38.011429 [Sim]MESM2.CME Simulated order accepted 54863 54863 Limit 4 Buy 4160.25 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:21:41.247491 2022-05-27 18:21:41.247483 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | User order cancel 54859 54859 Limit 4 Buy 4160.25 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:21:41.247514 2022-05-27 18:21:41.247509 [Sim]MESM2.CME Simulated order canceled 54859 54859 Limit 4 Buy 4160.25 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:21:41.247524 2022-05-27 18:21:41.247522 [Sim]MESM2.CME Canceling child orders of internal order ID 54859. Internal cancel 54860 Stop Sell 4154.25 Pending Cancel Sim2 Close 54859 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:21:41.247531 2022-05-27 18:21:41.247529 [Sim]MESM2.CME Canceling child orders of internal order ID 54859. Internal cancel 54860 Stop Sell 4154.25 Canceled Sim2 Close 54859 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:21:43.293292 2022-05-27 18:21:43.293289 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54860 Stop Sell 4154.25 Canceled Sim2 Close 54859 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:21:43.293299 2022-05-27 18:21:43.293298 [Sim]MESM2.CME Canceling child orders of internal order ID 54857. Internal cancel 54862 Stop Sell 4154.25 Pending Cancel Sim3 Close 54861 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:21:43.293306 2022-05-27 18:21:43.293305 [Sim]MESM2.CME Canceling child orders of internal order ID 54857. Internal cancel 54862 Stop Sell 4154.25 Canceled Sim3 Close 54861 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:21:43.293314 2022-05-27 18:21:43.293312 [Sim]MESM2.CME Canceling child orders of internal order ID 54857. Internal cancel 54864 Stop Sell 4154.25 Pending Cancel Sim4 Close 54863 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:21:43.293319 2022-05-27 18:21:43.293318 [Sim]MESM2.CME Canceling child orders of internal order ID 54857. Internal cancel 54864 Stop Sell 4154.25 Canceled Sim4 Close 54863 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:21:43.293329 2022-05-27 18:21:43.293327 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54859 54859 Limit 4 Buy 4160.25 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:21:43.293338 2022-05-27 18:21:43.293336 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order cancel 54861 54861 Limit 4 Buy 4160.25 Pending Cancel Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:21:43.293345 2022-05-27 18:21:43.293343 [Sim]MESM2.CME Simulated order canceled 54861 54861 Limit 4 Buy 4160.25 Canceled Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:21:43.293358 2022-05-27 18:21:43.293356 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order cancel 54863 54863 Limit 4 Buy 4160.25 Pending Cancel Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:21:43.293369 2022-05-27 18:21:43.293366 [Sim]MESM2.CME Simulated order canceled 54863 54863 Limit 4 Buy 4160.25 Canceled Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:14.969718 2022-05-27 18:28:14.969712 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54890 Stop Sell 4152.50 Pending Child-Client Sim2 Close 54889 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:14.969728 2022-05-27 18:28:14.969723 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 54889 Limit 4 Buy 4158.50 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:14.969736 2022-05-27 18:28:14.969734 [Sim]MESM2.CME Simulated order accepted 54889 54889 Limit 4 Buy 4158.50 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:14.969757 2022-05-27 18:28:14.969753 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54892 Stop Sell 4152.50 Pending Child-Client Sim3 Close 54891 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:14.969765 2022-05-27 18:28:14.969761 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 54891 Limit 4 Buy 4158.50 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:14.969771 2022-05-27 18:28:14.969770 [Sim]MESM2.CME Simulated order accepted 54891 54891 Limit 4 Buy 4158.50 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:14.969791 2022-05-27 18:28:14.969787 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 54894 Stop Sell 4152.50 Pending Child-Client Sim4 Close 54893 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:14.969804 2022-05-27 18:28:14.969797 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 54893 Limit 4 Buy 4158.50 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:14.969813 2022-05-27 18:28:14.969811 [Sim]MESM2.CME Simulated order accepted 54893 54893 Limit 4 Buy 4158.50 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:21.624667 2022-05-27 18:28:21.624664 [Sim]MESM2.CME Canceling child orders of internal order ID 54887. Internal cancel 54890 Stop Sell 4152.50 Pending Cancel Sim2 Close 54889 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:21.624681 2022-05-27 18:28:21.624678 [Sim]MESM2.CME Canceling child orders of internal order ID 54887. Internal cancel 54890 Stop Sell 4152.50 Canceled Sim2 Close 54889 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:21.624691 2022-05-27 18:28:21.624689 [Sim]MESM2.CME Canceling child orders of internal order ID 54887. Internal cancel 54892 Stop Sell 4152.50 Pending Cancel Sim3 Close 54891 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:21.624702 2022-05-27 18:28:21.624700 [Sim]MESM2.CME Canceling child orders of internal order ID 54887. Internal cancel 54892 Stop Sell 4152.50 Canceled Sim3 Close 54891 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:21.624712 2022-05-27 18:28:21.624709 [Sim]MESM2.CME Canceling child orders of internal order ID 54887. Internal cancel 54894 Stop Sell 4152.50 Pending Cancel Sim4 Close 54893 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:21.624720 2022-05-27 18:28:21.624717 [Sim]MESM2.CME Canceling child orders of internal order ID 54887. Internal cancel 54894 Stop Sell 4152.50 Canceled Sim4 Close 54893 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:21.624732 2022-05-27 18:28:21.624730 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User cancel orders for Symbol and Account 54889 54889 Limit 4 Buy 4158.50 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:21.624741 2022-05-27 18:28:21.624737 [Sim]MESM2.CME Simulated order canceled 54889 54889 Limit 4 Buy 4158.50 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:21.624749 2022-05-27 18:28:21.624747 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User cancel orders for Symbol and Account 54891 54891 Limit 4 Buy 4158.50 Pending Cancel Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:21.624755 2022-05-27 18:28:21.624753 [Sim]MESM2.CME Simulated order canceled 54891 54891 Limit 4 Buy 4158.50 Canceled Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:21.624762 2022-05-27 18:28:21.624760 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User cancel orders for Symbol and Account 54893 54893 Limit 4 Buy 4158.50 Pending Cancel Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:21.624767 2022-05-27 18:28:21.624765 [Sim]MESM2.CME Simulated order canceled 54893 54893 Limit 4 Buy 4158.50 Canceled Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:21.624779 2022-05-27 18:28:21.624778 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54890 Stop Sell 4152.50 Canceled Sim2 Close 54889 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:21.624784 2022-05-27 18:28:21.624783 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54892 Stop Sell 4152.50 Canceled Sim3 Close 54891 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:21.624792 2022-05-27 18:28:21.624790 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54894 Stop Sell 4152.50 Canceled Sim4 Close 54893 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:21.624799 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-05-27 18:28:21.624805 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim3 0.00 Day Orders 2022-05-27 18:28:21.624809 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim4 0.00 Day Orders 2022-05-27 18:28:28.021647 2022-05-27 18:28:28.021640 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 54898 Stop Sell 4162.25 Pending Child-Client Sim2 Close 54897 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:28.021662 2022-05-27 18:28:28.021657 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 54897 Market 4 Buy Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:28.021674 2022-05-27 18:28:28.021671 [Sim]MESM2.CME Simulated order accepted 54897 54897 Market 4 Buy Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:28.021701 2022-05-27 18:28:28.021698 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54897 54897 Market 4 Buy Filled 4168.25 4 Sim2 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 18:28:28.021711 2022-05-27 18:28:28.021695 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54897 54897 Market 4 Buy Filled 4168.25 4 Sim2 Open 4 54897.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:28.021750 2022-05-27 18:28:28.021748 [Sim]MESM2.CME Auto-sent child from parent fill 54898 Stop 4 Sell 4162.25 Order Sent Sim2 Close 54897 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:28.021766 2022-05-27 18:28:28.021764 [Sim]MESM2.CME Simulated order accepted 54898 54898 Stop 4 Sell 4162.25 Open Sim2 Close 54897 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:28.021802 2022-05-27 18:28:28.021797 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 54900 Stop Sell 4162.25 Pending Child-Client Sim3 Close 54899 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:28.021814 2022-05-27 18:28:28.021810 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 54899 Market 4 Buy Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:28.021824 2022-05-27 18:28:28.021822 [Sim]MESM2.CME Simulated order accepted 54899 54899 Market 4 Buy Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:28.021845 2022-05-27 18:28:28.021841 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54899 54899 Market 4 Buy Filled 4168.25 4 Sim3 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 18:28:28.021853 2022-05-27 18:28:28.021839 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54899 54899 Market 4 Buy Filled 4168.25 4 Sim3 Open 4 54899.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:28.021892 2022-05-27 18:28:28.021889 [Sim]MESM2.CME Auto-sent child from parent fill 54900 Stop 4 Sell 4162.25 Order Sent Sim3 Close 54899 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:28.021917 2022-05-27 18:28:28.021914 [Sim]MESM2.CME Simulated order accepted 54900 54900 Stop 4 Sell 4162.25 Open Sim3 Close 54899 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:28.021951 2022-05-27 18:28:28.021946 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 54902 Stop Sell 4162.25 Pending Child-Client Sim4 Close 54901 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:28.021967 2022-05-27 18:28:28.021963 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 54901 Market 4 Buy Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:28.021978 2022-05-27 18:28:28.021976 [Sim]MESM2.CME Simulated order accepted 54901 54901 Market 4 Buy Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:28.022003 2022-05-27 18:28:28.022000 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54901 54901 Market 4 Buy Filled 4168.25 4 Sim4 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 18:28:28.022012 2022-05-27 18:28:28.021996 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54901 54901 Market 4 Buy Filled 4168.25 4 Sim4 Open 4 54901.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:28.022060 2022-05-27 18:28:28.022056 [Sim]MESM2.CME Auto-sent child from parent fill 54902 Stop 4 Sell 4162.25 Order Sent Sim4 Close 54901 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:28.022078 2022-05-27 18:28:28.022076 [Sim]MESM2.CME Simulated order accepted 54902 54902 Stop 4 Sell 4162.25 Open Sim4 Close 54901 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:30.454845 2022-05-27 18:28:30.454841 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User cancel orders for Symbol and Account 54898 54898 Stop 4 Sell 4162.25 Pending Cancel Sim2 Close 54897 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:30.454857 2022-05-27 18:28:30.454854 [Sim]MESM2.CME Simulated order canceled 54898 54898 Stop 4 Sell 4162.25 Canceled Sim2 Close 54897 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:30.454869 2022-05-27 18:28:30.454867 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User cancel orders for Symbol and Account 54900 54900 Stop 4 Sell 4162.25 Pending Cancel Sim3 Close 54899 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:30.454881 2022-05-27 18:28:30.454877 [Sim]MESM2.CME Simulated order canceled 54900 54900 Stop 4 Sell 4162.25 Canceled Sim3 Close 54899 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:30.454895 2022-05-27 18:28:30.454892 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User cancel orders for Symbol and Account 54902 54902 Stop 4 Sell 4162.25 Pending Cancel Sim4 Close 54901 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:30.454911 2022-05-27 18:28:30.454908 [Sim]MESM2.CME Simulated order canceled 54902 54902 Stop 4 Sell 4162.25 Canceled Sim4 Close 54901 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:28:30.454924 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-05-27 18:28:30.454938 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim3 0.00 Day Orders 2022-05-27 18:28:30.454950 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim4 0.00 Day Orders 2022-05-27 18:29:10.847173 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim3 0.00 Day Orders 2022-05-27 18:29:10.847218 2022-05-27 18:29:10.847206 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #6 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: 4 | AO=0 54903 Market 4 Sell Order Sent Sim3 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:10.847250 2022-05-27 18:29:10.847246 [Sim]MESM2.CME Simulated order accepted 54903 54903 Market 4 Sell Open Sim3 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:10.847291 2022-05-27 18:29:10.847287 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 54903 54903 Market 4 Sell Filled 4167.50 4 Sim3 Close 4 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 18:29:10.847303 2022-05-27 18:29:10.847282 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 54903 54903 Market 4 Sell Filled 4167.50 4 Sim3 Close 54903.1 4168.00 4168.00 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:11.907275 00:00:00.000000 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #6 | User order entry | Unable to Flatten/Reverse. Position does not exist Unspecified Sim3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:12.213888 00:00:00.000000 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #6 | User order entry | Unable to Flatten/Reverse. Position does not exist Unspecified Sim3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:12.654909 00:00:00.000000 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #6 | User order entry | Unable to Flatten/Reverse. Position does not exist Unspecified Sim3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:15.733160 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-05-27 18:29:15.733176 2022-05-27 18:29:15.733169 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: 4 | AO=0 54905 Market 4 Sell Order Sent Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:15.733187 2022-05-27 18:29:15.733184 [Sim]MESM2.CME Simulated order accepted 54905 54905 Market 4 Sell Open Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:15.733209 2022-05-27 18:29:15.733206 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54905 54905 Market 4 Sell Filled 4167.75 4 Sim2 Close 4 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 18:29:15.733215 2022-05-27 18:29:15.733204 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54905 54905 Market 4 Sell Filled 4167.75 4 Sim2 Close 54905.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:15.733260 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim3 0.00 Day Orders 2022-05-27 18:29:15.733272 2022-05-27 18:29:15.733266 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: 4 | AO=0 54906 Market 4 Sell Order Sent Sim3 Close Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:15.733281 2022-05-27 18:29:15.733279 [Sim]MESM2.CME Simulated order accepted 54906 54906 Market 4 Sell Open Sim3 Close Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:15.733300 2022-05-27 18:29:15.733298 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54906 54906 Market 4 Sell Filled 4167.75 4 Sim3 Close Scale_ES.twconfig 0.00 Day Fills 2022-05-27 18:29:15.733306 2022-05-27 18:29:15.733294 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54906 54906 Market 4 Sell Filled 4167.75 4 Sim3 Open -4 54906.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:15.733346 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim4 0.00 Day Orders 2022-05-27 18:29:15.733360 2022-05-27 18:29:15.733354 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: 4 | AO=0 54907 Market 4 Sell Order Sent Sim4 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:15.733370 2022-05-27 18:29:15.733368 [Sim]MESM2.CME Simulated order accepted 54907 54907 Market 4 Sell Open Sim4 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:15.733387 2022-05-27 18:29:15.733384 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54907 54907 Market 4 Sell Filled 4167.75 4 Sim4 Close 4 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 18:29:15.733391 2022-05-27 18:29:15.733383 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54907 54907 Market 4 Sell Filled 4167.75 4 Sim4 Close 54907.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:55.830124 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim3 0.00 Day Orders 2022-05-27 18:29:55.830165 2022-05-27 18:29:55.830157 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order entry. Reverse&Cancel | Last: 4168. Current Position quantity: -4 | AO=1. Flatten order 54908 Market 4 Buy Order Sent Sim3 Close -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:55.830334 2022-05-27 18:29:55.830328 [Sim]MESM2.CME Simulated order accepted 54908 54908 Market 4 Buy Open Sim3 Close -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:55.830374 2022-05-27 18:29:55.830371 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 54908 54908 Market 4 Buy Filled 4168.25 4 Sim3 Close -4 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 18:29:55.830382 2022-05-27 18:29:55.830368 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 54908 54908 Market 4 Buy Filled 4168.25 4 Sim3 Close 54908.1 4168.00 4168.00 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:55.830427 2022-05-27 18:29:55.830424 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order entry. Reverse&Cancel | Last: 4168. Current Position quantity: -4 | AO=1. Attached Order 54910 Stop Sell 4162.25 Pending Child-Client Sim3 Close 54909 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:55.830443 2022-05-27 18:29:55.830437 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order entry. Reverse&Cancel | Last: 4168. Current Position quantity: -4 | AO=1 54909 Market 4 Buy Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:55.830456 2022-05-27 18:29:55.830454 [Sim]MESM2.CME Simulated order accepted 54909 54909 Market 4 Buy Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:55.830475 2022-05-27 18:29:55.830473 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 54909 54909 Market 4 Buy Filled 4168.25 4 Sim3 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 18:29:55.830485 2022-05-27 18:29:55.830470 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 54909 54909 Market 4 Buy Filled 4168.25 4 Sim3 Open 4 54909.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:55.830520 2022-05-27 18:29:55.830516 [Sim]MESM2.CME Auto-sent child from parent fill 54910 Stop 4 Sell 4162.25 Order Sent Sim3 Close 54909 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:55.830538 2022-05-27 18:29:55.830537 [Sim]MESM2.CME Simulated order accepted 54910 54910 Stop 4 Sell 4162.25 Open Sim3 Close 54909 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:56.876068 2022-05-27 18:29:55.830537 [Sim]MESM2.CME Initiating: ESM2.CME/MESM2.CME [C] #4 | User cancel orders for Symbol and Account 54910 54910 Stop 4 Sell 4162.25 Open Sim3 Close 54909 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:56.876093 2022-05-27 18:29:56.876089 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User cancel orders for Symbol and Account 54910 54910 Stop 4 Sell 4162.25 Pending Cancel Sim3 Close 54909 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:56.876111 2022-05-27 18:29:56.876107 [Sim]MESM2.CME Simulated order canceled 54910 54910 Stop 4 Sell 4162.25 Canceled Sim3 Close 54909 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:59.180891 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim3 0.00 Day Orders 2022-05-27 18:29:59.180918 2022-05-27 18:29:59.180910 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: 4 | AO=0 54911 Market 4 Sell Order Sent Sim3 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:59.180939 2022-05-27 18:29:59.180937 [Sim]MESM2.CME Simulated order accepted 54911 54911 Market 4 Sell Open Sim3 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:29:59.180965 2022-05-27 18:29:59.180962 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 54911 54911 Market 4 Sell Filled 4167.50 4 Sim3 Close 4 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 18:29:59.180969 2022-05-27 18:29:59.180960 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 54911 54911 Market 4 Sell Filled 4167.50 4 Sim3 Close 54911.1 4168.00 4168.00 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:30:35.723665 2022-05-27 18:30:35.723665 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4082.25 | AO=1. Attached Order 54915 Stop Sell 4075.75 Pending Child-Client Sim2 Close 54914 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:30:35.723674 2022-05-27 18:30:35.723674 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4082.25 | AO=1 54914 Limit 4 Buy 4081.75 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:30:35.723681 2022-05-27 18:30:35.723681 [Sim]MESM2.CME Simulated order accepted 54914 54914 Limit 4 Buy 4081.75 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:30:35.723696 2022-05-27 18:30:35.723696 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4082.25 | AO=1. Attached Order 54917 Stop Sell 4075.75 Pending Child-Client Sim3 Close 54916 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:30:35.723702 2022-05-27 18:30:35.723702 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4082.25 | AO=1 54916 Limit 4 Buy 4081.75 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:30:35.723710 2022-05-27 18:30:35.723710 [Sim]MESM2.CME Simulated order accepted 54916 54916 Limit 4 Buy 4081.75 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:30:35.723723 2022-05-27 18:30:35.723723 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4082.25 | AO=1. Attached Order 54919 Stop Sell 4075.75 Pending Child-Client Sim4 Close 54918 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:30:35.723729 2022-05-27 18:30:35.723729 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4082.25 | AO=1 54918 Limit 4 Buy 4081.75 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:30:35.723739 2022-05-27 18:30:35.723739 [Sim]MESM2.CME Simulated order accepted 54918 54918 Limit 4 Buy 4081.75 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:30:37.753602 2022-05-27 18:30:37.753602 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4082.75 | AO=1. Attached Order 54923 Stop Sell 4076.25 Pending Child-Client Sim2 Close 54922 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:30:37.753612 2022-05-27 18:30:37.753612 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4082.75 | AO=1 54922 Limit 4 Buy 4082.25 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:30:37.753622 2022-05-27 18:30:37.753622 [Sim]MESM2.CME Simulated order accepted 54922 54922 Limit 4 Buy 4082.25 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:30:37.753643 2022-05-27 18:30:37.753643 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4082.75 | AO=1. Attached Order 54925 Stop Sell 4076.25 Pending Child-Client Sim3 Close 54924 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:30:37.753650 2022-05-27 18:30:37.753650 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4082.75 | AO=1 54924 Limit 4 Buy 4082.25 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:30:37.753657 2022-05-27 18:30:37.753657 [Sim]MESM2.CME Simulated order accepted 54924 54924 Limit 4 Buy 4082.25 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:30:37.753672 2022-05-27 18:30:37.753672 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4082.75 | AO=1. Attached Order 54927 Stop Sell 4076.25 Pending Child-Client Sim4 Close 54926 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:30:37.753680 2022-05-27 18:30:37.753680 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4082.75 | AO=1 54926 Limit 4 Buy 4082.25 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:30:37.753687 2022-05-27 18:30:37.753687 [Sim]MESM2.CME Simulated order accepted 54926 54926 Limit 4 Buy 4082.25 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:30:48.767521 2022-05-27 18:30:48.767521 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4081.25. New price: 4075.25. Requested Price: 4075.25. Requested Quantity: 0 54915 Stop Sell 4075.75 Pending Modify Sim2 Close 54914 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:30:48.767543 2022-05-27 18:30:48.767543 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4081.25. New price: 4075.25. Requested Price: 4075.25. Requested Quantity: 0 54915 Stop Sell 4075.25 Pending Child-Client Sim2 Close 54914 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:30:48.767550 2022-05-27 18:30:48.767550 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #3 | User order modification. Requested Price: 4081.25. Requested Quantity: 4 54914 54914 Limit 4 Buy 4081.75 Pending Modify Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:30:48.767561 2022-05-27 18:30:48.767561 [Sim]MESM2.CME Simulated order modify complete 54914 54914 Limit 4 Buy 4081.25 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:30:50.315980 2022-05-27 18:30:50.315980 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4081.50. New price: 4075.50. Requested Price: 4075.50. Requested Quantity: 0 54923 Stop Sell 4076.25 Pending Modify Sim2 Close 54922 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:30:50.315998 2022-05-27 18:30:50.315998 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4081.50. New price: 4075.50. Requested Price: 4075.50. Requested Quantity: 0 54923 Stop Sell 4075.50 Pending Child-Client Sim2 Close 54922 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:30:50.316004 2022-05-27 18:30:50.316004 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #3 | User order modification. Requested Price: 4081.50. Requested Quantity: 4 54922 54922 Limit 4 Buy 4082.25 Pending Modify Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:30:50.316015 2022-05-27 18:30:50.316015 [Sim]MESM2.CME Simulated order modify complete 54922 54922 Limit 4 Buy 4081.50 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:30:51.496027 2022-05-27 18:30:50.316015 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #3 | User order modification ignored. New price is the same during a price modify 54922 54922 Limit 4 Buy 4081.50 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:20.887718 2022-05-27 18:31:20.887718 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4085.75 | Scaling out | AO=0 54937 Limit 1 Sell 4089.00 Order Sent Sim2 Close Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:20.887733 2022-05-27 18:31:20.887733 [Sim]MESM2.CME Simulated order accepted 54937 54937 Limit 1 Sell 4089.00 Open Sim2 Close Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:20.887763 2022-05-27 18:31:20.887763 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54937 54937 Limit 1 Sell 4089.00 Filled 4167.75 1 Sim2 Close Scale_ES.twconfig 0.00 Day Fills 2022-05-27 18:31:20.887764 2022-05-27 16:37:53.000000 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54937 54937 Limit 1 Sell 4089.00 Filled 4167.75 1 Sim2 Open -1 54937.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:20.887803 2022-05-27 18:31:20.887803 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4085.75 | Scaling out | AO=0 54938 Limit 1 Sell 4089.00 Order Sent Sim3 Close Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:20.887820 2022-05-27 18:31:20.887820 [Sim]MESM2.CME Simulated order accepted 54938 54938 Limit 1 Sell 4089.00 Open Sim3 Close Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:20.887851 2022-05-27 18:31:20.887851 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54938 54938 Limit 1 Sell 4089.00 Filled 4167.75 1 Sim3 Close Scale_ES.twconfig 0.00 Day Fills 2022-05-27 18:31:20.887852 2022-05-27 16:37:53.000000 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54938 54938 Limit 1 Sell 4089.00 Filled 4167.75 1 Sim3 Open -1 54938.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:20.887889 2022-05-27 18:31:20.887889 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4085.75 | Scaling out | AO=0 54939 Limit 1 Sell 4089.00 Order Sent Sim4 Close Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:20.887901 2022-05-27 18:31:20.887901 [Sim]MESM2.CME Simulated order accepted 54939 54939 Limit 1 Sell 4089.00 Open Sim4 Close Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:20.887928 2022-05-27 18:31:20.887928 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54939 54939 Limit 1 Sell 4089.00 Filled 4167.75 1 Sim4 Close Scale_ES.twconfig 0.00 Day Fills 2022-05-27 18:31:20.887929 2022-05-27 16:37:53.000000 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54939 54939 Limit 1 Sell 4089.00 Filled 4167.75 1 Sim4 Open -1 54939.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:23.532225 2022-05-27 18:31:23.532225 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4085.5 | Scaling out | AO=0 54941 Limit 1 Sell 4090.00 Order Sent Sim2 Close -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:23.532241 2022-05-27 18:31:23.532241 [Sim]MESM2.CME Simulated order accepted 54941 54941 Limit 1 Sell 4090.00 Open Sim2 Close -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:23.532269 2022-05-27 18:31:23.532269 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54941 54941 Limit 1 Sell 4090.00 Filled 4167.75 1 Sim2 Close -1 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 18:31:23.532270 2022-05-27 16:37:53.000000 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54941 54941 Limit 1 Sell 4090.00 Filled 4167.75 1 Sim2 Open -2 54941.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:23.532324 2022-05-27 18:31:23.532324 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4085.5 | Scaling out | AO=0 54942 Limit 1 Sell 4090.00 Order Sent Sim3 Close -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:23.532339 2022-05-27 18:31:23.532339 [Sim]MESM2.CME Simulated order accepted 54942 54942 Limit 1 Sell 4090.00 Open Sim3 Close -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:23.532370 2022-05-27 18:31:23.532370 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54942 54942 Limit 1 Sell 4090.00 Filled 4167.75 1 Sim3 Close -1 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 18:31:23.532371 2022-05-27 16:37:53.000000 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54942 54942 Limit 1 Sell 4090.00 Filled 4167.75 1 Sim3 Open -2 54942.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:23.532409 2022-05-27 18:31:23.532409 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4085.5 | Scaling out | AO=0 54943 Limit 1 Sell 4090.00 Order Sent Sim4 Close -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:23.532424 2022-05-27 18:31:23.532424 [Sim]MESM2.CME Simulated order accepted 54943 54943 Limit 1 Sell 4090.00 Open Sim4 Close -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:23.532450 2022-05-27 18:31:23.532450 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54943 54943 Limit 1 Sell 4090.00 Filled 4167.75 1 Sim4 Close -1 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 18:31:23.532451 2022-05-27 16:37:53.000000 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 54943 54943 Limit 1 Sell 4090.00 Filled 4167.75 1 Sim4 Open -2 54943.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:47.063826 2022-05-27 18:30:48.767561 [Sim]MESM2.CME Initiating: Replay 1.00X: ESM2.CME/MESM2.CME [C] #3 | User cancel orders for Symbol and Account 54914 54914 Limit 4 Buy 4081.25 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:47.063849 2022-05-27 18:31:47.063849 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #3 | User cancel orders for Symbol and Account 54914 54914 Limit 4 Buy 4081.25 Pending Cancel Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:47.063866 2022-05-27 18:31:47.063866 [Sim]MESM2.CME Simulated order canceled 54914 54914 Limit 4 Buy 4081.25 Canceled Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:47.063876 2022-05-27 18:31:47.063876 [Sim]MESM2.CME Canceling child orders of internal order ID 54914. Internal cancel 54915 Stop Sell 4075.25 Pending Cancel Sim2 Close 54914 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:47.063882 2022-05-27 18:31:47.063882 [Sim]MESM2.CME Canceling child orders of internal order ID 54914. Internal cancel 54915 Stop Sell 4075.25 Canceled Sim2 Close 54914 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:47.063893 2022-05-27 18:31:47.063893 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54915 Stop Sell 4075.25 Canceled Sim2 Close 54914 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:47.063900 2022-05-27 18:31:47.063900 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #3 | User cancel orders for Symbol and Account 54922 54922 Limit 4 Buy 4081.50 Pending Cancel Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:47.063907 2022-05-27 18:31:47.063907 [Sim]MESM2.CME Simulated order canceled 54922 54922 Limit 4 Buy 4081.50 Canceled Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:47.063914 2022-05-27 18:31:47.063914 [Sim]MESM2.CME Canceling child orders of internal order ID 54922. Internal cancel 54923 Stop Sell 4075.50 Pending Cancel Sim2 Close 54922 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:47.063922 2022-05-27 18:31:47.063922 [Sim]MESM2.CME Canceling child orders of internal order ID 54922. Internal cancel 54923 Stop Sell 4075.50 Canceled Sim2 Close 54922 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:47.063932 2022-05-27 18:31:47.063932 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54923 Stop Sell 4075.50 Canceled Sim2 Close 54922 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:48.969097 2022-05-27 18:30:35.723710 [Sim]MESM2.CME Initiating: Replay 1.00X: ESM2.CME/MESM2.CME [C] #4 | User cancel orders for Symbol and Account 54916 54916 Limit 4 Buy 4081.75 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:48.969124 2022-05-27 18:31:48.969124 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #4 | User cancel orders for Symbol and Account 54916 54916 Limit 4 Buy 4081.75 Pending Cancel Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:48.969145 2022-05-27 18:31:48.969145 [Sim]MESM2.CME Simulated order canceled 54916 54916 Limit 4 Buy 4081.75 Canceled Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:48.969160 2022-05-27 18:31:48.969160 [Sim]MESM2.CME Canceling child orders of internal order ID 54916. Internal cancel 54917 Stop Sell 4075.75 Pending Cancel Sim3 Close 54916 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:48.969170 2022-05-27 18:31:48.969170 [Sim]MESM2.CME Canceling child orders of internal order ID 54916. Internal cancel 54917 Stop Sell 4075.75 Canceled Sim3 Close 54916 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:48.969182 2022-05-27 18:31:48.969182 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54917 Stop Sell 4075.75 Canceled Sim3 Close 54916 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:48.969202 2022-05-27 18:31:48.969202 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #4 | User cancel orders for Symbol and Account 54924 54924 Limit 4 Buy 4082.25 Pending Cancel Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:48.969212 2022-05-27 18:31:48.969212 [Sim]MESM2.CME Simulated order canceled 54924 54924 Limit 4 Buy 4082.25 Canceled Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:48.969221 2022-05-27 18:31:48.969221 [Sim]MESM2.CME Canceling child orders of internal order ID 54924. Internal cancel 54925 Stop Sell 4076.25 Pending Cancel Sim3 Close 54924 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:48.969231 2022-05-27 18:31:48.969231 [Sim]MESM2.CME Canceling child orders of internal order ID 54924. Internal cancel 54925 Stop Sell 4076.25 Canceled Sim3 Close 54924 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:48.969243 2022-05-27 18:31:48.969243 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54925 Stop Sell 4076.25 Canceled Sim3 Close 54924 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:49.717189 2022-05-27 18:30:35.723739 [Sim]MESM2.CME Initiating: Replay 1.00X: ESM2.CME/MESM2.CME [C] #1 | User cancel orders for Symbol and Account 54918 54918 Limit 4 Buy 4081.75 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:49.717238 2022-05-27 18:31:49.717238 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #1 | User cancel orders for Symbol and Account 54918 54918 Limit 4 Buy 4081.75 Pending Cancel Sim4 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:49.717273 2022-05-27 18:31:49.717273 [Sim]MESM2.CME Simulated order canceled 54918 54918 Limit 4 Buy 4081.75 Canceled Sim4 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:49.717294 2022-05-27 18:31:49.717294 [Sim]MESM2.CME Canceling child orders of internal order ID 54918. Internal cancel 54919 Stop Sell 4075.75 Pending Cancel Sim4 Close 54918 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:49.717307 2022-05-27 18:31:49.717307 [Sim]MESM2.CME Canceling child orders of internal order ID 54918. Internal cancel 54919 Stop Sell 4075.75 Canceled Sim4 Close 54918 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:49.717329 2022-05-27 18:31:49.717329 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54919 Stop Sell 4075.75 Canceled Sim4 Close 54918 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:49.717345 2022-05-27 18:31:49.717345 [Sim]MESM2.CME Replay 1.00X: ESM2.CME/MESM2.CME [C] #1 | User cancel orders for Symbol and Account 54926 54926 Limit 4 Buy 4082.25 Pending Cancel Sim4 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:49.717353 2022-05-27 18:31:49.717353 [Sim]MESM2.CME Simulated order canceled 54926 54926 Limit 4 Buy 4082.25 Canceled Sim4 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:49.717368 2022-05-27 18:31:49.717368 [Sim]MESM2.CME Canceling child orders of internal order ID 54926. Internal cancel 54927 Stop Sell 4076.25 Pending Cancel Sim4 Close 54926 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:49.717383 2022-05-27 18:31:49.717383 [Sim]MESM2.CME Canceling child orders of internal order ID 54926. Internal cancel 54927 Stop Sell 4076.25 Canceled Sim4 Close 54926 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:31:49.717401 2022-05-27 18:31:49.717401 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 54927 Stop Sell 4076.25 Canceled Sim4 Close 54926 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:32:15.625449 2022-05-27 18:32:15.625449 [Sim]MESM2.CME Order modification failed (InternalOrderID) | Unable to modify order because it is no longer working 54917 Stop Sell 4075.75 Canceled Sim3 Close 54916 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:32:15.625463 2022-05-27 18:32:15.625463 [Sim]MESM2.CME Order modification failed (InternalOrderID) | Unable to modify order because it is no longer working 54919 Stop Sell 4075.75 Canceled Sim4 Close 54918 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:32:32.988252 2022-05-27 18:32:32.988252 [Sim]MESM2.CME Order modification failed (InternalOrderID) | Unable to modify order because it is no longer working 54925 Stop Sell 4076.25 Canceled Sim3 Close 54924 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:32:32.988268 2022-05-27 18:32:32.988268 [Sim]MESM2.CME Order modification failed (InternalOrderID) | Unable to modify order because it is no longer working 54927 Stop Sell 4076.25 Canceled Sim4 Close 54926 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:32:35.259449 2022-05-27 18:32:35.259449 [Sim]MESM2.CME Order modification failed (InternalOrderID) | Unable to modify order because it is no longer working 54917 Stop Sell 4075.75 Canceled Sim3 Close 54916 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:34:05.922914 2022-05-27 18:34:05.922914 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4107.75 | Scaling out | AO=0 55031 Limit 1 Sell 4117.50 Order Sent Sim2 Close -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:34:05.922931 2022-05-27 18:34:05.922931 [Sim]MESM2.CME Simulated order accepted 55031 55031 Limit 1 Sell 4117.50 Open Sim2 Close -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:34:05.922954 2022-05-27 18:34:05.922954 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55031 55031 Limit 1 Sell 4117.50 Filled 4167.75 1 Sim2 Close -2 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 18:34:05.922955 2022-05-27 16:37:53.000000 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55031 55031 Limit 1 Sell 4117.50 Filled 4167.75 1 Sim2 Open -3 55031.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:34:05.923010 2022-05-27 18:34:05.923010 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4107.75 | Scaling out | AO=0 55032 Limit 1 Sell 4117.50 Order Sent Sim3 Close -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:34:05.923021 2022-05-27 18:34:05.923021 [Sim]MESM2.CME Simulated order accepted 55032 55032 Limit 1 Sell 4117.50 Open Sim3 Close -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:34:05.923035 2022-05-27 18:34:05.923035 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55032 55032 Limit 1 Sell 4117.50 Filled 4167.75 1 Sim3 Close -2 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 18:34:05.923036 2022-05-27 16:37:53.000000 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55032 55032 Limit 1 Sell 4117.50 Filled 4167.75 1 Sim3 Open -3 55032.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:34:05.923074 2022-05-27 18:34:05.923074 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4107.75 | Scaling out | AO=0 55033 Limit 1 Sell 4117.50 Order Sent Sim4 Close -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:34:05.923085 2022-05-27 18:34:05.923085 [Sim]MESM2.CME Simulated order accepted 55033 55033 Limit 1 Sell 4117.50 Open Sim4 Close -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:34:05.923102 2022-05-27 18:34:05.923102 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55033 55033 Limit 1 Sell 4117.50 Filled 4167.75 1 Sim4 Close -2 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 18:34:05.923103 2022-05-27 16:37:53.000000 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55033 55033 Limit 1 Sell 4117.50 Filled 4167.75 1 Sim4 Open -3 55033.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:37:25.562527 2022-05-27 18:37:25.562527 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4120 | Scaling in | AO=0 55035 Limit 1 Buy 4117.50 Order Sent Sim2 Open -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:37:25.562548 2022-05-27 18:37:25.562548 [Sim]MESM2.CME Simulated order accepted 55035 55035 Limit 1 Buy 4117.50 Open Sim2 Open -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:37:25.562573 2022-05-27 18:37:25.562573 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4120 | Scaling in | AO=0 55036 Limit 1 Buy 4117.50 Order Sent Sim3 Open -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:37:25.562588 2022-05-27 18:37:25.562588 [Sim]MESM2.CME Simulated order accepted 55036 55036 Limit 1 Buy 4117.50 Open Sim3 Open -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:37:25.562609 2022-05-27 18:37:25.562609 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4120 | Scaling in | AO=0 55037 Limit 1 Buy 4117.50 Order Sent Sim4 Open -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 18:37:25.562630 2022-05-27 18:37:25.562630 [Sim]MESM2.CME Simulated order accepted 55037 55037 Limit 1 Buy 4117.50 Open Sim4 Open -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:37:22.044473 2022-05-27 18:37:25.562548 [Sim]MESM2.CME Initiating: ESM2.CME/MESM2.CME [C] #3 | User cancel orders for Symbol and Account 55035 55035 Limit 1 Buy 4117.50 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:37:22.044501 2022-05-27 20:37:22.044501 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | User cancel orders for Symbol and Account 55035 55035 Limit 1 Buy 4117.50 Pending Cancel Sim2 Open -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:37:22.044537 2022-05-27 20:37:22.044537 [Sim]MESM2.CME Simulated order canceled 55035 55035 Limit 1 Buy 4117.50 Canceled Sim2 Open -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:37:26.086258 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-05-27 20:37:26.086310 2022-05-27 20:37:26.086297 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: -3 | AO=0 55038 Market 3 Buy Order Sent Sim2 Close -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:37:26.086343 2022-05-27 20:37:26.086341 [Sim]MESM2.CME Simulated order accepted 55038 55038 Market 3 Buy Open Sim2 Close -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:37:26.086388 2022-05-27 20:37:26.086385 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 55038 55038 Market 3 Buy Filled 4168.25 3 Sim2 Close -3 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:37:26.086400 2022-05-27 20:37:26.086381 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 55038 55038 Market 3 Buy Filled 4168.25 3 Sim2 Close 55038.1 4168.00 4168.00 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:37:26.865582 2022-05-27 18:37:25.562588 [Sim]MESM2.CME Initiating: ESM2.CME/MESM2.CME [C] #4 | Canceling non-market orders during Flatten 55036 55036 Limit 1 Buy 4117.50 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:37:26.865604 2022-05-27 20:37:26.865604 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Canceling non-market orders during Flatten 55036 55036 Limit 1 Buy 4117.50 Pending Cancel Sim3 Open -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:37:26.865625 2022-05-27 20:37:26.865625 [Sim]MESM2.CME Simulated order canceled 55036 55036 Limit 1 Buy 4117.50 Canceled Sim3 Open -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:37:26.865647 2022-05-27 20:37:26.865641 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: -3 | AO=0 55039 Market 3 Buy Order Sent Sim3 Close -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:37:26.865657 2022-05-27 20:37:26.865656 [Sim]MESM2.CME Simulated order accepted 55039 55039 Market 3 Buy Open Sim3 Close -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:37:26.865683 2022-05-27 20:37:26.865681 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 55039 55039 Market 3 Buy Filled 4168.25 3 Sim3 Close -3 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:37:26.865688 2022-05-27 20:37:26.865676 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 55039 55039 Market 3 Buy Filled 4168.25 3 Sim3 Close 55039.1 4168.00 4168.00 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:37:27.737992 2022-05-27 18:37:25.562630 [Sim]MESM2.CME Initiating: ESM2.CME/MESM2.CME [C] #1 | Canceling non-market orders during Flatten 55037 55037 Limit 1 Buy 4117.50 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:37:27.738012 2022-05-27 20:37:27.738012 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #1 | Canceling non-market orders during Flatten 55037 55037 Limit 1 Buy 4117.50 Pending Cancel Sim4 Open -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:37:27.738027 2022-05-27 20:37:27.738027 [Sim]MESM2.CME Simulated order canceled 55037 55037 Limit 1 Buy 4117.50 Canceled Sim4 Open -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:37:27.738047 2022-05-27 20:37:27.738041 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #1 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: -3 | AO=0 55040 Market 3 Buy Order Sent Sim4 Close -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:37:27.738057 2022-05-27 20:37:27.738055 [Sim]MESM2.CME Simulated order accepted 55040 55040 Market 3 Buy Open Sim4 Close -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:37:27.738075 2022-05-27 20:37:27.738074 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 55040 55040 Market 3 Buy Filled 4168.25 3 Sim4 Close -3 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:37:27.738078 2022-05-27 20:37:27.738072 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 55040 55040 Market 3 Buy Filled 4168.25 3 Sim4 Close 55040.1 4168.00 4168.00 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:47:44.015110 2022-05-27 20:47:44.015099 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | Scaling in | AO=0 55049 Limit 1 Buy 4162.00 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:47:44.015122 2022-05-27 20:47:44.015120 [Sim]MESM2.CME Simulated order accepted 55049 55049 Limit 1 Buy 4162.00 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:47:44.015142 2022-05-27 20:47:44.015138 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | Scaling in | AO=0 55050 Limit 1 Buy 4162.00 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:47:44.015148 2022-05-27 20:47:44.015146 [Sim]MESM2.CME Simulated order accepted 55050 55050 Limit 1 Buy 4162.00 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:47:44.015161 2022-05-27 20:47:44.015157 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | Scaling in | AO=0 55051 Limit 1 Buy 4162.00 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:47:44.015166 2022-05-27 20:47:44.015164 [Sim]MESM2.CME Simulated order accepted 55051 55051 Limit 1 Buy 4162.00 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:47:52.982271 2022-05-27 20:47:52.982268 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55049 55049 Limit 1 Buy 4162.00 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:47:52.982280 2022-05-27 20:47:52.982278 [Sim]MESM2.CME Simulated order canceled 55049 55049 Limit 1 Buy 4162.00 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:47:52.982287 2022-05-27 20:47:52.982285 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55050 55050 Limit 1 Buy 4162.00 Pending Cancel Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:47:52.982292 2022-05-27 20:47:52.982290 [Sim]MESM2.CME Simulated order canceled 55050 55050 Limit 1 Buy 4162.00 Canceled Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:47:52.982299 2022-05-27 20:47:52.982297 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55051 55051 Limit 1 Buy 4162.00 Pending Cancel Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:47:52.982306 2022-05-27 20:47:52.982303 [Sim]MESM2.CME Simulated order canceled 55051 55051 Limit 1 Buy 4162.00 Canceled Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:47:59.050049 2022-05-27 20:47:59.050045 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55055 Stop Sell 4154.00 Pending Child-Client Sim2 Close 55054 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:47:59.050057 2022-05-27 20:47:59.050053 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55054 Limit 1 Buy 4160.00 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:47:59.050063 2022-05-27 20:47:59.050061 [Sim]MESM2.CME Simulated order accepted 55054 55054 Limit 1 Buy 4160.00 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:47:59.050081 2022-05-27 20:47:59.050077 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55057 Stop Sell 4154.00 Pending Child-Client Sim3 Close 55056 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:47:59.050088 2022-05-27 20:47:59.050084 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55056 Limit 1 Buy 4160.00 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:47:59.050096 2022-05-27 20:47:59.050093 [Sim]MESM2.CME Simulated order accepted 55056 55056 Limit 1 Buy 4160.00 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:47:59.050115 2022-05-27 20:47:59.050112 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55059 Stop Sell 4154.00 Pending Child-Client Sim4 Close 55058 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:47:59.050121 2022-05-27 20:47:59.050119 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55058 Limit 1 Buy 4160.00 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:47:59.050126 2022-05-27 20:47:59.050125 [Sim]MESM2.CME Simulated order accepted 55058 55058 Limit 1 Buy 4160.00 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:48:05.090190 2022-05-27 20:48:05.090186 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 3.75. Requested Price: 4156.25. Requested Quantity: 1 55055 Stop Sell 4154.00 Pending Modify Sim2 Close 55054 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:48:05.090200 2022-05-27 20:48:05.090198 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 3.75. Requested Price: 4156.25. Requested Quantity: 1 55055 Stop Sell 4156.25 Pending Child-Client Sim2 Close 55054 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:48:05.090213 2022-05-27 20:48:05.090211 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 3.75. Requested Price: 4156.25. Requested Quantity: 1 55057 Stop Sell 4154.00 Pending Modify Sim3 Close 55056 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:48:05.090221 2022-05-27 20:48:05.090219 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 3.75. Requested Price: 4156.25. Requested Quantity: 1 55057 Stop Sell 4156.25 Pending Child-Client Sim3 Close 55056 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:48:05.090236 2022-05-27 20:48:05.090234 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 3.75. Requested Price: 4156.25. Requested Quantity: 1 55059 Stop Sell 4154.00 Pending Modify Sim4 Close 55058 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:48:05.090243 2022-05-27 20:48:05.090241 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 3.75. Requested Price: 4156.25. Requested Quantity: 1 55059 Stop Sell 4156.25 Pending Child-Client Sim4 Close 55058 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:42.915960 2022-05-27 20:50:42.915955 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 55179 Stop Sell 4162.25 Pending Child-Client Sim2 Close 55178 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:42.915970 2022-05-27 20:50:42.915966 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 55178 Market 1 Buy Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:42.915980 2022-05-27 20:50:42.915977 [Sim]MESM2.CME Simulated order accepted 55178 55178 Market 1 Buy Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:42.915998 2022-05-27 20:50:42.915996 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55178 55178 Market 1 Buy Filled 4168.25 1 Sim2 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:50:42.916004 2022-05-27 20:50:42.915994 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55178 55178 Market 1 Buy Filled 4168.25 1 Sim2 Open 1 55178.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:42.916027 2022-05-27 20:50:42.916024 [Sim]MESM2.CME Auto-sent child from parent fill 55179 Stop 1 Sell 4162.25 Order Sent Sim2 Close 55178 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:42.916039 2022-05-27 20:50:42.916037 [Sim]MESM2.CME Simulated order accepted 55179 55179 Stop 1 Sell 4162.25 Open Sim2 Close 55178 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:42.916067 2022-05-27 20:50:42.916064 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 55181 Stop Sell 4162.25 Pending Child-Client Sim3 Close 55180 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:42.916076 2022-05-27 20:50:42.916072 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 55180 Market 1 Buy Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:42.916084 2022-05-27 20:50:42.916083 [Sim]MESM2.CME Simulated order accepted 55180 55180 Market 1 Buy Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:42.916103 2022-05-27 20:50:42.916100 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55180 55180 Market 1 Buy Filled 4168.25 1 Sim3 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:50:42.916108 2022-05-27 20:50:42.916098 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55180 55180 Market 1 Buy Filled 4168.25 1 Sim3 Open 1 55180.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:42.916131 2022-05-27 20:50:42.916128 [Sim]MESM2.CME Auto-sent child from parent fill 55181 Stop 1 Sell 4162.25 Order Sent Sim3 Close 55180 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:42.916145 2022-05-27 20:50:42.916142 [Sim]MESM2.CME Simulated order accepted 55181 55181 Stop 1 Sell 4162.25 Open Sim3 Close 55180 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:42.916172 2022-05-27 20:50:42.916168 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 55183 Stop Sell 4162.25 Pending Child-Client Sim4 Close 55182 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:42.916182 2022-05-27 20:50:42.916177 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 55182 Market 1 Buy Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:42.916191 2022-05-27 20:50:42.916189 [Sim]MESM2.CME Simulated order accepted 55182 55182 Market 1 Buy Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:42.916209 2022-05-27 20:50:42.916206 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55182 55182 Market 1 Buy Filled 4168.25 1 Sim4 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:50:42.916214 2022-05-27 20:50:42.916203 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55182 55182 Market 1 Buy Filled 4168.25 1 Sim4 Open 1 55182.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:42.916234 2022-05-27 20:50:42.916232 [Sim]MESM2.CME Auto-sent child from parent fill 55183 Stop 1 Sell 4162.25 Order Sent Sim4 Close 55182 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:42.916246 2022-05-27 20:50:42.916244 [Sim]MESM2.CME Simulated order accepted 55183 55183 Stop 1 Sell 4162.25 Open Sim4 Close 55182 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.824604 2022-05-27 20:50:45.824599 [Sim]MESM2.CME Canceling child orders of internal order ID 55052. Internal cancel 55055 Stop Sell 4156.25 Pending Cancel Sim2 Close 55054 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.824614 2022-05-27 20:50:45.824611 [Sim]MESM2.CME Canceling child orders of internal order ID 55052. Internal cancel 55055 Stop Sell 4156.25 Canceled Sim2 Close 55054 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.824633 2022-05-27 20:50:45.824630 [Sim]MESM2.CME Canceling child orders of internal order ID 55052. Internal cancel 55057 Stop Sell 4156.25 Pending Cancel Sim3 Close 55056 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.824645 2022-05-27 20:50:45.824642 [Sim]MESM2.CME Canceling child orders of internal order ID 55052. Internal cancel 55057 Stop Sell 4156.25 Canceled Sim3 Close 55056 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.824660 2022-05-27 20:50:45.824656 [Sim]MESM2.CME Canceling child orders of internal order ID 55052. Internal cancel 55059 Stop Sell 4156.25 Pending Cancel Sim4 Close 55058 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.824674 2022-05-27 20:50:45.824666 [Sim]MESM2.CME Canceling child orders of internal order ID 55052. Internal cancel 55059 Stop Sell 4156.25 Canceled Sim4 Close 55058 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.824691 2022-05-27 20:50:45.824689 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55054 55054 Limit 1 Buy 4160.00 Pending Cancel Sim2 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.824700 2022-05-27 20:50:45.824697 [Sim]MESM2.CME Simulated order canceled 55054 55054 Limit 1 Buy 4160.00 Canceled Sim2 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.824711 2022-05-27 20:50:45.824709 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55056 55056 Limit 1 Buy 4160.00 Pending Cancel Sim3 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.824720 2022-05-27 20:50:45.824717 [Sim]MESM2.CME Simulated order canceled 55056 55056 Limit 1 Buy 4160.00 Canceled Sim3 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.824735 2022-05-27 20:50:45.824732 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55058 55058 Limit 1 Buy 4160.00 Pending Cancel Sim4 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.824748 2022-05-27 20:50:45.824746 [Sim]MESM2.CME Simulated order canceled 55058 55058 Limit 1 Buy 4160.00 Canceled Sim4 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.824776 2022-05-27 20:50:45.824774 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55055 Stop Sell 4156.25 Canceled Sim2 Close 55054 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.824786 2022-05-27 20:50:45.824784 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55057 Stop Sell 4156.25 Canceled Sim3 Close 55056 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.824800 2022-05-27 20:50:45.824798 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55059 Stop Sell 4156.25 Canceled Sim4 Close 55058 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.824854 2022-05-27 20:50:45.824852 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55179 55179 Stop 1 Sell 4162.25 Pending Cancel Sim2 Close 55178 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.824870 2022-05-27 20:50:45.824866 [Sim]MESM2.CME Simulated order canceled 55179 55179 Stop 1 Sell 4162.25 Canceled Sim2 Close 55178 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.824889 2022-05-27 20:50:45.824886 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55181 55181 Stop 1 Sell 4162.25 Pending Cancel Sim3 Close 55180 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.824901 2022-05-27 20:50:45.824898 [Sim]MESM2.CME Simulated order canceled 55181 55181 Stop 1 Sell 4162.25 Canceled Sim3 Close 55180 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.824918 2022-05-27 20:50:45.824915 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55183 55183 Stop 1 Sell 4162.25 Pending Cancel Sim4 Close 55182 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.824933 2022-05-27 20:50:45.824931 [Sim]MESM2.CME Simulated order canceled 55183 55183 Stop 1 Sell 4162.25 Canceled Sim4 Close 55182 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.830941 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-05-27 20:50:45.830971 2022-05-27 20:50:45.830960 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: 7 | AO=0 55225 Market 7 Sell Order Sent Sim2 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.830993 2022-05-27 20:50:45.830990 [Sim]MESM2.CME Simulated order accepted 55225 55225 Market 7 Sell Open Sim2 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.831020 2022-05-27 20:50:45.831017 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55225 55225 Market 7 Sell Filled 4167.75 7 Sim2 Close 1 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:50:45.831026 2022-05-27 20:50:45.831015 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55225 55225 Market 7 Sell Filled 4167.75 7 Sim2 Close -6 55225.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.831076 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim3 0.00 Day Orders 2022-05-27 20:50:45.831088 2022-05-27 20:50:45.831083 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: 7 | AO=0 55226 Market 7 Sell Order Sent Sim3 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.831097 2022-05-27 20:50:45.831095 [Sim]MESM2.CME Simulated order accepted 55226 55226 Market 7 Sell Open Sim3 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.831113 2022-05-27 20:50:45.831110 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55226 55226 Market 7 Sell Filled 4167.75 7 Sim3 Close 1 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:50:45.831121 2022-05-27 20:50:45.831108 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55226 55226 Market 7 Sell Filled 4167.75 7 Sim3 Close -6 55226.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.831158 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim4 0.00 Day Orders 2022-05-27 20:50:45.831169 2022-05-27 20:50:45.831164 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: 7 | AO=0 55227 Market 7 Sell Order Sent Sim4 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.831178 2022-05-27 20:50:45.831176 [Sim]MESM2.CME Simulated order accepted 55227 55227 Market 7 Sell Open Sim4 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:45.831192 2022-05-27 20:50:45.831190 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55227 55227 Market 7 Sell Filled 4167.75 7 Sim4 Close 1 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:50:45.831196 2022-05-27 20:50:45.831188 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55227 55227 Market 7 Sell Filled 4167.75 7 Sim4 Close -6 55227.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.489399 2022-05-27 20:50:48.489394 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 55231 Stop Sell 4162.25 Pending Child-Client Sim2 Close 55230 -6 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.489410 2022-05-27 20:50:48.489405 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 55230 Market 1 Buy Order Sent Sim2 Open -6 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.489418 2022-05-27 20:50:48.489416 [Sim]MESM2.CME Simulated order accepted 55230 55230 Market 1 Buy Open Sim2 Open -6 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.489432 2022-05-27 20:50:48.489430 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55230 55230 Market 1 Buy Filled 4168.25 1 Sim2 Open -6 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:50:48.489436 2022-05-27 20:50:48.489429 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55230 55230 Market 1 Buy Filled 4168.25 1 Sim2 Close -5 55230.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.489464 2022-05-27 20:50:48.489460 [Sim]MESM2.CME Auto-sent child from parent fill 55231 Stop 1 Sell 4162.25 Order Sent Sim2 Close 55230 -5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.489477 2022-05-27 20:50:48.489475 [Sim]MESM2.CME Simulated order accepted 55231 55231 Stop 1 Sell 4162.25 Open Sim2 Close 55230 -5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.489501 2022-05-27 20:50:48.489498 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 55233 Stop Sell 4162.25 Pending Child-Client Sim3 Close 55232 -6 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.489511 2022-05-27 20:50:48.489507 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 55232 Market 1 Buy Order Sent Sim3 Open -6 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.489518 2022-05-27 20:50:48.489516 [Sim]MESM2.CME Simulated order accepted 55232 55232 Market 1 Buy Open Sim3 Open -6 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.489532 2022-05-27 20:50:48.489530 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55232 55232 Market 1 Buy Filled 4168.25 1 Sim3 Open -6 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:50:48.489536 2022-05-27 20:50:48.489528 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55232 55232 Market 1 Buy Filled 4168.25 1 Sim3 Close -5 55232.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.489557 2022-05-27 20:50:48.489554 [Sim]MESM2.CME Auto-sent child from parent fill 55233 Stop 1 Sell 4162.25 Order Sent Sim3 Close 55232 -5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.489568 2022-05-27 20:50:48.489567 [Sim]MESM2.CME Simulated order accepted 55233 55233 Stop 1 Sell 4162.25 Open Sim3 Close 55232 -5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.489597 2022-05-27 20:50:48.489593 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 55235 Stop Sell 4162.25 Pending Child-Client Sim4 Close 55234 -6 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.489606 2022-05-27 20:50:48.489602 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 55234 Market 1 Buy Order Sent Sim4 Open -6 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.489613 2022-05-27 20:50:48.489611 [Sim]MESM2.CME Simulated order accepted 55234 55234 Market 1 Buy Open Sim4 Open -6 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.489628 2022-05-27 20:50:48.489626 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55234 55234 Market 1 Buy Filled 4168.25 1 Sim4 Open -6 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:50:48.489632 2022-05-27 20:50:48.489625 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55234 55234 Market 1 Buy Filled 4168.25 1 Sim4 Close -5 55234.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.489657 2022-05-27 20:50:48.489654 [Sim]MESM2.CME Auto-sent child from parent fill 55235 Stop 1 Sell 4162.25 Order Sent Sim4 Close 55234 -5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.489669 2022-05-27 20:50:48.489667 [Sim]MESM2.CME Simulated order accepted 55235 55235 Stop 1 Sell 4162.25 Open Sim4 Close 55234 -5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.916979 2022-05-27 20:50:48.916975 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55231 55231 Stop 1 Sell 4162.25 Pending Cancel Sim2 Close 55230 -5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.916989 2022-05-27 20:50:48.916985 [Sim]MESM2.CME Simulated order canceled 55231 55231 Stop 1 Sell 4162.25 Canceled Sim2 Close 55230 -5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.917002 2022-05-27 20:50:48.916999 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55233 55233 Stop 1 Sell 4162.25 Pending Cancel Sim3 Close 55232 -5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.917012 2022-05-27 20:50:48.917009 [Sim]MESM2.CME Simulated order canceled 55233 55233 Stop 1 Sell 4162.25 Canceled Sim3 Close 55232 -5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.917024 2022-05-27 20:50:48.917021 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55235 55235 Stop 1 Sell 4162.25 Pending Cancel Sim4 Close 55234 -5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.917033 2022-05-27 20:50:48.917030 [Sim]MESM2.CME Simulated order canceled 55235 55235 Stop 1 Sell 4162.25 Canceled Sim4 Close 55234 -5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.917139 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-05-27 20:50:48.917151 2022-05-27 20:50:48.917145 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: 1 | AO=0 55237 Market 1 Sell Order Sent Sim2 Close -5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.917160 2022-05-27 20:50:48.917158 [Sim]MESM2.CME Simulated order accepted 55237 55237 Market 1 Sell Open Sim2 Close -5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.917178 2022-05-27 20:50:48.917175 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55237 55237 Market 1 Sell Filled 4167.75 1 Sim2 Close -5 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:50:48.917182 2022-05-27 20:50:48.917172 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55237 55237 Market 1 Sell Filled 4167.75 1 Sim2 Open -6 55237.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.917209 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim3 0.00 Day Orders 2022-05-27 20:50:48.917218 2022-05-27 20:50:48.917214 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: 1 | AO=0 55238 Market 1 Sell Order Sent Sim3 Close -5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.917228 2022-05-27 20:50:48.917226 [Sim]MESM2.CME Simulated order accepted 55238 55238 Market 1 Sell Open Sim3 Close -5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.917243 2022-05-27 20:50:48.917241 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55238 55238 Market 1 Sell Filled 4167.75 1 Sim3 Close -5 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:50:48.917248 2022-05-27 20:50:48.917239 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55238 55238 Market 1 Sell Filled 4167.75 1 Sim3 Open -6 55238.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.917275 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim4 0.00 Day Orders 2022-05-27 20:50:48.917285 2022-05-27 20:50:48.917280 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: 1 | AO=0 55239 Market 1 Sell Order Sent Sim4 Close -5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.917294 2022-05-27 20:50:48.917291 [Sim]MESM2.CME Simulated order accepted 55239 55239 Market 1 Sell Open Sim4 Close -5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:48.917311 2022-05-27 20:50:48.917308 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55239 55239 Market 1 Sell Filled 4167.75 1 Sim4 Close -5 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:50:48.917315 2022-05-27 20:50:48.917305 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55239 55239 Market 1 Sell Filled 4167.75 1 Sim4 Open -6 55239.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:50.746633 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-05-27 20:50:50.746663 2022-05-27 20:50:50.746651 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: -6 | AO=0 55240 Market 6 Buy Order Sent Sim2 Close -6 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:50.746683 2022-05-27 20:50:50.746681 [Sim]MESM2.CME Simulated order accepted 55240 55240 Market 6 Buy Open Sim2 Close -6 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:50.746706 2022-05-27 20:50:50.746703 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 55240 55240 Market 6 Buy Filled 4168.25 6 Sim2 Close -6 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:50:50.746711 2022-05-27 20:50:50.746701 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 55240 55240 Market 6 Buy Filled 4168.25 6 Sim2 Close 55240.1 4168.00 4168.00 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:51.304742 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim3 0.00 Day Orders 2022-05-27 20:50:51.304784 2022-05-27 20:50:51.304769 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: -6 | AO=0 55241 Market 6 Buy Order Sent Sim3 Close -6 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:51.304804 2022-05-27 20:50:51.304802 [Sim]MESM2.CME Simulated order accepted 55241 55241 Market 6 Buy Open Sim3 Close -6 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:51.304831 2022-05-27 20:50:51.304827 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 55241 55241 Market 6 Buy Filled 4168.25 6 Sim3 Close -6 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:50:51.304836 2022-05-27 20:50:51.304824 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 55241 55241 Market 6 Buy Filled 4168.25 6 Sim3 Close 55241.1 4168.00 4168.00 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:51.610892 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim4 0.00 Day Orders 2022-05-27 20:50:51.610926 2022-05-27 20:50:51.610914 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #1 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: -6 | AO=0 55242 Market 6 Buy Order Sent Sim4 Close -6 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:51.610946 2022-05-27 20:50:51.610944 [Sim]MESM2.CME Simulated order accepted 55242 55242 Market 6 Buy Open Sim4 Close -6 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:51.610969 2022-05-27 20:50:51.610966 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 55242 55242 Market 6 Buy Filled 4168.25 6 Sim4 Close -6 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:50:51.610973 2022-05-27 20:50:51.610963 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 55242 55242 Market 6 Buy Filled 4168.25 6 Sim4 Close 55242.1 4168.00 4168.00 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:56.767834 2022-05-27 20:50:56.767827 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | User order entry | Last: 4168 | AO=1. Attached Order 55244 Stop Buy 4173.50 Pending Child-Client Sim2 Close 55243 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:56.767863 2022-05-27 20:50:56.767857 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | User order entry | Last: 4168 | AO=1 55243 Limit 1 Sell 4167.50 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:56.767881 2022-05-27 20:50:56.767879 [Sim]MESM2.CME Simulated order accepted 55243 55243 Limit 1 Sell 4167.50 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:56.767906 2022-05-27 20:50:56.767903 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 55243 55243 Limit 1 Sell 4167.50 Filled 4167.50 1 Sim2 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:50:56.767911 2022-05-27 20:50:56.767901 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 55243 55243 Limit 1 Sell 4167.50 Filled 4167.50 1 Sim2 Open -1 55243.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:56.767956 2022-05-27 20:50:56.767954 [Sim]MESM2.CME Auto-sent child from parent fill 55244 Stop 1 Buy 4173.50 Order Sent Sim2 Close 55243 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:56.767969 2022-05-27 20:50:56.767967 [Sim]MESM2.CME Simulated order accepted 55244 55244 Stop 1 Buy 4173.50 Open Sim2 Close 55243 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:57.465487 2022-05-27 20:50:57.465481 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order entry | Last: 4168 | AO=1. Attached Order 55246 Stop Buy 4173.50 Pending Child-Client Sim3 Close 55245 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:57.465518 2022-05-27 20:50:57.465512 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order entry | Last: 4168 | AO=1 55245 Limit 1 Sell 4167.50 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:57.465536 2022-05-27 20:50:57.465533 [Sim]MESM2.CME Simulated order accepted 55245 55245 Limit 1 Sell 4167.50 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:57.465561 2022-05-27 20:50:57.465560 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 55245 55245 Limit 1 Sell 4167.50 Filled 4167.50 1 Sim3 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:50:57.465565 2022-05-27 20:50:57.465557 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 55245 55245 Limit 1 Sell 4167.50 Filled 4167.50 1 Sim3 Open -1 55245.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:57.465592 2022-05-27 20:50:57.465590 [Sim]MESM2.CME Auto-sent child from parent fill 55246 Stop 1 Buy 4173.50 Order Sent Sim3 Close 55245 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:57.465604 2022-05-27 20:50:57.465602 [Sim]MESM2.CME Simulated order accepted 55246 55246 Stop 1 Buy 4173.50 Open Sim3 Close 55245 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:58.014576 2022-05-27 20:50:58.014570 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #1 | User order entry | Last: 4168 | AO=1. Attached Order 55248 Stop Buy 4173.50 Pending Child-Client Sim4 Close 55247 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:58.014603 2022-05-27 20:50:58.014597 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #1 | User order entry | Last: 4168 | AO=1 55247 Limit 1 Sell 4167.50 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:58.014619 2022-05-27 20:50:58.014617 [Sim]MESM2.CME Simulated order accepted 55247 55247 Limit 1 Sell 4167.50 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:58.014642 2022-05-27 20:50:58.014640 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 55247 55247 Limit 1 Sell 4167.50 Filled 4167.50 1 Sim4 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:50:58.014646 2022-05-27 20:50:58.014638 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 55247 55247 Limit 1 Sell 4167.50 Filled 4167.50 1 Sim4 Open -1 55247.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:58.014708 2022-05-27 20:50:58.014705 [Sim]MESM2.CME Auto-sent child from parent fill 55248 Stop 1 Buy 4173.50 Order Sent Sim4 Close 55247 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:50:58.014722 2022-05-27 20:50:58.014720 [Sim]MESM2.CME Simulated order accepted 55248 55248 Stop 1 Buy 4173.50 Open Sim4 Close 55247 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.054492 2022-05-27 20:51:00.054488 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 55252 Stop Sell 4162.25 Pending Child-Client Sim2 Close 55251 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.054504 2022-05-27 20:51:00.054499 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 55251 Market 1 Buy Order Sent Sim2 Open -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.054513 2022-05-27 20:51:00.054510 [Sim]MESM2.CME Simulated order accepted 55251 55251 Market 1 Buy Open Sim2 Open -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.054529 2022-05-27 20:51:00.054526 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55251 55251 Market 1 Buy Filled 4168.25 1 Sim2 Open -1 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:00.054532 2022-05-27 20:51:00.054524 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55251 55251 Market 1 Buy Filled 4168.25 1 Sim2 Close 55251.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.054553 2022-05-27 20:51:00.054550 [Sim]MESM2.CME Auto-sent child from parent fill 55252 Stop 1 Sell 4162.25 Order Sent Sim2 Close 55251 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.054565 2022-05-27 20:51:00.054563 [Sim]MESM2.CME Simulated order accepted 55252 55252 Stop 1 Sell 4162.25 Open Sim2 Close 55251 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.054590 2022-05-27 20:51:00.054586 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 55254 Stop Sell 4162.25 Pending Child-Client Sim3 Close 55253 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.054600 2022-05-27 20:51:00.054595 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 55253 Market 1 Buy Order Sent Sim3 Open -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.054606 2022-05-27 20:51:00.054604 [Sim]MESM2.CME Simulated order accepted 55253 55253 Market 1 Buy Open Sim3 Open -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.054624 2022-05-27 20:51:00.054621 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55253 55253 Market 1 Buy Filled 4168.25 1 Sim3 Open -1 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:00.054628 2022-05-27 20:51:00.054619 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55253 55253 Market 1 Buy Filled 4168.25 1 Sim3 Close 55253.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.054646 2022-05-27 20:51:00.054643 [Sim]MESM2.CME Auto-sent child from parent fill 55254 Stop 1 Sell 4162.25 Order Sent Sim3 Close 55253 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.054653 2022-05-27 20:51:00.054652 [Sim]MESM2.CME Simulated order accepted 55254 55254 Stop 1 Sell 4162.25 Open Sim3 Close 55253 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.054671 2022-05-27 20:51:00.054667 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 55256 Stop Sell 4162.25 Pending Child-Client Sim4 Close 55255 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.054680 2022-05-27 20:51:00.054675 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 55255 Market 1 Buy Order Sent Sim4 Open -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.054687 2022-05-27 20:51:00.054685 [Sim]MESM2.CME Simulated order accepted 55255 55255 Market 1 Buy Open Sim4 Open -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.054705 2022-05-27 20:51:00.054701 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55255 55255 Market 1 Buy Filled 4168.25 1 Sim4 Open -1 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:00.054709 2022-05-27 20:51:00.054699 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55255 55255 Market 1 Buy Filled 4168.25 1 Sim4 Close 55255.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.054728 2022-05-27 20:51:00.054725 [Sim]MESM2.CME Auto-sent child from parent fill 55256 Stop 1 Sell 4162.25 Order Sent Sim4 Close 55255 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.054736 2022-05-27 20:51:00.054735 [Sim]MESM2.CME Simulated order accepted 55256 55256 Stop 1 Sell 4162.25 Open Sim4 Close 55255 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.516205 2022-05-27 20:50:57.465602 [Sim]MESM2.CME Initiating: Canceling orders on flat position 55246 55246 Stop 1 Buy 4173.50 Open Sim3 Close 55245 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.516228 2022-05-27 20:51:00.516225 [Sim]MESM2.CME Canceling orders on flat position 55246 55246 Stop 1 Buy 4173.50 Pending Cancel Sim3 Close 55245 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.516248 2022-05-27 20:51:00.516244 [Sim]MESM2.CME Simulated order canceled 55246 55246 Stop 1 Buy 4173.50 Canceled Sim3 Close 55245 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.516262 2022-05-27 20:51:00.516259 [Sim]MESM2.CME Canceling orders on flat position 55254 55254 Stop 1 Sell 4162.25 Pending Cancel Sim3 Close 55253 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.516270 2022-05-27 20:51:00.516267 [Sim]MESM2.CME Simulated order canceled 55254 55254 Stop 1 Sell 4162.25 Canceled Sim3 Close 55253 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.516501 2022-05-27 20:50:58.014720 [Sim]MESM2.CME Initiating: Canceling orders on flat position 55248 55248 Stop 1 Buy 4173.50 Open Sim4 Close 55247 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.516511 2022-05-27 20:51:00.516509 [Sim]MESM2.CME Canceling orders on flat position 55248 55248 Stop 1 Buy 4173.50 Pending Cancel Sim4 Close 55247 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.516521 2022-05-27 20:51:00.516518 [Sim]MESM2.CME Simulated order canceled 55248 55248 Stop 1 Buy 4173.50 Canceled Sim4 Close 55247 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.516531 2022-05-27 20:51:00.516529 [Sim]MESM2.CME Canceling orders on flat position 55256 55256 Stop 1 Sell 4162.25 Pending Cancel Sim4 Close 55255 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.516538 2022-05-27 20:51:00.516536 [Sim]MESM2.CME Simulated order canceled 55256 55256 Stop 1 Sell 4162.25 Canceled Sim4 Close 55255 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.516760 2022-05-27 20:50:56.767967 [Sim]MESM2.CME Initiating: Canceling orders on flat position 55244 55244 Stop 1 Buy 4173.50 Open Sim2 Close 55243 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.516769 2022-05-27 20:51:00.516767 [Sim]MESM2.CME Canceling orders on flat position 55244 55244 Stop 1 Buy 4173.50 Pending Cancel Sim2 Close 55243 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.516779 2022-05-27 20:51:00.516776 [Sim]MESM2.CME Simulated order canceled 55244 55244 Stop 1 Buy 4173.50 Canceled Sim2 Close 55243 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.516790 2022-05-27 20:51:00.516787 [Sim]MESM2.CME Canceling orders on flat position 55252 55252 Stop 1 Sell 4162.25 Pending Cancel Sim2 Close 55251 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:00.516797 2022-05-27 20:51:00.516794 [Sim]MESM2.CME Simulated order canceled 55252 55252 Stop 1 Sell 4162.25 Canceled Sim2 Close 55251 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:01.182742 2022-05-27 20:51:01.182739 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55252 55252 Stop 1 Sell 4162.25 Canceled Sim2 Close 55251 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:01.182752 2022-05-27 20:51:01.182749 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55254 55254 Stop 1 Sell 4162.25 Canceled Sim3 Close 55253 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:01.182763 2022-05-27 20:51:01.182760 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55256 55256 Stop 1 Sell 4162.25 Canceled Sim4 Close 55255 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:01.182861 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-05-27 20:51:01.182872 2022-05-27 20:51:01.182867 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: 1 | AO=0 55258 Market 1 Sell Order Sent Sim2 Close Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:01.182881 2022-05-27 20:51:01.182879 [Sim]MESM2.CME Simulated order accepted 55258 55258 Market 1 Sell Open Sim2 Close Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:01.182898 2022-05-27 20:51:01.182895 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55258 55258 Market 1 Sell Filled 4167.75 1 Sim2 Close Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:01.182901 2022-05-27 20:51:01.182893 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55258 55258 Market 1 Sell Filled 4167.75 1 Sim2 Open -1 55258.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:01.182931 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim3 0.00 Day Orders 2022-05-27 20:51:01.182940 2022-05-27 20:51:01.182936 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: 1 | AO=0 55259 Market 1 Sell Order Sent Sim3 Close Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:01.182949 2022-05-27 20:51:01.182947 [Sim]MESM2.CME Simulated order accepted 55259 55259 Market 1 Sell Open Sim3 Close Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:01.182963 2022-05-27 20:51:01.182961 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55259 55259 Market 1 Sell Filled 4167.75 1 Sim3 Close Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:01.182966 2022-05-27 20:51:01.182960 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55259 55259 Market 1 Sell Filled 4167.75 1 Sim3 Open -1 55259.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:01.183008 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim4 0.00 Day Orders 2022-05-27 20:51:01.183018 2022-05-27 20:51:01.183014 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: 1 | AO=0 55260 Market 1 Sell Order Sent Sim4 Close Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:01.183027 2022-05-27 20:51:01.183025 [Sim]MESM2.CME Simulated order accepted 55260 55260 Market 1 Sell Open Sim4 Close Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:01.183041 2022-05-27 20:51:01.183039 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55260 55260 Market 1 Sell Filled 4167.75 1 Sim4 Close Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:01.183043 2022-05-27 20:51:01.183037 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55260 55260 Market 1 Sell Filled 4167.75 1 Sim4 Open -1 55260.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:03.411495 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-05-27 20:51:03.411533 2022-05-27 20:51:03.411525 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: -1 | AO=0 55261 Market 1 Buy Order Sent Sim2 Close -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:03.411552 2022-05-27 20:51:03.411550 [Sim]MESM2.CME Simulated order accepted 55261 55261 Market 1 Buy Open Sim2 Close -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:03.411574 2022-05-27 20:51:03.411572 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 55261 55261 Market 1 Buy Filled 4168.25 1 Sim2 Close -1 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:03.411579 2022-05-27 20:51:03.411570 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 55261 55261 Market 1 Buy Filled 4168.25 1 Sim2 Close 55261.1 4168.00 4168.00 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:03.857807 00:00:00.000000 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | User order entry | Unable to Flatten/Reverse. Position does not exist Unspecified Sim2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:04.369869 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim3 0.00 Day Orders 2022-05-27 20:51:04.369898 2022-05-27 20:51:04.369890 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: -1 | AO=0 55262 Market 1 Buy Order Sent Sim3 Close -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:04.369942 2022-05-27 20:51:04.369939 [Sim]MESM2.CME Simulated order accepted 55262 55262 Market 1 Buy Open Sim3 Close -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:04.369974 2022-05-27 20:51:04.369970 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 55262 55262 Market 1 Buy Filled 4168.25 1 Sim3 Close -1 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:04.369986 2022-05-27 20:51:04.369966 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 55262 55262 Market 1 Buy Filled 4168.25 1 Sim3 Close 55262.1 4168.00 4168.00 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:04.626799 00:00:00.000000 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order entry | Unable to Flatten/Reverse. Position does not exist Unspecified Sim3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:05.009846 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim4 0.00 Day Orders 2022-05-27 20:51:05.009878 2022-05-27 20:51:05.009867 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #1 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: -1 | AO=0 55263 Market 1 Buy Order Sent Sim4 Close -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:05.009901 2022-05-27 20:51:05.009899 [Sim]MESM2.CME Simulated order accepted 55263 55263 Market 1 Buy Open Sim4 Close -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:05.009923 2022-05-27 20:51:05.009921 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 55263 55263 Market 1 Buy Filled 4168.25 1 Sim4 Close -1 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:05.009927 2022-05-27 20:51:05.009918 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.50 Ask: 4168.25 Last: 4168.00 55263 55263 Market 1 Buy Filled 4168.25 1 Sim4 Close 55263.1 4168.00 4168.00 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:14.678536 2022-05-27 20:51:14.678531 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55267 Stop Sell 4157.00 Pending Child-Client Sim2 Close 55266 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:14.678550 2022-05-27 20:51:14.678546 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55266 Limit 1 Buy 4163.00 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:14.678561 2022-05-27 20:51:14.678558 [Sim]MESM2.CME Simulated order accepted 55266 55266 Limit 1 Buy 4163.00 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:14.678585 2022-05-27 20:51:14.678581 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55269 Stop Sell 4157.00 Pending Child-Client Sim3 Close 55268 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:14.678596 2022-05-27 20:51:14.678590 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55268 Limit 1 Buy 4163.00 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:14.678610 2022-05-27 20:51:14.678608 [Sim]MESM2.CME Simulated order accepted 55268 55268 Limit 1 Buy 4163.00 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:14.678635 2022-05-27 20:51:14.678631 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55271 Stop Sell 4157.00 Pending Child-Client Sim4 Close 55270 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:14.678653 2022-05-27 20:51:14.678649 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55270 Limit 1 Buy 4163.00 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:14.678663 2022-05-27 20:51:14.678661 [Sim]MESM2.CME Simulated order accepted 55270 55270 Limit 1 Buy 4163.00 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:15.700725 2022-05-27 20:51:15.700722 [Sim]MESM2.CME Canceling child orders of internal order ID 55264. Internal cancel 55267 Stop Sell 4157.00 Pending Cancel Sim2 Close 55266 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:15.700732 2022-05-27 20:51:15.700729 [Sim]MESM2.CME Canceling child orders of internal order ID 55264. Internal cancel 55267 Stop Sell 4157.00 Canceled Sim2 Close 55266 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:15.700744 2022-05-27 20:51:15.700742 [Sim]MESM2.CME Canceling child orders of internal order ID 55264. Internal cancel 55269 Stop Sell 4157.00 Pending Cancel Sim3 Close 55268 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:15.700752 2022-05-27 20:51:15.700750 [Sim]MESM2.CME Canceling child orders of internal order ID 55264. Internal cancel 55269 Stop Sell 4157.00 Canceled Sim3 Close 55268 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:15.700763 2022-05-27 20:51:15.700760 [Sim]MESM2.CME Canceling child orders of internal order ID 55264. Internal cancel 55271 Stop Sell 4157.00 Pending Cancel Sim4 Close 55270 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:15.700770 2022-05-27 20:51:15.700768 [Sim]MESM2.CME Canceling child orders of internal order ID 55264. Internal cancel 55271 Stop Sell 4157.00 Canceled Sim4 Close 55270 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:15.700787 2022-05-27 20:51:15.700785 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 55266 55266 Limit 1 Buy 4163.00 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:15.700796 2022-05-27 20:51:15.700793 [Sim]MESM2.CME Simulated order canceled 55266 55266 Limit 1 Buy 4163.00 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:15.700805 2022-05-27 20:51:15.700803 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 55268 55268 Limit 1 Buy 4163.00 Pending Cancel Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:15.700812 2022-05-27 20:51:15.700809 [Sim]MESM2.CME Simulated order canceled 55268 55268 Limit 1 Buy 4163.00 Canceled Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:15.700820 2022-05-27 20:51:15.700818 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 55270 55270 Limit 1 Buy 4163.00 Pending Cancel Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:15.700828 2022-05-27 20:51:15.700825 [Sim]MESM2.CME Simulated order canceled 55270 55270 Limit 1 Buy 4163.00 Canceled Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:15.700851 2022-05-27 20:51:15.700849 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55267 Stop Sell 4157.00 Canceled Sim2 Close 55266 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:15.700858 2022-05-27 20:51:15.700856 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55269 Stop Sell 4157.00 Canceled Sim3 Close 55268 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:15.700865 2022-05-27 20:51:15.700864 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55271 Stop Sell 4157.00 Canceled Sim4 Close 55270 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:15.700876 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-05-27 20:51:15.700881 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim3 0.00 Day Orders 2022-05-27 20:51:15.700885 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim4 0.00 Day Orders 2022-05-27 20:51:16.780673 2022-05-27 20:51:16.780668 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55275 Stop Sell 4152.00 Pending Child-Client Sim2 Close 55274 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:16.780683 2022-05-27 20:51:16.780679 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55274 Limit 1 Buy 4158.00 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:16.780694 2022-05-27 20:51:16.780691 [Sim]MESM2.CME Simulated order accepted 55274 55274 Limit 1 Buy 4158.00 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:16.780718 2022-05-27 20:51:16.780713 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55277 Stop Sell 4152.00 Pending Child-Client Sim3 Close 55276 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:16.780732 2022-05-27 20:51:16.780728 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55276 Limit 1 Buy 4158.00 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:16.780742 2022-05-27 20:51:16.780740 [Sim]MESM2.CME Simulated order accepted 55276 55276 Limit 1 Buy 4158.00 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:16.780764 2022-05-27 20:51:16.780759 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55279 Stop Sell 4152.00 Pending Child-Client Sim4 Close 55278 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:16.780772 2022-05-27 20:51:16.780769 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55278 Limit 1 Buy 4158.00 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:16.780784 2022-05-27 20:51:16.780781 [Sim]MESM2.CME Simulated order accepted 55278 55278 Limit 1 Buy 4158.00 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:17.071035 2022-05-27 20:51:17.071029 [Sim]MESM2.CME Canceling child orders of internal order ID 55272. Internal cancel 55275 Stop Sell 4152.00 Pending Cancel Sim2 Close 55274 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:17.071049 2022-05-27 20:51:17.071047 [Sim]MESM2.CME Canceling child orders of internal order ID 55272. Internal cancel 55275 Stop Sell 4152.00 Canceled Sim2 Close 55274 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:17.071071 2022-05-27 20:51:17.071068 [Sim]MESM2.CME Canceling child orders of internal order ID 55272. Internal cancel 55277 Stop Sell 4152.00 Pending Cancel Sim3 Close 55276 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:17.071087 2022-05-27 20:51:17.071085 [Sim]MESM2.CME Canceling child orders of internal order ID 55272. Internal cancel 55277 Stop Sell 4152.00 Canceled Sim3 Close 55276 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:17.071103 2022-05-27 20:51:17.071100 [Sim]MESM2.CME Canceling child orders of internal order ID 55272. Internal cancel 55279 Stop Sell 4152.00 Pending Cancel Sim4 Close 55278 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:17.071114 2022-05-27 20:51:17.071112 [Sim]MESM2.CME Canceling child orders of internal order ID 55272. Internal cancel 55279 Stop Sell 4152.00 Canceled Sim4 Close 55278 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:17.071133 2022-05-27 20:51:17.071131 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 55274 55274 Limit 1 Buy 4158.00 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:17.071150 2022-05-27 20:51:17.071147 [Sim]MESM2.CME Simulated order canceled 55274 55274 Limit 1 Buy 4158.00 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:17.071172 2022-05-27 20:51:17.071170 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 55276 55276 Limit 1 Buy 4158.00 Pending Cancel Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:17.071182 2022-05-27 20:51:17.071179 [Sim]MESM2.CME Simulated order canceled 55276 55276 Limit 1 Buy 4158.00 Canceled Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:17.071194 2022-05-27 20:51:17.071192 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 55278 55278 Limit 1 Buy 4158.00 Pending Cancel Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:17.071203 2022-05-27 20:51:17.071201 [Sim]MESM2.CME Simulated order canceled 55278 55278 Limit 1 Buy 4158.00 Canceled Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:17.071231 2022-05-27 20:51:17.071229 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55275 Stop Sell 4152.00 Canceled Sim2 Close 55274 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:17.071243 2022-05-27 20:51:17.071241 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55277 Stop Sell 4152.00 Canceled Sim3 Close 55276 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:17.071253 2022-05-27 20:51:17.071251 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55279 Stop Sell 4152.00 Canceled Sim4 Close 55278 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:17.071266 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-05-27 20:51:17.071275 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim3 0.00 Day Orders 2022-05-27 20:51:17.071287 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim4 0.00 Day Orders 2022-05-27 20:51:18.670967 2022-05-27 20:51:18.670962 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 55283 Stop Sell 4162.25 Pending Child-Client Sim2 Close 55282 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:18.670986 2022-05-27 20:51:18.670977 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 55282 Market 1 Buy Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:18.671002 2022-05-27 20:51:18.671000 [Sim]MESM2.CME Simulated order accepted 55282 55282 Market 1 Buy Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:18.671023 2022-05-27 20:51:18.671021 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55282 55282 Market 1 Buy Filled 4168.25 1 Sim2 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:18.671028 2022-05-27 20:51:18.671016 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55282 55282 Market 1 Buy Filled 4168.25 1 Sim2 Open 1 55282.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:18.671044 2022-05-27 20:51:18.671042 [Sim]MESM2.CME Auto-sent child from parent fill 55283 Stop 1 Sell 4162.25 Order Sent Sim2 Close 55282 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:18.671053 2022-05-27 20:51:18.671051 [Sim]MESM2.CME Simulated order accepted 55283 55283 Stop 1 Sell 4162.25 Open Sim2 Close 55282 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:18.671081 2022-05-27 20:51:18.671077 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 55285 Stop Sell 4162.25 Pending Child-Client Sim3 Close 55284 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:18.671093 2022-05-27 20:51:18.671088 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 55284 Market 1 Buy Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:18.671100 2022-05-27 20:51:18.671098 [Sim]MESM2.CME Simulated order accepted 55284 55284 Market 1 Buy Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:18.671115 2022-05-27 20:51:18.671114 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55284 55284 Market 1 Buy Filled 4168.25 1 Sim3 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:18.671119 2022-05-27 20:51:18.671112 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55284 55284 Market 1 Buy Filled 4168.25 1 Sim3 Open 1 55284.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:18.671134 2022-05-27 20:51:18.671132 [Sim]MESM2.CME Auto-sent child from parent fill 55285 Stop 1 Sell 4162.25 Order Sent Sim3 Close 55284 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:18.671141 2022-05-27 20:51:18.671140 [Sim]MESM2.CME Simulated order accepted 55285 55285 Stop 1 Sell 4162.25 Open Sim3 Close 55284 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:18.671161 2022-05-27 20:51:18.671156 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 55287 Stop Sell 4162.25 Pending Child-Client Sim4 Close 55286 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:18.671170 2022-05-27 20:51:18.671166 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 55286 Market 1 Buy Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:18.671179 2022-05-27 20:51:18.671177 [Sim]MESM2.CME Simulated order accepted 55286 55286 Market 1 Buy Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:18.671198 2022-05-27 20:51:18.671195 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55286 55286 Market 1 Buy Filled 4168.25 1 Sim4 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:18.671203 2022-05-27 20:51:18.671193 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55286 55286 Market 1 Buy Filled 4168.25 1 Sim4 Open 1 55286.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:18.671220 2022-05-27 20:51:18.671218 [Sim]MESM2.CME Auto-sent child from parent fill 55287 Stop 1 Sell 4162.25 Order Sent Sim4 Close 55286 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:18.671229 2022-05-27 20:51:18.671227 [Sim]MESM2.CME Simulated order accepted 55287 55287 Stop 1 Sell 4162.25 Open Sim4 Close 55286 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.243142 2022-05-27 20:51:19.243139 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55283 55283 Stop 1 Sell 4162.25 Pending Cancel Sim2 Close 55282 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.243148 2022-05-27 20:51:19.243146 [Sim]MESM2.CME Simulated order canceled 55283 55283 Stop 1 Sell 4162.25 Canceled Sim2 Close 55282 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.243158 2022-05-27 20:51:19.243157 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55285 55285 Stop 1 Sell 4162.25 Pending Cancel Sim3 Close 55284 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.243168 2022-05-27 20:51:19.243165 [Sim]MESM2.CME Simulated order canceled 55285 55285 Stop 1 Sell 4162.25 Canceled Sim3 Close 55284 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.243179 2022-05-27 20:51:19.243176 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55287 55287 Stop 1 Sell 4162.25 Pending Cancel Sim4 Close 55286 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.243187 2022-05-27 20:51:19.243184 [Sim]MESM2.CME Simulated order canceled 55287 55287 Stop 1 Sell 4162.25 Canceled Sim4 Close 55286 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.243286 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-05-27 20:51:19.243299 2022-05-27 20:51:19.243294 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: 1 | AO=0 55289 Market 1 Sell Order Sent Sim2 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.243308 2022-05-27 20:51:19.243305 [Sim]MESM2.CME Simulated order accepted 55289 55289 Market 1 Sell Open Sim2 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.243331 2022-05-27 20:51:19.243328 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55289 55289 Market 1 Sell Filled 4167.75 1 Sim2 Close 1 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:19.243340 2022-05-27 20:51:19.243325 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55289 55289 Market 1 Sell Filled 4167.75 1 Sim2 Close 55289.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.243367 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim3 0.00 Day Orders 2022-05-27 20:51:19.243377 2022-05-27 20:51:19.243371 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: 1 | AO=0 55290 Market 1 Sell Order Sent Sim3 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.243389 2022-05-27 20:51:19.243387 [Sim]MESM2.CME Simulated order accepted 55290 55290 Market 1 Sell Open Sim3 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.243406 2022-05-27 20:51:19.243404 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55290 55290 Market 1 Sell Filled 4167.75 1 Sim3 Close 1 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:19.243414 2022-05-27 20:51:19.243401 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55290 55290 Market 1 Sell Filled 4167.75 1 Sim3 Close 55290.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.243438 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim4 0.00 Day Orders 2022-05-27 20:51:19.243448 2022-05-27 20:51:19.243443 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: 1 | AO=0 55291 Market 1 Sell Order Sent Sim4 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.243454 2022-05-27 20:51:19.243452 [Sim]MESM2.CME Simulated order accepted 55291 55291 Market 1 Sell Open Sim4 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.243472 2022-05-27 20:51:19.243470 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55291 55291 Market 1 Sell Filled 4167.75 1 Sim4 Close 1 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:19.243476 2022-05-27 20:51:19.243467 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55291 55291 Market 1 Sell Filled 4167.75 1 Sim4 Close 55291.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.883669 2022-05-27 20:51:19.883664 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 55295 Stop Buy 4173.50 Pending Child-Client Sim2 Close 55294 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.883679 2022-05-27 20:51:19.883675 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 55294 Limit 1 Sell 4167.50 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.883688 2022-05-27 20:51:19.883687 [Sim]MESM2.CME Simulated order accepted 55294 55294 Limit 1 Sell 4167.50 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.883708 2022-05-27 20:51:19.883704 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55294 55294 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim2 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:19.883716 2022-05-27 20:51:19.883701 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55294 55294 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim2 Open -1 55294.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.883767 2022-05-27 20:51:19.883765 [Sim]MESM2.CME Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 55295 Stop Buy 4173.50 Pending Modify Sim2 Close 55294 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.883776 2022-05-27 20:51:19.883774 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 55295 Stop Buy 4173.75 Pending Child-Client Sim2 Close 55294 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.883783 2022-05-27 20:51:19.883781 [Sim]MESM2.CME Auto-sent child from parent fill 55295 Stop 1 Buy 4173.75 Order Sent Sim2 Close 55294 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.883793 2022-05-27 20:51:19.883791 [Sim]MESM2.CME Simulated order accepted 55295 55295 Stop 1 Buy 4173.75 Open Sim2 Close 55294 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.883821 2022-05-27 20:51:19.883818 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 55297 Stop Buy 4173.50 Pending Child-Client Sim3 Close 55296 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.883833 2022-05-27 20:51:19.883829 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 55296 Limit 1 Sell 4167.50 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.883841 2022-05-27 20:51:19.883839 [Sim]MESM2.CME Simulated order accepted 55296 55296 Limit 1 Sell 4167.50 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.883857 2022-05-27 20:51:19.883854 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55296 55296 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim3 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:19.883864 2022-05-27 20:51:19.883852 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55296 55296 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim3 Open -1 55296.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.883887 2022-05-27 20:51:19.883885 [Sim]MESM2.CME Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 55297 Stop Buy 4173.50 Pending Modify Sim3 Close 55296 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.883897 2022-05-27 20:51:19.883895 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 55297 Stop Buy 4173.75 Pending Child-Client Sim3 Close 55296 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.883906 2022-05-27 20:51:19.883903 [Sim]MESM2.CME Auto-sent child from parent fill 55297 Stop 1 Buy 4173.75 Order Sent Sim3 Close 55296 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.883914 2022-05-27 20:51:19.883913 [Sim]MESM2.CME Simulated order accepted 55297 55297 Stop 1 Buy 4173.75 Open Sim3 Close 55296 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.883936 2022-05-27 20:51:19.883932 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 55299 Stop Buy 4173.50 Pending Child-Client Sim4 Close 55298 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.883944 2022-05-27 20:51:19.883940 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 55298 Limit 1 Sell 4167.50 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.883951 2022-05-27 20:51:19.883948 [Sim]MESM2.CME Simulated order accepted 55298 55298 Limit 1 Sell 4167.50 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.883969 2022-05-27 20:51:19.883966 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55298 55298 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim4 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:19.883974 2022-05-27 20:51:19.883963 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55298 55298 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim4 Open -1 55298.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.884006 2022-05-27 20:51:19.884005 [Sim]MESM2.CME Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 55299 Stop Buy 4173.50 Pending Modify Sim4 Close 55298 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.884015 2022-05-27 20:51:19.884013 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 55299 Stop Buy 4173.75 Pending Child-Client Sim4 Close 55298 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.884026 2022-05-27 20:51:19.884023 [Sim]MESM2.CME Auto-sent child from parent fill 55299 Stop 1 Buy 4173.75 Order Sent Sim4 Close 55298 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:19.884036 2022-05-27 20:51:19.884034 [Sim]MESM2.CME Simulated order accepted 55299 55299 Stop 1 Buy 4173.75 Open Sim4 Close 55298 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.455543 2022-05-27 20:51:20.455538 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55295 55295 Stop 1 Buy 4173.75 Pending Cancel Sim2 Close 55294 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.455555 2022-05-27 20:51:20.455552 [Sim]MESM2.CME Simulated order canceled 55295 55295 Stop 1 Buy 4173.75 Canceled Sim2 Close 55294 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.455575 2022-05-27 20:51:20.455573 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55297 55297 Stop 1 Buy 4173.75 Pending Cancel Sim3 Close 55296 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.455591 2022-05-27 20:51:20.455588 [Sim]MESM2.CME Simulated order canceled 55297 55297 Stop 1 Buy 4173.75 Canceled Sim3 Close 55296 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.455603 2022-05-27 20:51:20.455601 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55299 55299 Stop 1 Buy 4173.75 Pending Cancel Sim4 Close 55298 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.455617 2022-05-27 20:51:20.455614 [Sim]MESM2.CME Simulated order canceled 55299 55299 Stop 1 Buy 4173.75 Canceled Sim4 Close 55298 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.455748 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-05-27 20:51:20.455766 2022-05-27 20:51:20.455761 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: -1 | AO=0 55301 Market 1 Buy Order Sent Sim2 Close -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.455780 2022-05-27 20:51:20.455778 [Sim]MESM2.CME Simulated order accepted 55301 55301 Market 1 Buy Open Sim2 Close -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.455804 2022-05-27 20:51:20.455800 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55301 55301 Market 1 Buy Filled 4168.25 1 Sim2 Close -1 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:20.455814 2022-05-27 20:51:20.455797 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55301 55301 Market 1 Buy Filled 4168.25 1 Sim2 Close 55301.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.455842 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim3 0.00 Day Orders 2022-05-27 20:51:20.455860 2022-05-27 20:51:20.455856 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: -1 | AO=0 55302 Market 1 Buy Order Sent Sim3 Close -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.455872 2022-05-27 20:51:20.455869 [Sim]MESM2.CME Simulated order accepted 55302 55302 Market 1 Buy Open Sim3 Close -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.455895 2022-05-27 20:51:20.455892 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55302 55302 Market 1 Buy Filled 4168.25 1 Sim3 Close -1 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:20.455904 2022-05-27 20:51:20.455889 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55302 55302 Market 1 Buy Filled 4168.25 1 Sim3 Close 55302.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.455937 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim4 0.00 Day Orders 2022-05-27 20:51:20.455954 2022-05-27 20:51:20.455950 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: -1 | AO=0 55303 Market 1 Buy Order Sent Sim4 Close -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.455969 2022-05-27 20:51:20.455967 [Sim]MESM2.CME Simulated order accepted 55303 55303 Market 1 Buy Open Sim4 Close -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.455992 2022-05-27 20:51:20.455990 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55303 55303 Market 1 Buy Filled 4168.25 1 Sim4 Close -1 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:20.456004 2022-05-27 20:51:20.455987 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55303 55303 Market 1 Buy Filled 4168.25 1 Sim4 Close 55303.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.968074 2022-05-27 20:51:20.968070 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 55307 Stop Buy 4173.50 Pending Child-Client Sim2 Close 55306 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.968084 2022-05-27 20:51:20.968080 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 55306 Limit 1 Sell 4167.50 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.968093 2022-05-27 20:51:20.968091 [Sim]MESM2.CME Simulated order accepted 55306 55306 Limit 1 Sell 4167.50 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.968110 2022-05-27 20:51:20.968108 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55306 55306 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim2 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:20.968115 2022-05-27 20:51:20.968106 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55306 55306 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim2 Open -1 55306.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.968138 2022-05-27 20:51:20.968136 [Sim]MESM2.CME Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 55307 Stop Buy 4173.50 Pending Modify Sim2 Close 55306 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.968145 2022-05-27 20:51:20.968143 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 55307 Stop Buy 4173.75 Pending Child-Client Sim2 Close 55306 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.968154 2022-05-27 20:51:20.968152 [Sim]MESM2.CME Auto-sent child from parent fill 55307 Stop 1 Buy 4173.75 Order Sent Sim2 Close 55306 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.968163 2022-05-27 20:51:20.968161 [Sim]MESM2.CME Simulated order accepted 55307 55307 Stop 1 Buy 4173.75 Open Sim2 Close 55306 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.968184 2022-05-27 20:51:20.968181 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 55309 Stop Buy 4173.50 Pending Child-Client Sim3 Close 55308 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.968193 2022-05-27 20:51:20.968187 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 55308 Limit 1 Sell 4167.50 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.968203 2022-05-27 20:51:20.968201 [Sim]MESM2.CME Simulated order accepted 55308 55308 Limit 1 Sell 4167.50 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.968219 2022-05-27 20:51:20.968216 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55308 55308 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim3 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:20.968223 2022-05-27 20:51:20.968214 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55308 55308 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim3 Open -1 55308.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.968244 2022-05-27 20:51:20.968243 [Sim]MESM2.CME Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 55309 Stop Buy 4173.50 Pending Modify Sim3 Close 55308 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.968252 2022-05-27 20:51:20.968250 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 55309 Stop Buy 4173.75 Pending Child-Client Sim3 Close 55308 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.968262 2022-05-27 20:51:20.968259 [Sim]MESM2.CME Auto-sent child from parent fill 55309 Stop 1 Buy 4173.75 Order Sent Sim3 Close 55308 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.968271 2022-05-27 20:51:20.968269 [Sim]MESM2.CME Simulated order accepted 55309 55309 Stop 1 Buy 4173.75 Open Sim3 Close 55308 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.968297 2022-05-27 20:51:20.968293 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 55311 Stop Buy 4173.50 Pending Child-Client Sim4 Close 55310 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.968307 2022-05-27 20:51:20.968301 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 55310 Limit 1 Sell 4167.50 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.968317 2022-05-27 20:51:20.968314 [Sim]MESM2.CME Simulated order accepted 55310 55310 Limit 1 Sell 4167.50 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.968332 2022-05-27 20:51:20.968329 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55310 55310 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim4 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:20.968336 2022-05-27 20:51:20.968328 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55310 55310 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim4 Open -1 55310.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.968359 2022-05-27 20:51:20.968357 [Sim]MESM2.CME Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 55311 Stop Buy 4173.50 Pending Modify Sim4 Close 55310 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.968368 2022-05-27 20:51:20.968366 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 55311 Stop Buy 4173.75 Pending Child-Client Sim4 Close 55310 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.968377 2022-05-27 20:51:20.968374 [Sim]MESM2.CME Auto-sent child from parent fill 55311 Stop 1 Buy 4173.75 Order Sent Sim4 Close 55310 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:20.968388 2022-05-27 20:51:20.968386 [Sim]MESM2.CME Simulated order accepted 55311 55311 Stop 1 Buy 4173.75 Open Sim4 Close 55310 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.035039 2022-05-27 20:51:28.035036 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 2. Using existing order price. Requested Price: 4173.50. Requested Quantity: 2 55307 55307 Stop 1 Buy 4173.75 Pending Modify Sim2 Close 55306 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.035051 2022-05-27 20:51:28.035048 [Sim]MESM2.CME Simulated order modify complete 55307 55307 Stop 2 Buy 4173.50 Open Sim2 Close 55306 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.035069 2022-05-27 20:51:28.035067 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 2. Using existing order price. Requested Price: 4173.50. Requested Quantity: 2 55309 55309 Stop 1 Buy 4173.75 Pending Modify Sim3 Close 55308 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.035079 2022-05-27 20:51:28.035077 [Sim]MESM2.CME Simulated order modify complete 55309 55309 Stop 2 Buy 4173.50 Open Sim3 Close 55308 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.035097 2022-05-27 20:51:28.035095 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 2. Using existing order price. Requested Price: 4173.50. Requested Quantity: 2 55311 55311 Stop 1 Buy 4173.75 Pending Modify Sim4 Close 55310 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.035105 2022-05-27 20:51:28.035103 [Sim]MESM2.CME Simulated order modify complete 55311 55311 Stop 2 Buy 4173.50 Open Sim4 Close 55310 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.035135 2022-05-27 20:51:28.035130 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55313 Limit 1 Sell 4167.50 Order Sent Sim2 Open -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.035144 2022-05-27 20:51:28.035142 [Sim]MESM2.CME Simulated order accepted 55313 55313 Limit 1 Sell 4167.50 Open Sim2 Open -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.035166 2022-05-27 20:51:28.035164 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55313 55313 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim2 Open -1 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:28.035171 2022-05-27 20:51:28.035158 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55313 55313 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim2 Open -2 55313.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.035194 2022-05-27 20:51:28.035190 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55314 Limit 1 Sell 4167.50 Order Sent Sim3 Open -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.035200 2022-05-27 20:51:28.035199 [Sim]MESM2.CME Simulated order accepted 55314 55314 Limit 1 Sell 4167.50 Open Sim3 Open -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.035219 2022-05-27 20:51:28.035217 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55314 55314 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim3 Open -1 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:28.035223 2022-05-27 20:51:28.035212 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55314 55314 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim3 Open -2 55314.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.035249 2022-05-27 20:51:28.035244 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55315 Limit 1 Sell 4167.50 Order Sent Sim4 Open -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.035256 2022-05-27 20:51:28.035254 [Sim]MESM2.CME Simulated order accepted 55315 55315 Limit 1 Sell 4167.50 Open Sim4 Open -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.035276 2022-05-27 20:51:28.035273 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55315 55315 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim4 Open -1 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:28.035281 2022-05-27 20:51:28.035267 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55315 55315 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim4 Open -2 55315.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.479108 2022-05-27 20:51:28.479104 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 3. Using existing order price. Requested Price: 4173.50. Requested Quantity: 3 55307 55307 Stop 2 Buy 4173.50 Pending Modify Sim2 Close 55306 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.479122 2022-05-27 20:51:28.479120 [Sim]MESM2.CME Simulated order modify complete 55307 55307 Stop 3 Buy 4173.50 Open Sim2 Close 55306 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.479145 2022-05-27 20:51:28.479143 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 3. Using existing order price. Requested Price: 4173.50. Requested Quantity: 3 55309 55309 Stop 2 Buy 4173.50 Pending Modify Sim3 Close 55308 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.479155 2022-05-27 20:51:28.479153 [Sim]MESM2.CME Simulated order modify complete 55309 55309 Stop 3 Buy 4173.50 Open Sim3 Close 55308 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.479174 2022-05-27 20:51:28.479171 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 3. Using existing order price. Requested Price: 4173.50. Requested Quantity: 3 55311 55311 Stop 2 Buy 4173.50 Pending Modify Sim4 Close 55310 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.479184 2022-05-27 20:51:28.479182 [Sim]MESM2.CME Simulated order modify complete 55311 55311 Stop 3 Buy 4173.50 Open Sim4 Close 55310 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.479227 2022-05-27 20:51:28.479221 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55317 Limit 1 Sell 4167.50 Order Sent Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.479242 2022-05-27 20:51:28.479240 [Sim]MESM2.CME Simulated order accepted 55317 55317 Limit 1 Sell 4167.50 Open Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.479262 2022-05-27 20:51:28.479260 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55317 55317 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim2 Open -2 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:28.479268 2022-05-27 20:51:28.479254 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55317 55317 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim2 Open -3 55317.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.479295 2022-05-27 20:51:28.479291 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55318 Limit 1 Sell 4167.50 Order Sent Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.479305 2022-05-27 20:51:28.479303 [Sim]MESM2.CME Simulated order accepted 55318 55318 Limit 1 Sell 4167.50 Open Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.479324 2022-05-27 20:51:28.479322 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55318 55318 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim3 Open -2 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:28.479333 2022-05-27 20:51:28.479316 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55318 55318 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim3 Open -3 55318.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.479366 2022-05-27 20:51:28.479363 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55319 Limit 1 Sell 4167.50 Order Sent Sim4 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.479376 2022-05-27 20:51:28.479375 [Sim]MESM2.CME Simulated order accepted 55319 55319 Limit 1 Sell 4167.50 Open Sim4 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:28.479395 2022-05-27 20:51:28.479393 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55319 55319 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim4 Open -2 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:28.479400 2022-05-27 20:51:28.479388 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55319 55319 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim4 Open -3 55319.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:29.175066 2022-05-27 20:51:29.175063 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55307 55307 Stop 3 Buy 4173.50 Pending Cancel Sim2 Close 55306 -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:29.175073 2022-05-27 20:51:29.175071 [Sim]MESM2.CME Simulated order canceled 55307 55307 Stop 3 Buy 4173.50 Canceled Sim2 Close 55306 -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:29.175081 2022-05-27 20:51:29.175079 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55309 55309 Stop 3 Buy 4173.50 Pending Cancel Sim3 Close 55308 -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:29.175087 2022-05-27 20:51:29.175085 [Sim]MESM2.CME Simulated order canceled 55309 55309 Stop 3 Buy 4173.50 Canceled Sim3 Close 55308 -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:29.175099 2022-05-27 20:51:29.175096 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55311 55311 Stop 3 Buy 4173.50 Pending Cancel Sim4 Close 55310 -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:29.175109 2022-05-27 20:51:29.175106 [Sim]MESM2.CME Simulated order canceled 55311 55311 Stop 3 Buy 4173.50 Canceled Sim4 Close 55310 -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:29.179072 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-05-27 20:51:29.179096 2022-05-27 20:51:29.179089 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: -3 | AO=0 55321 Market 3 Buy Order Sent Sim2 Close -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:29.179112 2022-05-27 20:51:29.179110 [Sim]MESM2.CME Simulated order accepted 55321 55321 Market 3 Buy Open Sim2 Close -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:29.179131 2022-05-27 20:51:29.179128 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55321 55321 Market 3 Buy Filled 4168.25 3 Sim2 Close -3 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:29.179138 2022-05-27 20:51:29.179126 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55321 55321 Market 3 Buy Filled 4168.25 3 Sim2 Close 55321.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:29.179172 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim3 0.00 Day Orders 2022-05-27 20:51:29.179182 2022-05-27 20:51:29.179178 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: -3 | AO=0 55322 Market 3 Buy Order Sent Sim3 Close -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:29.179191 2022-05-27 20:51:29.179189 [Sim]MESM2.CME Simulated order accepted 55322 55322 Market 3 Buy Open Sim3 Close -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:29.179208 2022-05-27 20:51:29.179206 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55322 55322 Market 3 Buy Filled 4168.25 3 Sim3 Close -3 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:29.179214 2022-05-27 20:51:29.179203 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55322 55322 Market 3 Buy Filled 4168.25 3 Sim3 Close 55322.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:29.179290 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim4 0.00 Day Orders 2022-05-27 20:51:29.179301 2022-05-27 20:51:29.179297 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: -3 | AO=0 55323 Market 3 Buy Order Sent Sim4 Close -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:29.179310 2022-05-27 20:51:29.179308 [Sim]MESM2.CME Simulated order accepted 55323 55323 Market 3 Buy Open Sim4 Close -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:29.179327 2022-05-27 20:51:29.179324 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55323 55323 Market 3 Buy Filled 4168.25 3 Sim4 Close -3 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:29.179334 2022-05-27 20:51:29.179323 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55323 55323 Market 3 Buy Filled 4168.25 3 Sim4 Close 55323.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.075051 2022-05-27 20:51:30.075046 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 55327 Stop Buy 4173.50 Pending Child-Client Sim2 Close 55326 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.075058 2022-05-27 20:51:30.075055 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 55326 Limit 1 Sell 4167.50 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.075063 2022-05-27 20:51:30.075062 [Sim]MESM2.CME Simulated order accepted 55326 55326 Limit 1 Sell 4167.50 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.075075 2022-05-27 20:51:30.075073 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55326 55326 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim2 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:30.075078 2022-05-27 20:51:30.075072 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55326 55326 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim2 Open -1 55326.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.075112 2022-05-27 20:51:30.075111 [Sim]MESM2.CME Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 55327 Stop Buy 4173.50 Pending Modify Sim2 Close 55326 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.075118 2022-05-27 20:51:30.075117 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 55327 Stop Buy 4173.75 Pending Child-Client Sim2 Close 55326 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.075125 2022-05-27 20:51:30.075123 [Sim]MESM2.CME Auto-sent child from parent fill 55327 Stop 1 Buy 4173.75 Order Sent Sim2 Close 55326 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.075134 2022-05-27 20:51:30.075132 [Sim]MESM2.CME Simulated order accepted 55327 55327 Stop 1 Buy 4173.75 Open Sim2 Close 55326 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.075151 2022-05-27 20:51:30.075148 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 55329 Stop Buy 4173.50 Pending Child-Client Sim3 Close 55328 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.075157 2022-05-27 20:51:30.075155 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 55328 Limit 1 Sell 4167.50 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.075162 2022-05-27 20:51:30.075160 [Sim]MESM2.CME Simulated order accepted 55328 55328 Limit 1 Sell 4167.50 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.075173 2022-05-27 20:51:30.075171 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55328 55328 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim3 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:30.075177 2022-05-27 20:51:30.075169 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55328 55328 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim3 Open -1 55328.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.075198 2022-05-27 20:51:30.075196 [Sim]MESM2.CME Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 55329 Stop Buy 4173.50 Pending Modify Sim3 Close 55328 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.075205 2022-05-27 20:51:30.075204 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 55329 Stop Buy 4173.75 Pending Child-Client Sim3 Close 55328 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.075214 2022-05-27 20:51:30.075212 [Sim]MESM2.CME Auto-sent child from parent fill 55329 Stop 1 Buy 4173.75 Order Sent Sim3 Close 55328 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.075229 2022-05-27 20:51:30.075227 [Sim]MESM2.CME Simulated order accepted 55329 55329 Stop 1 Buy 4173.75 Open Sim3 Close 55328 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.075253 2022-05-27 20:51:30.075249 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 55331 Stop Buy 4173.50 Pending Child-Client Sim4 Close 55330 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.075263 2022-05-27 20:51:30.075259 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 55330 Limit 1 Sell 4167.50 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.075269 2022-05-27 20:51:30.075267 [Sim]MESM2.CME Simulated order accepted 55330 55330 Limit 1 Sell 4167.50 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.075283 2022-05-27 20:51:30.075281 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55330 55330 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim4 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:30.075286 2022-05-27 20:51:30.075279 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55330 55330 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim4 Open -1 55330.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.075311 2022-05-27 20:51:30.075309 [Sim]MESM2.CME Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 55331 Stop Buy 4173.50 Pending Modify Sim4 Close 55330 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.075318 2022-05-27 20:51:30.075316 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 55331 Stop Buy 4173.75 Pending Child-Client Sim4 Close 55330 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.075326 2022-05-27 20:51:30.075324 [Sim]MESM2.CME Auto-sent child from parent fill 55331 Stop 1 Buy 4173.75 Order Sent Sim4 Close 55330 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.075335 2022-05-27 20:51:30.075334 [Sim]MESM2.CME Simulated order accepted 55331 55331 Stop 1 Buy 4173.75 Open Sim4 Close 55330 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.328548 2022-05-27 20:51:30.328545 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 2. Using existing order price. Requested Price: 4173.50. Requested Quantity: 2 55327 55327 Stop 1 Buy 4173.75 Pending Modify Sim2 Close 55326 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.328560 2022-05-27 20:51:30.328558 [Sim]MESM2.CME Simulated order modify complete 55327 55327 Stop 2 Buy 4173.50 Open Sim2 Close 55326 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.328581 2022-05-27 20:51:30.328579 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 2. Using existing order price. Requested Price: 4173.50. Requested Quantity: 2 55329 55329 Stop 1 Buy 4173.75 Pending Modify Sim3 Close 55328 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.328591 2022-05-27 20:51:30.328590 [Sim]MESM2.CME Simulated order modify complete 55329 55329 Stop 2 Buy 4173.50 Open Sim3 Close 55328 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.328608 2022-05-27 20:51:30.328606 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 2. Using existing order price. Requested Price: 4173.50. Requested Quantity: 2 55331 55331 Stop 1 Buy 4173.75 Pending Modify Sim4 Close 55330 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.328619 2022-05-27 20:51:30.328616 [Sim]MESM2.CME Simulated order modify complete 55331 55331 Stop 2 Buy 4173.50 Open Sim4 Close 55330 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.328651 2022-05-27 20:51:30.328645 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55333 Limit 1 Sell 4167.50 Order Sent Sim2 Open -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.328659 2022-05-27 20:51:30.328657 [Sim]MESM2.CME Simulated order accepted 55333 55333 Limit 1 Sell 4167.50 Open Sim2 Open -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.328678 2022-05-27 20:51:30.328676 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55333 55333 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim2 Open -1 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:30.328684 2022-05-27 20:51:30.328674 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55333 55333 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim2 Open -2 55333.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.328709 2022-05-27 20:51:30.328706 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55334 Limit 1 Sell 4167.50 Order Sent Sim3 Open -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.328717 2022-05-27 20:51:30.328715 [Sim]MESM2.CME Simulated order accepted 55334 55334 Limit 1 Sell 4167.50 Open Sim3 Open -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.328738 2022-05-27 20:51:30.328735 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55334 55334 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim3 Open -1 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:30.328743 2022-05-27 20:51:30.328733 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55334 55334 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim3 Open -2 55334.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.328769 2022-05-27 20:51:30.328767 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55335 Limit 1 Sell 4167.50 Order Sent Sim4 Open -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.328777 2022-05-27 20:51:30.328775 [Sim]MESM2.CME Simulated order accepted 55335 55335 Limit 1 Sell 4167.50 Open Sim4 Open -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.328796 2022-05-27 20:51:30.328794 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55335 55335 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim4 Open -1 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:30.328801 2022-05-27 20:51:30.328792 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55335 55335 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim4 Open -2 55335.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.518325 2022-05-27 20:51:30.518322 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 3. Using existing order price. Requested Price: 4173.50. Requested Quantity: 3 55327 55327 Stop 2 Buy 4173.50 Pending Modify Sim2 Close 55326 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.518339 2022-05-27 20:51:30.518336 [Sim]MESM2.CME Simulated order modify complete 55327 55327 Stop 3 Buy 4173.50 Open Sim2 Close 55326 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.518356 2022-05-27 20:51:30.518354 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 3. Using existing order price. Requested Price: 4173.50. Requested Quantity: 3 55329 55329 Stop 2 Buy 4173.50 Pending Modify Sim3 Close 55328 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.518367 2022-05-27 20:51:30.518364 [Sim]MESM2.CME Simulated order modify complete 55329 55329 Stop 3 Buy 4173.50 Open Sim3 Close 55328 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.518385 2022-05-27 20:51:30.518382 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 3. Using existing order price. Requested Price: 4173.50. Requested Quantity: 3 55331 55331 Stop 2 Buy 4173.50 Pending Modify Sim4 Close 55330 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.518395 2022-05-27 20:51:30.518393 [Sim]MESM2.CME Simulated order modify complete 55331 55331 Stop 3 Buy 4173.50 Open Sim4 Close 55330 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.518422 2022-05-27 20:51:30.518418 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55337 Limit 1 Sell 4167.50 Order Sent Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.518429 2022-05-27 20:51:30.518427 [Sim]MESM2.CME Simulated order accepted 55337 55337 Limit 1 Sell 4167.50 Open Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.518450 2022-05-27 20:51:30.518447 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55337 55337 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim2 Open -2 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:30.518456 2022-05-27 20:51:30.518445 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55337 55337 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim2 Open -3 55337.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.518485 2022-05-27 20:51:30.518482 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55338 Limit 1 Sell 4167.50 Order Sent Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.518493 2022-05-27 20:51:30.518491 [Sim]MESM2.CME Simulated order accepted 55338 55338 Limit 1 Sell 4167.50 Open Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.518513 2022-05-27 20:51:30.518509 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55338 55338 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim3 Open -2 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:30.518518 2022-05-27 20:51:30.518508 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55338 55338 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim3 Open -3 55338.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.518544 2022-05-27 20:51:30.518541 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55339 Limit 1 Sell 4167.50 Order Sent Sim4 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.518552 2022-05-27 20:51:30.518550 [Sim]MESM2.CME Simulated order accepted 55339 55339 Limit 1 Sell 4167.50 Open Sim4 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.518571 2022-05-27 20:51:30.518568 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55339 55339 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim4 Open -2 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:30.518575 2022-05-27 20:51:30.518566 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55339 55339 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim4 Open -3 55339.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.709278 2022-05-27 20:51:30.709275 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 4. Using existing order price. Requested Price: 4173.50. Requested Quantity: 4 55327 55327 Stop 3 Buy 4173.50 Pending Modify Sim2 Close 55326 -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.709292 2022-05-27 20:51:30.709289 [Sim]MESM2.CME Simulated order modify complete 55327 55327 Stop 4 Buy 4173.50 Open Sim2 Close 55326 -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.709311 2022-05-27 20:51:30.709309 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 4. Using existing order price. Requested Price: 4173.50. Requested Quantity: 4 55329 55329 Stop 3 Buy 4173.50 Pending Modify Sim3 Close 55328 -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.709322 2022-05-27 20:51:30.709320 [Sim]MESM2.CME Simulated order modify complete 55329 55329 Stop 4 Buy 4173.50 Open Sim3 Close 55328 -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.709340 2022-05-27 20:51:30.709337 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 4. Using existing order price. Requested Price: 4173.50. Requested Quantity: 4 55331 55331 Stop 3 Buy 4173.50 Pending Modify Sim4 Close 55330 -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.709350 2022-05-27 20:51:30.709347 [Sim]MESM2.CME Simulated order modify complete 55331 55331 Stop 4 Buy 4173.50 Open Sim4 Close 55330 -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.709380 2022-05-27 20:51:30.709376 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55341 Limit 1 Sell 4167.50 Order Sent Sim2 Open -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.709389 2022-05-27 20:51:30.709386 [Sim]MESM2.CME Simulated order accepted 55341 55341 Limit 1 Sell 4167.50 Open Sim2 Open -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.709408 2022-05-27 20:51:30.709406 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55341 55341 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim2 Open -3 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:30.709413 2022-05-27 20:51:30.709401 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55341 55341 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim2 Open -4 55341.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.709495 2022-05-27 20:51:30.709492 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55342 Limit 1 Sell 4167.50 Order Sent Sim3 Open -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.709504 2022-05-27 20:51:30.709502 [Sim]MESM2.CME Simulated order accepted 55342 55342 Limit 1 Sell 4167.50 Open Sim3 Open -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.709525 2022-05-27 20:51:30.709522 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55342 55342 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim3 Open -3 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:30.709530 2022-05-27 20:51:30.709517 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55342 55342 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim3 Open -4 55342.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.709556 2022-05-27 20:51:30.709553 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55343 Limit 1 Sell 4167.50 Order Sent Sim4 Open -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.709564 2022-05-27 20:51:30.709562 [Sim]MESM2.CME Simulated order accepted 55343 55343 Limit 1 Sell 4167.50 Open Sim4 Open -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:30.709585 2022-05-27 20:51:30.709583 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55343 55343 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim4 Open -3 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:30.709589 2022-05-27 20:51:30.709577 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55343 55343 Limit 1 Sell 4167.50 Filled 4167.75 1 Sim4 Open -4 55343.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:31.338598 2022-05-27 20:51:31.338594 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55327 55327 Stop 4 Buy 4173.50 Pending Cancel Sim2 Close 55326 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:31.338608 2022-05-27 20:51:31.338605 [Sim]MESM2.CME Simulated order canceled 55327 55327 Stop 4 Buy 4173.50 Canceled Sim2 Close 55326 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:31.338625 2022-05-27 20:51:31.338622 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55329 55329 Stop 4 Buy 4173.50 Pending Cancel Sim3 Close 55328 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:31.338637 2022-05-27 20:51:31.338634 [Sim]MESM2.CME Simulated order canceled 55329 55329 Stop 4 Buy 4173.50 Canceled Sim3 Close 55328 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:31.338653 2022-05-27 20:51:31.338650 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55331 55331 Stop 4 Buy 4173.50 Pending Cancel Sim4 Close 55330 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:31.338667 2022-05-27 20:51:31.338663 [Sim]MESM2.CME Simulated order canceled 55331 55331 Stop 4 Buy 4173.50 Canceled Sim4 Close 55330 -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:31.342610 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-05-27 20:51:31.342636 2022-05-27 20:51:31.342629 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: -4 | AO=0 55345 Market 4 Buy Order Sent Sim2 Close -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:31.342656 2022-05-27 20:51:31.342654 [Sim]MESM2.CME Simulated order accepted 55345 55345 Market 4 Buy Open Sim2 Close -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:31.342677 2022-05-27 20:51:31.342673 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55345 55345 Market 4 Buy Filled 4168.25 4 Sim2 Close -4 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:31.342683 2022-05-27 20:51:31.342670 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55345 55345 Market 4 Buy Filled 4168.25 4 Sim2 Close 55345.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:31.342719 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim3 0.00 Day Orders 2022-05-27 20:51:31.342731 2022-05-27 20:51:31.342725 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: -4 | AO=0 55346 Market 4 Buy Order Sent Sim3 Close -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:31.342740 2022-05-27 20:51:31.342738 [Sim]MESM2.CME Simulated order accepted 55346 55346 Market 4 Buy Open Sim3 Close -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:31.342758 2022-05-27 20:51:31.342755 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55346 55346 Market 4 Buy Filled 4168.25 4 Sim3 Close -4 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:31.342766 2022-05-27 20:51:31.342753 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55346 55346 Market 4 Buy Filled 4168.25 4 Sim3 Close 55346.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:31.342815 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim4 0.00 Day Orders 2022-05-27 20:51:31.342826 2022-05-27 20:51:31.342821 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: -4 | AO=0 55347 Market 4 Buy Order Sent Sim4 Close -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:31.342836 2022-05-27 20:51:31.342834 [Sim]MESM2.CME Simulated order accepted 55347 55347 Market 4 Buy Open Sim4 Close -4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:31.342852 2022-05-27 20:51:31.342849 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55347 55347 Market 4 Buy Filled 4168.25 4 Sim4 Close -4 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:31.342858 2022-05-27 20:51:31.342847 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55347 55347 Market 4 Buy Filled 4168.25 4 Sim4 Close 55347.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:32.682278 2022-05-27 20:51:32.682274 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 55351 Stop Sell 4162.25 Pending Child-Client Sim2 Close 55350 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:32.682292 2022-05-27 20:51:32.682287 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 55350 Market 1 Buy Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:32.682302 2022-05-27 20:51:32.682300 [Sim]MESM2.CME Simulated order accepted 55350 55350 Market 1 Buy Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:32.682321 2022-05-27 20:51:32.682318 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55350 55350 Market 1 Buy Filled 4168.25 1 Sim2 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:32.682328 2022-05-27 20:51:32.682316 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55350 55350 Market 1 Buy Filled 4168.25 1 Sim2 Open 1 55350.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:32.682346 2022-05-27 20:51:32.682343 [Sim]MESM2.CME Auto-sent child from parent fill 55351 Stop 1 Sell 4162.25 Order Sent Sim2 Close 55350 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:32.682358 2022-05-27 20:51:32.682356 [Sim]MESM2.CME Simulated order accepted 55351 55351 Stop 1 Sell 4162.25 Open Sim2 Close 55350 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:32.682385 2022-05-27 20:51:32.682381 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 55353 Stop Sell 4162.25 Pending Child-Client Sim3 Close 55352 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:32.682393 2022-05-27 20:51:32.682390 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 55352 Market 1 Buy Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:32.682398 2022-05-27 20:51:32.682397 [Sim]MESM2.CME Simulated order accepted 55352 55352 Market 1 Buy Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:32.682410 2022-05-27 20:51:32.682408 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55352 55352 Market 1 Buy Filled 4168.25 1 Sim3 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:32.682415 2022-05-27 20:51:32.682406 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55352 55352 Market 1 Buy Filled 4168.25 1 Sim3 Open 1 55352.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:32.682431 2022-05-27 20:51:32.682429 [Sim]MESM2.CME Auto-sent child from parent fill 55353 Stop 1 Sell 4162.25 Order Sent Sim3 Close 55352 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:32.682441 2022-05-27 20:51:32.682440 [Sim]MESM2.CME Simulated order accepted 55353 55353 Stop 1 Sell 4162.25 Open Sim3 Close 55352 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:32.682470 2022-05-27 20:51:32.682467 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 55355 Stop Sell 4162.25 Pending Child-Client Sim4 Close 55354 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:32.682478 2022-05-27 20:51:32.682476 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 55354 Market 1 Buy Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:32.682485 2022-05-27 20:51:32.682483 [Sim]MESM2.CME Simulated order accepted 55354 55354 Market 1 Buy Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:32.682499 2022-05-27 20:51:32.682497 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55354 55354 Market 1 Buy Filled 4168.25 1 Sim4 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:32.682503 2022-05-27 20:51:32.682495 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55354 55354 Market 1 Buy Filled 4168.25 1 Sim4 Open 1 55354.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:32.682518 2022-05-27 20:51:32.682516 [Sim]MESM2.CME Auto-sent child from parent fill 55355 Stop 1 Sell 4162.25 Order Sent Sim4 Close 55354 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:32.682528 2022-05-27 20:51:32.682526 [Sim]MESM2.CME Simulated order accepted 55355 55355 Stop 1 Sell 4162.25 Open Sim4 Close 55354 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.001518 2022-05-27 20:51:33.001515 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 2. Using existing order price. Requested Price: 4162.25. Requested Quantity: 2 55351 55351 Stop 1 Sell 4162.25 Pending Modify Sim2 Close 55350 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.001528 2022-05-27 20:51:33.001527 [Sim]MESM2.CME Simulated order modify complete 55351 55351 Stop 2 Sell 4162.25 Open Sim2 Close 55350 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.001546 2022-05-27 20:51:33.001544 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 2. Using existing order price. Requested Price: 4162.25. Requested Quantity: 2 55353 55353 Stop 1 Sell 4162.25 Pending Modify Sim3 Close 55352 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.001555 2022-05-27 20:51:33.001554 [Sim]MESM2.CME Simulated order modify complete 55353 55353 Stop 2 Sell 4162.25 Open Sim3 Close 55352 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.001573 2022-05-27 20:51:33.001569 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 2. Using existing order price. Requested Price: 4162.25. Requested Quantity: 2 55355 55355 Stop 1 Sell 4162.25 Pending Modify Sim4 Close 55354 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.001586 2022-05-27 20:51:33.001585 [Sim]MESM2.CME Simulated order modify complete 55355 55355 Stop 2 Sell 4162.25 Open Sim4 Close 55354 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.001622 2022-05-27 20:51:33.001617 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55357 Market 1 Buy Order Sent Sim2 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.001632 2022-05-27 20:51:33.001631 [Sim]MESM2.CME Simulated order accepted 55357 55357 Market 1 Buy Open Sim2 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.001650 2022-05-27 20:51:33.001648 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55357 55357 Market 1 Buy Filled 4168.25 1 Sim2 Open 1 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:33.001656 2022-05-27 20:51:33.001642 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55357 55357 Market 1 Buy Filled 4168.25 1 Sim2 Open 2 55357.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.001677 2022-05-27 20:51:33.001675 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55358 Market 1 Buy Order Sent Sim3 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.001686 2022-05-27 20:51:33.001684 [Sim]MESM2.CME Simulated order accepted 55358 55358 Market 1 Buy Open Sim3 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.001702 2022-05-27 20:51:33.001700 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55358 55358 Market 1 Buy Filled 4168.25 1 Sim3 Open 1 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:33.001706 2022-05-27 20:51:33.001696 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55358 55358 Market 1 Buy Filled 4168.25 1 Sim3 Open 2 55358.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.001725 2022-05-27 20:51:33.001723 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55359 Market 1 Buy Order Sent Sim4 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.001736 2022-05-27 20:51:33.001734 [Sim]MESM2.CME Simulated order accepted 55359 55359 Market 1 Buy Open Sim4 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.001757 2022-05-27 20:51:33.001755 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55359 55359 Market 1 Buy Filled 4168.25 1 Sim4 Open 1 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:33.001764 2022-05-27 20:51:33.001749 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55359 55359 Market 1 Buy Filled 4168.25 1 Sim4 Open 2 55359.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.191822 2022-05-27 20:51:33.191819 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 3. Using existing order price. Requested Price: 4162.25. Requested Quantity: 3 55351 55351 Stop 2 Sell 4162.25 Pending Modify Sim2 Close 55350 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.191833 2022-05-27 20:51:33.191832 [Sim]MESM2.CME Simulated order modify complete 55351 55351 Stop 3 Sell 4162.25 Open Sim2 Close 55350 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.191849 2022-05-27 20:51:33.191847 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 3. Using existing order price. Requested Price: 4162.25. Requested Quantity: 3 55353 55353 Stop 2 Sell 4162.25 Pending Modify Sim3 Close 55352 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.191858 2022-05-27 20:51:33.191856 [Sim]MESM2.CME Simulated order modify complete 55353 55353 Stop 3 Sell 4162.25 Open Sim3 Close 55352 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.191892 2022-05-27 20:51:33.191888 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 3. Using existing order price. Requested Price: 4162.25. Requested Quantity: 3 55355 55355 Stop 2 Sell 4162.25 Pending Modify Sim4 Close 55354 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.191908 2022-05-27 20:51:33.191906 [Sim]MESM2.CME Simulated order modify complete 55355 55355 Stop 3 Sell 4162.25 Open Sim4 Close 55354 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.191938 2022-05-27 20:51:33.191934 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55361 Market 1 Buy Order Sent Sim2 Open 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.191951 2022-05-27 20:51:33.191949 [Sim]MESM2.CME Simulated order accepted 55361 55361 Market 1 Buy Open Sim2 Open 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.191973 2022-05-27 20:51:33.191971 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55361 55361 Market 1 Buy Filled 4168.25 1 Sim2 Open 2 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:33.191979 2022-05-27 20:51:33.191966 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55361 55361 Market 1 Buy Filled 4168.25 1 Sim2 Open 3 55361.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.192003 2022-05-27 20:51:33.192000 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55362 Market 1 Buy Order Sent Sim3 Open 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.192011 2022-05-27 20:51:33.192010 [Sim]MESM2.CME Simulated order accepted 55362 55362 Market 1 Buy Open Sim3 Open 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.192028 2022-05-27 20:51:33.192026 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55362 55362 Market 1 Buy Filled 4168.25 1 Sim3 Open 2 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:33.192033 2022-05-27 20:51:33.192021 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55362 55362 Market 1 Buy Filled 4168.25 1 Sim3 Open 3 55362.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.192053 2022-05-27 20:51:33.192050 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55363 Market 1 Buy Order Sent Sim4 Open 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.192062 2022-05-27 20:51:33.192060 [Sim]MESM2.CME Simulated order accepted 55363 55363 Market 1 Buy Open Sim4 Open 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.192079 2022-05-27 20:51:33.192077 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55363 55363 Market 1 Buy Filled 4168.25 1 Sim4 Open 2 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:33.192085 2022-05-27 20:51:33.192072 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55363 55363 Market 1 Buy Filled 4168.25 1 Sim4 Open 3 55363.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.446370 2022-05-27 20:51:33.446368 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 4. Using existing order price. Requested Price: 4162.25. Requested Quantity: 4 55351 55351 Stop 3 Sell 4162.25 Pending Modify Sim2 Close 55350 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.446385 2022-05-27 20:51:33.446382 [Sim]MESM2.CME Simulated order modify complete 55351 55351 Stop 4 Sell 4162.25 Open Sim2 Close 55350 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.446403 2022-05-27 20:51:33.446401 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 4. Using existing order price. Requested Price: 4162.25. Requested Quantity: 4 55353 55353 Stop 3 Sell 4162.25 Pending Modify Sim3 Close 55352 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.446411 2022-05-27 20:51:33.446409 [Sim]MESM2.CME Simulated order modify complete 55353 55353 Stop 4 Sell 4162.25 Open Sim3 Close 55352 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.446432 2022-05-27 20:51:33.446429 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 4. Using existing order price. Requested Price: 4162.25. Requested Quantity: 4 55355 55355 Stop 3 Sell 4162.25 Pending Modify Sim4 Close 55354 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.446443 2022-05-27 20:51:33.446441 [Sim]MESM2.CME Simulated order modify complete 55355 55355 Stop 4 Sell 4162.25 Open Sim4 Close 55354 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.446475 2022-05-27 20:51:33.446471 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55365 Market 1 Buy Order Sent Sim2 Open 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.446484 2022-05-27 20:51:33.446482 [Sim]MESM2.CME Simulated order accepted 55365 55365 Market 1 Buy Open Sim2 Open 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.446507 2022-05-27 20:51:33.446505 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55365 55365 Market 1 Buy Filled 4168.25 1 Sim2 Open 3 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:33.446513 2022-05-27 20:51:33.446498 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55365 55365 Market 1 Buy Filled 4168.25 1 Sim2 Open 4 55365.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.446558 2022-05-27 20:51:33.446554 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55366 Market 1 Buy Order Sent Sim3 Open 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.446566 2022-05-27 20:51:33.446564 [Sim]MESM2.CME Simulated order accepted 55366 55366 Market 1 Buy Open Sim3 Open 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.446589 2022-05-27 20:51:33.446586 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55366 55366 Market 1 Buy Filled 4168.25 1 Sim3 Open 3 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:33.446594 2022-05-27 20:51:33.446580 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55366 55366 Market 1 Buy Filled 4168.25 1 Sim3 Open 4 55366.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.446619 2022-05-27 20:51:33.446615 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55367 Market 1 Buy Order Sent Sim4 Open 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.446627 2022-05-27 20:51:33.446625 [Sim]MESM2.CME Simulated order accepted 55367 55367 Market 1 Buy Open Sim4 Open 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.446650 2022-05-27 20:51:33.446647 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55367 55367 Market 1 Buy Filled 4168.25 1 Sim4 Open 3 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:33.446655 2022-05-27 20:51:33.446639 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55367 55367 Market 1 Buy Filled 4168.25 1 Sim4 Open 4 55367.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.576059 2022-05-27 20:51:33.576055 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 5. Using existing order price. Requested Price: 4162.25. Requested Quantity: 5 55351 55351 Stop 4 Sell 4162.25 Pending Modify Sim2 Close 55350 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.576069 2022-05-27 20:51:33.576067 [Sim]MESM2.CME Simulated order modify complete 55351 55351 Stop 5 Sell 4162.25 Open Sim2 Close 55350 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.576089 2022-05-27 20:51:33.576087 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 5. Using existing order price. Requested Price: 4162.25. Requested Quantity: 5 55353 55353 Stop 4 Sell 4162.25 Pending Modify Sim3 Close 55352 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.576101 2022-05-27 20:51:33.576099 [Sim]MESM2.CME Simulated order modify complete 55353 55353 Stop 5 Sell 4162.25 Open Sim3 Close 55352 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.576119 2022-05-27 20:51:33.576116 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 5. Using existing order price. Requested Price: 4162.25. Requested Quantity: 5 55355 55355 Stop 4 Sell 4162.25 Pending Modify Sim4 Close 55354 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.576128 2022-05-27 20:51:33.576126 [Sim]MESM2.CME Simulated order modify complete 55355 55355 Stop 5 Sell 4162.25 Open Sim4 Close 55354 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.576158 2022-05-27 20:51:33.576154 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55369 Market 1 Buy Order Sent Sim2 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.576167 2022-05-27 20:51:33.576164 [Sim]MESM2.CME Simulated order accepted 55369 55369 Market 1 Buy Open Sim2 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.576185 2022-05-27 20:51:33.576183 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55369 55369 Market 1 Buy Filled 4168.25 1 Sim2 Open 4 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:33.576190 2022-05-27 20:51:33.576179 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55369 55369 Market 1 Buy Filled 4168.25 1 Sim2 Open 5 55369.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.576215 2022-05-27 20:51:33.576211 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55370 Market 1 Buy Order Sent Sim3 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.576222 2022-05-27 20:51:33.576220 [Sim]MESM2.CME Simulated order accepted 55370 55370 Market 1 Buy Open Sim3 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.576240 2022-05-27 20:51:33.576238 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55370 55370 Market 1 Buy Filled 4168.25 1 Sim3 Open 4 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:33.576245 2022-05-27 20:51:33.576233 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55370 55370 Market 1 Buy Filled 4168.25 1 Sim3 Open 5 55370.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.576276 2022-05-27 20:51:33.576272 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55371 Market 1 Buy Order Sent Sim4 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.576285 2022-05-27 20:51:33.576283 [Sim]MESM2.CME Simulated order accepted 55371 55371 Market 1 Buy Open Sim4 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.576307 2022-05-27 20:51:33.576304 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55371 55371 Market 1 Buy Filled 4168.25 1 Sim4 Open 4 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:33.576312 2022-05-27 20:51:33.576298 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55371 55371 Market 1 Buy Filled 4168.25 1 Sim4 Open 5 55371.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.828345 2022-05-27 20:51:33.828341 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55351 55351 Stop 5 Sell 4162.25 Pending Cancel Sim2 Close 55350 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.828353 2022-05-27 20:51:33.828350 [Sim]MESM2.CME Simulated order canceled 55351 55351 Stop 5 Sell 4162.25 Canceled Sim2 Close 55350 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.828365 2022-05-27 20:51:33.828362 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55353 55353 Stop 5 Sell 4162.25 Pending Cancel Sim3 Close 55352 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.828373 2022-05-27 20:51:33.828370 [Sim]MESM2.CME Simulated order canceled 55353 55353 Stop 5 Sell 4162.25 Canceled Sim3 Close 55352 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.828387 2022-05-27 20:51:33.828383 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55355 55355 Stop 5 Sell 4162.25 Pending Cancel Sim4 Close 55354 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.828395 2022-05-27 20:51:33.828392 [Sim]MESM2.CME Simulated order canceled 55355 55355 Stop 5 Sell 4162.25 Canceled Sim4 Close 55354 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.832151 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-05-27 20:51:33.832176 2022-05-27 20:51:33.832168 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: 5 | AO=0 55373 Market 5 Sell Order Sent Sim2 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.832193 2022-05-27 20:51:33.832191 [Sim]MESM2.CME Simulated order accepted 55373 55373 Market 5 Sell Open Sim2 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.832218 2022-05-27 20:51:33.832216 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55373 55373 Market 5 Sell Filled 4167.75 5 Sim2 Close 5 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:33.832223 2022-05-27 20:51:33.832213 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55373 55373 Market 5 Sell Filled 4167.75 5 Sim2 Close 55373.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.832260 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim3 0.00 Day Orders 2022-05-27 20:51:33.832271 2022-05-27 20:51:33.832267 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: 5 | AO=0 55374 Market 5 Sell Order Sent Sim3 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.832281 2022-05-27 20:51:33.832279 [Sim]MESM2.CME Simulated order accepted 55374 55374 Market 5 Sell Open Sim3 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.832299 2022-05-27 20:51:33.832297 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55374 55374 Market 5 Sell Filled 4167.75 5 Sim3 Close 5 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:33.832304 2022-05-27 20:51:33.832295 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55374 55374 Market 5 Sell Filled 4167.75 5 Sim3 Close 55374.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.832333 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim4 0.00 Day Orders 2022-05-27 20:51:33.832344 2022-05-27 20:51:33.832340 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: 5 | AO=0 55375 Market 5 Sell Order Sent Sim4 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.832354 2022-05-27 20:51:33.832352 [Sim]MESM2.CME Simulated order accepted 55375 55375 Market 5 Sell Open Sim4 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:33.832370 2022-05-27 20:51:33.832367 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55375 55375 Market 5 Sell Filled 4167.75 5 Sim4 Close 5 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:33.832375 2022-05-27 20:51:33.832365 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55375 55375 Market 5 Sell Filled 4167.75 5 Sim4 Close 55375.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:39.168962 2022-05-27 20:51:39.168956 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 55379 Stop Sell 4162.25 Pending Child-Client Sim2 Close 55378 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:39.168978 2022-05-27 20:51:39.168973 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 55378 Market 2 Buy Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:39.168987 2022-05-27 20:51:39.168985 [Sim]MESM2.CME Simulated order accepted 55378 55378 Market 2 Buy Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:39.169012 2022-05-27 20:51:39.169008 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55378 55378 Market 2 Buy Filled 4168.25 2 Sim2 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:39.169021 2022-05-27 20:51:39.169004 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55378 55378 Market 2 Buy Filled 4168.25 2 Sim2 Open 2 55378.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:39.169044 2022-05-27 20:51:39.169041 [Sim]MESM2.CME Auto-sent child from parent fill 55379 Stop 2 Sell 4162.25 Order Sent Sim2 Close 55378 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:39.169064 2022-05-27 20:51:39.169062 [Sim]MESM2.CME Simulated order accepted 55379 55379 Stop 2 Sell 4162.25 Open Sim2 Close 55378 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:39.169099 2022-05-27 20:51:39.169094 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 55381 Stop Sell 4162.25 Pending Child-Client Sim3 Close 55380 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:39.169116 2022-05-27 20:51:39.169110 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 55380 Market 2 Buy Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:39.169127 2022-05-27 20:51:39.169125 [Sim]MESM2.CME Simulated order accepted 55380 55380 Market 2 Buy Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:39.169153 2022-05-27 20:51:39.169149 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55380 55380 Market 2 Buy Filled 4168.25 2 Sim3 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:39.169162 2022-05-27 20:51:39.169146 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55380 55380 Market 2 Buy Filled 4168.25 2 Sim3 Open 2 55380.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:39.169189 2022-05-27 20:51:39.169185 [Sim]MESM2.CME Auto-sent child from parent fill 55381 Stop 2 Sell 4162.25 Order Sent Sim3 Close 55380 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:39.169208 2022-05-27 20:51:39.169206 [Sim]MESM2.CME Simulated order accepted 55381 55381 Stop 2 Sell 4162.25 Open Sim3 Close 55380 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:39.169234 2022-05-27 20:51:39.169230 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1. Attached Order 55383 Stop Sell 4162.25 Pending Child-Client Sim4 Close 55382 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:39.169244 2022-05-27 20:51:39.169241 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | AO=1 55382 Market 2 Buy Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:39.169254 2022-05-27 20:51:39.169252 [Sim]MESM2.CME Simulated order accepted 55382 55382 Market 2 Buy Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:39.169270 2022-05-27 20:51:39.169268 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55382 55382 Market 2 Buy Filled 4168.25 2 Sim4 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:39.169273 2022-05-27 20:51:39.169265 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55382 55382 Market 2 Buy Filled 4168.25 2 Sim4 Open 2 55382.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:39.169298 2022-05-27 20:51:39.169295 [Sim]MESM2.CME Auto-sent child from parent fill 55383 Stop 2 Sell 4162.25 Order Sent Sim4 Close 55382 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:39.169311 2022-05-27 20:51:39.169309 [Sim]MESM2.CME Simulated order accepted 55383 55383 Stop 2 Sell 4162.25 Open Sim4 Close 55382 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.273309 2022-05-27 20:51:41.273306 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 4. Using existing order price. Requested Price: 4162.25. Requested Quantity: 4 55379 55379 Stop 2 Sell 4162.25 Pending Modify Sim2 Close 55378 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.273321 2022-05-27 20:51:41.273319 [Sim]MESM2.CME Simulated order modify complete 55379 55379 Stop 4 Sell 4162.25 Open Sim2 Close 55378 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.273340 2022-05-27 20:51:41.273338 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 4. Using existing order price. Requested Price: 4162.25. Requested Quantity: 4 55381 55381 Stop 2 Sell 4162.25 Pending Modify Sim3 Close 55380 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.273351 2022-05-27 20:51:41.273349 [Sim]MESM2.CME Simulated order modify complete 55381 55381 Stop 4 Sell 4162.25 Open Sim3 Close 55380 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.273370 2022-05-27 20:51:41.273368 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 4. Using existing order price. Requested Price: 4162.25. Requested Quantity: 4 55383 55383 Stop 2 Sell 4162.25 Pending Modify Sim4 Close 55382 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.273382 2022-05-27 20:51:41.273380 [Sim]MESM2.CME Simulated order modify complete 55383 55383 Stop 4 Sell 4162.25 Open Sim4 Close 55382 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.273410 2022-05-27 20:51:41.273405 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55385 Market 2 Buy Order Sent Sim2 Open 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.273418 2022-05-27 20:51:41.273416 [Sim]MESM2.CME Simulated order accepted 55385 55385 Market 2 Buy Open Sim2 Open 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.273440 2022-05-27 20:51:41.273437 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55385 55385 Market 2 Buy Filled 4168.25 2 Sim2 Open 2 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:41.273443 2022-05-27 20:51:41.273435 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55385 55385 Market 2 Buy Filled 4168.25 2 Sim2 Open 4 55385.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.273473 2022-05-27 20:51:41.273467 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55386 Market 2 Buy Order Sent Sim3 Open 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.273483 2022-05-27 20:51:41.273480 [Sim]MESM2.CME Simulated order accepted 55386 55386 Market 2 Buy Open Sim3 Open 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.273504 2022-05-27 20:51:41.273501 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55386 55386 Market 2 Buy Filled 4168.25 2 Sim3 Open 2 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:41.273509 2022-05-27 20:51:41.273499 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55386 55386 Market 2 Buy Filled 4168.25 2 Sim3 Open 4 55386.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.273533 2022-05-27 20:51:41.273530 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55387 Market 2 Buy Order Sent Sim4 Open 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.273541 2022-05-27 20:51:41.273539 [Sim]MESM2.CME Simulated order accepted 55387 55387 Market 2 Buy Open Sim4 Open 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.273562 2022-05-27 20:51:41.273559 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55387 55387 Market 2 Buy Filled 4168.25 2 Sim4 Open 2 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:41.273566 2022-05-27 20:51:41.273557 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55387 55387 Market 2 Buy Filled 4168.25 2 Sim4 Open 4 55387.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.593050 2022-05-27 20:51:41.593047 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 6. Using existing order price. Requested Price: 4162.25. Requested Quantity: 6 55379 55379 Stop 4 Sell 4162.25 Pending Modify Sim2 Close 55378 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.593062 2022-05-27 20:51:41.593059 [Sim]MESM2.CME Simulated order modify complete 55379 55379 Stop 6 Sell 4162.25 Open Sim2 Close 55378 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.593080 2022-05-27 20:51:41.593078 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 6. Using existing order price. Requested Price: 4162.25. Requested Quantity: 6 55381 55381 Stop 4 Sell 4162.25 Pending Modify Sim3 Close 55380 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.593091 2022-05-27 20:51:41.593089 [Sim]MESM2.CME Simulated order modify complete 55381 55381 Stop 6 Sell 4162.25 Open Sim3 Close 55380 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.593110 2022-05-27 20:51:41.593107 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 6. Using existing order price. Requested Price: 4162.25. Requested Quantity: 6 55383 55383 Stop 4 Sell 4162.25 Pending Modify Sim4 Close 55382 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.593120 2022-05-27 20:51:41.593118 [Sim]MESM2.CME Simulated order modify complete 55383 55383 Stop 6 Sell 4162.25 Open Sim4 Close 55382 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.593150 2022-05-27 20:51:41.593146 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55389 Market 2 Buy Order Sent Sim2 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.593158 2022-05-27 20:51:41.593156 [Sim]MESM2.CME Simulated order accepted 55389 55389 Market 2 Buy Open Sim2 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.593178 2022-05-27 20:51:41.593175 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55389 55389 Market 2 Buy Filled 4168.25 2 Sim2 Open 4 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:41.593182 2022-05-27 20:51:41.593173 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55389 55389 Market 2 Buy Filled 4168.25 2 Sim2 Open 6 55389.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.593210 2022-05-27 20:51:41.593206 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55390 Market 2 Buy Order Sent Sim3 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.593218 2022-05-27 20:51:41.593216 [Sim]MESM2.CME Simulated order accepted 55390 55390 Market 2 Buy Open Sim3 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.593239 2022-05-27 20:51:41.593237 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55390 55390 Market 2 Buy Filled 4168.25 2 Sim3 Open 4 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:41.593244 2022-05-27 20:51:41.593235 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55390 55390 Market 2 Buy Filled 4168.25 2 Sim3 Open 6 55390.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.593305 2022-05-27 20:51:41.593302 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4168 | Scaling in | AO=0 55391 Market 2 Buy Order Sent Sim4 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.593313 2022-05-27 20:51:41.593311 [Sim]MESM2.CME Simulated order accepted 55391 55391 Market 2 Buy Open Sim4 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:41.593333 2022-05-27 20:51:41.593330 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55391 55391 Market 2 Buy Filled 4168.25 2 Sim4 Open 4 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:41.593338 2022-05-27 20:51:41.593328 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55391 55391 Market 2 Buy Filled 4168.25 2 Sim4 Open 6 55391.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:45.073181 2022-05-27 20:51:45.073177 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55379 55379 Stop 6 Sell 4162.25 Pending Cancel Sim2 Close 55378 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:45.073188 2022-05-27 20:51:45.073186 [Sim]MESM2.CME Simulated order canceled 55379 55379 Stop 6 Sell 4162.25 Canceled Sim2 Close 55378 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:45.073199 2022-05-27 20:51:45.073197 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55381 55381 Stop 6 Sell 4162.25 Pending Cancel Sim3 Close 55380 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:45.073206 2022-05-27 20:51:45.073203 [Sim]MESM2.CME Simulated order canceled 55381 55381 Stop 6 Sell 4162.25 Canceled Sim3 Close 55380 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:45.073222 2022-05-27 20:51:45.073219 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55383 55383 Stop 6 Sell 4162.25 Pending Cancel Sim4 Close 55382 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:45.073230 2022-05-27 20:51:45.073228 [Sim]MESM2.CME Simulated order canceled 55383 55383 Stop 6 Sell 4162.25 Canceled Sim4 Close 55382 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:45.076934 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-05-27 20:51:45.076954 2022-05-27 20:51:45.076948 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: 6 | AO=0 55393 Market 6 Sell Order Sent Sim2 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:45.076969 2022-05-27 20:51:45.076968 [Sim]MESM2.CME Simulated order accepted 55393 55393 Market 6 Sell Open Sim2 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:45.076993 2022-05-27 20:51:45.076989 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55393 55393 Market 6 Sell Filled 4167.75 6 Sim2 Close 6 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:45.076997 2022-05-27 20:51:45.076987 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55393 55393 Market 6 Sell Filled 4167.75 6 Sim2 Close 55393.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:45.077029 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim3 0.00 Day Orders 2022-05-27 20:51:45.077039 2022-05-27 20:51:45.077035 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: 6 | AO=0 55394 Market 6 Sell Order Sent Sim3 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:45.077048 2022-05-27 20:51:45.077046 [Sim]MESM2.CME Simulated order accepted 55394 55394 Market 6 Sell Open Sim3 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:45.077064 2022-05-27 20:51:45.077061 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55394 55394 Market 6 Sell Filled 4167.75 6 Sim3 Close 6 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:45.077068 2022-05-27 20:51:45.077059 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55394 55394 Market 6 Sell Filled 4167.75 6 Sim3 Close 55394.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:45.077093 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim4 0.00 Day Orders 2022-05-27 20:51:45.077103 2022-05-27 20:51:45.077098 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: 6 | AO=0 55395 Market 6 Sell Order Sent Sim4 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:45.077111 2022-05-27 20:51:45.077108 [Sim]MESM2.CME Simulated order accepted 55395 55395 Market 6 Sell Open Sim4 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-27 20:51:45.077128 2022-05-27 20:51:45.077126 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55395 55395 Market 6 Sell Filled 4167.75 6 Sim4 Close 6 Scale_ES.twconfig 0.00 Day Fills 2022-05-27 20:51:45.077132 2022-05-27 20:51:45.077123 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55395 55395 Market 6 Sell Filled 4167.75 6 Sim4 Close 55395.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:16.058391 2022-05-29 09:45:16.058181 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55399 Stop Sell 4158.00 Pending Child-Client Sim2 Close 55398 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:16.058404 2022-05-29 09:45:16.058400 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55398 Limit 2 Buy 4164.00 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:16.058414 2022-05-29 09:45:16.058412 [Sim]MESM2.CME Simulated order accepted 55398 55398 Limit 2 Buy 4164.00 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:16.058440 2022-05-29 09:45:16.058432 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55401 Stop Sell 4158.00 Pending Child-Client Sim3 Close 55400 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:16.058513 2022-05-29 09:45:16.058447 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55400 Limit 2 Buy 4164.00 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:16.058521 2022-05-29 09:45:16.058519 [Sim]MESM2.CME Simulated order accepted 55400 55400 Limit 2 Buy 4164.00 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:16.058622 2022-05-29 09:45:16.058534 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55403 Stop Sell 4158.00 Pending Child-Client Sim4 Close 55402 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:16.058631 2022-05-29 09:45:16.058628 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55402 Limit 2 Buy 4164.00 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:16.058637 2022-05-29 09:45:16.058636 [Sim]MESM2.CME Simulated order accepted 55402 55402 Limit 2 Buy 4164.00 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:29.274570 2022-05-29 09:45:29.274565 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 3.50. Requested Price: 4160.50. Requested Quantity: 1 55399 Stop Sell 4158.00 Pending Modify Sim2 Close 55398 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:29.274578 2022-05-29 09:45:29.274576 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 3.50. Requested Price: 4160.50. Requested Quantity: 1 55399 Stop Sell 4160.50 Pending Child-Client Sim2 Close 55398 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:29.274590 2022-05-29 09:45:29.274588 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 3.50. Requested Price: 4160.50. Requested Quantity: 1 55401 Stop Sell 4158.00 Pending Modify Sim3 Close 55400 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:29.274598 2022-05-29 09:45:29.274597 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 3.50. Requested Price: 4160.50. Requested Quantity: 1 55401 Stop Sell 4160.50 Pending Child-Client Sim3 Close 55400 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:29.274611 2022-05-29 09:45:29.274609 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 3.50. Requested Price: 4160.50. Requested Quantity: 1 55403 Stop Sell 4158.00 Pending Modify Sim4 Close 55402 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:29.274620 2022-05-29 09:45:29.274619 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 3.50. Requested Price: 4160.50. Requested Quantity: 1 55403 Stop Sell 4160.50 Pending Child-Client Sim4 Close 55402 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:37.723710 2022-05-29 09:45:37.723705 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4161.00. New price: 4157.50. Requested Price: 4157.50. Requested Quantity: 1 55399 Stop Sell 4160.50 Pending Modify Sim2 Close 55398 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:37.723723 2022-05-29 09:45:37.723720 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4161.00. New price: 4157.50. Requested Price: 4157.50. Requested Quantity: 1 55399 Stop Sell 4157.50 Pending Child-Client Sim2 Close 55398 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:37.723737 2022-05-29 09:45:37.723735 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4161.00. New price: 4157.50. Requested Price: 4157.50. Requested Quantity: 1 55401 Stop Sell 4160.50 Pending Modify Sim3 Close 55400 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:37.723747 2022-05-29 09:45:37.723744 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4161.00. New price: 4157.50. Requested Price: 4157.50. Requested Quantity: 1 55401 Stop Sell 4157.50 Pending Child-Client Sim3 Close 55400 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:37.723762 2022-05-29 09:45:37.723760 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4161.00. New price: 4157.50. Requested Price: 4157.50. Requested Quantity: 1 55403 Stop Sell 4160.50 Pending Modify Sim4 Close 55402 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:37.723771 2022-05-29 09:45:37.723769 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4161.00. New price: 4157.50. Requested Price: 4157.50. Requested Quantity: 1 55403 Stop Sell 4157.50 Pending Child-Client Sim4 Close 55402 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:37.723817 2022-05-29 09:45:37.723815 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4161.00. Requested Quantity: 2 55398 55398 Limit 2 Buy 4164.00 Pending Modify Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:37.723829 2022-05-29 09:45:37.723826 [Sim]MESM2.CME Simulated order modify complete 55398 55398 Limit 2 Buy 4161.00 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:37.723849 2022-05-29 09:45:37.723847 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4161.00. Requested Quantity: 2 55400 55400 Limit 2 Buy 4164.00 Pending Modify Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:37.723860 2022-05-29 09:45:37.723857 [Sim]MESM2.CME Simulated order modify complete 55400 55400 Limit 2 Buy 4161.00 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:37.723878 2022-05-29 09:45:37.723876 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4161.00. Requested Quantity: 2 55402 55402 Limit 2 Buy 4164.00 Pending Modify Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:37.723889 2022-05-29 09:45:37.723887 [Sim]MESM2.CME Simulated order modify complete 55402 55402 Limit 2 Buy 4161.00 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:40.472141 2022-05-29 09:45:40.472137 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4164.00. New price: 4160.50. Requested Price: 4160.50. Requested Quantity: 1 55399 Stop Sell 4157.50 Pending Modify Sim2 Close 55398 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:40.472155 2022-05-29 09:45:40.472152 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4164.00. New price: 4160.50. Requested Price: 4160.50. Requested Quantity: 1 55399 Stop Sell 4160.50 Pending Child-Client Sim2 Close 55398 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:40.472169 2022-05-29 09:45:40.472167 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4164.00. New price: 4160.50. Requested Price: 4160.50. Requested Quantity: 1 55401 Stop Sell 4157.50 Pending Modify Sim3 Close 55400 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:40.472178 2022-05-29 09:45:40.472176 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4164.00. New price: 4160.50. Requested Price: 4160.50. Requested Quantity: 1 55401 Stop Sell 4160.50 Pending Child-Client Sim3 Close 55400 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:40.472194 2022-05-29 09:45:40.472192 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4164.00. New price: 4160.50. Requested Price: 4160.50. Requested Quantity: 1 55403 Stop Sell 4157.50 Pending Modify Sim4 Close 55402 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:40.472203 2022-05-29 09:45:40.472201 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4164.00. New price: 4160.50. Requested Price: 4160.50. Requested Quantity: 1 55403 Stop Sell 4160.50 Pending Child-Client Sim4 Close 55402 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:40.472250 2022-05-29 09:45:40.472249 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4164.00. Requested Quantity: 2 55398 55398 Limit 2 Buy 4161.00 Pending Modify Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:40.472258 2022-05-29 09:45:40.472256 [Sim]MESM2.CME Simulated order modify complete 55398 55398 Limit 2 Buy 4164.00 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:40.472273 2022-05-29 09:45:40.472271 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4164.00. Requested Quantity: 2 55400 55400 Limit 2 Buy 4161.00 Pending Modify Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:40.472280 2022-05-29 09:45:40.472278 [Sim]MESM2.CME Simulated order modify complete 55400 55400 Limit 2 Buy 4164.00 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:40.472296 2022-05-29 09:45:40.472294 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4164.00. Requested Quantity: 2 55402 55402 Limit 2 Buy 4161.00 Pending Modify Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:40.472303 2022-05-29 09:45:40.472302 [Sim]MESM2.CME Simulated order modify complete 55402 55402 Limit 2 Buy 4164.00 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:42.887002 2022-05-29 09:45:42.886999 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 1.50. Requested Price: 4162.50. Requested Quantity: 1 55399 Stop Sell 4160.50 Pending Modify Sim2 Close 55398 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:42.887010 2022-05-29 09:45:42.887009 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 1.50. Requested Price: 4162.50. Requested Quantity: 1 55399 Stop Sell 4162.50 Pending Child-Client Sim2 Close 55398 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:42.887022 2022-05-29 09:45:42.887020 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 1.50. Requested Price: 4162.50. Requested Quantity: 1 55401 Stop Sell 4160.50 Pending Modify Sim3 Close 55400 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:42.887029 2022-05-29 09:45:42.887028 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 1.50. Requested Price: 4162.50. Requested Quantity: 1 55401 Stop Sell 4162.50 Pending Child-Client Sim3 Close 55400 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:42.887048 2022-05-29 09:45:42.887044 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 1.50. Requested Price: 4162.50. Requested Quantity: 1 55403 Stop Sell 4160.50 Pending Modify Sim4 Close 55402 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:42.887066 2022-05-29 09:45:42.887064 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 1.50. Requested Price: 4162.50. Requested Quantity: 1 55403 Stop Sell 4162.50 Pending Child-Client Sim4 Close 55402 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:43.537750 2022-05-29 09:45:43.537743 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55407 Stop Buy 4176.00 Pending Child-Client Sim2 Close 55406 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:43.537760 2022-05-29 09:45:43.537756 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55406 Limit 2 Sell 4170.00 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:43.537767 2022-05-29 09:45:43.537765 [Sim]MESM2.CME Simulated order accepted 55406 55406 Limit 2 Sell 4170.00 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:43.537789 2022-05-29 09:45:43.537786 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55409 Stop Buy 4176.00 Pending Child-Client Sim3 Close 55408 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:43.537797 2022-05-29 09:45:43.537794 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55408 Limit 2 Sell 4170.00 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:43.537808 2022-05-29 09:45:43.537806 [Sim]MESM2.CME Simulated order accepted 55408 55408 Limit 2 Sell 4170.00 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:43.537838 2022-05-29 09:45:43.537831 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55411 Stop Buy 4176.00 Pending Child-Client Sim4 Close 55410 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:43.537854 2022-05-29 09:45:43.537847 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55410 Limit 2 Sell 4170.00 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:45:43.537880 2022-05-29 09:45:43.537867 [Sim]MESM2.CME Simulated order accepted 55410 55410 Limit 2 Sell 4170.00 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:06.126672 2022-05-29 09:49:06.126667 [Sim]MESM2.CME Canceling child orders of internal order ID 55396. Internal cancel 55399 Stop Sell 4162.50 Pending Cancel Sim2 Close 55398 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:06.126682 2022-05-29 09:49:06.126679 [Sim]MESM2.CME Canceling child orders of internal order ID 55396. Internal cancel 55399 Stop Sell 4162.50 Canceled Sim2 Close 55398 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:06.126695 2022-05-29 09:49:06.126693 [Sim]MESM2.CME Canceling child orders of internal order ID 55396. Internal cancel 55401 Stop Sell 4162.50 Pending Cancel Sim3 Close 55400 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:06.126707 2022-05-29 09:49:06.126705 [Sim]MESM2.CME Canceling child orders of internal order ID 55396. Internal cancel 55401 Stop Sell 4162.50 Canceled Sim3 Close 55400 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:06.126720 2022-05-29 09:49:06.126717 [Sim]MESM2.CME Canceling child orders of internal order ID 55396. Internal cancel 55403 Stop Sell 4162.50 Pending Cancel Sim4 Close 55402 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:06.126728 2022-05-29 09:49:06.126726 [Sim]MESM2.CME Canceling child orders of internal order ID 55396. Internal cancel 55403 Stop Sell 4162.50 Canceled Sim4 Close 55402 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:06.126741 2022-05-29 09:49:06.126739 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55398 55398 Limit 2 Buy 4164.00 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:06.126750 2022-05-29 09:49:06.126747 [Sim]MESM2.CME Simulated order canceled 55398 55398 Limit 2 Buy 4164.00 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:06.126762 2022-05-29 09:49:06.126760 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55400 55400 Limit 2 Buy 4164.00 Pending Cancel Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:06.126772 2022-05-29 09:49:06.126769 [Sim]MESM2.CME Simulated order canceled 55400 55400 Limit 2 Buy 4164.00 Canceled Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:06.126780 2022-05-29 09:49:06.126778 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55402 55402 Limit 2 Buy 4164.00 Pending Cancel Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:06.126788 2022-05-29 09:49:06.126785 [Sim]MESM2.CME Simulated order canceled 55402 55402 Limit 2 Buy 4164.00 Canceled Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:07.656283 2022-05-29 09:49:07.656280 [Sim]MESM2.CME Canceling child orders of internal order ID 55404. Internal cancel 55407 Stop Buy 4176.00 Pending Cancel Sim2 Close 55406 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:07.656289 2022-05-29 09:49:07.656287 [Sim]MESM2.CME Canceling child orders of internal order ID 55404. Internal cancel 55407 Stop Buy 4176.00 Canceled Sim2 Close 55406 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:07.656299 2022-05-29 09:49:07.656297 [Sim]MESM2.CME Canceling child orders of internal order ID 55404. Internal cancel 55409 Stop Buy 4176.00 Pending Cancel Sim3 Close 55408 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:07.656304 2022-05-29 09:49:07.656303 [Sim]MESM2.CME Canceling child orders of internal order ID 55404. Internal cancel 55409 Stop Buy 4176.00 Canceled Sim3 Close 55408 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:07.656315 2022-05-29 09:49:07.656313 [Sim]MESM2.CME Canceling child orders of internal order ID 55404. Internal cancel 55411 Stop Buy 4176.00 Pending Cancel Sim4 Close 55410 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:07.656323 2022-05-29 09:49:07.656321 [Sim]MESM2.CME Canceling child orders of internal order ID 55404. Internal cancel 55411 Stop Buy 4176.00 Canceled Sim4 Close 55410 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:07.656337 2022-05-29 09:49:07.656334 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55406 55406 Limit 2 Sell 4170.00 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:07.656345 2022-05-29 09:49:07.656342 [Sim]MESM2.CME Simulated order canceled 55406 55406 Limit 2 Sell 4170.00 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:07.656356 2022-05-29 09:49:07.656354 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55408 55408 Limit 2 Sell 4170.00 Pending Cancel Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:07.656365 2022-05-29 09:49:07.656362 [Sim]MESM2.CME Simulated order canceled 55408 55408 Limit 2 Sell 4170.00 Canceled Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:07.656373 2022-05-29 09:49:07.656371 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55410 55410 Limit 2 Sell 4170.00 Pending Cancel Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:07.656379 2022-05-29 09:49:07.656377 [Sim]MESM2.CME Simulated order canceled 55410 55410 Limit 2 Sell 4170.00 Canceled Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:08.655852 2022-05-29 09:49:08.655848 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55415 Stop Sell 4156.00 Pending Child-Client Sim2 Close 55414 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:08.655859 2022-05-29 09:49:08.655856 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55414 Limit 2 Buy 4162.00 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:08.655864 2022-05-29 09:49:08.655863 [Sim]MESM2.CME Simulated order accepted 55414 55414 Limit 2 Buy 4162.00 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:08.655881 2022-05-29 09:49:08.655877 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55417 Stop Sell 4156.00 Pending Child-Client Sim3 Close 55416 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:08.655890 2022-05-29 09:49:08.655885 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55416 Limit 2 Buy 4162.00 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:08.655900 2022-05-29 09:49:08.655898 [Sim]MESM2.CME Simulated order accepted 55416 55416 Limit 2 Buy 4162.00 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:08.655920 2022-05-29 09:49:08.655917 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55419 Stop Sell 4156.00 Pending Child-Client Sim4 Close 55418 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:08.655930 2022-05-29 09:49:08.655926 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55418 Limit 2 Buy 4162.00 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:08.655937 2022-05-29 09:49:08.655935 [Sim]MESM2.CME Simulated order accepted 55418 55418 Limit 2 Buy 4162.00 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:09.783641 2022-05-29 09:49:09.783637 [Sim]MESM2.CME Canceling child orders of internal order ID 55412. Internal cancel 55415 Stop Sell 4156.00 Pending Cancel Sim2 Close 55414 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:09.783650 2022-05-29 09:49:09.783648 [Sim]MESM2.CME Canceling child orders of internal order ID 55412. Internal cancel 55415 Stop Sell 4156.00 Canceled Sim2 Close 55414 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:09.783660 2022-05-29 09:49:09.783657 [Sim]MESM2.CME Canceling child orders of internal order ID 55412. Internal cancel 55417 Stop Sell 4156.00 Pending Cancel Sim3 Close 55416 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:09.783668 2022-05-29 09:49:09.783666 [Sim]MESM2.CME Canceling child orders of internal order ID 55412. Internal cancel 55417 Stop Sell 4156.00 Canceled Sim3 Close 55416 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:09.783682 2022-05-29 09:49:09.783679 [Sim]MESM2.CME Canceling child orders of internal order ID 55412. Internal cancel 55419 Stop Sell 4156.00 Pending Cancel Sim4 Close 55418 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:09.783695 2022-05-29 09:49:09.783693 [Sim]MESM2.CME Canceling child orders of internal order ID 55412. Internal cancel 55419 Stop Sell 4156.00 Canceled Sim4 Close 55418 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:09.783714 2022-05-29 09:49:09.783712 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55414 55414 Limit 2 Buy 4162.00 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:09.783727 2022-05-29 09:49:09.783724 [Sim]MESM2.CME Simulated order canceled 55414 55414 Limit 2 Buy 4162.00 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:09.783739 2022-05-29 09:49:09.783737 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55416 55416 Limit 2 Buy 4162.00 Pending Cancel Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:09.783751 2022-05-29 09:49:09.783748 [Sim]MESM2.CME Simulated order canceled 55416 55416 Limit 2 Buy 4162.00 Canceled Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:09.783762 2022-05-29 09:49:09.783760 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55418 55418 Limit 2 Buy 4162.00 Pending Cancel Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:09.783772 2022-05-29 09:49:09.783770 [Sim]MESM2.CME Simulated order canceled 55418 55418 Limit 2 Buy 4162.00 Canceled Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:11.377577 2022-05-29 09:49:11.377573 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55423 Stop Sell 4159.75 Pending Child-Client Sim2 Close 55422 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:11.377586 2022-05-29 09:49:11.377582 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55422 Limit 2 Buy 4165.75 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:11.377591 2022-05-29 09:49:11.377590 [Sim]MESM2.CME Simulated order accepted 55422 55422 Limit 2 Buy 4165.75 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:11.377609 2022-05-29 09:49:11.377606 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55425 Stop Sell 4159.75 Pending Child-Client Sim3 Close 55424 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:11.377627 2022-05-29 09:49:11.377619 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55424 Limit 2 Buy 4165.75 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:11.377639 2022-05-29 09:49:11.377637 [Sim]MESM2.CME Simulated order accepted 55424 55424 Limit 2 Buy 4165.75 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:11.377661 2022-05-29 09:49:11.377657 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55427 Stop Sell 4159.75 Pending Child-Client Sim4 Close 55426 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:11.377669 2022-05-29 09:49:11.377666 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55426 Limit 2 Buy 4165.75 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:11.377677 2022-05-29 09:49:11.377675 [Sim]MESM2.CME Simulated order accepted 55426 55426 Limit 2 Buy 4165.75 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:12.296831 2022-05-29 09:49:12.296827 [Sim]MESM2.CME Canceling child orders of internal order ID 55420. Internal cancel 55423 Stop Sell 4159.75 Pending Cancel Sim2 Close 55422 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:12.296837 2022-05-29 09:49:12.296836 [Sim]MESM2.CME Canceling child orders of internal order ID 55420. Internal cancel 55423 Stop Sell 4159.75 Canceled Sim2 Close 55422 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:12.296847 2022-05-29 09:49:12.296846 [Sim]MESM2.CME Canceling child orders of internal order ID 55420. Internal cancel 55425 Stop Sell 4159.75 Pending Cancel Sim3 Close 55424 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:12.296853 2022-05-29 09:49:12.296852 [Sim]MESM2.CME Canceling child orders of internal order ID 55420. Internal cancel 55425 Stop Sell 4159.75 Canceled Sim3 Close 55424 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:12.296861 2022-05-29 09:49:12.296859 [Sim]MESM2.CME Canceling child orders of internal order ID 55420. Internal cancel 55427 Stop Sell 4159.75 Pending Cancel Sim4 Close 55426 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:12.296868 2022-05-29 09:49:12.296866 [Sim]MESM2.CME Canceling child orders of internal order ID 55420. Internal cancel 55427 Stop Sell 4159.75 Canceled Sim4 Close 55426 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:12.296879 2022-05-29 09:49:12.296877 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55422 55422 Limit 2 Buy 4165.75 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:12.296894 2022-05-29 09:49:12.296890 [Sim]MESM2.CME Simulated order canceled 55422 55422 Limit 2 Buy 4165.75 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:12.296909 2022-05-29 09:49:12.296907 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55424 55424 Limit 2 Buy 4165.75 Pending Cancel Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:12.296918 2022-05-29 09:49:12.296916 [Sim]MESM2.CME Simulated order canceled 55424 55424 Limit 2 Buy 4165.75 Canceled Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:12.296931 2022-05-29 09:49:12.296929 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55426 55426 Limit 2 Buy 4165.75 Pending Cancel Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:49:12.296941 2022-05-29 09:49:12.296939 [Sim]MESM2.CME Simulated order canceled 55426 55426 Limit 2 Buy 4165.75 Canceled Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:04.287413 2022-05-29 09:55:04.287406 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55431 Stop Sell 4153.50 Pending Child-Client Sim2 Close 55430 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:04.287423 2022-05-29 09:55:04.287419 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55430 Limit 2 Buy 4159.50 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:04.287429 2022-05-29 09:55:04.287427 [Sim]MESM2.CME Simulated order accepted 55430 55430 Limit 2 Buy 4159.50 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:04.287450 2022-05-29 09:55:04.287445 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55433 Stop Sell 4153.50 Pending Child-Client Sim3 Close 55432 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:04.287460 2022-05-29 09:55:04.287457 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55432 Limit 2 Buy 4159.50 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:04.287467 2022-05-29 09:55:04.287466 [Sim]MESM2.CME Simulated order accepted 55432 55432 Limit 2 Buy 4159.50 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:04.287489 2022-05-29 09:55:04.287485 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55435 Stop Sell 4153.50 Pending Child-Client Sim4 Close 55434 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:04.287501 2022-05-29 09:55:04.287496 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55434 Limit 2 Buy 4159.50 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:04.287510 2022-05-29 09:55:04.287509 [Sim]MESM2.CME Simulated order accepted 55434 55434 Limit 2 Buy 4159.50 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:09.766853 2022-05-29 09:55:09.766849 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4158.25. New price: 4152.25. Requested Price: 4152.25. Requested Quantity: 1 55431 Stop Sell 4153.50 Pending Modify Sim2 Close 55430 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:09.766865 2022-05-29 09:55:09.766863 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4158.25. New price: 4152.25. Requested Price: 4152.25. Requested Quantity: 1 55431 Stop Sell 4152.25 Pending Child-Client Sim2 Close 55430 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:09.766879 2022-05-29 09:55:09.766878 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4158.25. New price: 4152.25. Requested Price: 4152.25. Requested Quantity: 1 55433 Stop Sell 4153.50 Pending Modify Sim3 Close 55432 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:09.766888 2022-05-29 09:55:09.766886 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4158.25. New price: 4152.25. Requested Price: 4152.25. Requested Quantity: 1 55433 Stop Sell 4152.25 Pending Child-Client Sim3 Close 55432 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:09.766903 2022-05-29 09:55:09.766901 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4158.25. New price: 4152.25. Requested Price: 4152.25. Requested Quantity: 1 55435 Stop Sell 4153.50 Pending Modify Sim4 Close 55434 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:09.766911 2022-05-29 09:55:09.766909 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4158.25. New price: 4152.25. Requested Price: 4152.25. Requested Quantity: 1 55435 Stop Sell 4152.25 Pending Child-Client Sim4 Close 55434 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:09.766954 2022-05-29 09:55:09.766953 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4158.25. Requested Quantity: 2 55430 55430 Limit 2 Buy 4159.50 Pending Modify Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:09.766962 2022-05-29 09:55:09.766960 [Sim]MESM2.CME Simulated order modify complete 55430 55430 Limit 2 Buy 4158.25 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:09.766982 2022-05-29 09:55:09.766980 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4158.25. Requested Quantity: 2 55432 55432 Limit 2 Buy 4159.50 Pending Modify Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:09.766994 2022-05-29 09:55:09.766992 [Sim]MESM2.CME Simulated order modify complete 55432 55432 Limit 2 Buy 4158.25 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:09.767011 2022-05-29 09:55:09.767008 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4158.25. Requested Quantity: 2 55434 55434 Limit 2 Buy 4159.50 Pending Modify Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:09.767020 2022-05-29 09:55:09.767019 [Sim]MESM2.CME Simulated order modify complete 55434 55434 Limit 2 Buy 4158.25 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:10.776509 2022-05-29 09:55:10.776505 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4161.50. New price: 4155.50. Requested Price: 4155.50. Requested Quantity: 1 55431 Stop Sell 4152.25 Pending Modify Sim2 Close 55430 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:10.776521 2022-05-29 09:55:10.776518 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4161.50. New price: 4155.50. Requested Price: 4155.50. Requested Quantity: 1 55431 Stop Sell 4155.50 Pending Child-Client Sim2 Close 55430 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:10.776538 2022-05-29 09:55:10.776535 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4161.50. New price: 4155.50. Requested Price: 4155.50. Requested Quantity: 1 55433 Stop Sell 4152.25 Pending Modify Sim3 Close 55432 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:10.776552 2022-05-29 09:55:10.776550 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4161.50. New price: 4155.50. Requested Price: 4155.50. Requested Quantity: 1 55433 Stop Sell 4155.50 Pending Child-Client Sim3 Close 55432 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:10.776573 2022-05-29 09:55:10.776570 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4161.50. New price: 4155.50. Requested Price: 4155.50. Requested Quantity: 1 55435 Stop Sell 4152.25 Pending Modify Sim4 Close 55434 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:10.776593 2022-05-29 09:55:10.776591 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4161.50. New price: 4155.50. Requested Price: 4155.50. Requested Quantity: 1 55435 Stop Sell 4155.50 Pending Child-Client Sim4 Close 55434 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:10.776664 2022-05-29 09:55:10.776661 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4161.50. Requested Quantity: 2 55430 55430 Limit 2 Buy 4158.25 Pending Modify Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:10.776679 2022-05-29 09:55:10.776677 [Sim]MESM2.CME Simulated order modify complete 55430 55430 Limit 2 Buy 4161.50 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:10.776703 2022-05-29 09:55:10.776701 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4161.50. Requested Quantity: 2 55432 55432 Limit 2 Buy 4158.25 Pending Modify Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:10.776721 2022-05-29 09:55:10.776718 [Sim]MESM2.CME Simulated order modify complete 55432 55432 Limit 2 Buy 4161.50 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:10.776744 2022-05-29 09:55:10.776742 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4161.50. Requested Quantity: 2 55434 55434 Limit 2 Buy 4158.25 Pending Modify Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:10.776756 2022-05-29 09:55:10.776754 [Sim]MESM2.CME Simulated order modify complete 55434 55434 Limit 2 Buy 4161.50 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:12.226591 2022-05-29 09:55:12.226587 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 2.25. Requested Price: 4159.25. Requested Quantity: 1 55431 Stop Sell 4155.50 Pending Modify Sim2 Close 55430 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:12.226599 2022-05-29 09:55:12.226597 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 2.25. Requested Price: 4159.25. Requested Quantity: 1 55431 Stop Sell 4159.25 Pending Child-Client Sim2 Close 55430 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:12.226608 2022-05-29 09:55:12.226607 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 2.25. Requested Price: 4159.25. Requested Quantity: 1 55433 Stop Sell 4155.50 Pending Modify Sim3 Close 55432 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:12.226614 2022-05-29 09:55:12.226613 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 2.25. Requested Price: 4159.25. Requested Quantity: 1 55433 Stop Sell 4159.25 Pending Child-Client Sim3 Close 55432 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:12.226628 2022-05-29 09:55:12.226626 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 2.25. Requested Price: 4159.25. Requested Quantity: 1 55435 Stop Sell 4155.50 Pending Modify Sim4 Close 55434 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:12.226638 2022-05-29 09:55:12.226636 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 2.25. Requested Price: 4159.25. Requested Quantity: 1 55435 Stop Sell 4159.25 Pending Child-Client Sim4 Close 55434 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:13.529371 2022-05-29 09:55:13.529363 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55439 Stop Buy 4171.50 Pending Child-Client Sim2 Close 55438 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:13.529386 2022-05-29 09:55:13.529380 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55438 Limit 2 Sell 4165.50 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:13.529399 2022-05-29 09:55:13.529397 [Sim]MESM2.CME Simulated order accepted 55438 55438 Limit 2 Sell 4165.50 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:13.529426 2022-05-29 09:55:13.529423 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55438 55438 Limit 2 Sell 4165.50 Filled 4167.75 2 Sim2 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-29 09:55:13.529436 2022-05-29 09:55:13.529421 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55438 55438 Limit 2 Sell 4165.50 Filled 4167.75 2 Sim2 Open -2 55438.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:13.529482 2022-05-29 09:55:13.529479 [Sim]MESM2.CME Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 55439 Stop Buy 4171.50 Pending Modify Sim2 Close 55438 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:13.529496 2022-05-29 09:55:13.529494 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 55439 Stop Buy 4173.75 Pending Child-Client Sim2 Close 55438 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:13.529511 2022-05-29 09:55:13.529509 [Sim]MESM2.CME Auto-sent child from parent fill 55439 Stop 2 Buy 4173.75 Order Sent Sim2 Close 55438 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:13.529526 2022-05-29 09:55:13.529524 [Sim]MESM2.CME Simulated order accepted 55439 55439 Stop 2 Buy 4173.75 Open Sim2 Close 55438 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:13.529558 2022-05-29 09:55:13.529554 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55441 Stop Buy 4171.50 Pending Child-Client Sim3 Close 55440 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:13.529569 2022-05-29 09:55:13.529565 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55440 Limit 2 Sell 4165.50 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:13.529580 2022-05-29 09:55:13.529578 [Sim]MESM2.CME Simulated order accepted 55440 55440 Limit 2 Sell 4165.50 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:13.529604 2022-05-29 09:55:13.529602 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55440 55440 Limit 2 Sell 4165.50 Filled 4167.75 2 Sim3 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-29 09:55:13.529612 2022-05-29 09:55:13.529599 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55440 55440 Limit 2 Sell 4165.50 Filled 4167.75 2 Sim3 Open -2 55440.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:13.529649 2022-05-29 09:55:13.529647 [Sim]MESM2.CME Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 55441 Stop Buy 4171.50 Pending Modify Sim3 Close 55440 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:13.529660 2022-05-29 09:55:13.529658 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 55441 Stop Buy 4173.75 Pending Child-Client Sim3 Close 55440 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:13.529673 2022-05-29 09:55:13.529670 [Sim]MESM2.CME Auto-sent child from parent fill 55441 Stop 2 Buy 4173.75 Order Sent Sim3 Close 55440 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:13.529687 2022-05-29 09:55:13.529685 [Sim]MESM2.CME Simulated order accepted 55441 55441 Stop 2 Buy 4173.75 Open Sim3 Close 55440 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:13.529721 2022-05-29 09:55:13.529717 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55443 Stop Buy 4171.50 Pending Child-Client Sim4 Close 55442 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:13.529734 2022-05-29 09:55:13.529730 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55442 Limit 2 Sell 4165.50 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:13.529744 2022-05-29 09:55:13.529742 [Sim]MESM2.CME Simulated order accepted 55442 55442 Limit 2 Sell 4165.50 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:13.529770 2022-05-29 09:55:13.529767 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55442 55442 Limit 2 Sell 4165.50 Filled 4167.75 2 Sim4 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-29 09:55:13.529782 2022-05-29 09:55:13.529765 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55442 55442 Limit 2 Sell 4165.50 Filled 4167.75 2 Sim4 Open -2 55442.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:13.529822 2022-05-29 09:55:13.529820 [Sim]MESM2.CME Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 55443 Stop Buy 4171.50 Pending Modify Sim4 Close 55442 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:13.529838 2022-05-29 09:55:13.529836 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent fill. Parent base price: 4167.75. New price: 4173.75. Requested Price: 4173.75. Requested Quantity: 0 55443 Stop Buy 4173.75 Pending Child-Client Sim4 Close 55442 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:13.529853 2022-05-29 09:55:13.529850 [Sim]MESM2.CME Auto-sent child from parent fill 55443 Stop 2 Buy 4173.75 Order Sent Sim4 Close 55442 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:13.529869 2022-05-29 09:55:13.529867 [Sim]MESM2.CME Simulated order accepted 55443 55443 Stop 2 Buy 4173.75 Open Sim4 Close 55442 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:16.547664 2022-05-29 09:55:16.547657 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | Scaling in | AO=0 55445 Limit 2 Sell 4170.00 Order Sent Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:16.547681 2022-05-29 09:55:16.547678 [Sim]MESM2.CME Simulated order accepted 55445 55445 Limit 2 Sell 4170.00 Open Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:16.547712 2022-05-29 09:55:16.547708 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | Scaling in | AO=0 55446 Limit 2 Sell 4170.00 Order Sent Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:16.547726 2022-05-29 09:55:16.547724 [Sim]MESM2.CME Simulated order accepted 55446 55446 Limit 2 Sell 4170.00 Open Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:16.547762 2022-05-29 09:55:16.547757 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | Scaling in | AO=0 55447 Limit 2 Sell 4170.00 Order Sent Sim4 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:16.547776 2022-05-29 09:55:16.547773 [Sim]MESM2.CME Simulated order accepted 55447 55447 Limit 2 Sell 4170.00 Open Sim4 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:17.572081 2022-05-29 09:55:17.572075 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | Scaling in | AO=0 55449 Limit 2 Sell 4173.75 Order Sent Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:17.572087 2022-05-29 09:55:17.572086 [Sim]MESM2.CME Simulated order accepted 55449 55449 Limit 2 Sell 4173.75 Open Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:17.572112 2022-05-29 09:55:17.572106 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | Scaling in | AO=0 55450 Limit 2 Sell 4173.75 Order Sent Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:17.572119 2022-05-29 09:55:17.572117 [Sim]MESM2.CME Simulated order accepted 55450 55450 Limit 2 Sell 4173.75 Open Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:17.572148 2022-05-29 09:55:17.572145 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | Scaling in | AO=0 55451 Limit 2 Sell 4173.75 Order Sent Sim4 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:17.572157 2022-05-29 09:55:17.572155 [Sim]MESM2.CME Simulated order accepted 55451 55451 Limit 2 Sell 4173.75 Open Sim4 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:18.161907 2022-05-29 09:55:18.161902 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | Scaling in | AO=0 55453 Limit 2 Sell 4175.25 Order Sent Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:18.161915 2022-05-29 09:55:18.161913 [Sim]MESM2.CME Simulated order accepted 55453 55453 Limit 2 Sell 4175.25 Open Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:18.161941 2022-05-29 09:55:18.161938 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | Scaling in | AO=0 55454 Limit 2 Sell 4175.25 Order Sent Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:18.161956 2022-05-29 09:55:18.161954 [Sim]MESM2.CME Simulated order accepted 55454 55454 Limit 2 Sell 4175.25 Open Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:18.161993 2022-05-29 09:55:18.161988 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | Scaling in | AO=0 55455 Limit 2 Sell 4175.25 Order Sent Sim4 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:18.162000 2022-05-29 09:55:18.161999 [Sim]MESM2.CME Simulated order accepted 55455 55455 Limit 2 Sell 4175.25 Open Sim4 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175381 2022-05-29 09:55:51.175377 [Sim]MESM2.CME Canceling child orders of internal order ID 55428. Internal cancel 55431 Stop Sell 4159.25 Pending Cancel Sim2 Close 55430 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175391 2022-05-29 09:55:51.175388 [Sim]MESM2.CME Canceling child orders of internal order ID 55428. Internal cancel 55431 Stop Sell 4159.25 Canceled Sim2 Close 55430 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175404 2022-05-29 09:55:51.175402 [Sim]MESM2.CME Canceling child orders of internal order ID 55428. Internal cancel 55433 Stop Sell 4159.25 Pending Cancel Sim3 Close 55432 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175415 2022-05-29 09:55:51.175412 [Sim]MESM2.CME Canceling child orders of internal order ID 55428. Internal cancel 55433 Stop Sell 4159.25 Canceled Sim3 Close 55432 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175426 2022-05-29 09:55:51.175423 [Sim]MESM2.CME Canceling child orders of internal order ID 55428. Internal cancel 55435 Stop Sell 4159.25 Pending Cancel Sim4 Close 55434 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175436 2022-05-29 09:55:51.175434 [Sim]MESM2.CME Canceling child orders of internal order ID 55428. Internal cancel 55435 Stop Sell 4159.25 Canceled Sim4 Close 55434 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175450 2022-05-29 09:55:51.175448 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55430 55430 Limit 2 Buy 4161.50 Pending Cancel Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175462 2022-05-29 09:55:51.175460 [Sim]MESM2.CME Simulated order canceled 55430 55430 Limit 2 Buy 4161.50 Canceled Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175473 2022-05-29 09:55:51.175471 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55432 55432 Limit 2 Buy 4161.50 Pending Cancel Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175482 2022-05-29 09:55:51.175479 [Sim]MESM2.CME Simulated order canceled 55432 55432 Limit 2 Buy 4161.50 Canceled Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175492 2022-05-29 09:55:51.175490 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55434 55434 Limit 2 Buy 4161.50 Pending Cancel Sim4 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175501 2022-05-29 09:55:51.175499 [Sim]MESM2.CME Simulated order canceled 55434 55434 Limit 2 Buy 4161.50 Canceled Sim4 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175527 2022-05-29 09:55:51.175525 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55431 Stop Sell 4159.25 Canceled Sim2 Close 55430 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175537 2022-05-29 09:55:51.175535 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55433 Stop Sell 4159.25 Canceled Sim3 Close 55432 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175548 2022-05-29 09:55:51.175546 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55435 Stop Sell 4159.25 Canceled Sim4 Close 55434 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175581 2022-05-29 09:55:51.175579 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55439 55439 Stop 2 Buy 4173.75 Pending Cancel Sim2 Close 55438 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175591 2022-05-29 09:55:51.175589 [Sim]MESM2.CME Simulated order canceled 55439 55439 Stop 2 Buy 4173.75 Canceled Sim2 Close 55438 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175605 2022-05-29 09:55:51.175602 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55441 55441 Stop 2 Buy 4173.75 Pending Cancel Sim3 Close 55440 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175618 2022-05-29 09:55:51.175614 [Sim]MESM2.CME Simulated order canceled 55441 55441 Stop 2 Buy 4173.75 Canceled Sim3 Close 55440 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175630 2022-05-29 09:55:51.175628 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55443 55443 Stop 2 Buy 4173.75 Pending Cancel Sim4 Close 55442 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175640 2022-05-29 09:55:51.175637 [Sim]MESM2.CME Simulated order canceled 55443 55443 Stop 2 Buy 4173.75 Canceled Sim4 Close 55442 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175672 2022-05-29 09:55:51.175670 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55445 55445 Limit 2 Sell 4170.00 Pending Cancel Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175681 2022-05-29 09:55:51.175679 [Sim]MESM2.CME Simulated order canceled 55445 55445 Limit 2 Sell 4170.00 Canceled Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175692 2022-05-29 09:55:51.175690 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55446 55446 Limit 2 Sell 4170.00 Pending Cancel Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175702 2022-05-29 09:55:51.175700 [Sim]MESM2.CME Simulated order canceled 55446 55446 Limit 2 Sell 4170.00 Canceled Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175713 2022-05-29 09:55:51.175711 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55447 55447 Limit 2 Sell 4170.00 Pending Cancel Sim4 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175723 2022-05-29 09:55:51.175720 [Sim]MESM2.CME Simulated order canceled 55447 55447 Limit 2 Sell 4170.00 Canceled Sim4 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175755 2022-05-29 09:55:51.175753 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55449 55449 Limit 2 Sell 4173.75 Pending Cancel Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175764 2022-05-29 09:55:51.175762 [Sim]MESM2.CME Simulated order canceled 55449 55449 Limit 2 Sell 4173.75 Canceled Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175776 2022-05-29 09:55:51.175773 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55450 55450 Limit 2 Sell 4173.75 Pending Cancel Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175786 2022-05-29 09:55:51.175783 [Sim]MESM2.CME Simulated order canceled 55450 55450 Limit 2 Sell 4173.75 Canceled Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175799 2022-05-29 09:55:51.175797 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55451 55451 Limit 2 Sell 4173.75 Pending Cancel Sim4 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175810 2022-05-29 09:55:51.175807 [Sim]MESM2.CME Simulated order canceled 55451 55451 Limit 2 Sell 4173.75 Canceled Sim4 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175845 2022-05-29 09:55:51.175843 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55453 55453 Limit 2 Sell 4175.25 Pending Cancel Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175856 2022-05-29 09:55:51.175854 [Sim]MESM2.CME Simulated order canceled 55453 55453 Limit 2 Sell 4175.25 Canceled Sim2 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175868 2022-05-29 09:55:51.175866 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55454 55454 Limit 2 Sell 4175.25 Pending Cancel Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175879 2022-05-29 09:55:51.175876 [Sim]MESM2.CME Simulated order canceled 55454 55454 Limit 2 Sell 4175.25 Canceled Sim3 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175890 2022-05-29 09:55:51.175888 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55455 55455 Limit 2 Sell 4175.25 Pending Cancel Sim4 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.175900 2022-05-29 09:55:51.175898 [Sim]MESM2.CME Simulated order canceled 55455 55455 Limit 2 Sell 4175.25 Canceled Sim4 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.176048 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-05-29 09:55:51.176062 2022-05-29 09:55:51.176058 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: -2 | AO=0 55457 Market 2 Buy Order Sent Sim2 Close -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.176072 2022-05-29 09:55:51.176070 [Sim]MESM2.CME Simulated order accepted 55457 55457 Market 2 Buy Open Sim2 Close -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.176096 2022-05-29 09:55:51.176093 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55457 55457 Market 2 Buy Filled 4168.25 2 Sim2 Close -2 Scale_ES.twconfig 0.00 Day Fills 2022-05-29 09:55:51.176102 2022-05-29 09:55:51.176091 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55457 55457 Market 2 Buy Filled 4168.25 2 Sim2 Close 55457.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.176128 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim3 0.00 Day Orders 2022-05-29 09:55:51.176140 2022-05-29 09:55:51.176137 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: -2 | AO=0 55458 Market 2 Buy Order Sent Sim3 Close -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.176150 2022-05-29 09:55:51.176148 [Sim]MESM2.CME Simulated order accepted 55458 55458 Market 2 Buy Open Sim3 Close -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.176170 2022-05-29 09:55:51.176167 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55458 55458 Market 2 Buy Filled 4168.25 2 Sim3 Close -2 Scale_ES.twconfig 0.00 Day Fills 2022-05-29 09:55:51.176177 2022-05-29 09:55:51.176166 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55458 55458 Market 2 Buy Filled 4168.25 2 Sim3 Close 55458.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.176199 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim4 0.00 Day Orders 2022-05-29 09:55:51.176213 2022-05-29 09:55:51.176209 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4168. Current Position quantity: -2 | AO=0 55459 Market 2 Buy Order Sent Sim4 Close -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.176222 2022-05-29 09:55:51.176220 [Sim]MESM2.CME Simulated order accepted 55459 55459 Market 2 Buy Open Sim4 Close -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:51.176241 2022-05-29 09:55:51.176238 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55459 55459 Market 2 Buy Filled 4168.25 2 Sim4 Close -2 Scale_ES.twconfig 0.00 Day Fills 2022-05-29 09:55:51.176249 2022-05-29 09:55:51.176236 [Sim]MESM2.CME Trade simulation fill. Bid: 4167.75 Ask: 4168.25 Last: 4167.75 55459 55459 Market 2 Buy Filled 4168.25 2 Sim4 Close 55459.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:55.074928 2022-05-29 09:55:55.074924 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55463 Stop Sell 4155.25 Pending Child-Client Sim2 Close 55462 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:55.074935 2022-05-29 09:55:55.074932 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55462 Limit 2 Buy 4161.25 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:55.074941 2022-05-29 09:55:55.074939 [Sim]MESM2.CME Simulated order accepted 55462 55462 Limit 2 Buy 4161.25 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:55.074963 2022-05-29 09:55:55.074957 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55465 Stop Sell 4155.25 Pending Child-Client Sim3 Close 55464 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:55.074976 2022-05-29 09:55:55.074968 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55464 Limit 2 Buy 4161.25 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:55.074984 2022-05-29 09:55:55.074981 [Sim]MESM2.CME Simulated order accepted 55464 55464 Limit 2 Buy 4161.25 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:55.075005 2022-05-29 09:55:55.075001 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55467 Stop Sell 4155.25 Pending Child-Client Sim4 Close 55466 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:55.075014 2022-05-29 09:55:55.075010 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55466 Limit 2 Buy 4161.25 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:55.075023 2022-05-29 09:55:55.075020 [Sim]MESM2.CME Simulated order accepted 55466 55466 Limit 2 Buy 4161.25 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.040259 2022-05-29 09:55:56.040248 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55471 Stop Sell 4150.75 Pending Child-Client Sim2 Close 55470 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.040275 2022-05-29 09:55:56.040270 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55470 Limit 2 Buy 4156.75 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.040283 2022-05-29 09:55:56.040281 [Sim]MESM2.CME Simulated order accepted 55470 55470 Limit 2 Buy 4156.75 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.040310 2022-05-29 09:55:56.040305 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55473 Stop Sell 4150.75 Pending Child-Client Sim3 Close 55472 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.040323 2022-05-29 09:55:56.040317 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55472 Limit 2 Buy 4156.75 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.040333 2022-05-29 09:55:56.040332 [Sim]MESM2.CME Simulated order accepted 55472 55472 Limit 2 Buy 4156.75 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.040360 2022-05-29 09:55:56.040355 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1. Attached Order 55475 Stop Sell 4150.75 Pending Child-Client Sim4 Close 55474 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.040374 2022-05-29 09:55:56.040369 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4168 | AO=1 55474 Limit 2 Buy 4156.75 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.040383 2022-05-29 09:55:56.040381 [Sim]MESM2.CME Simulated order accepted 55474 55474 Limit 2 Buy 4156.75 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635077 2022-05-29 09:55:56.635074 [Sim]MESM2.CME Canceling child orders of internal order ID 55460. Internal cancel 55463 Stop Sell 4155.25 Pending Cancel Sim2 Close 55462 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635085 2022-05-29 09:55:56.635083 [Sim]MESM2.CME Canceling child orders of internal order ID 55460. Internal cancel 55463 Stop Sell 4155.25 Canceled Sim2 Close 55462 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635097 2022-05-29 09:55:56.635094 [Sim]MESM2.CME Canceling child orders of internal order ID 55460. Internal cancel 55465 Stop Sell 4155.25 Pending Cancel Sim3 Close 55464 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635108 2022-05-29 09:55:56.635106 [Sim]MESM2.CME Canceling child orders of internal order ID 55460. Internal cancel 55465 Stop Sell 4155.25 Canceled Sim3 Close 55464 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635123 2022-05-29 09:55:56.635120 [Sim]MESM2.CME Canceling child orders of internal order ID 55460. Internal cancel 55467 Stop Sell 4155.25 Pending Cancel Sim4 Close 55466 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635139 2022-05-29 09:55:56.635137 [Sim]MESM2.CME Canceling child orders of internal order ID 55460. Internal cancel 55467 Stop Sell 4155.25 Canceled Sim4 Close 55466 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635156 2022-05-29 09:55:56.635154 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 55462 55462 Limit 2 Buy 4161.25 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635168 2022-05-29 09:55:56.635165 [Sim]MESM2.CME Simulated order canceled 55462 55462 Limit 2 Buy 4161.25 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635179 2022-05-29 09:55:56.635177 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 55464 55464 Limit 2 Buy 4161.25 Pending Cancel Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635191 2022-05-29 09:55:56.635188 [Sim]MESM2.CME Simulated order canceled 55464 55464 Limit 2 Buy 4161.25 Canceled Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635201 2022-05-29 09:55:56.635200 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 55466 55466 Limit 2 Buy 4161.25 Pending Cancel Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635213 2022-05-29 09:55:56.635211 [Sim]MESM2.CME Simulated order canceled 55466 55466 Limit 2 Buy 4161.25 Canceled Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635234 2022-05-29 09:55:56.635231 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55463 Stop Sell 4155.25 Canceled Sim2 Close 55462 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635243 2022-05-29 09:55:56.635241 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55465 Stop Sell 4155.25 Canceled Sim3 Close 55464 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635253 2022-05-29 09:55:56.635250 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55467 Stop Sell 4155.25 Canceled Sim4 Close 55466 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635302 2022-05-29 09:55:56.635300 [Sim]MESM2.CME Canceling child orders of internal order ID 55468. Internal cancel 55471 Stop Sell 4150.75 Pending Cancel Sim2 Close 55470 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635310 2022-05-29 09:55:56.635308 [Sim]MESM2.CME Canceling child orders of internal order ID 55468. Internal cancel 55471 Stop Sell 4150.75 Canceled Sim2 Close 55470 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635317 2022-05-29 09:55:56.635316 [Sim]MESM2.CME Canceling child orders of internal order ID 55468. Internal cancel 55473 Stop Sell 4150.75 Pending Cancel Sim3 Close 55472 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635343 2022-05-29 09:55:56.635342 [Sim]MESM2.CME Canceling child orders of internal order ID 55468. Internal cancel 55473 Stop Sell 4150.75 Canceled Sim3 Close 55472 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635350 2022-05-29 09:55:56.635349 [Sim]MESM2.CME Canceling child orders of internal order ID 55468. Internal cancel 55475 Stop Sell 4150.75 Pending Cancel Sim4 Close 55474 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635356 2022-05-29 09:55:56.635355 [Sim]MESM2.CME Canceling child orders of internal order ID 55468. Internal cancel 55475 Stop Sell 4150.75 Canceled Sim4 Close 55474 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635367 2022-05-29 09:55:56.635365 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 55470 55470 Limit 2 Buy 4156.75 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635372 2022-05-29 09:55:56.635370 [Sim]MESM2.CME Simulated order canceled 55470 55470 Limit 2 Buy 4156.75 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635380 2022-05-29 09:55:56.635378 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 55472 55472 Limit 2 Buy 4156.75 Pending Cancel Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635388 2022-05-29 09:55:56.635385 [Sim]MESM2.CME Simulated order canceled 55472 55472 Limit 2 Buy 4156.75 Canceled Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635400 2022-05-29 09:55:56.635397 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 55474 55474 Limit 2 Buy 4156.75 Pending Cancel Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635409 2022-05-29 09:55:56.635407 [Sim]MESM2.CME Simulated order canceled 55474 55474 Limit 2 Buy 4156.75 Canceled Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635429 2022-05-29 09:55:56.635427 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55471 Stop Sell 4150.75 Canceled Sim2 Close 55470 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635447 2022-05-29 09:55:56.635445 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55473 Stop Sell 4150.75 Canceled Sim3 Close 55472 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635455 2022-05-29 09:55:56.635454 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55475 Stop Sell 4150.75 Canceled Sim4 Close 55474 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 09:55:56.635466 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-05-29 09:55:56.635474 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim3 0.00 Day Orders 2022-05-29 09:55:56.635481 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim4 0.00 Day Orders 2022-05-29 17:33:40.903962 2022-05-29 17:33:40.903958 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4160.75 | AO=1. Attached Order 55479 Stop Sell 4152.75 Pending Child-Client Sim2 Close 55478 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:40.903970 2022-05-29 17:33:40.903967 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4160.75 | AO=1 55478 Limit 2 Buy 4158.75 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:40.903980 2022-05-29 17:33:40.903978 [Sim]MESM2.CME Simulated order accepted 55478 55478 Limit 2 Buy 4158.75 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:40.904001 2022-05-29 17:33:40.903998 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4160.75 | AO=1. Attached Order 55481 Stop Sell 4152.75 Pending Child-Client Sim3 Close 55480 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:40.904012 2022-05-29 17:33:40.904007 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4160.75 | AO=1 55480 Limit 2 Buy 4158.75 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:40.904026 2022-05-29 17:33:40.904023 [Sim]MESM2.CME Simulated order accepted 55480 55480 Limit 2 Buy 4158.75 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:40.904063 2022-05-29 17:33:40.904058 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4160.75 | AO=1. Attached Order 55483 Stop Sell 4152.75 Pending Child-Client Sim4 Close 55482 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:40.904078 2022-05-29 17:33:40.904074 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4160.75 | AO=1 55482 Limit 2 Buy 4158.75 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:40.904091 2022-05-29 17:33:40.904089 [Sim]MESM2.CME Simulated order accepted 55482 55482 Limit 2 Buy 4158.75 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:43.877111 2022-05-29 17:33:43.877107 [Sim]MESM2.CME Canceling child orders of internal order ID 55476. Internal cancel 55479 Stop Sell 4152.75 Pending Cancel Sim2 Close 55478 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:43.877121 2022-05-29 17:33:43.877119 [Sim]MESM2.CME Canceling child orders of internal order ID 55476. Internal cancel 55479 Stop Sell 4152.75 Canceled Sim2 Close 55478 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:43.877129 2022-05-29 17:33:43.877128 [Sim]MESM2.CME Canceling child orders of internal order ID 55476. Internal cancel 55481 Stop Sell 4152.75 Pending Cancel Sim3 Close 55480 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:43.877135 2022-05-29 17:33:43.877134 [Sim]MESM2.CME Canceling child orders of internal order ID 55476. Internal cancel 55481 Stop Sell 4152.75 Canceled Sim3 Close 55480 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:43.877143 2022-05-29 17:33:43.877141 [Sim]MESM2.CME Canceling child orders of internal order ID 55476. Internal cancel 55483 Stop Sell 4152.75 Pending Cancel Sim4 Close 55482 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:43.877149 2022-05-29 17:33:43.877147 [Sim]MESM2.CME Canceling child orders of internal order ID 55476. Internal cancel 55483 Stop Sell 4152.75 Canceled Sim4 Close 55482 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:43.877159 2022-05-29 17:33:43.877158 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55478 55478 Limit 2 Buy 4158.75 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:43.877165 2022-05-29 17:33:43.877163 [Sim]MESM2.CME Simulated order canceled 55478 55478 Limit 2 Buy 4158.75 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:43.877173 2022-05-29 17:33:43.877171 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55480 55480 Limit 2 Buy 4158.75 Pending Cancel Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:43.877187 2022-05-29 17:33:43.877184 [Sim]MESM2.CME Simulated order canceled 55480 55480 Limit 2 Buy 4158.75 Canceled Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:43.877198 2022-05-29 17:33:43.877197 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55482 55482 Limit 2 Buy 4158.75 Pending Cancel Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:43.877206 2022-05-29 17:33:43.877203 [Sim]MESM2.CME Simulated order canceled 55482 55482 Limit 2 Buy 4158.75 Canceled Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:44.981709 2022-05-29 17:33:44.981699 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4160.75 | AO=1. Attached Order 55487 Stop Sell 4154.75 Pending Child-Client Sim2 Close 55486 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:44.981720 2022-05-29 17:33:44.981715 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4160.75 | AO=1 55486 Limit 2 Buy 4160.75 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:44.981729 2022-05-29 17:33:44.981727 [Sim]MESM2.CME Simulated order accepted 55486 55486 Limit 2 Buy 4160.75 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:44.981746 2022-05-29 17:33:44.981743 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4160.75 | AO=1. Attached Order 55489 Stop Sell 4154.75 Pending Child-Client Sim3 Close 55488 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:44.981756 2022-05-29 17:33:44.981751 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4160.75 | AO=1 55488 Limit 2 Buy 4160.75 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:44.981763 2022-05-29 17:33:44.981761 [Sim]MESM2.CME Simulated order accepted 55488 55488 Limit 2 Buy 4160.75 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:44.981785 2022-05-29 17:33:44.981780 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4160.75 | AO=1. Attached Order 55491 Stop Sell 4154.75 Pending Child-Client Sim4 Close 55490 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:44.981796 2022-05-29 17:33:44.981791 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4160.75 | AO=1 55490 Limit 2 Buy 4160.75 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:44.981805 2022-05-29 17:33:44.981802 [Sim]MESM2.CME Simulated order accepted 55490 55490 Limit 2 Buy 4160.75 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:48.569634 2022-05-29 17:33:48.569630 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4161.00. New price: 4155.00. Requested Price: 4155.00. Requested Quantity: 1 55487 Stop Sell 4154.75 Pending Modify Sim2 Close 55486 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:48.569644 2022-05-29 17:33:48.569642 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4161.00. New price: 4155.00. Requested Price: 4155.00. Requested Quantity: 1 55487 Stop Sell 4155.00 Pending Child-Client Sim2 Close 55486 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:48.569658 2022-05-29 17:33:48.569656 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4161.00. New price: 4155.00. Requested Price: 4155.00. Requested Quantity: 1 55489 Stop Sell 4154.75 Pending Modify Sim3 Close 55488 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:48.569671 2022-05-29 17:33:48.569670 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4161.00. New price: 4155.00. Requested Price: 4155.00. Requested Quantity: 1 55489 Stop Sell 4155.00 Pending Child-Client Sim3 Close 55488 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:48.569692 2022-05-29 17:33:48.569689 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4161.00. New price: 4155.00. Requested Price: 4155.00. Requested Quantity: 1 55491 Stop Sell 4154.75 Pending Modify Sim4 Close 55490 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:48.569711 2022-05-29 17:33:48.569709 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4161.00. New price: 4155.00. Requested Price: 4155.00. Requested Quantity: 1 55491 Stop Sell 4155.00 Pending Child-Client Sim4 Close 55490 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:48.569771 2022-05-29 17:33:48.569769 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4161.00. Requested Quantity: 2 55486 55486 Limit 2 Buy 4160.75 Pending Modify Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:48.569789 2022-05-29 17:33:48.569786 [Sim]MESM2.CME Simulated order modify complete 55486 55486 Limit 2 Buy 4161.00 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:48.569814 2022-05-29 17:33:48.569812 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4161.00. Requested Quantity: 2 55488 55488 Limit 2 Buy 4160.75 Pending Modify Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:48.569828 2022-05-29 17:33:48.569826 [Sim]MESM2.CME Simulated order modify complete 55488 55488 Limit 2 Buy 4161.00 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:48.569853 2022-05-29 17:33:48.569851 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4161.00. Requested Quantity: 2 55490 55490 Limit 2 Buy 4160.75 Pending Modify Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:48.569871 2022-05-29 17:33:48.569869 [Sim]MESM2.CME Simulated order modify complete 55490 55490 Limit 2 Buy 4161.00 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:48.705291 2022-05-29 17:33:48.705284 [Sim]MESM2.CME Trade simulation fill. Bid: 4161.00 Ask: 4161.00 Last: 4161.00 55486 55486 Limit 2 Buy 4161.00 Filled 4161.00 2 Sim2 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-29 17:33:48.705303 2022-05-29 17:33:48.705280 [Sim]MESM2.CME Trade simulation fill. Bid: 4161.00 Ask: 4161.00 Last: 4161.00 55486 55486 Limit 2 Buy 4161.00 Filled 4161.00 2 Sim2 Open 2 55486.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:48.705365 2022-05-29 17:33:48.705362 [Sim]MESM2.CME Auto-sent child from parent fill 55487 Stop 2 Sell 4155.00 Order Sent Sim2 Close 55486 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:48.705385 2022-05-29 17:33:48.705383 [Sim]MESM2.CME Simulated order accepted 55487 55487 Stop 2 Sell 4155.00 Open Sim2 Close 55486 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:48.705412 2022-05-29 17:33:48.705409 [Sim]MESM2.CME Trade simulation fill. Bid: 4161.00 Ask: 4161.00 Last: 4161.00 55488 55488 Limit 2 Buy 4161.00 Filled 4161.00 2 Sim3 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-29 17:33:48.705418 2022-05-29 17:33:48.705408 [Sim]MESM2.CME Trade simulation fill. Bid: 4161.00 Ask: 4161.00 Last: 4161.00 55488 55488 Limit 2 Buy 4161.00 Filled 4161.00 2 Sim3 Open 2 55488.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:48.705436 2022-05-29 17:33:48.705433 [Sim]MESM2.CME Auto-sent child from parent fill 55489 Stop 2 Sell 4155.00 Order Sent Sim3 Close 55488 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:48.705447 2022-05-29 17:33:48.705446 [Sim]MESM2.CME Simulated order accepted 55489 55489 Stop 2 Sell 4155.00 Open Sim3 Close 55488 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:48.705470 2022-05-29 17:33:48.705467 [Sim]MESM2.CME Trade simulation fill. Bid: 4161.00 Ask: 4161.00 Last: 4161.00 55490 55490 Limit 2 Buy 4161.00 Filled 4161.00 2 Sim4 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-29 17:33:48.705476 2022-05-29 17:33:48.705466 [Sim]MESM2.CME Trade simulation fill. Bid: 4161.00 Ask: 4161.00 Last: 4161.00 55490 55490 Limit 2 Buy 4161.00 Filled 4161.00 2 Sim4 Open 2 55490.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:48.705511 2022-05-29 17:33:48.705509 [Sim]MESM2.CME Auto-sent child from parent fill 55491 Stop 2 Sell 4155.00 Order Sent Sim4 Close 55490 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:48.705523 2022-05-29 17:33:48.705521 [Sim]MESM2.CME Simulated order accepted 55491 55491 Stop 2 Sell 4155.00 Open Sim4 Close 55490 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:49.708403 2022-05-29 17:33:49.708396 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4161.25. New price: 4155.25. Requested Price: 4155.25. Requested Quantity: 1 55487 55487 Stop 2 Sell 4155.00 Pending Modify Sim2 Close 55486 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:49.708418 2022-05-29 17:33:49.708416 [Sim]MESM2.CME Simulated order modify complete 55487 55487 Stop 1 Sell 4155.25 Open Sim2 Close 55486 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:49.708451 2022-05-29 17:33:49.708448 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4161.25. New price: 4155.25. Requested Price: 4155.25. Requested Quantity: 1 55489 55489 Stop 2 Sell 4155.00 Pending Modify Sim3 Close 55488 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:49.708470 2022-05-29 17:33:49.708467 [Sim]MESM2.CME Simulated order modify complete 55489 55489 Stop 1 Sell 4155.25 Open Sim3 Close 55488 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:49.708504 2022-05-29 17:33:49.708501 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4161.25. New price: 4155.25. Requested Price: 4155.25. Requested Quantity: 1 55491 55491 Stop 2 Sell 4155.00 Pending Modify Sim4 Close 55490 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:49.708520 2022-05-29 17:33:49.708519 [Sim]MESM2.CME Simulated order modify complete 55491 55491 Stop 1 Sell 4155.25 Open Sim4 Close 55490 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:49.708704 2022-05-29 17:33:49.708702 [Sim]MESM2.CME Order modification failed (InternalOrderID) | Unable to modify order because it is no longer working 55486 55486 Limit 2 Buy 4161.00 Filled 4161.00 2 Sim2 Open 2 55486.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:49.708732 2022-05-29 17:33:49.708730 [Sim]MESM2.CME Order modification failed (InternalOrderID) | Unable to modify order because it is no longer working 55488 55488 Limit 2 Buy 4161.00 Filled 4161.00 2 Sim3 Open 2 55488.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:49.708746 2022-05-29 17:33:49.708744 [Sim]MESM2.CME Order modification failed (InternalOrderID) | Unable to modify order because it is no longer working 55490 55490 Limit 2 Buy 4161.00 Filled 4161.00 2 Sim4 Open 2 55490.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:59.519366 2022-05-29 17:33:59.519362 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4158.00. Requested Quantity: 2 55487 55487 Stop 1 Sell 4155.25 Pending Modify Sim2 Close 55486 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:59.519381 2022-05-29 17:33:59.519379 [Sim]MESM2.CME Simulated order modify complete 55487 55487 Stop 2 Sell 4158.00 Open Sim2 Close 55486 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:59.519399 2022-05-29 17:33:59.519397 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4158.00. Requested Quantity: 2 55489 55489 Stop 1 Sell 4155.25 Pending Modify Sim3 Close 55488 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:59.519410 2022-05-29 17:33:59.519408 [Sim]MESM2.CME Simulated order modify complete 55489 55489 Stop 2 Sell 4158.00 Open Sim3 Close 55488 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:59.519433 2022-05-29 17:33:59.519430 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4158.00. Requested Quantity: 2 55491 55491 Stop 1 Sell 4155.25 Pending Modify Sim4 Close 55490 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:33:59.519444 2022-05-29 17:33:59.519442 [Sim]MESM2.CME Simulated order modify complete 55491 55491 Stop 2 Sell 4158.00 Open Sim4 Close 55490 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:00.999783 2022-05-29 17:34:00.999779 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4160.50. Requested Quantity: 2 55487 55487 Stop 2 Sell 4158.00 Pending Modify Sim2 Close 55486 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:00.999800 2022-05-29 17:34:00.999798 [Sim]MESM2.CME Simulated order modify complete 55487 55487 Stop 2 Sell 4160.50 Open Sim2 Close 55486 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:00.999819 2022-05-29 17:34:00.999817 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4160.50. Requested Quantity: 2 55489 55489 Stop 2 Sell 4158.00 Pending Modify Sim3 Close 55488 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:00.999827 2022-05-29 17:34:00.999826 [Sim]MESM2.CME Simulated order modify complete 55489 55489 Stop 2 Sell 4160.50 Open Sim3 Close 55488 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:00.999842 2022-05-29 17:34:00.999840 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4160.50. Requested Quantity: 2 55491 55491 Stop 2 Sell 4158.00 Pending Modify Sim4 Close 55490 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:00.999851 2022-05-29 17:34:00.999850 [Sim]MESM2.CME Simulated order modify complete 55491 55491 Stop 2 Sell 4160.50 Open Sim4 Close 55490 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:02.129792 2022-05-29 17:34:02.129787 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4159.50. Requested Quantity: 2 55487 55487 Stop 2 Sell 4160.50 Pending Modify Sim2 Close 55486 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:02.129803 2022-05-29 17:34:02.129802 [Sim]MESM2.CME Simulated order modify complete 55487 55487 Stop 2 Sell 4159.50 Open Sim2 Close 55486 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:02.129821 2022-05-29 17:34:02.129819 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4159.50. Requested Quantity: 2 55489 55489 Stop 2 Sell 4160.50 Pending Modify Sim3 Close 55488 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:02.129830 2022-05-29 17:34:02.129829 [Sim]MESM2.CME Simulated order modify complete 55489 55489 Stop 2 Sell 4159.50 Open Sim3 Close 55488 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:02.129848 2022-05-29 17:34:02.129845 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4159.50. Requested Quantity: 2 55491 55491 Stop 2 Sell 4160.50 Pending Modify Sim4 Close 55490 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:02.129860 2022-05-29 17:34:02.129859 [Sim]MESM2.CME Simulated order modify complete 55491 55491 Stop 2 Sell 4159.50 Open Sim4 Close 55490 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:25.949904 2022-05-29 17:34:25.949900 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4157.75. Requested Quantity: 2 55487 55487 Stop 2 Sell 4159.50 Pending Modify Sim2 Close 55486 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:25.949921 2022-05-29 17:34:25.949918 [Sim]MESM2.CME Simulated order modify complete 55487 55487 Stop 2 Sell 4157.75 Open Sim2 Close 55486 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:25.949945 2022-05-29 17:34:25.949943 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4157.75. Requested Quantity: 2 55489 55489 Stop 2 Sell 4159.50 Pending Modify Sim3 Close 55488 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:25.949961 2022-05-29 17:34:25.949958 [Sim]MESM2.CME Simulated order modify complete 55489 55489 Stop 2 Sell 4157.75 Open Sim3 Close 55488 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:25.949985 2022-05-29 17:34:25.949982 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4157.75. Requested Quantity: 2 55491 55491 Stop 2 Sell 4159.50 Pending Modify Sim4 Close 55490 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:25.950003 2022-05-29 17:34:25.949999 [Sim]MESM2.CME Simulated order modify complete 55491 55491 Stop 2 Sell 4157.75 Open Sim4 Close 55490 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:27.401868 2022-05-29 17:34:27.401865 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4159.50. Requested Quantity: 2 55487 55487 Stop 2 Sell 4157.75 Pending Modify Sim2 Close 55486 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:27.401882 2022-05-29 17:34:27.401879 [Sim]MESM2.CME Simulated order modify complete 55487 55487 Stop 2 Sell 4159.50 Open Sim2 Close 55486 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:27.401900 2022-05-29 17:34:27.401898 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4159.50. Requested Quantity: 2 55489 55489 Stop 2 Sell 4157.75 Pending Modify Sim3 Close 55488 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:27.401912 2022-05-29 17:34:27.401910 [Sim]MESM2.CME Simulated order modify complete 55489 55489 Stop 2 Sell 4159.50 Open Sim3 Close 55488 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:27.401933 2022-05-29 17:34:27.401930 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4159.50. Requested Quantity: 2 55491 55491 Stop 2 Sell 4157.75 Pending Modify Sim4 Close 55490 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:27.401944 2022-05-29 17:34:27.401942 [Sim]MESM2.CME Simulated order modify complete 55491 55491 Stop 2 Sell 4159.50 Open Sim4 Close 55490 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:28.908636 2022-05-29 17:34:28.908633 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4159.00. Requested Quantity: 2 55487 55487 Stop 2 Sell 4159.50 Pending Modify Sim2 Close 55486 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:28.908652 2022-05-29 17:34:28.908649 [Sim]MESM2.CME Simulated order modify complete 55487 55487 Stop 2 Sell 4159.00 Open Sim2 Close 55486 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:28.908670 2022-05-29 17:34:28.908668 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4159.00. Requested Quantity: 2 55489 55489 Stop 2 Sell 4159.50 Pending Modify Sim3 Close 55488 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:28.908683 2022-05-29 17:34:28.908680 [Sim]MESM2.CME Simulated order modify complete 55489 55489 Stop 2 Sell 4159.00 Open Sim3 Close 55488 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:28.908701 2022-05-29 17:34:28.908699 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4159.00. Requested Quantity: 2 55491 55491 Stop 2 Sell 4159.50 Pending Modify Sim4 Close 55490 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:34:28.908710 2022-05-29 17:34:28.908708 [Sim]MESM2.CME Simulated order modify complete 55491 55491 Stop 2 Sell 4159.00 Open Sim4 Close 55490 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:35:02.244329 2022-05-29 17:35:02.244325 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4159.75. Requested Quantity: 2 55487 55487 Stop 2 Sell 4159.00 Pending Modify Sim2 Close 55486 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:35:02.244341 2022-05-29 17:35:02.244339 [Sim]MESM2.CME Simulated order modify complete 55487 55487 Stop 2 Sell 4159.75 Open Sim2 Close 55486 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:35:02.244372 2022-05-29 17:35:02.244370 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4159.75. Requested Quantity: 2 55489 55489 Stop 2 Sell 4159.00 Pending Modify Sim3 Close 55488 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:35:02.244393 2022-05-29 17:35:02.244390 [Sim]MESM2.CME Simulated order modify complete 55489 55489 Stop 2 Sell 4159.75 Open Sim3 Close 55488 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:35:02.244428 2022-05-29 17:35:02.244424 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4159.75. Requested Quantity: 2 55491 55491 Stop 2 Sell 4159.00 Pending Modify Sim4 Close 55490 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:35:02.244442 2022-05-29 17:35:02.244440 [Sim]MESM2.CME Simulated order modify complete 55491 55491 Stop 2 Sell 4159.75 Open Sim4 Close 55490 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:37:29.214469 2022-05-29 17:37:29.214463 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4161.75 | Scaling out | AO=0 55537 Limit 1 Sell 4162.25 Order Sent Sim2 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:37:29.214475 2022-05-29 17:37:29.214473 [Sim]MESM2.CME Simulated order accepted 55537 55537 Limit 1 Sell 4162.25 Open Sim2 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:37:29.214496 2022-05-29 17:37:29.214492 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4161.75 | Scaling out | AO=0 55538 Limit 1 Sell 4162.25 Order Sent Sim3 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:37:29.214505 2022-05-29 17:37:29.214503 [Sim]MESM2.CME Simulated order accepted 55538 55538 Limit 1 Sell 4162.25 Open Sim3 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:37:29.214526 2022-05-29 17:37:29.214523 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4161.75 | Scaling out | AO=0 55539 Limit 1 Sell 4162.25 Order Sent Sim4 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:37:29.214535 2022-05-29 17:37:29.214533 [Sim]MESM2.CME Simulated order accepted 55539 55539 Limit 1 Sell 4162.25 Open Sim4 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:38:22.976957 2022-05-29 17:38:22.976949 [Sim]MESM2.CME Trade simulation fill. Bid: 4162.25 Ask: 4162.25 Last: 4162.25 55538 55538 Limit 1 Sell 4162.25 Filled 4162.25 1 Sim3 Close 2 Scale_ES.twconfig 0.00 Day Fills 2022-05-29 17:38:22.976975 2022-05-29 17:38:22.976944 [Sim]MESM2.CME Trade simulation fill. Bid: 4162.25 Ask: 4162.25 Last: 4162.25 55538 55538 Limit 1 Sell 4162.25 Filled 4162.25 1 Sim3 Close 1 55538.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:38:22.977122 2022-05-29 17:38:22.977119 [Sim]MESM2.CME Decrementing quantity (Scale out). Using specified quantity of 1. Using existing order price. Requested Price: 4159.75. Requested Quantity: 1 55489 55489 Stop 2 Sell 4159.75 Pending Modify Sim3 Close 55488 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:38:22.977139 2022-05-29 17:38:22.977137 [Sim]MESM2.CME Simulated order modify complete 55489 55489 Stop 1 Sell 4159.75 Open Sim3 Close 55488 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:38:22.977153 2022-05-29 17:38:22.977137 [Sim]MESM2.CME Scale-Out: Modifying quantity of OCO/Child order. 55489 55489 Stop 1 Sell 4159.75 Open Sim3 Close 55488 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:38:22.977170 2022-05-29 17:38:22.977168 [Sim]MESM2.CME Trade simulation fill. Bid: 4162.25 Ask: 4162.25 Last: 4162.25 55537 55537 Limit 1 Sell 4162.25 Filled 4162.25 1 Sim2 Close 2 Scale_ES.twconfig 0.00 Day Fills 2022-05-29 17:38:22.977174 2022-05-29 17:38:22.977166 [Sim]MESM2.CME Trade simulation fill. Bid: 4162.25 Ask: 4162.25 Last: 4162.25 55537 55537 Limit 1 Sell 4162.25 Filled 4162.25 1 Sim2 Close 1 55537.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:38:22.977195 2022-05-29 17:38:22.977193 [Sim]MESM2.CME Decrementing quantity (Scale out). Using specified quantity of 1. Using existing order price. Requested Price: 4159.75. Requested Quantity: 1 55487 55487 Stop 2 Sell 4159.75 Pending Modify Sim2 Close 55486 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:38:22.977209 2022-05-29 17:38:22.977207 [Sim]MESM2.CME Simulated order modify complete 55487 55487 Stop 1 Sell 4159.75 Open Sim2 Close 55486 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:38:22.977220 2022-05-29 17:38:22.977207 [Sim]MESM2.CME Scale-Out: Modifying quantity of OCO/Child order. 55487 55487 Stop 1 Sell 4159.75 Open Sim2 Close 55486 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:38:22.977241 2022-05-29 17:38:22.977237 [Sim]MESM2.CME Trade simulation fill. Bid: 4162.25 Ask: 4162.25 Last: 4162.25 55539 55539 Limit 1 Sell 4162.25 Filled 4162.25 1 Sim4 Close 2 Scale_ES.twconfig 0.00 Day Fills 2022-05-29 17:38:22.977246 2022-05-29 17:38:22.977236 [Sim]MESM2.CME Trade simulation fill. Bid: 4162.25 Ask: 4162.25 Last: 4162.25 55539 55539 Limit 1 Sell 4162.25 Filled 4162.25 1 Sim4 Close 1 55539.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:38:22.977271 2022-05-29 17:38:22.977269 [Sim]MESM2.CME Decrementing quantity (Scale out). Using specified quantity of 1. Using existing order price. Requested Price: 4159.75. Requested Quantity: 1 55491 55491 Stop 2 Sell 4159.75 Pending Modify Sim4 Close 55490 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:38:22.977283 2022-05-29 17:38:22.977281 [Sim]MESM2.CME Simulated order modify complete 55491 55491 Stop 1 Sell 4159.75 Open Sim4 Close 55490 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:38:22.977295 2022-05-29 17:38:22.977281 [Sim]MESM2.CME Scale-Out: Modifying quantity of OCO/Child order. 55491 55491 Stop 1 Sell 4159.75 Open Sim4 Close 55490 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:38:55.690554 2022-05-29 17:38:55.690548 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4161.50. Requested Quantity: 2 55487 55487 Stop 1 Sell 4159.75 Pending Modify Sim2 Close 55486 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:38:55.690574 2022-05-29 17:38:55.690572 [Sim]MESM2.CME Simulated order modify complete 55487 55487 Stop 2 Sell 4161.50 Open Sim2 Close 55486 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:38:55.690604 2022-05-29 17:38:55.690601 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4161.50. Requested Quantity: 2 55489 55489 Stop 1 Sell 4159.75 Pending Modify Sim3 Close 55488 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:38:55.690622 2022-05-29 17:38:55.690620 [Sim]MESM2.CME Simulated order modify complete 55489 55489 Stop 2 Sell 4161.50 Open Sim3 Close 55488 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:38:55.690653 2022-05-29 17:38:55.690649 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4161.50. Requested Quantity: 2 55491 55491 Stop 1 Sell 4159.75 Pending Modify Sim4 Close 55490 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:38:55.690669 2022-05-29 17:38:55.690667 [Sim]MESM2.CME Simulated order modify complete 55491 55491 Stop 2 Sell 4161.50 Open Sim4 Close 55490 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:38:57.801451 2022-05-29 17:38:57.801447 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4161.25. Requested Quantity: 2 55487 55487 Stop 2 Sell 4161.50 Pending Modify Sim2 Close 55486 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:38:57.801466 2022-05-29 17:38:57.801463 [Sim]MESM2.CME Simulated order modify complete 55487 55487 Stop 2 Sell 4161.25 Open Sim2 Close 55486 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:38:57.801486 2022-05-29 17:38:57.801484 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4161.25. Requested Quantity: 2 55489 55489 Stop 2 Sell 4161.50 Pending Modify Sim3 Close 55488 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:38:57.801497 2022-05-29 17:38:57.801495 [Sim]MESM2.CME Simulated order modify complete 55489 55489 Stop 2 Sell 4161.25 Open Sim3 Close 55488 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:38:57.801519 2022-05-29 17:38:57.801516 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4161.25. Requested Quantity: 2 55491 55491 Stop 2 Sell 4161.50 Pending Modify Sim4 Close 55490 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:38:57.801530 2022-05-29 17:38:57.801528 [Sim]MESM2.CME Simulated order modify complete 55491 55491 Stop 2 Sell 4161.25 Open Sim4 Close 55490 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:39:00.225415 2022-05-29 17:39:00.225412 [Sim]MESM2.CME Decrementing quantity (Scale out). Using specified quantity of 1. Using existing order price. Requested Price: 4161.25. Requested Quantity: 1 55487 55487 Stop 2 Sell 4161.25 Pending Modify Sim2 Close 55486 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:39:00.225428 2022-05-29 17:39:00.225426 [Sim]MESM2.CME Simulated order modify complete 55487 55487 Stop 1 Sell 4161.25 Open Sim2 Close 55486 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:39:00.225450 2022-05-29 17:39:00.225448 [Sim]MESM2.CME Decrementing quantity (Scale out). Using specified quantity of 1. Using existing order price. Requested Price: 4161.25. Requested Quantity: 1 55489 55489 Stop 2 Sell 4161.25 Pending Modify Sim3 Close 55488 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:39:00.225460 2022-05-29 17:39:00.225458 [Sim]MESM2.CME Simulated order modify complete 55489 55489 Stop 1 Sell 4161.25 Open Sim3 Close 55488 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:39:00.225480 2022-05-29 17:39:00.225478 [Sim]MESM2.CME Decrementing quantity (Scale out). Using specified quantity of 1. Using existing order price. Requested Price: 4161.25. Requested Quantity: 1 55491 55491 Stop 2 Sell 4161.25 Pending Modify Sim4 Close 55490 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:39:00.225491 2022-05-29 17:39:00.225489 [Sim]MESM2.CME Simulated order modify complete 55491 55491 Stop 1 Sell 4161.25 Open Sim4 Close 55490 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:55:55.910366 2022-05-29 17:55:55.910356 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4162.5 | Scaling out | AO=0 55540 Limit 1 Sell 4163.25 Order Sent Sim2 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:55:55.910486 2022-05-29 17:55:55.910476 [Sim]MESM2.CME Simulated order accepted 55540 55540 Limit 1 Sell 4163.25 Open Sim2 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:55:56.894851 2022-05-29 17:55:56.894846 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | User order cancel 55540 55540 Limit 1 Sell 4163.25 Pending Cancel Sim2 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:55:56.894885 2022-05-29 17:55:56.894880 [Sim]MESM2.CME Simulated order canceled 55540 55540 Limit 1 Sell 4163.25 Canceled Sim2 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:55:57.902219 2022-05-29 17:55:57.902212 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4162.5 | Scaling out | AO=0 55542 Limit 1 Sell 4163.50 Order Sent Sim2 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:55:57.902230 2022-05-29 17:55:57.902228 [Sim]MESM2.CME Simulated order accepted 55542 55542 Limit 1 Sell 4163.50 Open Sim2 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:55:57.902252 2022-05-29 17:55:57.902248 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4162.5 | Scaling out | AO=0 55543 Limit 1 Sell 4163.50 Order Sent Sim3 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:55:57.902266 2022-05-29 17:55:57.902264 [Sim]MESM2.CME Simulated order accepted 55543 55543 Limit 1 Sell 4163.50 Open Sim3 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:55:57.902293 2022-05-29 17:55:57.902289 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4162.5 | Scaling out | AO=0 55544 Limit 1 Sell 4163.50 Order Sent Sim4 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:55:57.902308 2022-05-29 17:55:57.902305 [Sim]MESM2.CME Simulated order accepted 55544 55544 Limit 1 Sell 4163.50 Open Sim4 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:56:14.240766 2022-05-29 17:56:14.240761 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55487 55487 Stop 1 Sell 4161.25 Pending Cancel Sim2 Close 55486 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:56:14.240780 2022-05-29 17:56:14.240775 [Sim]MESM2.CME Simulated order canceled 55487 55487 Stop 1 Sell 4161.25 Canceled Sim2 Close 55486 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:56:14.240796 2022-05-29 17:56:14.240794 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55489 55489 Stop 1 Sell 4161.25 Pending Cancel Sim3 Close 55488 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:56:14.240810 2022-05-29 17:56:14.240806 [Sim]MESM2.CME Simulated order canceled 55489 55489 Stop 1 Sell 4161.25 Canceled Sim3 Close 55488 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:56:14.240828 2022-05-29 17:56:14.240824 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55491 55491 Stop 1 Sell 4161.25 Pending Cancel Sim4 Close 55490 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:56:14.240848 2022-05-29 17:56:14.240845 [Sim]MESM2.CME Simulated order canceled 55491 55491 Stop 1 Sell 4161.25 Canceled Sim4 Close 55490 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:56:14.240890 2022-05-29 17:56:14.240888 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55542 55542 Limit 1 Sell 4163.50 Pending Cancel Sim2 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:56:14.240905 2022-05-29 17:56:14.240901 [Sim]MESM2.CME Simulated order canceled 55542 55542 Limit 1 Sell 4163.50 Canceled Sim2 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:56:14.240922 2022-05-29 17:56:14.240920 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55543 55543 Limit 1 Sell 4163.50 Pending Cancel Sim3 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:56:14.240937 2022-05-29 17:56:14.240934 [Sim]MESM2.CME Simulated order canceled 55543 55543 Limit 1 Sell 4163.50 Canceled Sim3 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:56:14.240955 2022-05-29 17:56:14.240953 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55544 55544 Limit 1 Sell 4163.50 Pending Cancel Sim4 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:56:14.240972 2022-05-29 17:56:14.240969 [Sim]MESM2.CME Simulated order canceled 55544 55544 Limit 1 Sell 4163.50 Canceled Sim4 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:56:14.241161 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-05-29 17:56:14.241180 2022-05-29 17:56:14.241175 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4162.5. Current Position quantity: 1 | AO=0 55546 Market 1 Sell Order Sent Sim2 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:56:14.241196 2022-05-29 17:56:14.241194 [Sim]MESM2.CME Simulated order accepted 55546 55546 Market 1 Sell Open Sim2 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:56:14.241222 2022-05-29 17:56:14.241218 [Sim]MESM2.CME Trade simulation fill. Bid: 4162.50 Ask: 4162.75 Last: 4162.50 55546 55546 Market 1 Sell Filled 4162.50 1 Sim2 Close 1 Scale_ES.twconfig 0.00 Day Fills 2022-05-29 17:56:14.241232 2022-05-29 17:56:14.241216 [Sim]MESM2.CME Trade simulation fill. Bid: 4162.50 Ask: 4162.75 Last: 4162.50 55546 55546 Market 1 Sell Filled 4162.50 1 Sim2 Close 55546.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:56:14.241263 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim3 0.00 Day Orders 2022-05-29 17:56:14.241279 2022-05-29 17:56:14.241275 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4162.5. Current Position quantity: 1 | AO=0 55547 Market 1 Sell Order Sent Sim3 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:56:14.241294 2022-05-29 17:56:14.241293 [Sim]MESM2.CME Simulated order accepted 55547 55547 Market 1 Sell Open Sim3 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:56:14.241319 2022-05-29 17:56:14.241316 [Sim]MESM2.CME Trade simulation fill. Bid: 4162.50 Ask: 4162.75 Last: 4162.50 55547 55547 Market 1 Sell Filled 4162.50 1 Sim3 Close 1 Scale_ES.twconfig 0.00 Day Fills 2022-05-29 17:56:14.241330 2022-05-29 17:56:14.241313 [Sim]MESM2.CME Trade simulation fill. Bid: 4162.50 Ask: 4162.75 Last: 4162.50 55547 55547 Market 1 Sell Filled 4162.50 1 Sim3 Close 55547.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:56:14.241360 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim4 0.00 Day Orders 2022-05-29 17:56:14.241375 2022-05-29 17:56:14.241370 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4162.5. Current Position quantity: 1 | AO=0 55548 Market 1 Sell Order Sent Sim4 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:56:14.241390 2022-05-29 17:56:14.241388 [Sim]MESM2.CME Simulated order accepted 55548 55548 Market 1 Sell Open Sim4 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 17:56:14.241418 2022-05-29 17:56:14.241415 [Sim]MESM2.CME Trade simulation fill. Bid: 4162.50 Ask: 4162.75 Last: 4162.50 55548 55548 Market 1 Sell Filled 4162.50 1 Sim4 Close 1 Scale_ES.twconfig 0.00 Day Fills 2022-05-29 17:56:14.241428 2022-05-29 17:56:14.241412 [Sim]MESM2.CME Trade simulation fill. Bid: 4162.50 Ask: 4162.75 Last: 4162.50 55548 55548 Market 1 Sell Filled 4162.50 1 Sim4 Close 55548.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 21:31:12.962757 2022-05-29 21:31:12.962751 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4176 | AO=1. Attached Order 55552 Stop Sell 4154.00 Pending Child-Client Sim2 Close 55551 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 21:31:12.962763 2022-05-29 21:31:12.962760 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4176 | AO=1 55551 Limit 4 Buy 4160.00 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 21:31:12.962774 2022-05-29 21:31:12.962772 [Sim]MESM2.CME Simulated order accepted 55551 55551 Limit 4 Buy 4160.00 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 21:31:23.497007 2022-05-29 21:31:23.497003 [Sim]MESM2.CME Canceling child orders of internal order ID 55549. Internal cancel 55552 Stop Sell 4154.00 Pending Cancel Sim2 Close 55551 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 21:31:23.497015 2022-05-29 21:31:23.497012 [Sim]MESM2.CME Canceling child orders of internal order ID 55549. Internal cancel 55552 Stop Sell 4154.00 Canceled Sim2 Close 55551 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 21:31:23.497029 2022-05-29 21:31:23.497027 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order cancel 55551 55551 Limit 4 Buy 4160.00 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 21:31:23.497038 2022-05-29 21:31:23.497036 [Sim]MESM2.CME Simulated order canceled 55551 55551 Limit 4 Buy 4160.00 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 21:31:26.604637 2022-05-29 21:31:26.604632 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4175.75 | AO=1. Attached Order 55556 Stop Sell 4158.00 Pending Child-Client Sim2 Close 55555 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 21:31:26.604647 2022-05-29 21:31:26.604643 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4175.75 | AO=1 55555 Limit 4 Buy 4164.00 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 21:31:26.604656 2022-05-29 21:31:26.604654 [Sim]MESM2.CME Simulated order accepted 55555 55555 Limit 4 Buy 4164.00 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 21:31:29.089646 2022-05-29 21:31:29.089642 [Sim]MESM2.CME Canceling child orders of internal order ID 55553. Internal cancel 55556 Stop Sell 4158.00 Pending Cancel Sim2 Close 55555 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 21:31:29.089653 2022-05-29 21:31:29.089651 [Sim]MESM2.CME Canceling child orders of internal order ID 55553. Internal cancel 55556 Stop Sell 4158.00 Canceled Sim2 Close 55555 Scale_ES.twconfig 0.00 Day Orders 2022-05-29 21:31:29.089669 2022-05-29 21:31:29.089667 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order cancel 55555 55555 Limit 4 Buy 4164.00 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-29 21:31:29.089677 2022-05-29 21:31:29.089674 [Sim]MESM2.CME Simulated order canceled 55555 55555 Limit 4 Buy 4164.00 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:39.510570 2022-05-30 08:46:39.510507 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4171 | AO=1. Attached Order 55570 Stop Sell 4159.25 Pending Child-Client Sim2 Close 55569 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:39.510589 2022-05-30 08:46:39.510584 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4171 | AO=1 55569 Limit 1 Buy 4165.25 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:39.510601 2022-05-30 08:46:39.510599 [Sim]MESM2.CME Simulated order accepted 55569 55569 Limit 1 Buy 4165.25 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:39.510664 2022-05-30 08:46:39.510624 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4171 | AO=1. Attached Order 55572 Stop Sell 4159.25 Pending Child-Client Sim3 Close 55571 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:39.510677 2022-05-30 08:46:39.510672 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4171 | AO=1 55571 Limit 1 Buy 4165.25 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:39.510688 2022-05-30 08:46:39.510686 [Sim]MESM2.CME Simulated order accepted 55571 55571 Limit 1 Buy 4165.25 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:39.514499 2022-05-30 08:46:39.514449 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4171 | AO=1. Attached Order 55574 Stop Sell 4159.25 Pending Child-Client Sim4 Close 55573 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:39.514536 2022-05-30 08:46:39.514530 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4171 | AO=1 55573 Limit 2 Buy 4165.25 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:39.514551 2022-05-30 08:46:39.514549 [Sim]MESM2.CME Simulated order accepted 55573 55573 Limit 2 Buy 4165.25 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:47.433835 2022-05-30 08:46:47.433830 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 1.50. Requested Price: 4163.75. Requested Quantity: 1 55570 Stop Sell 4159.25 Pending Modify Sim2 Close 55569 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:47.433843 2022-05-30 08:46:47.433841 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 1.50. Requested Price: 4163.75. Requested Quantity: 1 55570 Stop Sell 4163.75 Pending Child-Client Sim2 Close 55569 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:47.433857 2022-05-30 08:46:47.433855 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 1.50. Requested Price: 4163.75. Requested Quantity: 1 55572 Stop Sell 4159.25 Pending Modify Sim3 Close 55571 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:47.433868 2022-05-30 08:46:47.433866 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 1.50. Requested Price: 4163.75. Requested Quantity: 1 55572 Stop Sell 4163.75 Pending Child-Client Sim3 Close 55571 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:47.433885 2022-05-30 08:46:47.433882 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 1.50. Requested Price: 4163.75. Requested Quantity: 1 55574 Stop Sell 4159.25 Pending Modify Sim4 Close 55573 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:47.433901 2022-05-30 08:46:47.433899 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 1.50. Requested Price: 4163.75. Requested Quantity: 1 55574 Stop Sell 4163.75 Pending Child-Client Sim4 Close 55573 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:53.648945 2022-05-30 08:46:53.648940 [Sim]MESM2.CME Canceling child orders of internal order ID 55567. Internal cancel 55570 Stop Sell 4163.75 Pending Cancel Sim2 Close 55569 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:53.648955 2022-05-30 08:46:53.648952 [Sim]MESM2.CME Canceling child orders of internal order ID 55567. Internal cancel 55570 Stop Sell 4163.75 Canceled Sim2 Close 55569 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:53.648967 2022-05-30 08:46:53.648964 [Sim]MESM2.CME Canceling child orders of internal order ID 55567. Internal cancel 55572 Stop Sell 4163.75 Pending Cancel Sim3 Close 55571 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:53.648978 2022-05-30 08:46:53.648976 [Sim]MESM2.CME Canceling child orders of internal order ID 55567. Internal cancel 55572 Stop Sell 4163.75 Canceled Sim3 Close 55571 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:53.648996 2022-05-30 08:46:53.648993 [Sim]MESM2.CME Canceling child orders of internal order ID 55567. Internal cancel 55574 Stop Sell 4163.75 Pending Cancel Sim4 Close 55573 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:53.649009 2022-05-30 08:46:53.649007 [Sim]MESM2.CME Canceling child orders of internal order ID 55567. Internal cancel 55574 Stop Sell 4163.75 Canceled Sim4 Close 55573 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:53.649028 2022-05-30 08:46:53.649026 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55569 55569 Limit 1 Buy 4165.25 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:53.649039 2022-05-30 08:46:53.649036 [Sim]MESM2.CME Simulated order canceled 55569 55569 Limit 1 Buy 4165.25 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:53.649050 2022-05-30 08:46:53.649049 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55571 55571 Limit 1 Buy 4165.25 Pending Cancel Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:53.649058 2022-05-30 08:46:53.649056 [Sim]MESM2.CME Simulated order canceled 55571 55571 Limit 1 Buy 4165.25 Canceled Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:53.649065 2022-05-30 08:46:53.649064 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55573 55573 Limit 2 Buy 4165.25 Pending Cancel Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:53.649072 2022-05-30 08:46:53.649070 [Sim]MESM2.CME Simulated order canceled 55573 55573 Limit 2 Buy 4165.25 Canceled Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:56.295564 2022-05-30 08:46:56.295560 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4170.75 | AO=1. Attached Order 55578 Stop Sell 4155.50 Pending Child-Client Sim2 Close 55577 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:56.295572 2022-05-30 08:46:56.295570 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4170.75 | AO=1 55577 Limit 4 Buy 4161.50 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:56.295581 2022-05-30 08:46:56.295580 [Sim]MESM2.CME Simulated order accepted 55577 55577 Limit 4 Buy 4161.50 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:56.295597 2022-05-30 08:46:56.295594 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4170.75 | AO=1. Attached Order 55580 Stop Sell 4155.50 Pending Child-Client Sim3 Close 55579 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:56.295607 2022-05-30 08:46:56.295604 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4170.75 | AO=1 55579 Limit 4 Buy 4161.50 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:56.295613 2022-05-30 08:46:56.295611 [Sim]MESM2.CME Simulated order accepted 55579 55579 Limit 4 Buy 4161.50 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:56.301877 2022-05-30 08:46:56.301871 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4170.75 | AO=1. Attached Order 55582 Stop Sell 4155.50 Pending Child-Client Sim4 Close 55581 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:56.301895 2022-05-30 08:46:56.301892 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4170.75 | AO=1 55581 Limit 8 Buy 4161.50 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:46:56.301906 2022-05-30 08:46:56.301904 [Sim]MESM2.CME Simulated order accepted 55581 55581 Limit 8 Buy 4161.50 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:01.629443 2022-05-30 08:47:01.629439 [Sim]MESM2.CME Canceling child orders of internal order ID 55575. Internal cancel 55578 Stop Sell 4155.50 Pending Cancel Sim2 Close 55577 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:01.629453 2022-05-30 08:47:01.629450 [Sim]MESM2.CME Canceling child orders of internal order ID 55575. Internal cancel 55578 Stop Sell 4155.50 Canceled Sim2 Close 55577 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:01.629468 2022-05-30 08:47:01.629466 [Sim]MESM2.CME Canceling child orders of internal order ID 55575. Internal cancel 55580 Stop Sell 4155.50 Pending Cancel Sim3 Close 55579 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:01.629480 2022-05-30 08:47:01.629478 [Sim]MESM2.CME Canceling child orders of internal order ID 55575. Internal cancel 55580 Stop Sell 4155.50 Canceled Sim3 Close 55579 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:01.629493 2022-05-30 08:47:01.629491 [Sim]MESM2.CME Canceling child orders of internal order ID 55575. Internal cancel 55582 Stop Sell 4155.50 Pending Cancel Sim4 Close 55581 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:01.629503 2022-05-30 08:47:01.629501 [Sim]MESM2.CME Canceling child orders of internal order ID 55575. Internal cancel 55582 Stop Sell 4155.50 Canceled Sim4 Close 55581 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:01.629523 2022-05-30 08:47:01.629521 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55577 55577 Limit 4 Buy 4161.50 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:01.629537 2022-05-30 08:47:01.629535 [Sim]MESM2.CME Simulated order canceled 55577 55577 Limit 4 Buy 4161.50 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:01.629547 2022-05-30 08:47:01.629545 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55579 55579 Limit 4 Buy 4161.50 Pending Cancel Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:01.629554 2022-05-30 08:47:01.629552 [Sim]MESM2.CME Simulated order canceled 55579 55579 Limit 4 Buy 4161.50 Canceled Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:01.629561 2022-05-30 08:47:01.629560 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55581 55581 Limit 8 Buy 4161.50 Pending Cancel Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:01.629568 2022-05-30 08:47:01.629566 [Sim]MESM2.CME Simulated order canceled 55581 55581 Limit 8 Buy 4161.50 Canceled Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:02.230203 2022-05-30 08:47:02.230198 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4170.75 | AO=1. Attached Order 55586 Stop Sell 4158.25 Pending Child-Client Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:02.230212 2022-05-30 08:47:02.230209 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4170.75 | AO=1 55585 Limit 4 Buy 4164.25 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:02.230220 2022-05-30 08:47:02.230218 [Sim]MESM2.CME Simulated order accepted 55585 55585 Limit 4 Buy 4164.25 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:02.230237 2022-05-30 08:47:02.230234 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4170.75 | AO=1. Attached Order 55588 Stop Sell 4158.25 Pending Child-Client Sim3 Close 55587 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:02.230252 2022-05-30 08:47:02.230247 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4170.75 | AO=1 55587 Limit 4 Buy 4164.25 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:02.230263 2022-05-30 08:47:02.230260 [Sim]MESM2.CME Simulated order accepted 55587 55587 Limit 4 Buy 4164.25 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:02.234407 2022-05-30 08:47:02.234398 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4170.75 | AO=1. Attached Order 55590 Stop Sell 4158.25 Pending Child-Client Sim4 Close 55589 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:02.234434 2022-05-30 08:47:02.234430 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4170.75 | AO=1 55589 Limit 8 Buy 4164.25 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:02.234458 2022-05-30 08:47:02.234455 [Sim]MESM2.CME Simulated order accepted 55589 55589 Limit 8 Buy 4164.25 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:03.883548 2022-05-30 08:47:03.883544 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 2.50. Requested Price: 4161.75. Requested Quantity: 1 55586 Stop Sell 4158.25 Pending Modify Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:03.883556 2022-05-30 08:47:03.883554 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 2.50. Requested Price: 4161.75. Requested Quantity: 1 55586 Stop Sell 4161.75 Pending Child-Client Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:03.883567 2022-05-30 08:47:03.883565 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 2.50. Requested Price: 4161.75. Requested Quantity: 1 55588 Stop Sell 4158.25 Pending Modify Sim3 Close 55587 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:03.883576 2022-05-30 08:47:03.883574 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 2.50. Requested Price: 4161.75. Requested Quantity: 1 55588 Stop Sell 4161.75 Pending Child-Client Sim3 Close 55587 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:03.883587 2022-05-30 08:47:03.883585 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 2.50. Requested Price: 4161.75. Requested Quantity: 1 55590 Stop Sell 4158.25 Pending Modify Sim4 Close 55589 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:03.883593 2022-05-30 08:47:03.883592 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 2.50. Requested Price: 4161.75. Requested Quantity: 1 55590 Stop Sell 4161.75 Pending Child-Client Sim4 Close 55589 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:04.956728 2022-05-30 08:47:04.956723 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 1.00. Requested Price: 4163.25. Requested Quantity: 1 55586 Stop Sell 4161.75 Pending Modify Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:04.956738 2022-05-30 08:47:04.956736 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 1.00. Requested Price: 4163.25. Requested Quantity: 1 55586 Stop Sell 4163.25 Pending Child-Client Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:04.956755 2022-05-30 08:47:04.956752 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 1.00. Requested Price: 4163.25. Requested Quantity: 1 55588 Stop Sell 4161.75 Pending Modify Sim3 Close 55587 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:04.956764 2022-05-30 08:47:04.956762 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 1.00. Requested Price: 4163.25. Requested Quantity: 1 55588 Stop Sell 4163.25 Pending Child-Client Sim3 Close 55587 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:04.956778 2022-05-30 08:47:04.956776 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 1.00. Requested Price: 4163.25. Requested Quantity: 1 55590 Stop Sell 4161.75 Pending Modify Sim4 Close 55589 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:04.956790 2022-05-30 08:47:04.956788 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 1.00. Requested Price: 4163.25. Requested Quantity: 1 55590 Stop Sell 4163.25 Pending Child-Client Sim4 Close 55589 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:06.186347 2022-05-30 08:47:06.186344 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 0.75. Requested Price: 4163.50. Requested Quantity: 1 55586 Stop Sell 4163.25 Pending Modify Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:06.186354 2022-05-30 08:47:06.186353 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 0.75. Requested Price: 4163.50. Requested Quantity: 1 55586 Stop Sell 4163.50 Pending Child-Client Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:06.186367 2022-05-30 08:47:06.186365 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 0.75. Requested Price: 4163.50. Requested Quantity: 1 55588 Stop Sell 4163.25 Pending Modify Sim3 Close 55587 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:06.186376 2022-05-30 08:47:06.186375 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 0.75. Requested Price: 4163.50. Requested Quantity: 1 55588 Stop Sell 4163.50 Pending Child-Client Sim3 Close 55587 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:06.186390 2022-05-30 08:47:06.186387 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 0.75. Requested Price: 4163.50. Requested Quantity: 1 55590 Stop Sell 4163.25 Pending Modify Sim4 Close 55589 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:06.186402 2022-05-30 08:47:06.186400 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 0.75. Requested Price: 4163.50. Requested Quantity: 1 55590 Stop Sell 4163.50 Pending Child-Client Sim4 Close 55589 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:06.793385 2022-05-30 08:47:06.793382 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 1.25. Requested Price: 4163.00. Requested Quantity: 1 55586 Stop Sell 4163.50 Pending Modify Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:06.793394 2022-05-30 08:47:06.793392 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 1.25. Requested Price: 4163.00. Requested Quantity: 1 55586 Stop Sell 4163.00 Pending Child-Client Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:06.793406 2022-05-30 08:47:06.793404 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 1.25. Requested Price: 4163.00. Requested Quantity: 1 55588 Stop Sell 4163.50 Pending Modify Sim3 Close 55587 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:06.793413 2022-05-30 08:47:06.793412 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 1.25. Requested Price: 4163.00. Requested Quantity: 1 55588 Stop Sell 4163.00 Pending Child-Client Sim3 Close 55587 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:06.793425 2022-05-30 08:47:06.793423 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 1.25. Requested Price: 4163.00. Requested Quantity: 1 55590 Stop Sell 4163.50 Pending Modify Sim4 Close 55589 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:06.793433 2022-05-30 08:47:06.793431 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 1.25. Requested Price: 4163.00. Requested Quantity: 1 55590 Stop Sell 4163.00 Pending Child-Client Sim4 Close 55589 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:16.672520 2022-05-30 08:47:16.672516 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 3.00. Requested Price: 4161.25. Requested Quantity: 1 55586 Stop Sell 4163.00 Pending Modify Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:16.672531 2022-05-30 08:47:16.672529 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 3.00. Requested Price: 4161.25. Requested Quantity: 1 55586 Stop Sell 4161.25 Pending Child-Client Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:16.672554 2022-05-30 08:47:16.672552 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 3.00. Requested Price: 4161.25. Requested Quantity: 1 55588 Stop Sell 4163.00 Pending Modify Sim3 Close 55587 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:16.672565 2022-05-30 08:47:16.672562 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 3.00. Requested Price: 4161.25. Requested Quantity: 1 55588 Stop Sell 4161.25 Pending Child-Client Sim3 Close 55587 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:16.672584 2022-05-30 08:47:16.672581 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 3.00. Requested Price: 4161.25. Requested Quantity: 1 55590 Stop Sell 4163.00 Pending Modify Sim4 Close 55589 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:16.672593 2022-05-30 08:47:16.672591 [Sim]MESM2.CME Order modified internally. ESM2.CME/MESM2.CME [C] #2 | User order modification. Updated offset to 3.00. Requested Price: 4161.25. Requested Quantity: 1 55590 Stop Sell 4161.25 Pending Child-Client Sim4 Close 55589 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:17.425496 2022-05-30 08:47:17.425492 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4163.50. New price: 4160.50. Requested Price: 4160.50. Requested Quantity: 1 55586 Stop Sell 4161.25 Pending Modify Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:17.425504 2022-05-30 08:47:17.425503 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4163.50. New price: 4160.50. Requested Price: 4160.50. Requested Quantity: 1 55586 Stop Sell 4160.50 Pending Child-Client Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:17.425515 2022-05-30 08:47:17.425513 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4163.50. New price: 4160.50. Requested Price: 4160.50. Requested Quantity: 1 55588 Stop Sell 4161.25 Pending Modify Sim3 Close 55587 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:17.425521 2022-05-30 08:47:17.425519 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4163.50. New price: 4160.50. Requested Price: 4160.50. Requested Quantity: 1 55588 Stop Sell 4160.50 Pending Child-Client Sim3 Close 55587 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:17.425534 2022-05-30 08:47:17.425531 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4163.50. New price: 4160.50. Requested Price: 4160.50. Requested Quantity: 1 55590 Stop Sell 4161.25 Pending Modify Sim4 Close 55589 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:17.425546 2022-05-30 08:47:17.425541 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4163.50. New price: 4160.50. Requested Price: 4160.50. Requested Quantity: 1 55590 Stop Sell 4160.50 Pending Child-Client Sim4 Close 55589 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:17.425621 2022-05-30 08:47:17.425619 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4163.50. Requested Quantity: 4 55585 55585 Limit 4 Buy 4164.25 Pending Modify Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:17.425639 2022-05-30 08:47:17.425638 [Sim]MESM2.CME Simulated order modify complete 55585 55585 Limit 4 Buy 4163.50 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:17.425657 2022-05-30 08:47:17.425656 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4163.50. Requested Quantity: 4 55587 55587 Limit 4 Buy 4164.25 Pending Modify Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:17.425667 2022-05-30 08:47:17.425665 [Sim]MESM2.CME Simulated order modify complete 55587 55587 Limit 4 Buy 4163.50 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:17.425691 2022-05-30 08:47:17.425690 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4163.50. Requested Quantity: 8 55589 55589 Limit 8 Buy 4164.25 Pending Modify Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:17.425708 2022-05-30 08:47:17.425706 [Sim]MESM2.CME Simulated order modify complete 55589 55589 Limit 8 Buy 4163.50 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:19.146727 2022-05-30 08:47:19.146723 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4165.25. New price: 4162.25. Requested Price: 4162.25. Requested Quantity: 1 55586 Stop Sell 4160.50 Pending Modify Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:19.146739 2022-05-30 08:47:19.146736 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4165.25. New price: 4162.25. Requested Price: 4162.25. Requested Quantity: 1 55586 Stop Sell 4162.25 Pending Child-Client Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:19.146750 2022-05-30 08:47:19.146748 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4165.25. New price: 4162.25. Requested Price: 4162.25. Requested Quantity: 1 55588 Stop Sell 4160.50 Pending Modify Sim3 Close 55587 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:19.146756 2022-05-30 08:47:19.146755 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4165.25. New price: 4162.25. Requested Price: 4162.25. Requested Quantity: 1 55588 Stop Sell 4162.25 Pending Child-Client Sim3 Close 55587 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:19.146767 2022-05-30 08:47:19.146765 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4165.25. New price: 4162.25. Requested Price: 4162.25. Requested Quantity: 1 55590 Stop Sell 4160.50 Pending Modify Sim4 Close 55589 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:19.146773 2022-05-30 08:47:19.146772 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4165.25. New price: 4162.25. Requested Price: 4162.25. Requested Quantity: 1 55590 Stop Sell 4162.25 Pending Child-Client Sim4 Close 55589 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:19.146824 2022-05-30 08:47:19.146822 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4165.25. Requested Quantity: 4 55585 55585 Limit 4 Buy 4163.50 Pending Modify Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:19.146840 2022-05-30 08:47:19.146838 [Sim]MESM2.CME Simulated order modify complete 55585 55585 Limit 4 Buy 4165.25 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:19.146868 2022-05-30 08:47:19.146866 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4165.25. Requested Quantity: 4 55587 55587 Limit 4 Buy 4163.50 Pending Modify Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:19.146882 2022-05-30 08:47:19.146881 [Sim]MESM2.CME Simulated order modify complete 55587 55587 Limit 4 Buy 4165.25 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:19.146898 2022-05-30 08:47:19.146896 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4165.25. Requested Quantity: 8 55589 55589 Limit 8 Buy 4163.50 Pending Modify Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:19.146906 2022-05-30 08:47:19.146905 [Sim]MESM2.CME Simulated order modify complete 55589 55589 Limit 8 Buy 4165.25 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:21.780679 2022-05-30 08:47:21.780675 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4171.00. New price: 4168.00. Requested Price: 4168.00. Requested Quantity: 1 55586 Stop Sell 4162.25 Pending Modify Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:21.780686 2022-05-30 08:47:21.780684 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4171.00. New price: 4168.00. Requested Price: 4168.00. Requested Quantity: 1 55586 Stop Sell 4168.00 Pending Child-Client Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:21.780697 2022-05-30 08:47:21.780696 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4171.00. New price: 4168.00. Requested Price: 4168.00. Requested Quantity: 1 55588 Stop Sell 4162.25 Pending Modify Sim3 Close 55587 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:21.780706 2022-05-30 08:47:21.780705 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4171.00. New price: 4168.00. Requested Price: 4168.00. Requested Quantity: 1 55588 Stop Sell 4168.00 Pending Child-Client Sim3 Close 55587 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:21.780723 2022-05-30 08:47:21.780721 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4171.00. New price: 4168.00. Requested Price: 4168.00. Requested Quantity: 1 55590 Stop Sell 4162.25 Pending Modify Sim4 Close 55589 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:21.780737 2022-05-30 08:47:21.780735 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4171.00. New price: 4168.00. Requested Price: 4168.00. Requested Quantity: 1 55590 Stop Sell 4168.00 Pending Child-Client Sim4 Close 55589 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:21.780798 2022-05-30 08:47:21.780796 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4171.00. Requested Quantity: 4 55585 55585 Limit 4 Buy 4165.25 Pending Modify Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:21.780815 2022-05-30 08:47:21.780813 [Sim]MESM2.CME Simulated order modify complete 55585 55585 Limit 4 Buy 4171.00 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:21.780838 2022-05-30 08:47:21.780833 [Sim]MESM2.CME Trade simulation fill. Bid: 4171.00 Ask: 4171.00 Last: 4171.00 55585 55585 Limit 4 Buy 4171.00 Filled 4171.00 4 Sim2 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:47:21.780849 2022-05-30 08:47:21.780831 [Sim]MESM2.CME Trade simulation fill. Bid: 4171.00 Ask: 4171.00 Last: 4171.00 55585 55585 Limit 4 Buy 4171.00 Filled 4171.00 4 Sim2 Open 4 55585.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:21.780972 2022-05-30 08:47:21.780967 [Sim]MESM2.CME Auto-sent child from parent fill 55586 Stop 4 Sell 4168.00 Order Sent Sim2 Close 55585 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:21.781000 2022-05-30 08:47:21.780998 [Sim]MESM2.CME Simulated order accepted 55586 55586 Stop 4 Sell 4168.00 Open Sim2 Close 55585 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:21.781028 2022-05-30 08:47:21.781027 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4171.00. Requested Quantity: 4 55587 55587 Limit 4 Buy 4165.25 Pending Modify Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:21.781044 2022-05-30 08:47:21.781042 [Sim]MESM2.CME Simulated order modify complete 55587 55587 Limit 4 Buy 4171.00 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:21.781063 2022-05-30 08:47:21.781060 [Sim]MESM2.CME Trade simulation fill. Bid: 4171.00 Ask: 4171.00 Last: 4171.00 55587 55587 Limit 4 Buy 4171.00 Filled 4171.00 4 Sim3 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:47:21.781067 2022-05-30 08:47:21.781058 [Sim]MESM2.CME Trade simulation fill. Bid: 4171.00 Ask: 4171.00 Last: 4171.00 55587 55587 Limit 4 Buy 4171.00 Filled 4171.00 4 Sim3 Open 4 55587.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:21.781098 2022-05-30 08:47:21.781095 [Sim]MESM2.CME Auto-sent child from parent fill 55588 Stop 4 Sell 4168.00 Order Sent Sim3 Close 55587 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:21.781112 2022-05-30 08:47:21.781110 [Sim]MESM2.CME Simulated order accepted 55588 55588 Stop 4 Sell 4168.00 Open Sim3 Close 55587 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:21.781140 2022-05-30 08:47:21.781138 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4171.00. Requested Quantity: 8 55589 55589 Limit 8 Buy 4165.25 Pending Modify Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:21.781153 2022-05-30 08:47:21.781151 [Sim]MESM2.CME Simulated order modify complete 55589 55589 Limit 8 Buy 4171.00 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:21.781168 2022-05-30 08:47:21.781166 [Sim]MESM2.CME Trade simulation fill. Bid: 4171.00 Ask: 4171.00 Last: 4171.00 55589 55589 Limit 8 Buy 4171.00 Filled 4171.00 8 Sim4 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:47:21.781174 2022-05-30 08:47:21.781165 [Sim]MESM2.CME Trade simulation fill. Bid: 4171.00 Ask: 4171.00 Last: 4171.00 55589 55589 Limit 8 Buy 4171.00 Filled 4171.00 8 Sim4 Open 8 55589.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:21.781236 2022-05-30 08:47:21.781233 [Sim]MESM2.CME Auto-sent child from parent fill 55590 Stop 8 Sell 4168.00 Order Sent Sim4 Close 55589 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:21.781256 2022-05-30 08:47:21.781254 [Sim]MESM2.CME Simulated order accepted 55590 55590 Stop 8 Sell 4168.00 Open Sim4 Close 55589 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:30.767383 2022-05-30 08:47:30.767379 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4171.25. New price: 4168.25. Requested Price: 4168.25. Requested Quantity: 1 55586 55586 Stop 4 Sell 4168.00 Pending Modify Sim2 Close 55585 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:30.767395 2022-05-30 08:47:30.767393 [Sim]MESM2.CME Simulated order modify complete 55586 55586 Stop 1 Sell 4168.25 Open Sim2 Close 55585 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:30.767423 2022-05-30 08:47:30.767421 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4171.25. New price: 4168.25. Requested Price: 4168.25. Requested Quantity: 1 55588 55588 Stop 4 Sell 4168.00 Pending Modify Sim3 Close 55587 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:30.767439 2022-05-30 08:47:30.767437 [Sim]MESM2.CME Simulated order modify complete 55588 55588 Stop 1 Sell 4168.25 Open Sim3 Close 55587 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:30.767462 2022-05-30 08:47:30.767459 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4171.25. New price: 4168.25. Requested Price: 4168.25. Requested Quantity: 1 55590 55590 Stop 8 Sell 4168.00 Pending Modify Sim4 Close 55589 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:30.767471 2022-05-30 08:47:30.767469 [Sim]MESM2.CME Simulated order modify complete 55590 55590 Stop 1 Sell 4168.25 Open Sim4 Close 55589 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:30.767523 2022-05-30 08:47:30.767520 [Sim]MESM2.CME Order modification failed (InternalOrderID) | Unable to modify order because it is no longer working 55585 55585 Limit 4 Buy 4171.00 Filled 4171.00 4 Sim2 Open 4 55585.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:30.767544 2022-05-30 08:47:30.767542 [Sim]MESM2.CME Order modification failed (InternalOrderID) | Unable to modify order because it is no longer working 55587 55587 Limit 4 Buy 4171.00 Filled 4171.00 4 Sim3 Open 4 55587.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:30.767564 2022-05-30 08:47:30.767561 [Sim]MESM2.CME Order modification failed (InternalOrderID) | Unable to modify order because it is no longer working 55589 55589 Limit 8 Buy 4171.00 Filled 4171.00 8 Sim4 Open 8 55589.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:34.264118 2022-05-30 08:47:34.264114 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4166.50. Requested Quantity: 4 55586 55586 Stop 1 Sell 4168.25 Pending Modify Sim2 Close 55585 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:34.264134 2022-05-30 08:47:34.264132 [Sim]MESM2.CME Simulated order modify complete 55586 55586 Stop 4 Sell 4166.50 Open Sim2 Close 55585 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:34.264156 2022-05-30 08:47:34.264154 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4166.50. Requested Quantity: 4 55588 55588 Stop 1 Sell 4168.25 Pending Modify Sim3 Close 55587 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:34.264168 2022-05-30 08:47:34.264166 [Sim]MESM2.CME Simulated order modify complete 55588 55588 Stop 4 Sell 4166.50 Open Sim3 Close 55587 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:34.264190 2022-05-30 08:47:34.264187 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4166.50. Requested Quantity: 8 55590 55590 Stop 1 Sell 4168.25 Pending Modify Sim4 Close 55589 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:34.264208 2022-05-30 08:47:34.264206 [Sim]MESM2.CME Simulated order modify complete 55590 55590 Stop 8 Sell 4166.50 Open Sim4 Close 55589 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:35.474854 2022-05-30 08:47:35.474849 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4168.25. Requested Quantity: 4 55586 55586 Stop 4 Sell 4166.50 Pending Modify Sim2 Close 55585 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:35.474871 2022-05-30 08:47:35.474868 [Sim]MESM2.CME Simulated order modify complete 55586 55586 Stop 4 Sell 4168.25 Open Sim2 Close 55585 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:35.474896 2022-05-30 08:47:35.474894 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4168.25. Requested Quantity: 4 55588 55588 Stop 4 Sell 4166.50 Pending Modify Sim3 Close 55587 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:35.474911 2022-05-30 08:47:35.474908 [Sim]MESM2.CME Simulated order modify complete 55588 55588 Stop 4 Sell 4168.25 Open Sim3 Close 55587 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:35.474939 2022-05-30 08:47:35.474935 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4168.25. Requested Quantity: 8 55590 55590 Stop 8 Sell 4166.50 Pending Modify Sim4 Close 55589 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:35.474958 2022-05-30 08:47:35.474956 [Sim]MESM2.CME Simulated order modify complete 55590 55590 Stop 8 Sell 4168.25 Open Sim4 Close 55589 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:37.678118 2022-05-30 08:47:37.678112 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4171.25 | Scaling out | AO=0 55592 Limit 1 Sell 4174.00 Order Sent Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:37.678125 2022-05-30 08:47:37.678124 [Sim]MESM2.CME Simulated order accepted 55592 55592 Limit 1 Sell 4174.00 Open Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:37.678141 2022-05-30 08:47:37.678138 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4171.25 | Scaling out | AO=0 55593 Limit 1 Sell 4174.00 Order Sent Sim3 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:37.678148 2022-05-30 08:47:37.678146 [Sim]MESM2.CME Simulated order accepted 55593 55593 Limit 1 Sell 4174.00 Open Sim3 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:37.684194 2022-05-30 08:47:37.684186 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4171.25 | Scaling out | AO=0 55594 Limit 2 Sell 4174.00 Order Sent Sim4 Close 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:37.684225 2022-05-30 08:47:37.684222 [Sim]MESM2.CME Simulated order accepted 55594 55594 Limit 2 Sell 4174.00 Open Sim4 Close 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:38.175969 2022-05-30 08:47:38.175963 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4171.25 | Scaling out | AO=0 55596 Limit 1 Sell 4177.00 Order Sent Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:38.175978 2022-05-30 08:47:38.175975 [Sim]MESM2.CME Simulated order accepted 55596 55596 Limit 1 Sell 4177.00 Open Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:38.176004 2022-05-30 08:47:38.176000 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4171.25 | Scaling out | AO=0 55597 Limit 1 Sell 4177.00 Order Sent Sim3 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:38.176016 2022-05-30 08:47:38.176013 [Sim]MESM2.CME Simulated order accepted 55597 55597 Limit 1 Sell 4177.00 Open Sim3 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:38.179620 2022-05-30 08:47:38.179615 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4171.25 | Scaling out | AO=0 55598 Limit 2 Sell 4177.00 Order Sent Sim4 Close 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:38.179636 2022-05-30 08:47:38.179635 [Sim]MESM2.CME Simulated order accepted 55598 55598 Limit 2 Sell 4177.00 Open Sim4 Close 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:38.922666 2022-05-30 08:47:38.922660 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4171.25 | Scaling out | AO=0 55600 Limit 1 Sell 4179.50 Order Sent Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:38.922675 2022-05-30 08:47:38.922673 [Sim]MESM2.CME Simulated order accepted 55600 55600 Limit 1 Sell 4179.50 Open Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:38.922705 2022-05-30 08:47:38.922702 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4171.25 | Scaling out | AO=0 55601 Limit 1 Sell 4179.50 Order Sent Sim3 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:38.922717 2022-05-30 08:47:38.922714 [Sim]MESM2.CME Simulated order accepted 55601 55601 Limit 1 Sell 4179.50 Open Sim3 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:38.926909 2022-05-30 08:47:38.926898 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4171.25 | Scaling out | AO=0 55602 Limit 2 Sell 4179.50 Order Sent Sim4 Close 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:38.926954 2022-05-30 08:47:38.926950 [Sim]MESM2.CME Simulated order accepted 55602 55602 Limit 2 Sell 4179.50 Open Sim4 Close 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:48.616600 2022-05-30 08:47:48.616596 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4167.25. Requested Quantity: 4 55586 55586 Stop 4 Sell 4168.25 Pending Modify Sim2 Close 55585 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:48.616615 2022-05-30 08:47:48.616613 [Sim]MESM2.CME Simulated order modify complete 55586 55586 Stop 4 Sell 4167.25 Open Sim2 Close 55585 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:48.616641 2022-05-30 08:47:48.616639 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4167.25. Requested Quantity: 4 55588 55588 Stop 4 Sell 4168.25 Pending Modify Sim3 Close 55587 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:48.616649 2022-05-30 08:47:48.616648 [Sim]MESM2.CME Simulated order modify complete 55588 55588 Stop 4 Sell 4167.25 Open Sim3 Close 55587 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:48.616690 2022-05-30 08:47:48.616687 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4167.25. Requested Quantity: 8 55590 55590 Stop 8 Sell 4168.25 Pending Modify Sim4 Close 55589 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:48.616709 2022-05-30 08:47:48.616707 [Sim]MESM2.CME Simulated order modify complete 55590 55590 Stop 8 Sell 4167.25 Open Sim4 Close 55589 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:50.348653 2022-05-30 08:47:50.348649 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4168.00. Requested Quantity: 4 55586 55586 Stop 4 Sell 4167.25 Pending Modify Sim2 Close 55585 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:50.348663 2022-05-30 08:47:50.348662 [Sim]MESM2.CME Simulated order modify complete 55586 55586 Stop 4 Sell 4168.00 Open Sim2 Close 55585 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:50.348690 2022-05-30 08:47:50.348687 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4168.00. Requested Quantity: 4 55588 55588 Stop 4 Sell 4167.25 Pending Modify Sim3 Close 55587 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:50.348703 2022-05-30 08:47:50.348702 [Sim]MESM2.CME Simulated order modify complete 55588 55588 Stop 4 Sell 4168.00 Open Sim3 Close 55587 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:50.348738 2022-05-30 08:47:50.348735 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order modification. Requested Price: 4168.00. Requested Quantity: 8 55590 55590 Stop 8 Sell 4167.25 Pending Modify Sim4 Close 55589 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:50.348750 2022-05-30 08:47:50.348748 [Sim]MESM2.CME Simulated order modify complete 55590 55590 Stop 8 Sell 4168.00 Open Sim4 Close 55589 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:53.509052 2022-05-30 08:47:53.509049 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 5. Using existing order price. Requested Price: 4168.00. Requested Quantity: 5 55586 55586 Stop 4 Sell 4168.00 Pending Modify Sim2 Close 55585 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:53.509065 2022-05-30 08:47:53.509063 [Sim]MESM2.CME Simulated order modify complete 55586 55586 Stop 5 Sell 4168.00 Open Sim2 Close 55585 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:53.509097 2022-05-30 08:47:53.509095 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 5. Using existing order price. Requested Price: 4168.00. Requested Quantity: 5 55588 55588 Stop 4 Sell 4168.00 Pending Modify Sim3 Close 55587 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:53.509111 2022-05-30 08:47:53.509108 [Sim]MESM2.CME Simulated order modify complete 55588 55588 Stop 5 Sell 4168.00 Open Sim3 Close 55587 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:53.509141 2022-05-30 08:47:53.509139 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 5. Using existing order price. Requested Price: 4168.00. Requested Quantity: 10 55590 55590 Stop 8 Sell 4168.00 Pending Modify Sim4 Close 55589 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:53.509154 2022-05-30 08:47:53.509152 [Sim]MESM2.CME Simulated order modify complete 55590 55590 Stop 10 Sell 4168.00 Open Sim4 Close 55589 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:53.509188 2022-05-30 08:47:53.509185 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4170.75 | Scaling in | AO=0 55604 Market 1 Buy Order Sent Sim2 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:53.509198 2022-05-30 08:47:53.509196 [Sim]MESM2.CME Simulated order accepted 55604 55604 Market 1 Buy Open Sim2 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:53.509235 2022-05-30 08:47:53.509232 [Sim]MESM2.CME Trade simulation fill. Bid: 4171.25 Ask: 4171.25 Last: 4171.25 55604 55604 Market 1 Buy Filled 4171.25 1 Sim2 Open 4 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:47:53.509245 2022-05-30 08:47:53.509224 [Sim]MESM2.CME Trade simulation fill. Bid: 4171.25 Ask: 4171.25 Last: 4171.25 55604 55604 Market 1 Buy Filled 4171.25 1 Sim2 Open 5 55604.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:53.509274 2022-05-30 08:47:53.509271 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4170.75 | Scaling in | AO=0 55605 Market 1 Buy Order Sent Sim3 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:53.509284 2022-05-30 08:47:53.509283 [Sim]MESM2.CME Simulated order accepted 55605 55605 Market 1 Buy Open Sim3 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:53.509311 2022-05-30 08:47:53.509309 [Sim]MESM2.CME Trade simulation fill. Bid: 4171.25 Ask: 4171.25 Last: 4171.25 55605 55605 Market 1 Buy Filled 4171.25 1 Sim3 Open 4 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:47:53.509318 2022-05-30 08:47:53.509306 [Sim]MESM2.CME Trade simulation fill. Bid: 4171.25 Ask: 4171.25 Last: 4171.25 55605 55605 Market 1 Buy Filled 4171.25 1 Sim3 Open 5 55605.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:53.512980 2022-05-30 08:47:53.512970 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4170.75 | Scaling in | AO=0 55606 Market 2 Buy Order Sent Sim4 Open 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:53.513014 2022-05-30 08:47:53.513012 [Sim]MESM2.CME Simulated order accepted 55606 55606 Market 2 Buy Open Sim4 Open 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:53.513061 2022-05-30 08:47:53.513059 [Sim]MESM2.CME Trade simulation fill. Bid: 4171.25 Ask: 4171.25 Last: 4171.25 55606 55606 Market 2 Buy Filled 4171.25 2 Sim4 Open 8 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:47:53.513067 2022-05-30 08:47:53.513051 [Sim]MESM2.CME Trade simulation fill. Bid: 4171.25 Ask: 4171.25 Last: 4171.25 55606 55606 Market 2 Buy Filled 4171.25 2 Sim4 Open 10 55606.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.145602 2022-05-30 08:47:54.145599 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 6. Using existing order price. Requested Price: 4168.00. Requested Quantity: 6 55586 55586 Stop 5 Sell 4168.00 Pending Modify Sim2 Close 55585 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.145614 2022-05-30 08:47:54.145613 [Sim]MESM2.CME Simulated order modify complete 55586 55586 Stop 6 Sell 4168.00 Open Sim2 Close 55585 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.145640 2022-05-30 08:47:54.145638 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 6. Using existing order price. Requested Price: 4168.00. Requested Quantity: 6 55588 55588 Stop 5 Sell 4168.00 Pending Modify Sim3 Close 55587 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.145652 2022-05-30 08:47:54.145651 [Sim]MESM2.CME Simulated order modify complete 55588 55588 Stop 6 Sell 4168.00 Open Sim3 Close 55587 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.145677 2022-05-30 08:47:54.145674 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 6. Using existing order price. Requested Price: 4168.00. Requested Quantity: 12 55590 55590 Stop 10 Sell 4168.00 Pending Modify Sim4 Close 55589 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.145686 2022-05-30 08:47:54.145684 [Sim]MESM2.CME Simulated order modify complete 55590 55590 Stop 12 Sell 4168.00 Open Sim4 Close 55589 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.145744 2022-05-30 08:47:54.145739 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4170.75 | Scaling in | AO=0 55608 Market 1 Buy Order Sent Sim2 Open 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.145762 2022-05-30 08:47:54.145759 [Sim]MESM2.CME Simulated order accepted 55608 55608 Market 1 Buy Open Sim2 Open 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.145793 2022-05-30 08:47:54.145791 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.75 Ask: 4171.00 Last: 4171.25 55608 55608 Market 1 Buy Filled 4171.00 1 Sim2 Open 5 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:47:54.145801 2022-05-30 08:47:54.145789 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.75 Ask: 4171.00 Last: 4171.25 55608 55608 Market 1 Buy Filled 4171.00 1 Sim2 Open 6 55608.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.145829 2022-05-30 08:47:54.145825 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4170.75 | Scaling in | AO=0 55609 Market 1 Buy Order Sent Sim3 Open 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.145840 2022-05-30 08:47:54.145838 [Sim]MESM2.CME Simulated order accepted 55609 55609 Market 1 Buy Open Sim3 Open 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.145865 2022-05-30 08:47:54.145863 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.75 Ask: 4171.00 Last: 4171.25 55609 55609 Market 1 Buy Filled 4171.00 1 Sim3 Open 5 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:47:54.145872 2022-05-30 08:47:54.145861 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.75 Ask: 4171.00 Last: 4171.25 55609 55609 Market 1 Buy Filled 4171.00 1 Sim3 Open 6 55609.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.149404 2022-05-30 08:47:54.149394 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4170.75 | Scaling in | AO=0 55610 Market 2 Buy Order Sent Sim4 Open 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.149437 2022-05-30 08:47:54.149435 [Sim]MESM2.CME Simulated order accepted 55610 55610 Market 2 Buy Open Sim4 Open 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.149487 2022-05-30 08:47:54.149484 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.75 Ask: 4171.00 Last: 4171.25 55610 55610 Market 2 Buy Filled 4171.00 2 Sim4 Open 10 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:47:54.149494 2022-05-30 08:47:54.149481 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.75 Ask: 4171.00 Last: 4171.25 55610 55610 Market 2 Buy Filled 4171.00 2 Sim4 Open 12 55610.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.730392 2022-05-30 08:47:54.730389 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 7. Using existing order price. Requested Price: 4168.00. Requested Quantity: 7 55586 55586 Stop 6 Sell 4168.00 Pending Modify Sim2 Close 55585 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.730401 2022-05-30 08:47:54.730399 [Sim]MESM2.CME Simulated order modify complete 55586 55586 Stop 7 Sell 4168.00 Open Sim2 Close 55585 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.730436 2022-05-30 08:47:54.730433 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 7. Using existing order price. Requested Price: 4168.00. Requested Quantity: 7 55588 55588 Stop 6 Sell 4168.00 Pending Modify Sim3 Close 55587 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.730455 2022-05-30 08:47:54.730453 [Sim]MESM2.CME Simulated order modify complete 55588 55588 Stop 7 Sell 4168.00 Open Sim3 Close 55587 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.730496 2022-05-30 08:47:54.730494 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 7. Using existing order price. Requested Price: 4168.00. Requested Quantity: 14 55590 55590 Stop 12 Sell 4168.00 Pending Modify Sim4 Close 55589 12 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.730509 2022-05-30 08:47:54.730507 [Sim]MESM2.CME Simulated order modify complete 55590 55590 Stop 14 Sell 4168.00 Open Sim4 Close 55589 12 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.730544 2022-05-30 08:47:54.730540 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4170.75 | Scaling in | AO=0 55612 Market 1 Buy Order Sent Sim2 Open 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.730560 2022-05-30 08:47:54.730558 [Sim]MESM2.CME Simulated order accepted 55612 55612 Market 1 Buy Open Sim2 Open 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.730589 2022-05-30 08:47:54.730587 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.75 Ask: 4171.00 Last: 4171.25 55612 55612 Market 1 Buy Filled 4171.00 1 Sim2 Open 6 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:47:54.730594 2022-05-30 08:47:54.730585 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.75 Ask: 4171.00 Last: 4171.25 55612 55612 Market 1 Buy Filled 4171.00 1 Sim2 Open 7 55612.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.730624 2022-05-30 08:47:54.730621 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4170.75 | Scaling in | AO=0 55613 Market 1 Buy Order Sent Sim3 Open 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.730634 2022-05-30 08:47:54.730632 [Sim]MESM2.CME Simulated order accepted 55613 55613 Market 1 Buy Open Sim3 Open 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.730669 2022-05-30 08:47:54.730667 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.75 Ask: 4171.00 Last: 4171.25 55613 55613 Market 1 Buy Filled 4171.00 1 Sim3 Open 6 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:47:54.730676 2022-05-30 08:47:54.730664 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.75 Ask: 4171.00 Last: 4171.25 55613 55613 Market 1 Buy Filled 4171.00 1 Sim3 Open 7 55613.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.740046 2022-05-30 08:47:54.740035 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4170.75 | Scaling in | AO=0 55614 Market 2 Buy Order Sent Sim4 Open 12 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.740078 2022-05-30 08:47:54.740076 [Sim]MESM2.CME Simulated order accepted 55614 55614 Market 2 Buy Open Sim4 Open 12 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:47:54.740112 2022-05-30 08:47:54.740110 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.75 Ask: 4171.00 Last: 4171.25 55614 55614 Market 2 Buy Filled 4171.00 2 Sim4 Open 12 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:47:54.740118 2022-05-30 08:47:54.740108 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.75 Ask: 4171.00 Last: 4171.25 55614 55614 Market 2 Buy Filled 4171.00 2 Sim4 Open 14 55614.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:13.864431 2022-05-30 08:48:13.864422 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #1 | User order cancel 55594 55594 Limit 2 Sell 4174.00 Pending Cancel Sim4 Close 14 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:13.864475 2022-05-30 08:48:13.864469 [Sim]MESM2.CME Simulated order canceled 55594 55594 Limit 2 Sell 4174.00 Canceled Sim4 Close 14 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:16.220804 2022-05-30 08:48:16.220795 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order cancel 55593 55593 Limit 1 Sell 4174.00 Pending Cancel Sim3 Close 7 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:16.220836 2022-05-30 08:48:16.220832 [Sim]MESM2.CME Simulated order canceled 55593 55593 Limit 1 Sell 4174.00 Canceled Sim3 Close 7 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:18.622216 2022-05-30 08:48:18.622207 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | User order cancel 55592 55592 Limit 1 Sell 4174.00 Pending Cancel Sim2 Close 7 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:18.622266 2022-05-30 08:48:18.622259 [Sim]MESM2.CME Simulated order canceled 55592 55592 Limit 1 Sell 4174.00 Canceled Sim2 Close 7 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:26.350659 2022-05-30 08:48:26.350650 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4170.5 | Scaling in | AO=0 55615 Limit 1 Buy 4173.50 Order Sent Sim2 Open 7 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:26.350827 2022-05-30 08:48:26.350824 [Sim]MESM2.CME Simulated order accepted 55615 55615 Limit 1 Buy 4173.50 Open Sim2 Open 7 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:26.350864 2022-05-30 08:48:26.350862 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.50 Ask: 4171.00 Last: 4170.50 55615 55615 Limit 1 Buy 4173.50 Filled 4171.00 1 Sim2 Open 7 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:48:26.350871 2022-05-30 08:48:26.350860 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.50 Ask: 4171.00 Last: 4170.50 55615 55615 Limit 1 Buy 4173.50 Filled 4171.00 1 Sim2 Open 8 55615.1 4171.00 4170.50 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:26.350938 2022-05-30 08:47:54.730399 [Sim]MESM2.CME Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. 55586 55586 Stop 7 Sell 4168.00 Open Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:26.350975 2022-05-30 08:48:26.350972 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 8. Using existing order price. Requested Price: 4168.00. Requested Quantity: 8 55586 55586 Stop 7 Sell 4168.00 Pending Modify Sim2 Close 55585 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:26.350990 2022-05-30 08:48:26.350988 [Sim]MESM2.CME Simulated order modify complete 55586 55586 Stop 8 Sell 4168.00 Open Sim2 Close 55585 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:26.351012 2022-05-30 08:48:26.350988 [Sim]MESM2.CME Updating move to breakeven stop reference price to 417100 55586 55586 Stop 8 Sell 4168.00 Open Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:26.921984 2022-05-30 08:48:26.921976 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4170.5 | Scaling in | AO=0 55616 Limit 1 Buy 4173.50 Order Sent Sim2 Open 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:26.922020 2022-05-30 08:48:26.922019 [Sim]MESM2.CME Simulated order accepted 55616 55616 Limit 1 Buy 4173.50 Open Sim2 Open 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:26.922046 2022-05-30 08:48:26.922044 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.50 Ask: 4171.00 Last: 4170.50 55616 55616 Limit 1 Buy 4173.50 Filled 4171.00 1 Sim2 Open 8 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:48:26.922053 2022-05-30 08:48:26.922041 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.50 Ask: 4171.00 Last: 4170.50 55616 55616 Limit 1 Buy 4173.50 Filled 4171.00 1 Sim2 Open 9 55616.1 4170.50 4170.50 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:26.922095 2022-05-30 08:48:26.350988 [Sim]MESM2.CME Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. 55586 55586 Stop 8 Sell 4168.00 Open Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:26.922127 2022-05-30 08:48:26.922122 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 9. Using existing order price. Requested Price: 4168.00. Requested Quantity: 9 55586 55586 Stop 8 Sell 4168.00 Pending Modify Sim2 Close 55585 9 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:26.922144 2022-05-30 08:48:26.922141 [Sim]MESM2.CME Simulated order modify complete 55586 55586 Stop 9 Sell 4168.00 Open Sim2 Close 55585 9 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:26.922168 2022-05-30 08:48:26.922141 [Sim]MESM2.CME Updating move to breakeven stop reference price to 417100 55586 55586 Stop 9 Sell 4168.00 Open Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:27.173894 2022-05-30 08:48:27.173884 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4170.5 | Scaling in | AO=0 55617 Limit 1 Buy 4174.00 Order Sent Sim2 Open 9 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:27.173943 2022-05-30 08:48:27.173939 [Sim]MESM2.CME Simulated order accepted 55617 55617 Limit 1 Buy 4174.00 Open Sim2 Open 9 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:27.173982 2022-05-30 08:48:27.173979 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.50 Ask: 4171.00 Last: 4170.50 55617 55617 Limit 1 Buy 4174.00 Filled 4171.00 1 Sim2 Open 9 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:48:27.173989 2022-05-30 08:48:27.173976 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.50 Ask: 4171.00 Last: 4170.50 55617 55617 Limit 1 Buy 4174.00 Filled 4171.00 1 Sim2 Open 10 55617.1 4170.50 4170.50 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:27.174057 2022-05-30 08:48:26.922141 [Sim]MESM2.CME Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. 55586 55586 Stop 9 Sell 4168.00 Open Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:27.174093 2022-05-30 08:48:27.174090 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 10. Using existing order price. Requested Price: 4168.00. Requested Quantity: 10 55586 55586 Stop 9 Sell 4168.00 Pending Modify Sim2 Close 55585 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:27.174105 2022-05-30 08:48:27.174104 [Sim]MESM2.CME Simulated order modify complete 55586 55586 Stop 10 Sell 4168.00 Open Sim2 Close 55585 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:27.174123 2022-05-30 08:48:27.174104 [Sim]MESM2.CME Updating move to breakeven stop reference price to 417100 55586 55586 Stop 10 Sell 4168.00 Open Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:27.371343 2022-05-30 08:48:27.371335 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4170.5 | Scaling in | AO=0 55618 Limit 1 Buy 4174.50 Order Sent Sim2 Open 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:27.371374 2022-05-30 08:48:27.371372 [Sim]MESM2.CME Simulated order accepted 55618 55618 Limit 1 Buy 4174.50 Open Sim2 Open 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:27.371398 2022-05-30 08:48:27.371396 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.50 Ask: 4171.00 Last: 4170.50 55618 55618 Limit 1 Buy 4174.50 Filled 4171.00 1 Sim2 Open 10 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:48:27.371402 2022-05-30 08:48:27.371394 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.50 Ask: 4171.00 Last: 4170.50 55618 55618 Limit 1 Buy 4174.50 Filled 4171.00 1 Sim2 Open 11 55618.1 4170.50 4170.50 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:27.371452 2022-05-30 08:48:27.174104 [Sim]MESM2.CME Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. 55586 55586 Stop 10 Sell 4168.00 Open Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:27.371483 2022-05-30 08:48:27.371480 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 11. Using existing order price. Requested Price: 4168.00. Requested Quantity: 11 55586 55586 Stop 10 Sell 4168.00 Pending Modify Sim2 Close 55585 11 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:27.371495 2022-05-30 08:48:27.371493 [Sim]MESM2.CME Simulated order modify complete 55586 55586 Stop 11 Sell 4168.00 Open Sim2 Close 55585 11 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:27.371524 2022-05-30 08:48:27.371493 [Sim]MESM2.CME Updating move to breakeven stop reference price to 417100 55586 55586 Stop 11 Sell 4168.00 Open Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:28.065143 2022-05-30 08:48:28.065136 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4170.25 | Scaling in | AO=0 55619 Limit 1 Buy 4173.75 Order Sent Sim2 Open 11 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:28.065177 2022-05-30 08:48:28.065175 [Sim]MESM2.CME Simulated order accepted 55619 55619 Limit 1 Buy 4173.75 Open Sim2 Open 11 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:28.065202 2022-05-30 08:48:28.065200 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.50 Ask: 4170.75 Last: 4170.25 55619 55619 Limit 1 Buy 4173.75 Filled 4170.75 1 Sim2 Open 11 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:48:28.065207 2022-05-30 08:48:28.065198 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.50 Ask: 4170.75 Last: 4170.25 55619 55619 Limit 1 Buy 4173.75 Filled 4170.75 1 Sim2 Open 12 55619.1 4170.50 4170.25 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:28.065261 2022-05-30 08:48:27.371493 [Sim]MESM2.CME Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. 55586 55586 Stop 11 Sell 4168.00 Open Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:28.065295 2022-05-30 08:48:28.065291 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 12. Using existing order price. Requested Price: 4168.00. Requested Quantity: 12 55586 55586 Stop 11 Sell 4168.00 Pending Modify Sim2 Close 55585 12 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:28.065312 2022-05-30 08:48:28.065310 [Sim]MESM2.CME Simulated order modify complete 55586 55586 Stop 12 Sell 4168.00 Open Sim2 Close 55585 12 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:28.065336 2022-05-30 08:48:28.065310 [Sim]MESM2.CME Updating move to breakeven stop reference price to 417097.9166666667 55586 55586 Stop 12 Sell 4168.00 Open Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:28.442514 2022-05-30 08:48:28.442505 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4170.25 | Scaling in | AO=0 55620 Limit 1 Buy 4174.00 Order Sent Sim2 Open 12 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:28.442557 2022-05-30 08:48:28.442555 [Sim]MESM2.CME Simulated order accepted 55620 55620 Limit 1 Buy 4174.00 Open Sim2 Open 12 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:28.442586 2022-05-30 08:48:28.442584 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.25 Ask: 4170.50 Last: 4170.25 55620 55620 Limit 1 Buy 4174.00 Filled 4170.50 1 Sim2 Open 12 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:48:28.442592 2022-05-30 08:48:28.442582 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.25 Ask: 4170.50 Last: 4170.25 55620 55620 Limit 1 Buy 4174.00 Filled 4170.50 1 Sim2 Open 13 55620.1 4170.25 4170.25 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:28.442640 2022-05-30 08:48:28.065310 [Sim]MESM2.CME Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. 55586 55586 Stop 12 Sell 4168.00 Open Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:28.442668 2022-05-30 08:48:28.442666 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 13. Using existing order price. Requested Price: 4168.00. Requested Quantity: 13 55586 55586 Stop 12 Sell 4168.00 Pending Modify Sim2 Close 55585 13 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:28.442685 2022-05-30 08:48:28.442682 [Sim]MESM2.CME Simulated order modify complete 55586 55586 Stop 13 Sell 4168.00 Open Sim2 Close 55585 13 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:28.442707 2022-05-30 08:48:28.442682 [Sim]MESM2.CME Updating move to breakeven stop reference price to 417094.23076923075 55586 55586 Stop 13 Sell 4168.00 Open Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:31.616891 2022-05-30 08:48:31.616880 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4170.25 | Scaling in | AO=0 55621 Limit 1 Buy 4173.25 Order Sent Sim2 Open 13 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:31.616939 2022-05-30 08:48:31.616937 [Sim]MESM2.CME Simulated order accepted 55621 55621 Limit 1 Buy 4173.25 Open Sim2 Open 13 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:31.616968 2022-05-30 08:48:31.616966 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.00 Ask: 4170.50 Last: 4170.25 55621 55621 Limit 1 Buy 4173.25 Filled 4170.50 1 Sim2 Open 13 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:48:31.616979 2022-05-30 08:48:31.616964 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.00 Ask: 4170.50 Last: 4170.25 55621 55621 Limit 1 Buy 4173.25 Filled 4170.50 1 Sim2 Open 14 55621.1 4170.25 4170.25 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:31.617049 2022-05-30 08:48:28.442682 [Sim]MESM2.CME Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. 55586 55586 Stop 13 Sell 4168.00 Open Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:31.617083 2022-05-30 08:48:31.617080 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 14. Using existing order price. Requested Price: 4168.00. Requested Quantity: 14 55586 55586 Stop 13 Sell 4168.00 Pending Modify Sim2 Close 55585 14 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:31.617098 2022-05-30 08:48:31.617097 [Sim]MESM2.CME Simulated order modify complete 55586 55586 Stop 14 Sell 4168.00 Open Sim2 Close 55585 14 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:31.617119 2022-05-30 08:48:31.617097 [Sim]MESM2.CME Updating move to breakeven stop reference price to 417091.0714285714 55586 55586 Stop 14 Sell 4168.00 Open Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:32.106261 2022-05-30 08:48:32.106247 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4170.25 | Scaling in | AO=0 55622 Limit 1 Buy 4174.00 Order Sent Sim2 Open 14 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:32.106295 2022-05-30 08:48:32.106294 [Sim]MESM2.CME Simulated order accepted 55622 55622 Limit 1 Buy 4174.00 Open Sim2 Open 14 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:32.106320 2022-05-30 08:48:32.106318 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.25 Ask: 4170.50 Last: 4170.25 55622 55622 Limit 1 Buy 4174.00 Filled 4170.50 1 Sim2 Open 14 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:48:32.106326 2022-05-30 08:48:32.106317 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.25 Ask: 4170.50 Last: 4170.25 55622 55622 Limit 1 Buy 4174.00 Filled 4170.50 1 Sim2 Open 15 55622.1 4170.25 4170.25 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:32.106365 2022-05-30 08:48:31.617097 [Sim]MESM2.CME Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. 55586 55586 Stop 14 Sell 4168.00 Open Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:32.106401 2022-05-30 08:48:32.106398 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 15. Using existing order price. Requested Price: 4168.00. Requested Quantity: 15 55586 55586 Stop 14 Sell 4168.00 Pending Modify Sim2 Close 55585 15 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:32.106413 2022-05-30 08:48:32.106411 [Sim]MESM2.CME Simulated order modify complete 55586 55586 Stop 15 Sell 4168.00 Open Sim2 Close 55585 15 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:32.106433 2022-05-30 08:48:32.106411 [Sim]MESM2.CME Updating move to breakeven stop reference price to 417088.3333333333 55586 55586 Stop 15 Sell 4168.00 Open Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:33.465132 2022-05-30 08:48:33.465125 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #1 | Trade DOM/User order entry | Last: 4170.5 | Scaling in | AO=0 55623 Limit 1 Buy 4173.75 Order Sent Sim2 Open 15 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:33.465161 2022-05-30 08:48:33.465159 [Sim]MESM2.CME Simulated order accepted 55623 55623 Limit 1 Buy 4173.75 Open Sim2 Open 15 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:33.465184 2022-05-30 08:48:33.465182 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.25 Ask: 4170.50 Last: 4170.50 55623 55623 Limit 1 Buy 4173.75 Filled 4170.50 1 Sim2 Open 15 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:48:33.465189 2022-05-30 08:48:33.465181 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.25 Ask: 4170.50 Last: 4170.50 55623 55623 Limit 1 Buy 4173.75 Filled 4170.50 1 Sim2 Open 16 55623.1 4170.50 4170.25 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:33.465225 2022-05-30 08:48:32.106411 [Sim]MESM2.CME Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. 55586 55586 Stop 15 Sell 4168.00 Open Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:33.465248 2022-05-30 08:48:33.465245 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 16. Using existing order price. Requested Price: 4168.00. Requested Quantity: 16 55586 55586 Stop 15 Sell 4168.00 Pending Modify Sim2 Close 55585 16 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:33.465261 2022-05-30 08:48:33.465259 [Sim]MESM2.CME Simulated order modify complete 55586 55586 Stop 16 Sell 4168.00 Open Sim2 Close 55585 16 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:33.465279 2022-05-30 08:48:33.465259 [Sim]MESM2.CME Updating move to breakeven stop reference price to 417085.9375 55586 55586 Stop 16 Sell 4168.00 Open Sim2 Close 55585 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:34.804364 2022-05-30 08:48:34.804354 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #1 | Trade DOM/User order entry | Last: 4170.5 | Scaling out | AO=0 55624 Limit 1 Sell 4173.75 Order Sent Sim2 Close 16 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:34.804403 2022-05-30 08:48:34.804400 [Sim]MESM2.CME Simulated order accepted 55624 55624 Limit 1 Sell 4173.75 Open Sim2 Close 16 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:37.217990 2022-05-30 08:48:37.217982 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #1 | User order cancel 55624 55624 Limit 1 Sell 4173.75 Pending Cancel Sim2 Close 16 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:37.218031 2022-05-30 08:48:37.218026 [Sim]MESM2.CME Simulated order canceled 55624 55624 Limit 1 Sell 4173.75 Canceled Sim2 Close 16 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:38.107496 2022-05-30 08:48:38.107488 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | Trade DOM/User order entry | Last: 4170.25 | Scaling out | AO=0 55625 Limit 1 Sell 4173.50 Order Sent Sim2 Close 16 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:38.107534 2022-05-30 08:48:38.107533 [Sim]MESM2.CME Simulated order accepted 55625 55625 Limit 1 Sell 4173.50 Open Sim2 Close 16 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:40.296520 2022-05-30 08:48:40.296510 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #4 | User order cancel 55625 55625 Limit 1 Sell 4173.50 Pending Cancel Sim2 Close 16 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:40.296566 2022-05-30 08:48:40.296561 [Sim]MESM2.CME Simulated order canceled 55625 55625 Limit 1 Sell 4173.50 Canceled Sim2 Close 16 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:41.548195 2022-05-30 08:48:41.548187 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4170 | Scaling out | AO=0 55626 Limit 1 Sell 4173.50 Order Sent Sim2 Close 16 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:41.548230 2022-05-30 08:48:41.548228 [Sim]MESM2.CME Simulated order accepted 55626 55626 Limit 1 Sell 4173.50 Open Sim2 Close 16 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:42.908803 2022-05-30 08:48:42.908796 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | User order cancel 55626 55626 Limit 1 Sell 4173.50 Pending Cancel Sim2 Close 16 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:42.908843 2022-05-30 08:48:42.908838 [Sim]MESM2.CME Simulated order canceled 55626 55626 Limit 1 Sell 4173.50 Canceled Sim2 Close 16 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:44.559231 2022-05-30 08:48:44.559222 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | Trade DOM/User order entry | Last: 4170 | Scaling out | AO=0 55627 Limit 1 Sell 4174.75 Order Sent Sim2 Close 16 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:44.559277 2022-05-30 08:48:44.559275 [Sim]MESM2.CME Simulated order accepted 55627 55627 Limit 1 Sell 4174.75 Open Sim2 Close 16 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:47.326026 2022-05-30 08:48:47.326020 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | User order cancel 55627 55627 Limit 1 Sell 4174.75 Pending Cancel Sim2 Close 16 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:47.326054 2022-05-30 08:48:47.326051 [Sim]MESM2.CME Simulated order canceled 55627 55627 Limit 1 Sell 4174.75 Canceled Sim2 Close 16 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.260269 2022-05-30 08:48:55.260264 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55586 55586 Stop 16 Sell 4168.00 Pending Cancel Sim2 Close 55585 16 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.260281 2022-05-30 08:48:55.260277 [Sim]MESM2.CME Simulated order canceled 55586 55586 Stop 16 Sell 4168.00 Canceled Sim2 Close 55585 16 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.260291 2022-05-30 08:48:55.260288 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55588 55588 Stop 7 Sell 4168.00 Pending Cancel Sim3 Close 55587 7 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.260299 2022-05-30 08:48:55.260296 [Sim]MESM2.CME Simulated order canceled 55588 55588 Stop 7 Sell 4168.00 Canceled Sim3 Close 55587 7 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.260314 2022-05-30 08:48:55.260311 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55590 55590 Stop 14 Sell 4168.00 Pending Cancel Sim4 Close 55589 14 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.260324 2022-05-30 08:48:55.260322 [Sim]MESM2.CME Simulated order canceled 55590 55590 Stop 14 Sell 4168.00 Canceled Sim4 Close 55589 14 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.260382 2022-05-30 08:48:55.260380 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55593 55593 Limit 1 Sell 4174.00 Canceled Sim3 Close 7 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.260392 2022-05-30 08:48:55.260390 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55594 55594 Limit 2 Sell 4174.00 Canceled Sim4 Close 14 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.260414 2022-05-30 08:48:55.260413 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55596 55596 Limit 1 Sell 4177.00 Pending Cancel Sim2 Close 16 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.260421 2022-05-30 08:48:55.260420 [Sim]MESM2.CME Simulated order canceled 55596 55596 Limit 1 Sell 4177.00 Canceled Sim2 Close 16 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.260429 2022-05-30 08:48:55.260428 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55597 55597 Limit 1 Sell 4177.00 Pending Cancel Sim3 Close 7 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.260437 2022-05-30 08:48:55.260436 [Sim]MESM2.CME Simulated order canceled 55597 55597 Limit 1 Sell 4177.00 Canceled Sim3 Close 7 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.260445 2022-05-30 08:48:55.260443 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55598 55598 Limit 2 Sell 4177.00 Pending Cancel Sim4 Close 14 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.260452 2022-05-30 08:48:55.260450 [Sim]MESM2.CME Simulated order canceled 55598 55598 Limit 2 Sell 4177.00 Canceled Sim4 Close 14 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.260471 2022-05-30 08:48:55.260470 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55600 55600 Limit 1 Sell 4179.50 Pending Cancel Sim2 Close 16 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.260478 2022-05-30 08:48:55.260475 [Sim]MESM2.CME Simulated order canceled 55600 55600 Limit 1 Sell 4179.50 Canceled Sim2 Close 16 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.260488 2022-05-30 08:48:55.260485 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55601 55601 Limit 1 Sell 4179.50 Pending Cancel Sim3 Close 7 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.260497 2022-05-30 08:48:55.260495 [Sim]MESM2.CME Simulated order canceled 55601 55601 Limit 1 Sell 4179.50 Canceled Sim3 Close 7 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.260504 2022-05-30 08:48:55.260503 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Canceling non-market orders during Flatten 55602 55602 Limit 2 Sell 4179.50 Pending Cancel Sim4 Close 14 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.260510 2022-05-30 08:48:55.260508 [Sim]MESM2.CME Simulated order canceled 55602 55602 Limit 2 Sell 4179.50 Canceled Sim4 Close 14 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.266016 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-05-30 08:48:55.266047 2022-05-30 08:48:55.266037 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4170.5. Current Position quantity: 7 | AO=0 55629 Market 7 Sell Order Sent Sim2 Close 16 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.266081 2022-05-30 08:48:55.266079 [Sim]MESM2.CME Simulated order accepted 55629 55629 Market 7 Sell Open Sim2 Close 16 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.266108 2022-05-30 08:48:55.266104 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.25 Ask: 4170.50 Last: 4170.50 55629 55629 Market 7 Sell Filled 4170.25 7 Sim2 Close 16 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:48:55.266120 2022-05-30 08:48:55.266102 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.25 Ask: 4170.50 Last: 4170.50 55629 55629 Market 7 Sell Filled 4170.25 7 Sim2 Close 9 55629.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.266193 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim3 0.00 Day Orders 2022-05-30 08:48:55.266206 2022-05-30 08:48:55.266202 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4170.5. Current Position quantity: 7 | AO=0 55630 Market 7 Sell Order Sent Sim3 Close 7 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.266218 2022-05-30 08:48:55.266215 [Sim]MESM2.CME Simulated order accepted 55630 55630 Market 7 Sell Open Sim3 Close 7 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.266235 2022-05-30 08:48:55.266233 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.25 Ask: 4170.50 Last: 4170.50 55630 55630 Market 7 Sell Filled 4170.25 7 Sim3 Close 7 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:48:55.266240 2022-05-30 08:48:55.266232 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.25 Ask: 4170.50 Last: 4170.50 55630 55630 Market 7 Sell Filled 4170.25 7 Sim3 Close 55630.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.276554 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim4 0.00 Day Orders 2022-05-30 08:48:55.276615 2022-05-30 08:48:55.276596 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry. Flatten&Cancel | Last: 4170.5. Current Position quantity: 7 | AO=0 55631 Market 14 Sell Order Sent Sim4 Close 14 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.276673 2022-05-30 08:48:55.276668 [Sim]MESM2.CME Simulated order accepted 55631 55631 Market 14 Sell Open Sim4 Close 14 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:55.276717 2022-05-30 08:48:55.276712 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.25 Ask: 4170.50 Last: 4170.50 55631 55631 Market 14 Sell Filled 4170.25 14 Sim4 Close 14 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:48:55.276729 2022-05-30 08:48:55.276709 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.25 Ask: 4170.50 Last: 4170.50 55631 55631 Market 14 Sell Filled 4170.25 14 Sim4 Close 55631.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:57.887637 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-05-30 08:48:57.887667 2022-05-30 08:48:57.887658 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #3 | User order entry. Flatten&Cancel | Last: 4170.5. Current Position quantity: 9 | AO=0 55632 Market 9 Sell Order Sent Sim2 Close 9 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:57.887698 2022-05-30 08:48:57.887696 [Sim]MESM2.CME Simulated order accepted 55632 55632 Market 9 Sell Open Sim2 Close 9 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:48:57.887723 2022-05-30 08:48:57.887720 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.50 Ask: 4170.75 Last: 4170.50 55632 55632 Market 9 Sell Filled 4170.50 9 Sim2 Close 9 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:48:57.887727 2022-05-30 08:48:57.887718 [Sim]MESM2.CME Trade simulation fill. Bid: 4170.50 Ask: 4170.75 Last: 4170.50 55632 55632 Market 9 Sell Filled 4170.50 9 Sim2 Close 55632.1 4170.50 4170.50 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:49:09.444355 2022-05-30 08:49:09.444349 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4170.5 | AO=1. Attached Order 55636 Stop Sell 4161.25 Pending Child-Client LL019584-009 Close 55635 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:49:09.444364 2022-05-30 08:49:09.444361 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4170.5 | AO=1 55635 Limit 2 Buy 4167.25 Order Sent LL019584-009 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:49:09.444377 2022-05-30 08:49:09.444374 [Sim]MESM2.CME Trade Order Error - Cannot submit non-simulated order when in Trade Simulation Mode 55635 Limit 2 Buy 4167.25 Error LL019584-009 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:49:09.444406 2022-05-30 08:49:09.444404 [Sim]MESM2.CME Canceling child orders of internal order ID 55635. Internal cancel 55636 Stop Sell 4161.25 Pending Cancel LL019584-009 Close 55635 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:49:09.444415 2022-05-30 08:49:09.444414 [Sim]MESM2.CME Canceling child orders of internal order ID 55635. Internal cancel 55636 Stop Sell 4161.25 Canceled LL019584-009 Close 55635 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:49:16.707399 2022-05-30 08:49:16.707395 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55636 Stop Sell 4161.25 Canceled LL019584-009 Close 55635 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:49:16.707414 2022-05-30 08:49:16.707412 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55635 Limit 2 Buy 4167.25 Error LL019584-009 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:49:48.553492 2022-05-30 08:49:48.553483 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4171 | AO=1. Attached Order 55640 Stop Sell 4162.75 Pending Child-Client Sim2 Close 55639 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:49:48.553507 2022-05-30 08:49:48.553500 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4171 | AO=1 55639 Limit 2 Buy 4168.75 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:49:48.553519 2022-05-30 08:49:48.553516 [Sim]MESM2.CME Simulated order accepted 55639 55639 Limit 2 Buy 4168.75 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:49:48.553541 2022-05-30 08:49:48.553536 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4171 | AO=1. Attached Order 55642 Stop Sell 4162.75 Pending Child-Client Sim4 Close 55641 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:49:48.553550 2022-05-30 08:49:48.553546 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4171 | AO=1 55641 Limit 2 Buy 4168.75 Order Sent Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:49:48.553557 2022-05-30 08:49:48.553555 [Sim]MESM2.CME Simulated order accepted 55641 55641 Limit 2 Buy 4168.75 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:49:48.553575 2022-05-30 08:49:48.553572 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4171 | AO=1. Attached Order 55644 Stop Sell 4162.75 Pending Child-Client Sim3 Close 55643 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:49:48.553587 2022-05-30 08:49:48.553582 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4171 | AO=1 55643 Limit 2 Buy 4168.75 Order Sent Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:49:48.553603 2022-05-30 08:49:48.553602 [Sim]MESM2.CME Simulated order accepted 55643 55643 Limit 2 Buy 4168.75 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:33.635812 00:00:00.000000 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #5 | User order entry | Unable to Flatten/Reverse. Position does not exist. Working non-market orders will be canceled Unspecified Sim2 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:33.635860 2022-05-30 08:49:48.553516 [Sim]MESM2.CME Initiating: ESM2.CME/MESM2.CME [C] #5 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 55639 55639 Limit 2 Buy 4168.75 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:33.635876 2022-05-30 08:50:33.635871 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #5 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 55639 55639 Limit 2 Buy 4168.75 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:33.635922 2022-05-30 08:50:33.635916 [Sim]MESM2.CME Simulated order canceled 55639 55639 Limit 2 Buy 4168.75 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:33.635935 2022-05-30 08:50:33.635931 [Sim]MESM2.CME Canceling child orders of internal order ID 55639. Internal cancel 55640 Stop Sell 4162.75 Pending Cancel Sim2 Close 55639 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:33.635946 2022-05-30 08:50:33.635944 [Sim]MESM2.CME Canceling child orders of internal order ID 55639. Internal cancel 55640 Stop Sell 4162.75 Canceled Sim2 Close 55639 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:33.635964 2022-05-30 08:50:33.635962 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55640 Stop Sell 4162.75 Canceled Sim2 Close 55639 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:42.825294 2022-05-30 08:50:42.825290 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4164.00. New price: 4158.00. Requested Price: 4158.00. Requested Quantity: 1 55642 Stop Sell 4162.75 Pending Modify Sim4 Close 55641 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:42.825302 2022-05-30 08:50:42.825301 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4164.00. New price: 4158.00. Requested Price: 4158.00. Requested Quantity: 1 55642 Stop Sell 4158.00 Pending Child-Client Sim4 Close 55641 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:42.825327 2022-05-30 08:50:42.825323 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4164.00. New price: 4158.00. Requested Price: 4158.00. Requested Quantity: 1 55644 Stop Sell 4162.75 Pending Modify Sim3 Close 55643 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:42.825341 2022-05-30 08:50:42.825339 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4164.00. New price: 4158.00. Requested Price: 4158.00. Requested Quantity: 1 55644 Stop Sell 4158.00 Pending Child-Client Sim3 Close 55643 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:42.825409 2022-05-30 08:50:42.825407 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order modification. Requested Price: 4164.00. Requested Quantity: 2 55641 55641 Limit 2 Buy 4168.75 Pending Modify Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:42.825419 2022-05-30 08:50:42.825418 [Sim]MESM2.CME Simulated order modify complete 55641 55641 Limit 2 Buy 4164.00 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:42.825437 2022-05-30 08:50:42.825435 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order modification. Requested Price: 4164.00. Requested Quantity: 2 55643 55643 Limit 2 Buy 4168.75 Pending Modify Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:42.825444 2022-05-30 08:50:42.825443 [Sim]MESM2.CME Simulated order modify complete 55643 55643 Limit 2 Buy 4164.00 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:43.833622 2022-05-30 08:50:43.833618 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4170.25. New price: 4164.25. Requested Price: 4164.25. Requested Quantity: 1 55642 Stop Sell 4158.00 Pending Modify Sim4 Close 55641 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:43.833630 2022-05-30 08:50:43.833629 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4170.25. New price: 4164.25. Requested Price: 4164.25. Requested Quantity: 1 55642 Stop Sell 4164.25 Pending Child-Client Sim4 Close 55641 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:43.833757 2022-05-30 08:50:43.833753 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4170.25. New price: 4164.25. Requested Price: 4164.25. Requested Quantity: 1 55644 Stop Sell 4158.00 Pending Modify Sim3 Close 55643 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:43.833775 2022-05-30 08:50:43.833773 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4170.25. New price: 4164.25. Requested Price: 4164.25. Requested Quantity: 1 55644 Stop Sell 4164.25 Pending Child-Client Sim3 Close 55643 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:43.833826 2022-05-30 08:50:43.833824 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order modification. Requested Price: 4170.25. Requested Quantity: 2 55641 55641 Limit 2 Buy 4164.00 Pending Modify Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:43.833837 2022-05-30 08:50:43.833835 [Sim]MESM2.CME Simulated order modify complete 55641 55641 Limit 2 Buy 4170.25 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:43.833861 2022-05-30 08:50:43.833859 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order modification. Requested Price: 4170.25. Requested Quantity: 2 55643 55643 Limit 2 Buy 4164.00 Pending Modify Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:43.833873 2022-05-30 08:50:43.833871 [Sim]MESM2.CME Simulated order modify complete 55643 55643 Limit 2 Buy 4170.25 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:44.833111 2022-05-30 08:50:44.833104 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4168.00. New price: 4162.00. Requested Price: 4162.00. Requested Quantity: 1 55642 Stop Sell 4164.25 Pending Modify Sim4 Close 55641 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:44.833124 2022-05-30 08:50:44.833123 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4168.00. New price: 4162.00. Requested Price: 4162.00. Requested Quantity: 1 55642 Stop Sell 4162.00 Pending Child-Client Sim4 Close 55641 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:44.833147 2022-05-30 08:50:44.833142 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4168.00. New price: 4162.00. Requested Price: 4162.00. Requested Quantity: 1 55644 Stop Sell 4164.25 Pending Modify Sim3 Close 55643 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:44.833164 2022-05-30 08:50:44.833162 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4168.00. New price: 4162.00. Requested Price: 4162.00. Requested Quantity: 1 55644 Stop Sell 4162.00 Pending Child-Client Sim3 Close 55643 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:44.833255 2022-05-30 08:50:44.833252 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order modification. Requested Price: 4168.00. Requested Quantity: 2 55641 55641 Limit 2 Buy 4170.25 Pending Modify Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:44.833270 2022-05-30 08:50:44.833268 [Sim]MESM2.CME Simulated order modify complete 55641 55641 Limit 2 Buy 4168.00 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:44.833302 2022-05-30 08:50:44.833298 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order modification. Requested Price: 4168.00. Requested Quantity: 2 55643 55643 Limit 2 Buy 4170.25 Pending Modify Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:44.833318 2022-05-30 08:50:44.833317 [Sim]MESM2.CME Simulated order modify complete 55643 55643 Limit 2 Buy 4168.00 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:45.734722 2022-05-30 08:50:45.734717 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4173.00. New price: 4167.00. Requested Price: 4167.00. Requested Quantity: 1 55642 Stop Sell 4162.00 Pending Modify Sim4 Close 55641 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:45.734730 2022-05-30 08:50:45.734729 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4173.00. New price: 4167.00. Requested Price: 4167.00. Requested Quantity: 1 55642 Stop Sell 4167.00 Pending Child-Client Sim4 Close 55641 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:45.734744 2022-05-30 08:50:45.734742 [Sim]MESM2.CME Modifying Attached Order from parent modification. Parent base price: 4173.00. New price: 4167.00. Requested Price: 4167.00. Requested Quantity: 1 55644 Stop Sell 4162.00 Pending Modify Sim3 Close 55643 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:45.734755 2022-05-30 08:50:45.734754 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent modification. Parent base price: 4173.00. New price: 4167.00. Requested Price: 4167.00. Requested Quantity: 1 55644 Stop Sell 4167.00 Pending Child-Client Sim3 Close 55643 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:45.734985 2022-05-30 08:50:45.734983 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order modification. Requested Price: 4173.00. Requested Quantity: 2 55641 55641 Limit 2 Buy 4168.00 Pending Modify Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:45.734997 2022-05-30 08:50:45.734996 [Sim]MESM2.CME Simulated order modify complete 55641 55641 Limit 2 Buy 4173.00 Open Sim4 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:45.735015 2022-05-30 08:50:45.735012 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.25 Ask: 4172.50 Last: 4172.50 55641 55641 Limit 2 Buy 4173.00 Filled 4172.50 2 Sim4 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:50:45.735021 2022-05-30 08:50:45.735011 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.25 Ask: 4172.50 Last: 4172.50 55641 55641 Limit 2 Buy 4173.00 Filled 4172.50 2 Sim4 Open 2 55641.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:45.735040 2022-05-30 08:50:45.735038 [Sim]MESM2.CME Modifying Attached Order from parent fill. Parent base price: 4172.50. New price: 4166.50. Requested Price: 4166.50. Requested Quantity: 1 55642 Stop Sell 4167.00 Pending Modify Sim4 Close 55641 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:45.735052 2022-05-30 08:50:45.735051 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent fill. Parent base price: 4172.50. New price: 4166.50. Requested Price: 4166.50. Requested Quantity: 1 55642 Stop Sell 4166.50 Pending Child-Client Sim4 Close 55641 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:45.735063 2022-05-30 08:50:45.735061 [Sim]MESM2.CME Auto-sent child from parent fill 55642 Stop 2 Sell 4166.50 Order Sent Sim4 Close 55641 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:45.735073 2022-05-30 08:50:45.735071 [Sim]MESM2.CME Simulated order accepted 55642 55642 Stop 2 Sell 4166.50 Open Sim4 Close 55641 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:45.735095 2022-05-30 08:50:45.735094 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order modification. Requested Price: 4173.00. Requested Quantity: 2 55643 55643 Limit 2 Buy 4168.00 Pending Modify Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:45.735105 2022-05-30 08:50:45.735103 [Sim]MESM2.CME Simulated order modify complete 55643 55643 Limit 2 Buy 4173.00 Open Sim3 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:45.735119 2022-05-30 08:50:45.735116 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.25 Ask: 4172.50 Last: 4172.50 55643 55643 Limit 2 Buy 4173.00 Filled 4172.50 2 Sim3 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:50:45.735124 2022-05-30 08:50:45.735115 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.25 Ask: 4172.50 Last: 4172.50 55643 55643 Limit 2 Buy 4173.00 Filled 4172.50 2 Sim3 Open 2 55643.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:45.735140 2022-05-30 08:50:45.735139 [Sim]MESM2.CME Modifying Attached Order from parent fill. Parent base price: 4172.50. New price: 4166.50. Requested Price: 4166.50. Requested Quantity: 1 55644 Stop Sell 4167.00 Pending Modify Sim3 Close 55643 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:45.735149 2022-05-30 08:50:45.735148 [Sim]MESM2.CME Order modified internally. Modifying Attached Order from parent fill. Parent base price: 4172.50. New price: 4166.50. Requested Price: 4166.50. Requested Quantity: 1 55644 Stop Sell 4166.50 Pending Child-Client Sim3 Close 55643 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:45.735159 2022-05-30 08:50:45.735157 [Sim]MESM2.CME Auto-sent child from parent fill 55644 Stop 2 Sell 4166.50 Order Sent Sim3 Close 55643 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:45.735169 2022-05-30 08:50:45.735167 [Sim]MESM2.CME Simulated order accepted 55644 55644 Stop 2 Sell 4166.50 Open Sim3 Close 55643 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:51.533420 2022-05-30 08:50:51.533417 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 3. Using existing order price. Requested Price: 4166.75. Requested Quantity: 3 55642 55642 Stop 2 Sell 4166.50 Pending Modify Sim4 Close 55641 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:51.533428 2022-05-30 08:50:51.533426 [Sim]MESM2.CME Simulated order modify complete 55642 55642 Stop 3 Sell 4166.75 Open Sim4 Close 55641 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:51.533442 2022-05-30 08:50:51.533441 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 3. Using existing order price. Requested Price: 4166.75. Requested Quantity: 3 55644 55644 Stop 2 Sell 4166.50 Pending Modify Sim3 Close 55643 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:51.533452 2022-05-30 08:50:51.533451 [Sim]MESM2.CME Simulated order modify complete 55644 55644 Stop 3 Sell 4166.75 Open Sim3 Close 55643 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:51.533485 2022-05-30 08:50:51.533480 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4172 | Scaling in | AO=0 55646 Limit 1 Buy 4172.25 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:51.533494 2022-05-30 08:50:51.533493 [Sim]MESM2.CME Simulated order accepted 55646 55646 Limit 1 Buy 4172.25 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:51.533514 2022-05-30 08:50:51.533511 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.00 Ask: 4172.25 Last: 4172.25 55646 55646 Limit 1 Buy 4172.25 Filled 4172.25 1 Sim2 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:50:51.533520 2022-05-30 08:50:51.533506 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.00 Ask: 4172.25 Last: 4172.25 55646 55646 Limit 1 Buy 4172.25 Filled 4172.25 1 Sim2 Open 1 55646.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:51.533577 2022-05-30 08:50:51.533571 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4172 | Scaling in | AO=0 55647 Limit 1 Buy 4172.25 Order Sent Sim3 Open 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:51.533592 2022-05-30 08:50:51.533590 [Sim]MESM2.CME Simulated order accepted 55647 55647 Limit 1 Buy 4172.25 Open Sim3 Open 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:51.533621 2022-05-30 08:50:51.533618 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.00 Ask: 4172.25 Last: 4172.25 55647 55647 Limit 1 Buy 4172.25 Filled 4172.25 1 Sim3 Open 2 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:50:51.533627 2022-05-30 08:50:51.533611 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.00 Ask: 4172.25 Last: 4172.25 55647 55647 Limit 1 Buy 4172.25 Filled 4172.25 1 Sim3 Open 3 55647.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:51.539524 2022-05-30 08:50:51.539514 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4172 | Scaling in | AO=0 55648 Limit 2 Buy 4172.25 Order Sent Sim4 Open 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:51.539562 2022-05-30 08:50:51.539560 [Sim]MESM2.CME Simulated order accepted 55648 55648 Limit 2 Buy 4172.25 Open Sim4 Open 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:51.539603 2022-05-30 08:50:51.539599 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.00 Ask: 4172.25 Last: 4172.25 55648 55648 Limit 2 Buy 4172.25 Filled 4172.25 2 Sim4 Open 2 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:50:51.539609 2022-05-30 08:50:51.539586 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.00 Ask: 4172.25 Last: 4172.25 55648 55648 Limit 2 Buy 4172.25 Filled 4172.25 2 Sim4 Open 4 55648.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:52.580717 2022-05-30 08:50:52.580710 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4172 | Scaling in | AO=0 55650 Limit 1 Buy 4172.00 Order Sent Sim2 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:52.580724 2022-05-30 08:50:52.580723 [Sim]MESM2.CME Simulated order accepted 55650 55650 Limit 1 Buy 4172.00 Open Sim2 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:52.580740 2022-05-30 08:50:52.580736 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4172 | Scaling in | AO=0 55651 Limit 1 Buy 4172.00 Order Sent Sim3 Open 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:52.580748 2022-05-30 08:50:52.580747 [Sim]MESM2.CME Simulated order accepted 55651 55651 Limit 1 Buy 4172.00 Open Sim3 Open 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:52.584575 2022-05-30 08:50:52.584565 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4172 | Scaling in | AO=0 55652 Limit 2 Buy 4172.00 Order Sent Sim4 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:52.584606 2022-05-30 08:50:52.584604 [Sim]MESM2.CME Simulated order accepted 55652 55652 Limit 2 Buy 4172.00 Open Sim4 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:54.683917 2022-05-30 08:50:54.683906 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4172.75 | Scaling in | AO=0 55654 Limit 1 Buy 4172.25 Order Sent Sim2 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:54.683932 2022-05-30 08:50:54.683930 [Sim]MESM2.CME Simulated order accepted 55654 55654 Limit 1 Buy 4172.25 Open Sim2 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:54.683965 2022-05-30 08:50:54.683960 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4172.75 | Scaling in | AO=0 55655 Limit 1 Buy 4172.25 Order Sent Sim3 Open 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:54.683978 2022-05-30 08:50:54.683977 [Sim]MESM2.CME Simulated order accepted 55655 55655 Limit 1 Buy 4172.25 Open Sim3 Open 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:54.687495 2022-05-30 08:50:54.687489 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4172.75 | Scaling in | AO=0 55656 Limit 2 Buy 4172.25 Order Sent Sim4 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:54.687512 2022-05-30 08:50:54.687511 [Sim]MESM2.CME Simulated order accepted 55656 55656 Limit 2 Buy 4172.25 Open Sim4 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:55.155808 2022-05-30 08:50:55.155805 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 4. Using existing order price. Requested Price: 4166.75. Requested Quantity: 4 55642 55642 Stop 3 Sell 4166.75 Pending Modify Sim4 Close 55641 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:55.155822 2022-05-30 08:50:55.155819 [Sim]MESM2.CME Simulated order modify complete 55642 55642 Stop 4 Sell 4166.75 Open Sim4 Close 55641 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:55.155862 2022-05-30 08:50:55.155858 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 4. Using existing order price. Requested Price: 4166.75. Requested Quantity: 4 55644 55644 Stop 3 Sell 4166.75 Pending Modify Sim3 Close 55643 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:55.155876 2022-05-30 08:50:55.155874 [Sim]MESM2.CME Simulated order modify complete 55644 55644 Stop 4 Sell 4166.75 Open Sim3 Close 55643 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:55.155914 2022-05-30 08:50:55.155910 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4172.75 | Scaling in | AO=0 55658 Limit 1 Buy 4172.75 Order Sent Sim2 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:55.155923 2022-05-30 08:50:55.155922 [Sim]MESM2.CME Simulated order accepted 55658 55658 Limit 1 Buy 4172.75 Open Sim2 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:55.155956 2022-05-30 08:50:55.155952 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.50 Ask: 4172.75 Last: 4172.50 55658 55658 Limit 1 Buy 4172.75 Filled 4172.75 1 Sim2 Open 1 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:50:55.155965 2022-05-30 08:50:55.155940 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.50 Ask: 4172.75 Last: 4172.50 55658 55658 Limit 1 Buy 4172.75 Filled 4172.75 1 Sim2 Open 2 55658.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:55.156019 2022-05-30 08:50:55.156015 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4172.75 | Scaling in | AO=0 55659 Limit 1 Buy 4172.75 Order Sent Sim3 Open 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:55.156030 2022-05-30 08:50:55.156028 [Sim]MESM2.CME Simulated order accepted 55659 55659 Limit 1 Buy 4172.75 Open Sim3 Open 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:55.156053 2022-05-30 08:50:55.156051 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.50 Ask: 4172.75 Last: 4172.50 55659 55659 Limit 1 Buy 4172.75 Filled 4172.75 1 Sim3 Open 3 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:50:55.156059 2022-05-30 08:50:55.156041 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.50 Ask: 4172.75 Last: 4172.50 55659 55659 Limit 1 Buy 4172.75 Filled 4172.75 1 Sim3 Open 4 55659.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:55.166289 2022-05-30 08:50:55.166275 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4172.75 | Scaling in | AO=0 55660 Limit 2 Buy 4172.75 Order Sent Sim4 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:55.166331 2022-05-30 08:50:55.166328 [Sim]MESM2.CME Simulated order accepted 55660 55660 Limit 2 Buy 4172.75 Open Sim4 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:55.166383 2022-05-30 08:50:55.166379 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.50 Ask: 4172.75 Last: 4172.50 55660 55660 Limit 2 Buy 4172.75 Filled 4172.75 2 Sim4 Open 4 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:50:55.166390 2022-05-30 08:50:55.166357 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.50 Ask: 4172.75 Last: 4172.50 55660 55660 Limit 2 Buy 4172.75 Filled 4172.75 2 Sim4 Open 6 55660.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:58.013700 2022-05-30 08:50:58.013697 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 5. Using existing order price. Requested Price: 4166.75. Requested Quantity: 5 55642 55642 Stop 4 Sell 4166.75 Pending Modify Sim4 Close 55641 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:58.013712 2022-05-30 08:50:58.013710 [Sim]MESM2.CME Simulated order modify complete 55642 55642 Stop 5 Sell 4166.75 Open Sim4 Close 55641 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:58.013745 2022-05-30 08:50:58.013742 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 5. Using existing order price. Requested Price: 4166.75. Requested Quantity: 5 55644 55644 Stop 4 Sell 4166.75 Pending Modify Sim3 Close 55643 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:58.013766 2022-05-30 08:50:58.013763 [Sim]MESM2.CME Simulated order modify complete 55644 55644 Stop 5 Sell 4166.75 Open Sim3 Close 55643 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:58.013815 2022-05-30 08:50:58.013809 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4172.75 | Scaling in | AO=0 55662 Market 1 Buy Order Sent Sim2 Open 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:58.013828 2022-05-30 08:50:58.013827 [Sim]MESM2.CME Simulated order accepted 55662 55662 Market 1 Buy Open Sim2 Open 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:58.013861 2022-05-30 08:50:58.013858 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.50 Ask: 4172.75 Last: 4172.50 55662 55662 Market 1 Buy Filled 4172.75 1 Sim2 Open 2 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:50:58.013868 2022-05-30 08:50:58.013846 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.50 Ask: 4172.75 Last: 4172.50 55662 55662 Market 1 Buy Filled 4172.75 1 Sim2 Open 3 55662.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:58.013913 2022-05-30 08:50:58.013909 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4172.75 | Scaling in | AO=0 55663 Market 1 Buy Order Sent Sim3 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:58.013926 2022-05-30 08:50:58.013924 [Sim]MESM2.CME Simulated order accepted 55663 55663 Market 1 Buy Open Sim3 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:58.013963 2022-05-30 08:50:58.013959 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.50 Ask: 4172.75 Last: 4172.50 55663 55663 Market 1 Buy Filled 4172.75 1 Sim3 Open 4 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:50:58.013973 2022-05-30 08:50:58.013946 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.50 Ask: 4172.75 Last: 4172.50 55663 55663 Market 1 Buy Filled 4172.75 1 Sim3 Open 5 55663.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:58.019026 2022-05-30 08:50:58.019019 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4172.75 | Scaling in | AO=0 55664 Market 2 Buy Order Sent Sim4 Open 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:58.019055 2022-05-30 08:50:58.019052 [Sim]MESM2.CME Simulated order accepted 55664 55664 Market 2 Buy Open Sim4 Open 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:58.019087 2022-05-30 08:50:58.019085 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.50 Ask: 4172.75 Last: 4172.50 55664 55664 Market 2 Buy Filled 4172.75 2 Sim4 Open 6 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:50:58.019095 2022-05-30 08:50:58.019074 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.50 Ask: 4172.75 Last: 4172.50 55664 55664 Market 2 Buy Filled 4172.75 2 Sim4 Open 8 55664.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:58.333288 2022-05-30 08:50:58.333286 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 6. Using existing order price. Requested Price: 4166.75. Requested Quantity: 6 55642 55642 Stop 5 Sell 4166.75 Pending Modify Sim4 Close 55641 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:58.333302 2022-05-30 08:50:58.333301 [Sim]MESM2.CME Simulated order modify complete 55642 55642 Stop 6 Sell 4166.75 Open Sim4 Close 55641 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:58.333325 2022-05-30 08:50:58.333323 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 6. Using existing order price. Requested Price: 4166.75. Requested Quantity: 6 55644 55644 Stop 5 Sell 4166.75 Pending Modify Sim3 Close 55643 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:58.333334 2022-05-30 08:50:58.333333 [Sim]MESM2.CME Simulated order modify complete 55644 55644 Stop 6 Sell 4166.75 Open Sim3 Close 55643 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:58.333379 2022-05-30 08:50:58.333374 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4172.75 | Scaling in | AO=0 55666 Market 1 Buy Order Sent Sim2 Open 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:58.333393 2022-05-30 08:50:58.333391 [Sim]MESM2.CME Simulated order accepted 55666 55666 Market 1 Buy Open Sim2 Open 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:58.333421 2022-05-30 08:50:58.333419 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.50 Ask: 4172.75 Last: 4172.50 55666 55666 Market 1 Buy Filled 4172.75 1 Sim2 Open 3 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:50:58.333427 2022-05-30 08:50:58.333410 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.50 Ask: 4172.75 Last: 4172.50 55666 55666 Market 1 Buy Filled 4172.75 1 Sim2 Open 4 55666.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:58.333469 2022-05-30 08:50:58.333466 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4172.75 | Scaling in | AO=0 55667 Market 1 Buy Order Sent Sim3 Open 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:58.333479 2022-05-30 08:50:58.333477 [Sim]MESM2.CME Simulated order accepted 55667 55667 Market 1 Buy Open Sim3 Open 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:58.333501 2022-05-30 08:50:58.333499 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.50 Ask: 4172.75 Last: 4172.50 55667 55667 Market 1 Buy Filled 4172.75 1 Sim3 Open 5 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:50:58.333509 2022-05-30 08:50:58.333493 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.50 Ask: 4172.75 Last: 4172.50 55667 55667 Market 1 Buy Filled 4172.75 1 Sim3 Open 6 55667.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:58.336660 2022-05-30 08:50:58.336655 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order entry | Last: 4172.75 | Scaling in | AO=0 55668 Market 2 Buy Order Sent Sim4 Open 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:58.336674 2022-05-30 08:50:58.336672 [Sim]MESM2.CME Simulated order accepted 55668 55668 Market 2 Buy Open Sim4 Open 8 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:58.336699 2022-05-30 08:50:58.336697 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.50 Ask: 4172.75 Last: 4172.50 55668 55668 Market 2 Buy Filled 4172.75 2 Sim4 Open 8 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 08:50:58.336708 2022-05-30 08:50:58.336685 [Sim]MESM2.CME Trade simulation fill. Bid: 4172.50 Ask: 4172.75 Last: 4172.50 55668 55668 Market 2 Buy Filled 4172.75 2 Sim4 Open 10 55668.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:59.827340 2022-05-30 08:50:59.827335 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55654 55654 Limit 1 Buy 4172.25 Pending Cancel Sim2 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:59.827349 2022-05-30 08:50:59.827347 [Sim]MESM2.CME Simulated order canceled 55654 55654 Limit 1 Buy 4172.25 Canceled Sim2 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:59.827358 2022-05-30 08:50:59.827356 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55655 55655 Limit 1 Buy 4172.25 Pending Cancel Sim3 Open 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:59.827365 2022-05-30 08:50:59.827363 [Sim]MESM2.CME Simulated order canceled 55655 55655 Limit 1 Buy 4172.25 Canceled Sim3 Open 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:59.827379 2022-05-30 08:50:59.827375 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55656 55656 Limit 2 Buy 4172.25 Pending Cancel Sim4 Open 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:50:59.827389 2022-05-30 08:50:59.827385 [Sim]MESM2.CME Simulated order canceled 55656 55656 Limit 2 Buy 4172.25 Canceled Sim4 Open 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:00.192478 2022-05-30 08:51:00.192470 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55650 55650 Limit 1 Buy 4172.00 Pending Cancel Sim2 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:00.192492 2022-05-30 08:51:00.192486 [Sim]MESM2.CME Simulated order canceled 55650 55650 Limit 1 Buy 4172.00 Canceled Sim2 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:00.192510 2022-05-30 08:51:00.192507 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55651 55651 Limit 1 Buy 4172.00 Pending Cancel Sim3 Open 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:00.192526 2022-05-30 08:51:00.192522 [Sim]MESM2.CME Simulated order canceled 55651 55651 Limit 1 Buy 4172.00 Canceled Sim3 Open 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:00.192547 2022-05-30 08:51:00.192543 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | User order cancel 55652 55652 Limit 2 Buy 4172.00 Pending Cancel Sim4 Open 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:00.192559 2022-05-30 08:51:00.192556 [Sim]MESM2.CME Simulated order canceled 55652 55652 Limit 2 Buy 4172.00 Canceled Sim4 Open 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:03.042187 2022-05-30 08:51:03.042181 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4172.5 | Scaling out | AO=0 55670 Limit 1 Sell 4176.50 Order Sent Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:03.042194 2022-05-30 08:51:03.042192 [Sim]MESM2.CME Simulated order accepted 55670 55670 Limit 1 Sell 4176.50 Open Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:03.042210 2022-05-30 08:51:03.042206 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4172.5 | Scaling out | AO=0 55671 Limit 1 Sell 4176.50 Order Sent Sim3 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:03.042216 2022-05-30 08:51:03.042215 [Sim]MESM2.CME Simulated order accepted 55671 55671 Limit 1 Sell 4176.50 Open Sim3 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:03.048003 2022-05-30 08:51:03.047993 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4172.5 | Scaling out | AO=0 55672 Limit 2 Sell 4176.50 Order Sent Sim4 Close 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:03.048026 2022-05-30 08:51:03.048024 [Sim]MESM2.CME Simulated order accepted 55672 55672 Limit 2 Sell 4176.50 Open Sim4 Close 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:04.881073 2022-05-30 08:51:04.881067 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4172.5 | Scaling out | AO=0 55674 Limit 1 Sell 4180.25 Order Sent Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:04.881085 2022-05-30 08:51:04.881082 [Sim]MESM2.CME Simulated order accepted 55674 55674 Limit 1 Sell 4180.25 Open Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:04.881105 2022-05-30 08:51:04.881102 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4172.5 | Scaling out | AO=0 55675 Limit 1 Sell 4180.25 Order Sent Sim3 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:04.881115 2022-05-30 08:51:04.881113 [Sim]MESM2.CME Simulated order accepted 55675 55675 Limit 1 Sell 4180.25 Open Sim3 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:04.890671 2022-05-30 08:51:04.890661 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #2 | Trade DOM/User order entry | Last: 4172.5 | Scaling out | AO=0 55676 Limit 2 Sell 4180.25 Order Sent Sim4 Close 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:04.890699 2022-05-30 08:51:04.890696 [Sim]MESM2.CME Simulated order accepted 55676 55676 Limit 2 Sell 4180.25 Open Sim4 Close 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:10.794156 2022-05-30 08:51:10.794152 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order modification. Requested Price: 4185.00. Requested Quantity: 1 55674 55674 Limit 1 Sell 4180.25 Pending Modify Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:10.794172 2022-05-30 08:51:10.794170 [Sim]MESM2.CME Simulated order modify complete 55674 55674 Limit 1 Sell 4185.00 Open Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:10.794194 2022-05-30 08:51:10.794192 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order modification. Requested Price: 4185.00. Requested Quantity: 1 55675 55675 Limit 1 Sell 4180.25 Pending Modify Sim3 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:10.794206 2022-05-30 08:51:10.794202 [Sim]MESM2.CME Simulated order modify complete 55675 55675 Limit 1 Sell 4185.00 Open Sim3 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:10.794231 2022-05-30 08:51:10.794228 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order modification. Requested Price: 4185.00. Requested Quantity: 2 55676 55676 Limit 2 Sell 4180.25 Pending Modify Sim4 Close 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:10.794240 2022-05-30 08:51:10.794239 [Sim]MESM2.CME Simulated order modify complete 55676 55676 Limit 2 Sell 4185.00 Open Sim4 Close 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:11.531877 2022-05-30 08:51:11.531872 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order modification. Requested Price: 4188.00. Requested Quantity: 1 55674 55674 Limit 1 Sell 4185.00 Pending Modify Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:11.531888 2022-05-30 08:51:11.531886 [Sim]MESM2.CME Simulated order modify complete 55674 55674 Limit 1 Sell 4188.00 Open Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:11.531916 2022-05-30 08:51:11.531913 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order modification. Requested Price: 4188.00. Requested Quantity: 1 55675 55675 Limit 1 Sell 4185.00 Pending Modify Sim3 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:11.531925 2022-05-30 08:51:11.531924 [Sim]MESM2.CME Simulated order modify complete 55675 55675 Limit 1 Sell 4188.00 Open Sim3 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:11.531949 2022-05-30 08:51:11.531947 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order modification. Requested Price: 4188.00. Requested Quantity: 2 55676 55676 Limit 2 Sell 4185.00 Pending Modify Sim4 Close 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:11.531960 2022-05-30 08:51:11.531959 [Sim]MESM2.CME Simulated order modify complete 55676 55676 Limit 2 Sell 4188.00 Open Sim4 Close 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:19.629866 2022-05-30 08:51:19.629862 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order modification. Requested Price: 4181.25. Requested Quantity: 1 55670 55670 Limit 1 Sell 4176.50 Pending Modify Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:19.629884 2022-05-30 08:51:19.629882 [Sim]MESM2.CME Simulated order modify complete 55670 55670 Limit 1 Sell 4181.25 Open Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:19.629911 2022-05-30 08:51:19.629909 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order modification. Requested Price: 4181.25. Requested Quantity: 1 55671 55671 Limit 1 Sell 4176.50 Pending Modify Sim3 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:19.629923 2022-05-30 08:51:19.629921 [Sim]MESM2.CME Simulated order modify complete 55671 55671 Limit 1 Sell 4181.25 Open Sim3 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:19.629945 2022-05-30 08:51:19.629942 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order modification. Requested Price: 4181.25. Requested Quantity: 2 55672 55672 Limit 2 Sell 4176.50 Pending Modify Sim4 Close 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:19.629953 2022-05-30 08:51:19.629951 [Sim]MESM2.CME Simulated order modify complete 55672 55672 Limit 2 Sell 4181.25 Open Sim4 Close 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:29.640318 2022-05-30 08:51:29.640314 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order modification. Requested Price: 4178.75. Requested Quantity: 1 55670 55670 Limit 1 Sell 4181.25 Pending Modify Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:29.640330 2022-05-30 08:51:29.640328 [Sim]MESM2.CME Simulated order modify complete 55670 55670 Limit 1 Sell 4178.75 Open Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:29.640362 2022-05-30 08:51:29.640359 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order modification. Requested Price: 4178.75. Requested Quantity: 1 55671 55671 Limit 1 Sell 4181.25 Pending Modify Sim3 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:29.640379 2022-05-30 08:51:29.640377 [Sim]MESM2.CME Simulated order modify complete 55671 55671 Limit 1 Sell 4178.75 Open Sim3 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:29.640418 2022-05-30 08:51:29.640415 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order modification. Requested Price: 4178.75. Requested Quantity: 2 55672 55672 Limit 2 Sell 4181.25 Pending Modify Sim4 Close 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:29.640435 2022-05-30 08:51:29.640433 [Sim]MESM2.CME Simulated order modify complete 55672 55672 Limit 2 Sell 4178.75 Open Sim4 Close 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:30.958032 2022-05-30 08:51:30.958028 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order modification. Requested Price: 4186.75. Requested Quantity: 1 55674 55674 Limit 1 Sell 4188.00 Pending Modify Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:30.958040 2022-05-30 08:51:30.958039 [Sim]MESM2.CME Simulated order modify complete 55674 55674 Limit 1 Sell 4186.75 Open Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:30.958061 2022-05-30 08:51:30.958059 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order modification. Requested Price: 4186.75. Requested Quantity: 1 55675 55675 Limit 1 Sell 4188.00 Pending Modify Sim3 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:30.958073 2022-05-30 08:51:30.958071 [Sim]MESM2.CME Simulated order modify complete 55675 55675 Limit 1 Sell 4186.75 Open Sim3 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:30.958099 2022-05-30 08:51:30.958097 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order modification. Requested Price: 4186.75. Requested Quantity: 2 55676 55676 Limit 2 Sell 4188.00 Pending Modify Sim4 Close 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:30.958112 2022-05-30 08:51:30.958110 [Sim]MESM2.CME Simulated order modify complete 55676 55676 Limit 2 Sell 4186.75 Open Sim4 Close 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:31.506563 2022-05-30 08:51:31.506558 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order modification. Requested Price: 4189.75. Requested Quantity: 1 55674 55674 Limit 1 Sell 4186.75 Pending Modify Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:31.506575 2022-05-30 08:51:31.506573 [Sim]MESM2.CME Simulated order modify complete 55674 55674 Limit 1 Sell 4189.75 Open Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:31.506601 2022-05-30 08:51:31.506599 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order modification. Requested Price: 4189.75. Requested Quantity: 1 55675 55675 Limit 1 Sell 4186.75 Pending Modify Sim3 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:31.506609 2022-05-30 08:51:31.506608 [Sim]MESM2.CME Simulated order modify complete 55675 55675 Limit 1 Sell 4189.75 Open Sim3 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:31.506639 2022-05-30 08:51:31.506636 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order modification. Requested Price: 4189.75. Requested Quantity: 2 55676 55676 Limit 2 Sell 4186.75 Pending Modify Sim4 Close 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 08:51:31.506655 2022-05-30 08:51:31.506652 [Sim]MESM2.CME Simulated order modify complete 55676 55676 Limit 2 Sell 4189.75 Open Sim4 Close 10 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 09:14:05.630186 2022-05-30 09:14:05.630177 [Sim]MESM2.CME Trade simulation fill. Bid: 4166.75 Ask: 4167.00 Last: 4166.75 55642 55642 Stop 6 Sell 4166.75 Filled 4166.75 6 Sim4 Close 55641 10 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 09:14:05.630200 2022-05-30 09:14:05.630172 [Sim]MESM2.CME Trade simulation fill. Bid: 4166.75 Ask: 4167.00 Last: 4166.75 55642 55642 Stop 6 Sell 4166.75 Filled 4166.75 6 Sim4 Close 55641 4 55642.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 09:14:05.630277 2022-05-30 09:14:05.630274 [Sim]MESM2.CME Trade simulation fill. Bid: 4166.75 Ask: 4167.00 Last: 4166.75 55644 55644 Stop 6 Sell 4166.75 Filled 4166.75 6 Sim3 Close 55643 6 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 09:14:05.630289 2022-05-30 09:14:05.630272 [Sim]MESM2.CME Trade simulation fill. Bid: 4166.75 Ask: 4167.00 Last: 4166.75 55644 55644 Stop 6 Sell 4166.75 Filled 4166.75 6 Sim3 Close 55643 55644.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 09:55:07.079279 2022-05-30 09:55:07.079268 [Sim]MESM2.CME Trade simulation fill. Bid: 4178.75 Ask: 4178.75 Last: 4178.75 55670 55670 Limit 1 Sell 4178.75 Filled 4178.75 1 Sim2 Close 4 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 09:55:07.079293 2022-05-30 09:55:07.079263 [Sim]MESM2.CME Trade simulation fill. Bid: 4178.75 Ask: 4178.75 Last: 4178.75 55670 55670 Limit 1 Sell 4178.75 Filled 4178.75 1 Sim2 Close 3 55670.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 09:55:07.079393 2022-05-30 09:55:07.079381 [Sim]MESM2.CME Trade simulation fill. Bid: 4178.75 Ask: 4178.75 Last: 4178.75 55671 55671 Limit 1 Sell 4178.75 Filled 4178.75 1 Sim3 Close Scale_ES.twconfig 0.00 Day Fills 2022-05-30 09:55:07.079413 2022-05-30 09:55:07.079376 [Sim]MESM2.CME Trade simulation fill. Bid: 4178.75 Ask: 4178.75 Last: 4178.75 55671 55671 Limit 1 Sell 4178.75 Filled 4178.75 1 Sim3 Open -1 55671.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 09:55:07.079495 2022-05-30 09:55:07.079490 [Sim]MESM2.CME Trade simulation fill. Bid: 4178.75 Ask: 4178.75 Last: 4178.75 55672 55672 Limit 2 Sell 4178.75 Filled 4178.75 2 Sim4 Close 4 Scale_ES.twconfig 0.00 Day Fills 2022-05-30 09:55:07.079504 2022-05-30 09:55:07.079488 [Sim]MESM2.CME Trade simulation fill. Bid: 4178.75 Ask: 4178.75 Last: 4178.75 55672 55672 Limit 2 Sell 4178.75 Filled 4178.75 2 Sim4 Close 2 55672.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 15:15:04.751666 2022-05-30 15:15:04.751620 [Sim]MESM2.CME Order is expired based on Time in Force 55674 55674 Limit 1 Sell 4189.75 Pending Cancel Sim2 Close Scale_ES.twconfig 0.00 Day Orders 2022-05-30 15:15:04.751888 2022-05-30 15:15:04.751856 [Sim]MESM2.CME Simulated order canceled 55674 55674 Limit 1 Sell 4189.75 Canceled Sim2 Close Scale_ES.twconfig 0.00 Day Orders 2022-05-30 15:15:04.752091 2022-05-30 15:15:04.751976 [Sim]MESM2.CME Order is expired based on Time in Force 55675 55675 Limit 1 Sell 4189.75 Pending Cancel Sim3 Close Scale_ES.twconfig 0.00 Day Orders 2022-05-30 15:15:04.752117 2022-05-30 15:15:04.752110 [Sim]MESM2.CME Simulated order canceled 55675 55675 Limit 1 Sell 4189.75 Canceled Sim3 Close Scale_ES.twconfig 0.00 Day Orders 2022-05-30 15:15:04.752153 2022-05-30 15:15:04.752131 [Sim]MESM2.CME Order is expired based on Time in Force 55676 55676 Limit 2 Sell 4189.75 Pending Cancel Sim4 Close Scale_ES.twconfig 0.00 Day Orders 2022-05-30 15:15:04.752167 2022-05-30 15:15:04.752164 [Sim]MESM2.CME Simulated order canceled 55676 55676 Limit 2 Sell 4189.75 Canceled Sim4 Close Scale_ES.twconfig 0.00 Day Orders 2022-05-30 22:52:27.380638 2022-05-30 22:52:27.380372 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55675 55675 Limit 1 Sell 4189.75 Canceled Sim3 Close -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 22:52:27.381960 2022-05-30 22:52:27.381280 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55676 55676 Limit 2 Sell 4189.75 Canceled Sim4 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-30 22:52:27.536285 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-05-30 22:52:27.536923 2022-05-30 22:52:27.536313 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | User order entry. Flatten&Cancel | Last: 4164. Current Position quantity: 6 | AO=0 55790 Market 6 Sell Order Sent Sim2 Close 3 NQ_Momo.twconfig 0.00 Day Orders 2022-05-30 22:52:27.537016 2022-05-30 22:52:27.537007 [Sim]MESM2.CME Simulated order accepted 55790 55790 Market 6 Sell Open Sim2 Close 3 NQ_Momo.twconfig 0.00 Day Orders 2022-05-30 22:52:27.537073 2022-05-30 22:52:27.537066 [Sim]MESM2.CME Trade simulation fill. Bid: 4164.25 Ask: 4164.25 Last: 4164.25 55790 55790 Market 6 Sell Filled 4164.25 6 Sim2 Close 3 NQ_Momo.twconfig 0.00 Day Fills 2022-05-30 22:52:27.537088 2022-05-30 22:52:27.537063 [Sim]MESM2.CME Trade simulation fill. Bid: 4164.25 Ask: 4164.25 Last: 4164.25 55790 55790 Market 6 Sell Filled 4164.25 6 Sim2 Close -3 55790.1 NQ_Momo.twconfig 0.00 Day Orders 2022-05-30 22:52:27.537768 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim4 0.00 Day Orders 2022-05-30 22:52:27.537788 2022-05-30 22:52:27.537780 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | User order entry. Flatten&Cancel | Last: 4164. Current Position quantity: 6 | AO=0 55791 Market 6 Sell Order Sent Sim4 Close 2 NQ_Momo.twconfig 0.00 Day Orders 2022-05-30 22:52:27.537816 2022-05-30 22:52:27.537813 [Sim]MESM2.CME Simulated order accepted 55791 55791 Market 6 Sell Open Sim4 Close 2 NQ_Momo.twconfig 0.00 Day Orders 2022-05-30 22:52:27.537850 2022-05-30 22:52:27.537847 [Sim]MESM2.CME Trade simulation fill. Bid: 4164.25 Ask: 4164.25 Last: 4164.25 55791 55791 Market 6 Sell Filled 4164.25 6 Sim4 Close 2 NQ_Momo.twconfig 0.00 Day Fills 2022-05-30 22:52:27.537865 2022-05-30 22:52:27.537844 [Sim]MESM2.CME Trade simulation fill. Bid: 4164.25 Ask: 4164.25 Last: 4164.25 55791 55791 Market 6 Sell Filled 4164.25 6 Sim4 Close -4 55791.1 NQ_Momo.twconfig 0.00 Day Orders 2022-05-30 22:52:27.538653 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim3 0.00 Day Orders 2022-05-30 22:52:27.538664 2022-05-30 22:52:27.538659 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | User order entry. Flatten&Cancel | Last: 4164. Current Position quantity: 6 | AO=0 55792 Market 6 Sell Order Sent Sim3 Close -1 NQ_Momo.twconfig 0.00 Day Orders 2022-05-30 22:52:27.538676 2022-05-30 22:52:27.538675 [Sim]MESM2.CME Simulated order accepted 55792 55792 Market 6 Sell Open Sim3 Close -1 NQ_Momo.twconfig 0.00 Day Orders 2022-05-30 22:52:27.538693 2022-05-30 22:52:27.538691 [Sim]MESM2.CME Trade simulation fill. Bid: 4164.25 Ask: 4164.25 Last: 4164.25 55792 55792 Market 6 Sell Filled 4164.25 6 Sim3 Close -1 NQ_Momo.twconfig 0.00 Day Fills 2022-05-30 22:52:27.538699 2022-05-30 22:52:27.538689 [Sim]MESM2.CME Trade simulation fill. Bid: 4164.25 Ask: 4164.25 Last: 4164.25 55792 55792 Market 6 Sell Filled 4164.25 6 Sim3 Open -7 55792.1 NQ_Momo.twconfig 0.00 Day Orders 2022-05-30 22:52:27.539992 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified LL019584-009 0.00 Day Orders 2022-05-30 22:52:27.540037 2022-05-30 22:52:27.540003 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | User order entry. Flatten&Cancel | Last: 4164. Current Position quantity: 6 | AO=0 55793 Market 6 Sell Order Sent LL019584-009 Close NQ_Momo.twconfig 0.00 Day Orders 2022-05-30 22:52:27.540057 2022-05-30 22:52:27.540053 [Sim]MESM2.CME Trade Order Error - Cannot submit non-simulated order when in Trade Simulation Mode 55793 Market 6 Sell Error LL019584-009 Close NQ_Momo.twconfig 0.00 Day Orders 2022-05-31 08:38:14.000097 2022-05-31 08:38:14.000097 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | User order entry | Last: 4113.25 | AO=1. Attached Order 55912 Stop Sell 4088.75 Pending Child-Client Sim1 Close 55911 0.00 Day Orders 2022-05-31 08:38:14.000098 2022-05-31 08:38:14.000097 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | User order entry | Last: 4113.25 | AO=1 55911 Market 1 Buy Order Sent Sim1 Open 0.00 Day Orders 2022-05-31 08:38:14.000099 2022-05-31 08:38:14.000097 [Sim]MESM2.CME Simulated order accepted 55911 55911 Market 1 Buy Open Sim1 Open 0.00 Day Orders 2022-05-31 08:38:14.000100 2022-05-31 08:38:14.000097 [Sim]MESM2.CME Trade simulation fill. Bid: 4113.50 Ask: 4113.75 Last: 4113.25 55911 55911 Market 1 Buy Filled 4113.75 1 Sim1 Open 0.00 Day Fills 2022-05-31 08:38:14.000101 2022-05-31 08:38:14.000097 [Sim]MESM2.CME Trade simulation fill. Bid: 4113.50 Ask: 4113.75 Last: 4113.25 55911 55911 Market 1 Buy Filled 4113.75 1 Sim1 Open 1 55911.1 0.00 Day Orders 2022-05-31 08:38:14.000102 2022-05-31 08:38:14.000097 [Sim]MESM2.CME Auto-sent child from parent fill 55912 Stop 1 Sell 4088.75 Order Sent Sim1 Close 55911 1 0.00 Day Orders 2022-05-31 08:38:14.000103 2022-05-31 08:38:14.000097 [Sim]MESM2.CME Simulated order accepted 55912 55912 Stop 1 Sell 4088.75 Open Sim1 Close 55911 1 0.00 Day Orders 2022-05-31 08:38:50.000281 2022-05-31 08:38:14.000097 [Sim]MESM2.CME Initiating: Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | User cancel orders for Symbol and Account 55912 55912 Stop 1 Sell 4088.75 Open Sim1 Close 55911 0.00 Day Orders 2022-05-31 08:38:50.000282 2022-05-31 08:38:50.000281 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | User cancel orders for Symbol and Account 55912 55912 Stop 1 Sell 4088.75 Pending Cancel Sim1 Close 55911 1 0.00 Day Orders 2022-05-31 08:38:50.000283 2022-05-31 08:38:50.000281 [Sim]MESM2.CME Simulated order canceled 55912 55912 Stop 1 Sell 4088.75 Canceled Sim1 Close 55911 1 0.00 Day Orders 2022-05-31 08:41:28.000048 2022-05-31 08:41:28.000048 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | User order entry. Flatten&Cancel | Last: 4107.75. Current Position quantity: 1 | AO=0 55913 Market 1 Sell Order Sent Sim1 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:41:28.000049 2022-05-31 08:41:28.000048 [Sim]MESM2.CME Simulated order accepted 55913 55913 Market 1 Sell Open Sim1 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:41:28.000050 2022-05-31 08:41:28.000048 [Sim]MESM2.CME Trade simulation fill. Bid: 4107.75 Ask: 4108.00 Last: 4107.75 55913 55913 Market 1 Sell Filled 4107.75 1 Sim1 Close 1 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 08:41:28.000051 2022-05-31 08:41:28.000048 [Sim]MESM2.CME Trade simulation fill. Bid: 4107.75 Ask: 4108.00 Last: 4107.75 55913 55913 Market 1 Sell Filled 4107.75 1 Sim1 Close 55913.1 4116.00 4107.00 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:44:29.000067 2022-05-31 08:44:29.000067 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | User order entry | Last: 4107.25 | AO=1. Attached Order 55915 Stop Sell 4101.25 Pending Child-Client Sim1 Close 55914 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:44:29.000068 2022-05-31 08:44:29.000067 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | User order entry | Last: 4107.25 | AO=1 55914 Market 1 Buy Order Sent Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:44:29.000069 2022-05-31 08:44:29.000067 [Sim]MESM2.CME Simulated order accepted 55914 55914 Market 1 Buy Open Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:44:29.000070 2022-05-31 08:44:29.000067 [Sim]MESM2.CME Trade simulation fill. Bid: 4106.75 Ask: 4107.25 Last: 4107.25 55914 55914 Market 1 Buy Filled 4107.25 1 Sim1 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-31 08:44:29.000071 2022-05-31 08:44:29.000067 [Sim]MESM2.CME Trade simulation fill. Bid: 4106.75 Ask: 4107.25 Last: 4107.25 55914 55914 Market 1 Buy Filled 4107.25 1 Sim1 Open 1 55914.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:44:29.000072 2022-05-31 08:44:29.000067 [Sim]MESM2.CME Auto-sent child from parent fill 55915 Stop 1 Sell 4101.25 Order Sent Sim1 Close 55914 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:44:29.000073 2022-05-31 08:44:29.000067 [Sim]MESM2.CME Simulated order accepted 55915 55915 Stop 1 Sell 4101.25 Open Sim1 Close 55914 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:44:37.000005 2022-05-31 08:44:37.000005 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | User order entry | Last: 4106.5 | Scaling in | AO=0 55916 Market 1 Buy Order Sent Sim1 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:44:37.000006 2022-05-31 08:44:37.000005 [Sim]MESM2.CME Simulated order accepted 55916 55916 Market 1 Buy Open Sim1 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:44:37.000007 2022-05-31 08:44:37.000005 [Sim]MESM2.CME Trade simulation fill. Bid: 4106.50 Ask: 4106.75 Last: 4106.50 55916 55916 Market 1 Buy Filled 4106.75 1 Sim1 Open 1 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 08:44:37.000008 2022-05-31 08:44:37.000005 [Sim]MESM2.CME Trade simulation fill. Bid: 4106.50 Ask: 4106.75 Last: 4106.50 55916 55916 Market 1 Buy Filled 4106.75 1 Sim1 Open 2 55916.1 4107.50 4105.75 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:44:37.000009 2022-05-31 08:44:29.000067 [Sim]MESM2.CME Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. 55915 55915 Stop 1 Sell 4101.25 Open Sim1 Close 55914 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:44:37.000010 2022-05-31 08:44:37.000005 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 2. Using existing order price. Requested Price: 4101.25. Requested Quantity: 2 55915 55915 Stop 1 Sell 4101.25 Pending Modify Sim1 Close 55914 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:44:37.000011 2022-05-31 08:44:37.000005 [Sim]MESM2.CME Simulated order modify complete 55915 55915 Stop 2 Sell 4101.25 Open Sim1 Close 55914 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:44:37.000012 2022-05-31 08:44:37.000005 [Sim]MESM2.CME Updating move to breakeven stop reference price to 410700 55915 55915 Stop 2 Sell 4101.25 Open Sim1 Close 55914 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:44:55.000035 2022-05-31 08:44:55.000035 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | User order entry | Last: 4107.5 | Scaling in | AO=0 55917 Market 1 Buy Order Sent Sim1 Open 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:44:55.000036 2022-05-31 08:44:55.000035 [Sim]MESM2.CME Simulated order accepted 55917 55917 Market 1 Buy Open Sim1 Open 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:44:55.000037 2022-05-31 08:44:55.000035 [Sim]MESM2.CME Trade simulation fill. Bid: 4107.25 Ask: 4107.50 Last: 4107.50 55917 55917 Market 1 Buy Filled 4107.50 1 Sim1 Open 2 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 08:44:55.000038 2022-05-31 08:44:55.000035 [Sim]MESM2.CME Trade simulation fill. Bid: 4107.25 Ask: 4107.50 Last: 4107.50 55917 55917 Market 1 Buy Filled 4107.50 1 Sim1 Open 3 55917.1 4107.50 4106.25 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:44:55.000039 2022-05-31 08:44:37.000005 [Sim]MESM2.CME Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. 55915 55915 Stop 2 Sell 4101.25 Open Sim1 Close 55914 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:44:55.000040 2022-05-31 08:44:55.000035 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 3. Using existing order price. Requested Price: 4101.25. Requested Quantity: 3 55915 55915 Stop 2 Sell 4101.25 Pending Modify Sim1 Close 55914 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:44:55.000041 2022-05-31 08:44:55.000035 [Sim]MESM2.CME Simulated order modify complete 55915 55915 Stop 3 Sell 4101.25 Open Sim1 Close 55914 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:44:55.000042 2022-05-31 08:44:55.000035 [Sim]MESM2.CME Updating move to breakeven stop reference price to 410716.6666666667 55915 55915 Stop 3 Sell 4101.25 Open Sim1 Close 55914 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:45:05.000234 2022-05-31 08:45:05.000234 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | User order entry | Last: 4111.25 | Scaling in | AO=0 55918 Market 1 Buy Order Sent Sim1 Open 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:45:05.000235 2022-05-31 08:45:05.000234 [Sim]MESM2.CME Simulated order accepted 55918 55918 Market 1 Buy Open Sim1 Open 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:45:05.000236 2022-05-31 08:45:05.000234 [Sim]MESM2.CME Trade simulation fill. Bid: 4110.75 Ask: 4111.00 Last: 4111.25 55918 55918 Market 1 Buy Filled 4111.00 1 Sim1 Open 3 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 08:45:05.000237 2022-05-31 08:45:05.000234 [Sim]MESM2.CME Trade simulation fill. Bid: 4110.75 Ask: 4111.00 Last: 4111.25 55918 55918 Market 1 Buy Filled 4111.00 1 Sim1 Open 4 55918.1 4111.50 4105.75 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:45:05.000238 2022-05-31 08:44:55.000035 [Sim]MESM2.CME Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. 55915 55915 Stop 3 Sell 4101.25 Open Sim1 Close 55914 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:45:05.000239 2022-05-31 08:45:05.000234 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 4. Using existing order price. Requested Price: 4101.25. Requested Quantity: 4 55915 55915 Stop 3 Sell 4101.25 Pending Modify Sim1 Close 55914 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:45:05.000240 2022-05-31 08:45:05.000234 [Sim]MESM2.CME Simulated order modify complete 55915 55915 Stop 4 Sell 4101.25 Open Sim1 Close 55914 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:45:05.000241 2022-05-31 08:45:05.000234 [Sim]MESM2.CME Updating move to breakeven stop reference price to 410812.5 55915 55915 Stop 4 Sell 4101.25 Open Sim1 Close 55914 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:45:41.000180 2022-05-31 08:45:41.000180 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | Trade DOM/User order entry | Last: 4113.5 | Scaling out | AO=0 55919 Limit 1 Sell 4115.25 Order Sent Sim1 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:45:41.000181 2022-05-31 08:45:41.000180 [Sim]MESM2.CME Simulated order accepted 55919 55919 Limit 1 Sell 4115.25 Open Sim1 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:45:48.000210 2022-05-31 08:45:48.000210 [Sim]MESM2.CME Trade simulation fill. Bid: 4115.25 Ask: 4115.50 Last: 4115.50 55919 55919 Limit 1 Sell 4115.25 Filled 4115.25 1 Sim1 Close 4 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 08:45:48.000211 2022-05-31 08:45:48.000210 [Sim]MESM2.CME Trade simulation fill. Bid: 4115.25 Ask: 4115.50 Last: 4115.50 55919 55919 Limit 1 Sell 4115.25 Filled 4115.25 1 Sim1 Close 3 55919.1 4115.50 4109.50 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:45:48.000212 2022-05-31 08:45:48.000210 [Sim]MESM2.CME Decrementing quantity (Scale out). Using specified quantity of 3. Using existing order price. Requested Price: 4101.25. Requested Quantity: 3 55915 55915 Stop 4 Sell 4101.25 Pending Modify Sim1 Close 55914 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:45:48.000213 2022-05-31 08:45:48.000210 [Sim]MESM2.CME Simulated order modify complete 55915 55915 Stop 3 Sell 4101.25 Open Sim1 Close 55914 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:45:48.000214 2022-05-31 08:45:48.000210 [Sim]MESM2.CME Scale-Out: Modifying quantity of OCO/Child order. 55915 55915 Stop 3 Sell 4101.25 Open Sim1 Close 55914 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:45:51.000081 2022-05-31 08:45:51.000081 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | Trade DOM/User order entry | Last: 4114.75 | Scaling out | AO=0 55920 Limit 1 Sell 4115.00 Order Sent Sim1 Close 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:45:51.000082 2022-05-31 08:45:51.000081 [Sim]MESM2.CME Simulated order accepted 55920 55920 Limit 1 Sell 4115.00 Open Sim1 Close 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:45:52.000057 2022-05-31 08:45:52.000057 [Sim]MESM2.CME Trade simulation fill. Bid: 4115.00 Ask: 4115.25 Last: 4115.00 55920 55920 Limit 1 Sell 4115.00 Filled 4115.00 1 Sim1 Close 3 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 08:45:52.000058 2022-05-31 08:45:52.000057 [Sim]MESM2.CME Trade simulation fill. Bid: 4115.00 Ask: 4115.25 Last: 4115.00 55920 55920 Limit 1 Sell 4115.00 Filled 4115.00 1 Sim1 Close 2 55920.1 4115.50 4114.25 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:45:52.000059 2022-05-31 08:45:52.000057 [Sim]MESM2.CME Decrementing quantity (Scale out). Using specified quantity of 2. Using existing order price. Requested Price: 4101.25. Requested Quantity: 2 55915 55915 Stop 3 Sell 4101.25 Pending Modify Sim1 Close 55914 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:45:52.000060 2022-05-31 08:45:52.000057 [Sim]MESM2.CME Simulated order modify complete 55915 55915 Stop 2 Sell 4101.25 Open Sim1 Close 55914 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:45:52.000061 2022-05-31 08:45:52.000057 [Sim]MESM2.CME Scale-Out: Modifying quantity of OCO/Child order. 55915 55915 Stop 2 Sell 4101.25 Open Sim1 Close 55914 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:46:06.000091 2022-05-31 08:46:06.000091 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | Trade DOM/User order entry | Last: 4115 | Scaling out | AO=0 55921 Limit 1 Sell 4116.25 Order Sent Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:46:06.000092 2022-05-31 08:46:06.000091 [Sim]MESM2.CME Simulated order accepted 55921 55921 Limit 1 Sell 4116.25 Open Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:46:28.000144 2022-05-31 08:46:28.000144 [Sim]MESM2.CME Trade simulation fill. Bid: 4116.25 Ask: 4116.50 Last: 4116.25 55921 55921 Limit 1 Sell 4116.25 Filled 4116.25 1 Sim1 Close 2 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 08:46:28.000145 2022-05-31 08:46:28.000144 [Sim]MESM2.CME Trade simulation fill. Bid: 4116.25 Ask: 4116.50 Last: 4116.25 55921 55921 Limit 1 Sell 4116.25 Filled 4116.25 1 Sim1 Close 1 55921.1 4116.50 4113.50 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:46:28.000146 2022-05-31 08:46:28.000144 [Sim]MESM2.CME Decrementing quantity (Scale out). Using specified quantity of 1. Using existing order price. Requested Price: 4101.25. Requested Quantity: 1 55915 55915 Stop 2 Sell 4101.25 Pending Modify Sim1 Close 55914 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:46:28.000147 2022-05-31 08:46:28.000144 [Sim]MESM2.CME Simulated order modify complete 55915 55915 Stop 1 Sell 4101.25 Open Sim1 Close 55914 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:46:28.000148 2022-05-31 08:46:28.000144 [Sim]MESM2.CME Scale-Out: Modifying quantity of OCO/Child order. 55915 55915 Stop 1 Sell 4101.25 Open Sim1 Close 55914 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:47:12.000105 2022-05-31 08:47:12.000105 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | User order modification. Requested Price: 4105.00. Requested Quantity: 1 55915 55915 Stop 1 Sell 4101.25 Pending Modify Sim1 Close 55914 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:47:12.000106 2022-05-31 08:47:12.000105 [Sim]MESM2.CME Simulated order modify complete 55915 55915 Stop 1 Sell 4105.00 Open Sim1 Close 55914 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:47:43.000022 2022-05-31 08:47:43.000022 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | User order modification. Requested Price: 4104.75. Requested Quantity: 1 55915 55915 Stop 1 Sell 4105.00 Pending Modify Sim1 Close 55914 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:47:43.000023 2022-05-31 08:47:43.000022 [Sim]MESM2.CME Simulated order modify complete 55915 55915 Stop 1 Sell 4104.75 Open Sim1 Close 55914 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:47:59.000035 2022-05-31 08:47:59.000035 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | Trade DOM/User order entry | Last: 4112.75 | Scaling out | AO=0 55922 Limit 1 Sell 4116.50 Order Sent Sim1 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:47:59.000036 2022-05-31 08:47:59.000035 [Sim]MESM2.CME Simulated order accepted 55922 55922 Limit 1 Sell 4116.50 Open Sim1 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:50:11.000083 2022-05-31 08:50:11.000083 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | User order modification. Requested Price: 4103.50. Requested Quantity: 1 55915 55915 Stop 1 Sell 4104.75 Pending Modify Sim1 Close 55914 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:50:11.000084 2022-05-31 08:50:11.000083 [Sim]MESM2.CME Simulated order modify complete 55915 55915 Stop 1 Sell 4103.50 Open Sim1 Close 55914 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:50:25.000009 2022-05-31 08:50:25.000009 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | User order modification. Requested Price: 4104.50. Requested Quantity: 1 55915 55915 Stop 1 Sell 4103.50 Pending Modify Sim1 Close 55914 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:50:25.000010 2022-05-31 08:50:25.000009 [Sim]MESM2.CME Simulated order modify complete 55915 55915 Stop 1 Sell 4104.50 Open Sim1 Close 55914 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:50:35.000013 2022-05-31 08:50:35.000013 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | User order modification. Requested Price: 4104.75. Requested Quantity: 1 55915 55915 Stop 1 Sell 4104.50 Pending Modify Sim1 Close 55914 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:50:35.000014 2022-05-31 08:50:35.000013 [Sim]MESM2.CME Simulated order modify complete 55915 55915 Stop 1 Sell 4104.75 Open Sim1 Close 55914 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:52:12.000065 2022-05-31 08:52:12.000065 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | User order modification. Requested Price: 4115.00. Requested Quantity: 1 55922 55922 Limit 1 Sell 4116.50 Pending Modify Sim1 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:52:12.000066 2022-05-31 08:52:12.000065 [Sim]MESM2.CME Simulated order modify complete 55922 55922 Limit 1 Sell 4115.00 Open Sim1 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:53:57.000075 2022-05-31 08:53:57.000075 [Sim]MESM2.CME Trade simulation fill. Bid: 4115.00 Ask: 4115.25 Last: 4115.00 55922 55922 Limit 1 Sell 4115.00 Filled 4115.00 1 Sim1 Close 1 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 08:53:57.000076 2022-05-31 08:53:57.000075 [Sim]MESM2.CME Trade simulation fill. Bid: 4115.00 Ask: 4115.25 Last: 4115.00 55922 55922 Limit 1 Sell 4115.00 Filled 4115.00 1 Sim1 Close 55922.1 4118.00 4107.50 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:53:57.000077 2022-05-31 08:53:57.000075 [Sim]MESM2.CME Scale-Out: Canceled OCO/Child order 55915 55915 Stop 1 Sell 4104.75 Pending Cancel Sim1 Close 55914 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:53:57.000078 2022-05-31 08:53:57.000075 [Sim]MESM2.CME Simulated order canceled 55915 55915 Stop 1 Sell 4104.75 Canceled Sim1 Close 55914 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:58:14.000017 2022-05-31 08:58:14.000017 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | Trade DOM/User order entry | Last: 4119.5 | AO=1. Attached Order 55924 Stop Buy 4129.50 Pending Child-Client Sim1 Close 55923 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:58:14.000018 2022-05-31 08:58:14.000017 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | Trade DOM/User order entry | Last: 4119.5 | AO=1 55923 Limit 1 Sell 4123.50 Order Sent Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:58:14.000019 2022-05-31 08:58:14.000017 [Sim]MESM2.CME Simulated order accepted 55923 55923 Limit 1 Sell 4123.50 Open Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:58:24.000040 2022-05-31 08:58:24.000040 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | Trade DOM/User order entry | Last: 4117.75 | AO=1. Attached Order 55926 Stop Buy 4128.75 Pending Child-Client Sim1 Close 55925 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:58:24.000041 2022-05-31 08:58:24.000040 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | Trade DOM/User order entry | Last: 4117.75 | AO=1 55925 Limit 1 Sell 4122.75 Order Sent Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:58:24.000042 2022-05-31 08:58:24.000040 [Sim]MESM2.CME Simulated order accepted 55925 55925 Limit 1 Sell 4122.75 Open Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:58:35.000011 2022-05-31 08:58:35.000011 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | Trade DOM/User order entry | Last: 4116 | AO=1. Attached Order 55928 Stop Buy 4127.50 Pending Child-Client Sim1 Close 55927 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:58:35.000012 2022-05-31 08:58:35.000011 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | Trade DOM/User order entry | Last: 4116 | AO=1 55927 Limit 1 Sell 4121.50 Order Sent Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 08:58:35.000013 2022-05-31 08:58:35.000011 [Sim]MESM2.CME Simulated order accepted 55927 55927 Limit 1 Sell 4121.50 Open Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:07:37.000117 2022-05-31 09:07:37.000117 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | Trade DOM/User order entry | Last: 4111.5 | AO=1. Attached Order 55930 Stop Sell 4100.25 Pending Child-Client Sim1 Close 55929 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:07:37.000118 2022-05-31 09:07:37.000117 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | Trade DOM/User order entry | Last: 4111.5 | AO=1 55929 Limit 1 Buy 4106.25 Order Sent Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:07:37.000119 2022-05-31 09:07:37.000117 [Sim]MESM2.CME Simulated order accepted 55929 55929 Limit 1 Buy 4106.25 Open Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:07:44.000038 2022-05-31 09:07:44.000038 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | Trade DOM/User order entry | Last: 4111.25 | AO=1. Attached Order 55932 Stop Sell 4099.50 Pending Child-Client Sim1 Close 55931 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:07:44.000039 2022-05-31 09:07:44.000038 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | Trade DOM/User order entry | Last: 4111.25 | AO=1 55931 Limit 1 Buy 4105.50 Order Sent Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:07:44.000040 2022-05-31 09:07:44.000038 [Sim]MESM2.CME Simulated order accepted 55931 55931 Limit 1 Buy 4105.50 Open Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:07:49.000021 2022-05-31 09:07:49.000021 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | Trade DOM/User order entry | Last: 4112 | AO=1. Attached Order 55934 Stop Sell 4098.75 Pending Child-Client Sim1 Close 55933 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:07:49.000022 2022-05-31 09:07:49.000021 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | Trade DOM/User order entry | Last: 4112 | AO=1 55933 Limit 1 Buy 4104.75 Order Sent Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:07:49.000023 2022-05-31 09:07:49.000021 [Sim]MESM2.CME Simulated order accepted 55933 55933 Limit 1 Buy 4104.75 Open Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:08:15.000023 2022-05-31 09:08:15.000023 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | User order cancel 55923 55923 Limit 1 Sell 4123.50 Pending Cancel Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:08:15.000024 2022-05-31 09:08:15.000023 [Sim]MESM2.CME Simulated order canceled 55923 55923 Limit 1 Sell 4123.50 Canceled Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:08:15.000025 2022-05-31 09:08:15.000023 [Sim]MESM2.CME Canceling child orders of internal order ID 55923. Internal cancel 55924 Stop Buy 4129.50 Pending Cancel Sim1 Close 55923 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:08:15.000026 2022-05-31 09:08:15.000023 [Sim]MESM2.CME Canceling child orders of internal order ID 55923. Internal cancel 55924 Stop Buy 4129.50 Canceled Sim1 Close 55923 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:08:27.000038 2022-05-31 09:08:27.000038 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | User order cancel 55925 55925 Limit 1 Sell 4122.75 Pending Cancel Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:08:27.000039 2022-05-31 09:08:27.000038 [Sim]MESM2.CME Simulated order canceled 55925 55925 Limit 1 Sell 4122.75 Canceled Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:08:27.000040 2022-05-31 09:08:27.000038 [Sim]MESM2.CME Canceling child orders of internal order ID 55925. Internal cancel 55926 Stop Buy 4128.75 Pending Cancel Sim1 Close 55925 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:08:27.000041 2022-05-31 09:08:27.000038 [Sim]MESM2.CME Canceling child orders of internal order ID 55925. Internal cancel 55926 Stop Buy 4128.75 Canceled Sim1 Close 55925 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:08:34.000041 2022-05-31 09:08:34.000041 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | User order cancel 55927 55927 Limit 1 Sell 4121.50 Pending Cancel Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:08:34.000042 2022-05-31 09:08:34.000041 [Sim]MESM2.CME Simulated order canceled 55927 55927 Limit 1 Sell 4121.50 Canceled Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:08:34.000043 2022-05-31 09:08:34.000041 [Sim]MESM2.CME Canceling child orders of internal order ID 55927. Internal cancel 55928 Stop Buy 4127.50 Pending Cancel Sim1 Close 55927 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:08:34.000044 2022-05-31 09:08:34.000041 [Sim]MESM2.CME Canceling child orders of internal order ID 55927. Internal cancel 55928 Stop Buy 4127.50 Canceled Sim1 Close 55927 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:09:21.000026 2022-05-31 09:09:21.000026 [Sim]MESM2.CME Trade simulation fill. Bid: 4106.00 Ask: 4106.25 Last: 4106.25 55929 55929 Limit 1 Buy 4106.25 Filled 4106.25 1 Sim1 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-31 09:09:21.000027 2022-05-31 09:09:21.000026 [Sim]MESM2.CME Trade simulation fill. Bid: 4106.00 Ask: 4106.25 Last: 4106.25 55929 55929 Limit 1 Buy 4106.25 Filled 4106.25 1 Sim1 Open 1 55929.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:09:21.000028 2022-05-31 09:09:21.000026 [Sim]MESM2.CME Auto-sent child from parent fill 55930 Stop 1 Sell 4100.25 Order Sent Sim1 Close 55929 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:09:21.000029 2022-05-31 09:09:21.000026 [Sim]MESM2.CME Simulated order accepted 55930 55930 Stop 1 Sell 4100.25 Open Sim1 Close 55929 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:09:49.000099 2022-05-31 09:09:49.000099 [Sim]MESM2.CME Trade simulation fill. Bid: 4105.00 Ask: 4105.25 Last: 4105.25 55931 55931 Limit 1 Buy 4105.50 Filled 4105.50 1 Sim1 Open 1 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 09:09:49.000100 2022-05-31 09:09:49.000099 [Sim]MESM2.CME Trade simulation fill. Bid: 4105.00 Ask: 4105.25 Last: 4105.25 55931 55931 Limit 1 Buy 4105.50 Filled 4105.50 1 Sim1 Open 2 55931.1 4108.75 4105.25 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:09:49.000101 2022-05-31 09:09:49.000099 [Sim]MESM2.CME Auto-sent child from parent fill 55932 Stop 1 Sell 4099.50 Order Sent Sim1 Close 55931 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:09:49.000102 2022-05-31 09:09:49.000099 [Sim]MESM2.CME Simulated order accepted 55932 55932 Stop 1 Sell 4099.50 Open Sim1 Close 55931 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:09:49.000454 2022-05-31 09:09:49.000454 [Sim]MESM2.CME Trade simulation fill. Bid: 4104.50 Ask: 4104.75 Last: 4104.50 55933 55933 Limit 1 Buy 4104.75 Filled 4104.75 1 Sim1 Open 2 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 09:09:49.000455 2022-05-31 09:09:49.000454 [Sim]MESM2.CME Trade simulation fill. Bid: 4104.50 Ask: 4104.75 Last: 4104.50 55933 55933 Limit 1 Buy 4104.75 Filled 4104.75 1 Sim1 Open 3 55933.1 4105.25 4104.00 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:09:49.000456 2022-05-31 09:09:49.000454 [Sim]MESM2.CME Auto-sent child from parent fill 55934 Stop 1 Sell 4098.75 Order Sent Sim1 Close 55933 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:09:49.000457 2022-05-31 09:09:49.000454 [Sim]MESM2.CME Simulated order accepted 55934 55934 Stop 1 Sell 4098.75 Open Sim1 Close 55933 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:10:25.000053 2022-05-31 09:10:25.000053 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | Trade DOM/User order entry | Last: 4106 | Scaling in | AO=0 55935 Limit 1 Buy 4104.75 Order Sent Sim1 Open 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:10:25.000054 2022-05-31 09:10:25.000053 [Sim]MESM2.CME Simulated order accepted 55935 55935 Limit 1 Buy 4104.75 Open Sim1 Open 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:10:30.000108 2022-05-31 09:10:30.000108 [Sim]MESM2.CME Trade simulation fill. Bid: 4104.25 Ask: 4104.50 Last: 4104.50 55935 55935 Limit 1 Buy 4104.75 Filled 4104.75 1 Sim1 Open 3 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 09:10:30.000109 2022-05-31 09:10:30.000108 [Sim]MESM2.CME Trade simulation fill. Bid: 4104.25 Ask: 4104.50 Last: 4104.50 55935 55935 Limit 1 Buy 4104.75 Filled 4104.75 1 Sim1 Open 4 55935.1 4107.00 4102.75 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:10:30.000110 2022-05-31 09:09:49.000454 [Sim]MESM2.CME Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. 55934 55934 Stop 1 Sell 4098.75 Open Sim1 Close 55933 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:10:30.000111 2022-05-31 09:10:30.000108 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 2. Using existing order price. Requested Price: 4098.75. Requested Quantity: 2 55934 55934 Stop 1 Sell 4098.75 Pending Modify Sim1 Close 55933 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:10:30.000112 2022-05-31 09:10:30.000108 [Sim]MESM2.CME Simulated order modify complete 55934 55934 Stop 2 Sell 4098.75 Open Sim1 Close 55933 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:10:30.000113 2022-05-31 09:10:30.000108 [Sim]MESM2.CME Updating move to breakeven stop reference price to 410475 55934 55934 Stop 2 Sell 4098.75 Open Sim1 Close 55933 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:10:33.000021 2022-05-31 09:10:33.000021 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | Trade DOM/User order entry | Last: 4104.75 | Scaling in | AO=0 55936 Limit 1 Buy 4104.50 Order Sent Sim1 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:10:33.000022 2022-05-31 09:10:33.000021 [Sim]MESM2.CME Simulated order accepted 55936 55936 Limit 1 Buy 4104.50 Open Sim1 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:10:34.000023 2022-05-31 09:10:34.000023 [Sim]MESM2.CME Trade simulation fill. Bid: 4104.25 Ask: 4104.50 Last: 4104.50 55936 55936 Limit 1 Buy 4104.50 Filled 4104.50 1 Sim1 Open 4 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 09:10:34.000024 2022-05-31 09:10:34.000023 [Sim]MESM2.CME Trade simulation fill. Bid: 4104.25 Ask: 4104.50 Last: 4104.50 55936 55936 Limit 1 Buy 4104.50 Filled 4104.50 1 Sim1 Open 5 55936.1 4104.75 4104.00 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:10:34.000025 2022-05-31 09:10:30.000108 [Sim]MESM2.CME Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. 55934 55934 Stop 2 Sell 4098.75 Open Sim1 Close 55933 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:10:34.000026 2022-05-31 09:10:34.000023 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 3. Using existing order price. Requested Price: 4098.75. Requested Quantity: 3 55934 55934 Stop 2 Sell 4098.75 Pending Modify Sim1 Close 55933 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:10:34.000027 2022-05-31 09:10:34.000023 [Sim]MESM2.CME Simulated order modify complete 55934 55934 Stop 3 Sell 4098.75 Open Sim1 Close 55933 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:10:34.000028 2022-05-31 09:10:34.000023 [Sim]MESM2.CME Updating move to breakeven stop reference price to 410466.6666666667 55934 55934 Stop 3 Sell 4098.75 Open Sim1 Close 55933 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:11:11.000055 2022-05-31 09:11:11.000055 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | Trade DOM/User order entry | Last: 4104.75 | Scaling in | AO=0 55937 Limit 1 Buy 4103.00 Order Sent Sim1 Open 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:11:11.000056 2022-05-31 09:11:11.000055 [Sim]MESM2.CME Simulated order accepted 55937 55937 Limit 1 Buy 4103.00 Open Sim1 Open 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:12:44.000081 2022-05-31 09:12:44.000081 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | Trade DOM/User order entry | Last: 4104 | Scaling out | AO=0 55938 Limit 1 Sell 4113.25 Order Sent Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:12:44.000082 2022-05-31 09:12:44.000081 [Sim]MESM2.CME Simulated order accepted 55938 55938 Limit 1 Sell 4113.25 Open Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:12:52.000051 2022-05-31 09:12:52.000051 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | Trade DOM/User order entry | Last: 4105.5 | Scaling out | AO=0 55939 Limit 1 Sell 4112.50 Order Sent Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:12:52.000052 2022-05-31 09:12:52.000051 [Sim]MESM2.CME Simulated order accepted 55939 55939 Limit 1 Sell 4112.50 Open Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:13:01.000031 2022-05-31 09:13:01.000031 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 5 Min #10 | Trade DOM/User order entry | Last: 4104.5 | Scaling out | AO=0 55940 Limit 1 Sell 4115.00 Order Sent Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:13:01.000032 2022-05-31 09:13:01.000031 [Sim]MESM2.CME Simulated order accepted 55940 55940 Limit 1 Sell 4115.00 Open Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:14:51.000177 2022-05-31 09:14:51.000177 [Sim]MESM2.CME Trade simulation fill. Bid: 4112.75 Ask: 4113.00 Last: 4113.00 55939 55939 Limit 1 Sell 4112.50 Filled 4112.50 1 Sim1 Close 5 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 09:14:51.000178 2022-05-31 09:14:51.000177 [Sim]MESM2.CME Trade simulation fill. Bid: 4112.75 Ask: 4113.00 Last: 4113.00 55939 55939 Limit 1 Sell 4112.50 Filled 4112.50 1 Sim1 Close 4 55939.1 4113.00 4103.00 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:14:51.000179 2022-05-31 09:14:51.000177 [Sim]MESM2.CME Decrementing quantity (Scale out). Using specified quantity of 2. Using existing order price. Requested Price: 4098.75. Requested Quantity: 2 55934 55934 Stop 3 Sell 4098.75 Pending Modify Sim1 Close 55933 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:14:51.000180 2022-05-31 09:14:51.000177 [Sim]MESM2.CME Simulated order modify complete 55934 55934 Stop 2 Sell 4098.75 Open Sim1 Close 55933 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:14:51.000181 2022-05-31 09:14:51.000177 [Sim]MESM2.CME Scale-Out: Modifying quantity of OCO/Child order. 55934 55934 Stop 2 Sell 4098.75 Open Sim1 Close 55933 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:14:52.000000 2022-05-31 09:14:52.000000 [Sim]MESM2.CME Trade simulation fill. Bid: 4113.25 Ask: 4113.50 Last: 4113.50 55938 55938 Limit 1 Sell 4113.25 Filled 4113.25 1 Sim1 Close 4 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 09:14:52.000001 2022-05-31 09:14:52.000000 [Sim]MESM2.CME Trade simulation fill. Bid: 4113.25 Ask: 4113.50 Last: 4113.50 55938 55938 Limit 1 Sell 4113.25 Filled 4113.25 1 Sim1 Close 3 55938.1 4113.50 4113.00 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:14:52.000002 2022-05-31 09:14:52.000000 [Sim]MESM2.CME Decrementing quantity (Scale out). Using specified quantity of 1. Using existing order price. Requested Price: 4098.75. Requested Quantity: 1 55934 55934 Stop 2 Sell 4098.75 Pending Modify Sim1 Close 55933 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:14:52.000003 2022-05-31 09:14:52.000000 [Sim]MESM2.CME Simulated order modify complete 55934 55934 Stop 1 Sell 4098.75 Open Sim1 Close 55933 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:14:52.000004 2022-05-31 09:14:52.000000 [Sim]MESM2.CME Scale-Out: Modifying quantity of OCO/Child order. 55934 55934 Stop 1 Sell 4098.75 Open Sim1 Close 55933 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:15:01.000239 2022-05-31 09:15:01.000239 [Sim]MESM2.CME Trade simulation fill. Bid: 4115.00 Ask: 4115.25 Last: 4115.25 55940 55940 Limit 1 Sell 4115.00 Filled 4115.00 1 Sim1 Close 3 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 09:15:01.000240 2022-05-31 09:15:01.000239 [Sim]MESM2.CME Trade simulation fill. Bid: 4115.00 Ask: 4115.25 Last: 4115.25 55940 55940 Limit 1 Sell 4115.00 Filled 4115.00 1 Sim1 Close 2 55940.1 4115.25 4113.25 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:15:01.000241 2022-05-31 09:15:01.000239 [Sim]MESM2.CME Scale-Out: Canceled OCO/Child order 55934 55934 Stop 1 Sell 4098.75 Pending Cancel Sim1 Close 55933 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:15:01.000242 2022-05-31 09:15:01.000239 [Sim]MESM2.CME Simulated order canceled 55934 55934 Stop 1 Sell 4098.75 Canceled Sim1 Close 55933 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:23:26.000039 2022-05-31 09:23:26.000039 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Trade DOM/User order entry | Last: 4128.5 | Scaling out | AO=0 55941 Limit 1 Sell 4129.25 Order Sent Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:23:26.000040 2022-05-31 09:23:26.000039 [Sim]MESM2.CME Simulated order accepted 55941 55941 Limit 1 Sell 4129.25 Open Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:25:07.000037 2022-05-31 09:09:21.000026 [Sim]MESM2.CME Initiating: Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Canceling non-market orders during Flatten 55930 55930 Stop 1 Sell 4100.25 Open Sim1 Close 55929 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:25:07.000038 2022-05-31 09:25:07.000037 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Canceling non-market orders during Flatten 55930 55930 Stop 1 Sell 4100.25 Pending Cancel Sim1 Close 55929 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:25:07.000039 2022-05-31 09:25:07.000037 [Sim]MESM2.CME Simulated order canceled 55930 55930 Stop 1 Sell 4100.25 Canceled Sim1 Close 55929 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:25:07.000040 2022-05-31 09:25:07.000037 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Canceling non-market orders during Flatten 55932 55932 Stop 1 Sell 4099.50 Pending Cancel Sim1 Close 55931 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:25:07.000041 2022-05-31 09:25:07.000037 [Sim]MESM2.CME Simulated order canceled 55932 55932 Stop 1 Sell 4099.50 Canceled Sim1 Close 55931 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:25:07.000042 2022-05-31 09:25:07.000037 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Canceling non-market orders during Flatten 55937 55937 Limit 1 Buy 4103.00 Pending Cancel Sim1 Open 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:25:07.000043 2022-05-31 09:25:07.000037 [Sim]MESM2.CME Simulated order canceled 55937 55937 Limit 1 Buy 4103.00 Canceled Sim1 Open 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:25:07.000044 2022-05-31 09:25:07.000037 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Canceling non-market orders during Flatten 55941 55941 Limit 1 Sell 4129.25 Pending Cancel Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:25:07.000045 2022-05-31 09:25:07.000037 [Sim]MESM2.CME Simulated order canceled 55941 55941 Limit 1 Sell 4129.25 Canceled Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:25:07.000046 2022-05-31 09:25:07.000037 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order entry. Flatten&Cancel | Last: 4125. Current Position quantity: 2 | AO=0 55942 Market 2 Sell Order Sent Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:25:07.000047 2022-05-31 09:25:07.000037 [Sim]MESM2.CME Simulated order accepted 55942 55942 Market 2 Sell Open Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:25:07.000048 2022-05-31 09:25:07.000037 [Sim]MESM2.CME Trade simulation fill. Bid: 4125.00 Ask: 4125.25 Last: 4125.00 55942 55942 Market 2 Sell Filled 4125.00 2 Sim1 Close 2 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 09:25:07.000049 2022-05-31 09:25:07.000037 [Sim]MESM2.CME Trade simulation fill. Bid: 4125.00 Ask: 4125.25 Last: 4125.00 55942 55942 Market 2 Sell Filled 4125.00 2 Sim1 Close 55942.1 4133.50 4113.75 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:47:59.000081 2022-05-31 09:47:59.000081 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Trade DOM/User order entry | Last: 4133.5 | AO=1. Attached Order 55944 Stop Buy 4143.00 Pending Child-Client Sim1 Close 55943 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:47:59.000082 2022-05-31 09:47:59.000081 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Trade DOM/User order entry | Last: 4133.5 | AO=1 55943 Limit 1 Sell 4137.00 Order Sent Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:47:59.000083 2022-05-31 09:47:59.000081 [Sim]MESM2.CME Simulated order accepted 55943 55943 Limit 1 Sell 4137.00 Open Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:48:09.000090 2022-05-31 09:48:09.000090 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Trade DOM/User order entry | Last: 4131.25 | AO=1. Attached Order 55946 Stop Buy 4142.75 Pending Child-Client Sim1 Close 55945 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:48:09.000091 2022-05-31 09:48:09.000090 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Trade DOM/User order entry | Last: 4131.25 | AO=1 55945 Limit 1 Sell 4136.75 Order Sent Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:48:09.000092 2022-05-31 09:48:09.000090 [Sim]MESM2.CME Simulated order accepted 55945 55945 Limit 1 Sell 4136.75 Open Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:48:19.000040 2022-05-31 09:48:19.000040 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Trade DOM/User order entry | Last: 4132.75 | AO=1. Attached Order 55948 Stop Buy 4142.00 Pending Child-Client Sim1 Close 55947 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:48:19.000041 2022-05-31 09:48:19.000040 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Trade DOM/User order entry | Last: 4132.75 | AO=1 55947 Limit 1 Sell 4136.00 Order Sent Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:48:19.000042 2022-05-31 09:48:19.000040 [Sim]MESM2.CME Simulated order accepted 55947 55947 Limit 1 Sell 4136.00 Open Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:50:51.000051 00:00:00.000000 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order entry | Unable to Flatten/Reverse. Position does not exist. Working non-market orders will be canceled Unspecified Sim1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:50:51.000052 2022-05-31 09:47:59.000081 [Sim]MESM2.CME Initiating: Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 55943 55943 Limit 1 Sell 4137.00 Open Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:50:51.000053 2022-05-31 09:50:51.000051 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 55943 55943 Limit 1 Sell 4137.00 Pending Cancel Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:50:51.000054 2022-05-31 09:50:51.000051 [Sim]MESM2.CME Simulated order canceled 55943 55943 Limit 1 Sell 4137.00 Canceled Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:50:51.000055 2022-05-31 09:50:51.000051 [Sim]MESM2.CME Canceling child orders of internal order ID 55943. Internal cancel 55944 Stop Buy 4143.00 Pending Cancel Sim1 Close 55943 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:50:51.000056 2022-05-31 09:50:51.000051 [Sim]MESM2.CME Canceling child orders of internal order ID 55943. Internal cancel 55944 Stop Buy 4143.00 Canceled Sim1 Close 55943 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:50:51.000057 2022-05-31 09:50:51.000051 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55944 Stop Buy 4143.00 Canceled Sim1 Close 55943 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:50:51.000058 2022-05-31 09:50:51.000051 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 55945 55945 Limit 1 Sell 4136.75 Pending Cancel Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:50:51.000059 2022-05-31 09:50:51.000051 [Sim]MESM2.CME Simulated order canceled 55945 55945 Limit 1 Sell 4136.75 Canceled Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:50:51.000060 2022-05-31 09:50:51.000051 [Sim]MESM2.CME Canceling child orders of internal order ID 55945. Internal cancel 55946 Stop Buy 4142.75 Pending Cancel Sim1 Close 55945 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:50:51.000061 2022-05-31 09:50:51.000051 [Sim]MESM2.CME Canceling child orders of internal order ID 55945. Internal cancel 55946 Stop Buy 4142.75 Canceled Sim1 Close 55945 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:50:51.000062 2022-05-31 09:50:51.000051 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55946 Stop Buy 4142.75 Canceled Sim1 Close 55945 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:50:51.000063 2022-05-31 09:50:51.000051 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Canceling all non-market orders for Symbol and Account during Flatten/Reverse 55947 55947 Limit 1 Sell 4136.00 Pending Cancel Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:50:51.000064 2022-05-31 09:50:51.000051 [Sim]MESM2.CME Simulated order canceled 55947 55947 Limit 1 Sell 4136.00 Canceled Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:50:51.000065 2022-05-31 09:50:51.000051 [Sim]MESM2.CME Canceling child orders of internal order ID 55947. Internal cancel 55948 Stop Buy 4142.00 Pending Cancel Sim1 Close 55947 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:50:51.000066 2022-05-31 09:50:51.000051 [Sim]MESM2.CME Canceling child orders of internal order ID 55947. Internal cancel 55948 Stop Buy 4142.00 Canceled Sim1 Close 55947 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:50:51.000067 2022-05-31 09:50:51.000051 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 55948 Stop Buy 4142.00 Canceled Sim1 Close 55947 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:52:04.000041 2022-05-31 09:52:04.000041 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order entry | Last: 4132.5 | AO=1. Attached Order 55950 Stop Sell 4127.00 Pending Child-Client Sim1 Close 55949 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:52:04.000042 2022-05-31 09:52:04.000041 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order entry | Last: 4132.5 | AO=1 55949 Market 1 Buy Order Sent Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:52:04.000043 2022-05-31 09:52:04.000041 [Sim]MESM2.CME Simulated order accepted 55949 55949 Market 1 Buy Open Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:52:04.000044 2022-05-31 09:52:04.000041 [Sim]MESM2.CME Trade simulation fill. Bid: 4132.75 Ask: 4133.00 Last: 4132.50 55949 55949 Market 1 Buy Filled 4133.00 1 Sim1 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-31 09:52:04.000045 2022-05-31 09:52:04.000041 [Sim]MESM2.CME Trade simulation fill. Bid: 4132.75 Ask: 4133.00 Last: 4132.50 55949 55949 Market 1 Buy Filled 4133.00 1 Sim1 Open 1 55949.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:52:04.000046 2022-05-31 09:52:04.000041 [Sim]MESM2.CME Auto-sent child from parent fill 55950 Stop 1 Sell 4127.00 Order Sent Sim1 Close 55949 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:52:04.000047 2022-05-31 09:52:04.000041 [Sim]MESM2.CME Simulated order accepted 55950 55950 Stop 1 Sell 4127.00 Open Sim1 Close 55949 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:52:16.000110 2022-05-31 09:52:16.000110 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order entry | Last: 4130.5 | Scaling in | AO=0 55951 Market 1 Buy Order Sent Sim1 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:52:16.000111 2022-05-31 09:52:16.000110 [Sim]MESM2.CME Simulated order accepted 55951 55951 Market 1 Buy Open Sim1 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:52:16.000112 2022-05-31 09:52:16.000110 [Sim]MESM2.CME Trade simulation fill. Bid: 4130.50 Ask: 4130.75 Last: 4130.50 55951 55951 Market 1 Buy Filled 4130.75 1 Sim1 Open 1 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 09:52:16.000113 2022-05-31 09:52:16.000110 [Sim]MESM2.CME Trade simulation fill. Bid: 4130.50 Ask: 4130.75 Last: 4130.50 55951 55951 Market 1 Buy Filled 4130.75 1 Sim1 Open 2 55951.1 4132.75 4130.50 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:52:16.000114 2022-05-31 09:52:04.000041 [Sim]MESM2.CME Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. 55950 55950 Stop 1 Sell 4127.00 Open Sim1 Close 55949 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:52:16.000115 2022-05-31 09:52:16.000110 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 2. Using existing order price. Requested Price: 4127.00. Requested Quantity: 2 55950 55950 Stop 1 Sell 4127.00 Pending Modify Sim1 Close 55949 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:52:16.000116 2022-05-31 09:52:16.000110 [Sim]MESM2.CME Simulated order modify complete 55950 55950 Stop 2 Sell 4127.00 Open Sim1 Close 55949 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:52:16.000117 2022-05-31 09:52:16.000110 [Sim]MESM2.CME Updating move to breakeven stop reference price to 413187.5 55950 55950 Stop 2 Sell 4127.00 Open Sim1 Close 55949 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:52:30.000025 2022-05-31 09:52:30.000025 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order entry | Last: 4131.25 | Scaling in | AO=0 55952 Market 1 Buy Order Sent Sim1 Open 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:52:30.000026 2022-05-31 09:52:30.000025 [Sim]MESM2.CME Simulated order accepted 55952 55952 Market 1 Buy Open Sim1 Open 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:52:30.000027 2022-05-31 09:52:30.000025 [Sim]MESM2.CME Trade simulation fill. Bid: 4131.25 Ask: 4131.50 Last: 4131.25 55952 55952 Market 1 Buy Filled 4131.50 1 Sim1 Open 2 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 09:52:30.000028 2022-05-31 09:52:30.000025 [Sim]MESM2.CME Trade simulation fill. Bid: 4131.25 Ask: 4131.50 Last: 4131.25 55952 55952 Market 1 Buy Filled 4131.50 1 Sim1 Open 3 55952.1 4131.75 4130.75 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:52:30.000029 2022-05-31 09:52:16.000110 [Sim]MESM2.CME Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. 55950 55950 Stop 2 Sell 4127.00 Open Sim1 Close 55949 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:52:30.000030 2022-05-31 09:52:30.000025 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 3. Using existing order price. Requested Price: 4127.00. Requested Quantity: 3 55950 55950 Stop 2 Sell 4127.00 Pending Modify Sim1 Close 55949 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:52:30.000031 2022-05-31 09:52:30.000025 [Sim]MESM2.CME Simulated order modify complete 55950 55950 Stop 3 Sell 4127.00 Open Sim1 Close 55949 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:52:30.000032 2022-05-31 09:52:30.000025 [Sim]MESM2.CME Updating move to breakeven stop reference price to 413175 55950 55950 Stop 3 Sell 4127.00 Open Sim1 Close 55949 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:53:10.000020 2022-05-31 09:53:10.000020 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order entry | Last: 4133 | Scaling in | AO=0 55953 Market 1 Buy Order Sent Sim1 Open 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:53:10.000021 2022-05-31 09:53:10.000020 [Sim]MESM2.CME Simulated order accepted 55953 55953 Market 1 Buy Open Sim1 Open 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:53:10.000022 2022-05-31 09:53:10.000020 [Sim]MESM2.CME Trade simulation fill. Bid: 4133.00 Ask: 4133.25 Last: 4133.00 55953 55953 Market 1 Buy Filled 4133.25 1 Sim1 Open 3 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 09:53:10.000023 2022-05-31 09:53:10.000020 [Sim]MESM2.CME Trade simulation fill. Bid: 4133.00 Ask: 4133.25 Last: 4133.00 55953 55953 Market 1 Buy Filled 4133.25 1 Sim1 Open 4 55953.1 4133.00 4130.50 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:53:10.000024 2022-05-31 09:52:30.000025 [Sim]MESM2.CME Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. 55950 55950 Stop 3 Sell 4127.00 Open Sim1 Close 55949 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:53:10.000025 2022-05-31 09:53:10.000020 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 4. Using existing order price. Requested Price: 4127.00. Requested Quantity: 4 55950 55950 Stop 3 Sell 4127.00 Pending Modify Sim1 Close 55949 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:53:10.000026 2022-05-31 09:53:10.000020 [Sim]MESM2.CME Simulated order modify complete 55950 55950 Stop 4 Sell 4127.00 Open Sim1 Close 55949 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:53:10.000027 2022-05-31 09:53:10.000020 [Sim]MESM2.CME Updating move to breakeven stop reference price to 413212.5 55950 55950 Stop 4 Sell 4127.00 Open Sim1 Close 55949 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:53:55.000026 2022-05-31 09:53:55.000026 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Trade DOM/User order entry | Last: 4131.25 | Scaling out | AO=0 55954 Limit 1 Sell 4137.00 Order Sent Sim1 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:53:55.000027 2022-05-31 09:53:55.000026 [Sim]MESM2.CME Simulated order accepted 55954 55954 Limit 1 Sell 4137.00 Open Sim1 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:54:00.000062 2022-05-31 09:54:00.000062 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Trade DOM/User order entry | Last: 4131 | Scaling out | AO=0 55955 Limit 1 Sell 4141.25 Order Sent Sim1 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:54:00.000063 2022-05-31 09:54:00.000062 [Sim]MESM2.CME Simulated order accepted 55955 55955 Limit 1 Sell 4141.25 Open Sim1 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:54:27.000028 2022-05-31 09:54:27.000028 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Trade DOM/User order entry | Last: 4132.75 | Scaling out | AO=0 55956 Limit 1 Sell 4138.50 Order Sent Sim1 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 09:54:27.000029 2022-05-31 09:54:27.000028 [Sim]MESM2.CME Simulated order accepted 55956 55956 Limit 1 Sell 4138.50 Open Sim1 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:01:22.000024 2022-05-31 10:01:22.000024 [Sim]MESM2.CME Trade simulation fill. Bid: 4137.00 Ask: 4137.25 Last: 4137.25 55954 55954 Limit 1 Sell 4137.00 Filled 4137.00 1 Sim1 Close 4 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 10:01:22.000025 2022-05-31 10:01:22.000024 [Sim]MESM2.CME Trade simulation fill. Bid: 4137.00 Ask: 4137.25 Last: 4137.25 55954 55954 Limit 1 Sell 4137.00 Filled 4137.00 1 Sim1 Close 3 55954.1 4137.25 4128.25 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:01:22.000026 2022-05-31 10:01:22.000024 [Sim]MESM2.CME Decrementing quantity (Scale out). Using specified quantity of 3. Using existing order price. Requested Price: 4127.00. Requested Quantity: 3 55950 55950 Stop 4 Sell 4127.00 Pending Modify Sim1 Close 55949 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:01:22.000027 2022-05-31 10:01:22.000024 [Sim]MESM2.CME Simulated order modify complete 55950 55950 Stop 3 Sell 4127.00 Open Sim1 Close 55949 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:01:22.000028 2022-05-31 10:01:22.000024 [Sim]MESM2.CME Scale-Out: Modifying quantity of OCO/Child order. 55950 55950 Stop 3 Sell 4127.00 Open Sim1 Close 55949 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:02:22.000045 2022-05-31 10:02:22.000045 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4138.00. Requested Quantity: 1 55956 55956 Limit 1 Sell 4138.50 Pending Modify Sim1 Close 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:02:22.000046 2022-05-31 10:02:22.000045 [Sim]MESM2.CME Simulated order modify complete 55956 55956 Limit 1 Sell 4138.00 Open Sim1 Close 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:02:44.000040 2022-05-31 10:02:44.000040 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4137.25. Requested Quantity: 1 55956 55956 Limit 1 Sell 4138.00 Pending Modify Sim1 Close 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:02:44.000041 2022-05-31 10:02:44.000040 [Sim]MESM2.CME Simulated order modify complete 55956 55956 Limit 1 Sell 4137.25 Open Sim1 Close 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:03:15.000024 2022-05-31 10:03:15.000024 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4136.75. Requested Quantity: 1 55956 55956 Limit 1 Sell 4137.25 Pending Modify Sim1 Close 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:03:15.000025 2022-05-31 10:03:15.000024 [Sim]MESM2.CME Simulated order modify complete 55956 55956 Limit 1 Sell 4136.75 Open Sim1 Close 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:03:38.000015 2022-05-31 10:03:38.000015 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4140.50. Requested Quantity: 1 55955 55955 Limit 1 Sell 4141.25 Pending Modify Sim1 Close 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:03:38.000016 2022-05-31 10:03:38.000015 [Sim]MESM2.CME Simulated order modify complete 55955 55955 Limit 1 Sell 4140.50 Open Sim1 Close 3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:03:51.000021 2022-05-31 10:03:51.000021 [Sim]MESM2.CME Trade simulation fill. Bid: 4136.75 Ask: 4137.00 Last: 4137.00 55956 55956 Limit 1 Sell 4136.75 Filled 4136.75 1 Sim1 Close 3 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 10:03:51.000022 2022-05-31 10:03:51.000021 [Sim]MESM2.CME Trade simulation fill. Bid: 4136.75 Ask: 4137.00 Last: 4137.00 55956 55956 Limit 1 Sell 4136.75 Filled 4136.75 1 Sim1 Close 2 55956.1 4138.00 4132.25 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:03:51.000023 2022-05-31 10:03:51.000021 [Sim]MESM2.CME Decrementing quantity (Scale out). Using specified quantity of 2. Using existing order price. Requested Price: 4127.00. Requested Quantity: 2 55950 55950 Stop 3 Sell 4127.00 Pending Modify Sim1 Close 55949 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:03:51.000024 2022-05-31 10:03:51.000021 [Sim]MESM2.CME Simulated order modify complete 55950 55950 Stop 2 Sell 4127.00 Open Sim1 Close 55949 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:03:51.000025 2022-05-31 10:03:51.000021 [Sim]MESM2.CME Scale-Out: Modifying quantity of OCO/Child order. 55950 55950 Stop 2 Sell 4127.00 Open Sim1 Close 55949 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:03:51.000026 2022-05-31 10:03:51.000025 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4141.00. Requested Quantity: 1 55955 55955 Limit 1 Sell 4140.50 Pending Modify Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:03:51.000027 2022-05-31 10:03:51.000025 [Sim]MESM2.CME Simulated order modify complete 55955 55955 Limit 1 Sell 4141.00 Open Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:04:24.000035 2022-05-31 10:04:24.000035 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4138.50. Requested Quantity: 1 55955 55955 Limit 1 Sell 4141.00 Pending Modify Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:04:24.000036 2022-05-31 10:04:24.000035 [Sim]MESM2.CME Simulated order modify complete 55955 55955 Limit 1 Sell 4138.50 Open Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:04:47.000036 2022-05-31 10:04:47.000036 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4137.25. Requested Quantity: 1 55955 55955 Limit 1 Sell 4138.50 Pending Modify Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:04:47.000037 2022-05-31 10:04:47.000036 [Sim]MESM2.CME Simulated order modify complete 55955 55955 Limit 1 Sell 4137.25 Open Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:04:47.000038 2022-05-31 10:04:47.000036 [Sim]MESM2.CME Trade simulation fill. Bid: 4137.25 Ask: 4137.50 Last: 4137.50 55955 55955 Limit 1 Sell 4137.25 Filled 4137.25 1 Sim1 Close 2 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 10:04:47.000039 2022-05-31 10:04:47.000036 [Sim]MESM2.CME Trade simulation fill. Bid: 4137.25 Ask: 4137.50 Last: 4137.50 55955 55955 Limit 1 Sell 4137.25 Filled 4137.25 1 Sim1 Close 1 55955.1 4138.50 4135.50 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:04:47.000040 2022-05-31 10:04:47.000036 [Sim]MESM2.CME Decrementing quantity (Scale out). Using specified quantity of 1. Using existing order price. Requested Price: 4127.00. Requested Quantity: 1 55950 55950 Stop 2 Sell 4127.00 Pending Modify Sim1 Close 55949 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:04:47.000041 2022-05-31 10:04:47.000036 [Sim]MESM2.CME Simulated order modify complete 55950 55950 Stop 1 Sell 4127.00 Open Sim1 Close 55949 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:04:47.000042 2022-05-31 10:04:47.000036 [Sim]MESM2.CME Scale-Out: Modifying quantity of OCO/Child order. 55950 55950 Stop 1 Sell 4127.00 Open Sim1 Close 55949 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:05:22.000057 2022-05-31 10:05:22.000057 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Trade DOM/User order entry | Last: 4137 | Scaling out | AO=0 55957 Limit 1 Sell 4144.50 Order Sent Sim1 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:05:22.000058 2022-05-31 10:05:22.000057 [Sim]MESM2.CME Simulated order accepted 55957 55957 Limit 1 Sell 4144.50 Open Sim1 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:05:59.000035 2022-05-31 10:05:59.000035 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4151.75. Requested Quantity: 1 55957 55957 Limit 1 Sell 4144.50 Pending Modify Sim1 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:05:59.000036 2022-05-31 10:05:59.000035 [Sim]MESM2.CME Simulated order modify complete 55957 55957 Limit 1 Sell 4151.75 Open Sim1 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:08:14.000080 2022-05-31 10:08:14.000080 [Sim]MESM2.CME Trade simulation fill. Bid: 4127.00 Ask: 4127.25 Last: 4127.00 55950 55950 Stop 1 Sell 4127.00 Filled 4127.00 1 Sim1 Close 55949 1 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 10:08:14.000081 2022-05-31 10:08:14.000080 [Sim]MESM2.CME Trade simulation fill. Bid: 4127.00 Ask: 4127.25 Last: 4127.00 55950 55950 Stop 1 Sell 4127.00 Filled 4127.00 1 Sim1 Close 55949 55950.1 4138.50 4127.00 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:08:18.000049 2022-05-31 10:05:59.000035 [Sim]MESM2.CME Initiating: Canceling orders on flat position 55957 55957 Limit 1 Sell 4151.75 Open Sim1 Close Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:08:18.000050 2022-05-31 10:08:18.000049 [Sim]MESM2.CME Canceling orders on flat position 55957 55957 Limit 1 Sell 4151.75 Pending Cancel Sim1 Close Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:08:18.000051 2022-05-31 10:08:18.000049 [Sim]MESM2.CME Simulated order canceled 55957 55957 Limit 1 Sell 4151.75 Canceled Sim1 Close Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:12:32.000022 2022-05-31 10:12:32.000022 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order entry | Last: 4122.5 | AO=1. Attached Order 55959 Stop Buy 4128.50 Pending Child-Client Sim1 Close 55958 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:12:32.000023 2022-05-31 10:12:32.000022 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order entry | Last: 4122.5 | AO=1 55958 Limit 1 Sell 4122.50 Order Sent Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:12:32.000024 2022-05-31 10:12:32.000022 [Sim]MESM2.CME Simulated order accepted 55958 55958 Limit 1 Sell 4122.50 Open Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:12:32.000025 2022-05-31 10:12:32.000022 [Sim]MESM2.CME Trade simulation fill. Bid: 4122.50 Ask: 4122.75 Last: 4122.50 55958 55958 Limit 1 Sell 4122.50 Filled 4122.50 1 Sim1 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-31 10:12:32.000026 2022-05-31 10:12:32.000022 [Sim]MESM2.CME Trade simulation fill. Bid: 4122.50 Ask: 4122.75 Last: 4122.50 55958 55958 Limit 1 Sell 4122.50 Filled 4122.50 1 Sim1 Open -1 55958.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:12:32.000027 2022-05-31 10:12:32.000022 [Sim]MESM2.CME Auto-sent child from parent fill 55959 Stop 1 Buy 4128.50 Order Sent Sim1 Close 55958 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:12:32.000028 2022-05-31 10:12:32.000022 [Sim]MESM2.CME Simulated order accepted 55959 55959 Stop 1 Buy 4128.50 Open Sim1 Close 55958 -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:12:47.000178 2022-05-31 10:12:47.000178 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order entry | Last: 4123 | Scaling in | AO=0 55960 Limit 1 Sell 4122.75 Order Sent Sim1 Open -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:12:47.000179 2022-05-31 10:12:47.000178 [Sim]MESM2.CME Simulated order accepted 55960 55960 Limit 1 Sell 4122.75 Open Sim1 Open -1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:12:47.000180 2022-05-31 10:12:47.000178 [Sim]MESM2.CME Trade simulation fill. Bid: 4122.75 Ask: 4123.00 Last: 4123.00 55960 55960 Limit 1 Sell 4122.75 Filled 4122.75 1 Sim1 Open -1 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 10:12:47.000181 2022-05-31 10:12:47.000178 [Sim]MESM2.CME Trade simulation fill. Bid: 4122.75 Ask: 4123.00 Last: 4123.00 55960 55960 Limit 1 Sell 4122.75 Filled 4122.75 1 Sim1 Open -2 55960.1 4123.50 4121.50 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:12:47.000182 2022-05-31 10:12:32.000022 [Sim]MESM2.CME Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. 55959 55959 Stop 1 Buy 4128.50 Open Sim1 Close 55958 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:12:47.000183 2022-05-31 10:12:47.000178 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 2. Using existing order price. Requested Price: 4128.50. Requested Quantity: 2 55959 55959 Stop 1 Buy 4128.50 Pending Modify Sim1 Close 55958 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:12:47.000184 2022-05-31 10:12:47.000178 [Sim]MESM2.CME Simulated order modify complete 55959 55959 Stop 2 Buy 4128.50 Open Sim1 Close 55958 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:12:47.000185 2022-05-31 10:12:47.000178 [Sim]MESM2.CME Updating move to breakeven stop reference price to 412262.5 55959 55959 Stop 2 Buy 4128.50 Open Sim1 Close 55958 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:13:07.000102 2022-05-31 10:13:07.000102 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order entry | Last: 4122.25 | Scaling in | AO=0 55961 Limit 1 Sell 4123.00 Order Sent Sim1 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:13:07.000103 2022-05-31 10:13:07.000102 [Sim]MESM2.CME Simulated order accepted 55961 55961 Limit 1 Sell 4123.00 Open Sim1 Open -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:13:07.000104 2022-05-31 10:13:07.000102 [Sim]MESM2.CME Trade simulation fill. Bid: 4123.00 Ask: 4123.25 Last: 4122.25 55961 55961 Limit 1 Sell 4123.00 Filled 4123.00 1 Sim1 Open -2 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 10:13:07.000105 2022-05-31 10:13:07.000102 [Sim]MESM2.CME Trade simulation fill. Bid: 4123.00 Ask: 4123.25 Last: 4122.25 55961 55961 Limit 1 Sell 4123.00 Filled 4123.00 1 Sim1 Open -3 55961.1 4124.50 4121.50 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:13:07.000106 2022-05-31 10:12:47.000178 [Sim]MESM2.CME Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. 55959 55959 Stop 2 Buy 4128.50 Open Sim1 Close 55958 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:13:07.000107 2022-05-31 10:13:07.000102 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 3. Using existing order price. Requested Price: 4128.50. Requested Quantity: 3 55959 55959 Stop 2 Buy 4128.50 Pending Modify Sim1 Close 55958 -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:13:07.000108 2022-05-31 10:13:07.000102 [Sim]MESM2.CME Simulated order modify complete 55959 55959 Stop 3 Buy 4128.50 Open Sim1 Close 55958 -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:13:07.000109 2022-05-31 10:13:07.000102 [Sim]MESM2.CME Updating move to breakeven stop reference price to 412275 55959 55959 Stop 3 Buy 4128.50 Open Sim1 Close 55958 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:13:36.000022 2022-05-31 10:13:36.000022 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Trade DOM/User order entry | Last: 4123.25 | Scaling out | AO=0 55962 Limit 1 Buy 4116.00 Order Sent Sim1 Close -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:13:36.000023 2022-05-31 10:13:36.000022 [Sim]MESM2.CME Simulated order accepted 55962 55962 Limit 1 Buy 4116.00 Open Sim1 Close -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:13:46.000039 2022-05-31 10:13:46.000039 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Trade DOM/User order entry | Last: 4124.5 | Scaling out | AO=0 55963 Limit 1 Buy 4116.25 Order Sent Sim1 Close -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:13:46.000040 2022-05-31 10:13:46.000039 [Sim]MESM2.CME Simulated order accepted 55963 55963 Limit 1 Buy 4116.25 Open Sim1 Close -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:13:55.000010 2022-05-31 10:13:55.000010 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Trade DOM/User order entry | Last: 4123.5 | Scaling out | AO=0 55964 Limit 1 Buy 4117.00 Order Sent Sim1 Close -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:13:55.000011 2022-05-31 10:13:55.000010 [Sim]MESM2.CME Simulated order accepted 55964 55964 Limit 1 Buy 4117.00 Open Sim1 Close -3 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:20:01.000171 2022-05-31 10:20:01.000171 [Sim]MESM2.CME Trade simulation fill. Bid: 4116.75 Ask: 4117.00 Last: 4116.75 55964 55964 Limit 1 Buy 4117.00 Filled 4117.00 1 Sim1 Close -3 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 10:20:01.000172 2022-05-31 10:20:01.000171 [Sim]MESM2.CME Trade simulation fill. Bid: 4116.75 Ask: 4117.00 Last: 4116.75 55964 55964 Limit 1 Buy 4117.00 Filled 4117.00 1 Sim1 Close -2 55964.1 4124.75 4116.75 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:20:01.000173 2022-05-31 10:20:01.000171 [Sim]MESM2.CME Decrementing quantity (Scale out). Using specified quantity of 2. Using existing order price. Requested Price: 4128.50. Requested Quantity: 2 55959 55959 Stop 3 Buy 4128.50 Pending Modify Sim1 Close 55958 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:20:01.000174 2022-05-31 10:20:01.000171 [Sim]MESM2.CME Simulated order modify complete 55959 55959 Stop 2 Buy 4128.50 Open Sim1 Close 55958 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:20:01.000175 2022-05-31 10:20:01.000171 [Sim]MESM2.CME Scale-Out: Modifying quantity of OCO/Child order. 55959 55959 Stop 2 Buy 4128.50 Open Sim1 Close 55958 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:20:19.000006 2022-05-31 10:20:01.000171 [Sim]MESM2.CME Initiating: Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Canceling non-market orders during Flatten 55959 55959 Stop 2 Buy 4128.50 Open Sim1 Close 55958 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:20:19.000007 2022-05-31 10:20:19.000006 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Canceling non-market orders during Flatten 55959 55959 Stop 2 Buy 4128.50 Pending Cancel Sim1 Close 55958 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:20:19.000008 2022-05-31 10:20:19.000006 [Sim]MESM2.CME Simulated order canceled 55959 55959 Stop 2 Buy 4128.50 Canceled Sim1 Close 55958 -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:20:19.000009 2022-05-31 10:20:19.000006 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Canceling non-market orders during Flatten 55962 55962 Limit 1 Buy 4116.00 Pending Cancel Sim1 Close -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:20:19.000010 2022-05-31 10:20:19.000006 [Sim]MESM2.CME Simulated order canceled 55962 55962 Limit 1 Buy 4116.00 Canceled Sim1 Close -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:20:19.000011 2022-05-31 10:20:19.000006 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Canceling non-market orders during Flatten 55963 55963 Limit 1 Buy 4116.25 Pending Cancel Sim1 Close -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:20:19.000012 2022-05-31 10:20:19.000006 [Sim]MESM2.CME Simulated order canceled 55963 55963 Limit 1 Buy 4116.25 Canceled Sim1 Close -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:20:19.000013 2022-05-31 10:20:19.000006 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order entry. Flatten&Cancel | Last: 4119.25. Current Position quantity: -2 | AO=0 55965 Market 2 Buy Order Sent Sim1 Close -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:20:19.000014 2022-05-31 10:20:19.000006 [Sim]MESM2.CME Simulated order accepted 55965 55965 Market 2 Buy Open Sim1 Close -2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:20:19.000015 2022-05-31 10:20:19.000006 [Sim]MESM2.CME Trade simulation fill. Bid: 4119.00 Ask: 4119.25 Last: 4119.25 55965 55965 Market 2 Buy Filled 4119.25 2 Sim1 Close -2 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 10:20:19.000016 2022-05-31 10:20:19.000006 [Sim]MESM2.CME Trade simulation fill. Bid: 4119.00 Ask: 4119.25 Last: 4119.25 55965 55965 Market 2 Buy Filled 4119.25 2 Sim1 Close 55965.1 4120.00 4116.50 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:26:04.000036 2022-05-31 10:26:04.000036 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order entry | Last: 4121 | AO=1. Attached Order 55967 Stop Sell 4115.00 Pending Child-Client Sim1 Close 55966 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:26:04.000037 2022-05-31 10:26:04.000036 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order entry | Last: 4121 | AO=1 55966 Market 1 Buy Order Sent Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:26:04.000038 2022-05-31 10:26:04.000036 [Sim]MESM2.CME Simulated order accepted 55966 55966 Market 1 Buy Open Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:26:04.000039 2022-05-31 10:26:04.000036 [Sim]MESM2.CME Trade simulation fill. Bid: 4120.75 Ask: 4121.00 Last: 4121.00 55966 55966 Market 1 Buy Filled 4121.00 1 Sim1 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-31 10:26:04.000040 2022-05-31 10:26:04.000036 [Sim]MESM2.CME Trade simulation fill. Bid: 4120.75 Ask: 4121.00 Last: 4121.00 55966 55966 Market 1 Buy Filled 4121.00 1 Sim1 Open 1 55966.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:26:04.000041 2022-05-31 10:26:04.000036 [Sim]MESM2.CME Auto-sent child from parent fill 55967 Stop 1 Sell 4115.00 Order Sent Sim1 Close 55966 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:26:04.000042 2022-05-31 10:26:04.000036 [Sim]MESM2.CME Simulated order accepted 55967 55967 Stop 1 Sell 4115.00 Open Sim1 Close 55966 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:26:23.000018 2022-05-31 10:26:23.000018 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order entry | Last: 4120.75 | Scaling in | AO=0 55968 Market 1 Buy Order Sent Sim1 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:26:23.000019 2022-05-31 10:26:23.000018 [Sim]MESM2.CME Simulated order accepted 55968 55968 Market 1 Buy Open Sim1 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:26:23.000020 2022-05-31 10:26:23.000018 [Sim]MESM2.CME Trade simulation fill. Bid: 4121.00 Ask: 4121.25 Last: 4120.75 55968 55968 Market 1 Buy Filled 4121.25 1 Sim1 Open 1 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 10:26:23.000021 2022-05-31 10:26:23.000018 [Sim]MESM2.CME Trade simulation fill. Bid: 4121.00 Ask: 4121.25 Last: 4120.75 55968 55968 Market 1 Buy Filled 4121.25 1 Sim1 Open 2 55968.1 4121.75 4119.75 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:26:23.000022 2022-05-31 10:26:04.000036 [Sim]MESM2.CME Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. 55967 55967 Stop 1 Sell 4115.00 Open Sim1 Close 55966 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:26:23.000023 2022-05-31 10:26:23.000018 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 2. Using existing order price. Requested Price: 4115.00. Requested Quantity: 2 55967 55967 Stop 1 Sell 4115.00 Pending Modify Sim1 Close 55966 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:26:23.000024 2022-05-31 10:26:23.000018 [Sim]MESM2.CME Simulated order modify complete 55967 55967 Stop 2 Sell 4115.00 Open Sim1 Close 55966 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:26:23.000025 2022-05-31 10:26:23.000018 [Sim]MESM2.CME Updating move to breakeven stop reference price to 412112.5 55967 55967 Stop 2 Sell 4115.00 Open Sim1 Close 55966 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:27:19.000014 2022-05-31 10:27:19.000014 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Trade DOM/User order entry | Last: 4123.25 | Scaling out | AO=0 55969 Limit 1 Sell 4127.75 Order Sent Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:27:19.000015 2022-05-31 10:27:19.000014 [Sim]MESM2.CME Simulated order accepted 55969 55969 Limit 1 Sell 4127.75 Open Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:27:29.000014 2022-05-31 10:27:29.000014 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Trade DOM/User order entry | Last: 4123.75 | Scaling out | AO=0 55970 Limit 1 Sell 4127.00 Order Sent Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:27:29.000015 2022-05-31 10:27:29.000014 [Sim]MESM2.CME Simulated order accepted 55970 55970 Limit 1 Sell 4127.00 Open Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:28:00.000042 2022-05-31 10:28:00.000042 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4126.75. Requested Quantity: 1 55970 55970 Limit 1 Sell 4127.00 Pending Modify Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:28:00.000043 2022-05-31 10:28:00.000042 [Sim]MESM2.CME Simulated order modify complete 55970 55970 Limit 1 Sell 4126.75 Open Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:28:08.000031 2022-05-31 10:28:08.000031 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4127.25. Requested Quantity: 1 55969 55969 Limit 1 Sell 4127.75 Pending Modify Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:28:08.000032 2022-05-31 10:28:08.000031 [Sim]MESM2.CME Simulated order modify complete 55969 55969 Limit 1 Sell 4127.25 Open Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:28:18.000048 2022-05-31 10:28:18.000048 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4125.75. Requested Quantity: 1 55969 55969 Limit 1 Sell 4127.25 Pending Modify Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:28:18.000049 2022-05-31 10:28:18.000048 [Sim]MESM2.CME Simulated order modify complete 55969 55969 Limit 1 Sell 4125.75 Open Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:31:04.000052 2022-05-31 10:31:04.000052 [Sim]MESM2.CME Trade simulation fill. Bid: 4115.25 Ask: 4115.50 Last: 4115.00 55967 55967 Stop 2 Sell 4115.00 Filled 4115.25 2 Sim1 Close 55966 2 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 10:31:04.000053 2022-05-31 10:31:04.000052 [Sim]MESM2.CME Trade simulation fill. Bid: 4115.25 Ask: 4115.50 Last: 4115.00 55967 55967 Stop 2 Sell 4115.00 Filled 4115.25 2 Sim1 Close 55966 55967.1 4125.00 4115.00 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:31:08.000066 2022-05-31 10:31:08.000066 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Trade DOM/User order entry | Last: 4115.75 | AO=1. Attached Order 55972 Stop Sell 4109.50 Pending Child-Client Sim1 Close 55971 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:31:08.000067 2022-05-31 10:31:08.000066 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Trade DOM/User order entry | Last: 4115.75 | AO=1 55971 Limit 1 Buy 4115.50 Order Sent Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:31:08.000068 2022-05-31 10:31:08.000066 [Sim]MESM2.CME Simulated order accepted 55971 55971 Limit 1 Buy 4115.50 Open Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:31:10.000028 2022-05-31 10:31:10.000028 [Sim]MESM2.CME Trade simulation fill. Bid: 4115.25 Ask: 4115.50 Last: 4115.25 55971 55971 Limit 1 Buy 4115.50 Filled 4115.50 1 Sim1 Open Scale_ES.twconfig 0.00 Day Fills 2022-05-31 10:31:10.000029 2022-05-31 10:31:10.000028 [Sim]MESM2.CME Trade simulation fill. Bid: 4115.25 Ask: 4115.50 Last: 4115.25 55971 55971 Limit 1 Buy 4115.50 Filled 4115.50 1 Sim1 Open 1 55971.1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:31:10.000030 2022-05-31 10:31:10.000028 [Sim]MESM2.CME Auto-sent child from parent fill 55972 Stop 1 Sell 4109.50 Order Sent Sim1 Close 55971 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:31:10.000031 2022-05-31 10:31:10.000028 [Sim]MESM2.CME Simulated order accepted 55972 55972 Stop 1 Sell 4109.50 Open Sim1 Close 55971 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:31:21.000038 2022-05-31 10:31:21.000038 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Trade DOM/User order entry | Last: 4117.5 | Scaling in | AO=0 55973 Limit 1 Buy 4115.00 Order Sent Sim1 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:31:21.000039 2022-05-31 10:31:21.000038 [Sim]MESM2.CME Simulated order accepted 55973 55973 Limit 1 Buy 4115.00 Open Sim1 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:31:31.000083 2022-05-31 10:31:31.000083 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Trade DOM/User order entry | Last: 4118.75 | Scaling in | AO=0 55974 Limit 1 Buy 4115.75 Order Sent Sim1 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:31:31.000084 2022-05-31 10:31:31.000083 [Sim]MESM2.CME Simulated order accepted 55974 55974 Limit 1 Buy 4115.75 Open Sim1 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:31:38.000053 2022-05-31 10:31:38.000053 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Trade DOM/User order entry | Last: 4119.25 | Scaling in | AO=0 55975 Limit 1 Buy 4117.25 Order Sent Sim1 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:31:38.000054 2022-05-31 10:31:38.000053 [Sim]MESM2.CME Simulated order accepted 55975 55975 Limit 1 Buy 4117.25 Open Sim1 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:34:35.000065 2022-05-31 10:34:35.000065 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order cancel 55970 55970 Limit 1 Sell 4126.75 Pending Cancel Sim1 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:34:35.000066 2022-05-31 10:34:35.000065 [Sim]MESM2.CME Simulated order canceled 55970 55970 Limit 1 Sell 4126.75 Canceled Sim1 Close 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:35:06.000033 2022-05-31 10:35:06.000033 [Sim]MESM2.CME Trade simulation fill. Bid: 4117.00 Ask: 4117.25 Last: 4117.00 55975 55975 Limit 1 Buy 4117.25 Filled 4117.25 1 Sim1 Open 1 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 10:35:06.000034 2022-05-31 10:35:06.000033 [Sim]MESM2.CME Trade simulation fill. Bid: 4117.00 Ask: 4117.25 Last: 4117.00 55975 55975 Limit 1 Buy 4117.25 Filled 4117.25 1 Sim1 Open 2 55975.1 4122.50 4115.00 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:35:06.000035 2022-05-31 10:31:10.000028 [Sim]MESM2.CME Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. 55972 55972 Stop 1 Sell 4109.50 Open Sim1 Close 55971 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:35:06.000036 2022-05-31 10:35:06.000033 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 2. Using existing order price. Requested Price: 4109.50. Requested Quantity: 2 55972 55972 Stop 1 Sell 4109.50 Pending Modify Sim1 Close 55971 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:35:06.000037 2022-05-31 10:35:06.000033 [Sim]MESM2.CME Simulated order modify complete 55972 55972 Stop 2 Sell 4109.50 Open Sim1 Close 55971 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:35:06.000038 2022-05-31 10:35:06.000033 [Sim]MESM2.CME Updating move to breakeven stop reference price to 411637.5 55972 55972 Stop 2 Sell 4109.50 Open Sim1 Close 55971 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:35:09.000076 2022-05-31 10:35:09.000076 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4126.00. Requested Quantity: 1 55969 55969 Limit 1 Sell 4125.75 Pending Modify Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:35:09.000077 2022-05-31 10:35:09.000076 [Sim]MESM2.CME Simulated order modify complete 55969 55969 Limit 1 Sell 4126.00 Open Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:35:22.000052 2022-05-31 10:35:22.000052 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4126.50. Requested Quantity: 1 55969 55969 Limit 1 Sell 4126.00 Pending Modify Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:35:22.000053 2022-05-31 10:35:22.000052 [Sim]MESM2.CME Simulated order modify complete 55969 55969 Limit 1 Sell 4126.50 Open Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:35:32.000067 2022-05-31 10:35:32.000067 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4125.00. Requested Quantity: 1 55969 55969 Limit 1 Sell 4126.50 Pending Modify Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:35:32.000068 2022-05-31 10:35:32.000067 [Sim]MESM2.CME Simulated order modify complete 55969 55969 Limit 1 Sell 4125.00 Open Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:35:58.000018 2022-05-31 10:35:58.000018 [Sim]MESM2.CME Replay 15X: ESM2.CME/MESM2.CME [CV] 1 Min #10 | Trade DOM/User order entry | Last: 4120 | Scaling out | AO=0 55976 Limit 1 Sell 4124.00 Order Sent Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:35:58.000019 2022-05-31 10:35:58.000018 [Sim]MESM2.CME Simulated order accepted 55976 55976 Limit 1 Sell 4124.00 Open Sim1 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:36:33.000000 2022-05-31 10:36:33.000000 [Sim]MESM2.CME Trade simulation fill. Bid: 4124.00 Ask: 4124.25 Last: 4124.25 55976 55976 Limit 1 Sell 4124.00 Filled 4124.00 1 Sim1 Close 2 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 10:36:33.000001 2022-05-31 10:36:33.000000 [Sim]MESM2.CME Trade simulation fill. Bid: 4124.00 Ask: 4124.25 Last: 4124.25 55976 55976 Limit 1 Sell 4124.00 Filled 4124.00 1 Sim1 Close 1 55976.1 4124.25 4117.00 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:36:33.000002 2022-05-31 10:36:33.000000 [Sim]MESM2.CME Decrementing quantity (Scale out). Using specified quantity of 1. Using existing order price. Requested Price: 4109.50. Requested Quantity: 1 55972 55972 Stop 2 Sell 4109.50 Pending Modify Sim1 Close 55971 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:36:33.000003 2022-05-31 10:36:33.000000 [Sim]MESM2.CME Simulated order modify complete 55972 55972 Stop 1 Sell 4109.50 Open Sim1 Close 55971 1 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:36:33.000004 2022-05-31 10:36:33.000000 [Sim]MESM2.CME Scale-Out: Modifying quantity of OCO/Child order. 55972 55972 Stop 1 Sell 4109.50 Open Sim1 Close 55971 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:36:34.000175 2022-05-31 10:36:34.000175 [Sim]MESM2.CME Trade simulation fill. Bid: 4125.25 Ask: 4125.50 Last: 4125.50 55969 55969 Limit 1 Sell 4125.00 Filled 4125.00 1 Sim1 Close 1 Scale_ES.twconfig 0.00 Day Fills 2022-05-31 10:36:34.000176 2022-05-31 10:36:34.000175 [Sim]MESM2.CME Trade simulation fill. Bid: 4125.25 Ask: 4125.50 Last: 4125.50 55969 55969 Limit 1 Sell 4125.00 Filled 4125.00 1 Sim1 Close 55969.1 4125.75 4123.75 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:36:34.000177 2022-05-31 10:36:34.000175 [Sim]MESM2.CME Scale-Out: Canceled OCO/Child order 55972 55972 Stop 1 Sell 4109.50 Pending Cancel Sim1 Close 55971 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:36:34.000178 2022-05-31 10:36:34.000175 [Sim]MESM2.CME Simulated order canceled 55972 55972 Stop 1 Sell 4109.50 Canceled Sim1 Close 55971 Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:36:34.000221 2022-05-31 10:31:21.000038 [Sim]MESM2.CME Initiating: Canceling orders on flat position 55973 55973 Limit 1 Buy 4115.00 Open Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:36:34.000222 2022-05-31 10:36:34.000221 [Sim]MESM2.CME Canceling orders on flat position 55973 55973 Limit 1 Buy 4115.00 Pending Cancel Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:36:34.000223 2022-05-31 10:36:34.000221 [Sim]MESM2.CME Simulated order canceled 55973 55973 Limit 1 Buy 4115.00 Canceled Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:36:34.000224 2022-05-31 10:36:34.000221 [Sim]MESM2.CME Canceling orders on flat position 55974 55974 Limit 1 Buy 4115.75 Pending Cancel Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 10:36:34.000225 2022-05-31 10:36:34.000221 [Sim]MESM2.CME Simulated order canceled 55974 55974 Limit 1 Buy 4115.75 Canceled Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-05-31 21:27:47.996158 00:00:00.000000 [Sim]MESM2.CME Cleared trade data Unspecified Sim1 0.00 Day Orders 2022-05-31 21:29:06.727444 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim1 0.00 Day Orders 2022-06-01 12:36:08.335908 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-06-01 12:36:08.336916 2022-06-01 12:36:08.336895 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order entry. Flatten&Cancel | Last: 4099. Current Position quantity: -3 | AO=0 56154 Market 3 Buy Order Sent Sim2 Close -3 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:36:08.337016 2022-06-01 12:36:08.337012 [Sim]MESM2.CME Simulated order accepted 56154 56154 Market 3 Buy Open Sim2 Close -3 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:36:08.337175 2022-06-01 12:36:08.337171 [Sim]MESM2.CME Trade simulation fill. Bid: 4099.00 Ask: 4099.25 Last: 4099.00 56154 56154 Market 3 Buy Filled 4099.25 3 Sim2 Close -3 Scale_ES.twconfig 0.00 Day Fills 2022-06-01 12:36:08.337192 2022-06-01 12:36:08.337167 [Sim]MESM2.CME Trade simulation fill. Bid: 4099.00 Ask: 4099.25 Last: 4099.00 56154 56154 Market 3 Buy Filled 4099.25 3 Sim2 Close 56154.1 4099.00 4098.50 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:36:45.708336 2022-06-01 12:36:45.708327 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4100.5 | AO=1. Attached Order 56156 Stop Sell 4082.50 Pending Child-Client Sim1 Close 56155 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:36:45.708389 2022-06-01 12:36:45.708384 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4100.5 | AO=1 56155 Limit 1 Buy 4088.50 Order Sent Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:36:45.708414 2022-06-01 12:36:45.708411 [Sim]MESM2.CME Simulated order accepted 56155 56155 Limit 1 Buy 4088.50 Open Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:36:47.237616 2022-06-01 12:36:47.237601 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | User order cancel 56155 56155 Limit 1 Buy 4088.50 Pending Cancel Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:36:47.237688 2022-06-01 12:36:47.237682 [Sim]MESM2.CME Simulated order canceled 56155 56155 Limit 1 Buy 4088.50 Canceled Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:36:47.237711 2022-06-01 12:36:47.237708 [Sim]MESM2.CME Canceling child orders of internal order ID 56155. Internal cancel 56156 Stop Sell 4082.50 Pending Cancel Sim1 Close 56155 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:36:47.237728 2022-06-01 12:36:47.237727 [Sim]MESM2.CME Canceling child orders of internal order ID 56155. Internal cancel 56156 Stop Sell 4082.50 Canceled Sim1 Close 56155 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:36:57.351737 2022-06-01 12:36:57.351726 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4102.75 | AO=1. Attached Order 56158 Stop Sell 4081.75 Pending Child-Client Sim1 Close 56157 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:36:57.351793 2022-06-01 12:36:57.351789 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4102.75 | AO=1 56157 Limit 1 Buy 4087.75 Order Sent Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:36:57.351817 2022-06-01 12:36:57.351815 [Sim]MESM2.CME Simulated order accepted 56157 56157 Limit 1 Buy 4087.75 Open Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:36:57.351881 2022-06-01 12:36:57.351850 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4102.75 | AO=1. Attached Order 56160 Stop Sell 4081.75 Pending Child-Client Sim2 Close 56159 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:36:57.351901 2022-06-01 12:36:57.351894 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4102.75 | AO=1 56159 Limit 1 Buy 4087.75 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:36:57.351916 2022-06-01 12:36:57.351914 [Sim]MESM2.CME Simulated order accepted 56159 56159 Limit 1 Buy 4087.75 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:36:59.011206 2022-06-01 12:36:59.011196 [Sim]MESM2.CME ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order cancel 56157 56157 Limit 1 Buy 4087.75 Pending Cancel Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:36:59.011466 2022-06-01 12:36:59.011455 [Sim]MESM2.CME Simulated order canceled 56157 56157 Limit 1 Buy 4087.75 Canceled Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:36:59.011501 2022-06-01 12:36:59.011499 [Sim]MESM2.CME Canceling child orders of internal order ID 56157. Internal cancel 56158 Stop Sell 4081.75 Pending Cancel Sim1 Close 56157 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:36:59.011514 2022-06-01 12:36:59.011512 [Sim]MESM2.CME Canceling child orders of internal order ID 56157. Internal cancel 56158 Stop Sell 4081.75 Canceled Sim1 Close 56157 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:36:59.011552 2022-06-01 12:36:59.011537 [Sim]MESM2.CME Canceling child orders of internal order ID 56157. Internal cancel 56160 Stop Sell 4081.75 Pending Cancel Sim2 Close 56159 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:36:59.011576 2022-06-01 12:36:59.011573 [Sim]MESM2.CME Canceling child orders of internal order ID 56157. Internal cancel 56160 Stop Sell 4081.75 Canceled Sim2 Close 56159 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:36:59.011629 2022-06-01 12:36:59.011624 [Sim]MESM2.CME ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order cancel 56159 56159 Limit 1 Buy 4087.75 Pending Cancel Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:36:59.011657 2022-06-01 12:36:59.011652 [Sim]MESM2.CME Simulated order canceled 56159 56159 Limit 1 Buy 4087.75 Canceled Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:52.726419 2022-06-01 12:37:52.726409 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4103.5 | AO=1. Attached Order 56162 Stop Sell 4097.25 Pending Child-Client Sim1 Close 56161 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:52.726807 2022-06-01 12:37:52.726792 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4103.5 | AO=1 56161 Limit 1 Buy 4103.25 Order Sent Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:52.726848 2022-06-01 12:37:52.726845 [Sim]MESM2.CME Simulated order accepted 56161 56161 Limit 1 Buy 4103.25 Open Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:52.726895 2022-06-01 12:37:52.726890 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4103.5 | AO=1. Attached Order 56164 Stop Sell 4097.25 Pending Child-Client Sim2 Close 56163 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:52.726914 2022-06-01 12:37:52.726910 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4103.5 | AO=1 56163 Limit 1 Buy 4103.25 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:52.726929 2022-06-01 12:37:52.726927 [Sim]MESM2.CME Simulated order accepted 56163 56163 Limit 1 Buy 4103.25 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:53.189626 2022-06-01 12:37:53.189616 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4103.25 | AO=1. Attached Order 56166 Stop Sell 4097.25 Pending Child-Client Sim1 Close 56165 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:53.189680 2022-06-01 12:37:53.189675 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4103.25 | AO=1 56165 Limit 1 Buy 4103.25 Order Sent Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:53.189702 2022-06-01 12:37:53.189700 [Sim]MESM2.CME Simulated order accepted 56165 56165 Limit 1 Buy 4103.25 Open Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:53.189738 2022-06-01 12:37:53.189733 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4103.25 | AO=1. Attached Order 56168 Stop Sell 4097.25 Pending Child-Client Sim2 Close 56167 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:53.189751 2022-06-01 12:37:53.189747 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4103.25 | AO=1 56167 Limit 1 Buy 4103.25 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:53.189766 2022-06-01 12:37:53.189764 [Sim]MESM2.CME Simulated order accepted 56167 56167 Limit 1 Buy 4103.25 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:53.704695 2022-06-01 12:37:53.704685 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4103.25 | AO=1. Attached Order 56170 Stop Sell 4097.50 Pending Child-Client Sim1 Close 56169 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:53.704743 2022-06-01 12:37:53.704736 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4103.25 | AO=1 56169 Limit 1 Buy 4103.50 Order Sent Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:53.704769 2022-06-01 12:37:53.704766 [Sim]MESM2.CME Simulated order accepted 56169 56169 Limit 1 Buy 4103.50 Open Sim1 Open Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:53.704813 2022-06-01 12:37:53.704810 [Sim]MESM2.CME Trade simulation fill. Bid: 4103.25 Ask: 4103.50 Last: 4103.25 56169 56169 Limit 1 Buy 4103.50 Filled 4103.50 1 Sim1 Open Scale_ES.twconfig 0.00 Day Fills 2022-06-01 12:37:53.704829 2022-06-01 12:37:53.704803 [Sim]MESM2.CME Trade simulation fill. Bid: 4103.25 Ask: 4103.50 Last: 4103.25 56169 56169 Limit 1 Buy 4103.50 Filled 4103.50 1 Sim1 Open 1 56169.1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:53.704890 2022-06-01 12:37:53.704887 [Sim]MESM2.CME Auto-sent child from parent fill 56170 Stop 1 Sell 4097.50 Order Sent Sim1 Close 56169 1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:53.704914 2022-06-01 12:37:53.704913 [Sim]MESM2.CME Simulated order accepted 56170 56170 Stop 1 Sell 4097.50 Open Sim1 Close 56169 1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:53.704960 2022-06-01 12:37:53.704956 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4103.25 | AO=1. Attached Order 56172 Stop Sell 4097.50 Pending Child-Client Sim2 Close 56171 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:53.704988 2022-06-01 12:37:53.704983 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4103.25 | AO=1 56171 Limit 1 Buy 4103.50 Order Sent Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:53.705013 2022-06-01 12:37:53.705011 [Sim]MESM2.CME Simulated order accepted 56171 56171 Limit 1 Buy 4103.50 Open Sim2 Open Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:53.705063 2022-06-01 12:37:53.705059 [Sim]MESM2.CME Trade simulation fill. Bid: 4103.25 Ask: 4103.50 Last: 4103.25 56171 56171 Limit 1 Buy 4103.50 Filled 4103.50 1 Sim2 Open Scale_ES.twconfig 0.00 Day Fills 2022-06-01 12:37:53.705077 2022-06-01 12:37:53.705052 [Sim]MESM2.CME Trade simulation fill. Bid: 4103.25 Ask: 4103.50 Last: 4103.25 56171 56171 Limit 1 Buy 4103.50 Filled 4103.50 1 Sim2 Open 1 56171.1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:53.705132 2022-06-01 12:37:53.705129 [Sim]MESM2.CME Auto-sent child from parent fill 56172 Stop 1 Sell 4097.50 Order Sent Sim2 Close 56171 1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:53.705162 2022-06-01 12:37:53.705159 [Sim]MESM2.CME Simulated order accepted 56172 56172 Stop 1 Sell 4097.50 Open Sim2 Close 56171 1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:54.642958 2022-06-01 12:37:54.642946 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4103.5 | Scaling in | AO=0 56173 Limit 1 Buy 4103.25 Order Sent Sim1 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:54.643007 2022-06-01 12:37:54.643005 [Sim]MESM2.CME Simulated order accepted 56173 56173 Limit 1 Buy 4103.25 Open Sim1 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:54.643054 2022-06-01 12:37:54.643047 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4103.5 | Scaling in | AO=0 56174 Limit 1 Buy 4103.25 Order Sent Sim2 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:54.643073 2022-06-01 12:37:54.643070 [Sim]MESM2.CME Simulated order accepted 56174 56174 Limit 1 Buy 4103.25 Open Sim2 Open 1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:54.870211 2022-06-01 12:37:54.870205 [Sim]MESM2.CME Trade simulation fill. Bid: 4103.00 Ask: 4103.25 Last: 4103.25 56161 56161 Limit 1 Buy 4103.25 Filled 4103.25 1 Sim1 Open 1 Scale_ES.twconfig 0.00 Day Fills 2022-06-01 12:37:54.870237 2022-06-01 12:37:54.870201 [Sim]MESM2.CME Trade simulation fill. Bid: 4103.00 Ask: 4103.25 Last: 4103.25 56161 56161 Limit 1 Buy 4103.25 Filled 4103.25 1 Sim1 Open 2 56161.1 4103.50 4103.25 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:54.870296 2022-06-01 12:37:54.870293 [Sim]MESM2.CME Auto-sent child from parent fill 56162 Stop 1 Sell 4097.25 Order Sent Sim1 Close 56161 2 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:54.870335 2022-06-01 12:37:54.870332 [Sim]MESM2.CME Simulated order accepted 56162 56162 Stop 1 Sell 4097.25 Open Sim1 Close 56161 2 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:54.870383 2022-06-01 12:37:54.870380 [Sim]MESM2.CME Trade simulation fill. Bid: 4103.00 Ask: 4103.25 Last: 4103.25 56173 56173 Limit 1 Buy 4103.25 Filled 4103.25 1 Sim1 Open 2 Scale_ES.twconfig 0.00 Day Fills 2022-06-01 12:37:54.870400 2022-06-01 12:37:54.870363 [Sim]MESM2.CME Trade simulation fill. Bid: 4103.00 Ask: 4103.25 Last: 4103.25 56173 56173 Limit 1 Buy 4103.25 Filled 4103.25 1 Sim1 Open 3 56173.1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:54.870430 2022-06-01 12:37:53.704913 [Sim]MESM2.CME Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. 56170 56170 Stop 1 Sell 4097.50 Open Sim1 Close 56169 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:54.870466 2022-06-01 12:37:54.870463 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 2. Using existing order price. Requested Price: 4097.50. Requested Quantity: 2 56170 56170 Stop 1 Sell 4097.50 Pending Modify Sim1 Close 56169 3 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:54.870491 2022-06-01 12:37:54.870490 [Sim]MESM2.CME Simulated order modify complete 56170 56170 Stop 2 Sell 4097.50 Open Sim1 Close 56169 3 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:54.870532 2022-06-01 12:37:54.870529 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 2. Using existing order price. Requested Price: 4097.50. Requested Quantity: 2 56172 56172 Stop 1 Sell 4097.50 Pending Modify Sim2 Close 56171 1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:54.870556 2022-06-01 12:37:54.870554 [Sim]MESM2.CME Simulated order modify complete 56172 56172 Stop 2 Sell 4097.50 Open Sim2 Close 56171 1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:54.870607 2022-06-01 12:37:54.870603 [Sim]MESM2.CME Trade simulation fill. Bid: 4103.00 Ask: 4103.25 Last: 4103.00 56163 56163 Limit 1 Buy 4103.25 Filled 4103.25 1 Sim2 Open 1 Scale_ES.twconfig 0.00 Day Fills 2022-06-01 12:37:54.870617 2022-06-01 12:37:54.870578 [Sim]MESM2.CME Trade simulation fill. Bid: 4103.00 Ask: 4103.25 Last: 4103.00 56163 56163 Limit 1 Buy 4103.25 Filled 4103.25 1 Sim2 Open 2 56163.1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:54.870665 2022-06-01 12:37:54.870662 [Sim]MESM2.CME Auto-sent child from parent fill 56164 Stop 1 Sell 4097.25 Order Sent Sim2 Close 56163 2 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:54.870689 2022-06-01 12:37:54.870687 [Sim]MESM2.CME Simulated order accepted 56164 56164 Stop 1 Sell 4097.25 Open Sim2 Close 56163 2 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:54.870722 2022-06-01 12:37:54.870719 [Sim]MESM2.CME Trade simulation fill. Bid: 4103.00 Ask: 4103.25 Last: 4103.00 56167 56167 Limit 1 Buy 4103.25 Filled 4103.25 1 Sim2 Open 2 Scale_ES.twconfig 0.00 Day Fills 2022-06-01 12:37:54.870735 2022-06-01 12:37:54.870590 [Sim]MESM2.CME Trade simulation fill. Bid: 4103.00 Ask: 4103.25 Last: 4103.00 56167 56167 Limit 1 Buy 4103.25 Filled 4103.25 1 Sim2 Open 3 56167.1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:54.870762 2022-06-01 12:37:54.870760 [Sim]MESM2.CME Auto-sent child from parent fill 56168 Stop 1 Sell 4097.25 Order Sent Sim2 Close 56167 3 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:54.870786 2022-06-01 12:37:54.870784 [Sim]MESM2.CME Simulated order accepted 56168 56168 Stop 1 Sell 4097.25 Open Sim2 Close 56167 3 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:54.870822 2022-06-01 12:37:54.870819 [Sim]MESM2.CME Trade simulation fill. Bid: 4103.00 Ask: 4103.25 Last: 4103.00 56174 56174 Limit 1 Buy 4103.25 Filled 4103.25 1 Sim2 Open 3 Scale_ES.twconfig 0.00 Day Fills 2022-06-01 12:37:54.870833 2022-06-01 12:37:54.870600 [Sim]MESM2.CME Trade simulation fill. Bid: 4103.00 Ask: 4103.25 Last: 4103.00 56174 56174 Limit 1 Buy 4103.25 Filled 4103.25 1 Sim2 Open 4 56174.1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:54.870867 2022-06-01 12:37:54.870490 [Sim]MESM2.CME Updating move to breakeven stop reference price to 410337.5 56170 56170 Stop 2 Sell 4097.50 Open Sim1 Close 56169 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:54.870885 2022-06-01 12:37:54.870882 [Sim]MESM2.CME Trade simulation fill. Bid: 4103.00 Ask: 4103.25 Last: 4103.25 56165 56165 Limit 1 Buy 4103.25 Filled 4103.25 1 Sim1 Open 3 Scale_ES.twconfig 0.00 Day Fills 2022-06-01 12:37:54.870903 2022-06-01 12:37:54.870378 [Sim]MESM2.CME Trade simulation fill. Bid: 4103.00 Ask: 4103.25 Last: 4103.25 56165 56165 Limit 1 Buy 4103.25 Filled 4103.25 1 Sim1 Open 4 56165.1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:54.870934 2022-06-01 12:37:54.870931 [Sim]MESM2.CME Auto-sent child from parent fill 56166 Stop 1 Sell 4097.25 Order Sent Sim1 Close 56165 4 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:54.870959 2022-06-01 12:37:54.870957 [Sim]MESM2.CME Simulated order accepted 56166 56166 Stop 1 Sell 4097.25 Open Sim1 Close 56165 4 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:57.692609 2022-06-01 12:37:57.692598 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4103 | Scaling in | AO=0 56175 Limit 1 Buy 4103.00 Order Sent Sim1 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:57.692662 2022-06-01 12:37:57.692660 [Sim]MESM2.CME Simulated order accepted 56175 56175 Limit 1 Buy 4103.00 Open Sim1 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:57.692714 2022-06-01 12:37:57.692711 [Sim]MESM2.CME Trade simulation fill. Bid: 4102.75 Ask: 4103.00 Last: 4103.00 56175 56175 Limit 1 Buy 4103.00 Filled 4103.00 1 Sim1 Open 4 Scale_ES.twconfig 0.00 Day Fills 2022-06-01 12:37:57.692727 2022-06-01 12:37:57.692708 [Sim]MESM2.CME Trade simulation fill. Bid: 4102.75 Ask: 4103.00 Last: 4103.00 56175 56175 Limit 1 Buy 4103.00 Filled 4103.00 1 Sim1 Open 5 56175.1 4103.25 4103.00 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:57.692785 2022-06-01 12:37:54.870490 [Sim]MESM2.CME Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. 56170 56170 Stop 2 Sell 4097.50 Open Sim1 Close 56169 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:57.692818 2022-06-01 12:37:57.692816 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 3. Using existing order price. Requested Price: 4097.50. Requested Quantity: 3 56170 56170 Stop 2 Sell 4097.50 Pending Modify Sim1 Close 56169 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:57.692846 2022-06-01 12:37:57.692844 [Sim]MESM2.CME Simulated order modify complete 56170 56170 Stop 3 Sell 4097.50 Open Sim1 Close 56169 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:57.692884 2022-06-01 12:37:57.692881 [Sim]MESM2.CME Increasing order quantity (Scale In). Using specified quantity of 3. Using existing order price. Requested Price: 4097.50. Requested Quantity: 3 56172 56172 Stop 2 Sell 4097.50 Pending Modify Sim2 Close 56171 4 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:57.692903 2022-06-01 12:37:57.692901 [Sim]MESM2.CME Simulated order modify complete 56172 56172 Stop 3 Sell 4097.50 Open Sim2 Close 56171 4 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:57.692930 2022-06-01 12:37:57.692844 [Sim]MESM2.CME Updating move to breakeven stop reference price to 410325 56170 56170 Stop 3 Sell 4097.50 Open Sim1 Close 56169 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:57.692954 2022-06-01 12:37:57.692948 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4103 | Scaling in | AO=0 56176 Limit 1 Buy 4103.00 Order Sent Sim2 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:57.692977 2022-06-01 12:37:57.692975 [Sim]MESM2.CME Simulated order accepted 56176 56176 Limit 1 Buy 4103.00 Open Sim2 Open 4 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:57.693010 2022-06-01 12:37:57.693008 [Sim]MESM2.CME Trade simulation fill. Bid: 4102.75 Ask: 4103.00 Last: 4103.00 56176 56176 Limit 1 Buy 4103.00 Filled 4103.00 1 Sim2 Open 4 Scale_ES.twconfig 0.00 Day Fills 2022-06-01 12:37:57.693018 2022-06-01 12:37:57.692996 [Sim]MESM2.CME Trade simulation fill. Bid: 4102.75 Ask: 4103.00 Last: 4103.00 56176 56176 Limit 1 Buy 4103.00 Filled 4103.00 1 Sim2 Open 5 56176.1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:59.144905 2022-06-01 12:37:59.144892 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4102.75 | Scaling in | AO=0 56177 Limit 1 Buy 4102.75 Order Sent Sim1 Open 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:59.144978 2022-06-01 12:37:59.144975 [Sim]MESM2.CME Simulated order accepted 56177 56177 Limit 1 Buy 4102.75 Open Sim1 Open 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:59.145034 2022-06-01 12:37:59.145025 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4102.75 | Scaling in | AO=0 56178 Limit 1 Buy 4102.75 Order Sent Sim2 Open 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:37:59.145052 2022-06-01 12:37:59.145049 [Sim]MESM2.CME Simulated order accepted 56178 56178 Limit 1 Buy 4102.75 Open Sim2 Open 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:01.256424 2022-06-01 12:38:01.256415 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4103.5 | Scaling out | AO=0 56179 Limit 1 Sell 4105.25 Order Sent Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:01.256472 2022-06-01 12:38:01.256470 [Sim]MESM2.CME Simulated order accepted 56179 56179 Limit 1 Sell 4105.25 Open Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:01.256542 2022-06-01 12:38:01.256535 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4103.5 | Scaling out | AO=0 56180 Limit 1 Sell 4105.25 Order Sent Sim2 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:01.256562 2022-06-01 12:38:01.256560 [Sim]MESM2.CME Simulated order accepted 56180 56180 Limit 1 Sell 4105.25 Open Sim2 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:01.725411 2022-06-01 12:38:01.725400 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4103.25 | Scaling out | AO=0 56181 Limit 1 Sell 4106.00 Order Sent Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:01.725469 2022-06-01 12:38:01.725466 [Sim]MESM2.CME Simulated order accepted 56181 56181 Limit 1 Sell 4106.00 Open Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:01.725531 2022-06-01 12:38:01.725523 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4103.25 | Scaling out | AO=0 56182 Limit 1 Sell 4106.00 Order Sent Sim2 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:01.725546 2022-06-01 12:38:01.725544 [Sim]MESM2.CME Simulated order accepted 56182 56182 Limit 1 Sell 4106.00 Open Sim2 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:02.067210 2022-06-01 12:38:02.067198 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4102.75 | Scaling out | AO=0 56183 Limit 1 Sell 4106.75 Order Sent Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:02.067281 2022-06-01 12:38:02.067278 [Sim]MESM2.CME Simulated order accepted 56183 56183 Limit 1 Sell 4106.75 Open Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:02.067346 2022-06-01 12:38:02.067339 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4102.75 | Scaling out | AO=0 56184 Limit 1 Sell 4106.75 Order Sent Sim2 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:02.067361 2022-06-01 12:38:02.067358 [Sim]MESM2.CME Simulated order accepted 56184 56184 Limit 1 Sell 4106.75 Open Sim2 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:02.973954 2022-06-01 12:38:02.973945 [Sim]MESM2.CME Trade simulation fill. Bid: 4102.75 Ask: 4102.75 Last: 4102.75 56178 56178 Limit 1 Buy 4102.75 Filled 4102.75 1 Sim2 Open 5 Scale_ES.twconfig 0.00 Day Fills 2022-06-01 12:38:02.973981 2022-06-01 12:38:02.973940 [Sim]MESM2.CME Trade simulation fill. Bid: 4102.75 Ask: 4102.75 Last: 4102.75 56178 56178 Limit 1 Buy 4102.75 Filled 4102.75 1 Sim2 Open 6 56178.1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:05.629422 2022-06-01 12:38:05.629407 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | User order cancel 56177 56177 Limit 1 Buy 4102.75 Pending Cancel Sim1 Open 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:05.629496 2022-06-01 12:38:05.629489 [Sim]MESM2.CME Simulated order canceled 56177 56177 Limit 1 Buy 4102.75 Canceled Sim1 Open 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:05.629530 2022-06-01 12:38:05.629524 [Sim]MESM2.CME Order cancellation failed | The order is no longer working and cannot be canceled 56178 56178 Limit 1 Buy 4102.75 Filled 4102.75 1 Sim2 Open 6 56178.1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:08.467586 2022-06-01 12:38:08.467581 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | User order modification. Requested Price: 4097.25. Requested Quantity: 3 56170 56170 Stop 3 Sell 4097.50 Pending Modify Sim1 Close 56169 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:08.467640 2022-06-01 12:38:08.467637 [Sim]MESM2.CME Simulated order modify complete 56170 56170 Stop 3 Sell 4097.25 Open Sim1 Close 56169 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:08.467692 2022-06-01 12:38:08.467687 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | User order modification. Requested Price: 4097.25. Requested Quantity: 3 56172 56172 Stop 3 Sell 4097.50 Pending Modify Sim2 Close 56171 6 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:08.467711 2022-06-01 12:38:08.467705 [Sim]MESM2.CME Simulated order modify complete 56172 56172 Stop 3 Sell 4097.25 Open Sim2 Close 56171 6 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:08.956500 2022-06-01 12:38:08.956493 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | User order modification. Requested Price: 4097.00. Requested Quantity: 1 56162 56162 Stop 1 Sell 4097.25 Pending Modify Sim1 Close 56161 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:08.956538 2022-06-01 12:38:08.956536 [Sim]MESM2.CME Simulated order modify complete 56162 56162 Stop 1 Sell 4097.00 Open Sim1 Close 56161 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:08.956602 2022-06-01 12:38:08.956598 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | User order modification. Requested Price: 4097.00. Requested Quantity: 1 56164 56164 Stop 1 Sell 4097.25 Pending Modify Sim2 Close 56163 6 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:08.956622 2022-06-01 12:38:08.956620 [Sim]MESM2.CME Simulated order modify complete 56164 56164 Stop 1 Sell 4097.00 Open Sim2 Close 56163 6 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:12.051718 2022-06-01 12:38:12.051712 [Sim]MESM2.CME ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4105.00. Requested Quantity: 1 56179 56179 Limit 1 Sell 4105.25 Pending Modify Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:12.051757 2022-06-01 12:38:12.051754 [Sim]MESM2.CME Simulated order modify complete 56179 56179 Limit 1 Sell 4105.00 Open Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:12.051814 2022-06-01 12:38:12.051810 [Sim]MESM2.CME ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4105.00. Requested Quantity: 1 56180 56180 Limit 1 Sell 4105.25 Pending Modify Sim2 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:12.051831 2022-06-01 12:38:12.051829 [Sim]MESM2.CME Simulated order modify complete 56180 56180 Limit 1 Sell 4105.00 Open Sim2 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:12.939618 2022-06-01 12:38:12.939610 [Sim]MESM2.CME ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4105.25. Requested Quantity: 1 56181 56181 Limit 1 Sell 4106.00 Pending Modify Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:12.939669 2022-06-01 12:38:12.939666 [Sim]MESM2.CME Simulated order modify complete 56181 56181 Limit 1 Sell 4105.25 Open Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:12.939743 2022-06-01 12:38:12.939736 [Sim]MESM2.CME ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4105.25. Requested Quantity: 1 56182 56182 Limit 1 Sell 4106.00 Pending Modify Sim2 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:12.939769 2022-06-01 12:38:12.939766 [Sim]MESM2.CME Simulated order modify complete 56182 56182 Limit 1 Sell 4105.25 Open Sim2 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:13.587855 2022-06-01 12:38:13.587850 [Sim]MESM2.CME ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4106.25. Requested Quantity: 1 56183 56183 Limit 1 Sell 4106.75 Pending Modify Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:13.587891 2022-06-01 12:38:13.587889 [Sim]MESM2.CME Simulated order modify complete 56183 56183 Limit 1 Sell 4106.25 Open Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:13.587947 2022-06-01 12:38:13.587943 [Sim]MESM2.CME ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4106.25. Requested Quantity: 1 56184 56184 Limit 1 Sell 4106.75 Pending Modify Sim2 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:13.587966 2022-06-01 12:38:13.587961 [Sim]MESM2.CME Simulated order modify complete 56184 56184 Limit 1 Sell 4106.25 Open Sim2 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:17.860435 2022-06-01 12:38:17.860429 [Sim]MESM2.CME ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4104.75. Requested Quantity: 1 56179 56179 Limit 1 Sell 4105.00 Pending Modify Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:17.860492 2022-06-01 12:38:17.860489 [Sim]MESM2.CME Simulated order modify complete 56179 56179 Limit 1 Sell 4104.75 Open Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:17.860559 2022-06-01 12:38:17.860552 [Sim]MESM2.CME ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4104.75. Requested Quantity: 1 56180 56180 Limit 1 Sell 4105.00 Pending Modify Sim2 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:17.860577 2022-06-01 12:38:17.860574 [Sim]MESM2.CME Simulated order modify complete 56180 56180 Limit 1 Sell 4104.75 Open Sim2 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:18.472853 2022-06-01 12:38:18.472848 [Sim]MESM2.CME ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4104.50. Requested Quantity: 1 56181 56181 Limit 1 Sell 4105.25 Pending Modify Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:18.472887 2022-06-01 12:38:18.472885 [Sim]MESM2.CME Simulated order modify complete 56181 56181 Limit 1 Sell 4104.50 Open Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:18.472946 2022-06-01 12:38:18.472941 [Sim]MESM2.CME ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4104.50. Requested Quantity: 1 56182 56182 Limit 1 Sell 4105.25 Pending Modify Sim2 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:18.472962 2022-06-01 12:38:18.472960 [Sim]MESM2.CME Simulated order modify complete 56182 56182 Limit 1 Sell 4104.50 Open Sim2 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:19.348919 2022-06-01 12:38:19.348913 [Sim]MESM2.CME ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4103.50. Requested Quantity: 1 56179 56179 Limit 1 Sell 4104.75 Pending Modify Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:19.348974 2022-06-01 12:38:19.348973 [Sim]MESM2.CME Simulated order modify complete 56179 56179 Limit 1 Sell 4103.50 Open Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:19.349024 2022-06-01 12:38:19.349020 [Sim]MESM2.CME ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4103.50. Requested Quantity: 1 56180 56180 Limit 1 Sell 4104.75 Pending Modify Sim2 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:19.349036 2022-06-01 12:38:19.349034 [Sim]MESM2.CME Simulated order modify complete 56180 56180 Limit 1 Sell 4103.50 Open Sim2 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:21.493468 2022-06-01 12:38:21.493462 [Sim]MESM2.CME ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4104.50. Requested Quantity: 1 56183 56183 Limit 1 Sell 4106.25 Pending Modify Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:21.493519 2022-06-01 12:38:21.493517 [Sim]MESM2.CME Simulated order modify complete 56183 56183 Limit 1 Sell 4104.50 Open Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:21.493579 2022-06-01 12:38:21.493575 [Sim]MESM2.CME ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4104.50. Requested Quantity: 1 56184 56184 Limit 1 Sell 4106.25 Pending Modify Sim2 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:21.493591 2022-06-01 12:38:21.493589 [Sim]MESM2.CME Simulated order modify complete 56184 56184 Limit 1 Sell 4104.50 Open Sim2 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:22.275377 2022-06-01 12:38:22.275372 [Sim]MESM2.CME ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4104.25. Requested Quantity: 1 56181 56181 Limit 1 Sell 4104.50 Pending Modify Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:22.275417 2022-06-01 12:38:22.275414 [Sim]MESM2.CME Simulated order modify complete 56181 56181 Limit 1 Sell 4104.25 Open Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:22.275477 2022-06-01 12:38:22.275473 [Sim]MESM2.CME ESM2.CME/MESM2.CME [CV] 1 Min #10 | User order modification. Requested Price: 4104.25. Requested Quantity: 1 56182 56182 Limit 1 Sell 4104.50 Pending Modify Sim2 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:22.275499 2022-06-01 12:38:22.275497 [Sim]MESM2.CME Simulated order modify complete 56182 56182 Limit 1 Sell 4104.25 Open Sim2 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:28.541328 2022-06-01 12:38:28.541322 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | User order modification. Requested Price: 4103.75. Requested Quantity: 1 56179 56179 Limit 1 Sell 4103.50 Pending Modify Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:28.541371 2022-06-01 12:38:28.541368 [Sim]MESM2.CME Simulated order modify complete 56179 56179 Limit 1 Sell 4103.75 Open Sim1 Close 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:28.541442 2022-06-01 12:38:28.541437 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | User order modification. Requested Price: 4103.75. Requested Quantity: 1 56180 56180 Limit 1 Sell 4103.50 Pending Modify Sim2 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:38:28.541472 2022-06-01 12:38:28.541469 [Sim]MESM2.CME Simulated order modify complete 56180 56180 Limit 1 Sell 4103.75 Open Sim2 Close 6 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:25.194793 2022-06-01 12:39:25.194786 [Sim]MESM2.CME Trade simulation fill. Bid: 4103.75 Ask: 4103.75 Last: 4103.75 56179 56179 Limit 1 Sell 4103.75 Filled 4103.75 1 Sim1 Close 5 Scale_ES.twconfig 0.00 Day Fills 2022-06-01 12:39:25.194820 2022-06-01 12:39:25.194782 [Sim]MESM2.CME Trade simulation fill. Bid: 4103.75 Ask: 4103.75 Last: 4103.75 56179 56179 Limit 1 Sell 4103.75 Filled 4103.75 1 Sim1 Close 4 56179.1 4104.00 4101.50 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:25.194903 2022-06-01 12:39:25.194901 [Sim]MESM2.CME Scale-Out: Canceled OCO/Child order 56162 56162 Stop 1 Sell 4097.00 Pending Cancel Sim1 Close 56161 4 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:25.194948 2022-06-01 12:39:25.194946 [Sim]MESM2.CME Simulated order canceled 56162 56162 Stop 1 Sell 4097.00 Canceled Sim1 Close 56161 4 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:25.194965 2022-06-01 12:39:25.194962 [Sim]MESM2.CME Scale-Out: Canceled OCO/Child order 56164 56164 Stop 1 Sell 4097.00 Pending Cancel Sim2 Close 56163 6 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:25.194979 2022-06-01 12:39:25.194976 [Sim]MESM2.CME Simulated order canceled 56164 56164 Stop 1 Sell 4097.00 Canceled Sim2 Close 56163 6 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:25.348955 2022-06-01 12:39:25.348947 [Sim]MESM2.CME Trade simulation fill. Bid: 4103.75 Ask: 4104.00 Last: 4103.75 56180 56180 Limit 1 Sell 4103.75 Filled 4103.75 1 Sim2 Close 6 Scale_ES.twconfig 0.00 Day Fills 2022-06-01 12:39:25.348981 2022-06-01 12:39:25.348942 [Sim]MESM2.CME Trade simulation fill. Bid: 4103.75 Ask: 4104.00 Last: 4103.75 56180 56180 Limit 1 Sell 4103.75 Filled 4103.75 1 Sim2 Close 5 56180.1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:25.349054 2022-06-01 12:39:25.349051 [Sim]MESM2.CME Scale-Out: Canceled OCO/Child order 56168 56168 Stop 1 Sell 4097.25 Pending Cancel Sim2 Close 56167 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:25.349078 2022-06-01 12:39:25.349075 [Sim]MESM2.CME Simulated order canceled 56168 56168 Stop 1 Sell 4097.25 Canceled Sim2 Close 56167 5 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:38.822500 2022-06-01 12:39:38.822490 [Sim]MESM2.CME Trade simulation fill. Bid: 4104.25 Ask: 4104.25 Last: 4104.25 56182 56182 Limit 1 Sell 4104.25 Filled 4104.25 1 Sim2 Close 5 Scale_ES.twconfig 0.00 Day Fills 2022-06-01 12:39:38.822531 2022-06-01 12:39:38.822483 [Sim]MESM2.CME Trade simulation fill. Bid: 4104.25 Ask: 4104.25 Last: 4104.25 56182 56182 Limit 1 Sell 4104.25 Filled 4104.25 1 Sim2 Close 4 56182.1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:38.822626 2022-06-01 12:39:38.822623 [Sim]MESM2.CME Decrementing quantity (Scale out). Using specified quantity of 2. Using existing order price. Requested Price: 4097.25. Requested Quantity: 2 56172 56172 Stop 3 Sell 4097.25 Pending Modify Sim2 Close 56171 4 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:38.822655 2022-06-01 12:39:38.822653 [Sim]MESM2.CME Simulated order modify complete 56172 56172 Stop 2 Sell 4097.25 Open Sim2 Close 56171 4 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:38.822691 2022-06-01 12:39:38.822653 [Sim]MESM2.CME Scale-Out: Modifying quantity of OCO/Child order. 56172 56172 Stop 2 Sell 4097.25 Open Sim2 Close 56171 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:42.557791 2022-06-01 12:39:42.557785 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | User order modification. Requested Price: 4104.25. Requested Quantity: 1 56183 56183 Limit 1 Sell 4104.50 Pending Modify Sim1 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:42.557848 2022-06-01 12:39:42.557846 [Sim]MESM2.CME Simulated order modify complete 56183 56183 Limit 1 Sell 4104.25 Open Sim1 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:42.557904 2022-06-01 12:39:42.557899 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | User order modification. Requested Price: 4104.25. Requested Quantity: 1 56184 56184 Limit 1 Sell 4104.50 Pending Modify Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:42.557918 2022-06-01 12:39:42.557916 [Sim]MESM2.CME Simulated order modify complete 56184 56184 Limit 1 Sell 4104.25 Open Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:49.578946 2022-06-01 12:39:49.578928 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4103.75 | Scaling out | AO=0 56185 Limit 1 Sell 4104.25 Order Sent Sim1 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:49.579006 2022-06-01 12:39:49.579003 [Sim]MESM2.CME Simulated order accepted 56185 56185 Limit 1 Sell 4104.25 Open Sim1 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:49.579065 2022-06-01 12:39:49.579059 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | Trade DOM/User order entry | Last: 4103.75 | Scaling out | AO=0 56186 Limit 1 Sell 4104.25 Order Sent Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:49.579099 2022-06-01 12:39:49.579095 [Sim]MESM2.CME Simulated order accepted 56186 56186 Limit 1 Sell 4104.25 Open Sim2 Close 4 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:52.667605 2022-06-01 12:39:52.667600 [Sim]MESM2.CME Trade simulation fill. Bid: 4104.25 Ask: 4104.25 Last: 4104.25 56181 56181 Limit 1 Sell 4104.25 Filled 4104.25 1 Sim1 Close 4 Scale_ES.twconfig 0.00 Day Fills 2022-06-01 12:39:52.667643 2022-06-01 12:39:52.667596 [Sim]MESM2.CME Trade simulation fill. Bid: 4104.25 Ask: 4104.25 Last: 4104.25 56181 56181 Limit 1 Sell 4104.25 Filled 4104.25 1 Sim1 Close 3 56181.1 4104.50 4103.25 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:52.667715 2022-06-01 12:39:52.667713 [Sim]MESM2.CME Scale-Out: Canceled OCO/Child order 56166 56166 Stop 1 Sell 4097.25 Pending Cancel Sim1 Close 56165 3 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:52.667741 2022-06-01 12:39:52.667738 [Sim]MESM2.CME Simulated order canceled 56166 56166 Stop 1 Sell 4097.25 Canceled Sim1 Close 56165 3 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:52.667830 2022-06-01 12:39:52.667826 [Sim]MESM2.CME Trade simulation fill. Bid: 4104.25 Ask: 4104.25 Last: 4104.25 56183 56183 Limit 1 Sell 4104.25 Filled 4104.25 1 Sim1 Close 3 Scale_ES.twconfig 0.00 Day Fills 2022-06-01 12:39:52.667850 2022-06-01 12:39:52.667823 [Sim]MESM2.CME Trade simulation fill. Bid: 4104.25 Ask: 4104.25 Last: 4104.25 56183 56183 Limit 1 Sell 4104.25 Filled 4104.25 1 Sim1 Close 2 56183.1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:52.667893 2022-06-01 12:39:52.667891 [Sim]MESM2.CME Decrementing quantity (Scale out). Using specified quantity of 2. Using existing order price. Requested Price: 4097.25. Requested Quantity: 2 56170 56170 Stop 3 Sell 4097.25 Pending Modify Sim1 Close 56169 2 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:52.667928 2022-06-01 12:39:52.667925 [Sim]MESM2.CME Simulated order modify complete 56170 56170 Stop 2 Sell 4097.25 Open Sim1 Close 56169 2 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:52.667979 2022-06-01 12:39:52.667975 [Sim]MESM2.CME Trade simulation fill. Bid: 4104.25 Ask: 4104.50 Last: 4104.25 56185 56185 Limit 1 Sell 4104.25 Filled 4104.25 1 Sim1 Close 2 Scale_ES.twconfig 0.00 Day Fills 2022-06-01 12:39:52.667989 2022-06-01 12:39:52.667972 [Sim]MESM2.CME Trade simulation fill. Bid: 4104.25 Ask: 4104.50 Last: 4104.25 56185 56185 Limit 1 Sell 4104.25 Filled 4104.25 1 Sim1 Close 1 56185.1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:52.668051 2022-06-01 12:39:52.668049 [Sim]MESM2.CME Decrementing quantity (Scale out). Using specified quantity of 1. Using existing order price. Requested Price: 4097.25. Requested Quantity: 1 56170 56170 Stop 2 Sell 4097.25 Pending Modify Sim1 Close 56169 1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:52.668082 2022-06-01 12:39:52.668080 [Sim]MESM2.CME Simulated order modify complete 56170 56170 Stop 1 Sell 4097.25 Open Sim1 Close 56169 1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:52.668116 2022-06-01 12:39:52.668114 [Sim]MESM2.CME Decrementing quantity (Scale out). Using specified quantity of 1. Using existing order price. Requested Price: 4097.25. Requested Quantity: 1 56172 56172 Stop 2 Sell 4097.25 Pending Modify Sim2 Close 56171 4 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:52.668136 2022-06-01 12:39:52.668133 [Sim]MESM2.CME Simulated order modify complete 56172 56172 Stop 1 Sell 4097.25 Open Sim2 Close 56171 4 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:52.668167 2022-06-01 12:39:52.668165 [Sim]MESM2.CME Trade simulation fill. Bid: 4104.25 Ask: 4104.50 Last: 4104.50 56184 56184 Limit 1 Sell 4104.25 Filled 4104.25 1 Sim2 Close 4 Scale_ES.twconfig 0.00 Day Fills 2022-06-01 12:39:52.668179 2022-06-01 12:39:52.668157 [Sim]MESM2.CME Trade simulation fill. Bid: 4104.25 Ask: 4104.50 Last: 4104.50 56184 56184 Limit 1 Sell 4104.25 Filled 4104.25 1 Sim2 Close 3 56184.1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:52.668223 2022-06-01 12:39:52.668220 [Sim]MESM2.CME Scale-Out: Canceled OCO/Child order 56172 56172 Stop 1 Sell 4097.25 Pending Cancel Sim2 Close 56171 3 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:52.668244 2022-06-01 12:39:52.668241 [Sim]MESM2.CME Simulated order canceled 56172 56172 Stop 1 Sell 4097.25 Canceled Sim2 Close 56171 3 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:52.668271 2022-06-01 12:39:52.668268 [Sim]MESM2.CME Trade simulation fill. Bid: 4104.25 Ask: 4104.50 Last: 4104.50 56186 56186 Limit 1 Sell 4104.25 Filled 4104.25 1 Sim2 Close 3 Scale_ES.twconfig 0.00 Day Fills 2022-06-01 12:39:52.668284 2022-06-01 12:39:52.668163 [Sim]MESM2.CME Trade simulation fill. Bid: 4104.25 Ask: 4104.50 Last: 4104.50 56186 56186 Limit 1 Sell 4104.25 Filled 4104.25 1 Sim2 Close 2 56186.1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:52.668316 2022-06-01 12:39:52.668080 [Sim]MESM2.CME Scale-Out: Modifying quantity of OCO/Child order. 56170 56170 Stop 1 Sell 4097.25 Open Sim1 Close 56169 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:52.668338 2022-06-01 12:39:52.668335 [Sim]MESM2.CME Order modification failed (InternalOrderID) | Unable to modify order because it is no longer working 56172 56172 Stop 1 Sell 4097.25 Canceled Sim2 Close 56171 2 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:52.668367 2022-06-01 12:39:52.668080 [Sim]MESM2.CME Scale-Out: Modifying quantity of OCO/Child order. 56170 56170 Stop 1 Sell 4097.25 Open Sim1 Close 56169 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:56.390204 2022-06-01 12:39:56.390198 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] #9 | User order modification. Requested Price: 4103.25. Requested Quantity: 1 56170 56170 Stop 1 Sell 4097.25 Pending Modify Sim1 Close 56169 1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:56.390246 2022-06-01 12:39:56.390243 [Sim]MESM2.CME Simulated order modify complete 56170 56170 Stop 1 Sell 4103.25 Open Sim1 Close 56169 1 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:56.390283 2022-06-01 12:39:56.390278 [Sim]MESM2.CME Order modification failed (InternalOrderID) | Unable to modify order because it is no longer working 56172 56172 Stop 1 Sell 4097.25 Canceled Sim2 Close 56171 2 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:39:56.865801 2022-06-01 12:39:56.865793 [Sim]MESM2.CME Trade simulation fill. Bid: 4103.25 Ask: 4103.50 Last: 4103.25 56170 56170 Stop 1 Sell 4103.25 Filled 4103.25 1 Sim1 Close 56169 1 Scale_ES.twconfig 0.00 Day Fills 2022-06-01 12:39:56.865832 2022-06-01 12:39:56.865788 [Sim]MESM2.CME Trade simulation fill. Bid: 4103.25 Ask: 4103.50 Last: 4103.25 56170 56170 Stop 1 Sell 4103.25 Filled 4103.25 1 Sim1 Close 56169 56170.1 4104.75 4103.50 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:40:51.212474 00:00:00.000000 [Sim]MESM2.CME No working orders to cancel for Symbol and Account Unspecified Sim2 0.00 Day Orders 2022-06-01 12:40:51.213207 2022-06-01 12:40:51.213187 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order entry. Flatten&Cancel | Last: 4101. Current Position quantity: 2 | AO=0 56187 Market 2 Sell Order Sent Sim2 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:40:51.213336 2022-06-01 12:40:51.213331 [Sim]MESM2.CME Simulated order accepted 56187 56187 Market 2 Sell Open Sim2 Close 2 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:40:51.213391 2022-06-01 12:40:51.213386 [Sim]MESM2.CME Trade simulation fill. Bid: 4101.00 Ask: 4101.25 Last: 4101.00 56187 56187 Market 2 Sell Filled 4101.00 2 Sim2 Close 2 Scale_ES.twconfig 0.00 Day Fills 2022-06-01 12:40:51.213409 2022-06-01 12:40:51.213382 [Sim]MESM2.CME Trade simulation fill. Bid: 4101.00 Ask: 4101.25 Last: 4101.00 56187 56187 Market 2 Sell Filled 4101.00 2 Sim2 Close 56187.1 4104.50 4100.75 Scale_ES.twconfig 0.00 Day Orders 2022-06-01 12:40:52.479257 00:00:00.000000 [Sim]MESM2.CME ESM2.CME/MESM2.CME [C] 2600 Volume #8 | User order entry | Unable to Flatten/Reverse. Position does not exist Unspecified Sim2 Scale_ES.twconfig 0.00 Day