Limit: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Order 2016-04-07 10:54:37.301 [Sim]GC-201608-NYMEX Simulated order canceled 94967 94967 Stop 1 Sell 1233.7 Canceled Sim1 Close 94965 Order 2016-04-07 10:54:37.300 [Sim]GC-201608-NYMEX Canceling order due to sibling fill 94967 94967 Stop 1 Sell 1233.7 Pending Cancel Sim1 Close 94965 Fill 2016-04-07 10:54:37.299 [Sim]GC-201608-NYMEX Trade simulation fill. Bid: 1237.2 Ask: 1237.3 Last: 1237.2 94966 94966 Limit 1 Sell 1235.7 Filled 1237.2 1 Sim1 Close 94966.6 Order 2016-04-07 10:54:37.298 [Sim]GC-201608-NYMEX Trade simulation fill. Bid: 1237.2 Ask: 1237.3 Last: 1237.2 94966 94966 Limit 1 Sell 1235.7 Filled 1237.2 1 Sim1 Close 94965 1 Order 2016-04-07 10:54:37.125 [Sim]GC-201608-NYMEX Simulated order accepted 94967 94967 Stop 1 Sell 1233.7 Open Sim1 Close 94965 1 Order 2016-04-07 10:54:37.124 [Sim]GC-201608-NYMEX Simulated order accepted 94966 94966 Limit 1 Sell 1235.7 Open Sim1 Close 94965 1 Order 2016-04-07 10:54:37.123 [Sim]GC-201608-NYMEX Auto-sent child from parent fill 94967 Stop 1 Sell 1233.7 Order Sent Sim1 Close 94965 1 Order 2016-04-07 10:54:37.122 [Sim]GC-201608-NYMEX Auto-sent child from parent fill 94966 Limit 1 Sell 1235.7 Order Sent Sim1 Close 94965 1 Order 2016-04-07 10:54:37.121 [Sim]GC-201608-NYMEX Order modified internally 94967 Stop Sell 1233.7 Pending Child-Client Sim1 Close 94965 1 Order 2016-04-07 10:54:37.120 [Sim]GC-201608-NYMEX Modifying Attached Order from parent modification/fill. Parent ref. price: 1234.7. Requested Price: 1233.7. Requested Quantity: 0 94967 Stop Sell 1234.7 Pending Modify Sim1 Close 94965 1 Order 2016-04-07 10:54:37.119 [Sim]GC-201608-NYMEX Order modified internally 94966 Limit Sell 1235.7 Pending Child-Client Sim1 Close 94965 1 Order 2016-04-07 10:54:37.118 [Sim]GC-201608-NYMEX Modifying Attached Order from parent modification/fill. Parent ref. price: 1234.7. Requested Price: 1235.7. Requested Quantity: 0 94966 Limit Sell 1236.7 Pending Modify Sim1 Close 94965 1 Fill 2016-04-07 10:54:37.117 [Sim]GC-201608-NYMEX Trade simulation fill. Bid: 1234.6 Ask: 1234.7 Last: 1235.7 94965 94965 Stop Limit 1 Buy 1235.7 1235.7 Filled 1234.7 1 Sim1 Open 1 94965.5 Order 2016-04-07 10:54:37.116 [Sim]GC-201608-NYMEX Trade simulation fill. Bid: 1234.6 Ask: 1234.7 Last: 1235.7 94965 94965 Stop Limit 1 Buy 1235.7 1235.7 Filled 1234.7 1 Sim1 Open Order 2016-04-07 10:52:45.006 [Sim]GC-201608-NYMEX Simulated order accepted 94965 94965 Stop Limit 1 Buy 1235.7 1235.7 Open Sim1 Open Order 2016-04-07 10:52:45.005 [Sim]GC-201608-NYMEX Auto-trade: Replay 300.0X: GC-201608-NYMEX [CB] [M] 5 Min #1 | Denzel 0.9.2 | BuyEntry | Bar start Date-Time: 2016-04-07 10:50:00.000 | Last: 1233.4 94965 Stop Limit 1 Buy 1235.7 1235.7 Order Sent Sim1 Open Order 2016-04-07 10:52:45.004 [Sim]GC-201608-NYMEX Auto-trade: Replay 300.0X: GC-201608-NYMEX [CB] [M] 5 Min #1 | Denzel 0.9.2 | BuyEntry | Bar start Date-Time: 2016-04-07 10:50:00.000 | Last: 1233.4. Attached Order. Server side OCO order 94967 Stop Sell 1234.7 Pending Child-Client Sim1 Close 94965 Order 2016-04-07 10:52:45.003 [Sim]GC-201608-NYMEX Auto-trade: Replay 300.0X: GC-201608-NYMEX [CB] [M] 5 Min #1 | Denzel 0.9.2 | BuyEntry | Bar start Date-Time: 2016-04-07 10:50:00.000 | Last: 1233.4. Attached Order. Server side OCO order 94966 Limit Sell 1236.7 Pending Child-Client Sim1 Close 94965 Market: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Order 2016-04-07 10:54:37.301 [Sim]GC-201608-NYMEX Simulated order canceled 95126 95126 Stop 1 Sell 1234.8 Canceled Sim1 Close 95124 Order 2016-04-07 10:54:37.300 [Sim]GC-201608-NYMEX Canceling order due to sibling fill 95126 95126 Stop 1 Sell 1234.8 Pending Cancel Sim1 Close 95124 Fill 2016-04-07 10:54:37.299 [Sim]GC-201608-NYMEX Trade simulation fill. Bid: 1237.2 Ask: 1237.3 Last: 1237.2 95125 95125 Limit 1 Sell 1236.8 Filled 1237.2 1 Sim1 Close 95125.16 Order 2016-04-07 10:54:37.298 [Sim]GC-201608-NYMEX Trade simulation fill. Bid: 1237.2 Ask: 1237.3 Last: 1237.2 95125 95125 Limit 1 Sell 1236.8 Filled 1237.2 1 Sim1 Close 95124 1 Order 2016-04-07 10:54:37.125 [Sim]GC-201608-NYMEX Simulated order accepted 95126 95126 Stop 1 Sell 1234.8 Open Sim1 Close 95124 1 Order 2016-04-07 10:54:37.124 [Sim]GC-201608-NYMEX Simulated order accepted 95125 95125 Limit 1 Sell 1236.8 Open Sim1 Close 95124 1 Order 2016-04-07 10:54:37.123 [Sim]GC-201608-NYMEX Auto-sent child from parent fill 95126 Stop 1 Sell 1234.8 Order Sent Sim1 Close 95124 1 Order 2016-04-07 10:54:37.122 [Sim]GC-201608-NYMEX Auto-sent child from parent fill 95125 Limit 1 Sell 1236.8 Order Sent Sim1 Close 95124 1 Order 2016-04-07 10:54:37.121 [Sim]GC-201608-NYMEX Order modified internally 95126 Stop Sell 1234.8 Pending Child-Client Sim1 Close 95124 1 Order 2016-04-07 10:54:37.120 [Sim]GC-201608-NYMEX Modifying Attached Order from parent modification/fill. Parent ref. price: 1235.8. Requested Price: 1234.8. Requested Quantity: 0 95126 Stop Sell 1234.7 Pending Modify Sim1 Close 95124 1 Order 2016-04-07 10:54:37.119 [Sim]GC-201608-NYMEX Order modified internally 95125 Limit Sell 1236.8 Pending Child-Client Sim1 Close 95124 1 Order 2016-04-07 10:54:37.118 [Sim]GC-201608-NYMEX Modifying Attached Order from parent modification/fill. Parent ref. price: 1235.8. Requested Price: 1236.8. Requested Quantity: 0 95125 Limit Sell 1236.7 Pending Modify Sim1 Close 95124 1 Fill 2016-04-07 10:54:37.117 [Sim]GC-201608-NYMEX Trade simulation fill. Bid: 1234.6 Ask: 1234.7 Last: 1235.7 95124 95124 Stop 1 Buy 1235.7 Filled 1235.8 1 Sim1 Open 1 95124.15 Order 2016-04-07 10:54:37.116 [Sim]GC-201608-NYMEX Trade simulation fill. Bid: 1234.6 Ask: 1234.7 Last: 1235.7 95124 95124 Stop 1 Buy 1235.7 Filled 1235.8 1 Sim1 Open Order 2016-04-07 10:54:00.036 [Sim]GC-201608-NYMEX Simulated order accepted 95124 95124 Stop 1 Buy 1235.7 Open Sim1 Open Order 2016-04-07 10:54:00.035 [Sim]GC-201608-NYMEX Auto-trade: Replay 300.0X: GC-201608-NYMEX [CB] [M] 5 Min #1 | Denzel 0.9.2 | BuyEntry | Bar start Date-Time: 2016-04-07 10:50:00.000 | Last: 1234.7 95124 Stop 1 Buy 1235.7 Order Sent Sim1 Open Order 2016-04-07 10:54:00.034 [Sim]GC-201608-NYMEX Auto-trade: Replay 300.0X: GC-201608-NYMEX [CB] [M] 5 Min #1 | Denzel 0.9.2 | BuyEntry | Bar start Date-Time: 2016-04-07 10:50:00.000 | Last: 1234.7. Attached Order. Server side OCO order 95126 Stop Sell 1234.7 Pending Child-Client Sim1 Close 95124 Order 2016-04-07 10:54:00.033 [Sim]GC-201608-NYMEX Auto-trade: Replay 300.0X: GC-201608-NYMEX [CB] [M] 5 Min #1 | Denzel 0.9.2 | BuyEntry | Bar start Date-Time: 2016-04-07 10:50:00.000 | Last: 1234.7. Attached Order. Server side OCO order 95125 Limit Sell 1236.7 Pending Child-Client Sim1 Close 95124