******************************************************************************** Trades report produced on 21/03/2024 21:37 from 20/03/2024 21:37 to 21/03/2024 21:37 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 11397 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240500] 2024-03-21 14:03:11 [1] 1.815 11426 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-21 14:26:14 [-1] 2.035 11425 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240500] 2024-03-21 14:25:39 [1] 1.820 11424 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-21 14:23:47 [-1] 2.035 11423 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240500] 2024-03-21 14:23:46 [1] 1.820 11422 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-21 14:23:42 [-1] 2.035 11421 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240500] 2024-03-21 14:20:47 [1] 1.815 11420 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-21 14:20:41 [-1] 2.030 11419 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240500] 2024-03-21 14:20:40 [1] 1.810 11418 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-21 14:17:32 [-1] 2.030 11417 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240500] 2024-03-21 14:17:29 [1] 1.815 11416 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-21 14:16:31 [-1] 2.035 11415 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240500] 2024-03-21 14:16:30 [1] 1.815 11414 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-21 14:16:25 [-1] 2.035 11413 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240500] 2024-03-21 14:16:24 [1] 1.820 11412 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-21 14:14:21 [-1] 2.035 11411 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240500] 2024-03-21 14:14:20 [1] 1.815 11410 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-21 14:08:23 [-1] 2.035 11409 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240500] 2024-03-21 14:08:20 [1] 1.815 11408 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-21 14:07:21 [-1] 2.030 11407 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240500] 2024-03-21 14:07:20 [1] 1.810 11406 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-21 14:06:59 [-1] 2.030 11405 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240500] 2024-03-21 14:06:57 [1] 1.810 11404 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-21 14:05:20 [-1] 2.035 11403 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240500] 2024-03-21 14:05:20 [1] 1.815 11402 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-21 14:04:55 [-1] 2.035 11401 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240500] 2024-03-21 14:04:19 [1] 1.820 11400 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-21 14:03:19 [-1] 2.035 11399 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240500] 2024-03-21 14:03:19 [1] 1.815 11398 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-21 14:03:15 [-1] 2.035 11427 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240500] 2024-03-21 14:27:41 [1] 1.820 11428 GAS_US_mini _ROLL_PSEUDO_STRATEGY [20240600] 2024-03-21 14:27:46 [-1] 2.035 ============================================================================================================================================================= Delays ============================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 11397 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:00:44.062 2024-03-21 14:03:11 68444.062 146.938 11398 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:03:12.768 2024-03-21 14:03:15 68592.768 2.232 11399 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:03:18.917 2024-03-21 14:03:19 68598.917 0.083 11400 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:03:19.377 2024-03-21 14:03:19 68599.377 NaN 11401 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:04:19.403 2024-03-21 14:04:19 68659.403 NaN 11402 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:04:20.139 2024-03-21 14:04:55 68660.139 34.861 11403 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:05:19.275 2024-03-21 14:05:20 68719.275 0.725 11404 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:05:20.807 2024-03-21 14:05:20 68720.807 NaN 11405 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:06:19.447 2024-03-21 14:06:57 68779.447 37.553 11406 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:06:57.828 2024-03-21 14:06:59 68817.828 1.172 11407 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:07:20.024 2024-03-21 14:07:20 68840.024 NaN 11408 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:07:20.485 2024-03-21 14:07:21 68840.485 0.515 11409 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:08:20.057 2024-03-21 14:08:20 68900.057 NaN 11410 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:08:20.887 2024-03-21 14:08:23 68900.887 2.113 11411 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:09:20.419 2024-03-21 14:14:20 68960.419 299.581 11412 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:14:20.892 2024-03-21 14:14:21 69260.892 0.108 11413 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:14:24.963 2024-03-21 14:16:24 69264.963 119.037 11414 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:16:25.300 2024-03-21 14:16:25 69385.3 NaN 11415 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:16:29.419 2024-03-21 14:16:30 69389.419 0.581 11416 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:16:30.670 2024-03-21 14:16:31 69390.67 0.33 11417 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:17:29.359 2024-03-21 14:17:29 69449.359 NaN 11418 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:17:30.411 2024-03-21 14:17:32 69450.411 1.589 11419 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:18:29.669 2024-03-21 14:20:40 69509.669 130.331 11420 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:20:40.683 2024-03-21 14:20:41 69640.683 0.317 11421 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:20:45.031 2024-03-21 14:20:47 69645.031 1.969 11422 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:20:47.980 2024-03-21 14:23:42 69647.98 174.02 11423 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:23:46.008 2024-03-21 14:23:46 69826.008 NaN 11424 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:23:46.848 2024-03-21 14:23:47 69826.848 0.152 11425 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:24:46.312 2024-03-21 14:25:39 69886.312 52.688 11426 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:25:40.332 2024-03-21 14:26:14 69940.332 33.668 11427 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:26:18.430 2024-03-21 14:27:41 69978.43 82.57 11428 GAS_US_mini _ROLL_PSEUDO_STRATEGY 2024-03-20 19:00:00 2024-03-21 14:27:42.460 2024-03-21 14:27:46 70062.46 3.54 ================================================================================================================================================================================================================================= Slippage (ticks per lot) ================================================================================================================================================================================================================================= instrument_code strategy_name trade parent_reference_price parent_limit_price mid_price side_price offside_price limit_price filled_price delay bid_ask execution versus_limit versus_parent_limit total_trading 11397 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.835 None 1.8175 1.82 1.815 1.815 1.815 0.0175 -0.0025 0.005 0.0 NaN 0.0025 11398 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.065 None 2.0375 2.035 2.04 2.04 2.035 -0.0275 -0.0025 -0.0 -0.005 NaN -0.0025 11399 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.835 None 1.8175 1.82 1.815 1.815 1.815 0.0175 -0.0025 0.005 0.0 NaN 0.0025 11400 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.065 None 2.0375 2.035 2.04 NaN 2.035 -0.0275 -0.0025 -0.0 NaN NaN -0.0025 11401 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.835 None 1.8125 1.815 1.81 1.81 1.82 0.0225 -0.0025 -0.005 -0.01 NaN -0.0075 11402 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.065 None 2.0375 2.035 2.04 2.04 2.035 -0.0275 -0.0025 -0.0 -0.005 NaN -0.0025 11403 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.835 None 1.8175 1.82 1.815 1.815 1.815 0.0175 -0.0025 0.005 0.0 NaN 0.0025 11404 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.065 None 2.0375 2.035 2.04 NaN 2.035 -0.0275 -0.0025 -0.0 NaN NaN -0.0025 11405 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.835 None 1.8125 1.815 1.81 1.81 1.81 0.0225 -0.0025 0.005 0.0 NaN 0.0025 11406 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.065 None 2.0325 2.03 2.035 2.035 2.03 -0.0325 -0.0025 -0.0 -0.005 NaN -0.0025 11407 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.835 None 1.8125 1.815 1.81 1.81 1.81 0.0225 -0.0025 0.005 0.0 NaN 0.0025 11408 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.065 None 2.0325 2.03 2.035 NaN 2.03 -0.0325 -0.0025 -0.0 NaN NaN -0.0025 11409 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.835 None 1.8075 1.81 1.805 1.805 1.815 0.0275 -0.0025 -0.005 -0.01 NaN -0.0075 11410 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.065 None 2.035 2.03 2.04 2.04 2.035 -0.03 -0.005 0.005 -0.005 NaN 0.0 11411 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.835 None 1.8125 1.815 1.81 1.81 1.815 0.0225 -0.0025 0.0 -0.005 NaN -0.0025 11412 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.065 None 2.0375 2.035 2.04 NaN 2.035 -0.0275 -0.0025 -0.0 NaN NaN -0.0025 11413 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.835 None 1.8125 1.815 1.81 1.81 1.82 0.0225 -0.0025 -0.005 -0.01 NaN -0.0075 11414 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.065 None 2.0375 2.035 2.04 NaN 2.035 -0.0275 -0.0025 -0.0 NaN NaN -0.0025 11415 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.835 None 1.8175 1.82 1.815 1.815 1.815 0.0175 -0.0025 0.005 0.0 NaN 0.0025 11416 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.065 None 2.0375 2.035 2.04 NaN 2.035 -0.0275 -0.0025 -0.0 NaN NaN -0.0025 11417 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.835 None 1.8125 1.815 1.81 NaN 1.815 0.0225 -0.0025 0.0 NaN NaN -0.0025 11418 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.065 None 2.035 2.03 2.04 2.04 2.03 -0.03 -0.005 -0.0 -0.01 NaN -0.005 11419 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.835 None 1.8125 1.815 1.81 1.81 1.81 0.0225 -0.0025 0.005 0.0 NaN 0.0025 11420 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.065 None 2.0325 2.03 2.035 NaN 2.03 -0.0325 -0.0025 -0.0 NaN NaN -0.0025 11421 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.835 None 1.81 1.815 1.805 1.805 1.815 0.025 -0.005 0.0 -0.01 NaN -0.005 11422 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.065 None 2.0325 2.03 2.035 2.035 2.035 -0.0325 -0.0025 0.005 -0.0 NaN 0.0025 11423 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.835 None 1.8125 1.815 1.81 NaN 1.82 0.0225 -0.0025 -0.005 NaN NaN -0.0075 11424 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.065 None 2.0375 2.035 2.04 NaN 2.035 -0.0275 -0.0025 -0.0 NaN NaN -0.0025 11425 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.835 None 1.8125 1.815 1.81 1.81 1.82 0.0225 -0.0025 -0.005 -0.01 NaN -0.0075 11426 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.065 None 2.0375 2.035 2.04 2.04 2.035 -0.0275 -0.0025 -0.0 -0.005 NaN -0.0025 11427 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.835 None 1.8175 1.82 1.815 1.815 1.82 0.0175 -0.0025 0.0 -0.005 NaN -0.0025 11428 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2.065 None 2.04 2.035 2.045 2.045 2.035 -0.025 -0.005 -0.0 -0.01 NaN -0.005 =================================================================================================================================================================== Slippage (normalised by annual vol, BP of annual SR) =================================================================================================================================================================== instrument_code strategy_name trade last_annual_vol delay_vol bid_ask_vol execution_vol versus_limit_vol versus_parent_limit_vol total_trading_vol 11397 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.576452 111.008791 -15.858399 31.716797 0.0 NaN 15.858399 11398 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.576452 -174.442386 -15.858399 -0.0 -31.716797 NaN -15.858399 11399 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.576452 111.008791 -15.858399 31.716797 0.0 NaN 15.858399 11400 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.576452 -174.442386 -15.858399 -0.0 NaN NaN -15.858399 11401 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.576452 142.725588 -15.858399 -31.716797 -63.433595 NaN -47.575196 11402 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.576452 -174.442386 -15.858399 -0.0 -31.716797 NaN -15.858399 11403 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.576452 111.008791 -15.858399 31.716797 0.0 NaN 15.858399 11404 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.576452 -174.442386 -15.858399 -0.0 NaN NaN -15.858399 11405 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.576452 142.725588 -15.858399 31.716797 0.0 NaN 15.858399 11406 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.576452 -206.159183 -15.858399 -0.0 -31.716797 NaN -15.858399 11407 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.576452 142.725588 -15.858399 31.716797 0.0 NaN 15.858399 11408 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.576452 -206.159183 -15.858399 -0.0 NaN NaN -15.858399 11409 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.576452 174.442386 -15.858399 -31.716797 -63.433595 NaN -47.575196 11410 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.576452 -190.300785 -31.716797 31.716797 -31.716797 NaN 0.0 11411 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.576452 142.725588 -15.858399 0.0 -31.716797 NaN -15.858399 11412 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.576452 -174.442386 -15.858399 -0.0 NaN NaN -15.858399 11413 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.576452 142.725588 -15.858399 -31.716797 -63.433595 NaN -47.575196 11414 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.576452 -174.442386 -15.858399 -0.0 NaN NaN -15.858399 11415 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.576452 111.008791 -15.858399 31.716797 0.0 NaN 15.858399 11416 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.576452 -174.442386 -15.858399 -0.0 NaN NaN -15.858399 11417 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.576452 142.725588 -15.858399 0.0 NaN NaN -15.858399 11418 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.576452 -190.300785 -31.716797 -0.0 -63.433595 NaN -31.716797 11419 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.576452 142.725588 -15.858399 31.716797 0.0 NaN 15.858399 11420 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.576452 -206.159183 -15.858399 -0.0 NaN NaN -15.858399 11421 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.576452 158.583987 -31.716797 0.0 -63.433595 NaN -31.716797 11422 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.576452 -206.159183 -15.858399 31.716797 -0.0 NaN 15.858399 11423 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.576452 142.725588 -15.858399 -31.716797 NaN NaN -47.575196 11424 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.576452 -174.442386 -15.858399 -0.0 NaN NaN -15.858399 11425 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.576452 142.725588 -15.858399 -31.716797 -63.433595 NaN -47.575196 11426 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.576452 -174.442386 -15.858399 -0.0 -31.716797 NaN -15.858399 11427 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 1.576452 111.008791 -15.858399 0.0 -31.716797 NaN -15.858399 11428 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 1.576452 -158.583987 -31.716797 -0.0 -63.433595 NaN -31.716797 ============================================================================================================================================================================ Slippage (In base currency) ============================================================================================================================================================================ instrument_code strategy_name trade value_of_price_point delay_cash bid_ask_cash execution_cash versus_limit_cash versus_parent_limit_cash total_trading_cash 11397 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 43.75 -6.25 12.5 0.0 NaN 6.25 11398 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -68.75 -6.25 -0.0 -12.5 NaN -6.25 11399 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 43.75 -6.25 12.5 0.0 NaN 6.25 11400 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -68.75 -6.25 -0.0 NaN NaN -6.25 11401 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 56.25 -6.25 -12.5 -25.0 NaN -18.75 11402 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -68.75 -6.25 -0.0 -12.5 NaN -6.25 11403 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 43.75 -6.25 12.5 0.0 NaN 6.25 11404 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -68.75 -6.25 -0.0 NaN NaN -6.25 11405 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 56.25 -6.25 12.5 0.0 NaN 6.25 11406 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -81.25 -6.25 -0.0 -12.5 NaN -6.25 11407 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 56.25 -6.25 12.5 0.0 NaN 6.25 11408 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -81.25 -6.25 -0.0 NaN NaN -6.25 11409 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 68.75 -6.25 -12.5 -25.0 NaN -18.75 11410 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -75.0 -12.5 12.5 -12.5 NaN 0.0 11411 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 56.25 -6.25 0.0 -12.5 NaN -6.25 11412 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -68.75 -6.25 -0.0 NaN NaN -6.25 11413 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 56.25 -6.25 -12.5 -25.0 NaN -18.75 11414 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -68.75 -6.25 -0.0 NaN NaN -6.25 11415 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 43.75 -6.25 12.5 0.0 NaN 6.25 11416 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -68.75 -6.25 -0.0 NaN NaN -6.25 11417 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 56.25 -6.25 0.0 NaN NaN -6.25 11418 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -75.0 -12.5 -0.0 -25.0 NaN -12.5 11419 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 56.25 -6.25 12.5 0.0 NaN 6.25 11420 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -81.25 -6.25 -0.0 NaN NaN -6.25 11421 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 62.5 -12.5 0.0 -25.0 NaN -12.5 11422 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -81.25 -6.25 12.5 -0.0 NaN 6.25 11423 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 56.25 -6.25 -12.5 NaN NaN -18.75 11424 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -68.75 -6.25 -0.0 NaN NaN -6.25 11425 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 56.25 -6.25 -12.5 -25.0 NaN -18.75 11426 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -68.75 -6.25 -0.0 -12.5 NaN -6.25 11427 GAS_US_mini _ROLL_PSEUDO_STRATEGY [1] 2500.0 43.75 -6.25 0.0 -12.5 NaN -6.25 11428 GAS_US_mini _ROLL_PSEUDO_STRATEGY [-1] 2500.0 -62.5 -12.5 -0.0 -25.0 NaN -12.5 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini -300.0 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -300.0 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini -225.0 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -225.0 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini 50.0 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 50.0 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini -262.5 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -262.5 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GAS_US_mini -175.0 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -175.0 ******************************************************************************** END OF REPORT ********************************************************************************