| Time |
Message Received (ClOrdID, OrigClOrdID) |
Message Sent (ClOrdID, OrigClOrdID) |
Exec Type |
OrdStatus |
Exec Trans Type |
Order Qty |
Cum Qty |
Leaves Qty |
Last Shares |
Comment |
| 1 |
New Order(X) |
|
|
|
|
10000 |
|
|
|
|
| 2 |
|
Execution(X) |
Rejected |
Rejected |
New |
10000 |
0 |
0 |
0 |
If order is rejected |
| 2 |
|
Execution(X) |
New |
New |
New |
10000 |
0 |
10000 |
0 |
|
| 3 |
|
Execution(X) |
Partial Fill |
Partially Filled |
New |
10000 |
1000 |
9000 |
1000 |
Execution for 1000 |
| 4 |
Replace Request(Y,X) |
|
|
|
|
8000 |
|
|
|
Request a decrease order quantity to 8000 (leaving 7000 open) |
| 4 |
|
Execution(X) |
Partial Fill |
Partially Filled |
New |
10000 |
1500 |
8500 |
500 |
Execution for 500 sent. Replace request and this execution report pass each other on the connection |
| 5 |
|
Cancel Reject (Y,X) |
|
Partially Filled |
|
10000 |
|
|
|
If request is rejected by salesperson |
| 5 |
|
Execution (Y,X) |
Pending Replace |
Pending Replace |
New |
10000 |
1500 |
8500 |
0 |
"Pending replace" order status takes precedence over "partially filled" order status |
| 6 |
|
Execution(X) |
Partial Fill |
Pending Replace |
New |
10000 |
1600 |
8400 |
100 |
Execution for 100 occurs before cancel/replace request is accepted |
| 7 |
|
Cancel Reject (Y,X) |
|
Partially Filled |
|
10000 |
|
|
|
If request is rejected by trader/exchange |
| 7 |
|
Execution (Y,X) |
Replace |
Partially Filled |
New |
8000 |
1600 |
6400 |
0 |
"Partially filled" order status takes precedence over "replaced" order status. Replace is accepted as requested order qty exceeds cum qty |
| 8 |
|
Execution (Y) |
Fill |
Filled |
New |
8000 |
8000 |
0 |
6400 |
Execution for 6400 |
|
Back to Appendix D: Order State Change Matrices |
