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 by broker |
2 |
|
Execution(X) |
New |
New |
New |
10000 |
0 |
10000 |
0 |
|
3 |
Replace Request(Y,X) |
|
|
|
|
7000 |
|
|
|
Client wishes to amend order qty to 7000 shares |
3 |
|
Execution(X) |
Partial Fill |
Partially Filled |
New |
10000 |
8000 |
2000 |
8000 |
Execution for 8000 – the replace message and this execution report pass each other on the connection |
4 |
|
Execution (Y,X) |
Replace |
Filled |
New |
8000 |
8000 |
0 |
0 |
The replace request is interpreted as requiring the balance of the order to be canceled – the "filled" order status takes precedence over "canceled" or "replaced" |
|