D17: One cancel/replace request is issued followed immediately by another – broker rejects the second as order is pending replace – Appendix D: Order State Change Matrices – FIX 4.2 – FIX Dictionary

D17 – One cancel/replace request is issued followed immediately by another — broker rejects the second as order is pending replace

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)	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 decrease in order quantity to 8000, leaving 7000 open
5	Replace Request(Z,Y)					7000				Request decrease in order quantity to 7000, leaving 6000 open
6		Execution (Y,X)	Pending Replace	Pending Replace	New	10000	1000	9000	0
7		Cancel Reject (Z,Y)		Pending Replace		10000				Rejected because broker does not support processing of order cancel replace request whilst order is pending cancel. CxlRejReason = "Order already in pending cancel or pending replace status"
8		Execution (Y,X)	Replace	Partially Filled	New	8000	1000	7000	0	"Partially filled" order status takes precedence over "replaced" order status
9		Execution (Y)	Partial Fill	Partially Filled	New	8000	3000	5000	2000	Execution for 2000