| 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 |
2000 |
8000 |
2000 |
Execution of 2000 |
| 4 |
|
Execution(X) |
Partial Fill |
Partially Filled |
New |
10000 |
3000 |
7000 |
1000 |
Execution of 1000 |
| 5 |
|
Execution(X) |
Done for Day |
Done for Day |
New |
10000 |
3000 |
0 |
0 |
Assuming day order. See other examples which cover GT orders |
|
Back to Appendix D: Order State Change Matrices
|
