Appendix D: Order State Change Matrices

D34 – Filled order, followed by correction and cancellation of executions

Time Message Received (ClOrdID, OrigClOrdID) Message Sent (ClOrdID, OrigClOrdID) Exec Type OrdStatus Exec Trans Type Order Qty Cum Qty Leaves Qty AvgPx Last Shares Last Px ExecId (ExecRefID) Comment
1 New Order(X) 10000
2 Execution(X) Rejected Rejected New 10000 0 0 0 A If order is rejected by broker
2 Execution(X) New New New 10000 0 10000 0 0 B
3 Execution(X) Partial Fill Partially Filled New 10000 1000 9000 100 1000 100 C Execution for 1000 @ 100
4 Execution(X) Fill Filled New 10000 10000 0 109 9000 110 D Execution for 9000 @ 110
5 Execution(X) Partial Fill Partially Filled Cancel 10000 9000 1000 110 0 0 E (C) Cancel execution for 1000
6 Execution(X) Partial Fill Partially Filled Correct 10000 9000 1000 100 9000 100 F (D) Correct price on execution for 9000 to 100
7 Execution(X) Fill Filled New 10000 10000 0 102 1000 120 G Execution for 1000 @ 120
8 Execution(X) Fill Filled Correct 10000 10000 0 120 9000 120 H(F) Correct price on execution for 9000 to 120
9 Replace Request (Y,X) 12000 Request to increase order qty
10 Execution (Y,X) Pending Replace Pending Replace New 10000 10000 0 120 0 0 I
11 Execution (Y,X) Replace Partially Filled New 12000 10000 2000 120 0 0 J
12 Execution(Y) Partial Fill Partially Filled Correct 12000 10500 1500 120 9500 120 K(H) Correct execution of 9000 @ 120 to 9500 @ 120

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