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 |
|
Back to Appendix D: Order State Change Matrices |