Appendix D: Order State Change Matrices

D36 – GTC order partially filled, restated (renewed) and partially filled the following day, with corrections of quantity on both executions

Time Message Received (ClOrdID, OrigClOrdID) Message Sent (ClOrdID, OrigClOrdID) Exec Type Ord Status Exec Trans Type Order Qty Cum Qty Leaves Qty Last Shares Day Order Qty Day Cum Qty ExecID (ExecRefID) Comment
Day 1,1 New Order(X) 10000
Day 1,2 Execution(X) New New New 10000 0 10000 0 A
Day 1,3 Execution(X) Partial Fill Partially Filled New 10000 2000 8000 2000 B Execution for 2000
Day 1,4 Execution(X) Done for Day Done for Day New 10000 2000 8000 0 C Optional at end of trading day
Day 2,1 Execution(X) Restated Partially Filled New 10000 2000 8000 0 8000 0 D ExecRestatementReason = GTC renewal/restatement (no change) – optionally sent the following morning
Day 2,2 Execution(X) Partial Fill Partially Filled New 10000 3000 7000 1000 8000 1000 E Execution for 1000
Day 2,3 Execution(X) Partial Fill Partially Filled Correct 10000 2500 7500 1500 8500 1000 F (B) Correct quantity on previous day's execution from 2000 to 1500
Day 2,4 Execution(X) Partial Fill Partially Filled Correct 10000 2000 8000 500 8500 500 G (E) Correct quantity on today's execution from 1000 to 500

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