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