| 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 for 2000 |
| 4 |
Cancel Request(Y,X) |
|
|
|
|
10000 |
|
|
|
|
| 4 |
|
Execution(X) |
Partial Fill |
Partially Filled |
New |
10000 |
5000 |
5000 |
3000 |
Execution for 3000. This execution passes the cancel request on the connection |
| 5 |
|
Cancel Reject (Y,X) |
|
Partially Filled |
|
10000 |
|
|
|
If request is rejected |
| 5 |
|
Execution (Y,X) |
Pending Cancel |
Pending Cancel |
New |
10000 |
5000 |
5000 |
0 |
"Pending cancel" order status takes precedence over "partially filled" order status |
| 6 |
|
Execution(X) |
Partial Fill |
Pending Cancel |
New |
10000 |
6000 |
4000 |
1000 |
Execution for 1000 whilst order is pending cancel – "pending cancel" order status takes precedence over "partially filled" order status |
| 7 |
|
Cancel Reject (Y,X) |
|
Partially Filled |
|
10000 |
|
|
|
If request is rejected |
| 7 |
|
Execution (Y,X) |
Canceled |
Canceled |
New |
10000 |
6000 |
0 |
0 |
"Canceled" order status takes precedence over "partially filled" order status |
|
