D5: Cancel request issued for an order that becomes filled before cancel request can be accepted – Appendix D: Order State Change Matrices – FIX 4.2 – FIX Dictionary

D5 – Cancel request issued for an order that becomes filled before cancel request can be accepted

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)	Fill	Pending Cancel	New	10000	10000	0	5000	Execution for 5000 whilst order is pending cancel. "Pending cancel" order status takes precedence over "filled" order status
7		Cancel Reject (Y,X)		Filled		10000				Cancel request rejected – CxlRejectReason = 0 (too late to cancel)