Appendix D: Order State Change Matrices

D6 – Zero-filled order, cancel/replace request issued to increase order qty

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 by broker
2 Execution(X) New New New 10000 0 10000 0
3 Replace Request(Y,X) 11000 Request to increase order qty to 11000
4 Cancel Reject (Y,X) New 10000 If request is rejected by salesperson
4 Execution (Y,X) Pending Replace Pending Replace New 10000 0 10000 0
5 Cancel Reject (Y,X) New 10000 If rejected by trader/exchange
5 Execution (Y,X) Replace Replaced New 11000 0 11000 0 "Replaced" order status takes precedence over "new" order status
6 Execution (Y) Partial Fill Partially Filled New 11000 1000 10000 1000 Execution for 1000
7 Execution (Y) Partial Fill Partially Filled New 11000 3000 8000 2000 Execution for 2000

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