D38: Filled order, followed by correction and cancellation of executions – Appendix D: Order State Change Matrices – FIX 4.3 – FIX Dictionary

38 – Filled order, followed by correction and cancellation of executions

Time	Message Received (ClOrdID, OrigClOrdID)	Message Sent (ClOrdID, OrigClOrdID)	Exec Type	OrdStatus	Order Qty	Cum Qty	Leaves Qty	AvgPx	Last Qty	Last Px	ExecId (ExecRefID)	Comment
1	New Order(X)				10000
2		Execution(X)	Rejected	Rejected	10000	0	0		0		A	If order is rejected by sell-side (broker, exchange, ECN)
2		Execution(X)	New	New	10000	0	10000	0	0		B
3		Execution(X)	Trade	Partially Filled	10000	1000	9000	100	1000	100	C	Execution for 1000 @ 100
4		Execution(X)	Trade	Filled	10000	10000	0	109	9000	110	D	Execution for 9000 @ 110
5		Execution(X)	Trade Cancel	Partially Filled	10000	9000	1000	110	0	0	E (C)	Cancel execution for 1000.
6		Execution(X)	Trade Correct	Partially Filled	10000	9000	1000	100	9000	100	F (D)	Correct price on execution for 9000 to 100.
7		Execution(X)	Trade	Filled	10000	10000	0	102	1000	120	G	Execution for 1000 @ 120
8		Execution(X)	Trade Correct	Filled	10000	10000	0	120	9000	120	H(F)	Correct price on execution for 9000 to 120
9	Replace Request (Y,X)				12000							Request to increase order qty
10		Execution (Y,X)	Pending Replace	Pending Replace	10000	10000	0	120	0	0	I
11		Execution (Y,X)	Replace	Partially Filled	12000	10000	2000	120	0	0	J
12		Execution(Y)	Trade Correct	Partially Filled	12000	10500	1500	120	9500	120	K(H)	Correct execution of 9000 @ 120 to 9500 @ 120