Time | Message Received (ClOrdID, OrigClOrdID) | Message Sent (ClOrdID, OrigClOrdID) | Exec Type | OrdStatus | Order Qty | Cum Qty | Leaves Qty | Last Qty | Comment |
---|---|---|---|---|---|---|---|---|---|
1 | New Order(X) | 10000 | |||||||
2 | Cancel Request(Y,X) | 10000 | Order sender immediately wishes to cancel the order | ||||||
2 | Execution (X) | New | New | 10000 | 0 | 10000 | 0 | This message crosses the Cancel request | |
3 | Execution (Y,X) | Pending Cancel | Pending Cancel | 10000 | 0 | 10000 | 0 | ||
4 | Execution (Y,X) | Canceled | Canceled | 10000 | 0 | 0 | 0 | Order canceled. |