Time | Message Received (ClOrdID, OrigClOrdID) | Message Sent (ClOrdID, OrigClOrdID) | Exec Type | OrdStatus | Order Qty | Cum Qty | Leaves Qty | Last Qty | Comment |
---|---|---|---|---|---|---|---|---|---|
1 | Cancel Request(Y,X) | 10000 | |||||||
2 | Cancel Reject (Y,X) | Rejected | Cancel request rejected with reject reason of "Unknown Order", OrdStatus is "Rejected" and OrderID is "NONE" |
NOTE: It is important to note that rejecting a cancel request for an unknown OrigClOrdID does not cause the sell-side to consume the OrigClOrdID used in the Cancel Request.