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
|
|
Execution(X)
|
Rejected
|
Rejected
|
10000
|
0
|
0
|
0
|
If order is rejected by sell-side (broker, exchange, ECN)
|
2
|
|
Execution(X)
|
New
|
New
|
10000
|
0
|
10000
|
0
|
|
3
|
|
Execution(X)
|
Trade
|
Partially Filled
|
10000
|
1000
|
9000
|
1000
|
Execution for 1000
|
4
|
Replace Request(Y,X)
|
|
|
|
12000
|
|
|
|
Request increase in order quantity to 12000
|
5
|
|
Cancel Reject (Y,X)
|
|
Partially Filled
|
|
|
|
|
If request is rejected
|
5
|
|
Execution (Y,X)
|
Pending Replace
|
Pending Replace
|
10000
|
1000
|
9000
|
0
|
"Pending replace" order status takes precedence over "partially filled" order status
|
6
|
|
Execution(X)
|
Trade
|
Pending Replace
|
10000
|
1100
|
8900
|
100
|
Execution for 100 before cancel/replace request is dealt with
|
7
|
|
Cancel Reject (Y,X)
|
|
Partially Filled
|
|
|
|
|
If request is rejected
|
7
|
|
Execution (Y,X)
|
Replace
|
Partially Filled
|
12000
|
1100
|
10900
|
0
|
Confirm replace has been accepted
|
8
|
|
Execution(Y)
|
Trade
|
Filled
|
12000
|
12000
|
0
|
10900
|
Execution for 10900
|