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 | Order is FOK | ||||||
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) | Canceled | Canceled | 10000 | 0 | 0 | 0 | If order cannot be immediately filled |