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
|