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)
|
|
|
|
8000
|
|
|
|
Request decrease in order quantity to 8000, leaving 7000 open
|
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
|
1500
|
8500
|
500
|
Execution for 500
|
7
|
|
Execution (Y,X)
|
Replace
|
Partially Filled
|
8000
|
1500
|
6500
|
0
|
|
8
|
|
Execution (Y)
|
Trade
|
Partially Filled
|
8000
|
3500
|
4500
|
2000
|
Execution for 2000
|
9
|
Replace Request(Z,Y)
|
|
|
|
6000
|
|
|
|
Request decrease in order quantity to 6000, leaving 2500 open
|
10
|
|
Execution (Z,Y)
|
Pending Replace
|
Pending Replace
|
8000
|
3500
|
4500
|
0
|
|
11
|
|
Execution(Y)
|
Trade
|
Pending Replace
|
8000
|
4000
|
4000
|
500
|
Execution for 500
|
12
|
|
Execution (Z,Y)
|
Replace
|
Partially Filled
|
6000
|
4000
|
2000
|
0
|
|
13
|
|
Execution(Z)
|
Trade
|
Filled
|
6000
|
6000
|
0
|
2000
|
Execution for 2000
|