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)
|
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
|
Replace Request(Z,Y)
|
|
|
|
7000
|
|
|
|
Request decrease in order quantity to 7000, leaving 6000 open. Note OrigClOrdID set to last non
rejected ClOrdID i.e. Y (on an "optimistic" basis)
|
6
|
|
Execution (Y,X)
|
Pending Replace
|
Pending Replace
|
10000
|
1000
|
9000
|
0
|
Broker processes Replace (Y,X) first
|
7
|
|
Execution (Y,X)
|
Replace
|
Partially Filled
|
8000
|
1000
|
7000
|
0
|
Broker processes Replace (Y,X) first
|
8
|
|
Execution (Z,Y)
|
Pending Replace
|
Pending Replace
|
8000
|
1000
|
7000
|
0
|
Broker then processes Replace (Z,Y). Note OrigClOrdID set to last accepted ClOrdID i.e. Y
|
9
|
|
Execution (Z,Y)
|
Replace
|
Partially Filled
|
7000
|
1000
|
6000
|
0
|
Broker then processes Replace (Z,Y)
|
10
|
|
Execution(Z)
|
Trade
|
Filled
|
7000
|
7000
|
0
|
6000
|
Execution for 6000
|