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
|
2
|
|
Execution(X)
|
New
|
New
|
10000
|
0
|
10000
|
0
|
|
3
|
|
Execution(X)
|
Trade
|
Partially Filled
|
10000
|
2000
|
8000
|
2000
|
Execution for 2000
|
4
|
Cancel Request(Y,X)
|
|
|
|
10000
|
|
|
|
|
4
|
|
Execution(X)
|
Trade
|
Partially Filled
|
10000
|
5000
|
5000
|
3000
|
Execution for 3000. This execution passes the cancel request on the connection
|
5
|
|
Cancel Reject (Y,X)
|
|
Partially Filled
|
|
|
|
|
If request is rejected
|
5
|
|
Execution (Y,X)
|
Pending Cancel
|
Pending Cancel
|
10000
|
5000
|
5000
|
0
|
"Pending cancel" order status takes precedence over "partially filled" order status
|
6
|
|
Execution(X)
|
Trade
|
Pending Cancel
|
10000
|
10000
|
0
|
5000
|
Execution for 5000 whilst order is pending cancel. "Pending cancel" order status takes precedence
over "filled" order status
|
7
|
|
Cancel Reject (Y,X)
|
|
Filled
|
|
|
|
|
Cancel request rejected - CxlRejectReason = 0 (too late to cancel)
|