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) |
|
|
|
12000 |
|
|
|
Request increase in order quantity to 12000 |
5 |
|
Cancel Reject (Y,X) |
|
Partially Filled |
|
|
|
|
If request is rejected |
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 |
1100 |
8900 |
100 |
Execution for 100 before cancel/replace request is dealt with |
7 |
|
Cancel Reject (Y,X) |
|
Partially Filled |
|
|
|
|
If request is rejected |
7 |
|
Execution (Y,X) |
Replace |
Partially Filled |
12000 |
1100 |
10900 |
0 |
Confirm replace has been accepted |
8 |
|
Execution(Y) |
Trade |
Filled |
12000 |
12000 |
0 |
10900 |
Execution for 10900 |
|
Back to Appendix D: Order State Change Matrices
|