E.1.e: Unsolicited cancel of "cancel if not best" order – Appendix D: Order State Change Matrices – FIX 5.0 SP2 – FIX Dictionary

E.1.e — Unsolicited cancel of "cancel if not best" order

Time	Message Received (ClOrdID, OrigClOrdID)	Message Sent (ClOrdID, OrigClOrdID)	Exec Type	OrdStatus	Order Qty	Price	Cum Qty	Leaves Qty	Last Qty	Comment
1	New Order(X)				10000	56				ExecInst = Z (Cancel if Not Best)
2		Execution(X)	Rejected	Rejected	10000	56	0	0	0	If order is rejected by sell-side (broker, exchange, ECN) (e.g. if the order book is at 56.1-57.1 prior to this order)
2		Execution(X)	New	New	10000	56	0	10000	0	Order accepted as order book was 55.9-56.9 prior to this order. Order book is now 56.0-56.9
3		Execution(X)	Canceled	Canceled	10000	56	0	0	0	Order book moves to 56.1-57.0. Order is no longer best bid/offer so is canceled with ExecRestatementReason ="Canceled, Not Best"