Appendix D: Order State Change Matrices

D33 – Immediate or Cancel order that cannot be immediately hit

Time Message Received (ClOrdID, OrigClOrdID) Message Sent (ClOrdID, OrigClOrdID) Exec Type OrdStatus Exec Trans Type Order Qty Cum Qty Leaves Qty Last Shares Comment
1 New Order(X) 10000 Order is IOC
2 Execution(X) Rejected Rejected New 10000 0 0 0 If order is rejected by broker
2 Execution(X) New New New 10000 0 10000 0
3 Execution(X) Partial Fill Partially Filled New 10000 1000 9000 1000 Execution for 1000
4 Execution(X) Canceled Canceled New 10000 1000 0 0 If order cannot be immediately hit

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