Appendix D: Order State Change Matrices

D1 – Filled order

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
2 Execution(X) Rejected Rejected New 10000 0 0 0 If order is rejected by sales
2 Execution(X) New New New 10000 0 10000 0
3 Execution(X) Rejected Rejected New 10000 0 0 0 If order is rejected by trader/exchange
3 Execution(X) Partial Fill Partially Filled New 10000 2000 8000 2000 Execution of 2000
4 Execution(X) Partial Fill Partially Filled New 10000 3000 7000 1000 Execution of 1000
5 Execution(X) Fill Filled New 10000 10000 0 7000 Execution of 7000

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