D11: Cancel/replace request sent whilst execution is being reported – the requested order qty equals the cum qty – order qty is amended to cum qty – Appendix D: Order State Change Matrices – FIX 4.2 – FIX Dictionary

D11 – Cancel/replace request sent whilst execution is being reported — the requested order qty equals the cum qty — order qty is amended to cum qty

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 broker
2		Execution(X)	New	New	New	10000	0	10000	0
3	Replace Request(Y,X)					7000				Client wishes to amend order qty to 7000 shares
3		Execution(X)	Partial Fill	Partially Filled	New	10000	7000	3000	7000	Execution for 7000 – the replace message and this execution report pass each other on the connection
4		Execution (Y,X)	Replace	Filled	New	7000	7000	0	0	The replace request is interpreted as requiring the balance of the order to be canceled – the "filled" order status takes precedence over "canceled" or "replaced"