D15: One cancel/replace request is issued which is rejected after it is in pending replace – then another one is issued which is accepted – Appendix D: Order State Change Matrices – FIX 4.2 – FIX Dictionary

D15 – One cancel/replace request is issued which is rejected after it is in pending replace — then another one is issued which is accepted

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		Execution(X)	Partial Fill	Partially Filled	New	10000	1000	9000	1000	Execution for 1000
4	Replace Request(Y,X)					8000				Request decrease in order quantity to 8000, leaving 7000 open
5		Execution (Y,X)	Pending Replace	Pending Replace		10000	1000	9000	0
6		Execution(X)	Partial Fill	Pending Replace	New	10000	1500	8500	500	Execution for 500. "Pending replace" order status takes precedence over "partially filled" order status
7		Cancel Reject (Y,X)		Partially Filled		10000				Request is rejected (e.g. by trader/exchange)
8		Execution(X)	Partial Fill	Partially Filled	New	10000	3500	6500	2000	Execution for 2000
9	Replace Request(Z,X)					6000				Request decrease in order quantity to 6000, leaving 2500 open. Note that OrigClOrdID = X
10		Execution (Z,X)	Pending Replace	Pending Replace	New	10000	3500	6500	0
11		Execution (Z,X)	Replace	Partially Filled	New	6000	3500	2500	0
12		Execution(Z)	Partial Fill	Partially Filled	New	6000	5000	1000	1500	Execution for 1500