Appendix D: Order State Change Matrices

D26 – Order sent, immediately followed by a status request. Subsequent status requests sent during life of 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 Status Request (X)
3 Execution(X) Pending New Pending New Status 10000 0 10000 Sent in response to status request. LastShares not required when ExecTransType=status
4 Execution(X) Rejected Rejected New 10000 0 0 0 If order is rejected
4 Execution(X) New New New 10000 0 10000 0
5 Status Request (X)
6 Execution(X) New New Status 10000 0 10000 Sent in response to status request
7 Execution(X) Partial Fill Partially Filled New 10000 2000 8000 2000 Execution for 2000
8 Status Request (X)
9 Execution(X) Partial Fill Partially Filled Status 10000 2000 8000 Sent in response to status request
10 Execution(X) Fill Filled New 10000 10000 0 8000 Execution for 8000
11 Status Request (X)
12 Execution(X) Fill Filled Status 10000 10000 0 Sent in response to status request
13 Replace Request(Y,X) 12000 Request to increase order qty
14 Execution (Y,X) Pending Replace Pending Replace New 10000 10000 0 0
15 Execution (Y,X) Replace Partially Filled New 12000 10000 2000 0
16 Status Request (X)
17 Execution (Y,X) Partial Fill Partially Filled Status 12000 10000 2000 Sent in response to status request. Note reference to X to allow tie back of execution report to status request
18 Status Request (Y)
19 Execution(Y) Partial Fill Partially Filled Status 12000 10000 2000 Sent in response to status request

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