Appendix D: Order State Change Matrices

D30 – GTC order partially filled, restated(renewed) followed by replace request to increase quantity

Time Message Received (ClOrdID, OrigClOrdID) Message Sent (ClOrdID, OrigClOrdID) Exec Type Ord Status Exec Trans Type Order Qty Cum Qty Leaves Qty Last Shares Day Order Qty Day Cum Qty Comment
Day 1,1 New Order(X) 10000
Day 1,2 Execution(X) New New New 10000 0 10000 0
Day 1,3 Execution(X) Partial Fill Partially Filled New 10000 2000 8000 2000 Execution for 2000
Day 1,4 Execution(X) Done for Day Done for Day New 10000 2000 8000 0 Optional at end of trading day
Day 2,1 Execution(X) Restated Partially Filled New 10000 2000 8000 0 8000 0 ExecRestatementReason = GTC renewal/restatement (no change) – optionally sent the following morning
Day 2,2 Replace Request(Y,X) 15000 Increasing qty
Day 2,3 Cancel Reject (Y,X) Partially Filled 10000 If rejected by salesperson
Day 2,3 Execution (Y,X) Pending Replace Pending Replace 10000 2000 8000 0 8000 0
Day 2,4 Execution (X) Partial Fill Pending Replace 10000 3000 7000 1000 8000 1000 Execution for 1000
Day 2,5 Cancel Reject (Y,X) Partially Filled 10000 If rejected by trader/exchange
Day 2,5 Execution (Y,X) Replace Partially Filled 15000 3000 12000 0 13000 1000

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