Appendix D: Order State Change Matrices

D32 – Fill or Kill order cannot be filled

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 Order is FOK
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) Canceled Canceled New 10000 0 0 0 If order cannot be immediately filled

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