Appendix D: Order State Change Matrices

D35 – A canceled order followed by a busted execution and a new execution

Time Message Received (ClOrdID, OrigClOrdID) Message Sent (ClOrdID, OrigClOrdID) Exec Type Ord Status Exec Trans Type Order Qty Cum Qty Leaves Qty Last Shares ExecID (ExecRefID Comment
1 New Order(X) 10000
2 Execution(X) New New New 10000 0 10000 0 A
3 Execution(X) Partial Fill Partially Filled New 10000 5000 5000 5000 B LastPx=50
4 Cancel Request(Y,X) 10000
5 Execution (Y,X) Pending Cancel Pending Cancel New 10000 5000 5000 0 C
6 Execution (Y,X) Canceled Canceled New 10000 5000 0 0 D
7 Execution(Y) Partial Fill Canceled Cancel 10000 0 0 0 E(B) Cancel of the execution. "Canceled" order status takes precedence over "New"
8 Execution(Y) Partial Fill Canceled New 10000 4000 0 4000 F Fill for 4000. LastPx=51

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