Appendix D: Order State Change Matrices

B.1.a — Cancel request issued for a zero-filled order

Time Message Received (ClOrdID, OrigClOrdID) Message Sent (ClOrdID, OrigClOrdID) Exec Type OrdStatus Order Qty Cum Qty Leaves Qty Last Qty Comment
1 New Order(X)       10000        
2   Execution(X) Rejected Rejected 10000 0 0 0 If order is rejected
2   Execution(X) New New 10000 0 10000 0
3 Cancel Request(Y,X)       10000        
4   Cancel Reject (Y,X)   New         If rejected by salesperson
4   Execution (Y,X) Pending Cancel Pending Cancel 10000 0 10000 0 Aknowledge the cancel request
5   Cancel Reject (Y,X)   New         If rejected by trader/exchange
5   Execution (Y,X) Canceled Canceled 10000 0 0 0 Confirm that order has been canceled

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