C.2.a: Cancel/replace request (not for quantity change) is rejected as a fill has occurred – Appendix D: Order State Change Matrices – FIX 4.4 – FIX Dictionary

C.2.a — Cancel/replace request (not for quantity change) is rejected as a fill has occurred

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 by sell-side (broker, exchange, ECN)
2		Execution(X)	New	New	10000	0	10000	0
3		Execution(X)	Trade	Partially Filled	10000	1000	9000	1000	Execution for 1000
4	Replace Request(Y,X)				10000				Assume in this scenario that client does not wish to increase qty (e.g. client wants to amend limit price)
4		Execution (X)	Trade	Filled	10000	10000	0	9000	Execution for 9000 – the replace request message and this execution report pass each other on the connection
5		Cancel Reject (Y,X)		Filled					CxlRejectReason = 0 (too late to cancel)