D.2.c: One cancel/replace request is issued followed immediately by another — both are rejected – Appendix D: Order State Change Matrices – FIX 4.4 – FIX Dictionary

D.2.c — One cancel/replace request is issued followed immediately by another — both are rejected

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)	New	New	10000	0	10000	0
3		Execution(X)	Trade	Partially Filled	10000	1000	9000	1000	Execution for 1000
4	Replace Request(Y,X)				8000				Request decrease in order quantity to 8000, leaving 7000 open
5	Replace Request(Z,Y)				7000				Request decrease in order quantity to 7000, leaving 6000 open. Note OrigCOrdID set to last non rejected ClOrdID i.e. Y
6		Execution (Y,X)	Pending Replace	Pending Replace	10000	1000	9000	0	Broker processes Replace (Y,X) first
7		Cancel Reject (Y,X)		Partially Filled					Broker rejects first replace request Note OrigClOrdID set to last accepted ClOrdID i.e. X
8		Execution (Z,X)	Pending Replace	Pending Replace	10000	1000	9000	0	Broker then processes Replace (Z,Y). Note OrigClOrdID set to last accepted ClOrdID i.e. X
9		Cancel Reject (Z,X)		Partially Filled					Broker then rejects second replace request Note OrigClOrdID set to last accepted ClOrdID i.e. X
10		Execution(X)	Trade	Partially Filled	10000	7000	3000	6000	Execution for 6000