Appendix D: Order State Change Matrices

C.1.c — Filled order, followed by cancel/replace request to increase order quantity

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 Filled 10000 10000 0 10000 Execution for 10000
4 Replace Request(Y,X)       12000       Request increase in order quantity to 12000
5   Cancel Reject (Y,X)   Filled         If request is rejected
5   Execution (Y,X) Pending Replace Pending Replace 10000 10000 0 0 "Pending replace" order status takes precedence over "partially filled" order status
6   Cancel Reject (Y,X)   Filled         If request is rejected
6   Execution (Y,X) Replace Partially Filled 12000 10000 2000 0 Confirm order has been replaced
7   Execution(Y) Trade Filled 12000 12000 0 2000 Execution for 2000

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