Appendix D: Order State Change Matrices

A.1.a — 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 by sales
2 Execution(X) New New 10000 0 10000 0
3 Execution(X) Rejected Rejected 10000 0 0 0 If order is rejected by trader/exchange
3 Execution(X) Trade Partially Filled 10000 2000 8000 2000 Execution of 2000
4 Execution(X) Trade Partially Filled 10000 3000 7000 1000 Execution of 1000
5 Execution(X) Trade Filled 10000 10000 0 7000 Execution of 7000

Back to Appendix D: Order State Change Matrices