D.2.d: One cancel/replace request is issued followed immediately by another — broker rejects the second as order is pending replace – Appendix D: Order State Change Matrices – FIX 5.0 SP2 – FIX Dictionary

D.2.d — One cancel/replace request is issued followed immediately by another — broker rejects the second as order is pending replace

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
7		Cancel Reject (Z,X)		Pending Replace					Rejected because broker does not support processing of order cancel replace request whilst order is pending cancel. CxlRejReason = "Order already in pending cancel or pending replace status" OrigClOrdID set to last accepted ClOrdID i.e. X
8		Execution (Y,X)	Replace	Partially Filled	8000	1000	7000	0
9		Execution (Y)	Trade	Partially Filled	8000	3000	5000	2000	Execution for 2000

This matrix illustrates the case where the broker/order receiver does not support multiple outstanding order cancel or order cancel/replace requests