Appendix D: Order State Change Matrices

J.1.b — A canceled order followed by a busted execution and a new execution

Time Message Received (ClOrdID, OrigClOrdID) Message Sent (ClOrdID, OrigClOrdID) Exec Type OrdStatus Order Qty Cum Qty Leaves Qty Last Qty ExecId (ExecRefID) Comment
1 New Order(X)       10000          
2 Execution(X) New New 10000 0 10000 0 A
3 Execution(X) Trade Partially Filled 10000 5000 5000 5000 B LastPx=50
4 Cancel Request(Y,X) 10000
5 Execution (Y,X) Pending Cancel Pending Cancel 10000 5000 5000 0 C
6 Execution (Y,X) Canceled Canceled 10000 5000 0 0 D
7 Execution(X) Trade Cancel Canceled 10000 0 0 0 E(B) Cancel of the execution. "Canceled’" order status takes precedence over "New"
8 Execution(X) Trade Canceled 10000 4000 0 4000 F Fill for 4000. LastPx=51

Back to Appendix D: Order State Change Matrices