Appendix D: Order State Change Matrices

L.1.b — Use of CashOrderQty

Time Message Received (ClOrdID, OrigClOrdID) Message Sent (ClOrdID, OrigClOrdID) Exec Type OrdStatus Order Qty Cash OrderQty Cum Qty Leaves Qty Last Qty Last Px Last Qty Comment
1 New Order(X) 10000 Currency=EUR. A buy order to invest 10,000 EUR.
2 Execution(X) Rejected Rejected 10000 0 0 0 If order is rejected
2 Execution(X) New New 500 10000 0 500 0 Assuming product has a unit price of 20 EUR at time of order receipt
3 Execution(X) Trade Partially Filled 500 10000 200 300 200 20.1 200 Execution of 200 @20.1 (i.e. does not have to be at the "conversion price" of 20_
4 Execution(X) Trade Filled 500 10000 500 0 300 20.2 300 Execution of 300 @20.2 (i.e. does not have to be at the "conversion price" of 20_

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