D.1.c: One cancel/replace request is issued which is rejected after it is in pending replace — then another one is issued which is accepted – Appendix D: Order State Change Matrices – FIX 5.0 SP1 – FIX Dictionary

D.1.c — One cancel/replace request is issued which is rejected after it is in pending replace — then another one is issued which is accepted

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	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		Execution (Y,X)	Pending Replace	Pending Replace	10000	1000	9000	0
6		Execution(X)	Trade	Pending Replace	10000	1500	8500	500	Execution for 500. "Pending replace" order status takes precedence over "partially filled" order status
7		Cancel Reject (Y,X)		Partially Filled					Request is rejected (e.g. by trader/exchange)
8		Execution(X)	Trade	Partially Filled	10000	3500	6500	2000	Execution for 2000
9	Replace Request(Z,X)				6000				Request decrease in order quantity to 6000, leaving 2500 open. Note that OrigClOrdID = X as this is the last non rejected ClOrdID
10		Execution (Z,X)	Pending Replace	Pending Replace	10000	3500	6500	0
11		Cancel Reject (Z,X)		Partially Filled					If request is rejected (e.g. by trader/exchange)
11		Execution (Z,X)	Replace	Partially Filled	6000	3500	2500	0
12		Execution(Z)	Trade	Partially Filled	6000	5000	1000	1500	Execution for 1500