| 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 |
Cancel Request(Y,X) |
|
|
|
10000 |
|
|
|
Order sender immediately wishes to cancel the order |
| 3 |
|
Execution (Y,X) |
Pending Cancel |
Pending Cancel |
10000 |
0 |
10000 |
0 |
OrigClOrd set to X even though X has not yet been "accepted". |
| 4 |
|
Execution (X) |
New |
New |
10000 |
0 |
10000 |
0 |
Order accepted before cancel request is processed. |
| 5 |
|
Execution (Y,X) |
Canceled |
Canceled |
10000 |
0 |
0 |
0 |
Order canceled. |
| 6 |
New Order(A) |
|
|
|
5000 |
|
|
|
|
| 7 |
Cancel Request(B,A) |
|
|
|
5000 |
|
|
|
Order sender immediately wishes to cancel the order |
| 8 |
|
Execution (B,A) |
Pending Cancel |
Pending Cancel |
5000 |
0 |
5000 |
0 |
OrigClOrd set to A even though A has not yet been "accepted". |
| 9 |
|
Execution (B,A) |
Canceled |
Canceled |
5000 |
0 |
0 |
0 |
Order canceled before it is accepted. Note OrigClOrdID set to A even though A has not yet been accepted |
|