Appendix D: Order State Change Matrices

B.1.e — Cancel request issued for an order that has not yet been acknowledged — the acknowledgment and the cancel request "cross"

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
2   Execution (X) New New 10000 0 10000 0 This message crosses the Cancel request
3   Execution (Y,X) Pending Cancel Pending Cancel 10000 0 10000 0
4   Execution (Y,X) Canceled Canceled 10000 0 0 0 Order canceled.

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