| Time |
Message Received (ClOrdID, OrigClOrdID) |
Message Sent (ClOrdID, OrigClOrdID) |
Exec Type |
OrdStatus |
Order Qty |
Cum Qty |
Leaves Qty |
Last Qty |
Comment |
| 1 |
Cancel Request(Y,X) |
|
|
|
10000 |
|
|
|
|
| 2 |
|
Cancel Reject (Y,X) |
|
Rejected |
|
|
|
|
Cancel request rejected with reject reason of "Unknown Order", OrdStatus is "Rejected" and OrderID is "NONE" |
|
NOTE: It is important to note that rejecting a cancel request for an unknown OrigClOrdID does not cause the sell-side to consume the OrigClOrdID used in the Cancel Request.
Back to Appendix D: Order State Change Matrices
|
