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
2 Execution(X) New New 10000 0 10000 0
3 Execution(X) Trade Partially Filled 10000 2000 8000 2000 Execution for 2000
4 Cancel Request(Y,X) 10000
4 Execution(X) Trade Partially Filled 10000 5000 5000 3000 Execution for 3000. This execution passes the cancel request on the connection
5 Cancel Reject (Y,X) Partially Filled If request is rejected
5 Execution (Y,X) Pending Cancel Pending Cancel 10000 5000 5000 0 "Pending cancel" order status takes precedence over "partially filled" order status
6 Execution(X) Trade Pending Cancel 10000 10000 0 5000 Execution for 5000 whilst order is pending cancel. "Pending cancel" order status takes precedence over "filled" order status
7 Cancel Reject (Y,X) Filled Cancel request rejected - CxlRejectReason = 0 (too late to cancel)