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) 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 Replace Request(Z,Y) 7000 Request decrease in order quantity to 7000, leaving 6000 open Note OrigCOrdID set to last non rejected ClOrdID i.e. Y
6 Execution (Y,X) Pending Replace Pending Replace 10000 1000 9000 0
7 Cancel Reject (Z,X) Pending Replace Rejected because broker does not support processing of order cancel replace request whilst order is pending cancel. CxlRejReason = "Order already in pending cancel or pending replace status" OrigClOrdID set to last accepted ClOrdID i.e. X
8 Execution (Y,X) Replace Partially Filled 8000 1000 7000 0
9 Execution (Y) Trade Partially Filled 8000 3000 5000 2000 Execution for 2000

This matrix illustrates the case where the broker/order receiver does not support multiple outstanding order cancel or order cancel/replace requests