Appendix D: Order State Change Matrices

B.1.b — Cancel request issued for a part-filled order — executions occur whilst cancel request is active

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 6000 4000 1000 Execution for 1000 whilst order is pending cancel – "pending cancel" order status takes precedence over "partially filled" order status.
7   Cancel Reject (Y,X)   Partially Filled         If request is rejected
7   Execution (Y,X) Canceled Canceled 10000 6000 0 0 "Canceled" order status takes precedence over "partially filled" order statustus

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