Appendix D: Order State Change Matrices

B.1.d — Cancel request issued for an order that has not yet been acknowledged

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
3   Execution (Y,X) Pending Cancel Pending Cancel 10000 0 10000 0 OrigClOrd set to X even though X has not yet been "accepted".
4   Execution (X) New New 10000 0 10000 0 Order accepted before cancel request is processed.
5   Execution (Y,X) Canceled Canceled 10000 0 0 0 Order canceled.
6 New Order(A)       5000        
7 Cancel Request(B,A)       5000       Order sender immediately wishes to cancel the order
8   Execution (B,A) Pending Cancel Pending Cancel 5000 0 5000 0 OrigClOrd set to A even though A has not yet been "accepted".
9   Execution (B,A) Canceled Canceled 5000 0 0 0 Order canceled before it is accepted. Note OrigClOrdID set to A even though A has not yet been accepted

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