| 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 by sell-side (broker, exchange, ECN) |
| 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 |
|
Execution (Y,X) |
Pending Replace |
Pending Replace |
10000 |
1000 |
9000 |
0 |
"Pending replace" order status takes precedence over "partially filled" order status |
| 6 |
|
Execution(X) |
Trade |
Pending Replace |
10000 |
1500 |
8500 |
500 |
Execution for 500 |
| 7 |
|
Execution (Y,X) |
Replace |
Partially Filled |
8000 |
1500 |
6500 |
0 |
|
| 8 |
|
Execution (Y) |
Trade |
Partially Filled |
8000 |
3500 |
4500 |
2000 |
Execution for 2000 |
| 9 |
Replace Request(Z,Y) |
|
|
|
6000 |
|
|
|
Request decrease in order quantity to 6000, leaving 2500 open |
| 10 |
|
Execution (Z,Y) |
Pending Replace |
Pending Replace |
8000 |
3500 |
4500 |
0 |
|
| 11 |
|
Execution(Y) |
Trade |
Pending Replace |
8000 |
4000 |
4000 |
500 |
Execution for 500 |
| 12 |
|
Execution (Z,Y) |
Replace |
Partially Filled |
6000 |
4000 |
2000 |
0 |
|
| 13 |
|
Execution(Z) |
Trade |
Filled |
6000 |
6000 |
0 |
2000 |
Execution for 2000 |
|