D.2.a: One cancel/replace request is issued followed immediately by another — broker processes sequentially – Appendix D: Order State Change Matrices – FIX 5.0 SP2 – FIX Dictionary

D.2.a — One cancel/replace request is issued followed immediately by another — broker processes sequentially

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 OrigClOrdID set to last non rejected ClOrdID i.e. Y (on an "optimistic" basis)
6		Execution (Y,X)	Pending Replace	Pending Replace	10000	1000	9000	0	Broker processes Replace (Y,X) first
7		Execution (Y,X)	Replace	Partially Filled	8000	1000	7000	0	Broker processes Replace (Y,X) first
8		Execution (Z,Y)	Pending Replace	Pending Replace	8000	1000	7000	0	Broker then processes Replace (Z,Y). Note OrigClOrdID set to last accepted ClOrdID i.e. Y
9		Execution (Z,Y)	Replace	Partially Filled	7000	1000	6000	0	Broker then processes Replace (Z,Y)
10		Execution(Z)	Trade	Filled	7000	7000	0	6000	Execution for 6000