Appendix D: Order State Change Matrices

K.1.b — Trading Halt — Cancel

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       ExecInst set to cancel on trading halt
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 Trading halt established
4 Execution Canceled Canceled 10000 0 0 0 Order canceled due to trading halt. ExecRestatementReason = Canceled due to trading halt

Back to Appendix D: Order State Change Matrices