Appendix D: Order State Change Matrices

C.2.a — Cancel/replace request (not for quantity change) is rejected as a fill has occurred

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)       10000       Assume in this scenario that client does not wish to increase qty (e.g. client wants to amend limit price)
4   Execution (X) Trade Filled 10000 10000 0 9000 Execution for 9000 – the replace request message and this execution report pass each other on the connection
5   Cancel Reject (Y,X)   Filled         CxlRejectReason = 0 (too late to cancel)

Back to Appendix D: Order State Change Matrices

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