Appendix D: Order State Change Matrices

I.1.a — Fill or Kill order cannot be filled

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       Order is FOK
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) Canceled Canceled 10000 0 0 0 If order cannot be immediately filled

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