Appendix D: Order State Change Matrices

J.1.a — Filled order, followed by correction and cancellation of executions

Time Message Received (ClOrdID, OrigClOrdID) Message Sent (ClOrdID, OrigClOrdID) Exec Type OrdStatus Order Qty Cum Qty Leaves Qty AvgPx Last Qty Last Px ExecId (ExecRefID) Comment
1 New Order(X)       10000              
2 Execution(X) Rejected Rejected 10000 0 0 0 A If order is rejected by sell-side (broker, exchange, ECN)
2 Execution(X) New New 10000 0 10000 0 0 B
3 Execution(X) Trade Partially Filled 10000 1000 9000 100 1000 100 C Execution for 1000 @ 100
4 Execution(X) Trade Filled 10000 10000 0 109 9000 110 D Execution for 9000 @ 110
5 Execution(X) Trade Cancel Partially Filled 10000 9000 1000 110 0 0 E (C) Cancel execution for 1000.
6 Execution(X) Trade Correct Partially Filled 10000 9000 1000 100 9000 100 F (D) Correct price on execution for 9000 to 100.
7 Execution(X) Trade Filled 10000 10000 0 102 1000 120 G Execution for 1000 @ 120
8 Execution(X) Trade Correct Filled 10000 10000 0 120 9000 120 H(F) Correct price on execution for 9000 to 120
9 Replace Request (Y,X) 12000 Request to increase order qty
10 Execution (Y,X) Pending Replace Pending Replace 10000 10000 0 120 0 0 I
11 Execution (Y,X) Replace Partially Filled 12000 10000 2000 120 0 0 J
12 Execution(Y) Trade Correct Partially Filled 12000 10500 1500 120 9500 120 K(H) Correct execution of 9000 @ 120 to 9500 @ 120

Back to Appendix D: Order State Change Matrices