On rare occasions, the sequence of a TradeCapture event may straddle the end of an order. An OrderDone message may be received before the final TradeCapture. For example, this is a valid sequence of events:
MFClient MFAPIServer
SubmitOrder (GTC) →
← OrderReceived (acknowledgement fromMFAPIServer)
← OrderSubmitted (acknowledgement from Venue)
← TradeCapture1, matchStatus set to PENDING
← TradeCapture1, matchStatus set to DONE
← TradeCapture2, matchStatus set to PENDING
← OrderDone
← TradeCapture2, matchStatus set to DONE
Table 10.1. – GTC order with multiple fills
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