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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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