An order is called a Broken when all parts of an order are not executed due to various reasons such as unavailability of the quantity or orders are placed near market closing. In such a case, the constituents in your basket does not match the designed constituents. For eg. 4 out of 5 stocks are executed, but the 5th stock is not executed due to some reason, this makes the order broken and needs to be fixed to match exactly to the basket actually designed by the Research team. So, the broken order executes the unfilled orders.