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Order Entry Limits

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FIX 4.2

The FIX 4.2 Order Entry API rate limits are:
  • VAR::FIX_REQS_PER_ROLLING_SEC_PER_SESSION requests per rolling second1 per session
  • VAR::FIX_MSGS_PER_SEC_BURST messages per second in bursts
Rolling secondThe clock starts when the first command is sent. We use a lazy-fill token bucket implementation.

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FIX 5

The FIX 5 Order Entry API rate limits are:
  • VAR::FIX_FIVE_LOGON_PER_SEC logons per second per API key
  • VAR::FIX_FIVE_REQS_PER_SEC requests per second
Your FIX 5 session is disconnected if your messages exceed VAR::FIX_FIVE_REQS_PER_SEC_DISCONNECT messages per second

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Maximums

  • Maximum connections per profile: VAR::FIX_MAX_CONNECTIONS_PER_PROFILE . See FIX Best Practices.
  • Maximum connections per user across all profiles: VAR::FIX_MAX_CONNECTIONS_PER_USER
  • Maximum API keys per session/connection: VAR::FIX_MAX_API_KEYS_PER_SESSION
  • Maximum profiles per user: VAR::FIX_MAX_PROFILES_PER_USER
  • Maximum orders per batch message (new and cancelled): VAR::FIX_MAX_BATCH_ORDERS

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Market Data Limits

The FIX Market Data API is limited to VAR::FIX_MAX_API_KEYS_PER_SESSION connection per API key. It does not use FIX order entry rate limits (connections, rps, burst rps).