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  • New Order (tag 35-MsgType=D)
  • Order Cancel/Replace (tag 35-MsgType=G)
  • Order Status Request (tag 35-MsgType=H)
  • Quote Request (tag 35-MsgType=R)
  • New Order Cross (tag 35-MsgType=s)
  • SecDef Request messages (tag 35-MsgType=c)
  • Cancel Request messages (tag 35-MsgType=F)SecDef
  • Order Mass Action Request

    messages

    (tag 35-MsgType=

    c

    CA) 

  • Application messages that fail business validation 

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All times
MessageReject ThresholdLogout ThresholdInterval

Cancel Request messages (tag 35-MsgType=F)

Order Mass Action Request (tag 35-MsgType=CA) 
10001500Three-second window.

All other application messages

500750Three-second window.

...

Sunday - 15:00-17:00 Central Time (CT)

Monday-Thursday 16:30-17:00 CT




MessageReject ThresholdLogout ThresholdInterval

New Order (tag 35-MsgType=D)

Order Cancel/Replace (tag 35-MsgType=G)

Order Status Request (tag 35-MsgType=H)

Quote Request (tag 35-MsgType=R)

New Order Cross (tag 35-MsgType=s)

Security Definition Request (tag 35-MsgType=c)

100150Three-second window.

...