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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 Security Definition Request messages (tag 35-MsgType=c)
  • Cancel Request messages (tag 35-MsgType=F)
  • Order Mass Action Request (tag 35-MsgType=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.

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