To optimize your FIX set up, spread traffic over as many portfolios as possible to minimize order-entry latencies.
You should adhere to the following:
1
API key per session/connection to guarantee a connection75
maximum connections per profile175
maximum connections per user across all profilesWe strongly recommend batch messages for both order entry and cancellation.
Batch Requests:
15
orders / cancels per request.Available batch messages are:
We strongly recommend Modify Order Requests where applicable.
Modify Order Requests:
For rate limits, see FIX API Rate Limits.
Enabling DropCopyFlag="Yes"
(9406=Y
) configures your session to receive execution reports across all active sessions for the same profile.
We recommend that you enable DropCopyFlag on a separate, read-only session: