Cboe Options Exchange Mass Cancel Limitation

October 08, 2019 16:39:26

Reference ID: C2019100802

Please be advised that effective Wednesday, October 9, 2019, Cboe Options Exchange will begin imposing a limit of 1 unique mass cancel message per second, per port. Any identical messages received during the same second on the same port will be rejected.

An identical Mass Cancel message is defined as a message where all of the following fields contain the same value as a previously received message: 

- clearingFirm (FIX tag 115)
- RiskRoot (FIX tag 55)
- 3rd character of MassCancelInst (FIX tag 7700)
- 4th character of MassCancelInst (FIX tag 7700)
- 5th character of MassCancelInst (FIX tag 7700)
- CustomGroupID (FIX tag 7699)

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