| Allowed Executing Firm Id(s) | All EFIDs | Executing Firm Id(s) allowed for trading on the port. |
| Default Executing Firm Id | None | Default Executing Firm Id to use if none is sent on a New Order or Quote Update. |
| Cancel on Disconnect | All | - Cancels open orders upon order handler disconnect; both graceful and ungraceful. Cancel on Disconnect behavior is in effect from the time persisted orders are reloaded to the book to the end of the cancel-only period.
- All = Cancel Day, GTC, and GTD orders
- Day = Cancel only Day orders
- None = Disabled
- BOE Unit Quoting ports require Cancel on Disconnect set to All or Day. Default will be used if not specified.
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| Cancel on Reject1, 3 | No | Cancels an order upon a modify reject for that order. |
| Cancel on ME Disconnect | All | - Controls whether orders are cancelled or preserved on a Matching Unit failover and provides for the ability to preserve GTC orders (Day). In any event, if a failover takes longer than 5 minutes, all orders are cancelled (including GTCs).
- All = Cancel Day, GTC, and GTD orders
- Day = Cancel only Day orders
- None = Disabled
- BOE Unit Quoting ports require Cancel on Disconnect set to All or Day. Default will be used if not specified.
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| Cancel Open Orders on DROP Port Disconnect | No | - Only applicable if "Reject Orders on DROP Port Disconnect" has been enabled. When the last Standard FIX DROP port associated with an order handler session has disconnected, open orders, associated with the session are cancelled.
- All = Cancel Day, GTC, and GTD orders
- Day = Cancel only Day orders
- None = Disabled
- Note this parameter applies to Standard FIX DROP ports and not Order-By-Order DROP ports (ODROP).
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| Carried Order Restatements | Yes | - If the Carried Order Restatements port attribute is set, Order Acknowledgement messages representing orders carried forward from the previous business date will be sent after the Login Response message and before regular session messages for each product.
- See Carried Order and Quote Restatements for a detailed description of Carried Order Restatements.
- Carried Order Restatements are required and cannot be disabled on order and quote updates submitted to the CFE system over a BOEv3 session which has been enabled for Quote Updates.
- Note that any changes made to any port attribute will not be enforced on carried GTC orders. Members who wish to apply updated port attributes to resting GTC orders must cancel those orders, and then resubmit them following the effective time of the port attribute change.
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| Default MTP Value† | None | Specifies default value for PreventMatch. |
| Default Customer Order Handling Instruction | Y = Electronic | - Sets a default CustOrderHandlingInst (1031) that will be used unless overridden at the individual order level.
- W = Desk (high touch)
- Y = Electronic (default)
- C = Vendor-provided platform, billed by Executing Broker
- G = Sponsored Access via Exchange API or FIX, provided by executing broker
- H = Premium algorithmic trading provider, billed by executing broker
- D = Other, including other-provided screen
|
| Maximum Order Size | 25,000 contracts | A system-wide maximum order size limit that is set by the CFE. TPHs may not request a change to this port attribute. |
| Multi-Segment Holiday Day Order Handling | None | - Controls whether Day (TimeInForce (59) = 0) orders and quotes are cancelled or preserved across holiday trading segments comprising a single business date.
- None = All Day orders and quotes on the book are carried between trading segments
- Cancel = All Day orders and quotes on the book at the conclusion of the current trading segment are cancelled back
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| Reject Orders on DROP Port Disconnect | No | Allows TPH/Sponsoring Firms to associate DROP port(s) to order entry port(s). If all associated DROP ports experience disconnection, new orders will be rejected until at least one DROP port session has been reestablished. |
| Reject Orders on DROP Port Timeout(s) | 30 seconds | - Only applicable if "Reject Orders on DROP Port Disconnect" has been enabled. When the last associated DROP port has disconnected, begin rejecting orders on the associated order entry port(s) if a DROP session has not been reestablished within this timeout.
- Minimum value allowed is 0 seconds.
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| Port Message Rate Threshold | - Default and Max allowed = 3,000 msgs/sec for order ports, 10,000 for quote ports.
- 1 msg/sec for CFE test products.
| - The maximum allowed message rate on the session. When the first non-administrative message is received, a one second window begins. For example, on an order port during a second no more than 2,999 additional non-administrative messages will be allowed within that window. If the rate is exceeded all new orders in the time window are rejected, modifies are treated as cancels, and cancels are processed.
- Unit Quote ports will have a default limit of 10,000 messages per second. A message is defined as any individual quote or any order-related message (new, modify, or cancel). If the limit is exceeded on a quote port the behavior for orders described above applies, and all Quote Update messages will be rejected unless the Quote Update message contains only cancels.
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| quote_country | US | When enabled, the country code on Quote Update messages will default to the TPH-specified country code using the ISO 3166 two-character code list (must be entered using uppercase letters only). A Quote Update message with a country code for a comprehensively sanctioned country will be rejected. |
