| Allowed Executing Firm Id(s) | All Executing Firm Ids | Executing Firm Id(s) allowed for trading on port. |
| Default Executing Firm Id | None | Default Executing Firm Id to use if none is sent on New Order. |
| 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
|
| 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
|
| Cancel on Reject† | No | Cancels an order upon a cancel or modify reject for that order. |
| Cancel Open Orders on DROP Port Disconnect | None | - 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).
|
| Carried Order Restatements | Yes | - If the Carried Order Restatements port attribute is set, Execution Report messages representing orders carried forward from the previous business date will be made available to the TPH as described in Carried Order Restatements.
- 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.
|
| Concatenate CompID and SubId | No | Requires all FIX traffic to contain concatenated (combined) Comp and Sub Id’s. |
| Default MTP Value^† | None | Specifies Default value for PreventMatch (7928). |
| Echo Tag 40 on Ack | No | Return OrdType (40) on FIX Ack. Note this value will also be returned on Order by Order FIX DROP. |
| Echo Tag 47 on Ack | No | Return OrderCapacity (47) on FIX Ack. Note this value will also be returned on Order by Order FIX DROP. |
| 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. |
| Microsecond Timestamp Granularity | No | Display microsecond level timestamp granularity for TransactTime (60), OrigTime (42) and SendingTime (52). These tags default to millisecond or second (SendingTime (52)) granularity. |
| 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
|
| Reject Orders on DROP Port Disconnect | No | Allows TPH to associate a FIX DROP port(s) to a FIX port(s). Once the association has been established and all FIX DROP ports associated with a FIX port experience a session disconnect, reject orders on the FIX port until at least one of the DROP port sessions have been reestablished. |
| Reject Orders on DROP Port Timeout(s) | 30 | - Only applicable for sessions where "Reject Orders on DROP Port Disconnect" has been enabled. When the last associated FIX DROP port for the order entry session has disconnected, the reject/cancel actions will be taken on the order entry session if an associated FIX DROP port has not reestablished its connection in the defined time.
- Minimum value allowed is 0.
|
| Report MTP Fields^ | No | Enables LastPx (31) LastShares (32), and SecondaryOrderId (198) on Execution Reports caused by MTP. |
| Send Trade Breaks^ | No | Enables Trade Break Messages (35=‘UCC’). |
| Unique Wash Execution Ids | No | Appends a ‘.B’ or ‘.S’ to ExecID (17) on all trades. |
| Send 2nd Liquidity Character | No | Sends the second character in TradeLiquidityIndicator (9730). |
| Port Order Rate Threshold | - Default and Max Allowed = 3000 msgs/sec
- 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. During the 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.
- Note: Order handler burst rates towards each matching unit may be limited as described in Architecture and Message in Flight Settings.
|
| Symbol Order Rate Threshold | Default and Max Allowed = 3000 msgs/sec | - Functions the same as the Port Order Rate Threshold but is calculated at the symbol level. It is capped by the Port Order Rate Threshold.
- Note: Order handler burst rates towards each matching unit may be limited as described in Architecture and Message in Flight Settings.
|
| Send Nanoseconds (effective 08/31/26) | No | Display nanosecond level timestamp granularity for TransactTime (60), OrigTime (42), and SendingTime (52). If send nanoseconds and microseconds are both selected, nanoseconds will override. |
