Limit Execution Details

A risk trip is performed by the system immediately after a breach once any risk limit is detected, but there is the possibility that overexecution beyond the defined limit can occur. Under normal circumstances the trip is expected to be distributed to all matching units in less than 1ms. In addition, a single order that will remove against multiple resting orders will be allowed to do so completely, even if a risk limit is breached before the last execution occurs. Orders that have been routed away may also receive executions before those orders may be cancelled by the Exchange.