Maximum Size Checks

The Exchange prevents complex orders from executing or being placed on the complex book if the size of the complex order exceeds the complex order size protection designated by the customer. If the maximum size of complex orders is not designated by the customer, the Exchange will reject orders with a size greater than 999,999. The size of a complex order is calculated as order quantity times largest ratio on a leg of a complex order. Maximum size protection is available for all complex orders.